CUMULATIVE PERFORMANCE
April 13, 2022 through August 31, 2025.
Initial investment of $10,000.
 |
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 811-02105
Fidelity Salem Street Trust
(Exact name of registrant as specified in charter)
245 Summer St., Boston, Massachusetts 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: | August 31 |
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|
|
| Date of reporting period: | August 31, 2025 |
This report on Form N-CSR relates solely to the Registrant’s Fidelity Conservative Income Bond Fund, Fidelity SAI Investment Grade Securitized Fund, Fidelity SAI Sustainable Low Duration Bond Fund, Fidelity Series Corporate Bond Fund, Fidelity Series Sustainable Investment Grade Bond Fund, Fidelity Short-Term Bond Index Fund,
Fidelity Sustainability Bond Index Fund, Fidelity Sustainable Core Plus Bond Fund, and
Fidelity Sustainable Low Duration Bond Fund (the “Funds”).
Item 1.
Reports to Stockholders
ANNUAL SHAREHOLDER REPORT | AS OF
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Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Fidelity® Sustainable Low Duration Bond Fund
|
$
|
|
|
1 Year
|
Life of Fund A
|
|
Fidelity® Sustainable Low Duration Bond Fund
|
||
Bloomberg US Treasury Bill: 6-9 Months Index
|
||
Bloomberg U.S. Aggregate Bond Index
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
|
Portfolio Turnover
|
QUALITY DIVERSIFICATION (% of Fund's net assets)
|
|
U.S. Government and U.S. Government Agency Obligations - 29.5
|
|
AAA - 17.8
|
|
AA - 3.8
|
|
A - 24.9
|
|
BBB - 19.2
|
|
BB - 0.1
|
|
Not Rated - 1.8
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 2.9
|
|
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.
|
|
ASSET ALLOCATION (% of Fund's net assets)
|
|
Corporate Bonds - 47.5
|
|
U.S. Treasury Obligations - 29.5
|
|
Asset-Backed Securities - 19.0
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|
CMOs and Other Mortgage Related Securities - 0.6
|
|
Other Investments - 0.5
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|
Short-Term Investments and Net Other Assets (Liabilities) - 2.9
|
|
GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
|
|
United States - 85.8
|
|
Canada - 4.2
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|
United Kingdom - 3.7
|
|
Ireland - 1.6
|
|
Netherlands - 1.5
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|
Japan - 0.8
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|
Sweden - 0.4
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|
Italy - 0.4
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Norway - 0.4
|
|
Others - 1.2
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Bill
|
||
US Treasury Notes
|
||
JPMorgan Chase & Co
|
||
Bank of America Corp
|
||
Morgan Stanley
|
||
Goldman Sachs Group Inc/The
|
||
Wells Fargo & Co
|
||
GMF Floorplan Owner Revolving Trust
|
||
Citibank NA
|
||
Athene Global Funding
|
||
40.4
|
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.
|
||
 |
 |
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
1.9913685.101 6526-TSRA-1025
|
ANNUAL SHAREHOLDER REPORT | AS OF
|
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|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Class Z
|
$
|
 |
1 Year
|
Life of Fund A
|
|
Class Z
|
||
Bloomberg US Treasury Bill: 6-9 Months Index
|
||
Bloomberg U.S. Aggregate Bond Index
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
|
Portfolio Turnover
|
QUALITY DIVERSIFICATION (% of Fund's net assets)
|
|
|
U.S. Government and U.S. Government Agency Obligations - 29.5
|
|
AAA - 17.8
|
|
AA - 3.8
|
|
A - 24.9
|
|
BBB - 19.2
|
|
BB - 0.1
|
|
Not Rated - 1.8
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 2.9
|
|
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.
|
|
ASSET ALLOCATION (% of Fund's net assets)
|
|
|
Corporate Bonds - 47.5
|
|
U.S. Treasury Obligations - 29.5
|
|
Asset-Backed Securities - 19.0
|
|
CMOs and Other Mortgage Related Securities - 0.6
|
|
Other Investments - 0.5
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 2.9
|
|
GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
|
|
|
United States - 85.8
|
|
Canada - 4.2
|
|
United Kingdom - 3.7
|
|
Ireland - 1.6
|
|
Netherlands - 1.5
|
|
Japan - 0.8
|
|
Sweden - 0.4
|
|
Italy - 0.4
|
|
Norway - 0.4
|
|
Others - 1.2
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Bill
|
||
US Treasury Notes
|
||
JPMorgan Chase & Co
|
||
Bank of America Corp
|
||
Morgan Stanley
|
||
Goldman Sachs Group Inc/The
|
||
Wells Fargo & Co
|
||
GMF Floorplan Owner Revolving Trust
|
||
Citibank NA
|
||
Athene Global Funding
|
||
40.4
|
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.
|
||
|
 |
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
1.9913690.101 6531-TSRA-1025
|
ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Class M
|
$
|
 |
1 Year
|
Life of Fund A
|
|
Class M (incl. 1.50% sales charge)
|
||
Class M (without 1.50% sales charge)
|
||
Bloomberg US Treasury Bill: 6-9 Months Index
|
||
Bloomberg U.S. Aggregate Bond Index
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
|
Portfolio Turnover
|
QUALITY DIVERSIFICATION (% of Fund's net assets)
|
|
|
U.S. Government and U.S. Government Agency Obligations - 29.5
|
|
AAA - 17.8
|
|
AA - 3.8
|
|
A - 24.9
|
|
BBB - 19.2
|
|
BB - 0.1
|
|
Not Rated - 1.8
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 2.9
|
|
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.
|
|
ASSET ALLOCATION (% of Fund's net assets)
|
|
|
Corporate Bonds - 47.5
|
|
U.S. Treasury Obligations - 29.5
|
|
Asset-Backed Securities - 19.0
|
|
CMOs and Other Mortgage Related Securities - 0.6
|
|
Other Investments - 0.5
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 2.9
|
|
GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
|
|
|
United States - 85.8
|
|
Canada - 4.2
|
|
United Kingdom - 3.7
|
|
Ireland - 1.6
|
|
Netherlands - 1.5
|
|
Japan - 0.8
|
|
Sweden - 0.4
|
|
Italy - 0.4
|
|
Norway - 0.4
|
|
Others - 1.2
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Bill
|
||
US Treasury Notes
|
||
JPMorgan Chase & Co
|
||
Bank of America Corp
|
||
Morgan Stanley
|
||
Goldman Sachs Group Inc/The
|
||
Wells Fargo & Co
|
||
GMF Floorplan Owner Revolving Trust
|
||
Citibank NA
|
||
Athene Global Funding
|
||
40.4
|
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.
|
||
|
 |
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
1.9913688.101 6529-TSRA-1025
|
ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Class I
|
$
|
 |
1 Year
|
Life of Fund A
|
|
Class I
|
||
Bloomberg US Treasury Bill: 6-9 Months Index
|
||
Bloomberg U.S. Aggregate Bond Index
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
|
Portfolio Turnover
|
QUALITY DIVERSIFICATION (% of Fund's net assets)
|
|
|
U.S. Government and U.S. Government Agency Obligations - 29.5
|
|
AAA - 17.8
|
|
AA - 3.8
|
|
A - 24.9
|
|
BBB - 19.2
|
|
BB - 0.1
|
|
Not Rated - 1.8
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 2.9
|
|
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.
|
|
ASSET ALLOCATION (% of Fund's net assets)
|
|
|
Corporate Bonds - 47.5
|
|
U.S. Treasury Obligations - 29.5
|
|
Asset-Backed Securities - 19.0
|
|
CMOs and Other Mortgage Related Securities - 0.6
|
|
Other Investments - 0.5
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 2.9
|
|
GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
|
|
|
United States - 85.8
|
|
Canada - 4.2
|
|
United Kingdom - 3.7
|
|
Ireland - 1.6
|
|
Netherlands - 1.5
|
|
Japan - 0.8
|
|
Sweden - 0.4
|
|
Italy - 0.4
|
|
Norway - 0.4
|
|
Others - 1.2
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Bill
|
||
US Treasury Notes
|
||
JPMorgan Chase & Co
|
||
Bank of America Corp
|
||
Morgan Stanley
|
||
Goldman Sachs Group Inc/The
|
||
Wells Fargo & Co
|
||
GMF Floorplan Owner Revolving Trust
|
||
Citibank NA
|
||
Athene Global Funding
|
||
40.4
|
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.
|
||
|
 |
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
1.9913689.101 6530-TSRA-1025
|
ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Class C
|
$
|
 |
1 Year
|
Life of Fund A
|
|
Class C (incl. contingent deferred sales charge)
|
||
Class C
|
||
Bloomberg US Treasury Bill: 6-9 Months Index
|
||
Bloomberg U.S. Aggregate Bond Index
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
|
Portfolio Turnover
|
QUALITY DIVERSIFICATION (% of Fund's net assets)
|
|
|
U.S. Government and U.S. Government Agency Obligations - 29.5
|
|
AAA - 17.8
|
|
AA - 3.8
|
|
A - 24.9
|
|
BBB - 19.2
|
|
BB - 0.1
|
|
Not Rated - 1.8
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 2.9
|
|
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.
|
|
ASSET ALLOCATION (% of Fund's net assets)
|
|
|
Corporate Bonds - 47.5
|
|
U.S. Treasury Obligations - 29.5
|
|
Asset-Backed Securities - 19.0
|
|
CMOs and Other Mortgage Related Securities - 0.6
|
|
Other Investments - 0.5
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 2.9
|
|
GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
|
|
|
United States - 85.8
|
|
Canada - 4.2
|
|
United Kingdom - 3.7
|
|
Ireland - 1.6
|
|
Netherlands - 1.5
|
|
Japan - 0.8
|
|
Sweden - 0.4
|
|
Italy - 0.4
|
|
Norway - 0.4
|
|
Others - 1.2
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Bill
|
||
US Treasury Notes
|
||
JPMorgan Chase & Co
|
||
Bank of America Corp
|
||
Morgan Stanley
|
||
Goldman Sachs Group Inc/The
|
||
Wells Fargo & Co
|
||
GMF Floorplan Owner Revolving Trust
|
||
Citibank NA
|
||
Athene Global Funding
|
||
40.4
|
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.
|
||
|
 |
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
1.9913687.101 6528-TSRA-1025
|
ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Class A
|
$
|
 |
1 Year
|
Life of Fund A
|
|
Class A (incl. 1.50% sales charge)
|
||
Class A (without 1.50% sales charge)
|
||
Bloomberg US Treasury Bill: 6-9 Months Index
|
||
Bloomberg U.S. Aggregate Bond Index
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
|
Portfolio Turnover
|
QUALITY DIVERSIFICATION (% of Fund's net assets)
|
|
|
U.S. Government and U.S. Government Agency Obligations - 29.5
|
|
AAA - 17.8
|
|
AA - 3.8
|
|
A - 24.9
|
|
BBB - 19.2
|
|
BB - 0.1
|
|
Not Rated - 1.8
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 2.9
|
|
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.
|
|
ASSET ALLOCATION (% of Fund's net assets)
|
|
|
Corporate Bonds - 47.5
|
|
U.S. Treasury Obligations - 29.5
|
|
Asset-Backed Securities - 19.0
|
|
CMOs and Other Mortgage Related Securities - 0.6
|
|
Other Investments - 0.5
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 2.9
|
|
GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
|
|
|
United States - 85.8
|
|
Canada - 4.2
|
|
United Kingdom - 3.7
|
|
Ireland - 1.6
|
|
Netherlands - 1.5
|
|
Japan - 0.8
|
|
Sweden - 0.4
|
|
Italy - 0.4
|
|
Norway - 0.4
|
|
Others - 1.2
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Bill
|
||
US Treasury Notes
|
||
JPMorgan Chase & Co
|
||
Bank of America Corp
|
||
Morgan Stanley
|
||
Goldman Sachs Group Inc/The
|
||
Wells Fargo & Co
|
||
GMF Floorplan Owner Revolving Trust
|
||
Citibank NA
|
||
Athene Global Funding
|
||
40.4
|
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.
|
||
|
 |
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
1.9913686.101 6527-TSRA-1025
|
ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Fidelity® Sustainable Core Plus Bond Fund
|
$
|
 |
1 Year
|
Life of Fund A
|
|
Fidelity® Sustainable Core Plus Bond Fund
|
||
Bloomberg MSCI U.S. Aggregate ESG Choice Bond Index
|
||
Bloomberg U.S. Aggregate Bond Index
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
|
Portfolio Turnover
|
QUALITY DIVERSIFICATION (% of Fund's net assets)
|
|
U.S. Government and U.S. Government Agency Obligations - 55.1
|
|
AAA - 5.8
|
|
AA - 0.9
|
|
A - 10.6
|
|
BBB - 14.8
|
|
BB - 4.2
|
|
B - 2.5
|
|
CCC,CC,C - 1.7
|
|
D - 0.0
|
|
Not Rated - 1.4
|
|
Equities - 0.0
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 3.0
|
|
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.
|
|
ASSET ALLOCATION (% of Fund's net assets)
|
|
U.S. Treasury Obligations - 38.9
|
|
Corporate Bonds - 33.0
|
|
U.S. Government Agency - Mortgage Securities - 16.2
|
|
Asset-Backed Securities - 6.0
|
|
CMOs and Other Mortgage Related Securities - 0.9
|
|
Bank Loan Obligations - 0.8
|
|
Foreign Government and Government Agency Obligations - 0.8
|
|
Preferred Securities - 0.4
|
|
Preferred Stocks - 0.0
|
|
Common Stocks - 0.0
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 3.0
|
|
GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
|
|
United States - 83.6
|
|
Grand Cayman (UK Overseas Ter) - 3.9
|
|
United Kingdom - 2.5
|
|
Bailiwick Of Jersey - 1.6
|
|
Italy - 1.4
|
|
France - 0.8
|
|
Netherlands - 0.7
|
|
Canada - 0.7
|
|
Germany - 0.6
|
|
Others - 4.2
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Notes
|
||
US Treasury Bonds
|
||
Fannie Mae Mortgage pass-thru certificates
|
||
Ginnie Mae II Pool
|
||
Uniform Mortgage Backed Securities
|
||
Freddie Mac Gold Pool
|
||
Bank of America Corp
|
||
Symphony Clo Xxvi Ltd / Symphony Clo Xxvi LLC
|
||
AES Corp/The
|
||
Enel Finance International NV
|
||
57.3
|
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.
|
||
 |
 |
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
1.9913692.101 6541-TSRA-1025
|
ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Class Z
|
$
|
 |
1 Year
|
Life of Fund A
|
|
Class Z
|
||
Bloomberg MSCI U.S. Aggregate ESG Choice Bond Index
|
||
Bloomberg U.S. Aggregate Bond Index
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
|
Portfolio Turnover
|
QUALITY DIVERSIFICATION (% of Fund's net assets)
|
|
|
U.S. Government and U.S. Government Agency Obligations - 55.1
|
|
AAA - 5.8
|
|
AA - 0.9
|
|
A - 10.6
|
|
BBB - 14.8
|
|
BB - 4.2
|
|
B - 2.5
|
|
CCC,CC,C - 1.7
|
|
D - 0.0
|
|
Not Rated - 1.4
|
|
Equities - 0.0
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 3.0
|
|
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.
|
|
ASSET ALLOCATION (% of Fund's net assets)
|
|
|
U.S. Treasury Obligations - 38.9
|
|
Corporate Bonds - 33.0
|
|
U.S. Government Agency - Mortgage Securities - 16.2
|
|
Asset-Backed Securities - 6.0
|
|
CMOs and Other Mortgage Related Securities - 0.9
|
|
Bank Loan Obligations - 0.8
|
|
Foreign Government and Government Agency Obligations - 0.8
|
|
Preferred Securities - 0.4
|
|
Preferred Stocks - 0.0
|
|
Common Stocks - 0.0
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 3.0
|
|
GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
|
|
|
United States - 83.6
|
|
Grand Cayman (UK Overseas Ter) - 3.9
|
|
United Kingdom - 2.5
|
|
Bailiwick Of Jersey - 1.6
|
|
Italy - 1.4
|
|
France - 0.8
|
|
Netherlands - 0.7
|
|
Canada - 0.7
|
|
Germany - 0.6
|
|
Others - 4.2
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Notes
|
||
US Treasury Bonds
|
||
Fannie Mae Mortgage pass-thru certificates
|
||
Ginnie Mae II Pool
|
||
Uniform Mortgage Backed Securities
|
||
Freddie Mac Gold Pool
|
||
Bank of America Corp
|
||
Symphony Clo Xxvi Ltd / Symphony Clo Xxvi LLC
|
||
AES Corp/The
|
||
Enel Finance International NV
|
||
57.3
|
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.
|
||
|
 |
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
1.9913697.101 6546-TSRA-1025
|
ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Class M
|
$
|
 |
1 Year
|
Life of Fund A
|
|
Class M (incl. 4.00% sales charge)
|
-
|
|
Class M (without 4.00% sales charge)
|
||
Bloomberg MSCI U.S. Aggregate ESG Choice Bond Index
|
||
Bloomberg U.S. Aggregate Bond Index
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
|
Portfolio Turnover
|
QUALITY DIVERSIFICATION (% of Fund's net assets)
|
|
|
U.S. Government and U.S. Government Agency Obligations - 55.1
|
|
AAA - 5.8
|
|
AA - 0.9
|
|
A - 10.6
|
|
BBB - 14.8
|
|
BB - 4.2
|
|
B - 2.5
|
|
CCC,CC,C - 1.7
|
|
D - 0.0
|
|
Not Rated - 1.4
|
|
Equities - 0.0
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 3.0
|
|
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.
|
|
ASSET ALLOCATION (% of Fund's net assets)
|
|
|
U.S. Treasury Obligations - 38.9
|
|
Corporate Bonds - 33.0
|
|
U.S. Government Agency - Mortgage Securities - 16.2
|
|
Asset-Backed Securities - 6.0
|
|
CMOs and Other Mortgage Related Securities - 0.9
|
|
Bank Loan Obligations - 0.8
|
|
Foreign Government and Government Agency Obligations - 0.8
|
|
Preferred Securities - 0.4
|
|
Preferred Stocks - 0.0
|
|
Common Stocks - 0.0
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 3.0
|
|
GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
|
|
|
United States - 83.6
|
|
Grand Cayman (UK Overseas Ter) - 3.9
|
|
United Kingdom - 2.5
|
|
Bailiwick Of Jersey - 1.6
|
|
Italy - 1.4
|
|
France - 0.8
|
|
Netherlands - 0.7
|
|
Canada - 0.7
|
|
Germany - 0.6
|
|
Others - 4.2
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Notes
|
||
US Treasury Bonds
|
||
Fannie Mae Mortgage pass-thru certificates
|
||
Ginnie Mae II Pool
|
||
Uniform Mortgage Backed Securities
|
||
Freddie Mac Gold Pool
|
||
Bank of America Corp
|
||
Symphony Clo Xxvi Ltd / Symphony Clo Xxvi LLC
|
||
AES Corp/The
|
||
Enel Finance International NV
|
||
57.3
|
|
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.
|
||
|
 |
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
1.9913695.101 6544-TSRA-1025
|
ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Class I
|
$
|
 |
1 Year
|
Life of Fund A
|
|
Class I
|
||
Bloomberg MSCI U.S. Aggregate ESG Choice Bond Index
|
||
Bloomberg U.S. Aggregate Bond Index
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
|
Portfolio Turnover
|
QUALITY DIVERSIFICATION (% of Fund's net assets)
|
|
|
U.S. Government and U.S. Government Agency Obligations - 55.1
|
|
AAA - 5.8
|
|
AA - 0.9
|
|
A - 10.6
|
|
BBB - 14.8
|
|
BB - 4.2
|
|
B - 2.5
|
|
CCC,CC,C - 1.7
|
|
D - 0.0
|
|
Not Rated - 1.4
|
|
Equities - 0.0
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 3.0
|
|
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.
|
|
ASSET ALLOCATION (% of Fund's net assets)
|
|
|
U.S. Treasury Obligations - 38.9
|
|
Corporate Bonds - 33.0
|
|
U.S. Government Agency - Mortgage Securities - 16.2
|
|
Asset-Backed Securities - 6.0
|
|
CMOs and Other Mortgage Related Securities - 0.9
|
|
Bank Loan Obligations - 0.8
|
|
Foreign Government and Government Agency Obligations - 0.8
|
|
Preferred Securities - 0.4
|
|
Preferred Stocks - 0.0
|
|
Common Stocks - 0.0
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 3.0
|
|
GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
|
|
|
United States - 83.6
|
|
Grand Cayman (UK Overseas Ter) - 3.9
|
|
United Kingdom - 2.5
|
|
Bailiwick Of Jersey - 1.6
|
|
Italy - 1.4
|
|
France - 0.8
|
|
Netherlands - 0.7
|
|
Canada - 0.7
|
|
Germany - 0.6
|
|
Others - 4.2
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Notes
|
||
US Treasury Bonds
|
||
Fannie Mae Mortgage pass-thru certificates
|
||
Ginnie Mae II Pool
|
||
Uniform Mortgage Backed Securities
|
||
Freddie Mac Gold Pool
|
||
Bank of America Corp
|
||
Symphony Clo Xxvi Ltd / Symphony Clo Xxvi LLC
|
||
AES Corp/The
|
||
Enel Finance International NV
|
||
57.3
|
|
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.
|
||
|
 |
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
1.9913696.101 6545-TSRA-1025
|
ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Class C
|
$
|
 |
1 Year
|
Life of Fund A
|
|
Class C (incl. contingent deferred sales charge)
|
||
Class C
|
||
Bloomberg MSCI U.S. Aggregate ESG Choice Bond Index
|
||
Bloomberg U.S. Aggregate Bond Index
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
|
Portfolio Turnover
|
QUALITY DIVERSIFICATION (% of Fund's net assets)
|
|
|
U.S. Government and U.S. Government Agency Obligations - 55.1
|
|
AAA - 5.8
|
|
AA - 0.9
|
|
A - 10.6
|
|
BBB - 14.8
|
|
BB - 4.2
|
|
B - 2.5
|
|
CCC,CC,C - 1.7
|
|
D - 0.0
|
|
Not Rated - 1.4
|
|
Equities - 0.0
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 3.0
|
|
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.
|
|
ASSET ALLOCATION (% of Fund's net assets)
|
|
|
U.S. Treasury Obligations - 38.9
|
|
Corporate Bonds - 33.0
|
|
U.S. Government Agency - Mortgage Securities - 16.2
|
|
Asset-Backed Securities - 6.0
|
|
CMOs and Other Mortgage Related Securities - 0.9
|
|
Bank Loan Obligations - 0.8
|
|
Foreign Government and Government Agency Obligations - 0.8
|
|
Preferred Securities - 0.4
|
|
Preferred Stocks - 0.0
|
|
Common Stocks - 0.0
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 3.0
|
|
GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
|
|
|
United States - 83.6
|
|
Grand Cayman (UK Overseas Ter) - 3.9
|
|
United Kingdom - 2.5
|
|
Bailiwick Of Jersey - 1.6
|
|
Italy - 1.4
|
|
France - 0.8
|
|
Netherlands - 0.7
|
|
Canada - 0.7
|
|
Germany - 0.6
|
|
Others - 4.2
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Notes
|
||
US Treasury Bonds
|
||
Fannie Mae Mortgage pass-thru certificates
|
||
Ginnie Mae II Pool
|
||
Uniform Mortgage Backed Securities
|
||
Freddie Mac Gold Pool
|
||
Bank of America Corp
|
||
Symphony Clo Xxvi Ltd / Symphony Clo Xxvi LLC
|
||
AES Corp/The
|
||
Enel Finance International NV
|
||
57.3
|
|
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.
|
||
|
 |
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
1.9913694.101 6543-TSRA-1025
|
ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Class A
|
$
|
 |
1 Year
|
Life of Fund A
|
|
Class A (incl. 4.00% sales charge)
|
-
|
|
Class A (without 4.00% sales charge)
|
||
Bloomberg MSCI U.S. Aggregate ESG Choice Bond Index
|
||
Bloomberg U.S. Aggregate Bond Index
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
|
Portfolio Turnover
|
QUALITY DIVERSIFICATION (% of Fund's net assets)
|
|
|
U.S. Government and U.S. Government Agency Obligations - 55.1
|
|
AAA - 5.8
|
|
AA - 0.9
|
|
A - 10.6
|
|
BBB - 14.8
|
|
BB - 4.2
|
|
B - 2.5
|
|
CCC,CC,C - 1.7
|
|
D - 0.0
|
|
Not Rated - 1.4
|
|
Equities - 0.0
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 3.0
|
|
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.
|
|
ASSET ALLOCATION (% of Fund's net assets)
|
|
|
U.S. Treasury Obligations - 38.9
|
|
Corporate Bonds - 33.0
|
|
U.S. Government Agency - Mortgage Securities - 16.2
|
|
Asset-Backed Securities - 6.0
|
|
CMOs and Other Mortgage Related Securities - 0.9
|
|
Bank Loan Obligations - 0.8
|
|
Foreign Government and Government Agency Obligations - 0.8
|
|
Preferred Securities - 0.4
|
|
Preferred Stocks - 0.0
|
|
Common Stocks - 0.0
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 3.0
|
|
GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
|
|
|
United States - 83.6
|
|
Grand Cayman (UK Overseas Ter) - 3.9
|
|
United Kingdom - 2.5
|
|
Bailiwick Of Jersey - 1.6
|
|
Italy - 1.4
|
|
France - 0.8
|
|
Netherlands - 0.7
|
|
Canada - 0.7
|
|
Germany - 0.6
|
|
Others - 4.2
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Notes
|
||
US Treasury Bonds
|
||
Fannie Mae Mortgage pass-thru certificates
|
||
Ginnie Mae II Pool
|
||
Uniform Mortgage Backed Securities
|
||
Freddie Mac Gold Pool
|
||
Bank of America Corp
|
||
Symphony Clo Xxvi Ltd / Symphony Clo Xxvi LLC
|
||
AES Corp/The
|
||
Enel Finance International NV
|
||
57.3
|
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.
|
||
|
 |
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
1.9913693.101 6542-TSRA-1025
|
ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Fidelity® Sustainability Bond Index Fund
|
$
|
 |
1 Year
|
5 Year
|
Life of Fund A
|
|
Fidelity® Sustainability Bond Index Fund
|
-
|
||
Bloomberg MSCI U.S. Aggregate ESG Choice Bond Index
|
-
|
||
Bloomberg U.S. Aggregate Bond Index
|
-
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
|
Portfolio Turnover
|
QUALITY DIVERSIFICATION (% of Fund's net assets)
|
|
U.S. Government and U.S. Government Agency Obligations - 69.3
|
|
AAA - 3.0
|
|
AA - 2.3
|
|
A - 12.8
|
|
BBB - 11.3
|
|
BB - 0.4
|
|
Not Rated - 0.3
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 0.6
|
|
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.
|
|
ASSET ALLOCATION (% of Fund's net assets)
|
|
U.S. Treasury Obligations - 45.1
|
|
Corporate Bonds - 26.8
|
|
U.S. Government Agency - Mortgage Securities - 24.1
|
|
Foreign Government and Government Agency Obligations - 1.9
|
|
CMOs and Other Mortgage Related Securities - 1.1
|
|
Asset-Backed Securities - 0.3
|
|
U.S. Government Agency Obligations - 0.1
|
|
Other Investments - 0.0
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 0.6
|
|
GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
|
|
United States - 92.4
|
|
United Kingdom - 1.5
|
|
Canada - 1.1
|
|
Multi-national - 1.0
|
|
Japan - 0.8
|
|
Mexico - 0.5
|
|
Germany - 0.4
|
|
Spain - 0.2
|
|
Australia - 0.2
|
|
Others - 1.9
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Notes
|
||
US Treasury Bonds
|
||
Fannie Mae Mortgage pass-thru certificates
|
||
Freddie Mac Gold Pool
|
||
Ginnie Mae II Pool
|
||
Uniform Mortgage Backed Securities
|
||
Ginnie Mae I Pool
|
||
Bank of America Corp
|
||
JPMorgan Chase & Co
|
||
HSBC Holdings PLC
|
||
70.9
|
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.
|
||
 |
 |
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
1.9913654.101 3086-TSRA-1025
|
ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Fidelity® Short-Term Bond Index Fund
|
$
|
 |
1 Year
|
5 Year
|
Life of Fund A
|
|
Fidelity® Short-Term Bond Index Fund
|
|||
Bloomberg U.S. 1-5 Year Government/Credit Bond Index
|
|||
Bloomberg U.S. Aggregate Bond Index
|
-
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
|
Portfolio Turnover
|
QUALITY DIVERSIFICATION (% of Fund's net assets)
|
|
U.S. Government and U.S. Government Agency Obligations - 69.8
|
|
AAA - 1.7
|
|
AA - 2.9
|
|
A - 13.1
|
|
BBB - 11.6
|
|
BB - 0.4
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 0.5
|
|
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.
|
|
ASSET ALLOCATION (% of Fund's net assets)
|
|
U.S. Treasury Obligations - 69.5
|
|
Corporate Bonds - 28.3
|
|
Foreign Government and Government Agency Obligations - 0.9
|
|
Other Investments - 0.5
|
|
U.S. Government Agency Obligations - 0.3
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 0.5
|
|
GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
|
|
United States - 92.6
|
|
Canada - 1.6
|
|
United Kingdom - 1.4
|
|
Japan - 1.2
|
|
Multi-national - 0.8
|
|
Germany - 0.7
|
|
Spain - 0.3
|
|
Australia - 0.3
|
|
Korea (South) - 0.2
|
|
Others - 0.9
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Notes
|
||
JPMorgan Chase & Co
|
||
Bank of America Corp
|
||
Morgan Stanley
|
||
Goldman Sachs Group Inc/The
|
||
Wells Fargo & Co
|
||
HSBC Holdings PLC
|
||
Citigroup Inc
|
||
KfW
|
||
Barclays PLC
|
||
74.8
|
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.
|
||
 |
 |
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
1.9913653.101 3041-TSRA-1025
|
ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Fidelity® Series Sustainable Investment Grade Bond Fund
|
$
|
 |
1 Year
|
Life of Fund A
|
|
Fidelity® Series Sustainable Investment Grade Bond Fund
|
||
Bloomberg MSCI U.S. Aggregate ESG Choice Bond Index
|
||
Bloomberg U.S. Aggregate Bond Index
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
|
Portfolio Turnover
|
QUALITY DIVERSIFICATION (% of Fund's net assets)
|
|
U.S. Government and U.S. Government Agency Obligations - 69.3
|
|
AAA - 4.4
|
|
AA - 0.6
|
|
A - 9.1
|
|
BBB - 9.5
|
|
BB - 0.8
|
|
Not Rated - 2.2
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 4.1
|
|
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.
|
|
ASSET ALLOCATION (% of Fund's net assets)
|
|
U.S. Treasury Obligations - 52.7
|
|
Corporate Bonds - 19.6
|
|
U.S. Government Agency - Mortgage Securities - 16.6
|
|
Asset-Backed Securities - 6.4
|
|
Foreign Government and Government Agency Obligations - 0.4
|
|
CMOs and Other Mortgage Related Securities - 0.2
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 4.1
|
|
GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
|
|
United States - 92.2
|
|
Grand Cayman (UK Overseas Ter) - 6.4
|
|
Canada - 0.5
|
|
Mexico - 0.4
|
|
Netherlands - 0.3
|
|
United Kingdom - 0.2
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Notes
|
||
US Treasury Bonds
|
||
Uniform Mortgage Backed Securities
|
||
Ginnie Mae II Pool
|
||
Fannie Mae Mortgage pass-thru certificates
|
||
Allegro Clo Xii Ltd
|
||
RR 28 LTD / RR 28 LLC
|
||
Magnetite Xxvi Ltd / Magnetite Xxvi LLC
|
||
Freddie Mac Gold Pool
|
||
JPMorgan Chase & Co
|
||
75.5
|
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.
|
||
 |
 |
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
1.9913700.101 7314-TSRA-1025
|
ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Fidelity® Series Corporate Bond Fund
|
$
|
 |
1 Year
|
5 Year
|
Life of Fund A
|
|
Fidelity® Series Corporate Bond Fund
|
|||
Bloomberg U.S. Credit Bond Index
|
-
|
||
Bloomberg U.S. Aggregate Bond Index
|
-
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
|
Portfolio Turnover
|
QUALITY DIVERSIFICATION (% of Fund's net assets)
|
|
U.S. Government and U.S. Government Agency Obligations - 10.1
|
|
AAA - 0.0
|
|
AA - 0.2
|
|
A - 25.2
|
|
BBB - 52.7
|
|
BB - 5.0
|
|
B - 0.9
|
|
Not Rated - 0.0
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 5.9
|
|
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.
|
|
ASSET ALLOCATION (% of Fund's net assets)
|
|
Corporate Bonds - 83.2
|
|
U.S. Treasury Obligations - 10.1
|
|
Asset-Backed Securities - 0.5
|
|
Preferred Securities - 0.2
|
|
Foreign Government and Government Agency Obligations - 0.1
|
|
CMOs and Other Mortgage Related Securities - 0.0
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 5.9
|
|
GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
|
|
United States - 82.8
|
|
United Kingdom - 3.7
|
|
Canada - 3.1
|
|
Ireland - 2.3
|
|
Germany - 1.5
|
|
Belgium - 1.1
|
|
Japan - 1.0
|
|
France - 0.9
|
|
Netherlands - 0.8
|
|
Others - 2.8
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Bonds
|
||
Bank of America Corp
|
||
Morgan Stanley
|
||
JPMorgan Chase & Co
|
||
Wells Fargo & Co
|
||
Boeing Co
|
||
Broadcom Inc
|
||
CVS Health Corp
|
||
Barclays PLC
|
||
Charter Communications Operating LLC / Charter Communications Operating Capital
|
||
26.0
|
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.
|
||
 |
 |
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
1.9913658.101 3220-TSRA-1025
|
ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Fidelity® SAI Sustainable Low Duration Bond Fund
|
$
|
 |
1 Year
|
Life of Fund A
|
|
Fidelity® SAI Sustainable Low Duration Bond Fund
|
||
Bloomberg US Treasury Bill: 6-9 Months Index
|
||
Bloomberg U.S. Aggregate Bond Index
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
|
Portfolio Turnover
|
QUALITY DIVERSIFICATION (% of Fund's net assets)
|
|
U.S. Government and U.S. Government Agency Obligations - 31.1
|
|
AAA - 17.2
|
|
AA - 3.1
|
|
A - 23.9
|
|
BBB - 17.8
|
|
BB - 0.2
|
|
Not Rated - 1.6
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 5.1
|
|
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.
|
|
ASSET ALLOCATION (% of Fund's net assets)
|
|
Corporate Bonds - 44.9
|
|
U.S. Treasury Obligations - 31.1
|
|
Asset-Backed Securities - 18.3
|
|
CMOs and Other Mortgage Related Securities - 0.5
|
|
Other Investments - 0.1
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 5.1
|
|
GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
|
|
United States - 87.6
|
|
Canada - 3.6
|
|
United Kingdom - 2.7
|
|
Ireland - 1.5
|
|
Netherlands - 1.4
|
|
Japan - 0.8
|
|
Sweden - 0.4
|
|
Italy - 0.4
|
|
Norway - 0.4
|
|
Others - 1.2
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Bill
|
||
US Treasury Notes
|
||
Bank of America Corp
|
||
JPMorgan Chase & Co
|
||
Goldman Sachs Group Inc/The
|
||
Morgan Stanley
|
||
Wells Fargo & Co
|
||
Citigroup Inc
|
||
GMF Floorplan Owner Revolving Trust
|
||
Athene Global Funding
|
||
41.7
|
|
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.
|
||
 |
 |
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
1.9913684.101 6525-TSRA-1025
|
ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Fidelity® SAI Investment Grade Securitized Fund
|
$
|
 |
1 Year
|
Life of Fund A
|
|
Fidelity® SAI Investment Grade Securitized Fund
|
||
Bloomberg U.S. Securitized Index
|
||
Bloomberg U.S. Aggregate Bond Index
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
|
Portfolio Turnover
|
QUALITY DIVERSIFICATION (% of Fund's net assets)
|
|
U.S. Government and U.S. Government Agency Obligations - 94.3
|
|
AAA - 9.3
|
|
AA - 0.8
|
|
A - 0.0
|
|
BBB - 0.0
|
|
Not Rated - 17.9
|
|
Short-Term Investments and Net Other Assets (Liabilities) - (22.3)%
|
|
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.
|
|
ASSET ALLOCATION (% of Fund's net assets)
|
|
U.S. Government Agency - Mortgage Securities - 90.9
|
|
CMOs and Other Mortgage Related Securities - 24.8
|
|
U.S. Treasury Obligations - 3.4
|
|
Asset-Backed Securities - 2.9
|
|
Options - 0.3
|
|
Short-Term Investments and Net Other Assets (Liabilities) - (22.3)%
|
|
GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
|
|
United States - 99.9
|
|
Canada - 0.1
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
Fannie Mae Mortgage pass-thru certificates
|
||
Ginnie Mae II Pool
|
||
Freddie Mac Gold Pool
|
||
Uniform Mortgage Backed Securities
|
||
Freddie Mac Multifamily Structured pass-thru certificates
|
||
Fannie Mae Guaranteed REMIC
|
||
Ginnie Mae I Pool
|
||
US Treasury Notes
|
||
Freddie Mac Non Gold Pool
|
||
US Treasury Bonds
|
||
106.6
|
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.
|
||
 |
 |
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
1.9913702.101 7329-TSRA-1025
|
ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Fidelity® Conservative Income Bond Fund
|
$
|
 |
1 Year
|
5 Year
|
10 Year
|
|
Fidelity® Conservative Income Bond Fund
|
|||
Bloomberg U.S. 3-6 Month Treasury Bill Index
|
|||
Bloomberg U.S. Aggregate Bond Index
|
-
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
|
Portfolio Turnover
|
QUALITY DIVERSIFICATION (% of Fund's net assets)
|
|
U.S. Government and U.S. Government Agency Obligations - 18.0
|
|
AAA - 15.6
|
|
AA - 4.4
|
|
A - 23.8
|
|
BBB - 9.7
|
|
Not Rated - 0.8
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 27.7
|
|
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.
|
|
ASSET ALLOCATION (% of Fund's net assets)
|
|
Corporate Bonds - 38.2
|
|
U.S. Treasury Obligations - 18.0
|
|
Asset-Backed Securities - 16.1
|
|
Other Investments - 0.0
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 27.7
|
|
GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
|
|
United States - 85.1
|
|
Canada - 3.5
|
|
United Kingdom - 2.7
|
|
Germany - 2.4
|
|
Netherlands - 1.5
|
|
Japan - 0.7
|
|
Ireland - 0.7
|
|
France - 0.7
|
|
Australia - 0.6
|
|
Others - 2.1
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Bill
|
||
US Treasury Notes
|
||
Mitsubishi UFJ Trust & Banking Corp/NY
|
||
Mizuho Bank Ltd/New York NY
|
||
Bank of Nova Scotia/Houston
|
||
National Bank of Canada
|
||
JPMorgan Chase & Co
|
||
Toronto Dominion Bank
|
||
Bank of Montreal
|
||
Goldman Sachs Group Inc/The
|
||
29.2
|
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.
|
||
 |
 |
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
1.9913642.101 2268-TSRA-1025
|
ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Class Z
|
$
|
 |
1 Year
|
Life of Fund A
|
|
Class Z
|
||
Bloomberg U.S. 3-6 Month Treasury Bill Index
|
||
Bloomberg U.S. Aggregate Bond Index
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
|
Portfolio Turnover
|
QUALITY DIVERSIFICATION (% of Fund's net assets)
|
|
|
U.S. Government and U.S. Government Agency Obligations - 18.0
|
|
AAA - 15.6
|
|
AA - 4.4
|
|
A - 23.8
|
|
BBB - 9.7
|
|
Not Rated - 0.8
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 27.7
|
|
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.
|
|
ASSET ALLOCATION (% of Fund's net assets)
|
|
|
Corporate Bonds - 38.2
|
|
U.S. Treasury Obligations - 18.0
|
|
Asset-Backed Securities - 16.1
|
|
Other Investments - 0.0
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 27.7
|
|
GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
|
|
|
United States - 85.1
|
|
Canada - 3.5
|
|
United Kingdom - 2.7
|
|
Germany - 2.4
|
|
Netherlands - 1.5
|
|
Japan - 0.7
|
|
Ireland - 0.7
|
|
France - 0.7
|
|
Australia - 0.6
|
|
Others - 2.1
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Bill
|
||
US Treasury Notes
|
||
Mitsubishi UFJ Trust & Banking Corp/NY
|
||
Mizuho Bank Ltd/New York NY
|
||
Bank of Nova Scotia/Houston
|
||
National Bank of Canada
|
||
JPMorgan Chase & Co
|
||
Toronto Dominion Bank
|
||
Bank of Montreal
|
||
Goldman Sachs Group Inc/The
|
||
29.2
|
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.
|
||
|
 |
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
1.9913645.101 7364-TSRA-1025
|
ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Class I
|
$
|
 |
1 Year
|
Life of Fund A
|
|
Class I
|
||
Bloomberg U.S. 3-6 Month Treasury Bill Index
|
||
Bloomberg U.S. Aggregate Bond Index
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
|
Portfolio Turnover
|
QUALITY DIVERSIFICATION (% of Fund's net assets)
|
|
|
U.S. Government and U.S. Government Agency Obligations - 18.0
|
|
AAA - 15.6
|
|
AA - 4.4
|
|
A - 23.8
|
|
BBB - 9.7
|
|
Not Rated - 0.8
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 27.7
|
|
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.
|
|
ASSET ALLOCATION (% of Fund's net assets)
|
|
|
Corporate Bonds - 38.2
|
|
U.S. Treasury Obligations - 18.0
|
|
Asset-Backed Securities - 16.1
|
|
Other Investments - 0.0
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 27.7
|
|
GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
|
|
|
United States - 85.1
|
|
Canada - 3.5
|
|
United Kingdom - 2.7
|
|
Germany - 2.4
|
|
Netherlands - 1.5
|
|
Japan - 0.7
|
|
Ireland - 0.7
|
|
France - 0.7
|
|
Australia - 0.6
|
|
Others - 2.1
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Bill
|
||
US Treasury Notes
|
||
Mitsubishi UFJ Trust & Banking Corp/NY
|
||
Mizuho Bank Ltd/New York NY
|
||
Bank of Nova Scotia/Houston
|
||
National Bank of Canada
|
||
JPMorgan Chase & Co
|
||
Toronto Dominion Bank
|
||
Bank of Montreal
|
||
Goldman Sachs Group Inc/The
|
||
29.2
|
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.
|
||
|
 |
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
1.9913644.101 7363-TSRA-1025
|
ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Class A
|
$
|
 |
1 Year
|
Life of Fund A
|
|
Class A (incl. 1.50% sales charge)
|
||
Class A (without 1.50% sales charge)
|
||
Bloomberg U.S. 3-6 Month Treasury Bill Index
|
||
Bloomberg U.S. Aggregate Bond Index
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
|
Portfolio Turnover
|
QUALITY DIVERSIFICATION (% of Fund's net assets)
|
|
|
U.S. Government and U.S. Government Agency Obligations - 18.0
|
|
AAA - 15.6
|
|
AA - 4.4
|
|
A - 23.8
|
|
BBB - 9.7
|
|
Not Rated - 0.8
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 27.7
|
|
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.
|
|
ASSET ALLOCATION (% of Fund's net assets)
|
|
|
Corporate Bonds - 38.2
|
|
U.S. Treasury Obligations - 18.0
|
|
Asset-Backed Securities - 16.1
|
|
Other Investments - 0.0
|
|
Short-Term Investments and Net Other Assets (Liabilities) - 27.7
|
|
GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
|
|
|
United States - 85.1
|
|
Canada - 3.5
|
|
United Kingdom - 2.7
|
|
Germany - 2.4
|
|
Netherlands - 1.5
|
|
Japan - 0.7
|
|
Ireland - 0.7
|
|
France - 0.7
|
|
Australia - 0.6
|
|
Others - 2.1
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Bill
|
||
US Treasury Notes
|
||
Mitsubishi UFJ Trust & Banking Corp/NY
|
||
Mizuho Bank Ltd/New York NY
|
||
Bank of Nova Scotia/Houston
|
||
National Bank of Canada
|
||
JPMorgan Chase & Co
|
||
Toronto Dominion Bank
|
||
Bank of Montreal
|
||
Goldman Sachs Group Inc/The
|
||
29.2
|
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.
|
||
|
 |
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
1.9913643.101 7362-TSRA-1025
|
Item 2.
Code of Ethics
As of the end of the period, August 31, 2025, Fidelity Salem Street Trust (the trust) has adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to its President and Treasurer and its Chief Financial Officer. A copy of the code of ethics is filed as an exhibit to this Form N-CSR.
Item 3.
Audit Committee Financial Expert
The Board of Trustees of the trust has determined that Laura M. Bishop is an audit committee financial expert, as defined in Item 3 of Form N-CSR. Ms. Bishop is independent for purposes of Item 3 of Form N-CSR.
Item 4.
Principal Accountant Fees and Services
Fees and Services
The following table presents fees billed by Deloitte & Touche LLP, the member firms of Deloitte Touche Tohmatsu, and their respective affiliates (collectively, “Deloitte Entities”) in each of the last two fiscal years for services rendered to Fidelity Conservative Income Bond Fund, Fidelity SAI Investment Grade Securitized Fund, Fidelity SAI Sustainable Low Duration Bond Fund, Fidelity Series Corporate Bond Fund, Fidelity Series Sustainable Investment Grade Bond Fund, Fidelity Short-Term Bond Index Fund, Fidelity Sustainability Bond Index Fund, Fidelity Sustainable Core Plus Bond Fund, and Fidelity Sustainable Low Duration Bond Fund (the “Funds”):
Services Billed by Deloitte Entities
August 31, 2025 FeesA
|
| Audit Fees | Audit-Related Fees | Tax Fees | All Other Fees |
| Fidelity Conservative Income Bond Fund | $52,800 | $- | $9,800 | $900 |
| Fidelity SAI Investment Grade Securitized Fund | $80,300 | $- | $10,600 | $1,200 |
| Fidelity SAI Sustainable Low Duration Bond Fund | $43,700 | $- | $7,900 | $700 |
| Fidelity Series Corporate Bond Fund | $58,100 | $- | $9,800 | $900 |
| Fidelity Series Sustainable Investment Grade Bond Fund | $82,500 | $- | $9,600 | $1,300 |
| Fidelity Short-Term Bond Index Fund | $72,400 | $- | $10,600 | $1,100 |
| Fidelity Sustainability Bond Index Fund | $69,700 | $- | $9,900 | $1,100 |
| Fidelity Sustainable Core Plus Bond Fund | $119,100 | $- | $10,300 | $1,800 |
| Fidelity Sustainable Low Duration Bond Fund | $50,400 | $- | $8,100 | $800 |
August 31, 2024 FeesA
|
| Audit Fees | Audit-Related Fees | Tax Fees | All Other Fees |
| Fidelity Conservative Income Bond Fund | $50,500 | $- | $10,000 | $1,200 |
| Fidelity SAI Investment Grade Securitized Fund | $81,100 | $- | $10,600 | $1,700 |
| Fidelity SAI Sustainable Low Duration Bond Fund | $41,900 | $- | $8,400 | $1,000 |
| Fidelity Series Corporate Bond Fund | $55,900 | $- | $10,000 | $1,300 |
| Fidelity Series Sustainable Investment Grade Bond Fund | $79,400 | $- | $10,100 | $1,700 |
| Fidelity Short-Term Bond Index Fund | $69,800 | $- | $10,800 | $1,600 |
| Fidelity Sustainability Bond Index Fund | $66,900 | $- | $10,100 | $1,600 |
| Fidelity Sustainable Core Plus Bond Fund | $113,900 | $- | $10,800 | $2,600 |
| Fidelity Sustainable Low Duration Bond Fund | $48,000 | $- | $8,300 | $1,100 |
A Amounts may reflect rounding.
The following table(s) present(s) fees billed by Deloitte Entities that were required to be approved by the Audit Committee for services that relate directly to the operations and financial reporting of the Fund(s) and that are rendered on behalf of Fidelity Management & Research Company LLC ("FMR") and entities controlling, controlled by, or under common control with FMR (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser) that provide ongoing services to the Fund(s) (“Fund Service Providers”):
Services Billed by Deloitte Entities
|
| August 31, 2025A | August 31, 2024A |
| Audit-Related Fees | $125,000 | $200,000 |
| Tax Fees | $- | $- |
| All Other Fees | $2,970,400 | $1,929,500 |
A Amounts may reflect rounding.
“Audit-Related Fees” represent fees billed for assurance and related services that are reasonably related to the performance of the fund audit or the review of the fund's financial statements and that are not reported under Audit Fees.
“Tax Fees” represent fees billed for tax compliance, tax advice or tax planning that relate directly to the operations and financial reporting of the fund.
“All Other Fees” represent fees billed for services provided to the fund or Fund Service Provider, a significant portion of which are assurance related, that relate directly to the operations and financial reporting of the fund, excluding those services that are reported under Audit Fees, Audit-Related Fees or Tax Fees.
Assurance services must be performed by an independent public accountant.
* * *
The aggregate non-audit fees billed by Deloitte Entities for services rendered to the Fund(s), FMR (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any Fund Service Provider for each of the last two fiscal years of the Fund(s) are as follows:
| Billed By | August 31, 2025A | August 31, 2024A |
| Deloitte Entities | $3,528,600 | $5,051,400 |
|
|
|
|
A Amounts may reflect rounding.
The trust's Audit Committee has considered non-audit services that were not pre-approved that were provided by Deloitte Entities to Fund Service Providers to be compatible with maintaining the independence of Deloitte Entities in its(their) audit of the Fund(s), taking into account representations from Deloitte Entities, in accordance with Public Company Accounting Oversight Board rules, regarding its independence from the Fund(s) and its(their) related entities and FMR’s review of the appropriateness and permissibility under applicable law of such non-audit services prior to their provision to the Fund(s) Service Providers.
Audit Committee Pre-Approval Policies and Procedures
The trust’s Audit Committee must pre-approve all audit and non-audit services provided by a fund’s independent registered public accounting firm relating to the operations or financial reporting of the fund. Prior to the commencement of any audit or non-audit services to a fund, the Audit Committee reviews the services to determine whether they are appropriate and permissible under applicable law.
The Audit Committee has adopted policies and procedures to, among other purposes, provide a framework for the Committee’s consideration of non-audit services by the audit firms that audit the Fidelity funds. The policies and procedures require that any non-audit service provided by a fund audit firm to a Fidelity fund and any non-audit service provided by a fund auditor to a Fund Service Provider that relates directly to the operations and financial reporting of a Fidelity fund (“Covered Service”) are subject to approval by the Audit Committee before such service is provided.
All Covered Services must be approved in advance of provision of the service either: (i) by formal resolution of the Audit Committee, or (ii) by oral or written approval of the service by the Chair of the Audit Committee (or if the Chair is unavailable, such other member of the Audit Committee as may be designated by the Chair to act in the Chair’s absence). The approval contemplated by (ii) above is permitted where the Treasurer determines that action on such an engagement is necessary before the next meeting of the Audit Committee.
Non-audit services provided by a fund audit firm to a Fund Service Provider that do not relate directly to the operations and financial reporting of a Fidelity fund are reported to the Audit Committee periodically.
Non-Audit Services Approved Pursuant to Rule 2-01(c)(7)(i)(C) and (ii) of Regulation S-X (“De Minimis Exception”)
There were no non-audit services approved or required to be approved by the Audit Committee pursuant to the De Minimis Exception during the Fund’s(s’) last two fiscal years relating to services provided to (i) the Fund(s) or (ii) any Fund Service Provider that relate directly to the operations and financial reporting of the Fund(s).
The Registrant has not retained, for the preparation of the audit report on the financial statements included in the Form N-CSR, a registered public accounting firm that has a branch or office that is located in a foreign jurisdiction and that the Public Company Accounting Oversight Board (the “PCAOB”) has determined that the PCAOB is unable to inspect or investigate completely because of a position taken by an authority in the foreign jurisdiction.
The Registrant is not a “foreign issuer,” as defined in 17 CFR 240.3b-4.
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 - 0.3%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.3%
|
|||
American Express Credit Account Master Trust Series 2023-4 Class A, 5.15% 9/15/2030
|
100,000
|
103,695
|
|
BMW Vehicle Owner Trust Series 2025-A Class A3, 4.56% 9/25/2029
|
30,000
|
30,271
|
|
Capital One Multi-Asset Execution Trust Series 2019-A3 Class A3, 2.06% 8/15/2028
|
32,000
|
31,404
|
|
Capital One Multi-Asset Execution Trust Series 2021-A2 Class A2, 1.39% 7/15/2030
|
60,000
|
55,958
|
|
Capital One Prime Auto Receivables Trust Series 2023-1 Class A3, 4.87% 2/15/2028
|
17,462
|
17,521
|
|
CarMax Auto Owner Trust Series 2022-3 Class A3, 3.97% 4/15/2027
|
31,576
|
31,543
|
|
CarMax Auto Owner Trust Series 2023-2 Class A3, 5.05% 1/18/2028
|
66,984
|
67,286
|
|
CarMax Auto Owner Trust Series 2024-4 Class A3, 4.6% 10/15/2029
|
200,000
|
201,702
|
|
CarMax Auto Owner Trust Series 2025-1 Class A3, 4.84% 1/15/2030
|
40,000
|
40,597
|
|
Chase Issuance Trust Series 2023-A2 Class A, 5.08% 9/15/2030
|
100,000
|
103,270
|
|
Citibank Credit Card Issuance Trust Series 2007-A3 Class A3, 6.15% 6/15/2039
|
100,000
|
110,349
|
|
Citibank Credit Card Issuance Trust Series 2018-A7 Class A7, 3.96% 10/13/2030
|
100,000
|
100,035
|
|
Ford Cr Floorplan Mast Own Tr Series 2018-4 Class A, 4.06% 11/15/2030
|
15,000
|
14,991
|
|
Ford Credit Auto Owner Trust Series 2023-A Class A3, 4.65% 2/15/2028
|
42,449
|
42,543
|
|
Ford Credit Auto Owner Trust Series 2024-D Class A3, 4.61% 8/15/2029
|
200,000
|
202,222
|
|
GM Financial Automobile Leasing Trust Series 2025-1 Class A3, 4.66% 2/21/2028
|
30,000
|
30,228
|
|
GM Financial Consumer Automobile Receivables Trust Series 2023-2 Class A3, 4.47% 2/16/2028
|
59,465
|
59,539
|
|
Honda Auto Receivables Owner Trust Series 2025-1 Class A3, 4.57% 9/21/2029
|
100,000
|
101,032
|
|
Hyundai Auto Receivables Trust Series 2022-B Class A3, 3.72% 11/16/2026
|
7,602
|
7,597
|
|
Hyundai Auto Receivables Trust Series 2022-C Class A3, 5.39% 6/15/2027
|
23,754
|
23,834
|
|
Hyundai Auto Receivables Trust Series 2023-A Class A3, 4.58% 4/15/2027
|
39,399
|
39,425
|
|
MBART Series 2025-1 Class A3, 4.78% 12/17/2029
|
30,000
|
30,453
|
|
Nissan Auto Lease Trust Series 2025-A Class A3, 4.75% 3/15/2028
|
25,000
|
25,295
|
|
Toyota Auto Receivables Owner Trust Series 2025-A Class A3, 4.64% 8/15/2029
|
90,000
|
91,052
|
|
World Omni Auto Receivables Trust Series 2025-A Class A3, 4.73% 3/15/2030
|
30,000
|
30,360
|
|
TOTAL UNITED STATES
|
1,592,202
|
||
|
TOTAL ASSET-BACKED SECURITIES
(Cost $1,588,125)
|
1,592,202
|
||
Bank Notes - 0.0%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
PNC Bank NA 3.25% 1/22/2028
(Cost $262,473)
|
270,000
|
265,772
|
|
Commercial Mortgage Securities - 1.1%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 1.1%
|
|||
BANK Series 2017-BNK4 Class ASB, 3.419% 5/15/2050
|
25,806
|
25,648
|
|
BANK Series 2020-BN28 Class A4, 1.844% 3/15/2063
|
120,000
|
106,136
|
|
BANK Series 2022-BNK39 Class A4, 2.928% 2/15/2055
|
100,000
|
90,302
|
|
BANK Series 2022-BNK41 Class A4, 3.9158% 4/15/2065 (b)
|
270,000
|
256,560
|
|
BBCMS Mortgage Trust Series 2021-C11 Class A5, 2.322% 9/15/2054
|
100,000
|
88,267
|
|
BBCMS Mortgage Trust Series 2021-C12 Class A5, 2.689% 11/15/2054
|
100,000
|
89,068
|
|
BBCMS Mortgage Trust Series 2021-C9 Class A5, 2.299% 2/15/2054
|
200,000
|
178,473
|
|
BBCMS Mortgage Trust Series 2024-C26 Class A5, 5.829% 5/15/2057 (b)
|
303,000
|
324,222
|
|
Benchmark Mortgage Trust Series 2019-B12 Class A5, 3.1156% 8/15/2052
|
19,000
|
17,970
|
|
Benchmark Mortgage Trust Series 2019-B9 Class A5, 4.0156% 3/15/2052
|
60,000
|
58,835
|
|
Benchmark Mortgage Trust Series 2020-B19 Class A5, 1.85% 9/15/2053
|
140,000
|
122,369
|
|
Benchmark Mortgage Trust Series 2021-B24 Class A5, 2.5843% 3/15/2054
|
50,000
|
44,412
|
|
Benchmark Mortgage Trust Series 2025-B41 Class A5, 5.4072% 7/15/2068
|
100,000
|
103,000
|
|
BMO Mortgage Trust Series 2022-C1 Class A5, 3.374% 2/15/2055
|
100,000
|
92,526
|
|
BMO Mortgage Trust Series 2023-C6 Class A5, 5.9562% 9/15/2056
|
30,000
|
31,846
|
|
BMO Mortgage Trust Series 2024-C9 Class A5, 5.7592% 7/15/2057
|
450,000
|
477,217
|
|
Citigroup Commercial Mortgage Trust Series 2018-B2 Class A4, 4.009% 3/10/2051
|
250,000
|
247,304
|
|
Computershare Corporate Trust Series 2018-C48 Class A5, 4.302% 1/15/2052
|
65,000
|
65,015
|
|
CSAIL Commercial Mortgage Trust Series 2019-C17 Class A4, 2.7628% 9/17/2052
|
75,000
|
70,429
|
|
CSAIL Commercial Mortgage Trust Series 2019-C17 Class A5, 3.0161% 9/17/2052
|
75,000
|
70,398
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K057 Class A2, 2.57% 7/25/2026
|
73,653
|
72,645
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K068 Class A2, 3.244% 8/25/2027
|
70,000
|
69,065
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K080 Class A2, 3.926% 7/25/2028
|
60,000
|
59,969
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2019-1510 Class A2, 3.718% 1/25/2031
|
41,000
|
40,185
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2019-K094 Class A2, 2.903% 6/25/2029
|
110,000
|
105,919
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K104 Class A2, 2.253% 1/25/2030
|
200,000
|
186,396
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K116 Class A2, 1.378% 7/25/2030
|
260,000
|
229,682
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K117 Class A2, 1.406% 8/25/2030
|
200,000
|
176,507
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K118 Class A2, 1.493% 9/25/2030
|
200,000
|
176,849
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K121 Class A2, 1.547% 10/25/2030
|
40,000
|
35,323
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K123 Class A2, 1.621% 12/25/2030
|
130,000
|
114,977
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K125 Class A2, 1.846% 1/25/2031
|
50,000
|
44,598
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K128 Class A2, 2.02% 3/25/2031
|
50,000
|
44,984
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K130 Class A2, 1.723% 6/25/2031
|
100,000
|
87,778
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K136 Class A2, 2.127% 11/25/2031
|
100,000
|
88,741
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K140 Class A2, 2.25% 1/25/2032
|
600,000
|
533,610
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K145 Class A2, 2.58% 5/25/2032
|
600,000
|
541,461
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2023-156 Class A2, 4.43% 2/25/2033
|
150,000
|
150,748
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2024-163 Class A2, 5% 3/25/2034 (b)
|
210,000
|
217,878
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2024-165 Class A2, 4.489% 9/25/2034
|
210,000
|
209,767
|
|
GS Mortgage Securities Trust Series 2020-GC45 Class A5, 2.9106% 2/13/2053
|
100,000
|
93,672
|
|
JPMBB Commercial Mortgage Securities Trust Series 2014-C24 Class A5, 3.6385% 11/15/2047
|
7,368
|
7,213
|
|
JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 Class A5, 2.1798% 5/13/2053
|
116,000
|
97,905
|
|
Morgan Stanley Cap I Tr 2020-L4 Series 2020-L4 Class A3, 2.698% 2/15/2053
|
30,000
|
27,842
|
|
Morgan Stanley Capital I Trust Series 2021-L6 Class A4, 2.444% 6/15/2054 (b)
|
50,000
|
44,301
|
|
MSWF Commercial Mortgage Trust Series 2023-2 Class A5, 6.014% 12/15/2056
|
30,000
|
32,422
|
|
UBS Commercial Mortgage Trust Series 2019-C16 Class A4, 3.6048% 4/15/2052
|
100,000
|
96,425
|
|
Wells Fargo Commercial Mortgage Trust Series 2019-C52 Class A5, 2.892% 8/15/2052
|
75,000
|
70,614
|
|
Wells Fargo Commercial Mortgage Trust Series 2019-C54 Class A4, 3.146% 12/15/2052
|
100,000
|
95,042
|
|
Wells Fargo Commercial Mortgage Trust Series 2020-C55 Class A5, 2.725% 2/15/2053
|
27,000
|
25,162
|
|
TOTAL UNITED STATES
|
6,337,677
|
||
|
TOTAL COMMERCIAL MORTGAGE SECURITIES
(Cost $6,631,641)
|
6,337,677
|
||
Foreign Government and Government Agency Obligations - 1.9%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
CANADA - 0.3%
|
|||
Export Development Canada 4.125% 2/13/2029
|
210,000
|
213,043
|
|
Province of Alberta 1.3% 7/22/2030
|
306,000
|
271,385
|
|
Province of British Columbia 4.2% 7/6/2033
|
50,000
|
49,532
|
|
Province of British Columbia 4.8% 11/15/2028
|
150,000
|
154,681
|
|
Province of Manitoba 4.9% 5/31/2034
|
50,000
|
51,444
|
|
Province of Ontario 1.125% 10/7/2030
|
224,000
|
195,550
|
|
Province of Ontario 2.125% 1/21/2032
|
100,000
|
88,759
|
|
Province of Ontario 2.3% 6/15/2026
|
107,000
|
105,604
|
|
Province of Ontario 5.05% 4/24/2034
|
80,000
|
83,497
|
|
Province of Quebec 2.5% 4/20/2026
|
130,000
|
128,759
|
|
Province of Quebec 3.625% 4/13/2028
|
150,000
|
149,573
|
|
Province of Quebec 4.25% 9/5/2034
|
10,000
|
9,837
|
|
Province of Quebec 4.5% 9/8/2033
|
100,000
|
101,007
|
|
TOTAL CANADA
|
1,602,671
|
||
CHILE - 0.2%
|
|||
Chilean Republic 2.55% 7/27/2033
|
400,000
|
340,400
|
|
Chilean Republic 3.24% 2/6/2028
|
230,000
|
225,400
|
|
Chilean Republic 4.95% 1/5/2036
|
200,000
|
198,400
|
|
Chilean Republic 5.65% 1/13/2037
|
200,000
|
208,200
|
|
TOTAL CHILE
|
972,400
|
||
HUNGARY - 0.0%
|
|||
Hungary Government 7.625% 3/29/2041
|
30,000
|
34,614
|
|
INDONESIA - 0.2%
|
|||
Indonesia Government 1.85% 3/12/2031
|
650,000
|
568,165
|
|
Indonesia Government 2.85% 2/14/2030
|
400,000
|
376,200
|
|
Indonesia Government 3.35% 3/12/2071
|
50,000
|
32,023
|
|
Indonesia Government 5.25% 1/15/2030
|
200,000
|
207,786
|
|
TOTAL INDONESIA
|
1,184,174
|
||
ISRAEL - 0.2%
|
|||
Israel Government 3.25% 1/17/2028
|
370,000
|
360,164
|
|
Israel Government 3.375% 1/15/2050
|
100,000
|
65,324
|
|
Israel Government 5.375% 2/19/2030
|
420,000
|
430,945
|
|
Israel Government 5.375% 3/12/2029
|
300,000
|
307,802
|
|
TOTAL ISRAEL
|
1,164,235
|
||
ITALY - 0.1%
|
|||
Italian Republic 2.875% 10/17/2029
|
385,000
|
366,693
|
|
KOREA (SOUTH) - 0.0%
|
|||
Korean Republic 2.75% 1/19/2027
|
200,000
|
197,057
|
|
MEXICO - 0.4%
|
|||
United Mexican States 3.5% 2/12/2034
|
317,000
|
270,480
|
|
United Mexican States 3.771% 5/24/2061
|
250,000
|
149,765
|
|
United Mexican States 4.5% 1/31/2050
|
700,000
|
516,600
|
|
United Mexican States 4.6% 2/10/2048
|
50,000
|
37,650
|
|
United Mexican States 4.75% 3/8/2044
|
100,000
|
80,000
|
|
United Mexican States 5.55% 1/21/2045
|
45,000
|
40,264
|
|
United Mexican States 5.85% 7/2/2032
|
404,000
|
412,484
|
|
United Mexican States 6.625% 1/29/2038
|
200,000
|
205,000
|
|
United Mexican States 7.5% 4/8/2033
|
55,000
|
61,624
|
|
TOTAL MEXICO
|
1,773,867
|
||
PANAMA - 0.1%
|
|||
Panamanian Republic 2.252% 9/29/2032
|
300,000
|
237,411
|
|
Panamanian Republic 3.16% 1/23/2030
|
400,000
|
368,400
|
|
Panamanian Republic 6.4% 2/14/2035
|
80,000
|
80,480
|
|
TOTAL PANAMA
|
686,291
|
||
PERU - 0.1%
|
|||
Peruvian Republic 1.862% 12/1/2032
|
185,000
|
151,075
|
|
Peruvian Republic 2.78% 12/1/2060
|
195,000
|
104,130
|
|
Peruvian Republic 3.3% 3/11/2041
|
70,000
|
53,007
|
|
Peruvian Republic 3.55% 3/10/2051
|
55,000
|
37,840
|
|
Peruvian Republic 5.375% 2/8/2035
|
40,000
|
40,480
|
|
Peruvian Republic 5.5% 3/30/2036
|
120,000
|
121,200
|
|
Peruvian Republic 6.2% 6/30/2055
|
60,000
|
60,780
|
|
TOTAL PERU
|
568,512
|
||
PHILIPPINES - 0.1%
|
|||
Philippine Republic 1.648% 6/10/2031
|
205,000
|
176,970
|
|
Philippine Republic 2.65% 12/10/2045
|
200,000
|
131,599
|
|
Philippine Republic 2.95% 5/5/2045
|
220,000
|
153,589
|
|
Philippine Republic 5.17% 10/13/2027
|
300,000
|
305,964
|
|
Philippine Republic 6.375% 10/23/2034
|
100,000
|
111,499
|
|
TOTAL PHILIPPINES
|
879,621
|
||
POLAND - 0.1%
|
|||
Republic of Poland 3.25% 4/6/2026
|
283,000
|
281,115
|
|
Republic of Poland 4.625% 3/18/2029
|
50,000
|
50,876
|
|
Republic of Poland 4.875% 10/4/2033
|
160,000
|
160,173
|
|
Republic of Poland 4.875% 2/12/2030
|
100,000
|
102,600
|
|
Republic of Poland 5.125% 9/18/2034
|
50,000
|
50,473
|
|
Republic of Poland 5.375% 2/12/2035
|
100,000
|
102,400
|
|
Republic of Poland 5.5% 3/18/2054
|
60,000
|
56,275
|
|
Republic of Poland 5.5% 4/4/2053
|
40,000
|
37,424
|
|
TOTAL POLAND
|
841,336
|
||
URUGUAY - 0.1%
|
|||
Uruguay Republic 4.125% 11/20/2045
|
20,000
|
17,169
|
|
Uruguay Republic 4.375% 1/23/2031
|
278,116
|
279,193
|
|
Uruguay Republic 4.375% 10/27/2027
|
15,000
|
15,089
|
|
Uruguay Republic 4.975% 4/20/2055
|
63,000
|
55,991
|
|
Uruguay Republic 5.442% 2/14/2037
|
320,000
|
330,202
|
|
TOTAL URUGUAY
|
697,644
|
||
|
TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
(Cost $11,592,314)
|
10,969,115
|
||
Non-Convertible Corporate Bonds - 26.8%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
AUSTRALIA - 0.2%
|
|||
Financials - 0.2%
|
|||
Banks - 0.2%
|
|||
National Australia Bank Ltd/New York 5.087% 6/11/2027
|
260,000
|
265,324
|
|
Westpac Banking Corp 1.953% 11/20/2028
|
50,000
|
47,033
|
|
Westpac Banking Corp 2.668% 11/15/2035 (b)
|
80,000
|
71,693
|
|
Westpac Banking Corp 3.133% 11/18/2041
|
50,000
|
36,924
|
|
Westpac Banking Corp 3.35% 3/8/2027
|
115,000
|
114,040
|
|
Westpac Banking Corp 4.11% 7/24/2034 (b)
|
200,000
|
195,752
|
|
Westpac Banking Corp 4.354% 7/1/2030
|
50,000
|
50,556
|
|
Westpac Banking Corp 5.535% 11/17/2028
|
80,000
|
83,874
|
|
Westpac Banking Corp 5.618% 11/20/2035 (b)
|
20,000
|
20,358
|
|
885,554
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
Rio Tinto Finance USA Ltd 5.2% 11/2/2040
|
50,000
|
49,325
|
|
Rio Tinto Finance USA PLC 4.125% 8/21/2042
|
70,000
|
59,321
|
|
Rio Tinto Finance USA PLC 4.875% 3/14/2030
|
20,000
|
20,506
|
|
Rio Tinto Finance USA PLC 5.25% 3/14/2035
|
40,000
|
40,749
|
|
Rio Tinto Finance USA PLC 5.75% 3/14/2055
|
140,000
|
140,035
|
|
309,936
|
|||
TOTAL AUSTRALIA
|
1,195,490
|
||
BRAZIL - 0.0%
|
|||
Materials - 0.0%
|
|||
Paper & Forest Products - 0.0%
|
|||
Suzano Austria GmbH 3.125% 1/15/2032
|
50,000
|
44,359
|
|
CANADA - 0.8%
|
|||
Communication Services - 0.1%
|
|||
Diversified Telecommunication Services - 0.1%
|
|||
Bell Canada 2.15% 2/15/2032
|
45,000
|
38,450
|
|
Bell Canada 3.65% 8/15/2052
|
50,000
|
34,303
|
|
Bell Canada 5.1% 5/11/2033
|
50,000
|
50,590
|
|
Bell Canada 5.55% 2/15/2054
|
30,000
|
28,112
|
|
TELUS Corp 3.4% 5/13/2032
|
50,000
|
45,831
|
|
197,286
|
|||
Wireless Telecommunication Services - 0.0%
|
|||
Rogers Communications Inc 3.8% 3/15/2032
|
50,000
|
46,920
|
|
Rogers Communications Inc 4.55% 3/15/2052
|
90,000
|
72,482
|
|
Rogers Communications Inc 7.5% 8/15/2038
|
60,000
|
69,532
|
|
188,934
|
|||
TOTAL COMMUNICATION SERVICES
|
386,220
|
||
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
Enbridge Inc 3.4% 8/1/2051
|
80,000
|
52,870
|
|
Enbridge Inc 4.6% 6/20/2028
|
100,000
|
101,068
|
|
Enbridge Inc 5.625% 4/5/2034
|
60,000
|
61,943
|
|
Enbridge Inc 5.95% 4/5/2054
|
55,000
|
54,256
|
|
Enbridge Inc 6.7% 11/15/2053
|
20,000
|
21,540
|
|
Enbridge Inc 7.375% 3/15/2055 (b)
|
50,000
|
52,527
|
|
Enbridge Inc 8.5% 1/15/2084 (b)
|
20,000
|
22,624
|
|
South Bow USA Infrastructure Holdings LLC 5.026% 10/1/2029
|
20,000
|
20,250
|
|
South Bow USA Infrastructure Holdings LLC 5.584% 10/1/2034
|
20,000
|
19,840
|
|
South Bow USA Infrastructure Holdings LLC 6.176% 10/1/2054
|
20,000
|
18,983
|
|
TransCanada PipeLines Ltd 4.1% 4/15/2030
|
300,000
|
295,406
|
|
TransCanada PipeLines Ltd 4.625% 3/1/2034
|
50,000
|
48,195
|
|
TransCanada PipeLines Ltd 5% 10/16/2043
|
50,000
|
45,806
|
|
815,308
|
|||
Financials - 0.5%
|
|||
Banks - 0.5%
|
|||
Bank of Montreal 3.088% 1/10/2037 (b)
|
50,000
|
43,922
|
|
Bank of Montreal 5.3% 6/5/2026
|
270,000
|
271,970
|
|
Bank of Montreal 5.717% 9/25/2028
|
130,000
|
135,817
|
|
Bank of Nova Scotia/The 1.95% 2/2/2027
|
50,000
|
48,669
|
|
Bank of Nova Scotia/The 2.45% 2/2/2032
|
120,000
|
105,475
|
|
Bank of Nova Scotia/The 2.7% 8/3/2026
|
65,000
|
64,157
|
|
Bank of Nova Scotia/The 4.5% 12/16/2025
|
85,000
|
85,022
|
|
Bank of Nova Scotia/The 4.588% 5/4/2037 (b)
|
30,000
|
28,783
|
|
Bank of Nova Scotia/The 4.85% 2/1/2030
|
30,000
|
30,704
|
|
Bank of Nova Scotia/The 4.932% 2/14/2029 (b)
|
100,000
|
101,709
|
|
Bank of Nova Scotia/The 5.25% 6/12/2028
|
60,000
|
61,919
|
|
Canadian Imperial Bank of Commerce 3.6% 4/7/2032
|
20,000
|
18,835
|
|
Canadian Imperial Bank of Commerce 4.857% 3/30/2029 (b)
|
200,000
|
202,925
|
|
Canadian Imperial Bank of Commerce 5.001% 4/28/2028
|
90,000
|
92,097
|
|
Canadian Imperial Bank of Commerce 6.092% 10/3/2033
|
44,000
|
47,497
|
|
Royal Bank of Canada 2.3% 11/3/2031
|
145,000
|
129,214
|
|
Royal Bank of Canada 3.625% 5/4/2027
|
60,000
|
59,640
|
|
Royal Bank of Canada 3.875% 5/4/2032
|
30,000
|
28,882
|
|
Royal Bank of Canada 4.522% 10/18/2028 (b)
|
30,000
|
30,215
|
|
Royal Bank of Canada 4.65% 10/18/2030 (b)
|
50,000
|
50,427
|
|
Royal Bank of Canada 4.9% 1/12/2028
|
220,000
|
224,566
|
|
Royal Bank of Canada 4.97% 5/2/2031 (b)
|
120,000
|
122,975
|
|
Royal Bank of Canada 5.15% 2/1/2034
|
40,000
|
41,330
|
|
Toronto Dominion Bank 3.2% 3/10/2032
|
95,000
|
87,346
|
|
Toronto Dominion Bank 3.625% 9/15/2031 (b)
|
75,000
|
74,271
|
|
Toronto Dominion Bank 4.456% 6/8/2032
|
120,000
|
118,771
|
|
Toronto Dominion Bank 4.98% 4/5/2027
|
100,000
|
101,296
|
|
Toronto Dominion Bank 5.146% 9/10/2034 (b)
|
20,000
|
20,190
|
|
Toronto Dominion Bank 5.156% 1/10/2028
|
30,000
|
30,700
|
|
Toronto Dominion Bank 5.264% 12/11/2026
|
100,000
|
101,415
|
|
Toronto Dominion Bank 5.523% 7/17/2028
|
120,000
|
124,550
|
|
2,685,289
|
|||
Insurance - 0.0%
|
|||
Fairfax Financial Holdings Ltd 5.75% 5/20/2035 (c)
|
40,000
|
40,851
|
|
Fairfax Financial Holdings Ltd 6% 12/7/2033
|
50,000
|
52,575
|
|
Fairfax Financial Holdings Ltd 6.1% 3/15/2055
|
10,000
|
9,862
|
|
Fairfax Financial Holdings Ltd 6.35% 3/22/2054
|
40,000
|
40,750
|
|
Manulife Financial Corp 5.375% 3/4/2046
|
30,000
|
29,401
|
|
173,439
|
|||
TOTAL FINANCIALS
|
2,858,728
|
||
Industrials - 0.1%
|
|||
Ground Transportation - 0.1%
|
|||
Canadian National Railway Co 2.45% 5/1/2050
|
40,000
|
23,375
|
|
Canadian National Railway Co 2.75% 3/1/2026
|
141,000
|
139,856
|
|
Canadian National Railway Co 6.125% 11/1/2053
|
40,000
|
42,749
|
|
Canadian Pacific Railway Co 1.75% 12/2/2026
|
130,000
|
126,294
|
|
Canadian Pacific Railway Co 2.45% 12/2/2031
|
130,000
|
115,162
|
|
Canadian Pacific Railway Co 3.1% 12/2/2051
|
80,000
|
52,002
|
|
Canadian Pacific Railway Co 3.5% 5/1/2050
|
50,000
|
35,404
|
|
Canadian Pacific Railway Co 4.8% 8/1/2045
|
60,000
|
53,708
|
|
588,550
|
|||
Professional Services - 0.0%
|
|||
TR Finance LLC 3.35% 5/15/2026
|
90,000
|
89,181
|
|
TR Finance LLC 5.5% 8/15/2035
|
20,000
|
20,496
|
|
109,677
|
|||
TOTAL INDUSTRIALS
|
698,227
|
||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Nutrien Ltd 3.95% 5/13/2050
|
100,000
|
74,665
|
|
Nutrien Ltd 4.2% 4/1/2029
|
6,000
|
5,988
|
|
Nutrien Ltd 5% 4/1/2049
|
11,000
|
9,720
|
|
Nutrien Ltd 5.4% 6/21/2034
|
50,000
|
50,934
|
|
141,307
|
|||
TOTAL CANADA
|
4,899,790
|
||
CHINA - 0.1%
|
|||
Consumer Discretionary - 0.1%
|
|||
Broadline Retail - 0.1%
|
|||
Alibaba Group Holding Ltd 2.125% 2/9/2031
|
200,000
|
179,676
|
|
Alibaba Group Holding Ltd 3.4% 12/6/2027
|
285,000
|
281,301
|
|
TOTAL CHINA
|
460,977
|
||
FRANCE - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Orange SA 5.5% 2/6/2044
|
60,000
|
59,347
|
|
GERMANY - 0.4%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Deutsche Telekom International Finance BV 9.25% 6/1/2032
|
50,000
|
62,657
|
|
Financials - 0.4%
|
|||
Capital Markets - 0.1%
|
|||
Deutsche Bank AG 4.1% 1/13/2026
|
85,000
|
84,836
|
|
Deutsche Bank AG/New York NY 2.311% 11/16/2027 (b)
|
150,000
|
146,316
|
|
Deutsche Bank AG/New York NY 4.999% 9/11/2030 (b)
|
150,000
|
152,427
|
|
Deutsche Bank AG/New York NY 5.373% 1/10/2029 (b)
|
150,000
|
153,389
|
|
Deutsche Bank AG/New York NY 5.403% 9/11/2035 (b)
|
150,000
|
151,100
|
|
Deutsche Bank AG/New York NY 6.819% 11/20/2029 (b)
|
150,000
|
160,735
|
|
848,803
|
|||
Financial Services - 0.3%
|
|||
KfW 0% 4/18/2036 (d)
|
125,000
|
79,016
|
|
KfW 3.75% 2/15/2028
|
510,000
|
511,925
|
|
KfW 3.875% 5/15/2028
|
500,000
|
503,414
|
|
KfW 4.125% 7/15/2033
|
50,000
|
50,187
|
|
KfW 4.75% 10/29/2030
|
130,000
|
136,075
|
|
Landwirtschaftliche Rentenbank 2.5% 11/15/2027
|
230,000
|
224,312
|
|
1,504,929
|
|||
TOTAL FINANCIALS
|
2,353,732
|
||
TOTAL GERMANY
|
2,416,389
|
||
IRELAND - 0.2%
|
|||
Financials - 0.2%
|
|||
Consumer Finance - 0.2%
|
|||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026
|
400,000
|
391,808
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028
|
150,000
|
144,319
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.4% 10/29/2033
|
150,000
|
133,328
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.875% 1/23/2028
|
150,000
|
148,879
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.1% 1/19/2029
|
300,000
|
306,947
|
|
TOTAL IRELAND
|
1,125,281
|
||
JAPAN - 0.8%
|
|||
Consumer Discretionary - 0.0%
|
|||
Automobiles - 0.0%
|
|||
Toyota Motor Corp 4.45% 6/30/2030
|
120,000
|
121,364
|
|
Toyota Motor Corp 5.123% 7/13/2033
|
50,000
|
51,679
|
|
173,043
|
|||
Financials - 0.8%
|
|||
Banks - 0.7%
|
|||
Mitsubishi UFJ Financial Group Inc 1.538% 7/20/2027 (b)
|
200,000
|
195,123
|
|
Mitsubishi UFJ Financial Group Inc 2.048% 7/17/2030
|
210,000
|
189,003
|
|
Mitsubishi UFJ Financial Group Inc 2.341% 1/19/2028 (b)
|
230,000
|
224,005
|
|
Mitsubishi UFJ Financial Group Inc 3.741% 3/7/2029
|
180,000
|
177,975
|
|
Mitsubishi UFJ Financial Group Inc 4.286% 7/26/2038
|
213,000
|
200,564
|
|
Mitsubishi UFJ Financial Group Inc 5.197% 1/16/2031 (b)
|
200,000
|
206,376
|
|
Mizuho Financial Group Inc 1.554% 7/9/2027 (b)
|
300,000
|
293,081
|
|
Mizuho Financial Group Inc 5.098% 5/13/2031 (b)
|
200,000
|
205,287
|
|
Mizuho Financial Group Inc 5.778% 7/6/2029 (b)
|
420,000
|
437,503
|
|
Sumitomo Mitsui Financial Group Inc 2.174% 1/14/2027
|
270,000
|
263,080
|
|
Sumitomo Mitsui Financial Group Inc 3.01% 10/19/2026
|
120,000
|
118,480
|
|
Sumitomo Mitsui Financial Group Inc 5.24% 4/15/2030
|
200,000
|
207,076
|
|
Sumitomo Mitsui Financial Group Inc 5.316% 7/9/2029
|
210,000
|
217,569
|
|
Sumitomo Mitsui Financial Group Inc 5.464% 1/13/2026
|
430,000
|
431,608
|
|
Sumitomo Mitsui Financial Group Inc 5.52% 1/13/2028
|
250,000
|
258,282
|
|
Sumitomo Mitsui Financial Group Inc 6.184% 7/13/2043
|
110,000
|
117,423
|
|
3,742,435
|
|||
Capital Markets - 0.1%
|
|||
Nomura Holdings Inc 1.653% 7/14/2026
|
215,000
|
210,219
|
|
Nomura Holdings Inc 5.386% 7/6/2027
|
200,000
|
203,855
|
|
Nomura Holdings Inc 6.07% 7/12/2028
|
200,000
|
209,438
|
|
623,512
|
|||
TOTAL FINANCIALS
|
4,365,947
|
||
TOTAL JAPAN
|
4,538,990
|
||
KOREA (SOUTH) - 0.1%
|
|||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
Korea Development Bank/The 4.125% 10/16/2027
|
300,000
|
301,212
|
|
Korea Development Bank/The 4.875% 2/3/2030
|
200,000
|
207,130
|
|
TOTAL KOREA (SOUTH)
|
508,342
|
||
LUXEMBOURG - 0.0%
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
ArcelorMittal SA 4.25% 7/16/2029
|
70,000
|
69,735
|
|
ArcelorMittal SA 6.35% 6/17/2054
|
40,000
|
40,511
|
|
ArcelorMittal SA 6.55% 11/29/2027
|
50,000
|
52,163
|
|
TOTAL LUXEMBOURG
|
162,409
|
||
MEXICO - 0.1%
|
|||
Communication Services - 0.1%
|
|||
Media - 0.0%
|
|||
Grupo Televisa SAB 6.625% 1/15/2040
|
60,000
|
55,200
|
|
Wireless Telecommunication Services - 0.1%
|
|||
America Movil SAB de CV 3.625% 4/22/2029
|
380,000
|
369,809
|
|
TOTAL COMMUNICATION SERVICES
|
425,009
|
||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
Southern Copper Corp 5.25% 11/8/2042
|
130,000
|
121,924
|
|
TOTAL MEXICO
|
546,933
|
||
MULTI-NATIONAL - 1.0%
|
|||
Financials - 1.0%
|
|||
Banks - 0.7%
|
|||
African Development Bank 0.875% 7/22/2026
|
80,000
|
77,885
|
|
Arab Community Center for Economic & Social Service 1.625% 9/23/2025
|
193,000
|
192,665
|
|
Arab Community Center for Economic & Social Service 4.125% 1/7/2028
|
28,000
|
28,046
|
|
Arab Community Center for Economic & Social Service 5% 1/22/2030
|
100,000
|
103,654
|
|
Asian Development Bank 2.5% 11/2/2027
|
726,000
|
708,249
|
|
Asian Development Bank 4.375% 3/6/2029
|
630,000
|
644,654
|
|
European Investment Bank 1.25% 2/14/2031
|
83,000
|
72,757
|
|
European Investment Bank 1.75% 3/15/2029
|
560,000
|
524,997
|
|
European Investment Bank 3.625% 7/15/2030
|
960,000
|
955,833
|
|
Inter-American Development Bank 1.125% 1/13/2031
|
170,000
|
148,124
|
|
Inter-American Development Bank 2.25% 6/18/2029
|
30,000
|
28,489
|
|
Inter-American Development Bank 3.125% 9/18/2028
|
430,000
|
423,566
|
|
Inter-American Development Bank 3.2% 8/7/2042
|
123,000
|
98,559
|
|
4,007,478
|
|||
Financial Services - 0.3%
|
|||
IBRD Discount Notes 0.75% 8/26/2030
|
70,000
|
60,534
|
|
IBRD Discount Notes 0.875% 5/14/2030
|
67,000
|
58,819
|
|
IBRD Discount Notes 1.25% 2/10/2031
|
100,000
|
87,503
|
|
IBRD Discount Notes 2.5% 11/22/2027
|
200,000
|
194,998
|
|
IBRD Discount Notes 3.625% 9/21/2029
|
570,000
|
568,601
|
|
IBRD Discount Notes 4% 1/10/2031
|
70,000
|
70,684
|
|
IBRD Discount Notes 4% 7/25/2030
|
350,000
|
354,009
|
|
IBRD Discount Notes 4.75% 11/14/2033
|
260,000
|
271,614
|
|
IBRD Discount Notes 4.75% 2/15/2035
|
90,000
|
93,340
|
|
International Finance Corp 0.75% 8/27/2030
|
40,000
|
34,554
|
|
1,794,656
|
|||
TOTAL MULTI-NATIONAL
|
5,802,134
|
||
NETHERLANDS - 0.2%
|
|||
Financials - 0.2%
|
|||
Banks - 0.2%
|
|||
Cooperatieve Rabobank UA 5.25% 5/24/2041
|
54,000
|
53,305
|
|
ING Groep NV 3.95% 3/29/2027
|
260,000
|
259,037
|
|
ING Groep NV 4.017% 3/28/2028 (b)
|
350,000
|
348,729
|
|
ING Groep NV 5.066% 3/25/2031 (b)
|
200,000
|
204,776
|
|
865,847
|
|||
Information Technology - 0.0%
|
|||
Semiconductors & Semiconductor Equipment - 0.0%
|
|||
NXP BV / NXP Funding LLC / NXP USA Inc 2.65% 2/15/2032
|
100,000
|
88,010
|
|
NXP BV / NXP Funding LLC / NXP USA Inc 4.3% 6/18/2029
|
125,000
|
124,912
|
|
NXP BV / NXP Funding LLC / NXP USA Inc 5.25% 8/19/2035
|
60,000
|
59,616
|
|
272,538
|
|||
TOTAL NETHERLANDS
|
1,138,385
|
||
SPAIN - 0.2%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Telefonica Emisiones SA 4.103% 3/8/2027
|
150,000
|
149,539
|
|
Telefonica Emisiones SA 7.045% 6/20/2036
|
226,000
|
251,652
|
|
401,191
|
|||
Financials - 0.2%
|
|||
Banks - 0.2%
|
|||
Banco Santander SA 1.722% 9/14/2027 (b)
|
200,000
|
194,561
|
|
Banco Santander SA 5.179% 11/19/2025
|
200,000
|
200,234
|
|
Banco Santander SA 5.538% 3/14/2030 (b)
|
200,000
|
207,604
|
|
Banco Santander SA 5.565% 1/17/2030
|
200,000
|
208,646
|
|
Banco Santander SA 6.921% 8/8/2033
|
200,000
|
220,379
|
|
1,031,424
|
|||
TOTAL SPAIN
|
1,432,615
|
||
SWEDEN - 0.0%
|
|||
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
Svensk Exportkredit AB 4.875% 10/4/2030
|
200,000
|
209,282
|
|
SWITZERLAND - 0.1%
|
|||
Financials - 0.1%
|
|||
Capital Markets - 0.1%
|
|||
Credit Suisse USA LLC 7.125% 7/15/2032
|
170,000
|
194,289
|
|
UBS AG/Stamford CT 1.25% 8/7/2026
|
310,000
|
301,828
|
|
496,117
|
|||
Information Technology - 0.0%
|
|||
Electronic Equipment, Instruments & Components - 0.0%
|
|||
Tyco Electronics Group SA 2.5% 2/4/2032
|
50,000
|
44,424
|
|
TOTAL SWITZERLAND
|
540,541
|
||
UNITED KINGDOM - 1.5%
|
|||
Communication Services - 0.1%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
British Telecommunications PLC 9.625% 12/15/2030 (e)
|
55,000
|
67,713
|
|
Media - 0.0%
|
|||
RELX Capital Inc 3% 5/22/2030
|
10,000
|
9,490
|
|
RELX Capital Inc 4.75% 5/20/2032
|
50,000
|
50,496
|
|
RELX Capital Inc 5.25% 3/27/2035
|
20,000
|
20,431
|
|
80,417
|
|||
Wireless Telecommunication Services - 0.1%
|
|||
Vodafone Group PLC 4.375% 5/30/2028
|
25,000
|
25,459
|
|
Vodafone Group PLC 5% 5/30/2038
|
93,000
|
90,463
|
|
Vodafone Group PLC 5.125% 6/19/2059
|
110,000
|
95,559
|
|
Vodafone Group PLC 5.25% 5/30/2048
|
20,000
|
18,383
|
|
Vodafone Group PLC 5.625% 2/10/2053
|
30,000
|
28,335
|
|
Vodafone Group PLC 5.75% 6/28/2054
|
40,000
|
38,209
|
|
Vodafone Group PLC 6.15% 2/27/2037
|
18,000
|
19,387
|
|
315,795
|
|||
TOTAL COMMUNICATION SERVICES
|
463,925
|
||
Consumer Staples - 0.0%
|
|||
Food Products - 0.0%
|
|||
Mead Johnson Nutrition Co 4.6% 6/1/2044
|
20,000
|
17,614
|
|
Unilever Capital Corp 1.75% 8/12/2031
|
135,000
|
117,814
|
|
Unilever Capital Corp 5.9% 11/15/2032
|
80,000
|
87,106
|
|
222,534
|
|||
Financials - 1.3%
|
|||
Banks - 1.3%
|
|||
Barclays PLC 2.279% 11/24/2027 (b)
|
510,000
|
497,507
|
|
Barclays PLC 2.894% 11/24/2032 (b)
|
260,000
|
232,913
|
|
Barclays PLC 3.33% 11/24/2042 (b)
|
200,000
|
149,425
|
|
Barclays PLC 4.836% 5/9/2028
|
215,000
|
216,062
|
|
Barclays PLC 5.69% 3/12/2030 (b)
|
200,000
|
208,106
|
|
Barclays PLC 5.829% 5/9/2027 (b)
|
400,000
|
403,626
|
|
HSBC Holdings PLC 2.804% 5/24/2032 (b)
|
340,000
|
307,224
|
|
HSBC Holdings PLC 4.041% 3/13/2028 (b)
|
211,000
|
210,214
|
|
HSBC Holdings PLC 4.292% 9/12/2026 (b)
|
850,000
|
849,948
|
|
HSBC Holdings PLC 4.755% 6/9/2028 (b)
|
630,000
|
634,680
|
|
HSBC Holdings PLC 4.899% 3/3/2029 (b)
|
340,000
|
344,874
|
|
HSBC Holdings PLC 5.13% 3/3/2031 (b)
|
200,000
|
204,878
|
|
HSBC Holdings PLC 5.546% 3/4/2030 (b)
|
210,000
|
218,059
|
|
HSBC Holdings PLC 5.597% 5/17/2028 (b)
|
200,000
|
204,196
|
|
HSBC Holdings PLC 6.1% 1/14/2042
|
70,000
|
74,576
|
|
HSBC Holdings PLC 6.161% 3/9/2029 (b)
|
200,000
|
208,657
|
|
HSBC Holdings PLC 6.5% 5/2/2036
|
120,000
|
128,498
|
|
HSBC Holdings PLC 6.5% 9/15/2037
|
100,000
|
105,927
|
|
HSBC Holdings PLC 6.8% 6/1/2038
|
100,000
|
109,801
|
|
HSBC Holdings PLC 7.625% 5/17/2032
|
110,000
|
122,655
|
|
Lloyds Banking Group PLC 4.65% 3/24/2026
|
221,000
|
220,945
|
|
Lloyds Banking Group PLC 4.818% 6/13/2029 (b)
|
200,000
|
202,828
|
|
Lloyds Banking Group PLC 5.087% 11/26/2028 (b)
|
200,000
|
203,344
|
|
Lloyds Banking Group PLC 5.721% 6/5/2030 (b)
|
200,000
|
209,217
|
|
Lloyds Banking Group PLC 5.871% 3/6/2029 (b)
|
200,000
|
207,674
|
|
NatWest Group PLC 5.583% 3/1/2028 (b)
|
300,000
|
305,577
|
|
NatWest Group PLC 5.808% 9/13/2029 (b)
|
210,000
|
219,370
|
|
NatWest Group PLC 5.847% 3/2/2027 (b)
|
400,000
|
402,840
|
|
Santander UK Group Holdings PLC 2.469% 1/11/2028 (b)
|
220,000
|
214,308
|
|
7,617,929
|
|||
Health Care - 0.1%
|
|||
Pharmaceuticals - 0.1%
|
|||
Astrazeneca Finance LLC 1.2% 5/28/2026
|
90,000
|
88,072
|
|
Astrazeneca Finance LLC 2.25% 5/28/2031
|
90,000
|
81,359
|
|
Astrazeneca Finance LLC 4.875% 3/3/2033
|
150,000
|
153,114
|
|
Astrazeneca PLC 4.375% 8/17/2048
|
66,000
|
56,733
|
|
Astrazeneca PLC 6.45% 9/15/2037
|
40,000
|
45,169
|
|
GlaxoSmithKline Capital Inc 6.375% 5/15/2038
|
82,000
|
91,284
|
|
515,731
|
|||
Utilities - 0.0%
|
|||
Multi-Utilities - 0.0%
|
|||
National Grid PLC 5.418% 1/11/2034
|
20,000
|
20,581
|
|
National Grid PLC 5.602% 6/12/2028
|
50,000
|
51,748
|
|
72,329
|
|||
TOTAL UNITED KINGDOM
|
8,892,448
|
||
UNITED STATES - 21.1%
|
|||
Communication Services - 1.8%
|
|||
Diversified Telecommunication Services - 0.7%
|
|||
AT&T Inc 1.65% 2/1/2028
|
650,000
|
613,348
|
|
AT&T Inc 1.7% 3/25/2026
|
130,000
|
128,100
|
|
AT&T Inc 2.75% 6/1/2031
|
160,000
|
146,379
|
|
AT&T Inc 3.5% 6/1/2041
|
50,000
|
39,144
|
|
AT&T Inc 3.5% 9/15/2053
|
321,000
|
214,900
|
|
AT&T Inc 3.55% 9/15/2055
|
334,000
|
222,093
|
|
AT&T Inc 3.65% 9/15/2059
|
125,000
|
82,747
|
|
AT&T Inc 3.85% 6/1/2060
|
165,000
|
113,287
|
|
AT&T Inc 4.3% 2/15/2030
|
240,000
|
240,368
|
|
AT&T Inc 4.65% 6/1/2044
|
20,000
|
17,231
|
|
AT&T Inc 4.85% 7/15/2045
|
320,000
|
281,518
|
|
AT&T Inc 5.15% 3/15/2042
|
60,000
|
56,456
|
|
AT&T Inc 6.05% 8/15/2056
|
30,000
|
30,163
|
|
Verizon Communications Inc 1.5% 9/18/2030
|
400,000
|
348,708
|
|
Verizon Communications Inc 2.355% 3/15/2032
|
201,000
|
174,493
|
|
Verizon Communications Inc 2.65% 11/20/2040
|
70,000
|
49,619
|
|
Verizon Communications Inc 2.85% 9/3/2041
|
170,000
|
121,196
|
|
Verizon Communications Inc 2.987% 10/30/2056
|
123,000
|
73,463
|
|
Verizon Communications Inc 3% 11/20/2060
|
100,000
|
58,285
|
|
Verizon Communications Inc 3.55% 3/22/2051
|
140,000
|
99,502
|
|
Verizon Communications Inc 3.7% 3/22/2061
|
50,000
|
34,259
|
|
Verizon Communications Inc 3.875% 2/8/2029
|
120,000
|
119,161
|
|
Verizon Communications Inc 4% 3/22/2050
|
38,000
|
29,168
|
|
Verizon Communications Inc 4.75% 11/1/2041
|
189,000
|
170,659
|
|
Verizon Communications Inc 4.862% 8/21/2046
|
60,000
|
53,433
|
|
Verizon Communications Inc 5.401% 7/2/2037 (c)
|
366,000
|
367,560
|
|
3,885,240
|
|||
Entertainment - 0.1%
|
|||
Netflix Inc 4.875% 4/15/2028
|
130,000
|
132,960
|
|
Netflix Inc 4.9% 8/15/2034
|
40,000
|
40,886
|
|
Netflix Inc 5.4% 8/15/2054
|
10,000
|
9,747
|
|
Walt Disney Co/The 2% 9/1/2029
|
50,000
|
46,320
|
|
Walt Disney Co/The 2.65% 1/13/2031
|
50,000
|
46,486
|
|
Walt Disney Co/The 3.6% 1/13/2051
|
20,000
|
14,679
|
|
Walt Disney Co/The 3.8% 3/22/2030
|
80,000
|
79,141
|
|
Walt Disney Co/The 4.7% 3/23/2050
|
20,000
|
17,705
|
|
Walt Disney Co/The 6.15% 3/1/2037
|
120,000
|
131,528
|
|
Walt Disney Co/The 6.2% 12/15/2034
|
225,000
|
252,360
|
|
Walt Disney Co/The 6.4% 12/15/2035
|
40,000
|
45,063
|
|
Walt Disney Co/The 6.65% 11/15/2037
|
20,000
|
22,943
|
|
839,818
|
|||
Interactive Media & Services - 0.0%
|
|||
Alphabet Inc 1.1% 8/15/2030
|
60,000
|
52,449
|
|
Alphabet Inc 1.9% 8/15/2040
|
60,000
|
40,129
|
|
Alphabet Inc 2.05% 8/15/2050
|
95,000
|
51,853
|
|
Alphabet Inc 4% 5/15/2030
|
30,000
|
30,194
|
|
Alphabet Inc 4.5% 5/15/2035
|
30,000
|
29,755
|
|
Alphabet Inc 5.25% 5/15/2055
|
40,000
|
38,963
|
|
243,343
|
|||
Media - 0.8%
|
|||
Charter Communications Operating LLC / Charter Communications Operating Capital 2.8% 4/1/2031
|
240,000
|
215,955
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 3.5% 6/1/2041
|
150,000
|
107,831
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 3.9% 6/1/2052
|
220,000
|
145,790
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 4/1/2033
|
285,000
|
267,949
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.5% 4/1/2063
|
175,000
|
143,241
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.85% 12/1/2035 (f)
|
90,000
|
90,159
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.55% 6/1/2034
|
110,000
|
116,687
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.65% 2/1/2034
|
50,000
|
53,333
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.834% 10/23/2055
|
30,000
|
29,975
|
|
Comcast Corp 1.5% 2/15/2031
|
300,000
|
258,674
|
|
Comcast Corp 1.95% 1/15/2031
|
180,000
|
159,505
|
|
Comcast Corp 2.35% 1/15/2027
|
85,000
|
83,085
|
|
Comcast Corp 2.45% 8/15/2052
|
100,000
|
53,487
|
|
Comcast Corp 2.65% 2/1/2030
|
1,050,000
|
984,223
|
|
Comcast Corp 2.65% 8/15/2062
|
20,000
|
10,267
|
|
Comcast Corp 2.937% 11/1/2056
|
190,000
|
109,393
|
|
Comcast Corp 2.987% 11/1/2063
|
95,000
|
52,839
|
|
Comcast Corp 3.25% 11/1/2039
|
40,000
|
31,501
|
|
Comcast Corp 3.4% 4/1/2030
|
30,000
|
29,014
|
|
Comcast Corp 3.4% 7/15/2046
|
150,000
|
106,139
|
|
Comcast Corp 3.45% 2/1/2050
|
100,000
|
68,017
|
|
Comcast Corp 3.75% 4/1/2040
|
10,000
|
8,307
|
|
Comcast Corp 4.55% 1/15/2029
|
120,000
|
121,714
|
|
Comcast Corp 4.65% 7/15/2042
|
50,000
|
44,364
|
|
Comcast Corp 4.95% 10/15/2058
|
50,000
|
42,607
|
|
Comcast Corp 5.1% 6/1/2029
|
70,000
|
72,359
|
|
Comcast Corp 5.3% 5/15/2035
|
100,000
|
102,020
|
|
Comcast Corp 5.35% 5/15/2053
|
80,000
|
73,391
|
|
Comcast Corp 5.5% 5/15/2064
|
50,000
|
46,010
|
|
Comcast Corp 6.05% 5/15/2055
|
100,000
|
101,158
|
|
Fox Corp 4.709% 1/25/2029
|
330,000
|
333,765
|
|
Fox Corp 5.476% 1/25/2039
|
20,000
|
19,756
|
|
Paramount Global 4.2% 5/19/2032
|
60,000
|
55,969
|
|
Paramount Global 4.95% 1/15/2031
|
100,000
|
99,385
|
|
Paramount Global 4.95% 5/19/2050
|
100,000
|
78,084
|
|
Paramount Global 7.875% 7/30/2030
|
20,000
|
22,560
|
|
Time Warner Cable LLC 5.875% 11/15/2040
|
30,000
|
28,664
|
|
Time Warner Cable LLC 6.55% 5/1/2037
|
50,000
|
51,792
|
|
Time Warner Cable LLC 7.3% 7/1/2038
|
95,000
|
103,461
|
|
TWDC Enterprises 18 Corp 3.7% 12/1/2042
|
50,000
|
39,973
|
|
TWDC Enterprises 18 Corp 4.125% 12/1/2041
|
55,000
|
47,289
|
|
TWDC Enterprises 18 Corp 4.125% 6/1/2044
|
80,000
|
66,546
|
|
4,676,238
|
|||
Wireless Telecommunication Services - 0.2%
|
|||
Sprint LLC 7.625% 3/1/2026
|
270,000
|
271,342
|
|
T-Mobile USA Inc 2.7% 3/15/2032
|
50,000
|
44,296
|
|
T-Mobile USA Inc 3% 2/15/2041
|
70,000
|
51,143
|
|
T-Mobile USA Inc 3.5% 4/15/2031
|
90,000
|
85,085
|
|
T-Mobile USA Inc 3.6% 11/15/2060
|
175,000
|
114,312
|
|
T-Mobile USA Inc 3.875% 4/15/2030
|
230,000
|
225,283
|
|
T-Mobile USA Inc 4.5% 4/15/2050
|
62,000
|
50,671
|
|
T-Mobile USA Inc 4.7% 1/15/2035
|
10,000
|
9,694
|
|
T-Mobile USA Inc 5.05% 7/15/2033
|
100,000
|
101,026
|
|
T-Mobile USA Inc 5.2% 1/15/2033
|
130,000
|
132,355
|
|
T-Mobile USA Inc 5.25% 6/15/2055
|
10,000
|
8,993
|
|
T-Mobile USA Inc 5.65% 1/15/2053
|
65,000
|
62,238
|
|
T-Mobile USA Inc 5.8% 9/15/2062
|
50,000
|
48,556
|
|
1,204,994
|
|||
TOTAL COMMUNICATION SERVICES
|
10,849,633
|
||
Consumer Discretionary - 1.6%
|
|||
Automobile Components - 0.0%
|
|||
Aptiv Swiss Holdings Ltd 4.65% 9/13/2029
|
200,000
|
200,807
|
|
Lear Corp 2.6% 1/15/2032
|
30,000
|
26,141
|
|
Lear Corp 3.5% 5/30/2030
|
50,000
|
47,651
|
|
274,599
|
|||
Automobiles - 0.5%
|
|||
American Honda Finance Corp 4.55% 7/9/2027
|
100,000
|
100,724
|
|
American Honda Finance Corp 4.8% 3/5/2030
|
50,000
|
51,019
|
|
American Honda Finance Corp 4.85% 10/23/2031
|
60,000
|
60,802
|
|
American Honda Finance Corp 5.125% 7/7/2028
|
40,000
|
41,035
|
|
American Honda Finance Corp 5.15% 7/9/2032
|
30,000
|
30,565
|
|
American Honda Finance Corp 5.2% 3/5/2035
|
50,000
|
50,297
|
|
American Honda Finance Corp 5.65% 11/15/2028
|
160,000
|
166,896
|
|
Ford Motor Co 3.25% 2/12/2032
|
245,000
|
210,038
|
|
Ford Motor Co 5.291% 12/8/2046
|
130,000
|
105,552
|
|
Ford Motor Co 6.1% 8/19/2032
|
130,000
|
131,344
|
|
Ford Motor Co 9.625% 4/22/2030
|
110,000
|
128,031
|
|
General Motors Co 5% 4/1/2035
|
30,000
|
28,621
|
|
General Motors Co 5.2% 4/1/2045
|
200,000
|
174,012
|
|
General Motors Co 5.6% 10/15/2032
|
50,000
|
51,364
|
|
General Motors Co 5.95% 4/1/2049
|
100,000
|
94,027
|
|
General Motors Financial Co Inc 1.25% 1/8/2026
|
555,000
|
548,604
|
|
General Motors Financial Co Inc 2.4% 4/10/2028
|
80,000
|
76,180
|
|
General Motors Financial Co Inc 2.7% 8/20/2027
|
145,000
|
140,678
|
|
General Motors Financial Co Inc 5.45% 7/15/2030
|
140,000
|
143,739
|
|
General Motors Financial Co Inc 5.45% 9/6/2034
|
50,000
|
49,516
|
|
General Motors Financial Co Inc 5.65% 1/17/2029
|
80,000
|
82,488
|
|
General Motors Financial Co Inc 5.75% 2/8/2031
|
30,000
|
31,128
|
|
General Motors Financial Co Inc 5.85% 4/6/2030
|
70,000
|
73,162
|
|
2,569,822
|
|||
Broadline Retail - 0.3%
|
|||
Amazon.com Inc 1% 5/12/2026
|
193,000
|
188,971
|
|
Amazon.com Inc 1.2% 6/3/2027
|
330,000
|
315,699
|
|
Amazon.com Inc 2.1% 5/12/2031
|
193,000
|
173,105
|
|
Amazon.com Inc 2.5% 6/3/2050
|
100,000
|
59,525
|
|
Amazon.com Inc 2.875% 5/12/2041
|
185,000
|
138,790
|
|
Amazon.com Inc 3.1% 5/12/2051
|
193,000
|
129,548
|
|
Amazon.com Inc 3.15% 8/22/2027
|
240,000
|
236,914
|
|
Amazon.com Inc 3.6% 4/13/2032
|
200,000
|
192,529
|
|
Amazon.com Inc 3.95% 4/13/2052
|
50,000
|
39,183
|
|
Amazon.com Inc 4.1% 4/13/2062
|
25,000
|
19,440
|
|
Amazon.com Inc 4.25% 8/22/2057
|
50,000
|
40,688
|
|
Amazon.com Inc 4.55% 12/1/2027
|
230,000
|
233,254
|
|
eBay Inc 1.4% 5/10/2026
|
118,000
|
115,697
|
|
eBay Inc 2.7% 3/11/2030
|
50,000
|
46,769
|
|
eBay Inc 4% 7/15/2042
|
30,000
|
24,566
|
|
1,954,678
|
|||
Distributors - 0.0%
|
|||
Genuine Parts Co 6.5% 11/1/2028
|
60,000
|
63,824
|
|
Diversified Consumer Services - 0.0%
|
|||
Trane Technologies Global Holding Co Ltd 4.3% 2/21/2048
|
62,000
|
51,024
|
|
Hotels, Restaurants & Leisure - 0.3%
|
|||
Expedia Group Inc 4.625% 8/1/2027
|
240,000
|
241,530
|
|
Marriott International Inc/MD 2.85% 4/15/2031
|
60,000
|
55,036
|
|
Marriott International Inc/MD 3.5% 10/15/2032
|
80,000
|
73,363
|
|
Marriott International Inc/MD 4.2% 7/15/2027
|
190,000
|
190,295
|
|
Marriott International Inc/MD 4.875% 5/15/2029
|
30,000
|
30,554
|
|
Marriott International Inc/MD 5.25% 10/15/2035
|
40,000
|
39,704
|
|
Marriott International Inc/MD 5.35% 3/15/2035
|
40,000
|
40,385
|
|
Marriott International Inc/MD 5.5% 4/15/2037
|
40,000
|
40,142
|
|
McDonald's Corp 2.625% 9/1/2029
|
90,000
|
85,205
|
|
McDonald's Corp 3.5% 7/1/2027
|
20,000
|
19,822
|
|
McDonald's Corp 3.6% 7/1/2030
|
165,000
|
161,038
|
|
McDonald's Corp 3.625% 5/1/2043
|
70,000
|
54,759
|
|
McDonald's Corp 3.625% 9/1/2049
|
50,000
|
36,318
|
|
McDonald's Corp 4.2% 4/1/2050
|
18,000
|
14,344
|
|
McDonald's Corp 4.45% 9/1/2048
|
64,000
|
53,593
|
|
McDonald's Corp 4.7% 12/9/2035
|
20,000
|
19,692
|
|
McDonald's Corp 5% 2/13/2036
|
80,000
|
80,062
|
|
McDonald's Corp 6.3% 3/1/2038
|
60,000
|
65,819
|
|
Starbucks Corp 2% 3/12/2027
|
170,000
|
164,736
|
|
Starbucks Corp 2.55% 11/15/2030
|
100,000
|
91,718
|
|
Starbucks Corp 3.35% 3/12/2050
|
40,000
|
26,710
|
|
Starbucks Corp 4.3% 6/15/2045
|
20,000
|
16,378
|
|
Starbucks Corp 4.5% 11/15/2048
|
72,000
|
59,636
|
|
1,660,839
|
|||
Household Durables - 0.0%
|
|||
DR Horton Inc 5% 10/15/2034
|
30,000
|
30,008
|
|
DR Horton Inc 5.5% 10/15/2035
|
20,000
|
20,484
|
|
PulteGroup Inc 7.875% 6/15/2032
|
30,000
|
35,271
|
|
Toll Brothers Finance Corp 4.35% 2/15/2028
|
40,000
|
40,094
|
|
125,857
|
|||
Leisure Products - 0.0%
|
|||
Brunswick Corp/DE 4.4% 9/15/2032
|
40,000
|
37,602
|
|
Hasbro Inc 3.9% 11/19/2029
|
75,000
|
73,187
|
|
Hasbro Inc 6.05% 5/14/2034
|
30,000
|
31,221
|
|
142,010
|
|||
Specialty Retail - 0.5%
|
|||
AutoNation Inc 4.75% 6/1/2030
|
50,000
|
50,177
|
|
AutoZone Inc 3.75% 6/1/2027
|
50,000
|
49,640
|
|
AutoZone Inc 4.5% 2/1/2028
|
55,000
|
55,573
|
|
AutoZone Inc 4.75% 8/1/2032
|
30,000
|
30,047
|
|
AutoZone Inc 5.1% 7/15/2029
|
10,000
|
10,299
|
|
AutoZone Inc 5.4% 7/15/2034
|
10,000
|
10,276
|
|
AutoZone Inc 6.55% 11/1/2033
|
40,000
|
44,336
|
|
Home Depot Inc/The 2.375% 3/15/2051
|
113,000
|
63,532
|
|
Home Depot Inc/The 2.95% 6/15/2029
|
280,000
|
269,873
|
|
Home Depot Inc/The 3.3% 4/15/2040
|
200,000
|
160,611
|
|
Home Depot Inc/The 4.2% 4/1/2043
|
50,000
|
42,686
|
|
Home Depot Inc/The 4.4% 3/15/2045
|
90,000
|
77,394
|
|
Home Depot Inc/The 4.5% 12/6/2048
|
70,000
|
59,942
|
|
Home Depot Inc/The 4.5% 9/15/2032
|
50,000
|
50,494
|
|
Home Depot Inc/The 4.95% 6/25/2034
|
100,000
|
101,714
|
|
Home Depot Inc/The 4.95% 9/30/2026
|
210,000
|
211,968
|
|
Home Depot Inc/The 5.3% 6/25/2054
|
30,000
|
28,538
|
|
Home Depot Inc/The 5.4% 9/15/2040
|
60,000
|
60,868
|
|
Home Depot Inc/The 5.875% 12/16/2036
|
40,000
|
43,221
|
|
Lowe's Cos Inc 1.7% 10/15/2030
|
100,000
|
87,891
|
|
Lowe's Cos Inc 2.625% 4/1/2031
|
50,000
|
45,571
|
|
Lowe's Cos Inc 2.8% 9/15/2041
|
90,000
|
63,085
|
|
Lowe's Cos Inc 3% 10/15/2050
|
60,000
|
37,149
|
|
Lowe's Cos Inc 3.1% 5/3/2027
|
34,000
|
33,446
|
|
Lowe's Cos Inc 4.05% 5/3/2047
|
112,000
|
86,950
|
|
Lowe's Cos Inc 4.45% 4/1/2062
|
100,000
|
76,738
|
|
Lowe's Cos Inc 4.5% 4/15/2030
|
50,000
|
50,633
|
|
Lowe's Cos Inc 5% 4/15/2033
|
75,000
|
76,307
|
|
Lowe's Cos Inc 5.125% 4/15/2050
|
20,000
|
17,697
|
|
Lowe's Cos Inc 5.75% 7/1/2053
|
20,000
|
19,350
|
|
Lowe's Cos Inc 5.8% 9/15/2062
|
20,000
|
19,243
|
|
Lowe's Cos Inc 5.85% 4/1/2063
|
10,000
|
9,690
|
|
O'Reilly Automotive Inc 4.2% 4/1/2030
|
60,000
|
59,850
|
|
O'Reilly Automotive Inc 4.7% 6/15/2032
|
50,000
|
50,055
|
|
TJX Cos Inc/The 1.6% 5/15/2031
|
125,000
|
109,242
|
|
2,264,086
|
|||
Textiles, Apparel & Luxury Goods - 0.0%
|
|||
NIKE Inc 2.85% 3/27/2030
|
80,000
|
75,944
|
|
NIKE Inc 3.25% 3/27/2040
|
55,000
|
43,761
|
|
NIKE Inc 3.375% 3/27/2050
|
20,000
|
14,025
|
|
Tapestry Inc 5.1% 3/11/2030
|
30,000
|
30,662
|
|
Tapestry Inc 5.5% 3/11/2035
|
30,000
|
30,325
|
|
194,717
|
|||
TOTAL CONSUMER DISCRETIONARY
|
9,301,456
|
||
Consumer Staples - 1.1%
|
|||
Beverages - 0.3%
|
|||
Coca-Cola Co/The 1.45% 6/1/2027
|
20,000
|
19,215
|
|
Coca-Cola Co/The 1.65% 6/1/2030
|
10,000
|
8,975
|
|
Coca-Cola Co/The 2.25% 1/5/2032
|
205,000
|
182,443
|
|
Coca-Cola Co/The 2.5% 6/1/2040
|
10,000
|
7,320
|
|
Coca-Cola Co/The 2.6% 6/1/2050
|
10,000
|
6,109
|
|
Coca-Cola Co/The 2.75% 6/1/2060
|
70,000
|
41,044
|
|
Coca-Cola Co/The 3.45% 3/25/2030
|
60,000
|
58,482
|
|
Coca-Cola Co/The 4.2% 3/25/2050
|
50,000
|
41,246
|
|
Coca-Cola Co/The 5% 5/13/2034
|
70,000
|
72,313
|
|
Coca-Cola Co/The 5.2% 1/14/2055
|
60,000
|
56,747
|
|
Coca-Cola Co/The 5.3% 5/13/2054
|
50,000
|
48,214
|
|
Coca-Cola Co/The 5.4% 5/13/2064
|
20,000
|
19,261
|
|
Keurig Dr Pepper Inc 3.8% 5/1/2050
|
90,000
|
63,581
|
|
Keurig Dr Pepper Inc 4.5% 4/15/2052
|
30,000
|
23,597
|
|
Keurig Dr Pepper Inc 4.597% 5/25/2028
|
110,000
|
110,498
|
|
Keurig Dr Pepper Inc 4.6% 5/15/2030
|
80,000
|
80,009
|
|
Keurig Dr Pepper Inc 5.085% 5/25/2048
|
20,000
|
17,550
|
|
PepsiCo Inc 1.4% 2/25/2031
|
200,000
|
173,187
|
|
PepsiCo Inc 1.625% 5/1/2030
|
83,000
|
74,423
|
|
PepsiCo Inc 2.375% 10/6/2026
|
220,000
|
216,412
|
|
PepsiCo Inc 2.75% 10/21/2051
|
20,000
|
12,344
|
|
PepsiCo Inc 3% 10/15/2027
|
320,000
|
314,526
|
|
PepsiCo Inc 3.5% 3/19/2040
|
120,000
|
100,437
|
|
PepsiCo Inc 3.6% 8/13/2042
|
105,000
|
83,843
|
|
PepsiCo Inc 4% 5/2/2047
|
80,000
|
64,638
|
|
PepsiCo Inc 5% 2/7/2035
|
30,000
|
30,534
|
|
PepsiCo Inc 5% 7/23/2035
|
50,000
|
50,463
|
|
1,977,411
|
|||
Consumer Staples Distribution & Retail - 0.3%
|
|||
Costco Wholesale Corp 1.375% 6/20/2027
|
370,000
|
354,158
|
|
Dollar General Corp 5% 11/1/2032
|
60,000
|
60,500
|
|
Dollar General Corp 5.2% 7/5/2028
|
100,000
|
102,516
|
|
Dollar General Corp 5.45% 7/5/2033
|
30,000
|
30,982
|
|
Dollar Tree Inc 4.2% 5/15/2028
|
130,000
|
129,676
|
|
Kroger Co/The 1.7% 1/15/2031
|
100,000
|
87,159
|
|
Kroger Co/The 4.65% 1/15/2048
|
30,000
|
25,232
|
|
Kroger Co/The 5% 4/15/2042
|
50,000
|
45,899
|
|
Kroger Co/The 5% 9/15/2034
|
20,000
|
19,934
|
|
Kroger Co/The 5.4% 1/15/2049
|
10,000
|
9,338
|
|
Kroger Co/The 5.5% 9/15/2054
|
60,000
|
56,181
|
|
Kroger Co/The 5.65% 9/15/2064
|
60,000
|
56,289
|
|
Sysco Corp 2.4% 2/15/2030
|
70,000
|
64,677
|
|
Sysco Corp 3.15% 12/14/2051
|
60,000
|
38,470
|
|
Sysco Corp 3.3% 2/15/2050
|
50,000
|
33,524
|
|
Sysco Corp 4.5% 4/1/2046
|
50,000
|
41,855
|
|
Sysco Corp 5.95% 4/1/2030
|
53,000
|
56,372
|
|
Target Corp 2.95% 1/15/2052
|
75,000
|
46,975
|
|
Target Corp 3.9% 11/15/2047
|
45,000
|
34,869
|
|
Target Corp 4% 7/1/2042
|
50,000
|
41,806
|
|
Target Corp 4.8% 1/15/2053
|
70,000
|
61,675
|
|
Walmart Inc 1.05% 9/17/2026
|
130,000
|
126,242
|
|
Walmart Inc 2.5% 9/22/2041
|
205,000
|
144,477
|
|
Walmart Inc 3.9% 4/15/2028
|
50,000
|
50,166
|
|
Walmart Inc 4.05% 6/29/2048
|
150,000
|
122,907
|
|
Walmart Inc 4.1% 4/15/2033
|
50,000
|
49,121
|
|
Walmart Inc 4.5% 4/15/2053
|
20,000
|
17,382
|
|
1,908,382
|
|||
Food Products - 0.3%
|
|||
Archer-Daniels-Midland Co 4.016% 4/16/2043
|
75,000
|
62,109
|
|
Bunge Ltd Finance Corp 4.2% 9/17/2029
|
20,000
|
19,905
|
|
Bunge Ltd Finance Corp 4.65% 9/17/2034
|
20,000
|
19,478
|
|
Conagra Brands Inc 4.85% 11/1/2028
|
75,000
|
75,809
|
|
Conagra Brands Inc 5% 8/1/2030
|
50,000
|
50,421
|
|
Conagra Brands Inc 5.3% 11/1/2038
|
10,000
|
9,439
|
|
Conagra Brands Inc 5.4% 11/1/2048
|
22,000
|
19,362
|
|
Conagra Brands Inc 7% 10/1/2028
|
50,000
|
53,381
|
|
General Mills Inc 2.875% 4/15/2030
|
13,000
|
12,231
|
|
General Mills Inc 3% 2/1/2051
|
50,000
|
31,486
|
|
General Mills Inc 4.2% 4/17/2028
|
130,000
|
130,104
|
|
General Mills Inc 4.875% 1/30/2030
|
50,000
|
51,123
|
|
General Mills Inc 4.95% 3/29/2033
|
50,000
|
50,339
|
|
Hershey Co/The 2.65% 6/1/2050
|
40,000
|
23,964
|
|
JM Smucker Co 4.25% 3/15/2035
|
50,000
|
46,502
|
|
JM Smucker Co 6.5% 11/15/2043
|
50,000
|
53,068
|
|
JM Smucker Co 6.5% 11/15/2053
|
10,000
|
10,633
|
|
Kellanova 4.3% 5/15/2028
|
50,000
|
50,315
|
|
Kellanova 5.75% 5/16/2054
|
20,000
|
19,531
|
|
Kellanova 7.45% 4/1/2031
|
40,000
|
45,870
|
|
Kraft Heinz Foods Co 3.75% 4/1/2030
|
40,000
|
38,786
|
|
Kraft Heinz Foods Co 4.875% 10/1/2049
|
50,000
|
41,746
|
|
Kraft Heinz Foods Co 5.5% 6/1/2050
|
195,000
|
176,420
|
|
Kraft Heinz Foods Co 6.875% 1/26/2039
|
20,000
|
21,761
|
|
McCormick & Co Inc/MD 2.5% 4/15/2030
|
110,000
|
101,521
|
|
Mondelez International Inc 2.625% 9/4/2050
|
50,000
|
29,316
|
|
Mondelez International Inc 2.75% 4/13/2030
|
30,000
|
28,088
|
|
Mondelez International Inc 4.75% 8/28/2034
|
50,000
|
49,591
|
|
Pilgrim's Pride Corp 6.875% 5/15/2034
|
50,000
|
54,748
|
|
The Campbell's Company 4.15% 3/15/2028
|
100,000
|
100,000
|
|
The Campbell's Company 4.75% 3/23/2035
|
80,000
|
76,603
|
|
The Campbell's Company 5.2% 3/21/2029
|
70,000
|
71,885
|
|
Tyson Foods Inc 4% 3/1/2026
|
40,000
|
39,906
|
|
Tyson Foods Inc 4.875% 8/15/2034
|
75,000
|
73,706
|
|
Tyson Foods Inc 5.1% 9/28/2048
|
40,000
|
35,885
|
|
Tyson Foods Inc 5.7% 3/15/2034
|
40,000
|
41,680
|
|
1,816,712
|
|||
Household Products - 0.1%
|
|||
Church & Dwight Co Inc 2.3% 12/15/2031
|
70,000
|
61,672
|
|
Colgate-Palmolive Co 4.6% 3/1/2033
|
50,000
|
50,744
|
|
Kimberly-Clark Corp 1.05% 9/15/2027
|
53,000
|
50,122
|
|
Kimberly-Clark Corp 2.875% 2/7/2050
|
75,000
|
48,211
|
|
Kimberly-Clark Corp 3.1% 3/26/2030
|
7,000
|
6,708
|
|
Kimberly-Clark Corp 3.9% 5/4/2047
|
20,000
|
15,805
|
|
Procter & Gamble Co/The 3% 3/25/2030
|
36,000
|
34,566
|
|
Procter & Gamble Co/The 3.6% 3/25/2050
|
180,000
|
135,683
|
|
403,511
|
|||
Personal Care Products - 0.1%
|
|||
Estee Lauder Cos Inc/The 1.95% 3/15/2031
|
75,000
|
66,138
|
|
Estee Lauder Cos Inc/The 5% 2/14/2034
|
80,000
|
80,749
|
|
Estee Lauder Cos Inc/The 5.15% 5/15/2053
|
10,000
|
9,456
|
|
Estee Lauder Cos Inc/The 6% 5/15/2037
|
40,000
|
42,831
|
|
Kenvue Inc 4.9% 3/22/2033
|
32,000
|
32,504
|
|
Kenvue Inc 5.05% 3/22/2028
|
32,000
|
32,809
|
|
Kenvue Inc 5.05% 3/22/2053
|
52,000
|
47,504
|
|
Kenvue Inc 5.2% 3/22/2063
|
40,000
|
36,428
|
|
348,419
|
|||
TOTAL CONSUMER STAPLES
|
6,454,435
|
||
Energy - 0.9%
|
|||
Energy Equipment & Services - 0.1%
|
|||
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 3.337% 12/15/2027
|
240,000
|
236,251
|
|
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 4.08% 12/15/2047
|
60,000
|
46,701
|
|
Halliburton Co 2.92% 3/1/2030
|
80,000
|
75,231
|
|
Halliburton Co 4.85% 11/15/2035
|
10,000
|
9,745
|
|
Halliburton Co 5% 11/15/2045
|
126,000
|
111,074
|
|
Halliburton Co 6.7% 9/15/2038
|
10,000
|
10,955
|
|
NOV Inc 3.6% 12/1/2029
|
60,000
|
58,002
|
|
547,959
|
|||
Oil, Gas & Consumable Fuels - 0.8%
|
|||
Cheniere Corpus Christi Holdings LLC 3.7% 11/15/2029
|
40,000
|
38,857
|
|
Cheniere Energy Partners LP 4.5% 10/1/2029
|
70,000
|
69,852
|
|
Cheniere Energy Partners LP 5.75% 8/15/2034
|
70,000
|
71,896
|
|
DCP Midstream Operating LP 5.6% 4/1/2044
|
20,000
|
18,641
|
|
Enbridge Energy Partners LP 7.5% 4/15/2038
|
70,000
|
82,006
|
|
Enterprise Products Operating LLC 3.3% 2/15/2053
|
250,000
|
163,955
|
|
Enterprise Products Operating LLC 3.95% 1/31/2060
|
40,000
|
28,772
|
|
Enterprise Products Operating LLC 4.95% 2/15/2035
|
10,000
|
9,980
|
|
Enterprise Products Operating LLC 5.1% 2/15/2045
|
50,000
|
46,291
|
|
Enterprise Products Operating LLC 5.35% 1/31/2033
|
270,000
|
279,644
|
|
Enterprise Products Operating LLC 5.55% 2/16/2055
|
10,000
|
9,544
|
|
Enterprise Products Operating LLC 5.7% 2/15/2042
|
20,000
|
20,124
|
|
Enterprise Products Operating LLC 7.55% 4/15/2038
|
55,000
|
65,148
|
|
HF Sinclair Corp 5.5% 9/1/2032
|
50,000
|
50,169
|
|
Kinder Morgan Inc 5.2% 6/1/2033
|
30,000
|
30,349
|
|
Marathon Petroleum Corp 4.75% 9/15/2044
|
88,000
|
74,128
|
|
Marathon Petroleum Corp 5.15% 3/1/2030
|
20,000
|
20,568
|
|
Marathon Petroleum Corp 5.7% 3/1/2035
|
40,000
|
40,849
|
|
MPLX LP 4.125% 3/1/2027
|
240,000
|
239,512
|
|
MPLX LP 4.5% 4/15/2038
|
48,000
|
42,802
|
|
MPLX LP 4.8% 2/15/2031
|
40,000
|
40,030
|
|
MPLX LP 4.9% 4/15/2058
|
50,000
|
39,999
|
|
MPLX LP 5% 3/1/2033
|
100,000
|
99,048
|
|
MPLX LP 5.4% 9/15/2035
|
50,000
|
49,361
|
|
MPLX LP 5.5% 2/15/2049
|
60,000
|
54,007
|
|
MPLX LP 5.5% 6/1/2034
|
50,000
|
50,419
|
|
MPLX LP 6.2% 9/15/2055
|
90,000
|
87,462
|
|
ONEOK Inc 3.4% 9/1/2029
|
80,000
|
76,806
|
|
ONEOK Inc 4.25% 9/24/2027
|
20,000
|
20,018
|
|
ONEOK Inc 4.45% 9/1/2049
|
50,000
|
39,010
|
|
ONEOK Inc 4.75% 10/15/2031
|
50,000
|
49,999
|
|
ONEOK Inc 4.85% 2/1/2049
|
50,000
|
40,744
|
|
ONEOK Inc 5.05% 11/1/2034
|
90,000
|
87,750
|
|
ONEOK Inc 5.65% 11/1/2028
|
20,000
|
20,775
|
|
ONEOK Inc 5.65% 9/1/2034
|
15,000
|
15,255
|
|
ONEOK Inc 5.7% 11/1/2054
|
40,000
|
36,469
|
|
ONEOK Inc 5.85% 11/1/2064
|
40,000
|
36,415
|
|
ONEOK Inc 6.05% 9/1/2033
|
80,000
|
84,173
|
|
ONEOK Inc 6.25% 10/15/2055
|
20,000
|
19,540
|
|
ONEOK Inc 6.35% 1/15/2031
|
187,000
|
200,846
|
|
ONEOK Inc 6.625% 9/1/2053
|
30,000
|
30,804
|
|
ONEOK Partners LP 6.65% 10/1/2036
|
50,000
|
54,161
|
|
Phillips 66 3.3% 3/15/2052
|
50,000
|
32,041
|
|
Phillips 66 3.9% 3/15/2028
|
220,000
|
218,636
|
|
Phillips 66 4.65% 11/15/2034
|
65,000
|
62,700
|
|
Phillips 66 5.875% 5/1/2042
|
54,000
|
54,033
|
|
Phillips 66 Co 4.68% 2/15/2045
|
10,000
|
8,402
|
|
Phillips 66 Co 4.95% 3/15/2035
|
40,000
|
39,196
|
|
Phillips 66 Co 5.3% 6/30/2033
|
60,000
|
61,296
|
|
Plains All American Pipeline LP / PAA Finance Corp 3.55% 12/15/2029
|
140,000
|
134,882
|
|
Plains All American Pipeline LP / PAA Finance Corp 4.9% 2/15/2045
|
20,000
|
16,945
|
|
Plains All American Pipeline LP / PAA Finance Corp 5.7% 9/15/2034
|
30,000
|
30,603
|
|
Sabine Pass Liquefaction LLC 4.5% 5/15/2030
|
40,000
|
40,116
|
|
Sabine Pass Liquefaction LLC 5% 3/15/2027
|
160,000
|
160,905
|
|
Targa Resources Corp 4.95% 4/15/2052
|
60,000
|
49,634
|
|
Targa Resources Corp 5.5% 2/15/2035
|
70,000
|
70,605
|
|
Targa Resources Corp 6.125% 3/15/2033
|
50,000
|
52,875
|
|
Targa Resources Corp 6.125% 5/15/2055
|
40,000
|
38,878
|
|
Targa Resources Corp 6.5% 2/15/2053
|
10,000
|
10,218
|
|
Targa Resources Partners LP / Targa Resources Partners Finance Corp 5% 1/15/2028
|
125,000
|
125,122
|
|
Transcontinental Gas Pipe Line Co LLC 3.25% 5/15/2030
|
20,000
|
19,024
|
|
Transcontinental Gas Pipe Line Co LLC 3.95% 5/15/2050
|
50,000
|
37,638
|
|
Transcontinental Gas Pipe Line Co LLC 4.45% 8/1/2042
|
105,000
|
89,293
|
|
Valero Energy Corp 2.15% 9/15/2027
|
125,000
|
119,891
|
|
Valero Energy Corp 3.4% 9/15/2026
|
50,000
|
49,546
|
|
Valero Energy Corp 4% 4/1/2029
|
155,000
|
153,259
|
|
Valero Energy Corp 4% 6/1/2052
|
50,000
|
35,709
|
|
Western Gas Partners LP 4.05% 2/1/2030 (e)
|
50,000
|
48,615
|
|
Western Gas Partners LP 5.45% 4/1/2044
|
50,000
|
43,953
|
|
Western Gas Partners LP 5.5% 8/15/2048
|
20,000
|
17,188
|
|
Western Gas Partners LP 6.35% 1/15/2029
|
70,000
|
73,625
|
|
Williams Cos Inc/The 3.75% 6/15/2027
|
26,000
|
25,794
|
|
Williams Cos Inc/The 5.4% 3/2/2026
|
100,000
|
100,467
|
|
Williams Cos Inc/The 5.65% 3/15/2033
|
50,000
|
52,044
|
|
4,709,311
|
|||
TOTAL ENERGY
|
5,257,270
|
||
Financials - 6.7%
|
|||
Banks - 3.0%
|
|||
Bank of America Corp 1.734% 7/22/2027 (b)
|
43,000
|
42,019
|
|
Bank of America Corp 2.087% 6/14/2029 (b)
|
310,000
|
292,905
|
|
Bank of America Corp 2.482% 9/21/2036 (b)
|
60,000
|
51,907
|
|
Bank of America Corp 2.651% 3/11/2032 (b)
|
80,000
|
72,715
|
|
Bank of America Corp 2.676% 6/19/2041 (b)
|
420,000
|
302,713
|
|
Bank of America Corp 2.687% 4/22/2032 (b)
|
43,000
|
39,009
|
|
Bank of America Corp 2.831% 10/24/2051 (b)
|
50,000
|
31,095
|
|
Bank of America Corp 3.194% 7/23/2030 (b)
|
180,000
|
172,873
|
|
Bank of America Corp 3.593% 7/21/2028 (b)
|
45,000
|
44,513
|
|
Bank of America Corp 3.846% 3/8/2037 (b)
|
180,000
|
166,246
|
|
Bank of America Corp 3.974% 2/7/2030 (b)
|
35,000
|
34,709
|
|
Bank of America Corp 4.083% 3/20/2051 (b)
|
130,000
|
102,235
|
|
Bank of America Corp 4.183% 11/25/2027
|
95,000
|
94,937
|
|
Bank of America Corp 4.244% 4/24/2038 (b)
|
75,000
|
68,820
|
|
Bank of America Corp 4.271% 7/23/2029 (b)
|
60,000
|
60,149
|
|
Bank of America Corp 4.33% 3/15/2050 (b)
|
50,000
|
41,217
|
|
Bank of America Corp 4.376% 4/27/2028 (b)
|
100,000
|
100,219
|
|
Bank of America Corp 4.571% 4/27/2033 (b)
|
510,000
|
504,718
|
|
Bank of America Corp 4.623% 5/9/2029 (b)
|
200,000
|
202,256
|
|
Bank of America Corp 4.75% 4/21/2045
|
55,000
|
48,420
|
|
Bank of America Corp 5.162% 1/24/2031 (b)
|
100,000
|
103,208
|
|
Bank of America Corp 5.202% 4/25/2029 (b)
|
50,000
|
51,268
|
|
Bank of America Corp 5.288% 4/25/2034 (b)
|
40,000
|
41,031
|
|
Bank of America Corp 5.425% 8/15/2035 (b)
|
10,000
|
10,066
|
|
Bank of America Corp 5.511% 1/24/2036 (b)
|
280,000
|
288,454
|
|
Bank of America Corp 5.518% 10/25/2035 (b)
|
20,000
|
20,178
|
|
Bank of America Corp 5.872% 9/15/2034 (b)
|
120,000
|
127,316
|
|
Bank of America Corp 5.875% 2/7/2042
|
135,000
|
141,029
|
|
Bank of America Corp 6.11% 1/29/2037
|
200,000
|
212,450
|
|
Bank of America Corp 6.204% 11/10/2028 (b)
|
350,000
|
364,760
|
|
Bank of America NA 5.526% 8/18/2026
|
510,000
|
516,384
|
|
Citibank NA 4.914% 5/29/2030
|
250,000
|
256,549
|
|
Citigroup Inc 2.976% 11/5/2030 (b)
|
290,000
|
274,050
|
|
Citigroup Inc 3.2% 10/21/2026
|
191,000
|
188,847
|
|
Citigroup Inc 3.52% 10/27/2028 (b)
|
190,000
|
187,128
|
|
Citigroup Inc 3.785% 3/17/2033 (b)
|
190,000
|
178,519
|
|
Citigroup Inc 4.125% 7/25/2028
|
154,000
|
153,812
|
|
Citigroup Inc 4.412% 3/31/2031 (b)
|
110,000
|
109,755
|
|
Citigroup Inc 4.6% 3/9/2026
|
490,000
|
490,426
|
|
Citigroup Inc 4.65% 7/23/2048
|
135,000
|
117,038
|
|
Citigroup Inc 4.65% 7/30/2045
|
42,000
|
36,782
|
|
Citigroup Inc 4.75% 5/18/2046
|
60,000
|
52,266
|
|
Citigroup Inc 5.333% 3/27/2036 (b)
|
60,000
|
60,633
|
|
Citigroup Inc 5.411% 9/19/2039 (b)
|
230,000
|
227,730
|
|
Citigroup Inc 5.449% 6/11/2035 (b)
|
180,000
|
185,032
|
|
Citigroup Inc 5.612% 3/4/2056 (b)
|
40,000
|
39,038
|
|
Citigroup Inc 5.827% 2/13/2035 (b)
|
10,000
|
10,281
|
|
Citigroup Inc 5.875% 1/30/2042
|
65,000
|
67,467
|
|
Citigroup Inc 6.174% 5/25/2034 (b)
|
80,000
|
84,281
|
|
Citigroup Inc 6.27% 11/17/2033 (b)
|
160,000
|
173,403
|
|
Citigroup Inc 6.625% 6/15/2032
|
60,000
|
66,150
|
|
Citigroup Inc 8.125% 7/15/2039
|
85,000
|
107,342
|
|
Citizens Financial Group Inc 2.5% 2/6/2030
|
10,000
|
9,171
|
|
Citizens Financial Group Inc 2.638% 9/30/2032
|
20,000
|
16,901
|
|
Citizens Financial Group Inc 5.253% 3/5/2031 (b)
|
40,000
|
40,895
|
|
Citizens Financial Group Inc 5.718% 7/23/2032 (b)
|
50,000
|
52,221
|
|
Citizens Financial Group Inc 6.645% 4/25/2035 (b)
|
15,000
|
16,314
|
|
Fifth Third Bancorp 3.95% 3/14/2028
|
100,000
|
99,530
|
|
Fifth Third Bancorp 4.337% 4/25/2033 (b)
|
50,000
|
48,367
|
|
Fifth Third Bancorp 4.772% 7/28/2030 (b)
|
30,000
|
30,365
|
|
Fifth Third Bancorp 6.361% 10/27/2028 (b)
|
70,000
|
73,108
|
|
Fifth Third Bancorp 8.25% 3/1/2038
|
20,000
|
24,503
|
|
Huntington Bancshares Inc/OH 2.55% 2/4/2030
|
65,000
|
60,175
|
|
Huntington Bancshares Inc/OH 4.443% 8/4/2028 (b)
|
30,000
|
30,086
|
|
Huntington Bancshares Inc/OH 5.272% 1/15/2031 (b)
|
50,000
|
51,548
|
|
Huntington Bancshares Inc/OH 5.709% 2/2/2035 (b)
|
30,000
|
31,000
|
|
Huntington Bancshares Inc/OH 6.141% 11/18/2039 (b)
|
30,000
|
30,876
|
|
Huntington Bancshares Inc/OH 6.208% 8/21/2029 (b)
|
30,000
|
31,615
|
|
JPMorgan Chase & Co 1.47% 9/22/2027 (b)
|
170,000
|
165,070
|
|
JPMorgan Chase & Co 2.069% 6/1/2029 (b)
|
150,000
|
141,891
|
|
JPMorgan Chase & Co 2.525% 11/19/2041 (b)
|
110,000
|
78,322
|
|
JPMorgan Chase & Co 2.545% 11/8/2032 (b)
|
180,000
|
160,487
|
|
JPMorgan Chase & Co 2.956% 5/13/2031 (b)
|
50,000
|
46,676
|
|
JPMorgan Chase & Co 3.109% 4/22/2051 (b)
|
230,000
|
153,804
|
|
JPMorgan Chase & Co 3.328% 4/22/2052 (b)
|
80,000
|
55,349
|
|
JPMorgan Chase & Co 3.702% 5/6/2030 (b)
|
40,000
|
39,214
|
|
JPMorgan Chase & Co 4.203% 7/23/2029 (b)
|
30,000
|
30,026
|
|
JPMorgan Chase & Co 4.323% 4/26/2028 (b)
|
170,000
|
170,203
|
|
JPMorgan Chase & Co 4.452% 12/5/2029 (b)
|
185,000
|
186,454
|
|
JPMorgan Chase & Co 4.493% 3/24/2031 (b)
|
200,000
|
201,475
|
|
JPMorgan Chase & Co 4.565% 6/14/2030 (b)
|
310,000
|
313,414
|
|
JPMorgan Chase & Co 4.586% 4/26/2033 (b)
|
170,000
|
169,280
|
|
JPMorgan Chase & Co 4.912% 7/25/2033 (b)
|
125,000
|
126,737
|
|
JPMorgan Chase & Co 4.95% 6/1/2045
|
92,000
|
84,115
|
|
JPMorgan Chase & Co 5.103% 4/22/2031 (b)
|
120,000
|
123,803
|
|
JPMorgan Chase & Co 5.14% 1/24/2031 (b)
|
100,000
|
103,053
|
|
JPMorgan Chase & Co 5.294% 7/22/2035 (b)
|
360,000
|
366,965
|
|
JPMorgan Chase & Co 5.35% 6/1/2034 (b)
|
220,000
|
227,127
|
|
JPMorgan Chase & Co 5.572% 4/22/2036 (b)
|
440,000
|
457,439
|
|
JPMorgan Chase & Co 5.576% 7/23/2036 (b)
|
120,000
|
122,401
|
|
JPMorgan Chase & Co 5.766% 4/22/2035 (b)
|
110,000
|
116,159
|
|
JPMorgan Chase & Co 6.4% 5/15/2038
|
86,000
|
96,046
|
|
KeyCorp 2.55% 10/1/2029
|
40,000
|
37,412
|
|
KeyCorp 4.1% 4/30/2028
|
55,000
|
54,911
|
|
KeyCorp 4.789% 6/1/2033 (b)
|
50,000
|
49,516
|
|
KeyCorp 6.401% 3/6/2035 (b)
|
30,000
|
32,227
|
|
M&T Bank Corp 5.053% 1/27/2034 (b)
|
65,000
|
64,502
|
|
M&T Bank Corp 5.385% 1/16/2036 (b)
|
20,000
|
20,043
|
|
M&T Bank Corp 6.082% 3/13/2032 (b)
|
50,000
|
53,084
|
|
Morgan Stanley Private Bank NA 4.734% 7/18/2031 (b)
|
400,000
|
405,619
|
|
PNC Financial Services Group Inc/The 1.15% 8/13/2026
|
203,000
|
197,285
|
|
PNC Financial Services Group Inc/The 4.626% 6/6/2033 (b)
|
85,000
|
83,644
|
|
PNC Financial Services Group Inc/The 4.812% 10/21/2032 (b)
|
50,000
|
50,558
|
|
PNC Financial Services Group Inc/The 5.222% 1/29/2031 (b)
|
30,000
|
31,001
|
|
PNC Financial Services Group Inc/The 5.373% 7/21/2036 (b)
|
70,000
|
71,135
|
|
PNC Financial Services Group Inc/The 5.492% 5/14/2030 (b)
|
80,000
|
83,279
|
|
PNC Financial Services Group Inc/The 5.575% 1/29/2036 (b)
|
20,000
|
20,646
|
|
PNC Financial Services Group Inc/The 5.582% 6/12/2029 (b)
|
100,000
|
103,736
|
|
PNC Financial Services Group Inc/The 5.676% 1/22/2035 (b)
|
50,000
|
52,128
|
|
PNC Financial Services Group Inc/The 5.939% 8/18/2034 (b)
|
80,000
|
85,026
|
|
PNC Financial Services Group Inc/The 6.037% 10/28/2033 (b)
|
50,000
|
53,555
|
|
PNC Financial Services Group Inc/The 6.875% 10/20/2034 (b)
|
80,000
|
89,822
|
|
Regions Financial Corp 1.8% 8/12/2028
|
100,000
|
93,470
|
|
Regions Financial Corp 7.375% 12/10/2037
|
20,000
|
22,714
|
|
Santander Holdings USA Inc 4.4% 7/13/2027
|
73,000
|
73,171
|
|
Santander Holdings USA Inc 5.741% 3/20/2031 (b)
|
40,000
|
41,570
|
|
Santander Holdings USA Inc 6.565% 6/12/2029 (b)
|
80,000
|
84,139
|
|
Santander Holdings USA Inc 7.66% 11/9/2031 (b)
|
60,000
|
67,566
|
|
Truist Financial Corp 1.267% 3/2/2027 (b)
|
103,000
|
101,443
|
|
Truist Financial Corp 3.875% 3/19/2029
|
110,000
|
108,369
|
|
Truist Financial Corp 4.873% 1/26/2029 (b)
|
35,000
|
35,540
|
|
Truist Financial Corp 5.711% 1/24/2035 (b)
|
60,000
|
62,501
|
|
Truist Financial Corp 5.867% 6/8/2034 (b)
|
100,000
|
105,117
|
|
Truist Financial Corp 6.123% 10/28/2033 (b)
|
100,000
|
106,898
|
|
US Bancorp 1.375% 7/22/2030
|
380,000
|
332,189
|
|
US Bancorp 2.491% 11/3/2036 (b)
|
50,000
|
43,025
|
|
US Bancorp 3.1% 4/27/2026
|
50,000
|
49,610
|
|
US Bancorp 3.9% 4/26/2028
|
94,000
|
93,885
|
|
US Bancorp 4.653% 2/1/2029 (b)
|
80,000
|
80,911
|
|
US Bancorp 4.967% 7/22/2033 (b)
|
30,000
|
29,801
|
|
US Bancorp 5.046% 2/12/2031 (b)
|
40,000
|
41,037
|
|
US Bancorp 5.424% 2/12/2036 (b)
|
50,000
|
51,164
|
|
US Bancorp 5.836% 6/12/2034 (b)
|
100,000
|
105,461
|
|
US Bancorp 5.85% 10/21/2033 (b)
|
30,000
|
31,721
|
|
Wachovia Corp 5.5% 8/1/2035
|
60,000
|
61,237
|
|
Wells Fargo & Co 2.879% 10/30/2030 (b)
|
510,000
|
481,579
|
|
Wells Fargo & Co 3.9% 5/1/2045
|
100,000
|
79,537
|
|
Wells Fargo & Co 4.611% 4/25/2053 (b)
|
120,000
|
101,713
|
|
Wells Fargo & Co 4.897% 7/25/2033 (b)
|
425,000
|
427,507
|
|
Wells Fargo & Co 4.9% 11/17/2045
|
280,000
|
247,991
|
|
Wells Fargo & Co 5.211% 12/3/2035 (b)
|
440,000
|
443,691
|
|
Wells Fargo & Co 5.389% 4/24/2034 (b)
|
170,000
|
174,943
|
|
Wells Fargo & Co 5.557% 7/25/2034 (b)
|
50,000
|
51,915
|
|
Wells Fargo & Co 5.574% 7/25/2029 (b)
|
50,000
|
51,834
|
|
Wells Fargo & Co 5.606% 1/15/2044
|
100,000
|
97,700
|
|
Wells Fargo & Co 6.491% 10/23/2034 (b)
|
100,000
|
109,968
|
|
17,528,579
|
|||
Capital Markets - 1.7%
|
|||
Affiliated Managers Group Inc 5.5% 8/20/2034
|
20,000
|
20,287
|
|
Ameriprise Financial Inc 5.15% 5/15/2033
|
15,000
|
15,410
|
|
Ameriprise Financial Inc 5.7% 12/15/2028
|
40,000
|
41,919
|
|
Bank of New York Mellon Corp/The 1.8% 7/28/2031
|
47,000
|
41,199
|
|
Bank of New York Mellon Corp/The 3.3% 8/23/2029
|
40,000
|
38,738
|
|
Bank of New York Mellon Corp/The 3.85% 4/28/2028
|
170,000
|
170,265
|
|
Bank of New York Mellon Corp/The 4.289% 6/13/2033 (b)
|
50,000
|
48,851
|
|
Bank of New York Mellon Corp/The 4.942% 2/11/2031 (b)
|
50,000
|
51,378
|
|
Bank of New York Mellon Corp/The 4.967% 4/26/2034 (b)
|
30,000
|
30,293
|
|
Bank of New York Mellon Corp/The 4.975% 3/14/2030 (b)
|
90,000
|
92,497
|
|
Bank of New York Mellon Corp/The 5.225% 11/20/2035 (b)
|
70,000
|
71,419
|
|
Bank of New York Mellon Corp/The 5.316% 6/6/2036 (b)
|
20,000
|
20,508
|
|
Bank of New York Mellon Corp/The 5.834% 10/25/2033 (b)
|
100,000
|
106,850
|
|
BlackRock Funding Inc 4.6% 7/26/2027
|
60,000
|
60,753
|
|
BlackRock Funding Inc 4.9% 1/8/2035
|
30,000
|
30,525
|
|
BlackRock Funding Inc 5.35% 1/8/2055
|
105,000
|
101,283
|
|
Blackrock Inc 3.2% 3/15/2027
|
220,000
|
217,797
|
|
Blackrock Inc 4.75% 5/25/2033
|
10,000
|
10,152
|
|
Cboe Global Markets Inc 3.65% 1/12/2027
|
60,000
|
59,654
|
|
Charles Schwab Corp/The 1.65% 3/11/2031
|
50,000
|
43,413
|
|
Charles Schwab Corp/The 2% 3/20/2028
|
115,000
|
109,623
|
|
Charles Schwab Corp/The 2.9% 3/3/2032
|
55,000
|
49,861
|
|
Charles Schwab Corp/The 5.853% 5/19/2034 (b)
|
10,000
|
10,634
|
|
Charles Schwab Corp/The 5.875% 8/24/2026
|
200,000
|
202,945
|
|
Charles Schwab Corp/The 6.136% 8/24/2034 (b)
|
60,000
|
65,197
|
|
CME Group Inc 2.65% 3/15/2032
|
90,000
|
81,164
|
|
CME Group Inc 4.15% 6/15/2048
|
20,000
|
16,639
|
|
Franklin Resources Inc 2.95% 8/12/2051
|
20,000
|
12,238
|
|
Goldman Sachs Group Inc/The 1.093% 12/9/2026 (b)
|
100,000
|
99,091
|
|
Goldman Sachs Group Inc/The 1.948% 10/21/2027 (b)
|
260,000
|
253,164
|
|
Goldman Sachs Group Inc/The 2.383% 7/21/2032 (b)
|
100,000
|
88,580
|
|
Goldman Sachs Group Inc/The 2.615% 4/22/2032 (b)
|
65,000
|
58,663
|
|
Goldman Sachs Group Inc/The 2.65% 10/21/2032 (b)
|
165,000
|
147,522
|
|
Goldman Sachs Group Inc/The 3.436% 2/24/2043 (b)
|
135,000
|
103,305
|
|
Goldman Sachs Group Inc/The 3.691% 6/5/2028 (b)
|
795,000
|
787,681
|
|
Goldman Sachs Group Inc/The 4.017% 10/31/2038 (b)
|
155,000
|
136,337
|
|
Goldman Sachs Group Inc/The 4.411% 4/23/2039 (b)
|
180,000
|
163,895
|
|
Goldman Sachs Group Inc/The 5.016% 10/23/2035 (b)
|
200,000
|
198,744
|
|
Goldman Sachs Group Inc/The 5.15% 5/22/2045
|
20,000
|
18,302
|
|
Goldman Sachs Group Inc/The 5.207% 1/28/2031 (b)
|
50,000
|
51,521
|
|
Goldman Sachs Group Inc/The 5.33% 7/23/2035 (b)
|
30,000
|
30,510
|
|
Goldman Sachs Group Inc/The 5.536% 1/28/2036 (b)
|
100,000
|
103,115
|
|
Goldman Sachs Group Inc/The 5.561% 11/19/2045 (b)
|
170,000
|
168,042
|
|
Goldman Sachs Group Inc/The 6.125% 2/15/2033
|
40,000
|
43,822
|
|
Goldman Sachs Group Inc/The 6.25% 2/1/2041
|
75,000
|
80,500
|
|
Goldman Sachs Group Inc/The 6.45% 5/1/2036
|
20,000
|
21,762
|
|
Goldman Sachs Group Inc/The 6.75% 10/1/2037
|
180,000
|
200,070
|
|
Intercontinental Exchange Inc 1.85% 9/15/2032
|
140,000
|
117,358
|
|
Intercontinental Exchange Inc 2.65% 9/15/2040
|
225,000
|
163,813
|
|
Intercontinental Exchange Inc 3% 9/15/2060
|
20,000
|
11,930
|
|
Intercontinental Exchange Inc 3.75% 9/21/2028
|
20,000
|
19,802
|
|
Intercontinental Exchange Inc 4.35% 6/15/2029
|
100,000
|
100,628
|
|
Intercontinental Exchange Inc 5.2% 6/15/2062
|
20,000
|
18,323
|
|
Intercontinental Exchange Inc 5.25% 6/15/2031
|
50,000
|
52,175
|
|
Jefferies Financial Group Inc 4.15% 1/23/2030
|
80,000
|
78,958
|
|
Jefferies Financial Group Inc 4.85% 1/15/2027
|
50,000
|
50,361
|
|
Jefferies Financial Group Inc 5.875% 7/21/2028
|
30,000
|
31,276
|
|
Lazard Group LLC 4.5% 9/19/2028
|
70,000
|
70,309
|
|
Legg Mason Inc 5.625% 1/15/2044
|
10,000
|
9,836
|
|
LPL Holdings Inc 5.15% 6/15/2030
|
60,000
|
61,264
|
|
LPL Holdings Inc 5.65% 3/15/2035
|
20,000
|
20,215
|
|
LPL Holdings Inc 6.75% 11/17/2028
|
20,000
|
21,409
|
|
Moody's Corp 4.25% 2/1/2029
|
110,000
|
110,482
|
|
Moody's Corp 4.875% 12/17/2048
|
40,000
|
35,460
|
|
Moody's Corp 5% 8/5/2034
|
40,000
|
40,515
|
|
Morgan Stanley 1.512% 7/20/2027 (b)
|
70,000
|
68,269
|
|
Morgan Stanley 1.593% 5/4/2027 (b)
|
60,000
|
58,882
|
|
Morgan Stanley 1.794% 2/13/2032 (b)
|
195,000
|
169,138
|
|
Morgan Stanley 2.239% 7/21/2032 (b)
|
70,000
|
61,499
|
|
Morgan Stanley 2.484% 9/16/2036 (b)
|
55,000
|
47,689
|
|
Morgan Stanley 2.511% 10/20/2032 (b)
|
20,000
|
17,746
|
|
Morgan Stanley 2.699% 1/22/2031 (b)
|
360,000
|
335,513
|
|
Morgan Stanley 3.217% 4/22/2042 (b)
|
175,000
|
133,317
|
|
Morgan Stanley 3.625% 1/20/2027
|
268,000
|
266,571
|
|
Morgan Stanley 3.772% 1/24/2029 (b)
|
510,000
|
504,907
|
|
Morgan Stanley 3.95% 4/23/2027
|
50,000
|
49,822
|
|
Morgan Stanley 5.042% 7/19/2030 (b)
|
20,000
|
20,488
|
|
Morgan Stanley 5.123% 2/1/2029 (b)
|
100,000
|
102,134
|
|
Morgan Stanley 5.164% 4/20/2029 (b)
|
200,000
|
204,473
|
|
Morgan Stanley 5.192% 4/17/2031 (b)
|
140,000
|
144,308
|
|
Morgan Stanley 5.25% 4/21/2034 (b)
|
50,000
|
51,046
|
|
Morgan Stanley 5.297% 4/20/2037 (b)
|
95,000
|
95,582
|
|
Morgan Stanley 5.32% 7/19/2035 (b)
|
20,000
|
20,381
|
|
Morgan Stanley 5.424% 7/21/2034 (b)
|
240,000
|
247,784
|
|
Morgan Stanley 5.587% 1/18/2036 (b)
|
100,000
|
103,391
|
|
Morgan Stanley 5.597% 3/24/2051 (b)
|
160,000
|
157,985
|
|
Morgan Stanley 5.664% 4/17/2036 (b)
|
140,000
|
145,723
|
|
Morgan Stanley 5.831% 4/19/2035 (b)
|
80,000
|
84,428
|
|
Morgan Stanley 5.942% 2/7/2039 (b)
|
60,000
|
62,336
|
|
Morgan Stanley 6.627% 11/1/2034 (b)
|
20,000
|
22,203
|
|
Nasdaq Inc 1.65% 1/15/2031
|
85,000
|
74,379
|
|
Nasdaq Inc 2.5% 12/21/2040
|
70,000
|
48,729
|
|
Nasdaq Inc 3.95% 3/7/2052
|
10,000
|
7,484
|
|
Nasdaq Inc 5.35% 6/28/2028
|
30,000
|
30,953
|
|
Nasdaq Inc 5.95% 8/15/2053
|
8,000
|
8,153
|
|
Nasdaq Inc 6.1% 6/28/2063
|
10,000
|
10,255
|
|
Northern Trust Corp 1.95% 5/1/2030
|
50,000
|
45,474
|
|
Northern Trust Corp 3.375% 5/8/2032 (b)
|
30,000
|
29,329
|
|
Northern Trust Corp 6.125% 11/2/2032
|
15,000
|
16,334
|
|
S&P Global Inc 2.3% 8/15/2060
|
85,000
|
42,501
|
|
S&P Global Inc 2.9% 3/1/2032
|
20,000
|
18,270
|
|
S&P Global Inc 3.25% 12/1/2049
|
50,000
|
34,705
|
|
S&P Global Inc 4.75% 8/1/2028
|
70,000
|
71,404
|
|
State Street Corp 1.684% 11/18/2027 (b)
|
250,000
|
242,424
|
|
State Street Corp 2.203% 2/7/2028 (b)
|
140,000
|
136,220
|
|
State Street Corp 2.623% 2/7/2033 (b)
|
60,000
|
53,547
|
|
State Street Corp 4.729% 2/28/2030
|
30,000
|
30,675
|
|
State Street Corp 4.821% 1/26/2034 (b)
|
80,000
|
80,313
|
|
State Street Corp 5.146% 2/28/2036 (b)
|
20,000
|
20,253
|
|
State Street Corp 5.159% 5/18/2034 (b)
|
30,000
|
30,769
|
|
State Street Corp 6.123% 11/21/2034 (b)
|
30,000
|
32,210
|
|
9,830,228
|
|||
Consumer Finance - 0.6%
|
|||
Ally Financial Inc 6.184% 7/26/2035 (b)
|
50,000
|
51,402
|
|
Ally Financial Inc 6.848% 1/3/2030 (b)
|
40,000
|
42,440
|
|
Ally Financial Inc 8% 11/1/2031
|
65,000
|
74,390
|
|
American Express Co 4.05% 12/3/2042
|
70,000
|
59,161
|
|
American Express Co 5.043% 5/1/2034 (b)
|
60,000
|
60,954
|
|
American Express Co 5.282% 7/27/2029 (b)
|
60,000
|
61,907
|
|
American Express Co 5.284% 7/26/2035 (b)
|
100,000
|
102,122
|
|
American Express Co 5.442% 1/30/2036 (b)
|
50,000
|
51,394
|
|
American Express Co 5.667% 4/25/2036 (b)
|
60,000
|
62,694
|
|
Capital One Financial Corp 2.359% 7/29/2032 (b)
|
10,000
|
8,604
|
|
Capital One Financial Corp 3.273% 3/1/2030 (b)
|
80,000
|
77,096
|
|
Capital One Financial Corp 3.75% 7/28/2026
|
115,000
|
114,288
|
|
Capital One Financial Corp 3.8% 1/31/2028
|
210,000
|
208,123
|
|
Capital One Financial Corp 4.1% 2/9/2027
|
50,000
|
49,887
|
|
Capital One Financial Corp 4.5% 1/30/2026
|
102,000
|
101,959
|
|
Capital One Financial Corp 5.247% 7/26/2030 (b)
|
80,000
|
82,271
|
|
Capital One Financial Corp 5.468% 2/1/2029 (b)
|
45,000
|
46,193
|
|
Capital One Financial Corp 5.7% 2/1/2030 (b)
|
60,000
|
62,197
|
|
Capital One Financial Corp 6.183% 1/30/2036 (b)
|
50,000
|
51,573
|
|
Capital One Financial Corp 6.377% 6/8/2034 (b)
|
170,000
|
182,868
|
|
Capital One Financial Corp 7.964% 11/2/2034 (b)
|
40,000
|
46,803
|
|
Ford Motor Credit Co LLC 5.85% 5/17/2027
|
200,000
|
201,998
|
|
Ford Motor Credit Co LLC 6.798% 11/7/2028
|
200,000
|
208,155
|
|
Ford Motor Credit Co LLC 6.8% 5/12/2028
|
145,000
|
150,582
|
|
John Deere Capital Corp 1.7% 1/11/2027
|
270,000
|
262,255
|
|
John Deere Capital Corp 3.45% 3/7/2029
|
60,000
|
58,896
|
|
John Deere Capital Corp 4.375% 10/15/2030
|
20,000
|
20,158
|
|
John Deere Capital Corp 4.9% 3/3/2028
|
60,000
|
61,385
|
|
John Deere Capital Corp 5.05% 6/12/2034
|
30,000
|
30,628
|
|
John Deere Capital Corp 5.15% 9/8/2033
|
60,000
|
62,216
|
|
Synchrony Financial 2.875% 10/28/2031
|
30,000
|
26,602
|
|
Synchrony Financial 3.7% 8/4/2026
|
30,000
|
29,784
|
|
Synchrony Financial 5.935% 8/2/2030 (b)
|
50,000
|
51,784
|
|
Toyota Motor Credit Corp 2.15% 2/13/2030
|
110,000
|
101,084
|
|
Toyota Motor Credit Corp 2.4% 1/13/2032
|
70,000
|
61,993
|
|
Toyota Motor Credit Corp 3.65% 1/8/2029
|
60,000
|
59,288
|
|
Toyota Motor Credit Corp 4.55% 8/9/2029
|
10,000
|
10,165
|
|
Toyota Motor Credit Corp 4.6% 10/10/2031
|
30,000
|
30,286
|
|
Toyota Motor Credit Corp 4.625% 1/12/2028
|
145,000
|
147,069
|
|
Toyota Motor Credit Corp 4.65% 1/5/2029
|
160,000
|
162,946
|
|
3,335,600
|
|||
Financial Services - 0.5%
|
|||
Aon Corp / Aon Global Holdings PLC 2.85% 5/28/2027
|
50,000
|
48,982
|
|
Aon Corp / Aon Global Holdings PLC 2.9% 8/23/2051
|
50,000
|
30,633
|
|
Apollo Global Management Inc 5.15% 8/12/2035
|
70,000
|
69,695
|
|
CNH Industrial Capital LLC 5.5% 1/12/2029
|
60,000
|
62,204
|
|
Corebridge Financial Inc 4.35% 4/5/2042
|
110,000
|
92,554
|
|
Corebridge Financial Inc 6.875% 12/15/2052 (b)
|
60,000
|
62,049
|
|
CRH SMW Finance DAC 5.125% 1/9/2030
|
300,000
|
308,673
|
|
DH Europe Finance II Sarl 2.6% 11/15/2029
|
20,000
|
18,825
|
|
DH Europe Finance II Sarl 3.4% 11/15/2049
|
20,000
|
14,185
|
|
Equitable Holdings Inc 4.35% 4/20/2028
|
170,000
|
170,653
|
|
Equitable Holdings Inc 5% 4/20/2048
|
16,000
|
14,310
|
|
Fidelity National Information Services Inc 1.15% 3/1/2026
|
68,000
|
66,919
|
|
Fidelity National Information Services Inc 2.25% 3/1/2031
|
50,000
|
44,372
|
|
Fidelity National Information Services Inc 5.1% 7/15/2032
|
60,000
|
61,254
|
|
Fiserv Inc 2.65% 6/1/2030
|
130,000
|
120,116
|
|
Fiserv Inc 3.5% 7/1/2029
|
40,000
|
38,841
|
|
Fiserv Inc 4.4% 7/1/2049
|
120,000
|
95,957
|
|
Fiserv Inc 4.55% 2/15/2031
|
40,000
|
39,993
|
|
Global Payments Inc 1.2% 3/1/2026
|
122,000
|
120,040
|
|
Global Payments Inc 4.15% 8/15/2049
|
50,000
|
36,876
|
|
Global Payments Inc 5.4% 8/15/2032
|
20,000
|
20,358
|
|
Global Payments Inc 5.95% 8/15/2052
|
20,000
|
19,019
|
|
HA Sustainable Infrastructure Capital Inc 6.75% 7/15/2035
|
40,000
|
40,406
|
|
Jackson Financial Inc 3.125% 11/23/2031
|
20,000
|
18,074
|
|
Jackson Financial Inc 5.17% 6/8/2027
|
50,000
|
50,644
|
|
Jackson Financial Inc 5.67% 6/8/2032
|
20,000
|
20,700
|
|
Mastercard Inc 2.95% 11/21/2026
|
185,000
|
182,843
|
|
Mastercard Inc 2.95% 3/15/2051
|
100,000
|
64,805
|
|
Mastercard Inc 3.3% 3/26/2027
|
13,000
|
12,884
|
|
Mastercard Inc 3.35% 3/26/2030
|
18,000
|
17,515
|
|
Mastercard Inc 3.65% 6/1/2049
|
20,000
|
15,055
|
|
Mastercard Inc 3.85% 3/26/2050
|
65,000
|
50,344
|
|
Mastercard Inc 4.875% 5/9/2034
|
70,000
|
71,304
|
|
National Rural Utilities Cooperative Finance Corp 4.15% 12/15/2032
|
100,000
|
97,001
|
|
National Rural Utilities Cooperative Finance Corp 5.45% 10/30/2025
|
220,000
|
220,331
|
|
National Rural Utilities Cooperative Finance Corp 5.8% 1/15/2033
|
30,000
|
31,937
|
|
PayPal Holdings Inc 2.3% 6/1/2030
|
50,000
|
45,899
|
|
PayPal Holdings Inc 5.1% 4/1/2035
|
50,000
|
50,557
|
|
PayPal Holdings Inc 5.25% 6/1/2062
|
55,000
|
50,512
|
|
PayPal Holdings Inc 5.5% 6/1/2054
|
10,000
|
9,676
|
|
Rexford Industrial Realty LP 2.125% 12/1/2030
|
20,000
|
17,686
|
|
Visa Inc 1.9% 4/15/2027
|
43,000
|
41,652
|
|
Visa Inc 2% 8/15/2050
|
50,000
|
26,751
|
|
Visa Inc 2.05% 4/15/2030
|
70,000
|
64,295
|
|
Visa Inc 2.7% 4/15/2040
|
60,000
|
45,553
|
|
Visa Inc 2.75% 9/15/2027
|
205,000
|
200,596
|
|
Visa Inc 4.3% 12/14/2045
|
65,000
|
56,239
|
|
Voya Financial Inc 3.65% 6/15/2026
|
60,000
|
59,695
|
|
Voya Financial Inc 5.7% 7/15/2043
|
20,000
|
19,668
|
|
Western Union Co/The 6.2% 11/17/2036
|
15,000
|
15,262
|
|
3,154,392
|
|||
Insurance - 0.9%
|
|||
AFLAC Inc 4.75% 1/15/2049
|
30,000
|
25,961
|
|
Allstate Corp/The 1.45% 12/15/2030
|
280,000
|
241,028
|
|
American International Group Inc 4.375% 6/30/2050
|
50,000
|
41,042
|
|
American International Group Inc 4.5% 7/16/2044
|
127,000
|
110,547
|
|
Aon Corp 4.5% 12/15/2028
|
50,000
|
50,465
|
|
Aon Corp 6.25% 9/30/2040
|
10,000
|
10,751
|
|
Aon Global Ltd 4.75% 5/15/2045
|
68,000
|
59,441
|
|
Aon North America Inc 5.45% 3/1/2034
|
185,000
|
190,982
|
|
Arch Capital Finance LLC 4.011% 12/15/2026
|
170,000
|
169,700
|
|
Arch Capital Finance LLC 5.031% 12/15/2046
|
10,000
|
9,052
|
|
Arch Capital Group US Inc 5.144% 11/1/2043
|
50,000
|
46,203
|
|
Arthur J Gallagher & Co 3.5% 5/20/2051
|
20,000
|
13,767
|
|
Arthur J Gallagher & Co 4.85% 12/15/2029
|
30,000
|
30,582
|
|
Arthur J Gallagher & Co 5.15% 2/15/2035
|
100,000
|
100,282
|
|
Arthur J Gallagher & Co 5.45% 7/15/2034
|
20,000
|
20,578
|
|
Arthur J Gallagher & Co 5.55% 2/15/2055
|
22,000
|
20,729
|
|
Arthur J Gallagher & Co 5.75% 3/2/2053
|
35,000
|
33,821
|
|
Arthur J Gallagher & Co 6.75% 2/15/2054
|
30,000
|
32,762
|
|
Assurant Inc 4.9% 3/27/2028
|
30,000
|
30,413
|
|
Assured Guaranty US Holdings Inc 3.15% 6/15/2031
|
40,000
|
37,461
|
|
Athene Holding Ltd 5.875% 1/15/2034
|
111,000
|
115,008
|
|
Athene Holding Ltd 6.15% 4/3/2030
|
65,000
|
69,360
|
|
Athene Holding Ltd 6.625% 10/15/2054 (b)
|
20,000
|
20,061
|
|
Athene Holding Ltd 6.625% 5/19/2055
|
20,000
|
20,498
|
|
Athene Holding Ltd 6.65% 2/1/2033
|
40,000
|
43,301
|
|
Brighthouse Financial Inc 3.85% 12/22/2051
|
50,000
|
30,955
|
|
Brown & Brown Inc 2.375% 3/15/2031
|
50,000
|
44,412
|
|
Brown & Brown Inc 4.5% 3/15/2029
|
65,000
|
65,245
|
|
Brown & Brown Inc 5.55% 6/23/2035
|
40,000
|
40,771
|
|
Brown & Brown Inc 6.25% 6/23/2055
|
40,000
|
40,895
|
|
Chubb Corp/The 6.5% 5/15/2038
|
40,000
|
45,139
|
|
Chubb INA Holdings LLC 1.375% 9/15/2030
|
50,000
|
43,772
|
|
Chubb INA Holdings LLC 2.85% 12/15/2051
|
15,000
|
9,511
|
|
Chubb INA Holdings LLC 3.05% 12/15/2061
|
70,000
|
42,303
|
|
Chubb INA Holdings LLC 3.35% 5/3/2026
|
144,000
|
143,148
|
|
Chubb INA Holdings LLC 4.9% 8/15/2035
|
70,000
|
69,605
|
|
First American Financial Corp 2.4% 8/15/2031
|
40,000
|
34,652
|
|
Globe Life Inc 2.15% 8/15/2030
|
60,000
|
53,641
|
|
Hartford Insurance Group Inc/The 2.8% 8/19/2029
|
135,000
|
128,050
|
|
Hartford Insurance Group Inc/The 2.9% 9/15/2051
|
20,000
|
12,517
|
|
Hartford Insurance Group Inc/The 3.6% 8/19/2049
|
20,000
|
14,549
|
|
Lincoln National Corp 3.8% 3/1/2028
|
76,000
|
75,097
|
|
Markel Group Inc 5% 5/20/2049
|
70,000
|
60,994
|
|
Markel Group Inc 6% 5/16/2054
|
10,000
|
9,916
|
|
Marsh & McLennan Cos Inc 2.9% 12/15/2051
|
50,000
|
30,851
|
|
Marsh & McLennan Cos Inc 3.75% 3/14/2026
|
220,000
|
219,304
|
|
Marsh & McLennan Cos Inc 4.35% 1/30/2047
|
30,000
|
24,973
|
|
Marsh & McLennan Cos Inc 4.65% 3/15/2030
|
100,000
|
101,781
|
|
Marsh & McLennan Cos Inc 4.75% 3/15/2039
|
95,000
|
90,410
|
|
Marsh & McLennan Cos Inc 4.85% 11/15/2031
|
100,000
|
102,328
|
|
Marsh & McLennan Cos Inc 4.9% 3/15/2049
|
33,000
|
29,406
|
|
Marsh & McLennan Cos Inc 5% 3/15/2035
|
30,000
|
30,120
|
|
Marsh & McLennan Cos Inc 5.4% 3/15/2055
|
40,000
|
37,962
|
|
Marsh & McLennan Cos Inc 5.4% 9/15/2033
|
30,000
|
31,234
|
|
MetLife Inc 4.125% 8/13/2042
|
100,000
|
83,915
|
|
MetLife Inc 4.55% 3/23/2030
|
200,000
|
203,761
|
|
MetLife Inc 5% 7/15/2052
|
50,000
|
45,067
|
|
MetLife Inc 5.25% 1/15/2054
|
10,000
|
9,393
|
|
MetLife Inc 5.375% 7/15/2033
|
75,000
|
78,498
|
|
MetLife Inc 5.7% 6/15/2035
|
60,000
|
63,576
|
|
MetLife Inc 6.35% 3/15/2055 (b)
|
5,000
|
5,207
|
|
MetLife Inc 6.4% 12/15/2066 (b)
|
70,000
|
73,301
|
|
Principal Financial Group Inc 3.1% 11/15/2026
|
70,000
|
69,134
|
|
Principal Financial Group Inc 4.3% 11/15/2046
|
20,000
|
16,542
|
|
Principal Financial Group Inc 6.05% 10/15/2036
|
50,000
|
53,619
|
|
Progressive Corp/The 3% 3/15/2032
|
65,000
|
59,725
|
|
Progressive Corp/The 3.2% 3/26/2030
|
100,000
|
96,268
|
|
Progressive Corp/The 4.125% 4/15/2047
|
50,000
|
40,959
|
|
Progressive Corp/The 4.2% 3/15/2048
|
10,000
|
8,248
|
|
Prudential Financial Inc 3.7% 10/1/2050 (b)
|
75,000
|
69,290
|
|
Prudential Financial Inc 3.7% 3/13/2051
|
20,000
|
14,598
|
|
Prudential Financial Inc 3.935% 12/7/2049
|
20,000
|
15,206
|
|
Prudential Financial Inc 4.35% 2/25/2050
|
190,000
|
155,701
|
|
Prudential Financial Inc 4.5% 9/15/2047 (b)
|
80,000
|
78,729
|
|
Prudential Financial Inc 5.7% 9/15/2048 (b)
|
50,000
|
50,794
|
|
Prudential Financial Inc 6.5% 3/15/2054 (b)
|
10,000
|
10,511
|
|
Reinsurance Group of America Inc 5.75% 9/15/2034
|
20,000
|
20,620
|
|
Reinsurance Group of America Inc 6% 9/15/2033
|
20,000
|
21,119
|
|
Reinsurance Group of America Inc 6.65% 9/15/2055 (b)
|
20,000
|
20,372
|
|
Selective Insurance Group Inc 5.9% 4/15/2035
|
20,000
|
20,635
|
|
Travelers Companies Inc/The 5.35% 11/1/2040
|
125,000
|
126,350
|
|
Travelers Companies Inc/The 5.45% 5/25/2053
|
40,000
|
38,864
|
|
Travelers Companies Inc/The 5.7% 7/24/2055
|
10,000
|
10,014
|
|
Travelers Companies Inc/The 6.25% 6/15/2037
|
40,000
|
44,078
|
|
Unum Group 4% 6/15/2029
|
30,000
|
29,556
|
|
Unum Group 6% 6/15/2054
|
30,000
|
29,235
|
|
Willis North America Inc 2.95% 9/15/2029
|
93,000
|
88,056
|
|
Willis North America Inc 4.5% 9/15/2028
|
30,000
|
30,262
|
|
Willis North America Inc 5.9% 3/5/2054
|
40,000
|
39,439
|
|
5,027,978
|
|||
TOTAL FINANCIALS
|
38,876,777
|
||
Health Care - 3.1%
|
|||
Biotechnology - 0.6%
|
|||
AbbVie Inc 2.95% 11/21/2026
|
205,000
|
202,313
|
|
AbbVie Inc 3.2% 11/21/2029
|
20,000
|
19,272
|
|
AbbVie Inc 4.05% 11/21/2039
|
10,000
|
8,799
|
|
AbbVie Inc 4.25% 11/21/2049
|
400,000
|
325,909
|
|
AbbVie Inc 4.5% 5/14/2035
|
160,000
|
155,040
|
|
AbbVie Inc 4.7% 5/14/2045
|
230,000
|
206,182
|
|
AbbVie Inc 4.8% 3/15/2029
|
100,000
|
102,383
|
|
AbbVie Inc 4.875% 11/14/2048
|
120,000
|
108,292
|
|
AbbVie Inc 5.05% 3/15/2034
|
100,000
|
101,877
|
|
AbbVie Inc 5.4% 3/15/2054
|
80,000
|
76,775
|
|
Amgen Inc 2.8% 8/15/2041
|
200,000
|
143,830
|
|
Amgen Inc 3.15% 2/21/2040
|
105,000
|
81,278
|
|
Amgen Inc 3.375% 2/21/2050
|
30,000
|
20,952
|
|
Amgen Inc 4.2% 3/1/2033
|
100,000
|
96,631
|
|
Amgen Inc 4.4% 5/1/2045
|
178,000
|
150,567
|
|
Amgen Inc 4.875% 3/1/2053
|
40,000
|
34,542
|
|
Amgen Inc 5.15% 3/2/2028
|
270,000
|
276,308
|
|
Amgen Inc 5.25% 3/2/2030
|
220,000
|
227,897
|
|
Amgen Inc 5.25% 3/2/2033
|
60,000
|
61,597
|
|
Amgen Inc 5.6% 3/2/2043
|
80,000
|
79,062
|
|
Amgen Inc 5.65% 3/2/2053
|
50,000
|
48,358
|
|
Amgen Inc 5.75% 3/2/2063
|
120,000
|
115,331
|
|
Baxalta Inc 5.25% 6/23/2045
|
135,000
|
125,998
|
|
Biogen Inc 3.15% 5/1/2050
|
20,000
|
12,474
|
|
Biogen Inc 3.25% 2/15/2051
|
67,000
|
42,218
|
|
Biogen Inc 5.05% 1/15/2031
|
170,000
|
174,466
|
|
Biogen Inc 5.2% 9/15/2045
|
10,000
|
8,956
|
|
Gilead Sciences Inc 2.6% 10/1/2040
|
150,000
|
108,159
|
|
Gilead Sciences Inc 2.8% 10/1/2050
|
110,000
|
68,589
|
|
Gilead Sciences Inc 3.65% 3/1/2026
|
175,000
|
174,407
|
|
Gilead Sciences Inc 4.5% 2/1/2045
|
30,000
|
26,203
|
|
Gilead Sciences Inc 4.8% 11/15/2029
|
50,000
|
51,334
|
|
Gilead Sciences Inc 4.8% 4/1/2044
|
52,000
|
47,479
|
|
Gilead Sciences Inc 5.5% 11/15/2054
|
100,000
|
97,250
|
|
Gilead Sciences Inc 5.55% 10/15/2053
|
20,000
|
19,563
|
|
3,600,291
|
|||
Health Care Equipment & Supplies - 0.3%
|
|||
Abbott Laboratories 4.75% 11/30/2036
|
45,000
|
44,725
|
|
Abbott Laboratories 4.75% 4/15/2043
|
20,000
|
18,781
|
|
Abbott Laboratories 5.3% 5/27/2040
|
140,000
|
143,205
|
|
Abbott Laboratories 6% 4/1/2039
|
20,000
|
21,959
|
|
Baxter International Inc 1.915% 2/1/2027
|
60,000
|
58,033
|
|
Baxter International Inc 2.539% 2/1/2032
|
100,000
|
86,995
|
|
Baxter International Inc 3.132% 12/1/2051
|
10,000
|
6,141
|
|
Becton Dickinson & Co 2.823% 5/20/2030
|
140,000
|
130,957
|
|
Becton Dickinson & Co 3.794% 5/20/2050
|
20,000
|
14,785
|
|
Becton Dickinson & Co 4.685% 12/15/2044
|
10,000
|
8,739
|
|
Becton Dickinson & Co 5.081% 6/7/2029
|
200,000
|
205,584
|
|
Boston Scientific Corp 2.65% 6/1/2030
|
161,000
|
150,323
|
|
GE HealthCare Technologies Inc 5.5% 6/15/2035
|
70,000
|
71,874
|
|
GE HealthCare Technologies Inc 5.905% 11/22/2032
|
100,000
|
106,839
|
|
Medtronic Inc 4.375% 3/15/2035
|
157,000
|
152,716
|
|
Solventum Corp 6% 5/15/2064
|
50,000
|
49,872
|
|
Stryker Corp 2.9% 6/15/2050
|
80,000
|
52,105
|
|
Stryker Corp 4.625% 9/11/2034
|
50,000
|
49,298
|
|
Zimmer Biomet Holdings Inc 2.6% 11/24/2031
|
60,000
|
53,803
|
|
Zimmer Biomet Holdings Inc 5.05% 2/19/2030
|
80,000
|
82,333
|
|
1,509,067
|
|||
Health Care Providers & Services - 1.2%
|
|||
Aetna Inc 4.75% 3/15/2044
|
40,000
|
33,536
|
|
Cardinal Health Inc 3.41% 6/15/2027
|
70,000
|
69,120
|
|
Cardinal Health Inc 4.9% 9/15/2045
|
30,000
|
26,187
|
|
Cardinal Health Inc 5.35% 11/15/2034
|
20,000
|
20,312
|
|
Cardinal Health Inc 5.75% 11/15/2054
|
50,000
|
48,050
|
|
Cencora Inc 4.85% 12/15/2029
|
10,000
|
10,228
|
|
Cencora Inc 5.125% 2/15/2034
|
70,000
|
70,771
|
|
Cencora Inc 5.15% 2/15/2035
|
10,000
|
10,075
|
|
Centene Corp 2.5% 3/1/2031
|
20,000
|
17,041
|
|
Centene Corp 2.625% 8/1/2031
|
70,000
|
59,323
|
|
Centene Corp 3.375% 2/15/2030
|
140,000
|
127,583
|
|
Centene Corp 4.25% 12/15/2027
|
90,000
|
87,890
|
|
Cigna Group/The 1.25% 3/15/2026
|
85,000
|
83,594
|
|
Cigna Group/The 2.375% 3/15/2031
|
100,000
|
89,677
|
|
Cigna Group/The 2.4% 3/15/2030
|
210,000
|
193,569
|
|
Cigna Group/The 3.4% 3/15/2051
|
20,000
|
13,346
|
|
Cigna Group/The 4.375% 10/15/2028
|
100,000
|
100,542
|
|
Cigna Group/The 4.8% 7/15/2046
|
170,000
|
147,817
|
|
Cigna Group/The 4.8% 8/15/2038
|
69,000
|
64,770
|
|
Cigna Group/The 4.9% 12/15/2048
|
19,000
|
16,508
|
|
Cigna Group/The 5.25% 2/15/2034
|
60,000
|
61,186
|
|
Cigna Group/The 5.4% 3/15/2033
|
30,000
|
31,077
|
|
CVS Health Corp 1.3% 8/21/2027
|
270,000
|
254,944
|
|
CVS Health Corp 2.875% 6/1/2026
|
170,000
|
167,990
|
|
CVS Health Corp 3.625% 4/1/2027
|
330,000
|
326,855
|
|
CVS Health Corp 4.3% 3/25/2028
|
250,000
|
249,882
|
|
CVS Health Corp 4.78% 3/25/2038
|
42,000
|
38,650
|
|
CVS Health Corp 4.875% 7/20/2035
|
160,000
|
153,425
|
|
CVS Health Corp 5.05% 3/25/2048
|
60,000
|
51,438
|
|
CVS Health Corp 5.125% 7/20/2045
|
320,000
|
282,062
|
|
CVS Health Corp 5.25% 2/21/2033
|
50,000
|
50,579
|
|
CVS Health Corp 5.625% 2/21/2053
|
60,000
|
54,808
|
|
CVS Health Corp 5.875% 6/1/2053
|
20,000
|
18,946
|
|
CVS Health Corp 6% 6/1/2063
|
100,000
|
94,814
|
|
CVS Health Corp 6.2% 9/15/2055
|
30,000
|
29,528
|
|
Elevance Health Inc 3.125% 5/15/2050
|
130,000
|
83,252
|
|
Elevance Health Inc 3.65% 12/1/2027
|
240,000
|
237,961
|
|
Elevance Health Inc 3.7% 9/15/2049
|
10,000
|
7,117
|
|
Elevance Health Inc 4.101% 3/1/2028
|
100,000
|
99,929
|
|
Elevance Health Inc 4.625% 5/15/2042
|
30,000
|
26,247
|
|
Elevance Health Inc 4.65% 1/15/2043
|
65,000
|
56,520
|
|
Elevance Health Inc 5.2% 2/15/2035
|
70,000
|
70,427
|
|
Elevance Health Inc 5.65% 6/15/2054
|
90,000
|
85,306
|
|
Elevance Health Inc 5.85% 11/1/2064
|
60,000
|
57,544
|
|
HCA Inc 3.625% 3/15/2032
|
100,000
|
93,004
|
|
HCA Inc 4.125% 6/15/2029
|
289,000
|
286,233
|
|
HCA Inc 4.375% 3/15/2042
|
50,000
|
41,831
|
|
HCA Inc 5.125% 6/15/2039
|
50,000
|
47,166
|
|
HCA Inc 5.45% 9/15/2034
|
20,000
|
20,256
|
|
HCA Inc 5.5% 6/15/2047
|
50,000
|
46,245
|
|
HCA Inc 5.75% 3/1/2035
|
130,000
|
133,731
|
|
HCA Inc 6% 4/1/2054
|
100,000
|
96,507
|
|
HCA Inc 6.1% 4/1/2064
|
60,000
|
57,882
|
|
Humana Inc 1.35% 2/3/2027
|
50,000
|
48,023
|
|
Humana Inc 3.125% 8/15/2029
|
50,000
|
47,557
|
|
Humana Inc 4.875% 4/1/2030
|
114,000
|
115,485
|
|
Humana Inc 5.375% 4/15/2031
|
110,000
|
113,535
|
|
Humana Inc 5.5% 3/15/2053
|
30,000
|
26,947
|
|
Humana Inc 6% 5/1/2055
|
50,000
|
48,038
|
|
Laboratory Corp of America Holdings 2.95% 12/1/2029
|
180,000
|
170,484
|
|
McKesson Corp 3.95% 2/16/2028
|
70,000
|
69,848
|
|
McKesson Corp 4.65% 5/30/2030
|
10,000
|
10,172
|
|
McKesson Corp 5.25% 5/30/2035
|
50,000
|
50,959
|
|
Quest Diagnostics Inc 2.8% 6/30/2031
|
85,000
|
77,826
|
|
UnitedHealth Group Inc 1.25% 1/15/2026
|
25,000
|
24,706
|
|
UnitedHealth Group Inc 2% 5/15/2030
|
80,000
|
72,380
|
|
UnitedHealth Group Inc 2.3% 5/15/2031
|
286,000
|
255,382
|
|
UnitedHealth Group Inc 2.9% 5/15/2050
|
381,000
|
234,455
|
|
UnitedHealth Group Inc 2.95% 10/15/2027
|
130,000
|
127,115
|
|
UnitedHealth Group Inc 3.05% 5/15/2041
|
115,000
|
84,707
|
|
UnitedHealth Group Inc 3.7% 8/15/2049
|
20,000
|
14,384
|
|
UnitedHealth Group Inc 4.25% 1/15/2029
|
30,000
|
30,120
|
|
UnitedHealth Group Inc 4.375% 3/15/2042
|
55,000
|
47,321
|
|
UnitedHealth Group Inc 4.75% 7/15/2045
|
70,000
|
61,798
|
|
UnitedHealth Group Inc 5.05% 4/15/2053
|
110,000
|
96,545
|
|
UnitedHealth Group Inc 5.2% 4/15/2063
|
40,000
|
35,145
|
|
UnitedHealth Group Inc 5.5% 4/15/2064
|
60,000
|
55,201
|
|
UnitedHealth Group Inc 5.625% 7/15/2054
|
70,000
|
66,630
|
|
UnitedHealth Group Inc 5.8% 3/15/2036
|
50,000
|
52,627
|
|
UnitedHealth Group Inc 6.05% 2/15/2063
|
50,000
|
50,145
|
|
UnitedHealth Group Inc 6.625% 11/15/2037
|
50,000
|
55,393
|
|
UnitedHealth Group Inc 6.875% 2/15/2038
|
185,000
|
210,173
|
|
7,056,382
|
|||
Life Sciences Tools & Services - 0.0%
|
|||
Agilent Technologies Inc 4.2% 9/9/2027
|
30,000
|
30,012
|
|
Agilent Technologies Inc 4.75% 9/9/2034
|
30,000
|
29,580
|
|
Danaher Corp 2.6% 10/1/2050
|
80,000
|
48,132
|
|
Danaher Corp 2.8% 12/10/2051
|
20,000
|
12,420
|
|
Revvity Inc 2.25% 9/15/2031
|
60,000
|
51,903
|
|
Thermo Fisher Scientific Inc 2.6% 10/1/2029
|
320,000
|
303,181
|
|
Thermo Fisher Scientific Inc 5.086% 8/10/2033
|
40,000
|
41,158
|
|
516,386
|
|||
Pharmaceuticals - 1.0%
|
|||
Bristol-Myers Squibb Co 2.35% 11/13/2040
|
160,000
|
110,008
|
|
Bristol-Myers Squibb Co 3.4% 7/26/2029
|
16,000
|
15,602
|
|
Bristol-Myers Squibb Co 3.55% 3/15/2042
|
50,000
|
39,455
|
|
Bristol-Myers Squibb Co 3.9% 3/15/2062
|
50,000
|
35,485
|
|
Bristol-Myers Squibb Co 4.125% 6/15/2039
|
210,000
|
187,088
|
|
Bristol-Myers Squibb Co 4.55% 2/20/2048
|
55,000
|
46,775
|
|
Bristol-Myers Squibb Co 4.9% 2/22/2027
|
305,000
|
308,791
|
|
Bristol-Myers Squibb Co 4.9% 2/22/2029
|
60,000
|
61,629
|
|
Bristol-Myers Squibb Co 5.2% 2/22/2034
|
150,000
|
154,006
|
|
Bristol-Myers Squibb Co 6.4% 11/15/2063
|
180,000
|
192,571
|
|
Eli Lilly & Co 2.25% 5/15/2050
|
70,000
|
39,208
|
|
Eli Lilly & Co 3.7% 3/1/2045
|
110,000
|
86,550
|
|
Eli Lilly & Co 4.2% 8/14/2029
|
100,000
|
100,883
|
|
Eli Lilly & Co 4.75% 2/12/2030
|
50,000
|
51,407
|
|
Eli Lilly & Co 4.875% 2/27/2053
|
50,000
|
45,105
|
|
Eli Lilly & Co 4.9% 10/15/2035
|
200,000
|
201,122
|
|
Eli Lilly & Co 5.05% 8/14/2054
|
100,000
|
92,542
|
|
Eli Lilly & Co 5.5% 2/12/2055
|
50,000
|
49,305
|
|
Eli Lilly & Co 5.55% 3/15/2037
|
100,000
|
105,991
|
|
Haleon US Capital LLC 3.375% 3/24/2027
|
250,000
|
247,098
|
|
Johnson & Johnson 2.1% 9/1/2040
|
60,000
|
41,643
|
|
Johnson & Johnson 2.45% 9/1/2060
|
60,000
|
32,906
|
|
Johnson & Johnson 3.5% 1/15/2048
|
145,000
|
110,031
|
|
Johnson & Johnson 3.625% 3/3/2037
|
115,000
|
103,278
|
|
Johnson & Johnson 4.9% 6/1/2031
|
50,000
|
52,213
|
|
Johnson & Johnson 5% 3/1/2035
|
90,000
|
92,557
|
|
Merck & Co Inc 2.45% 6/24/2050
|
180,000
|
103,995
|
|
Merck & Co Inc 2.9% 12/10/2061
|
100,000
|
57,421
|
|
Merck & Co Inc 4.05% 5/17/2028
|
760,000
|
764,031
|
|
Merck & Co Inc 4.5% 5/17/2033
|
125,000
|
125,055
|
|
Merck & Co Inc 4.9% 5/17/2044
|
50,000
|
46,500
|
|
Mylan Inc 5.2% 4/15/2048
|
83,000
|
66,589
|
|
Mylan Inc 5.4% 11/29/2043
|
30,000
|
25,421
|
|
Novartis Capital Corp 2% 2/14/2027
|
175,000
|
170,570
|
|
Novartis Capital Corp 2.75% 8/14/2050
|
50,000
|
31,452
|
|
Novartis Capital Corp 3.7% 9/21/2042
|
110,000
|
89,678
|
|
Pfizer Inc 2.55% 5/28/2040
|
345,000
|
248,806
|
|
Pfizer Inc 3.9% 3/15/2039
|
50,000
|
43,627
|
|
Pfizer Investment Enterprises Pte Ltd 4.45% 5/19/2028
|
150,000
|
151,819
|
|
Pfizer Investment Enterprises Pte Ltd 4.65% 5/19/2030
|
64,000
|
65,243
|
|
Pfizer Investment Enterprises Pte Ltd 4.75% 5/19/2033
|
100,000
|
100,200
|
|
Pfizer Investment Enterprises Pte Ltd 5.11% 5/19/2043
|
60,000
|
56,840
|
|
Pfizer Investment Enterprises Pte Ltd 5.3% 5/19/2053
|
137,000
|
127,621
|
|
Pfizer Investment Enterprises Pte Ltd 5.34% 5/19/2063
|
115,000
|
104,785
|
|
Royalty Pharma PLC 2.15% 9/2/2031
|
100,000
|
87,084
|
|
Royalty Pharma PLC 2.2% 9/2/2030
|
20,000
|
17,927
|
|
Royalty Pharma PLC 3.3% 9/2/2040
|
70,000
|
52,996
|
|
Viatris Inc 2.3% 6/22/2027
|
105,000
|
100,764
|
|
Viatris Inc 4% 6/22/2050
|
20,000
|
13,176
|
|
Wyeth LLC 6% 2/15/2036
|
100,000
|
107,902
|
|
Wyeth LLC 6.5% 2/1/2034
|
100,000
|
111,988
|
|
Zoetis Inc 3% 5/15/2050
|
70,000
|
45,326
|
|
Zoetis Inc 4.15% 8/17/2028
|
150,000
|
150,384
|
|
Zoetis Inc 5% 8/17/2035
|
10,000
|
9,959
|
|
5,680,408
|
|||
TOTAL HEALTH CARE
|
18,362,534
|
||
Industrials - 1.1%
|
|||
Aerospace & Defense - 0.0%
|
|||
GE Aerospace 5.875% 1/14/2038
|
75,000
|
80,436
|
|
GE Aerospace 6.75% 3/15/2032
|
40,000
|
45,266
|
|
Howmet Aerospace Inc 5.95% 2/1/2037
|
20,000
|
21,273
|
|
146,975
|
|||
Air Freight & Logistics - 0.1%
|
|||
FedEx Corp 4.4% 1/15/2047
|
80,000
|
62,872
|
|
FedEx Corp 4.55% 4/1/2046
|
90,000
|
70,897
|
|
FedEx Corp 4.95% 10/17/2048
|
78,000
|
65,744
|
|
United Parcel Service Inc 2.5% 9/1/2029
|
90,000
|
84,705
|
|
United Parcel Service Inc 3.05% 11/15/2027
|
140,000
|
137,618
|
|
United Parcel Service Inc 3.4% 9/1/2049
|
50,000
|
34,529
|
|
United Parcel Service Inc 3.75% 11/15/2047
|
58,000
|
43,794
|
|
United Parcel Service Inc 5.25% 5/14/2035
|
30,000
|
30,751
|
|
United Parcel Service Inc 5.5% 5/22/2054
|
140,000
|
134,321
|
|
United Parcel Service Inc 5.6% 5/22/2064
|
20,000
|
18,980
|
|
United Parcel Service Inc 5.95% 5/14/2055
|
20,000
|
20,232
|
|
704,443
|
|||
Building Products - 0.1%
|
|||
Carrier Global Corp 3.377% 4/5/2040
|
80,000
|
63,933
|
|
Carrier Global Corp 5.9% 3/15/2034
|
54,000
|
57,564
|
|
Carrier Global Corp 6.2% 3/15/2054
|
30,000
|
31,897
|
|
Johnson Controls International plc / Tyco Fire & Security Finance SCA 1.75% 9/15/2030
|
30,000
|
26,574
|
|
Johnson Controls International plc / Tyco Fire & Security Finance SCA 4.9% 12/1/2032
|
50,000
|
50,526
|
|
Johnson Controls International plc / Tyco Fire & Security Finance SCA 5.5% 4/19/2029
|
150,000
|
156,388
|
|
Johnson Controls International plc 5.125% 9/14/2045
|
14,000
|
12,676
|
|
Masco Corp 2% 2/15/2031
|
29,000
|
25,368
|
|
Masco Corp 3.125% 2/15/2051
|
14,000
|
8,610
|
|
Owens Corning 3.95% 8/15/2029
|
140,000
|
138,425
|
|
Owens Corning 5.95% 6/15/2054
|
35,000
|
34,985
|
|
606,946
|
|||
Commercial Services & Supplies - 0.1%
|
|||
Republic Services Inc 1.75% 2/15/2032
|
200,000
|
170,001
|
|
Republic Services Inc 3.05% 3/1/2050
|
20,000
|
13,376
|
|
Republic Services Inc 5.2% 11/15/2034
|
30,000
|
30,782
|
|
Veralto Corp 5.35% 9/18/2028
|
30,000
|
30,979
|
|
Veralto Corp 5.5% 9/18/2026
|
40,000
|
40,414
|
|
Waste Connections Inc 2.2% 1/15/2032
|
150,000
|
130,965
|
|
Waste Management Inc 2% 6/1/2029
|
55,000
|
51,142
|
|
Waste Management Inc 2.5% 11/15/2050
|
135,000
|
79,206
|
|
Waste Management Inc 4.65% 3/15/2030
|
20,000
|
20,396
|
|
Waste Management Inc 4.875% 2/15/2029
|
70,000
|
71,995
|
|
Waste Management Inc 4.95% 3/15/2035
|
20,000
|
20,100
|
|
Waste Management Inc 4.95% 7/3/2027
|
20,000
|
20,355
|
|
Waste Management Inc 4.95% 7/3/2031
|
20,000
|
20,693
|
|
Waste Management Inc 5.35% 10/15/2054
|
40,000
|
38,320
|
|
738,724
|
|||
Electrical Equipment - 0.0%
|
|||
Emerson Electric Co 2.8% 12/21/2051
|
90,000
|
56,385
|
|
Hubbell Inc 3.35% 3/1/2026
|
60,000
|
59,646
|
|
Regal Rexnord Corp 6.4% 4/15/2033
|
70,000
|
74,473
|
|
Rockwell Automation Inc 4.2% 3/1/2049
|
40,000
|
32,684
|
|
223,188
|
|||
Ground Transportation - 0.3%
|
|||
CSX Corp 2.5% 5/15/2051
|
115,000
|
65,911
|
|
CSX Corp 3.35% 9/15/2049
|
70,000
|
48,393
|
|
CSX Corp 4.5% 3/15/2049
|
90,000
|
75,707
|
|
CSX Corp 5.2% 11/15/2033
|
50,000
|
51,740
|
|
Norfolk Southern Corp 2.9% 6/15/2026
|
100,000
|
98,897
|
|
Norfolk Southern Corp 3.05% 5/15/2050
|
50,000
|
32,640
|
|
Norfolk Southern Corp 3.155% 5/15/2055
|
195,000
|
123,812
|
|
Norfolk Southern Corp 4.1% 5/15/2121
|
80,000
|
55,123
|
|
Norfolk Southern Corp 5.1% 5/1/2035
|
50,000
|
50,565
|
|
Ryder System Inc 4.85% 6/15/2030
|
110,000
|
112,223
|
|
Uber Technologies Inc 4.3% 1/15/2030
|
20,000
|
20,054
|
|
Uber Technologies Inc 4.8% 9/15/2034
|
40,000
|
39,543
|
|
Uber Technologies Inc 5.35% 9/15/2054
|
40,000
|
37,557
|
|
Union Pacific Corp 2.891% 4/6/2036
|
70,000
|
58,129
|
|
Union Pacific Corp 3.2% 5/20/2041
|
45,000
|
34,409
|
|
Union Pacific Corp 3.5% 2/14/2053
|
10,000
|
6,981
|
|
Union Pacific Corp 3.6% 9/15/2037
|
145,000
|
126,100
|
|
Union Pacific Corp 3.839% 3/20/2060
|
132,000
|
94,283
|
|
Union Pacific Corp 3.875% 2/1/2055
|
20,000
|
14,823
|
|
Union Pacific Corp 4.05% 11/15/2045
|
120,000
|
96,892
|
|
Union Pacific Corp 4.95% 5/15/2053
|
70,000
|
62,924
|
|
Union Pacific Corp 5.1% 2/20/2035
|
30,000
|
30,521
|
|
Union Pacific Corp 5.15% 1/20/2063
|
10,000
|
9,029
|
|
Union Pacific Corp 5.6% 12/1/2054
|
30,000
|
29,578
|
|
1,375,834
|
|||
Industrial Conglomerates - 0.0%
|
|||
3M Co 2.375% 8/26/2029
|
86,000
|
80,554
|
|
3M Co 3.05% 4/15/2030
|
7,000
|
6,654
|
|
3M Co 3.125% 9/19/2046
|
50,000
|
34,180
|
|
3M Co 3.7% 4/15/2050
|
8,000
|
5,814
|
|
3M Co 4% 9/14/2048
|
50,000
|
39,362
|
|
3M Co 5.15% 3/15/2035
|
50,000
|
50,796
|
|
217,360
|
|||
Machinery - 0.4%
|
|||
AGCO Corp 5.8% 3/21/2034
|
20,000
|
20,589
|
|
Caterpillar Financial Services Corp 1.1% 9/14/2027
|
40,000
|
37,876
|
|
Caterpillar Financial Services Corp 2.4% 8/9/2026
|
140,000
|
137,913
|
|
Caterpillar Financial Services Corp 4.1% 8/15/2028
|
290,000
|
290,979
|
|
Caterpillar Inc 3.25% 4/9/2050
|
15,000
|
10,485
|
|
Caterpillar Inc 3.25% 9/19/2049
|
50,000
|
34,956
|
|
Caterpillar Inc 5.2% 5/27/2041
|
105,000
|
103,864
|
|
Caterpillar Inc 6.05% 8/15/2036
|
60,000
|
65,702
|
|
Cummins Inc 2.6% 9/1/2050
|
50,000
|
29,575
|
|
Cummins Inc 4.7% 2/15/2031
|
40,000
|
40,639
|
|
Cummins Inc 5.15% 2/20/2034
|
15,000
|
15,361
|
|
Cummins Inc 5.45% 2/20/2054
|
20,000
|
19,371
|
|
Deere & Co 2.875% 9/7/2049
|
130,000
|
85,137
|
|
Deere & Co 3.75% 4/15/2050
|
120,000
|
91,988
|
|
Deere & Co 3.9% 6/9/2042
|
10,000
|
8,470
|
|
Eaton Corp 4% 11/2/2032
|
50,000
|
48,546
|
|
Eaton Corp 4.15% 3/15/2033
|
70,000
|
68,368
|
|
Eaton Corp 4.7% 8/23/2052
|
30,000
|
26,592
|
|
Illinois Tool Works Inc 2.65% 11/15/2026
|
50,000
|
49,299
|
|
Illinois Tool Works Inc 3.9% 9/1/2042
|
30,000
|
24,905
|
|
Illinois Tool Works Inc 4.875% 9/15/2041
|
10,000
|
9,413
|
|
Ingersoll Rand Inc 5.197% 6/15/2027
|
90,000
|
91,534
|
|
Ingersoll Rand Inc 5.7% 6/15/2054
|
30,000
|
29,656
|
|
Ingersoll Rand Inc 5.7% 8/14/2033
|
30,000
|
31,617
|
|
Otis Worldwide Corp 3.112% 2/15/2040
|
50,000
|
38,565
|
|
Otis Worldwide Corp 3.362% 2/15/2050
|
20,000
|
13,861
|
|
Parker-Hannifin Corp 4% 6/14/2049
|
10,000
|
7,877
|
|
Parker-Hannifin Corp 4.2% 11/21/2034
|
75,000
|
71,998
|
|
Parker-Hannifin Corp 4.25% 9/15/2027
|
30,000
|
30,106
|
|
Parker-Hannifin Corp 6.25% 5/15/2038
|
20,000
|
21,948
|
|
Stanley Black & Decker Inc 2.75% 11/15/2050
|
60,000
|
34,249
|
|
Stanley Black & Decker Inc 3% 5/15/2032
|
50,000
|
44,750
|
|
Westinghouse Air Brake Technologies Corp 3.45% 11/15/2026
|
30,000
|
29,708
|
|
Westinghouse Air Brake Technologies Corp 4.7% 9/15/2028 (e)
|
60,000
|
60,783
|
|
1,726,680
|
|||
Passenger Airlines - 0.0%
|
|||
American Airlines 2019-1 Class AA Pass Through Trust equipment trust certificate 3.15% 8/15/2033
|
56,125
|
51,991
|
|
Professional Services - 0.0%
|
|||
Paychex Inc 5.6% 4/15/2035
|
72,000
|
74,521
|
|
Verisk Analytics Inc 4.5% 8/15/2030
|
40,000
|
40,161
|
|
Verisk Analytics Inc 5.125% 2/15/2036
|
40,000
|
39,737
|
|
Verisk Analytics Inc 5.25% 3/15/2035
|
60,000
|
60,510
|
|
214,929
|
|||
Trading Companies & Distributors - 0.1%
|
|||
Air Lease Corp 1.875% 8/15/2026
|
60,000
|
58,613
|
|
Air Lease Corp 2.875% 1/15/2026
|
50,000
|
49,663
|
|
Air Lease Corp 3% 2/1/2030
|
55,000
|
51,959
|
|
Air Lease Corp 3.125% 12/1/2030
|
20,000
|
18,669
|
|
Air Lease Corp 4.625% 10/1/2028
|
52,000
|
52,550
|
|
Air Lease Corp 5.2% 7/15/2031
|
30,000
|
30,877
|
|
Ferguson Enterprises Inc 5% 10/3/2034
|
20,000
|
19,800
|
|
GATX Corp 4.55% 11/7/2028
|
50,000
|
50,344
|
|
GATX Corp 4.9% 3/15/2033
|
65,000
|
64,846
|
|
GATX Corp 6.05% 3/15/2034
|
50,000
|
53,155
|
|
GATX Corp 6.9% 5/1/2034
|
60,000
|
66,909
|
|
WW Grainger Inc 4.45% 9/15/2034
|
60,000
|
58,698
|
|
WW Grainger Inc 4.6% 6/15/2045
|
20,000
|
17,719
|
|
593,802
|
|||
TOTAL INDUSTRIALS
|
6,600,872
|
||
Information Technology - 2.4%
|
|||
Communications Equipment - 0.1%
|
|||
Cisco Systems Inc 4.75% 2/24/2030
|
50,000
|
51,375
|
|
Cisco Systems Inc 5.05% 2/26/2034
|
70,000
|
71,953
|
|
Cisco Systems Inc 5.1% 2/24/2035
|
50,000
|
51,167
|
|
Cisco Systems Inc 5.3% 2/26/2054
|
10,000
|
9,617
|
|
Cisco Systems Inc 5.5% 1/15/2040
|
135,000
|
139,685
|
|
Cisco Systems Inc 5.9% 2/15/2039
|
90,000
|
96,902
|
|
Motorola Solutions Inc 5.2% 8/15/2032
|
140,000
|
143,518
|
|
564,217
|
|||
Electronic Equipment, Instruments & Components - 0.1%
|
|||
Amphenol Corp 4.35% 6/1/2029
|
50,000
|
50,462
|
|
Amphenol Corp 5.25% 4/5/2034
|
80,000
|
82,674
|
|
Amphenol Corp 5.375% 11/15/2054
|
18,000
|
17,474
|
|
Corning Inc 3.9% 11/15/2049
|
20,000
|
15,212
|
|
Corning Inc 5.35% 11/15/2048
|
20,000
|
18,894
|
|
Dell International LLC / EMC Corp 4.9% 10/1/2026
|
30,000
|
30,124
|
|
Dell International LLC / EMC Corp 5.3% 10/1/2029
|
80,000
|
82,825
|
|
Dell International LLC / EMC Corp 8.1% 7/15/2036
|
40,000
|
48,438
|
|
Dell International LLC / EMC Corp 8.35% 7/15/2046
|
134,000
|
170,412
|
|
Vontier Corp 1.8% 4/1/2026
|
50,000
|
49,199
|
|
565,714
|
|||
IT Services - 0.2%
|
|||
CDW LLC / CDW Finance Corp 2.67% 12/1/2026
|
130,000
|
127,181
|
|
CDW LLC / CDW Finance Corp 3.569% 12/1/2031
|
30,000
|
27,926
|
|
CDW LLC / CDW Finance Corp 5.55% 8/22/2034
|
20,000
|
20,244
|
|
IBM Corporation 2.85% 5/15/2040
|
135,000
|
99,921
|
|
IBM Corporation 2.95% 5/15/2050
|
100,000
|
63,208
|
|
IBM Corporation 3.45% 2/19/2026
|
166,000
|
165,346
|
|
IBM Corporation 3.5% 5/15/2029
|
240,000
|
235,293
|
|
IBM Corporation 4.15% 5/15/2039
|
100,000
|
88,174
|
|
IBM Corporation 4.5% 2/6/2026
|
210,000
|
210,124
|
|
IBM Corporation 5.2% 2/10/2035
|
100,000
|
101,600
|
|
IBM Corporation 5.6% 11/30/2039
|
110,000
|
113,506
|
|
1,252,523
|
|||
Semiconductors & Semiconductor Equipment - 0.7%
|
|||
Advanced Micro Devices Inc 4.393% 6/1/2052
|
20,000
|
16,818
|
|
Analog Devices Inc 2.8% 10/1/2041
|
50,000
|
36,264
|
|
Analog Devices Inc 2.95% 10/1/2051
|
50,000
|
32,070
|
|
Analog Devices Inc 4.5% 6/15/2030
|
30,000
|
30,404
|
|
Analog Devices Inc 5.3% 12/15/2045
|
20,000
|
19,270
|
|
Applied Materials Inc 4.35% 4/1/2047
|
76,000
|
64,778
|
|
Broadcom Inc 3.419% 4/15/2033 (c)
|
185,000
|
168,591
|
|
Broadcom Inc 3.469% 4/15/2034 (c)
|
400,000
|
358,778
|
|
Broadcom Inc 3.75% 2/15/2051 (c)
|
80,000
|
59,742
|
|
Broadcom Inc 4.11% 9/15/2028
|
170,000
|
169,941
|
|
Broadcom Inc 4.15% 4/15/2032 (c)
|
70,000
|
67,819
|
|
Broadcom Inc 4.3% 11/15/2032
|
150,000
|
146,196
|
|
Broadcom Inc 4.55% 2/15/2032
|
70,000
|
69,673
|
|
Broadcom Inc 4.6% 7/15/2030
|
90,000
|
90,866
|
|
Broadcom Inc 4.8% 10/15/2034
|
70,000
|
69,232
|
|
Broadcom Inc 5.05% 7/12/2029
|
50,000
|
51,414
|
|
Intel Corp 2.45% 11/15/2029
|
50,000
|
46,125
|
|
Intel Corp 4% 8/5/2029
|
210,000
|
206,766
|
|
Intel Corp 4.1% 5/19/2046
|
70,000
|
52,424
|
|
Intel Corp 4.6% 3/25/2040
|
100,000
|
87,989
|
|
Intel Corp 4.75% 3/25/2050
|
150,000
|
120,113
|
|
Intel Corp 4.875% 2/10/2028
|
50,000
|
50,658
|
|
Intel Corp 4.9% 8/5/2052
|
50,000
|
40,647
|
|
Intel Corp 5.05% 8/5/2062
|
20,000
|
16,052
|
|
Intel Corp 5.15% 2/21/2034
|
60,000
|
59,929
|
|
Intel Corp 5.2% 2/10/2033
|
70,000
|
70,499
|
|
Intel Corp 5.7% 2/10/2053
|
70,000
|
64,371
|
|
Intel Corp 5.9% 2/10/2063
|
110,000
|
101,508
|
|
KLA Corp 3.3% 3/1/2050
|
60,000
|
41,465
|
|
KLA Corp 4.65% 7/15/2032
|
210,000
|
211,907
|
|
KLA Corp 5.25% 7/15/2062
|
5,000
|
4,647
|
|
Lam Research Corp 2.875% 6/15/2050
|
50,000
|
31,823
|
|
Marvell Technology Inc 4.875% 6/22/2028
|
100,000
|
101,364
|
|
Marvell Technology Inc 5.45% 7/15/2035
|
20,000
|
20,340
|
|
Micron Technology Inc 3.366% 11/1/2041
|
55,000
|
41,132
|
|
Micron Technology Inc 4.663% 2/15/2030
|
90,000
|
90,549
|
|
Micron Technology Inc 5.375% 4/15/2028
|
60,000
|
61,861
|
|
Micron Technology Inc 5.65% 11/1/2032
|
30,000
|
31,369
|
|
Micron Technology Inc 5.8% 1/15/2035
|
20,000
|
20,674
|
|
Micron Technology Inc 5.875% 2/9/2033
|
50,000
|
52,489
|
|
Micron Technology Inc 5.875% 9/15/2033
|
10,000
|
10,515
|
|
NVIDIA Corp 2% 6/15/2031
|
215,000
|
192,384
|
|
NVIDIA Corp 3.5% 4/1/2050
|
10,000
|
7,443
|
|
NVIDIA Corp 3.7% 4/1/2060
|
30,000
|
21,830
|
|
QUALCOMM Inc 3.25% 5/20/2027
|
120,000
|
118,796
|
|
QUALCOMM Inc 3.25% 5/20/2050
|
50,000
|
34,248
|
|
QUALCOMM Inc 4.3% 5/20/2047
|
55,000
|
45,843
|
|
QUALCOMM Inc 4.5% 5/20/2030
|
50,000
|
50,836
|
|
QUALCOMM Inc 4.65% 5/20/2035
|
145,000
|
144,378
|
|
QUALCOMM Inc 5% 5/20/2035
|
50,000
|
50,505
|
|
QUALCOMM Inc 6% 5/20/2053
|
20,000
|
20,905
|
|
Teledyne FLIR LLC 2.5% 8/1/2030
|
55,000
|
50,268
|
|
Texas Instruments Inc 4.5% 5/23/2030
|
70,000
|
71,097
|
|
Texas Instruments Inc 5.05% 5/18/2063
|
100,000
|
89,819
|
|
Texas Instruments Inc 5.1% 5/23/2035
|
70,000
|
71,582
|
|
4,059,006
|
|||
Software - 0.8%
|
|||
Adobe Inc 4.95% 4/4/2034
|
40,000
|
40,967
|
|
Autodesk Inc 2.4% 12/15/2031
|
40,000
|
35,202
|
|
Autodesk Inc 5.3% 6/15/2035
|
20,000
|
20,356
|
|
Cadence Design Systems Inc 4.3% 9/10/2029
|
40,000
|
40,290
|
|
Cadence Design Systems Inc 4.7% 9/10/2034
|
20,000
|
19,800
|
|
Intuit Inc 5.5% 9/15/2053
|
50,000
|
49,043
|
|
Microsoft Corp 2.4% 8/8/2026
|
540,000
|
532,108
|
|
Microsoft Corp 2.5% 9/15/2050
|
110,000
|
66,923
|
|
Microsoft Corp 2.525% 6/1/2050
|
180,000
|
110,038
|
|
Microsoft Corp 2.921% 3/17/2052
|
276,000
|
180,605
|
|
Microsoft Corp 3.041% 3/17/2062
|
30,000
|
18,917
|
|
Microsoft Corp 3.3% 2/6/2027
|
350,000
|
347,460
|
|
Microsoft Corp 3.75% 2/12/2045
|
50,000
|
41,211
|
|
Microsoft Corp 4.25% 2/6/2047
|
60,000
|
53,341
|
|
Oracle Corp 2.3% 3/25/2028
|
60,000
|
57,344
|
|
Oracle Corp 2.65% 7/15/2026
|
242,000
|
238,626
|
|
Oracle Corp 2.8% 4/1/2027
|
110,000
|
107,698
|
|
Oracle Corp 2.95% 4/1/2030
|
210,000
|
197,756
|
|
Oracle Corp 3.6% 4/1/2040
|
50,000
|
39,635
|
|
Oracle Corp 3.6% 4/1/2050
|
310,000
|
212,003
|
|
Oracle Corp 3.8% 11/15/2037
|
110,000
|
93,830
|
|
Oracle Corp 3.85% 4/1/2060
|
310,000
|
207,026
|
|
Oracle Corp 3.9% 5/15/2035
|
50,000
|
45,088
|
|
Oracle Corp 4.1% 3/25/2061
|
20,000
|
14,019
|
|
Oracle Corp 4.125% 5/15/2045
|
110,000
|
86,450
|
|
Oracle Corp 4.2% 9/27/2029
|
470,000
|
468,775
|
|
Oracle Corp 4.375% 5/15/2055
|
50,000
|
38,053
|
|
Oracle Corp 4.7% 9/27/2034
|
130,000
|
125,668
|
|
Oracle Corp 5.5% 8/3/2035
|
50,000
|
50,965
|
|
Oracle Corp 5.55% 2/6/2053
|
90,000
|
82,570
|
|
Oracle Corp 5.8% 11/10/2025
|
160,000
|
160,363
|
|
Oracle Corp 6% 8/3/2055
|
50,000
|
48,844
|
|
Oracle Corp 6.25% 11/9/2032
|
110,000
|
118,855
|
|
Roper Technologies Inc 1% 9/15/2025
|
30,000
|
29,960
|
|
Roper Technologies Inc 1.4% 9/15/2027
|
30,000
|
28,429
|
|
Roper Technologies Inc 1.75% 2/15/2031
|
30,000
|
26,013
|
|
Roper Technologies Inc 2% 6/30/2030
|
110,000
|
98,765
|
|
Roper Technologies Inc 4.9% 10/15/2034
|
20,000
|
19,796
|
|
Roper Technologies Inc 5.1% 9/15/2035
|
30,000
|
29,927
|
|
Salesforce Inc 1.95% 7/15/2031
|
195,000
|
172,683
|
|
Salesforce Inc 2.7% 7/15/2041
|
50,000
|
35,948
|
|
Synopsys Inc 4.65% 4/1/2028
|
210,000
|
212,840
|
|
Synopsys Inc 4.85% 4/1/2030
|
30,000
|
30,601
|
|
Synopsys Inc 5% 4/1/2032
|
70,000
|
71,413
|
|
Synopsys Inc 5.15% 4/1/2035
|
30,000
|
30,260
|
|
Synopsys Inc 5.7% 4/1/2055
|
80,000
|
78,546
|
|
VMware LLC 1.4% 8/15/2026
|
97,000
|
94,313
|
|
VMware LLC 4.7% 5/15/2030
|
70,000
|
70,868
|
|
4,980,191
|
|||
Technology Hardware, Storage & Peripherals - 0.5%
|
|||
Apple Inc 1.25% 8/20/2030
|
270,000
|
236,982
|
|
Apple Inc 1.65% 2/8/2031
|
370,000
|
326,906
|
|
Apple Inc 1.65% 5/11/2030
|
100,000
|
90,170
|
|
Apple Inc 1.7% 8/5/2031
|
52,000
|
45,695
|
|
Apple Inc 2.2% 9/11/2029
|
360,000
|
337,189
|
|
Apple Inc 2.375% 2/8/2041
|
160,000
|
112,036
|
|
Apple Inc 2.65% 2/8/2051
|
100,000
|
61,357
|
|
Apple Inc 2.7% 8/5/2051
|
30,000
|
18,530
|
|
Apple Inc 2.8% 2/8/2061
|
155,000
|
90,688
|
|
Apple Inc 2.85% 8/5/2061
|
51,000
|
30,058
|
|
Apple Inc 2.95% 9/11/2049
|
90,000
|
59,760
|
|
Apple Inc 3% 11/13/2027
|
195,000
|
192,254
|
|
Apple Inc 3.85% 5/4/2043
|
177,000
|
147,925
|
|
Apple Inc 4% 5/10/2028
|
100,000
|
100,676
|
|
Apple Inc 4.2% 5/12/2030
|
210,000
|
212,845
|
|
Apple Inc 4.3% 5/10/2033
|
50,000
|
50,382
|
|
Apple Inc 4.375% 5/13/2045
|
60,000
|
52,984
|
|
Hewlett Packard Enterprise Co 4.55% 10/15/2029
|
220,000
|
221,330
|
|
Hewlett Packard Enterprise Co 5% 10/15/2034
|
70,000
|
68,820
|
|
Hewlett Packard Enterprise Co 5.6% 10/15/2054
|
30,000
|
27,704
|
|
HP Inc 6% 9/15/2041
|
170,000
|
172,824
|
|
2,657,115
|
|||
TOTAL INFORMATION TECHNOLOGY
|
14,078,766
|
||
Materials - 0.6%
|
|||
Chemicals - 0.5%
|
|||
Air Products and Chemicals Inc 1.5% 10/15/2025
|
50,000
|
49,828
|
|
Air Products and Chemicals Inc 1.85% 5/15/2027
|
200,000
|
193,227
|
|
Air Products and Chemicals Inc 2.05% 5/15/2030
|
20,000
|
18,245
|
|
Air Products and Chemicals Inc 2.8% 5/15/2050
|
20,000
|
12,464
|
|
Air Products and Chemicals Inc 4.75% 2/8/2031
|
50,000
|
51,195
|
|
Air Products and Chemicals Inc 4.9% 10/11/2032
|
100,000
|
102,040
|
|
Albemarle Corp 4.65% 6/1/2027
|
50,000
|
50,007
|
|
Albemarle Corp 5.05% 6/1/2032
|
30,000
|
29,364
|
|
CF Industries Inc 5.15% 3/15/2034
|
70,000
|
69,929
|
|
Dow Chemical Co/The 2.1% 11/15/2030
|
150,000
|
132,467
|
|
Dow Chemical Co/The 3.6% 11/15/2050
|
30,000
|
19,782
|
|
Dow Chemical Co/The 4.25% 10/1/2034
|
105,000
|
95,892
|
|
Dow Chemical Co/The 4.375% 11/15/2042
|
20,000
|
16,049
|
|
Dow Chemical Co/The 4.8% 5/15/2049
|
40,000
|
31,800
|
|
Dow Chemical Co/The 5.55% 11/30/2048
|
50,000
|
44,965
|
|
Dow Chemical Co/The 6.9% 5/15/2053
|
10,000
|
10,501
|
|
DuPont de Nemours Inc 4.725% 11/15/2028
|
20,000
|
20,398
|
|
DuPont de Nemours Inc 5.319% 11/15/2038
|
6,000
|
6,259
|
|
DuPont de Nemours Inc 5.419% 11/15/2048
|
72,000
|
72,437
|
|
Ecolab Inc 1.3% 1/30/2031
|
125,000
|
107,465
|
|
Ecolab Inc 2.125% 2/1/2032
|
50,000
|
43,487
|
|
Ecolab Inc 2.7% 12/15/2051
|
25,000
|
15,230
|
|
Ecolab Inc 2.75% 8/18/2055
|
20,000
|
11,880
|
|
Ecolab Inc 5% 9/1/2035
|
20,000
|
20,138
|
|
Huntsman Intl LLC 4.5% 5/1/2029
|
30,000
|
28,862
|
|
International Flavors & Fragrances Inc 4.45% 9/26/2028
|
90,000
|
90,276
|
|
LYB International Finance BV 4.875% 3/15/2044
|
20,000
|
16,855
|
|
LYB International Finance BV 5.25% 7/15/2043
|
50,000
|
44,161
|
|
LYB International Finance II BV 3.5% 3/2/2027
|
90,000
|
88,872
|
|
LYB International Finance III LLC 3.375% 10/1/2040
|
50,000
|
36,673
|
|
LYB International Finance III LLC 3.625% 4/1/2051
|
50,000
|
32,431
|
|
LyondellBasell Industries NV 4.625% 2/26/2055
|
40,000
|
30,750
|
|
Mosaic Co/The 4.05% 11/15/2027
|
70,000
|
69,642
|
|
Mosaic Co/The 5.625% 11/15/2043
|
20,000
|
19,186
|
|
RPM International Inc 2.95% 1/15/2032
|
20,000
|
17,902
|
|
RPM International Inc 3.75% 3/15/2027
|
50,000
|
49,588
|
|
Sherwin-Williams Co/The 2.9% 3/15/2052
|
20,000
|
12,102
|
|
Sherwin-Williams Co/The 3.45% 6/1/2027
|
300,000
|
296,467
|
|
Sherwin-Williams Co/The 4.5% 6/1/2047
|
54,000
|
45,504
|
|
Westlake Corp 3.125% 8/15/2051
|
70,000
|
42,619
|
|
2,146,939
|
|||
Construction Materials - 0.0%
|
|||
Amrize Finance US LLC 5.4% 4/7/2035 (c)
|
50,000
|
50,732
|
|
Martin Marietta Materials Inc 2.4% 7/15/2031
|
55,000
|
49,032
|
|
Martin Marietta Materials Inc 2.5% 3/15/2030
|
60,000
|
55,643
|
|
Martin Marietta Materials Inc 5.15% 12/1/2034
|
20,000
|
20,118
|
|
Martin Marietta Materials Inc 5.5% 12/1/2054
|
20,000
|
19,189
|
|
Vulcan Materials Co 4.7% 3/1/2048
|
20,000
|
17,298
|
|
Vulcan Materials Co 5.35% 12/1/2034
|
70,000
|
71,701
|
|
283,713
|
|||
Containers & Packaging - 0.1%
|
|||
Avery Dennison Corp 4.875% 12/6/2028
|
50,000
|
50,923
|
|
International Paper Co 4.35% 8/15/2048
|
30,000
|
24,059
|
|
International Paper Co 4.4% 8/15/2047
|
20,000
|
16,259
|
|
International Paper Co 7.3% 11/15/2039
|
50,000
|
57,528
|
|
Packaging Corp of America 3% 12/15/2029
|
110,000
|
104,938
|
|
Packaging Corp of America 5.2% 8/15/2035
|
30,000
|
30,172
|
|
Sonoco Products Co 4.6% 9/1/2029
|
130,000
|
130,617
|
|
WestRock MWV LLC 7.95% 2/15/2031
|
50,000
|
58,059
|
|
WRKCo Inc 3% 6/15/2033
|
120,000
|
105,672
|
|
WRKCo Inc 4% 3/15/2028
|
100,000
|
99,516
|
|
WRKCo Inc 4.9% 3/15/2029
|
10,000
|
10,209
|
|
687,952
|
|||
Metals & Mining - 0.0%
|
|||
Freeport-McMoRan Inc 5.45% 3/15/2043
|
85,000
|
80,463
|
|
Newmont Corp 5.45% 6/9/2044
|
50,000
|
49,258
|
|
129,721
|
|||
TOTAL MATERIALS
|
3,248,325
|
||
Real Estate - 0.9%
|
|||
Diversified REITs - 0.1%
|
|||
Equinix Europe 2 Financing Corp LLC 5.5% 6/15/2034
|
110,000
|
112,761
|
|
Piedmont Operating Partnership LP 9.25% 7/20/2028
|
70,000
|
77,803
|
|
Safehold GL Holdings LLC 2.8% 6/15/2031
|
50,000
|
45,670
|
|
Store Capital LLC 4.5% 3/15/2028
|
50,000
|
49,717
|
|
VICI Properties LP 5.625% 5/15/2052
|
55,000
|
50,245
|
|
WP Carey Inc 2.45% 2/1/2032
|
30,000
|
25,998
|
|
WP Carey Inc 5.375% 6/30/2034
|
20,000
|
20,257
|
|
382,451
|
|||
Health Care REITs - 0.1%
|
|||
Alexandria Real Estate Equities Inc 2.95% 3/15/2034
|
75,000
|
64,062
|
|
Alexandria Real Estate Equities Inc 3% 5/18/2051
|
100,000
|
61,099
|
|
Alexandria Real Estate Equities Inc 5.625% 5/15/2054
|
20,000
|
18,777
|
|
Healthpeak OP LLC 2.875% 1/15/2031
|
210,000
|
193,372
|
|
Omega Healthcare Investors Inc 3.375% 2/1/2031
|
40,000
|
36,981
|
|
Omega Healthcare Investors Inc 5.2% 7/1/2030
|
20,000
|
20,287
|
|
Ventas Realty LP 4.875% 4/15/2049
|
80,000
|
68,514
|
|
Welltower OP LLC 2.7% 2/15/2027
|
120,000
|
117,708
|
|
Welltower OP LLC 2.75% 1/15/2032
|
50,000
|
44,982
|
|
Welltower OP LLC 4.95% 9/1/2048
|
36,000
|
33,014
|
|
658,796
|
|||
Industrial REITs - 0.0%
|
|||
Prologis LP 1.625% 3/15/2031
|
100,000
|
86,989
|
|
Prologis LP 1.75% 2/1/2031
|
100,000
|
87,806
|
|
Prologis LP 4.625% 1/15/2033
|
50,000
|
49,865
|
|
Prologis LP 5% 3/15/2034
|
50,000
|
50,448
|
|
Prologis LP 5.125% 1/15/2034
|
50,000
|
51,094
|
|
Prologis LP 5.25% 3/15/2054
|
20,000
|
18,703
|
|
Prologis LP 5.25% 6/15/2053
|
40,000
|
37,404
|
|
382,309
|
|||
Office REITs - 0.0%
|
|||
Boston Properties LP 2.75% 10/1/2026
|
40,000
|
39,304
|
|
Boston Properties LP 2.9% 3/15/2030
|
40,000
|
37,133
|
|
Boston Properties LP 3.25% 1/30/2031
|
107,000
|
99,431
|
|
Boston Properties LP 5.75% 1/15/2035
|
30,000
|
30,402
|
|
COPT Defense Properties LP 2.75% 4/15/2031
|
40,000
|
36,055
|
|
Highwoods Realty LP 2.6% 2/1/2031
|
50,000
|
43,940
|
|
Kilroy Realty LP 3.05% 2/15/2030
|
50,000
|
45,984
|
|
Kilroy Realty LP 5.875% 10/15/2035
|
20,000
|
19,906
|
|
Kilroy Realty LP 6.25% 1/15/2036
|
10,000
|
10,215
|
|
362,370
|
|||
Real Estate Management & Development - 0.1%
|
|||
CBRE Services Inc 5.95% 8/15/2034
|
30,000
|
31,861
|
|
Digital Realty Trust LP 3.7% 8/15/2027
|
26,000
|
25,796
|
|
Digital Realty Trust LP 5.55% 1/15/2028
|
35,000
|
36,051
|
|
Essex Portfolio LP 2.55% 6/15/2031
|
20,000
|
17,880
|
|
Essex Portfolio LP 2.65% 3/15/2032
|
70,000
|
61,869
|
|
Essex Portfolio LP 5.375% 4/1/2035
|
30,000
|
30,660
|
|
Extra Space Storage LP 3.9% 4/1/2029
|
120,000
|
118,124
|
|
Extra Space Storage LP 4.95% 1/15/2033
|
30,000
|
30,097
|
|
Extra Space Storage LP 5.35% 1/15/2035
|
50,000
|
50,372
|
|
Extra Space Storage LP 5.4% 2/1/2034
|
10,000
|
10,189
|
|
Mid-America Apartments LP 4.2% 6/15/2028
|
75,000
|
75,194
|
|
Mid-America Apartments LP 5.3% 2/15/2032
|
30,000
|
31,216
|
|
519,309
|
|||
Residential REITs - 0.1%
|
|||
American Homes 4 Rent LP 4.9% 2/15/2029
|
135,000
|
137,481
|
|
American Homes 4 Rent LP 4.95% 6/15/2030
|
60,000
|
61,183
|
|
American Homes 4 Rent LP 5.5% 2/1/2034
|
20,000
|
20,538
|
|
AvalonBay Communities Inc 2.05% 1/15/2032
|
105,000
|
91,183
|
|
AvalonBay Communities Inc 5.3% 12/7/2033
|
30,000
|
30,958
|
|
Camden Property Trust 4.9% 1/15/2034
|
50,000
|
50,167
|
|
ERP Operating LP 4.5% 6/1/2045
|
20,000
|
17,256
|
|
ERP Operating LP 4.5% 7/1/2044
|
50,000
|
43,305
|
|
Invitation Homes Operating Partnership LP 2.7% 1/15/2034
|
15,000
|
12,576
|
|
Invitation Homes Operating Partnership LP 4.15% 4/15/2032
|
50,000
|
47,828
|
|
Invitation Homes Operating Partnership LP 4.95% 1/15/2033
|
30,000
|
29,934
|
|
Sun Communities Operating LP 2.7% 7/15/2031
|
40,000
|
36,201
|
|
UDR Inc 2.1% 6/15/2033
|
35,000
|
28,630
|
|
UDR Inc 3.2% 1/15/2030
|
40,000
|
38,273
|
|
645,513
|
|||
Retail REITs - 0.3%
|
|||
Agree LP 5.625% 6/15/2034
|
50,000
|
51,428
|
|
Brixmor Operating Partnership LP 2.25% 4/1/2028
|
50,000
|
47,618
|
|
Brixmor Operating Partnership LP 4.05% 7/1/2030
|
12,000
|
11,759
|
|
Brixmor Operating Partnership LP 4.125% 5/15/2029
|
9,000
|
8,920
|
|
Brixmor Operating Partnership LP 5.5% 2/15/2034
|
20,000
|
20,383
|
|
Federal Realty OP LP 3.5% 6/1/2030
|
50,000
|
48,119
|
|
Kimco Realty OP LLC 1.9% 3/1/2028
|
110,000
|
104,439
|
|
Kimco Realty OP LLC 2.8% 10/1/2026
|
150,000
|
147,632
|
|
Kimco Realty OP LLC 4.6% 2/1/2033
|
10,000
|
9,845
|
|
Kimco Realty OP LLC 4.85% 3/1/2035
|
50,000
|
49,290
|
|
Kimco Realty OP LLC 6.4% 3/1/2034
|
20,000
|
21,880
|
|
Kite Realty Group LP 5.2% 8/15/2032
|
50,000
|
50,803
|
|
NNN REIT Inc 3% 4/15/2052
|
50,000
|
30,621
|
|
NNN REIT Inc 5.5% 6/15/2034
|
20,000
|
20,586
|
|
Phillips Edison Grocery Center Operating Partnership I LP 5.25% 8/15/2032
|
20,000
|
20,412
|
|
Phillips Edison Grocery Center Operating Partnership I LP 5.75% 7/15/2034
|
15,000
|
15,491
|
|
Realty Income Corp 2.85% 12/15/2032
|
175,000
|
155,569
|
|
Realty Income Corp 4% 7/15/2029
|
60,000
|
59,569
|
|
Realty Income Corp 4.125% 10/15/2026
|
75,000
|
74,892
|
|
Realty Income Corp 4.9% 7/15/2033
|
50,000
|
50,227
|
|
Regency Centers LP 3.7% 6/15/2030
|
50,000
|
48,735
|
|
Regency Centers LP 5.1% 1/15/2035
|
30,000
|
30,099
|
|
Regency Centers LP 5.25% 1/15/2034
|
20,000
|
20,466
|
|
Simon Property Group LP 2.2% 2/1/2031
|
100,000
|
89,515
|
|
Simon Property Group LP 2.65% 7/15/2030
|
50,000
|
46,500
|
|
Simon Property Group LP 3.25% 9/13/2049
|
20,000
|
13,534
|
|
Simon Property Group LP 3.375% 12/1/2027
|
125,000
|
123,431
|
|
Simon Property Group LP 4.75% 3/15/2042
|
55,000
|
49,691
|
|
Simon Property Group LP 4.75% 9/26/2034
|
50,000
|
49,149
|
|
Simon Property Group LP 5.85% 3/8/2053
|
20,000
|
19,980
|
|
Simon Property Group LP 6.65% 1/15/2054
|
30,000
|
33,083
|
|
1,523,666
|
|||
Specialized REITs - 0.2%
|
|||
American Tower Corp 1.3% 9/15/2025
|
40,000
|
39,947
|
|
American Tower Corp 2.1% 6/15/2030
|
60,000
|
53,962
|
|
American Tower Corp 3.1% 6/15/2050
|
60,000
|
38,896
|
|
American Tower Corp 3.55% 7/15/2027
|
100,000
|
98,925
|
|
American Tower Corp 3.6% 1/15/2028
|
110,000
|
108,521
|
|
American Tower Corp 3.7% 10/15/2049
|
10,000
|
7,239
|
|
American Tower Corp 5.4% 1/31/2035
|
30,000
|
30,791
|
|
American Tower Corp 5.9% 11/15/2033
|
70,000
|
74,372
|
|
Crown Castle Inc 2.25% 1/15/2031
|
145,000
|
128,412
|
|
Crown Castle Inc 2.9% 4/1/2041
|
60,000
|
42,950
|
|
Crown Castle Inc 3.25% 1/15/2051
|
47,000
|
30,776
|
|
Crown Castle Inc 4.15% 7/1/2050
|
50,000
|
38,200
|
|
CubeSmart LP 3% 2/15/2030
|
50,000
|
47,160
|
|
EPR Properties 4.5% 6/1/2027
|
50,000
|
49,843
|
|
EPR Properties 4.95% 4/15/2028
|
50,000
|
50,272
|
|
Equinix Inc 3.9% 4/15/2032
|
40,000
|
38,083
|
|
Public Storage Operating Co 4.375% 7/1/2030
|
30,000
|
30,187
|
|
Public Storage Operating Co 5.1% 8/1/2033
|
80,000
|
82,472
|
|
Public Storage Operating Co 5.35% 8/1/2053
|
20,000
|
19,054
|
|
Weyerhaeuser Co 4% 11/15/2029
|
75,000
|
74,134
|
|
1,084,196
|
|||
TOTAL REAL ESTATE
|
5,558,610
|
||
Utilities - 0.9%
|
|||
Electric Utilities - 0.7%
|
|||
AEP Texas Inc 2.1% 7/1/2030
|
10,000
|
9,012
|
|
AEP Texas Inc 3.8% 10/1/2047
|
65,000
|
47,761
|
|
AEP Texas Inc 5.7% 5/15/2034
|
25,000
|
25,740
|
|
Baltimore Gas and Electric Co 3.5% 8/15/2046
|
50,000
|
36,669
|
|
Baltimore Gas and Electric Co 5.4% 6/1/2053
|
50,000
|
47,274
|
|
CenterPoint Energy Houston Electric LLC 3.35% 4/1/2051
|
90,000
|
61,301
|
|
CenterPoint Energy Houston Electric LLC 4.5% 4/1/2044
|
50,000
|
43,346
|
|
CenterPoint Energy Houston Electric LLC 4.95% 4/1/2033
|
30,000
|
30,363
|
|
CenterPoint Energy Houston Electric LLC 5.2% 10/1/2028
|
90,000
|
92,853
|
|
Commonwealth Edison Co 3.8% 10/1/2042
|
125,000
|
99,412
|
|
Commonwealth Edison Co 4% 3/1/2048
|
86,000
|
67,847
|
|
Commonwealth Edison Co 5.3% 6/1/2034
|
80,000
|
82,719
|
|
Connecticut Light and Power Co/The 4% 4/1/2048
|
20,000
|
15,757
|
|
Connecticut Light and Power Co/The 5.25% 1/15/2053
|
20,000
|
18,680
|
|
Consolidated Edison Co of New York Inc 3.7% 11/15/2059
|
80,000
|
55,336
|
|
Consolidated Edison Co of New York Inc 3.85% 6/15/2046
|
50,000
|
38,883
|
|
Consolidated Edison Co of New York Inc 3.875% 6/15/2047
|
44,000
|
33,618
|
|
Consolidated Edison Co of New York Inc 3.95% 4/1/2050
|
130,000
|
100,493
|
|
Consolidated Edison Co of New York Inc 4.45% 3/15/2044
|
45,000
|
38,770
|
|
Consolidated Edison Co of New York Inc 5.3% 3/1/2035
|
50,000
|
51,197
|
|
Consolidated Edison Co of New York Inc 5.5% 12/1/2039
|
50,000
|
50,518
|
|
Consolidated Edison Co of New York Inc 5.7% 5/15/2054
|
30,000
|
29,660
|
|
Consolidated Edison Co of New York Inc 6.2% 6/15/2036
|
100,000
|
108,482
|
|
Entergy Tex Inc 5.25% 4/15/2035
|
40,000
|
40,699
|
|
Entergy Tex Inc 5.8% 9/1/2053
|
30,000
|
29,563
|
|
Eversource Energy 2.55% 3/15/2031
|
125,000
|
112,670
|
|
Eversource Energy 5.45% 3/1/2028
|
200,000
|
205,697
|
|
Exelon Corp 2.75% 3/15/2027
|
160,000
|
156,735
|
|
Exelon Corp 3.4% 4/15/2026
|
190,000
|
188,876
|
|
Exelon Corp 4.1% 3/15/2052
|
65,000
|
49,345
|
|
Exelon Corp 4.45% 4/15/2046
|
20,000
|
16,634
|
|
Exelon Corp 5.125% 3/15/2031
|
30,000
|
30,972
|
|
Exelon Corp 5.3% 3/15/2033
|
20,000
|
20,644
|
|
Exelon Corp 5.45% 3/15/2034
|
35,000
|
36,074
|
|
Exelon Corp 5.875% 3/15/2055
|
30,000
|
29,664
|
|
ITC Holdings Corp 3.25% 6/30/2026
|
50,000
|
49,514
|
|
Jersey Central Power & Light Co 5.1% 1/15/2035
|
30,000
|
29,974
|
|
National Grid USA 5.803% 4/1/2035
|
10,000
|
10,271
|
|
NSTAR Electric Co 4.95% 9/15/2052
|
40,000
|
35,571
|
|
NSTAR Electric Co 5.2% 3/1/2035
|
40,000
|
40,625
|
|
Ohio Power Co 2.9% 10/1/2051
|
20,000
|
12,024
|
|
Ohio Power Co 5% 6/1/2033
|
50,000
|
50,290
|
|
Oncor Electric Delivery Co LLC 3.75% 4/1/2045
|
25,000
|
19,303
|
|
Oncor Electric Delivery Co LLC 3.8% 9/30/2047
|
30,000
|
22,793
|
|
Oncor Electric Delivery Co LLC 4.6% 6/1/2052
|
50,000
|
41,242
|
|
Oncor Electric Delivery Co LLC 4.95% 9/15/2052
|
10,000
|
8,884
|
|
Oncor Electric Delivery Co LLC 5.3% 6/1/2042
|
85,000
|
82,137
|
|
Oncor Electric Delivery Co LLC 5.35% 4/1/2035 (c)
|
60,000
|
61,681
|
|
Oncor Electric Delivery Co LLC 5.65% 11/15/2033
|
30,000
|
31,760
|
|
PECO Energy Co 3.9% 3/1/2048
|
50,000
|
39,083
|
|
PECO Energy Co 4.6% 5/15/2052
|
30,000
|
25,785
|
|
PG&E Wildfire Recovery Funding LLC 5.212% 12/1/2049
|
110,000
|
104,936
|
|
Potomac Electric Power Co 6.5% 11/15/2037
|
30,000
|
33,471
|
|
PPL Electric Utilities Corp 3% 10/1/2049
|
30,000
|
19,544
|
|
PPL Electric Utilities Corp 5% 5/15/2033
|
50,000
|
51,060
|
|
PPL Electric Utilities Corp 5.25% 5/15/2053
|
20,000
|
18,951
|
|
PPL Electric Utilities Corp 5.55% 8/15/2055
|
30,000
|
29,313
|
|
Public Service Co of New Hampshire 5.15% 1/15/2053
|
20,000
|
18,457
|
|
Public Service Electric and Gas Co 3.2% 5/15/2029
|
60,000
|
58,266
|
|
Public Service Electric and Gas Co 3.6% 12/1/2047
|
87,000
|
64,404
|
|
Public Service Electric and Gas Co 3.65% 9/1/2042
|
100,000
|
78,586
|
|
Public Service Electric and Gas Co 5.3% 8/1/2054
|
10,000
|
9,497
|
|
Public Service Electric and Gas Co 5.8% 5/1/2037
|
35,000
|
37,297
|
|
Tampa Electric Co 3.625% 6/15/2050
|
90,000
|
64,143
|
|
3,252,126
|
|||
Gas Utilities - 0.1%
|
|||
Atmos Energy Corp 3% 6/15/2027
|
100,000
|
98,451
|
|
Atmos Energy Corp 4.125% 10/15/2044
|
75,000
|
62,321
|
|
Atmos Energy Corp 4.125% 3/15/2049
|
30,000
|
23,688
|
|
Atmos Energy Corp 5.9% 11/15/2033
|
100,000
|
107,689
|
|
ONE Gas Inc 5.1% 4/1/2029
|
90,000
|
92,830
|
|
Piedmont Natural Gas Co Inc 2.5% 3/15/2031
|
80,000
|
71,986
|
|
Piedmont Natural Gas Co Inc 3.5% 6/1/2029
|
10,000
|
9,747
|
|
Piedmont Natural Gas Co Inc 5.1% 2/15/2035
|
30,000
|
30,340
|
|
Southern California Gas Co 2.55% 2/1/2030
|
90,000
|
83,848
|
|
Southern California Gas Co 3.75% 9/15/2042
|
20,000
|
15,585
|
|
Southern California Gas Co 4.3% 1/15/2049
|
20,000
|
15,974
|
|
Southern California Gas Co 5.05% 9/1/2034
|
30,000
|
30,264
|
|
Southern California Gas Co 5.2% 6/1/2033
|
50,000
|
51,059
|
|
Southern California Gas Co 5.6% 4/1/2054
|
10,000
|
9,664
|
|
Southwest Gas Corp 3.7% 4/1/2028
|
60,000
|
59,219
|
|
Southwest Gas Corp 4.15% 6/1/2049
|
20,000
|
15,419
|
|
Southwest Gas Corp 5.45% 3/23/2028
|
36,000
|
37,028
|
|
Washington Gas Light Co 3.65% 9/15/2049
|
20,000
|
14,323
|
|
829,435
|
|||
Multi-Utilities - 0.1%
|
|||
CMS Energy Corp 3.45% 8/15/2027
|
60,000
|
59,190
|
|
CMS Energy Corp 6.5% 6/1/2055 (b)
|
40,000
|
40,801
|
|
Consumers Energy Co 4.35% 4/15/2049
|
100,000
|
83,015
|
|
Consumers Energy Co 4.9% 2/15/2029
|
80,000
|
82,070
|
|
NiSource Inc 4.375% 5/15/2047
|
165,000
|
136,101
|
|
NiSource Inc 4.8% 2/15/2044
|
40,000
|
35,460
|
|
NiSource Inc 6.95% 11/30/2054 (b)
|
40,000
|
41,592
|
|
San Diego Gas & Electric Co 2.95% 8/15/2051
|
60,000
|
37,629
|
|
San Diego Gas & Electric Co 3.75% 6/1/2047
|
85,000
|
63,440
|
|
Sempra 3.4% 2/1/2028
|
26,000
|
25,461
|
|
Sempra 3.8% 2/1/2038
|
30,000
|
25,275
|
|
Sempra 4% 2/1/2048
|
86,000
|
64,374
|
|
Sempra 6.875% 10/1/2054 (b)
|
80,000
|
81,180
|
|
775,588
|
|||
Water Utilities - 0.0%
|
|||
American Water Capital Corp 2.3% 6/1/2031
|
50,000
|
44,602
|
|
American Water Capital Corp 2.95% 9/1/2027
|
90,000
|
88,179
|
|
American Water Capital Corp 3.75% 9/1/2047
|
80,000
|
60,551
|
|
American Water Capital Corp 4.3% 9/1/2045
|
25,000
|
21,258
|
|
American Water Capital Corp 6.593% 10/15/2037
|
64,000
|
71,994
|
|
286,584
|
|||
TOTAL UTILITIES
|
5,143,733
|
||
TOTAL UNITED STATES
|
123,732,411
|
||
|
TOTAL NON-CONVERTIBLE CORPORATE BONDS
(Cost $164,441,543)
|
157,706,123
|
||
U.S. Government Agency - Mortgage Securities - 24.8%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 24.8%
|
|||
Fannie Mae 2% 2/1/2038
|
643,188
|
590,173
|
|
Fannie Mae 2% 2/1/2052
|
71,550
|
57,921
|
|
Fannie Mae 2% 4/1/2052
|
95,704
|
77,354
|
|
Fannie Mae 3% 3/1/2050
|
5,813
|
5,123
|
|
Fannie Mae 5% 8/1/2053
|
85,286
|
84,423
|
|
Fannie Mae 5.5% 1/1/2055
|
216,056
|
219,335
|
|
Fannie Mae 5.5% 9/1/2054
|
197,722
|
198,931
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2037
|
141,851
|
126,755
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2052
|
93,920
|
71,253
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036
|
362,329
|
324,788
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036
|
158,456
|
141,742
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036
|
587,472
|
525,503
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2051
|
155,320
|
117,834
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2051
|
90,047
|
68,315
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036
|
185,413
|
166,318
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2037
|
76,273
|
68,156
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2052
|
83,618
|
63,437
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2037
|
70,676
|
63,154
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2051
|
82,480
|
62,600
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051
|
201,664
|
152,993
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051
|
90,159
|
68,399
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2036
|
201,702
|
185,770
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2037
|
88,751
|
81,435
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051
|
323,960
|
259,619
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052
|
750,000
|
597,528
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050
|
105,230
|
84,429
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050
|
71,599
|
57,446
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051
|
204,723
|
163,616
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2036
|
82,485
|
75,712
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
849,605
|
679,009
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
722,097
|
575,298
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
711,322
|
568,492
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035
|
809,915
|
745,942
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2036
|
65,602
|
60,215
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050
|
3,012,769
|
2,417,233
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050
|
88,443
|
71,016
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
514,332
|
411,056
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
308,841
|
249,047
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
239,678
|
194,023
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
231,475
|
187,094
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2037
|
273,066
|
250,558
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
1,819,590
|
1,458,205
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
224,422
|
178,728
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
182,188
|
146,231
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
51,166
|
41,004
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052
|
355,956
|
283,925
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052
|
113,982
|
91,486
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2037
|
150,630
|
138,215
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051
|
202,208
|
161,922
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
91,440
|
72,736
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
74,381
|
60,259
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2037
|
481,224
|
441,559
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2037
|
321,565
|
295,060
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051
|
902,882
|
722,999
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052
|
720,413
|
576,432
|
|
Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051
|
1,173,377
|
933,001
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2035
|
137,817
|
127,620
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050
|
115,091
|
92,413
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
357,555
|
287,100
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
53,146
|
42,641
|
|
Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050
|
88,809
|
71,309
|
|
Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050
|
16,063
|
12,898
|
|
Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050
|
210,034
|
168,713
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2027
|
13,342
|
13,191
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2050
|
27,009
|
22,733
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051
|
321,168
|
268,821
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
979,331
|
813,896
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
264,532
|
219,845
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
51,791
|
43,835
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
42,574
|
36,034
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
42,869
|
35,989
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
30,006
|
25,396
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
24,433
|
20,306
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2034
|
80,436
|
76,433
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2036
|
79,997
|
75,141
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
1,056,772
|
880,973
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
379,154
|
316,763
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
59,414
|
49,879
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2034
|
32,923
|
31,285
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2049
|
24,282
|
20,438
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
48,091
|
40,133
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032
|
112,113
|
107,848
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2037
|
221,407
|
204,577
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2050
|
241,224
|
201,907
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
334,050
|
281,900
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
304,503
|
255,728
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
264,791
|
222,957
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
74,370
|
61,830
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
23,105
|
19,202
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2041
|
219,266
|
196,565
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052
|
31,530
|
26,687
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052
|
20,613
|
17,357
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2037
|
137,358
|
128,892
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2037
|
132,329
|
124,793
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2051
|
78,016
|
65,251
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052
|
713,716
|
595,603
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2036
|
10,509
|
10,046
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2047
|
33,953
|
29,140
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2050
|
58,257
|
48,907
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051
|
285,515
|
238,801
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2040
|
309,639
|
279,170
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2050
|
82,372
|
69,152
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
709,281
|
595,449
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
562,955
|
470,847
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2052
|
496,936
|
412,990
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2035
|
47,108
|
44,558
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2036
|
95,623
|
89,968
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2052
|
17,118
|
14,274
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2035
|
30,366
|
28,722
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2045
|
129,671
|
110,035
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050
|
112,244
|
94,861
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2051
|
357,838
|
297,501
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2051
|
174,863
|
146,253
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2052
|
140,230
|
116,585
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2052
|
74,587
|
62,011
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2035
|
53,186
|
50,307
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2035
|
39,187
|
37,066
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2039
|
32,896
|
29,833
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2050
|
177,680
|
148,831
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2050
|
22,138
|
18,592
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051
|
220,387
|
183,227
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051
|
173,509
|
144,253
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2028
|
15,128
|
14,865
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2031
|
55,599
|
53,714
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050
|
202,867
|
169,928
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051
|
257,068
|
217,096
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035
|
79,085
|
76,499
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2044
|
44,125
|
40,264
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047
|
58,682
|
52,361
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050
|
443,032
|
389,074
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050
|
28,358
|
24,905
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052
|
268,610
|
235,224
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042
|
9,263
|
8,448
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2044
|
47,021
|
42,893
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046
|
236,334
|
207,993
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046
|
66,534
|
59,429
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049
|
73,135
|
64,274
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049
|
27,185
|
24,061
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049
|
21,154
|
18,683
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2033
|
11,161
|
10,877
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
18,653
|
17,017
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046
|
157,160
|
143,435
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046
|
33,850
|
30,235
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046
|
19,082
|
17,434
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
232,081
|
201,349
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034
|
89,554
|
86,626
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034
|
31,569
|
30,715
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034
|
25,447
|
24,567
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
9,576
|
8,729
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046
|
11,081
|
9,887
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049
|
396,806
|
348,478
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049
|
24,007
|
21,271
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
42,771
|
37,415
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2033
|
17,633
|
17,178
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2033
|
7,862
|
7,652
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2034
|
266,705
|
259,651
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2034
|
21,797
|
21,243
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2035
|
17,849
|
17,226
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047
|
109,654
|
99,984
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047
|
104,812
|
95,494
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047
|
15,431
|
14,069
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2048
|
12,312
|
10,909
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050
|
55,403
|
48,603
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050
|
214,275
|
188,914
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050
|
75,552
|
66,610
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050
|
71,977
|
63,458
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050
|
11,986
|
10,567
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052
|
221,480
|
192,152
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052
|
124,523
|
108,034
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2033
|
26,802
|
26,083
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043
|
34,157
|
31,149
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047
|
287,467
|
262,464
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047
|
30,037
|
27,343
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048
|
149,444
|
136,378
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048
|
139,157
|
127,210
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050
|
30,810
|
27,163
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052
|
149,433
|
129,926
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2033
|
12,330
|
11,999
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2040
|
429,486
|
409,255
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
49,098
|
44,795
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052
|
426,501
|
373,224
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052
|
302,074
|
262,075
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2035
|
26,544
|
25,626
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2049
|
124,466
|
109,424
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052
|
339,836
|
294,836
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2035
|
23,324
|
22,554
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046
|
66,200
|
60,304
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2048
|
8,871
|
7,860
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050
|
288,679
|
257,850
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2052
|
472,587
|
410,747
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032
|
17,724
|
17,274
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043
|
36,817
|
33,557
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045
|
559,669
|
503,693
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2048
|
3,948
|
3,622
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2050
|
516,429
|
452,725
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032
|
9,932
|
9,728
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043
|
28,969
|
26,426
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046
|
64,821
|
59,131
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046
|
12,687
|
11,332
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2048
|
24,960
|
22,295
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049
|
22,258
|
19,679
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2035
|
22,072
|
21,609
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043
|
48,317
|
45,573
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048
|
62,479
|
57,512
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052
|
131,803
|
119,935
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2033
|
8,748
|
8,619
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2049
|
56,786
|
52,520
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2035
|
156,263
|
152,591
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045
|
115,524
|
107,098
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048
|
168,767
|
155,720
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2049
|
194,586
|
177,718
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047
|
151,181
|
139,162
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2035
|
10,897
|
10,702
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2035
|
3,367
|
3,296
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046
|
232,641
|
219,046
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046
|
152,463
|
143,646
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046
|
10,299
|
9,541
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2048
|
64,514
|
59,285
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2049
|
18,084
|
16,539
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2029
|
9,913
|
9,820
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2035
|
37,031
|
36,485
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2033
|
9,899
|
9,766
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2049
|
32,356
|
29,905
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052
|
159,675
|
144,598
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052
|
45,730
|
41,569
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2037
|
125,045
|
123,506
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047
|
168,598
|
158,738
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047
|
39,759
|
37,481
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049
|
28,146
|
26,005
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2052
|
662,168
|
599,647
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2033
|
8,226
|
8,105
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043
|
112,201
|
105,714
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2050
|
27,264
|
25,029
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2044
|
328,573
|
309,015
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047
|
58,817
|
54,141
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
2,049
|
1,992
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042
|
22,294
|
21,621
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2055
|
721,742
|
673,702
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
4,543
|
4,419
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
3,327
|
3,241
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
1,989
|
1,938
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043
|
12,527
|
12,083
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046
|
15,295
|
14,629
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048
|
83,169
|
78,796
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048
|
5,182
|
4,909
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2049
|
55,139
|
52,171
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052
|
116,501
|
109,138
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043
|
47,929
|
46,602
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043
|
26,244
|
25,441
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043
|
15,356
|
14,788
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
18,430
|
17,918
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041
|
25,452
|
24,725
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2043
|
13,056
|
12,572
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048
|
17,582
|
16,658
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048
|
12,991
|
12,308
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048
|
7,524
|
7,128
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2038
|
77,260
|
76,214
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2039
|
40,257
|
39,303
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
4,681
|
4,556
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
22,983
|
22,330
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2044
|
11,911
|
11,464
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045
|
26,908
|
26,181
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2044
|
20,753
|
20,012
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045
|
10,546
|
10,232
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2048
|
69,111
|
65,585
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049
|
42,531
|
40,294
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2050
|
147,700
|
139,842
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2054
|
45,940
|
42,900
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2055
|
148,145
|
138,284
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045
|
457,633
|
440,487
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048
|
9,358
|
8,880
|
|
Fannie Mae Mortgage pass-thru certificates 4% 5/1/2041
|
3,523
|
3,428
|
|
Fannie Mae Mortgage pass-thru certificates 4% 5/1/2046
|
16,506
|
15,803
|
|
Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052
|
248,169
|
232,717
|
|
Fannie Mae Mortgage pass-thru certificates 4% 5/1/2053
|
232,984
|
217,967
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2034
|
11,407
|
11,442
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2041
|
14,888
|
14,482
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048
|
11,757
|
11,157
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046
|
15,967
|
15,277
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047
|
19,100
|
18,155
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048
|
7,256
|
6,886
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049
|
54,389
|
51,614
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2052
|
72,371
|
67,865
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039
|
5,473
|
5,339
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2046
|
14,821
|
14,181
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2048
|
15,778
|
14,948
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2048
|
3,102
|
2,939
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2049
|
112,050
|
106,053
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2050
|
51,608
|
48,766
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2055
|
124,698
|
116,397
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046
|
19,000
|
18,179
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048
|
48,426
|
45,956
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048
|
22,837
|
21,686
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048
|
4,171
|
3,951
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2049
|
48,602
|
46,046
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048
|
4,758
|
4,657
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049
|
124,271
|
121,275
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2039
|
10,141
|
10,136
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048
|
8,958
|
8,756
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2052
|
419,645
|
405,208
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2052
|
88,497
|
85,506
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048
|
22,336
|
21,811
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2049
|
22,946
|
22,371
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2050
|
93,789
|
91,323
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2052
|
88,062
|
85,058
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2028
|
12,137
|
12,116
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2052
|
49,999
|
48,310
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049
|
4,090
|
3,992
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2055
|
173,338
|
166,966
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2055
|
166,507
|
161,010
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2049
|
10,273
|
10,025
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2054
|
770,250
|
741,272
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2054
|
93,031
|
89,529
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048
|
40,796
|
39,902
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048
|
26,182
|
25,608
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047
|
15,340
|
15,327
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048
|
24,685
|
24,152
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048
|
9,874
|
9,627
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2049
|
32,790
|
31,990
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2050
|
31,465
|
30,647
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2052
|
86,190
|
83,574
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2041
|
5,704
|
5,692
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2048
|
24,894
|
24,332
|
|
Fannie Mae Mortgage pass-thru certificates 5% 1/1/2055
|
95,696
|
94,399
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2048
|
89,766
|
91,423
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2054
|
74,919
|
73,904
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2049
|
7,553
|
7,583
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
319,702
|
317,268
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2053
|
91,037
|
90,116
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2053
|
90,389
|
89,474
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2054
|
99,129
|
97,786
|
|
Fannie Mae Mortgage pass-thru certificates 5% 12/1/2048
|
143,738
|
144,845
|
|
Fannie Mae Mortgage pass-thru certificates 5% 12/1/2048
|
11,382
|
11,470
|
|
Fannie Mae Mortgage pass-thru certificates 5% 12/1/2049
|
104,946
|
105,655
|
|
Fannie Mae Mortgage pass-thru certificates 5% 12/1/2049
|
14,665
|
14,723
|
|
Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049
|
33,750
|
34,010
|
|
Fannie Mae Mortgage pass-thru certificates 5% 2/1/2055
|
517,164
|
510,157
|
|
Fannie Mae Mortgage pass-thru certificates 5% 3/1/2049
|
2,268
|
2,283
|
|
Fannie Mae Mortgage pass-thru certificates 5% 4/1/2053
|
133,498
|
132,398
|
|
Fannie Mae Mortgage pass-thru certificates 5% 5/1/2029
|
28,989
|
29,189
|
|
Fannie Mae Mortgage pass-thru certificates 5% 5/1/2041
|
80,651
|
81,904
|
|
Fannie Mae Mortgage pass-thru certificates 5% 5/1/2053
|
159,016
|
157,507
|
|
Fannie Mae Mortgage pass-thru certificates 5% 5/1/2054
|
149,839
|
147,879
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040
|
75,001
|
75,770
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2048
|
9,228
|
9,269
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2055
|
24,955
|
24,615
|
|
Fannie Mae Mortgage pass-thru certificates 5% 8/1/2048
|
14,242
|
14,352
|
|
Fannie Mae Mortgage pass-thru certificates 5% 8/1/2053
|
245,269
|
244,858
|
|
Fannie Mae Mortgage pass-thru certificates 5% 8/1/2055
|
49,815
|
49,136
|
|
Fannie Mae Mortgage pass-thru certificates 5% 9/1/2040
|
99,990
|
101,016
|
|
Fannie Mae Mortgage pass-thru certificates 5% 9/1/2048
|
2,582
|
2,602
|
|
Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052
|
82,243
|
81,622
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2049
|
22,052
|
22,772
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2049
|
18,579
|
19,046
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053
|
393,372
|
396,367
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053
|
333,579
|
339,580
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2053
|
185,205
|
186,800
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2055
|
224,372
|
225,743
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2053
|
497,055
|
504,598
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2053
|
161,625
|
163,168
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054
|
194,396
|
195,706
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2055
|
199,791
|
201,013
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054
|
190,291
|
191,532
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053
|
271,118
|
273,081
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053
|
156,522
|
159,289
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2054
|
168,535
|
171,093
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053
|
144,316
|
145,604
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2054
|
117,688
|
118,481
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2052
|
356,492
|
360,900
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053
|
291,875
|
294,845
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2054
|
33,847
|
34,077
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053
|
292,466
|
299,709
|
|
Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054
|
153,515
|
158,180
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2054
|
120,150
|
124,327
|
|
Fannie Mae Mortgage pass-thru certificates 6% 4/1/2054
|
43,014
|
44,026
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2054
|
171,922
|
175,803
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054
|
1,760,519
|
1,800,268
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054
|
158,231
|
161,739
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2039
|
144,707
|
149,411
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2053
|
147,909
|
153,721
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2053
|
366,834
|
380,771
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2053
|
47,437
|
49,239
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2044
|
104,994
|
109,011
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2053
|
123,608
|
128,507
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2053
|
90,475
|
94,075
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054
|
20,601
|
21,363
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053
|
70,713
|
73,405
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2053
|
585,102
|
616,752
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053
|
23,552
|
24,890
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053
|
23,192
|
24,449
|
|
Freddie Mac Gold Pool 1.5% 10/1/2041
|
96,024
|
79,702
|
|
Freddie Mac Gold Pool 1.5% 10/1/2051
|
418,129
|
317,215
|
|
Freddie Mac Gold Pool 1.5% 10/1/2051
|
124,288
|
94,291
|
|
Freddie Mac Gold Pool 1.5% 11/1/2051
|
364,402
|
276,454
|
|
Freddie Mac Gold Pool 1.5% 12/1/2036
|
133,585
|
119,870
|
|
Freddie Mac Gold Pool 1.5% 2/1/2051
|
88,029
|
66,811
|
|
Freddie Mac Gold Pool 1.5% 3/1/2037
|
70,180
|
62,711
|
|
Freddie Mac Gold Pool 1.5% 3/1/2052
|
43,808
|
33,235
|
|
Freddie Mac Gold Pool 1.5% 6/1/2051
|
87,299
|
66,884
|
|
Freddie Mac Gold Pool 1.5% 7/1/2036
|
568,226
|
509,352
|
|
Freddie Mac Gold Pool 1.5% 7/1/2041
|
248,298
|
206,738
|
|
Freddie Mac Gold Pool 1.5% 7/1/2051
|
620,464
|
470,910
|
|
Freddie Mac Gold Pool 1.5% 7/1/2051
|
79,404
|
60,240
|
|
Freddie Mac Gold Pool 2% 1/1/2037
|
166,567
|
153,202
|
|
Freddie Mac Gold Pool 2% 1/1/2051
|
163,722
|
131,410
|
|
Freddie Mac Gold Pool 2% 1/1/2051
|
113,279
|
90,781
|
|
Freddie Mac Gold Pool 2% 1/1/2051
|
17,416
|
13,957
|
|
Freddie Mac Gold Pool 2% 1/1/2052
|
970,929
|
774,453
|
|
Freddie Mac Gold Pool 2% 1/1/2052
|
440,912
|
351,276
|
|
Freddie Mac Gold Pool 2% 1/1/2052
|
27,601
|
22,352
|
|
Freddie Mac Gold Pool 2% 1/1/2052
|
25,166
|
20,018
|
|
Freddie Mac Gold Pool 2% 10/1/2036
|
122,564
|
112,500
|
|
Freddie Mac Gold Pool 2% 10/1/2051
|
157,071
|
125,532
|
|
Freddie Mac Gold Pool 2% 10/1/2052
|
49,999
|
39,741
|
|
Freddie Mac Gold Pool 2% 11/1/2050
|
574,872
|
461,236
|
|
Freddie Mac Gold Pool 2% 11/1/2050
|
27,931
|
22,628
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
358,293
|
286,350
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
241,077
|
193,272
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
238,061
|
190,854
|
|
Freddie Mac Gold Pool 2% 12/1/2036
|
255,166
|
234,214
|
|
Freddie Mac Gold Pool 2% 12/1/2036
|
58,185
|
53,643
|
|
Freddie Mac Gold Pool 2% 12/1/2050
|
247,468
|
196,695
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
316,299
|
255,654
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
107,529
|
87,046
|
|
Freddie Mac Gold Pool 2% 2/1/2036
|
205,308
|
189,091
|
|
Freddie Mac Gold Pool 2% 2/1/2051
|
747,769
|
595,049
|
|
Freddie Mac Gold Pool 2% 3/1/2037
|
371,758
|
341,058
|
|
Freddie Mac Gold Pool 2% 3/1/2052
|
235,736
|
190,390
|
|
Freddie Mac Gold Pool 2% 3/1/2052
|
71,907
|
57,716
|
|
Freddie Mac Gold Pool 2% 3/1/2052
|
62,787
|
50,081
|
|
Freddie Mac Gold Pool 2% 4/1/2036
|
165,989
|
152,722
|
|
Freddie Mac Gold Pool 2% 4/1/2037
|
196,482
|
180,717
|
|
Freddie Mac Gold Pool 2% 4/1/2042
|
597,668
|
518,738
|
|
Freddie Mac Gold Pool 2% 4/1/2052
|
165,612
|
132,927
|
|
Freddie Mac Gold Pool 2% 4/1/2052
|
87,764
|
70,717
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
1,837,174
|
1,471,148
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
17,736
|
14,369
|
|
Freddie Mac Gold Pool 2% 5/1/2052
|
859,438
|
684,449
|
|
Freddie Mac Gold Pool 2% 5/1/2052
|
244,860
|
198,066
|
|
Freddie Mac Gold Pool 2% 6/1/2052
|
287,567
|
229,825
|
|
Freddie Mac Gold Pool 2% 6/1/2052
|
49,811
|
39,731
|
|
Freddie Mac Gold Pool 2% 7/1/2050
|
459,374
|
368,856
|
|
Freddie Mac Gold Pool 2% 7/1/2051
|
216,258
|
174,119
|
|
Freddie Mac Gold Pool 2% 7/1/2051
|
104,197
|
84,707
|
|
Freddie Mac Gold Pool 2% 8/1/2037
|
419,559
|
384,976
|
|
Freddie Mac Gold Pool 2% 8/1/2050
|
272,410
|
218,732
|
|
Freddie Mac Gold Pool 2% 8/1/2051
|
309,027
|
247,265
|
|
Freddie Mac Gold Pool 2% 8/1/2051
|
20,716
|
16,621
|
|
Freddie Mac Gold Pool 2% 9/1/2041
|
738,187
|
636,870
|
|
Freddie Mac Gold Pool 2% 9/1/2050
|
263,314
|
211,429
|
|
Freddie Mac Gold Pool 2.5% 10/1/2050
|
303,372
|
253,926
|
|
Freddie Mac Gold Pool 2.5% 10/1/2050
|
290,367
|
246,216
|
|
Freddie Mac Gold Pool 2.5% 10/1/2051
|
971,280
|
807,508
|
|
Freddie Mac Gold Pool 2.5% 10/1/2051
|
721,090
|
602,433
|
|
Freddie Mac Gold Pool 2.5% 10/1/2051
|
264,235
|
219,681
|
|
Freddie Mac Gold Pool 2.5% 10/1/2051
|
23,533
|
19,565
|
|
Freddie Mac Gold Pool 2.5% 11/1/2046
|
13,078
|
11,225
|
|
Freddie Mac Gold Pool 2.5% 11/1/2050
|
145,362
|
122,850
|
|
Freddie Mac Gold Pool 2.5% 11/1/2051
|
288,418
|
240,959
|
|
Freddie Mac Gold Pool 2.5% 11/1/2051
|
97,900
|
82,984
|
|
Freddie Mac Gold Pool 2.5% 12/1/2049
|
28,688
|
24,147
|
|
Freddie Mac Gold Pool 2.5% 12/1/2051
|
263,773
|
221,523
|
|
Freddie Mac Gold Pool 2.5% 12/1/2051
|
99,763
|
82,941
|
|
Freddie Mac Gold Pool 2.5% 12/1/2051
|
53,085
|
44,980
|
|
Freddie Mac Gold Pool 2.5% 2/1/2052
|
787,247
|
656,966
|
|
Freddie Mac Gold Pool 2.5% 3/1/2033
|
17,419
|
16,755
|
|
Freddie Mac Gold Pool 2.5% 3/1/2052
|
494,761
|
412,883
|
|
Freddie Mac Gold Pool 2.5% 4/1/2042
|
143,163
|
127,284
|
|
Freddie Mac Gold Pool 2.5% 4/1/2051
|
399,054
|
331,643
|
|
Freddie Mac Gold Pool 2.5% 4/1/2052
|
446,331
|
372,886
|
|
Freddie Mac Gold Pool 2.5% 4/1/2052
|
107,983
|
91,395
|
|
Freddie Mac Gold Pool 2.5% 5/1/2051
|
638,262
|
533,833
|
|
Freddie Mac Gold Pool 2.5% 5/1/2051
|
102,034
|
86,488
|
|
Freddie Mac Gold Pool 2.5% 6/1/2050
|
79,796
|
66,989
|
|
Freddie Mac Gold Pool 2.5% 7/1/2050
|
155,969
|
130,938
|
|
Freddie Mac Gold Pool 2.5% 7/1/2051
|
683,768
|
571,252
|
|
Freddie Mac Gold Pool 2.5% 7/1/2051
|
404,052
|
337,944
|
|
Freddie Mac Gold Pool 2.5% 7/1/2052
|
213,646
|
177,556
|
|
Freddie Mac Gold Pool 2.5% 8/1/2035
|
72,540
|
68,613
|
|
Freddie Mac Gold Pool 2.5% 8/1/2051
|
647,214
|
540,713
|
|
Freddie Mac Gold Pool 2.5% 8/1/2051
|
138,447
|
115,103
|
|
Freddie Mac Gold Pool 2.5% 9/1/2035
|
67,919
|
64,200
|
|
Freddie Mac Gold Pool 2.5% 9/1/2050
|
486,911
|
407,854
|
|
Freddie Mac Gold Pool 2.5% 9/1/2051
|
201,089
|
168,000
|
|
Freddie Mac Gold Pool 3% 1/1/2033
|
46,475
|
45,247
|
|
Freddie Mac Gold Pool 3% 10/1/2043
|
75,203
|
68,850
|
|
Freddie Mac Gold Pool 3% 11/1/2026
|
5,723
|
5,671
|
|
Freddie Mac Gold Pool 3% 11/1/2049
|
107,462
|
94,374
|
|
Freddie Mac Gold Pool 3% 12/1/2034
|
27,992
|
27,024
|
|
Freddie Mac Gold Pool 3% 3/1/2045
|
15,442
|
13,967
|
|
Freddie Mac Gold Pool 3% 3/1/2052
|
48,568
|
42,220
|
|
Freddie Mac Gold Pool 3% 4/1/2045
|
20,226
|
18,279
|
|
Freddie Mac Gold Pool 3% 4/1/2049
|
93,887
|
82,775
|
|
Freddie Mac Gold Pool 3% 4/1/2050
|
40,812
|
35,982
|
|
Freddie Mac Gold Pool 3% 4/1/2051
|
427,488
|
374,355
|
|
Freddie Mac Gold Pool 3% 4/1/2052
|
280,255
|
243,670
|
|
Freddie Mac Gold Pool 3% 4/1/2052
|
124,999
|
108,369
|
|
Freddie Mac Gold Pool 3% 5/1/2029
|
17,433
|
17,199
|
|
Freddie Mac Gold Pool 3% 5/1/2052
|
314,784
|
272,905
|
|
Freddie Mac Gold Pool 3% 5/1/2052
|
98,543
|
85,432
|
|
Freddie Mac Gold Pool 3% 7/1/2038
|
246,328
|
235,578
|
|
Freddie Mac Gold Pool 3% 7/1/2045
|
5,464
|
4,932
|
|
Freddie Mac Gold Pool 3% 8/1/2049
|
130,941
|
115,116
|
|
Freddie Mac Gold Pool 3% 8/1/2052
|
995,277
|
878,415
|
|
Freddie Mac Gold Pool 3% 9/1/2034
|
1,359
|
1,314
|
|
Freddie Mac Gold Pool 3% 9/1/2051
|
271,213
|
235,173
|
|
Freddie Mac Gold Pool 3% 9/1/2051
|
24,736
|
21,453
|
|
Freddie Mac Gold Pool 3.5% 1/1/2050
|
210,960
|
192,673
|
|
Freddie Mac Gold Pool 3.5% 12/1/2033
|
17,729
|
17,468
|
|
Freddie Mac Gold Pool 3.5% 2/1/2034
|
10,160
|
10,001
|
|
Freddie Mac Gold Pool 3.5% 2/1/2043
|
20,631
|
19,461
|
|
Freddie Mac Gold Pool 3.5% 2/1/2047
|
155,971
|
144,157
|
|
Freddie Mac Gold Pool 3.5% 2/1/2048
|
80,657
|
74,341
|
|
Freddie Mac Gold Pool 3.5% 2/1/2048
|
6,702
|
6,177
|
|
Freddie Mac Gold Pool 3.5% 3/1/2048
|
57,090
|
52,744
|
|
Freddie Mac Gold Pool 3.5% 3/1/2050
|
232,831
|
215,486
|
|
Freddie Mac Gold Pool 3.5% 3/1/2051
|
201,356
|
183,272
|
|
Freddie Mac Gold Pool 3.5% 3/1/2055
|
172,612
|
156,139
|
|
Freddie Mac Gold Pool 3.5% 6/1/2034
|
17,854
|
17,507
|
|
Freddie Mac Gold Pool 3.5% 7/1/2046
|
124,715
|
116,321
|
|
Freddie Mac Gold Pool 3.5% 7/1/2049
|
78,078
|
71,383
|
|
Freddie Mac Gold Pool 3.5% 8/1/2046
|
70,376
|
65,217
|
|
Freddie Mac Gold Pool 3.5% 8/1/2052
|
419,334
|
379,610
|
|
Freddie Mac Gold Pool 3.5% 9/1/2033
|
17,154
|
16,901
|
|
Freddie Mac Gold Pool 3.5% 9/1/2042
|
29,092
|
27,428
|
|
Freddie Mac Gold Pool 3.5% 9/1/2052
|
928,601
|
839,472
|
|
Freddie Mac Gold Pool 3.5% 9/1/2052
|
126,830
|
114,815
|
|
Freddie Mac Gold Pool 4% 1/1/2041
|
24,408
|
23,795
|
|
Freddie Mac Gold Pool 4% 1/1/2041
|
12,019
|
11,717
|
|
Freddie Mac Gold Pool 4% 1/1/2044
|
14,728
|
14,201
|
|
Freddie Mac Gold Pool 4% 1/1/2047
|
77,900
|
74,583
|
|
Freddie Mac Gold Pool 4% 1/1/2055
|
174,234
|
162,636
|
|
Freddie Mac Gold Pool 4% 10/1/2034
|
13,726
|
13,754
|
|
Freddie Mac Gold Pool 4% 10/1/2042
|
5,274
|
5,117
|
|
Freddie Mac Gold Pool 4% 10/1/2048
|
149,130
|
141,196
|
|
Freddie Mac Gold Pool 4% 10/1/2050
|
122,618
|
115,711
|
|
Freddie Mac Gold Pool 4% 10/1/2051
|
95,950
|
90,283
|
|
Freddie Mac Gold Pool 4% 10/1/2052
|
89,774
|
84,297
|
|
Freddie Mac Gold Pool 4% 11/1/2036
|
27,775
|
27,265
|
|
Freddie Mac Gold Pool 4% 11/1/2037
|
64,878
|
64,000
|
|
Freddie Mac Gold Pool 4% 11/1/2048
|
4,183
|
3,971
|
|
Freddie Mac Gold Pool 4% 12/1/2040
|
12,976
|
12,650
|
|
Freddie Mac Gold Pool 4% 12/1/2049
|
80,410
|
76,056
|
|
Freddie Mac Gold Pool 4% 2/1/2034
|
18,920
|
18,959
|
|
Freddie Mac Gold Pool 4% 2/1/2041
|
15,930
|
15,536
|
|
Freddie Mac Gold Pool 4% 2/1/2041
|
4,300
|
4,185
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
21,517
|
20,783
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
9,558
|
9,313
|
|
Freddie Mac Gold Pool 4% 4/1/2049
|
146,759
|
139,868
|
|
Freddie Mac Gold Pool 4% 5/1/2045
|
4,412
|
4,281
|
|
Freddie Mac Gold Pool 4% 5/1/2048
|
7,931
|
7,536
|
|
Freddie Mac Gold Pool 4% 6/1/2047
|
394,417
|
372,729
|
|
Freddie Mac Gold Pool 4% 7/1/2042
|
4,321
|
4,211
|
|
Freddie Mac Gold Pool 4% 7/1/2045
|
20,323
|
19,785
|
|
Freddie Mac Gold Pool 4% 7/1/2049
|
40,862
|
38,675
|
|
Freddie Mac Gold Pool 4% 7/1/2052
|
638,317
|
598,571
|
|
Freddie Mac Gold Pool 4% 7/1/2052
|
33,333
|
31,257
|
|
Freddie Mac Gold Pool 4% 8/1/2038
|
95,381
|
93,702
|
|
Freddie Mac Gold Pool 4% 8/1/2049
|
67,612
|
63,993
|
|
Freddie Mac Gold Pool 4% 9/1/2040
|
4,017
|
3,918
|
|
Freddie Mac Gold Pool 4% 9/1/2045
|
34,520
|
33,103
|
|
Freddie Mac Gold Pool 4% 9/1/2048
|
139,954
|
132,766
|
|
Freddie Mac Gold Pool 4% 9/1/2048
|
68,909
|
65,286
|
|
Freddie Mac Gold Pool 4% 9/1/2048
|
47,716
|
45,207
|
|
Freddie Mac Gold Pool 4.5% 1/1/2049
|
8,422
|
8,219
|
|
Freddie Mac Gold Pool 4.5% 1/1/2050
|
46,800
|
45,598
|
|
Freddie Mac Gold Pool 4.5% 10/1/2048
|
23,743
|
23,208
|
|
Freddie Mac Gold Pool 4.5% 10/1/2052
|
376,267
|
363,551
|
|
Freddie Mac Gold Pool 4.5% 11/1/2040
|
303,101
|
302,825
|
|
Freddie Mac Gold Pool 4.5% 11/1/2049
|
42,440
|
41,377
|
|
Freddie Mac Gold Pool 4.5% 12/1/2048
|
15,355
|
14,985
|
|
Freddie Mac Gold Pool 4.5% 2/1/2053
|
83,765
|
81,143
|
|
Freddie Mac Gold Pool 4.5% 3/1/2049
|
46,371
|
45,253
|
|
Freddie Mac Gold Pool 4.5% 4/1/2050
|
57,270
|
55,800
|
|
Freddie Mac Gold Pool 4.5% 4/1/2053
|
84,672
|
81,705
|
|
Freddie Mac Gold Pool 4.5% 5/1/2049
|
10,798
|
10,537
|
|
Freddie Mac Gold Pool 4.5% 7/1/2041
|
27,352
|
27,308
|
|
Freddie Mac Gold Pool 4.5% 7/1/2048
|
32,691
|
31,954
|
|
Freddie Mac Gold Pool 4.5% 8/1/2048
|
83,702
|
81,867
|
|
Freddie Mac Gold Pool 4.5% 8/1/2048
|
55,135
|
53,892
|
|
Freddie Mac Gold Pool 4.5% 8/1/2052
|
401,480
|
388,289
|
|
Freddie Mac Gold Pool 4.5% 8/1/2053
|
166,951
|
161,048
|
|
Freddie Mac Gold Pool 4.5% 9/1/2048
|
8,831
|
8,643
|
|
Freddie Mac Gold Pool 4.5% 9/1/2052
|
91,493
|
88,401
|
|
Freddie Mac Gold Pool 4.5% 9/1/2054
|
147,924
|
142,359
|
|
Freddie Mac Gold Pool 5% 10/1/2053
|
98,578
|
97,611
|
|
Freddie Mac Gold Pool 5% 11/1/2052
|
90,767
|
90,161
|
|
Freddie Mac Gold Pool 5% 11/1/2054
|
630,886
|
622,337
|
|
Freddie Mac Gold Pool 5% 11/1/2054
|
174,515
|
172,150
|
|
Freddie Mac Gold Pool 5% 12/1/2048
|
25,267
|
25,462
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
167,577
|
167,139
|
|
Freddie Mac Gold Pool 5% 12/1/2053
|
241,274
|
241,398
|
|
Freddie Mac Gold Pool 5% 12/1/2053
|
97,534
|
96,395
|
|
Freddie Mac Gold Pool 5% 12/1/2054
|
292,508
|
288,545
|
|
Freddie Mac Gold Pool 5% 2/1/2049
|
5,012
|
5,052
|
|
Freddie Mac Gold Pool 5% 4/1/2039
|
71,971
|
72,754
|
|
Freddie Mac Gold Pool 5% 4/1/2040
|
231,193
|
234,053
|
|
Freddie Mac Gold Pool 5% 4/1/2053
|
341,914
|
338,670
|
|
Freddie Mac Gold Pool 5% 4/1/2053
|
167,830
|
167,234
|
|
Freddie Mac Gold Pool 5% 4/1/2053
|
86,805
|
85,805
|
|
Freddie Mac Gold Pool 5% 5/1/2050
|
14,646
|
14,685
|
|
Freddie Mac Gold Pool 5% 6/1/2053
|
171,686
|
170,004
|
|
Freddie Mac Gold Pool 5% 6/1/2053
|
85,482
|
84,644
|
|
Freddie Mac Gold Pool 5% 7/1/2054
|
94,356
|
93,136
|
|
Freddie Mac Gold Pool 5% 8/1/2052
|
137,865
|
136,652
|
|
Freddie Mac Gold Pool 5% 8/1/2055
|
91,689
|
90,898
|
|
Freddie Mac Gold Pool 5% 9/1/2052
|
237,040
|
235,236
|
|
Freddie Mac Gold Pool 5.5% 1/1/2040
|
205,998
|
210,652
|
|
Freddie Mac Gold Pool 5.5% 1/1/2053
|
58,053
|
58,609
|
|
Freddie Mac Gold Pool 5.5% 10/1/2054
|
196,395
|
199,744
|
|
Freddie Mac Gold Pool 5.5% 11/1/2053
|
429,223
|
432,920
|
|
Freddie Mac Gold Pool 5.5% 11/1/2054
|
264,458
|
266,075
|
|
Freddie Mac Gold Pool 5.5% 11/1/2054
|
143,942
|
146,846
|
|
Freddie Mac Gold Pool 5.5% 12/1/2052
|
179,903
|
182,127
|
|
Freddie Mac Gold Pool 5.5% 12/1/2054
|
195,869
|
197,067
|
|
Freddie Mac Gold Pool 5.5% 3/1/2053
|
316,436
|
320,052
|
|
Freddie Mac Gold Pool 5.5% 4/1/2053
|
166,237
|
168,032
|
|
Freddie Mac Gold Pool 5.5% 4/1/2054
|
172,532
|
173,910
|
|
Freddie Mac Gold Pool 5.5% 4/1/2055
|
218,694
|
220,031
|
|
Freddie Mac Gold Pool 5.5% 5/1/2055
|
249,538
|
251,064
|
|
Freddie Mac Gold Pool 5.5% 6/1/2049
|
36,870
|
37,971
|
|
Freddie Mac Gold Pool 5.5% 6/1/2054
|
97,042
|
97,693
|
|
Freddie Mac Gold Pool 5.5% 7/1/2053
|
191,211
|
192,918
|
|
Freddie Mac Gold Pool 5.5% 7/1/2054
|
536,680
|
544,657
|
|
Freddie Mac Gold Pool 5.5% 8/1/2053
|
89,825
|
90,599
|
|
Freddie Mac Gold Pool 5.5% 8/1/2053
|
85,514
|
86,278
|
|
Freddie Mac Gold Pool 5.5% 8/1/2055
|
74,673
|
75,130
|
|
Freddie Mac Gold Pool 5.5% 9/1/2053
|
154,799
|
157,874
|
|
Freddie Mac Gold Pool 6% 1/1/2053
|
233,988
|
240,037
|
|
Freddie Mac Gold Pool 6% 1/1/2053
|
148,949
|
152,963
|
|
Freddie Mac Gold Pool 6% 1/1/2055
|
296,053
|
302,552
|
|
Freddie Mac Gold Pool 6% 12/1/2052
|
454,004
|
466,240
|
|
Freddie Mac Gold Pool 6% 12/1/2053
|
178,918
|
184,954
|
|
Freddie Mac Gold Pool 6% 12/1/2053
|
153,214
|
156,912
|
|
Freddie Mac Gold Pool 6% 4/1/2054
|
325,930
|
337,974
|
|
Freddie Mac Gold Pool 6% 5/1/2054
|
439,568
|
456,498
|
|
Freddie Mac Gold Pool 6% 5/1/2054
|
422,999
|
432,549
|
|
Freddie Mac Gold Pool 6% 5/1/2055
|
24,079
|
24,608
|
|
Freddie Mac Gold Pool 6% 6/1/2053
|
152,339
|
156,255
|
|
Freddie Mac Gold Pool 6% 6/1/2054
|
89,054
|
91,045
|
|
Freddie Mac Gold Pool 6% 7/1/2055
|
250,001
|
255,499
|
|
Freddie Mac Gold Pool 6% 8/1/2054
|
519,675
|
531,246
|
|
Freddie Mac Gold Pool 6% 9/1/2054
|
151,470
|
154,843
|
|
Freddie Mac Gold Pool 6.5% 12/1/2053
|
96,258
|
100,847
|
|
Freddie Mac Gold Pool 6.5% 2/1/2054
|
542,902
|
563,155
|
|
Freddie Mac Gold Pool 6.5% 2/1/2054
|
180,140
|
188,433
|
|
Freddie Mac Gold Pool 6.5% 6/1/2054
|
188,295
|
198,214
|
|
Freddie Mac Gold Pool 6.5% 6/1/2054
|
93,928
|
99,082
|
|
Freddie Mac Gold Pool 6.5% 8/1/2053
|
68,504
|
71,107
|
|
Freddie Mac Gold Pool 6.5% 9/1/2053
|
423,103
|
439,178
|
|
Freddie Mac Gold Pool 6.5% 9/1/2054
|
111,614
|
117,773
|
|
Freddie Mac Gold Pool 7% 1/1/2054
|
27,014
|
28,535
|
|
Freddie Mac Manufactured Housing participation certificates 6% 4/1/2055
|
601,646
|
621,293
|
|
Freddie Mac Non Gold Pool 5% 7/1/2055
|
24,999
|
24,666
|
|
Freddie Mac Non Gold Pool 5.5% 4/1/2054
|
117,471
|
118,556
|
|
Freddie Mac Non Gold Pool 5.5% 8/1/2054
|
22,076
|
22,224
|
|
Freddie Mac Non Gold Pool 6% 2/1/2055
|
199,721
|
204,105
|
|
Freddie Mac Non Gold Pool 6.5% 8/1/2053
|
468,805
|
487,167
|
|
Ginnie Mae I Pool 2.5% 7/20/2052
|
85,736
|
73,094
|
|
Ginnie Mae I Pool 3% 10/20/2042
|
47,531
|
43,559
|
|
Ginnie Mae I Pool 3% 7/20/2052
|
231,203
|
205,121
|
|
Ginnie Mae I Pool 3% 9/20/2052
|
82,379
|
73,330
|
|
Ginnie Mae I Pool 3.5% 10/20/2052
|
249,343
|
227,573
|
|
Ginnie Mae I Pool 3.5% 11/20/2052
|
167,475
|
152,853
|
|
Ginnie Mae I Pool 3.5% 12/20/2052
|
175,797
|
160,338
|
|
Ginnie Mae I Pool 3.5% 7/20/2052
|
315,220
|
287,698
|
|
Ginnie Mae I Pool 4% 1/20/2053
|
164,437
|
154,725
|
|
Ginnie Mae I Pool 4% 10/20/2052
|
331,035
|
311,432
|
|
Ginnie Mae I Pool 4% 12/20/2052
|
43,372
|
40,817
|
|
Ginnie Mae I Pool 4% 3/20/2047
|
45,730
|
43,647
|
|
Ginnie Mae I Pool 4% 6/20/2053
|
86,386
|
81,392
|
|
Ginnie Mae I Pool 4% 7/20/2052
|
158,273
|
149,148
|
|
Ginnie Mae I Pool 4% 8/20/2052
|
159,416
|
150,225
|
|
Ginnie Mae I Pool 4.5% 10/20/2052
|
322,185
|
313,051
|
|
Ginnie Mae I Pool 4.5% 10/20/2054
|
121,140
|
116,882
|
|
Ginnie Mae I Pool 4.5% 2/20/2053
|
82,976
|
80,591
|
|
Ginnie Mae I Pool 4.5% 4/20/2053
|
88,220
|
85,547
|
|
Ginnie Mae I Pool 4.5% 7/20/2052
|
155,837
|
151,614
|
|
Ginnie Mae I Pool 4.5% 8/20/2052
|
78,283
|
76,113
|
|
Ginnie Mae I Pool 5% 10/20/2052
|
238,217
|
236,949
|
|
Ginnie Mae I Pool 5% 10/20/2054
|
387,709
|
383,828
|
|
Ginnie Mae I Pool 5% 12/20/2052
|
79,183
|
78,761
|
|
Ginnie Mae I Pool 5% 4/20/2053
|
247,290
|
245,896
|
|
Ginnie Mae I Pool 5% 9/20/2052
|
231,147
|
229,916
|
|
Ginnie Mae I Pool 5.5% 1/20/2053
|
70,667
|
71,572
|
|
Ginnie Mae I Pool 5.5% 10/20/2054
|
144,009
|
145,133
|
|
Ginnie Mae I Pool 5.5% 12/20/2052
|
213,002
|
215,730
|
|
Ginnie Mae I Pool 5.5% 2/20/2053
|
72,313
|
73,217
|
|
Ginnie Mae I Pool 5.5% 4/20/2053
|
38,563
|
39,044
|
|
Ginnie Mae I Pool 5.5% 5/20/2053
|
160,373
|
162,427
|
|
Ginnie Mae I Pool 5.5% 6/20/2053
|
197,486
|
199,953
|
|
Ginnie Mae I Pool 6% 12/20/2052
|
232,049
|
238,662
|
|
Ginnie Mae I Pool 6% 4/20/2053
|
62,391
|
64,091
|
|
Ginnie Mae I Pool 6.5% 12/20/2052
|
41,516
|
42,892
|
|
Ginnie Mae II Pool 1.5% 5/20/2051
|
35,789
|
28,095
|
|
Ginnie Mae II Pool 2% 1/20/2051
|
752,491
|
616,389
|
|
Ginnie Mae II Pool 2% 1/20/2052
|
53,523
|
43,834
|
|
Ginnie Mae II Pool 2% 11/20/2051
|
516,269
|
423,134
|
|
Ginnie Mae II Pool 2% 12/20/2050
|
1,479,197
|
1,211,309
|
|
Ginnie Mae II Pool 2% 12/20/2051
|
74,715
|
61,189
|
|
Ginnie Mae II Pool 2% 2/20/2051
|
538,853
|
441,391
|
|
Ginnie Mae II Pool 2% 2/20/2052
|
92,300
|
75,591
|
|
Ginnie Mae II Pool 2% 3/20/2051
|
862,421
|
706,436
|
|
Ginnie Mae II Pool 2% 3/20/2052
|
70,890
|
58,079
|
|
Ginnie Mae II Pool 2% 4/20/2051
|
482,929
|
395,582
|
|
Ginnie Mae II Pool 2% 4/20/2052
|
524,948
|
430,083
|
|
Ginnie Mae II Pool 2% 6/20/2051
|
312,356
|
255,763
|
|
Ginnie Mae II Pool 2% 7/20/2051
|
103,157
|
84,467
|
|
Ginnie Mae II Pool 2% 9/20/2050
|
96,893
|
79,398
|
|
Ginnie Mae II Pool 2.5% 1/20/2051
|
107,707
|
91,842
|
|
Ginnie Mae II Pool 2.5% 1/20/2052
|
49,604
|
42,266
|
|
Ginnie Mae II Pool 2.5% 10/20/2050
|
368,168
|
314,283
|
|
Ginnie Mae II Pool 2.5% 11/20/2050
|
164,772
|
140,656
|
|
Ginnie Mae II Pool 2.5% 11/20/2051
|
526,833
|
448,903
|
|
Ginnie Mae II Pool 2.5% 12/20/2049
|
79,876
|
68,360
|
|
Ginnie Mae II Pool 2.5% 12/20/2050
|
147,362
|
125,679
|
|
Ginnie Mae II Pool 2.5% 12/20/2051
|
135,561
|
115,508
|
|
Ginnie Mae II Pool 2.5% 2/20/2051
|
154,562
|
131,796
|
|
Ginnie Mae II Pool 2.5% 2/20/2052
|
460,828
|
392,734
|
|
Ginnie Mae II Pool 2.5% 3/20/2050
|
48,747
|
41,719
|
|
Ginnie Mae II Pool 2.5% 3/20/2051
|
57,551
|
49,074
|
|
Ginnie Mae II Pool 2.5% 4/20/2052
|
77,158
|
65,757
|
|
Ginnie Mae II Pool 2.5% 5/20/2050
|
123,088
|
105,189
|
|
Ginnie Mae II Pool 2.5% 5/20/2051
|
442,997
|
377,744
|
|
Ginnie Mae II Pool 2.5% 5/20/2052
|
765,211
|
652,139
|
|
Ginnie Mae II Pool 2.5% 6/20/2051
|
141,623
|
120,674
|
|
Ginnie Mae II Pool 2.5% 7/20/2051
|
1,179,179
|
1,004,752
|
|
Ginnie Mae II Pool 2.5% 8/20/2050
|
163,999
|
140,013
|
|
Ginnie Mae II Pool 2.5% 8/20/2051
|
372,616
|
317,498
|
|
Ginnie Mae II Pool 2.5% 9/20/2050
|
375,495
|
320,538
|
|
Ginnie Mae II Pool 2.5% 9/20/2051
|
141,393
|
120,478
|
|
Ginnie Mae II Pool 3% 1/20/2043
|
2,957
|
2,708
|
|
Ginnie Mae II Pool 3% 1/20/2050
|
229,289
|
203,727
|
|
Ginnie Mae II Pool 3% 10/20/2050
|
234,242
|
208,055
|
|
Ginnie Mae II Pool 3% 11/20/2047
|
16,094
|
14,405
|
|
Ginnie Mae II Pool 3% 11/20/2049
|
60,625
|
53,866
|
|
Ginnie Mae II Pool 3% 11/20/2051
|
42,246
|
37,467
|
|
Ginnie Mae II Pool 3% 11/20/2053
|
78,584
|
70,198
|
|
Ginnie Mae II Pool 3% 11/20/2054
|
98,725
|
87,495
|
|
Ginnie Mae II Pool 3% 12/20/2047
|
96,543
|
86,414
|
|
Ginnie Mae II Pool 3% 12/20/2049
|
76,136
|
67,648
|
|
Ginnie Mae II Pool 3% 12/20/2051
|
48,052
|
42,601
|
|
Ginnie Mae II Pool 3% 12/20/2054
|
95,386
|
84,573
|
|
Ginnie Mae II Pool 3% 2/20/2046
|
65,095
|
58,489
|
|
Ginnie Mae II Pool 3% 2/20/2050
|
75,248
|
66,859
|
|
Ginnie Mae II Pool 3% 2/20/2051
|
179,849
|
159,686
|
|
Ginnie Mae II Pool 3% 3/20/2043
|
3,033
|
2,775
|
|
Ginnie Mae II Pool 3% 3/20/2048
|
31,241
|
27,963
|
|
Ginnie Mae II Pool 3% 3/20/2052
|
262,834
|
232,937
|
|
Ginnie Mae II Pool 3% 4/20/2048
|
36,751
|
32,895
|
|
Ginnie Mae II Pool 3% 4/20/2050
|
156,577
|
139,121
|
|
Ginnie Mae II Pool 3% 4/20/2051
|
30,917
|
27,442
|
|
Ginnie Mae II Pool 3% 4/20/2052
|
485,266
|
430,068
|
|
Ginnie Mae II Pool 3% 5/20/2052
|
529,111
|
468,925
|
|
Ginnie Mae II Pool 3% 6/20/2050
|
85,318
|
75,780
|
|
Ginnie Mae II Pool 3% 6/20/2052
|
367,368
|
325,580
|
|
Ginnie Mae II Pool 3% 7/20/2042
|
4,021
|
3,688
|
|
Ginnie Mae II Pool 3% 7/20/2046
|
29,339
|
26,352
|
|
Ginnie Mae II Pool 3% 7/20/2049
|
52,762
|
47,077
|
|
Ginnie Mae II Pool 3% 7/20/2050
|
49,471
|
43,940
|
|
Ginnie Mae II Pool 3% 8/20/2043
|
3,285
|
2,999
|
|
Ginnie Mae II Pool 3% 8/20/2046
|
147,083
|
132,111
|
|
Ginnie Mae II Pool 3% 8/20/2050
|
52,495
|
46,626
|
|
Ginnie Mae II Pool 3% 8/20/2051
|
286,618
|
254,217
|
|
Ginnie Mae II Pool 3.5% 1/20/2048
|
50,492
|
46,644
|
|
Ginnie Mae II Pool 3.5% 1/20/2050
|
206,395
|
190,019
|
|
Ginnie Mae II Pool 3.5% 10/1/2055 (f)
|
625,000
|
567,343
|
|
Ginnie Mae II Pool 3.5% 10/20/2047
|
3,290
|
3,040
|
|
Ginnie Mae II Pool 3.5% 10/20/2048
|
12,064
|
11,130
|
|
Ginnie Mae II Pool 3.5% 11/20/2050
|
8,624
|
7,940
|
|
Ginnie Mae II Pool 3.5% 12/20/2049
|
31,975
|
29,438
|
|
Ginnie Mae II Pool 3.5% 2/20/2046
|
100,439
|
93,192
|
|
Ginnie Mae II Pool 3.5% 2/20/2047
|
8,047
|
7,451
|
|
Ginnie Mae II Pool 3.5% 2/20/2048
|
15,243
|
14,082
|
|
Ginnie Mae II Pool 3.5% 2/20/2049
|
98,330
|
90,805
|
|
Ginnie Mae II Pool 3.5% 2/20/2051
|
194,334
|
178,915
|
|
Ginnie Mae II Pool 3.5% 3/20/2048
|
55,920
|
51,658
|
|
Ginnie Mae II Pool 3.5% 3/20/2049
|
66,829
|
61,610
|
|
Ginnie Mae II Pool 3.5% 3/20/2050
|
228,771
|
210,620
|
|
Ginnie Mae II Pool 3.5% 3/20/2051
|
208,235
|
191,713
|
|
Ginnie Mae II Pool 3.5% 4/20/2046
|
76,164
|
70,668
|
|
Ginnie Mae II Pool 3.5% 4/20/2049
|
10,952
|
10,093
|
|
Ginnie Mae II Pool 3.5% 5/20/2046
|
36,601
|
33,960
|
|
Ginnie Mae II Pool 3.5% 5/20/2051
|
28,905
|
26,539
|
|
Ginnie Mae II Pool 3.5% 5/20/2052
|
154,469
|
141,078
|
|
Ginnie Mae II Pool 3.5% 5/20/2054
|
88,167
|
80,738
|
|
Ginnie Mae II Pool 3.5% 6/20/2048
|
34,547
|
31,914
|
|
Ginnie Mae II Pool 3.5% 6/20/2049
|
2,784
|
2,565
|
|
Ginnie Mae II Pool 3.5% 7/20/2049
|
19,087
|
17,584
|
|
Ginnie Mae II Pool 3.5% 8/20/2048
|
10,746
|
9,923
|
|
Ginnie Mae II Pool 3.5% 8/20/2049
|
6,778
|
6,244
|
|
Ginnie Mae II Pool 3.5% 9/1/2055 (f)
|
1,250,000
|
1,137,664
|
|
Ginnie Mae II Pool 3.5% 9/20/2049
|
13,235
|
12,193
|
|
Ginnie Mae II Pool 4% 1/20/2049
|
28,261
|
26,841
|
|
Ginnie Mae II Pool 4% 10/20/2048
|
20,566
|
19,533
|
|
Ginnie Mae II Pool 4% 10/20/2049
|
27,555
|
26,120
|
|
Ginnie Mae II Pool 4% 11/20/2049
|
31,414
|
29,719
|
|
Ginnie Mae II Pool 4% 12/20/2047
|
13,217
|
12,591
|
|
Ginnie Mae II Pool 4% 12/20/2049
|
38,753
|
36,734
|
|
Ginnie Mae II Pool 4% 12/20/2050
|
39,184
|
37,020
|
|
Ginnie Mae II Pool 4% 2/20/2050
|
49,098
|
46,539
|
|
Ginnie Mae II Pool 4% 3/20/2050
|
166,220
|
157,558
|
|
Ginnie Mae II Pool 4% 4/20/2047
|
17,461
|
16,666
|
|
Ginnie Mae II Pool 4% 4/20/2049
|
18,532
|
17,566
|
|
Ginnie Mae II Pool 4% 4/20/2050
|
22,033
|
20,843
|
|
Ginnie Mae II Pool 4% 5/20/2048
|
36,916
|
35,119
|
|
Ginnie Mae II Pool 4% 5/20/2050
|
24,609
|
23,327
|
|
Ginnie Mae II Pool 4% 5/20/2054
|
216,885
|
202,669
|
|
Ginnie Mae II Pool 4% 6/20/2048
|
9,836
|
9,357
|
|
Ginnie Mae II Pool 4% 6/20/2051
|
53,659
|
50,863
|
|
Ginnie Mae II Pool 4% 6/20/2055
|
324,998
|
303,062
|
|
Ginnie Mae II Pool 4% 8/20/2048
|
40,581
|
38,543
|
|
Ginnie Mae II Pool 4% 8/20/2055
|
149,985
|
139,861
|
|
Ginnie Mae II Pool 4.5% 1/20/2049
|
84,479
|
82,843
|
|
Ginnie Mae II Pool 4.5% 1/20/2055
|
270,499
|
260,465
|
|
Ginnie Mae II Pool 4.5% 10/20/2053
|
91,969
|
89,118
|
|
Ginnie Mae II Pool 4.5% 11/20/2048
|
16,619
|
16,313
|
|
Ginnie Mae II Pool 4.5% 11/20/2054
|
97,433
|
93,887
|
|
Ginnie Mae II Pool 4.5% 12/20/2049
|
12,824
|
12,576
|
|
Ginnie Mae II Pool 4.5% 12/20/2050
|
53,061
|
51,983
|
|
Ginnie Mae II Pool 4.5% 12/20/2053
|
93,943
|
90,759
|
|
Ginnie Mae II Pool 4.5% 2/20/2049
|
8,546
|
8,373
|
|
Ginnie Mae II Pool 4.5% 2/20/2050
|
69,911
|
68,557
|
|
Ginnie Mae II Pool 4.5% 2/20/2055
|
98,832
|
95,166
|
|
Ginnie Mae II Pool 4.5% 3/20/2055
|
74,285
|
71,529
|
|
Ginnie Mae II Pool 4.5% 4/20/2049
|
10,268
|
10,069
|
|
Ginnie Mae II Pool 4.5% 4/20/2050
|
21,456
|
20,993
|
|
Ginnie Mae II Pool 4.5% 4/20/2051
|
52,381
|
51,416
|
|
Ginnie Mae II Pool 4.5% 4/20/2055
|
150,000
|
144,435
|
|
Ginnie Mae II Pool 4.5% 5/20/2049
|
15,766
|
15,446
|
|
Ginnie Mae II Pool 4.5% 5/20/2054
|
96,189
|
92,688
|
|
Ginnie Mae II Pool 4.5% 6/20/2054
|
169,366
|
163,189
|
|
Ginnie Mae II Pool 4.5% 7/20/2053
|
88,839
|
86,092
|
|
Ginnie Mae II Pool 4.5% 7/20/2055
|
74,857
|
72,080
|
|
Ginnie Mae II Pool 4.5% 8/20/2048
|
41,989
|
41,255
|
|
Ginnie Mae II Pool 4.5% 9/20/2049
|
16,133
|
15,835
|
|
Ginnie Mae II Pool 5% 1/20/2055
|
220,856
|
218,559
|
|
Ginnie Mae II Pool 5% 10/20/2048
|
7,866
|
7,920
|
|
Ginnie Mae II Pool 5% 11/20/2049
|
25,563
|
25,802
|
|
Ginnie Mae II Pool 5% 11/20/2053
|
90,675
|
90,051
|
|
Ginnie Mae II Pool 5% 11/20/2054
|
291,600
|
288,658
|
|
Ginnie Mae II Pool 5% 12/20/2047
|
12,464
|
12,639
|
|
Ginnie Mae II Pool 5% 12/20/2054
|
146,894
|
145,367
|
|
Ginnie Mae II Pool 5% 2/20/2055
|
172,352
|
170,559
|
|
Ginnie Mae II Pool 5% 3/20/2049
|
7,973
|
8,023
|
|
Ginnie Mae II Pool 5% 3/20/2050
|
16,177
|
16,374
|
|
Ginnie Mae II Pool 5% 4/20/2055
|
148,737
|
147,190
|
|
Ginnie Mae II Pool 5% 5/20/2054
|
93,858
|
92,999
|
|
Ginnie Mae II Pool 5% 6/20/2048
|
25,857
|
26,075
|
|
Ginnie Mae II Pool 5% 6/20/2054
|
95,062
|
94,162
|
|
Ginnie Mae II Pool 5% 6/20/2055
|
174,263
|
172,451
|
|
Ginnie Mae II Pool 5% 7/20/2048
|
7,310
|
7,365
|
|
Ginnie Mae II Pool 5% 7/20/2053
|
172,664
|
171,691
|
|
Ginnie Mae II Pool 5% 7/20/2055
|
324,676
|
321,299
|
|
Ginnie Mae II Pool 5% 8/20/2053
|
87,783
|
87,289
|
|
Ginnie Mae II Pool 5% 9/20/2053
|
87,234
|
86,742
|
|
Ginnie Mae II Pool 5.5% 1/20/2055
|
269,792
|
271,920
|
|
Ginnie Mae II Pool 5.5% 10/20/2053
|
165,251
|
167,316
|
|
Ginnie Mae II Pool 5.5% 12/20/2048
|
8,423
|
8,696
|
|
Ginnie Mae II Pool 5.5% 2/20/2054
|
227,575
|
229,920
|
|
Ginnie Mae II Pool 5.5% 3/20/2055
|
248,450
|
250,409
|
|
Ginnie Mae II Pool 5.5% 5/20/2055
|
498,447
|
502,377
|
|
Ginnie Mae II Pool 5.5% 6/20/2055
|
349,113
|
351,866
|
|
Ginnie Mae II Pool 5.5% 7/20/2054
|
229,611
|
231,475
|
|
Ginnie Mae II Pool 5.5% 7/20/2055
|
598,490
|
603,209
|
|
Ginnie Mae II Pool 5.5% 8/20/2054
|
231,444
|
233,323
|
|
Ginnie Mae II Pool 5.5% 9/20/2053
|
156,800
|
158,759
|
|
Ginnie Mae II Pool 6% 1/20/2055
|
340,625
|
347,591
|
|
Ginnie Mae II Pool 6% 10/1/2055 (f)
|
825,000
|
840,688
|
|
Ginnie Mae II Pool 6% 12/20/2054
|
672,304
|
685,527
|
|
Ginnie Mae II Pool 6% 9/1/2055 (f)
|
1,650,000
|
1,682,922
|
|
Ginnie Mae II Pool 6.5% 3/20/2055
|
371,752
|
382,910
|
|
Ginnie Mae II Pool 6.5% 5/20/2055
|
173,844
|
179,062
|
|
Ginnie Mae II Pool 6.5% 7/20/2053
|
96,293
|
99,386
|
|
Ginnie Mae II Pool 6.5% 7/20/2054
|
193,669
|
199,225
|
|
Uniform Mortgage Backed Securities 2% 9/1/2055 (f)
|
1,300,000
|
1,032,180
|
|
Uniform Mortgage Backed Securities 2.5% 9/1/2055 (f)
|
400,000
|
332,078
|
|
Uniform Mortgage Backed Securities 3% 9/1/2055 (f)
|
75,000
|
64,979
|
|
Uniform Mortgage Backed Securities 3.5% 10/1/2055 (f)
|
900,000
|
812,848
|
|
Uniform Mortgage Backed Securities 3.5% 9/1/2040 (f)
|
50,000
|
48,409
|
|
Uniform Mortgage Backed Securities 3.5% 9/1/2055 (f)
|
1,400,000
|
1,264,977
|
|
Uniform Mortgage Backed Securities 4% 9/1/2055 (f)
|
150,000
|
139,998
|
|
Uniform Mortgage Backed Securities 4.5% 9/1/2040 (f)
|
250,000
|
249,463
|
|
Uniform Mortgage Backed Securities 4.5% 9/1/2055 (f)
|
100,000
|
96,188
|
|
Uniform Mortgage Backed Securities 5% 9/1/2040 (f)
|
175,000
|
176,812
|
|
Uniform Mortgage Backed Securities 5% 9/1/2055 (f)
|
125,000
|
123,276
|
|
Uniform Mortgage Backed Securities 5.5% 9/1/2040 (f)
|
125,000
|
127,764
|
|
Uniform Mortgage Backed Securities 5.5% 9/1/2055 (f)
|
550,000
|
553,223
|
|
Uniform Mortgage Backed Securities 6% 10/1/2055 (f)
|
125,000
|
127,607
|
|
Uniform Mortgage Backed Securities 6% 9/1/2055 (f)
|
1,900,000
|
1,941,266
|
|
Uniform Mortgage Backed Securities 6.5% 9/1/2055 (f)
|
900,000
|
932,590
|
|
Uniform Mortgage Backed Securities 7% 9/1/2055 (f)
|
400,000
|
420,784
|
|
TOTAL UNITED STATES
|
145,956,013
|
||
|
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
(Cost $154,092,693)
|
145,956,013
|
||
U.S. Government Agency Obligations - 0.1%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.1%
|
|||
Financials - 0.1%
|
|||
Financial Services - 0.1%
|
|||
Fannie Mae 0.75% 10/8/2027
|
125,000
|
117,787
|
|
Fannie Mae 0.875% 8/5/2030
|
83,000
|
72,542
|
|
Fannie Mae 6.625% 11/15/2030
|
229,000
|
259,734
|
|
Freddie Mac Non Gold Pool 6.25% 7/15/2032
|
130,000
|
148,015
|
|
|
TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS
(Cost $648,816)
|
598,078
|
||
U.S. Treasury Obligations - 45.1%
|
||||
Yield (%) (g)
|
Principal
Amount (a)
|
Value ($)
|
||
US Treasury Bonds 1.125% 8/15/2040
|
1.35 to 1.88
|
775,000
|
477,109
|
|
US Treasury Bonds 1.375% 11/15/2040
|
1.65 to 1.92
|
599,000
|
381,746
|
|
US Treasury Bonds 1.375% 8/15/2050
|
1.93
|
189,000
|
91,311
|
|
US Treasury Bonds 1.625% 11/15/2050
|
1.57 to 1.95
|
1,086,000
|
560,308
|
|
US Treasury Bonds 1.75% 8/15/2041
|
2.01 to 3.46
|
1,262,000
|
835,976
|
|
US Treasury Bonds 1.875% 11/15/2051
|
2.29 to 3.21
|
439,000
|
238,912
|
|
US Treasury Bonds 1.875% 2/15/2041
|
2.25
|
209,000
|
143,630
|
|
US Treasury Bonds 1.875% 2/15/2051
|
2.30 to 2.31
|
96,000
|
52,811
|
|
US Treasury Bonds 2% 11/15/2041
|
1.88 to 3.34
|
1,046,000
|
717,205
|
|
US Treasury Bonds 2% 2/15/2050
|
1.71
|
45,000
|
25,977
|
|
US Treasury Bonds 2% 8/15/2051
|
2.04
|
579,000
|
326,773
|
|
US Treasury Bonds 2.25% 2/15/2052
|
2.49
|
100,000
|
59,777
|
|
US Treasury Bonds 2.25% 5/15/2041
|
2.63 to 3.29
|
1,321,000
|
957,261
|
|
US Treasury Bonds 2.25% 8/15/2046
|
3.03
|
6,000
|
3,887
|
|
US Treasury Bonds 2.25% 8/15/2049
|
2.22 to 2.31
|
34,000
|
20,982
|
|
US Treasury Bonds 2.375% 11/15/2049
|
2.39
|
1,000
|
632
|
|
US Treasury Bonds 2.375% 2/15/2042
|
3.61
|
1,650,000
|
1,193,210
|
|
US Treasury Bonds 2.375% 5/15/2051
|
2.05 to 2.97
|
842,000
|
523,191
|
|
US Treasury Bonds 2.5% 2/15/2046
|
2.33 to 3.07
|
89,000
|
61,031
|
|
US Treasury Bonds 2.5% 5/15/2046
|
2.54 to 2.91
|
83,000
|
56,745
|
|
US Treasury Bonds 2.75% 11/15/2042
|
2.83
|
4,000
|
3,023
|
|
US Treasury Bonds 2.75% 11/15/2047
|
2.15 to 3.08
|
23,000
|
16,151
|
|
US Treasury Bonds 2.75% 8/15/2042
|
3.22
|
41,000
|
31,147
|
|
US Treasury Bonds 2.875% 5/15/2049
|
2.62
|
12,000
|
8,486
|
|
US Treasury Bonds 2.875% 5/15/2052
|
3.07 to 4.29
|
2,450,000
|
1,689,447
|
|
US Treasury Bonds 2.875% 8/15/2045
|
1.81
|
95,000
|
70,252
|
|
US Treasury Bonds 3% 11/15/2044
|
3.38
|
7,000
|
5,341
|
|
US Treasury Bonds 3% 11/15/2045
|
3.36
|
8,000
|
6,033
|
|
US Treasury Bonds 3% 2/15/2048
|
3.02
|
4,000
|
2,934
|
|
US Treasury Bonds 3% 2/15/2049
|
3.09
|
20,000
|
14,527
|
|
US Treasury Bonds 3% 5/15/2042
|
3.12
|
13,000
|
10,312
|
|
US Treasury Bonds 3% 5/15/2045
|
2.32 to 3.03
|
121,000
|
91,733
|
|
US Treasury Bonds 3% 5/15/2047
|
2.95
|
17,000
|
12,589
|
|
US Treasury Bonds 3% 8/15/2048
|
3.20 to 3.39
|
28,000
|
20,433
|
|
US Treasury Bonds 3% 8/15/2052
|
3.29 to 4.15
|
2,260,000
|
1,598,244
|
|
US Treasury Bonds 3.125% 11/15/2041
|
2.06
|
75,000
|
61,140
|
|
US Treasury Bonds 3.125% 2/15/2043
|
2.40 to 2.87
|
125,000
|
99,692
|
|
US Treasury Bonds 3.125% 5/15/2048
|
2.75 to 3.09
|
57,000
|
42,681
|
|
US Treasury Bonds 3.125% 8/15/2044
|
3.05 to 3.09
|
238,000
|
185,993
|
|
US Treasury Bonds 3.25% 5/15/2042
|
3.28 to 4.49
|
665,000
|
546,833
|
|
US Treasury Bonds 3.375% 11/15/2048
|
3.03 to 3.25
|
32,000
|
24,971
|
|
US Treasury Bonds 3.375% 5/15/2044
|
2.54 to 3.16
|
198,000
|
161,331
|
|
US Treasury Bonds 3.375% 8/15/2042
|
4.43
|
390,000
|
325,284
|
|
US Treasury Bonds 3.625% 2/15/2053
|
3.96
|
400,000
|
320,172
|
|
US Treasury Bonds 3.625% 5/15/2053
|
4.01 to 4.40
|
100,000
|
79,957
|
|
US Treasury Bonds 3.625% 8/15/2043
|
3.34 to 3.45
|
47,000
|
40,086
|
|
US Treasury Bonds 3.75% 11/15/2043
|
3.16
|
39,000
|
33,767
|
|
US Treasury Bonds 3.75% 8/15/2041
|
2.43 to 3.39
|
48,000
|
42,780
|
|
US Treasury Bonds 3.875% 2/15/2043
|
3.81 to 4.59
|
2,320,000
|
2,061,447
|
|
US Treasury Bonds 3.875% 5/15/2043
|
4.01 to 4.57
|
650,000
|
575,897
|
|
US Treasury Bonds 3.875% 8/15/2040
|
2.34
|
20,000
|
18,320
|
|
US Treasury Bonds 4% 11/15/2042
|
3.69 to 3.97
|
1,920,000
|
1,739,325
|
|
US Treasury Bonds 4% 11/15/2052
|
3.92 to 3.97
|
645,000
|
553,541
|
|
US Treasury Bonds 4.125% 8/15/2044
|
4.18 to 4.70
|
4,010,000
|
3,642,678
|
|
US Treasury Bonds 4.125% 8/15/2053
|
4.20 to 5.03
|
1,500,000
|
1,313,730
|
|
US Treasury Bonds 4.25% 2/15/2054
|
4.34 to 4.78
|
5,043,000
|
4,511,909
|
|
US Treasury Bonds 4.25% 8/15/2054
|
4.11 to 4.52
|
2,860,000
|
2,558,806
|
|
US Treasury Bonds 4.375% 11/15/2039
|
2.41
|
24,000
|
23,444
|
|
US Treasury Bonds 4.375% 5/15/2040
|
2.77
|
45,000
|
43,784
|
|
US Treasury Bonds 4.375% 8/15/2043
|
4.39 to 5.20
|
2,570,000
|
2,430,055
|
|
US Treasury Bonds 4.5% 11/15/2054
|
4.37 to 4.80
|
1,690,000
|
1,577,575
|
|
US Treasury Bonds 4.5% 2/15/2036
|
3.21
|
1,000
|
1,026
|
|
US Treasury Bonds 4.5% 2/15/2044
|
4.36 to 4.93
|
3,050,000
|
2,923,473
|
|
US Treasury Bonds 4.5% 5/15/2038
|
2.94
|
45,000
|
45,464
|
|
US Treasury Bonds 4.625% 11/15/2044
|
4.86 to 4.92
|
930,000
|
902,173
|
|
US Treasury Bonds 4.625% 2/15/2055
|
4.47 to 4.85
|
2,430,000
|
2,316,094
|
|
US Treasury Bonds 4.625% 5/15/2044
|
4.50 to 4.71
|
2,080,000
|
2,023,288
|
|
US Treasury Bonds 4.625% 5/15/2054
|
4.34 to 4.63
|
1,700,000
|
1,619,582
|
|
US Treasury Bonds 4.75% 11/15/2043
|
4.20 to 4.74
|
2,520,000
|
2,496,670
|
|
US Treasury Bonds 4.75% 5/15/2055
|
4.80 to 4.99
|
3,200,000
|
3,113,000
|
|
US Treasury Bonds 4.75% 8/15/2045
|
4.74
|
360,000
|
360,394
|
|
US Treasury Bonds 4.75% 8/15/2055
|
4.90 to 4.92
|
940,000
|
914,738
|
|
US Treasury Bonds 5% 5/15/2037
|
2.92
|
10,000
|
10,625
|
|
US Treasury Bonds 5% 5/15/2045
|
4.80 to 5.05
|
4,810,000
|
4,890,417
|
|
US Treasury Notes 0.375% 7/31/2027
|
0.42 to 0.48
|
1,248,000
|
1,173,607
|
|
US Treasury Notes 0.5% 10/31/2027
|
0.64
|
64,000
|
59,890
|
|
US Treasury Notes 0.5% 5/31/2027
|
0.44 to 0.70
|
1,548,000
|
1,466,065
|
|
US Treasury Notes 0.5% 6/30/2027
|
0.39 to 0.66
|
1,571,000
|
1,484,350
|
|
US Treasury Notes 0.5% 8/31/2027
|
1.19
|
309,000
|
290,581
|
|
US Treasury Notes 0.625% 11/30/2027
|
0.62 to 0.78
|
509,000
|
476,690
|
|
US Treasury Notes 0.625% 12/31/2027
|
0.76
|
338,000
|
315,687
|
|
US Treasury Notes 0.625% 3/31/2027
|
0.38 to 0.60
|
808,000
|
770,346
|
|
US Treasury Notes 0.625% 5/15/2030
|
1.69
|
75,000
|
65,177
|
|
US Treasury Notes 0.625% 8/15/2030
|
0.71
|
204,000
|
175,799
|
|
US Treasury Notes 0.75% 1/31/2028
|
0.93 to 0.94
|
263,000
|
245,823
|
|
US Treasury Notes 0.75% 4/30/2026
|
0.81
|
1,041,000
|
1,019,135
|
|
US Treasury Notes 0.875% 9/30/2026
|
1.12 to 1.19
|
1,510,000
|
1,463,107
|
|
US Treasury Notes 1% 7/31/2028
|
1.13
|
2,000
|
1,857
|
|
US Treasury Notes 1.125% 2/15/2031
|
1.63
|
2,000
|
1,746
|
|
US Treasury Notes 1.125% 2/28/2027
|
0.73
|
1,000
|
962
|
|
US Treasury Notes 1.125% 2/29/2028
|
1.28
|
1,000
|
941
|
|
US Treasury Notes 1.125% 8/31/2028
|
1.13
|
10,000
|
9,305
|
|
US Treasury Notes 1.25% 12/31/2026
|
2.17
|
225,000
|
217,714
|
|
US Treasury Notes 1.25% 3/31/2028
|
1.30
|
13,000
|
12,257
|
|
US Treasury Notes 1.25% 4/30/2028
|
1.25 to 1.26
|
659,000
|
620,258
|
|
US Treasury Notes 1.25% 6/30/2028
|
0.99
|
262,000
|
245,676
|
|
US Treasury Notes 1.25% 8/15/2031
|
3.20
|
259,000
|
223,802
|
|
US Treasury Notes 1.25% 9/30/2028
|
1.56
|
5,000
|
4,660
|
|
US Treasury Notes 1.375% 10/31/2028
|
1.39 to 1.81
|
410,000
|
383,014
|
|
US Treasury Notes 1.375% 12/31/2028
|
1.56 to 1.76
|
995,000
|
926,283
|
|
US Treasury Notes 1.375% 8/31/2026
|
0.54 to 1.64
|
695,000
|
678,217
|
|
US Treasury Notes 1.5% 1/31/2027
|
3.03
|
173,000
|
167,682
|
|
US Treasury Notes 1.5% 11/30/2028
|
1.92 to 2.37
|
2,379,000
|
2,227,432
|
|
US Treasury Notes 1.625% 10/31/2026
|
1.70 to 1.82
|
215,000
|
209,692
|
|
US Treasury Notes 1.625% 8/15/2029
|
0.81 to 1.92
|
176,000
|
163,384
|
|
US Treasury Notes 1.625% 9/30/2026
|
0.40
|
93,000
|
90,846
|
|
US Treasury Notes 1.75% 1/31/2029
|
2.89 to 2.94
|
465,000
|
437,518
|
|
US Treasury Notes 1.875% 2/28/2027
|
2.85
|
160,000
|
155,731
|
|
US Treasury Notes 1.875% 2/28/2029
|
3.26
|
25,000
|
23,588
|
|
US Treasury Notes 1.875% 7/31/2026
|
1.42 to 1.61
|
238,000
|
233,727
|
|
US Treasury Notes 2% 11/15/2026
|
2.85
|
110,000
|
107,684
|
|
US Treasury Notes 2.25% 11/15/2027
|
2.08 to 2.47
|
100,000
|
97,137
|
|
US Treasury Notes 2.25% 2/15/2027
|
3.09 to 3.14
|
134,000
|
131,221
|
|
US Treasury Notes 2.25% 8/15/2027
|
3.05
|
35,000
|
34,089
|
|
US Treasury Notes 2.375% 5/15/2027
|
3.19
|
22,000
|
21,533
|
|
US Treasury Notes 2.375% 5/15/2029
|
2.12
|
16,000
|
15,316
|
|
US Treasury Notes 2.625% 2/15/2029
|
2.56
|
57,000
|
55,196
|
|
US Treasury Notes 2.625% 5/31/2027
|
2.84 to 3.07
|
670,000
|
658,170
|
|
US Treasury Notes 2.625% 7/31/2029
|
3.15
|
735,000
|
708,184
|
|
US Treasury Notes 2.75% 2/15/2028
|
1.53 to 3.13
|
492,000
|
482,333
|
|
US Treasury Notes 2.75% 7/31/2027
|
2.70 to 3.18
|
1,095,000
|
1,076,907
|
|
US Treasury Notes 2.75% 8/15/2032
|
4.05
|
436,000
|
404,816
|
|
US Treasury Notes 2.875% 11/30/2025
|
2.67
|
31,000
|
30,902
|
|
US Treasury Notes 2.875% 5/15/2028
|
1.90 to 2.72
|
323,000
|
317,057
|
|
US Treasury Notes 2.875% 5/15/2032
|
3.02 to 4.06
|
265,000
|
248,914
|
|
US Treasury Notes 2.875% 8/15/2028
|
3.23
|
61,000
|
59,787
|
|
US Treasury Notes 3% 10/31/2025
|
2.60
|
74,000
|
73,838
|
|
US Treasury Notes 3.125% 11/15/2028
|
1.80 to 1.83
|
155,000
|
152,790
|
|
US Treasury Notes 3.125% 8/31/2027
|
3.33 to 3.92
|
2,265,000
|
2,243,323
|
|
US Treasury Notes 3.125% 8/31/2029
|
3.34 to 3.86
|
925,000
|
907,656
|
|
US Treasury Notes 3.25% 6/30/2027
|
2.86 to 3.05
|
670,000
|
665,315
|
|
US Treasury Notes 3.25% 6/30/2029
|
2.70 to 3.08
|
640,000
|
631,375
|
|
US Treasury Notes 3.375% 5/15/2033
|
3.86
|
440,000
|
421,730
|
|
US Treasury Notes 3.375% 9/15/2027
|
3.44 to 3.92
|
1,160,000
|
1,154,563
|
|
US Treasury Notes 3.5% 1/31/2030
|
3.61 to 4.07
|
900,000
|
893,988
|
|
US Treasury Notes 3.5% 2/15/2033
|
3.97
|
640,000
|
620,350
|
|
US Treasury Notes 3.5% 4/30/2028
|
4.02 to 4.06
|
1,040,000
|
1,037,536
|
|
US Treasury Notes 3.5% 4/30/2030
|
3.71 to 3.88
|
780,000
|
773,998
|
|
US Treasury Notes 3.5% 9/30/2029
|
3.57 to 3.91
|
1,290,000
|
1,283,096
|
|
US Treasury Notes 3.625% 3/31/2028
|
3.51 to 3.58
|
1,030,000
|
1,030,885
|
|
US Treasury Notes 3.625% 3/31/2030
|
3.88
|
180,000
|
179,606
|
|
US Treasury Notes 3.625% 5/15/2026
|
4.21 to 4.53
|
1,120,000
|
1,117,585
|
|
US Treasury Notes 3.625% 5/31/2028
|
4.03 to 4.14
|
550,000
|
550,451
|
|
US Treasury Notes 3.625% 8/15/2028
|
3.58
|
3,620,000
|
3,624,808
|
|
US Treasury Notes 3.625% 8/31/2029
|
3.71
|
1,110,000
|
1,109,480
|
|
US Treasury Notes 3.625% 8/31/2030
|
3.69
|
1,540,000
|
1,535,308
|
|
US Treasury Notes 3.625% 9/30/2031
|
3.66 to 3.98
|
1,390,000
|
1,374,363
|
|
US Treasury Notes 3.75% 12/31/2028
|
3.84 to 4.06
|
840,000
|
843,773
|
|
US Treasury Notes 3.75% 12/31/2030
|
4.02 to 4.11
|
1,270,000
|
1,270,446
|
|
US Treasury Notes 3.75% 4/15/2028
|
3.58 to 3.80
|
3,400,000
|
3,413,016
|
|
US Treasury Notes 3.75% 5/15/2028
|
3.83 to 4.02
|
8,930,000
|
8,967,076
|
|
US Treasury Notes 3.75% 5/31/2030
|
3.98
|
1,520,000
|
1,524,038
|
|
US Treasury Notes 3.75% 6/30/2030
|
4.39
|
140,000
|
140,377
|
|
US Treasury Notes 3.75% 8/31/2031
|
3.59 to 3.65
|
860,000
|
856,607
|
|
US Treasury Notes 3.875% 10/15/2027
|
4.08 to 4.16
|
3,660,000
|
3,678,443
|
|
US Treasury Notes 3.875% 11/30/2027
|
4.01
|
5,000
|
5,027
|
|
US Treasury Notes 3.875% 11/30/2029
|
3.57 to 3.90
|
1,850,000
|
1,865,754
|
|
US Treasury Notes 3.875% 12/31/2027
|
3.93
|
450,000
|
452,718
|
|
US Treasury Notes 3.875% 12/31/2029
|
3.45 to 3.75
|
840,000
|
847,252
|
|
US Treasury Notes 3.875% 3/15/2028
|
3.68 to 4.03
|
5,040,000
|
5,075,831
|
|
US Treasury Notes 3.875% 4/30/2030
|
3.72
|
550,000
|
554,662
|
|
US Treasury Notes 3.875% 6/15/2028
|
3.68 to 3.88
|
6,390,000
|
6,439,423
|
|
US Treasury Notes 3.875% 6/30/2030
|
3.79 to 3.83
|
1,390,000
|
1,401,402
|
|
US Treasury Notes 3.875% 7/15/2028
|
3.88
|
4,050,000
|
4,081,324
|
|
US Treasury Notes 3.875% 7/31/2030
|
3.95
|
950,000
|
957,645
|
|
US Treasury Notes 3.875% 8/15/2033
|
4.65 to 4.88
|
1,050,000
|
1,039,008
|
|
US Treasury Notes 3.875% 8/15/2034
|
3.92 to 4.28
|
2,100,000
|
2,058,984
|
|
US Treasury Notes 4% 1/15/2027
|
4.01 to 4.16
|
1,770,000
|
1,775,462
|
|
US Treasury Notes 4% 1/31/2029
|
3.87 to 4.25
|
1,960,000
|
1,984,577
|
|
US Treasury Notes 4% 1/31/2031
|
3.91 to 4.29
|
1,680,000
|
1,699,950
|
|
US Treasury Notes 4% 10/31/2029
|
3.60 to 4.14
|
2,710,000
|
2,746,627
|
|
US Treasury Notes 4% 12/15/2027
|
4.20 to 4.36
|
7,570,000
|
7,637,298
|
|
US Treasury Notes 4% 2/15/2034
|
4.19 to 4.69
|
2,320,000
|
2,306,406
|
|
US Treasury Notes 4% 2/28/2030
|
3.49 to 4.00
|
1,990,000
|
2,017,907
|
|
US Treasury Notes 4% 2/29/2028
|
3.53
|
720,000
|
726,919
|
|
US Treasury Notes 4% 3/31/2030
|
3.95
|
400,000
|
405,484
|
|
US Treasury Notes 4% 4/30/2032
|
3.93 to 4.29
|
3,300,000
|
3,319,078
|
|
US Treasury Notes 4% 5/31/2030
|
3.95 to 4.12
|
4,420,000
|
4,481,293
|
|
US Treasury Notes 4% 6/30/2032
|
3.99
|
920,000
|
924,744
|
|
US Treasury Notes 4% 7/31/2030
|
4.07 to 4.35
|
680,000
|
688,952
|
|
US Treasury Notes 4% 7/31/2032
|
3.92 to 4.03
|
3,750,000
|
3,766,992
|
|
US Treasury Notes 4.125% 10/31/2027
|
3.66 to 4.24
|
1,765,000
|
1,783,408
|
|
US Treasury Notes 4.125% 10/31/2029
|
4.15
|
1,580,000
|
1,608,576
|
|
US Treasury Notes 4.125% 10/31/2031
|
4.13 to 4.24
|
3,180,000
|
3,228,570
|
|
US Treasury Notes 4.125% 11/15/2027
|
4.10 to 4.27
|
3,910,000
|
3,951,544
|
|
US Treasury Notes 4.125% 11/15/2032
|
3.62 to 3.95
|
1,385,000
|
1,400,473
|
|
US Treasury Notes 4.125% 11/30/2029
|
4.03 to 4.28
|
2,080,000
|
2,118,106
|
|
US Treasury Notes 4.125% 11/30/2031
|
4.12 to 4.51
|
1,910,000
|
1,938,352
|
|
US Treasury Notes 4.125% 2/29/2032
|
4.10 to 4.12
|
2,550,000
|
2,585,361
|
|
US Treasury Notes 4.125% 3/31/2029
|
4.20 to 4.33
|
1,510,000
|
1,535,658
|
|
US Treasury Notes 4.125% 3/31/2031
|
4.33 to 4.72
|
1,500,000
|
1,526,484
|
|
US Treasury Notes 4.125% 3/31/2032
|
3.88 to 4.08
|
1,270,000
|
1,287,115
|
|
US Treasury Notes 4.125% 5/31/2032
|
3.99 to 4.31
|
3,170,000
|
3,209,961
|
|
US Treasury Notes 4.125% 7/31/2028
|
4.18 to 4.42
|
1,180,000
|
1,197,331
|
|
US Treasury Notes 4.125% 7/31/2031
|
3.68 to 4.10
|
4,540,000
|
4,614,415
|
|
US Treasury Notes 4.125% 8/31/2030
|
4.35 to 4.63
|
1,790,000
|
1,823,632
|
|
US Treasury Notes 4.125% 9/30/2027
|
3.94 to 4.28
|
1,175,000
|
1,186,842
|
|
US Treasury Notes 4.25% 1/15/2028
|
4.24
|
1,240,000
|
1,257,970
|
|
US Treasury Notes 4.25% 1/31/2026
|
4.22
|
140,000
|
140,057
|
|
US Treasury Notes 4.25% 1/31/2030
|
4.33
|
440,000
|
450,364
|
|
US Treasury Notes 4.25% 11/15/2034
|
4.55 to 4.60
|
1,640,000
|
1,650,763
|
|
US Treasury Notes 4.25% 2/15/2028
|
3.96 to 4.04
|
4,520,000
|
4,588,768
|
|
US Treasury Notes 4.25% 2/28/2029
|
4.26 to 4.30
|
1,350,000
|
1,378,213
|
|
US Treasury Notes 4.25% 2/28/2031
|
4.10 to 4.31
|
2,930,000
|
3,000,618
|
|
US Treasury Notes 4.25% 5/15/2035
|
4.27 to 4.51
|
4,080,000
|
4,092,750
|
|
US Treasury Notes 4.25% 6/30/2029
|
4.16 to 4.34
|
1,140,000
|
1,165,144
|
|
US Treasury Notes 4.25% 6/30/2031
|
4.23
|
300,000
|
306,926
|
|
US Treasury Notes 4.25% 8/15/2035
|
4.22
|
1,100,000
|
1,102,234
|
|
US Treasury Notes 4.375% 1/31/2032
|
4.44
|
1,160,000
|
1,192,444
|
|
US Treasury Notes 4.375% 11/30/2028
|
4.29
|
290,000
|
296,820
|
|
US Treasury Notes 4.375% 11/30/2030
|
3.91 to 4.36
|
1,370,000
|
1,411,368
|
|
US Treasury Notes 4.375% 12/15/2026
|
4.01 to 4.13
|
2,210,000
|
2,226,230
|
|
US Treasury Notes 4.375% 12/31/2029
|
4.41
|
240,000
|
246,797
|
|
US Treasury Notes 4.375% 5/15/2034
|
4.49
|
700,000
|
713,672
|
|
US Treasury Notes 4.375% 7/15/2027
|
4.20
|
760,000
|
769,819
|
|
US Treasury Notes 4.375% 8/15/2026
|
4.55 to 4.70
|
1,140,000
|
1,145,175
|
|
US Treasury Notes 4.5% 11/15/2025
|
4.22
|
60,000
|
60,027
|
|
US Treasury Notes 4.5% 11/15/2033
|
3.91 to 4.45
|
2,640,000
|
2,722,294
|
|
US Treasury Notes 4.5% 12/31/2031
|
4.49 to 4.52
|
1,310,000
|
1,356,362
|
|
US Treasury Notes 4.5% 4/15/2027
|
4.87
|
20,000
|
20,249
|
|
US Treasury Notes 4.5% 5/15/2027
|
4.67
|
1,530,000
|
1,550,380
|
|
US Treasury Notes 4.625% 10/15/2026
|
4.90
|
590,000
|
595,116
|
|
US Treasury Notes 4.625% 11/15/2026
|
4.32 to 4.78
|
4,620,000
|
4,663,493
|
|
US Treasury Notes 4.625% 2/15/2035
|
4.20 to 4.31
|
2,770,000
|
2,864,786
|
|
US Treasury Notes 4.625% 4/30/2029
|
4.72
|
590,000
|
610,143
|
|
US Treasury Notes 4.625% 4/30/2031
|
4.70
|
750,000
|
781,904
|
|
US Treasury Notes 4.625% 5/31/2031
|
4.22 to 4.49
|
2,800,000
|
2,918,672
|
|
US Treasury Notes 4.625% 6/15/2027
|
4.52
|
10,000
|
10,164
|
|
US Treasury Notes 4.625% 9/15/2026
|
4.79
|
90,000
|
90,708
|
|
US Treasury Notes 4.625% 9/30/2028
|
4.60 to 4.61
|
1,030,000
|
1,060,779
|
|
US Treasury Notes 4.625% 9/30/2030
|
4.65 to 4.84
|
970,000
|
1,010,391
|
|
US Treasury Notes 4.75% 2/15/2045
|
4.59 to 4.92
|
2,980,000
|
2,935,766
|
|
US Treasury Notes 4.875% 10/31/2028
|
4.44 to 4.82
|
2,540,000
|
2,635,945
|
|
US Treasury Notes 4.875% 10/31/2030
|
4.47 to 4.89
|
800,000
|
842,750
|
|
US Treasury Notes 5% 9/30/2025
|
5.05
|
100,000
|
100,041
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $271,038,449)
|
265,731,532
|
|||
Money Market Funds - 0.9%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (h)
(Cost $5,307,595)
|
4.36
|
5,306,534
|
5,307,595
|
|
|
TOTAL INVESTMENT IN SECURITIES - 101.0%
(Cost $615,603,649)
|
594,464,107
|
NET OTHER ASSETS (LIABILITIES) - (1.0)%
|
(5,770,637)
|
NET ASSETS - 100.0%
|
588,693,470
|
TBA Sale Commitments
|
||
Principal
Amount (a)
|
Value ($)
|
|
U.S. Government Agency - Mortgage Securities
|
||
Ginnie Mae II Pool 3.5% 9/1/2055
|
(1,250,000)
|
(1,137,664)
|
Ginnie Mae II Pool 6% 9/1/2055
|
(1,300,000)
|
(1,325,939)
|
Uniform Mortgage Backed Securities 2.5% 9/1/2055
|
(600,000)
|
(498,117)
|
Uniform Mortgage Backed Securities 3.5% 9/1/2055
|
(900,000)
|
(813,199)
|
Uniform Mortgage Backed Securities 5% 9/1/2040
|
(175,000)
|
(176,812)
|
Uniform Mortgage Backed Securities 6% 9/1/2055
|
(250,000)
|
(255,430)
|
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
|
(4,207,161)
|
|
TOTAL TBA SALE COMMITMENTS
(Proceeds $4,185,374)
|
(4,207,161)
|
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(c)
|
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $1,175,754 or 0.2% of net assets.
|
(d)
|
Security initially issued in zero coupon form which converts to coupon form at a specified rate and date. The rate shown is the rate at period end.
|
(e)
|
Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.
|
(f)
|
Security or a portion of the security purchased on a delayed delivery or when-issued basis.
|
(g)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(h)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
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
|
8,503,522
|
132,375,747
|
135,571,674
|
185,252
|
-
|
-
|
5,307,595
|
5,306,534
|
0.0%
|
Total
|
8,503,522
|
132,375,747
|
135,571,674
|
185,252
|
-
|
-
|
5,307,595
|
||
Valuation Inputs at Reporting Date:
|
||||
Description
|
Total ($)
|
Level 1 ($)
|
Level 2 ($)
|
Level 3 ($)
|
Investments in Securities:
|
||||
Asset-Backed Securities
|
1,592,202
|
-
|
1,592,202
|
-
|
Bank Notes
|
||||
Financials
|
265,772
|
-
|
265,772
|
-
|
Commercial Mortgage Securities
|
6,337,677
|
-
|
6,337,677
|
-
|
Foreign Government and Government Agency Obligations
|
10,969,115
|
-
|
10,969,115
|
-
|
Non-Convertible Corporate Bonds
|
||||
Communication Services
|
12,647,982
|
-
|
12,647,982
|
-
|
Consumer Discretionary
|
9,935,476
|
-
|
9,935,476
|
-
|
Consumer Staples
|
6,676,969
|
-
|
6,676,969
|
-
|
Energy
|
6,072,578
|
-
|
6,072,578
|
-
|
Financials
|
66,997,094
|
-
|
66,997,094
|
-
|
Health Care
|
18,878,265
|
-
|
18,878,265
|
-
|
Industrials
|
7,299,099
|
-
|
7,299,099
|
-
|
Information Technology
|
14,395,728
|
-
|
14,395,728
|
-
|
Materials
|
4,028,260
|
-
|
4,028,260
|
-
|
Real Estate
|
5,558,610
|
-
|
5,558,610
|
-
|
Utilities
|
5,216,062
|
-
|
5,216,062
|
-
|
U.S. Government Agency - Mortgage Securities
|
145,956,013
|
-
|
145,956,013
|
-
|
U.S. Government Agency Obligations
|
||||
Financials
|
598,078
|
-
|
598,078
|
-
|
U.S. Treasury Obligations
|
265,731,532
|
-
|
265,731,532
|
-
|
Money Market Funds
|
5,307,595
|
5,307,595
|
-
|
-
|
Total Investments in Securities:
|
594,464,107
|
5,307,595
|
589,156,512
|
-
|
Other Financial Instruments:
|
||||
TBA Sale Commitments
|
(4,207,161)
|
-
|
(4,207,161)
|
-
|
Total Other Financial Instruments:
|
(4,207,161)
|
-
|
(4,207,161)
|
-
|
Statement of Assets and Liabilities
|
||||
As of August 31, 2025
|
||||
Assets
|
||||
Investment in securities, at value - See accompanying schedule:
|
||||
Unaffiliated issuers (cost $610,296,054)
|
$
|
589,156,512
|
||
Fidelity Central Funds (cost $5,307,595)
|
5,307,595
|
|||
Total Investment in Securities (cost $615,603,649)
|
$
|
594,464,107
|
||
Receivable for investments sold
|
||||
Regular delivery
|
11,340,289
|
|||
Delayed delivery
|
254,727
|
|||
Receivable for TBA sale commitments
|
4,185,374
|
|||
Receivable for fund shares sold
|
259,234
|
|||
Interest receivable
|
4,948,890
|
|||
Distributions receivable from Fidelity Central Funds
|
10,744
|
|||
Other receivables
|
40
|
|||
Total assets
|
615,463,405
|
|||
Liabilities
|
||||
Payable for investments purchased
|
||||
Regular delivery
|
$
|
9,475,592
|
||
Delayed delivery
|
12,702,503
|
|||
TBA sale commitments, at value
|
4,207,161
|
|||
Payable for fund shares redeemed
|
210,509
|
|||
Distributions payable
|
125,686
|
|||
Accrued management fee
|
48,484
|
|||
Total liabilities
|
26,769,935
|
|||
Net Assets
|
$
|
588,693,470
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
621,669,066
|
||
Total accumulated earnings (loss)
|
(32,975,596)
|
|||
Net Assets
|
$
|
588,693,470
|
||
Net Asset Value, offering price and redemption price per share ($588,693,470 ÷ 62,995,159 shares)
|
$
|
9.35
|
||
Statement of Operations
|
||||
|
Year ended August 31, 2025
|
||||
Investment Income
|
||||
Interest
|
$
|
20,735,908
|
||
Income from Fidelity Central Funds
|
185,252
|
|||
Total income
|
20,921,160
|
|||
Expenses
|
||||
Management fee
|
$
|
514,470
|
||
Independent trustees' fees and expenses
|
1,251
|
|||
Total expenses before reductions
|
515,721
|
|||
Expense reductions
|
(5,193)
|
|||
Total expenses after reductions
|
510,528
|
|||
Net Investment income (loss)
|
20,410,632
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
(3,051,753)
|
|||
Total net realized gain (loss)
|
(3,051,753)
|
|||
Change in net unrealized appreciation (depreciation) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
(261,031)
|
|||
TBA sale commitments
|
(31,858)
|
|||
Total change in net unrealized appreciation (depreciation)
|
(292,889)
|
|||
Net gain (loss)
|
(3,344,642)
|
|||
Net increase (decrease) in net assets resulting from operations
|
$
|
17,065,990
|
||
Statement of Changes in Net Assets
|
||||
Year ended
August 31, 2025
|
Year ended
August 31, 2024
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
20,410,632
|
$
|
13,892,659
|
Net realized gain (loss)
|
(3,051,753)
|
(3,148,479)
|
||
Change in net unrealized appreciation (depreciation)
|
(292,889)
|
16,734,861
|
||
Net increase (decrease) in net assets resulting from operations
|
17,065,990
|
27,479,041
|
||
Distributions to shareholders
|
(19,167,823)
|
(12,836,632)
|
||
Share transactions
|
||||
Proceeds from sales of shares
|
250,301,186
|
212,186,610
|
||
Reinvestment of distributions
|
17,783,520
|
11,802,944
|
||
Cost of shares redeemed
|
(135,504,985)
|
(106,570,575)
|
||
Net increase (decrease) in net assets resulting from share transactions
|
132,579,721
|
117,418,979
|
||
Total increase (decrease) in net assets
|
130,477,888
|
132,061,388
|
||
Net Assets
|
||||
Beginning of period
|
458,215,582
|
326,154,194
|
||
End of period
|
$
|
588,693,470
|
$
|
458,215,582
|
Other Information
|
||||
Shares
|
||||
Sold
|
27,023,514
|
23,252,443
|
||
Issued in reinvestment of distributions
|
1,915,951
|
1,293,351
|
||
Redeemed
|
(14,636,853)
|
(11,750,026)
|
||
Net increase (decrease)
|
14,302,612
|
12,795,768
|
||
Fidelity® Sustainability Bond Index Fund |
Years ended August 31,
|
2025
|
2024
|
2023
|
2022
|
2021
|
|||||
Selected Per-Share Data
|
||||||||||
Net asset value, beginning of period
|
$
|
9.41
|
$
|
9.09
|
$
|
9.45
|
$
|
10.85
|
$
|
11.11
|
Income from Investment Operations
|
||||||||||
Net investment income (loss) A,B
|
.367
|
.333
|
.267
|
.174
|
.144
|
|||||
Net realized and unrealized gain (loss)
|
(.083)
|
.294
|
(.383)
|
(1.401)
|
(.207)
|
|||||
Total from investment operations
|
.284
|
.627
|
(.116)
|
(1.227)
|
(.063)
|
|||||
Distributions from net investment income
|
(.344)
|
(.307)
|
(.244)
|
(.165)
|
(.148)
|
|||||
Distributions from net realized gain
|
-
|
-
|
-
|
(.008)
|
(.049)
|
|||||
Total distributions
|
(.344)
|
(.307)
|
(.244)
|
(.173)
|
(.197)
|
|||||
Net asset value, end of period
|
$
|
9.35
|
$
|
9.41
|
$
|
9.09
|
$
|
9.45
|
$
|
10.85
|
Total Return C
|
3.11 % |
7.06%
|
(1.23)%
|
(11.40)%
|
(.56)%
|
|||||
Ratios to Average Net Assets B,D,E
|
||||||||||
Expenses before reductions
|
.10%
|
.10%
|
.10%
|
.10%
|
.10%
|
|||||
Expenses net of fee waivers, if any
|
.10 % |
.10%
|
.10%
|
.10%
|
.10%
|
|||||
Expenses net of all reductions, if any
|
.10%
|
.10%
|
.10%
|
.10%
|
.10%
|
|||||
Net investment income (loss)
|
3.97%
|
3.66%
|
2.90%
|
1.72%
|
1.32%
|
|||||
Supplemental Data
|
||||||||||
Net assets, end of period (000 omitted)
|
$
|
588,693
|
$
|
458,216
|
$
|
326,154
|
$
|
298,196
|
$
|
240,618
|
Portfolio turnover rate F
|
70 % |
55%
|
55%
|
65%
|
97%
|
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
|
$6,868,571
|
Gross unrealized depreciation
|
(26,377,299)
|
Net unrealized appreciation (depreciation)
|
$(19,508,728)
|
Tax Cost
|
$613,951,048
|
Undistributed ordinary income
|
$412,237
|
Capital loss carryforward
|
$(13,879,104)
|
Net unrealized appreciation (depreciation) on securities and other investments
|
$(19,508,728)
|
Short-term
|
$(4,540,196)
|
Long-term
|
(9,338,908)
|
Total capital loss carryforward
|
$(13,879,104)
|
August 31, 2025
|
August 31, 2024
|
|
Ordinary Income
|
$19,167,823
|
$ 12,836,632
|
Total
|
$19,167,823
|
$ 12,836,632
|
Purchases ($)
|
Sales ($)
|
|
Fidelity Sustainability Bond Index Fund
|
209,937,922
|
179,400,517
|
 |
Contents
Bank Notes - 0.5%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.5%
|
|||
Financials - 0.5%
|
|||
Banks - 0.4%
|
|||
Citibank NA 5.488% 12/4/2026
|
510,000
|
518,092
|
|
Fifth Third Bank OH 2.25% 2/1/2027
|
250,000
|
243,414
|
|
Fifth Third Bank OH 3.85% 3/15/2026
|
420,000
|
418,645
|
|
KeyBank NA/Cleveland OH 5.85% 11/15/2027
|
930,000
|
959,256
|
|
KeyBank NA/Cleveland OH 6.95% 2/1/2028
|
390,000
|
411,530
|
|
Morgan Stanley Bank NA 4.952% 1/14/2028 (b)
|
2,160,000
|
2,179,972
|
|
Morgan Stanley Bank NA 4.968% 7/14/2028 (b)
|
4,680,000
|
4,745,042
|
|
Morgan Stanley Bank NA 5.504% 5/26/2028 (b)
|
1,280,000
|
1,308,420
|
|
PNC Bank NA 2.7% 10/22/2029
|
430,000
|
404,575
|
|
PNC Bank NA 3.25% 1/22/2028
|
640,000
|
629,977
|
|
Truist Bank 4.42% 7/24/2028 (b)
|
1,000,000
|
1,003,006
|
|
Truist Bank 5 year U.S. Treasury Index + 1.15%, 4.632% 9/17/2029 (b)(c)
|
1,270,000
|
1,272,448
|
|
Wells Fargo Bank NA 5.45% 8/7/2026
|
1,000,000
|
1,010,503
|
|
15,104,880
|
|||
Capital Markets - 0.1%
|
|||
Goldman Sachs Bank USA 5.283% 3/18/2027 (b)
|
1,810,000
|
1,818,246
|
|
TOTAL FINANCIALS
|
16,923,126
|
||
|
TOTAL BANK NOTES
(Cost $16,736,200)
|
16,923,126
|
||
Foreign Government and Government Agency Obligations - 0.9%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
CANADA - 0.5%
|
|||
Export Development Canada 3% 5/25/2027
|
2,350,000
|
2,319,528
|
|
Province of British Columbia 2.25% 6/2/2026
|
800,000
|
789,968
|
|
Province of British Columbia 4.9% 4/24/2029
|
1,500,000
|
1,557,225
|
|
Province of Ontario 2.5% 4/27/2026
|
3,690,000
|
3,653,654
|
|
Province of Ontario 4.7% 1/15/2030
|
3,000,000
|
3,104,610
|
|
Province of Quebec 2.5% 4/20/2026
|
1,250,000
|
1,238,063
|
|
Province of Quebec 2.75% 4/12/2027
|
1,000,000
|
982,910
|
|
TOTAL CANADA
|
13,645,958
|
||
CHILE - 0.0%
|
|||
Chilean Republic 2.75% 1/31/2027
|
760,000
|
747,080
|
|
Chilean Republic 3.24% 2/6/2028
|
400,000
|
392,000
|
|
TOTAL CHILE
|
1,139,080
|
||
INDONESIA - 0.1%
|
|||
Indonesia Government 3.5% 1/11/2028
|
1,000,000
|
986,900
|
|
Indonesia Government 5.25% 1/15/2030
|
1,000,000
|
1,038,930
|
|
TOTAL INDONESIA
|
2,025,830
|
||
ISRAEL - 0.1%
|
|||
Israel Government 5.375% 2/19/2030
|
1,000,000
|
1,026,060
|
|
Israel Government 5.375% 3/12/2029
|
700,000
|
718,204
|
|
TOTAL ISRAEL
|
1,744,264
|
||
ITALY - 0.0%
|
|||
Italian Republic 1.25% 2/17/2026
|
910,000
|
897,640
|
|
KOREA (SOUTH) - 0.0%
|
|||
Korean Republic 4.5% 7/3/2029
|
1,500,000
|
1,537,052
|
|
Korean Republic 5.625% 11/3/2025
|
120,000
|
120,281
|
|
TOTAL KOREA (SOUTH)
|
1,657,333
|
||
MEXICO - 0.1%
|
|||
United Mexican States 4.15% 3/28/2027
|
470,000
|
468,531
|
|
United Mexican States 5.4% 2/9/2028
|
1,250,000
|
1,278,625
|
|
United Mexican States 6% 5/13/2030
|
1,000,000
|
1,045,500
|
|
TOTAL MEXICO
|
2,792,656
|
||
PHILIPPINES - 0.0%
|
|||
Philippine Republic 5.17% 10/13/2027
|
1,000,000
|
1,019,880
|
|
POLAND - 0.1%
|
|||
Republic of Poland 3.25% 4/6/2026
|
1,850,000
|
1,837,679
|
|
Republic of Poland 4.625% 3/18/2029
|
500,000
|
508,760
|
|
Republic of Poland 4.875% 2/12/2030
|
800,000
|
820,800
|
|
TOTAL POLAND
|
3,167,239
|
||
URUGUAY - 0.0%
|
|||
Uruguay Republic 4.375% 10/27/2027
|
600,000
|
603,600
|
|
|
TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
(Cost $28,362,988)
|
28,693,480
|
||
Non-Convertible Corporate Bonds - 28.3%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
AUSTRALIA - 0.3%
|
|||
Financials - 0.2%
|
|||
Banks - 0.2%
|
|||
National Australia Bank Ltd/New York 3.905% 6/9/2027 (d)
|
1,140,000
|
1,139,694
|
|
National Australia Bank Ltd/New York 4.787% 1/10/2029
|
280,000
|
286,860
|
|
National Australia Bank Ltd/New York 4.9% 6/13/2028 (d)
|
440,000
|
451,027
|
|
Westpac Banking Corp 3.35% 3/8/2027
|
360,000
|
356,996
|
|
Westpac Banking Corp 3.4% 1/25/2028
|
1,110,000
|
1,098,027
|
|
Westpac Banking Corp 4.043% 8/26/2027
|
560,000
|
561,305
|
|
Westpac Banking Corp 4.11% 7/24/2034 (b)
|
310,000
|
303,416
|
|
Westpac Banking Corp 4.322% 11/23/2031 (b)
|
930,000
|
926,513
|
|
Westpac Banking Corp 4.354% 7/1/2030
|
130,000
|
131,445
|
|
Westpac Banking Corp 5.05% 4/16/2029
|
590,000
|
611,037
|
|
Westpac Banking Corp 5.457% 11/18/2027
|
420,000
|
433,509
|
|
Westpac Banking Corp 5.535% 11/17/2028
|
310,000
|
325,010
|
|
6,624,839
|
|||
Materials - 0.1%
|
|||
Metals & Mining - 0.1%
|
|||
BHP Billiton Finance USA Ltd 4.75% 2/28/2028
|
440,000
|
447,899
|
|
BHP Billiton Finance USA Ltd 5% 2/21/2030
|
120,000
|
123,890
|
|
BHP Billiton Finance USA Ltd 5.1% 9/8/2028
|
470,000
|
484,067
|
|
Rio Tinto Finance USA Ltd 7.125% 7/15/2028
|
400,000
|
433,026
|
|
Rio Tinto Finance USA PLC 4.875% 3/14/2030
|
620,000
|
635,678
|
|
2,124,560
|
|||
TOTAL AUSTRALIA
|
8,749,399
|
||
BELGIUM - 0.0%
|
|||
Consumer Staples - 0.0%
|
|||
Beverages - 0.0%
|
|||
Anheuser-Busch InBev Worldwide Inc 3.5% 6/1/2030
|
1,000,000
|
973,185
|
|
BRAZIL - 0.0%
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
Vale Overseas Ltd 3.75% 7/8/2030
|
500,000
|
474,950
|
|
Paper & Forest Products - 0.0%
|
|||
Suzano Austria GmbH 2.5% 9/15/2028
|
700,000
|
653,844
|
|
Suzano Austria GmbH 6% 1/15/2029
|
650,000
|
668,681
|
|
1,322,525
|
|||
TOTAL BRAZIL
|
1,797,475
|
||
CANADA - 1.1%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
TELUS Corp 3.7% 9/15/2027
|
320,000
|
316,935
|
|
Wireless Telecommunication Services - 0.0%
|
|||
Rogers Communications Inc 3.2% 3/15/2027
|
580,000
|
570,679
|
|
Rogers Communications Inc 5% 2/15/2029
|
580,000
|
592,352
|
|
1,163,031
|
|||
TOTAL COMMUNICATION SERVICES
|
1,479,966
|
||
Consumer Discretionary - 0.0%
|
|||
Automobile Components - 0.0%
|
|||
Magna International Inc 4.15% 10/1/2025
|
360,000
|
359,860
|
|
Energy - 0.2%
|
|||
Oil, Gas & Consumable Fuels - 0.2%
|
|||
Canadian Natural Resources Ltd 3.85% 6/1/2027
|
590,000
|
585,561
|
|
Canadian Natural Resources Ltd 5% 12/15/2029 (e)
|
250,000
|
254,834
|
|
Enbridge Inc 1.6% 10/4/2026
|
500,000
|
485,973
|
|
Enbridge Inc 3.7% 7/15/2027
|
330,000
|
327,114
|
|
Enbridge Inc 5.3% 4/5/2029
|
600,000
|
619,306
|
|
Enbridge Inc 7.375% 3/15/2055 (b)
|
290,000
|
304,656
|
|
South Bow USA Infrastructure Holdings LLC 5.026% 10/1/2029
|
550,000
|
556,867
|
|
TransCanada PipeLines Ltd 4.25% 5/15/2028
|
490,000
|
490,303
|
|
TransCanada PipeLines Ltd 4.875% 1/15/2026
|
340,000
|
339,998
|
|
3,964,612
|
|||
Financials - 0.9%
|
|||
Banks - 0.9%
|
|||
Bank of Montreal 0.949% 1/22/2027 (b)
|
100,000
|
98,609
|
|
Bank of Montreal 1.25% 9/15/2026
|
750,000
|
728,271
|
|
Bank of Montreal 3.803% 12/15/2032 (b)
|
600,000
|
588,082
|
|
Bank of Montreal 4.64% 9/10/2030 (b)
|
370,000
|
375,068
|
|
Bank of Montreal 4.7% 9/14/2027
|
1,690,000
|
1,709,358
|
|
Bank of Montreal 5.717% 9/25/2028
|
140,000
|
146,264
|
|
Bank of Nova Scotia/The 1.3% 9/15/2026
|
1,240,000
|
1,204,767
|
|
Bank of Nova Scotia/The 4.5% 12/16/2025
|
1,300,000
|
1,300,331
|
|
Bank of Nova Scotia/The 4.932% 2/14/2029 (b)
|
2,760,000
|
2,807,178
|
|
Bank of Nova Scotia/The 5.25% 6/12/2028
|
260,000
|
268,315
|
|
Canadian Imperial Bank of Commerce 1.25% 6/22/2026
|
590,000
|
576,173
|
|
Canadian Imperial Bank of Commerce 4.631% 9/11/2030 (b)
|
540,000
|
546,297
|
|
Canadian Imperial Bank of Commerce 5.26% 4/8/2029
|
2,160,000
|
2,235,765
|
|
National Bank of Canada 4.5% 10/10/2029
|
550,000
|
553,268
|
|
Royal Bank of Canada 2.05% 1/21/2027
|
600,000
|
583,898
|
|
Royal Bank of Canada 3.625% 5/4/2027
|
520,000
|
516,877
|
|
Royal Bank of Canada 4.522% 10/18/2028 (b)
|
450,000
|
453,218
|
|
Royal Bank of Canada 4.65% 10/18/2030 (b)
|
900,000
|
907,680
|
|
Royal Bank of Canada 4.696% 8/6/2031 (b)
|
1,000,000
|
1,010,077
|
|
Royal Bank of Canada 4.95% 2/1/2029
|
1,070,000
|
1,101,298
|
|
Royal Bank of Canada 5.153% 2/4/2031 (b)
|
700,000
|
721,038
|
|
Toronto Dominion Bank 1.2% 6/3/2026
|
390,000
|
381,174
|
|
Toronto Dominion Bank 1.95% 1/12/2027
|
1,550,000
|
1,506,201
|
|
Toronto Dominion Bank 3.625% 9/15/2031 (b)
|
630,000
|
623,874
|
|
Toronto Dominion Bank 4.108% 6/8/2027
|
520,000
|
520,341
|
|
Toronto Dominion Bank 4.808% 6/3/2030
|
450,000
|
459,592
|
|
Toronto Dominion Bank 5.146% 9/10/2034 (b)
|
160,000
|
161,526
|
|
Toronto Dominion Bank 5.156% 1/10/2028
|
1,430,000
|
1,463,356
|
|
Toronto Dominion Bank 5.264% 12/11/2026
|
1,000,000
|
1,014,153
|
|
Toronto Dominion Bank 5.523% 7/17/2028
|
650,000
|
674,644
|
|
25,236,693
|
|||
Capital Markets - 0.0%
|
|||
Brookfield Finance Inc 3.9% 1/25/2028
|
660,000
|
655,318
|
|
Brookfield Finance Inc 4.35% 4/15/2030
|
490,000
|
489,666
|
|
1,144,984
|
|||
Insurance - 0.0%
|
|||
Fairfax Financial Holdings Ltd 4.85% 4/17/2028
|
300,000
|
304,125
|
|
Manulife Financial Corp 2.484% 5/19/2027
|
520,000
|
505,984
|
|
Manulife Financial Corp 4.061% 2/24/2032 (b)
|
230,000
|
227,651
|
|
1,037,760
|
|||
TOTAL FINANCIALS
|
27,419,437
|
||
Industrials - 0.0%
|
|||
Ground Transportation - 0.0%
|
|||
Canadian National Railway Co 6.9% 7/15/2028
|
190,000
|
204,607
|
|
Canadian Pacific Railway Co 1.75% 12/2/2026
|
1,133,000
|
1,100,703
|
|
1,305,310
|
|||
Professional Services - 0.0%
|
|||
TR Finance LLC 3.35% 5/15/2026
|
260,000
|
257,634
|
|
TOTAL INDUSTRIALS
|
1,562,944
|
||
Information Technology - 0.0%
|
|||
IT Services - 0.0%
|
|||
CGI Inc 4.95% 3/14/2030 (e)
|
350,000
|
357,077
|
|
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Nutrien Ltd 4.2% 4/1/2029
|
330,000
|
329,323
|
|
Nutrien Ltd 4.9% 3/27/2028
|
620,000
|
630,597
|
|
959,920
|
|||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Fortis Inc/Canada 3.055% 10/4/2026
|
460,000
|
453,021
|
|
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Emera US Finance LP 3.55% 6/15/2026 (d)
|
390,000
|
386,735
|
|
TOTAL UTILITIES
|
839,756
|
||
TOTAL CANADA
|
36,943,572
|
||
CHINA - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Interactive Media & Services - 0.0%
|
|||
Baidu Inc 1.72% 4/9/2026
|
1,000,000
|
984,100
|
|
FRANCE - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
TotalEnergies Capital International SA 3.455% 2/19/2029
|
1,390,000
|
1,369,059
|
|
GERMANY - 0.7%
|
|||
Financials - 0.7%
|
|||
Capital Markets - 0.2%
|
|||
Deutsche Bank AG/New York NY 2.129% 11/24/2026 (b)
|
1,400,000
|
1,392,047
|
|
Deutsche Bank AG/New York NY 2.311% 11/16/2027 (b)(d)
|
1,610,000
|
1,570,463
|
|
Deutsche Bank AG/New York NY 2.552% 1/7/2028 (b)
|
390,000
|
380,868
|
|
Deutsche Bank AG/New York NY 4.875% 12/1/2032 (b)
|
250,000
|
249,166
|
|
Deutsche Bank AG/New York NY 4.999% 9/11/2030 (b)
|
290,000
|
294,692
|
|
Deutsche Bank AG/New York NY 5.297% 5/9/2031 (b)
|
200,000
|
204,914
|
|
Deutsche Bank AG/New York NY 5.373% 1/10/2029 (b)
|
2,200,000
|
2,249,702
|
|
Deutsche Bank AG/New York NY 6.72% 1/18/2029 (b)
|
160,000
|
168,345
|
|
Deutsche Bank AG/New York NY 6.819% 11/20/2029 (b)
|
1,000,000
|
1,071,566
|
|
7,581,763
|
|||
Financial Services - 0.5%
|
|||
KfW 3% 5/20/2027
|
5,800,000
|
5,731,089
|
|
KfW 3.875% 5/15/2028
|
7,000,000
|
7,047,798
|
|
Landwirtschaftliche Rentenbank 2.5% 11/15/2027
|
2,460,000
|
2,399,160
|
|
15,178,047
|
|||
TOTAL GERMANY
|
22,759,810
|
||
IRELAND - 0.2%
|
|||
Financials - 0.2%
|
|||
Consumer Finance - 0.2%
|
|||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.75% 1/30/2026
|
150,000
|
148,282
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026
|
2,512,000
|
2,460,554
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028
|
1,410,000
|
1,356,596
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.65% 7/21/2027
|
150,000
|
148,499
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.45% 10/1/2025
|
440,000
|
439,904
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.625% 9/10/2029
|
500,000
|
504,048
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.1% 1/19/2029
|
700,000
|
716,211
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.75% 6/6/2028
|
150,000
|
155,579
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027
|
732,000
|
755,636
|
|
TOTAL IRELAND
|
6,685,309
|
||
JAPAN - 1.2%
|
|||
Consumer Discretionary - 0.2%
|
|||
Automobiles - 0.2%
|
|||
Toyota Motor Corp 2.76% 7/2/2029
|
1,340,000
|
1,279,677
|
|
Toyota Motor Corp 4.186% 6/30/2027
|
2,180,000
|
2,187,914
|
|
Toyota Motor Corp 4.45% 6/30/2030
|
490,000
|
495,569
|
|
Toyota Motor Corp 5.118% 7/13/2028
|
1,800,000
|
1,857,167
|
|
5,820,327
|
|||
Financials - 1.0%
|
|||
Banks - 0.9%
|
|||
Japan Bank for International Cooperation 1.875% 7/21/2026
|
5,300,000
|
5,201,483
|
|
Japan Bank for International Cooperation 3.875% 7/3/2028
|
800,000
|
802,493
|
|
Japan Bank for International Cooperation 4.625% 7/22/2027
|
600,000
|
608,658
|
|
Japan Bank for International Cooperation 4.875% 10/18/2028
|
1,000,000
|
1,031,150
|
|
Mitsubishi UFJ Financial Group Inc 1.538% 7/20/2027 (b)
|
900,000
|
878,053
|
|
Mitsubishi UFJ Financial Group Inc 2.757% 9/13/2026
|
1,110,000
|
1,093,715
|
|
Mitsubishi UFJ Financial Group Inc 3.741% 3/7/2029
|
850,000
|
840,438
|
|
Mitsubishi UFJ Financial Group Inc 3.961% 3/2/2028
|
450,000
|
449,124
|
|
Mitsubishi UFJ Financial Group Inc 5.017% 7/20/2028 (b)
|
1,050,000
|
1,066,345
|
|
Mitsubishi UFJ Financial Group Inc 5.159% 4/24/2031 (b)
|
1,200,000
|
1,237,568
|
|
Mitsubishi UFJ Financial Group Inc 5.197% 1/16/2031 (b)
|
300,000
|
309,564
|
|
Mitsubishi UFJ Financial Group Inc 5.242% 4/19/2029 (b)
|
300,000
|
307,841
|
|
Mitsubishi UFJ Financial Group Inc 5.354% 9/13/2028 (b)
|
300,000
|
306,870
|
|
Mitsubishi UFJ Financial Group Inc 5.422% 2/22/2029 (b)
|
1,000,000
|
1,029,344
|
|
Mizuho Financial Group Inc 1.234% 5/22/2027 (b)
|
210,000
|
205,367
|
|
Mizuho Financial Group Inc 1.554% 7/9/2027 (b)
|
743,000
|
725,865
|
|
Mizuho Financial Group Inc 3.17% 9/11/2027
|
430,000
|
422,454
|
|
Mizuho Financial Group Inc 4.711% 7/8/2031 (b)
|
370,000
|
374,257
|
|
Mizuho Financial Group Inc 5.098% 5/13/2031 (b)
|
600,000
|
615,862
|
|
Mizuho Financial Group Inc 5.382% 7/10/2030 (b)
|
1,000,000
|
1,035,584
|
|
Mizuho Financial Group Inc 5.414% 9/13/2028 (b)
|
200,000
|
204,535
|
|
Mizuho Financial Group Inc 5.667% 5/27/2029 (b)
|
590,000
|
612,349
|
|
Mizuho Financial Group Inc 5.778% 7/6/2029 (b)
|
860,000
|
895,838
|
|
Sumitomo Mitsui Financial Group Inc 2.174% 1/14/2027
|
1,400,000
|
1,364,119
|
|
Sumitomo Mitsui Financial Group Inc 2.632% 7/14/2026
|
1,520,000
|
1,499,687
|
|
Sumitomo Mitsui Financial Group Inc 2.75% 1/15/2030
|
500,000
|
467,866
|
|
Sumitomo Mitsui Financial Group Inc 3.01% 10/19/2026
|
240,000
|
236,960
|
|
Sumitomo Mitsui Financial Group Inc 3.04% 7/16/2029
|
1,880,000
|
1,795,870
|
|
Sumitomo Mitsui Financial Group Inc 3.446% 1/11/2027
|
370,000
|
366,794
|
|
Sumitomo Mitsui Financial Group Inc 3.544% 1/17/2028
|
2,190,000
|
2,162,596
|
|
Sumitomo Mitsui Financial Group Inc 5.24% 4/15/2030
|
700,000
|
724,767
|
|
Sumitomo Mitsui Financial Group Inc 5.52% 1/13/2028
|
650,000
|
671,534
|
|
Sumitomo Mitsui Financial Group Inc 5.8% 7/13/2028
|
300,000
|
313,635
|
|
29,858,585
|
|||
Capital Markets - 0.1%
|
|||
Nomura Holdings Inc 1.653% 7/14/2026
|
1,160,000
|
1,134,206
|
|
Nomura Holdings Inc 2.172% 7/14/2028
|
410,000
|
387,307
|
|
Nomura Holdings Inc 2.71% 1/22/2029
|
200,000
|
189,202
|
|
Nomura Holdings Inc 5.386% 7/6/2027
|
240,000
|
244,626
|
|
Nomura Holdings Inc 5.605% 7/6/2029
|
1,030,000
|
1,073,415
|
|
Nomura Holdings Inc 6.07% 7/12/2028
|
400,000
|
418,876
|
|
3,447,632
|
|||
TOTAL FINANCIALS
|
33,306,217
|
||
Health Care - 0.0%
|
|||
Pharmaceuticals - 0.0%
|
|||
Takeda Pharmaceutical Co Ltd 2.05% 3/31/2030
|
1,510,000
|
1,370,610
|
|
TOTAL JAPAN
|
40,497,154
|
||
KOREA (SOUTH) - 0.2%
|
|||
Financials - 0.2%
|
|||
Banks - 0.2%
|
|||
Export-Import Bank of Korea 4% 9/11/2029
|
500,000
|
499,170
|
|
Export-Import Bank of Korea 5% 1/11/2028
|
2,000,000
|
2,046,739
|
|
Export-Import Bank of Korea 5.125% 9/18/2028
|
400,000
|
413,567
|
|
Korea Development Bank/The 4.125% 10/16/2027
|
2,200,000
|
2,208,884
|
|
Korea Development Bank/The 4.875% 2/3/2030
|
800,000
|
828,521
|
|
TOTAL KOREA (SOUTH)
|
5,996,881
|
||
LUXEMBOURG - 0.0%
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
ArcelorMittal SA 6.55% 11/29/2027
|
760,000
|
792,881
|
|
MEXICO - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Wireless Telecommunication Services - 0.0%
|
|||
America Movil SAB de CV 3.625% 4/22/2029
|
410,000
|
399,003
|
|
MULTI-NATIONAL - 0.8%
|
|||
Financials - 0.8%
|
|||
Banks - 0.6%
|
|||
African Development Bank 0.875% 7/22/2026
|
2,860,000
|
2,784,371
|
|
Arab Community Center for Economic & Social Service 1.625% 9/23/2025
|
1,000,000
|
998,262
|
|
Arab Community Center for Economic & Social Service 4.125% 1/7/2028
|
1,000,000
|
1,001,686
|
|
Arab Community Center for Economic & Social Service 5% 1/22/2030
|
1,000,000
|
1,036,536
|
|
Arab Community Center for Economic & Social Service 5% 1/24/2029
|
175,000
|
180,410
|
|
European Investment Bank 3.75% 11/15/2029
|
7,000,000
|
7,020,001
|
|
Inter-American Development Bank 1.5% 1/13/2027
|
3,500,000
|
3,393,573
|
|
Inter-American Development Bank 4% 1/12/2028
|
1,900,000
|
1,914,981
|
|
18,329,820
|
|||
Capital Markets - 0.1%
|
|||
Asian Infrastructure Investment Bank/The 3.75% 9/14/2027
|
2,050,000
|
2,052,733
|
|
Financial Services - 0.1%
|
|||
IBRD Discount Notes 1.875% 10/27/2026
|
5,140,000
|
5,026,337
|
|
TOTAL MULTI-NATIONAL
|
25,408,890
|
||
NETHERLANDS - 0.2%
|
|||
Financials - 0.2%
|
|||
Banks - 0.2%
|
|||
Cooperatieve Rabobank UA/NY 4.883% 1/21/2028
|
1,500,000
|
1,532,439
|
|
ING Groep NV 1.726% 4/1/2027 (b)
|
484,000
|
476,796
|
|
ING Groep NV 4.017% 3/28/2028 (b)
|
1,240,000
|
1,235,498
|
|
ING Groep NV 4.05% 4/9/2029
|
700,000
|
694,649
|
|
ING Groep NV 5.066% 3/25/2031 (b)
|
500,000
|
511,940
|
|
ING Groep NV 5.335% 3/19/2030 (b)
|
430,000
|
443,831
|
|
4,895,153
|
|||
Information Technology - 0.0%
|
|||
Semiconductors & Semiconductor Equipment - 0.0%
|
|||
NXP BV / NXP Funding LLC / NXP USA Inc 3.4% 5/1/2030
|
790,000
|
756,159
|
|
NXP BV / NXP Funding LLC / NXP USA Inc 3.875% 6/18/2026
|
170,000
|
169,266
|
|
NXP BV / NXP Funding LLC / NXP USA Inc 4.4% 6/1/2027
|
290,000
|
290,836
|
|
NXP BV / NXP Funding LLC 5.55% 12/1/2028
|
140,000
|
145,050
|
|
1,361,311
|
|||
TOTAL NETHERLANDS
|
6,256,464
|
||
SPAIN - 0.3%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Telefonica Emisiones SA 4.103% 3/8/2027
|
580,000
|
578,216
|
|
Financials - 0.3%
|
|||
Banks - 0.3%
|
|||
Banco Bilbao Vizcaya Argentaria SA 5.381% 3/13/2029
|
600,000
|
620,604
|
|
Banco Bilbao Vizcaya Argentaria SA 6.138% 9/14/2028 (b)
|
200,000
|
207,056
|
|
Banco Santander SA 1.722% 9/14/2027 (b)
|
800,000
|
778,245
|
|
Banco Santander SA 3.306% 6/27/2029
|
1,400,000
|
1,352,493
|
|
Banco Santander SA 4.175% 3/24/2028 (b)
|
600,000
|
599,031
|
|
Banco Santander SA 4.379% 4/12/2028
|
600,000
|
602,544
|
|
Banco Santander SA 5.179% 11/19/2025
|
400,000
|
400,469
|
|
Banco Santander SA 5.294% 8/18/2027
|
400,000
|
407,358
|
|
Banco Santander SA 5.538% 3/14/2030 (b)
|
600,000
|
622,811
|
|
Banco Santander SA 6.527% 11/7/2027 (b)
|
3,000,000
|
3,074,279
|
|
Banco Santander SA 6.607% 11/7/2028
|
200,000
|
214,036
|
|
8,878,926
|
|||
TOTAL SPAIN
|
9,457,142
|
||
SWEDEN - 0.0%
|
|||
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
Svensk Exportkredit AB 3.75% 5/8/2028
|
1,000,000
|
1,001,344
|
|
SWITZERLAND - 0.1%
|
|||
Financials - 0.1%
|
|||
Capital Markets - 0.1%
|
|||
UBS AG/Stamford CT 1.25% 8/7/2026 (d)
|
430,000
|
418,664
|
|
UBS AG/Stamford CT 5% 7/9/2027
|
520,000
|
528,664
|
|
UBS AG/Stamford CT 7.5% 2/15/2028
|
1,430,000
|
1,543,140
|
|
UBS Group AG 4.55% 4/17/2026
|
920,000
|
921,373
|
|
TOTAL SWITZERLAND
|
3,411,841
|
||
UNITED KINGDOM - 1.4%
|
|||
Communication Services - 0.0%
|
|||
Media - 0.0%
|
|||
RELX Capital Inc 3% 5/22/2030
|
670,000
|
635,843
|
|
Consumer Staples - 0.2%
|
|||
Beverages - 0.0%
|
|||
Diageo Capital PLC 2% 4/29/2030
|
750,000
|
682,079
|
|
Diageo Capital PLC 5.3% 10/24/2027
|
650,000
|
667,076
|
|
1,349,155
|
|||
Food Products - 0.0%
|
|||
Unilever Capital Corp 2% 7/28/2026
|
280,000
|
275,117
|
|
Unilever Capital Corp 2.9% 5/5/2027
|
730,000
|
718,991
|
|
Unilever Capital Corp 4.875% 9/8/2028
|
160,000
|
164,259
|
|
1,158,367
|
|||
Tobacco - 0.2%
|
|||
BAT Capital Corp 2.259% 3/25/2028
|
450,000
|
428,719
|
|
BAT Capital Corp 3.215% 9/6/2026 (d)
|
200,000
|
197,823
|
|
BAT Capital Corp 3.557% 8/15/2027
|
1,040,000
|
1,026,477
|
|
BAT Capital Corp 4.7% 4/2/2027 (d)
|
250,000
|
251,329
|
|
BAT Capital Corp 4.906% 4/2/2030
|
430,000
|
437,239
|
|
BAT International Finance PLC 1.668% 3/25/2026
|
680,000
|
669,526
|
|
BAT International Finance PLC 5.931% 2/2/2029
|
590,000
|
620,026
|
|
3,631,139
|
|||
TOTAL CONSUMER STAPLES
|
6,138,661
|
||
Financials - 1.1%
|
|||
Banks - 1.1%
|
|||
Barclays PLC 2.279% 11/24/2027 (b)
|
1,940,000
|
1,892,476
|
|
Barclays PLC 4.375% 1/12/2026
|
520,000
|
519,849
|
|
Barclays PLC 4.476% 11/11/2029 (b)
|
1,000,000
|
1,001,791
|
|
Barclays PLC 4.836% 5/9/2028
|
1,330,000
|
1,336,568
|
|
Barclays PLC 4.942% 9/10/2030 (b)
|
600,000
|
609,620
|
|
Barclays PLC 5.2% 5/12/2026
|
800,000
|
803,067
|
|
Barclays PLC 5.367% 2/25/2031 (b)
|
500,000
|
515,706
|
|
Barclays PLC 5.501% 8/9/2028 (b)
|
200,000
|
204,377
|
|
Barclays PLC 5.674% 3/12/2028 (b)
|
1,410,000
|
1,436,824
|
|
Barclays PLC 5.69% 3/12/2030 (b)
|
550,000
|
572,291
|
|
Barclays PLC 5.829% 5/9/2027 (b)
|
600,000
|
605,439
|
|
Barclays PLC 6.49% 9/13/2029 (b)
|
520,000
|
551,197
|
|
Barclays PLC 7.385% 11/2/2028 (b)
|
1,000,000
|
1,062,949
|
|
HSBC Holdings PLC 2.013% 9/22/2028 (b)
|
3,240,000
|
3,093,471
|
|
HSBC Holdings PLC 3.973% 5/22/2030 (b)
|
1,770,000
|
1,741,946
|
|
HSBC Holdings PLC 4.292% 9/12/2026 (b)
|
300,000
|
299,981
|
|
HSBC Holdings PLC 5.13% 3/3/2031 (b)
|
400,000
|
409,756
|
|
HSBC Holdings PLC 5.24% 5/13/2031 (b)
|
1,300,000
|
1,336,357
|
|
HSBC Holdings PLC 5.286% 11/19/2030 (b)
|
1,220,000
|
1,258,071
|
|
HSBC Holdings PLC 5.597% 5/17/2028 (b)
|
1,710,000
|
1,745,872
|
|
HSBC Holdings PLC 5.887% 8/14/2027 (b)
|
3,000,000
|
3,040,375
|
|
HSBC Holdings PLC 6.161% 3/9/2029 (b)
|
400,000
|
417,314
|
|
Lloyds Banking Group PLC 1.627% 5/11/2027 (b)
|
210,000
|
206,023
|
|
Lloyds Banking Group PLC 3.574% 11/7/2028 (b)
|
1,310,000
|
1,290,446
|
|
Lloyds Banking Group PLC 3.75% 3/18/2028 (b)
|
610,000
|
604,847
|
|
Lloyds Banking Group PLC 4.65% 3/24/2026
|
330,000
|
329,917
|
|
Lloyds Banking Group PLC 4.818% 6/13/2029 (b)
|
600,000
|
608,485
|
|
Lloyds Banking Group PLC 5.087% 11/26/2028 (b)
|
250,000
|
254,180
|
|
Lloyds Banking Group PLC 5.721% 6/5/2030 (b)
|
900,000
|
941,477
|
|
Lloyds Banking Group PLC 5.871% 3/6/2029 (b)
|
240,000
|
249,208
|
|
NatWest Group PLC 3.073% 5/22/2028 (b)
|
500,000
|
490,466
|
|
NatWest Group PLC 4.445% 5/8/2030 (b)
|
990,000
|
993,236
|
|
NatWest Group PLC 5.516% 9/30/2028 (b)
|
200,000
|
204,919
|
|
NatWest Group PLC 5.808% 9/13/2029 (b)
|
1,900,000
|
1,984,782
|
|
NatWest Group PLC 5.847% 3/2/2027 (b)
|
200,000
|
201,420
|
|
NatWest Group PLC 6.475% 6/1/2034 (b)
|
300,000
|
315,093
|
|
Santander UK Group Holdings PLC 1.673% 6/14/2027 (b)
|
420,000
|
411,056
|
|
Santander UK Group Holdings PLC 3.823% 11/3/2028 (b)
|
400,000
|
394,996
|
|
Santander UK Group Holdings PLC 6.534% 1/10/2029 (b)
|
800,000
|
838,019
|
|
34,773,867
|
|||
Health Care - 0.1%
|
|||
Pharmaceuticals - 0.1%
|
|||
Astrazeneca Finance LLC 1.2% 5/28/2026
|
2,000,000
|
1,957,166
|
|
Astrazeneca Finance LLC 4.85% 2/26/2029 (d)
|
760,000
|
780,458
|
|
Astrazeneca Finance LLC 4.875% 3/3/2028
|
590,000
|
603,290
|
|
Astrazeneca PLC 3.125% 6/12/2027
|
410,000
|
404,975
|
|
GlaxoSmithKline Capital Inc 4.5% 4/15/2030
|
900,000
|
911,013
|
|
4,656,902
|
|||
Utilities - 0.0%
|
|||
Multi-Utilities - 0.0%
|
|||
National Grid PLC 5.602% 6/12/2028
|
360,000
|
372,586
|
|
TOTAL UNITED KINGDOM
|
46,577,859
|
||
UNITED STATES - 21.8%
|
|||
Communication Services - 1.1%
|
|||
Diversified Telecommunication Services - 0.4%
|
|||
AT&T Inc 1.65% 2/1/2028
|
1,550,000
|
1,462,597
|
|
AT&T Inc 1.7% 3/25/2026 (d)
|
1,630,000
|
1,606,173
|
|
AT&T Inc 2.3% 6/1/2027 (d)
|
2,980,000
|
2,886,320
|
|
AT&T Inc 4.35% 3/1/2029 (d)
|
1,970,000
|
1,978,435
|
|
Sprint Capital Corp 6.875% 11/15/2028
|
70,000
|
75,304
|
|
Verizon Communications Inc 2.1% 3/22/2028
|
4,240,000
|
4,037,068
|
|
Verizon Communications Inc 3.875% 2/8/2029
|
580,000
|
575,945
|
|
Verizon Communications Inc 4.329% 9/21/2028
|
1,210,000
|
1,218,365
|
|
13,840,207
|
|||
Entertainment - 0.0%
|
|||
Netflix Inc 4.875% 4/15/2028 (d)
|
1,070,000
|
1,094,355
|
|
Netflix Inc 5.875% 11/15/2028
|
260,000
|
274,601
|
|
Walt Disney Co/The 2% 9/1/2029
|
620,000
|
574,368
|
|
Walt Disney Co/The 3.375% 11/15/2026
|
310,000
|
307,790
|
|
2,251,114
|
|||
Interactive Media & Services - 0.1%
|
|||
Alphabet Inc 1.998% 8/15/2026
|
650,000
|
637,892
|
|
Alphabet Inc 4% 5/15/2030 (d)
|
400,000
|
402,586
|
|
Meta Platforms Inc 3.5% 8/15/2027
|
1,040,000
|
1,033,853
|
|
Meta Platforms Inc 4.3% 8/15/2029
|
750,000
|
759,768
|
|
Meta Platforms Inc 4.6% 5/15/2028
|
400,000
|
407,814
|
|
3,241,913
|
|||
Media - 0.3%
|
|||
Charter Communications Operating LLC / Charter Communications Operating Capital 3.75% 2/15/2028
|
1,130,000
|
1,113,373
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 4.2% 3/15/2028
|
520,000
|
516,927
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.05% 3/30/2029
|
730,000
|
741,417
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.1% 6/1/2029
|
240,000
|
252,271
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.15% 11/10/2026
|
690,000
|
700,345
|
|
Comcast Corp 2.35% 1/15/2027
|
270,000
|
263,917
|
|
Comcast Corp 4.15% 10/15/2028
|
740,000
|
742,360
|
|
Comcast Corp 4.55% 1/15/2029 (d)
|
1,000,000
|
1,014,284
|
|
Comcast Corp 5.1% 6/1/2029 (d)
|
1,280,000
|
1,323,142
|
|
Fox Corp 4.709% 1/25/2029
|
680,000
|
687,758
|
|
Paramount Global 2.9% 1/15/2027
|
190,000
|
185,831
|
|
Paramount Global 3.375% 2/15/2028
|
200,000
|
195,118
|
|
TCI Communications Inc 7.875% 2/15/2026
|
620,000
|
628,829
|
|
TWDC Enterprises 18 Corp 1.85% 7/30/2026
|
120,000
|
117,660
|
|
TWDC Enterprises 18 Corp 2.95% 6/15/2027 (d)
|
820,000
|
807,594
|
|
9,290,826
|
|||
Wireless Telecommunication Services - 0.3%
|
|||
Sprint LLC 7.625% 3/1/2026
|
1,140,000
|
1,145,669
|
|
T-Mobile USA Inc 1.5% 2/15/2026 (d)
|
290,000
|
286,147
|
|
T-Mobile USA Inc 2.625% 2/15/2029 (d)
|
380,000
|
359,762
|
|
T-Mobile USA Inc 3.375% 4/15/2029 (d)
|
1,880,000
|
1,820,400
|
|
T-Mobile USA Inc 3.75% 4/15/2027
|
470,000
|
467,039
|
|
T-Mobile USA Inc 3.875% 4/15/2030
|
2,090,000
|
2,047,138
|
|
T-Mobile USA Inc 4.95% 3/15/2028 (d)
|
2,000,000
|
2,037,639
|
|
T-Mobile USA Inc 5.375% 4/15/2027 (d)
|
1,020,000
|
1,020,000
|
|
9,183,794
|
|||
TOTAL COMMUNICATION SERVICES
|
37,807,854
|
||
Consumer Discretionary - 1.2%
|
|||
Automobile Components - 0.0%
|
|||
Lear Corp 3.8% 9/15/2027
|
280,000
|
277,317
|
|
Automobiles - 0.5%
|
|||
American Honda Finance Corp 2.25% 1/12/2029
|
990,000
|
929,319
|
|
American Honda Finance Corp 3.5% 2/15/2028 (d)
|
560,000
|
552,654
|
|
American Honda Finance Corp 4.4% 9/5/2029
|
290,000
|
291,754
|
|
American Honda Finance Corp 4.55% 7/9/2027
|
1,300,000
|
1,309,409
|
|
American Honda Finance Corp 4.8% 3/5/2030
|
800,000
|
816,302
|
|
American Honda Finance Corp 5.125% 7/7/2028
|
280,000
|
287,245
|
|
General Motors Financial Co Inc 1.25% 1/8/2026
|
1,070,000
|
1,057,670
|
|
General Motors Financial Co Inc 2.7% 8/20/2027
|
580,000
|
562,712
|
|
General Motors Financial Co Inc 3.85% 1/5/2028
|
280,000
|
276,495
|
|
General Motors Financial Co Inc 4% 10/6/2026
|
640,000
|
636,763
|
|
General Motors Financial Co Inc 4.9% 10/6/2029
|
650,000
|
654,838
|
|
General Motors Financial Co Inc 5% 4/9/2027 (d)
|
960,000
|
967,797
|
|
General Motors Financial Co Inc 5.25% 3/1/2026 (d)
|
590,000
|
590,997
|
|
General Motors Financial Co Inc 5.35% 1/7/2030
|
920,000
|
940,903
|
|
General Motors Financial Co Inc 5.4% 4/6/2026 (d)
|
1,000,000
|
1,004,700
|
|
General Motors Financial Co Inc 5.4% 5/8/2027 (d)
|
630,000
|
640,542
|
|
General Motors Financial Co Inc 5.45% 7/15/2030
|
680,000
|
698,159
|
|
General Motors Financial Co Inc 5.55% 7/15/2029 (d)
|
1,120,000
|
1,154,700
|
|
General Motors Financial Co Inc 5.8% 1/7/2029 (d)
|
990,000
|
1,027,943
|
|
General Motors Financial Co Inc 5.8% 6/23/2028
|
400,000
|
414,039
|
|
14,814,941
|
|||
Broadline Retail - 0.1%
|
|||
Amazon.com Inc 1.2% 6/3/2027
|
1,440,000
|
1,377,596
|
|
Amazon.com Inc 3.15% 8/22/2027
|
1,120,000
|
1,105,599
|
|
Amazon.com Inc 3.45% 4/13/2029 (d)
|
680,000
|
670,572
|
|
Amazon.com Inc 4.55% 12/1/2027
|
420,000
|
425,943
|
|
eBay Inc 1.4% 5/10/2026
|
666,000
|
653,004
|
|
4,232,714
|
|||
Hotels, Restaurants & Leisure - 0.3%
|
|||
Darden Restaurants Inc 4.55% 10/15/2029
|
340,000
|
341,210
|
|
Expedia Group Inc 3.25% 2/15/2030
|
520,000
|
495,565
|
|
Expedia Group Inc 3.8% 2/15/2028
|
490,000
|
485,276
|
|
Expedia Group Inc 5% 2/15/2026
|
330,000
|
330,225
|
|
Las Vegas Sands Corp 5.625% 6/15/2028
|
1,230,000
|
1,259,276
|
|
Marriott International Inc/MD 3.125% 6/15/2026
|
190,000
|
188,191
|
|
Marriott International Inc/MD 4.2% 7/15/2027
|
610,000
|
610,946
|
|
Marriott International Inc/MD 4.875% 5/15/2029 (d)
|
1,120,000
|
1,140,686
|
|
Marriott International Inc/MD 5% 10/15/2027
|
450,000
|
457,152
|
|
McDonald's Corp 3.5% 7/1/2027
|
240,000
|
237,864
|
|
McDonald's Corp 3.8% 4/1/2028 (d)
|
340,000
|
338,291
|
|
McDonald's Corp 4.4% 2/12/2031
|
750,000
|
752,486
|
|
McDonald's Corp 5% 5/17/2029
|
670,000
|
690,625
|
|
Starbucks Corp 2.45% 6/15/2026
|
350,000
|
345,361
|
|
Starbucks Corp 4% 11/15/2028
|
980,000
|
979,533
|
|
Starbucks Corp 4.8% 5/15/2030
|
500,000
|
510,871
|
|
9,163,558
|
|||
Household Durables - 0.0%
|
|||
DR Horton Inc 1.3% 10/15/2026
|
750,000
|
727,025
|
|
Lennar Corp 4.75% 11/29/2027
|
350,000
|
352,638
|
|
Toll Brothers Finance Corp 4.35% 2/15/2028
|
370,000
|
370,870
|
|
1,450,533
|
|||
Leisure Products - 0.0%
|
|||
Hasbro Inc 3.5% 9/15/2027 (d)
|
860,000
|
845,970
|
|
Hasbro Inc 3.55% 11/19/2026
|
200,000
|
197,967
|
|
1,043,937
|
|||
Specialty Retail - 0.2%
|
|||
AutoNation Inc 1.95% 8/1/2028
|
190,000
|
177,876
|
|
AutoZone Inc 3.125% 4/21/2026
|
270,000
|
267,871
|
|
AutoZone Inc 4.5% 2/1/2028
|
160,000
|
161,667
|
|
AutoZone Inc 5.1% 7/15/2029
|
360,000
|
370,746
|
|
AutoZone Inc 5.165% 6/15/2030
|
550,000
|
567,661
|
|
Home Depot Inc/The 2.125% 9/15/2026
|
480,000
|
470,952
|
|
Home Depot Inc/The 2.8% 9/14/2027
|
1,220,000
|
1,194,119
|
|
Home Depot Inc/The 3.9% 12/6/2028 (d)
|
330,000
|
330,546
|
|
Home Depot Inc/The 4.75% 6/25/2029
|
900,000
|
921,291
|
|
Home Depot Inc/The 4.9% 4/15/2029 (d)
|
660,000
|
680,044
|
|
Lowe's Cos Inc 3.65% 4/5/2029 (d)
|
1,420,000
|
1,393,872
|
|
Lowe's Cos Inc 4.8% 4/1/2026 (d)
|
700,000
|
701,511
|
|
O'Reilly Automotive Inc 4.35% 6/1/2028
|
1,130,000
|
1,134,675
|
|
8,372,831
|
|||
Textiles, Apparel & Luxury Goods - 0.1%
|
|||
NIKE Inc 2.75% 3/27/2027
|
550,000
|
539,927
|
|
NIKE Inc 2.85% 3/27/2030
|
640,000
|
607,550
|
|
Tapestry Inc 5.1% 3/11/2030
|
380,000
|
388,378
|
|
VF Corp 2.8% 4/23/2027
|
420,000
|
405,473
|
|
1,941,328
|
|||
TOTAL CONSUMER DISCRETIONARY
|
41,297,159
|
||
Consumer Staples - 1.3%
|
|||
Beverages - 0.4%
|
|||
Coca-Cola Co/The 1.45% 6/1/2027
|
610,000
|
586,070
|
|
Coca-Cola Co/The 1.65% 6/1/2030
|
1,250,000
|
1,121,917
|
|
Coca-Cola Co/The 2.9% 5/25/2027 (d)
|
760,000
|
748,723
|
|
Constellation Brands Inc 3.7% 12/6/2026
|
340,000
|
337,630
|
|
Constellation Brands Inc 4.35% 5/9/2027
|
250,000
|
250,624
|
|
Constellation Brands Inc 4.65% 11/15/2028 (d)
|
700,000
|
708,348
|
|
Constellation Brands Inc 4.8% 1/15/2029
|
240,000
|
243,510
|
|
Constellation Brands Inc 4.8% 5/1/2030 (d)
|
390,000
|
395,971
|
|
Keurig Dr Pepper Inc 2.55% 9/15/2026
|
110,000
|
108,164
|
|
Keurig Dr Pepper Inc 3.4% 11/15/2025
|
150,000
|
149,603
|
|
Keurig Dr Pepper Inc 3.43% 6/15/2027
|
340,000
|
334,532
|
|
Keurig Dr Pepper Inc 4.597% 5/25/2028
|
1,300,000
|
1,305,886
|
|
Keurig Dr Pepper Inc 4.6% 5/15/2030
|
480,000
|
480,056
|
|
Molson Coors Beverage Co 3% 7/15/2026
|
840,000
|
830,287
|
|
PepsiCo Inc 2.375% 10/6/2026
|
500,000
|
491,843
|
|
PepsiCo Inc 2.75% 3/19/2030
|
1,250,000
|
1,180,560
|
|
PepsiCo Inc 3% 10/15/2027
|
2,470,000
|
2,427,740
|
|
PepsiCo Inc 3.6% 2/18/2028
|
230,000
|
228,866
|
|
PepsiCo Inc 4.3% 7/23/2030
|
200,000
|
201,247
|
|
PepsiCo Inc 4.6% 2/7/2030 (d)
|
500,000
|
511,767
|
|
12,643,344
|
|||
Consumer Staples Distribution & Retail - 0.3%
|
|||
Dollar General Corp 3.5% 4/3/2030
|
310,000
|
298,005
|
|
Dollar General Corp 4.625% 11/1/2027 (d)
|
1,000,000
|
1,007,056
|
|
Dollar Tree Inc 4.2% 5/15/2028
|
940,000
|
937,663
|
|
Kroger Co/The 2.2% 5/1/2030
|
350,000
|
320,205
|
|
Kroger Co/The 2.65% 10/15/2026
|
120,000
|
118,007
|
|
Kroger Co/The 3.5% 2/1/2026
|
200,000
|
199,191
|
|
Sysco Corp 3.25% 7/15/2027
|
340,000
|
335,355
|
|
Sysco Corp 3.3% 7/15/2026
|
590,000
|
584,847
|
|
Sysco Corp 5.95% 4/1/2030
|
630,000
|
670,078
|
|
Target Corp 3.375% 4/15/2029
|
250,000
|
244,799
|
|
Target Corp 4.35% 6/15/2028 (d)
|
600,000
|
606,267
|
|
Walmart Inc 1.5% 9/22/2028 (d)
|
1,350,000
|
1,261,891
|
|
Walmart Inc 3.05% 7/8/2026
|
1,150,000
|
1,140,332
|
|
Walmart Inc 3.9% 4/15/2028
|
300,000
|
300,997
|
|
Walmart Inc 3.95% 9/9/2027 (d)
|
800,000
|
802,076
|
|
8,826,769
|
|||
Food Products - 0.3%
|
|||
Bunge Ltd Finance Corp 3.25% 8/15/2026
|
600,000
|
594,615
|
|
Bunge Ltd Finance Corp 4.2% 9/17/2029
|
250,000
|
248,810
|
|
Conagra Brands Inc 1.375% 11/1/2027
|
270,000
|
253,190
|
|
Conagra Brands Inc 4.6% 11/1/2025 (d)
|
230,000
|
229,887
|
|
Conagra Brands Inc 4.85% 11/1/2028
|
1,000,000
|
1,010,782
|
|
General Mills Inc 4.2% 4/17/2028
|
940,000
|
940,745
|
|
General Mills Inc 4.875% 1/30/2030
|
620,000
|
633,926
|
|
Hershey Co/The 2.3% 8/15/2026 (d)
|
590,000
|
580,356
|
|
JM Smucker Co 3.375% 12/15/2027
|
360,000
|
354,754
|
|
Kellanova 3.4% 11/15/2027 (d)
|
450,000
|
443,854
|
|
Kraft Heinz Foods Co 3% 6/1/2026
|
430,000
|
425,243
|
|
Kraft Heinz Foods Co 3.875% 5/15/2027
|
800,000
|
794,713
|
|
McCormick & Co Inc/MD 3.4% 8/15/2027
|
390,000
|
385,025
|
|
Mondelez International Inc 2.625% 3/17/2027
|
500,000
|
488,759
|
|
Mondelez International Inc 4.5% 5/6/2030 (d)
|
600,000
|
604,270
|
|
The Campbell's Company 2.375% 4/24/2030
|
390,000
|
356,168
|
|
The Campbell's Company 4.15% 3/15/2028
|
550,000
|
549,997
|
|
Tyson Foods Inc 3.55% 6/2/2027 (d)
|
550,000
|
544,199
|
|
Tyson Foods Inc 4% 3/1/2026
|
550,000
|
548,705
|
|
Tyson Foods Inc 5.4% 3/15/2029 (d)
|
320,000
|
331,543
|
|
10,319,541
|
|||
Household Products - 0.1%
|
|||
Kimberly-Clark Corp 1.05% 9/15/2027
|
450,000
|
425,564
|
|
Kimberly-Clark Corp 3.95% 11/1/2028
|
280,000
|
280,368
|
|
Procter & Gamble Co/The 2.85% 8/11/2027
|
1,080,000
|
1,061,587
|
|
Procter & Gamble Co/The 3.95% 1/26/2028
|
1,020,000
|
1,026,046
|
|
2,793,565
|
|||
Personal Care Products - 0.0%
|
|||
Estee Lauder Cos Inc/The 2.6% 4/15/2030
|
610,000
|
566,819
|
|
Estee Lauder Cos Inc/The 4.375% 5/15/2028
|
250,000
|
251,719
|
|
Kenvue Inc 5.05% 3/22/2028
|
590,000
|
604,921
|
|
1,423,459
|
|||
Tobacco - 0.2%
|
|||
Altria Group Inc 2.625% 9/16/2026
|
390,000
|
383,554
|
|
Altria Group Inc 4.4% 2/14/2026
|
100,000
|
99,907
|
|
Altria Group Inc 4.5% 8/6/2030 (d)
|
350,000
|
350,086
|
|
Altria Group Inc 4.8% 2/14/2029
|
780,000
|
792,394
|
|
Philip Morris International Inc 3.125% 8/17/2027
|
220,000
|
216,155
|
|
Philip Morris International Inc 3.375% 8/15/2029
|
440,000
|
427,190
|
|
Philip Morris International Inc 4.625% 11/1/2029
|
1,720,000
|
1,747,107
|
|
Philip Morris International Inc 4.875% 2/15/2028
|
500,000
|
509,244
|
|
Philip Morris International Inc 5.125% 11/17/2027 (d)
|
1,970,000
|
2,011,780
|
|
6,537,417
|
|||
TOTAL CONSUMER STAPLES
|
42,544,095
|
||
Energy - 1.2%
|
|||
Energy Equipment & Services - 0.1%
|
|||
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 2.061% 12/15/2026 (d)
|
660,000
|
642,354
|
|
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 4.486% 5/1/2030
|
450,000
|
453,593
|
|
Halliburton Co 2.92% 3/1/2030
|
430,000
|
404,365
|
|
NOV Inc 3.6% 12/1/2029
|
220,000
|
212,674
|
|
1,712,986
|
|||
Oil, Gas & Consumable Fuels - 1.1%
|
|||
Boardwalk Pipelines LP 4.45% 7/15/2027
|
540,000
|
541,073
|
|
BP Capital Markets PLC 3.723% 11/28/2028
|
1,380,000
|
1,365,565
|
|
Cheniere Corpus Christi Holdings LLC 5.125% 6/30/2027
|
340,000
|
343,639
|
|
Cheniere Energy Inc 4.625% 10/15/2028
|
970,000
|
969,239
|
|
Chevron Corp 1.995% 5/11/2027
|
830,000
|
805,486
|
|
Chevron Corp 2.954% 5/16/2026
|
810,000
|
803,421
|
|
Chevron USA Inc 4.05% 8/13/2028
|
370,000
|
372,181
|
|
Chevron USA Inc 4.3% 10/15/2030
|
410,000
|
412,274
|
|
Chevron USA Inc 4.687% 4/15/2030
|
910,000
|
930,121
|
|
ConocoPhillips Co 4.7% 1/15/2030
|
430,000
|
438,166
|
|
DCP Midstream Operating LP 5.625% 7/15/2027 (d)
|
330,000
|
336,908
|
|
Diamondback Energy Inc 3.5% 12/1/2029
|
850,000
|
819,276
|
|
Diamondback Energy Inc 5.2% 4/18/2027 (d)
|
500,000
|
507,508
|
|
Energy Transfer LP 4.95% 6/15/2028
|
760,000
|
771,830
|
|
Energy Transfer LP 5.2% 4/1/2030
|
940,000
|
966,831
|
|
Energy Transfer LP 5.25% 7/1/2029
|
480,000
|
495,055
|
|
Energy Transfer LP 5.5% 6/1/2027
|
100,000
|
101,698
|
|
Energy Transfer LP 5.95% 12/1/2025
|
370,000
|
370,325
|
|
Energy Transfer LP 6.1% 12/1/2028 (d)
|
1,460,000
|
1,535,631
|
|
Enterprise Products Operating LLC 4.15% 10/16/2028
|
240,000
|
241,074
|
|
Enterprise Products Operating LLC 5.25% 8/16/2077 (b)
|
250,000
|
247,373
|
|
Enterprise Products Operating LLC 5.375% 2/15/2078 (b)(d)
|
640,000
|
633,205
|
|
EQT Corp 3.9% 10/1/2027
|
250,000
|
247,629
|
|
EQT Corp 5.7% 4/1/2028
|
380,000
|
392,741
|
|
EQT Corp 7% 2/1/2030 (d)(f)
|
720,000
|
783,068
|
|
Expand Energy Corp 5.375% 3/15/2030
|
630,000
|
636,355
|
|
Exxon Mobil Corp 2.275% 8/16/2026 (d)
|
650,000
|
639,474
|
|
Hess Corp 4.3% 4/1/2027
|
350,000
|
350,812
|
|
Kinder Morgan Inc 1.75% 11/15/2026
|
610,000
|
592,455
|
|
Kinder Morgan Inc 4.3% 3/1/2028 (d)
|
410,000
|
411,560
|
|
Kinder Morgan Inc 5.1% 8/1/2029
|
280,000
|
287,729
|
|
Marathon Petroleum Corp 5.15% 3/1/2030
|
400,000
|
411,362
|
|
MPLX LP 1.75% 3/1/2026
|
840,000
|
828,695
|
|
MPLX LP 4% 3/15/2028
|
1,070,000
|
1,064,357
|
|
MPLX LP 4.25% 12/1/2027 (d)
|
580,000
|
579,945
|
|
MPLX LP 4.8% 2/15/2031
|
600,000
|
600,451
|
|
Occidental Petroleum Corp 5.2% 8/1/2029 (d)
|
500,000
|
506,444
|
|
Occidental Petroleum Corp 6.375% 9/1/2028
|
110,000
|
114,781
|
|
Occidental Petroleum Corp 8.5% 7/15/2027
|
770,000
|
813,650
|
|
ONEOK Inc 4.25% 9/24/2027
|
692,000
|
692,625
|
|
ONEOK Inc 4.4% 10/15/2029 (d)
|
640,000
|
639,093
|
|
ONEOK Inc 4.55% 7/15/2028
|
590,000
|
594,249
|
|
ONEOK Inc 5.375% 6/1/2029
|
170,000
|
175,033
|
|
ONEOK Inc 5.85% 1/15/2026
|
520,000
|
521,886
|
|
Ovintiv Inc 5.65% 5/15/2028
|
580,000
|
596,958
|
|
Phillips 66 3.9% 3/15/2028
|
990,000
|
983,856
|
|
Phillips 66 Co 3.55% 10/1/2026
|
390,000
|
386,936
|
|
Plains All American Pipeline LP / PAA Finance Corp 4.5% 12/15/2026
|
230,000
|
230,148
|
|
Plains All American Pipeline LP / PAA Finance Corp 4.65% 10/15/2025
|
140,000
|
139,997
|
|
Sabine Pass Liquefaction LLC 4.2% 3/15/2028
|
400,000
|
399,905
|
|
Sabine Pass Liquefaction LLC 5% 3/15/2027
|
790,000
|
794,470
|
|
Sabine Pass Liquefaction LLC 5.875% 6/30/2026
|
150,000
|
150,585
|
|
Shell Finance US Inc 2.375% 11/7/2029
|
650,000
|
608,655
|
|
Shell International Finance BV 3.875% 11/13/2028
|
710,000
|
709,098
|
|
Targa Resources Corp 4.9% 9/15/2030
|
280,000
|
284,284
|
|
Targa Resources Corp 6.15% 3/1/2029 (d)
|
650,000
|
685,772
|
|
Tennessee Gas Pipeline Co LLC 7% 3/15/2027
|
540,000
|
560,837
|
|
Valero Energy Corp 4% 4/1/2029
|
480,000
|
474,609
|
|
Valero Energy Partners LP 4.5% 3/15/2028
|
230,000
|
231,699
|
|
Western Gas Partners LP 4.5% 3/1/2028 (d)
|
410,000
|
409,578
|
|
Western Gas Partners LP 4.75% 8/15/2028
|
240,000
|
241,391
|
|
Western Gas Partners LP 6.35% 1/15/2029
|
560,000
|
588,997
|
|
Williams Cos Inc/The 3.75% 6/15/2027
|
1,990,000
|
1,974,213
|
|
Williams Cos Inc/The 4.625% 6/30/2030
|
350,000
|
351,842
|
|
Williams Cos Inc/The 4.9% 3/15/2029
|
200,000
|
203,760
|
|
36,899,863
|
|||
TOTAL ENERGY
|
38,612,849
|
||
Financials - 8.0%
|
|||
Banks - 3.8%
|
|||
Bank of America Corp 1.658% 3/11/2027 (b)
|
820,000
|
808,356
|
|
Bank of America Corp 1.734% 7/22/2027 (b)
|
3,260,000
|
3,185,638
|
|
Bank of America Corp 3.194% 7/23/2030 (b)
|
2,980,000
|
2,862,013
|
|
Bank of America Corp 3.419% 12/20/2028 (b)
|
1,540,000
|
1,513,340
|
|
Bank of America Corp 3.593% 7/21/2028 (b)
|
1,120,000
|
1,107,878
|
|
Bank of America Corp 3.974% 2/7/2030 (b)
|
500,000
|
495,841
|
|
Bank of America Corp 4.25% 10/22/2026 (d)
|
2,030,000
|
2,031,083
|
|
Bank of America Corp 4.376% 4/27/2028 (b)
|
1,900,000
|
1,904,160
|
|
Bank of America Corp 4.623% 5/9/2029 (b)
|
1,750,000
|
1,769,740
|
|
Bank of America Corp 4.948% 7/22/2028 (b)
|
1,200,000
|
1,215,834
|
|
Bank of America Corp 5.08% 1/20/2027 (b)
|
1,100,000
|
1,102,597
|
|
Bank of America Corp 5.162% 1/24/2031 (b)
|
1,750,000
|
1,806,145
|
|
Bank of America Corp 5.202% 4/25/2029 (b)
|
750,000
|
769,025
|
|
Bank of America Corp 5.511% 1/24/2036 (b)
|
350,000
|
360,568
|
|
Bank of America Corp 5.819% 9/15/2029 (b)(d)
|
2,000,000
|
2,090,611
|
|
Bank of America Corp 6.204% 11/10/2028 (b)
|
800,000
|
833,738
|
|
Bank of America NA 5.526% 8/18/2026
|
1,710,000
|
1,731,404
|
|
Citibank NA 4.914% 5/29/2030
|
3,800,000
|
3,899,550
|
|
Citibank NA 4.929% 8/6/2026
|
4,250,000
|
4,278,495
|
|
Citibank NA 5.803% 9/29/2028
|
760,000
|
796,579
|
|
Citigroup Inc 1.122% 1/28/2027 (b)(d)
|
2,100,000
|
2,071,786
|
|
Citigroup Inc 1.462% 6/9/2027 (b)
|
2,200,000
|
2,151,387
|
|
Citigroup Inc 2.976% 11/5/2030 (b)(d)
|
4,360,000
|
4,120,208
|
|
Citigroup Inc 3.52% 10/27/2028 (b)
|
1,650,000
|
1,625,062
|
|
Citigroup Inc 3.668% 7/24/2028 (b)
|
590,000
|
583,446
|
|
Citigroup Inc 3.887% 1/10/2028 (b)
|
1,130,000
|
1,123,166
|
|
Citigroup Inc 4.075% 4/23/2029 (b)
|
650,000
|
647,688
|
|
Citigroup Inc 4.125% 7/25/2028
|
480,000
|
479,415
|
|
Citigroup Inc 4.45% 9/29/2027
|
350,000
|
350,955
|
|
Citigroup Inc 4.542% 9/19/2030 (b)
|
290,000
|
291,314
|
|
Citigroup Inc 4.6% 3/9/2026
|
750,000
|
750,650
|
|
Citigroup Inc 4.643% 5/7/2028 (b)
|
600,000
|
603,337
|
|
Citizens Bank NA/Providence RI 4.575% 8/9/2028 (b)
|
540,000
|
542,725
|
|
Citizens Financial Group Inc 5.253% 3/5/2031 (b)
|
640,000
|
654,325
|
|
Citizens Financial Group Inc 5.841% 1/23/2030 (b)
|
370,000
|
384,816
|
|
Comerica Inc 5.982% 1/30/2030 (b)
|
530,000
|
549,854
|
|
Fifth Third Bancorp 1.707% 11/1/2027 (b)
|
250,000
|
242,517
|
|
Fifth Third Bancorp 3.95% 3/14/2028
|
930,000
|
925,632
|
|
Fifth Third Bancorp 4.895% 9/6/2030 (b)(d)
|
500,000
|
508,624
|
|
Fifth Third Bancorp 6.361% 10/27/2028 (b)(d)
|
500,000
|
522,199
|
|
Huntington Bancshares Inc/OH 4.443% 8/4/2028 (b)
|
1,590,000
|
1,594,533
|
|
Huntington Bancshares Inc/OH 5.272% 1/15/2031 (b)
|
620,000
|
639,189
|
|
Huntington National Bank/The 4.552% 5/17/2028 (b)
|
590,000
|
593,046
|
|
JPMorgan Chase & Co 1.04% 2/4/2027 (b)
|
1,500,000
|
1,478,927
|
|
JPMorgan Chase & Co 1.045% 11/19/2026 (b)
|
470,000
|
466,556
|
|
JPMorgan Chase & Co 1.47% 9/22/2027 (b)
|
690,000
|
669,989
|
|
JPMorgan Chase & Co 1.578% 4/22/2027 (b)
|
3,211,000
|
3,155,907
|
|
JPMorgan Chase & Co 2.739% 10/15/2030 (b)
|
3,700,000
|
3,484,914
|
|
JPMorgan Chase & Co 2.956% 5/13/2031 (b)
|
1,080,000
|
1,008,233
|
|
JPMorgan Chase & Co 3.2% 6/15/2026
|
150,000
|
148,883
|
|
JPMorgan Chase & Co 3.54% 5/1/2028 (b)
|
510,000
|
504,478
|
|
JPMorgan Chase & Co 3.625% 12/1/2027
|
450,000
|
445,858
|
|
JPMorgan Chase & Co 3.702% 5/6/2030 (b)
|
260,000
|
254,897
|
|
JPMorgan Chase & Co 4.005% 4/23/2029 (b)
|
1,960,000
|
1,952,399
|
|
JPMorgan Chase & Co 4.125% 12/15/2026 (d)
|
1,480,000
|
1,480,421
|
|
JPMorgan Chase & Co 4.323% 4/26/2028 (b)
|
3,000,000
|
3,003,577
|
|
JPMorgan Chase & Co 4.851% 7/25/2028 (b)
|
3,700,000
|
3,745,794
|
|
JPMorgan Chase & Co 4.995% 7/22/2030 (b)
|
250,000
|
256,404
|
|
JPMorgan Chase & Co 5.012% 1/23/2030 (b)
|
4,970,000
|
5,090,718
|
|
JPMorgan Chase & Co 5.103% 4/22/2031 (b)
|
1,880,000
|
1,939,580
|
|
JPMorgan Chase & Co 5.14% 1/24/2031 (b)
|
700,000
|
721,369
|
|
KeyCorp 2.25% 4/6/2027
|
50,000
|
48,438
|
|
KeyCorp 5.121% 4/4/2031 (b)
|
350,000
|
358,029
|
|
M&T Bank Corp 5.179% 7/8/2031 (b)
|
250,000
|
255,791
|
|
M&T Bank Corp 7.413% 10/30/2029 (b)(d)
|
180,000
|
195,980
|
|
Manufacturers & Traders Trust Co 4.7% 1/27/2028 (d)
|
1,220,000
|
1,235,230
|
|
Morgan Stanley Private Bank NA 4.734% 7/18/2031 (b)
|
1,500,000
|
1,521,072
|
|
PNC Financial Services Group Inc/The 1.15% 8/13/2026
|
900,000
|
874,663
|
|
PNC Financial Services Group Inc/The 4.899% 5/13/2031 (b)
|
850,000
|
867,418
|
|
PNC Financial Services Group Inc/The 5.222% 1/29/2031 (b)
|
630,000
|
651,022
|
|
PNC Financial Services Group Inc/The 5.3% 1/21/2028 (b)(d)
|
1,000,000
|
1,015,360
|
|
PNC Financial Services Group Inc/The 5.354% 12/2/2028 (b)
|
160,000
|
164,121
|
|
PNC Financial Services Group Inc/The 5.492% 5/14/2030 (b)
|
450,000
|
468,442
|
|
PNC Financial Services Group Inc/The 5.582% 6/12/2029 (b)
|
1,650,000
|
1,711,642
|
|
Regions Financial Corp 5.722% 6/6/2030 (b)(d)
|
380,000
|
395,541
|
|
Santander Holdings USA Inc 2.49% 1/6/2028 (b)
|
500,000
|
487,142
|
|
Santander Holdings USA Inc 5.353% 9/6/2030 (b)(d)
|
290,000
|
297,908
|
|
Santander Holdings USA Inc 5.741% 3/20/2031 (b)
|
400,000
|
415,700
|
|
Santander Holdings USA Inc 6.174% 1/9/2030 (b)
|
420,000
|
440,825
|
|
Santander Holdings USA Inc 6.565% 6/12/2029 (b)
|
550,000
|
578,458
|
|
Synchrony Bank 5.625% 8/23/2027 (d)
|
500,000
|
511,030
|
|
Truist Financial Corp 1.267% 3/2/2027 (b)
|
937,000
|
922,839
|
|
Truist Financial Corp 5.071% 5/20/2031 (b)(d)
|
300,000
|
307,364
|
|
Truist Financial Corp 6.047% 6/8/2027 (b)
|
2,000,000
|
2,022,979
|
|
Truist Financial Corp 7.161% 10/30/2029 (b)(d)
|
1,100,000
|
1,193,878
|
|
US Bancorp 2.375% 7/22/2026
|
380,000
|
374,324
|
|
US Bancorp 4.653% 2/1/2029 (b)
|
1,720,000
|
1,739,592
|
|
US Bancorp 5.046% 2/12/2031 (b)
|
300,000
|
307,775
|
|
US Bancorp 5.1% 7/23/2030 (b)(d)
|
1,530,000
|
1,574,007
|
|
US Bancorp 5.727% 10/21/2026 (b)
|
1,000,000
|
1,001,514
|
|
US Bancorp 5.775% 6/12/2029 (b)
|
1,260,000
|
1,312,892
|
|
Wells Fargo & Co 2.393% 6/2/2028 (b)
|
2,160,000
|
2,093,437
|
|
Wells Fargo & Co 2.879% 10/30/2030 (b)
|
3,000,000
|
2,832,817
|
|
Wells Fargo & Co 3% 10/23/2026
|
100,000
|
98,689
|
|
Wells Fargo & Co 3.196% 6/17/2027 (b)(d)
|
2,580,000
|
2,557,651
|
|
Wells Fargo & Co 3.526% 3/24/2028 (b)
|
500,000
|
494,669
|
|
Wells Fargo & Co 3.584% 5/22/2028 (b)
|
600,000
|
593,561
|
|
Wells Fargo & Co 4.1% 6/3/2026
|
460,000
|
459,156
|
|
Wells Fargo & Co 5.15% 4/23/2031 (b)(d)
|
320,000
|
329,566
|
|
Wells Fargo & Co 5.198% 1/23/2030 (b)
|
970,000
|
999,108
|
|
Wells Fargo & Co 5.244% 1/24/2031 (b)
|
600,000
|
619,797
|
|
Wells Fargo & Co 5.574% 7/25/2029 (b)
|
600,000
|
622,020
|
|
Wells Fargo & Co 5.707% 4/22/2028 (b)(d)
|
7,040,000
|
7,200,355
|
|
128,479,175
|
|||
Capital Markets - 2.1%
|
|||
Apollo Debt Solutions BDC 6.9% 4/13/2029
|
420,000
|
441,921
|
|
Ares Capital Corp 2.15% 7/15/2026
|
100,000
|
98,026
|
|
Ares Capital Corp 2.875% 6/15/2028
|
750,000
|
715,855
|
|
Ares Capital Corp 3.875% 1/15/2026 (d)
|
800,000
|
797,646
|
|
Ares Capital Corp 5.875% 3/1/2029 (d)
|
580,000
|
596,870
|
|
Ares Capital Corp 5.95% 7/15/2029
|
300,000
|
310,216
|
|
Ares Strategic Income Fund 5.6% 2/15/2030
|
300,000
|
303,717
|
|
Ares Strategic Income Fund 5.7% 3/15/2028 (d)
|
820,000
|
831,282
|
|
Bank of New York Mellon Corp/The 4.543% 2/1/2029 (b)
|
1,000,000
|
1,011,929
|
|
Bank of New York Mellon Corp/The 4.942% 2/11/2031 (b)
|
700,000
|
719,286
|
|
Bank of New York Mellon Corp/The 4.975% 3/14/2030 (b)
|
300,000
|
308,323
|
|
Bank of New York Mellon Corp/The 6.317% 10/25/2029 (b)
|
210,000
|
223,756
|
|
BlackRock Funding Inc 4.6% 7/26/2027
|
1,050,000
|
1,063,170
|
|
Blackstone Private Credit Fund 2.625% 12/15/2026
|
470,000
|
458,304
|
|
Blackstone Private Credit Fund 3.25% 3/15/2027
|
360,000
|
352,467
|
|
Blackstone Private Credit Fund 5.25% 4/1/2030
|
90,000
|
90,275
|
|
Blackstone Private Credit Fund 5.95% 7/16/2029
|
500,000
|
515,934
|
|
Blackstone Private Credit Fund 7.3% 11/27/2028
|
230,000
|
245,840
|
|
Blackstone Secured Lending Fund 5.35% 4/13/2028
|
1,000,000
|
1,014,530
|
|
Blue Owl Capital Corp 2.875% 6/11/2028
|
130,000
|
122,714
|
|
Blue Owl Capital Corp 5.95% 3/15/2029
|
1,000,000
|
1,015,546
|
|
Charles Schwab Corp/The 2.45% 3/3/2027
|
1,020,000
|
996,957
|
|
Charles Schwab Corp/The 3.25% 5/22/2029
|
640,000
|
622,542
|
|
Charles Schwab Corp/The 4.625% 3/22/2030
|
600,000
|
612,726
|
|
Charles Schwab Corp/The 5.643% 5/19/2029 (b)
|
490,000
|
509,698
|
|
Charles Schwab Corp/The 5.875% 8/24/2026
|
1,000,000
|
1,014,721
|
|
Charles Schwab Corp/The 6.196% 11/17/2029 (b)(d)
|
460,000
|
489,479
|
|
Goldman Sachs BDC Inc 6.375% 3/11/2027
|
570,000
|
583,043
|
|
Goldman Sachs Group Inc/The 1.093% 12/9/2026 (b)
|
1,400,000
|
1,387,274
|
|
Goldman Sachs Group Inc/The 1.431% 3/9/2027 (b)(d)
|
1,660,000
|
1,634,170
|
|
Goldman Sachs Group Inc/The 1.948% 10/21/2027 (b)
|
3,320,000
|
3,232,707
|
|
Goldman Sachs Group Inc/The 3.615% 3/15/2028 (b)(d)
|
5,190,000
|
5,136,576
|
|
Goldman Sachs Group Inc/The 3.691% 6/5/2028 (b)
|
500,000
|
495,397
|
|
Goldman Sachs Group Inc/The 3.814% 4/23/2029 (b)
|
1,020,000
|
1,009,435
|
|
Goldman Sachs Group Inc/The 4.223% 5/1/2029 (b)
|
750,000
|
750,529
|
|
Goldman Sachs Group Inc/The 4.25% 10/21/2025
|
370,000
|
369,827
|
|
Goldman Sachs Group Inc/The 4.482% 8/23/2028 (b)
|
1,640,000
|
1,647,236
|
|
Goldman Sachs Group Inc/The 5.049% 7/23/2030 (b)(d)
|
1,390,000
|
1,423,044
|
|
Goldman Sachs Group Inc/The 5.207% 1/28/2031 (b)
|
600,000
|
618,249
|
|
Goldman Sachs Group Inc/The 5.727% 4/25/2030 (b)
|
1,500,000
|
1,570,883
|
|
Golub Capital BDC Inc 6% 7/15/2029
|
470,000
|
480,889
|
|
HPS Corporate Lending Fund 5.45% 1/14/2028
|
500,000
|
504,404
|
|
HPS Corporate Lending Fund 6.25% 9/30/2029
|
100,000
|
103,364
|
|
HPS Corporate Lending Fund 6.75% 1/30/2029
|
200,000
|
208,654
|
|
Intercontinental Exchange Inc 3.1% 9/15/2027
|
1,060,000
|
1,039,260
|
|
Intercontinental Exchange Inc 3.625% 9/1/2028
|
1,330,000
|
1,312,092
|
|
Jefferies Financial Group Inc 4.15% 1/23/2030
|
600,000
|
592,187
|
|
Jefferies Financial Group Inc 4.85% 1/15/2027
|
300,000
|
302,166
|
|
Jefferies Financial Group Inc 5.875% 7/21/2028
|
290,000
|
302,335
|
|
Lazard Group LLC 4.5% 9/19/2028
|
460,000
|
462,029
|
|
LPL Holdings Inc 5.15% 6/15/2030
|
250,000
|
255,265
|
|
LPL Holdings Inc 6.75% 11/17/2028 (d)
|
590,000
|
631,563
|
|
Moody's Corp 4.25% 2/1/2029
|
250,000
|
251,095
|
|
Morgan Stanley 0.985% 12/10/2026 (b)
|
1,600,000
|
1,584,374
|
|
Morgan Stanley 1.512% 7/20/2027 (b)
|
4,650,000
|
4,534,980
|
|
Morgan Stanley 1.593% 5/4/2027 (b)
|
3,080,000
|
3,022,617
|
|
Morgan Stanley 3.591% 7/22/2028 (b)
|
1,350,000
|
1,333,443
|
|
Morgan Stanley 4.35% 9/8/2026
|
120,000
|
120,091
|
|
Morgan Stanley 4.431% 1/23/2030 (b)
|
460,000
|
462,022
|
|
Morgan Stanley 4.654% 10/18/2030 (b)
|
200,000
|
201,922
|
|
Morgan Stanley 5% 11/24/2025
|
1,248,000
|
1,249,010
|
|
Morgan Stanley 5.042% 7/19/2030 (b)
|
1,470,000
|
1,505,875
|
|
Morgan Stanley 5.123% 2/1/2029 (b)
|
1,500,000
|
1,532,015
|
|
Morgan Stanley 5.164% 4/20/2029 (b)
|
820,000
|
838,338
|
|
Morgan Stanley 5.192% 4/17/2031 (b)
|
200,000
|
206,155
|
|
Morgan Stanley 5.23% 1/15/2031 (b)
|
2,000,000
|
2,064,399
|
|
Morgan Stanley 5.656% 4/18/2030 (b)
|
1,600,000
|
1,670,875
|
|
Morgan Stanley 6.25% 8/9/2026
|
140,000
|
142,731
|
|
Morgan Stanley Direct Lending Fund 6.15% 5/17/2029
|
300,000
|
309,691
|
|
Nasdaq Inc 3.85% 6/30/2026
|
270,000
|
269,335
|
|
Nasdaq Inc 5.35% 6/28/2028
|
300,000
|
309,534
|
|
Northern Trust Corp 3.375% 5/8/2032 (b)
|
250,000
|
244,405
|
|
S&P Global Inc 2.45% 3/1/2027
|
650,000
|
634,815
|
|
S&P Global Inc 2.7% 3/1/2029
|
870,000
|
832,549
|
|
S&P Global Inc 4.75% 8/1/2028
|
240,000
|
244,812
|
|
Sixth Street Specialty Lending Inc 6.125% 3/1/2029
|
160,000
|
165,122
|
|
Sixth Street Specialty Lending Inc 6.95% 8/14/2028
|
120,000
|
126,963
|
|
State Street Corp 1.684% 11/18/2027 (b)
|
450,000
|
436,364
|
|
State Street Corp 2.4% 1/24/2030 (d)
|
2,200,000
|
2,063,241
|
|
State Street Corp 4.729% 2/28/2030
|
300,000
|
306,745
|
|
State Street Corp 5.684% 11/21/2029 (b)(d)
|
220,000
|
230,879
|
|
State Street Corp U.S. SOFR Index + 0.95%, 5.3036% 4/24/2028 (b)(c)
|
600,000
|
603,921
|
|
69,034,626
|
|||
Consumer Finance - 1.0%
|
|||
Ally Financial Inc 2.2% 11/2/2028
|
870,000
|
812,297
|
|
Ally Financial Inc 5.737% 5/15/2029 (b)
|
480,000
|
492,920
|
|
Ally Financial Inc 6.848% 1/3/2030 (b)
|
220,000
|
233,423
|
|
Ally Financial Inc 6.992% 6/13/2029 (b)
|
270,000
|
285,744
|
|
American Express Co 3.3% 5/3/2027
|
540,000
|
533,735
|
|
American Express Co 4.351% 7/20/2029 (b)
|
400,000
|
402,063
|
|
American Express Co 5.016% 4/25/2031 (b)
|
950,000
|
976,150
|
|
American Express Co 5.085% 1/30/2031 (b)
|
200,000
|
206,132
|
|
American Express Co 5.282% 7/27/2029 (b)
|
240,000
|
247,627
|
|
American Express Co 5.532% 4/25/2030 (b)(d)
|
520,000
|
543,011
|
|
American Express Co 5.85% 11/5/2027
|
3,980,000
|
4,129,858
|
|
Capital One Financial Corp 3.75% 7/28/2026
|
340,000
|
337,895
|
|
Capital One Financial Corp 3.8% 1/31/2028
|
130,000
|
128,838
|
|
Capital One Financial Corp 4.1% 2/9/2027
|
1,340,000
|
1,336,958
|
|
Capital One Financial Corp 4.2% 10/29/2025 (d)
|
640,000
|
639,005
|
|
Capital One Financial Corp 4.5% 1/30/2026
|
100,000
|
99,960
|
|
Capital One Financial Corp 4.927% 5/10/2028 (b)(d)
|
1,660,000
|
1,676,753
|
|
Capital One Financial Corp 5.247% 7/26/2030 (b)
|
760,000
|
781,576
|
|
Capital One Financial Corp 5.468% 2/1/2029 (b)(d)
|
2,030,000
|
2,083,803
|
|
Ford Motor Credit Co LLC 4.95% 5/28/2027
|
600,000
|
598,553
|
|
Ford Motor Credit Co LLC 5.113% 5/3/2029
|
610,000
|
601,586
|
|
Ford Motor Credit Co LLC 5.303% 9/6/2029
|
350,000
|
347,498
|
|
Ford Motor Credit Co LLC 5.8% 3/8/2029
|
500,000
|
505,549
|
|
Ford Motor Credit Co LLC 5.875% 11/7/2029 (d)
|
610,000
|
616,557
|
|
Ford Motor Credit Co LLC 6.798% 11/7/2028
|
3,770,000
|
3,923,716
|
|
Ford Motor Credit Co LLC 6.8% 5/12/2028
|
1,005,000
|
1,043,695
|
|
John Deere Capital Corp 1.5% 3/6/2028
|
1,380,000
|
1,300,879
|
|
John Deere Capital Corp 2.35% 3/8/2027
|
4,350,000
|
4,249,732
|
|
John Deere Capital Corp 2.8% 9/8/2027
|
1,000,000
|
979,204
|
|
John Deere Capital Corp 4.375% 10/15/2030
|
500,000
|
503,958
|
|
John Deere Capital Corp 4.75% 1/20/2028
|
1,400,000
|
1,426,166
|
|
John Deere Capital Corp 4.9% 3/3/2028
|
300,000
|
306,927
|
|
John Deere Capital Corp 4.95% 7/14/2028
|
600,000
|
616,464
|
|
Synchrony Financial 3.7% 8/4/2026
|
220,000
|
218,412
|
|
Synchrony Financial 5.45% 3/6/2031 (b)
|
290,000
|
295,439
|
|
Synchrony Financial 5.935% 8/2/2030 (b)
|
340,000
|
352,130
|
|
Toyota Motor Credit Corp 4.55% 8/9/2029 (d)
|
925,000
|
940,259
|
|
Toyota Motor Credit Corp 4.65% 1/5/2029
|
230,000
|
234,234
|
|
35,008,706
|
|||
Financial Services - 0.7%
|
|||
Aon Corp / Aon Global Holdings PLC 2.85% 5/28/2027
|
220,000
|
215,517
|
|
Blue Owl Credit Income Corp 5.8% 3/15/2030
|
470,000
|
476,087
|
|
Blue Owl Credit Income Corp 6.6% 9/15/2029
|
300,000
|
311,957
|
|
Blue Owl Credit Income Corp 7.75% 1/15/2029
|
700,000
|
749,462
|
|
BP Capital Markets America Inc 3.017% 1/16/2027
|
1,060,000
|
1,047,134
|
|
BP Capital Markets America Inc 5.017% 11/17/2027
|
1,620,000
|
1,652,657
|
|
CNH Industrial Capital LLC 4.75% 3/21/2028
|
110,000
|
111,229
|
|
CNH Industrial Capital LLC 5.1% 4/20/2029
|
230,000
|
235,930
|
|
CNH Industrial Capital LLC 5.5% 1/12/2029
|
660,000
|
684,243
|
|
Corebridge Financial Inc 3.65% 4/5/2027 (d)
|
540,000
|
535,034
|
|
Corebridge Financial Inc 6.875% 12/15/2052 (b)
|
540,000
|
558,441
|
|
CRH SMW Finance DAC 5.125% 1/9/2030
|
700,000
|
720,236
|
|
Enact Holdings Inc 6.25% 5/28/2029
|
300,000
|
313,052
|
|
Equitable Holdings Inc 4.35% 4/20/2028
|
600,000
|
602,304
|
|
Essent Group Ltd 6.25% 7/1/2029
|
300,000
|
314,664
|
|
Fidelity National Information Services Inc 1.15% 3/1/2026
|
609,000
|
599,316
|
|
Fidelity National Information Services Inc 1.65% 3/1/2028 (d)
|
500,000
|
471,066
|
|
Fiserv Inc 3.2% 7/1/2026
|
280,000
|
277,409
|
|
Fiserv Inc 3.5% 7/1/2029
|
950,000
|
922,469
|
|
Fiserv Inc 4.55% 2/15/2031
|
620,000
|
619,889
|
|
Fiserv Inc 5.15% 3/15/2027
|
840,000
|
850,623
|
|
Fiserv Inc 5.375% 8/21/2028
|
890,000
|
918,072
|
|
Global Payments Inc 1.2% 3/1/2026
|
1,157,000
|
1,138,415
|
|
Global Payments Inc 2.15% 1/15/2027
|
200,000
|
194,427
|
|
Global Payments Inc 2.9% 5/15/2030
|
350,000
|
323,046
|
|
Global Payments Inc 3.2% 8/15/2029
|
530,000
|
503,238
|
|
Global Payments Inc 4.95% 8/15/2027
|
160,000
|
161,751
|
|
Goldman Sachs Private Credit Corp 5.875% 5/6/2028 (d)(e)
|
400,000
|
406,282
|
|
Goldman Sachs Private Credit Corp 6.25% 5/6/2030 (e)
|
100,000
|
102,406
|
|
Golub Capital Private Credit Fund 5.875% 5/1/2030
|
400,000
|
405,751
|
|
Jackson Financial Inc 5.17% 6/8/2027
|
180,000
|
182,318
|
|
Mastercard Inc 2.95% 6/1/2029
|
680,000
|
657,510
|
|
Mastercard Inc 3.3% 3/26/2027
|
800,000
|
792,869
|
|
National Rural Utilities Cooperative Finance Corp 3.7% 3/15/2029
|
550,000
|
542,565
|
|
National Rural Utilities Cooperative Finance Corp 3.9% 11/1/2028
|
240,000
|
238,589
|
|
National Rural Utilities Cooperative Finance Corp 4.85% 2/7/2029
|
690,000
|
706,346
|
|
NMI Holdings Inc 6% 8/15/2029
|
300,000
|
307,998
|
|
PayPal Holdings Inc 2.85% 10/1/2029 (d)
|
620,000
|
591,206
|
|
PayPal Holdings Inc 3.9% 6/1/2027
|
170,000
|
169,818
|
|
Radian Group Inc 6.2% 5/15/2029
|
300,000
|
314,147
|
|
Rexford Industrial Realty LP 5% 6/15/2028
|
110,000
|
111,636
|
|
Sixth Street Lending Partners 5.75% 1/15/2030
|
300,000
|
304,569
|
|
Sixth Street Lending Partners 6.5% 3/11/2029
|
270,000
|
280,267
|
|
Visa Inc 0.75% 8/15/2027 (d)
|
600,000
|
566,621
|
|
Visa Inc 2.75% 9/15/2027
|
340,000
|
332,696
|
|
Voya Financial Inc 3.65% 6/15/2026
|
140,000
|
139,288
|
|
Voya Financial Inc 4.7% 1/23/2048 (b)
|
130,000
|
126,154
|
|
Western Union Co/The 1.35% 3/15/2026
|
330,000
|
324,429
|
|
23,111,133
|
|||
Insurance - 0.4%
|
|||
AFLAC Inc 2.875% 10/15/2026
|
230,000
|
226,744
|
|
Allstate Corp/The 0.75% 12/15/2025 (d)
|
590,000
|
583,700
|
|
Allstate Corp/The 5.05% 6/24/2029
|
350,000
|
360,262
|
|
Allstate Corp/The CME Term SOFR 3 month Index + 3.1996%, 7.411% 8/15/2053 (b)(c)
|
320,000
|
320,799
|
|
American International Group Inc 4.85% 5/7/2030
|
360,000
|
368,329
|
|
Aon Corp 8.205% 1/1/2027
|
230,000
|
240,811
|
|
Aon North America Inc 5.15% 3/1/2029 (d)
|
1,000,000
|
1,028,930
|
|
Arthur J Gallagher & Co 4.85% 12/15/2029
|
456,000
|
464,850
|
|
Assurant Inc 4.9% 3/27/2028
|
110,000
|
111,514
|
|
Assured Guaranty US Holdings Inc 6.125% 9/15/2028
|
200,000
|
210,251
|
|
Athene Holding Ltd 4.125% 1/12/2028
|
320,000
|
319,259
|
|
Athene Holding Ltd 6.15% 4/3/2030
|
300,000
|
320,124
|
|
Berkshire Hathaway Fin Corp 1.85% 3/12/2030
|
170,000
|
155,281
|
|
Brighthouse Financial Inc 3.7% 6/22/2027 (d)
|
300,000
|
295,841
|
|
Brighthouse Financial Inc 5.625% 5/15/2030
|
300,000
|
306,863
|
|
Brown & Brown Inc 4.7% 6/23/2028
|
700,000
|
706,705
|
|
Brown & Brown Inc 4.9% 6/23/2030
|
120,000
|
121,493
|
|
CNA Financial Corp 3.45% 8/15/2027
|
400,000
|
394,633
|
|
CNA Financial Corp 4.5% 3/1/2026 (d)
|
510,000
|
509,751
|
|
First American Financial Corp 4% 5/15/2030
|
200,000
|
191,957
|
|
Globe Life Inc 4.55% 9/15/2028
|
180,000
|
181,278
|
|
Lincoln National Corp 3.05% 1/15/2030 (d)
|
390,000
|
371,323
|
|
Markel Group Inc 3.5% 11/1/2027
|
410,000
|
403,705
|
|
Marsh & McLennan Cos Inc 4.375% 3/15/2029
|
560,000
|
564,874
|
|
Marsh & McLennan Cos Inc 4.65% 3/15/2030
|
500,000
|
508,903
|
|
Principal Financial Group Inc 3.7% 5/15/2029
|
310,000
|
304,252
|
|
Progressive Corp/The 2.5% 3/15/2027
|
800,000
|
781,537
|
|
Prudential Financial Inc 1.5% 3/10/2026
|
160,000
|
157,674
|
|
Prudential Financial Inc 4.5% 9/15/2047 (b)(d)
|
600,000
|
590,467
|
|
Trinity Acq PLC 4.4% 3/15/2026
|
470,000
|
469,414
|
|
Willis North America Inc 4.5% 9/15/2028 (d)
|
390,000
|
393,403
|
|
Willis North America Inc 4.65% 6/15/2027
|
300,000
|
301,951
|
|
12,266,878
|
|||
TOTAL FINANCIALS
|
267,900,518
|
||
Health Care - 2.3%
|
|||
Biotechnology - 0.4%
|
|||
AbbVie Inc 2.95% 11/21/2026
|
1,830,000
|
1,806,013
|
|
AbbVie Inc 3.2% 11/21/2029
|
1,840,000
|
1,773,034
|
|
AbbVie Inc 4.8% 3/15/2029
|
2,030,000
|
2,078,367
|
|
Amgen Inc 2.2% 2/21/2027
|
2,250,000
|
2,190,213
|
|
Amgen Inc 3.2% 11/2/2027
|
1,460,000
|
1,432,595
|
|
Amgen Inc 4.05% 8/18/2029
|
450,000
|
447,835
|
|
Amgen Inc 5.15% 3/2/2028 (d)
|
1,720,000
|
1,760,183
|
|
Amgen Inc 5.25% 3/2/2030
|
500,000
|
517,947
|
|
Gilead Sciences Inc 2.95% 3/1/2027
|
110,000
|
108,295
|
|
Gilead Sciences Inc 4.8% 11/15/2029
|
550,000
|
564,675
|
|
12,679,157
|
|||
Health Care Equipment & Supplies - 0.3%
|
|||
Abbott Laboratories 1.15% 1/30/2028
|
620,000
|
583,035
|
|
Baxter International Inc 1.915% 2/1/2027
|
1,540,000
|
1,489,516
|
|
Becton Dickinson & Co 3.7% 6/6/2027
|
610,000
|
605,730
|
|
Becton Dickinson & Co 5.081% 6/7/2029
|
700,000
|
719,542
|
|
GE HealthCare Technologies Inc 4.8% 8/14/2029
|
270,000
|
275,647
|
|
GE HealthCare Technologies Inc 5.65% 11/15/2027
|
890,000
|
917,736
|
|
GE HealthCare Technologies Inc 5.857% 3/15/2030
|
440,000
|
467,193
|
|
Medtronic Global Holdings SCA 4.25% 3/30/2028
|
290,000
|
292,199
|
|
Solventum Corp 5.4% 3/1/2029
|
690,000
|
719,416
|
|
Stryker Corp 3.65% 3/7/2028 (d)
|
1,220,000
|
1,210,673
|
|
Stryker Corp 4.25% 9/11/2029 (d)
|
600,000
|
602,014
|
|
Zimmer Biomet Holdings Inc 3.05% 1/15/2026
|
250,000
|
248,639
|
|
Zimmer Biomet Holdings Inc 5.05% 2/19/2030
|
150,000
|
154,373
|
|
Zimmer Biomet Holdings Inc 5.35% 12/1/2028
|
220,000
|
227,822
|
|
8,513,535
|
|||
Health Care Providers & Services - 1.0%
|
|||
Cardinal Health Inc 3.41% 6/15/2027
|
730,000
|
720,816
|
|
Cardinal Health Inc 5.125% 2/15/2029
|
130,000
|
133,792
|
|
Cencora Inc 3.45% 12/15/2027
|
150,000
|
147,797
|
|
Cencora Inc 4.85% 12/15/2029
|
300,000
|
306,839
|
|
Centene Corp 4.25% 12/15/2027
|
1,890,000
|
1,845,687
|
|
Centene Corp 4.625% 12/15/2029
|
2,240,000
|
2,157,385
|
|
Cigna Group/The 1.25% 3/15/2026
|
1,280,000
|
1,258,831
|
|
Cigna Group/The 2.4% 3/15/2030
|
380,000
|
350,267
|
|
Cigna Group/The 4.375% 10/15/2028
|
1,210,000
|
1,216,561
|
|
Cigna Group/The 4.5% 2/25/2026
|
130,000
|
130,049
|
|
Cigna Group/The 5% 5/15/2029 (d)
|
470,000
|
482,837
|
|
CVS Health Corp 1.3% 8/21/2027 (d)
|
2,020,000
|
1,907,358
|
|
CVS Health Corp 2.875% 6/1/2026
|
530,000
|
523,734
|
|
CVS Health Corp 3% 8/15/2026
|
560,000
|
552,840
|
|
CVS Health Corp 3.25% 8/15/2029
|
970,000
|
927,913
|
|
CVS Health Corp 4.3% 3/25/2028
|
2,060,000
|
2,059,025
|
|
CVS Health Corp 5% 1/30/2029
|
1,330,000
|
1,355,439
|
|
Elevance Health Inc 3.65% 12/1/2027
|
460,000
|
456,090
|
|
Elevance Health Inc 4.75% 2/15/2030
|
230,000
|
233,750
|
|
Elevance Health Inc 5.15% 6/15/2029 (d)
|
750,000
|
772,242
|
|
HCA Inc 4.125% 6/15/2029
|
1,470,000
|
1,455,921
|
|
HCA Inc 4.5% 2/15/2027
|
820,000
|
820,649
|
|
HCA Inc 5.25% 3/1/2030
|
510,000
|
527,012
|
|
HCA Inc 5.25% 6/15/2026
|
1,730,000
|
1,733,028
|
|
HCA Inc 5.375% 9/1/2026
|
260,000
|
260,953
|
|
Humana Inc 1.35% 2/3/2027
|
1,115,000
|
1,070,918
|
|
Humana Inc 3.125% 8/15/2029 (d)
|
380,000
|
361,435
|
|
Icon Investments Six DAC 5.849% 5/8/2029
|
245,000
|
256,221
|
|
Laboratory Corp of America Holdings 3.6% 9/1/2027
|
800,000
|
793,102
|
|
McKesson Corp 1.3% 8/15/2026
|
640,000
|
622,990
|
|
McKesson Corp 4.65% 5/30/2030
|
300,000
|
305,174
|
|
Quest Diagnostics Inc 4.6% 12/15/2027
|
970,000
|
980,579
|
|
Sabra Health Care LP 3.9% 10/15/2029
|
140,000
|
135,358
|
|
UnitedHealth Group Inc 1.15% 5/15/2026
|
886,000
|
866,815
|
|
UnitedHealth Group Inc 2% 5/15/2030
|
1,150,000
|
1,040,456
|
|
UnitedHealth Group Inc 2.95% 10/15/2027
|
1,330,000
|
1,300,487
|
|
UnitedHealth Group Inc 3.875% 12/15/2028
|
300,000
|
297,738
|
|
UnitedHealth Group Inc 4.25% 1/15/2029
|
570,000
|
572,271
|
|
UnitedHealth Group Inc 4.65% 1/15/2031 (d)
|
250,000
|
253,372
|
|
UnitedHealth Group Inc 5.25% 2/15/2028
|
1,250,000
|
1,285,170
|
|
Universal Health Services Inc 1.65% 9/1/2026
|
270,000
|
262,473
|
|
Universal Health Services Inc 4.625% 10/15/2029
|
160,000
|
159,609
|
|
32,900,983
|
|||
Health Care Technology - 0.0%
|
|||
IQVIA Inc 6.25% 2/1/2029 (d)
|
740,000
|
778,979
|
|
Life Sciences Tools & Services - 0.0%
|
|||
Agilent Technologies Inc 4.2% 9/9/2027 (d)
|
740,000
|
740,295
|
|
Thermo Fisher Scientific Inc 1.75% 10/15/2028
|
130,000
|
121,540
|
|
Thermo Fisher Scientific Inc 2.6% 10/1/2029
|
480,000
|
454,772
|
|
Thermo Fisher Scientific Inc 4.8% 11/21/2027
|
740,000
|
752,433
|
|
Thermo Fisher Scientific Inc 5% 12/5/2026 (d)
|
330,000
|
333,666
|
|
2,402,706
|
|||
Pharmaceuticals - 0.6%
|
|||
Bristol-Myers Squibb Co 3.2% 6/15/2026
|
296,000
|
293,979
|
|
Bristol-Myers Squibb Co 3.4% 7/26/2029
|
760,000
|
741,081
|
|
Bristol-Myers Squibb Co 4.9% 2/22/2029
|
1,700,000
|
1,746,164
|
|
Eli Lilly & Co 4% 10/15/2028
|
800,000
|
801,930
|
|
Eli Lilly & Co 4.2% 8/14/2029
|
860,000
|
867,594
|
|
Eli Lilly & Co 4.75% 2/12/2030
|
500,000
|
514,069
|
|
Haleon US Capital LLC 3.375% 3/24/2027
|
1,230,000
|
1,215,724
|
|
Johnson & Johnson 0.95% 9/1/2027
|
580,000
|
549,860
|
|
Johnson & Johnson 2.9% 1/15/2028 (d)
|
1,120,000
|
1,099,511
|
|
Johnson & Johnson 4.7% 3/1/2030 (d)
|
540,000
|
556,213
|
|
Merck & Co Inc 1.7% 6/10/2027
|
2,000,000
|
1,926,867
|
|
Merck & Co Inc 1.9% 12/10/2028
|
250,000
|
234,711
|
|
Novartis Capital Corp 2% 2/14/2027
|
580,000
|
565,315
|
|
Novartis Capital Corp 3.1% 5/17/2027
|
120,000
|
118,568
|
|
Pfizer Inc 2.75% 6/3/2026 (d)
|
620,000
|
613,853
|
|
Pfizer Inc 3% 12/15/2026
|
110,000
|
108,778
|
|
Pfizer Inc 3.6% 9/15/2028 (d)
|
410,000
|
407,774
|
|
Pfizer Investment Enterprises Pte Ltd 4.45% 5/19/2028
|
2,300,000
|
2,327,885
|
|
Pfizer Investment Enterprises Pte Ltd 4.65% 5/19/2030
|
2,050,000
|
2,089,817
|
|
Shire Acquisitions Investments Ireland DAC 3.2% 9/23/2026
|
11,000
|
10,885
|
|
Utah Acquisition Sub Inc 3.95% 6/15/2026
|
760,000
|
755,572
|
|
Viatris Inc 2.3% 6/22/2027
|
390,000
|
374,265
|
|
Viatris Inc 2.7% 6/22/2030
|
400,000
|
359,665
|
|
Zoetis Inc 3% 9/12/2027
|
480,000
|
470,391
|
|
Zoetis Inc 3.9% 8/20/2028 (d)
|
1,050,000
|
1,048,665
|
|
19,799,136
|
|||
TOTAL HEALTH CARE
|
77,074,496
|
||
Industrials - 1.6%
|
|||
Aerospace & Defense - 0.4%
|
|||
Boeing Co 2.196% 2/4/2026
|
2,740,000
|
2,713,740
|
|
Boeing Co 2.75% 2/1/2026
|
350,000
|
347,316
|
|
Boeing Co 3.1% 5/1/2026
|
100,000
|
99,108
|
|
Boeing Co 3.2% 3/1/2029 (d)
|
1,280,000
|
1,231,036
|
|
Boeing Co 3.25% 2/1/2028
|
800,000
|
781,264
|
|
Boeing Co 5.15% 5/1/2030
|
1,310,000
|
1,343,707
|
|
GE Aerospace 4.3% 7/29/2030
|
300,000
|
301,293
|
|
General Dynamics Corp 2.125% 8/15/2026
|
180,000
|
176,857
|
|
General Dynamics Corp 2.625% 11/15/2027
|
500,000
|
486,730
|
|
General Dynamics Corp 3.625% 4/1/2030
|
630,000
|
618,915
|
|
Howmet Aerospace Inc 3% 1/15/2029
|
500,000
|
480,937
|
|
Huntington Ingalls Industries Inc 2.043% 8/16/2028
|
750,000
|
702,457
|
|
L3Harris Technologies Inc 4.4% 6/15/2028
|
720,000
|
724,075
|
|
L3Harris Technologies Inc 5.05% 6/1/2029
|
340,000
|
349,099
|
|
L3Harris Technologies Inc 5.4% 1/15/2027
|
800,000
|
812,626
|
|
Lockheed Martin Corp 5.1% 11/15/2027 (d)
|
350,000
|
358,499
|
|
Northrop Grumman Corp 3.2% 2/1/2027
|
600,000
|
592,644
|
|
Northrop Grumman Corp 4.4% 5/1/2030
|
600,000
|
604,968
|
|
Northrop Grumman Corp 4.6% 2/1/2029
|
190,000
|
192,967
|
|
RTX Corp 3.5% 3/15/2027
|
1,010,000
|
1,001,049
|
|
RTX Corp 5.75% 1/15/2029
|
1,000,000
|
1,049,715
|
|
14,969,002
|
|||
Air Freight & Logistics - 0.1%
|
|||
FedEx Corp 3.1% 8/5/2029
|
510,000
|
486,765
|
|
United Parcel Service Inc 2.4% 11/15/2026
|
210,000
|
206,037
|
|
United Parcel Service Inc 3.05% 11/15/2027 (d)
|
530,000
|
520,983
|
|
United Parcel Service Inc 4.65% 10/15/2030 (d)
|
600,000
|
613,158
|
|
1,826,943
|
|||
Building Products - 0.1%
|
|||
Carrier Global Corp 2.493% 2/15/2027
|
540,000
|
528,346
|
|
Carrier Global Corp 2.722% 2/15/2030
|
780,000
|
732,778
|
|
Johnson Controls International plc / Tyco Fire & Security Finance SCA 5.5% 4/19/2029
|
500,000
|
521,290
|
|
Owens Corning 3.4% 8/15/2026
|
260,000
|
257,702
|
|
2,040,116
|
|||
Commercial Services & Supplies - 0.1%
|
|||
Republic Services Inc 2.9% 7/1/2026
|
530,000
|
524,964
|
|
Republic Services Inc 3.95% 5/15/2028
|
300,000
|
299,896
|
|
Republic Services Inc 5% 11/15/2029
|
500,000
|
516,764
|
|
Waste Management Inc 4.65% 3/15/2030
|
900,000
|
917,825
|
|
Waste Management Inc 4.875% 2/15/2029 (d)
|
410,000
|
421,687
|
|
Waste Management Inc 4.95% 7/3/2027 (d)
|
440,000
|
447,801
|
|
3,128,937
|
|||
Electrical Equipment - 0.1%
|
|||
Emerson Electric Co 2% 12/21/2028
|
600,000
|
564,625
|
|
Hubbell Inc 3.15% 8/15/2027
|
260,000
|
254,812
|
|
Hubbell Inc 3.35% 3/1/2026
|
110,000
|
109,351
|
|
Regal Rexnord Corp 6.05% 2/15/2026
|
950,000
|
953,971
|
|
Regal Rexnord Corp 6.05% 4/15/2028
|
220,000
|
227,764
|
|
Regal Rexnord Corp 6.3% 2/15/2030
|
300,000
|
317,804
|
|
2,428,327
|
|||
Ground Transportation - 0.1%
|
|||
Burlington Northern Santa Fe LLC 3.25% 6/15/2027
|
100,000
|
98,821
|
|
CSX Corp 3.25% 6/1/2027
|
340,000
|
335,405
|
|
CSX Corp 4.25% 3/15/2029
|
290,000
|
291,129
|
|
Norfolk Southern Corp 2.9% 6/15/2026 (d)
|
490,000
|
484,594
|
|
Norfolk Southern Corp 7.8% 5/15/2027
|
320,000
|
338,890
|
|
Ryder System Inc 4.85% 6/15/2030
|
400,000
|
408,083
|
|
Ryder System Inc 5.5% 6/1/2029
|
1,000,000
|
1,042,143
|
|
Union Pacific Corp 2.15% 2/5/2027
|
100,000
|
97,471
|
|
Union Pacific Corp 6.625% 2/1/2029
|
730,000
|
788,573
|
|
3,885,109
|
|||
Industrial Conglomerates - 0.1%
|
|||
3M Co 2.25% 9/19/2026
|
250,000
|
245,147
|
|
3M Co 2.375% 8/26/2029 (d)
|
600,000
|
561,996
|
|
3M Co 2.875% 10/15/2027
|
410,000
|
400,498
|
|
3M Co 3.625% 9/14/2028
|
460,000
|
454,658
|
|
Honeywell International Inc 1.1% 3/1/2027
|
330,000
|
315,721
|
|
Honeywell International Inc 2.5% 11/1/2026
|
410,000
|
402,740
|
|
Honeywell International Inc 2.7% 8/15/2029
|
1,750,000
|
1,664,181
|
|
Honeywell International Inc 4.95% 2/15/2028
|
350,000
|
358,156
|
|
4,403,097
|
|||
Machinery - 0.4%
|
|||
Caterpillar Financial Services Corp 1.1% 9/14/2027
|
680,000
|
643,889
|
|
Caterpillar Financial Services Corp 1.15% 9/14/2026
|
420,000
|
408,026
|
|
Caterpillar Financial Services Corp 1.7% 1/8/2027
|
370,000
|
359,285
|
|
Caterpillar Financial Services Corp 4.1% 8/15/2028
|
300,000
|
301,012
|
|
Caterpillar Financial Services Corp 4.6% 11/15/2027
|
2,180,000
|
2,210,836
|
|
Caterpillar Financial Services Corp 4.85% 2/27/2029
|
440,000
|
451,910
|
|
Caterpillar Financial Services Corp 5% 5/14/2027 (d)
|
1,530,000
|
1,556,577
|
|
Cummins Inc 4.7% 2/15/2031
|
350,000
|
355,590
|
|
Eaton Corp 4.35% 5/18/2028 (d)
|
390,000
|
393,744
|
|
Ingersoll Rand Inc 5.176% 6/15/2029
|
600,000
|
619,752
|
|
Ingersoll Rand Inc 5.4% 8/14/2028 (d)
|
470,000
|
486,072
|
|
Otis Worldwide Corp 2.565% 2/15/2030
|
890,000
|
829,610
|
|
Parker-Hannifin Corp 4.25% 9/15/2027
|
1,600,000
|
1,605,636
|
|
Stanley Black & Decker Inc 3.4% 3/1/2026
|
610,000
|
605,960
|
|
Stanley Black & Decker Inc 6% 3/6/2028 (d)
|
1,310,000
|
1,364,238
|
|
Westinghouse Air Brake Technologies Corp 3.45% 11/15/2026
|
280,000
|
277,276
|
|
Westinghouse Air Brake Technologies Corp 4.7% 9/15/2028 (d)(f)
|
660,000
|
668,611
|
|
13,138,024
|
|||
Passenger Airlines - 0.1%
|
|||
American Airlines 2017-2 Class AA Pass Through Trust equipment trust certificate 3.35% 4/15/2031
|
608,721
|
584,999
|
|
Southwest Airlines Co 2.625% 2/10/2030
|
230,000
|
211,506
|
|
Southwest Airlines Co 5.125% 6/15/2027
|
870,000
|
879,864
|
|
United Airlines 2020-1 Class B Pass Through Trust 4.875% 7/15/2027
|
89,840
|
89,805
|
|
1,766,174
|
|||
Professional Services - 0.0%
|
|||
Paychex Inc 5.1% 4/15/2030 (d)
|
594,000
|
611,375
|
|
Verisk Analytics Inc 4.5% 8/15/2030
|
370,000
|
371,489
|
|
982,864
|
|||
Trading Companies & Distributors - 0.1%
|
|||
Air Lease Corp 2.1% 9/1/2028
|
530,000
|
498,642
|
|
Air Lease Corp 2.2% 1/15/2027
|
280,000
|
272,504
|
|
Air Lease Corp 3% 2/1/2030
|
600,000
|
566,824
|
|
Air Lease Corp 3.625% 12/1/2027
|
570,000
|
563,580
|
|
Air Lease Corp 3.625% 4/1/2027
|
180,000
|
177,972
|
|
Air Lease Corp 5.3% 6/25/2026 (d)
|
700,000
|
704,898
|
|
GATX Corp 4.55% 11/7/2028 (d)
|
680,000
|
684,684
|
|
3,469,104
|
|||
TOTAL INDUSTRIALS
|
52,037,697
|
||
Information Technology - 2.0%
|
|||
Communications Equipment - 0.1%
|
|||
Cisco Systems Inc 4.75% 2/24/2030
|
300,000
|
308,251
|
|
Cisco Systems Inc 4.8% 2/26/2027
|
1,250,000
|
1,265,651
|
|
Cisco Systems Inc 4.85% 2/26/2029
|
800,000
|
821,681
|
|
Motorola Solutions Inc 4.6% 5/23/2029 (d)
|
500,000
|
505,455
|
|
Motorola Solutions Inc 5% 4/15/2029
|
210,000
|
214,974
|
|
3,116,012
|
|||
Electronic Equipment, Instruments & Components - 0.1%
|
|||
Amphenol Corp 4.375% 6/12/2028
|
800,000
|
807,642
|
|
Amphenol Corp 5.05% 4/5/2027
|
500,000
|
507,578
|
|
Amphenol Corp 5.05% 4/5/2029 (d)
|
300,000
|
309,343
|
|
Dell International LLC / EMC Corp 4.35% 2/1/2030 (d)
|
800,000
|
798,330
|
|
Dell International LLC / EMC Corp 5.3% 10/1/2029
|
660,000
|
683,308
|
|
Dell International LLC / EMC Corp 6.1% 7/15/2027
|
480,000
|
495,852
|
|
Flex Ltd 3.75% 2/1/2026
|
280,000
|
278,563
|
|
Teledyne Technologies Inc 1.6% 4/1/2026
|
180,000
|
177,001
|
|
Teledyne Technologies Inc 2.25% 4/1/2028
|
290,000
|
276,268
|
|
Vontier Corp 1.8% 4/1/2026
|
210,000
|
206,634
|
|
Vontier Corp 2.4% 4/1/2028
|
120,000
|
114,053
|
|
4,654,572
|
|||
IT Services - 0.2%
|
|||
CDW LLC / CDW Finance Corp 2.67% 12/1/2026
|
360,000
|
352,193
|
|
CDW LLC / CDW Finance Corp 3.276% 12/1/2028
|
620,000
|
595,961
|
|
CDW LLC / CDW Finance Corp 4.25% 4/1/2028
|
430,000
|
427,070
|
|
IBM Corporation 1.7% 5/15/2027
|
1,110,000
|
1,068,135
|
|
IBM Corporation 1.95% 5/15/2030
|
320,000
|
289,067
|
|
IBM Corporation 2.2% 2/9/2027
|
1,460,000
|
1,422,429
|
|
IBM Corporation 4.15% 7/27/2027
|
570,000
|
571,726
|
|
IBM Corporation 4.5% 2/6/2028
|
430,000
|
434,704
|
|
IBM Corporation 4.8% 2/10/2030
|
800,000
|
819,808
|
|
IBM International Capital Pte Ltd 4.6% 2/5/2029
|
510,000
|
517,412
|
|
6,498,505
|
|||
Semiconductors & Semiconductor Equipment - 0.7%
|
|||
Analog Devices Inc 3.45% 6/15/2027
|
370,000
|
367,090
|
|
Analog Devices Inc 4.5% 6/15/2030
|
440,000
|
445,930
|
|
Applied Materials Inc 3.3% 4/1/2027
|
630,000
|
624,416
|
|
Applied Materials Inc 4.8% 6/15/2029
|
260,000
|
267,193
|
|
Broadcom Corp / Broadcom Cayman Finance Ltd 3.875% 1/15/2027
|
450,000
|
448,106
|
|
Broadcom Inc 3.459% 9/15/2026
|
691,000
|
686,110
|
|
Broadcom Inc 4% 4/15/2029 (e)
|
260,000
|
258,232
|
|
Broadcom Inc 4.11% 9/15/2028
|
670,000
|
669,769
|
|
Broadcom Inc 4.35% 2/15/2030 (d)
|
1,120,000
|
1,123,236
|
|
Broadcom Inc 4.6% 7/15/2030
|
450,000
|
454,329
|
|
Broadcom Inc 4.75% 4/15/2029
|
230,000
|
234,263
|
|
Broadcom Inc 5.05% 7/12/2029
|
1,420,000
|
1,460,156
|
|
Intel Corp 1.6% 8/12/2028
|
2,760,000
|
2,561,546
|
|
Intel Corp 2.6% 5/19/2026
|
100,000
|
98,740
|
|
Intel Corp 3.75% 3/25/2027
|
350,000
|
346,697
|
|
Intel Corp 3.75% 8/5/2027 (d)
|
1,440,000
|
1,424,842
|
|
Intel Corp 4.875% 2/10/2028
|
150,000
|
151,974
|
|
Intel Corp 5.125% 2/10/2030
|
400,000
|
409,695
|
|
Lam Research Corp 4% 3/15/2029 (d)
|
830,000
|
829,763
|
|
Marvell Technology Inc 1.65% 4/15/2026
|
270,000
|
265,296
|
|
Marvell Technology Inc 2.45% 4/15/2028
|
140,000
|
134,032
|
|
Marvell Technology Inc 4.75% 7/15/2030
|
90,000
|
90,820
|
|
Marvell Technology Inc 4.875% 6/22/2028 (d)
|
490,000
|
496,686
|
|
Microchip Technology Inc 5.05% 3/15/2029 (d)
|
1,170,000
|
1,193,059
|
|
Micron Technology Inc 5.375% 4/15/2028
|
350,000
|
360,855
|
|
Micron Technology Inc 6.75% 11/1/2029 (d)
|
910,000
|
987,948
|
|
NVIDIA Corp 3.2% 9/16/2026
|
860,000
|
853,646
|
|
QUALCOMM Inc 1.3% 5/20/2028
|
240,000
|
224,448
|
|
QUALCOMM Inc 3.25% 5/20/2027
|
1,050,000
|
1,039,461
|
|
QUALCOMM Inc 4.5% 5/20/2030
|
570,000
|
579,528
|
|
Texas Instruments Inc 4.5% 5/23/2030 (d)
|
800,000
|
812,536
|
|
Texas Instruments Inc 4.6% 2/15/2028
|
730,000
|
742,402
|
|
20,642,804
|
|||
Software - 0.6%
|
|||
Adobe Inc 4.8% 4/4/2029 (d)
|
1,960,000
|
2,014,519
|
|
AppLovin Corp 5.125% 12/1/2029
|
130,000
|
132,954
|
|
Cadence Design Systems Inc 4.3% 9/10/2029
|
600,000
|
604,347
|
|
Fortinet Inc 1% 3/15/2026
|
210,000
|
206,076
|
|
Microsoft Corp 2.4% 8/8/2026
|
1,270,000
|
1,251,439
|
|
Microsoft Corp 3.3% 2/6/2027
|
310,000
|
307,750
|
|
Microsoft Corp 3.4% 9/15/2026 (d)
|
350,000
|
348,396
|
|
Oracle Corp 1.65% 3/25/2026 (d)
|
2,766,000
|
2,724,512
|
|
Oracle Corp 2.3% 3/25/2028
|
610,000
|
583,002
|
|
Oracle Corp 2.65% 7/15/2026
|
840,000
|
828,287
|
|
Oracle Corp 2.8% 4/1/2027
|
440,000
|
430,790
|
|
Oracle Corp 4.2% 9/27/2029 (d)
|
2,240,000
|
2,234,159
|
|
Oracle Corp 4.65% 5/6/2030
|
330,000
|
334,707
|
|
Oracle Corp 4.8% 8/3/2028
|
1,250,000
|
1,273,973
|
|
Roper Technologies Inc 2.95% 9/15/2029
|
310,000
|
295,752
|
|
Roper Technologies Inc 3.8% 12/15/2026
|
280,000
|
278,266
|
|
Roper Technologies Inc 4.2% 9/15/2028
|
470,000
|
470,312
|
|
Roper Technologies Inc 4.45% 9/15/2030 (d)
|
500,000
|
501,033
|
|
Salesforce Inc 1.5% 7/15/2028
|
1,560,000
|
1,462,436
|
|
Synopsys Inc 4.65% 4/1/2028
|
910,000
|
922,303
|
|
Synopsys Inc 4.85% 4/1/2030
|
600,000
|
612,029
|
|
VMware LLC 1.4% 8/15/2026
|
1,177,000
|
1,144,396
|
|
VMware LLC 3.9% 8/21/2027
|
440,000
|
437,521
|
|
VMware LLC 4.65% 5/15/2027
|
220,000
|
221,403
|
|
VMware LLC 4.7% 5/15/2030
|
310,000
|
313,844
|
|
19,934,206
|
|||
Technology Hardware, Storage & Peripherals - 0.3%
|
|||
Apple Inc 1.4% 8/5/2028 (d)
|
940,000
|
879,920
|
|
Apple Inc 2.45% 8/4/2026
|
100,000
|
98,611
|
|
Apple Inc 2.9% 9/12/2027
|
460,000
|
452,691
|
|
Apple Inc 3% 11/13/2027
|
260,000
|
256,339
|
|
Apple Inc 3% 6/20/2027 (d)
|
640,000
|
631,933
|
|
Apple Inc 4% 5/10/2028
|
4,650,000
|
4,681,418
|
|
Apple Inc 4.2% 5/12/2030
|
1,240,000
|
1,256,800
|
|
Hewlett Packard Enterprise Co 4.55% 10/15/2029
|
880,000
|
885,319
|
|
Hewlett Packard Enterprise Co 5.25% 7/1/2028
|
200,000
|
205,817
|
|
HP Inc 1.45% 6/17/2026 (d)
|
1,000,000
|
977,598
|
|
HP Inc 3% 6/17/2027
|
350,000
|
342,880
|
|
HP Inc 5.4% 4/25/2030 (d)
|
370,000
|
384,325
|
|
11,053,651
|
|||
TOTAL INFORMATION TECHNOLOGY
|
65,899,750
|
||
Materials - 0.3%
|
|||
Chemicals - 0.2%
|
|||
Air Products and Chemicals Inc 4.3% 6/11/2028
|
800,000
|
807,017
|
|
Air Products and Chemicals Inc 4.6% 2/8/2029
|
330,000
|
336,112
|
|
Albemarle Corp 4.65% 6/1/2027 (d)
|
220,000
|
220,032
|
|
Dow Chemical Co/The 4.8% 11/30/2028
|
190,000
|
192,603
|
|
DuPont de Nemours Inc 4.725% 11/15/2028 (d)
|
960,000
|
979,127
|
|
Eastman Chemical Co 5% 8/1/2029
|
330,000
|
336,209
|
|
Ecolab Inc 5.25% 1/15/2028 (d)
|
570,000
|
587,025
|
|
Huntsman Intl LLC 4.5% 5/1/2029 (d)
|
330,000
|
317,497
|
|
International Flavors & Fragrances Inc 4.45% 9/26/2028
|
110,000
|
110,336
|
|
LYB International Finance III LLC 1.25% 10/1/2025
|
800,000
|
797,725
|
|
Mosaic Co/The 4.05% 11/15/2027
|
420,000
|
417,850
|
|
PPG Industries Inc 1.2% 3/15/2026
|
330,000
|
324,445
|
|
Rohm and Haas Co 7.85% 7/15/2029
|
200,000
|
222,727
|
|
RPM International Inc 4.55% 3/1/2029
|
140,000
|
140,710
|
|
Sherwin-Williams Co/The 3.45% 6/1/2027
|
700,000
|
691,757
|
|
Sherwin-Williams Co/The 4.55% 3/1/2028
|
300,000
|
303,087
|
|
6,784,259
|
|||
Construction Materials - 0.0%
|
|||
Amrize Finance US LLC 4.95% 4/7/2030 (e)
|
630,000
|
643,030
|
|
Containers & Packaging - 0.1%
|
|||
Amcor Group Finance PLC 5.45% 5/23/2029
|
830,000
|
859,509
|
|
Avery Dennison Corp 4.875% 12/6/2028
|
230,000
|
234,248
|
|
Berry Global Inc 1.57% 1/15/2026
|
280,000
|
276,699
|
|
Berry Global Inc 1.65% 1/15/2027
|
120,000
|
115,854
|
|
Sonoco Products Co 4.6% 9/1/2029
|
290,000
|
291,377
|
|
WestRock MWV LLC 8.2% 1/15/2030
|
480,000
|
552,267
|
|
WRKCo Inc 3.9% 6/1/2028
|
430,000
|
426,821
|
|
WRKCo Inc 4% 3/15/2028
|
380,000
|
378,162
|
|
3,134,937
|
|||
Metals & Mining - 0.0%
|
|||
Freeport-McMoRan Inc 4.125% 3/1/2028
|
590,000
|
587,003
|
|
Freeport-McMoRan Inc 4.625% 8/1/2030
|
240,000
|
240,528
|
|
Newmont Corp / Newcrest Finance Pty Ltd 3.25% 5/13/2030
|
394,000
|
377,143
|
|
Nucor Corp 3.95% 5/1/2028
|
250,000
|
249,598
|
|
1,454,272
|
|||
TOTAL MATERIALS
|
12,016,498
|
||
Real Estate - 1.1%
|
|||
Diversified REITs - 0.0%
|
|||
GLP Capital LP / GLP Financing II Inc 4% 1/15/2030
|
630,000
|
609,469
|
|
Piedmont Operating Partnership LP 9.25% 7/20/2028
|
260,000
|
288,984
|
|
Store Capital LLC 4.5% 3/15/2028
|
400,000
|
397,738
|
|
VICI Properties LP 4.75% 2/15/2028
|
960,000
|
967,540
|
|
Vornado Realty LP 2.15% 6/1/2026
|
400,000
|
391,295
|
|
2,655,026
|
|||
Health Care REITs - 0.2%
|
|||
Alexandria Real Estate Equities Inc 3.95% 1/15/2028
|
140,000
|
139,084
|
|
Alexandria Real Estate Equities Inc 4.5% 7/30/2029
|
250,000
|
250,918
|
|
Healthcare Realty Holdings LP 3.5% 8/1/2026
|
240,000
|
237,875
|
|
Healthcare Realty Holdings LP 3.75% 7/1/2027 (d)
|
680,000
|
673,966
|
|
Healthpeak OP LLC 1.35% 2/1/2027
|
540,000
|
519,266
|
|
Healthpeak OP LLC 2.125% 12/1/2028
|
160,000
|
149,700
|
|
Omega Healthcare Investors Inc 3.625% 10/1/2029
|
290,000
|
277,546
|
|
Omega Healthcare Investors Inc 5.2% 7/1/2030
|
100,000
|
101,441
|
|
Omega Healthcare Investors Inc 5.25% 1/15/2026
|
910,000
|
910,073
|
|
Ventas Realty LP 4.125% 1/15/2026
|
360,000
|
359,266
|
|
Ventas Realty LP 4.4% 1/15/2029 (d)
|
880,000
|
882,659
|
|
Welltower OP LLC 2.05% 1/15/2029
|
780,000
|
729,409
|
|
Welltower OP LLC 4.25% 4/1/2026
|
140,000
|
139,931
|
|
5,371,134
|
|||
Industrial REITs - 0.0%
|
|||
Prologis LP 2.25% 4/15/2030
|
490,000
|
450,586
|
|
Prologis LP 4.375% 2/1/2029
|
550,000
|
554,732
|
|
Prologis LP 4.875% 6/15/2028
|
500,000
|
511,371
|
|
1,516,689
|
|||
Office REITs - 0.1%
|
|||
Boston Properties LP 2.75% 10/1/2026
|
1,390,000
|
1,365,803
|
|
Boston Properties LP 3.4% 6/21/2029
|
330,000
|
316,231
|
|
Boston Properties LP 3.65% 2/1/2026
|
320,000
|
318,500
|
|
COPT Defense Properties LP 2% 1/15/2029 (d)
|
300,000
|
277,023
|
|
Highwoods Realty LP 4.125% 3/15/2028
|
730,000
|
719,165
|
|
Kilroy Realty LP 4.25% 8/15/2029
|
280,000
|
273,407
|
|
Kilroy Realty LP 4.375% 10/1/2025
|
300,000
|
299,840
|
|
3,569,969
|
|||
Real Estate Management & Development - 0.1%
|
|||
CBRE Services Inc 5.5% 4/1/2029
|
330,000
|
342,265
|
|
Digital Realty Trust LP 3.7% 8/15/2027
|
660,000
|
654,828
|
|
Digital Realty Trust LP 4.45% 7/15/2028
|
420,000
|
423,244
|
|
Digital Realty Trust LP 5.55% 1/15/2028
|
260,000
|
267,802
|
|
Essex Portfolio LP 3.375% 4/15/2026
|
240,000
|
238,363
|
|
Essex Portfolio LP 4% 3/1/2029
|
160,000
|
158,275
|
|
Extra Space Storage LP 4% 6/15/2029
|
570,000
|
563,876
|
|
Mid-America Apartments LP 4.2% 6/15/2028
|
340,000
|
340,881
|
|
Tanger Properties LP 3.875% 7/15/2027
|
210,000
|
207,694
|
|
3,197,228
|
|||
Residential REITs - 0.1%
|
|||
American Homes 4 Rent LP 4.9% 2/15/2029
|
220,000
|
224,043
|
|
American Homes 4 Rent LP 4.95% 6/15/2030
|
150,000
|
152,956
|
|
AvalonBay Communities Inc 1.9% 12/1/2028
|
90,000
|
84,220
|
|
AvalonBay Communities Inc 3.3% 6/1/2029
|
270,000
|
262,116
|
|
Camden Property Trust 3.15% 7/1/2029
|
790,000
|
759,048
|
|
ERP Operating LP 2.85% 11/1/2026 (d)
|
610,000
|
601,663
|
|
UDR Inc 3.5% 7/1/2027
|
650,000
|
642,138
|
|
UDR Inc 4.4% 1/26/2029
|
250,000
|
250,635
|
|
2,976,819
|
|||
Retail REITs - 0.2%
|
|||
Agree LP 2% 6/15/2028
|
120,000
|
113,165
|
|
Brixmor Operating Partnership LP 3.9% 3/15/2027
|
170,000
|
169,009
|
|
Brixmor Operating Partnership LP 4.125% 5/15/2029
|
260,000
|
257,685
|
|
Brixmor Operating Partnership LP 4.125% 6/15/2026
|
500,000
|
498,557
|
|
Federal Realty OP LP 1.25% 2/15/2026
|
290,000
|
285,426
|
|
Federal Realty OP LP 3.2% 6/15/2029
|
360,000
|
345,641
|
|
NNN REIT Inc 2.5% 4/15/2030
|
270,000
|
249,360
|
|
NNN REIT Inc 3.5% 10/15/2027
|
260,000
|
256,506
|
|
NNN REIT Inc 4% 11/15/2025
|
240,000
|
239,620
|
|
Realty Income Corp 4% 7/15/2029
|
580,000
|
575,833
|
|
Realty Income Corp 4.7% 12/15/2028 (d)
|
730,000
|
741,793
|
|
Realty Income Corp 4.875% 6/1/2026
|
340,000
|
340,900
|
|
Realty Income Corp 5.05% 1/13/2026
|
500,000
|
500,043
|
|
Regency Centers LP 4.125% 3/15/2028 (d)
|
280,000
|
279,496
|
|
Simon Property Group LP 1.75% 2/1/2028
|
260,000
|
246,731
|
|
Simon Property Group LP 3.25% 11/30/2026
|
380,000
|
376,075
|
|
Simon Property Group LP 3.375% 6/15/2027
|
100,000
|
98,972
|
|
Simon Property Group LP 4.375% 10/1/2030
|
780,000
|
781,992
|
|
6,356,804
|
|||
Specialized REITs - 0.4%
|
|||
American Tower Corp 1.6% 4/15/2026 (d)
|
880,000
|
864,582
|
|
American Tower Corp 2.75% 1/15/2027
|
130,000
|
127,400
|
|
American Tower Corp 3.65% 3/15/2027
|
690,000
|
684,661
|
|
American Tower Corp 4.4% 2/15/2026
|
290,000
|
290,061
|
|
American Tower Corp 5.25% 7/15/2028
|
2,210,000
|
2,273,460
|
|
American Tower Corp 5.8% 11/15/2028
|
100,000
|
104,534
|
|
Crown Castle Inc 1.05% 7/15/2026
|
250,000
|
242,933
|
|
Crown Castle Inc 2.9% 3/15/2027
|
560,000
|
548,522
|
|
Crown Castle Inc 3.65% 9/1/2027
|
370,000
|
365,436
|
|
Crown Castle Inc 3.7% 6/15/2026
|
480,000
|
477,127
|
|
Crown Castle Inc 3.8% 2/15/2028 (d)
|
870,000
|
858,680
|
|
Crown Castle Inc 4.45% 2/15/2026
|
260,000
|
259,441
|
|
Crown Castle Inc 4.9% 9/1/2029
|
310,000
|
313,866
|
|
CubeSmart LP 2.25% 12/15/2028
|
400,000
|
376,392
|
|
EPR Properties 4.5% 6/1/2027
|
500,000
|
498,432
|
|
EPR Properties 4.95% 4/15/2028
|
260,000
|
261,413
|
|
Equinix Inc 1.45% 5/15/2026
|
491,000
|
480,863
|
|
Equinix Inc 3.2% 11/18/2029
|
880,000
|
840,705
|
|
Public Storage Operating Co 1.95% 11/9/2028 (d)
|
1,250,000
|
1,172,890
|
|
Weyerhaeuser Co 4% 4/15/2030
|
740,000
|
729,092
|
|
Weyerhaeuser Co 6.95% 10/1/2027 (d)
|
150,000
|
158,105
|
|
11,928,595
|
|||
TOTAL REAL ESTATE
|
37,572,264
|
||
Utilities - 1.7%
|
|||
Electric Utilities - 1.2%
|
|||
AEP Texas Inc 2.1% 7/1/2030
|
280,000
|
252,342
|
|
AEP Texas Inc 3.95% 6/1/2028
|
180,000
|
178,693
|
|
AEP Transmission Co LLC 3.1% 12/1/2026
|
180,000
|
177,917
|
|
American Electric Power Co Inc 1% 11/1/2025
|
260,000
|
258,418
|
|
American Electric Power Co Inc 3.2% 11/13/2027
|
510,000
|
499,694
|
|
American Electric Power Co Inc 4.3% 12/1/2028
|
230,000
|
231,180
|
|
American Electric Power Co Inc 5.75% 11/1/2027
|
1,000,000
|
1,031,311
|
|
American Electric Power Co Inc 7.05% 12/15/2054 (b)
|
400,000
|
416,944
|
|
Avangrid Inc 3.8% 6/1/2029
|
260,000
|
255,576
|
|
CenterPoint Energy Houston Electric LLC 4.8% 3/15/2030 (d)
|
350,000
|
358,385
|
|
Cleco Corporate Holdings LLC 3.743% 5/1/2026
|
220,000
|
218,466
|
|
Commonwealth Edison Co 3.7% 8/15/2028 (d)
|
660,000
|
655,140
|
|
Connecticut Light and Power Co/The 0.75% 12/1/2025
|
100,000
|
99,064
|
|
Connecticut Light and Power Co/The 3.2% 3/15/2027
|
230,000
|
227,156
|
|
Consolidated Edison Co of New York Inc 3.125% 11/15/2027
|
360,000
|
353,393
|
|
Duke Energy Carolinas LLC 2.95% 12/1/2026
|
240,000
|
237,111
|
|
Duke Energy Carolinas LLC 4.85% 3/15/2030
|
670,000
|
689,785
|
|
Duke Energy Corp 2.65% 9/1/2026
|
340,000
|
334,866
|
|
Duke Energy Corp 3.25% 1/15/2082 (b)
|
220,000
|
212,205
|
|
Duke Energy Corp 3.4% 6/15/2029 (d)
|
430,000
|
417,314
|
|
Duke Energy Corp 5% 12/8/2027 (d)
|
750,000
|
763,973
|
|
Duke Energy Florida LLC 3.2% 1/15/2027
|
260,000
|
257,308
|
|
Duke Energy Progress LLC 3.45% 3/15/2029
|
380,000
|
372,171
|
|
Edison International 4.125% 3/15/2028
|
360,000
|
354,162
|
|
Edison International 5.25% 11/15/2028 (d)
|
520,000
|
525,057
|
|
Edison International 5.75% 6/15/2027
|
126,000
|
128,275
|
|
Edison International 6.25% 3/15/2030
|
290,000
|
301,663
|
|
Entergy Corp 7.125% 12/1/2054 (b)(d)
|
470,000
|
489,483
|
|
Entergy Louisiana LLC 2.4% 10/1/2026
|
490,000
|
480,907
|
|
Entergy Louisiana LLC 3.12% 9/1/2027
|
510,000
|
501,159
|
|
Eversource Energy 2.9% 3/1/2027
|
160,000
|
157,112
|
|
Eversource Energy 5.45% 3/1/2028 (d)
|
1,400,000
|
1,439,877
|
|
Eversource Energy 5.95% 2/1/2029
|
380,000
|
398,632
|
|
Exelon Corp 2.75% 3/15/2027
|
600,000
|
587,757
|
|
Exelon Corp 3.4% 4/15/2026
|
100,000
|
99,408
|
|
Exelon Corp 4.05% 4/15/2030
|
750,000
|
741,855
|
|
FirstEnergy Corp 3.9% 7/15/2027 (f)
|
620,000
|
615,474
|
|
Florida Power & Light Co 5.05% 4/1/2028
|
390,000
|
400,427
|
|
Georgia Power Co 4.65% 5/16/2028 (d)
|
800,000
|
811,835
|
|
Interstate Power and Light Co 3.6% 4/1/2029 (d)
|
450,000
|
441,584
|
|
NextEra Energy Capital Holdings Inc 1.875% 1/15/2027
|
1,220,000
|
1,182,427
|
|
NextEra Energy Capital Holdings Inc 3.5% 4/1/2029
|
570,000
|
556,880
|
|
NextEra Energy Capital Holdings Inc 3.8% 3/15/2082 (b)
|
1,080,000
|
1,040,761
|
|
NextEra Energy Capital Holdings Inc 4.625% 7/15/2027 (d)
|
1,130,000
|
1,139,699
|
|
NextEra Energy Capital Holdings Inc 4.8% 12/1/2077 (b)
|
150,000
|
144,664
|
|
NextEra Energy Capital Holdings Inc 4.9% 2/28/2028 (d)
|
1,500,000
|
1,525,548
|
|
NSTAR Electric Co 4.85% 3/1/2030
|
350,000
|
358,429
|
|
Oklahoma Gas and Electric Co 3.3% 3/15/2030
|
380,000
|
364,302
|
|
Oncor Electric Delivery Co LLC 4.5% 3/20/2027 (e)
|
1,500,000
|
1,510,323
|
|
Oncor Electric Delivery Co LLC 5.75% 3/15/2029
|
230,000
|
240,824
|
|
Pacific Gas and Electric Co 2.95% 3/1/2026
|
210,000
|
207,936
|
|
Pacific Gas and Electric Co 3% 6/15/2028
|
2,120,000
|
2,043,037
|
|
Pacific Gas and Electric Co 3.15% 1/1/2026 (d)
|
1,470,000
|
1,461,115
|
|
Pacific Gas and Electric Co 3.3% 12/1/2027
|
180,000
|
175,725
|
|
Pacific Gas and Electric Co 5.45% 6/15/2027
|
310,000
|
314,648
|
|
PacifiCorp 3.5% 6/15/2029
|
400,000
|
389,138
|
|
PPL Capital Funding Inc 3.1% 5/15/2026 (d)
|
270,000
|
267,220
|
|
Public Service Electric and Gas Co 0.95% 3/15/2026
|
180,000
|
176,779
|
|
Public Service Electric and Gas Co 2.25% 9/15/2026
|
260,000
|
255,169
|
|
Southern California Edison Co 5.15% 6/1/2029
|
550,000
|
561,367
|
|
Southern California Edison Co 5.3% 3/1/2028 (d)
|
1,020,000
|
1,042,552
|
|
Southern California Edison Co 5.65% 10/1/2028 (d)
|
680,000
|
704,043
|
|
Southern Co/The 3.25% 7/1/2026
|
1,890,000
|
1,872,870
|
|
Southern Co/The 3.75% 9/15/2051 (b)
|
400,000
|
393,962
|
|
Southern Co/The 5.5% 3/15/2029
|
1,600,000
|
1,667,901
|
|
Southwestern Electric Power Co 2.75% 10/1/2026
|
320,000
|
314,645
|
|
System Energy Resources Inc 6% 4/15/2028
|
120,000
|
125,012
|
|
Union Electric Co 2.95% 6/15/2027
|
170,000
|
167,187
|
|
Virginia Electric and Power Co 2.95% 11/15/2026
|
420,000
|
414,002
|
|
Virginia Electric and Power Co 3.15% 1/15/2026
|
360,000
|
358,266
|
|
Wisconsin Public Service Corp 4.55% 12/1/2029
|
100,000
|
101,790
|
|
Xcel Energy Inc 1.75% 3/15/2027
|
590,000
|
568,722
|
|
38,620,022
|
|||
Gas Utilities - 0.0%
|
|||
Atmos Energy Corp 3% 6/15/2027
|
180,000
|
177,212
|
|
CenterPoint Energy Resources Corp 5.25% 3/1/2028
|
400,000
|
410,655
|
|
Southern California Gas Co 2.6% 6/15/2026
|
510,000
|
503,151
|
|
Southern California Gas Co 2.95% 4/15/2027
|
460,000
|
451,784
|
|
Southwest Gas Corp 5.45% 3/23/2028
|
300,000
|
308,569
|
|
1,851,371
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
AES Corp/The 1.375% 1/15/2026
|
330,000
|
325,792
|
|
AES Corp/The 5.45% 6/1/2028
|
730,000
|
747,104
|
|
1,072,896
|
|||
Multi-Utilities - 0.5%
|
|||
Ameren Corp 1.75% 3/15/2028
|
450,000
|
423,989
|
|
Ameren Corp 5.7% 12/1/2026
|
500,000
|
508,189
|
|
CenterPoint Energy Inc 1.45% 6/1/2026
|
370,000
|
361,974
|
|
CenterPoint Energy Inc 2.95% 3/1/2030
|
380,000
|
356,821
|
|
CenterPoint Energy Inc 6.7% 5/15/2055 (b)
|
300,000
|
307,223
|
|
Consumers Energy Co 4.5% 1/15/2031
|
500,000
|
504,676
|
|
Consumers Energy Co 4.7% 1/15/2030
|
340,000
|
347,103
|
|
Consumers Energy Co 4.9% 2/15/2029
|
150,000
|
153,881
|
|
Dominion Energy Inc 1.45% 4/15/2026
|
1,900,000
|
1,866,504
|
|
Dominion Energy Inc 4.6% 5/15/2028 (d)
|
700,000
|
707,747
|
|
Dominion Energy Inc 6% 2/15/2056 (b)
|
510,000
|
514,956
|
|
DTE Energy Co 2.85% 10/1/2026
|
100,000
|
98,553
|
|
DTE Energy Co 3.4% 6/15/2029
|
370,000
|
357,846
|
|
DTE Energy Co 4.875% 6/1/2028
|
230,000
|
233,934
|
|
DTE Energy Co 4.95% 7/1/2027
|
390,000
|
395,198
|
|
DTE Energy Co 5.1% 3/1/2029
|
280,000
|
287,098
|
|
DTE Energy Co 5.2% 4/1/2030
|
500,000
|
515,380
|
|
NiSource Inc 5.2% 7/1/2029
|
280,000
|
288,876
|
|
NiSource Inc 5.25% 3/30/2028 (d)
|
520,000
|
534,308
|
|
NiSource Inc 6.95% 11/30/2054 (b)
|
210,000
|
218,355
|
|
Public Service Enterprise Group Inc 5.2% 4/1/2029 (d)
|
620,000
|
639,453
|
|
Public Service Enterprise Group Inc 5.875% 10/15/2028
|
430,000
|
450,178
|
|
Puget Energy Inc 2.379% 6/15/2028
|
310,000
|
294,158
|
|
San Diego Gas & Electric Co 2.5% 5/15/2026
|
280,000
|
276,553
|
|
Sempra 3.25% 6/15/2027
|
1,150,000
|
1,130,319
|
|
Sempra 3.7% 4/1/2029
|
700,000
|
686,141
|
|
Sempra 5.4% 8/1/2026
|
1,500,000
|
1,512,001
|
|
Sempra 6.625% 4/1/2055 (b)
|
550,000
|
551,525
|
|
WEC Energy Group Inc 2.2% 12/15/2028 (d)
|
610,000
|
573,274
|
|
WEC Energy Group Inc 4.75% 1/15/2028
|
320,000
|
324,907
|
|
15,421,120
|
|||
Water Utilities - 0.0%
|
|||
American Water Capital Corp 2.95% 9/1/2027
|
270,000
|
264,537
|
|
American Water Capital Corp 3.45% 6/1/2029
|
570,000
|
556,972
|
|
821,509
|
|||
TOTAL UTILITIES
|
57,786,918
|
||
TOTAL UNITED STATES
|
730,550,098
|
||
|
TOTAL NON-CONVERTIBLE CORPORATE BONDS
(Cost $938,815,745)
|
950,611,466
|
||
U.S. Government Agency Obligations - 0.3%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.3%
|
|||
Financials - 0.3%
|
|||
Financial Services - 0.3%
|
|||
Federal Home Loan Bank 3% 3/12/2027
|
4,900,000
|
4,851,870
|
|
Federal Home Loan Bank 4.5% 3/10/2028
|
5,000,000
|
5,105,492
|
|
9,957,362
|
|||
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Tennessee Valley Authority 3.875% 8/1/2030
|
900,000
|
904,116
|
|
TOTAL UNITED STATES
|
10,861,478
|
||
|
TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS
(Cost $10,800,594)
|
10,861,478
|
||
U.S. Treasury Obligations - 69.5%
|
||||
Yield (%) (g)
|
Principal
Amount (a)
|
Value ($)
|
||
US Treasury Notes 0.375% 7/31/2027
|
4.25
|
4,980,000
|
4,683,145
|
|
US Treasury Notes 0.5% 10/31/2027
|
3.85 to 4.38
|
95,520,000
|
89,385,825
|
|
US Treasury Notes 0.5% 4/30/2027
|
4.21
|
61,430,000
|
58,315,307
|
|
US Treasury Notes 0.5% 5/31/2027
|
4.15
|
850,000
|
805,010
|
|
US Treasury Notes 0.5% 6/30/2027
|
4.13
|
2,480,000
|
2,343,213
|
|
US Treasury Notes 0.5% 8/31/2027
|
4.11
|
40,000
|
37,616
|
|
US Treasury Notes 0.625% 11/30/2027
|
3.92 to 4.38
|
93,260,000
|
87,340,176
|
|
US Treasury Notes 0.625% 12/31/2027
|
3.55 to 4.86
|
134,130,000
|
125,275,326
|
|
US Treasury Notes 0.625% 3/31/2027
|
3.92
|
46,820,000
|
44,638,115
|
|
US Treasury Notes 0.75% 1/31/2028
|
4.25
|
10,800,000
|
10,094,625
|
|
US Treasury Notes 1% 7/31/2028
|
3.89 to 4.19
|
65,440,000
|
60,795,294
|
|
US Treasury Notes 1.125% 2/28/2027
|
3.71 to 3.94
|
23,360,000
|
22,489,475
|
|
US Treasury Notes 1.125% 2/29/2028
|
4.20
|
26,590,000
|
25,039,263
|
|
US Treasury Notes 1.125% 8/31/2028
|
3.87 to 4.30
|
108,290,000
|
100,760,461
|
|
US Treasury Notes 1.25% 12/31/2026
|
4.14 to 4.17
|
35,000,000
|
33,866,602
|
|
US Treasury Notes 1.25% 4/30/2028
|
4.31 to 4.86
|
60,480,000
|
56,924,438
|
|
US Treasury Notes 1.25% 5/31/2028
|
4.65
|
50,220,000
|
47,169,527
|
|
US Treasury Notes 1.5% 1/31/2027
|
2.95 to 3.95
|
954,000
|
924,672
|
|
US Treasury Notes 1.5% 11/30/2028
|
4.23
|
82,340,000
|
77,094,041
|
|
US Treasury Notes 1.625% 10/31/2026
|
4.14
|
22,380,000
|
21,827,494
|
|
US Treasury Notes 1.625% 8/15/2029
|
4.29
|
76,900,000
|
71,387,832
|
|
US Treasury Notes 1.75% 11/15/2029
|
4.06 to 4.35
|
84,340,000
|
78,274,768
|
|
US Treasury Notes 1.875% 2/28/2027
|
4.25
|
107,050,000
|
104,193,939
|
|
US Treasury Notes 2.625% 5/31/2027
|
3.21
|
1,260,000
|
1,237,753
|
|
US Treasury Notes 2.75% 5/31/2029
|
4.53
|
61,350,000
|
59,490,328
|
|
US Treasury Notes 2.75% 7/31/2027
|
3.65
|
3,840,000
|
3,776,550
|
|
US Treasury Notes 2.875% 4/30/2029
|
4.74
|
45,490,000
|
44,338,534
|
|
US Treasury Notes 3.25% 6/30/2029
|
4.38
|
32,920,000
|
32,476,352
|
|
US Treasury Notes 3.5% 9/30/2029
|
3.57
|
20,330,000
|
20,221,203
|
|
US Treasury Notes 3.625% 8/31/2027
|
3.61
|
8,340,000
|
8,341,629
|
|
US Treasury Notes 3.625% 8/31/2029
|
3.72 to 3.94
|
63,080,000
|
63,050,431
|
|
US Treasury Notes 3.625% 8/31/2030
|
3.69
|
70,000,000
|
69,786,718
|
|
US Treasury Notes 3.75% 12/31/2028
|
3.83
|
6,020,000
|
6,047,043
|
|
US Treasury Notes 3.75% 4/15/2028
|
3.58
|
17,660,000
|
17,727,605
|
|
US Treasury Notes 3.75% 4/30/2027
|
3.60 to 4.01
|
67,070,000
|
67,140,738
|
|
US Treasury Notes 3.75% 5/15/2028
|
3.85 to 3.96
|
22,140,000
|
22,231,921
|
|
US Treasury Notes 3.75% 6/30/2027
|
3.72
|
47,310,000
|
47,391,314
|
|
US Treasury Notes 3.875% 12/31/2029
|
4.39
|
4,610,000
|
4,649,797
|
|
US Treasury Notes 3.875% 3/15/2028
|
3.88
|
12,930,000
|
13,021,924
|
|
US Treasury Notes 3.875% 3/31/2027
|
3.89
|
34,290,000
|
34,378,404
|
|
US Treasury Notes 3.875% 4/30/2030
|
3.72
|
11,590,000
|
11,688,243
|
|
US Treasury Notes 3.875% 5/31/2027
|
3.89 to 3.94
|
68,720,000
|
68,950,857
|
|
US Treasury Notes 3.875% 6/15/2028
|
3.69
|
15,420,000
|
15,539,264
|
|
US Treasury Notes 3.875% 6/30/2030
|
3.80
|
48,330,000
|
48,726,457
|
|
US Treasury Notes 3.875% 7/15/2028
|
3.89
|
23,000,000
|
23,177,891
|
|
US Treasury Notes 3.875% 7/31/2027
|
3.94
|
11,900,000
|
11,949,273
|
|
US Treasury Notes 3.875% 7/31/2030
|
3.96
|
26,310,000
|
26,521,713
|
|
US Treasury Notes 4% 2/28/2030
|
4.00
|
72,400,000
|
73,415,297
|
|
US Treasury Notes 4% 3/31/2030
|
3.95
|
38,270,000
|
38,794,718
|
|
US Treasury Notes 4% 5/31/2030
|
3.95
|
87,270,000
|
88,480,190
|
|
US Treasury Notes 4% 6/30/2028
|
4.28
|
6,610,000
|
6,683,846
|
|
US Treasury Notes 4% 7/31/2029
|
3.94
|
22,050,000
|
22,342,559
|
|
US Treasury Notes 4.125% 10/31/2029
|
4.15
|
48,720,000
|
49,601,147
|
|
US Treasury Notes 4.125% 11/30/2029
|
4.08
|
14,500,000
|
14,765,645
|
|
US Treasury Notes 4.125% 2/28/2027
|
3.99
|
41,950,000
|
42,189,246
|
|
US Treasury Notes 4.125% 7/31/2028
|
3.90
|
25,440,000
|
25,813,650
|
|
US Treasury Notes 4.25% 12/31/2026
|
4.25 to 4.33
|
27,200,000
|
27,362,562
|
|
US Treasury Notes 4.25% 2/15/2028
|
3.96
|
31,450,000
|
31,928,487
|
|
US Treasury Notes 4.25% 2/28/2029
|
4.18 to 4.36
|
12,010,000
|
12,260,990
|
|
US Treasury Notes 4.375% 11/30/2028
|
3.88
|
3,860,000
|
3,950,770
|
|
US Treasury Notes 4.375% 12/15/2026
|
4.05 to 4.06
|
31,650,000
|
31,882,430
|
|
US Treasury Notes 4.375% 12/31/2029
|
3.73
|
15,580,000
|
16,021,230
|
|
US Treasury Notes 4.5% 5/15/2027
|
4.66
|
10,000
|
10,133
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $2,302,917,720)
|
2,331,031,006
|
|||
Money Market Funds - 0.8%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (h)
|
4.36
|
5,151,402
|
5,152,432
|
|
Fidelity Securities Lending Cash Central Fund (h)(i)
|
4.36
|
23,091,686
|
23,093,995
|
|
|
TOTAL MONEY MARKET FUNDS
(Cost $28,246,427)
|
28,246,427
|
|||
|
TOTAL INVESTMENT IN SECURITIES - 100.3%
(Cost $3,325,879,674)
|
3,366,366,983
|
NET OTHER ASSETS (LIABILITIES) - (0.3)%
|
(9,691,254)
|
NET ASSETS - 100.0%
|
3,356,675,729
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(c)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
|
(d)
|
Security or a portion of the security is on loan at period end.
|
(e)
|
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 $3,532,184 or 0.1% of net assets.
|
(f)
|
Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.
|
(g)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(h)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request.
|
(i)
|
Investment made with cash collateral received from securities on loan.
|
Affiliate
|
Value,
beginning
of period ($)
|
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
|
8,081,256
|
462,186,040
|
465,114,864
|
504,371
|
-
|
-
|
5,152,432
|
5,151,402
|
0.0%
|
Fidelity Securities Lending Cash Central Fund
|
-
|
795,285,726
|
772,191,731
|
64,682
|
-
|
-
|
23,093,995
|
23,091,686
|
0.1%
|
Total
|
8,081,256
|
1,257,471,766
|
1,237,306,595
|
569,053
|
-
|
-
|
28,246,427
|
||
Valuation Inputs at Reporting Date:
|
||||
Description
|
Total ($)
|
Level 1 ($)
|
Level 2 ($)
|
Level 3 ($)
|
Investments in Securities:
|
||||
Bank Notes
|
||||
Financials
|
16,923,126
|
-
|
16,923,126
|
-
|
Foreign Government and Government Agency Obligations
|
28,693,480
|
-
|
28,693,480
|
-
|
Non-Convertible Corporate Bonds
|
||||
Communication Services
|
41,884,982
|
-
|
41,884,982
|
-
|
Consumer Discretionary
|
47,477,346
|
-
|
47,477,346
|
-
|
Consumer Staples
|
49,655,941
|
-
|
49,655,941
|
-
|
Energy
|
43,946,520
|
-
|
43,946,520
|
-
|
Financials
|
449,063,032
|
-
|
449,063,032
|
-
|
Health Care
|
83,102,008
|
-
|
83,102,008
|
-
|
Industrials
|
53,600,641
|
-
|
53,600,641
|
-
|
Information Technology
|
67,618,138
|
-
|
67,618,138
|
-
|
Materials
|
17,691,334
|
-
|
17,691,334
|
-
|
Real Estate
|
37,572,264
|
-
|
37,572,264
|
-
|
Utilities
|
58,999,260
|
-
|
58,999,260
|
-
|
U.S. Government Agency Obligations
|
||||
Financials
|
9,957,362
|
-
|
9,957,362
|
-
|
Utilities
|
904,116
|
-
|
904,116
|
-
|
U.S. Treasury Obligations
|
2,331,031,006
|
-
|
2,331,031,006
|
-
|
Money Market Funds
|
28,246,427
|
28,246,427
|
-
|
-
|
Total Investments in Securities:
|
3,366,366,983
|
28,246,427
|
3,338,120,556
|
-
|
Statement of Assets and Liabilities
|
||||
As of August 31, 2025
|
||||
Assets
|
||||
Investment in securities, at value (including securities loaned of $22,335,834) - See accompanying schedule:
|
||||
Unaffiliated issuers (cost $3,297,633,247)
|
$
|
3,338,120,556
|
||
Fidelity Central Funds (cost $28,246,427)
|
28,246,427
|
|||
Total Investment in Securities (cost $3,325,879,674)
|
$
|
3,366,366,983
|
||
Foreign currency held at value (cost $399)
|
439
|
|||
Receivable for investments sold
|
67,738,672
|
|||
Receivable for fund shares sold
|
8,708,359
|
|||
Interest receivable
|
27,263,305
|
|||
Distributions receivable from Fidelity Central Funds
|
17,094
|
|||
Total assets
|
3,470,094,852
|
|||
Liabilities
|
||||
Payable for investments purchased
|
$
|
78,134,142
|
||
Payable for fund shares redeemed
|
4,222,348
|
|||
Distributions payable
|
7,884,799
|
|||
Accrued management fee
|
83,839
|
|||
Collateral on securities loaned
|
23,093,995
|
|||
Total liabilities
|
113,419,123
|
|||
Net Assets
|
$
|
3,356,675,729
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
3,350,253,878
|
||
Total accumulated earnings (loss)
|
6,421,851
|
|||
Net Assets
|
$
|
3,356,675,729
|
||
Net Asset Value, offering price and redemption price per share ($3,356,675,729 ÷ 331,233,578 shares)
|
$
|
10.13
|
||
Statement of Operations
|
||||
|
Year ended August 31, 2025
|
||||
Investment Income
|
||||
Interest
|
$
|
127,843,028
|
||
Income from Fidelity Central Funds (including $64,682 from security lending)
|
569,053
|
|||
Total income
|
128,412,081
|
|||
Expenses
|
||||
Management fee
|
$
|
941,088
|
||
Independent trustees' fees and expenses
|
7,674
|
|||
Total expenses before reductions
|
948,762
|
|||
Expense reductions
|
(4,027)
|
|||
Total expenses after reductions
|
944,735
|
|||
Net Investment income (loss)
|
127,467,346
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
(3,317,342)
|
|||
Total net realized gain (loss)
|
(3,317,342)
|
|||
Change in net unrealized appreciation (depreciation) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
25,399,591
|
|||
Assets and liabilities in foreign currencies
|
25
|
|||
Total change in net unrealized appreciation (depreciation)
|
25,399,616
|
|||
Net gain (loss)
|
22,082,274
|
|||
Net increase (decrease) in net assets resulting from operations
|
$
|
149,549,620
|
||
Statement of Changes in Net Assets
|
||||
Year ended
August 31, 2025
|
Year ended
August 31, 2024
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
127,467,346
|
$
|
90,612,425
|
Net realized gain (loss)
|
(3,317,342)
|
(23,285,371)
|
||
Change in net unrealized appreciation (depreciation)
|
25,399,616
|
94,424,749
|
||
Net increase (decrease) in net assets resulting from operations
|
149,549,620
|
161,751,803
|
||
Distributions to shareholders
|
(101,248,697)
|
(48,042,770)
|
||
Share transactions
|
||||
Proceeds from sales of shares
|
1,160,730,886
|
993,219,603
|
||
Reinvestment of distributions
|
80,771,439
|
36,715,543
|
||
Cost of shares redeemed
|
(705,918,310)
|
(715,849,263)
|
||
Net increase (decrease) in net assets resulting from share transactions
|
535,584,015
|
314,085,883
|
||
Total increase (decrease) in net assets
|
583,884,938
|
427,794,916
|
||
Net Assets
|
||||
Beginning of period
|
2,772,790,791
|
2,344,995,875
|
||
End of period
|
$
|
3,356,675,729
|
$
|
2,772,790,791
|
Other Information
|
||||
Shares
|
||||
Sold
|
116,317,959
|
102,218,230
|
||
Issued in reinvestment of distributions
|
8,103,640
|
3,768,129
|
||
Redeemed
|
(70,682,428)
|
(73,952,845)
|
||
Net increase (decrease)
|
53,739,171
|
32,033,514
|
||
Fidelity® Short-Term Bond Index Fund |
Years ended August 31,
|
2025
|
2024
|
2023
|
2022
|
2021
|
|||||
Selected Per-Share Data
|
||||||||||
Net asset value, beginning of period
|
$
|
9.99
|
$
|
9.55
|
$
|
9.58
|
$
|
10.28
|
$
|
10.40
|
Income from Investment Operations
|
||||||||||
Net investment income (loss) A,B
|
.405
|
.360
|
.263
|
.109
|
.090
|
|||||
Net realized and unrealized gain (loss)
|
.059
|
.271
|
(.150)
|
(.706)
|
(.071)
|
|||||
Total from investment operations
|
.464
|
.631
|
.113
|
(.597)
|
.019
|
|||||
Distributions from net investment income
|
(.324)
|
(.191)
|
(.143)
|
(.085)
|
(.090)
|
|||||
Distributions from net realized gain
|
-
|
-
|
-
|
(.018)
|
(.049)
|
|||||
Total distributions
|
(.324)
|
(.191)
|
(.143)
|
(.103)
|
(.139)
|
|||||
Net asset value, end of period
|
$
|
10.13
|
$
|
9.99
|
$
|
9.55
|
$
|
9.58
|
$
|
10.28
|
Total Return C
|
4.74 % |
6.68%
|
1.19%
|
(5.84)%
|
.19%
|
|||||
Ratios to Average Net Assets B,D,E
|
||||||||||
Expenses before reductions
|
.03%
|
.03%
|
.03%
|
.03%
|
.03%
|
|||||
Expenses net of fee waivers, if any
|
.03 % |
.03%
|
.03%
|
.03%
|
.03%
|
|||||
Expenses net of all reductions, if any
|
.03%
|
.03%
|
.03%
|
.03%
|
.03%
|
|||||
Net investment income (loss)
|
4.06%
|
3.71%
|
2.76%
|
1.10%
|
.87%
|
|||||
Supplemental Data
|
||||||||||
Net assets, end of period (000 omitted)
|
$
|
3,356,676
|
$
|
2,772,791
|
$
|
2,344,996
|
$
|
2,310,878
|
$
|
2,049,402
|
Portfolio turnover rate F
|
55 % |
80%
|
79%
|
92%
|
44%
|
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
|
$102,447,143
|
Gross unrealized depreciation
|
(2,668,460)
|
Net unrealized appreciation (depreciation)
|
$99,778,683
|
Tax Cost
|
$3,266,588,300
|
Undistributed ordinary income
|
$18,587,195
|
Capital loss carryforward
|
$(111,944,067)
|
Net unrealized appreciation (depreciation) on securities and other investments
|
$99,778,723
|
Short-term
|
$(39,469,248)
|
Long-term
|
(72,474,819)
|
Total capital loss carryforward
|
$(111,944,067)
|
August 31, 2025
|
August 31, 2024
|
|
Ordinary Income
|
$101,248,697
|
$48,042,770
|
Purchases ($)
|
Sales ($)
|
|
Fidelity Short-Term Bond Index Fund
|
307,178,174
|
224,129,731
|
Total Security Lending Fees Paid to NFS ($)
|
Security Lending Income From Securities Loaned to NFS ($)
|
Value of Securities Loaned to NFS at Period End ($)
|
|
Fidelity Short-Term Bond Index Fund
|
6,364
|
-
|
-
|
 |
Contents
Asset-Backed Securities - 0.5%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.5%
|
|||
Jersey Mike's Funding Series 2024-1A Class A2, 5.636% 2/15/2055 (b)
|
388,050
|
395,523
|
|
Subway Funding LLC Series 2024-1A Class A23, 6.505% 7/30/2054 (b)
|
376,158
|
387,032
|
|
Subway Funding LLC Series 2024-1A Class A2I, 6.028% 7/30/2054 (b)
|
721,548
|
732,811
|
|
Subway Funding LLC Series 2024-1A Class A2II, 6.268% 7/30/2054 (b)
|
428,760
|
438,879
|
|
Subway Funding LLC Series 2024-3A Class A23, 5.914% 7/30/2054 (b)
|
529,003
|
525,388
|
|
Subway Funding LLC Series 2024-3A Class A2I, 5.246% 7/30/2054 (b)
|
551,830
|
551,455
|
|
Subway Funding LLC Series 2024-3A Class A2II, 5.566% 7/30/2054 (b)
|
906,153
|
907,168
|
|
TOTAL UNITED STATES
|
3,938,256
|
||
|
TOTAL ASSET-BACKED SECURITIES
(Cost $3,895,635)
|
3,938,256
|
||
Commercial Mortgage Securities - 0.0%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.0%
|
|||
TCO Commercial Mortgage Trust Series 2024-DPM Class B, CME Term SOFR 1 month Index + 1.5924%, 5.9555% 12/15/2039 (b)(c)(d)
(Cost $133,675)
|
134,000
|
134,000
|
|
Foreign Government and Government Agency Obligations - 0.1%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
MEXICO - 0.1%
|
|||
United Mexican States 3.25% 4/16/2030
|
200,000
|
186,983
|
|
United Mexican States 4.5% 4/22/2029
|
1,000,000
|
996,250
|
|
TOTAL MEXICO
|
1,183,233
|
||
|
TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
(Cost $1,268,461)
|
1,183,233
|
||
Non-Convertible Corporate Bonds - 83.2%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
AUSTRALIA - 0.3%
|
|||
Financials - 0.3%
|
|||
Banks - 0.3%
|
|||
Commonwealth Bank of Australia 3.784% 3/14/2032 (b)
|
1,280,000
|
1,202,291
|
|
Westpac Banking Corp 5.405% 8/10/2033 (d)
|
1,400,000
|
1,430,222
|
|
TOTAL AUSTRALIA
|
2,632,513
|
||
BELGIUM - 1.1%
|
|||
Consumer Staples - 0.1%
|
|||
Beverages - 0.1%
|
|||
Anheuser-Busch InBev Worldwide Inc 4.439% 10/6/2048
|
500,000
|
421,455
|
|
Anheuser-Busch InBev Worldwide Inc 4.9% 1/23/2031
|
525,000
|
543,456
|
|
964,911
|
|||
Financials - 1.0%
|
|||
Banks - 1.0%
|
|||
KBC Group NV 4.932% 10/16/2030 (b)(d)
|
6,373,000
|
6,486,930
|
|
KBC Group NV 6.324% 9/21/2034 (b)(d)
|
1,700,000
|
1,840,896
|
|
8,327,826
|
|||
TOTAL BELGIUM
|
9,292,737
|
||
BRAZIL - 0.3%
|
|||
Materials - 0.3%
|
|||
Metals & Mining - 0.3%
|
|||
Vale Overseas Ltd 6.4% 6/28/2054
|
2,210,000
|
2,200,055
|
|
CANADA - 3.0%
|
|||
Communication Services - 0.2%
|
|||
Wireless Telecommunication Services - 0.2%
|
|||
Rogers Communications Inc 3.8% 3/15/2032
|
238,000
|
223,342
|
|
Rogers Communications Inc 4.55% 3/15/2052
|
1,450,000
|
1,167,764
|
|
1,391,106
|
|||
Consumer Staples - 0.0%
|
|||
Consumer Staples Distribution & Retail - 0.0%
|
|||
Alimentation Couche-Tard Inc 2.95% 1/25/2030 (b)
|
138,000
|
130,352
|
|
Energy - 1.6%
|
|||
Oil, Gas & Consumable Fuels - 1.6%
|
|||
Canadian Natural Resources Ltd 2.95% 7/15/2030
|
1,071,000
|
998,447
|
|
Canadian Natural Resources Ltd 6.25% 3/15/2038
|
3,175,000
|
3,323,955
|
|
Canadian Natural Resources Ltd 6.5% 2/15/2037
|
2,100,000
|
2,237,884
|
|
Cenovus Energy Inc 2.65% 1/15/2032
|
159,000
|
139,567
|
|
Cenovus Energy Inc 3.75% 2/15/2052
|
480,000
|
326,149
|
|
Cenovus Energy Inc 5.25% 6/15/2037
|
413,000
|
393,426
|
|
Cenovus Energy Inc 5.4% 6/15/2047
|
39,000
|
34,756
|
|
Cenovus Energy Inc 6.75% 11/15/2039
|
45,000
|
48,749
|
|
Enbridge Inc 3.4% 8/1/2051
|
900,000
|
594,787
|
|
Enbridge Inc 4.5% 6/10/2044
|
250,000
|
208,291
|
|
Enbridge Inc 5.55% 6/20/2035
|
2,000,000
|
2,036,820
|
|
Enbridge Inc 5.95% 4/5/2054
|
2,549,000
|
2,514,497
|
|
Enbridge Inc 7.2% 6/27/2054 (d)
|
900,000
|
935,867
|
|
13,793,195
|
|||
Financials - 0.7%
|
|||
Insurance - 0.7%
|
|||
Empower Finance 2020 LP 1.776% 3/17/2031 (b)
|
324,000
|
287,841
|
|
Empower Finance 2020 LP 3.075% 9/17/2051 (b)
|
540,000
|
338,540
|
|
Fairfax Financial Holdings Ltd 3.375% 3/3/2031
|
571,000
|
536,560
|
|
Fairfax Financial Holdings Ltd 5.75% 5/20/2035 (b)
|
2,000,000
|
2,042,572
|
|
Fairfax Financial Holdings Ltd 6% 12/7/2033
|
1,400,000
|
1,472,097
|
|
Intact Financial Corp 5.459% 9/22/2032 (b)
|
1,117,000
|
1,141,956
|
|
5,819,566
|
|||
Utilities - 0.5%
|
|||
Independent Power and Renewable Electricity Producers - 0.5%
|
|||
Emera US Finance LP 3.55% 6/15/2026
|
2,550,000
|
2,528,652
|
|
Emera US Finance LP 4.75% 6/15/2046
|
1,775,000
|
1,479,138
|
|
4,007,790
|
|||
TOTAL CANADA
|
25,142,009
|
||
FRANCE - 0.9%
|
|||
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
TotalEnergies Capital International SA 3.127% 5/29/2050
|
800,000
|
525,655
|
|
Financials - 0.8%
|
|||
Banks - 0.8%
|
|||
BNP Paribas SA 1.323% 1/13/2027 (b)(d)
|
1,182,000
|
1,168,197
|
|
BNP Paribas SA 2.591% 1/20/2028 (b)(d)
|
490,000
|
478,155
|
|
BNP Paribas SA 3.052% 1/13/2031 (b)(d)
|
875,000
|
820,834
|
|
BNP Paribas SA 3.132% 1/20/2033 (b)(d)
|
1,250,000
|
1,126,016
|
|
BPCE SA 5.975% 1/18/2027 (b)(d)
|
3,000,000
|
3,014,875
|
|
Societe Generale SA 3% 1/22/2030 (b)
|
430,000
|
401,767
|
|
7,009,844
|
|||
TOTAL FRANCE
|
7,535,499
|
||
GERMANY - 1.5%
|
|||
Financials - 0.3%
|
|||
Capital Markets - 0.2%
|
|||
Deutsche Bank AG/New York NY 2.129% 11/24/2026 (d)
|
1,650,000
|
1,640,627
|
|
Insurance - 0.1%
|
|||
Allianz SE 5.6% 9/3/2054 (b)(d)
|
1,200,000
|
1,219,441
|
|
TOTAL FINANCIALS
|
2,860,068
|
||
Health Care - 1.1%
|
|||
Pharmaceuticals - 1.1%
|
|||
Bayer US Finance II LLC 4.875% 6/25/2048 (b)
|
1,150,000
|
944,386
|
|
Bayer US Finance LLC 6.5% 11/21/2033 (b)
|
4,300,000
|
4,608,389
|
|
Bayer US Finance LLC 6.875% 11/21/2053 (b)
|
3,110,000
|
3,291,154
|
|
8,843,929
|
|||
Industrials - 0.1%
|
|||
Machinery - 0.1%
|
|||
Daimler Truck Finance North America LLC 2% 12/14/2026 (b)
|
1,276,000
|
1,241,092
|
|
TOTAL GERMANY
|
12,945,089
|
||
IRELAND - 2.3%
|
|||
Financials - 1.0%
|
|||
Consumer Finance - 1.0%
|
|||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026
|
227,000
|
222,351
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028
|
237,000
|
228,024
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.3% 1/30/2032
|
1,754,000
|
1,605,842
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.4% 10/29/2033
|
526,000
|
467,536
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.85% 10/29/2041
|
860,000
|
692,451
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.95% 9/10/2034
|
1,640,000
|
1,617,687
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.75% 6/6/2028
|
1,200,000
|
1,244,635
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.15% 9/30/2030
|
1,800,000
|
1,929,621
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027
|
599,000
|
618,341
|
|
8,626,488
|
|||
Industrials - 1.0%
|
|||
Transportation Infrastructure - 1.0%
|
|||
Avolon Holdings Funding Ltd 2.528% 11/18/2027 (b)
|
1,601,000
|
1,536,551
|
|
Avolon Holdings Funding Ltd 5.15% 1/15/2030 (b)
|
1,630,000
|
1,657,586
|
|
Avolon Holdings Funding Ltd 5.75% 3/1/2029 (b)
|
4,300,000
|
4,449,897
|
|
Avolon Holdings Funding Ltd 6.375% 5/4/2028 (b)
|
440,000
|
460,194
|
|
8,104,228
|
|||
Materials - 0.3%
|
|||
Containers & Packaging - 0.3%
|
|||
Smurfit Kappa Treasury ULC 5.438% 4/3/2034
|
1,700,000
|
1,744,873
|
|
Smurfit Westrock Financing DAC 5.418% 1/15/2035
|
1,175,000
|
1,196,361
|
|
2,941,234
|
|||
TOTAL IRELAND
|
19,671,950
|
||
ISRAEL - 0.0%
|
|||
Health Care - 0.0%
|
|||
Pharmaceuticals - 0.0%
|
|||
Teva Pharmaceutical Finance Netherlands III BV 6% 12/1/2032
|
200,000
|
205,665
|
|
Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030
|
200,000
|
204,423
|
|
TOTAL ISRAEL
|
410,088
|
||
ITALY - 0.5%
|
|||
Financials - 0.3%
|
|||
Banks - 0.3%
|
|||
Intesa Sanpaolo SpA 5.71% 1/15/2026 (b)
|
1,126,000
|
1,128,518
|
|
Intesa Sanpaolo SpA 7.2% 11/28/2033 (b)
|
500,000
|
565,418
|
|
UniCredit SpA 1.982% 6/3/2027 (b)(d)
|
1,200,000
|
1,178,071
|
|
2,872,007
|
|||
Utilities - 0.2%
|
|||
Electric Utilities - 0.2%
|
|||
Enel Finance International NV 5.5% 6/26/2034 (b)
|
1,452,000
|
1,489,610
|
|
TOTAL ITALY
|
4,361,617
|
||
JAPAN - 1.0%
|
|||
Communication Services - 0.6%
|
|||
Diversified Telecommunication Services - 0.6%
|
|||
NTT Finance Corp 4.567% 7/16/2027 (b)
|
200,000
|
201,268
|
|
NTT Finance Corp 4.62% 7/16/2028 (b)
|
200,000
|
202,134
|
|
NTT Finance Corp 4.876% 7/16/2030 (b)
|
302,000
|
306,662
|
|
NTT Finance Corp 5.171% 7/16/2032 (b)
|
3,300,000
|
3,362,244
|
|
NTT Finance Corp 5.502% 7/16/2035 (b)
|
1,200,000
|
1,229,482
|
|
5,301,790
|
|||
Consumer Staples - 0.4%
|
|||
Tobacco - 0.4%
|
|||
Japan Tobacco Inc 5.21% 6/15/2030 (b)
|
1,500,000
|
1,557,760
|
|
Japan Tobacco Inc 5.856% 6/15/2035 (b)
|
1,500,000
|
1,584,152
|
|
3,141,912
|
|||
TOTAL JAPAN
|
8,443,702
|
||
MEXICO - 0.1%
|
|||
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
Petroleos Mexicanos 4.5% 1/23/2026
|
1,000,000
|
992,450
|
|
Petroleos Mexicanos 6.49% 1/23/2027
|
75,000
|
75,101
|
|
Petroleos Mexicanos 6.5% 3/13/2027
|
80,000
|
80,360
|
|
TOTAL MEXICO
|
1,147,911
|
||
NETHERLANDS - 0.8%
|
|||
Consumer Staples - 0.0%
|
|||
Food Products - 0.0%
|
|||
JDE Peet's NV 2.25% 9/24/2031 (b)
|
545,000
|
474,221
|
|
Financials - 0.7%
|
|||
Banks - 0.7%
|
|||
ABN AMRO Bank NV 5.515% 12/3/2035 (b)(d)
|
5,100,000
|
5,219,540
|
|
Cooperatieve Rabobank UA 3.75% 7/21/2026
|
300,000
|
298,067
|
|
5,517,607
|
|||
Information Technology - 0.1%
|
|||
Semiconductors & Semiconductor Equipment - 0.1%
|
|||
NXP BV / NXP Funding LLC / NXP USA Inc 4.85% 8/19/2032
|
250,000
|
249,864
|
|
NXP BV / NXP Funding LLC / NXP USA Inc 5.25% 8/19/2035
|
720,000
|
715,394
|
|
965,258
|
|||
TOTAL NETHERLANDS
|
6,957,086
|
||
NORWAY - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Equinor ASA 1.75% 1/22/2026
|
61,000
|
60,382
|
|
SPAIN - 0.7%
|
|||
Financials - 0.6%
|
|||
Banks - 0.6%
|
|||
Banco Santander SA 2.749% 12/3/2030
|
1,000,000
|
901,475
|
|
CaixaBank SA 5.673% 3/15/2030 (b)(d)
|
1,400,000
|
1,455,378
|
|
CaixaBank SA 6.037% 6/15/2035 (b)(d)
|
1,970,000
|
2,074,630
|
|
4,431,483
|
|||
Utilities - 0.1%
|
|||
Independent Power and Renewable Electricity Producers - 0.1%
|
|||
Atlantica Sustainable Infrastructure Ltd 4.125% 6/15/2028 (b)
|
1,215,000
|
1,176,694
|
|
TOTAL SPAIN
|
5,608,177
|
||
SWITZERLAND - 0.7%
|
|||
Financials - 0.7%
|
|||
Capital Markets - 0.7%
|
|||
UBS Group AG 1.305% 2/2/2027 (b)(d)
|
800,000
|
789,676
|
|
UBS Group AG 2.095% 2/11/2032 (b)(d)
|
1,550,000
|
1,362,825
|
|
UBS Group AG 3.091% 5/14/2032 (b)(d)
|
1,200,000
|
1,104,521
|
|
UBS Group AG 3.126% 8/13/2030 (b)(d)
|
613,000
|
584,523
|
|
UBS Group AG 4.194% 4/1/2031 (b)(d)
|
800,000
|
790,589
|
|
UBS Group AG 6.537% 8/12/2033 (b)(d)
|
500,000
|
548,293
|
|
UBS Group AG 9.016% 11/15/2033 (b)(d)
|
300,000
|
373,656
|
|
TOTAL SWITZERLAND
|
5,554,083
|
||
UNITED KINGDOM - 3.7%
|
|||
Consumer Staples - 0.7%
|
|||
Tobacco - 0.7%
|
|||
BAT Capital Corp 2.259% 3/25/2028
|
1,225,000
|
1,167,069
|
|
BAT Capital Corp 2.726% 3/25/2031
|
2,800,000
|
2,546,915
|
|
BAT Capital Corp 5.834% 2/20/2031
|
468,000
|
494,921
|
|
BAT Capital Corp 6.421% 8/2/2033
|
1,300,000
|
1,417,324
|
|
5,626,229
|
|||
Financials - 2.8%
|
|||
Banks - 2.8%
|
|||
Barclays PLC 2.645% 6/24/2031 (d)
|
450,000
|
412,759
|
|
Barclays PLC 2.894% 11/24/2032 (d)
|
500,000
|
447,910
|
|
Barclays PLC 5.2% 5/12/2026
|
1,750,000
|
1,756,709
|
|
Barclays PLC 5.367% 2/25/2031 (d)
|
1,700,000
|
1,753,400
|
|
Barclays PLC 5.746% 8/9/2033 (d)
|
349,000
|
364,915
|
|
Barclays PLC 5.785% 2/25/2036 (d)
|
1,700,000
|
1,753,535
|
|
Barclays PLC 6.692% 9/13/2034 (d)
|
1,800,000
|
1,971,922
|
|
Barclays PLC 7.437% 11/2/2033 (d)
|
1,100,000
|
1,256,122
|
|
HSBC Holdings PLC 2.357% 8/18/2031 (d)
|
1,002,000
|
904,045
|
|
HSBC Holdings PLC 2.848% 6/4/2031 (d)
|
1,800,000
|
1,670,285
|
|
HSBC Holdings PLC 5.24% 5/13/2031 (d)
|
1,900,000
|
1,953,137
|
|
HSBC Holdings PLC 7.39% 11/3/2028 (d)
|
720,000
|
765,254
|
|
Lloyds Banking Group PLC 4.65% 3/24/2026
|
1,000,000
|
999,749
|
|
Lloyds Banking Group PLC 7.953% 11/15/2033 (d)
|
1,000,000
|
1,153,861
|
|
Standard Chartered PLC 5.005% 10/15/2030 (b)(d)
|
1,140,000
|
1,160,261
|
|
Standard Chartered PLC 5.545% 1/21/2029 (b)(d)
|
1,088,000
|
1,115,295
|
|
Standard Chartered PLC 6.228% 1/21/2036 (b)(d)
|
3,000,000
|
3,206,123
|
|
22,645,282
|
|||
Industrials - 0.2%
|
|||
Aerospace & Defense - 0.2%
|
|||
BAE Systems PLC 5.25% 3/26/2031 (b)
|
200,000
|
208,331
|
|
BAE Systems PLC 5.3% 3/26/2034 (b)
|
800,000
|
820,894
|
|
BAE Systems PLC 5.5% 3/26/2054 (b)
|
264,000
|
257,748
|
|
1,286,973
|
|||
Passenger Airlines - 0.0%
|
|||
British Airways 2021-1 Class A Pass Through Trust equipment trust certificate 2.9% 9/15/2036 (b)
|
246,871
|
225,087
|
|
TOTAL INDUSTRIALS
|
1,512,060
|
||
TOTAL UNITED KINGDOM
|
29,783,571
|
||
UNITED STATES - 66.3%
|
|||
Communication Services - 3.8%
|
|||
Diversified Telecommunication Services - 0.9%
|
|||
AT&T Inc 2.25% 2/1/2032
|
650,000
|
562,937
|
|
AT&T Inc 3.65% 9/15/2059
|
223,000
|
147,621
|
|
AT&T Inc 3.8% 12/1/2057
|
1,354,000
|
931,741
|
|
AT&T Inc 4.35% 3/1/2029
|
900,000
|
903,853
|
|
Verizon Communications Inc 2.355% 3/15/2032
|
3,000,000
|
2,604,370
|
|
Verizon Communications Inc 2.55% 3/21/2031
|
1,539,000
|
1,395,730
|
|
Verizon Communications Inc 3.7% 3/22/2061
|
1,300,000
|
890,764
|
|
Verizon Communications Inc 4.78% 2/15/2035
|
291,000
|
283,746
|
|
Verizon Communications Inc 5.401% 7/2/2037 (b)
|
44,000
|
44,187
|
|
7,764,949
|
|||
Entertainment - 0.2%
|
|||
Walt Disney Co/The 3.8% 3/22/2030
|
600,000
|
593,559
|
|
Walt Disney Co/The 4.75% 9/15/2044
|
320,000
|
289,578
|
|
Walt Disney Co/The 6.65% 11/15/2037
|
970,000
|
1,112,722
|
|
1,995,859
|
|||
Media - 2.5%
|
|||
Charter Communications Operating LLC / Charter Communications Operating Capital 5.25% 4/1/2053
|
342,000
|
279,543
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 5/1/2047
|
120,000
|
101,973
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.5% 4/1/2063
|
450,000
|
368,333
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.75% 4/1/2048
|
1,950,000
|
1,737,877
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.1% 6/1/2029
|
1,979,000
|
2,080,187
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.55% 6/1/2034
|
4,803,000
|
5,094,976
|
|
Comcast Corp 2.937% 11/1/2056
|
679,000
|
390,935
|
|
Comcast Corp 2.987% 11/1/2063
|
2,211,000
|
1,229,762
|
|
Comcast Corp 5.3% 5/15/2035
|
2,500,000
|
2,550,492
|
|
Cox Communications Inc 1.8% 10/1/2030 (b)
|
740,000
|
644,293
|
|
Discovery Communications LLC 3.95% 3/20/2028
|
481,000
|
464,944
|
|
Time Warner Cable LLC 5.5% 9/1/2041
|
3,052,000
|
2,757,649
|
|
Time Warner Cable LLC 5.875% 11/15/2040
|
2,475,000
|
2,364,753
|
|
Time Warner Cable LLC 7.3% 7/1/2038
|
500,000
|
544,532
|
|
Warnermedia Holdings Inc 3.755% 3/15/2027
|
79,000
|
77,815
|
|
20,688,064
|
|||
Wireless Telecommunication Services - 0.2%
|
|||
T-Mobile USA Inc 2.4% 3/15/2029
|
381,000
|
358,368
|
|
T-Mobile USA Inc 2.7% 3/15/2032
|
1,382,000
|
1,224,330
|
|
1,582,698
|
|||
TOTAL COMMUNICATION SERVICES
|
32,031,570
|
||
Consumer Discretionary - 2.6%
|
|||
Automobiles - 1.3%
|
|||
Ford Motor Co 3.25% 2/12/2032
|
1,400,000
|
1,200,214
|
|
General Motors Co 5.95% 4/1/2049
|
1,300,000
|
1,222,347
|
|
General Motors Financial Co Inc 3.1% 1/12/2032
|
1,400,000
|
1,244,826
|
|
General Motors Financial Co Inc 5.55% 7/15/2029
|
3,500,000
|
3,608,435
|
|
General Motors Financial Co Inc 5.95% 4/4/2034
|
1,700,000
|
1,742,472
|
|
Stellantis Finance US Inc 5.75% 3/18/2030 (b)
|
1,748,000
|
1,769,699
|
|
10,787,993
|
|||
Distributors - 0.0%
|
|||
Genuine Parts Co 2.75% 2/1/2032
|
747,000
|
660,006
|
|
Specialty Retail - 1.3%
|
|||
Advance Auto Parts Inc 1.75% 10/1/2027
|
2,313,000
|
2,157,303
|
|
Advance Auto Parts Inc 3.9% 4/15/2030
|
1,000,000
|
922,424
|
|
Home Depot Inc/The 1.375% 3/15/2031
|
575,000
|
494,006
|
|
Home Depot Inc/The 4.95% 6/25/2034
|
2,050,000
|
2,085,141
|
|
Lowe's Cos Inc 3.5% 4/1/2051
|
975,000
|
659,970
|
|
Lowe's Cos Inc 5.15% 7/1/2033
|
2,150,000
|
2,201,787
|
|
Lowe's Cos Inc 5.625% 4/15/2053
|
600,000
|
572,830
|
|
O'Reilly Automotive Inc 4.2% 4/1/2030
|
800,000
|
797,998
|
|
O'Reilly Automotive Inc 4.35% 6/1/2028
|
75,000
|
75,310
|
|
Ross Stores Inc 1.875% 4/15/2031
|
600,000
|
521,640
|
|
10,488,409
|
|||
TOTAL CONSUMER DISCRETIONARY
|
21,936,408
|
||
Consumer Staples - 1.7%
|
|||
Beverages - 0.2%
|
|||
Constellation Brands Inc 2.25% 8/1/2031
|
1,600,000
|
1,405,136
|
|
Constellation Brands Inc 2.875% 5/1/2030
|
470,000
|
439,621
|
|
1,844,757
|
|||
Consumer Staples Distribution & Retail - 0.5%
|
|||
Dollar Tree Inc 4.2% 5/15/2028
|
375,000
|
374,068
|
|
Mars Inc 4.8% 3/1/2030 (b)
|
544,000
|
554,395
|
|
Mars Inc 5% 3/1/2032 (b)
|
408,000
|
416,430
|
|
Mars Inc 5.2% 3/1/2035 (b)
|
2,097,000
|
2,116,441
|
|
Mars Inc 5.65% 5/1/2045 (b)
|
330,000
|
325,318
|
|
Mars Inc 5.7% 5/1/2055 (b)
|
658,000
|
641,648
|
|
Mars Inc 5.8% 5/1/2065 (b)
|
82,000
|
80,464
|
|
4,508,764
|
|||
Food Products - 0.3%
|
|||
Bunge Ltd Finance Corp 4.9% 4/21/2027
|
1,500,000
|
1,513,438
|
|
Smithfield Foods Inc 3% 10/15/2030 (b)
|
1,432,000
|
1,309,083
|
|
2,822,521
|
|||
Tobacco - 0.7%
|
|||
Philip Morris International Inc 4.75% 11/1/2031
|
1,700,000
|
1,724,533
|
|
Philip Morris International Inc 5.125% 2/15/2030
|
2,200,000
|
2,276,724
|
|
Philip Morris International Inc 5.75% 11/17/2032
|
903,000
|
955,988
|
|
4,957,245
|
|||
TOTAL CONSUMER STAPLES
|
14,133,287
|
||
Energy - 6.4%
|
|||
Oil, Gas & Consumable Fuels - 6.4%
|
|||
Columbia Pipelines Holding Co LLC 5.097% 10/1/2031 (b)
|
1,470,000
|
1,492,989
|
|
Columbia Pipelines Holding Co LLC 6.042% 8/15/2028 (b)
|
1,000,000
|
1,046,113
|
|
Columbia Pipelines Operating Co LLC 5.695% 10/1/2054 (b)
|
1,470,000
|
1,357,899
|
|
Columbia Pipelines Operating Co LLC 5.927% 8/15/2030 (b)
|
73,000
|
77,633
|
|
Columbia Pipelines Operating Co LLC 5.962% 2/15/2055 (b)
|
2,080,000
|
1,980,897
|
|
Columbia Pipelines Operating Co LLC 6.036% 11/15/2033 (b)
|
197,000
|
208,538
|
|
Columbia Pipelines Operating Co LLC 6.497% 8/15/2043 (b)
|
59,000
|
61,327
|
|
Columbia Pipelines Operating Co LLC 6.544% 11/15/2053 (b)
|
106,000
|
109,659
|
|
DCP Midstream Operating LP 5.125% 5/15/2029
|
2,200,000
|
2,248,023
|
|
Eastern Gas Transmission & Storage Inc 3% 11/15/2029
|
582,000
|
554,294
|
|
Eastern Gas Transmission & Storage Inc 3.9% 11/15/2049
|
1,000,000
|
717,331
|
|
Energy Transfer LP 3.75% 5/15/2030
|
3,554,000
|
3,445,420
|
|
Energy Transfer LP 6% 6/15/2048
|
800,000
|
766,966
|
|
EQT Corp 5.75% 2/1/2034
|
2,864,000
|
2,965,028
|
|
Florida Gas Transmission Co LLC 5.75% 7/15/2035 (b)
|
2,667,000
|
2,747,464
|
|
Gulfstream Natural Gas System LLC 5.6% 7/23/2035 (b)
|
1,735,000
|
1,754,279
|
|
Hess Corp 4.3% 4/1/2027
|
2,575,000
|
2,580,976
|
|
Hess Corp 5.8% 4/1/2047
|
1,135,000
|
1,147,143
|
|
Hess Corp 6% 1/15/2040
|
575,000
|
615,706
|
|
Marathon Petroleum Corp 4.75% 9/15/2044
|
300,000
|
252,708
|
|
Occidental Petroleum Corp 5.2% 8/1/2029
|
438,000
|
443,644
|
|
Occidental Petroleum Corp 5.375% 1/1/2032
|
555,000
|
558,256
|
|
Occidental Petroleum Corp 5.55% 10/1/2034
|
4,906,000
|
4,881,937
|
|
ONEOK Inc 3.25% 6/1/2030
|
500,000
|
472,260
|
|
ONEOK Inc 5.65% 9/1/2034
|
1,881,000
|
1,912,992
|
|
Ovintiv Inc 5.15% 11/15/2041
|
136,000
|
114,378
|
|
Ovintiv Inc 8.125% 9/15/2030
|
409,000
|
469,098
|
|
Plains All American Pipeline LP / PAA Finance Corp 3.8% 9/15/2030
|
97,000
|
93,588
|
|
Plains All American Pipeline LP / PAA Finance Corp 5.7% 9/15/2034
|
3,920,000
|
3,998,736
|
|
Targa Resources Corp 4.9% 9/15/2030
|
292,000
|
296,468
|
|
Targa Resources Corp 5.5% 2/15/2035
|
1,800,000
|
1,815,548
|
|
Targa Resources Corp 5.55% 8/15/2035
|
2,400,000
|
2,417,450
|
|
Targa Resources Corp 5.65% 2/15/2036
|
703,000
|
710,037
|
|
Transcontinental Gas Pipe Line Co LLC 3.25% 5/15/2030
|
25,000
|
23,780
|
|
Western Gas Partners LP 4.05% 2/1/2030 (e)
|
4,870,000
|
4,735,150
|
|
Western Gas Partners LP 5.3% 3/1/2048
|
477,000
|
401,895
|
|
Western Gas Partners LP 6.15% 4/1/2033
|
735,000
|
767,926
|
|
Western Gas Partners LP 6.35% 1/15/2029
|
182,000
|
191,424
|
|
Williams Cos Inc/The 3.5% 11/15/2030
|
913,000
|
870,595
|
|
Williams Cos Inc/The 4.65% 8/15/2032
|
394,000
|
388,996
|
|
Williams Cos Inc/The 5.3% 8/15/2052
|
89,000
|
80,603
|
|
Williams Cos Inc/The 6.3% 4/15/2040
|
2,000,000
|
2,125,014
|
|
53,900,168
|
|||
Financials - 22.3%
|
|||
Banks - 9.8%
|
|||
Bank of America Corp 2.299% 7/21/2032 (d)
|
1,500,000
|
1,323,741
|
|
Bank of America Corp 2.676% 6/19/2041 (d)
|
1,030,000
|
742,367
|
|
Bank of America Corp 2.972% 2/4/2033 (d)
|
2,500,000
|
2,257,851
|
|
Bank of America Corp 3.483% 3/13/2052 (d)
|
950,000
|
673,349
|
|
Bank of America Corp 4.271% 7/23/2029 (d)
|
700,000
|
701,736
|
|
Bank of America Corp 4.571% 4/27/2033 (d)
|
1,600,000
|
1,583,426
|
|
Bank of America Corp 5.015% 7/22/2033 (d)
|
2,000,000
|
2,031,664
|
|
Bank of America Corp 5.162% 1/24/2031 (d)
|
3,200,000
|
3,302,666
|
|
Bank of America Corp 5.202% 4/25/2029 (d)
|
5,000,000
|
5,126,831
|
|
Bank of America Corp 5.468% 1/23/2035 (d)
|
1,800,000
|
1,859,952
|
|
Citigroup Inc 4.075% 4/23/2029 (d)
|
1,600,000
|
1,594,310
|
|
Citigroup Inc 4.45% 9/29/2027
|
1,200,000
|
1,203,273
|
|
Citigroup Inc 4.91% 5/24/2033 (d)
|
599,000
|
601,682
|
|
Citigroup Inc 6.174% 5/25/2034 (d)
|
283,000
|
298,144
|
|
Citizens Financial Group Inc 2.638% 9/30/2032
|
2,015,000
|
1,702,754
|
|
Citizens Financial Group Inc 5.253% 3/5/2031 (d)
|
3,000,000
|
3,067,148
|
|
Citizens Financial Group Inc 5.718% 7/23/2032 (d)
|
828,000
|
864,783
|
|
Citizens Financial Group Inc 6.645% 4/25/2035 (d)
|
1,173,000
|
1,275,732
|
|
Fifth Third Bancorp 8.25% 3/1/2038
|
300,000
|
367,545
|
|
Huntington Bancshares Inc/OH 2.487% 8/15/2036 (d)
|
932,000
|
793,028
|
|
JPMorgan Chase & Co 2.956% 5/13/2031 (d)
|
104,000
|
97,089
|
|
JPMorgan Chase & Co 3.882% 7/24/2038 (d)
|
2,725,000
|
2,409,572
|
|
JPMorgan Chase & Co 4.203% 7/23/2029 (d)
|
600,000
|
600,531
|
|
JPMorgan Chase & Co 4.603% 10/22/2030 (d)
|
2,144,000
|
2,167,394
|
|
JPMorgan Chase & Co 4.912% 7/25/2033 (d)
|
3,000,000
|
3,041,677
|
|
JPMorgan Chase & Co 4.946% 10/22/2035 (d)
|
5,685,000
|
5,652,902
|
|
JPMorgan Chase & Co 5.14% 1/24/2031 (d)
|
2,000,000
|
2,061,055
|
|
JPMorgan Chase & Co 5.717% 9/14/2033 (d)
|
2,500,000
|
2,624,613
|
|
PNC Financial Services Group Inc/The 5.068% 1/24/2034 (d)
|
2,200,000
|
2,225,869
|
|
PNC Financial Services Group Inc/The 5.222% 1/29/2031 (d)
|
1,300,000
|
1,343,378
|
|
PNC Financial Services Group Inc/The 5.575% 1/29/2036 (d)
|
2,300,000
|
2,374,267
|
|
PNC Financial Services Group Inc/The 5.582% 6/12/2029 (d)
|
1,220,000
|
1,265,577
|
|
PNC Financial Services Group Inc/The 6.875% 10/20/2034 (d)
|
1,200,000
|
1,347,330
|
|
Truist Financial Corp 5.122% 1/26/2034 (d)
|
700,000
|
704,958
|
|
Truist Financial Corp 5.711% 1/24/2035 (d)
|
2,500,000
|
2,604,213
|
|
US Bancorp 5.775% 6/12/2029 (d)
|
2,000,000
|
2,083,956
|
|
Wells Fargo & Co 2.393% 6/2/2028 (d)
|
800,000
|
775,347
|
|
Wells Fargo & Co 4.478% 4/4/2031 (d)
|
1,000,000
|
1,003,544
|
|
Wells Fargo & Co 5.013% 4/4/2051 (d)
|
700,000
|
632,652
|
|
Wells Fargo & Co 5.15% 4/23/2031 (d)
|
2,000,000
|
2,059,787
|
|
Wells Fargo & Co 5.244% 1/24/2031 (d)
|
928,000
|
958,619
|
|
Wells Fargo & Co 5.389% 4/24/2034 (d)
|
1,300,000
|
1,337,800
|
|
Wells Fargo & Co 5.499% 1/23/2035 (d)
|
1,500,000
|
1,547,899
|
|
Wells Fargo & Co 5.557% 7/25/2034 (d)
|
5,300,000
|
5,503,000
|
|
Wells Fargo & Co 5.574% 7/25/2029 (d)
|
1,300,000
|
1,347,710
|
|
Wells Fargo & Co 6.491% 10/23/2034 (d)
|
1,750,000
|
1,924,440
|
|
81,067,161
|
|||
Capital Markets - 5.0%
|
|||
Ares Capital Corp 2.15% 7/15/2026
|
750,000
|
735,198
|
|
Ares Strategic Income Fund 5.7% 3/15/2028
|
1,450,000
|
1,469,950
|
|
Ares Strategic Income Fund 6.35% 8/15/2029
|
1,470,000
|
1,519,912
|
|
Athene Global Funding 1.985% 8/19/2028 (b)
|
1,355,000
|
1,270,320
|
|
Athene Global Funding 2.5% 3/24/2028 (b)
|
750,000
|
717,142
|
|
Blackstone Holdings Finance Co LLC 2.8% 9/30/2050 (b)
|
523,000
|
315,367
|
|
Goldman Sachs Group Inc/The 1.431% 3/9/2027 (d)
|
1,850,000
|
1,821,214
|
|
Goldman Sachs Group Inc/The 4.223% 5/1/2029 (d)
|
900,000
|
900,634
|
|
Goldman Sachs Group Inc/The 5.536% 1/28/2036 (d)
|
3,000,000
|
3,093,453
|
|
HPS Corporate Lending Fund 5.45% 1/14/2028
|
1,324,000
|
1,335,663
|
|
HPS Corporate Lending Fund 6.75% 1/30/2029
|
3,142,000
|
3,277,951
|
|
Morgan Stanley 1.794% 2/13/2032 (d)
|
740,000
|
641,858
|
|
Morgan Stanley 2.239% 7/21/2032 (d)
|
1,500,000
|
1,317,840
|
|
Morgan Stanley 3.622% 4/1/2031 (d)
|
6,000,000
|
5,805,382
|
|
Morgan Stanley 4.431% 1/23/2030 (d)
|
111,000
|
111,488
|
|
Morgan Stanley 4.654% 10/18/2030 (d)
|
3,200,000
|
3,230,754
|
|
Morgan Stanley 5.164% 4/20/2029 (d)
|
2,500,000
|
2,555,909
|
|
Morgan Stanley 5.23% 1/15/2031 (d)
|
1,341,000
|
1,384,179
|
|
Morgan Stanley 5.32% 7/19/2035 (d)
|
2,800,000
|
2,853,350
|
|
Morgan Stanley 5.424% 7/21/2034 (d)
|
641,000
|
661,790
|
|
Morgan Stanley 5.449% 7/20/2029 (d)
|
316,000
|
326,084
|
|
MSCI Inc 5.25% 9/1/2035
|
500,000
|
495,998
|
|
Nasdaq Inc 5.95% 8/15/2053
|
189,000
|
192,608
|
|
Nasdaq Inc 6.1% 6/28/2063
|
151,000
|
154,850
|
|
Nuveen LLC 5.55% 1/15/2030 (b)
|
293,000
|
306,857
|
|
Sammons Financial Group Global Funding 4.95% 6/12/2030 (b)
|
2,400,000
|
2,437,577
|
|
Sammons Financial Group Global Funding 5.05% 1/10/2028 (b)
|
3,296,000
|
3,352,538
|
|
42,285,866
|
|||
Consumer Finance - 1.2%
|
|||
Ally Financial Inc 4.75% 6/9/2027
|
2,100,000
|
2,110,052
|
|
Ally Financial Inc 8% 11/1/2031
|
288,000
|
329,603
|
|
American Express Co 5.085% 1/30/2031 (d)
|
449,000
|
462,766
|
|
Capital One Financial Corp 3.8% 1/31/2028
|
11,000
|
10,902
|
|
Capital One Financial Corp 4.1% 2/9/2027
|
39,000
|
38,911
|
|
Capital One Financial Corp 5.247% 7/26/2030 (d)
|
662,000
|
680,793
|
|
Capital One Financial Corp 5.468% 2/1/2029 (d)
|
318,000
|
326,428
|
|
Capital One Financial Corp 6.312% 6/8/2029 (d)
|
1,250,000
|
1,311,967
|
|
Capital One Financial Corp 7.624% 10/30/2031 (d)
|
495,000
|
561,612
|
|
Ford Motor Credit Co LLC 3.625% 6/17/2031
|
200,000
|
180,056
|
|
Ford Motor Credit Co LLC 4.271% 1/9/2027
|
400,000
|
396,099
|
|
Ford Motor Credit Co LLC 4.95% 5/28/2027
|
1,850,000
|
1,845,538
|
|
Ford Motor Credit Co LLC 5.875% 11/7/2029
|
2,000,000
|
2,021,500
|
|
10,276,227
|
|||
Financial Services - 2.4%
|
|||
Aircastle Ltd / Aircastle Ireland DAC 5% 9/15/2030 (b)
|
2,060,000
|
2,076,706
|
|
Aircastle Ltd / Aircastle Ireland DAC 5.25% 3/15/2030 (b)
|
1,250,000
|
1,275,511
|
|
Aon Corp / Aon Global Holdings PLC 2.6% 12/2/2031
|
404,000
|
361,305
|
|
Aviation Capital Group LLC 6.75% 10/25/2028 (b)
|
1,300,000
|
1,385,230
|
|
Blackstone Reg Finance Co LLC 5% 12/6/2034
|
1,000,000
|
998,399
|
|
Corebridge Financial Inc 3.65% 4/5/2027
|
171,000
|
169,427
|
|
Corebridge Financial Inc 4.35% 4/5/2042
|
45,000
|
37,863
|
|
Equitable Holdings Inc 4.35% 4/20/2028
|
700,000
|
702,688
|
|
Equitable Holdings Inc 5% 4/20/2048
|
679,000
|
607,305
|
|
Essent Group Ltd 6.25% 7/1/2029
|
1,500,000
|
1,573,321
|
|
Fiserv Inc 3.5% 7/1/2029
|
271,000
|
263,146
|
|
Fiserv Inc 4.55% 2/15/2031
|
3,800,000
|
3,799,320
|
|
Jackson Financial Inc 3.125% 11/23/2031
|
2,257,000
|
2,039,700
|
|
Jackson Financial Inc 4% 11/23/2051
|
800,000
|
552,531
|
|
Jackson Financial Inc 5.17% 6/8/2027
|
181,000
|
183,331
|
|
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3% 5/15/2032
|
1,570,000
|
1,390,362
|
|
Rexford Industrial Realty LP 2.15% 9/1/2031
|
599,000
|
519,531
|
|
Sixth Street Lending Partners 6.125% 7/15/2030 (b)
|
427,000
|
440,270
|
|
Sixth Street Lending Partners 6.5% 3/11/2029
|
1,751,000
|
1,817,584
|
|
20,193,530
|
|||
Insurance - 3.9%
|
|||
200 Park Funding Trust 5.74% 2/15/2055 (b)
|
2,100,000
|
2,057,228
|
|
AmFam Holdings Inc 2.805% 3/11/2031 (b)
|
950,000
|
822,545
|
|
Arthur J Gallagher & Co 5% 2/15/2032
|
196,000
|
199,517
|
|
Arthur J Gallagher & Co 5.15% 2/15/2035
|
3,300,000
|
3,309,292
|
|
Arthur J Gallagher & Co 5.55% 2/15/2055
|
942,000
|
887,565
|
|
Assurant Inc 2.65% 1/15/2032
|
2,100,000
|
1,830,846
|
|
Assurant Inc 5.55% 2/15/2036
|
839,000
|
838,450
|
|
Brown & Brown Inc 4.9% 6/23/2030
|
843,000
|
853,491
|
|
Brown & Brown Inc 5.25% 6/23/2032
|
976,000
|
997,641
|
|
Brown & Brown Inc 5.55% 6/23/2035
|
1,091,000
|
1,112,039
|
|
Brown & Brown Inc 6.25% 6/23/2055
|
1,108,000
|
1,132,797
|
|
Five Corners Funding Trust II 2.85% 5/15/2030 (b)
|
890,000
|
832,120
|
|
Fortitude Group Holdings LLC 6.25% 4/1/2030 (b)
|
1,255,000
|
1,303,994
|
|
Guardian Life Insurance Co of America/The 4.85% 1/24/2077 (b)
|
400,000
|
327,872
|
|
Hartford Insurance Group Inc/The 4.3% 4/15/2043
|
1,025,000
|
867,720
|
|
Marsh & McLennan Cos Inc 4.9% 3/15/2049
|
834,000
|
743,165
|
|
MetLife Inc 5.375% 7/15/2033
|
2,500,000
|
2,616,590
|
|
New York Life Insurance Co 4.45% 5/15/2069 (b)
|
54,000
|
41,230
|
|
Pacific LifeCorp 3.35% 9/15/2050 (b)
|
700,000
|
469,904
|
|
Peachtree Corners Funding Trust II 6.012% 5/15/2035 (b)
|
4,800,000
|
4,994,648
|
|
Pine Street Trust III 6.223% 5/15/2054 (b)
|
2,100,000
|
2,085,757
|
|
Prudential Financial Inc 6% 9/1/2052 (d)
|
672,000
|
693,376
|
|
Reinsurance Group of America Inc 5.75% 9/15/2034
|
1,700,000
|
1,752,668
|
|
Selective Insurance Group Inc 5.9% 4/15/2035
|
1,095,000
|
1,129,792
|
|
Symetra Life Insurance Co 6.55% 10/1/2055 (b)
|
667,000
|
677,978
|
|
32,578,225
|
|||
TOTAL FINANCIALS
|
186,401,009
|
||
Health Care - 4.5%
|
|||
Biotechnology - 0.8%
|
|||
Amgen Inc 5.25% 3/2/2030
|
222,000
|
229,968
|
|
Amgen Inc 5.25% 3/2/2033
|
251,000
|
257,681
|
|
Amgen Inc 5.65% 3/2/2053
|
818,000
|
791,129
|
|
Amgen Inc 5.75% 3/2/2063
|
216,000
|
207,596
|
|
Gilead Sciences Inc 5.1% 6/15/2035
|
2,000,000
|
2,028,264
|
|
Gilead Sciences Inc 5.5% 11/15/2054
|
1,500,000
|
1,458,755
|
|
Gilead Sciences Inc 5.6% 11/15/2064
|
1,500,000
|
1,459,943
|
|
6,433,336
|
|||
Health Care Equipment & Supplies - 0.0%
|
|||
Becton Dickinson & Co 2.823% 5/20/2030
|
750,000
|
701,557
|
|
Health Care Providers & Services - 3.0%
|
|||
Centene Corp 2.5% 3/1/2031
|
650,000
|
553,844
|
|
Centene Corp 2.625% 8/1/2031
|
2,645,000
|
2,241,575
|
|
Centene Corp 3% 10/15/2030
|
1,310,000
|
1,157,630
|
|
Centene Corp 4.25% 12/15/2027
|
1,025,000
|
1,000,968
|
|
Centene Corp 4.625% 12/15/2029
|
585,000
|
563,424
|
|
Cigna Group/The 4.375% 10/15/2028
|
561,000
|
564,042
|
|
Cigna Group/The 4.8% 8/15/2038
|
1,907,000
|
1,790,103
|
|
Cigna Group/The 4.9% 12/15/2048
|
7,000
|
6,082
|
|
CVS Health Corp 5% 1/30/2029
|
202,000
|
205,864
|
|
CVS Health Corp 5.05% 3/25/2048
|
3,500,000
|
3,000,536
|
|
CVS Health Corp 5.125% 2/21/2030
|
2,200,000
|
2,252,752
|
|
CVS Health Corp 5.25% 1/30/2031
|
83,000
|
85,351
|
|
CVS Health Corp 5.3% 6/1/2033
|
1,900,000
|
1,925,424
|
|
CVS Health Corp 5.875% 6/1/2053
|
1,000,000
|
947,374
|
|
CVS Health Corp 6.05% 6/1/2054
|
1,400,000
|
1,359,817
|
|
Icon Investments Six DAC 5.849% 5/8/2029
|
868,000
|
907,757
|
|
Icon Investments Six DAC 6% 5/8/2034
|
1,014,000
|
1,054,054
|
|
Sabra Health Care LP 3.2% 12/1/2031
|
588,000
|
531,297
|
|
Sabra Health Care LP 3.9% 10/15/2029
|
123,000
|
118,923
|
|
UnitedHealth Group Inc 4.65% 1/15/2031
|
1,800,000
|
1,824,286
|
|
UnitedHealth Group Inc 4.75% 7/15/2045
|
950,000
|
838,691
|
|
UnitedHealth Group Inc 5.3% 6/15/2035
|
848,000
|
866,849
|
|
UnitedHealth Group Inc 5.95% 6/15/2055
|
1,035,000
|
1,034,060
|
|
24,830,703
|
|||
Pharmaceuticals - 0.7%
|
|||
Bristol-Myers Squibb Co 4.125% 6/15/2039
|
138,000
|
122,944
|
|
Bristol-Myers Squibb Co 5.1% 2/22/2031
|
550,000
|
572,210
|
|
Bristol-Myers Squibb Co 5.2% 2/22/2034
|
1,100,000
|
1,129,375
|
|
Bristol-Myers Squibb Co 5.55% 2/22/2054
|
757,000
|
729,977
|
|
Bristol-Myers Squibb Co 5.65% 2/22/2064
|
1,100,000
|
1,053,584
|
|
Elanco Animal Health Inc 6.65% 8/28/2028 (d)
|
1,375,000
|
1,431,525
|
|
Perrigo Finance Unlimited Co 4.9% 6/15/2030 (e)
|
600,000
|
587,190
|
|
5,626,805
|
|||
TOTAL HEALTH CARE
|
37,592,401
|
||
Industrials - 3.8%
|
|||
Aerospace & Defense - 2.1%
|
|||
Boeing Co 2.196% 2/4/2026
|
1,200,000
|
1,188,499
|
|
Boeing Co 2.75% 2/1/2026
|
900,000
|
893,098
|
|
Boeing Co 3.625% 2/1/2031
|
2,000,000
|
1,909,661
|
|
Boeing Co 3.75% 2/1/2050
|
1,150,000
|
818,983
|
|
Boeing Co 5.04% 5/1/2027
|
900,000
|
908,385
|
|
Boeing Co 5.15% 5/1/2030
|
2,385,000
|
2,446,367
|
|
Boeing Co 5.805% 5/1/2050
|
500,000
|
480,818
|
|
Boeing Co 6.298% 5/1/2029
|
161,000
|
170,970
|
|
Boeing Co 6.388% 5/1/2031
|
122,000
|
132,501
|
|
Boeing Co 6.528% 5/1/2034
|
1,130,000
|
1,237,515
|
|
Boeing Co 6.858% 5/1/2054
|
646,000
|
708,399
|
|
Boeing Co 7.008% 5/1/2064
|
2,135,000
|
2,365,544
|
|
Hexcel Corp 5.875% 2/26/2035
|
450,000
|
458,857
|
|
Northrop Grumman Corp 4.03% 10/15/2047
|
1,225,000
|
971,511
|
|
RTX Corp 6.1% 3/15/2034
|
1,100,000
|
1,194,155
|
|
RTX Corp 6.4% 3/15/2054
|
1,000,000
|
1,081,859
|
|
16,967,122
|
|||
Building Products - 0.0%
|
|||
Carrier Global Corp 5.9% 3/15/2034
|
50,000
|
53,300
|
|
Carrier Global Corp 6.2% 3/15/2054
|
31,000
|
32,960
|
|
86,260
|
|||
Ground Transportation - 0.2%
|
|||
Burlington Northern Santa Fe LLC 4.7% 9/1/2045
|
500,000
|
449,380
|
|
Norfolk Southern Corp 5.35% 8/1/2054
|
950,000
|
904,151
|
|
1,353,531
|
|||
Industrial Conglomerates - 0.0%
|
|||
Trane Technologies Financing Ltd 4.5% 3/21/2049
|
300,000
|
252,340
|
|
Machinery - 0.7%
|
|||
AGCO Corp 5.8% 3/21/2034
|
1,188,000
|
1,223,005
|
|
Ingersoll Rand Inc 5.314% 6/15/2031
|
1,400,000
|
1,461,469
|
|
Ingersoll Rand Inc 5.4% 8/14/2028
|
629,000
|
650,509
|
|
Ingersoll Rand Inc 5.45% 6/15/2034
|
1,400,000
|
1,448,360
|
|
Ingersoll Rand Inc 5.7% 8/14/2033
|
697,000
|
734,568
|
|
5,517,911
|
|||
Passenger Airlines - 0.0%
|
|||
American Airlines 2019-1 Class B Pass Through Trust equipment trust certificate 3.85% 8/15/2029
|
104,460
|
101,557
|
|
United Airlines 2019-1 Class A Pass Through Trust 4.55% 2/25/2033
|
136,673
|
129,306
|
|
United Airlines 2019-2 Class B Pass Through Trust equipment trust certificate 3.5% 11/1/2029
|
68,341
|
66,789
|
|
297,652
|
|||
Professional Services - 0.7%
|
|||
Booz Allen Hamilton Inc 5.95% 8/4/2033
|
1,488,000
|
1,553,758
|
|
Paychex Inc 5.1% 4/15/2030
|
354,000
|
364,354
|
|
Paychex Inc 5.35% 4/15/2032
|
1,803,000
|
1,865,100
|
|
Paychex Inc 5.6% 4/15/2035
|
1,498,000
|
1,550,458
|
|
Verisk Analytics Inc 4.5% 8/15/2030
|
202,000
|
202,813
|
|
Verisk Analytics Inc 5.125% 2/15/2036
|
454,000
|
451,015
|
|
5,987,498
|
|||
Trading Companies & Distributors - 0.1%
|
|||
Ferguson Enterprises Inc 5% 10/3/2034
|
1,236,000
|
1,223,644
|
|
TOTAL INDUSTRIALS
|
31,685,958
|
||
Information Technology - 5.7%
|
|||
Electronic Equipment, Instruments & Components - 1.0%
|
|||
Amphenol Corp 5.25% 4/5/2034
|
937,000
|
968,315
|
|
Dell International LLC / EMC Corp 3.45% 12/15/2051
|
253,000
|
172,805
|
|
Dell International LLC / EMC Corp 4.35% 2/1/2030
|
2,100,000
|
2,095,618
|
|
Dell International LLC / EMC Corp 6.2% 7/15/2030
|
950,000
|
1,021,347
|
|
Vontier Corp 1.8% 4/1/2026
|
3,000,000
|
2,951,911
|
|
Vontier Corp 2.95% 4/1/2031
|
1,169,000
|
1,062,030
|
|
8,272,026
|
|||
IT Services - 0.4%
|
|||
CDW LLC / CDW Finance Corp 2.67% 12/1/2026
|
1,054,000
|
1,031,144
|
|
CDW LLC / CDW Finance Corp 5.1% 3/1/2030
|
589,000
|
598,848
|
|
CDW LLC / CDW Finance Corp 5.55% 8/22/2034
|
1,800,000
|
1,822,032
|
|
3,452,024
|
|||
Semiconductors & Semiconductor Equipment - 2.9%
|
|||
Broadcom Inc 1.95% 2/15/2028 (b)
|
854,000
|
812,466
|
|
Broadcom Inc 2.45% 2/15/2031 (b)
|
460,000
|
415,899
|
|
Broadcom Inc 2.6% 2/15/2033 (b)
|
1,617,000
|
1,397,559
|
|
Broadcom Inc 3.469% 4/15/2034 (b)
|
1,500,000
|
1,345,414
|
|
Broadcom Inc 3.5% 2/15/2041 (b)
|
371,000
|
294,070
|
|
Broadcom Inc 3.75% 2/15/2051 (b)
|
174,000
|
129,938
|
|
Broadcom Inc 4.6% 7/15/2030
|
2,900,000
|
2,927,902
|
|
Broadcom Inc 4.9% 7/15/2032
|
2,900,000
|
2,935,581
|
|
Broadcom Inc 5.05% 7/12/2029
|
1,105,000
|
1,136,247
|
|
Broadcom Inc 5.15% 11/15/2031
|
1,800,000
|
1,861,213
|
|
Marvell Technology Inc 2.45% 4/15/2028
|
1,500,000
|
1,436,061
|
|
Marvell Technology Inc 4.75% 7/15/2030
|
208,000
|
209,896
|
|
Marvell Technology Inc 5.45% 7/15/2035
|
339,000
|
344,763
|
|
Micron Technology Inc 2.703% 4/15/2032
|
1,100,000
|
968,261
|
|
Micron Technology Inc 5.3% 1/15/2031
|
1,556,000
|
1,605,684
|
|
Micron Technology Inc 5.65% 11/1/2032
|
1,500,000
|
1,568,442
|
|
Micron Technology Inc 5.8% 1/15/2035
|
2,600,000
|
2,687,655
|
|
Micron Technology Inc 6.05% 11/1/2035
|
1,500,000
|
1,576,002
|
|
NVIDIA Corp 3.7% 4/1/2060
|
1,050,000
|
764,039
|
|
24,417,092
|
|||
Software - 1.4%
|
|||
AppLovin Corp 5.125% 12/1/2029
|
600,000
|
613,633
|
|
AppLovin Corp 5.375% 12/1/2031
|
1,900,000
|
1,957,726
|
|
Oracle Corp 2.3% 3/25/2028
|
529,000
|
505,587
|
|
Oracle Corp 2.875% 3/25/2031
|
1,300,000
|
1,191,905
|
|
Oracle Corp 3.95% 3/25/2051
|
1,880,000
|
1,356,476
|
|
Oracle Corp 4% 11/15/2047
|
375,000
|
283,340
|
|
Roper Technologies Inc 2% 6/30/2030
|
2,035,000
|
1,827,158
|
|
Roper Technologies Inc 4.45% 9/15/2030
|
376,000
|
376,777
|
|
Roper Technologies Inc 5.1% 9/15/2035
|
3,304,000
|
3,295,968
|
|
11,408,570
|
|||
Technology Hardware, Storage & Peripherals - 0.0%
|
|||
Apple Inc 2.8% 2/8/2061
|
700,000
|
409,561
|
|
TOTAL INFORMATION TECHNOLOGY
|
47,959,273
|
||
Materials - 0.6%
|
|||
Chemicals - 0.6%
|
|||
Celanese US Holdings LLC 6.665% 7/15/2027 (d)
|
1,273,000
|
1,309,902
|
|
Dow Chemical Co/The 5.15% 2/15/2034
|
1,900,000
|
1,888,413
|
|
International Flavors & Fragrances Inc 1.832% 10/15/2027 (b)
|
475,000
|
450,419
|
|
International Flavors & Fragrances Inc 5% 9/26/2048
|
518,000
|
445,438
|
|
Sherwin-Williams Co/The 4.5% 6/1/2047
|
375,000
|
315,997
|
|
Westlake Corp 3.375% 6/15/2030
|
900,000
|
858,995
|
|
5,269,164
|
|||
Containers & Packaging - 0.0%
|
|||
Avery Dennison Corp 4.875% 12/6/2028
|
50,000
|
50,924
|
|
TOTAL MATERIALS
|
5,320,088
|
||
Real Estate - 6.1%
|
|||
Diversified REITs - 1.2%
|
|||
GLP Capital LP / GLP Financing II Inc 5.625% 9/15/2034
|
2,763,000
|
2,771,698
|
|
Piedmont Operating Partnership LP 2.75% 4/1/2032
|
86,000
|
72,698
|
|
Piedmont Operating Partnership LP 6.875% 7/15/2029
|
265,000
|
280,395
|
|
Store Capital LLC 2.7% 12/1/2031
|
1,675,000
|
1,457,922
|
|
VICI Properties LP 4.75% 2/15/2028
|
378,000
|
380,969
|
|
VICI Properties LP 4.95% 2/15/2030
|
1,100,000
|
1,112,330
|
|
VICI Properties LP 5.125% 11/15/2031
|
1,200,000
|
1,214,848
|
|
VICI Properties LP 5.125% 5/15/2032
|
1,615,000
|
1,620,633
|
|
VICI Properties LP 5.75% 4/1/2034
|
69,000
|
70,959
|
|
Vornado Realty LP 2.15% 6/1/2026
|
103,000
|
100,759
|
|
WP Carey Inc 2.4% 2/1/2031
|
348,000
|
310,067
|
|
WP Carey Inc 4.25% 10/1/2026
|
450,000
|
449,366
|
|
9,842,644
|
|||
Health Care REITs - 1.4%
|
|||
Alexandria Real Estate Equities Inc 1.875% 2/1/2033
|
950,000
|
769,789
|
|
Healthpeak OP LLC 4.75% 1/15/2033
|
2,451,000
|
2,434,287
|
|
Omega Healthcare Investors Inc 3.25% 4/15/2033
|
2,278,000
|
1,982,372
|
|
Omega Healthcare Investors Inc 3.375% 2/1/2031
|
1,402,000
|
1,296,168
|
|
Omega Healthcare Investors Inc 4.5% 4/1/2027
|
1,000,000
|
1,001,097
|
|
Ventas Realty LP 2.5% 9/1/2031
|
729,000
|
649,097
|
|
Ventas Realty LP 5% 1/15/2035
|
2,000,000
|
1,977,308
|
|
Ventas Realty LP 5.1% 7/15/2032
|
750,000
|
767,420
|
|
Welltower OP LLC 4.125% 3/15/2029
|
675,000
|
675,111
|
|
11,552,649
|
|||
Office REITs - 1.2%
|
|||
COPT Defense Properties LP 2% 1/15/2029
|
904,000
|
834,762
|
|
COPT Defense Properties LP 2.25% 3/15/2026
|
52,000
|
51,265
|
|
COPT Defense Properties LP 2.75% 4/15/2031
|
414,000
|
373,167
|
|
COPT Defense Properties LP 2.9% 12/1/2033
|
3,626,000
|
3,049,889
|
|
Hudson Pacific Properties LP 3.95% 11/1/2027
|
3,400,000
|
3,250,350
|
|
Hudson Pacific Properties LP 5.95% 2/15/2028
|
1,900,000
|
1,858,678
|
|
Kilroy Realty LP 5.875% 10/15/2035
|
789,000
|
785,278
|
|
10,203,389
|
|||
Real Estate Management & Development - 0.2%
|
|||
Extra Space Storage LP 4.95% 1/15/2033
|
1,144,000
|
1,147,700
|
|
Tanger Properties LP 2.75% 9/1/2031
|
596,000
|
531,222
|
|
Tanger Properties LP 3.125% 9/1/2026
|
497,000
|
489,354
|
|
2,168,276
|
|||
Residential REITs - 1.1%
|
|||
American Homes 4 Rent LP 5.5% 7/15/2034
|
584,000
|
597,740
|
|
Invitation Homes Operating Partnership LP 2% 8/15/2031
|
600,000
|
515,299
|
|
Invitation Homes Operating Partnership LP 4.15% 4/15/2032
|
269,000
|
257,313
|
|
Invitation Homes Operating Partnership LP 4.875% 2/1/2035
|
3,333,000
|
3,255,917
|
|
Invitation Homes Operating Partnership LP 4.95% 1/15/2033
|
1,056,000
|
1,053,666
|
|
Sun Communities Operating LP 2.3% 11/1/2028
|
97,000
|
91,788
|
|
Sun Communities Operating LP 2.7% 7/15/2031
|
250,000
|
226,264
|
|
Sun Communities Operating LP 4.2% 4/15/2032
|
1,800,000
|
1,729,341
|
|
UDR Inc 2.1% 6/15/2033
|
374,000
|
305,934
|
|
UDR Inc 2.1% 8/1/2032
|
939,000
|
792,035
|
|
8,825,297
|
|||
Retail REITs - 1.0%
|
|||
Agree LP 2% 6/15/2028
|
2,100,000
|
1,980,382
|
|
Agree LP 4.8% 10/1/2032
|
1,065,000
|
1,060,903
|
|
Agree LP 5.6% 6/15/2035
|
513,000
|
527,748
|
|
Agree LP 5.625% 6/15/2034
|
1,400,000
|
1,439,992
|
|
Brixmor Operating Partnership LP 2.25% 4/1/2028
|
410,000
|
390,463
|
|
Brixmor Operating Partnership LP 4.05% 7/1/2030
|
148,000
|
145,032
|
|
Kite Realty Group LP 5.5% 3/1/2034
|
90,000
|
92,053
|
|
Kite Realty Group Trust 4.75% 9/15/2030
|
277,000
|
277,901
|
|
NNN REIT Inc 5.6% 10/15/2033
|
1,900,000
|
1,976,006
|
|
Phillips Edison Grocery Center Operating Partnership I LP 4.95% 1/15/2035
|
263,000
|
256,734
|
|
Phillips Edison Grocery Center Operating Partnership I LP 5.75% 7/15/2034
|
92,000
|
95,009
|
|
Realty Income Corp 2.85% 12/15/2032
|
30,000
|
26,669
|
|
Realty Income Corp 3.25% 1/15/2031
|
30,000
|
28,363
|
|
8,297,255
|
|||
Specialized REITs - 0.0%
|
|||
Crown Castle Inc 3.25% 1/15/2051
|
450,000
|
294,660
|
|
TOTAL REAL ESTATE
|
51,184,170
|
||
Utilities - 8.8%
|
|||
Electric Utilities - 5.8%
|
|||
Alabama Power Co 3.05% 3/15/2032
|
380,000
|
348,296
|
|
Alabama Power Co 5.1% 4/2/2035
|
682,000
|
690,470
|
|
American Transmission Systems Inc 2.65% 1/15/2032 (b)
|
1,148,000
|
1,020,253
|
|
Cleco Corporate Holdings LLC 3.743% 5/1/2026
|
2,790,000
|
2,770,548
|
|
Cleco Corporate Holdings LLC 4.973% 5/1/2046
|
750,000
|
642,131
|
|
Consolidated Edison Co of New York Inc 5.125% 3/15/2035
|
4,500,000
|
4,603,861
|
|
Consolidated Edison Co of New York Inc 5.2% 3/1/2033
|
1,300,000
|
1,342,940
|
|
Consolidated Edison Co of New York Inc 5.5% 3/15/2055
|
1,500,000
|
1,440,537
|
|
Duke Energy Carolinas LLC 6.1% 6/1/2037
|
3,000,000
|
3,211,829
|
|
Duke Energy Corp 2.45% 6/1/2030
|
70,000
|
64,351
|
|
Duke Energy Corp 4.5% 8/15/2032
|
1,240,000
|
1,223,466
|
|
Duke Energy Corp 5% 8/15/2052
|
3,150,000
|
2,747,497
|
|
Duke Energy Ohio Inc 5.25% 4/1/2033
|
2,500,000
|
2,575,643
|
|
Duquesne Light Holdings Inc 2.532% 10/1/2030 (b)
|
293,000
|
261,615
|
|
Duquesne Light Holdings Inc 2.775% 1/7/2032 (b)
|
266,000
|
233,941
|
|
Duquesne Light Holdings Inc 3.616% 8/1/2027 (b)
|
1,810,000
|
1,774,871
|
|
Entergy Corp 2.8% 6/15/2030
|
72,000
|
67,049
|
|
Exelon Corp 3.35% 3/15/2032
|
1,602,000
|
1,487,311
|
|
Exelon Corp 4.1% 3/15/2052
|
76,000
|
57,694
|
|
Exelon Corp 4.7% 4/15/2050
|
800,000
|
666,808
|
|
Exelon Corp 5.1% 6/15/2045
|
370,000
|
338,046
|
|
Exelon Corp 5.45% 3/15/2034
|
1,400,000
|
1,442,942
|
|
Exelon Corp 5.6% 3/15/2053
|
1,400,000
|
1,326,263
|
|
FirstEnergy Corp 2.25% 9/1/2030
|
534,000
|
479,532
|
|
FirstEnergy Corp 2.65% 3/1/2030
|
2,150,000
|
1,994,285
|
|
FirstEnergy Corp 3.4% 3/1/2050
|
1,900,000
|
1,275,801
|
|
FirstEnergy Corp 3.9% 7/15/2027 (e)
|
900,000
|
893,430
|
|
FirstEnergy Transmission LLC 4.75% 1/15/2033 (b)
|
1,553,000
|
1,548,582
|
|
Georgia Power Co 5.25% 3/15/2034
|
1,400,000
|
1,434,988
|
|
IPALCO Enterprises Inc 5.75% 4/1/2034
|
600,000
|
605,085
|
|
ITC Holdings Corp 5.65% 5/9/2034 (b)
|
2,000,000
|
2,070,508
|
|
Monongahela Power Co 5.85% 2/15/2034 (b)
|
875,000
|
920,141
|
|
Ohio Edison Co 4.95% 12/15/2029 (b)
|
808,000
|
825,814
|
|
Pacific Gas and Electric Co 5.9% 10/1/2054
|
852,000
|
796,682
|
|
Pinnacle West Capital Corp 4.9% 5/15/2028
|
351,000
|
356,243
|
|
Pinnacle West Capital Corp 5.15% 5/15/2030
|
375,000
|
385,782
|
|
PPL Capital Funding Inc 5.25% 9/1/2034
|
1,250,000
|
1,269,704
|
|
Southern Co/The 4.4% 7/1/2046
|
700,000
|
581,497
|
|
Southern Co/The 4.85% 3/15/2035
|
1,700,000
|
1,669,132
|
|
Southern Co/The 5.7% 3/15/2034
|
380,000
|
397,925
|
|
Virginia Electric and Power Co 5.55% 8/15/2054
|
396,000
|
381,432
|
|
48,224,925
|
|||
Gas Utilities - 0.5%
|
|||
Eastern Energy Gas Holdings LLC 5.8% 1/15/2035
|
2,000,000
|
2,084,923
|
|
Southern Co Gas Capital Corp 4.4% 5/30/2047
|
625,000
|
508,727
|
|
Southern Co Gas Capital Corp 5.75% 9/15/2033
|
1,800,000
|
1,893,374
|
|
4,487,024
|
|||
Independent Power and Renewable Electricity Producers - 0.6%
|
|||
AES Corp/The 1.375% 1/15/2026
|
290,000
|
286,302
|
|
AES Corp/The 2.45% 1/15/2031
|
4,555,000
|
4,081,137
|
|
AES Corp/The 3.95% 7/15/2030 (b)
|
593,000
|
572,288
|
|
4,939,727
|
|||
Multi-Utilities - 1.9%
|
|||
Berkshire Hathaway Energy Co 4.6% 5/1/2053
|
2,000,000
|
1,660,311
|
|
NiSource Inc 2.95% 9/1/2029
|
229,000
|
218,490
|
|
NiSource Inc 3.6% 5/1/2030
|
950,000
|
920,589
|
|
NiSource Inc 4.375% 5/15/2047
|
650,000
|
536,156
|
|
NiSource Inc 4.8% 2/15/2044
|
500,000
|
443,255
|
|
NiSource Inc 5.25% 3/30/2028
|
4,295,000
|
4,413,176
|
|
Puget Energy Inc 2.379% 6/15/2028
|
2,000,000
|
1,897,791
|
|
Puget Energy Inc 4.1% 6/15/2030
|
1,023,000
|
997,318
|
|
Puget Energy Inc 4.224% 3/15/2032
|
1,344,000
|
1,274,593
|
|
Puget Energy Inc 5.725% 3/15/2035
|
2,042,000
|
2,077,028
|
|
Sempra 3.8% 2/1/2038
|
1,500,000
|
1,263,741
|
|
15,702,448
|
|||
TOTAL UTILITIES
|
73,354,124
|
||
TOTAL UNITED STATES
|
555,498,456
|
||
|
TOTAL NON-CONVERTIBLE CORPORATE BONDS
(Cost $713,930,894)
|
697,244,925
|
||
Preferred Securities - 0.2%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
CANADA - 0.1%
|
|||
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
Enbridge Inc 5.75% 7/15/2080 (d)
|
753,000
|
757,704
|
|
SWITZERLAND - 0.1%
|
|||
Financials - 0.1%
|
|||
Capital Markets - 0.1%
|
|||
UBS Group AG 4.875% (b)(d)(f)
|
950,000
|
936,971
|
|
|
TOTAL PREFERRED SECURITIES
(Cost $1,705,128)
|
1,694,675
|
||
U.S. Treasury Obligations - 10.1%
|
||||
Yield (%) (g)
|
Principal
Amount (a)
|
Value ($)
|
||
US Treasury Bonds 1.75% 8/15/2041
|
1.97
|
2,500,000
|
1,656,055
|
|
US Treasury Bonds 1.875% 2/15/2041
|
2.05 to 2.19
|
2,943,000
|
2,022,508
|
|
US Treasury Bonds 2% 11/15/2041
|
1.86
|
2,000,000
|
1,371,327
|
|
US Treasury Bonds 4.75% 5/15/2055
|
4.76 to 4.97
|
48,050,000
|
46,743,641
|
|
US Treasury Bonds 4.75% 8/15/2055
|
4.88 to 4.95
|
33,990,000
|
33,076,519
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $87,582,316)
|
84,870,050
|
|||
Money Market Funds - 5.2%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (h)
(Cost $43,403,004)
|
4.36
|
43,394,335
|
43,403,013
|
|
|
TOTAL INVESTMENT IN SECURITIES - 99.3%
(Cost $851,919,113)
|
832,468,152
|
NET OTHER ASSETS (LIABILITIES) - 0.7%
|
6,250,554
|
NET ASSETS - 100.0%
|
838,718,706
|
(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 $140,656,071 or 16.8% of net assets.
|
(c)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
|
(d)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(e)
|
Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.
|
(f)
|
Security is perpetual in nature with no stated maturity date.
|
(g)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(h)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
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
|
11,446,553
|
244,992,977
|
213,036,516
|
1,091,564
|
-
|
(1)
|
43,403,013
|
43,394,335
|
0.1%
|
Fidelity Securities Lending Cash Central Fund
|
-
|
25,953,178
|
25,953,178
|
362
|
-
|
-
|
-
|
-
|
0.0%
|
Total
|
11,446,553
|
270,946,155
|
238,989,694
|
1,091,926
|
-
|
(1)
|
43,403,013
|
||
Valuation Inputs at Reporting Date:
|
||||
Description
|
Total ($)
|
Level 1 ($)
|
Level 2 ($)
|
Level 3 ($)
|
Investments in Securities:
|
||||
Asset-Backed Securities
|
3,938,256
|
-
|
3,938,256
|
-
|
Commercial Mortgage Securities
|
134,000
|
-
|
134,000
|
-
|
Foreign Government and Government Agency Obligations
|
1,183,233
|
-
|
1,183,233
|
-
|
Non-Convertible Corporate Bonds
|
||||
Communication Services
|
38,724,466
|
-
|
38,724,466
|
-
|
Consumer Discretionary
|
21,936,408
|
-
|
21,936,408
|
-
|
Consumer Staples
|
24,470,912
|
-
|
24,470,912
|
-
|
Energy
|
69,427,311
|
-
|
69,427,311
|
-
|
Financials
|
262,697,776
|
-
|
262,697,776
|
-
|
Health Care
|
46,846,418
|
-
|
46,846,418
|
-
|
Industrials
|
42,543,338
|
-
|
42,543,338
|
-
|
Information Technology
|
48,924,531
|
-
|
48,924,531
|
-
|
Materials
|
10,461,377
|
-
|
10,461,377
|
-
|
Real Estate
|
51,184,170
|
-
|
51,184,170
|
-
|
Utilities
|
80,028,218
|
-
|
80,028,218
|
-
|
Preferred Securities
|
||||
Energy
|
757,704
|
-
|
757,704
|
-
|
Financials
|
936,971
|
-
|
936,971
|
-
|
U.S. Treasury Obligations
|
84,870,050
|
-
|
84,870,050
|
-
|
Money Market Funds
|
43,403,013
|
43,403,013
|
-
|
-
|
Total Investments in Securities:
|
832,468,152
|
43,403,013
|
789,065,139
|
-
|
Statement of Assets and Liabilities
|
||||
As of August 31, 2025
|
||||
Assets
|
||||
Investment in securities, at value - See accompanying schedule:
|
||||
Unaffiliated issuers (cost $808,516,109)
|
$
|
789,065,139
|
||
Fidelity Central Funds (cost $43,403,004)
|
43,403,013
|
|||
Total Investment in Securities (cost $851,919,113)
|
$
|
832,468,152
|
||
Cash
|
8,182
|
|||
Receivable for fund shares sold
|
1,991,058
|
|||
Interest receivable
|
9,667,459
|
|||
Distributions receivable from Fidelity Central Funds
|
163,309
|
|||
Total assets
|
844,298,160
|
|||
Liabilities
|
||||
Payable for investments purchased
|
$
|
2,627,859
|
||
Payable for fund shares redeemed
|
2,948,062
|
|||
Other payables and accrued expenses
|
3,533
|
|||
Total liabilities
|
5,579,454
|
|||
Net Assets
|
$
|
838,718,706
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
893,269,159
|
||
Total accumulated earnings (loss)
|
(54,550,453)
|
|||
Net Assets
|
$
|
838,718,706
|
||
Net Asset Value, offering price and redemption price per share ($838,718,706 ÷ 89,097,465 shares)
|
$
|
9.41
|
||
Statement of Operations
|
||||
|
Year ended August 31, 2025
|
||||
Investment Income
|
||||
Dividends
|
$
|
89,610
|
||
Interest
|
32,459,441
|
|||
Income from Fidelity Central Funds (including $362 from security lending)
|
1,091,926
|
|||
Total income
|
33,640,977
|
|||
Expenses
|
||||
Custodian fees and expenses
|
$
|
8,217
|
||
Independent trustees' fees and expenses
|
1,724
|
|||
Total expenses before reductions
|
9,941
|
|||
Expense reductions
|
(726)
|
|||
Total expenses after reductions
|
9,215
|
|||
Net Investment income (loss)
|
33,631,762
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
(10,805,649)
|
|||
Total net realized gain (loss)
|
(10,805,649)
|
|||
Change in net unrealized appreciation (depreciation) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
9,334,527
|
|||
Fidelity Central Funds
|
(1)
|
|||
Total change in net unrealized appreciation (depreciation)
|
9,334,526
|
|||
Net gain (loss)
|
(1,471,123)
|
|||
Net increase (decrease) in net assets resulting from operations
|
$
|
32,160,639
|
||
Statement of Changes in Net Assets
|
||||
Year ended
August 31, 2025
|
Year ended
August 31, 2024
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
33,631,762
|
$
|
24,489,753
|
Net realized gain (loss)
|
(10,805,649)
|
(9,623,603)
|
||
Change in net unrealized appreciation (depreciation)
|
9,334,526
|
40,230,935
|
||
Net increase (decrease) in net assets resulting from operations
|
32,160,639
|
55,097,085
|
||
Distributions to shareholders
|
(33,625,639)
|
(24,672,918)
|
||
Share transactions
|
||||
Proceeds from sales of shares
|
319,730,098
|
148,346,088
|
||
Reinvestment of distributions
|
33,615,746
|
24,668,123
|
||
Cost of shares redeemed
|
(111,569,264)
|
(120,828,917)
|
||
Net increase (decrease) in net assets resulting from share transactions
|
241,776,580
|
52,185,294
|
||
Total increase (decrease) in net assets
|
240,311,580
|
82,609,461
|
||
Net Assets
|
||||
Beginning of period
|
598,407,126
|
515,797,665
|
||
End of period
|
$
|
838,718,706
|
$
|
598,407,126
|
Other Information
|
||||
Shares
|
||||
Sold
|
34,182,808
|
16,303,577
|
||
Issued in reinvestment of distributions
|
3,600,553
|
2,712,147
|
||
Redeemed
|
(11,992,834)
|
(13,216,548)
|
||
Net increase (decrease)
|
25,790,527
|
5,799,176
|
||
Fidelity® Series Corporate Bond Fund |
Years ended August 31,
|
2025
|
2024
|
2023
|
2022
|
2021
|
|||||
Selected Per-Share Data
|
||||||||||
Net asset value, beginning of period
|
$
|
9.45
|
$
|
8.97
|
$
|
9.24
|
$
|
11.24
|
$
|
11.31
|
Income from Investment Operations
|
||||||||||
Net investment income (loss) A,B
|
.438
|
.402
|
.362
|
.296
|
.296
|
|||||
Net realized and unrealized gain (loss)
|
(.040)
|
.483
|
(.274)
|
(1.974)
|
.054
|
|||||
Total from investment operations
|
.398
|
.885
|
.088
|
(1.678)
|
.350
|
|||||
Distributions from net investment income
|
(.438)
|
(.405)
|
(.358)
|
(.295)
|
(.304)
|
|||||
Distributions from net realized gain
|
-
|
-
|
-
|
(.027)
|
(.116)
|
|||||
Total distributions
|
(.438)
|
(.405)
|
(.358)
|
(.322)
|
(.420)
|
|||||
Net asset value, end of period
|
$
|
9.41
|
$
|
9.45
|
$
|
8.97
|
$
|
9.24
|
$
|
11.24
|
Total Return C
|
4.35 % |
10.15%
|
1.02%
|
(15.16)%
|
3.18%
|
|||||
Ratios to Average Net Assets B,D,E
|
||||||||||
Expenses before reductions F
|
-%
|
-%
|
-%
|
-%
|
-%
|
|||||
Expenses net of fee waivers, if any F
|
- % |
-%
|
-%
|
-%
|
-%
|
|||||
Expenses net of all reductions, if any F
|
-%
|
-%
|
-%
|
-%
|
-%
|
|||||
Net investment income (loss)
|
4.71%
|
4.43%
|
4.03%
|
2.89%
|
2.67%
|
|||||
Supplemental Data
|
||||||||||
Net assets, end of period (000 omitted)
|
$
|
838,719
|
$
|
598,407
|
$
|
515,798
|
$
|
397,618
|
$
|
443,415
|
Portfolio turnover rate G
|
39 % |
26%
|
25%
|
41%
|
38%
|
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
|
$12,253,334
|
Gross unrealized depreciation
|
(31,704,295)
|
Net unrealized appreciation (depreciation)
|
$(19,450,961)
|
Tax Cost
|
$851,919,113
|
Capital loss carryforward
|
$(35,001,187)
|
Net unrealized appreciation (depreciation) on securities and other investments
|
$(19,450,961)
|
Short-term
|
$(14,959,426)
|
Long-term
|
(20,041,761)
|
Total capital loss carryforward
|
$(35,001,187)
|
August 31, 2025
|
August 31, 2024
|
|
Ordinary Income
|
$33,625,639
|
$ 24,672,918
|
Purchases ($)
|
Sales ($)
|
|
Fidelity Series Corporate Bond Fund
|
313,284,628
|
144,863,605
|
Total Security Lending Fees Paid to NFS ($)
|
Security Lending Income From Securities Loaned to NFS ($)
|
Value of Securities Loaned to NFS at Period End ($)
|
|
Fidelity Series Corporate Bond Fund
|
39
|
-
|
-
|
 |
Contents
Asset-Backed Securities - 16.1%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 16.1%
|
|||
Affirm Asset Securitization Trust Series 2025-X1 Class A, 5.08% 4/15/2030 (b)
|
5,235,313
|
5,241,840
|
|
American Express Credit Account Master Trust Series 2023-1 Class A, 4.87% 5/15/2028
|
15,100,000
|
15,178,683
|
|
Autonation Finance Trust Series 2025-1A Class A2, 4.72% 4/10/2028 (b)
|
24,770,000
|
24,833,419
|
|
BMW Vehicle Lease Trust Series 2023-2 Class A3, 5.99% 9/25/2026
|
1,990,452
|
1,995,263
|
|
BMW Vehicle Lease Trust Series 2025-1 Class A2A, 4.43% 9/27/2027
|
20,575,000
|
20,625,518
|
|
BofA Auto Trust Series 2024-1A Class A2, 5.57% 12/15/2026 (b)
|
1,180,857
|
1,181,921
|
|
BofA Auto Trust Series 2025-1A Class A2A, 4.52% 11/22/2027 (b)
|
6,665,000
|
6,674,543
|
|
Capital One Multi-Asset Execution Trust Series 2022-A3 Class A, 4.95% 10/15/2027
|
17,000,000
|
17,012,976
|
|
Capital One Prime Auto Receivables Trust Series 2024-1 Class A2A, 4.61% 10/15/2027
|
9,846,581
|
9,856,164
|
|
CarMax Auto Owner Trust Series 2024-1 Class A2A, 5.3% 3/15/2027
|
1,956,639
|
1,958,062
|
|
CarMax Auto Owner Trust Series 2024-2 Class A2B, U.S. 30-Day Avg. SOFR Index + 0.73%, 4.9227% 5/17/2027 (c)(d)
|
3,096,121
|
3,098,066
|
|
CarMax Auto Owner Trust Series 2024-3 Class A2A, 5.21% 9/15/2027
|
8,384,083
|
8,405,053
|
|
CarMax Auto Owner Trust Series 2024-4 Class A2A, 4.67% 12/15/2027
|
6,950,063
|
6,962,222
|
|
CarMax Auto Owner Trust Series 2025-1 Class A2A, 4.63% 3/15/2028
|
11,931,801
|
11,952,730
|
|
CarMax Auto Owner Trust Series 2025-2 Class A2A, 4.59% 7/17/2028
|
9,850,000
|
9,887,028
|
|
CarMax Auto Owner Trust Series 2025-3 Class A2A, 4.42% 8/15/2028
|
20,130,000
|
20,178,533
|
|
CarMax Select Receivables Trust Series 2024-A Class A2A, 5.78% 9/15/2027
|
362,605
|
363,766
|
|
Carvana Auto Receivables Trust 2025-P2 Series 2025-P2 Class A2, 4.56% 8/10/2028
|
16,440,000
|
16,469,878
|
|
Carvana Auto Receivables Trust Series 2024-P4 Class A2, 4.62% 2/10/2028
|
4,417,810
|
4,420,647
|
|
Carvana Auto Receivables Trust Series 2025-P1 Class A2, 4.5% 6/12/2028
|
4,176,276
|
4,178,352
|
|
Chase Auto Owner Trust Series 2024-1A Class A2, 5.48% 4/26/2027 (b)
|
681,426
|
681,854
|
|
Chase Auto Owner Trust Series 2024-1A Class A3, 5.13% 5/25/2029 (b)
|
15,000,000
|
15,136,982
|
|
Chase Auto Owner Trust Series 2024-3A Class A2, 5.53% 9/27/2027 (b)
|
2,376,986
|
2,382,733
|
|
Chase Auto Owner Trust Series 2024-4A Class A2, 5.25% 9/27/2027 (b)
|
6,911,744
|
6,925,386
|
|
Chase Issuance Trust Series 2022-A1 Class A, 3.97% 9/15/2027
|
5,491,000
|
5,489,764
|
|
Citizens Auto Receivables Trust Series 2024-1 Class A2A, 5.43% 10/15/2026 (b)
|
466,231
|
466,448
|
|
Citizens Auto Receivables Trust Series 2024-2 Class A2A, 5.54% 11/16/2026 (b)
|
2,173,496
|
2,175,374
|
|
Daimler Trucks Retail Trust Series 2024-1 Class A2, 5.6% 4/15/2026
|
567,220
|
567,477
|
|
Dell Equip Fin Trust Series 2025-1 Class A2, 4.68% 7/22/2027 (b)
|
2,455,000
|
2,464,356
|
|
Dext Abs LLC Series 2025-1 Class A2, 4.59% 8/16/2027 (b)
|
4,790,000
|
4,798,112
|
|
DLLAA LLC Series 2025-1A Class A2, 4.7% 10/20/2027 (b)
|
6,440,000
|
6,456,747
|
|
Dllad LLC Series 2025-1A Class A2, 4.46% 11/20/2028 (b)
|
12,180,000
|
12,216,178
|
|
DLLAD Series 2024-1A Class A2, 5.5% 8/20/2027 (b)
|
3,643,375
|
3,661,923
|
|
DLLMT LLC Series 2024-1A Class A3, 4.84% 8/21/2028 (b)
|
23,800,000
|
24,032,171
|
|
DLLST Series 2024-1A Class A2, 5.33% 1/20/2026 (b)
|
254,572
|
254,653
|
|
DRIVE Series 2025-1 Class A2, 4.87% 8/15/2028
|
10,530,000
|
10,553,283
|
|
Enterprise Fleet Financing 2025-2 LLC Series 2025-2 Class A2, 4.51% 2/22/2028 (b)
|
20,871,000
|
20,940,166
|
|
Enterprise Fleet Financing LLC Series 2025-1 Class A2, 4.65% 10/20/2027 (b)
|
13,735,000
|
13,782,285
|
|
Enterprise Fleet Financing LLC Series 2025-3 Class A2, 4.5% 4/20/2028 (b)
|
22,640,000
|
22,726,906
|
|
Enterprise Fleet Financing Series 2024-2 Class A2, 5.74% 12/20/2026 (b)
|
1,624,044
|
1,632,105
|
|
Exeter Automobile Receivables Trust Series 2025-3A Class A2, 4.83% 1/18/2028
|
15,890,000
|
15,915,179
|
|
Exeter Automobile Receivables Trust Series 2025-4A Class A2, 4.53% 3/15/2028
|
15,805,000
|
15,810,921
|
|
Exeter Select Automobile Receivables Trust Series 2025-1 Class A2, 4.83% 10/16/2028
|
717,699
|
719,820
|
|
Exeter Select Automobile Receivables Trust Series 2025-2 Class A2, 4.54% 6/15/2029
|
10,180,000
|
10,207,934
|
|
Ford Credit Auto Lease Trust Series 2025-A Class A2A, 4.57% 8/15/2027
|
13,223,943
|
13,247,964
|
|
Ford Credit Auto Owner Trust Series 2021-1 Class A, 1.37% 10/17/2033 (b)
|
21,088,000
|
20,701,425
|
|
Ford Credit Auto Owner Trust Series 2024-D Class A2A, 4.59% 10/15/2027
|
8,665,767
|
8,678,685
|
|
Ford Credit Auto Owner Trust Series 2025-A Class A2A, 4.47% 12/15/2027
|
21,000,000
|
21,041,177
|
|
Ford Series 2025-B Class A2A, 4.37% 3/15/2028
|
8,760,000
|
8,777,980
|
|
Fordo 2022-B A2b Series 2022-B Class A3, 3.74% 9/15/2026
|
127,207
|
127,160
|
|
FORDO Series 2024-B Class A2A, 5.4% 4/15/2027
|
5,230,870
|
5,244,341
|
|
GM Financial Automobile Leasing Trust Series 2024-2 Class A2A, 5.43% 9/21/2026
|
4,532,709
|
4,540,687
|
|
GM Financial Automobile Leasing Trust Series 2024-2 Class A3, 5.39% 7/20/2027
|
13,000,000
|
13,097,029
|
|
GM Financial Automobile Leasing Trust Series 2025-1 Class A2A, 4.54% 5/20/2027 (c)
|
33,909,189
|
33,973,928
|
|
GM Financial Consumer Automobile Receivables Trust Series 2024-1 Class A2A, 5.12% 2/16/2027
|
876,767
|
877,073
|
|
GM Financial Consumer Automobile Receivables Trust Series 2024-2 Class A2B, U.S. 30-Day Avg. SOFR Index + 0.39%, 4.7327% 3/16/2027 (c)(d)
|
2,459,447
|
2,460,145
|
|
GM Financial Consumer Automobile Receivables Trust Series 2024-4 Class A2A, 4.53% 10/18/2027
|
8,391,636
|
8,399,281
|
|
GM Financial Consumer Automobile Receivables Trust Series 2025-2 Class A2A, 4.4% 2/16/2028
|
20,575,000
|
20,597,935
|
|
Gm Financial Leasing Trst Series 2025-3 Class A2A, 4.19% 10/20/2027
|
19,652,000
|
19,665,393
|
|
GMF Floorplan Owner Revolving Trust Series 2023-1 Class A1, 5.34% 6/15/2028 (b)
|
22,870,000
|
23,064,692
|
|
GMF Floorplan Owner Revolving Trust Series 2024-3A Class A1, 4.68% 11/15/2028 (b)
|
15,700,000
|
15,786,113
|
|
GMF Floorplan Owner Revolving Trust Series 2025-1A Class A2, U.S. 30-Day Avg. SOFR Index + 0.6%, 4.9427% 3/15/2029 (b)(c)(d)
|
13,010,000
|
13,031,456
|
|
Gmf Leasing LLC Series 2025-2 Class A2A, 4.55% 7/20/2027
|
18,670,000
|
18,724,770
|
|
Halst Series 2025-A Class A2A, 4.6% 6/15/2027 (b)
|
8,788,886
|
8,807,105
|
|
Halst Series 2025-A Class A3, 4.83% 1/18/2028 (b)
|
20,302,000
|
20,493,996
|
|
Harot Series 2025-2 Class A2A, 4.3% 1/18/2028
|
17,984,000
|
18,006,449
|
|
Honda Auto Receivables Owner Trust Series 2023-2 Class A3, 4.93% 11/15/2027
|
2,307,249
|
2,316,209
|
|
Honda Auto Receivables Owner Trust Series 2025-1 Class A2, 4.53% 8/23/2027
|
19,900,000
|
19,932,258
|
|
Honda Auto Receivables Series 2024-2 Class A2, 5.48% 11/18/2026
|
3,873,555
|
3,879,877
|
|
HPEFS Equipment Trust Series 2024-2A Class A2, 5.5% 10/20/2031 (b)
|
3,350,812
|
3,356,034
|
|
Huntington Auto Trust Series 2024-1A Class A2, 5.5% 3/15/2027 (b)
|
1,729,997
|
1,730,943
|
|
Hyundai Auto Lease Securitization Trust Series 2023-C Class A3, 5.8% 12/15/2026 (b)
|
13,862,871
|
13,900,308
|
|
Hyundai Auto Lease Securitization Trust Series 2024-A Class A2A, 5.15% 6/15/2026 (b)
|
402,303
|
402,449
|
|
Hyundai Auto Lease Securitization Trust Series 2024-B Class A2A, 5.51% 10/15/2026 (b)
|
4,533,658
|
4,539,497
|
|
Hyundai Auto Lease Securitization Trust Series 2025-B Class A2A, 4.58% 9/15/2027 (b)
|
17,210,000
|
17,271,042
|
|
Hyundai Auto Lease Securitization Trust Series 2025-C Class A2A, 4.37% 1/18/2028 (b)
|
10,930,000
|
10,963,972
|
|
Hyundai Auto Receivables Trust Series 2024-A Class A2A, 5.29% 4/15/2027
|
3,662,347
|
3,668,083
|
|
Hyundai Auto Receivables Trust Series 2024-C Class A2A, 4.53% 9/15/2027
|
9,355,848
|
9,365,578
|
|
Hyundai Auto Receivables Trust Series 2025-B Class A2A, 4.45% 8/15/2028
|
11,870,000
|
11,905,427
|
|
John Deere Owner Trust Series 2024-A Class A2A, 5.19% 2/16/2027
|
7,356,256
|
7,362,960
|
|
John Deere Owner Trust Series 2024-C Class A2B, U.S. 30-Day Avg. SOFR Index + 0.43%, 4.7727% 8/16/2027 (c)(d)
|
8,929,882
|
8,933,104
|
|
Kubota Credit Owner Trust 2025-2 Series 2025-2A Class A2, 4.48% 4/17/2028 (b)
|
9,175,000
|
9,211,934
|
|
Kubota Credit Owner Trust Series 2025-1A Class A2, 4.61% 12/15/2027 (b)
|
18,325,000
|
18,383,631
|
|
M&T Equipment Notes Series 2025-1A Class A2, 4.7% 12/16/2027 (b)
|
8,705,000
|
8,750,341
|
|
Marlette Funding Trust 2025-1 Series 2025-1A Class A, 4.75% 7/16/2035 (b)
|
1,657,895
|
1,659,571
|
|
MBART Series 2025-1 Class A2A, 4.5% 2/15/2028
|
8,507,545
|
8,519,490
|
|
Mercedes-Benz Auto Lease Trust Series 2024-A Class A2A, 5.44% 2/16/2027
|
7,313,728
|
7,331,342
|
|
Mercedes-Benz Auto Lease Trust Series 2025-A Class A2A, 4.57% 4/17/2028
|
13,710,000
|
13,772,556
|
|
Mercedes-Benz Auto Receivables Trust Series 2022-1 Class A3, 5.21% 8/16/2027
|
5,809,532
|
5,830,426
|
|
Mercedes-Benz Auto Receivables Trust Series 2024-1 Class A2A, 5.06% 5/17/2027
|
1,138,936
|
1,139,194
|
|
Nissan Master Owner Tr Receivable Series 2024-A Class A, U.S. 30-Day Avg. SOFR Index + 0.67%, 5.0127% 2/15/2028 (b)(c)(d)
|
25,000,000
|
25,019,923
|
|
Porsche Financial Auto Securitization Trust Series 2024-1A Class A2A, 4.45% 1/24/2028 (b)
|
7,584,530
|
7,588,217
|
|
Porsche Innovative Lease Owner Trust Series 2025-1A Class A2A, 4.6% 12/20/2027 (b)
|
11,105,000
|
11,133,736
|
|
Santander Drive Auto Receivables Trust Series 2025-2 Class A2, 4.71% 6/15/2028
|
17,782,403
|
17,814,754
|
|
SBNA Auto Lease Trust Series 2024-B Class A2, 5.67% 11/20/2026 (b)
|
1,220,472
|
1,221,421
|
|
SBNA Auto Lease Trust Series 2024-B Class A3, 5.56% 11/22/2027 (b)
|
5,057,000
|
5,094,950
|
|
SBNA Auto Lease Trust Series 2024-C Class A2, 4.94% 11/20/2026 (b)
|
1,701,166
|
1,701,969
|
|
SBNA Auto Lease Trust Series 2024-C Class A3, 4.56% 2/22/2028 (b)
|
11,363,000
|
11,386,892
|
|
SFAST Series 2025-1A Class A2, 4.65% 5/22/2028 (b)
|
11,003,933
|
11,019,684
|
|
SFS Auto Receivables Securitization Trust Series 2024-2A Class A2, 5.71% 10/20/2027 (b)
|
2,514,769
|
2,518,531
|
|
SFS Auto Receivables Securitization Trust Series 2024-3A Class A2, 4.71% 5/22/2028 (b)
|
3,532,239
|
3,536,069
|
|
SFS Auto Receivables Securitization Trust Series 2025-2A Class A2, 4.52% 11/20/2028 (b)
|
13,510,000
|
13,542,750
|
|
Sfuel Series 2025-BA Class A2, 4.31% 5/22/2028 (b)
|
22,760,000
|
22,802,331
|
|
Sofi Consumer Loan Program Series 2025-3 Class A, 4.47% 8/15/2034 (b)
|
5,465,000
|
5,468,451
|
|
Tesla Auto Lease Trust Series 2024-B Class A2A, 4.79% 1/20/2027 (b)
|
4,194,578
|
4,197,758
|
|
Tesla Electric Vehicle Trust Series 2023-1 Class A2A, 5.54% 12/21/2026 (b)
|
3,002,203
|
3,005,612
|
|
Toyota Auto Loan Extended Note Trust Series 2021-1A Class A, 1.07% 2/27/2034 (b)
|
2,350,000
|
2,313,779
|
|
Toyota Auto Receivables 2022-C Owner Tr Series 2022-C Class A3, 3.76% 4/15/2027
|
1,629,185
|
1,626,241
|
|
Toyota Auto Receivables Owner Trust Series 2023-A Class A3, 4.63% 9/15/2027
|
6,192,949
|
6,202,854
|
|
Toyota Auto Receivables Owner Trust Series 2024-B Class A2B, U.S. 30-Day Avg. SOFR Index + 0.35%, 4.6927% 3/15/2027 (c)(d)
|
3,853,879
|
3,854,941
|
|
Toyota Auto Receivables Owner Trust Series 2025-B Class A2A, 4.46% 3/15/2028
|
26,445,000
|
26,494,933
|
|
Toyota Lease Owner Trust Series 2025-A Class A2A, 4.58% 7/20/2027 (b)
|
10,811,042
|
10,840,018
|
|
USB Auto Owner Trust 2025-1 Series 2025-1A Class A2, 4.51% 6/15/2028 (b)
|
18,000,000
|
18,053,878
|
|
Verizon Master Trust Series 2025-3 Class A1B, U.S. 30-Day Avg. SOFR Index + 0.55%, 4.8927% 3/20/2030 (c)(d)
|
22,325,000
|
22,361,729
|
|
Volkswagen Auto Lease Trust Series 2023-A Class A3, 5.81% 10/20/2026
|
4,811,896
|
4,827,516
|
|
Volkswagen Auto Loan Enhanced Trust Series 2024-1 Class A2A, 4.65% 11/22/2027
|
12,144,856
|
12,168,186
|
|
Volvo Financial Equipment LLC Series 2024-1A Class A2, 4.56% 5/17/2027 (b)
|
7,310,084
|
7,318,345
|
|
Wheels Fleet Lease Funding 1 LLC Series 2025-1A Class A2, CME Term SOFR 1 month Index + 0%, 4.9868% 1/18/2040 (b)(c)(d)
|
19,625,000
|
19,683,021
|
|
Woart Series 2025-B Class A2A, 4.38% 8/15/2028
|
22,815,000
|
22,859,526
|
|
Woart Series 2025-C Class A2A, 4.19% 10/16/2028
|
22,700,000
|
22,716,569
|
|
World Omni Auto Receivables Trust 2022-A Series 2022-A Class A3, 1.66% 5/17/2027
|
1,954,149
|
1,947,779
|
|
World Omni Auto Receivables Trust Series 2024-B Class A2A, 5.48% 9/15/2027
|
2,668,136
|
2,671,045
|
|
World Omni Auto Receivables Trust Series 2025-A Class A2A, 4.49% 4/17/2028
|
12,944,605
|
12,957,280
|
|
World Omni Automobile Lease Securitization Trst Series 2023-A Class A3, 5.07% 9/15/2026
|
71,330
|
71,341
|
|
World Omni Automobile Lease Securitization Trust Series 2024-A Class A2B, 4.7727% 2/16/2027 (c)
|
1,710,645
|
1,711,570
|
|
World Omni Select Auto Trust Series 2024-A Class A2A, 5.37% 2/15/2028
|
4,502,547
|
4,511,279
|
|
TOTAL UNITED STATES
|
1,236,189,309
|
||
|
TOTAL ASSET-BACKED SECURITIES
(Cost $1,233,676,767)
|
1,236,189,309
|
||
Bank Notes - 0.0%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
PNC Bank NA 4.775% 1/15/2027 (c)
(Cost $9,244,609)
|
9,246,000
|
9,255,269
|
|
Non-Convertible Corporate Bonds - 38.2%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
AUSTRALIA - 0.6%
|
|||
Financials - 0.3%
|
|||
Banks - 0.3%
|
|||
Commonwealth Bank of Australia U.S. SOFR Index + 0.46%, 4.8305% 11/27/2026 (b)(c)(d)
|
25,000,000
|
25,050,330
|
|
Materials - 0.3%
|
|||
Metals & Mining - 0.3%
|
|||
Glencore Funding LLC 1.625% 4/27/2026 (b)
|
3,500,000
|
3,433,113
|
|
Glencore Funding LLC U.S. SOFR Averages Index + 0.75%, 5.1108% 10/1/2026 (b)(c)(d)
|
20,998,000
|
21,047,258
|
|
24,480,371
|
|||
TOTAL AUSTRALIA
|
49,530,701
|
||
CANADA - 3.5%
|
|||
Energy - 0.2%
|
|||
Oil, Gas & Consumable Fuels - 0.2%
|
|||
Enbridge Inc 4.25% 12/1/2026
|
12,300,000
|
12,301,490
|
|
TransCanada PipeLines Ltd 4.875% 1/15/2026
|
5,341,000
|
5,340,978
|
|
17,642,468
|
|||
Financials - 3.3%
|
|||
Banks - 3.3%
|
|||
Bank of Montreal 0.949% 1/22/2027 (c)
|
13,000,000
|
12,819,205
|
|
Bank of Montreal 4.567% 9/10/2027 (c)
|
23,970,000
|
24,028,384
|
|
Bank of Montreal 5.92% 9/25/2025
|
18,400,000
|
18,416,009
|
|
Bank of Montreal U.S. SOFR Averages Index + 0.88%, 5.2342% 9/10/2027 (c)(d)
|
18,700,000
|
18,775,033
|
|
Bank of Nova Scotia/The 2.7% 8/3/2026
|
21,520,000
|
21,240,739
|
|
Federation des Caisses Desjardins du Quebec U.S. SOFR Index + 0.63%, 4.9867% 1/27/2027 (b)(c)(d)
|
20,700,000
|
20,705,834
|
|
National Bank of Canada 4.95% 2/1/2028 (c)
|
23,312,000
|
23,530,091
|
|
Royal Bank of Canada 5.069% 7/23/2027 (c)
|
25,000,000
|
25,165,549
|
|
Royal Bank of Canada U.S. SOFR Averages Index + 0.72%, 5.0703% 10/18/2027 (c)(d)
|
19,000,000
|
19,043,399
|
|
Royal Bank of Canada U.S. SOFR Averages Index + 0.82%, 5.1824% 3/27/2028 (c)(d)
|
20,700,000
|
20,766,449
|
|
Toronto Dominion Bank U.S. SOFR Index + 0.48%, 4.8301% 10/10/2025 (c)(d)
|
25,000,000
|
25,008,074
|
|
Toronto Dominion Bank U.S. SOFR Index + 0.62%, 4.9768% 12/17/2026 (c)(d)
|
25,000,000
|
25,079,122
|
|
254,577,888
|
|||
TOTAL CANADA
|
272,220,356
|
||
DENMARK - 0.5%
|
|||
Financials - 0.5%
|
|||
Banks - 0.5%
|
|||
Danske Bank A/S 1.621% 9/11/2026 (b)(c)
|
18,000,000
|
17,987,525
|
|
Danske Bank A/S 6.259% 9/22/2026 (b)(c)
|
19,000,000
|
19,017,562
|
|
TOTAL DENMARK
|
37,005,087
|
||
FINLAND - 0.3%
|
|||
Financials - 0.3%
|
|||
Banks - 0.3%
|
|||
Nordea Bank Abp U.S. SOFR Index + 0.7%, 5.0571% 3/17/2028 (b)(c)(d)
|
20,345,000
|
20,416,011
|
|
FRANCE - 0.7%
|
|||
Financials - 0.7%
|
|||
Banks - 0.7%
|
|||
BNP Paribas SA 2.591% 1/20/2028 (b)(c)
|
8,083,000
|
7,887,611
|
|
Credit Agricole SA 1.247% 1/26/2027 (b)(c)
|
14,360,000
|
14,171,636
|
|
Credit Agricole SA 5.589% 7/5/2026 (b)
|
27,900,000
|
28,188,639
|
|
TOTAL FRANCE
|
50,247,886
|
||
GERMANY - 2.4%
|
|||
Consumer Discretionary - 1.7%
|
|||
Automobiles - 1.7%
|
|||
BMW US Capital LLC U.S. SOFR Averages Index + 0.8%, 5.1534% 8/13/2026 (b)(c)(d)
|
18,400,000
|
18,469,920
|
|
Mercedes-Benz Finance North America LLC U.S. SOFR Index + 0.63%, 4.9838% 7/31/2026 (b)(c)(d)
|
18,600,000
|
18,651,770
|
|
Mercedes-Benz Finance North America LLC U.S. SOFR Index + 0.78%, 5.1408% 4/1/2027 (b)(c)(d)
|
28,250,000
|
28,349,758
|
|
Volkswagen Group of America Finance LLC 5.8% 9/12/2025 (b)
|
18,050,000
|
18,055,623
|
|
Volkswagen Group of America Finance LLC U.S. SOFR Index + 0.83%, 5.1884% 3/20/2026 (b)(c)(d)
|
27,150,000
|
27,190,432
|
|
Volkswagen Group of America Finance LLC U.S. SOFR Index + 1.06%, 5.4137% 8/14/2026 (b)(c)(d)
|
17,849,000
|
17,892,904
|
|
128,610,407
|
|||
Financials - 0.5%
|
|||
Capital Markets - 0.5%
|
|||
Deutsche Bank AG/New York NY 2.129% 11/24/2026 (c)
|
19,938,000
|
19,824,740
|
|
Deutsche Bank AG/New York NY 7.146% 7/13/2027 (c)
|
17,000,000
|
17,384,375
|
|
37,209,115
|
|||
Health Care - 0.2%
|
|||
Pharmaceuticals - 0.2%
|
|||
Bayer US Finance II LLC 4.25% 12/15/2025 (b)
|
16,400,000
|
16,374,229
|
|
TOTAL GERMANY
|
182,193,751
|
||
IRELAND - 0.7%
|
|||
Financials - 0.7%
|
|||
Banks - 0.5%
|
|||
Bank of Ireland Group PLC 2.029% 9/30/2027 (b)(c)
|
18,727,000
|
18,236,057
|
|
Bank of Ireland Group PLC 6.253% 9/16/2026 (b)(c)
|
20,050,000
|
20,049,190
|
|
38,285,247
|
|||
Consumer Finance - 0.2%
|
|||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026
|
15,185,000
|
14,874,008
|
|
TOTAL IRELAND
|
53,159,255
|
||
ITALY - 0.2%
|
|||
Utilities - 0.2%
|
|||
Electric Utilities - 0.2%
|
|||
Enel Finance International NV 1.625% 7/12/2026 (b)(e)
|
18,000,000
|
17,575,897
|
|
JAPAN - 0.7%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
NTT Finance Corp 4.567% 7/16/2027 (b)
|
1,033,000
|
1,039,552
|
|
Financials - 0.7%
|
|||
Banks - 0.7%
|
|||
Mizuho Financial Group Inc 1.234% 5/22/2027 (c)
|
13,100,000
|
12,811,009
|
|
Sumitomo Mitsui Financial Group Inc 1.402% 9/17/2026
|
26,000,000
|
25,265,770
|
|
Sumitomo Mitsui Financial Group Inc 2.632% 7/14/2026
|
17,700,000
|
17,463,460
|
|
55,540,239
|
|||
TOTAL JAPAN
|
56,579,791
|
||
NETHERLANDS - 1.5%
|
|||
Financials - 1.2%
|
|||
Banks - 1.2%
|
|||
ABN AMRO Bank NV U.S. SOFR Averages Index + 1.78%, 6.1384% 9/18/2027 (b)(c)(d)
|
19,000,000
|
19,212,228
|
|
Cooperatieve Rabobank UA 1.004% 9/24/2026 (b)(c)
|
19,800,000
|
19,757,488
|
|
Cooperatieve Rabobank UA/NY 4.333% 8/28/2026
|
15,000,000
|
15,039,420
|
|
ING Groep NV 1.726% 4/1/2027 (c)
|
21,617,000
|
21,295,259
|
|
ING Groep NV 6.083% 9/11/2027 (c)
|
14,800,000
|
15,048,939
|
|
90,353,334
|
|||
Information Technology - 0.3%
|
|||
Semiconductors & Semiconductor Equipment - 0.3%
|
|||
NXP BV / NXP Funding LLC / NXP USA Inc 3.875% 6/18/2026
|
13,300,000
|
13,242,596
|
|
NXP BV / NXP Funding LLC 5.35% 3/1/2026
|
15,389,000
|
15,419,888
|
|
28,662,484
|
|||
TOTAL NETHERLANDS
|
119,015,818
|
||
NORWAY - 0.2%
|
|||
Financials - 0.2%
|
|||
Banks - 0.2%
|
|||
DNB Bank ASA 1.127% 9/16/2026 (b)(c)
|
18,000,000
|
17,975,366
|
|
SWEDEN - 0.3%
|
|||
Financials - 0.3%
|
|||
Banks - 0.3%
|
|||
Swedbank AB 6.136% 9/12/2026 (b)
|
21,000,000
|
21,391,128
|
|
SWITZERLAND - 0.6%
|
|||
Financials - 0.6%
|
|||
Capital Markets - 0.6%
|
|||
UBS Group AG 1.364% 1/30/2027 (b)(c)
|
14,695,000
|
14,511,614
|
|
UBS Group AG 1.494% 8/10/2027 (b)(c)
|
22,000,000
|
21,412,470
|
|
UBS Group AG 4.703% 8/5/2027 (b)(c)
|
12,300,000
|
12,334,481
|
|
TOTAL SWITZERLAND
|
48,258,565
|
||
UNITED KINGDOM - 2.7%
|
|||
Financials - 2.4%
|
|||
Banks - 2.4%
|
|||
Barclays PLC 4.337% 1/10/2028
|
19,500,000
|
19,509,560
|
|
Barclays PLC 4.375% 1/12/2026
|
18,500,000
|
18,494,640
|
|
Barclays PLC 5.829% 5/9/2027 (c)
|
18,000,000
|
18,163,169
|
|
Barclays PLC 7.325% 11/2/2026 (c)
|
15,000,000
|
15,064,685
|
|
HSBC Holdings PLC 5.887% 8/14/2027 (c)
|
18,500,000
|
18,748,982
|
|
Lloyds Banking Group PLC 1.627% 5/11/2027 (c)
|
23,000,000
|
22,564,422
|
|
Lloyds Banking Group PLC U.S. SOFR Averages Index + 1.56%, 5.912% 8/7/2027 (c)(d)
|
8,500,000
|
8,578,163
|
|
NatWest Group PLC 1.642% 6/14/2027 (c)
|
18,600,000
|
18,205,779
|
|
NatWest Group PLC 5.847% 3/2/2027 (c)
|
27,000,000
|
27,191,727
|
|
NatWest Group PLC 7.472% 11/10/2026 (c)
|
18,000,000
|
18,096,087
|
|
184,617,214
|
|||
Health Care - 0.3%
|
|||
Pharmaceuticals - 0.3%
|
|||
GlaxoSmithKline Capital PLC U.S. SOFR Index + 0.5%, 4.8554% 3/12/2027 (c)(d)
|
22,946,000
|
23,023,820
|
|
TOTAL UNITED KINGDOM
|
207,641,034
|
||
UNITED STATES - 23.3%
|
|||
Communication Services - 0.5%
|
|||
Wireless Telecommunication Services - 0.5%
|
|||
Sprint LLC 7.625% 3/1/2026
|
21,350,000
|
21,456,163
|
|
T-Mobile USA Inc 1.5% 2/15/2026
|
6,500,000
|
6,413,637
|
|
T-Mobile USA Inc 2.625% 4/15/2026
|
10,000,000
|
9,886,284
|
|
37,756,084
|
|||
Consumer Discretionary - 2.1%
|
|||
Automobiles - 1.7%
|
|||
American Honda Finance Corp 4.95% 1/9/2026
|
14,550,000
|
14,578,095
|
|
American Honda Finance Corp 5.8% 10/3/2025
|
20,100,000
|
20,120,239
|
|
American Honda Finance Corp U.S. SOFR Index + 0.55%, 4.9046% 5/11/2026 (c)(d)
|
4,900,000
|
4,908,768
|
|
American Honda Finance Corp U.S. SOFR Index + 0.65%, 4.9966% 5/20/2026 (c)(d)
|
22,500,000
|
22,545,675
|
|
General Motors Financial Co Inc 5.25% 3/1/2026
|
18,400,000
|
18,431,105
|
|
General Motors Financial Co Inc 5.4% 4/6/2026
|
12,200,000
|
12,257,344
|
|
Hyundai Capital America 5.45% 6/24/2026 (b)
|
10,930,000
|
11,013,533
|
|
Hyundai Capital America U.S. SOFR Index + 1.12%, 5.4785% 6/23/2027 (b)(c)(d)
|
18,850,000
|
18,948,611
|
|
122,803,370
|
|||
Specialty Retail - 0.4%
|
|||
Home Depot Inc/The U.S. SOFR Index + 0.33%, 4.6863% 12/24/2025 (c)(d)
|
14,248,000
|
14,256,519
|
|
Ross Stores Inc 0.875% 4/15/2026
|
19,065,000
|
18,651,367
|
|
32,907,886
|
|||
TOTAL CONSUMER DISCRETIONARY
|
155,711,256
|
||
Consumer Staples - 0.9%
|
|||
Beverages - 0.3%
|
|||
Keurig Dr Pepper Inc U.S. SOFR Index + 0.58%, 4.9328% 11/15/2026 (c)(d)
|
23,963,000
|
23,966,118
|
|
Consumer Staples Distribution & Retail - 0.4%
|
|||
Mars Inc 4.45% 3/1/2027 (b)
|
8,647,000
|
8,699,150
|
|
Walmart Inc U.S. SOFR Averages Index + 0.43%, 4.7867% 4/28/2027 (c)(d)
|
19,569,000
|
19,625,398
|
|
28,324,548
|
|||
Tobacco - 0.2%
|
|||
Altria Group Inc 4.4% 2/14/2026
|
16,566,000
|
16,550,681
|
|
TOTAL CONSUMER STAPLES
|
68,841,347
|
||
Energy - 0.7%
|
|||
Oil, Gas & Consumable Fuels - 0.7%
|
|||
Chevron USA Inc U.S. SOFR Averages Index + 0.36%, 4.726% 2/26/2027 (c)(d)
|
19,369,000
|
19,389,596
|
|
Energy Transfer LP 5.95% 12/1/2025
|
9,100,000
|
9,107,995
|
|
Transcontinental Gas Pipe Line Co LLC 7.85% 2/1/2026
|
17,000,000
|
17,106,402
|
|
Williams Cos Inc/The 5.4% 3/2/2026
|
5,201,000
|
5,225,297
|
|
50,829,290
|
|||
Financials - 15.9%
|
|||
Banks - 8.5%
|
|||
Bank of America Corp 1.658% 3/11/2027 (c)
|
16,500,000
|
16,265,693
|
|
Bank of America Corp 3.559% 4/23/2027 (c)
|
21,500,000
|
21,392,930
|
|
Citibank NA U.S. SOFR Index + 0.708%, 5.0618% 8/6/2026 (c)(d)
|
18,650,000
|
18,704,467
|
|
Citibank NA U.S. SOFR Index + 0.712%, 5.0665% 11/19/2027 (c)(d)
|
18,600,000
|
18,632,875
|
|
Citibank NA U.S. SOFR Index + 0.781%, 5.1371% 5/29/2027 (c)(d)
|
15,830,000
|
15,948,444
|
|
Citigroup Inc 1.122% 1/28/2027 (c)
|
9,300,000
|
9,175,054
|
|
Citigroup Inc 1.462% 6/9/2027 (c)
|
9,300,000
|
9,094,499
|
|
Citigroup Inc 5.61% 9/29/2026 (c)
|
19,789,000
|
19,803,123
|
|
Citigroup Inc U.S. SOFR Index + 1.1143%, 5.497% 5/7/2028 (c)(d)
|
18,300,000
|
18,422,753
|
|
Huntington National Bank/The U.S. SOFR Index + 0.72%, 5.0699% 4/12/2028 (c)(d)
|
16,536,000
|
16,526,616
|
|
JPMorgan Chase & Co 1.04% 2/4/2027 (c)
|
20,500,000
|
20,212,002
|
|
JPMorgan Chase & Co 1.045% 11/19/2026 (c)
|
20,700,000
|
20,548,296
|
|
JPMorgan Chase & Co 1.47% 9/22/2027 (c)
|
9,300,000
|
9,030,281
|
|
JPMorgan Chase & Co 1.578% 4/22/2027 (c)
|
21,000,000
|
20,639,690
|
|
JPMorgan Chase & Co 2.947% 2/24/2028 (c)
|
19,250,000
|
18,898,708
|
|
JPMorgan Chase & Co 3.96% 1/29/2027 (c)
|
16,500,000
|
16,475,185
|
|
Morgan Stanley Bank NA 4.447% 10/15/2027 (c)
|
9,264,000
|
9,271,487
|
|
Morgan Stanley Bank NA U.S. SOFR Index + 0.685%, 5.0352% 10/15/2027 (c)(d)
|
25,000,000
|
25,069,947
|
|
Morgan Stanley Bank NA U.S. SOFR Index + 1.165%, 5.5163% 10/30/2026 (c)(d)
|
16,100,000
|
16,214,180
|
|
Morgan Stanley Private Bank NA U.S. SOFR Index + 0.77%, 5.1231% 7/6/2028 (c)(d)
|
22,410,000
|
22,471,514
|
|
PNC Financial Services Group Inc/The 4.758% 1/26/2027 (c)
|
20,000,000
|
20,017,354
|
|
PNC Financial Services Group Inc/The 5.102% 7/23/2027 (c)
|
23,305,000
|
23,438,434
|
|
PNC Financial Services Group Inc/The 6.615% 10/20/2027 (c)
|
11,600,000
|
11,890,318
|
|
Truist Bank 4.671% 5/20/2027 (c)
|
10,496,000
|
10,515,875
|
|
Truist Bank U.S. SOFR Index + 0.77%, 5.1236% 7/24/2028 (c)(d)
|
24,700,000
|
24,704,693
|
|
Truist Financial Corp 1.267% 3/2/2027 (c)
|
10,609,000
|
10,448,663
|
|
Truist Financial Corp 5.9% 10/28/2026 (c)
|
18,600,000
|
18,635,497
|
|
Truist Financial Corp 6.047% 6/8/2027 (c)
|
21,000,000
|
21,241,283
|
|
US Bancorp 5.727% 10/21/2026 (c)
|
18,720,000
|
18,748,335
|
|
US Bancorp 6.787% 10/26/2027 (c)
|
16,500,000
|
16,957,897
|
|
US Bank NA/Cincinnati OH 4.507% 10/22/2027 (c)
|
9,302,000
|
9,327,457
|
|
US Bank NA/Cincinnati OH U.S. SOFR Index + 0.91%, 5.2628% 5/15/2028 (c)(d)
|
29,000,000
|
29,168,251
|
|
Wells Fargo & Co 3.196% 6/17/2027 (c)
|
20,500,000
|
20,322,421
|
|
Wells Fargo & Co 3.526% 3/24/2028 (c)
|
22,810,000
|
22,566,792
|
|
Wells Fargo & Co 5.707% 4/22/2028 (c)
|
20,300,000
|
20,762,386
|
|
Wells Fargo & Co U.S. SOFR Index + 0.78%, 5.1336% 1/24/2028 (c)(d)
|
20,000,000
|
20,066,411
|
|
641,609,811
|
|||
Capital Markets - 4.4%
|
|||
Athene Global Funding 1.608% 6/29/2026 (b)
|
13,950,000
|
13,644,732
|
|
Athene Global Funding 4.86% 8/27/2026 (b)
|
23,600,000
|
23,719,557
|
|
Athene Global Funding 5.684% 2/23/2026 (b)
|
6,800,000
|
6,843,922
|
|
Athene Global Funding U.S. SOFR Averages Index + 0.83%, 5.1835% 1/7/2027 (b)(c)(d)
|
26,000,000
|
26,061,376
|
|
Bank of New York Mellon Corp/The 4.947% 4/26/2027 (c)
|
25,000,000
|
25,116,286
|
|
Bank of New York Mellon Corp/The U.S. SOFR Averages Index + 0.68%, 5.0342% 6/9/2028 (c)(d)
|
21,940,000
|
22,002,694
|
|
Bank of New York Mellon U.S. SOFR Averages Index + 0.71%, 5.06% 4/20/2027 (c)(d)
|
28,400,000
|
28,463,482
|
|
Goldman Sachs Group Inc/The 1.093% 12/9/2026 (c)
|
26,150,000
|
25,912,288
|
|
Goldman Sachs Group Inc/The 1.431% 3/9/2027 (c)
|
25,349,000
|
24,954,567
|
|
Goldman Sachs Group Inc/The 1.542% 9/10/2027 (c)
|
16,500,000
|
16,030,582
|
|
Goldman Sachs Group Inc/The 1.948% 10/21/2027 (c)
|
18,000,000
|
17,526,724
|
|
Goldman Sachs Group Inc/The U.S. SOFR Index + 1.29%, 5.6421% 4/23/2028 (c)(d)
|
15,298,000
|
15,443,885
|
|
Morgan Stanley 1.512% 7/20/2027 (c)
|
23,800,000
|
23,211,291
|
|
Morgan Stanley 1.593% 5/4/2027 (c)
|
24,450,000
|
23,994,469
|
|
Sammons Financial Group Global Funding U.S. SOFR Index + 0.85%, 5.2054% 9/2/2027 (b)(c)(d)
|
23,000,000
|
23,022,784
|
|
State Street Bank & Trust Co U.S. SOFR Index + 0.46%, 4.8199% 11/25/2026 (c)(d)
|
11,840,000
|
11,855,697
|
|
State Street Corp U.S. SOFR Index + 0.95%, 5.3036% 4/24/2028 (c)(d)
|
9,555,000
|
9,617,443
|
|
337,421,779
|
|||
Consumer Finance - 1.3%
|
|||
American Express Co 5.389% 7/28/2027 (c)
|
3,925,000
|
3,962,647
|
|
American Express Co 5.645% 4/23/2027 (c)
|
21,550,000
|
21,724,445
|
|
American Express Co 6.338% 10/30/2026 (c)
|
18,506,000
|
18,559,744
|
|
Toyota Motor Credit Corp 5.6% 9/11/2025
|
18,000,000
|
18,004,813
|
|
Toyota Motor Credit Corp U.S. SOFR Averages Index + 0.45%, 4.8001% 4/10/2026 (c)(d)
|
18,800,000
|
18,827,296
|
|
Toyota Motor Credit Corp U.S. SOFR Index + 0.77%, 5.1243% 8/7/2026 (c)(d)
|
18,298,000
|
18,379,218
|
|
99,458,163
|
|||
Financial Services - 0.8%
|
|||
CNH Industrial Capital LLC 5.45% 10/14/2025
|
19,000,000
|
19,016,432
|
|
Corebridge Global Funding 5.35% 6/24/2026 (b)
|
16,320,000
|
16,462,816
|
|
Corebridge Global Funding U.S. SOFR Index + 1.3%, 5.6614% 9/25/2026 (b)(c)(d)
|
25,798,000
|
25,991,946
|
|
61,471,194
|
|||
Insurance - 0.9%
|
|||
Brown & Brown Inc 4.6% 12/23/2026
|
6,977,000
|
7,009,708
|
|
Equitable Financial Life Global Funding 4.6% 4/1/2027 (b)
|
12,705,000
|
12,778,498
|
|
Jackson National Life Global Funding 4.9% 1/13/2027 (b)
|
15,420,000
|
15,530,900
|
|
Protective Life Global Funding 5.209% 4/14/2026 (b)
|
13,800,000
|
13,863,207
|
|
Trinity Acq PLC 4.4% 3/15/2026
|
22,000,000
|
21,972,563
|
|
71,154,876
|
|||
TOTAL FINANCIALS
|
1,211,115,823
|
||
Health Care - 0.4%
|
|||
Biotechnology - 0.3%
|
|||
Gilead Sciences Inc 3.65% 3/1/2026
|
20,700,000
|
20,629,714
|
|
Pharmaceuticals - 0.1%
|
|||
Bristol-Myers Squibb Co U.S. SOFR Index + 0.49%, 4.8412% 2/20/2026 (c)(d)
|
11,132,000
|
11,148,556
|
|
TOTAL HEALTH CARE
|
31,778,270
|
||
Industrials - 0.2%
|
|||
Machinery - 0.2%
|
|||
Caterpillar Financial Services Corp U.S. SOFR Index + 0.69%, 5.0413% 10/16/2026 (c)(d)
|
18,000,000
|
18,077,279
|
|
Information Technology - 1.0%
|
|||
Electronic Equipment, Instruments & Components - 0.4%
|
|||
Dell International LLC / EMC Corp 4.9% 10/1/2026
|
22,090,000
|
22,181,600
|
|
Dell International LLC / EMC Corp 6.02% 6/15/2026
|
6,100,000
|
6,153,363
|
|
28,334,963
|
|||
Software - 0.5%
|
|||
Oracle Corp 2.65% 7/15/2026
|
19,000,000
|
18,735,056
|
|
VMware LLC 1.4% 8/15/2026
|
23,700,000
|
23,043,481
|
|
41,778,537
|
|||
Technology Hardware, Storage & Peripherals - 0.1%
|
|||
Hewlett Packard Enterprise Co 4.45% 9/25/2026
|
9,053,000
|
9,065,774
|
|
TOTAL INFORMATION TECHNOLOGY
|
79,179,274
|
||
Materials - 0.1%
|
|||
Chemicals - 0.1%
|
|||
International Flavors & Fragrances Inc 1.23% 10/1/2025 (b)
|
5,301,000
|
5,285,294
|
|
Real Estate - 0.4%
|
|||
Office REITs - 0.3%
|
|||
COPT Defense Properties LP 2.25% 3/15/2026
|
27,000,000
|
26,618,508
|
|
Specialized REITs - 0.1%
|
|||
American Tower Corp 1.3% 9/15/2025
|
6,000,000
|
5,992,020
|
|
TOTAL REAL ESTATE
|
32,610,528
|
||
Utilities - 1.1%
|
|||
Electric Utilities - 0.9%
|
|||
DTE Electric Co 4.25% 5/14/2027
|
3,954,000
|
3,969,782
|
|
Eversource Energy 4.75% 5/15/2026
|
14,045,000
|
14,077,448
|
|
NextEra Energy Capital Holdings Inc 4.685% 9/1/2027
|
10,348,000
|
10,445,795
|
|
Oncor Electric Delivery Co LLC 4.5% 3/20/2027 (b)
|
12,377,000
|
12,462,175
|
|
Pacific Gas and Electric Co U.S. SOFR Averages Index + 0.95%, 5.3042% 9/4/2025 (c)(d)
|
24,600,000
|
24,600,764
|
|
65,555,964
|
|||
Multi-Utilities - 0.2%
|
|||
Dominion Energy Inc 1.45% 4/15/2026
|
22,000,000
|
21,612,151
|
|
TOTAL UTILITIES
|
87,168,115
|
||
TOTAL UNITED STATES
|
1,778,352,560
|
||
|
TOTAL NON-CONVERTIBLE CORPORATE BONDS
(Cost $2,919,910,726)
|
2,931,563,206
|
||
Certificates of Deposit - 10.0%
|
||||
Yield (%) (f)
|
Principal
Amount (a)
|
Value ($)
|
||
Bank of Nova Scotia/Houston yankee U.S. SOFR Index + 0.33%, 4.67% 7/22/2026 (c)(d)
|
4.67
|
27,500,000
|
27,502,002
|
|
Bank of Nova Scotia/Houston yankee U.S. SOFR Index + 0.33%, 4.67% 8/13/2026 (c)(d)
|
4.67
|
27,500,000
|
27,499,236
|
|
Bank of Nova Scotia/Houston yankee U.S. SOFR Index + 0.35%, 4.69% 10/10/2025 (c)(d)
|
4.69
|
25,000,000
|
25,006,487
|
|
Bank of Nova Scotia/Houston yankee U.S. SOFR Index + 0.35%, 4.69% 12/19/2025 (c)(d)
|
4.69
|
27,800,000
|
27,814,767
|
|
Barclays Bank PLC/NY yankee U.S. SOFR Index + 0.34%, 4.68% 12/31/2025 (c)(d)
|
4.68
|
29,000,000
|
29,015,564
|
|
Canadian Imperial Bank of Commerce/New York NY yankee U.S. SOFR Index + 0.35%, 4.69% 9/23/2025 (c)(d)
|
4.69
|
28,000,000
|
28,005,376
|
|
Canadian Imperial Bank of Commerce/New York NY yankee U.S. SOFR Index + 0.38%, 4.72% 12/22/2025 (c)(d)
|
4.72
|
28,000,000
|
28,020,975
|
|
Lloyds Bank Corporate Markets PLC/New York NY yankee U.S. SOFR Index + 0.34%, 4.68% 8/21/2026 (c)(d)
|
4.68
|
27,500,000
|
27,499,698
|
|
Mitsubishi UFJ Trust & Banking Corp/NY yankee U.S. SOFR Index + 0.35%, 0% 9/2/2026 (c)(d)
|
4.74
|
27,000,000
|
26,998,634
|
|
Mitsubishi UFJ Trust & Banking Corp/NY yankee U.S. SOFR Index + 0.36%, 4.7% 7/23/2026 (c)(d)
|
4.70
|
27,500,000
|
27,498,969
|
|
Mitsubishi UFJ Trust & Banking Corp/NY yankee U.S. SOFR Index + 0.38%, 4.72% 1/9/2026 (c)(d)
|
4.72
|
13,500,000
|
13,508,423
|
|
Mitsubishi UFJ Trust & Banking Corp/NY yankee U.S. SOFR Index + 0.38%, 4.72% 9/9/2025 (c)(d)
|
4.72
|
25,000,000
|
25,002,060
|
|
Mitsubishi UFJ Trust & Banking Corp/NY yankee U.S. SOFR Index + 0.4%, 4.74% 11/12/2025 (c)(d)
|
4.74
|
25,000,000
|
25,012,913
|
|
Mizuho Bank Ltd/New York NY yankee U.S. SOFR Index + 0.35%, 4.69% 1/30/2026 (c)(d)
|
4.69
|
28,000,000
|
28,016,495
|
|
Mizuho Bank Ltd/New York NY yankee U.S. SOFR Index + 0.35%, 4.69% 11/17/2025 (c)(d)
|
4.69
|
28,000,000
|
28,011,841
|
|
Mizuho Bank Ltd/New York NY yankee U.S. SOFR Index + 0.35%, 4.69% 5/4/2026 (c)(d)
|
4.69
|
28,500,000
|
28,511,067
|
|
Mizuho Bank Ltd/New York NY yankee U.S. SOFR Index + 0.4%, 4.74% 5/8/2026 (c)(d)
|
4.74
|
24,000,000
|
24,017,414
|
|
State Street Bank & Trust Co U.S. SOFR Index + 0.27%, 4.61% 10/10/2025 (c)(d)
|
4.61
|
28,000,000
|
28,004,911
|
|
State Street Bank & Trust Co U.S. SOFR Index + 0.32%, 4.66% 11/17/2025 (c)(d)
|
4.66
|
28,000,000
|
28,009,579
|
|
Sumitomo Mitsui Banking Corp/New York yankee U.S. SOFR Index + 0.35%, 4.69% 11/18/2025 (c)(d)
|
4.69
|
28,000,000
|
28,013,661
|
|
Sumitomo Mitsui Banking Corp/New York yankee U.S. SOFR Index + 0.35%, 4.69% 7/24/2026 (c)(d)
|
4.69
|
27,500,000
|
27,499,876
|
|
Sumitomo Mitsui Banking Corp/New York yankee U.S. SOFR Index + 0.35%, 4.71% 8/31/2026 (c)(d)
|
4.69
|
27,000,000
|
26,999,563
|
|
Sumitomo Mitsui Trust NY yankee U.S. SOFR Index + 0.31%, 4.65% 11/4/2025 (c)(d)
|
4.65
|
25,000,000
|
25,008,265
|
|
Sumitomo Mitsui Trust NY yankee U.S. SOFR Index + 0.35%, 4.69% 11/19/2025 (c)(d)
|
4.69
|
28,000,000
|
28,013,835
|
|
Sumitomo Mitsui Trust NY yankee U.S. SOFR Index + 0.35%, 4.69% 12/3/2025 (c)(d)
|
4.69
|
28,000,000
|
28,016,310
|
|
Svenska Handelsbanken/New York NY U.S. SOFR Index + 0.34%, 4.71% 12/10/2025 (c)(d)
|
4.68
|
28,000,000
|
28,015,946
|
|
Svenska Handelsbanken/New York NY yankee U.S. SOFR Index + 0.35%, 4.69% 4/8/2026 (c)(d)
|
4.69
|
28,500,000
|
28,519,460
|
|
Svenska Handelsbanken/New York NY yankee U.S. SOFR Index + 0.4%, 4.74% 4/15/2026 (c)(d)
|
4.74
|
15,000,000
|
15,014,784
|
|
UBS AG/Stamford CT yankee U.S. SOFR Index + 0.41%, 4.768% 10/2/2026 (c)(d)
|
4.77
|
28,500,000
|
28,512,765
|
|
|
TOTAL CERTIFICATES OF DEPOSIT
(Cost $766,300,000)
|
766,570,876
|
|||
Commercial Paper - 4.7%
|
||||
Yield (%) (f)
|
Principal
Amount (a)
|
Value ($)
|
||
Bank of Montreal U.S. SOFR Index + 0.45%, 4.78% 4/8/2026 (c)(d)
|
4.78
|
28,500,000
|
28,536,018
|
|
BofA Securities Inc U.S. SOFR Index + 0.39%, 4.73% 11/21/2025 (c)(d)
|
4.73
|
28,000,000
|
28,013,793
|
|
BofA Securities Inc U.S. SOFR Index + 0.4%, 4.76% 10/17/2025 (c)(d)
|
4.74
|
25,000,000
|
25,008,872
|
|
HSBC USA Inc U.S. SOFR Index + 0.53%, 4.87% 7/7/2026 (c)(d)
|
4.87
|
27,500,000
|
27,498,697
|
|
HSBC USA Inc U.S. SOFR Index + 0.55%, 4.89% 4/30/2026 (c)(d)
|
4.89
|
25,000,000
|
25,031,457
|
|
ING US Funding LLC U.S. SOFR Index + 0.3%, 4.64% 2/6/2026 (c)(d)
|
4.64
|
24,000,000
|
24,009,118
|
|
ING US Funding LLC U.S. SOFR Index + 0.3%, 4.64% 4/2/2026 (c)(d)
|
4.64
|
27,500,000
|
27,504,111
|
|
ING US Funding LLC U.S. SOFR Index + 0.35%, 4.72% 11/26/2025 (c)(d)
|
4.72
|
28,000,000
|
28,011,754
|
|
National Bank of Canada U.S. SOFR Index + 0.25%, 4.59% 12/17/2025 (c)(d)
|
4.59
|
28,000,000
|
28,006,152
|
|
National Bank of Canada U.S. SOFR Index + 0.33%, 4.67% 8/14/2026 (c)(d)
|
4.67
|
27,500,000
|
27,499,706
|
|
National Bank of Canada yankee 4.31% 1/16/2026
|
4.50
|
28,000,000
|
27,546,660
|
|
Toronto Dominion Bank U.S. SOFR Index + 0.35%, 4.71% 10/3/2025 (c)(d)
|
4.71
|
28,000,000
|
28,006,992
|
|
Toronto Dominion Bank U.S. SOFR Index + 0.45%, 4.81% 4/27/2026 (c)(d)
|
4.81
|
22,000,000
|
22,026,675
|
|
Westpac Banking Corp U.S. SOFR Index + 0.4%, 4.74% 4/10/2026 (c)(d)
|
4.74
|
15,000,000
|
15,016,190
|
|
|
TOTAL COMMERCIAL PAPER
(Cost $361,540,746)
|
361,716,195
|
|||
U.S. Treasury Obligations - 18.0%
|
||||
Yield (%) (f)
|
Principal
Amount (a)
|
Value ($)
|
||
US Treasury Bills 0% 10/2/2025
|
4.28
|
337,543,000
|
336,355,919
|
|
US Treasury Bills 0% 10/30/2025
|
4.29
|
114,000,000
|
113,237,856
|
|
US Treasury Bills 0% 11/6/2025
|
4.21
|
249,750,000
|
247,906,026
|
|
US Treasury Bills 0% 12/11/2025
|
4.24
|
400,000,000
|
395,558,888
|
|
US Treasury Notes 3.5% 9/30/2026
|
4.08 to 4.36
|
223,000,000
|
222,172,460
|
|
US Treasury Notes 4.25% 1/31/2026
|
4.17 to 5.02
|
66,500,000
|
66,527,016
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $1,380,424,526)
|
1,381,758,165
|
|||
Money Market Funds - 13.9%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (g)
(Cost $1,064,422,318)
|
4.36
|
1,064,262,340
|
1,064,475,193
|
|
|
TOTAL INVESTMENT IN SECURITIES - 100.9%
(Cost $7,735,519,692)
|
7,751,528,213
|
NET OTHER ASSETS (LIABILITIES) - (0.9)%
|
(70,728,951)
|
NET ASSETS - 100.0%
|
7,680,799,262
|
(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 $1,298,882,073 or 16.9% of net assets.
|
(c)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(d)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
|
(e)
|
Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.
|
(f)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(g)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
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
|
898,678,315
|
3,680,278,511
|
3,514,481,633
|
43,261,153
|
-
|
-
|
1,064,475,193
|
1,064,262,340
|
2.0%
|
Total
|
898,678,315
|
3,680,278,511
|
3,514,481,633
|
43,261,153
|
-
|
-
|
1,064,475,193
|
||
Valuation Inputs at Reporting Date:
|
||||
Description
|
Total ($)
|
Level 1 ($)
|
Level 2 ($)
|
Level 3 ($)
|
Investments in Securities:
|
||||
Asset-Backed Securities
|
1,236,189,309
|
-
|
1,236,189,309
|
-
|
Bank Notes
|
||||
Financials
|
9,255,269
|
-
|
9,255,269
|
-
|
Non-Convertible Corporate Bonds
|
||||
Communication Services
|
38,795,636
|
-
|
38,795,636
|
-
|
Consumer Discretionary
|
284,321,663
|
-
|
284,321,663
|
-
|
Consumer Staples
|
68,841,347
|
-
|
68,841,347
|
-
|
Energy
|
68,471,758
|
-
|
68,471,758
|
-
|
Financials
|
2,106,917,241
|
-
|
2,106,917,241
|
-
|
Health Care
|
71,176,319
|
-
|
71,176,319
|
-
|
Industrials
|
18,077,279
|
-
|
18,077,279
|
-
|
Information Technology
|
107,841,758
|
-
|
107,841,758
|
-
|
Materials
|
29,765,665
|
-
|
29,765,665
|
-
|
Real Estate
|
32,610,528
|
-
|
32,610,528
|
-
|
Utilities
|
104,744,012
|
-
|
104,744,012
|
-
|
Certificates of Deposit
|
766,570,876
|
-
|
766,570,876
|
-
|
Commercial Paper
|
361,716,195
|
-
|
361,716,195
|
-
|
U.S. Treasury Obligations
|
1,381,758,165
|
-
|
1,381,758,165
|
-
|
Money Market Funds
|
1,064,475,193
|
1,064,475,193
|
-
|
-
|
Total Investments in Securities:
|
7,751,528,213
|
1,064,475,193
|
6,687,053,020
|
-
|
Statement of Assets and Liabilities
|
||||
As of August 31, 2025
|
||||
Assets
|
||||
Investment in securities, at value - See accompanying schedule:
|
||||
Unaffiliated issuers (cost $6,671,097,374)
|
$
|
6,687,053,020
|
||
Fidelity Central Funds (cost $1,064,422,318)
|
1,064,475,193
|
|||
Total Investment in Securities (cost $7,735,519,692)
|
$
|
7,751,528,213
|
||
Cash
|
468,493
|
|||
Receivable for fund shares sold
|
15,157,545
|
|||
Interest receivable
|
38,343,641
|
|||
Distributions receivable from Fidelity Central Funds
|
3,827,741
|
|||
Receivable from investment adviser for expense reductions
|
298,239
|
|||
Total assets
|
7,809,623,872
|
|||
Liabilities
|
||||
Payable for investments purchased
|
$
|
108,206,734
|
||
Payable for fund shares redeemed
|
13,801,962
|
|||
Distributions payable
|
5,000,921
|
|||
Accrued management fee
|
1,275,296
|
|||
Distribution and service plan fees payable
|
3,320
|
|||
Other affiliated payables
|
536,377
|
|||
Total liabilities
|
128,824,610
|
|||
Net Assets
|
$
|
7,680,799,262
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
7,659,586,384
|
||
Total accumulated earnings (loss)
|
21,212,878
|
|||
Net Assets
|
$
|
7,680,799,262
|
||
Net Asset Value and Maximum Offering Price
|
||||
Class A :
|
||||
Net Asset Value and redemption price per share ($26,153,731 ÷ 2,594,347 shares)(a)
|
$
|
10.08
|
||
Maximum offering price per share (100/98.50 of $10.08)
|
$
|
10.23
|
||
Fidelity Conservative Income Bond Fund :
|
||||
Net Asset Value, offering price and redemption price per share ($4,754,440,792 ÷ 471,829,137 shares)
|
$
|
10.08
|
||
Class I :
|
||||
Net Asset Value, offering price and redemption price per share ($218,948,268 ÷ 21,718,007 shares)
|
$
|
10.08
|
||
Class Z :
|
||||
Net Asset Value, offering price and redemption price per share ($2,681,256,471 ÷ 265,960,578 shares)
|
$
|
10.08
|
||
(a)Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge.
|
||||
Statement of Operations
|
||||
|
Year ended August 31, 2025
|
||||
Investment Income
|
||||
Interest
|
$
|
287,523,804
|
||
Income from Fidelity Central Funds
|
43,261,153
|
|||
Total income
|
330,784,957
|
|||
Expenses
|
||||
Management fee
|
$
|
13,748,867
|
||
Transfer agent fees
|
5,960,334
|
|||
Distribution and service plan fees
|
33,102
|
|||
Independent trustees' fees and expenses
|
16,753
|
|||
Total expenses before reductions
|
19,759,056
|
|||
Expense reductions
|
(3,557,911)
|
|||
Total expenses after reductions
|
16,201,145
|
|||
Net Investment income (loss)
|
314,583,812
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
7,235,702
|
|||
Total net realized gain (loss)
|
7,235,702
|
|||
Change in net unrealized appreciation (depreciation) on investment securities
|
(671,771)
|
|||
Net gain (loss)
|
6,563,931
|
|||
Net increase (decrease) in net assets resulting from operations
|
$
|
321,147,743
|
||
Statement of Changes in Net Assets
|
||||
Year ended
August 31, 2025
|
Year ended
August 31, 2024
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
314,583,812
|
$
|
330,496,784
|
Net realized gain (loss)
|
7,235,702
|
6,760,528
|
||
Change in net unrealized appreciation (depreciation)
|
(671,771)
|
21,517,969
|
||
Net increase (decrease) in net assets resulting from operations
|
321,147,743
|
358,775,281
|
||
Distributions to shareholders
|
(317,185,827)
|
(330,411,968)
|
||
Share transactions - net increase (decrease)
|
1,501,277,600
|
185,938,891
|
||
Total increase (decrease) in net assets
|
1,505,239,516
|
214,302,204
|
||
Net Assets
|
||||
Beginning of period
|
6,175,559,746
|
5,961,257,542
|
||
End of period
|
$
|
7,680,799,262
|
$
|
6,175,559,746
|
Fidelity Advisor® Conservative Income Bond Fund Class A |
Years ended August 31,
|
2025
|
2024
|
2023 A
|
|||
Selected Per-Share Data
|
||||||
Net asset value, beginning of period
|
$
|
10.08
|
$
|
10.03
|
$
|
10.01
|
Income from Investment Operations
|
||||||
Net investment income (loss) B,C
|
.437
|
.504
|
.131
|
|||
Net realized and unrealized gain (loss)
|
.008
|
.055
|
.019
|
|||
Total from investment operations
|
.445
|
.559
|
.150
|
|||
Distributions from net investment income
|
(.440)
|
(.509)
|
(.130)
|
|||
Distributions from net realized gain
|
(.005)
|
-
|
-
|
|||
Total distributions
|
(.445)
|
(.509)
|
(.130)
|
|||
Net asset value, end of period
|
$
|
10.08
|
$
|
10.08
|
$
|
10.03
|
Total Return D,E,F
|
4.51 % |
5.70%
|
1.51%
|
|||
Ratios to Average Net Assets C,G,H
|
||||||
Expenses before reductions
|
.48%
|
.48%
|
.39% I
|
|||
Expenses net of fee waivers, if any
|
.45 % |
.45%
|
.39% I
|
|||
Expenses net of all reductions, if any
|
.45%
|
.45%
|
.39% I
|
|||
Net investment income (loss)
|
4.36%
|
5.06%
|
5.00% I
|
|||
Supplemental Data
|
||||||
Net assets, end of period (000 omitted)
|
$
|
26,154
|
$
|
14,039
|
$
|
1,859
|
Portfolio turnover rate J
|
73 % |
76%
|
48%
|
Fidelity® Conservative Income Bond Fund |
Years ended August 31,
|
2025
|
2024
|
2023
|
2022
|
2021
|
|||||
Selected Per-Share Data
|
||||||||||
Net asset value, beginning of period
|
$
|
10.07
|
$
|
10.03
|
$
|
9.99
|
$
|
10.05
|
$
|
10.07
|
Income from Investment Operations
|
||||||||||
Net investment income (loss) A,B
|
.459
|
.530
|
.506
|
.059
|
.039
|
|||||
Net realized and unrealized gain (loss)
|
.016
|
.039
|
(.032) C
|
(.056)
|
(.019)
|
|||||
Total from investment operations
|
.475
|
.569
|
.474
|
.003
|
.020
|
|||||
Distributions from net investment income
|
(.460)
|
(.529)
|
(.434)
|
(.061)
|
(.038)
|
|||||
Distributions from net realized gain
|
(.005)
|
-
|
-
|
(.002)
|
(.002)
|
|||||
Total distributions
|
(.465)
|
(.529)
|
(.434)
|
(.063)
|
(.040)
|
|||||
Net asset value, end of period
|
$
|
10.08
|
$
|
10.07
|
$
|
10.03
|
$
|
9.99
|
$
|
10.05
|
Total Return D
|
4.82 % |
5.81%
|
4.84%
|
.03%
|
.20%
|
|||||
Ratios to Average Net Assets B,E,F
|
||||||||||
Expenses before reductions
|
.30%
|
.30%
|
.34%
|
.35%
|
.35%
|
|||||
Expenses net of fee waivers, if any
|
.25 % |
.25%
|
.27%
|
.25%
|
.25%
|
|||||
Expenses net of all reductions, if any
|
.25%
|
.25%
|
.27%
|
.25%
|
.25%
|
|||||
Net investment income (loss)
|
4.56%
|
5.26%
|
4.29%
|
.59%
|
.39%
|
|||||
Supplemental Data
|
||||||||||
Net assets, end of period (000 omitted)
|
$
|
4,754,441
|
$
|
4,469,407
|
$
|
5,638,810
|
$
|
4,522,064
|
$
|
5,364,328
|
Portfolio turnover rate G
|
73 % |
76%
|
48%
|
50%
|
62%
|
Fidelity Advisor® Conservative Income Bond Fund Class I |
Years ended August 31,
|
2025
|
2024
|
2023 A
|
|||
Selected Per-Share Data
|
||||||
Net asset value, beginning of period
|
$
|
10.08
|
$
|
10.03
|
$
|
10.01
|
Income from Investment Operations
|
||||||
Net investment income (loss) B,C
|
.458
|
.527
|
.126
|
|||
Net realized and unrealized gain (loss)
|
.007
|
.052
|
.029
|
|||
Total from investment operations
|
.465
|
.579
|
.155
|
|||
Distributions from net investment income
|
(.460)
|
(.529)
|
(.135)
|
|||
Distributions from net realized gain
|
(.005)
|
-
|
-
|
|||
Total distributions
|
(.465)
|
(.529)
|
(.135)
|
|||
Net asset value, end of period
|
$
|
10.08
|
$
|
10.08
|
$
|
10.03
|
Total Return D,E
|
4.72 % |
5.91%
|
1.55%
|
|||
Ratios to Average Net Assets C,F,G
|
||||||
Expenses before reductions
|
.37%
|
.41%
|
.44% H
|
|||
Expenses net of fee waivers, if any
|
.25 % |
.25%
|
.25% H
|
|||
Expenses net of all reductions, if any
|
.25%
|
.25%
|
.25% H
|
|||
Net investment income (loss)
|
4.56%
|
5.26%
|
5.16% H
|
|||
Supplemental Data
|
||||||
Net assets, end of period (000 omitted)
|
$
|
218,948
|
$
|
109,662
|
$
|
65,642
|
Portfolio turnover rate I
|
73 % |
76%
|
48%
|
Fidelity Advisor® Conservative Income Bond Fund Class Z |
Years ended August 31,
|
2025
|
2024
|
2023 A
|
|||
Selected Per-Share Data
|
||||||
Net asset value, beginning of period
|
$
|
10.08
|
$
|
10.03
|
$
|
10.01
|
Income from Investment Operations
|
||||||
Net investment income (loss) B,C
|
.463
|
.532
|
.125
|
|||
Net realized and unrealized gain (loss)
|
.007
|
.052
|
.031
|
|||
Total from investment operations
|
.470
|
.584
|
.156
|
|||
Distributions from net investment income
|
(.465)
|
(.534)
|
(.136)
|
|||
Distributions from net realized gain
|
(.005)
|
-
|
-
|
|||
Total distributions
|
(.470)
|
(.534)
|
(.136)
|
|||
Net asset value, end of period
|
$
|
10.08
|
$
|
10.08
|
$
|
10.03
|
Total Return D,E
|
4.77 % |
5.97%
|
1.56%
|
|||
Ratios to Average Net Assets C,F,G
|
||||||
Expenses before reductions
|
.25%
|
.25%
|
.25% H
|
|||
Expenses net of fee waivers, if any
|
.20 % |
.20%
|
.20% H
|
|||
Expenses net of all reductions, if any
|
.20%
|
.20%
|
.20% H
|
|||
Net investment income (loss)
|
4.61%
|
5.31%
|
5.20% H
|
|||
Supplemental Data
|
||||||
Net assets, end of period (000 omitted)
|
$
|
2,681,256
|
$
|
1,582,452
|
$
|
254,947
|
Portfolio turnover rate I
|
73 % |
76%
|
48%
|
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
|
$16,157,845
|
Gross unrealized depreciation
|
(149,324)
|
Net unrealized appreciation (depreciation)
|
$16,008,521
|
Tax Cost
|
$7,735,519,692
|
Undistributed ordinary income
|
$2,223,679
|
Undistributed long-term capital gain
|
$2,980,677
|
Net unrealized appreciation (depreciation) on securities and other investments
|
$16,008,521
|
August 31, 2025
|
August 31, 2024
|
|
Ordinary Income
|
$314,073,765
|
$330,411,968
|
Long-term Capital Gains
|
3,112,062
|
-
|
Total
|
$317,185,827
|
$330,411,968
|
Purchases ($)
|
Sales ($)
|
|
Fidelity Conservative Income Bond Fund
|
3,948,059,354
|
2,628,032,349
|
Distribution Fee
|
Service Fee
|
Total Fees ($)
|
Retained by FDC ($)
|
|
Class A
|
-%
|
.15%
|
33,102
|
$10,889
|
Retained by FDC ($)
|
|
Class A
|
3,965
|
Amount ($)
|
% of Class-Level Average Net Assets
|
|
Class A
|
29,149
|
.13
|
Fidelity Conservative Income Bond Fund
|
4,597,717
|
.10
|
Class I
|
295,191
|
.17
|
Class Z
|
1,038,277
|
.05
|
5,960,334
|
Expense Limitations
|
Reimbursement ($)
|
|
Class A
|
.45%
|
7,125
|
Fidelity Conservative Income Bond Fund
|
.25%
|
2,301,856
|
Class I
|
.25%
|
206,097
|
Class Z
|
.20%
|
1,036,059
|
3,551,137
|
Year ended
August 31, 2025
|
Year ended
August 31, 2024
|
|
Fidelity Conservative Income Bond Fund
|
||
Distributions to shareholders
|
||
Class A
|
$962,855
|
$435,403
|
Fidelity Conservative Income Bond Fund
|
212,053,351
|
268,207,474
|
Class I
|
8,119,138
|
4,506,070
|
Class Z
|
96,050,483
|
57,263,021
|
Total
|
$317,185,827
|
$330,411,968
|
Shares
|
Shares
|
Dollars
|
Dollars
|
|
Year ended
August 31, 2025
|
Year ended
August 31, 2024
|
Year ended
August 31, 2025
|
Year ended
August 31, 2024
|
|
Fidelity Conservative Income Bond Fund
|
||||
Class A
|
||||
Shares sold
|
3,275,175
|
2,315,243
|
$32,992,446
|
$23,287,306
|
Reinvestment of distributions
|
95,189
|
42,990
|
958,936
|
432,567
|
Shares redeemed
|
(2,169,150)
|
(1,150,447)
|
(21,849,937)
|
(11,572,899)
|
Net increase (decrease)
|
1,201,214
|
1,207,786
|
$12,101,445
|
$12,146,974
|
Fidelity Conservative Income Bond Fund
|
||||
Shares sold
|
238,466,859
|
273,472,569
|
$2,401,071,307
|
$2,747,140,813
|
Reinvestment of distributions
|
15,575,233
|
19,220,406
|
156,868,970
|
193,140,627
|
Shares redeemed
|
(225,938,973)
|
(411,345,756)
|
(2,274,942,977)
|
(4,133,091,258)
|
Net increase (decrease)
|
28,103,119
|
(118,652,781)
|
$282,997,300
|
$(1,192,809,818)
|
Class I
|
||||
Shares sold
|
17,832,744
|
6,676,408
|
$179,600,825
|
$67,130,223
|
Reinvestment of distributions
|
688,385
|
441,314
|
6,934,864
|
4,438,833
|
Shares redeemed
|
(7,685,602)
|
(2,779,320)
|
(77,423,865)
|
(27,944,206)
|
Net increase (decrease)
|
10,835,527
|
4,338,402
|
$109,111,824
|
$43,624,850
|
Class Z
|
||||
Shares sold
|
204,818,893
|
241,423,439
|
$2,063,021,087
|
$2,427,553,670
|
Reinvestment of distributions
|
8,827,196
|
5,371,493
|
88,926,637
|
54,049,106
|
Shares redeemed
|
(104,723,647)
|
(115,174,688)
|
(1,054,880,693)
|
(1,158,625,891)
|
Net increase (decrease)
|
108,922,442
|
131,620,244
|
$1,097,067,031
|
$1,322,976,885
|
 |
Contents
Asset-Backed Securities - 6.0%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
BAILIWICK OF JERSEY - 1.6%
|
|||
Aimco Clo 19 Ltd / Aimco Clo 19 LLC Series 2024-19A Class A, CME Term SOFR 3 month Index + 1.35%, 5.6755% 10/20/2037 (b)(c)(d)
|
250,000
|
250,872
|
|
Blueberry Park Clo Ltd Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.35%, 5.6755% 10/20/2037 (b)(c)(d)
|
250,000
|
250,625
|
|
Dryden 108 Clo Ltd / Dryden 108 Clo LLC Series 2024-108A Class A1R, CME Term SOFR 3 month Index + 1.36%, 5.689% 7/18/2037 (b)(c)(d)
|
250,000
|
250,949
|
|
TOTAL BAILIWICK OF JERSEY
|
752,446
|
||
GRAND CAYMAN (UK OVERSEAS TER) - 3.9%
|
|||
Aimco CLO 11 Ltd Series 2024-11A Class A1R2, CME Term SOFR 3 month Index + 1.34%, 5.6624% 7/17/2037 (b)(c)(d)
|
250,000
|
250,979
|
|
AIMCO CLO Series 2024-BA Class ARR, CME Term SOFR 3 month Index + 1.5%, 5.8178% 4/16/2037 (b)(c)(d)
|
250,000
|
250,811
|
|
Ares Lix Clo Ltd Series 2021-59A Class A, CME Term SOFR 3 month Index + 1.2916%, 5.6101% 4/25/2034 (b)(c)(d)
|
250,000
|
250,265
|
|
CEDF Series 2021-6A Class ARR, CME Term SOFR 3 month Index + 1.3116%, 5.6371% 4/20/2034 (b)(c)(d)
|
200,000
|
200,092
|
|
RR 28 LTD / RR 28 LLC Series 2024-28RA Class A1R, CME Term SOFR 3 month Index + 1.55%, 5.8676% 4/15/2037 (b)(c)(d)
|
250,000
|
250,673
|
|
Symphony Clo Xxvi Ltd / Symphony Clo Xxvi LLC Series 2021-26A Class AR, CME Term SOFR 3 month Index + 1.3416%, 5.6671% 4/20/2033 (b)(c)(d)
|
430,212
|
430,359
|
|
Voya CLO Ltd Series 2023-1A Class A1, CME Term SOFR 3 month Index + 1.8%, 6.1255% 1/20/2037 (b)(c)(d)
|
250,000
|
250,705
|
|
TOTAL GRAND CAYMAN (UK OVERSEAS TER)
|
1,883,884
|
||
MULTI-NATIONAL - 0.3%
|
|||
Allegro Clo Xv Ltd / Allegro Clo Vx LLC Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.18%, 5.5055% 4/20/2038 (b)(c)(d)
|
150,000
|
150,020
|
|
UNITED STATES - 0.2%
|
|||
Planet Fitness Master Issuer LLC Series 2022-1A Class A2I, 3.251% 12/5/2051 (c)
|
96,750
|
94,715
|
|
|
TOTAL ASSET-BACKED SECURITIES
(Cost $2,863,374)
|
2,881,065
|
||
Bank Loan Obligations - 0.8%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
FRANCE - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Altice France SA Tranche B-13 1LN, term loan CME Term SOFR 6 month Index + 4%, 10.5% 8/14/2026 (b)(d)(e)
|
997
|
881
|
|
Altice France SA Tranche B14 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 9.8176% 8/15/2028 (b)(d)(e)
|
8,977
|
8,210
|
|
TOTAL FRANCE
|
9,091
|
||
LUXEMBOURG - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Media - 0.0%
|
|||
Altice Financing SA Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.3176% 10/31/2027 (b)(d)(e)
|
1,000
|
864
|
|
NETHERLANDS - 0.0%
|
|||
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Enstall Group BV Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.5572% 8/30/2028 (b)(d)(e)
|
10,369
|
5,081
|
|
SWITZERLAND - 0.0%
|
|||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Consolidated Energy Finance SA Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.816% 11/15/2030 (b)(d)(e)
|
7,985
|
7,550
|
|
UNITED STATES - 0.8%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Connect Holding II LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.75%, 4.3135% 10/3/2031 (b)(d)(e)
|
1,034
|
754
|
|
Connect Holding II LLC Tranche B-DD 1LN, term loan CME Term SOFR 1 month Index + 0%, 1% 4/3/2031 (b)(d)(e)(f)
|
1,159
|
1,061
|
|
Connect Holding II LLC Tranche B-DD 1LN, term loan CME Term SOFR 1 month Index + 0%, 8.6055% 4/3/2031 (b)(d)(e)
|
10,841
|
9,931
|
|
Lumen Technologies Inc Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.35%, 6.7805% 4/15/2030 (b)(d)(e)
|
1,990
|
1,976
|
|
13,722
|
|||
Media - 0.0%
|
|||
CMG Media Corp Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.8956% 6/18/2029 (b)(d)(e)
|
4,953
|
4,752
|
|
CSC Holdings LLC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.8631% 1/18/2028 (b)(d)(e)
|
1,990
|
1,982
|
|
6,734
|
|||
TOTAL COMMUNICATION SERVICES
|
20,456
|
||
Consumer Discretionary - 0.3%
|
|||
Diversified Consumer Services - 0.0%
|
|||
Spin Holdco Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5774% 3/4/2028 (b)(d)(e)
|
25,791
|
21,778
|
|
Hotels, Restaurants & Leisure - 0.2%
|
|||
BCPE Flavor Debt Merger Sub LLC 1LN, term loan CME Term SOFR 1 month Index + 5%, 9.316% 7/2/2032 (b)(d)(e)
|
8,416
|
8,184
|
|
BCPE Flavor Debt Merger Sub LLC Tranche DD 1LN, term loan CME Term SOFR 1 month Index + 5%, 1% 7/2/2032 (b)(d)(e)(f)
|
1,584
|
1,541
|
|
Horizon US Finco LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.0579% 10/31/2031 (b)(d)(e)
|
3,989
|
3,919
|
|
United PF Holdings LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5695% 12/30/2026 (b)(d)(e)
|
17,787
|
17,091
|
|
United PF Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 8.5%, 13.0695% 12/30/2026 (b)(d)(e)
|
992
|
957
|
|
31,692
|
|||
Household Durables - 0.1%
|
|||
TGP Holdings III LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.666% 6/29/2028 (b)(d)(e)
|
13,995
|
12,631
|
|
Weber-Stephen Products LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6805% 10/30/2027 (b)(d)(e)
|
6,978
|
6,954
|
|
Weber-Stephen Products LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.666% 10/30/2027 (b)(d)(e)
|
4,987
|
4,966
|
|
24,551
|
|||
Specialty Retail - 0.0%
|
|||
LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.2099% 6/6/2031 (b)(d)(e)
|
2,943
|
2,854
|
|
LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 9.3599% 6/6/2031 (b)(d)(e)
|
6,997
|
6,915
|
|
Staples Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.75%, 10.0462% 9/4/2029 (b)(d)(e)
|
9,912
|
9,070
|
|
18,839
|
|||
TOTAL CONSUMER DISCRETIONARY
|
96,860
|
||
Consumer Staples - 0.0%
|
|||
Consumer Staples Distribution & Retail - 0.0%
|
|||
C&S Wholesale Grocers Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 0% 8/6/2030 (b)(d)(e)(g)
|
5,000
|
4,878
|
|
Food Products - 0.0%
|
|||
Del Monte Foods Corp II Inc 1LN, term loan CME Term SOFR 3 month Index + 8.15%, 0% 8/2/2028 (b)(d)(e)(h)
|
1,192
|
566
|
|
Del Monte Foods Corp II Inc Tranche FLFO B 1LN, term loan CME Term SOFR 3 month Index + 8%, 0% 8/2/2028 (b)(d)(e)(h)
|
345
|
164
|
|
Del Monte Foods Corp II Inc Tranche TLA DIP, term loan CME Term SOFR 3 month Index + 0.1%, 13.9612% 3/30/2026 (b)(d)(e)
|
2,887
|
2,752
|
|
Del Monte Foods Corp II Inc Tranche TLB DIP ROLLUP, term loan CME Term SOFR 3 month Index + 0.1%, 13.964% 3/30/2026 (b)(d)(e)
|
3,745
|
2,921
|
|
Nourish Buyer I Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.8294% 7/12/2032 (b)(d)(e)
|
5,000
|
4,963
|
|
11,366
|
|||
TOTAL CONSUMER STAPLES
|
16,244
|
||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
New Fortress Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 9.8075% 10/30/2028 (b)(d)(e)
|
29,925
|
14,252
|
|
Financials - 0.0%
|
|||
Insurance - 0.0%
|
|||
Asurion LLC Tranche B3 2LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.6805% 1/31/2028 (b)(d)(e)
|
7,000
|
6,801
|
|
Health Care - 0.2%
|
|||
Health Care Equipment & Supplies - 0.0%
|
|||
QuidelOrtho Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 0% 8/16/2032 (b)(d)(e)(g)
|
5,000
|
4,937
|
|
Health Care Providers & Services - 0.0%
|
|||
Cano Health LLC 1LN, term loan CME Term SOFR 3 month Index + 8%, 13.7956% 6/28/2029 (b)(d)(e)
|
1,709
|
1,388
|
|
HAH Group Holding Co LLC 1LN, term loan CME Term SOFR 1 month Index + 5%, 9.316% 9/24/2031 (b)(d)(e)
|
3,992
|
3,570
|
|
ModivCare Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.0456% 7/1/2031 (b)(d)(e)
|
4,950
|
2,166
|
|
Team Health Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 0% 6/23/2028 (b)(d)(e)(g)
|
5,000
|
4,977
|
|
12,101
|
|||
Pharmaceuticals - 0.2%
|
|||
1261229 BC Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 6.25%, 10.566% 10/8/2030 (b)(d)(e)
|
45,000
|
44,338
|
|
TOTAL HEALTH CARE
|
61,376
|
||
Industrials - 0.1%
|
|||
Aerospace & Defense - 0.0%
|
|||
TransDigm Group Inc Tranche M 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8533% 8/19/2032 (b)(d)(e)
|
5,000
|
5,001
|
|
Air Freight & Logistics - 0.0%
|
|||
Rand Parent LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2956% 3/18/2030 (b)(d)(e)
|
5,000
|
4,977
|
|
Building Products - 0.0%
|
|||
Cornerstone Building Brands Inc 1LN, term loan CME Term SOFR 1 month Index + 5.625%, 9.9881% 8/1/2028 (b)(d)(e)
|
2,000
|
1,924
|
|
Cornerstone Building Brands Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.7131% 4/12/2028 (b)(d)(e)
|
5,000
|
4,731
|
|
6,655
|
|||
Commercial Services & Supplies - 0.1%
|
|||
Brand Industrial Services Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.7962% 8/1/2030 (b)(d)(e)
|
16,920
|
14,822
|
|
Neptune Bidco US Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.4294% 4/11/2029 (b)(d)(e)
|
8,952
|
8,683
|
|
23,505
|
|||
Trading Companies & Distributors - 0.0%
|
|||
Foundation Building Materials Inc 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.8192% 1/31/2028 (b)(d)(e)
|
2,990
|
2,994
|
|
Foundation Building Materials Inc Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.3079% 1/29/2031 (b)(d)(e)
|
995
|
997
|
|
3,991
|
|||
TOTAL INDUSTRIALS
|
44,129
|
||
Information Technology - 0.0%
|
|||
IT Services - 0.0%
|
|||
Constant Contact Inc 2LN, term loan CME Term SOFR 3 month Index + 7.5%, 12.0792% 2/12/2029 (b)(d)(e)
|
1,000
|
877
|
|
Constant Contact Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5792% 2/10/2028 (b)(d)(e)
|
6,957
|
6,636
|
|
7,513
|
|||
Software - 0.0%
|
|||
Polaris Newco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.3195% 6/2/2028 (b)(d)(e)
|
5,972
|
5,662
|
|
Polaris Newco LLC Tranche PIK TERM 2LN, term loan CME Term SOFR 1 month Index + 8%, 13.2989% 6/4/2029 (b)(d)(e)
|
4,000
|
3,793
|
|
9,455
|
|||
TOTAL INFORMATION TECHNOLOGY
|
16,968
|
||
Materials - 0.2%
|
|||
Chemicals - 0.2%
|
|||
American Rock Salt Co LLC 1LN, term loan 2% 6/12/2028 (b)(e)(f)
|
124
|
124
|
|
American Rock Salt Co LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.4605% 6/9/2028 (b)(d)(e)
|
985
|
746
|
|
American Rock Salt Co LLC 1LN, term loan CME Term SOFR 3 month Index + 7%, 11.4633% 6/12/2028 (b)(d)(e)
|
475
|
474
|
|
Herens US Holdco Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.3206% 7/3/2028 (b)(d)(e)
|
21,960
|
19,312
|
|
Hexion Holdings Corp 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.3599% 3/15/2029 (b)(d)(e)
|
6,982
|
6,966
|
|
Hexion Inc 2LN, term loan CME Term SOFR 1 month Index + 7.4375%, 11.8535% 3/15/2030 (b)(d)(e)
|
1,706
|
1,678
|
|
INEOS US Petrochem LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.666% 4/2/2029 (b)(d)(e)
|
10,000
|
8,975
|
|
M2S Group Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.0579% 8/25/2031 (b)(d)(e)
|
13,386
|
13,172
|
|
Olympus Water US Holding Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 0% 7/26/2032 (b)(d)(e)(g)
|
5,000
|
4,983
|
|
56,430
|
|||
Metals & Mining - 0.0%
|
|||
Vibrantz Technologies Inc 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.7285% 4/23/2029 (b)(d)(e)
|
8,977
|
7,094
|
|
TOTAL MATERIALS
|
63,524
|
||
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Natgasoline LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.816% 3/29/2030 (b)(d)(e)
|
8,936
|
8,995
|
|
TOTAL UNITED STATES
|
349,605
|
||
|
TOTAL BANK LOAN OBLIGATIONS
(Cost $388,910)
|
372,191
|
||
Commercial Mortgage Securities - 0.9%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.9%
|
|||
BX Trust 2025-ROIC Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 5.5069% 3/15/2030 (b)(c)(d)
|
74,709
|
74,615
|
|
BXHPP Trust Series 2021-FILM Class A, CME Term SOFR 1 month Index + 0.7645%, 5.1275% 8/15/2036 (b)(c)(d)
|
250,000
|
241,635
|
|
DC Commercial Mortgage Trust Series 2023-DC Class A, 6.3143% 9/12/2040 (c)
|
100,000
|
103,883
|
|
TOTAL UNITED STATES
|
420,133
|
||
|
TOTAL COMMERCIAL MORTGAGE SECURITIES
(Cost $419,948)
|
420,133
|
||
Common Stocks - 0.0%
|
|||
Shares
|
Value ($)
|
||
UNITED STATES - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
New Fortress Energy Inc
|
343
|
844
|
|
Health Care - 0.0%
|
|||
Health Care Providers & Services - 0.0%
|
|||
Cano Health LLC (i)(j)
|
268
|
3,243
|
|
Cano Health LLC warrants (i)(j)
|
29
|
99
|
|
3,342
|
|||
TOTAL UNITED STATES
|
4,186
|
||
|
TOTAL COMMON STOCKS
(Cost $15,175)
|
4,186
|
||
Convertible Corporate Bonds - 0.2%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.2%
|
|||
Communication Services - 0.1%
|
|||
Media - 0.1%
|
|||
EchoStar Corp 3.875% 11/30/2030 pay-in-kind
|
21,014
|
42,768
|
|
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
Redfin Corp 0.5% 4/1/2027
|
14,000
|
12,880
|
|
Information Technology - 0.1%
|
|||
Semiconductors & Semiconductor Equipment - 0.1%
|
|||
MKS Inc 1.25% 6/1/2030
|
6,000
|
6,012
|
|
ON Semiconductor Corp 0% 5/1/2027 (k)
|
5,000
|
5,713
|
|
Wolfspeed Inc 1.875% (h)
|
22,000
|
7,865
|
|
19,590
|
|||
Software - 0.0%
|
|||
Riot Platforms Inc 0.75% 1/15/2030 (c)
|
14,000
|
16,786
|
|
TOTAL INFORMATION TECHNOLOGY
|
36,376
|
||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
PG&E Corp 4.25% 12/1/2027
|
5,000
|
5,078
|
|
TOTAL UNITED STATES
|
97,102
|
||
|
TOTAL CONVERTIBLE CORPORATE BONDS
(Cost $74,949)
|
97,102
|
||
Convertible Preferred Stocks - 0.0%
|
|||
Shares
|
Value ($)
|
||
UNITED STATES - 0.0%
|
|||
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
Acrisure Holdings Inc Series A-2 (j)
|
282
|
7,160
|
|
Apollo Global Management Inc Series A, 6.75%
|
50
|
3,588
|
|
10,748
|
|||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Albemarle Corp 7.25%
|
59
|
2,332
|
|
TOTAL UNITED STATES
|
13,080
|
||
|
TOTAL CONVERTIBLE PREFERRED STOCKS
(Cost $12,732)
|
13,080
|
||
Foreign Government and Government Agency Obligations - 0.8%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
GERMANY - 0.1%
|
|||
German Federal Republic 0% 8/15/2030 (l)
|
EUR
|
25,000
|
26,274
|
German Federal Republic 0% 8/15/2031 (l)
|
EUR
|
20,000
|
20,443
|
German Federal Republic 2.6% 8/15/2035 (l)
|
EUR
|
10,000
|
11,584
|
TOTAL GERMANY
|
58,301
|
||
MEXICO - 0.5%
|
|||
United Mexican States 3.5% 2/12/2034
|
250,000
|
213,313
|
|
UNITED KINGDOM - 0.2%
|
|||
United Kingdom of Great Britain and Northern Ireland 0.875% 7/31/2033 (l)
|
GBP
|
30,000
|
30,862
|
United Kingdom of Great Britain and Northern Ireland 4.25% 6/7/2032 (l)
|
GBP
|
29,000
|
39,139
|
United Kingdom of Great Britain and Northern Ireland 4.25% 7/31/2034 (l)
|
GBP
|
20,000
|
26,256
|
TOTAL UNITED KINGDOM
|
96,257
|
||
|
TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
(Cost $352,802)
|
367,871
|
||
Non-Convertible Corporate Bonds - 32.8%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
AUSTRALIA - 0.1%
|
|||
Materials - 0.1%
|
|||
Metals & Mining - 0.1%
|
|||
Mineral Resources Ltd 8% 11/1/2027 (c)
|
8,000
|
8,143
|
|
Mineral Resources Ltd 8.125% 5/1/2027 (c)
|
7,000
|
7,003
|
|
Mineral Resources Ltd 8.5% 5/1/2030 (c)
|
31,000
|
32,176
|
|
TOTAL AUSTRALIA
|
47,322
|
||
BRAZIL - 0.0%
|
|||
Industrials - 0.0%
|
|||
Commercial Services & Supplies - 0.0%
|
|||
Ambipar Lux Sarl 9.875% 2/6/2031 (c)
|
11,000
|
9,237
|
|
CANADA - 0.7%
|
|||
Communication Services - 0.3%
|
|||
Diversified Telecommunication Services - 0.3%
|
|||
TELUS Corp 3.4% 5/13/2032
|
130,000
|
119,162
|
|
TELUS Corp 6.625% 10/15/2055 (b)
|
4,000
|
4,069
|
|
TELUS Corp 7% 10/15/2055 (b)
|
2,000
|
2,052
|
|
125,283
|
|||
Consumer Discretionary - 0.1%
|
|||
Hotels, Restaurants & Leisure - 0.1%
|
|||
1011778 BC ULC / New Red Finance Inc 4% 10/15/2030 (c)
|
11,000
|
10,285
|
|
1011778 BC ULC / New Red Finance Inc 5.625% 9/15/2029 (c)
|
14,000
|
14,167
|
|
1011778 BC ULC / New Red Finance Inc 6.125% 6/15/2029 (c)
|
4,000
|
4,097
|
|
28,549
|
|||
Consumer Staples - 0.2%
|
|||
Consumer Staples Distribution & Retail - 0.2%
|
|||
Alimentation Couche-Tard Inc 3.625% 5/13/2051 (c)
|
150,000
|
104,451
|
|
Industrials - 0.0%
|
|||
Machinery - 0.0%
|
|||
New Flyer Holdings Inc 9.25% 7/1/2030 (c)
|
2,000
|
2,145
|
|
Information Technology - 0.1%
|
|||
Software - 0.1%
|
|||
Open Text Corp 3.875% 12/1/2029 (c)
|
22,000
|
20,738
|
|
Open Text Corp 3.875% 2/15/2028 (c)
|
13,000
|
12,636
|
|
Open Text Holdings Inc 4.125% 12/1/2031 (c)
|
8,000
|
7,361
|
|
Open Text Holdings Inc 4.125% 2/15/2030 (c)
|
7,000
|
6,608
|
|
47,343
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
Hudbay Minerals Inc 4.5% 4/1/2026 (c)
|
7,000
|
6,952
|
|
Hudbay Minerals Inc 6.125% 4/1/2029 (c)
|
7,000
|
7,077
|
|
14,029
|
|||
Utilities - 0.0%
|
|||
Gas Utilities - 0.0%
|
|||
AltaGas Ltd 7.2% 10/15/2054 (b)(c)
|
22,000
|
22,293
|
|
TOTAL CANADA
|
344,093
|
||
CHILE - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Media - 0.0%
|
|||
VTR Finance NV 6.375% 7/15/2028 (c)
|
14,000
|
13,664
|
|
Industrials - 0.0%
|
|||
Construction & Engineering - 0.0%
|
|||
ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C 7.875% 2/3/2030 (c)
|
5,000
|
5,089
|
|
TOTAL CHILE
|
18,753
|
||
COLOMBIA - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Canacol Energy Ltd 5.75% 11/24/2028 (c)
|
19,000
|
7,054
|
|
Gran Tierra Energy Inc 9.5% 10/15/2029 (c)
|
7,000
|
5,696
|
|
12,750
|
|||
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA 5.375% 12/30/2030 (c)
|
10,000
|
9,175
|
|
TOTAL COLOMBIA
|
21,925
|
||
FINLAND - 0.5%
|
|||
Consumer Discretionary - 0.0%
|
|||
Leisure Products - 0.0%
|
|||
Amer Sports Co 6.75% 2/16/2031 (c)
|
12,000
|
12,508
|
|
Financials - 0.2%
|
|||
Banks - 0.2%
|
|||
Nordea Bank Abp 3.625% 3/15/2034 (l)
|
EUR
|
100,000
|
118,506
|
Real Estate - 0.3%
|
|||
Real Estate Management & Development - 0.3%
|
|||
Citycon Treasury BV 5% 3/11/2030 (l)
|
EUR
|
100,000
|
119,633
|
TOTAL FINLAND
|
250,647
|
||
FRANCE - 0.8%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Altice France SA 5.125% 7/15/2029 (c)
|
36,000
|
30,780
|
|
Altice France SA 5.5% 1/15/2028 (c)
|
5,000
|
4,400
|
|
Altice France SA 5.5% 10/15/2029 (c)
|
1,000
|
857
|
|
36,037
|
|||
Energy - 0.1%
|
|||
Energy Equipment & Services - 0.1%
|
|||
Vallourec SACA 7.5% 4/15/2032 (c)
|
27,000
|
28,671
|
|
Viridien 10% 10/15/2030 (c)
|
11,000
|
10,993
|
|
39,664
|
|||
Financials - 0.7%
|
|||
Banks - 0.7%
|
|||
BNP Paribas SA 4.042% 1/10/2032 (b)(l)
|
EUR
|
100,000
|
120,591
|
Societe Generale SA 5.5% 4/13/2029 (b)(c)
|
200,000
|
204,428
|
|
325,019
|
|||
TOTAL FRANCE
|
400,720
|
||
GERMANY - 0.5%
|
|||
Consumer Discretionary - 0.0%
|
|||
Automobile Components - 0.0%
|
|||
ZF North America Capital Inc 6.75% 4/23/2030 (c)
|
5,000
|
4,873
|
|
Real Estate - 0.2%
|
|||
Real Estate Management & Development - 0.2%
|
|||
Vonovia SE 0.625% 3/24/2031 (l)
|
EUR
|
100,000
|
101,861
|
Utilities - 0.3%
|
|||
Electric Utilities - 0.3%
|
|||
EnBW International Finance BV 3.85% 5/23/2030 (l)
|
EUR
|
100,000
|
121,836
|
TOTAL GERMANY
|
228,570
|
||
GHANA - 0.1%
|
|||
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
Kosmos Energy Ltd 7.125% 4/4/2026 (c)
|
7,000
|
6,937
|
|
Kosmos Energy Ltd 7.75% 5/1/2027 (c)
|
6,000
|
5,679
|
|
Tullow Oil PLC 10.25% 5/15/2026 (c)
|
15,000
|
12,633
|
|
TOTAL GHANA
|
25,249
|
||
GRAND CAYMAN (UK OVERSEAS TER) - 0.0%
|
|||
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
Global Aircraft Leasing Co Ltd 8.75% 9/1/2027 (c)
|
10,000
|
10,289
|
|
HONG KONG - 0.4%
|
|||
Financials - 0.4%
|
|||
Insurance - 0.4%
|
|||
AIA Group Ltd 3.375% 4/7/2030 (c)
|
200,000
|
193,887
|
|
Industrials - 0.0%
|
|||
Marine Transportation - 0.0%
|
|||
Seaspan Corp 5.5% 8/1/2029 (c)
|
3,000
|
2,843
|
|
TOTAL HONG KONG
|
196,730
|
||
IRELAND - 0.3%
|
|||
Financials - 0.3%
|
|||
Banks - 0.3%
|
|||
AIB Group PLC 2.875% 5/30/2031 (b)(l)
|
EUR
|
100,000
|
117,016
|
Industrials - 0.0%
|
|||
Commercial Services & Supplies - 0.0%
|
|||
Cimpress PLC 7.375% 9/15/2032 (c)
|
15,000
|
15,051
|
|
TOTAL IRELAND
|
132,067
|
||
ISRAEL - 0.1%
|
|||
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
Energean Israel Finance Ltd 4.875% 3/30/2026 (c)(l)
|
3,000
|
2,966
|
|
Energean Israel Finance Ltd 5.375% 3/30/2028 (c)(l)
|
4,000
|
3,880
|
|
Energean Israel Finance Ltd 5.875% 3/30/2031 (c)(l)
|
2,000
|
1,878
|
|
Energean PLC 6.5% 4/30/2027 (c)
|
24,000
|
23,734
|
|
TOTAL ISRAEL
|
32,458
|
||
ITALY - 1.4%
|
|||
Financials - 0.3%
|
|||
Banks - 0.3%
|
|||
Intesa Sanpaolo SpA 5.125% 8/29/2031 (l)
|
EUR
|
100,000
|
129,307
|
Utilities - 1.1%
|
|||
Electric Utilities - 0.7%
|
|||
Enel Finance International NV 2.875% 4/11/2029 (l)
|
GBP
|
100,000
|
127,198
|
Enel Finance International NV 5.125% 6/26/2029 (c)
|
200,000
|
204,995
|
|
332,193
|
|||
Gas Utilities - 0.4%
|
|||
Snam SpA 5% 5/28/2030 (c)
|
200,000
|
203,051
|
|
TOTAL UTILITIES
|
535,244
|
||
TOTAL ITALY
|
664,551
|
||
JAPAN - 0.4%
|
|||
Communication Services - 0.4%
|
|||
Diversified Telecommunication Services - 0.4%
|
|||
NTT Finance Corp 4.62% 7/16/2028 (c)
|
200,000
|
202,134
|
|
LUXEMBOURG - 0.3%
|
|||
Communication Services - 0.0%
|
|||
Media - 0.0%
|
|||
Altice Financing SA 5.75% 8/15/2029 (c)
|
17,000
|
13,473
|
|
Altice Financing SA 9.625% 7/15/2027 (c)
|
1,000
|
930
|
|
Altice France Holding SA 6% 2/15/2028 (c)
|
12,000
|
4,319
|
|
18,722
|
|||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Herens Holdco Sarl 4.75% 5/15/2028 (c)
|
8,000
|
6,882
|
|
Real Estate - 0.3%
|
|||
Industrial REITs - 0.3%
|
|||
Prologis International Funding II SA 4.375% 7/1/2036 (l)
|
EUR
|
100,000
|
121,200
|
TOTAL LUXEMBOURG
|
146,804
|
||
MULTI-NATIONAL - 0.1%
|
|||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
European Investment Bank 0.5% 11/13/2037
|
EUR
|
50,000
|
42,824
|
NETHERLANDS - 0.7%
|
|||
Financials - 0.5%
|
|||
Banks - 0.5%
|
|||
Cooperatieve Rabobank UA 1.125% 5/7/2031 (l)
|
EUR
|
100,000
|
104,827
|
ING Groep NV 4.5% 5/23/2029 (b)(l)
|
EUR
|
100,000
|
122,075
|
226,902
|
|||
Information Technology - 0.2%
|
|||
Semiconductors & Semiconductor Equipment - 0.2%
|
|||
NXP BV / NXP Funding LLC / NXP USA Inc 2.5% 5/11/2031
|
140,000
|
125,485
|
|
TOTAL NETHERLANDS
|
352,387
|
||
NIGERIA - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
IHS Holding Ltd 5.625% 11/29/2026 (c)
|
3,000
|
2,948
|
|
IHS Holding Ltd 6.25% 11/29/2028 (c)
|
1,000
|
988
|
|
IHS Holding Ltd 8.25% 11/29/2031 (c)
|
14,000
|
14,400
|
|
TOTAL NIGERIA
|
18,336
|
||
NORWAY - 0.2%
|
|||
Financials - 0.2%
|
|||
Banks - 0.2%
|
|||
DNB Bank ASA 0.25% 2/23/2029 (b)(l)
|
EUR
|
100,000
|
110,203
|
PANAMA - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Wireless Telecommunication Services - 0.0%
|
|||
C&W Senior Finance Ltd 9% 1/15/2033 (c)
|
15,000
|
15,748
|
|
SOUTH AFRICA - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Liquid Telecommunications Financing Plc 5.5% 9/4/2026 (c)
|
13,000
|
11,253
|
|
SPAIN - 0.3%
|
|||
Utilities - 0.3%
|
|||
Electric Utilities - 0.3%
|
|||
Iberdrola Finanzas SA 3% 9/30/2031 (l)
|
EUR
|
100,000
|
117,019
|
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Atlantica Sustainable Infrastructure Ltd 4.125% 6/15/2028 (c)
|
21,000
|
20,338
|
|
TOTAL SPAIN
|
137,357
|
||
SWITZERLAND - 0.3%
|
|||
Financials - 0.3%
|
|||
Insurance - 0.3%
|
|||
Swiss Re Finance Luxembourg SA 2.534% 4/30/2050 (b)(l)
|
EUR
|
100,000
|
112,354
|
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Consolidated Energy Finance SA 12% 2/15/2031 (c)
|
9,000
|
8,272
|
|
Consolidated Energy Finance SA 5.625% 10/15/2028 (c)
|
2,000
|
1,677
|
|
9,949
|
|||
TOTAL SWITZERLAND
|
122,303
|
||
TANZANIA - 0.0%
|
|||
Information Technology - 0.0%
|
|||
Communications Equipment - 0.0%
|
|||
HTA Group Ltd/Mauritius 7.5% 6/4/2029 (c)
|
16,000
|
16,560
|
|
UNITED KINGDOM - 2.3%
|
|||
Consumer Discretionary - 0.2%
|
|||
Hotels, Restaurants & Leisure - 0.2%
|
|||
Compass Group PLC 3.25% 9/16/2033 (l)
|
EUR
|
100,000
|
116,134
|
Consumer Staples - 0.3%
|
|||
Household Products - 0.3%
|
|||
Reckitt Benckiser Treasury Services PLC 3.875% 9/14/2033 (l)
|
EUR
|
100,000
|
120,843
|
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
EG Global Finance PLC 12% 11/30/2028 (c)
|
21,000
|
23,186
|
|
Financials - 0.5%
|
|||
Banks - 0.5%
|
|||
Lloyds Banking Group PLC 3.875% 5/14/2032 (b)(l)
|
EUR
|
100,000
|
119,910
|
NatWest Group PLC 2.057% 11/9/2028 (b)(l)
|
GBP
|
100,000
|
128,055
|
247,965
|
|||
Health Care - 0.3%
|
|||
Pharmaceuticals - 0.3%
|
|||
Astrazeneca Finance LLC 1.75% 5/28/2028
|
140,000
|
132,421
|
|
Utilities - 1.0%
|
|||
Electric Utilities - 0.6%
|
|||
NGG Finance PLC 2.125% 9/5/2082 (b)(l)
|
EUR
|
100,000
|
114,637
|
SSE PLC 4% 9/5/2031 (l)
|
EUR
|
100,000
|
122,277
|
236,914
|
|||
Independent Power and Renewable Electricity Producers - 0.1%
|
|||
California Buyer Ltd / Atlantica Sustainable Infrastructure PLC 6.375% 2/15/2032 (c)
|
56,000
|
56,801
|
|
Water Utilities - 0.3%
|
|||
Severn Trent Utilities Finance PLC 4.625% 11/30/2034 (l)
|
GBP
|
100,000
|
125,873
|
TOTAL UTILITIES
|
419,588
|
||
TOTAL UNITED KINGDOM
|
1,060,137
|
||
UNITED STATES - 23.3%
|
|||
Communication Services - 1.8%
|
|||
Diversified Telecommunication Services - 0.7%
|
|||
Cablevision Lightpath LLC 3.875% 9/15/2027 (c)
|
1,000
|
987
|
|
Connect Holding II LLC 10.5% 4/3/2031 (c)
|
5,000
|
4,921
|
|
Level 3 Financing Inc 10% 10/15/2032 (c)
|
1,000
|
1,003
|
|
Level 3 Financing Inc 3.625% 1/15/2029 (c)
|
4,000
|
3,400
|
|
Level 3 Financing Inc 3.75% 7/15/2029 (c)
|
8,000
|
6,680
|
|
Level 3 Financing Inc 3.875% 10/15/2030 (c)
|
3,000
|
2,550
|
|
Level 3 Financing Inc 4% 4/15/2031 (c)
|
24,000
|
20,100
|
|
Level 3 Financing Inc 4.25% 7/1/2028 (c)
|
2,000
|
1,834
|
|
Level 3 Financing Inc 4.5% 4/1/2030 (c)
|
13,000
|
11,668
|
|
Level 3 Financing Inc 4.875% 6/15/2029 (c)
|
5,000
|
4,663
|
|
Level 3 Financing Inc 6.875% 6/30/2033 (c)
|
10,000
|
10,090
|
|
Level 3 Financing Inc 7% 3/31/2034 (c)
|
10,000
|
10,068
|
|
Lumen Technologies Inc 4.125% 4/15/2030 (c)
|
2,000
|
1,960
|
|
Lumen Technologies Inc 4.5% 1/15/2029 (c)
|
1,000
|
910
|
|
Verizon Communications Inc 5.05% 5/9/2033
|
250,000
|
254,560
|
|
335,394
|
|||
Entertainment - 0.3%
|
|||
Walt Disney Co/The 2.65% 1/13/2031
|
140,000
|
130,160
|
|
Interactive Media & Services - 0.0%
|
|||
Snap Inc 6.875% 3/1/2033 (c)
|
2,000
|
2,020
|
|
Snap Inc 6.875% 3/15/2034 (c)
|
5,000
|
5,013
|
|
7,033
|
|||
Media - 0.8%
|
|||
Advantage Sales & Marketing Inc 6.5% 11/15/2028 (c)
|
6,000
|
4,980
|
|
CCO Holdings LLC / CCO Holdings Capital Corp 4.25% 1/15/2034 (c)
|
33,000
|
28,654
|
|
CCO Holdings LLC / CCO Holdings Capital Corp 4.75% 2/1/2032 (c)
|
29,000
|
26,901
|
|
CCO Holdings LLC / CCO Holdings Capital Corp 5.125% 5/1/2027 (c)
|
17,000
|
16,914
|
|
CCO Holdings LLC / CCO Holdings Capital Corp 5.375% 6/1/2029 (c)
|
1,000
|
992
|
|
CCO Holdings LLC / CCO Holdings Capital Corp 5.5% 5/1/2026 (c)
|
13,000
|
13,013
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.05% 3/30/2029
|
10,000
|
10,156
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.1% 6/1/2029
|
22,000
|
23,125
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.55% 6/1/2034
|
12,000
|
12,729
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.7% 12/1/2055 (m)
|
100,000
|
98,794
|
|
CMG Media Corp 8.875% 6/18/2029 (c)
|
2,000
|
1,863
|
|
CSC Holdings LLC 3.375% 2/15/2031 (c)
|
27,000
|
17,269
|
|
CSC Holdings LLC 4.625% 12/1/2030 (c)
|
15,000
|
6,572
|
|
DISH DBS Corp 5.125% 6/1/2029
|
23,000
|
18,987
|
|
DISH DBS Corp 5.25% 12/1/2026 (c)
|
1,000
|
970
|
|
DISH DBS Corp 7.375% 7/1/2028
|
4,000
|
3,620
|
|
DISH DBS Corp 7.75% 7/1/2026
|
2,000
|
1,945
|
|
Dotdash Meredith Inc 7.625% 6/15/2032 (c)
|
5,000
|
4,899
|
|
EchoStar Corp 6.75% 11/30/2030 pay-in-kind (b)
|
28,897
|
28,509
|
|
EW Scripps Co/The 9.875% 8/15/2030 (c)
|
3,000
|
2,820
|
|
Paramount Global 6.375% 3/30/2062 (b)
|
10,000
|
10,017
|
|
Univision Communications Inc 7.375% 6/30/2030 (c)
|
19,000
|
19,104
|
|
Univision Communications Inc 8% 8/15/2028 (c)
|
7,000
|
7,265
|
|
Univision Communications Inc 8.5% 7/31/2031 (c)
|
33,000
|
34,006
|
|
Univision Communications Inc 9.375% 8/1/2032 (c)
|
5,000
|
5,265
|
|
399,369
|
|||
TOTAL COMMUNICATION SERVICES
|
871,956
|
||
Consumer Discretionary - 2.3%
|
|||
Automobile Components - 0.0%
|
|||
Adient Global Holdings Ltd 7.5% 2/15/2033 (c)
|
10,000
|
10,414
|
|
Automobiles - 0.1%
|
|||
General Motors Co 5.4% 10/15/2029
|
40,000
|
41,261
|
|
Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC 10% 1/15/2031 (c)
|
4,000
|
3,780
|
|
45,041
|
|||
Broadline Retail - 0.2%
|
|||
GrubHub Holdings Inc 5.5% 7/1/2027 (c)
|
10,000
|
9,966
|
|
Nordstrom Inc 4.375% 4/1/2030
|
10,000
|
9,209
|
|
Saks Global Enterprises LLC 11% 12/15/2029 (c)
|
7,152
|
2,824
|
|
Wayfair LLC 7.25% 10/31/2029 (c)
|
44,000
|
44,864
|
|
Wayfair LLC 7.75% 9/15/2030 (c)
|
9,000
|
9,298
|
|
76,161
|
|||
Diversified Consumer Services - 0.1%
|
|||
Sotheby's 7.375% 10/15/2027 (c)
|
19,000
|
18,791
|
|
StoneMor Inc 8.5% 5/15/2029 (c)
|
11,000
|
10,612
|
|
29,403
|
|||
Hotels, Restaurants & Leisure - 0.3%
|
|||
BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc 9.5% 7/1/2032 (c)
|
5,000
|
5,185
|
|
Carnival Corp 5.75% 3/15/2030 (c)
|
23,000
|
23,579
|
|
Carnival Corp 5.75% 8/1/2032 (c)
|
5,000
|
5,088
|
|
Carnival Corp 5.875% 6/15/2031 (c)
|
10,000
|
10,251
|
|
Carnival Corp 6.125% 2/15/2033 (c)
|
12,000
|
12,323
|
|
CEC Entertainment LLC 6.75% 5/1/2026 (c)
|
8,000
|
7,967
|
|
Hilton Domestic Operating Co Inc 3.625% 2/15/2032 (c)
|
19,000
|
17,343
|
|
Hilton Domestic Operating Co Inc 5.75% 9/15/2033 (c)
|
20,000
|
20,165
|
|
Hilton Domestic Operating Co Inc 5.875% 3/15/2033 (c)
|
7,000
|
7,144
|
|
Hilton Domestic Operating Co Inc 5.875% 4/1/2029 (c)
|
2,000
|
2,037
|
|
Hilton Domestic Operating Co Inc 6.125% 4/1/2032 (c)
|
7,000
|
7,189
|
|
MajorDrive Holdings IV LLC 6.375% 6/1/2029 (c)
|
6,000
|
4,825
|
|
Yum! Brands Inc 4.625% 1/31/2032
|
18,000
|
17,399
|
|
140,495
|
|||
Household Durables - 0.2%
|
|||
Beazer Homes USA Inc 7.5% 3/15/2031 (c)
|
17,000
|
17,278
|
|
LGI Homes Inc 7% 11/15/2032 (c)
|
20,000
|
19,505
|
|
Newell Brands Inc 6.375% 5/15/2030
|
7,000
|
6,908
|
|
Newell Brands Inc 6.625% 5/15/2032
|
7,000
|
6,837
|
|
Newell Brands Inc 6.875% 4/1/2036 (n)
|
1,000
|
977
|
|
Newell Brands Inc 7% 4/1/2046 (n)
|
7,000
|
6,083
|
|
Newell Brands Inc 8.5% 6/1/2028 (c)
|
4,000
|
4,223
|
|
Tri Pointe Homes Inc 5.25% 6/1/2027
|
6,000
|
5,997
|
|
Tri Pointe Homes Inc 5.7% 6/15/2028
|
2,000
|
2,032
|
|
Whirlpool Corp 5.75% 3/1/2034
|
7,000
|
6,789
|
|
Whirlpool Corp 6.125% 6/15/2030
|
9,000
|
9,100
|
|
Whirlpool Corp 6.5% 6/15/2033
|
26,000
|
26,182
|
|
111,911
|
|||
Specialty Retail - 1.1%
|
|||
Carvana Co 4.875% 9/1/2029 (c)
|
5,000
|
4,551
|
|
Carvana Co 5.625% 10/1/2025 (c)
|
15,000
|
14,963
|
|
Carvana Co 9% 12/1/2028 pay-in-kind (b)(c)
|
3,842
|
3,929
|
|
Carvana Co 9% 6/1/2030 pay-in-kind (b)(c)
|
3,383
|
3,538
|
|
Carvana Co 9% 6/1/2031 pay-in-kind (b)(c)
|
7,816
|
8,868
|
|
Home Depot Inc/The 3.25% 4/15/2032
|
130,000
|
121,060
|
|
LBM Acquisition LLC 6.25% 1/15/2029 (c)
|
5,000
|
4,587
|
|
LBM Acquisition LLC 9.5% 6/15/2031 (c)
|
10,000
|
10,480
|
|
Lowe's Cos Inc 3.75% 4/1/2032
|
130,000
|
123,443
|
|
Lowe's Cos Inc 4.25% 4/1/2052
|
130,000
|
100,721
|
|
Sally Holdings LLC / Sally Capital Inc 6.75% 3/1/2032
|
2,000
|
2,075
|
|
SGUS LLC 11% 12/15/2029 (c)
|
3,030
|
2,663
|
|
Staples Inc 10.75% 9/1/2029 (c)
|
14,000
|
13,405
|
|
Staples Inc 12.75% 1/15/2030 (c)
|
7,271
|
5,176
|
|
TJX Cos Inc/The 3.875% 4/15/2030
|
120,000
|
119,129
|
|
538,588
|
|||
Textiles, Apparel & Luxury Goods - 0.3%
|
|||
Tapestry Inc 3.05% 3/15/2032
|
140,000
|
125,370
|
|
William Carter Co/The 5.625% 3/15/2027 (c)
|
4,000
|
3,992
|
|
129,362
|
|||
TOTAL CONSUMER DISCRETIONARY
|
1,081,375
|
||
Consumer Staples - 0.8%
|
|||
Consumer Staples Distribution & Retail - 0.1%
|
|||
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 4.875% 2/15/2030 (c)
|
10,000
|
9,849
|
|
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 6.25% 3/15/2033 (c)
|
7,000
|
7,160
|
|
C&S Group Enterprises LLC 5% 12/15/2028 (c)
|
8,000
|
7,274
|
|
KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc 9% 2/15/2029 (c)
|
14,000
|
14,738
|
|
Performance Food Group Inc 4.25% 8/1/2029 (c)
|
6,000
|
5,810
|
|
Performance Food Group Inc 6.125% 9/15/2032 (c)
|
7,000
|
7,165
|
|
US Foods Inc 5.75% 4/15/2033 (c)
|
2,000
|
2,006
|
|
54,002
|
|||
Food Products - 0.7%
|
|||
General Mills Inc 2.25% 10/14/2031
|
290,000
|
254,908
|
|
Post Holdings Inc 4.625% 4/15/2030 (c)
|
8,000
|
7,715
|
|
Post Holdings Inc 6.25% 10/15/2034 (c)
|
7,000
|
7,041
|
|
Post Holdings Inc 6.25% 2/15/2032 (c)
|
7,000
|
7,191
|
|
Post Holdings Inc 6.375% 3/1/2033 (c)
|
19,000
|
19,193
|
|
296,048
|
|||
Household Products - 0.0%
|
|||
Resideo Funding Inc 6.5% 7/15/2032 (c)
|
12,000
|
12,253
|
|
TOTAL CONSUMER STAPLES
|
362,303
|
||
Energy - 0.6%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Archrock Partners LP / Archrock Partners Finance Corp 6.25% 4/1/2028 (c)
|
16,000
|
16,054
|
|
Archrock Partners LP / Archrock Partners Finance Corp 6.625% 9/1/2032 (c)
|
4,000
|
4,100
|
|
Nabors Industries Ltd 7.5% 1/15/2028 (c)
|
7,000
|
7,026
|
|
Oceaneering International Inc 6% 2/1/2028
|
20,000
|
20,208
|
|
47,388
|
|||
Oil, Gas & Consumable Fuels - 0.6%
|
|||
Calumet Specialty Products Partners LP / Calumet Finance Corp 8.125% 1/15/2027 (c)
|
5,000
|
4,987
|
|
Calumet Specialty Products Partners LP / Calumet Finance Corp 9.75% 7/15/2028 (c)
|
15,000
|
14,722
|
|
CNX Midstream Partners LP 4.75% 4/15/2030 (c)
|
24,000
|
22,766
|
|
CNX Resources Corp 6% 1/15/2029 (c)
|
8,000
|
8,017
|
|
CNX Resources Corp 7.25% 3/1/2032 (c)
|
12,000
|
12,452
|
|
CNX Resources Corp 7.375% 1/15/2031 (c)
|
7,000
|
7,260
|
|
CVR Energy Inc 8.5% 1/15/2029 (c)
|
17,000
|
17,183
|
|
Global Partners LP / GLP Finance Corp 6.875% 1/15/2029
|
13,000
|
13,175
|
|
Global Partners LP / GLP Finance Corp 7.125% 7/1/2033 (c)
|
5,000
|
5,117
|
|
Kinetik Holdings LP 6.625% 12/15/2028 (c)
|
19,000
|
19,548
|
|
Moss Creek Resources Holdings Inc 8.25% 9/1/2031 (c)
|
4,000
|
3,956
|
|
New Fortress Energy Inc 6.5% 9/30/2026 (c)
|
3,000
|
1,049
|
|
Sunoco LP / Sunoco Finance Corp 4.5% 5/15/2029
|
39,000
|
38,015
|
|
Sunoco LP 6.25% 7/1/2033 (c)
|
7,000
|
7,154
|
|
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 12/31/2030 (c)
|
56,000
|
55,172
|
|
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 9/1/2031 (c)
|
33,000
|
32,421
|
|
262,994
|
|||
TOTAL ENERGY
|
310,382
|
||
Financials - 4.7%
|
|||
Banks - 2.2%
|
|||
Bank of America Corp 2.687% 4/22/2032 (b)
|
70,000
|
63,503
|
|
Bank of America Corp 4.623% 5/9/2029 (b)
|
209,000
|
211,358
|
|
Bank of America Corp 5.015% 7/22/2033 (b)
|
168,000
|
170,660
|
|
Bank of America Corp 6.204% 11/10/2028 (b)
|
50,000
|
52,109
|
|
Citigroup Inc 4.91% 5/24/2033 (b)
|
90,000
|
90,403
|
|
Fifth Third Bancorp 4.895% 9/6/2030 (b)
|
50,000
|
50,862
|
|
JPMorgan Chase & Co 2.963% 1/25/2033 (b)
|
70,000
|
63,499
|
|
JPMorgan Chase & Co 4.586% 4/26/2033 (b)
|
142,000
|
141,398
|
|
JPMorgan Chase & Co 4.912% 7/25/2033 (b)
|
28,000
|
28,389
|
|
JPMorgan Chase & Co 5.103% 4/22/2031 (b)
|
27,000
|
27,855
|
|
JPMorgan Chase & Co 5.572% 4/22/2036 (b)
|
33,000
|
34,308
|
|
Santander Holdings USA Inc 5.807% 9/9/2026 (b)
|
35,000
|
35,007
|
|
Santander Holdings USA Inc 6.499% 3/9/2029 (b)
|
27,000
|
28,262
|
|
Western Alliance Bancorp 3% 6/15/2031 (b)
|
9,000
|
8,547
|
|
1,006,160
|
|||
Capital Markets - 1.2%
|
|||
Goldman Sachs Group Inc/The 3.102% 2/24/2033 (b)
|
109,000
|
99,116
|
|
Goldman Sachs Group Inc/The 3.615% 3/15/2028 (b)
|
130,000
|
128,662
|
|
Jefferies Finance LLC / JFIN Co-Issuer Corp 6.625% 10/15/2031 (c)
|
10,000
|
10,028
|
|
Morgan Stanley 2.943% 1/21/2033 (b)
|
70,000
|
63,055
|
|
Morgan Stanley 4.889% 7/20/2033 (b)
|
68,000
|
68,555
|
|
Morgan Stanley 5.192% 4/17/2031 (b)
|
25,000
|
25,769
|
|
Morgan Stanley 5.664% 4/17/2036 (b)
|
20,000
|
20,818
|
|
MSCI Inc 5.25% 9/1/2035
|
25,000
|
24,800
|
|
State Street Corp 3.031% 11/1/2034 (b)
|
130,000
|
121,973
|
|
562,776
|
|||
Consumer Finance - 0.2%
|
|||
Ally Financial Inc 6.646% 1/17/2040 (b)
|
12,000
|
11,909
|
|
LFS Topco LLC 8.75% 7/15/2030 (c)
|
5,000
|
4,891
|
|
Navient Corp 7.875% 6/15/2032
|
5,000
|
5,276
|
|
OneMain Finance Corp 3.5% 1/15/2027
|
1,000
|
979
|
|
OneMain Finance Corp 3.875% 9/15/2028
|
39,000
|
37,385
|
|
OneMain Finance Corp 6.125% 5/15/2030
|
10,000
|
10,143
|
|
OneMain Finance Corp 6.625% 5/15/2029
|
7,000
|
7,198
|
|
OneMain Finance Corp 7.125% 11/15/2031
|
7,000
|
7,273
|
|
OneMain Finance Corp 7.125% 9/15/2032
|
5,000
|
5,206
|
|
SLM Corp 6.5% 1/31/2030
|
4,000
|
4,186
|
|
94,446
|
|||
Financial Services - 0.2%
|
|||
Block Inc 3.5% 6/1/2031
|
49,000
|
45,267
|
|
Block Inc 5.625% 8/15/2030 (c)
|
5,000
|
5,111
|
|
Block Inc 6% 8/15/2033 (c)
|
5,000
|
5,133
|
|
Block Inc 6.5% 5/15/2032
|
15,000
|
15,542
|
|
Clue Opco LLC 9.5% 10/15/2031 (c)
|
2,000
|
2,129
|
|
NFE Financing LLC 12% 11/15/2029 (c)
|
12,548
|
4,611
|
|
PennyMac Financial Services Inc 6.75% 2/15/2034 (c)
|
5,000
|
5,034
|
|
Scientific Games Holdings LP/Scientific Games US FinCo Inc 6.625% 3/1/2030 (c)
|
10,000
|
9,597
|
|
Walker & Dunlop Inc 6.625% 4/1/2033 (c)
|
2,000
|
2,081
|
|
WEX Inc 6.5% 3/15/2033 (c)
|
7,000
|
7,162
|
|
101,667
|
|||
Insurance - 0.8%
|
|||
Equitable Financial Life Global Funding 1.3% 7/12/2026 (c)
|
200,000
|
195,145
|
|
Marsh & McLennan Cos Inc 2.375% 12/15/2031
|
210,000
|
186,043
|
|
381,188
|
|||
Mortgage Real Estate Investment Trusts (REITs) - 0.1%
|
|||
Starwood Property Trust Inc 3.625% 7/15/2026 (c)
|
2,000
|
1,969
|
|
Starwood Property Trust Inc 6% 4/15/2030 (c)
|
7,000
|
7,112
|
|
Starwood Property Trust Inc 6.5% 10/15/2030 (c)
|
12,000
|
12,387
|
|
Starwood Property Trust Inc 6.5% 7/1/2030 (c)
|
7,000
|
7,265
|
|
Starwood Property Trust Inc 7.25% 4/1/2029 (c)
|
12,000
|
12,576
|
|
41,309
|
|||
TOTAL FINANCIALS
|
2,187,546
|
||
Health Care - 2.3%
|
|||
Biotechnology - 0.5%
|
|||
Amgen Inc 3% 2/22/2029
|
260,000
|
250,215
|
|
Emergent BioSolutions Inc 3.875% 8/15/2028 (c)
|
9,000
|
7,535
|
|
257,750
|
|||
Health Care Equipment & Supplies - 0.0%
|
|||
Insulet Corp 6.5% 4/1/2033 (c)
|
3,000
|
3,110
|
|
Health Care Providers & Services - 1.1%
|
|||
AMN Healthcare Inc 4% 4/15/2029 (c)
|
12,000
|
11,192
|
|
CHS/Community Health Systems Inc 4.75% 2/15/2031 (c)
|
67,000
|
57,110
|
|
CHS/Community Health Systems Inc 5.25% 5/15/2030 (c)
|
11,000
|
9,860
|
|
CHS/Community Health Systems Inc 6.125% 4/1/2030 (c)
|
16,000
|
11,498
|
|
CHS/Community Health Systems Inc 9.75% 1/15/2034 (c)
|
5,000
|
5,064
|
|
CVS Health Corp 5% 9/15/2032
|
12,000
|
12,055
|
|
CVS Health Corp 6.75% 12/10/2054 (b)
|
55,000
|
55,754
|
|
CVS Health Corp 7% 3/10/2055 (b)
|
24,000
|
24,987
|
|
DaVita Inc 3.75% 2/15/2031 (c)
|
24,000
|
21,901
|
|
DaVita Inc 6.75% 7/15/2033 (c)
|
5,000
|
5,182
|
|
DaVita Inc 6.875% 9/1/2032 (c)
|
12,000
|
12,414
|
|
Encompass Health Corp 4.625% 4/1/2031
|
12,000
|
11,635
|
|
HAH Group Holding Co LLC 9.75% 10/1/2031 (c)
|
10,000
|
9,246
|
|
Humana Inc 3.7% 3/23/2029
|
130,000
|
127,412
|
|
ModivCare Inc 5% 10/1/2029 (c)
|
2,000
|
4
|
|
Molina Healthcare Inc 3.875% 11/15/2030 (c)
|
15,000
|
13,778
|
|
Molina Healthcare Inc 6.25% 1/15/2033 (c)
|
14,000
|
14,100
|
|
Owens & Minor Inc 4.5% 3/31/2029 (c)
|
2,000
|
1,699
|
|
Owens & Minor Inc 6.625% 4/1/2030 (c)
|
19,000
|
16,481
|
|
Pediatrix Medical Group Inc 5.375% 2/15/2030 (c)
|
14,000
|
13,849
|
|
Radiology Partners Inc 9.781% 2/15/2030 pay-in-kind (b)(c)
|
1,099
|
1,072
|
|
Team Health Holdings Inc 8.375% 6/30/2028 (c)
|
5,000
|
5,061
|
|
Tenet Healthcare Corp 6.125% 10/1/2028
|
67,000
|
67,048
|
|
Tenet Healthcare Corp 6.125% 6/15/2030
|
6,000
|
6,092
|
|
US Acute Care Solutions LLC 9.75% 5/15/2029 (c)
|
11,000
|
11,288
|
|
525,782
|
|||
Health Care Technology - 0.1%
|
|||
IQVIA Inc 5% 10/15/2026 (c)
|
2,000
|
1,998
|
|
IQVIA Inc 5% 5/15/2027 (c)
|
9,000
|
8,964
|
|
IQVIA Inc 6.25% 6/1/2032 (c)
|
20,000
|
20,616
|
|
31,578
|
|||
Life Sciences Tools & Services - 0.1%
|
|||
Charles River Laboratories International Inc 3.75% 3/15/2029 (c)
|
3,000
|
2,844
|
|
Charles River Laboratories International Inc 4.25% 5/1/2028 (c)
|
45,000
|
43,946
|
|
Fortrea Holdings Inc 7.5% 7/1/2030 (c)
|
3,000
|
2,858
|
|
49,648
|
|||
Pharmaceuticals - 0.5%
|
|||
Bausch Health Americas Inc 8.5% 1/31/2027 (c)
|
5,000
|
4,988
|
|
Bristol-Myers Squibb Co 2.95% 3/15/2032
|
70,000
|
63,860
|
|
Organon & Co / Organon Foreign Debt Co-Issuer BV 5.125% 4/30/2031 (c)
|
23,000
|
19,708
|
|
Organon & Co / Organon Foreign Debt Co-Issuer BV 6.75% 5/15/2034 (c)
|
5,000
|
4,734
|
|
Zoetis Inc 2% 5/15/2030
|
140,000
|
126,876
|
|
220,166
|
|||
TOTAL HEALTH CARE
|
1,088,034
|
||
Industrials - 2.0%
|
|||
Aerospace & Defense - 0.1%
|
|||
ATI Inc 4.875% 10/1/2029
|
20,000
|
19,593
|
|
ATI Inc 7.25% 8/15/2030
|
7,000
|
7,374
|
|
TransDigm Inc 6% 1/15/2033 (c)
|
7,000
|
7,079
|
|
TransDigm Inc 6.25% 1/31/2034 (c)
|
5,000
|
5,130
|
|
TransDigm Inc 6.375% 3/1/2029 (c)
|
7,000
|
7,167
|
|
TransDigm Inc 6.375% 5/31/2033 (c)
|
5,000
|
5,066
|
|
TransDigm Inc 6.75% 1/31/2034 (c)
|
5,000
|
5,161
|
|
56,570
|
|||
Air Freight & Logistics - 0.0%
|
|||
Rand Parent LLC 8.5% 2/15/2030 (c)
|
19,000
|
19,691
|
|
Building Products - 0.4%
|
|||
Advanced Drainage Systems Inc 6.375% 6/15/2030 (c)
|
7,000
|
7,139
|
|
Builders FirstSource Inc 6.375% 3/1/2034 (c)
|
7,000
|
7,209
|
|
Builders FirstSource Inc 6.75% 5/15/2035 (c)
|
10,000
|
10,429
|
|
Camelot Return Merger Sub Inc 8.75% 8/1/2028 (c)
|
5,000
|
4,811
|
|
Carrier Global Corp 2.493% 2/15/2027
|
130,000
|
127,195
|
|
Carrier Global Corp 5.9% 3/15/2034
|
3,000
|
3,199
|
|
Carrier Global Corp 6.2% 3/15/2054
|
2,000
|
2,126
|
|
Cornerstone Building Brands Inc 6.125% 1/15/2029 (c)
|
8,000
|
6,160
|
|
Cornerstone Building Brands Inc 9.5% 8/15/2029 (c)
|
5,000
|
4,812
|
|
JELD-WEN Inc 4.875% 12/15/2027 (c)
|
12,000
|
11,806
|
|
184,886
|
|||
Commercial Services & Supplies - 0.3%
|
|||
Artera Services LLC 8.5% 2/15/2031 (c)
|
39,000
|
34,080
|
|
Brand Industrial Services Inc 10.375% 8/1/2030 (c)
|
31,000
|
30,435
|
|
Neptune Bidco US Inc 9.29% 4/15/2029 (c)
|
13,000
|
12,903
|
|
OT Midco Inc 10% 2/15/2030 (c)
|
7,000
|
4,782
|
|
Reworld Holding Corp 4.875% 12/1/2029 (c)
|
48,000
|
46,413
|
|
128,613
|
|||
Construction & Engineering - 0.0%
|
|||
AECOM 6% 8/1/2033 (c)
|
10,000
|
10,207
|
|
Electrical Equipment - 0.1%
|
|||
Atkore Inc 4.25% 6/1/2031 (c)
|
10,000
|
9,287
|
|
Sensata Technologies BV 4% 4/15/2029 (c)
|
10,000
|
9,578
|
|
WESCO Distribution Inc 6.375% 3/15/2033 (c)
|
7,000
|
7,261
|
|
26,126
|
|||
Industrial Conglomerates - 0.7%
|
|||
Honeywell International Inc 1.75% 9/1/2031
|
140,000
|
120,572
|
|
Trane Technologies Financing Ltd 3.8% 3/21/2029
|
130,000
|
128,755
|
|
Trane Technologies Financing Ltd 5.25% 3/3/2033
|
50,000
|
51,665
|
|
300,992
|
|||
Machinery - 0.3%
|
|||
Enpro Inc 6.125% 6/1/2033 (c)
|
4,000
|
4,081
|
|
Otis Worldwide Corp 2.565% 2/15/2030
|
140,000
|
130,501
|
|
Terex Corp 6.25% 10/15/2032 (c)
|
12,000
|
12,148
|
|
146,730
|
|||
Passenger Airlines - 0.0%
|
|||
JetBlue Airways Corp / JetBlue Loyalty LP 9.875% 9/20/2031 (c)
|
7,000
|
6,955
|
|
Professional Services - 0.1%
|
|||
Verisk Analytics Inc 4.5% 8/15/2030
|
10,000
|
10,040
|
|
Verisk Analytics Inc 5.125% 2/15/2036
|
23,000
|
22,849
|
|
32,889
|
|||
Trading Companies & Distributors - 0.0%
|
|||
Herc Holdings Inc 7% 6/15/2030 (c)
|
10,000
|
10,408
|
|
Herc Holdings Inc 7.25% 6/15/2033 (c)
|
5,000
|
5,245
|
|
United Rentals North America Inc 6.125% 3/15/2034 (c)
|
7,000
|
7,250
|
|
22,903
|
|||
TOTAL INDUSTRIALS
|
936,562
|
||
Information Technology - 1.0%
|
|||
Communications Equipment - 0.0%
|
|||
Viasat Inc 7.5% 5/30/2031 (c)
|
3,000
|
2,816
|
|
Electronic Equipment, Instruments & Components - 0.3%
|
|||
Dell International LLC / EMC Corp 6.2% 7/15/2030
|
110,000
|
118,261
|
|
Insight Enterprises Inc 6.625% 5/15/2032 (c)
|
2,000
|
2,059
|
|
TTM Technologies Inc 4% 3/1/2029 (c)
|
4,000
|
3,827
|
|
124,147
|
|||
IT Services - 0.1%
|
|||
Cogent Communications Group LLC / Cogent Finance Inc 7% 6/15/2027 (c)
|
10,000
|
9,963
|
|
Cogent Communications Group LLC / Cogent Finance Inc 7% 6/15/2027 (c)
|
10,000
|
9,955
|
|
CoreWeave Inc 9% 2/1/2031 (c)
|
12,000
|
11,880
|
|
CoreWeave Inc 9.25% 6/1/2030 (c)
|
9,000
|
9,032
|
|
Go Daddy Operating Co LLC / GD Finance Co Inc 3.5% 3/1/2029 (c)
|
32,000
|
30,317
|
|
71,147
|
|||
Semiconductors & Semiconductor Equipment - 0.5%
|
|||
Entegris Inc 3.625% 5/1/2029 (c)
|
41,000
|
38,646
|
|
Entegris Inc 5.95% 6/15/2030 (c)
|
31,000
|
31,398
|
|
Micron Technology Inc 2.703% 4/15/2032
|
140,000
|
123,234
|
|
ON Semiconductor Corp 3.875% 9/1/2028 (c)
|
23,000
|
22,349
|
|
Wolfspeed Inc 7.9583% 6/23/2030 (c)(h)(j)(n)
|
1,688
|
1,684
|
|
217,311
|
|||
Software - 0.1%
|
|||
Elastic NV 4.125% 7/15/2029 (c)
|
11,000
|
10,571
|
|
Fair Isaac Corp 6% 5/15/2033 (c)
|
10,000
|
10,134
|
|
Gen Digital Inc 6.25% 4/1/2033 (c)
|
7,000
|
7,198
|
|
Gen Digital Inc 7.125% 9/30/2030 (c)
|
11,000
|
11,380
|
|
Rackspace Finance LLC 3.5% 5/15/2028 (c)
|
3,340
|
1,583
|
|
UKG Inc 6.875% 2/1/2031 (c)
|
7,000
|
7,238
|
|
48,104
|
|||
Technology Hardware, Storage & Peripherals - 0.0%
|
|||
Seagate Data Storage Technology Pte Ltd 4.125% 1/15/2031 (c)
|
8,000
|
7,292
|
|
Seagate Data Storage Technology Pte Ltd 5.75% 12/1/2034 (c)
|
4,000
|
3,885
|
|
Seagate Data Storage Technology Pte Ltd 5.875% 7/15/2030 (c)
|
5,000
|
5,060
|
|
Seagate Data Storage Technology Pte Ltd 8.25% 12/15/2029 (c)
|
7,000
|
7,435
|
|
23,672
|
|||
TOTAL INFORMATION TECHNOLOGY
|
487,197
|
||
Materials - 0.6%
|
|||
Chemicals - 0.5%
|
|||
Advancion Sciences Inc 9.25% 11/1/2026 pay-in-kind (b)(c)
|
9,383
|
8,327
|
|
Celanese US Holdings LLC 6.5% 4/15/2030
|
7,000
|
7,064
|
|
Celanese US Holdings LLC 6.75% 4/15/2033
|
9,000
|
9,065
|
|
Chemours Co/The 4.625% 11/15/2029 (c)
|
40,000
|
35,718
|
|
Chemours Co/The 5.75% 11/15/2028 (c)
|
15,000
|
14,444
|
|
GPD Cos Inc 12.5% 12/31/2029 (c)
|
4,588
|
3,841
|
|
International Flavors & Fragrances Inc 2.3% 11/1/2030 (c)
|
74,000
|
66,188
|
|
Inversion Escrow Issuer LLC 6.75% 8/1/2032 (c)
|
20,000
|
19,805
|
|
Mativ Holdings Inc 8% 10/1/2029 (c)
|
5,000
|
4,949
|
|
Olin Corp 5% 2/1/2030
|
7,000
|
6,794
|
|
Olin Corp 6.625% 4/1/2033 (c)
|
29,000
|
28,963
|
|
Olympus Water US Holding Corp 6.25% 10/1/2029 (c)
|
25,000
|
24,383
|
|
Olympus Water US Holding Corp 9.75% 11/15/2028 (c)
|
4,000
|
4,193
|
|
233,734
|
|||
Construction Materials - 0.0%
|
|||
Quikrete Holdings Inc 6.375% 3/1/2032 (c)
|
19,000
|
19,596
|
|
Quikrete Holdings Inc 6.75% 3/1/2033 (c)
|
7,000
|
7,255
|
|
26,851
|
|||
Containers & Packaging - 0.1%
|
|||
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 4% 9/1/2029 (c)
|
27,000
|
24,777
|
|
Ball Corp 5.5% 9/15/2033
|
5,000
|
5,060
|
|
Crown Americas LLC / Crown Americas Capital Corp 5.875% 6/1/2033 (c)
|
10,000
|
10,115
|
|
Graphic Packaging International LLC 6.375% 7/15/2032 (c)
|
8,000
|
8,128
|
|
48,080
|
|||
TOTAL MATERIALS
|
308,665
|
||
Real Estate - 2.9%
|
|||
Diversified REITs - 0.4%
|
|||
Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 8.625% 6/15/2032 (c)
|
24,000
|
23,599
|
|
WP Carey Inc 2.45% 2/1/2032
|
220,000
|
190,649
|
|
214,248
|
|||
Health Care REITs - 0.5%
|
|||
Alexandria Real Estate Equities Inc 2% 5/18/2032
|
220,000
|
184,236
|
|
MPT Operating Partnership LP / MPT Finance Corp 4.625% 8/1/2029
|
7,000
|
5,518
|
|
MPT Operating Partnership LP / MPT Finance Corp 5% 10/15/2027
|
34,000
|
32,228
|
|
MPT Operating Partnership LP / MPT Finance Corp 8.5% 2/15/2032 (c)
|
7,000
|
7,339
|
|
229,321
|
|||
Hotel & Resort REITs - 0.0%
|
|||
RHP Hotel Properties LP / RHP Finance Corp 6.5% 6/15/2033 (c)
|
5,000
|
5,164
|
|
Industrial REITs - 0.4%
|
|||
Prologis LP 2.875% 11/15/2029
|
200,000
|
189,942
|
|
Office REITs - 1.1%
|
|||
Boston Properties LP 2.45% 10/1/2033
|
220,000
|
178,512
|
|
Boston Properties LP 6.75% 12/1/2027
|
19,000
|
19,992
|
|
COPT Defense Properties LP 2% 1/15/2029
|
150,000
|
138,511
|
|
Hudson Pacific Properties LP 5.95% 2/15/2028
|
122,000
|
119,347
|
|
456,362
|
|||
Real Estate Management & Development - 0.3%
|
|||
Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp 7% 4/15/2030 (c)
|
2,400
|
2,362
|
|
Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 5.75% 1/15/2029 (c)
|
10,000
|
9,266
|
|
Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 9.75% 4/15/2030 (c)
|
5,000
|
5,311
|
|
CBRE Services Inc 2.5% 4/1/2031
|
140,000
|
125,831
|
|
Taylor Morrison Communities Inc 5.125% 8/1/2030 (c)
|
23,000
|
22,933
|
|
165,703
|
|||
Retail REITs - 0.2%
|
|||
Brixmor Operating Partnership LP 5.75% 2/15/2035
|
90,000
|
93,180
|
|
Specialized REITs - 0.0%
|
|||
Iron Mountain Inc 4.875% 9/15/2027 (c)
|
12,000
|
11,923
|
|
TOTAL REAL ESTATE
|
1,365,843
|
||
Utilities - 4.3%
|
|||
Electric Utilities - 2.2%
|
|||
Consolidated Edison Co of New York Inc 3.35% 4/1/2030
|
190,000
|
184,162
|
|
DPL Inc 4.35% 4/15/2029
|
38,000
|
37,610
|
|
Duke Energy Carolinas LLC 3.95% 11/15/2028
|
170,000
|
169,900
|
|
Edison International 7.875% 6/15/2054 (b)
|
10,000
|
9,886
|
|
Edison International 8.125% 6/15/2053 (b)
|
12,000
|
12,004
|
|
Northern States Power Co/MN 2.25% 4/1/2031
|
210,000
|
190,835
|
|
NRG Energy Inc 5.75% 7/15/2029 (c)
|
20,000
|
19,992
|
|
NRG Energy Inc 6% 2/1/2033 (c)
|
7,000
|
7,094
|
|
NRG Energy Inc 6.25% 11/1/2034 (c)
|
7,000
|
7,177
|
|
Oncor Electric Delivery Co LLC 4.15% 6/1/2032
|
130,000
|
125,899
|
|
PG&E Corp 5% 7/1/2028
|
5,000
|
4,943
|
|
PG&E Corp 5.25% 7/1/2030
|
55,000
|
53,602
|
|
PG&E Corp 7.375% 3/15/2055 (b)
|
16,000
|
15,878
|
|
Wisconsin Electric Power Co 4.75% 9/30/2032
|
160,000
|
163,167
|
|
XPLR Infrastructure Operating Partners LP 4.5% 9/15/2027 (c)
|
2,000
|
1,962
|
|
XPLR Infrastructure Operating Partners LP 7.25% 1/15/2029 (c)
|
21,000
|
21,448
|
|
XPLR Infrastructure Operating Partners LP 8.375% 1/15/2031 (c)
|
7,000
|
7,320
|
|
XPLR Infrastructure Operating Partners LP 8.625% 3/15/2033 (c)
|
7,000
|
7,382
|
|
1,040,261
|
|||
Independent Power and Renewable Electricity Producers - 0.8%
|
|||
AES Corp/The 1.375% 1/15/2026
|
140,000
|
138,215
|
|
AES Corp/The 2.45% 1/15/2031
|
228,000
|
204,281
|
|
AES Corp/The 6.95% 7/15/2055 (b)
|
5,000
|
4,837
|
|
TerraForm Power Operating LLC 4.75% 1/15/2030 (c)
|
43,000
|
41,491
|
|
388,824
|
|||
Multi-Utilities - 1.3%
|
|||
Dominion Energy Inc 2.25% 8/15/2031
|
220,000
|
193,855
|
|
NiSource Inc 1.7% 2/15/2031
|
230,000
|
199,181
|
|
NiSource Inc 5.35% 4/1/2034
|
70,000
|
71,601
|
|
Puget Energy Inc 4.224% 3/15/2032
|
190,000
|
180,188
|
|
644,825
|
|||
TOTAL UTILITIES
|
2,073,910
|
||
TOTAL UNITED STATES
|
11,073,773
|
||
|
TOTAL NON-CONVERTIBLE CORPORATE BONDS
(Cost $15,567,453)
|
15,692,430
|
||
Non-Convertible Preferred Stocks - 0.0%
|
|||
Shares
|
Value ($)
|
||
UNITED STATES - 0.0%
|
|||
Information Technology - 0.0%
|
|||
Software - 0.0%
|
|||
Strategy Inc 10%
|
135
|
10,699
|
|
Strategy Inc 9%
|
30
|
2,932
|
|
|
TOTAL NON-CONVERTIBLE PREFERRED STOCKS
(Cost $14,259)
|
13,631
|
||
Preferred Securities - 0.4%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
SPAIN - 0.3%
|
|||
Communication Services - 0.3%
|
|||
Diversified Telecommunication Services - 0.3%
|
|||
Telefonica Europe BV 2.502% (b)(l)(o)
|
EUR
|
100,000
|
116,220
|
UNITED STATES - 0.1%
|
|||
Financials - 0.1%
|
|||
Banks - 0.0%
|
|||
BW Real Estate Inc 9.5% (b)(c)(o)
|
7,000
|
7,212
|
|
Consumer Finance - 0.1%
|
|||
Ally Financial Inc 4.7% (b)(o)
|
1,000
|
914
|
|
Ally Financial Inc 4.7% (b)(o)
|
23,000
|
22,431
|
|
23,345
|
|||
Insurance - 0.0%
|
|||
Alliant Holdings LP 10.5% (b)(j)(o)
|
2,056
|
2,118
|
|
TOTAL FINANCIALS
|
32,675
|
||
Industrials - 0.0%
|
|||
Trading Companies & Distributors - 0.0%
|
|||
Air Lease Corp 4.125% (b)(o)
|
15,000
|
14,794
|
|
Aircastle Ltd 5.25% (b)(c)(o)
|
2,000
|
2,035
|
|
16,829
|
|||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Edison International 5% (b)(o)
|
2,000
|
1,833
|
|
TOTAL UNITED STATES
|
51,337
|
||
|
TOTAL PREFERRED SECURITIES
(Cost $151,342)
|
167,557
|
||
U.S. Government Agency - Mortgage Securities - 20.5%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 20.5%
|
|||
Fannie Mae 2.5% 1/1/2052
|
27,663
|
23,154
|
|
Fannie Mae 2.5% 6/1/2052
|
103,520
|
87,747
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035
|
33,151
|
30,564
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2040
|
42,951
|
37,359
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
21,181
|
17,120
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
24,935
|
19,858
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052
|
86,343
|
69,869
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
286,202
|
228,288
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
23,387
|
18,917
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
22,105
|
17,894
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052
|
51,128
|
40,942
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
19,128
|
16,190
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
41,370
|
34,563
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
41,408
|
34,594
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
40,237
|
33,792
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2050
|
31,985
|
26,922
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
55,372
|
46,936
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051
|
144,962
|
127,080
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051
|
18,360
|
16,095
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
49,366
|
42,860
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
16,946
|
14,855
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
71,088
|
62,252
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
39,823
|
34,873
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2048
|
45,049
|
40,393
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052
|
18,646
|
16,329
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048
|
90,556
|
83,838
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2052
|
51,684
|
47,252
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2051
|
20,720
|
19,611
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052
|
37,679
|
35,592
|
|
Fannie Mae Mortgage pass-thru certificates 5% 1/1/2054
|
192,375
|
190,069
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
39,303
|
39,348
|
|
Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052
|
41,119
|
40,780
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2038
|
158,888
|
162,824
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054
|
91,008
|
91,878
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054
|
47,338
|
47,761
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2054
|
258,098
|
259,839
|
|
Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055
|
70,894
|
73,807
|
|
Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055
|
48,114
|
49,836
|
|
Fannie Mae Mortgage pass-thru certificates 6% 4/1/2054
|
78,013
|
79,945
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054
|
47,259
|
48,400
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054
|
94,314
|
96,561
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2054
|
15,122
|
15,704
|
|
Freddie Mac Gold Pool 1.5% 4/1/2051
|
107,759
|
81,785
|
|
Freddie Mac Gold Pool 2% 11/1/2050
|
52,440
|
42,074
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
19,768
|
15,978
|
|
Freddie Mac Gold Pool 2% 3/1/2051
|
82,546
|
66,281
|
|
Freddie Mac Gold Pool 2.5% 11/1/2051
|
24,814
|
21,033
|
|
Freddie Mac Gold Pool 2.5% 12/1/2051
|
83,250
|
69,473
|
|
Freddie Mac Gold Pool 2.5% 12/1/2051
|
18,161
|
15,388
|
|
Freddie Mac Gold Pool 2.5% 3/1/2050
|
18,706
|
15,745
|
|
Freddie Mac Gold Pool 2.5% 4/1/2047
|
44,544
|
37,785
|
|
Freddie Mac Gold Pool 2.5% 4/1/2052
|
27,051
|
22,895
|
|
Freddie Mac Gold Pool 2.5% 5/1/2051
|
25,729
|
21,809
|
|
Freddie Mac Gold Pool 2.5% 7/1/2036
|
53,534
|
50,519
|
|
Freddie Mac Gold Pool 2.5% 8/1/2052
|
86,550
|
72,173
|
|
Freddie Mac Gold Pool 3% 1/1/2052
|
18,604
|
16,291
|
|
Freddie Mac Gold Pool 3% 5/1/2035
|
98,320
|
94,889
|
|
Freddie Mac Gold Pool 3% 6/1/2052
|
19,491
|
17,068
|
|
Freddie Mac Gold Pool 4% 10/1/2052
|
36,859
|
34,864
|
|
Freddie Mac Gold Pool 4% 2/1/2053
|
87,717
|
82,803
|
|
Freddie Mac Gold Pool 4% 5/1/2050
|
19,414
|
18,339
|
|
Freddie Mac Gold Pool 4.5% 11/1/2052
|
126,291
|
122,023
|
|
Freddie Mac Gold Pool 4.5% 9/1/2053
|
69,177
|
66,732
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
39,801
|
39,747
|
|
Freddie Mac Gold Pool 5.5% 1/1/2055
|
38,572
|
39,410
|
|
Freddie Mac Gold Pool 5.5% 3/1/2055
|
121,890
|
122,635
|
|
Freddie Mac Gold Pool 5.5% 5/1/2039
|
108,538
|
111,227
|
|
Freddie Mac Gold Pool 6% 8/1/2055
|
50,000
|
51,930
|
|
Freddie Mac Manufactured Housing participation certificates 6% 4/1/2055
|
70,375
|
72,806
|
|
Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055
|
50,345
|
53,048
|
|
Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055
|
45,559
|
48,019
|
|
Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055
|
23,030
|
24,398
|
|
Ginnie Mae I Pool 3.5% 8/20/2052
|
23,326
|
21,290
|
|
Ginnie Mae I Pool 3.5% 9/20/2052
|
97,747
|
89,213
|
|
Ginnie Mae I Pool 4% 10/20/2052
|
86,530
|
81,406
|
|
Ginnie Mae I Pool 4.5% 4/20/2053
|
87,418
|
84,769
|
|
Ginnie Mae I Pool 5% 10/20/2054
|
48,463
|
47,978
|
|
Ginnie Mae II Pool 2% 1/20/2051
|
87,494
|
71,669
|
|
Ginnie Mae II Pool 2% 10/20/2050
|
89,097
|
72,968
|
|
Ginnie Mae II Pool 2% 11/20/2050
|
44,880
|
36,763
|
|
Ginnie Mae II Pool 2% 2/20/2051
|
19,129
|
15,669
|
|
Ginnie Mae II Pool 2% 2/20/2052
|
184,244
|
150,891
|
|
Ginnie Mae II Pool 2% 3/20/2052
|
68,236
|
55,905
|
|
Ginnie Mae II Pool 2% 4/20/2052
|
24,998
|
20,480
|
|
Ginnie Mae II Pool 2.5% 5/20/2052
|
135,562
|
115,531
|
|
Ginnie Mae II Pool 2.5% 8/20/2051
|
180,310
|
153,638
|
|
Ginnie Mae II Pool 3% 4/20/2052
|
148,224
|
131,364
|
|
Ginnie Mae II Pool 3% 8/20/2051
|
98,245
|
87,139
|
|
Ginnie Mae II Pool 3.5% 10/1/2055 (m)
|
50,000
|
45,387
|
|
Ginnie Mae II Pool 3.5% 9/1/2055 (m)
|
100,000
|
91,013
|
|
Ginnie Mae II Pool 5% 6/20/2055
|
149,383
|
147,829
|
|
Ginnie Mae II Pool 5.5% 2/20/2055
|
175,000
|
176,380
|
|
Ginnie Mae II Pool 5.5% 3/20/2055
|
99,999
|
100,788
|
|
Ginnie Mae II Pool 5.5% 6/20/2055
|
74,810
|
75,400
|
|
Ginnie Mae II Pool 6% 10/1/2055 (m)
|
275,000
|
280,229
|
|
Ginnie Mae II Pool 6% 9/1/2055 (m)
|
500,000
|
509,976
|
|
Ginnie Mae II Pool 6.5% 5/20/2055
|
74,505
|
76,741
|
|
Uniform Mortgage Backed Securities 2% 10/1/2055 (m)
|
900,000
|
714,727
|
|
Uniform Mortgage Backed Securities 2% 9/1/2055 (m)
|
1,300,000
|
1,032,180
|
|
Uniform Mortgage Backed Securities 2.5% 10/1/2055 (m)
|
200,000
|
166,063
|
|
Uniform Mortgage Backed Securities 2.5% 9/1/2055 (m)
|
450,000
|
373,588
|
|
Uniform Mortgage Backed Securities 3% 9/1/2055 (m)
|
200,000
|
173,281
|
|
Uniform Mortgage Backed Securities 3.5% 10/1/2055 (m)
|
200,000
|
180,633
|
|
Uniform Mortgage Backed Securities 3.5% 9/1/2055 (m)
|
300,000
|
271,066
|
|
Uniform Mortgage Backed Securities 5.5% 9/1/2055 (m)
|
50,000
|
50,293
|
|
TOTAL UNITED STATES
|
9,773,905
|
||
|
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
(Cost $9,725,320)
|
9,773,905
|
||
U.S. Treasury Obligations - 38.9%
|
||||
Yield (%) (p)
|
Principal
Amount (a)
|
Value ($)
|
||
US Treasury Bonds 2.25% 2/15/2052
|
2.81
|
1,950,000
|
1,165,658
|
|
US Treasury Bonds 2.25% 5/15/2041 (q)
|
3.80 to 4.31
|
60,000
|
43,478
|
|
US Treasury Bonds 2.875% 5/15/2052
|
3.07 to 3.19
|
250,000
|
172,393
|
|
US Treasury Bonds 3.25% 5/15/2042
|
3.24
|
200,000
|
164,461
|
|
US Treasury Bonds 3.375% 8/15/2042
|
3.46 to 4.28
|
700,000
|
583,844
|
|
US Treasury Bonds 4% 11/15/2042
|
3.84
|
100,000
|
90,590
|
|
US Treasury Bonds 4% 11/15/2052
|
4.95 to 5.00
|
180,000
|
154,477
|
|
US Treasury Bonds 4.125% 8/15/2053
|
4.18
|
100,000
|
87,582
|
|
US Treasury Bonds 4.25% 2/15/2054
|
4.37 to 4.78
|
645,000
|
577,073
|
|
US Treasury Bonds 4.25% 8/15/2054
|
3.96 to 4.66
|
155,500
|
139,124
|
|
US Treasury Bonds 4.5% 11/15/2054
|
4.55 to 4.78
|
531,000
|
495,676
|
|
US Treasury Bonds 4.625% 2/15/2055
|
4.54
|
258,000
|
245,906
|
|
US Treasury Bonds 4.625% 5/15/2054
|
4.49 to 4.66
|
571,000
|
543,989
|
|
US Treasury Bonds 4.75% 5/15/2055
|
4.81 to 4.95
|
626,000
|
608,981
|
|
US Treasury Bonds 4.75% 8/15/2055
|
4.91
|
447,000
|
434,987
|
|
US Treasury Notes 3.375% 5/15/2033
|
3.64 to 4.04
|
1,445,000
|
1,384,999
|
|
US Treasury Notes 3.625% 9/30/2031
|
3.63 to 4.00
|
663,000
|
655,541
|
|
US Treasury Notes 3.75% 12/31/2030
|
4.08
|
940,000
|
940,330
|
|
US Treasury Notes 3.75% 8/31/2031
|
3.65
|
120,000
|
119,527
|
|
US Treasury Notes 3.875% 8/15/2033
|
4.52 to 4.66
|
500,000
|
494,766
|
|
US Treasury Notes 3.875% 8/15/2034
|
3.64 to 4.27
|
916,000
|
898,109
|
|
US Treasury Notes 4% 1/31/2029
|
4.02 to 4.05
|
350,000
|
354,389
|
|
US Treasury Notes 4% 2/15/2034
|
4.14 to 4.57
|
248,000
|
246,547
|
|
US Treasury Notes 4% 4/30/2032
|
4.00 to 4.29
|
891,000
|
896,151
|
|
US Treasury Notes 4% 5/31/2030
|
4.02
|
778,000
|
788,789
|
|
US Treasury Notes 4% 6/30/2028
|
4.04 to 4.25
|
150,000
|
151,676
|
|
US Treasury Notes 4% 6/30/2032
|
4.15
|
360,000
|
361,856
|
|
US Treasury Notes 4% 7/31/2029
|
3.83
|
300,000
|
303,980
|
|
US Treasury Notes 4% 7/31/2032
|
3.94 to 4.17
|
611,000
|
613,769
|
|
US Treasury Notes 4.125% 2/29/2032
|
4.19
|
170,000
|
172,357
|
|
US Treasury Notes 4.125% 5/31/2032
|
4.05 to 4.23
|
611,000
|
618,702
|
|
US Treasury Notes 4.25% 11/15/2034
|
4.22 to 4.49
|
546,000
|
549,583
|
|
US Treasury Notes 4.25% 5/15/2035
|
4.26 to 4.45
|
1,063,000
|
1,066,322
|
|
US Treasury Notes 4.25% 6/30/2029
|
4.35
|
15,000
|
15,330
|
|
US Treasury Notes 4.25% 8/15/2035
|
4.33
|
60,000
|
60,122
|
|
US Treasury Notes 4.375% 1/31/2032
|
4.43 to 4.46
|
205,000
|
210,734
|
|
US Treasury Notes 4.375% 11/30/2030
|
3.91 to 4.35
|
913,000
|
940,568
|
|
US Treasury Notes 4.375% 5/15/2034
|
4.29 to 4.30
|
100,000
|
101,953
|
|
US Treasury Notes 4.625% 2/15/2035
|
4.17 to 4.24
|
580,000
|
599,847
|
|
US Treasury Notes 4.625% 9/30/2030
|
5.01
|
300,000
|
312,492
|
|
US Treasury Notes 4.875% 10/31/2030
|
4.91
|
200,000
|
210,688
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $19,360,115)
|
18,577,346
|
|||
Money Market Funds - 6.7%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (r)
(Cost $3,195,790)
|
4.36
|
3,195,151
|
3,195,790
|
|
|
TOTAL INVESTMENT IN SECURITIES - 108.0%
(Cost $52,142,169)
|
51,576,287
|
NET OTHER ASSETS (LIABILITIES) - (8.0)%
|
(3,789,801)
|
NET ASSETS - 100.0%
|
47,786,486
|
TBA Sale Commitments
|
||
Principal
Amount (a)
|
Value ($)
|
|
U.S. Government Agency - Mortgage Securities
|
||
Ginnie Mae II Pool 3.5% 9/1/2055
|
(100,000)
|
(91,013)
|
Ginnie Mae II Pool 6% 9/1/2055
|
(375,000)
|
(382,482)
|
Uniform Mortgage Backed Securities 2% 9/1/2055
|
(1,225,000)
|
(972,632)
|
Uniform Mortgage Backed Securities 2.5% 9/1/2055
|
(450,000)
|
(373,588)
|
Uniform Mortgage Backed Securities 3.5% 9/1/2055
|
(200,000)
|
(180,711)
|
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
|
(2,000,426)
|
|
TOTAL TBA SALE COMMITMENTS
(Proceeds $1,987,204)
|
(2,000,426)
|
|
Futures Contracts
|
|||||
Number
of contracts
|
Expiration
Date
|
Notional
Amount ($)
|
Value ($)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
Purchased
|
|||||
Interest Rate Contracts
|
|||||
CBOT 10Y US Treasury Ultra Notes Contracts (United States)
|
2
|
12/19/2025
|
228,844
|
1,293
|
1,293
|
CBOT 2Y US Treasury Notes Contracts (United States)
|
1
|
12/31/2025
|
208,586
|
389
|
389
|
CBOT 5Y US Treasury Notes Contracts (United States)
|
6
|
12/31/2025
|
657,000
|
3,188
|
3,188
|
CBOT US Treasury Long Bond Contracts (United States)
|
1
|
12/19/2025
|
114,313
|
885
|
885
|
TOTAL PURCHASED
|
5,755
|
||||
Sold
|
|||||
Interest Rate Contracts
|
|||||
Eurex Euro-Bobl Contracts (Germany)
|
2
|
9/8/2025
|
274,833
|
1,270
|
1,270
|
Eurex Euro-Bund Contracts (Germany)
|
2
|
9/8/2025
|
303,121
|
2,671
|
2,671
|
ICE United Kingdom of Great Britain and Northern Ireland Contracts (United Kingdom)
|
1
|
12/29/2025
|
122,347
|
(230)
|
(230)
|
TOTAL SOLD
|
3,711
|
||||
TOTAL FUTURES CONTRACTS
|
9,466
|
||||
The notional amount of futures purchased as a percentage of Net Assets is 2.5%
|
|||||
The notional amount of futures sold as a percentage of Net Assets is 1.5%
|
|||||
Forward Foreign Currency Contracts
|
||||||
Currency
Purchased
|
Currency
Sold
|
Counterparty
|
Settlement
Date
|
Unrealized
Appreciation/
(Depreciation) ($)
|
||
EUR
|
5,000
|
USD
|
5,846
|
Royal Bank of Canada
|
10/3/2025
|
15
|
USD
|
2,368,672
|
EUR
|
2,002,000
|
BNP Paribas SA
|
10/3/2025
|
22,016
|
USD
|
30,152
|
EUR
|
26,000
|
BNP Paribas SA
|
10/3/2025
|
(324)
|
USD
|
9,192
|
EUR
|
8,000
|
JPMorgan Chase Bank NA
|
10/3/2025
|
(186)
|
USD
|
5,864
|
EUR
|
5,000
|
JPMorgan Chase Bank NA
|
10/3/2025
|
4
|
USD
|
499,672
|
GBP
|
366,000
|
BNP Paribas SA
|
10/3/2025
|
4,845
|
TOTAL FORWARD FOREIGN CURRENCY CONTRACTS
|
26,370
|
|||||
Unrealized Appreciation
|
26,880
|
|||||
Unrealized Depreciation
|
(510)
|
|||||
EUR
|
-
|
European Monetary Unit (Euro)
|
GBP
|
-
|
British Pound Sterling
|
USD
|
-
|
United States Dollar
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(c)
|
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 $7,680,227 or 16.1% of net assets.
|
(d)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
|
(e)
|
Remaining maturities of bank loan obligations may be less than the stated maturities shown as a result of contractual or optional prepayments by the borrower. Such prepayments cannot be predicted with certainty.
|
(f)
|
Position or a portion of the position represents an unfunded loan commitment. At period end, the total principal amount and market value of unfunded commitments totaled $2,867 and $2,726, respectively.
|
(g)
|
A coupon rate of 0% signifies an unsettled loan. The coupon rate will be determined upon settlement of the loan after period end.
|
(h)
|
Non-income producing - Security is in default.
|
(i)
|
Non-income producing.
|
(j)
|
Level 3 security
|
(k)
|
Security initially issued in zero coupon form which converts to coupon form at a specified rate and date. The rate shown is the rate at period end.
|
(l)
|
Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $2,770,857 or 5.8% of net assets.
|
(m)
|
Security or a portion of the security purchased on a delayed delivery or when-issued basis.
|
(n)
|
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.
|
(o)
|
Security is perpetual in nature with no stated maturity date.
|
(p)
|
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.
|
(q)
|
Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $43,478.
|
(r)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
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
|
4,607,924
|
14,299,401
|
15,711,535
|
142,445
|
-
|
-
|
3,195,790
|
3,195,151
|
0.0%
|
Total
|
4,607,924
|
14,299,401
|
15,711,535
|
142,445
|
-
|
-
|
3,195,790
|
||
Valuation Inputs at Reporting Date:
|
||||
Description
|
Total ($)
|
Level 1 ($)
|
Level 2 ($)
|
Level 3 ($)
|
Investments in Securities:
|
||||
Asset-Backed Securities
|
2,881,065
|
-
|
2,881,065
|
-
|
Bank Loan Obligations
|
||||
Communication Services
|
30,411
|
-
|
30,411
|
-
|
Consumer Discretionary
|
96,860
|
-
|
96,860
|
-
|
Consumer Staples
|
16,244
|
-
|
16,244
|
-
|
Energy
|
14,252
|
-
|
14,252
|
-
|
Financials
|
6,801
|
-
|
6,801
|
-
|
Health Care
|
61,376
|
-
|
61,376
|
-
|
Industrials
|
44,129
|
-
|
44,129
|
-
|
Information Technology
|
16,968
|
-
|
16,968
|
-
|
Materials
|
71,074
|
-
|
71,074
|
-
|
Utilities
|
14,076
|
-
|
14,076
|
-
|
Commercial Mortgage Securities
|
420,133
|
-
|
420,133
|
-
|
Common Stocks
|
||||
Energy
|
844
|
844
|
-
|
-
|
Health Care
|
3,342
|
-
|
-
|
3,342
|
Convertible Corporate Bonds
|
||||
Communication Services
|
42,768
|
-
|
42,768
|
-
|
Financials
|
12,880
|
-
|
12,880
|
-
|
Information Technology
|
36,376
|
-
|
36,376
|
-
|
Utilities
|
5,078
|
-
|
5,078
|
-
|
Convertible Preferred Stocks
|
||||
Financials
|
10,748
|
-
|
3,588
|
7,160
|
Materials
|
2,332
|
-
|
2,332
|
-
|
Foreign Government and Government Agency Obligations
|
367,871
|
-
|
367,871
|
-
|
Non-Convertible Corporate Bonds
|
||||
Communication Services
|
1,313,133
|
-
|
1,313,133
|
-
|
Consumer Discretionary
|
1,243,439
|
-
|
1,243,439
|
-
|
Consumer Staples
|
587,597
|
-
|
587,597
|
-
|
Energy
|
443,689
|
-
|
443,689
|
-
|
Financials
|
3,821,818
|
-
|
3,821,818
|
-
|
Health Care
|
1,220,455
|
-
|
1,220,455
|
-
|
Industrials
|
970,927
|
-
|
970,927
|
-
|
Information Technology
|
676,585
|
-
|
674,901
|
1,684
|
Materials
|
386,847
|
-
|
386,847
|
-
|
Real Estate
|
1,708,537
|
-
|
1,708,537
|
-
|
Utilities
|
3,319,403
|
-
|
3,319,403
|
-
|
Non-Convertible Preferred Stocks
|
||||
Information Technology
|
13,631
|
13,631
|
-
|
-
|
Preferred Securities
|
||||
Communication Services
|
116,220
|
-
|
116,220
|
-
|
Financials
|
32,675
|
-
|
30,557
|
2,118
|
Industrials
|
16,829
|
-
|
16,829
|
-
|
Utilities
|
1,833
|
-
|
1,833
|
-
|
U.S. Government Agency - Mortgage Securities
|
9,773,905
|
-
|
9,773,905
|
-
|
U.S. Treasury Obligations
|
18,577,346
|
-
|
18,577,346
|
-
|
Money Market Funds
|
3,195,790
|
3,195,790
|
-
|
-
|
Total Investments in Securities:
|
51,576,287
|
3,210,265
|
48,351,718
|
14,304
|
Derivative Instruments:
|
||||
Assets
|
||||
Futures Contracts
|
9,696
|
9,696
|
-
|
-
|
Forward Foreign Currency Contracts
|
26,880
|
-
|
26,880
|
-
|
Total Assets
|
36,576
|
9,696
|
26,880
|
-
|
Liabilities
|
||||
Futures Contracts
|
(230)
|
(230)
|
-
|
-
|
Forward Foreign Currency Contracts
|
(510)
|
-
|
(510)
|
-
|
Total Liabilities
|
(740)
|
(230)
|
(510)
|
-
|
Total Derivative Instruments:
|
35,836
|
9,466
|
26,370
|
-
|
Other Financial Instruments:
|
||||
TBA Sale Commitments
|
(2,000,426)
|
-
|
(2,000,426)
|
-
|
Total Other Financial Instruments:
|
(2,000,426)
|
-
|
(2,000,426)
|
-
|
Primary Risk Exposure / Derivative Type
|
Value
|
|
Asset ($)
|
Liability ($)
|
|
Foreign Exchange Risk
|
||
Forward Foreign Currency Contracts (a)
|
26,880
|
(510)
|
Total Foreign Exchange Risk
|
26,880
|
(510)
|
Interest Rate Risk
|
||
Futures Contracts (b)
|
9,696
|
(230)
|
Total Interest Rate Risk
|
9,696
|
(230)
|
Total Value of Derivatives
|
36,576
|
(740)
|
Statement of Assets and Liabilities
|
||||
As of August 31, 2025
|
||||
Assets
|
||||
Investment in securities, at value - See accompanying schedule:
|
||||
Unaffiliated issuers (cost $48,946,379)
|
$
|
48,380,497
|
||
Fidelity Central Funds (cost $3,195,790)
|
3,195,790
|
|||
Total Investment in Securities (cost $52,142,169)
|
$
|
51,576,287
|
||
Cash
|
45,920
|
|||
Foreign currency held at value (cost $16,376)
|
16,394
|
|||
Receivable for investments sold
|
52,157
|
|||
Receivable for TBA sale commitments
|
1,987,204
|
|||
Unrealized appreciation on forward foreign currency contracts
|
26,880
|
|||
Receivable for fund shares sold
|
38,936
|
|||
Dividends receivable
|
94
|
|||
Interest receivable
|
399,671
|
|||
Distributions receivable from Fidelity Central Funds
|
11,342
|
|||
Receivable for daily variation margin on futures contracts
|
330
|
|||
Receivable from investment adviser for expense reductions
|
357
|
|||
Total assets
|
54,155,572
|
|||
Liabilities
|
||||
Payable for investments purchased
|
||||
Regular delivery
|
$
|
344,617
|
||
Delayed delivery
|
3,958,402
|
|||
TBA sale commitments, at value
|
2,000,426
|
|||
Unrealized depreciation on forward foreign currency contracts
|
510
|
|||
Payable for fund shares redeemed
|
12,133
|
|||
Distributions payable
|
34,287
|
|||
Accrued management fee
|
13,607
|
|||
Distribution and service plan fees payable
|
1,684
|
|||
Other affiliated payables
|
3,411
|
|||
Other payables and accrued expenses
|
9
|
|||
Total liabilities
|
6,369,086
|
|||
Commitments and contingent liabilities (see Significant Accounting Policies note)
|
||||
Net Assets
|
$
|
47,786,486
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
49,187,686
|
||
Total accumulated earnings (loss)
|
(1,401,200)
|
|||
Net Assets
|
$
|
47,786,486
|
||
Net Asset Value and Maximum Offering Price
|
||||
Class A :
|
||||
Net Asset Value and redemption price per share ($2,329,978 ÷ 248,245 shares)(a)
|
$
|
9.39
|
||
Maximum offering price per share (100/96.00 of $9.39)
|
$
|
9.78
|
||
Class M :
|
||||
Net Asset Value and redemption price per share ($1,249,503 ÷ 133,129 shares)(a)
|
$
|
9.39
|
||
Maximum offering price per share (100/96.00 of $9.39)
|
$
|
9.78
|
||
Class C :
|
||||
Net Asset Value and offering price per share ($1,134,500 ÷ 120,889 shares)(a)
|
$
|
9.38
|
||
Fidelity Sustainable Core Plus Bond Fund :
|
||||
Net Asset Value, offering price and redemption price per share ($29,536,104 ÷ 3,146,859 shares)
|
$
|
9.39
|
||
Class I :
|
||||
Net Asset Value, offering price and redemption price per share ($1,251,361 ÷ 133,323 shares)
|
$
|
9.39
|
||
Class Z :
|
||||
Net Asset Value, offering price and redemption price per share ($12,285,040 ÷ 1,308,828 shares)
|
$
|
9.39
|
||
(a)Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge.
|
||||
Statement of Operations
|
||||
|
Year ended August 31, 2025
|
||||
Investment Income
|
||||
Dividends
|
$
|
5,451
|
||
Interest
|
1,819,519
|
|||
Income from Fidelity Central Funds
|
142,445
|
|||
Total income
|
1,967,415
|
|||
Expenses
|
||||
Management fee
|
$
|
145,078
|
||
Transfer agent fees
|
37,875
|
|||
Distribution and service plan fees
|
18,929
|
|||
Independent trustees' fees and expenses
|
102
|
|||
Total expenses before reductions
|
201,984
|
|||
Expense reductions
|
(6,206)
|
|||
Total expenses after reductions
|
195,778
|
|||
Net Investment income (loss)
|
1,771,637
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
(140,419)
|
|||
Forward foreign currency contracts
|
(196,528)
|
|||
Foreign currency transactions
|
2,077
|
|||
Futures contracts
|
(2,635)
|
|||
Total net realized gain (loss)
|
(337,505)
|
|||
Change in net unrealized appreciation (depreciation) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
(2,223)
|
|||
Forward foreign currency contracts
|
30,239
|
|||
Assets and liabilities in foreign currencies
|
1,176
|
|||
Futures contracts
|
13,449
|
|||
TBA sale commitments
|
12,976
|
|||
Total change in net unrealized appreciation (depreciation)
|
55,617
|
|||
Net gain (loss)
|
(281,888)
|
|||
Net increase (decrease) in net assets resulting from operations
|
$
|
1,489,749
|
||
Statement of Changes in Net Assets
|
||||
Year ended
August 31, 2025
|
Year ended
August 31, 2024
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
1,771,637
|
$
|
1,512,788
|
Net realized gain (loss)
|
(337,505)
|
(293,565)
|
||
Change in net unrealized appreciation (depreciation)
|
55,617
|
1,397,579
|
||
Net increase (decrease) in net assets resulting from operations
|
1,489,749
|
2,616,802
|
||
Distributions to shareholders
|
(1,636,836)
|
(1,344,931)
|
||
Share transactions - net increase (decrease)
|
8,670,973
|
4,992,258
|
||
Total increase (decrease) in net assets
|
8,523,886
|
6,264,129
|
||
Net Assets
|
||||
Beginning of period
|
39,262,600
|
32,998,471
|
||
End of period
|
$
|
47,786,486
|
$
|
39,262,600
|
Fidelity Advisor® Sustainable Core Plus Bond Fund Class A |
Years ended August 31,
|
2025
|
2024
|
2023
|
2022 A
|
||||
Selected Per-Share Data
|
||||||||
Net asset value, beginning of period
|
$
|
9.43
|
$
|
9.11
|
$
|
9.51
|
$
|
10.00
|
Income from Investment Operations
|
||||||||
Net investment income (loss) B,C
|
.378
|
.380
|
.340
|
.094
|
||||
Net realized and unrealized gain (loss)
|
(.069)
|
.276
|
(.408)
|
(.508)
|
||||
Total from investment operations
|
.309
|
.656
|
(.068)
|
(.414)
|
||||
Distributions from net investment income
|
(.349)
|
(.336)
|
(.332)
|
(.076)
|
||||
Total distributions
|
(.349)
|
(.336)
|
(.332)
|
(.076)
|
||||
Net asset value, end of period
|
$
|
9.39
|
$
|
9.43
|
$
|
9.11
|
$
|
9.51
|
Total Return D,E,F
|
3.37 % |
7.38%
|
(.70)%
|
(4.15)%
|
||||
Ratios to Average Net Assets C,G,H
|
||||||||
Expenses before reductions
|
.67%
|
.68%
|
.68%
|
.65% I
|
||||
Expenses net of fee waivers, if any
|
.67 % |
.68%
|
.68%
|
.65% I
|
||||
Expenses net of all reductions, if any
|
.67%
|
.68%
|
.67%
|
.65% I
|
||||
Net investment income (loss)
|
4.08%
|
4.16%
|
3.68%
|
2.54% I
|
||||
Supplemental Data
|
||||||||
Net assets, end of period (000 omitted)
|
$
|
2,330
|
$
|
2,063
|
$
|
1,279
|
$
|
1,226
|
Portfolio turnover rate J
|
201 % |
334%
|
266%
|
118% K
|
Fidelity Advisor® Sustainable Core Plus Bond Fund Class M |
Years ended August 31,
|
2025
|
2024
|
2023
|
2022 A
|
||||
Selected Per-Share Data
|
||||||||
Net asset value, beginning of period
|
$
|
9.43
|
$
|
9.11
|
$
|
9.51
|
$
|
10.00
|
Income from Investment Operations
|
||||||||
Net investment income (loss) B,C
|
.372
|
.380
|
.342
|
.095
|
||||
Net realized and unrealized gain (loss)
|
(.070)
|
.276
|
(.408)
|
(.509)
|
||||
Total from investment operations
|
.302
|
.656
|
(.066)
|
(.414)
|
||||
Distributions from net investment income
|
(.342)
|
(.336)
|
(.334)
|
(.076)
|
||||
Total distributions
|
(.342)
|
(.336)
|
(.334)
|
(.076)
|
||||
Net asset value, end of period
|
$
|
9.39
|
$
|
9.43
|
$
|
9.11
|
$
|
9.51
|
Total Return D,E,F
|
3.30 % |
7.39%
|
(.68)%
|
(4.15)%
|
||||
Ratios to Average Net Assets C,G,H
|
||||||||
Expenses before reductions
|
.74%
|
.68%
|
.66%
|
.65% I
|
||||
Expenses net of fee waivers, if any
|
.74 % |
.68%
|
.66%
|
.65% I
|
||||
Expenses net of all reductions, if any
|
.74%
|
.67%
|
.65%
|
.65% I
|
||||
Net investment income (loss)
|
4.01%
|
4.17%
|
3.71%
|
2.54% I
|
||||
Supplemental Data
|
||||||||
Net assets, end of period (000 omitted)
|
$
|
1,250
|
$
|
1,305
|
$
|
1,016
|
$
|
1,020
|
Portfolio turnover rate J
|
201 % |
334%
|
266%
|
118% K
|
Fidelity Advisor® Sustainable Core Plus Bond Fund Class C |
Years ended August 31,
|
2025
|
2024
|
2023
|
2022 A
|
||||
Selected Per-Share Data
|
||||||||
Net asset value, beginning of period
|
$
|
9.43
|
$
|
9.11
|
$
|
9.51
|
$
|
10.00
|
Income from Investment Operations
|
||||||||
Net investment income (loss) B,C
|
.303
|
.313
|
.273
|
.067
|
||||
Net realized and unrealized gain (loss)
|
(.080)
|
.276
|
(.408)
|
(.508)
|
||||
Total from investment operations
|
.223
|
.589
|
(.135)
|
(.441)
|
||||
Distributions from net investment income
|
(.273)
|
(.269)
|
(.265)
|
(.049)
|
||||
Total distributions
|
(.273)
|
(.269)
|
(.265)
|
(.049)
|
||||
Net asset value, end of period
|
$
|
9.38
|
$
|
9.43
|
$
|
9.11
|
$
|
9.51
|
Total Return D,E,F
|
2.43 % |
6.60%
|
(1.42)%
|
(4.41)%
|
||||
Ratios to Average Net Assets C,G,H
|
||||||||
Expenses before reductions
|
1.49%
|
1.41%
|
1.40%
|
1.39% I
|
||||
Expenses net of fee waivers, if any
|
1.49 % |
1.41%
|
1.40%
|
1.39% I
|
||||
Expenses net of all reductions, if any
|
1.49%
|
1.40%
|
1.40%
|
1.39% I
|
||||
Net investment income (loss)
|
3.26%
|
3.44%
|
2.96%
|
1.79% I
|
||||
Supplemental Data
|
||||||||
Net assets, end of period (000 omitted)
|
$
|
1,135
|
$
|
1,071
|
$
|
956
|
$
|
955
|
Portfolio turnover rate J
|
201 % |
334%
|
266%
|
118% K
|
Fidelity® Sustainable Core Plus Bond Fund |
Years ended August 31,
|
2025
|
2024
|
2023
|
2022 A
|
||||
Selected Per-Share Data
|
||||||||
Net asset value, beginning of period
|
$
|
9.43
|
$
|
9.11
|
$
|
9.51
|
$
|
10.00
|
Income from Investment Operations
|
||||||||
Net investment income (loss) B,C
|
.399
|
.401
|
.360
|
.102
|
||||
Net realized and unrealized gain (loss)
|
(.070)
|
.276
|
(.407)
|
(.509)
|
||||
Total from investment operations
|
.329
|
.677
|
(.047)
|
(.407)
|
||||
Distributions from net investment income
|
(.369)
|
(.357)
|
(.353)
|
(.083)
|
||||
Total distributions
|
(.369)
|
(.357)
|
(.353)
|
(.083)
|
||||
Net asset value, end of period
|
$
|
9.39
|
$
|
9.43
|
$
|
9.11
|
$
|
9.51
|
Total Return D,E
|
3.60 % |
7.63%
|
(.47)%
|
(4.08)%
|
||||
Ratios to Average Net Assets C,F,G
|
||||||||
Expenses before reductions
|
.45%
|
.45%
|
.45%
|
.45% H
|
||||
Expenses net of fee waivers, if any
|
.45 % |
.45%
|
.45%
|
.45% H
|
||||
Expenses net of all reductions, if any
|
.45%
|
.45%
|
.44%
|
.44% H
|
||||
Net investment income (loss)
|
4.30%
|
4.39%
|
3.91%
|
2.74% H
|
||||
Supplemental Data
|
||||||||
Net assets, end of period (000 omitted)
|
$
|
29,536
|
$
|
26,371
|
$
|
25,950
|
$
|
21,580
|
Portfolio turnover rate I
|
201 % |
334%
|
266%
|
118% J
|
Fidelity Advisor® Sustainable Core Plus Bond Fund Class I |
Years ended August 31,
|
2025
|
2024
|
2023
|
2022 A
|
||||
Selected Per-Share Data
|
||||||||
Net asset value, beginning of period
|
$
|
9.43
|
$
|
9.11
|
$
|
9.51
|
$
|
10.00
|
Income from Investment Operations
|
||||||||
Net investment income (loss) B,C
|
.399
|
.403
|
.365
|
.104
|
||||
Net realized and unrealized gain (loss)
|
(.070)
|
.276
|
(.408)
|
(.509)
|
||||
Total from investment operations
|
.329
|
.679
|
(.043)
|
(.405)
|
||||
Distributions from net investment income
|
(.369)
|
(.359)
|
(.357)
|
(.085)
|
||||
Total distributions
|
(.369)
|
(.359)
|
(.357)
|
(.085)
|
||||
Net asset value, end of period
|
$
|
9.39
|
$
|
9.43
|
$
|
9.11
|
$
|
9.51
|
Total Return D,E
|
3.60 % |
7.66%
|
(.43)%
|
(4.06)%
|
||||
Ratios to Average Net Assets C,F,G
|
||||||||
Expenses before reductions
|
.49%
|
.42%
|
.41%
|
.40% H
|
||||
Expenses net of fee waivers, if any
|
.45 % |
.42%
|
.41%
|
.40% H
|
||||
Expenses net of all reductions, if any
|
.45%
|
.42%
|
.40%
|
.40% H
|
||||
Net investment income (loss)
|
4.30%
|
4.42%
|
3.95%
|
2.79% H
|
||||
Supplemental Data
|
||||||||
Net assets, end of period (000 omitted)
|
$
|
1,251
|
$
|
1,190
|
$
|
957
|
$
|
959
|
Portfolio turnover rate I
|
201 % |
334%
|
266%
|
118% J
|
Fidelity Advisor® Sustainable Core Plus Bond Fund Class Z |
Years ended August 31,
|
2025
|
2024
|
2023
|
2022 A
|
||||
Selected Per-Share Data
|
||||||||
Net asset value, beginning of period
|
$
|
9.44
|
$
|
9.11
|
$
|
9.51
|
$
|
10.00
|
Income from Investment Operations
|
||||||||
Net investment income (loss) B,C
|
.407
|
.409
|
.368
|
.105
|
||||
Net realized and unrealized gain (loss)
|
(.079)
|
.286
|
(.407)
|
(.509)
|
||||
Total from investment operations
|
.328
|
.695
|
(.039)
|
(.404)
|
||||
Distributions from net investment income
|
(.378)
|
(.365)
|
(.361)
|
(.086)
|
||||
Total distributions
|
(.378)
|
(.365)
|
(.361)
|
(.086)
|
||||
Net asset value, end of period
|
$
|
9.39
|
$
|
9.44
|
$
|
9.11
|
$
|
9.51
|
Total Return D,E
|
3.58 % |
7.84%
|
(.38)%
|
(4.05)%
|
||||
Ratios to Average Net Assets C,F,G
|
||||||||
Expenses before reductions
|
.40%
|
.40%
|
.40%
|
.40% H
|
||||
Expenses net of fee waivers, if any
|
.36 % |
.36%
|
.36%
|
.36% H
|
||||
Expenses net of all reductions, if any
|
.36%
|
.36%
|
.35%
|
.36% H
|
||||
Net investment income (loss)
|
4.39%
|
4.48%
|
4.00%
|
2.82% H
|
||||
Supplemental Data
|
||||||||
Net assets, end of period (000 omitted)
|
$
|
12,285
|
$
|
7,262
|
$
|
2,841
|
$
|
1,404
|
Portfolio turnover rate I
|
201 % |
334%
|
266%
|
118% J
|
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
|
$816,649
|
Gross unrealized depreciation
|
(1,265,987)
|
Net unrealized appreciation (depreciation)
|
$(449,338)
|
Tax Cost
|
$51,784,301
|
Undistributed ordinary income
|
$82,871
|
Capital loss carryforward
|
$(1,036,354)
|
Net unrealized appreciation (depreciation) on securities and other investments
|
$(447,716)
|
Short-term
|
$(698,109)
|
Long-term
|
(338,245)
|
Total capital loss carryforward
|
$(1,036,354)
|
August 31, 2025
|
August 31, 2024
|
|
Ordinary Income
|
$1,636,836
|
$ 1,344,931
|
Total
|
$1,636,836
|
$ 1,344,931
|
Investment to be Acquired
|
Commitment Amount ($)
|
Unrealized Appreciation (Depreciation)($)
|
|
Fidelity Sustainable Core Plus Bond Fund
|
Wolfspeed New 2L Convertible Notes
|
3,355
|
-
|
Foreign Exchange Risk
|
Foreign exchange rate risk relates to fluctuations in the value of an asset or liability due to changes in currency exchange rates.
|
Interest Rate Risk
|
Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.
|
Primary Risk Exposure / Derivative Type
|
Net Realized Gain (Loss)($)
|
Change in Net Unrealized Appreciation (Depreciation)($)
|
Fidelity Sustainable Core Plus Bond Fund
|
||
Foreign Exchange Risk
|
||
Forward Foreign Currency Contracts
|
(196,528)
|
30,239
|
Total Foreign Exchange Risk
|
(196,528)
|
30,239
|
Interest Rate Risk
|
||
Futures Contracts
|
(2,635)
|
13,449
|
Total Interest Rate Risk
|
(2,635)
|
13,449
|
Totals
|
(199,163)
|
43,688
|
Average Contracts Amount ($)
|
|
Fidelity Sustainable Core Plus Bond Fund
|
2,714,955
|
Purchases ($)
|
Sales ($)
|
|
Fidelity Sustainable Core Plus Bond Fund
|
52,023,618
|
52,557,297
|
Distribution Fee
|
Service Fee
|
Total Fees ($)
|
Retained by FDC ($)
|
|
Class A
|
- %
|
.25%
|
4,940
|
2,149
|
Class M
|
- %
|
.25%
|
3,129
|
2,563
|
Class C
|
.75%
|
.25%
|
10,860
|
10,327
|
18,929
|
15,039
|
Retained by FDC ($)
|
|
Class A
|
32
|
Class M
|
39
|
71
|
Amount ($)
|
% of Class-Level Average Net Assets
|
|
Class A
|
1,465
|
.07
|
Class M
|
1,778
|
.14
|
Class C
|
1,520
|
.14
|
Fidelity Sustainable Core Plus Bond Fund
|
26,851
|
.10
|
Class I
|
1,732
|
.14
|
Class Z
|
4,529
|
.05
|
37,875
|
Purchases ($)
|
Sales ($)
|
Realized Gain (Loss) ($)
|
|
Fidelity Sustainable Core Plus Bond Fund
|
-
|
1,732
|
1,088
|
Expense Limitations
|
Reimbursement ($)
|
|
Class I
|
.45%
|
508
|
Class Z
|
.36%
|
3,592
|
4,100
|
Year ended
August 31, 2025
|
Year ended
August 31, 2024
|
|
Fidelity Sustainable Core Plus Bond Fund
|
||
Distributions to shareholders
|
||
Class A
|
$74,068
|
$61,215
|
Class M
|
46,093
|
43,811
|
Class C
|
31,879
|
29,167
|
Fidelity Sustainable Core Plus Bond Fund
|
1,068,237
|
992,735
|
Class I
|
48,704
|
39,744
|
Class Z
|
367,855
|
178,259
|
Total
|
$1,636,836
|
$1,344,931
|
Shares
|
Shares
|
Dollars
|
Dollars
|
|
Year ended
August 31, 2025
|
Year ended
August 31, 2024
|
Year ended
August 31, 2025
|
Year ended
August 31, 2024
|
|
Fidelity Sustainable Core Plus Bond Fund
|
||||
Class A
|
||||
Shares sold
|
62,492
|
84,517
|
$576,409
|
$764,816
|
Reinvestment of distributions
|
6,818
|
5,776
|
63,485
|
52,821
|
Shares redeemed
|
(39,756)
|
(12,000)
|
(372,623)
|
(109,336)
|
Net increase (decrease)
|
29,554
|
78,293
|
$267,271
|
$708,301
|
Class M
|
||||
Shares sold
|
1,646
|
28,756
|
$15,285
|
$253,040
|
Reinvestment of distributions
|
4,945
|
4,792
|
46,035
|
43,811
|
Shares redeemed
|
(11,767)
|
(6,823)
|
(109,612)
|
(60,312)
|
Net increase (decrease)
|
(5,176)
|
26,725
|
$(48,292)
|
$236,539
|
Class C
|
||||
Shares sold
|
4,304
|
5,989
|
$39,936
|
$55,576
|
Reinvestment of distributions
|
3,426
|
3,191
|
31,879
|
29,163
|
Shares redeemed
|
(422)
|
(555)
|
(3,886)
|
(5,077)
|
Net increase (decrease)
|
7,308
|
8,625
|
$67,929
|
$79,662
|
Fidelity Sustainable Core Plus Bond Fund
|
||||
Shares sold
|
647,351
|
529,316
|
$6,016,198
|
$4,830,507
|
Reinvestment of distributions
|
111,232
|
105,587
|
1,035,423
|
964,442
|
Shares redeemed
|
(406,807)
|
(688,964)
|
(3,747,140)
|
(6,211,784)
|
Net increase (decrease)
|
351,776
|
(54,061)
|
$3,304,481
|
$(416,835)
|
Class I
|
||||
Shares sold
|
15,563
|
21,962
|
$145,630
|
$201,226
|
Reinvestment of distributions
|
5,217
|
4,312
|
48,563
|
39,423
|
Shares redeemed
|
(13,532)
|
(5,229)
|
(124,567)
|
(48,104)
|
Net increase (decrease)
|
7,248
|
21,045
|
$69,626
|
$192,545
|
Class Z
|
||||
Shares sold
|
729,296
|
463,104
|
$6,770,613
|
$4,240,371
|
Reinvestment of distributions
|
13,408
|
9,403
|
124,820
|
86,034
|
Shares redeemed
|
(203,556)
|
(14,797)
|
(1,885,475)
|
(134,359)
|
Net increase (decrease)
|
539,148
|
457,710
|
$5,009,958
|
$4,192,046
|
Fund
|
Affiliated %
|
Fidelity Sustainable Core Plus Bond Fund
|
47%
|
Fidelity Sustainable Multi-Asset Fund
|
|
Fidelity Sustainable Core Plus Bond Fund
|
11%
|
 |
Contents
Asset-Backed Securities - 19.0%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 19.0%
|
|||
Affirm Asset Securitization Trust Series 2025-X1 Class A, 5.08% 4/15/2030 (b)
|
72,361
|
72,451
|
|
Autonation Finance Trust Series 2025-1A Class A2, 4.72% 4/10/2028 (b)
|
100,000
|
100,256
|
|
BMW Vehicle Lease Trust Series 2025-1 Class A2A, 4.43% 9/27/2027
|
125,000
|
125,307
|
|
BofA Auto Trust Series 2024-1A Class A2, 5.57% 12/15/2026 (b)
|
5,300
|
5,305
|
|
BofA Auto Trust Series 2025-1A Class A2A, 4.52% 11/22/2027 (b)
|
40,000
|
40,057
|
|
Capital One Multi-Asset Execution Trust Series 2019-A3 Class A3, 2.06% 8/15/2028
|
160,000
|
157,022
|
|
Capital One Prime Auto Receivables Trust Series 2024-1 Class A2A, 4.61% 10/15/2027
|
75,453
|
75,526
|
|
CarMax Auto Owner Trust Series 2024-1 Class A2A, 5.3% 3/15/2027
|
7,981
|
7,987
|
|
CarMax Auto Owner Trust Series 2024-3 Class A2A, 5.21% 9/15/2027
|
34,392
|
34,478
|
|
CarMax Auto Owner Trust Series 2024-4 Class A2A, 4.67% 12/15/2027
|
33,783
|
33,842
|
|
CarMax Auto Owner Trust Series 2025-1 Class A2A, 4.63% 3/15/2028
|
60,502
|
60,608
|
|
CarMax Auto Owner Trust Series 2025-2 Class A2A, 4.59% 7/17/2028
|
60,000
|
60,226
|
|
CarMax Auto Owner Trust Series 2025-3 Class A2A, 4.42% 8/15/2028
|
125,000
|
125,301
|
|
CarMax Select Receivables Trust Series 2024-A Class A2A, 5.78% 9/15/2027
|
1,964
|
1,971
|
|
Carvana Auto Receivables Trust 2025-P2 Series 2025-P2 Class A2, 4.56% 8/10/2028
|
100,000
|
100,182
|
|
Carvana Auto Receivables Trust Series 2024-P4 Class A2, 4.62% 2/10/2028
|
21,683
|
21,696
|
|
Carvana Auto Receivables Trust Series 2025-P1 Class A2, 4.5% 6/12/2028
|
23,073
|
23,085
|
|
Chase Auto Owner Trust Series 2024-1A Class A2, 5.48% 4/26/2027 (b)
|
2,779
|
2,781
|
|
Chase Auto Owner Trust Series 2024-3A Class A2, 5.53% 9/27/2027 (b)
|
14,738
|
14,774
|
|
Chase Auto Owner Trust Series 2024-4A Class A2, 5.25% 9/27/2027 (b)
|
28,181
|
28,237
|
|
Citibank Credit Card Issuance Trust Series 2023-A1 Class A1, 5.23% 12/8/2027
|
100,000
|
100,241
|
|
Citizens Auto Receivables Trust Series 2024-1 Class A2A, 5.43% 10/15/2026 (b)
|
1,891
|
1,892
|
|
Citizens Auto Receivables Trust Series 2024-2 Class A2A, 5.54% 11/16/2026 (b)
|
8,858
|
8,866
|
|
Dell Equip Fin Trust Series 2025-1 Class A2, 4.68% 7/22/2027 (b)
|
100,000
|
100,381
|
|
Dell Equipment Finance Trust Series 2024-1 Class A2, 5.58% 3/22/2030 (b)
|
24,902
|
24,936
|
|
Dell Equipment Finance Trust Series 2024-2 Class A2, 4.69% 8/22/2030 (b)
|
88,844
|
88,978
|
|
Dext Abs LLC Series 2025-1 Class A2, 4.59% 8/16/2027 (b)
|
100,000
|
100,169
|
|
DLLAA LLC Series 2025-1A Class A2, 4.7% 10/20/2027 (b)
|
30,000
|
30,078
|
|
DLLAA Series 2023-1A Class A2, 5.93% 7/20/2026 (b)
|
1
|
1
|
|
Dllad LLC Series 2025-1A Class A2, 4.46% 11/20/2028 (b)
|
75,000
|
75,223
|
|
DLLAD Series 2024-1A Class A2, 5.5% 8/20/2027 (b)
|
16,481
|
16,564
|
|
DLLMT LLC Series 2024-1A Class A3, 4.84% 8/21/2028 (b)
|
145,000
|
146,414
|
|
DLLST Series 2024-1A Class A3, 5.05% 8/20/2027 (b)
|
130,000
|
130,520
|
|
DRIVE Series 2025-1 Class A2, 4.87% 8/15/2028
|
65,000
|
65,144
|
|
Enterprise Fleet Financing 2025-2 LLC Series 2025-2 Class A2, 4.51% 2/22/2028 (b)
|
127,000
|
127,421
|
|
Enterprise Fleet Financing LLC Series 2023-3 Class A2, 6.4% 3/20/2030 (b)
|
73,202
|
74,294
|
|
Enterprise Fleet Financing LLC Series 2024-1 Class A2, 5.23% 3/20/2030 (b)
|
143,097
|
144,221
|
|
Enterprise Fleet Financing LLC Series 2024-3 Class A2, 5.31% 4/20/2027 (b)
|
33,681
|
33,858
|
|
Enterprise Fleet Financing LLC Series 2024-4 Class A2, 4.69% 7/20/2027 (b)
|
66,514
|
66,689
|
|
Enterprise Fleet Financing LLC Series 2025-1 Class A2, 4.65% 10/20/2027 (b)
|
70,000
|
70,241
|
|
Exeter Automobile Receivables Trust Series 2025-3A Class A2, 4.83% 1/18/2028
|
95,000
|
95,151
|
|
Exeter Automobile Receivables Trust Series 2025-4A Class A2, 4.53% 3/15/2028
|
95,000
|
95,036
|
|
Exeter Select Automobile Receivables Trust Series 2025-2 Class A2, 4.54% 6/15/2029
|
60,000
|
60,165
|
|
Ford Credit Auto Lease Trust Series 2025-A Class A2A, 4.57% 8/15/2027
|
67,765
|
67,889
|
|
Ford Credit Auto Owner Trust Series 2021-1 Class A, 1.37% 10/17/2033 (b)
|
130,000
|
127,617
|
|
Ford Credit Auto Owner Trust Series 2024-D Class A2A, 4.59% 10/15/2027
|
42,108
|
42,170
|
|
Ford Credit Auto Owner Trust Series 2025-A Class A2A, 4.47% 12/15/2027
|
140,000
|
140,275
|
|
Ford Credit Floorplan Master Owner Trust A Series 2024-1 Class A1, 5.29% 4/15/2029 (b)
|
170,000
|
173,099
|
|
Ford Series 2025-B Class A2A, 4.37% 3/15/2028
|
55,000
|
55,113
|
|
FORDO Series 2024-B Class A2A, 5.4% 4/15/2027
|
23,549
|
23,610
|
|
GM Financial Automobile Leasing Trust Series 2024-2 Class A2A, 5.43% 9/21/2026
|
20,406
|
20,442
|
|
GM Financial Automobile Leasing Trust Series 2025-1 Class A2A, 4.54% 5/20/2027 (c)
|
126,545
|
126,787
|
|
GM Financial Automobile Leasing Trust Series 2025-1 Class A3, 4.66% 2/21/2028
|
100,000
|
100,761
|
|
GM Financial Consumer Automobile Receivables Trust Series 2024-1 Class A2A, 5.12% 2/16/2027
|
3,596
|
3,597
|
|
GM Financial Consumer Automobile Receivables Trust Series 2024-2 Class A2A, 5.33% 3/16/2027
|
9,789
|
9,799
|
|
GM Financial Consumer Automobile Receivables Trust Series 2024-4 Class A2A, 4.53% 10/18/2027
|
38,362
|
38,397
|
|
GM Financial Consumer Automobile Receivables Trust Series 2025-2 Class A2A, 4.4% 2/16/2028
|
125,000
|
125,139
|
|
Gm Financial Leasing Trst Series 2025-3 Class A2A, 4.19% 10/20/2027
|
119,000
|
119,081
|
|
GMF Floorplan Owner Revolving Trust Series 2023-1 Class A1, 5.34% 6/15/2028 (b)
|
160,000
|
161,362
|
|
GMF Floorplan Owner Revolving Trust Series 2023-1 Class A2, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.4927% 6/15/2028 (b)(c)(d)
|
107,000
|
107,598
|
|
GMF Floorplan Owner Revolving Trust Series 2024-3A Class A1, 4.68% 11/15/2028 (b)
|
120,000
|
120,658
|
|
GMF Floorplan Owner Revolving Trust Series 2025-1A Class A2, U.S. 30-Day Avg. SOFR Index + 0.6%, 4.9427% 3/15/2029 (b)(c)(d)
|
100,000
|
100,165
|
|
Gmf Leasing LLC Series 2025-2 Class A2A, 4.55% 7/20/2027
|
110,000
|
110,323
|
|
Greensky Home Improvement Issuer Trust Series 2025-2A Class A2, 4.93% 6/25/2060 (b)
|
100,000
|
100,276
|
|
Halst Series 2025-A Class A2A, 4.6% 6/15/2027 (b)
|
91,599
|
91,788
|
|
Halst Series 2025-A Class A3, 4.83% 1/18/2028 (b)
|
170,000
|
171,608
|
|
Harot Series 2025-2 Class A2A, 4.3% 1/18/2028
|
109,000
|
109,136
|
|
Honda Auto Receivables Owner Trust Series 2023-2 Class A3, 4.93% 11/15/2027
|
72,527
|
72,808
|
|
Honda Auto Receivables Owner Trust Series 2025-1 Class A2, 4.53% 8/23/2027
|
130,000
|
130,211
|
|
Honda Auto Receivables Series 2024-2 Class A2, 5.48% 11/18/2026
|
17,512
|
17,540
|
|
Hyundai Auto Lease Securitization Trust Series 2023-C Class A3, 5.8% 12/15/2026 (b)
|
63,266
|
63,436
|
|
Hyundai Auto Lease Securitization Trust Series 2024-B Class A2A, 5.51% 10/15/2026 (b)
|
31,104
|
31,144
|
|
Hyundai Auto Lease Securitization Trust Series 2025-B Class A2A, 4.58% 9/15/2027 (b)
|
105,000
|
105,372
|
|
Hyundai Auto Receivables Trust Series 2024-A Class A2A, 5.29% 4/15/2027
|
15,066
|
15,090
|
|
Hyundai Auto Receivables Trust Series 2024-C Class A2A, 4.53% 9/15/2027
|
43,295
|
43,340
|
|
Hyundai Auto Receivables Trust Series 2025-B Class A2A, 4.45% 8/15/2028
|
70,000
|
70,209
|
|
John Deere Owner Trust Series 2024-A Class A2A, 5.19% 2/16/2027
|
28,891
|
28,917
|
|
Kubota Credit Owner Trust 2025-2 Series 2025-2A Class A2, 4.48% 4/17/2028 (b)
|
100,000
|
100,403
|
|
Kubota Credit Owner Trust Series 2025-1A Class A2, 4.61% 12/15/2027 (b)
|
100,000
|
100,320
|
|
M&T Equipment Notes Series 2025-1A Class A2, 4.7% 12/16/2027 (b)
|
50,000
|
50,260
|
|
Marlette Funding Trust 2025-1 Series 2025-1A Class A, 4.75% 7/16/2035 (b)
|
90,595
|
90,687
|
|
MBART Series 2025-1 Class A2A, 4.5% 2/15/2028
|
42,345
|
42,405
|
|
Mercedes-Benz Auto Lease Trust Series 2024-A Class A2A, 5.44% 2/16/2027
|
31,976
|
32,053
|
|
Mercedes-Benz Auto Lease Trust Series 2024-B Class A3, 4.23% 2/15/2028
|
130,000
|
130,132
|
|
Mercedes-Benz Auto Lease Trust Series 2025-A Class A2A, 4.57% 4/17/2028
|
85,000
|
85,388
|
|
Mercedes-Benz Auto Receivables Trust Series 2024-1 Class A2A, 5.06% 5/17/2027
|
4,608
|
4,609
|
|
Porsche Financial Auto Securitization Trust Series 2024-1A Class A2A, 4.45% 1/24/2028 (b)
|
41,959
|
41,980
|
|
Porsche Innovative Lease Owner Trust Series 2025-1A Class A2A, 4.6% 12/20/2027 (b)
|
100,000
|
100,259
|
|
Post Road Equipment Finance LLC Series 2025-1A Class A2, 4.9% 5/15/2031 (b)
|
100,000
|
100,679
|
|
RCKT Trust Series 2025-1A Class A, 4.9% 7/25/2034 (b)
|
91,077
|
91,158
|
|
Santander Drive Auto Receivables Trust Series 2025-1 Class A3, 4.74% 1/16/2029
|
20,000
|
20,074
|
|
Santander Drive Auto Receivables Trust Series 2025-2 Class A2, 4.71% 6/15/2028
|
94,064
|
94,235
|
|
SBNA Auto Lease Trust Series 2024-B Class A2, 5.67% 11/20/2026 (b)
|
5,462
|
5,466
|
|
SBNA Auto Lease Trust Series 2024-C Class A2, 4.94% 11/20/2026 (b)
|
8,141
|
8,145
|
|
SBNA Auto Lease Trust Series 2024-C Class A3, 4.56% 2/22/2028 (b)
|
100,000
|
100,210
|
|
SFAST Series 2025-1A Class A2, 4.65% 5/22/2028 (b)
|
55,112
|
55,190
|
|
SFS Auto Receivables Securitization Trust Series 2023-1A Class A3, 5.47% 10/20/2028 (b)
|
76,736
|
77,263
|
|
SFS Auto Receivables Securitization Trust Series 2024-2A Class A2, 5.71% 10/20/2027 (b)
|
11,309
|
11,326
|
|
SFS Auto Receivables Securitization Trust Series 2024-3A Class A2, 4.71% 5/22/2028 (b)
|
16,139
|
16,157
|
|
SFS Auto Receivables Securitization Trust Series 2025-2A Class A2, 4.52% 11/20/2028 (b)
|
80,000
|
80,194
|
|
Sfuel Series 2025-BA Class A2, 4.31% 5/22/2028 (b)
|
140,000
|
140,260
|
|
Sofi Consumer Loan Program Series 2025-3 Class A, 4.47% 8/15/2034 (b)
|
100,000
|
100,063
|
|
Tesla Auto Lease Trust Series 2024-B Class A2A, 4.79% 1/20/2027 (b)
|
19,042
|
19,057
|
|
Tesla Electric Vehicle Trust Series 2023-1 Class A2A, 5.54% 12/21/2026 (b)
|
12,279
|
12,293
|
|
Toyota Auto Loan Extended Note Trust Series 2021-1A Class A, 1.07% 2/27/2034 (b)
|
100,000
|
98,459
|
|
Toyota Auto Receivables Owner Trust Series 2023-D Class A2A, 5.8% 11/16/2026
|
2,118
|
2,120
|
|
Toyota Auto Receivables Owner Trust Series 2025-B Class A2A, 4.46% 3/15/2028
|
160,000
|
160,302
|
|
Toyota Lease Owner Trust Series 2025-A Class A2A, 4.58% 7/20/2027 (b)
|
52,995
|
53,137
|
|
USB Auto Owner Trust 2025-1 Series 2025-1A Class A2, 4.51% 6/15/2028 (b)
|
110,000
|
110,329
|
|
Verizon Master Trust Series 2025-3 Class A1A, 4.51% 3/20/2030
|
95,000
|
95,608
|
|
Volkswagen Auto Loan Enhanced Trust 2023-2 Series 2023-2 Class A3, 5.48% 12/20/2028
|
110,000
|
111,557
|
|
Volkswagen Auto Loan Enhanced Trust Series 2024-1 Class A2A, 4.65% 11/22/2027
|
93,064
|
93,243
|
|
Wheels Fleet Lease Funding 1 LLC Series 2023-2A Class A, 6.46% 8/18/2038 (b)
|
69,270
|
70,183
|
|
Wheels Fleet Lease Funding 1 LLC Series 2024-1A Class A1, 5.49% 2/18/2039 (b)
|
74,407
|
75,253
|
|
Wheels Fleet Lease Funding 1 LLC Series 2024-2A Class A1, 4.87% 6/21/2039 (b)
|
89,614
|
90,314
|
|
Wheels Fleet Lease Funding 1 LLC Series 2025-1A Class A2, CME Term SOFR 1 month Index + 0%, 4.9868% 1/18/2040 (b)(c)(d)
|
105,000
|
105,310
|
|
Woart Series 2025-B Class A2A, 4.38% 8/15/2028
|
130,000
|
130,254
|
|
Woart Series 2025-C Class A2A, 4.19% 10/16/2028
|
138,000
|
138,101
|
|
World Omni Auto Receivables Tr Series 2024-A Class A3, 4.86% 3/15/2029
|
140,000
|
140,724
|
|
World Omni Auto Receivables Trust 2023-C Series 2023-C Class A3, 5.15% 11/15/2028
|
106,688
|
107,297
|
|
World Omni Auto Receivables Trust Series 2024-B Class A2A, 5.48% 9/15/2027
|
11,933
|
11,946
|
|
World Omni Auto Receivables Trust Series 2025-A Class A2A, 4.49% 4/17/2028
|
62,838
|
62,899
|
|
World Omni Select Auto Trust Series 2024-A Class A2A, 5.37% 2/15/2028
|
20,936
|
20,977
|
|
TOTAL UNITED STATES
|
8,960,611
|
||
|
TOTAL ASSET-BACKED SECURITIES
(Cost $8,939,243)
|
8,960,611
|
||
Bank Notes - 0.5%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.5%
|
|||
Financials - 0.5%
|
|||
Banks - 0.5%
|
|||
Citibank NA 5.438% 4/30/2026
(Cost $250,000)
|
250,000
|
251,740
|
|
Collateralized Mortgage Obligations - 0.2%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.2%
|
|||
Ocwen Loan Investment Trust Series 2025-HB1 Class A, 3% 6/25/2038 (b)(c)
(Cost $73,166)
|
75,215
|
73,094
|
|
Commercial Mortgage Securities - 0.4%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.4%
|
|||
ALA Trust Series 2025-OANA Class A, CME Term SOFR 1 month Index + 1.7426%, 6.1066% 6/15/2040 (b)(c)(d)
|
95,000
|
95,416
|
|
BX Trust 2025-ROIC Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 5.5069% 3/15/2030 (b)(c)(d)
|
70,724
|
70,635
|
|
TOTAL UNITED STATES
|
166,051
|
||
|
TOTAL COMMERCIAL MORTGAGE SECURITIES
(Cost $165,328)
|
166,051
|
||
Non-Convertible Corporate Bonds - 47.5%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
AUSTRALIA - 0.2%
|
|||
Financials - 0.2%
|
|||
Banks - 0.2%
|
|||
Commonwealth Bank of Australia U.S. SOFR Index + 0.46%, 4.8305% 11/27/2026 (b)(c)(d)
|
91,000
|
91,183
|
|
CANADA - 4.2%
|
|||
Communication Services - 0.1%
|
|||
Wireless Telecommunication Services - 0.1%
|
|||
Rogers Communications Inc 3.625% 12/15/2025
|
60,000
|
59,824
|
|
Energy - 0.2%
|
|||
Oil, Gas & Consumable Fuels - 0.2%
|
|||
Enbridge Inc 5.9% 11/15/2026
|
85,000
|
86,487
|
|
Financials - 3.6%
|
|||
Banks - 3.6%
|
|||
Bank of Montreal 0.949% 1/22/2027 (c)
|
115,000
|
113,401
|
|
Bank of Montreal 4.567% 9/10/2027 (c)
|
124,000
|
124,302
|
|
Bank of Montreal 5.92% 9/25/2025
|
50,000
|
50,043
|
|
Bank of Nova Scotia/The 2.7% 8/3/2026
|
140,000
|
138,183
|
|
Bank of Nova Scotia/The 2.951% 3/11/2027
|
120,000
|
118,102
|
|
Bank of Nova Scotia/The 5.35% 12/7/2026
|
126,000
|
127,768
|
|
Canadian Imperial Bank of Commerce 4.508% 9/11/2027 (c)
|
140,000
|
140,301
|
|
Canadian Imperial Bank of Commerce 5.615% 7/17/2026
|
120,000
|
121,449
|
|
Royal Bank of Canada 4.51% 10/18/2027 (c)
|
135,000
|
135,308
|
|
Royal Bank of Canada 5.069% 7/23/2027 (c)
|
110,000
|
110,728
|
|
Royal Bank of Canada U.S. SOFR Averages Index + 0.72%, 5.0703% 10/18/2027 (c)(d)
|
90,000
|
90,206
|
|
Toronto Dominion Bank 1.25% 9/10/2026
|
128,000
|
124,361
|
|
Toronto Dominion Bank 5.532% 7/17/2026
|
113,000
|
114,244
|
|
Toronto Dominion Bank U.S. SOFR Index + 0.62%, 4.9768% 12/17/2026 (c)(d)
|
125,000
|
125,396
|
|
1,633,792
|
|||
Materials - 0.1%
|
|||
Chemicals - 0.1%
|
|||
Nutrien Ltd 5.95% 11/7/2025
|
50,000
|
50,066
|
|
Utilities - 0.2%
|
|||
Independent Power and Renewable Electricity Producers - 0.2%
|
|||
Emera US Finance LP 3.55% 6/15/2026
|
90,000
|
89,247
|
|
TOTAL CANADA
|
1,919,416
|
||
CHILE - 0.3%
|
|||
Utilities - 0.3%
|
|||
Electric Utilities - 0.3%
|
|||
Enel Americas SA 4% 10/25/2026
|
140,000
|
139,142
|
|
FRANCE - 0.4%
|
|||
Financials - 0.4%
|
|||
Banks - 0.4%
|
|||
BNP Paribas SA 2.591% 1/20/2028 (b)(c)
|
200,000
|
195,165
|
|
GERMANY - 0.3%
|
|||
Consumer Discretionary - 0.3%
|
|||
Automobiles - 0.3%
|
|||
Mercedes-Benz Finance North America LLC 4.9% 1/9/2026 (b)
|
150,000
|
150,155
|
|
IRELAND - 1.6%
|
|||
Financials - 1.1%
|
|||
Banks - 0.4%
|
|||
Bank of Ireland Group PLC 2.029% 9/30/2027 (b)(c)
|
200,000
|
194,757
|
|
Consumer Finance - 0.7%
|
|||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.75% 1/30/2026
|
151,000
|
149,271
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.45% 4/3/2026
|
150,000
|
149,871
|
|
299,142
|
|||
TOTAL FINANCIALS
|
493,899
|
||
Industrials - 0.5%
|
|||
Transportation Infrastructure - 0.5%
|
|||
Avolon Holdings Funding Ltd 4.25% 4/15/2026 (b)
|
120,000
|
119,693
|
|
Avolon Holdings Funding Ltd 4.375% 5/1/2026 (b)
|
128,000
|
127,782
|
|
247,475
|
|||
TOTAL IRELAND
|
741,374
|
||
ITALY - 0.4%
|
|||
Utilities - 0.4%
|
|||
Electric Utilities - 0.4%
|
|||
Enel Finance International NV 7.05% 10/14/2025 (b)(e)
|
200,000
|
200,512
|
|
JAPAN - 0.8%
|
|||
Communication Services - 0.4%
|
|||
Diversified Telecommunication Services - 0.4%
|
|||
NTT Finance Corp 4.567% 7/16/2027 (b)
|
200,000
|
201,269
|
|
Financials - 0.4%
|
|||
Banks - 0.4%
|
|||
Mizuho Financial Group Inc 1.554% 7/9/2027 (c)
|
200,000
|
195,387
|
|
TOTAL JAPAN
|
396,656
|
||
NETHERLANDS - 1.5%
|
|||
Financials - 1.0%
|
|||
Banks - 1.0%
|
|||
Cooperatieve Rabobank UA/NY 4.333% 8/28/2026
|
250,000
|
250,658
|
|
ING Groep NV 1.726% 4/1/2027 (c)
|
200,000
|
197,023
|
|
447,681
|
|||
Information Technology - 0.5%
|
|||
Semiconductors & Semiconductor Equipment - 0.5%
|
|||
NXP BV / NXP Funding LLC / NXP USA Inc 3.875% 6/18/2026
|
150,000
|
149,353
|
|
NXP BV / NXP Funding LLC 5.35% 3/1/2026
|
121,000
|
121,242
|
|
270,595
|
|||
TOTAL NETHERLANDS
|
718,276
|
||
NORWAY - 0.4%
|
|||
Financials - 0.4%
|
|||
Banks - 0.4%
|
|||
DNB Bank ASA 1.127% 9/16/2026 (b)(c)
|
200,000
|
199,726
|
|
SWEDEN - 0.4%
|
|||
Financials - 0.4%
|
|||
Banks - 0.4%
|
|||
Swedbank AB 6.136% 9/12/2026 (b)
|
200,000
|
203,725
|
|
UNITED KINGDOM - 3.7%
|
|||
Financials - 3.4%
|
|||
Banks - 3.4%
|
|||
Barclays PLC 6.496% 9/13/2027 (c)
|
200,000
|
204,153
|
|
Barclays PLC 7.325% 11/2/2026 (c)
|
200,000
|
200,862
|
|
HSBC Holdings PLC 5.887% 8/14/2027 (c)
|
200,000
|
202,692
|
|
HSBC Holdings PLC 7.336% 11/3/2026 (c)
|
200,000
|
200,907
|
|
Lloyds Banking Group PLC 1.627% 5/11/2027 (c)
|
200,000
|
196,212
|
|
Lloyds Banking Group PLC 5.985% 8/7/2027 (c)
|
200,000
|
202,791
|
|
NatWest Group PLC 5.847% 3/2/2027 (c)
|
200,000
|
201,420
|
|
NatWest Group PLC 7.472% 11/10/2026 (c)
|
200,000
|
201,068
|
|
1,610,105
|
|||
Health Care - 0.3%
|
|||
Pharmaceuticals - 0.3%
|
|||
GlaxoSmithKline Capital PLC U.S. SOFR Index + 0.5%, 4.8554% 3/12/2027 (c)(d)
|
122,000
|
122,414
|
|
TOTAL UNITED KINGDOM
|
1,732,519
|
||
UNITED STATES - 33.3%
|
|||
Communication Services - 1.4%
|
|||
Diversified Telecommunication Services - 0.5%
|
|||
AT&T Inc 1.7% 3/25/2026
|
154,000
|
151,749
|
|
AT&T Inc 3.875% 1/15/2026
|
93,000
|
92,749
|
|
244,498
|
|||
Wireless Telecommunication Services - 0.9%
|
|||
Sprint LLC 7.625% 3/1/2026
|
150,000
|
150,746
|
|
T-Mobile USA Inc 1.5% 2/15/2026
|
155,000
|
152,941
|
|
T-Mobile USA Inc 2.25% 2/15/2026
|
113,000
|
111,745
|
|
415,432
|
|||
TOTAL COMMUNICATION SERVICES
|
659,930
|
||
Consumer Discretionary - 2.8%
|
|||
Automobiles - 1.3%
|
|||
American Honda Finance Corp 4.95% 1/9/2026
|
59,000
|
59,113
|
|
General Motors Financial Co Inc 1.25% 1/8/2026
|
60,000
|
59,309
|
|
General Motors Financial Co Inc 5.25% 3/1/2026
|
100,000
|
100,169
|
|
General Motors Financial Co Inc 6.05% 10/10/2025
|
119,000
|
119,158
|
|
Hyundai Capital America 1.8% 10/15/2025 (b)
|
53,000
|
52,803
|
|
Hyundai Capital America 5.5% 3/30/2026 (b)
|
50,000
|
50,298
|
|
Hyundai Capital America 6.25% 11/3/2025 (b)
|
80,000
|
80,227
|
|
Hyundai Capital America U.S. SOFR Index + 1.12%, 5.4785% 6/23/2027 (b)(c)(d)
|
110,000
|
110,576
|
|
631,653
|
|||
Leisure Products - 0.5%
|
|||
Mattel Inc 3.375% 4/1/2026 (b)
|
163,000
|
161,542
|
|
Mattel Inc 5.875% 12/15/2027 (b)
|
90,000
|
90,239
|
|
251,781
|
|||
Specialty Retail - 1.0%
|
|||
AutoZone Inc 3.125% 4/21/2026
|
140,000
|
138,897
|
|
Home Depot Inc/The U.S. SOFR Index + 0.33%, 4.6863% 12/24/2025 (c)(d)
|
64,000
|
64,038
|
|
Lowe's Cos Inc 3.375% 9/15/2025
|
70,000
|
69,970
|
|
O'Reilly Automotive Inc 5.75% 11/20/2026
|
136,000
|
138,267
|
|
Ross Stores Inc 0.875% 4/15/2026
|
40,000
|
39,132
|
|
450,304
|
|||
TOTAL CONSUMER DISCRETIONARY
|
1,333,738
|
||
Consumer Staples - 2.0%
|
|||
Beverages - 0.6%
|
|||
Keurig Dr Pepper Inc U.S. SOFR Index + 0.58%, 4.9328% 11/15/2026 (c)(d)
|
145,000
|
145,019
|
|
Molson Coors Beverage Co 3% 7/15/2026
|
140,000
|
138,381
|
|
283,400
|
|||
Consumer Staples Distribution & Retail - 0.8%
|
|||
Mars Inc 4.45% 3/1/2027 (b)
|
46,000
|
46,277
|
|
Mondelez International Holdings Netherlands BV 1.25% 9/24/2026 (b)
|
200,000
|
193,860
|
|
Walmart Inc U.S. SOFR Averages Index + 0.43%, 4.7867% 4/28/2027 (c)(d)
|
118,000
|
118,340
|
|
358,477
|
|||
Food Products - 0.6%
|
|||
Bunge Ltd Finance Corp 3.25% 8/15/2026
|
108,000
|
107,031
|
|
Conagra Brands Inc 4.6% 11/1/2025
|
50,000
|
49,975
|
|
Kraft Heinz Foods Co 3% 6/1/2026
|
144,000
|
142,407
|
|
299,413
|
|||
TOTAL CONSUMER STAPLES
|
941,290
|
||
Energy - 1.4%
|
|||
Oil, Gas & Consumable Fuels - 1.4%
|
|||
EQT Corp 3.125% 5/15/2026 (b)
|
90,000
|
88,947
|
|
MPLX LP 1.75% 3/1/2026
|
114,000
|
112,466
|
|
Phillips 66 1.3% 2/15/2026
|
60,000
|
59,102
|
|
Spectra Energy Partners LP 3.375% 10/15/2026
|
140,000
|
138,493
|
|
Transcontinental Gas Pipe Line Co LLC 7.85% 2/1/2026
|
60,000
|
60,376
|
|
Western Gas Partners LP 4.65% 7/1/2026
|
124,000
|
123,876
|
|
Williams Cos Inc/The 5.4% 3/2/2026
|
60,000
|
60,280
|
|
643,540
|
|||
Financials - 17.1%
|
|||
Banks - 8.7%
|
|||
Bank of America Corp 1.197% 10/24/2026 (c)
|
80,000
|
79,626
|
|
Bank of America Corp 1.658% 3/11/2027 (c)
|
133,000
|
131,111
|
|
Bank of America Corp 1.734% 7/22/2027 (c)
|
110,000
|
107,491
|
|
Bank of America Corp 3.559% 4/23/2027 (c)
|
134,000
|
133,333
|
|
Bank of America Corp 3.824% 1/20/2028 (c)
|
130,000
|
129,249
|
|
Bank of America Corp 5.08% 1/20/2027 (c)
|
115,000
|
115,271
|
|
Bank of America Corp 5.933% 9/15/2027 (c)
|
90,000
|
91,453
|
|
Citibank NA U.S. SOFR Index + 0.781%, 5.1371% 5/29/2027 (c)(d)
|
250,000
|
251,871
|
|
Citigroup Inc 1.462% 6/9/2027 (c)
|
60,000
|
58,674
|
|
Citigroup Inc 3.2% 10/21/2026
|
70,000
|
69,211
|
|
Citigroup Inc 5.61% 9/29/2026 (c)
|
90,000
|
90,064
|
|
Citizens Financial Group Inc 2.85% 7/27/2026
|
104,000
|
102,592
|
|
JPMorgan Chase & Co 1.045% 11/19/2026 (c)
|
120,000
|
119,121
|
|
JPMorgan Chase & Co 1.578% 4/22/2027 (c)
|
90,000
|
88,456
|
|
JPMorgan Chase & Co 2.947% 2/24/2028 (c)
|
120,000
|
117,810
|
|
JPMorgan Chase & Co 3.782% 2/1/2028 (c)
|
140,000
|
139,176
|
|
JPMorgan Chase & Co 3.96% 1/29/2027 (c)
|
155,000
|
154,767
|
|
JPMorgan Chase & Co 5.04% 1/23/2028 (c)
|
90,000
|
90,941
|
|
JPMorgan Chase & Co 6.07% 10/22/2027 (c)
|
158,000
|
161,105
|
|
Morgan Stanley Private Bank NA U.S. SOFR Index + 0.77%, 5.1231% 7/6/2028 (c)(d)
|
250,000
|
250,686
|
|
PNC Financial Services Group Inc/The 4.758% 1/26/2027 (c)
|
100,000
|
100,086
|
|
PNC Financial Services Group Inc/The 5.102% 7/23/2027 (c)
|
190,000
|
191,088
|
|
PNC Financial Services Group Inc/The 6.615% 10/20/2027 (c)
|
103,000
|
105,578
|
|
Truist Financial Corp 1.267% 3/2/2027 (c)
|
90,000
|
88,640
|
|
Truist Financial Corp 5.9% 10/28/2026 (c)
|
149,000
|
149,284
|
|
Truist Financial Corp 6.047% 6/8/2027 (c)
|
110,000
|
111,264
|
|
US Bancorp 5.727% 10/21/2026 (c)
|
154,000
|
154,233
|
|
US Bancorp 6.787% 10/26/2027 (c)
|
124,000
|
127,441
|
|
Wells Fargo & Co 3% 10/23/2026
|
120,000
|
118,428
|
|
Wells Fargo & Co 3% 4/22/2026
|
114,000
|
113,108
|
|
Wells Fargo & Co 3.196% 6/17/2027 (c)
|
118,000
|
116,978
|
|
Wells Fargo & Co 4.9% 1/24/2028 (c)
|
110,000
|
110,956
|
|
Wells Fargo & Co 5.707% 4/22/2028 (c)
|
100,000
|
102,278
|
|
4,071,370
|
|||
Capital Markets - 5.3%
|
|||
Athene Global Funding 1.73% 10/2/2026 (b)
|
119,000
|
115,771
|
|
Athene Global Funding 4.86% 8/27/2026 (b)
|
108,000
|
108,546
|
|
Athene Global Funding 4.95% 1/7/2027 (b)
|
110,000
|
110,936
|
|
Athene Global Funding 5.339% 1/15/2027 (b)
|
135,000
|
136,766
|
|
Bank of New York Mellon Corp/The U.S. SOFR Averages Index + 0.68%, 5.0342% 6/9/2028 (c)(d)
|
160,000
|
160,457
|
|
Bank of New York Mellon U.S. SOFR Averages Index + 0.71%, 5.06% 4/20/2027 (c)(d)
|
250,000
|
250,559
|
|
Goldman Sachs Group Inc/The 1.093% 12/9/2026 (c)
|
114,000
|
112,964
|
|
Goldman Sachs Group Inc/The 1.431% 3/9/2027 (c)
|
170,000
|
167,355
|
|
Goldman Sachs Group Inc/The 3.5% 11/16/2026
|
43,000
|
42,644
|
|
Goldman Sachs Group Inc/The 4.387% 6/15/2027 (c)
|
188,000
|
187,972
|
|
Goldman Sachs Group Inc/The U.S. SOFR Index + 1.29%, 5.6421% 4/23/2028 (c)(d)
|
90,000
|
90,858
|
|
LPL Holdings Inc 4.625% 11/15/2027 (b)
|
128,000
|
127,969
|
|
Morgan Stanley 0.985% 12/10/2026 (c)
|
109,000
|
107,936
|
|
Morgan Stanley 1.512% 7/20/2027 (c)
|
150,000
|
146,290
|
|
Morgan Stanley 1.593% 5/4/2027 (c)
|
140,000
|
137,392
|
|
Morgan Stanley 3.125% 7/27/2026
|
108,000
|
107,012
|
|
Morgan Stanley 5.05% 1/28/2027 (c)
|
98,000
|
98,252
|
|
Morgan Stanley 6.138% 10/16/2026 (c)
|
129,000
|
129,234
|
|
State Street Corp 5.751% 11/4/2026 (c)
|
100,000
|
100,223
|
|
State Street Corp U.S. SOFR Index + 0.95%, 5.3036% 4/24/2028 (c)(d)
|
58,000
|
58,379
|
|
2,497,515
|
|||
Consumer Finance - 1.3%
|
|||
American Express Co 5.389% 7/28/2027 (c)
|
85,000
|
85,815
|
|
American Express Co 5.645% 4/23/2027 (c)
|
135,000
|
136,093
|
|
American Express Co 6.338% 10/30/2026 (c)
|
154,000
|
154,447
|
|
Toyota Motor Credit Corp U.S. SOFR Averages Index + 0.45%, 4.8001% 4/10/2026 (c)(d)
|
90,000
|
90,131
|
|
Toyota Motor Credit Corp U.S. SOFR Index + 0.71%, 5.0637% 5/14/2027 (c)(d)
|
130,000
|
130,507
|
|
596,993
|
|||
Financial Services - 0.5%
|
|||
Aviation Capital Group LLC 1.95% 9/20/2026 (b)
|
110,000
|
107,161
|
|
Corebridge Global Funding 5.75% 7/2/2026 (b)
|
90,000
|
91,116
|
|
Western Union Co/The 1.35% 3/15/2026
|
55,000
|
54,071
|
|
252,348
|
|||
Insurance - 1.3%
|
|||
Brown & Brown Inc 4.6% 12/23/2026
|
43,000
|
43,202
|
|
Equitable Financial Life Global Funding 1% 1/9/2026 (b)
|
120,000
|
118,565
|
|
Equitable Financial Life Global Funding 1.3% 7/12/2026 (b)
|
90,000
|
87,815
|
|
Equitable Financial Life Global Funding 5.5% 12/2/2025 (b)
|
120,000
|
120,291
|
|
Jackson National Life Global Funding 3.05% 4/29/2026 (b)
|
90,000
|
89,227
|
|
Jackson National Life Global Funding 4.9% 1/13/2027 (b)
|
150,000
|
151,079
|
|
610,179
|
|||
TOTAL FINANCIALS
|
8,028,405
|
||
Health Care - 1.6%
|
|||
Biotechnology - 0.2%
|
|||
Gilead Sciences Inc 3.65% 3/1/2026
|
100,000
|
99,660
|
|
Health Care Providers & Services - 1.4%
|
|||
Cigna Group/The 1.25% 3/15/2026
|
55,000
|
54,090
|
|
CVS Health Corp 2.875% 6/1/2026
|
147,000
|
145,262
|
|
CVS Health Corp 3% 8/15/2026
|
155,000
|
153,019
|
|
CVS Health Corp 5% 2/20/2026
|
106,000
|
106,247
|
|
HCA Inc 5.25% 6/15/2026
|
100,000
|
100,175
|
|
HCA Inc 5.875% 2/15/2026
|
80,000
|
80,066
|
|
638,859
|
|||
TOTAL HEALTH CARE
|
738,519
|
||
Industrials - 1.2%
|
|||
Aerospace & Defense - 0.3%
|
|||
L3Harris Technologies Inc 3.85% 12/15/2026
|
126,000
|
125,368
|
|
Ground Transportation - 0.3%
|
|||
CSX Corp 2.6% 11/1/2026
|
130,000
|
127,859
|
|
Industrial Conglomerates - 0.2%
|
|||
Trane Technologies Financing Ltd 3.5% 3/21/2026
|
92,000
|
91,524
|
|
Machinery - 0.3%
|
|||
Caterpillar Financial Services Corp U.S. SOFR Index + 0.69%, 5.0413% 10/16/2026 (c)(d)
|
150,000
|
150,644
|
|
Trading Companies & Distributors - 0.1%
|
|||
Air Lease Corp 2.875% 1/15/2026
|
53,000
|
52,643
|
|
TOTAL INDUSTRIALS
|
548,038
|
||
Information Technology - 2.4%
|
|||
Electronic Equipment, Instruments & Components - 0.4%
|
|||
Dell International LLC / EMC Corp 4.9% 10/1/2026
|
90,000
|
90,373
|
|
Dell International LLC / EMC Corp 6.02% 6/15/2026
|
116,000
|
117,015
|
|
207,388
|
|||
Semiconductors & Semiconductor Equipment - 0.2%
|
|||
Marvell Technology Inc 1.65% 4/15/2026
|
90,000
|
88,432
|
|
Software - 1.6%
|
|||
Oracle Corp 2.65% 7/15/2026
|
115,000
|
113,396
|
|
Oracle Corp 5.8% 11/10/2025
|
140,000
|
140,318
|
|
Roper Technologies Inc 1% 9/15/2025
|
60,000
|
59,920
|
|
Roper Technologies Inc 3.8% 12/15/2026
|
140,000
|
139,134
|
|
Roper Technologies Inc 3.85% 12/15/2025
|
129,000
|
128,809
|
|
VMware LLC 1.4% 8/15/2026
|
165,000
|
160,429
|
|
742,006
|
|||
Technology Hardware, Storage & Peripherals - 0.2%
|
|||
Hewlett Packard Enterprise Co 4.45% 9/25/2026
|
103,000
|
103,145
|
|
TOTAL INFORMATION TECHNOLOGY
|
1,140,971
|
||
Materials - 0.2%
|
|||
Chemicals - 0.2%
|
|||
Celanese US Holdings LLC 1.4% 8/5/2026
|
60,000
|
57,704
|
|
International Flavors & Fragrances Inc 1.23% 10/1/2025 (b)
|
37,000
|
36,890
|
|
94,594
|
|||
Real Estate - 1.4%
|
|||
Diversified REITs - 0.2%
|
|||
Vici Properties LP / Vici Note Co Inc 4.25% 12/1/2026 (b)
|
135,000
|
134,399
|
|
Office REITs - 0.3%
|
|||
COPT Defense Properties LP 2.25% 3/15/2026
|
140,000
|
138,022
|
|
Specialized REITs - 0.9%
|
|||
American Tower Corp 1.6% 4/15/2026
|
109,000
|
107,090
|
|
American Tower Corp 3.375% 10/15/2026
|
85,000
|
84,174
|
|
American Tower Corp 4.4% 2/15/2026
|
64,000
|
64,014
|
|
Crown Castle Inc 1.05% 7/15/2026
|
152,000
|
147,703
|
|
402,981
|
|||
TOTAL REAL ESTATE
|
675,402
|
||
Utilities - 1.8%
|
|||
Electric Utilities - 1.4%
|
|||
DTE Electric Co 4.25% 5/14/2027
|
24,000
|
24,096
|
|
Eversource Energy 4.75% 5/15/2026
|
100,000
|
100,231
|
|
FirstEnergy Corp 1.6% 1/15/2026
|
109,000
|
107,709
|
|
Jersey Central Power & Light Co 4.3% 1/15/2026 (b)
|
90,000
|
89,873
|
|
NextEra Energy Capital Holdings Inc 4.685% 9/1/2027
|
63,000
|
63,595
|
|
Oncor Electric Delivery Co LLC 4.5% 3/20/2027 (b)
|
65,000
|
65,447
|
|
Pacific Gas and Electric Co 2.95% 3/1/2026
|
50,000
|
49,508
|
|
Pacific Gas and Electric Co U.S. SOFR Averages Index + 0.95%, 5.3042% 9/4/2025 (c)(d)
|
120,000
|
120,004
|
|
Vistra Operations Co LLC 5.05% 12/30/2026 (b)
|
21,000
|
21,155
|
|
641,618
|
|||
Multi-Utilities - 0.4%
|
|||
Dominion Energy Inc 1.45% 4/15/2026
|
130,000
|
127,708
|
|
Dominion Energy Inc 3.9% 10/1/2025
|
80,000
|
79,946
|
|
207,654
|
|||
TOTAL UTILITIES
|
849,272
|
||
TOTAL UNITED STATES
|
15,653,699
|
||
|
TOTAL NON-CONVERTIBLE CORPORATE BONDS
(Cost $22,255,414)
|
22,341,548
|
||
U.S. Treasury Obligations - 29.5%
|
||||
Yield (%) (f)
|
Principal
Amount (a)
|
Value ($)
|
||
US Treasury Bills 0% 10/2/2025
|
4.28
|
2,757,000
|
2,747,304
|
|
US Treasury Bills 0% 11/28/2025
|
4.10 to 4.32
|
1,611,200
|
1,595,438
|
|
US Treasury Bills 0% 11/6/2025
|
4.16 to 4.21
|
3,000,000
|
2,977,851
|
|
US Treasury Bills 0% 9/4/2025
|
4.16 to 4.21
|
2,872,500
|
2,871,824
|
|
US Treasury Notes 3.5% 9/30/2026
|
3.96 to 4.36
|
2,215,600
|
2,207,378
|
|
US Treasury Notes 4.125% 1/31/2027
|
3.89 to 4.08
|
1,500,000
|
1,507,441
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $13,893,058)
|
13,907,236
|
|||
Money Market Funds - 2.8%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (g)
(Cost $1,324,656)
|
4.36
|
1,324,391
|
1,324,656
|
|
|
TOTAL INVESTMENT IN SECURITIES - 99.9%
(Cost $46,900,865)
|
47,024,936
|
NET OTHER ASSETS (LIABILITIES) - 0.1%
|
62,187
|
NET ASSETS - 100.0%
|
47,087,123
|
(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 $9,273,972 or 19.7% of net assets.
|
(c)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(d)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
|
(e)
|
Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.
|
(f)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(g)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
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
|
990,120
|
27,988,075
|
27,653,539
|
43,926
|
-
|
-
|
1,324,656
|
1,324,391
|
0.0%
|
Total
|
990,120
|
27,988,075
|
27,653,539
|
43,926
|
-
|
-
|
1,324,656
|
||
Valuation Inputs at Reporting Date:
|
||||
Description
|
Total ($)
|
Level 1 ($)
|
Level 2 ($)
|
Level 3 ($)
|
Investments in Securities:
|
||||
Asset-Backed Securities
|
8,960,611
|
-
|
8,960,611
|
-
|
Bank Notes
|
||||
Financials
|
251,740
|
-
|
251,740
|
-
|
Collateralized Mortgage Obligations
|
73,094
|
-
|
73,094
|
-
|
Commercial Mortgage Securities
|
166,051
|
-
|
166,051
|
-
|
Non-Convertible Corporate Bonds
|
||||
Communication Services
|
921,023
|
-
|
921,023
|
-
|
Consumer Discretionary
|
1,483,893
|
-
|
1,483,893
|
-
|
Consumer Staples
|
941,290
|
-
|
941,290
|
-
|
Energy
|
730,027
|
-
|
730,027
|
-
|
Financials
|
13,099,068
|
-
|
13,099,068
|
-
|
Health Care
|
860,933
|
-
|
860,933
|
-
|
Industrials
|
795,513
|
-
|
795,513
|
-
|
Information Technology
|
1,411,566
|
-
|
1,411,566
|
-
|
Materials
|
144,660
|
-
|
144,660
|
-
|
Real Estate
|
675,402
|
-
|
675,402
|
-
|
Utilities
|
1,278,173
|
-
|
1,278,173
|
-
|
U.S. Treasury Obligations
|
13,907,236
|
-
|
13,907,236
|
-
|
Money Market Funds
|
1,324,656
|
1,324,656
|
-
|
-
|
Total Investments in Securities:
|
47,024,936
|
1,324,656
|
45,700,280
|
-
|
Statement of Assets and Liabilities
|
||||
As of August 31, 2025
|
||||
Assets
|
||||
Investment in securities, at value - See accompanying schedule:
|
||||
Unaffiliated issuers (cost $45,576,209)
|
$
|
45,700,280
|
||
Fidelity Central Funds (cost $1,324,656)
|
1,324,656
|
|||
Total Investment in Securities (cost $46,900,865)
|
$
|
47,024,936
|
||
Receivable for fund shares sold
|
148,445
|
|||
Interest receivable
|
293,048
|
|||
Distributions receivable from Fidelity Central Funds
|
2,756
|
|||
Receivable from investment adviser for expense reductions
|
1,457
|
|||
Total assets
|
47,470,642
|
|||
Liabilities
|
||||
Payable for investments purchased
|
$
|
168,129
|
||
Payable for fund shares redeemed
|
178,900
|
|||
Distributions payable
|
23,805
|
|||
Accrued management fee
|
7,747
|
|||
Distribution and service plan fees payable
|
1,670
|
|||
Other affiliated payables
|
3,265
|
|||
Other payables and accrued expenses
|
3
|
|||
Total liabilities
|
383,519
|
|||
Net Assets
|
$
|
47,087,123
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
46,043,782
|
||
Total accumulated earnings (loss)
|
1,043,341
|
|||
Net Assets
|
$
|
47,087,123
|
||
Net Asset Value and Maximum Offering Price
|
||||
Class A :
|
||||
Net Asset Value and redemption price per share ($3,673,106 ÷ 355,733 shares)(a)
|
$
|
10.33
|
||
Maximum offering price per share (100/98.50 of $10.33)
|
$
|
10.49
|
||
Class M :
|
||||
Net Asset Value and redemption price per share ($2,098,861 ÷ 203,277 shares)(a)
|
$
|
10.33
|
||
Maximum offering price per share (100/98.50 of $10.33)
|
$
|
10.49
|
||
Class C :
|
||||
Net Asset Value and offering price per share ($1,172,195 ÷ 113,593 shares)(a)
|
$
|
10.32
|
||
Fidelity Sustainable Low Duration Bond Fund :
|
||||
Net Asset Value, offering price and redemption price per share ($26,342,846 ÷ 2,551,256 shares)
|
$
|
10.33
|
||
Class I :
|
||||
Net Asset Value, offering price and redemption price per share ($1,167,610 ÷ 113,081 shares)
|
$
|
10.33
|
||
Class Z :
|
||||
Net Asset Value, offering price and redemption price per share ($12,632,505 ÷ 1,223,393 shares)
|
$
|
10.33
|
||
(a)Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge.
|
||||
Statement of Operations
|
||||
|
Year ended August 31, 2025
|
||||
Investment Income
|
||||
Interest
|
$
|
1,738,679
|
||
Income from Fidelity Central Funds
|
43,926
|
|||
Total income
|
1,782,605
|
|||
Expenses
|
||||
Management fee
|
$
|
74,586
|
||
Transfer agent fees
|
32,954
|
|||
Distribution and service plan fees
|
18,151
|
|||
Independent trustees' fees and expenses
|
88
|
|||
Total expenses before reductions
|
125,779
|
|||
Expense reductions
|
(17,423)
|
|||
Total expenses after reductions
|
108,356
|
|||
Net Investment income (loss)
|
1,674,249
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
39,650
|
|||
Total net realized gain (loss)
|
39,650
|
|||
Change in net unrealized appreciation (depreciation) on investment securities
|
12,929
|
|||
Net gain (loss)
|
52,579
|
|||
Net increase (decrease) in net assets resulting from operations
|
$
|
1,726,828
|
||
Statement of Changes in Net Assets
|
||||
Year ended
August 31, 2025
|
Year ended
August 31, 2024
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
1,674,249
|
$
|
1,337,760
|
Net realized gain (loss)
|
39,650
|
18,303
|
||
Change in net unrealized appreciation (depreciation)
|
12,929
|
141,610
|
||
Net increase (decrease) in net assets resulting from operations
|
1,726,828
|
1,497,673
|
||
Distributions to shareholders
|
(1,529,974)
|
(1,016,595)
|
||
Share transactions - net increase (decrease)
|
17,414,328
|
5,467,747
|
||
Total increase (decrease) in net assets
|
17,611,182
|
5,948,825
|
||
Net Assets
|
||||
Beginning of period
|
29,475,941
|
23,527,116
|
||
End of period
|
$
|
47,087,123
|
$
|
29,475,941
|
Fidelity Advisor® Sustainable Low Duration Bond Fund Class A |
Years ended August 31,
|
2025
|
2024
|
2023
|
2022 A
|
||||
Selected Per-Share Data
|
||||||||
Net asset value, beginning of period
|
$
|
10.31
|
$
|
10.13
|
$
|
9.96
|
$
|
10.00
|
Income from Investment Operations
|
||||||||
Net investment income (loss) B,C
|
.445
|
.498
|
.401
|
.053
|
||||
Net realized and unrealized gain (loss)
|
.018
|
.056
|
(.024)
|
(.058)
|
||||
Total from investment operations
|
.463
|
.554
|
.377
|
(.005)
|
||||
Distributions from net investment income
|
(.431)
|
(.370)
|
(.207)
|
(.035)
|
||||
Distributions from net realized gain
|
(.012)
|
(.004)
|
-
|
-
|
||||
Total distributions
|
(.443)
|
(.374)
|
(.207)
|
(.035)
|
||||
Net asset value, end of period
|
$
|
10.33
|
$
|
10.31
|
$
|
10.13
|
$
|
9.96
|
Total Return D,E,F
|
4.60 % |
5.58%
|
3.83%
|
(.05)%
|
||||
Ratios to Average Net Assets B,G,H
|
||||||||
Expenses before reductions
|
.47%
|
.45%
|
.51%
|
.51% I
|
||||
Expenses net of fee waivers, if any
|
.45 % |
.45%
|
.50%
|
.51% I
|
||||
Expenses net of all reductions, if any
|
.45%
|
.45%
|
.50%
|
.51% I
|
||||
Net investment income (loss)
|
4.33%
|
4.89%
|
4.00%
|
1.40% I
|
||||
Supplemental Data
|
||||||||
Net assets, end of period (000 omitted)
|
$
|
3,673
|
$
|
4,194
|
$
|
3,209
|
$
|
1,730
|
Portfolio turnover rate J
|
58 % |
67%
|
25%
|
5% K
|
Fidelity Advisor® Sustainable Low Duration Bond Fund Class M |
Years ended August 31,
|
2025
|
2024
|
2023
|
2022 A
|
||||
Selected Per-Share Data
|
||||||||
Net asset value, beginning of period
|
$
|
10.31
|
$
|
10.13
|
$
|
9.96
|
$
|
10.00
|
Income from Investment Operations
|
||||||||
Net investment income (loss) B,C
|
.446
|
.501
|
.402
|
.054
|
||||
Net realized and unrealized gain (loss)
|
.020
|
.055
|
(.023)
|
(.059)
|
||||
Total from investment operations
|
.466
|
.556
|
.379
|
(.005)
|
||||
Distributions from net investment income
|
(.434)
|
(.372)
|
(.209)
|
(.035)
|
||||
Distributions from net realized gain
|
(.012)
|
(.004)
|
-
|
-
|
||||
Total distributions
|
(.446)
|
(.376)
|
(.209)
|
(.035)
|
||||
Net asset value, end of period
|
$
|
10.33
|
$
|
10.31
|
$
|
10.13
|
$
|
9.96
|
Total Return D,E,F
|
4.63 % |
5.60%
|
3.84%
|
(.05)%
|
||||
Ratios to Average Net Assets C,G,H
|
||||||||
Expenses before reductions
|
.42%
|
.43%
|
.48%
|
.51% I
|
||||
Expenses net of fee waivers, if any
|
.42 % |
.43%
|
.48%
|
.51% I
|
||||
Expenses net of all reductions, if any
|
.41%
|
.43%
|
.48%
|
.51% I
|
||||
Net investment income (loss)
|
4.36%
|
4.91%
|
4.02%
|
1.40% I
|
||||
Supplemental Data
|
||||||||
Net assets, end of period (000 omitted)
|
$
|
2,099
|
$
|
766
|
$
|
605
|
$
|
515
|
Portfolio turnover rate J
|
58 % |
67%
|
25%
|
5% K
|
Fidelity Advisor® Sustainable Low Duration Bond Fund Class C |
Years ended August 31,
|
2025
|
2024
|
2023
|
2022 A
|
||||
Selected Per-Share Data
|
||||||||
Net asset value, beginning of period
|
$
|
10.30
|
$
|
10.12
|
$
|
9.95
|
$
|
10.00
|
Income from Investment Operations
|
||||||||
Net investment income (loss) B,C
|
.360
|
.414
|
.317
|
.021
|
||||
Net realized and unrealized gain (loss)
|
.018
|
.055
|
(.024)
|
(.064)
|
||||
Total from investment operations
|
.378
|
.469
|
.293
|
(.043)
|
||||
Distributions from net investment income
|
(.346)
|
(.285)
|
(.123)
|
(.007)
|
||||
Distributions from net realized gain
|
(.012)
|
(.004)
|
-
|
-
|
||||
Total distributions
|
(.358)
|
(.289)
|
(.123)
|
(.007)
|
||||
Net asset value, end of period
|
$
|
10.32
|
$
|
10.30
|
$
|
10.12
|
$
|
9.95
|
Total Return D,E,F
|
3.74 % |
4.71%
|
2.96%
|
(.43)%
|
||||
Ratios to Average Net Assets C,G,H
|
||||||||
Expenses before reductions
|
1.28%
|
1.28%
|
1.34%
|
1.36% I
|
||||
Expenses net of fee waivers, if any
|
1.28 % |
1.28%
|
1.34%
|
1.36% I
|
||||
Expenses net of all reductions, if any
|
1.27%
|
1.28%
|
1.33%
|
1.36% I
|
||||
Net investment income (loss)
|
3.51%
|
4.06%
|
3.17%
|
.55% I
|
||||
Supplemental Data
|
||||||||
Net assets, end of period (000 omitted)
|
$
|
1,172
|
$
|
973
|
$
|
872
|
$
|
759
|
Portfolio turnover rate J
|
58 % |
67%
|
25%
|
5% K
|
Fidelity® Sustainable Low Duration Bond Fund |
Years ended August 31,
|
2025
|
2024
|
2023
|
2022 A
|
||||
Selected Per-Share Data
|
||||||||
Net asset value, beginning of period
|
$
|
10.31
|
$
|
10.13
|
$
|
9.96
|
$
|
10.00
|
Income from Investment Operations
|
||||||||
Net investment income (loss) B,C
|
.465
|
.518
|
.418
|
.059
|
||||
Net realized and unrealized gain (loss)
|
.018
|
.057
|
(.021)
|
(.058)
|
||||
Total from investment operations
|
.483
|
.575
|
.397
|
.001
|
||||
Distributions from net investment income
|
(.451)
|
(.391)
|
(.227)
|
(.041)
|
||||
Distributions from net realized gain
|
(.012)
|
(.004)
|
-
|
-
|
||||
Total distributions
|
(.463)
|
(.395)
|
(.227)
|
(.041)
|
||||
Net asset value, end of period
|
$
|
10.33
|
$
|
10.31
|
$
|
10.13
|
$
|
9.96
|
Total Return D,E
|
4.81 % |
5.79%
|
4.03%
|
.01%
|
||||
Ratios to Average Net Assets C,F,G
|
||||||||
Expenses before reductions
|
.30%
|
.30%
|
.36%
|
.39% H
|
||||
Expenses net of fee waivers, if any
|
.25 % |
.25%
|
.31%
|
.35% H
|
||||
Expenses net of all reductions, if any
|
.25%
|
.25%
|
.30%
|
.35% H
|
||||
Net investment income (loss)
|
4.53%
|
5.09%
|
4.20%
|
1.56% H
|
||||
Supplemental Data
|
||||||||
Net assets, end of period (000 omitted)
|
$
|
26,343
|
$
|
18,003
|
$
|
11,859
|
$
|
4,499
|
Portfolio turnover rate I
|
58 % |
67%
|
25%
|
5% J
|
Fidelity Advisor® Sustainable Low Duration Bond Fund Class I |
Years ended August 31,
|
2025
|
2024
|
2023
|
2022 A
|
||||
Selected Per-Share Data
|
||||||||
Net asset value, beginning of period
|
$
|
10.31
|
$
|
10.13
|
$
|
9.96
|
$
|
10.00
|
Income from Investment Operations
|
||||||||
Net investment income (loss) B,C
|
.464
|
.524
|
.416
|
.060
|
||||
Net realized and unrealized gain (loss)
|
.019
|
.051
|
(.019)
|
(.059)
|
||||
Total from investment operations
|
.483
|
.575
|
.397
|
.001
|
||||
Distributions from net investment income
|
(.451)
|
(.391)
|
(.227)
|
(.041)
|
||||
Distributions from net realized gain
|
(.012)
|
(.004)
|
-
|
-
|
||||
Total distributions
|
(.463)
|
(.395)
|
(.227)
|
(.041)
|
||||
Net asset value, end of period
|
$
|
10.33
|
$
|
10.31
|
$
|
10.13
|
$
|
9.96
|
Total Return D,E
|
4.81 % |
5.79%
|
4.03%
|
.01%
|
||||
Ratios to Average Net Assets C,F,G
|
||||||||
Expenses before reductions
|
.27%
|
.32%
|
.37%
|
.37% H
|
||||
Expenses net of fee waivers, if any
|
.25 % |
.25%
|
.31%
|
.35% H
|
||||
Expenses net of all reductions, if any
|
.25%
|
.25%
|
.30%
|
.35% H
|
||||
Net investment income (loss)
|
4.53%
|
5.10%
|
4.20%
|
1.56% H
|
||||
Supplemental Data
|
||||||||
Net assets, end of period (000 omitted)
|
$
|
1,168
|
$
|
654
|
$
|
3,219
|
$
|
526
|
Portfolio turnover rate I
|
58 % |
67%
|
25%
|
5% J
|
Fidelity Advisor® Sustainable Low Duration Bond Fund Class Z |
Years ended August 31,
|
2025
|
2024
|
2023
|
2022 A
|
||||
Selected Per-Share Data
|
||||||||
Net asset value, beginning of period
|
$
|
10.31
|
$
|
10.13
|
$
|
9.96
|
$
|
10.00
|
Income from Investment Operations
|
||||||||
Net investment income (loss) B,C
|
.469
|
.526
|
.426
|
.061
|
||||
Net realized and unrealized gain (loss)
|
.019
|
.054
|
(.024)
|
(.058)
|
||||
Total from investment operations
|
.488
|
.580
|
.402
|
.003
|
||||
Distributions from net investment income
|
(.456)
|
(.396)
|
(.232)
|
(.043)
|
||||
Distributions from net realized gain
|
(.012)
|
(.004)
|
-
|
-
|
||||
Total distributions
|
(.468)
|
(.400)
|
(.232)
|
(.043)
|
||||
Net asset value, end of period
|
$
|
10.33
|
$
|
10.31
|
$
|
10.13
|
$
|
9.96
|
Total Return D,E
|
4.86 % |
5.84%
|
4.08%
|
.03%
|
||||
Ratios to Average Net Assets C,F,G
|
||||||||
Expenses before reductions
|
.25%
|
.25%
|
.31%
|
.35% H
|
||||
Expenses net of fee waivers, if any
|
.20 % |
.20%
|
.25%
|
.30% H
|
||||
Expenses net of all reductions, if any
|
.20%
|
.20%
|
.25%
|
.30% H
|
||||
Net investment income (loss)
|
4.58%
|
5.14%
|
4.25%
|
1.61% H
|
||||
Supplemental Data
|
||||||||
Net assets, end of period (000 omitted)
|
$
|
12,633
|
$
|
4,886
|
$
|
3,764
|
$
|
962
|
Portfolio turnover rate I
|
58 % |
67%
|
25%
|
5% J
|
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
|
$424,880
|
Gross unrealized depreciation
|
(1,035)
|
Net unrealized appreciation (depreciation)
|
$423,845
|
Tax Cost
|
$46,601,091
|
Undistributed ordinary income
|
$597,002
|
Undistributed long-term capital gain
|
$22,498
|
Net unrealized appreciation (depreciation) on securities and other investments
|
$423,845
|
August 31, 2025
|
August 31, 2024
|
|
Ordinary Income
|
$1,515,915
|
$1,007,076
|
Long-term Capital Gains
|
14,059
|
9,519
|
Total
|
$1,529,974
|
$1,016,595
|
Purchases ($)
|
Sales ($)
|
|
Fidelity Sustainable Low Duration Bond Fund
|
25,651,805
|
14,016,040
|
Distribution Fee
|
Service Fee
|
Total Fees ($)
|
Retained by FDC ($)
|
|
Class A
|
- %
|
.15%
|
5,684
|
957
|
Class M
|
- %
|
.15%
|
1,844
|
831
|
Class C
|
.75%
|
.25%
|
10,623
|
6,300
|
18,151
|
8,088
|
Retained by FDC ($)
|
|
Class A
|
243
|
Class CA
|
2
|
245
|
Amount ($)
|
% of Class-Level Average Net Assets
|
|
Class A
|
4,398
|
.12
|
Class M
|
828
|
.07
|
Class C
|
803
|
.08
|
Fidelity Sustainable Low Duration Bond Fund
|
22,258
|
.10
|
Class I
|
639
|
.07
|
Class Z
|
4,028
|
.05
|
32,954
|
Expense Limitations
|
Reimbursement ($)
|
|
Class A
|
.45%
|
615
|
Class M
|
.45%
|
-
|
Class C
|
1.30%
|
-
|
Fidelity Sustainable Low Duration Bond Fund
|
.25%
|
11,150
|
Class I
|
.25%
|
168
|
Class Z
|
.20%
|
3,996
|
15,929
|
Year ended
August 31, 2025
|
Year ended
August 31, 2024
|
|
Fidelity Sustainable Low Duration Bond Fund
|
||
Distributions to shareholders
|
||
Class A
|
$160,776
|
$134,958
|
Class M
|
44,602
|
23,883
|
Class C
|
36,003
|
26,353
|
Fidelity Sustainable Low Duration Bond Fund
|
927,159
|
579,534
|
Class I
|
39,237
|
78,687
|
Class Z
|
322,197
|
173,180
|
Total
|
$1,529,974
|
$1,016,595
|
Shares
|
Shares
|
Dollars
|
Dollars
|
|
Year ended
August 31, 2025
|
Year ended
August 31, 2024
|
Year ended
August 31, 2025
|
Year ended
August 31, 2024
|
|
Fidelity Sustainable Low Duration Bond Fund
|
||||
Class A
|
||||
Shares sold
|
98,465
|
249,498
|
$1,010,136
|
$2,542,258
|
Reinvestment of distributions
|
15,682
|
13,239
|
160,606
|
134,904
|
Shares redeemed
|
(165,260)
|
(172,722)
|
(1,700,849)
|
(1,761,046)
|
Net increase (decrease)
|
(51,113)
|
90,015
|
$(530,107)
|
$916,116
|
Class M
|
||||
Shares sold
|
130,296
|
17,673
|
$1,335,060
|
$180,581
|
Reinvestment of distributions
|
4,348
|
2,344
|
44,575
|
23,879
|
Shares redeemed
|
(5,666)
|
(5,460)
|
(58,283)
|
(55,721)
|
Net increase (decrease)
|
128,978
|
14,557
|
$1,321,352
|
$148,739
|
Class C
|
||||
Shares sold
|
21,898
|
18,851
|
$224,776
|
$191,260
|
Reinvestment of distributions
|
3,519
|
2,588
|
35,978
|
26,338
|
Shares redeemed
|
(6,223)
|
(13,190)
|
(63,720)
|
(133,909)
|
Net increase (decrease)
|
19,194
|
8,249
|
$197,034
|
$83,689
|
Fidelity Sustainable Low Duration Bond Fund
|
||||
Shares sold
|
1,989,210
|
1,322,817
|
$20,409,046
|
$13,483,971
|
Reinvestment of distributions
|
79,655
|
51,256
|
816,175
|
522,289
|
Shares redeemed
|
(1,263,811)
|
(798,858)
|
(12,994,472)
|
(8,145,134)
|
Net increase (decrease)
|
805,054
|
575,215
|
$8,230,749
|
$5,861,126
|
Class I
|
||||
Shares sold
|
54,216
|
45,683
|
$556,450
|
$464,041
|
Reinvestment of distributions
|
3,786
|
7,645
|
38,786
|
77,705
|
Shares redeemed
|
(8,402)
|
(307,737)
|
(86,394)
|
(3,125,566)
|
Net increase (decrease)
|
49,600
|
(254,409)
|
$508,842
|
$(2,583,820)
|
Class Z
|
||||
Shares sold
|
883,718
|
471,271
|
$9,065,862
|
$4,808,900
|
Reinvestment of distributions
|
9,441
|
11,517
|
96,892
|
117,246
|
Shares redeemed
|
(143,639)
|
(380,552)
|
(1,476,296)
|
(3,884,249)
|
Net increase (decrease)
|
749,520
|
102,236
|
$7,686,458
|
$1,041,897
|
 |
Contents
Asset-Backed Securities - 18.3%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 18.3%
|
|||
Affirm Asset Securitization Trust Series 2025-X1 Class A, 5.08% 4/15/2030 (b)
|
72,361
|
72,451
|
|
Autonation Finance Trust Series 2025-1A Class A2, 4.72% 4/10/2028 (b)
|
100,000
|
100,256
|
|
BMW Vehicle Lease Trust Series 2025-1 Class A2A, 4.43% 9/27/2027
|
140,000
|
140,344
|
|
BofA Auto Trust Series 2024-1A Class A2, 5.57% 12/15/2026 (b)
|
4,807
|
4,812
|
|
BofA Auto Trust Series 2025-1A Class A2A, 4.52% 11/22/2027 (b)
|
40,000
|
40,057
|
|
Capital One Multi-Asset Execution Trust Series 2019-A3 Class A3, 2.06% 8/15/2028
|
150,000
|
147,209
|
|
Capital One Prime Auto Receivables Trust Series 2024-1 Class A2A, 4.61% 10/15/2027
|
88,028
|
88,114
|
|
CarMax Auto Owner Trust Series 2024-1 Class A2A, 5.3% 3/15/2027
|
3,873
|
3,876
|
|
CarMax Auto Owner Trust Series 2024-2 Class A2A, 5.65% 5/17/2027
|
14,849
|
14,876
|
|
CarMax Auto Owner Trust Series 2024-3 Class A2A, 5.21% 9/15/2027
|
34,392
|
34,478
|
|
CarMax Auto Owner Trust Series 2024-4 Class A2A, 4.67% 12/15/2027
|
36,854
|
36,919
|
|
CarMax Auto Owner Trust Series 2025-1 Class A2A, 4.63% 3/15/2028
|
69,145
|
69,266
|
|
CarMax Auto Owner Trust Series 2025-2 Class A2A, 4.59% 7/17/2028
|
65,000
|
65,244
|
|
CarMax Auto Owner Trust Series 2025-3 Class A2A, 4.42% 8/15/2028
|
130,000
|
130,313
|
|
CarMax Select Receivables Trust Series 2024-A Class A2A, 5.78% 9/15/2027
|
1,964
|
1,971
|
|
Carvana Auto Receivables Trust 2025-P2 Series 2025-P2 Class A2, 4.56% 8/10/2028
|
115,000
|
115,209
|
|
Carvana Auto Receivables Trust Series 2024-P4 Class A2, 4.62% 2/10/2028
|
24,393
|
24,408
|
|
Carvana Auto Receivables Trust Series 2025-P1 Class A2, 4.5% 6/12/2028
|
23,073
|
23,085
|
|
Chase Auto Owner Trust Series 2024-1A Class A2, 5.48% 4/26/2027 (b)
|
2,438
|
2,439
|
|
Chase Auto Owner Trust Series 2024-3A Class A2, 5.53% 9/27/2027 (b)
|
14,738
|
14,774
|
|
Chase Auto Owner Trust Series 2024-4A Class A2, 5.25% 9/27/2027 (b)
|
28,181
|
28,237
|
|
Citizens Auto Receivables Trust Series 2024-1 Class A2A, 5.43% 10/15/2026 (b)
|
893
|
892
|
|
Citizens Auto Receivables Trust Series 2024-2 Class A2A, 5.54% 11/16/2026 (b)
|
5,952
|
5,957
|
|
Daimler Trucks Retail Trust Series 2024-1 Class A2, 5.6% 4/15/2026
|
3,066
|
3,067
|
|
Dell Equip Fin Trust Series 2025-1 Class A2, 4.68% 7/22/2027 (b)
|
100,000
|
100,381
|
|
Dell Equipment Finance Trust Series 2024-2 Class A2, 4.69% 8/22/2030 (b)
|
88,844
|
88,978
|
|
Dext Abs LLC Series 2025-1 Class A2, 4.59% 8/16/2027 (b)
|
100,000
|
100,169
|
|
DLLAA LLC Series 2025-1A Class A2, 4.7% 10/20/2027 (b)
|
35,000
|
35,091
|
|
Dllad LLC Series 2025-1A Class A2, 4.46% 11/20/2028 (b)
|
80,000
|
80,238
|
|
DLLAD Series 2024-1A Class A2, 5.5% 8/20/2027 (b)
|
14,715
|
14,790
|
|
DLLMT LLC Series 2024-1A Class A3, 4.84% 8/21/2028 (b)
|
150,000
|
151,463
|
|
DLLST Series 2024-1A Class A3, 5.05% 8/20/2027 (b)
|
140,000
|
140,560
|
|
DRIVE Series 2025-1 Class A2, 4.87% 8/15/2028
|
70,000
|
70,155
|
|
Enterprise Fleet Financing 2025-2 LLC Series 2025-2 Class A2, 4.51% 2/22/2028 (b)
|
136,000
|
136,451
|
|
Enterprise Fleet Financing LLC Series 2023-3 Class A2, 6.4% 3/20/2030 (b)
|
78,833
|
80,008
|
|
Enterprise Fleet Financing LLC Series 2024-1 Class A2, 5.23% 3/20/2030 (b)
|
149,602
|
150,777
|
|
Enterprise Fleet Financing LLC Series 2024-3 Class A2, 5.31% 4/20/2027 (b)
|
33,021
|
33,195
|
|
Enterprise Fleet Financing LLC Series 2024-4 Class A2, 4.69% 7/20/2027 (b)
|
71,265
|
71,453
|
|
Enterprise Fleet Financing LLC Series 2025-1 Class A2, 4.65% 10/20/2027 (b)
|
80,000
|
80,275
|
|
Exeter Automobile Receivables Trust Series 2025-3A Class A2, 4.83% 1/18/2028
|
105,000
|
105,166
|
|
Exeter Automobile Receivables Trust Series 2025-4A Class A2, 4.53% 3/15/2028
|
105,000
|
105,039
|
|
Exeter Select Automobile Receivables Trust Series 2025-2 Class A2, 4.54% 6/15/2029
|
65,000
|
65,178
|
|
Ford Credit Auto Lease Trust Series 2025-A Class A2A, 4.57% 8/15/2027
|
77,446
|
77,587
|
|
Ford Credit Auto Owner Trust Series 2021-1 Class A, 1.37% 10/17/2033 (b)
|
140,000
|
137,434
|
|
Ford Credit Auto Owner Trust Series 2023-A Class A3, 4.65% 2/15/2028
|
101,534
|
101,759
|
|
Ford Credit Auto Owner Trust Series 2024-D Class A2A, 4.59% 10/15/2027
|
46,318
|
46,388
|
|
Ford Credit Auto Owner Trust Series 2025-A Class A2A, 4.47% 12/15/2027
|
110,000
|
110,216
|
|
Ford Credit Floorplan Master Owner Trust A Series 2024-1 Class A1, 5.29% 4/15/2029 (b)
|
180,000
|
183,281
|
|
Ford Series 2025-B Class A2A, 4.37% 3/15/2028
|
55,000
|
55,113
|
|
FORDO Series 2024-B Class A2A, 5.4% 4/15/2027
|
21,484
|
21,539
|
|
GM Financial Automobile Leasing Trust Series 2024-2 Class A2A, 5.43% 9/21/2026
|
18,365
|
18,398
|
|
GM Financial Automobile Leasing Trust Series 2025-1 Class A2A, 4.54% 5/20/2027 (c)
|
155,748
|
156,045
|
|
GM Financial Automobile Leasing Trust Series 2025-1 Class A3, 4.66% 2/21/2028
|
100,000
|
100,761
|
|
GM Financial Consumer Automobile Receivables Trust Series 2024-1 Class A2A, 5.12% 2/16/2027
|
1,706
|
1,707
|
|
GM Financial Consumer Automobile Receivables Trust Series 2024-2 Class A2A, 5.33% 3/16/2027
|
6,689
|
6,696
|
|
GM Financial Consumer Automobile Receivables Trust Series 2024-4 Class A2A, 4.53% 10/18/2027
|
40,798
|
40,835
|
|
GM Financial Consumer Automobile Receivables Trust Series 2025-2 Class A2A, 4.4% 2/16/2028
|
130,000
|
130,145
|
|
Gm Financial Leasing Trst Series 2025-3 Class A2A, 4.19% 10/20/2027
|
128,000
|
128,087
|
|
GMF Floorplan Owner Revolving Trust Series 2023-1 Class A1, 5.34% 6/15/2028 (b)
|
170,000
|
171,447
|
|
GMF Floorplan Owner Revolving Trust Series 2023-1 Class A2, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.4927% 6/15/2028 (b)(c)(d)
|
126,000
|
126,704
|
|
GMF Floorplan Owner Revolving Trust Series 2024-3A Class A1, 4.68% 11/15/2028 (b)
|
140,000
|
140,768
|
|
GMF Floorplan Owner Revolving Trust Series 2025-1A Class A2, U.S. 30-Day Avg. SOFR Index + 0.6%, 4.9427% 3/15/2029 (b)(c)(d)
|
100,000
|
100,165
|
|
Gmf Leasing LLC Series 2025-2 Class A2A, 4.55% 7/20/2027
|
125,000
|
125,367
|
|
Greensky Home Improvement Issuer Trust Series 2025-2A Class A2, 4.93% 6/25/2060 (b)
|
100,000
|
100,276
|
|
Halst Series 2025-A Class A2A, 4.6% 6/15/2027 (b)
|
91,599
|
91,788
|
|
Halst Series 2025-A Class A3, 4.83% 1/18/2028 (b)
|
180,000
|
181,703
|
|
Harot Series 2025-2 Class A2A, 4.3% 1/18/2028
|
117,000
|
117,146
|
|
Honda Auto Receivables Owner Trust Series 2023-2 Class A3, 4.93% 11/15/2027
|
75,548
|
75,842
|
|
Honda Auto Receivables Owner Trust Series 2025-1 Class A2, 4.53% 8/23/2027
|
160,000
|
160,259
|
|
Honda Auto Receivables Series 2024-2 Class A2, 5.48% 11/18/2026
|
15,920
|
15,946
|
|
Hyundai Auto Lease Securitization Trust Series 2023-C Class A3, 5.8% 12/15/2026 (b)
|
66,016
|
66,195
|
|
Hyundai Auto Lease Securitization Trust Series 2024-B Class A2A, 5.51% 10/15/2026 (b)
|
31,104
|
31,144
|
|
Hyundai Auto Lease Securitization Trust Series 2025-B Class A2A, 4.58% 9/15/2027 (b)
|
110,000
|
110,390
|
|
Hyundai Auto Receivables Trust Series 2024-A Class A2A, 5.29% 4/15/2027
|
9,566
|
9,581
|
|
Hyundai Auto Receivables Trust Series 2024-C Class A2A, 4.53% 9/15/2027
|
45,390
|
45,437
|
|
Hyundai Auto Receivables Trust Series 2025-B Class A2A, 4.45% 8/15/2028
|
80,000
|
80,239
|
|
John Deere Owner Trust Series 2024-A Class A2A, 5.19% 2/16/2027
|
17,335
|
17,350
|
|
Kubota Credit Owner Trust 2025-2 Series 2025-2A Class A2, 4.48% 4/17/2028 (b)
|
100,000
|
100,403
|
|
Kubota Credit Owner Trust Series 2025-1A Class A2, 4.61% 12/15/2027 (b)
|
100,000
|
100,320
|
|
M&T Equipment Notes Series 2025-1A Class A2, 4.7% 12/16/2027 (b)
|
55,000
|
55,286
|
|
Marlette Funding Trust 2025-1 Series 2025-1A Class A, 4.75% 7/16/2035 (b)
|
90,595
|
90,687
|
|
MBART Series 2025-1 Class A2A, 4.5% 2/15/2028
|
46,195
|
46,260
|
|
Mercedes-Benz Auto Lease Trust Series 2024-A Class A2A, 5.44% 2/16/2027
|
30,377
|
30,450
|
|
Mercedes-Benz Auto Lease Trust Series 2024-B Class A3, 4.23% 2/15/2028
|
140,000
|
140,142
|
|
Mercedes-Benz Auto Lease Trust Series 2025-A Class A2A, 4.57% 4/17/2028
|
90,000
|
90,411
|
|
Mercedes-Benz Auto Receivables Series 2023-1 Class A3, 4.51% 11/15/2027
|
32,612
|
32,649
|
|
Mercedes-Benz Auto Receivables Trust Series 2024-1 Class A2A, 5.06% 5/17/2027
|
2,272
|
2,272
|
|
Porsche Financial Auto Securitization Trust Series 2024-1A Class A2A, 4.45% 1/24/2028 (b)
|
43,218
|
43,239
|
|
Porsche Innovative Lease Owner Trust Series 2025-1A Class A2A, 4.6% 12/20/2027 (b)
|
100,000
|
100,259
|
|
Post Road Equipment Finance LLC Series 2025-1A Class A2, 4.9% 5/15/2031 (b)
|
100,000
|
100,679
|
|
RCKT Trust Series 2025-1A Class A, 4.9% 7/25/2034 (b)
|
91,077
|
91,158
|
|
Santander Drive Auto Receivables Trust Series 2025-1 Class A3, 4.74% 1/16/2029
|
20,000
|
20,074
|
|
Santander Drive Auto Receivables Trust Series 2025-2 Class A2, 4.71% 6/15/2028
|
94,064
|
94,235
|
|
SBNA Auto Lease Trust Series 2024-B Class A2, 5.67% 11/20/2026 (b)
|
5,016
|
5,020
|
|
SBNA Auto Lease Trust Series 2024-C Class A2, 4.94% 11/20/2026 (b)
|
8,314
|
8,318
|
|
SBNA Auto Lease Trust Series 2024-C Class A3, 4.56% 2/22/2028 (b)
|
100,000
|
100,211
|
|
SFAST Series 2025-1A Class A2, 4.65% 5/22/2028 (b)
|
62,460
|
62,549
|
|
SFS Auto Receivables Securitization Trust Series 2023-1A Class A3, 5.47% 10/20/2028 (b)
|
76,736
|
77,263
|
|
SFS Auto Receivables Securitization Trust Series 2024-2A Class A2, 5.71% 10/20/2027 (b)
|
10,325
|
10,341
|
|
SFS Auto Receivables Securitization Trust Series 2024-3A Class A2, 4.71% 5/22/2028 (b)
|
17,062
|
17,080
|
|
SFS Auto Receivables Securitization Trust Series 2025-2A Class A2, 4.52% 11/20/2028 (b)
|
95,000
|
95,230
|
|
Sfuel Series 2025-BA Class A2, 4.31% 5/22/2028 (b)
|
150,000
|
150,279
|
|
Sofi Consumer Loan Program Series 2025-3 Class A, 4.47% 8/15/2034 (b)
|
100,000
|
100,063
|
|
Tesla Auto Lease Trust Series 2024-B Class A2A, 4.79% 1/20/2027 (b)
|
20,471
|
20,486
|
|
Tesla Electric Vehicle Trust Series 2023-1 Class A2A, 5.54% 12/21/2026 (b)
|
4,605
|
4,610
|
|
Toyota Auto Loan Extended Note Trust Series 2021-1A Class A, 1.07% 2/27/2034 (b)
|
100,000
|
98,459
|
|
Toyota Auto Receivables Owner Trust Series 2023-D Class A2A, 5.8% 11/16/2026
|
753
|
753
|
|
Toyota Auto Receivables Owner Trust Series 2025-B Class A2A, 4.46% 3/15/2028
|
170,000
|
170,321
|
|
Toyota Lease Owner Trust Series 2025-A Class A2A, 4.58% 7/20/2027 (b)
|
61,828
|
61,994
|
|
USB Auto Owner Trust 2025-1 Series 2025-1A Class A2, 4.51% 6/15/2028 (b)
|
125,000
|
125,374
|
|
Verizon Master Trust Series 2025-3 Class A1A, 4.51% 3/20/2030
|
90,000
|
90,576
|
|
Volkswagen Auto Lease Trust Series 2023-A Class A3, 5.81% 10/20/2026
|
53,885
|
54,060
|
|
Volkswagen Auto Loan Enhanced Trust 2023-2 Series 2023-2 Class A3, 5.48% 12/20/2028
|
120,000
|
121,699
|
|
Volkswagen Auto Loan Enhanced Trust Series 2024-1 Class A2A, 4.65% 11/22/2027
|
108,575
|
108,783
|
|
Wheels Fleet Lease Funding 1 LLC Series 2023-2A Class A, 6.46% 8/18/2038 (b)
|
74,599
|
75,582
|
|
Wheels Fleet Lease Funding 1 LLC Series 2024-1A Class A1, 5.49% 2/18/2039 (b)
|
74,407
|
75,252
|
|
Wheels Fleet Lease Funding 1 LLC Series 2024-2A Class A1, 4.87% 6/21/2039 (b)
|
89,614
|
90,314
|
|
Wheels Fleet Lease Funding 1 LLC Series 2025-1A Class A2, CME Term SOFR 1 month Index + 0%, 4.9868% 1/18/2040 (b)(c)(d)
|
100,000
|
100,296
|
|
Woart Series 2025-B Class A2A, 4.38% 8/15/2028
|
140,000
|
140,273
|
|
Woart Series 2025-C Class A2A, 4.19% 10/16/2028
|
148,000
|
148,108
|
|
World Omni Auto Receivables Tr Series 2024-A Class A3, 4.86% 3/15/2029
|
145,000
|
145,750
|
|
World Omni Auto Receivables Trust 2023-C Series 2023-C Class A3, 5.15% 11/15/2028
|
114,894
|
115,550
|
|
World Omni Auto Receivables Trust Series 2024-B Class A2A, 5.48% 9/15/2027
|
10,922
|
10,934
|
|
World Omni Auto Receivables Trust Series 2025-A Class A2A, 4.49% 4/17/2028
|
76,303
|
76,378
|
|
World Omni Automobile Lease Securitization Trst Series 2023-A Class A3, 5.07% 9/15/2026
|
814
|
813
|
|
World Omni Select Auto Trust Series 2024-A Class A2A, 5.37% 2/15/2028
|
19,300
|
19,338
|
|
TOTAL UNITED STATES
|
9,481,940
|
||
|
TOTAL ASSET-BACKED SECURITIES
(Cost $9,459,668)
|
9,481,940
|
||
Bank Notes - 0.1%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.1%
|
|||
Financials - 0.1%
|
|||
Capital Markets - 0.1%
|
|||
Goldman Sachs Bank USA 5.283% 3/18/2027 (c)
(Cost $71,164)
|
71,000
|
71,323
|
|
Collateralized Mortgage Obligations - 0.1%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.1%
|
|||
Ocwen Loan Investment Trust Series 2025-HB1 Class A, 3% 6/25/2038 (b)(c)
(Cost $73,166)
|
75,215
|
73,094
|
|
Commercial Mortgage Securities - 0.4%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.4%
|
|||
ALA Trust Series 2025-OANA Class A, CME Term SOFR 1 month Index + 1.7426%, 6.1066% 6/15/2040 (b)(c)(d)
|
105,000
|
105,459
|
|
BX Trust 2025-ROIC Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 5.5069% 3/15/2030 (b)(c)(d)
|
78,693
|
78,595
|
|
TOTAL UNITED STATES
|
184,054
|
||
|
TOTAL COMMERCIAL MORTGAGE SECURITIES
(Cost $183,254)
|
184,054
|
||
Non-Convertible Corporate Bonds - 44.9%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
AUSTRALIA - 0.2%
|
|||
Financials - 0.2%
|
|||
Banks - 0.2%
|
|||
Commonwealth Bank of Australia U.S. SOFR Index + 0.46%, 4.8305% 11/27/2026 (b)(c)(d)
|
105,000
|
105,211
|
|
CANADA - 3.6%
|
|||
Energy - 0.2%
|
|||
Oil, Gas & Consumable Fuels - 0.2%
|
|||
Enbridge Inc 5.9% 11/15/2026
|
91,000
|
92,592
|
|
Financials - 3.3%
|
|||
Banks - 3.3%
|
|||
Bank of Montreal 0.949% 1/22/2027 (c)
|
140,000
|
138,053
|
|
Bank of Montreal 4.567% 9/10/2027 (c)
|
151,000
|
151,368
|
|
Bank of Nova Scotia/The 2.7% 8/3/2026
|
120,000
|
118,443
|
|
Bank of Nova Scotia/The 2.951% 3/11/2027
|
100,000
|
98,418
|
|
Bank of Nova Scotia/The 5.35% 12/7/2026
|
146,000
|
148,048
|
|
Canadian Imperial Bank of Commerce 4.508% 9/11/2027 (c)
|
150,000
|
150,323
|
|
Canadian Imperial Bank of Commerce 5.615% 7/17/2026
|
146,000
|
147,763
|
|
Royal Bank of Canada 4.51% 10/18/2027 (c)
|
140,000
|
140,320
|
|
Royal Bank of Canada 5.069% 7/23/2027 (c)
|
100,000
|
100,662
|
|
Royal Bank of Canada U.S. SOFR Averages Index + 0.72%, 5.0703% 10/18/2027 (c)(d)
|
100,000
|
100,228
|
|
Toronto Dominion Bank 1.25% 9/10/2026
|
140,000
|
136,020
|
|
Toronto Dominion Bank 5.532% 7/17/2026
|
130,000
|
131,431
|
|
Toronto Dominion Bank U.S. SOFR Index + 0.62%, 4.9768% 12/17/2026 (c)(d)
|
145,000
|
145,460
|
|
1,706,537
|
|||
Utilities - 0.1%
|
|||
Independent Power and Renewable Electricity Producers - 0.1%
|
|||
Emera US Finance LP 3.55% 6/15/2026
|
80,000
|
79,330
|
|
TOTAL CANADA
|
1,878,459
|
||
CHILE - 0.3%
|
|||
Utilities - 0.3%
|
|||
Electric Utilities - 0.3%
|
|||
Enel Americas SA 4% 10/25/2026
|
144,000
|
143,118
|
|
FRANCE - 0.4%
|
|||
Financials - 0.4%
|
|||
Banks - 0.4%
|
|||
BNP Paribas SA 2.591% 1/20/2028 (b)(c)
|
200,000
|
195,165
|
|
GERMANY - 0.3%
|
|||
Consumer Discretionary - 0.3%
|
|||
Automobiles - 0.3%
|
|||
Mercedes-Benz Finance North America LLC 5.2% 8/3/2026 (b)
|
150,000
|
151,291
|
|
IRELAND - 1.5%
|
|||
Financials - 1.0%
|
|||
Banks - 0.4%
|
|||
Bank of Ireland Group PLC 2.029% 9/30/2027 (b)(c)
|
200,000
|
194,757
|
|
Consumer Finance - 0.6%
|
|||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.75% 1/30/2026
|
171,000
|
169,042
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.45% 4/3/2026
|
150,000
|
149,870
|
|
318,912
|
|||
TOTAL FINANCIALS
|
513,669
|
||
Industrials - 0.5%
|
|||
Transportation Infrastructure - 0.5%
|
|||
Avolon Holdings Funding Ltd 4.25% 4/15/2026 (b)
|
115,000
|
114,705
|
|
Avolon Holdings Funding Ltd 4.375% 5/1/2026 (b)
|
140,000
|
139,762
|
|
254,467
|
|||
TOTAL IRELAND
|
768,136
|
||
ITALY - 0.4%
|
|||
Utilities - 0.4%
|
|||
Electric Utilities - 0.4%
|
|||
Enel Finance International NV 7.05% 10/14/2025 (b)(e)
|
200,000
|
200,512
|
|
JAPAN - 0.8%
|
|||
Communication Services - 0.4%
|
|||
Diversified Telecommunication Services - 0.4%
|
|||
NTT Finance Corp 4.567% 7/16/2027 (b)
|
200,000
|
201,269
|
|
Financials - 0.4%
|
|||
Banks - 0.4%
|
|||
Mizuho Financial Group Inc 1.554% 7/9/2027 (c)
|
200,000
|
195,387
|
|
TOTAL JAPAN
|
396,656
|
||
NETHERLANDS - 1.4%
|
|||
Financials - 0.9%
|
|||
Banks - 0.9%
|
|||
Cooperatieve Rabobank UA/NY 4.333% 8/28/2026
|
250,000
|
250,658
|
|
ING Groep NV 1.726% 4/1/2027 (c)
|
200,000
|
197,023
|
|
447,681
|
|||
Information Technology - 0.5%
|
|||
Semiconductors & Semiconductor Equipment - 0.5%
|
|||
NXP BV / NXP Funding LLC / NXP USA Inc 3.875% 6/18/2026
|
160,000
|
159,309
|
|
NXP BV / NXP Funding LLC 5.35% 3/1/2026
|
131,000
|
131,263
|
|
290,572
|
|||
TOTAL NETHERLANDS
|
738,253
|
||
NORWAY - 0.4%
|
|||
Financials - 0.4%
|
|||
Banks - 0.4%
|
|||
DNB Bank ASA 1.127% 9/16/2026 (b)(c)
|
200,000
|
199,726
|
|
SWEDEN - 0.4%
|
|||
Financials - 0.4%
|
|||
Banks - 0.4%
|
|||
Swedbank AB 6.136% 9/12/2026 (b)
|
200,000
|
203,725
|
|
UNITED KINGDOM - 2.7%
|
|||
Financials - 2.7%
|
|||
Banks - 2.7%
|
|||
Barclays PLC 5.829% 5/9/2027 (c)
|
200,000
|
201,813
|
|
Barclays PLC 7.325% 11/2/2026 (c)
|
200,000
|
200,862
|
|
HSBC Holdings PLC 5.887% 8/14/2027 (c)
|
200,000
|
202,693
|
|
HSBC Holdings PLC 7.336% 11/3/2026 (c)
|
200,000
|
200,907
|
|
Lloyds Banking Group PLC 5.985% 8/7/2027 (c)
|
200,000
|
202,791
|
|
NatWest Group PLC 5.847% 3/2/2027 (c)
|
200,000
|
201,420
|
|
NatWest Group PLC 7.472% 11/10/2026 (c)
|
200,000
|
201,068
|
|
TOTAL UNITED KINGDOM
|
1,411,554
|
||
UNITED STATES - 32.5%
|
|||
Communication Services - 1.2%
|
|||
Diversified Telecommunication Services - 0.4%
|
|||
AT&T Inc 1.7% 3/25/2026
|
150,000
|
147,808
|
|
AT&T Inc 3.875% 1/15/2026
|
108,000
|
107,709
|
|
255,517
|
|||
Wireless Telecommunication Services - 0.8%
|
|||
T-Mobile USA Inc 1.5% 2/15/2026
|
146,000
|
144,060
|
|
T-Mobile USA Inc 2.25% 2/15/2026
|
120,000
|
118,667
|
|
T-Mobile USA Inc 2.625% 4/15/2026
|
130,000
|
128,522
|
|
391,249
|
|||
TOTAL COMMUNICATION SERVICES
|
646,766
|
||
Consumer Discretionary - 2.2%
|
|||
Automobiles - 1.2%
|
|||
American Honda Finance Corp 4.95% 1/9/2026
|
28,000
|
28,054
|
|
General Motors Financial Co Inc 5.25% 3/1/2026
|
150,000
|
150,254
|
|
General Motors Financial Co Inc 6.05% 10/10/2025
|
70,000
|
70,093
|
|
Hyundai Capital America 1.8% 10/15/2025 (b)
|
50,000
|
49,814
|
|
Hyundai Capital America 5.65% 6/26/2026 (b)
|
80,000
|
80,799
|
|
Hyundai Capital America 6.25% 11/3/2025 (b)
|
90,000
|
90,255
|
|
Hyundai Capital America U.S. SOFR Index + 1.12%, 5.4785% 6/23/2027 (b)(c)(d)
|
130,000
|
130,680
|
|
599,949
|
|||
Leisure Products - 0.4%
|
|||
Mattel Inc 3.375% 4/1/2026 (b)
|
70,000
|
69,374
|
|
Mattel Inc 5.875% 12/15/2027 (b)
|
130,000
|
130,346
|
|
199,720
|
|||
Specialty Retail - 0.6%
|
|||
AutoZone Inc 3.125% 4/21/2026
|
145,000
|
143,857
|
|
Home Depot Inc/The U.S. SOFR Index + 0.33%, 4.6863% 12/24/2025 (c)(d)
|
58,000
|
58,035
|
|
Ross Stores Inc 0.875% 4/15/2026
|
120,000
|
117,396
|
|
319,288
|
|||
TOTAL CONSUMER DISCRETIONARY
|
1,118,957
|
||
Consumer Staples - 2.1%
|
|||
Beverages - 0.6%
|
|||
Keurig Dr Pepper Inc U.S. SOFR Index + 0.58%, 4.9328% 11/15/2026 (c)(d)
|
156,000
|
156,020
|
|
Molson Coors Beverage Co 3% 7/15/2026
|
160,000
|
158,150
|
|
314,170
|
|||
Consumer Staples Distribution & Retail - 0.8%
|
|||
7-Eleven Inc 0.95% 2/10/2026 (b)
|
70,000
|
68,886
|
|
Mars Inc 4.45% 3/1/2027 (b)
|
49,000
|
49,295
|
|
Mondelez International Holdings Netherlands BV 1.25% 9/24/2026 (b)
|
200,000
|
193,860
|
|
Walmart Inc U.S. SOFR Averages Index + 0.43%, 4.7867% 4/28/2027 (c)(d)
|
127,000
|
127,366
|
|
439,407
|
|||
Food Products - 0.7%
|
|||
Bunge Ltd Finance Corp 3.25% 8/15/2026
|
108,000
|
107,031
|
|
Conagra Brands Inc 4.6% 11/1/2025
|
100,000
|
99,951
|
|
Kraft Heinz Foods Co 3% 6/1/2026
|
139,000
|
137,462
|
|
344,444
|
|||
TOTAL CONSUMER STAPLES
|
1,098,021
|
||
Energy - 1.3%
|
|||
Oil, Gas & Consumable Fuels - 1.3%
|
|||
EQT Corp 3.125% 5/15/2026 (b)
|
83,000
|
82,029
|
|
MPLX LP 1.75% 3/1/2026
|
50,000
|
49,327
|
|
Spectra Energy Partners LP 3.375% 10/15/2026
|
145,000
|
143,439
|
|
Transcontinental Gas Pipe Line Co LLC 7.85% 2/1/2026
|
141,000
|
141,883
|
|
Western Gas Partners LP 4.65% 7/1/2026
|
148,000
|
147,852
|
|
Williams Cos Inc/The 5.4% 3/2/2026
|
100,000
|
100,467
|
|
664,997
|
|||
Financials - 17.8%
|
|||
Banks - 8.9%
|
|||
Bank of America Corp 1.197% 10/24/2026 (c)
|
74,000
|
73,654
|
|
Bank of America Corp 1.658% 3/11/2027 (c)
|
140,000
|
138,012
|
|
Bank of America Corp 1.734% 7/22/2027 (c)
|
160,000
|
156,351
|
|
Bank of America Corp 3.559% 4/23/2027 (c)
|
130,000
|
129,353
|
|
Bank of America Corp 3.824% 1/20/2028 (c)
|
130,000
|
129,249
|
|
Bank of America Corp 5.08% 1/20/2027 (c)
|
125,000
|
125,295
|
|
Bank of America Corp 5.933% 9/15/2027 (c)
|
93,000
|
94,501
|
|
Citibank NA U.S. SOFR Index + 0.781%, 5.1371% 5/29/2027 (c)(d)
|
250,000
|
251,871
|
|
Citigroup Inc 1.122% 1/28/2027 (c)
|
130,000
|
128,253
|
|
Citigroup Inc 1.462% 6/9/2027 (c)
|
140,000
|
136,907
|
|
Citigroup Inc 3.2% 10/21/2026
|
115,000
|
113,704
|
|
Citigroup Inc 3.887% 1/10/2028 (c)
|
100,000
|
99,395
|
|
Citigroup Inc 5.61% 9/29/2026 (c)
|
80,000
|
80,057
|
|
Citizens Financial Group Inc 2.85% 7/27/2026
|
110,000
|
108,511
|
|
JPMorgan Chase & Co 1.045% 11/19/2026 (c)
|
140,000
|
138,974
|
|
JPMorgan Chase & Co 1.578% 4/22/2027 (c)
|
120,000
|
117,941
|
|
JPMorgan Chase & Co 2.947% 2/24/2028 (c)
|
130,000
|
127,628
|
|
JPMorgan Chase & Co 3.782% 2/1/2028 (c)
|
175,000
|
173,970
|
|
JPMorgan Chase & Co 3.96% 1/29/2027 (c)
|
138,000
|
137,792
|
|
JPMorgan Chase & Co 6.07% 10/22/2027 (c)
|
142,000
|
144,790
|
|
Morgan Stanley Private Bank NA U.S. SOFR Index + 0.77%, 5.1231% 7/6/2028 (c)(d)
|
250,000
|
250,686
|
|
PNC Financial Services Group Inc/The 4.758% 1/26/2027 (c)
|
132,000
|
132,115
|
|
PNC Financial Services Group Inc/The 5.102% 7/23/2027 (c)
|
200,000
|
201,145
|
|
PNC Financial Services Group Inc/The 6.615% 10/20/2027 (c)
|
120,000
|
123,003
|
|
Truist Financial Corp 1.267% 3/2/2027 (c)
|
94,000
|
92,579
|
|
Truist Financial Corp 5.9% 10/28/2026 (c)
|
116,000
|
116,221
|
|
Truist Financial Corp 6.047% 6/8/2027 (c)
|
130,000
|
131,494
|
|
US Bancorp 5.727% 10/21/2026 (c)
|
147,000
|
147,223
|
|
US Bancorp 6.787% 10/26/2027 (c)
|
163,000
|
167,523
|
|
Wells Fargo & Co 3% 10/23/2026
|
148,000
|
146,061
|
|
Wells Fargo & Co 3% 4/22/2026
|
89,000
|
88,304
|
|
Wells Fargo & Co 3.196% 6/17/2027 (c)
|
130,000
|
128,874
|
|
Wells Fargo & Co 4.9% 1/24/2028 (c)
|
130,000
|
131,130
|
|
Wells Fargo & Co 5.707% 4/22/2028 (c)
|
120,000
|
122,733
|
|
4,585,299
|
|||
Capital Markets - 5.5%
|
|||
Athene Global Funding 2.95% 11/12/2026 (b)
|
140,000
|
137,648
|
|
Athene Global Funding 4.95% 1/7/2027 (b)
|
108,000
|
108,919
|
|
Athene Global Funding 5.339% 1/15/2027 (b)
|
130,000
|
131,700
|
|
Athene Global Funding 5.62% 5/8/2026 (b)
|
100,000
|
100,794
|
|
Bank of New York Mellon Corp/The U.S. SOFR Averages Index + 0.68%, 5.0342% 6/9/2028 (c)(d)
|
180,000
|
180,514
|
|
Bank of New York Mellon U.S. SOFR Averages Index + 0.71%, 5.06% 4/20/2027 (c)(d)
|
250,000
|
250,559
|
|
Goldman Sachs Group Inc/The 1.093% 12/9/2026 (c)
|
134,000
|
132,782
|
|
Goldman Sachs Group Inc/The 1.431% 3/9/2027 (c)
|
170,000
|
167,355
|
|
Goldman Sachs Group Inc/The 1.948% 10/21/2027 (c)
|
110,000
|
107,108
|
|
Goldman Sachs Group Inc/The 3.5% 11/16/2026
|
140,000
|
138,843
|
|
Goldman Sachs Group Inc/The 4.387% 6/15/2027 (c)
|
150,000
|
149,978
|
|
Goldman Sachs Group Inc/The U.S. SOFR Index + 1.29%, 5.6421% 4/23/2028 (c)(d)
|
140,000
|
141,335
|
|
LPL Holdings Inc 4.625% 11/15/2027 (b)
|
140,000
|
139,966
|
|
Morgan Stanley 0.985% 12/10/2026 (c)
|
172,000
|
170,320
|
|
Morgan Stanley 1.512% 7/20/2027 (c)
|
170,000
|
165,795
|
|
Morgan Stanley 1.593% 5/4/2027 (c)
|
80,000
|
78,510
|
|
Morgan Stanley 5.05% 1/28/2027 (c)
|
110,000
|
110,284
|
|
Morgan Stanley 6.138% 10/16/2026 (c)
|
130,000
|
130,236
|
|
Morgan Stanley U.S. SOFR Index + 1.02%, 5.3726% 4/13/2028 (c)(d)
|
100,000
|
100,568
|
|
State Street Corp 5.751% 11/4/2026 (c)
|
120,000
|
120,267
|
|
State Street Corp U.S. SOFR Index + 0.95%, 5.3036% 4/24/2028 (c)(d)
|
62,000
|
62,405
|
|
2,825,886
|
|||
Consumer Finance - 1.2%
|
|||
American Express Co 5.389% 7/28/2027 (c)
|
140,000
|
141,343
|
|
American Express Co 5.645% 4/23/2027 (c)
|
100,000
|
100,809
|
|
American Express Co 6.338% 10/30/2026 (c)
|
155,000
|
155,450
|
|
Toyota Motor Credit Corp U.S. SOFR Averages Index + 0.45%, 4.8001% 4/10/2026 (c)(d)
|
90,000
|
90,131
|
|
Toyota Motor Credit Corp U.S. SOFR Index + 0.71%, 5.0637% 5/14/2027 (c)(d)
|
150,000
|
150,585
|
|
638,318
|
|||
Financial Services - 0.8%
|
|||
Aviation Capital Group LLC 1.95% 9/20/2026 (b)
|
108,000
|
105,212
|
|
Corebridge Global Funding 0.9% 9/22/2025 (b)
|
100,000
|
99,799
|
|
Corebridge Global Funding 5.75% 7/2/2026 (b)
|
80,000
|
80,992
|
|
Western Union Co/The 1.35% 3/15/2026
|
114,000
|
112,075
|
|
398,078
|
|||
Insurance - 1.4%
|
|||
Brown & Brown Inc 4.6% 12/23/2026
|
49,000
|
49,230
|
|
Equitable Financial Life Global Funding 1% 1/9/2026 (b)
|
120,000
|
118,565
|
|
Equitable Financial Life Global Funding 1.3% 7/12/2026 (b)
|
140,000
|
136,601
|
|
Equitable Financial Life Global Funding 5.5% 12/2/2025 (b)
|
101,000
|
101,245
|
|
Jackson National Life Global Funding 3.05% 4/29/2026 (b)
|
90,000
|
89,227
|
|
Jackson National Life Global Funding 4.9% 1/13/2027 (b)
|
150,000
|
151,079
|
|
Reinsurance Group of America Inc 3.95% 9/15/2026
|
100,000
|
99,677
|
|
745,624
|
|||
TOTAL FINANCIALS
|
9,193,205
|
||
Health Care - 1.3%
|
|||
Health Care Providers & Services - 1.3%
|
|||
Cigna Group/The 1.25% 3/15/2026
|
120,000
|
118,015
|
|
CVS Health Corp 2.875% 6/1/2026
|
163,000
|
161,073
|
|
CVS Health Corp 3% 8/15/2026
|
91,000
|
89,837
|
|
CVS Health Corp 5% 2/20/2026
|
100,000
|
100,233
|
|
HCA Inc 5.25% 6/15/2026
|
60,000
|
60,105
|
|
HCA Inc 5.375% 9/1/2026
|
70,000
|
70,257
|
|
HCA Inc 5.875% 2/15/2026
|
100,000
|
100,082
|
|
699,602
|
|||
Industrials - 0.8%
|
|||
Aerospace & Defense - 0.2%
|
|||
L3Harris Technologies Inc 3.85% 12/15/2026
|
100,000
|
99,498
|
|
Ground Transportation - 0.3%
|
|||
CSX Corp 2.6% 11/1/2026
|
140,000
|
137,694
|
|
Machinery - 0.3%
|
|||
Caterpillar Financial Services Corp U.S. SOFR Index + 0.69%, 5.0413% 10/16/2026 (c)(d)
|
150,000
|
150,645
|
|
Trading Companies & Distributors - 0.0%
|
|||
Air Lease Corp 2.875% 1/15/2026
|
50,000
|
49,663
|
|
TOTAL INDUSTRIALS
|
437,500
|
||
Information Technology - 1.9%
|
|||
Electronic Equipment, Instruments & Components - 0.5%
|
|||
Dell International LLC / EMC Corp 4.9% 10/1/2026
|
100,000
|
100,415
|
|
Dell International LLC / EMC Corp 6.02% 6/15/2026
|
158,000
|
159,382
|
|
259,797
|
|||
Semiconductors & Semiconductor Equipment - 0.2%
|
|||
Marvell Technology Inc 1.65% 4/15/2026
|
130,000
|
127,735
|
|
Software - 1.1%
|
|||
Oracle Corp 1.65% 3/25/2026
|
141,000
|
138,885
|
|
Oracle Corp 2.65% 7/15/2026
|
105,000
|
103,536
|
|
Roper Technologies Inc 3.8% 12/15/2026
|
145,000
|
144,102
|
|
VMware LLC 1.4% 8/15/2026
|
150,000
|
145,845
|
|
532,368
|
|||
Technology Hardware, Storage & Peripherals - 0.1%
|
|||
Hewlett Packard Enterprise Co 4.45% 9/25/2026
|
45,000
|
45,063
|
|
TOTAL INFORMATION TECHNOLOGY
|
964,963
|
||
Materials - 0.2%
|
|||
Chemicals - 0.2%
|
|||
Celanese US Holdings LLC 1.4% 8/5/2026
|
90,000
|
86,556
|
|
International Flavors & Fragrances Inc 1.23% 10/1/2025 (b)
|
37,000
|
36,890
|
|
123,446
|
|||
Real Estate - 1.4%
|
|||
Diversified REITs - 0.2%
|
|||
Vici Properties LP / Vici Note Co Inc 4.25% 12/1/2026 (b)
|
150,000
|
149,332
|
|
Office REITs - 0.4%
|
|||
COPT Defense Properties LP 2.25% 3/15/2026
|
190,000
|
187,315
|
|
Specialized REITs - 0.8%
|
|||
American Tower Corp 1.3% 9/15/2025
|
70,000
|
69,907
|
|
American Tower Corp 1.6% 4/15/2026
|
120,000
|
117,898
|
|
American Tower Corp 3.375% 10/15/2026
|
140,000
|
138,639
|
|
Crown Castle Inc 1.05% 7/15/2026
|
90,000
|
87,456
|
|
413,900
|
|||
TOTAL REAL ESTATE
|
750,547
|
||
Utilities - 2.3%
|
|||
Electric Utilities - 1.3%
|
|||
DTE Electric Co 4.25% 5/14/2027
|
25,000
|
25,100
|
|
Duke Energy Corp 2.65% 9/1/2026
|
91,000
|
89,626
|
|
Eversource Energy 4.75% 5/15/2026
|
130,000
|
130,300
|
|
Jersey Central Power & Light Co 4.3% 1/15/2026 (b)
|
92,000
|
91,870
|
|
NextEra Energy Capital Holdings Inc 4.685% 9/1/2027
|
67,000
|
67,633
|
|
Oncor Electric Delivery Co LLC 4.5% 3/20/2027 (b)
|
64,000
|
64,440
|
|
Pacific Gas and Electric Co U.S. SOFR Averages Index + 0.95%, 5.3042% 9/4/2025 (c)(d)
|
120,000
|
120,004
|
|
Vistra Operations Co LLC 5.05% 12/30/2026 (b)
|
24,000
|
24,177
|
|
613,150
|
|||
Multi-Utilities - 1.0%
|
|||
Dominion Energy Inc 1.45% 4/15/2026
|
120,000
|
117,885
|
|
Dominion Energy Inc 2.85% 8/15/2026
|
100,000
|
98,672
|
|
DTE Energy Co 2.85% 10/1/2026
|
140,000
|
137,974
|
|
WEC Energy Group Inc 4.75% 1/9/2026
|
100,000
|
100,063
|
|
WEC Energy Group Inc 5.6% 9/12/2026
|
80,000
|
80,992
|
|
535,586
|
|||
TOTAL UTILITIES
|
1,148,736
|
||
TOTAL UNITED STATES
|
16,846,740
|
||
|
TOTAL NON-CONVERTIBLE CORPORATE BONDS
(Cost $23,144,839)
|
23,238,546
|
||
U.S. Treasury Obligations - 31.1%
|
||||
Yield (%) (f)
|
Principal
Amount (a)
|
Value ($)
|
||
US Treasury Bills 0% 10/2/2025
|
4.25
|
3,550,000
|
3,537,515
|
|
US Treasury Bills 0% 11/28/2025
|
4.11 to 4.32
|
2,157,700
|
2,136,592
|
|
US Treasury Bills 0% 11/6/2025
|
4.16 to 4.21
|
2,750,000
|
2,729,696
|
|
US Treasury Bills 0% 9/4/2025
|
4.16 to 4.29
|
3,251,400
|
3,250,635
|
|
US Treasury Notes 3.5% 9/30/2026
|
3.96 to 4.36
|
2,237,200
|
2,228,898
|
|
US Treasury Notes 4.125% 1/31/2027
|
3.89 to 4.08
|
2,250,000
|
2,261,162
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $16,127,160)
|
16,144,498
|
|||
Money Market Funds - 5.1%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (g)
(Cost $2,669,493)
|
4.36
|
2,668,960
|
2,669,493
|
|
|
TOTAL INVESTMENT IN SECURITIES - 100.0%
(Cost $51,728,744)
|
51,862,948
|
NET OTHER ASSETS (LIABILITIES) - 0.0%
|
11,144
|
NET ASSETS - 100.0%
|
51,874,092
|
(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 $9,712,816 or 18.7% of net assets.
|
(c)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(d)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
|
(e)
|
Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.
|
(f)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(g)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
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
|
793,162
|
29,042,626
|
27,166,295
|
53,240
|
-
|
-
|
2,669,493
|
2,668,960
|
0.0%
|
Total
|
793,162
|
29,042,626
|
27,166,295
|
53,240
|
-
|
-
|
2,669,493
|
||
Valuation Inputs at Reporting Date:
|
||||
Description
|
Total ($)
|
Level 1 ($)
|
Level 2 ($)
|
Level 3 ($)
|
Investments in Securities:
|
||||
Asset-Backed Securities
|
9,481,940
|
-
|
9,481,940
|
-
|
Bank Notes
|
||||
Financials
|
71,323
|
-
|
71,323
|
-
|
Collateralized Mortgage Obligations
|
73,094
|
-
|
73,094
|
-
|
Commercial Mortgage Securities
|
184,054
|
-
|
184,054
|
-
|
Non-Convertible Corporate Bonds
|
||||
Communication Services
|
848,035
|
-
|
848,035
|
-
|
Consumer Discretionary
|
1,270,248
|
-
|
1,270,248
|
-
|
Consumer Staples
|
1,098,021
|
-
|
1,098,021
|
-
|
Energy
|
757,589
|
-
|
757,589
|
-
|
Financials
|
14,171,860
|
-
|
14,171,860
|
-
|
Health Care
|
699,602
|
-
|
699,602
|
-
|
Industrials
|
691,967
|
-
|
691,967
|
-
|
Information Technology
|
1,255,535
|
-
|
1,255,535
|
-
|
Materials
|
123,446
|
-
|
123,446
|
-
|
Real Estate
|
750,547
|
-
|
750,547
|
-
|
Utilities
|
1,571,696
|
-
|
1,571,696
|
-
|
U.S. Treasury Obligations
|
16,144,498
|
-
|
16,144,498
|
-
|
Money Market Funds
|
2,669,493
|
2,669,493
|
-
|
-
|
Total Investments in Securities:
|
51,862,948
|
2,669,493
|
49,193,455
|
-
|
Statement of Assets and Liabilities
|
||||
As of August 31, 2025
|
||||
Assets
|
||||
Investment in securities, at value - See accompanying schedule:
|
||||
Unaffiliated issuers (cost $49,059,251)
|
$
|
49,193,455
|
||
Fidelity Central Funds (cost $2,669,493)
|
2,669,493
|
|||
Total Investment in Securities (cost $51,728,744)
|
$
|
51,862,948
|
||
Receivable for fund shares sold
|
14,511
|
|||
Interest receivable
|
291,523
|
|||
Distributions receivable from Fidelity Central Funds
|
4,702
|
|||
Prepaid expenses
|
59
|
|||
Receivable from investment adviser for expense reductions
|
5,152
|
|||
Total assets
|
52,178,895
|
|||
Liabilities
|
||||
Payable for investments purchased
|
$
|
228,247
|
||
Payable for fund shares redeemed
|
17,806
|
|||
Distributions payable
|
2,063
|
|||
Accrued management fee
|
8,397
|
|||
Audit fee payable
|
45,181
|
|||
Other payables and accrued expenses
|
3,109
|
|||
Total liabilities
|
304,803
|
|||
Net Assets
|
$
|
51,874,092
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
50,760,083
|
||
Total accumulated earnings (loss)
|
1,114,009
|
|||
Net Assets
|
$
|
51,874,092
|
||
Net Asset Value, offering price and redemption price per share ($51,874,092 ÷ 4,930,901 shares)
|
$
|
10.52
|
||
Statement of Operations
|
||||
|
Year ended August 31, 2025
|
||||
Investment Income
|
||||
Interest
|
$
|
1,862,338
|
||
Income from Fidelity Central Funds
|
53,240
|
|||
Total income
|
1,915,578
|
|||
Expenses
|
||||
Management fee
|
$
|
81,168
|
||
Custodian fees and expenses
|
1,513
|
|||
Independent trustees' fees and expenses
|
96
|
|||
Registration fees
|
31,699
|
|||
Audit fees
|
58,327
|
|||
Legal
|
28
|
|||
Miscellaneous
|
164
|
|||
Total expenses before reductions
|
172,995
|
|||
Expense reductions
|
(93,056)
|
|||
Total expenses after reductions
|
79,939
|
|||
Net Investment income (loss)
|
1,835,639
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
55,096
|
|||
Total net realized gain (loss)
|
55,096
|
|||
Change in net unrealized appreciation (depreciation) on investment securities
|
37,104
|
|||
Net gain (loss)
|
92,200
|
|||
Net increase (decrease) in net assets resulting from operations
|
$
|
1,927,839
|
||
Statement of Changes in Net Assets
|
||||
Year ended
August 31, 2025
|
Year ended
August 31, 2024
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
1,835,639
|
$
|
903,730
|
Net realized gain (loss)
|
55,096
|
3,759
|
||
Change in net unrealized appreciation (depreciation)
|
37,104
|
108,638
|
||
Net increase (decrease) in net assets resulting from operations
|
1,927,839
|
1,016,127
|
||
Distributions to shareholders
|
(1,422,101)
|
(503,304)
|
||
Share transactions
|
||||
Proceeds from sales of shares
|
46,081,810
|
26,415,330
|
||
Reinvestment of distributions
|
1,388,732
|
479,979
|
||
Cost of shares redeemed
|
(26,443,368)
|
(4,891,261)
|
||
Net increase (decrease) in net assets resulting from share transactions
|
21,027,174
|
22,004,048
|
||
Total increase (decrease) in net assets
|
21,532,912
|
22,516,871
|
||
Net Assets
|
||||
Beginning of period
|
30,341,180
|
7,824,309
|
||
End of period
|
$
|
51,874,092
|
$
|
30,341,180
|
Other Information
|
||||
Shares
|
||||
Sold
|
4,413,373
|
2,572,450
|
||
Issued in reinvestment of distributions
|
133,121
|
46,682
|
||
Redeemed
|
(2,531,426)
|
(475,635)
|
||
Net increase (decrease)
|
2,015,068
|
2,143,497
|
||
Fidelity® SAI Sustainable Low Duration Bond Fund |
Years ended August 31,
|
2025
|
2024
|
2023
|
2022 A
|
||||
Selected Per-Share Data
|
||||||||
Net asset value, beginning of period
|
$
|
10.41
|
$
|
10.13
|
$
|
9.96
|
$
|
10.00
|
Income from Investment Operations
|
||||||||
Net investment income (loss) B,C
|
.471
|
.519
|
.413
|
.059
|
||||
Net realized and unrealized gain (loss)
|
.017
|
.069
|
.001
|
(.050)
|
||||
Total from investment operations
|
.488
|
.588
|
.414
|
.009
|
||||
Distributions from net investment income
|
(.372)
|
(.305)
|
(.244)
|
(.049)
|
||||
Distributions from net realized gain
|
(.006)
|
(.003)
|
-
|
-
|
||||
Total distributions
|
(.378)
|
(.308)
|
(.244)
|
(.049)
|
||||
Net asset value, end of period
|
$
|
10.52
|
$
|
10.41
|
$
|
10.13
|
$
|
9.96
|
Total Return D,E
|
4.78 % |
5.89%
|
4.21%
|
.09%
|
||||
Ratios to Average Net Assets C,F,G
|
||||||||
Expenses before reductions
|
.43%
|
.68%
|
1.74%
|
1.88% H,I
|
||||
Expenses net of fee waivers, if any
|
.20 % |
.20%
|
.23%
|
.25% I
|
||||
Expenses net of all reductions, if any
|
.20%
|
.19%
|
.22%
|
.25% I
|
||||
Net investment income (loss)
|
4.52%
|
5.10%
|
4.13%
|
1.54% I
|
||||
Supplemental Data
|
||||||||
Net assets, end of period (000 omitted)
|
$
|
51,874
|
$
|
30,341
|
$
|
7,824
|
$
|
5,035
|
Portfolio turnover rate J
|
57 % |
32%
|
36%
|
6% K
|
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
|
$399,311
|
Gross unrealized depreciation
|
(1,156)
|
Net unrealized appreciation (depreciation)
|
$398,155
|
Tax Cost
|
$51,464,793
|
Undistributed ordinary income
|
$687,494
|
Undistributed long-term capital gain
|
$28,361
|
Net unrealized appreciation (depreciation) on securities and other investments
|
$398,155
|
August 31, 2025
|
August 31, 2024
|
|
Ordinary Income
|
$1,415,718
|
$ 500,919
|
Long-term Capital Gains
|
6,383
|
2,385
|
Total
|
$1,422,101
|
$ 503,304
|
Purchases ($)
|
Sales ($)
|
|
Fidelity SAI Sustainable Low Duration Bond Fund
|
28,312,717
|
14,265,560
|
Amount ($)
|
|
Fidelity SAI Sustainable Low Duration Bond Fund
|
52
|
 |
Contents
Asset-Backed Securities - 6.4%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
GRAND CAYMAN (UK OVERSEAS TER) - 6.4%
|
|||
Allegro Clo Xii Ltd Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.44%, 5.7655% 7/21/2037 (b)(c)(d)
|
250,000
|
250,717
|
|
Magnetite Xxvi Ltd / Magnetite Xxvi LLC Series 2025-26A Class AR2, CME Term SOFR 3 month Index + 1.15%, 5.4685% 1/25/2038 (b)(c)(d)
|
250,000
|
250,107
|
|
RR 28 LTD / RR 28 LLC Series 2024-28RA Class A1R, CME Term SOFR 3 month Index + 1.55%, 5.8676% 4/15/2037 (b)(c)(d)
|
250,000
|
250,673
|
|
TOTAL GRAND CAYMAN (UK OVERSEAS TER)
|
751,497
|
||
|
TOTAL ASSET-BACKED SECURITIES
(Cost $749,508)
|
751,497
|
||
Commercial Mortgage Securities - 0.2%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.2%
|
|||
BX Trust 2025-ROIC Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 5.5069% 3/15/2030 (b)(c)(d)
(Cost $18,883)
|
18,926
|
18,903
|
|
Foreign Government and Government Agency Obligations - 0.4%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
MEXICO - 0.4%
|
|||
United Mexican States 3.5% 2/12/2034
(Cost $49,796)
|
60,000
|
51,195
|
|
Non-Convertible Corporate Bonds - 19.6%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
CANADA - 0.5%
|
|||
Communication Services - 0.4%
|
|||
Diversified Telecommunication Services - 0.4%
|
|||
TELUS Corp 3.4% 5/13/2032
|
45,000
|
41,248
|
|
Consumer Staples - 0.1%
|
|||
Consumer Staples Distribution & Retail - 0.1%
|
|||
Alimentation Couche-Tard Inc 3.625% 5/13/2051 (c)
|
29,000
|
20,194
|
|
TOTAL CANADA
|
61,442
|
||
NETHERLANDS - 0.3%
|
|||
Information Technology - 0.3%
|
|||
Semiconductors & Semiconductor Equipment - 0.3%
|
|||
NXP BV / NXP Funding LLC / NXP USA Inc 2.5% 5/11/2031
|
36,000
|
32,268
|
|
UNITED KINGDOM - 0.2%
|
|||
Health Care - 0.2%
|
|||
Pharmaceuticals - 0.2%
|
|||
Astrazeneca Finance LLC 1.75% 5/28/2028
|
27,000
|
25,538
|
|
UNITED STATES - 18.6%
|
|||
Communication Services - 1.7%
|
|||
Diversified Telecommunication Services - 0.8%
|
|||
AT&T Inc 2.25% 2/1/2032
|
20,000
|
17,321
|
|
Verizon Communications Inc 5.05% 5/9/2033
|
74,000
|
75,350
|
|
92,671
|
|||
Entertainment - 0.2%
|
|||
Walt Disney Co/The 2.65% 1/13/2031
|
27,000
|
25,102
|
|
Media - 0.5%
|
|||
Charter Communications Operating LLC / Charter Communications Operating Capital 5.05% 3/30/2029
|
10,000
|
10,156
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.1% 6/1/2029
|
5,000
|
5,256
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.55% 6/1/2034
|
3,000
|
3,182
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.7% 12/1/2055 (e)
|
40,000
|
39,518
|
|
58,112
|
|||
Wireless Telecommunication Services - 0.2%
|
|||
T-Mobile USA Inc 2.875% 2/15/2031
|
22,000
|
20,197
|
|
TOTAL COMMUNICATION SERVICES
|
196,082
|
||
Consumer Discretionary - 1.2%
|
|||
Automobiles - 0.2%
|
|||
General Motors Co 5.4% 10/15/2029
|
18,000
|
18,567
|
|
Specialty Retail - 0.8%
|
|||
Home Depot Inc/The 3.25% 4/15/2032
|
25,000
|
23,281
|
|
Lowe's Cos Inc 3.75% 4/1/2032
|
35,000
|
33,235
|
|
Lowe's Cos Inc 4.25% 4/1/2052
|
25,000
|
19,369
|
|
TJX Cos Inc/The 3.875% 4/15/2030
|
23,000
|
22,833
|
|
98,718
|
|||
Textiles, Apparel & Luxury Goods - 0.2%
|
|||
Tapestry Inc 3.05% 3/15/2032
|
27,000
|
24,179
|
|
TOTAL CONSUMER DISCRETIONARY
|
141,464
|
||
Consumer Staples - 0.4%
|
|||
Food Products - 0.4%
|
|||
General Mills Inc 2.25% 10/14/2031
|
55,000
|
48,345
|
|
Financials - 7.0%
|
|||
Banks - 4.2%
|
|||
Bank of America Corp 4.623% 5/9/2029 (d)
|
38,000
|
38,429
|
|
Bank of America Corp 5.015% 7/22/2033 (d)
|
55,000
|
55,871
|
|
Bank of America Corp 5.162% 1/24/2031 (d)
|
20,000
|
20,641
|
|
Citigroup Inc 2.666% 1/29/2031 (d)
|
49,000
|
45,449
|
|
Citigroup Inc 4.91% 5/24/2033 (d)
|
15,000
|
15,067
|
|
Citizens Financial Group Inc 5.718% 7/23/2032 (d)
|
11,000
|
11,489
|
|
Fifth Third Bancorp 4.895% 9/6/2030 (d)
|
10,000
|
10,172
|
|
JPMorgan Chase & Co 2.963% 1/25/2033 (d)
|
30,000
|
27,214
|
|
JPMorgan Chase & Co 4.912% 7/25/2033 (d)
|
65,000
|
65,903
|
|
JPMorgan Chase & Co 5.103% 4/22/2031 (d)
|
6,000
|
6,190
|
|
JPMorgan Chase & Co 5.14% 1/24/2031 (d)
|
20,000
|
20,611
|
|
JPMorgan Chase & Co 5.572% 4/22/2036 (d)
|
8,000
|
8,317
|
|
PNC Financial Services Group Inc/The 4.812% 10/21/2032 (d)
|
50,000
|
50,558
|
|
Santander Holdings USA Inc 5.807% 9/9/2026 (d)
|
7,000
|
7,001
|
|
Santander Holdings USA Inc 6.499% 3/9/2029 (d)
|
5,000
|
5,234
|
|
Wells Fargo & Co 5.15% 4/23/2031 (d)
|
9,000
|
9,269
|
|
Wells Fargo & Co 5.244% 1/24/2031 (d)
|
12,000
|
12,396
|
|
Wells Fargo & Co 5.499% 1/23/2035 (d)
|
59,000
|
60,884
|
|
Wells Fargo & Co 5.605% 4/23/2036 (d)
|
8,000
|
8,306
|
|
479,001
|
|||
Capital Markets - 1.5%
|
|||
Goldman Sachs Group Inc/The 3.102% 2/24/2033 (d)
|
21,000
|
19,096
|
|
Goldman Sachs Group Inc/The 3.615% 3/15/2028 (d)
|
25,000
|
24,743
|
|
Morgan Stanley 2.943% 1/21/2033 (d)
|
30,000
|
27,024
|
|
Morgan Stanley 4.889% 7/20/2033 (d)
|
46,000
|
46,375
|
|
Morgan Stanley 5.192% 4/17/2031 (d)
|
6,000
|
6,185
|
|
Morgan Stanley 5.23% 1/15/2031 (d)
|
17,000
|
17,547
|
|
Morgan Stanley 5.664% 4/17/2036 (d)
|
5,000
|
5,204
|
|
MSCI Inc 5.25% 9/1/2035
|
7,000
|
6,944
|
|
State Street Corp 3.031% 11/1/2034 (d)
|
25,000
|
23,456
|
|
176,574
|
|||
Consumer Finance - 0.1%
|
|||
American Express Co 5.085% 1/30/2031 (d)
|
16,000
|
16,491
|
|
Insurance - 1.2%
|
|||
Equitable Financial Life Global Funding 1.3% 7/12/2026 (c)
|
53,000
|
51,713
|
|
Marsh & McLennan Cos Inc 2.375% 12/15/2031
|
57,000
|
50,498
|
|
Reinsurance Group of America Inc 5.75% 9/15/2034
|
20,000
|
20,620
|
|
Unum Group 4% 6/15/2029
|
20,000
|
19,703
|
|
142,534
|
|||
TOTAL FINANCIALS
|
814,600
|
||
Health Care - 1.3%
|
|||
Biotechnology - 0.4%
|
|||
Amgen Inc 3% 2/22/2029
|
50,000
|
48,118
|
|
Health Care Providers & Services - 0.6%
|
|||
Centene Corp 4.625% 12/15/2029
|
31,000
|
29,857
|
|
CVS Health Corp 5% 9/15/2032
|
3,000
|
3,013
|
|
Humana Inc 3.7% 3/23/2029
|
37,000
|
36,264
|
|
69,134
|
|||
Pharmaceuticals - 0.3%
|
|||
Bristol-Myers Squibb Co 2.95% 3/15/2032
|
13,000
|
11,860
|
|
Zoetis Inc 2% 5/15/2030
|
27,000
|
24,469
|
|
36,329
|
|||
TOTAL HEALTH CARE
|
153,581
|
||
Industrials - 1.0%
|
|||
Building Products - 0.2%
|
|||
Carrier Global Corp 2.493% 2/15/2027
|
25,000
|
24,460
|
|
Carrier Global Corp 5.9% 3/15/2034
|
2,000
|
2,132
|
|
26,592
|
|||
Industrial Conglomerates - 0.5%
|
|||
Honeywell International Inc 1.75% 9/1/2031
|
27,000
|
23,253
|
|
Trane Technologies Financing Ltd 3.8% 3/21/2029
|
35,000
|
34,665
|
|
57,918
|
|||
Machinery - 0.2%
|
|||
Otis Worldwide Corp 2.565% 2/15/2030
|
27,000
|
25,168
|
|
Professional Services - 0.1%
|
|||
Verisk Analytics Inc 4.5% 8/15/2030
|
3,000
|
3,012
|
|
Verisk Analytics Inc 5.125% 2/15/2036
|
6,000
|
5,961
|
|
8,973
|
|||
TOTAL INDUSTRIALS
|
118,651
|
||
Information Technology - 0.5%
|
|||
Electronic Equipment, Instruments & Components - 0.2%
|
|||
Dell International LLC / EMC Corp 6.2% 7/15/2030
|
21,000
|
22,577
|
|
Semiconductors & Semiconductor Equipment - 0.3%
|
|||
Micron Technology Inc 2.703% 4/15/2032
|
36,000
|
31,689
|
|
TOTAL INFORMATION TECHNOLOGY
|
54,266
|
||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
International Flavors & Fragrances Inc 2.3% 11/1/2030 (c)
|
14,000
|
12,521
|
|
Real Estate - 1.9%
|
|||
Diversified REITs - 0.3%
|
|||
WP Carey Inc 2.45% 2/1/2032
|
42,000
|
36,397
|
|
Health Care REITs - 0.3%
|
|||
Alexandria Real Estate Equities Inc 2% 5/18/2032
|
42,000
|
35,172
|
|
Industrial REITs - 0.3%
|
|||
Prologis LP 2.875% 11/15/2029
|
38,000
|
36,089
|
|
Office REITs - 0.6%
|
|||
Boston Properties LP 2.45% 10/1/2033
|
47,000
|
38,136
|
|
COPT Defense Properties LP 2% 1/15/2029
|
29,000
|
26,779
|
|
64,915
|
|||
Real Estate Management & Development - 0.2%
|
|||
CBRE Services Inc 2.5% 4/1/2031
|
27,000
|
24,267
|
|
Retail REITs - 0.2%
|
|||
Brixmor Operating Partnership LP 5.75% 2/15/2035
|
20,000
|
20,707
|
|
Regency Centers LP 5.1% 1/15/2035
|
4,000
|
4,013
|
|
24,720
|
|||
TOTAL REAL ESTATE
|
221,560
|
||
Utilities - 3.6%
|
|||
Electric Utilities - 1.5%
|
|||
Consolidated Edison Co of New York Inc 3.35% 4/1/2030
|
47,000
|
45,556
|
|
Duke Energy Carolinas LLC 3.95% 11/15/2028
|
33,000
|
32,980
|
|
Northern States Power Co/MN 2.25% 4/1/2031
|
40,000
|
36,350
|
|
Oncor Electric Delivery Co LLC 4.15% 6/1/2032
|
25,000
|
24,211
|
|
Wisconsin Electric Power Co 4.75% 9/30/2032
|
31,000
|
31,614
|
|
170,711
|
|||
Independent Power and Renewable Electricity Producers - 0.8%
|
|||
AES Corp/The 1.375% 1/15/2026
|
27,000
|
26,655
|
|
AES Corp/The 2.45% 1/15/2031
|
78,000
|
69,886
|
|
96,541
|
|||
Multi-Utilities - 1.3%
|
|||
Dominion Energy Inc 2.25% 8/15/2031
|
61,000
|
53,751
|
|
NiSource Inc 1.7% 2/15/2031
|
63,000
|
54,558
|
|
Puget Energy Inc 4.224% 3/15/2032
|
44,000
|
41,728
|
|
150,037
|
|||
TOTAL UTILITIES
|
417,289
|
||
TOTAL UNITED STATES
|
2,178,359
|
||
|
TOTAL NON-CONVERTIBLE CORPORATE BONDS
(Cost $2,252,495)
|
2,297,607
|
||
U.S. Government Agency - Mortgage Securities - 20.5%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 20.5%
|
|||
Fannie Mae 2.5% 6/1/2052
|
51,285
|
43,471
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
22,522
|
18,901
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
74,049
|
64,290
|
|
Fannie Mae Mortgage pass-thru certificates 5% 1/1/2054
|
38,475
|
38,014
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054
|
45,505
|
45,939
|
|
Fannie Mae Mortgage pass-thru certificates 6% 4/1/2054
|
39,007
|
39,973
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2054
|
23,461
|
24,027
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054
|
47,259
|
48,400
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2054
|
15,122
|
15,704
|
|
Freddie Mac Gold Pool 2% 11/1/2050
|
101,602
|
81,518
|
|
Freddie Mac Gold Pool 2.5% 5/1/2051
|
52,999
|
44,328
|
|
Freddie Mac Gold Pool 2.5% 9/1/2051
|
29,338
|
24,621
|
|
Freddie Mac Gold Pool 3% 5/1/2051
|
20,970
|
18,370
|
|
Freddie Mac Gold Pool 4.5% 1/1/2053
|
45,642
|
44,085
|
|
Freddie Mac Non Gold Pool 5.5% 3/1/2054
|
21,296
|
21,499
|
|
Ginnie Mae I Pool 4% 10/20/2052
|
86,530
|
81,406
|
|
Ginnie Mae I Pool 5% 10/20/2054
|
24,232
|
23,989
|
|
Ginnie Mae II Pool 2% 1/20/2051
|
47,321
|
38,762
|
|
Ginnie Mae II Pool 2% 2/20/2052
|
68,232
|
55,880
|
|
Ginnie Mae II Pool 2.5% 12/20/2051
|
49,995
|
42,600
|
|
Ginnie Mae II Pool 2.5% 5/20/2052
|
67,781
|
57,765
|
|
Ginnie Mae II Pool 3% 4/20/2052
|
49,558
|
43,921
|
|
Ginnie Mae II Pool 3% 8/20/2051
|
24,561
|
21,785
|
|
Ginnie Mae II Pool 5% 6/20/2055
|
49,789
|
49,271
|
|
Ginnie Mae II Pool 5.5% 5/20/2055
|
49,845
|
50,238
|
|
Ginnie Mae II Pool 6% 10/1/2055 (e)
|
50,000
|
50,951
|
|
Ginnie Mae II Pool 6% 9/1/2055 (e)
|
125,000
|
127,495
|
|
Uniform Mortgage Backed Securities 2% 10/1/2055 (e)
|
250,000
|
198,535
|
|
Uniform Mortgage Backed Securities 2% 9/1/2055 (e)
|
400,000
|
317,594
|
|
Uniform Mortgage Backed Securities 2.5% 10/1/2055 (e)
|
50,000
|
41,516
|
|
Uniform Mortgage Backed Securities 2.5% 9/1/2055 (e)
|
75,000
|
62,265
|
|
Uniform Mortgage Backed Securities 3.5% 9/1/2055 (e)
|
100,000
|
90,355
|
|
Uniform Mortgage Backed Securities 4% 9/1/2055 (e)
|
75,000
|
69,999
|
|
Uniform Mortgage Backed Securities 5.5% 9/1/2040 (e)
|
100,000
|
102,211
|
|
Uniform Mortgage Backed Securities 5.5% 9/1/2055 (e)
|
50,000
|
50,293
|
|
Uniform Mortgage Backed Securities 6% 10/1/2055 (e)
|
50,000
|
51,043
|
|
Uniform Mortgage Backed Securities 6% 9/1/2055 (e)
|
175,000
|
178,801
|
|
Uniform Mortgage Backed Securities 6.5% 9/1/2055 (e)
|
25,000
|
25,905
|
|
TOTAL UNITED STATES
|
2,405,720
|
||
|
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
(Cost $2,383,420)
|
2,405,720
|
||
U.S. Treasury Obligations - 52.7%
|
||||
Yield (%) (f)
|
Principal
Amount (a)
|
Value ($)
|
||
US Treasury Bonds 3.625% 2/15/2053
|
3.74
|
335,000
|
268,144
|
|
US Treasury Bonds 3.875% 2/15/2043
|
3.81
|
180,000
|
159,940
|
|
US Treasury Bonds 4% 11/15/2052
|
4.95 to 5.00
|
42,000
|
36,045
|
|
US Treasury Bonds 4.25% 2/15/2054
|
4.24 to 4.78
|
310,600
|
277,890
|
|
US Treasury Bonds 4.25% 8/15/2054
|
3.96 to 4.66
|
36,000
|
32,208
|
|
US Treasury Bonds 4.5% 11/15/2054
|
4.55 to 4.83
|
115,000
|
107,350
|
|
US Treasury Bonds 4.625% 2/15/2055
|
4.54 to 4.81
|
89,000
|
84,828
|
|
US Treasury Bonds 4.625% 5/15/2054
|
4.49 to 4.65
|
95,000
|
90,506
|
|
US Treasury Bonds 4.75% 5/15/2055
|
4.83 to 4.92
|
205,000
|
199,427
|
|
US Treasury Bonds 4.75% 8/15/2055
|
4.88 to 4.91
|
154,000
|
149,861
|
|
US Treasury Notes 3.5% 4/30/2028
|
3.35
|
460,000
|
458,910
|
|
US Treasury Notes 3.5% 4/30/2030
|
3.36
|
70,000
|
69,461
|
|
US Treasury Notes 3.625% 5/15/2026
|
4.03
|
45,000
|
44,903
|
|
US Treasury Notes 3.625% 9/30/2031
|
3.63 to 3.87
|
219,000
|
216,536
|
|
US Treasury Notes 3.75% 12/31/2028
|
3.84
|
200,000
|
200,898
|
|
US Treasury Notes 3.75% 5/31/2030
|
3.98
|
210,000
|
210,558
|
|
US Treasury Notes 3.875% 8/15/2034
|
3.64 to 4.27
|
268,000
|
262,766
|
|
US Treasury Notes 4% 3/31/2030
|
3.94
|
100,000
|
101,371
|
|
US Treasury Notes 4% 4/30/2032
|
4.00
|
51,000
|
51,295
|
|
US Treasury Notes 4% 5/31/2030
|
3.97
|
250,000
|
253,467
|
|
US Treasury Notes 4% 6/30/2028
|
4.25
|
60,000
|
60,670
|
|
US Treasury Notes 4% 6/30/2032
|
3.99
|
76,000
|
76,392
|
|
US Treasury Notes 4% 7/31/2030
|
4.07 to 4.16
|
105,000
|
106,382
|
|
US Treasury Notes 4% 7/31/2032
|
3.94 to 4.14
|
310,000
|
311,405
|
|
US Treasury Notes 4.125% 10/31/2031
|
4.37
|
77,000
|
78,176
|
|
US Treasury Notes 4.125% 11/30/2029
|
4.08
|
12,000
|
12,219
|
|
US Treasury Notes 4.125% 2/29/2032
|
4.19
|
40,000
|
40,555
|
|
US Treasury Notes 4.125% 3/31/2032
|
4.13
|
320,000
|
324,313
|
|
US Treasury Notes 4.125% 5/31/2032
|
4.05 to 4.27
|
201,000
|
203,534
|
|
US Treasury Notes 4.125% 7/31/2028
|
4.18 to 4.27
|
175,000
|
177,570
|
|
US Treasury Notes 4.125% 7/31/2031
|
3.78
|
137,000
|
139,246
|
|
US Treasury Notes 4.125% 8/31/2030
|
4.61
|
58,000
|
59,090
|
|
US Treasury Notes 4.25% 1/31/2030
|
4.34 to 4.47
|
140,000
|
143,298
|
|
US Treasury Notes 4.25% 11/15/2034
|
4.22 to 4.49
|
174,000
|
175,142
|
|
US Treasury Notes 4.25% 2/28/2031
|
4.27
|
35,000
|
35,843
|
|
US Treasury Notes 4.25% 5/15/2035
|
4.23 to 4.45
|
318,000
|
318,994
|
|
US Treasury Notes 4.25% 8/15/2035
|
4.26
|
42,000
|
42,085
|
|
US Treasury Notes 4.375% 1/31/2032
|
4.46
|
50,000
|
51,398
|
|
US Treasury Notes 4.375% 11/30/2030
|
4.27 to 4.35
|
93,000
|
95,808
|
|
US Treasury Notes 4.5% 11/15/2033
|
3.86 to 4.35
|
155,000
|
159,832
|
|
US Treasury Notes 4.625% 2/15/2035
|
4.17 to 4.34
|
186,000
|
192,365
|
|
US Treasury Notes 4.625% 5/31/2031
|
4.33
|
67,000
|
69,840
|
|
US Treasury Notes 4.875% 10/31/2030
|
4.91
|
20,000
|
21,068
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $6,247,465)
|
6,171,589
|
|||
Money Market Funds - 11.4%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (g)
(Cost $1,329,922)
|
4.36
|
1,329,656
|
1,329,922
|
|
|
TOTAL INVESTMENT IN SECURITIES - 111.2%
(Cost $13,031,489)
|
13,026,433
|
NET OTHER ASSETS (LIABILITIES) - (11.2)%
|
(1,317,926)
|
NET ASSETS - 100.0%
|
11,708,507
|
TBA Sale Commitments
|
||
Principal
Amount (a)
|
Value ($)
|
|
U.S. Government Agency - Mortgage Securities
|
||
Ginnie Mae II Pool 6% 9/1/2055
|
(75,000)
|
(76,496)
|
Uniform Mortgage Backed Securities 2% 9/1/2055
|
(300,000)
|
(238,196)
|
Uniform Mortgage Backed Securities 2.5% 9/1/2055
|
(50,000)
|
(41,510)
|
Uniform Mortgage Backed Securities 6% 9/1/2055
|
(100,000)
|
(102,172)
|
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
|
(458,374)
|
|
TOTAL TBA SALE COMMITMENTS
(Proceeds $455,733)
|
(458,374)
|
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
|
(c)
|
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 $854,828 or 7.3% of net assets.
|
(d)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(e)
|
Security or a portion of the security purchased on a delayed delivery or when-issued basis.
|
(f)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(g)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
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
|
1,161,291
|
2,348,830
|
2,180,199
|
51,801
|
-
|
-
|
1,329,922
|
1,329,656
|
0.0%
|
Total
|
1,161,291
|
2,348,830
|
2,180,199
|
51,801
|
-
|
-
|
1,329,922
|
||
Valuation Inputs at Reporting Date:
|
||||
Description
|
Total ($)
|
Level 1 ($)
|
Level 2 ($)
|
Level 3 ($)
|
Investments in Securities:
|
||||
Asset-Backed Securities
|
751,497
|
-
|
751,497
|
-
|
Commercial Mortgage Securities
|
18,903
|
-
|
18,903
|
-
|
Foreign Government and Government Agency Obligations
|
51,195
|
-
|
51,195
|
-
|
Non-Convertible Corporate Bonds
|
||||
Communication Services
|
237,330
|
-
|
237,330
|
-
|
Consumer Discretionary
|
141,464
|
-
|
141,464
|
-
|
Consumer Staples
|
68,539
|
-
|
68,539
|
-
|
Financials
|
814,600
|
-
|
814,600
|
-
|
Health Care
|
179,119
|
-
|
179,119
|
-
|
Industrials
|
118,651
|
-
|
118,651
|
-
|
Information Technology
|
86,534
|
-
|
86,534
|
-
|
Materials
|
12,521
|
-
|
12,521
|
-
|
Real Estate
|
221,560
|
-
|
221,560
|
-
|
Utilities
|
417,289
|
-
|
417,289
|
-
|
U.S. Government Agency - Mortgage Securities
|
2,405,720
|
-
|
2,405,720
|
-
|
U.S. Treasury Obligations
|
6,171,589
|
-
|
6,171,589
|
-
|
Money Market Funds
|
1,329,922
|
1,329,922
|
-
|
-
|
Total Investments in Securities:
|
13,026,433
|
1,329,922
|
11,696,511
|
-
|
Other Financial Instruments:
|
||||
TBA Sale Commitments
|
(458,374)
|
-
|
(458,374)
|
-
|
Total Other Financial Instruments:
|
(458,374)
|
-
|
(458,374)
|
-
|
Statement of Assets and Liabilities
|
||||
As of August 31, 2025
|
||||
Assets
|
||||
Investment in securities, at value - See accompanying schedule:
|
||||
Unaffiliated issuers (cost $11,701,567)
|
$
|
11,696,511
|
||
Fidelity Central Funds (cost $1,329,922)
|
1,329,922
|
|||
Total Investment in Securities (cost $13,031,489)
|
$
|
13,026,433
|
||
Cash
|
11,851
|
|||
Receivable for TBA sale commitments
|
455,733
|
|||
Receivable for fund shares sold
|
82,719
|
|||
Interest receivable
|
82,886
|
|||
Distributions receivable from Fidelity Central Funds
|
4,389
|
|||
Receivable from investment adviser for expense reductions
|
170
|
|||
Total assets
|
13,664,181
|
|||
Liabilities
|
||||
Payable for investments purchased
|
||||
Regular delivery
|
$
|
86,740
|
||
Delayed delivery
|
1,399,011
|
|||
TBA sale commitments, at value
|
458,374
|
|||
Payable for fund shares redeemed
|
10,776
|
|||
Distributions payable
|
8
|
|||
Other payables and accrued expenses
|
765
|
|||
Total liabilities
|
1,955,674
|
|||
Net Assets
|
$
|
11,708,507
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
11,802,346
|
||
Total accumulated earnings (loss)
|
(93,839)
|
|||
Net Assets
|
$
|
11,708,507
|
||
Net Asset Value, offering price and redemption price per share ($11,708,507 ÷ 1,200,383 shares)
|
$
|
9.75
|
||
Statement of Operations
|
||||
|
Year ended August 31, 2025
|
||||
Investment Income
|
||||
Interest
|
$
|
370,248
|
||
Income from Fidelity Central Funds
|
51,801
|
|||
Total income
|
422,049
|
|||
Expenses
|
||||
Custodian fees and expenses
|
$
|
1,828
|
||
Independent trustees' fees and expenses
|
22
|
|||
Total expenses before reductions
|
1,850
|
|||
Expense reductions
|
(2,222)
|
|||
Total expenses after reductions
|
(372)
|
|||
Net Investment income (loss)
|
422,421
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
(8,564)
|
|||
Total net realized gain (loss)
|
(8,564)
|
|||
Change in net unrealized appreciation (depreciation) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
(66,035)
|
|||
TBA sale commitments
|
(432)
|
|||
Total change in net unrealized appreciation (depreciation)
|
(66,467)
|
|||
Net gain (loss)
|
(75,031)
|
|||
Net increase (decrease) in net assets resulting from operations
|
$
|
347,390
|
||
Statement of Changes in Net Assets
|
||||
Year ended
August 31, 2025
|
Year ended
August 31, 2024
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
422,421
|
$
|
320,911
|
Net realized gain (loss)
|
(8,564)
|
(39,349)
|
||
Change in net unrealized appreciation (depreciation)
|
(66,467)
|
212,011
|
||
Net increase (decrease) in net assets resulting from operations
|
347,390
|
493,573
|
||
Distributions to shareholders
|
(421,193)
|
(321,111)
|
||
Share transactions
|
||||
Proceeds from sales of shares
|
4,946,224
|
3,363,595
|
||
Reinvestment of distributions
|
421,182
|
321,109
|
||
Cost of shares redeemed
|
(1,831,976)
|
(1,158,092)
|
||
Net increase (decrease) in net assets resulting from share transactions
|
3,535,430
|
2,526,612
|
||
Total increase (decrease) in net assets
|
3,461,627
|
2,699,074
|
||
Net Assets
|
||||
Beginning of period
|
8,246,880
|
5,547,806
|
||
End of period
|
$
|
11,708,507
|
$
|
8,246,880
|
Other Information
|
||||
Shares
|
||||
Sold
|
511,635
|
346,654
|
||
Issued in reinvestment of distributions
|
43,376
|
33,391
|
||
Redeemed
|
(189,434)
|
(120,565)
|
||
Net increase (decrease)
|
365,577
|
259,480
|
||
Fidelity® Series Sustainable Investment Grade Bond Fund |
Years ended August 31,
|
2025
|
2024
|
2023 A
|
|||
Selected Per-Share Data
|
||||||
Net asset value, beginning of period
|
$
|
9.88
|
$
|
9.64
|
$
|
10.00
|
Income from Investment Operations
|
||||||
Net investment income (loss) B,C
|
.440
|
.451
|
.138
|
|||
Net realized and unrealized gain (loss)
|
(.130)
|
.241
|
(.360)
|
|||
Total from investment operations
|
.310
|
.692
|
(.222)
|
|||
Distributions from net investment income
|
(.440)
|
(.452)
|
(.138)
|
|||
Total distributions
|
(.440)
|
(.452)
|
(.138)
|
|||
Net asset value, end of period
|
$
|
9.75
|
$
|
9.88
|
$
|
9.64
|
Total Return D,E
|
3.25 % |
7.42%
|
(2.22)%
|
|||
Ratios to Average Net Assets C,F,G
|
||||||
Expenses before reductions
|
.02%
|
.02%
|
.03% H,I
|
|||
Expenses net of fee waivers, if any J
|
- % |
-%
|
-% I
|
|||
Expenses net of all reductions, if any J
|
-%
|
-%
|
-% I
|
|||
Net investment income (loss)
|
4.55%
|
4.70%
|
4.61% I
|
|||
Supplemental Data
|
||||||
Net assets, end of period (000 omitted)
|
$
|
11,709
|
$
|
8,247
|
$
|
5,548
|
Portfolio turnover rate K
|
235 % |
405%
|
128% L
|
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
|
$125,785
|
Gross unrealized depreciation
|
(133,695)
|
Net unrealized appreciation (depreciation)
|
$(7,910)
|
Tax Cost
|
$13,031,702
|
Undistributed ordinary income
|
$1,181
|
Capital loss carryforward
|
$(87,110)
|
Net unrealized appreciation (depreciation) on securities and other investments
|
$(7,910)
|
Short-term
|
$(69,120)
|
Long-term
|
(17,990)
|
Total capital loss carryforward
|
$(87,110)
|
August 31, 2025
|
August 31, 2024
|
|
Ordinary Income
|
$421,193
|
$ 321,111
|
Purchases ($)
|
Sales ($)
|
|
Fidelity Series Sustainable Investment Grade Bond Fund
|
16,125,001
|
15,521,975
|
 |
Contents
Asset-Backed Securities - 2.9%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
CANADA - 0.1%
|
|||
Chesapeake Funding II LLC Series 2023-2A Class A1, 6.16% 10/15/2035 (b)
|
128,626
|
130,335
|
|
Chesapeake Funding II LLC Series 2024-1A Class A1, 5.52% 5/15/2036 (b)
|
522,749
|
529,205
|
|
TOTAL CANADA
|
659,540
|
||
UNITED STATES - 2.8%
|
|||
Achv Abs Trust Series 2024-3AL Class A, 5.01% 12/26/2031 (b)
|
97,205
|
97,935
|
|
Affirm Asset Securitization Trust Series 2024-A Class 1A, 5.61% 2/15/2029 (b)
|
1,100,000
|
1,105,614
|
|
Affirm Master Trust Series 2025-2A Class A, 4.67% 7/15/2033 (b)
|
1,800,000
|
1,809,740
|
|
Ally Auto Receivables Trust Series 2024-1 Class A3, 5.08% 12/15/2028
|
736,347
|
740,757
|
|
ARI Fleet Lease Trust Series 2024-B Class A2, 5.54% 4/15/2033 (b)
|
219,298
|
220,932
|
|
Autonation Finance Trust Series 2025-1A Class A2, 4.72% 4/10/2028 (b)
|
535,000
|
536,370
|
|
BHG Series 2025-2CON Class A, 4.84% 9/17/2036 (b)
|
900,000
|
907,204
|
|
BofA Auto Trust Series 2024-1A Class A3, 5.35% 11/15/2028 (b)
|
277,000
|
279,510
|
|
CarMax Auto Owner Trust Series 2023-4 Class A3, 6% 7/17/2028
|
363,639
|
368,380
|
|
CarMax Auto Owner Trust Series 2024-2 Class A3, 5.5% 1/16/2029
|
532,000
|
539,408
|
|
CFMT LLC Series 2023-HB12 Class A, 4.25% 4/25/2033 (b)
|
7,086
|
7,077
|
|
Chase Auto Owner Trust Series 2024-1A Class A3, 5.13% 5/25/2029 (b)
|
713,000
|
719,511
|
|
Dell Equip Fin Trust Series 2025-1 Class A2, 4.68% 7/22/2027 (b)
|
420,000
|
421,601
|
|
DLLAA Series 2023-1A Class A2, 5.93% 7/20/2026 (b)
|
45
|
45
|
|
DLLAA Series 2023-1A Class A3, 5.64% 2/22/2028 (b)
|
171,000
|
172,982
|
|
DLLAD Series 2023-1A Class A3, 4.79% 1/20/2028 (b)
|
1,074,024
|
1,077,994
|
|
DLLAD Series 2024-1A Class A3, 5.3% 7/20/2029 (b)
|
230,000
|
235,463
|
|
Enterprise Fleet Financing Series 2024-2 Class A2, 5.74% 12/20/2026 (b)
|
410,071
|
412,106
|
|
Enterprise Fleet Financing Series 2024-2 Class A3, 5.61% 4/20/2028 (b)
|
483,000
|
492,023
|
|
Exeter Select Automobile Receivables Trust Series 2025-1 Class A2, 4.83% 10/16/2028
|
123,426
|
123,791
|
|
Exeter Select Automobile Receivables Trust Series 2025-1 Class A3, 4.69% 4/15/2030
|
115,000
|
115,962
|
|
Ford Credit Auto Owner Trust Series 2020-2 Class A, 1.06% 4/15/2033 (b)
|
4,600,000
|
4,581,188
|
|
Fordr Series 2025-2 Class B, 4.67% 2/15/2038 (b)(c)
|
3,300,000
|
3,309,868
|
|
GM Financial Leasing Trust Series 2023-3 Class A3, 5.38% 11/20/2026
|
55,571
|
55,641
|
|
GMF Floorplan Owner Revolving Trust Series 2023-1 Class A1, 5.34% 6/15/2028 (b)
|
1,296,000
|
1,307,033
|
|
GSAMP Trust Series 2004-AR1 Class B4, 5.5% 6/25/2034 (b)(c)
|
10,481
|
8,303
|
|
HPEFS Equipment Trust Series 2024-2A Class A3, 5.36% 10/20/2031 (b)
|
1,200,000
|
1,208,627
|
|
Marlette Funding Trust Series 2024-1A Class A, 5.95% 7/17/2034 (b)
|
13,052
|
13,059
|
|
Mercedes-Benz Auto Lease Trust Series 2024-A Class A3, 5.32% 1/18/2028
|
818,000
|
827,628
|
|
Merchants Fleet Funding LLC Series 2023-1A Class A, 7.21% 5/20/2036 (b)
|
702,190
|
706,978
|
|
Merchants Fleet Funding LLC Series 2024-1A Class A, 5.82% 4/20/2037 (b)
|
611,258
|
615,957
|
|
OBX Trust Series 2024-HYB1 Class A1, 3.6302% 3/25/2053 (b)(d)
|
5,247,894
|
5,155,937
|
|
OWN Equipment Fund I LLC Series 2024-2M Class A, 5.7% 12/20/2032 (b)
|
703,560
|
715,388
|
|
SBNA Auto Lease Trust Series 2024-C Class A3, 4.56% 2/22/2028 (b)
|
621,000
|
622,306
|
|
Sclp 2025-2 Series 2025-2 Class A, 4.82% 6/25/2034 (b)
|
2,160,929
|
2,166,220
|
|
SFS Auto Receivables Securitization Trust Series 2024-2A Class A3, 5.33% 11/20/2029 (b)
|
415,000
|
419,570
|
|
Sofi Consumer Loan Program Series 2025-3 Class A, 4.47% 8/15/2034 (b)
|
915,000
|
915,578
|
|
Store Master Funding Series 2021-1A Class A1, 2.12% 6/20/2051 (b)
|
966,622
|
901,659
|
|
Westf 2025-A Series 2025-A Class A, 5.582% 6/15/2050 (b)
|
725,993
|
736,993
|
|
Wheels Fleet Lease Funding 1 LLC Series 2024-2A Class A1, 4.87% 6/21/2039 (b)
|
971,412
|
979,000
|
|
Willis Engine Structured Tr VII Series 2023-A Class A, 8% 10/15/2048 (b)
|
297,585
|
308,656
|
|
World Omni Auto Receivables Trust 2023-B Series 2023-B Class A3, 4.66% 5/15/2028
|
182,153
|
182,502
|
|
World Omni Auto Receivables Trust 2023-C Series 2023-C Class A3, 5.15% 11/15/2028
|
175,624
|
176,626
|
|
TOTAL UNITED STATES
|
36,299,122
|
||
|
TOTAL ASSET-BACKED SECURITIES
(Cost $36,220,553)
|
36,958,662
|
||
Collateralized Mortgage Obligations - 11.6%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 11.6%
|
|||
Ajax Mortgage Loan Trust Series 2021-C Class A, 5.115% 1/25/2061 (b)
|
141,700
|
141,820
|
|
Ajax Mortgage Loan Trust Series 2021-E Class A1, 1.74% 12/25/2060 (b)
|
1,527,605
|
1,350,761
|
|
CFMT LLC Series 2022-HB10 Class A, 3.25% 11/25/2035 (b)
|
469,812
|
468,159
|
|
CSMC Trust Series 2014-3R Class 2A1, CME Term SOFR 1 month Index + 0.8145%, 0% 5/27/2037 (b)(d)(f)(h)
|
70,297
|
6
|
|
CSMC Trust Series 2015-1R Class 6A1, CME Term SOFR 1 month Index + 0.3945%, 4.3477% 5/27/2037 (b)(d)(f)
|
51,427
|
51,104
|
|
Fannie Mae Guaranteed REMIC Series 1999-17 Class PG, 6% 4/25/2029
|
12,925
|
13,125
|
|
Fannie Mae Guaranteed REMIC Series 1999-32 Class PL, 6% 7/25/2029
|
19,832
|
20,210
|
|
Fannie Mae Guaranteed REMIC Series 1999-33 Class PK, 6% 7/25/2029
|
14,082
|
14,336
|
|
Fannie Mae Guaranteed REMIC Series 2001-20 Class Z, 6% 5/25/2031
|
18,935
|
19,290
|
|
Fannie Mae Guaranteed REMIC Series 2001-31 Class ZC, 6.5% 7/25/2031
|
6,349
|
6,443
|
|
Fannie Mae Guaranteed REMIC Series 2001-52 Class YZ, 6.5% 10/25/2031
|
3,006
|
3,119
|
|
Fannie Mae Guaranteed REMIC Series 2002-16 Class ZD, 6.5% 4/25/2032
|
5,292
|
5,491
|
|
Fannie Mae Guaranteed REMIC Series 2002-74 Class SV, 7.4355% - U.S. 30-Day Avg. SOFR Index 3.0871% 11/25/2032 (d)(e)
|
1,087
|
29
|
|
Fannie Mae Guaranteed REMIC Series 2003-118 Class S, 7.9855% - U.S. 30-Day Avg. SOFR Index 3.6371% 12/25/2033 (d)(e)
|
21,062
|
2,672
|
|
Fannie Mae Guaranteed REMIC Series 2003-21 Class SK, 7.9855% - U.S. 30-Day Avg. SOFR Index 3.6371% 3/25/2033 (d)(e)
|
4,252
|
472
|
|
Fannie Mae Guaranteed REMIC Series 2005-39 Class TE, 5% 5/25/2035
|
48,019
|
48,898
|
|
Fannie Mae Guaranteed REMIC Series 2005-47 Class SW, 6.6055% - U.S. 30-Day Avg. SOFR Index 2.2571% 6/25/2035 (d)(e)
|
36,086
|
2,575
|
|
Fannie Mae Guaranteed REMIC Series 2005-73 Class SA, U.S. 30-Day Avg. SOFR Index x 17.2524%, 5.9465% 8/25/2035 (d)(f)
|
1,044
|
1,103
|
|
Fannie Mae Guaranteed REMIC Series 2005-79 Class ZC, 5.9% 9/25/2035
|
46,838
|
47,495
|
|
Fannie Mae Guaranteed REMIC Series 2006-116 Class SG, 6.5255% - U.S. 30-Day Avg. SOFR Index 2.1771% 12/25/2036 (d)(e)
|
12,327
|
1,242
|
|
Fannie Mae Guaranteed REMIC Series 2007-40 Class SE, 6.3255% - U.S. 30-Day Avg. SOFR Index 1.9771% 5/25/2037 (d)(e)
|
7,313
|
691
|
|
Fannie Mae Guaranteed REMIC Series 2007-57 Class SA, U.S. 30-Day Avg. SOFR Index x 39.9331%, 13.8428% 6/25/2037 (d)(f)
|
23,428
|
32,045
|
|
Fannie Mae Guaranteed REMIC Series 2007-66 Class SB, U.S. 30-Day Avg. SOFR Index x 38.9131%, 12.8228% 7/25/2037 (d)(f)
|
3,322
|
3,816
|
|
Fannie Mae Guaranteed REMIC Series 2010-135 Class ZA, 4.5% 12/25/2040
|
23,630
|
22,748
|
|
Fannie Mae Guaranteed REMIC Series 2010-150 Class ZC, 4.75% 1/25/2041
|
209,685
|
207,667
|
|
Fannie Mae Guaranteed REMIC Series 2011-4 Class PZ, 5% 2/25/2041
|
85,883
|
85,544
|
|
Fannie Mae Guaranteed REMIC Series 2011-67 Class AI, 4% 7/25/2026 (e)
|
47
|
0
|
|
Fannie Mae Guaranteed REMIC Series 2012-100 Class WI, 3% 9/25/2027 (e)
|
31,127
|
617
|
|
Fannie Mae Guaranteed REMIC Series 2012-149 Class DA, 1.75% 1/25/2043
|
18,823
|
17,589
|
|
Fannie Mae Guaranteed REMIC Series 2012-149 Class GA, 1.75% 6/25/2042
|
24,604
|
23,021
|
|
Fannie Mae Guaranteed REMIC Series 2012-67 Class AI, 4.5% 7/25/2027 (e)
|
177
|
1
|
|
Fannie Mae Guaranteed REMIC Series 2013-133 Class IB, 3% 4/25/2032 (e)
|
443
|
1
|
|
Fannie Mae Guaranteed REMIC Series 2013-134 Class SA, 5.9355% - U.S. 30-Day Avg. SOFR Index 1.5871% 1/25/2044 (d)(e)
|
26,147
|
3,035
|
|
Fannie Mae Guaranteed REMIC Series 2013-88 Class ZE, 3% 7/25/2043
|
7,253,684
|
6,618,922
|
|
Fannie Mae Guaranteed REMIC Series 2015-42 Class IL, 6% 6/25/2045 (e)
|
138,511
|
19,866
|
|
Fannie Mae Guaranteed REMIC Series 2015-70 Class JC, 3% 10/25/2045
|
186,629
|
178,454
|
|
Fannie Mae Guaranteed REMIC Series 2017-30 Class AI, 5.5% 5/25/2047 (e)
|
85,469
|
12,142
|
|
Fannie Mae Guaranteed REMIC Series 2020-3 Class DZ, 3.5% 2/25/2040
|
5,549,846
|
5,230,655
|
|
Fannie Mae Guaranteed REMIC Series 2020-96 Class A, 1.5% 1/25/2051
|
12,321,950
|
9,648,103
|
|
Fannie Mae Guaranteed REMIC Series 2021-65 Class GA, 2% 7/25/2049
|
10,660,979
|
8,692,568
|
|
Fannie Mae Guaranteed REMIC Series 2021-66 Class DA, 2% 1/25/2048
|
189,908
|
159,008
|
|
Fannie Mae Guaranteed REMIC Series 2021-66 Class DM, 2% 1/25/2048
|
201,818
|
168,980
|
|
Fannie Mae Guaranteed REMIC Series 2021-68 Class KJ, 2.25% 10/25/2051
|
4,319,548
|
3,843,648
|
|
Fannie Mae Guaranteed REMIC Series 2021-69 Class JK, 1.5% 10/25/2051
|
376,696
|
324,563
|
|
Fannie Mae Guaranteed REMIC Series 2021-85 Class L, 2.5% 8/25/2048
|
166,264
|
147,511
|
|
Fannie Mae Guaranteed REMIC Series 2021-95 Class BA, 2.5% 6/25/2049
|
390,340
|
342,368
|
|
Fannie Mae Guaranteed REMIC Series 2021-95, 2.5% 9/25/2048
|
257,411
|
229,196
|
|
Fannie Mae Guaranteed REMIC Series 2021-96 Class AH, 2.5% 3/25/2049
|
3,008,263
|
2,646,696
|
|
Fannie Mae Guaranteed REMIC Series 2021-96 Class HA, 2.5% 2/25/2050
|
264,792
|
230,937
|
|
Fannie Mae Guaranteed REMIC Series 2022-1 Class KA, 3% 5/25/2048
|
247,297
|
227,951
|
|
Fannie Mae Guaranteed REMIC Series 2022-11 Class B, 3% 6/25/2049
|
469,852
|
437,236
|
|
Fannie Mae Guaranteed REMIC Series 2022-13 Class HA, 3% 8/25/2046
|
622,967
|
585,411
|
|
Fannie Mae Guaranteed REMIC Series 2022-13 Class JA, 3% 5/25/2048
|
342,373
|
315,974
|
|
Fannie Mae Guaranteed REMIC Series 2022-20 Class HC, 2.5% 4/25/2052
|
3,936,377
|
3,604,242
|
|
Fannie Mae Guaranteed REMIC Series 2022-3 Class D, 2% 2/25/2048
|
629,979
|
562,699
|
|
Fannie Mae Guaranteed REMIC Series 2022-3 Class N, 2% 10/25/2047
|
1,990,273
|
1,758,974
|
|
Fannie Mae Guaranteed REMIC Series 2022-4 Class B, 2.5% 5/25/2049
|
190,553
|
167,542
|
|
Fannie Mae Guaranteed REMIC Series 2022-49 Class TC, 4% 12/25/2048
|
212,083
|
208,457
|
|
Fannie Mae Guaranteed REMIC Series 2022-5 Class BA, 2.5% 12/25/2049
|
5,704,788
|
4,938,666
|
|
Fannie Mae Guaranteed REMIC Series 2022-5 Class DA, 2.25% 11/25/2047
|
1,195,760
|
1,068,579
|
|
Fannie Mae Guaranteed REMIC Series 2022-7 Class A, 3% 5/25/2048
|
349,831
|
322,581
|
|
Fannie Mae Guaranteed REMIC Series 2022-7 Class E, 2.5% 11/25/2047
|
372,298
|
336,702
|
|
Fannie Mae Guaranteed REMIC Series 2023-51 Class FB, U.S. 30-Day Avg. SOFR Index + 1.55%, 5.8984% 11/25/2053 (d)(f)
|
9,730,871
|
9,815,837
|
|
Fannie Mae Guaranteed REMIC Series 2023-56 Class FC, U.S. 30-Day Avg. SOFR Index + 1.5%, 5.8484% 11/25/2053 (d)(f)
|
6,650,277
|
6,704,757
|
|
Fannie Mae Guaranteed REMIC Series 2024-90 Class FD, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.5484% 12/25/2054 (d)(f)
|
3,944,650
|
3,949,464
|
|
Fannie Mae Mortgage pass-thru certificates Series 2013-51 Class GI, 3% 10/25/2032 (e)
|
20,437
|
735
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-4 Class FH, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.5484% 9/25/2054 (d)(f)
|
898,640
|
899,645
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class AF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.7484% 2/25/2055 (d)(f)
|
1,409,711
|
1,415,397
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class DF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.7484% 9/25/2054 (d)(f)
|
1,431,172
|
1,436,375
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class FB, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.5484% 2/25/2055 (d)(f)
|
2,497,019
|
2,504,217
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class FE, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.4984% 2/25/2055 (d)(f)
|
792,772
|
793,680
|
|
Fannie Mae Series 2010-95 Class ZC, 5% 9/25/2040
|
436,664
|
430,697
|
|
Fannie Mae Series 2022-30 Class E, 4.5% 7/25/2048
|
696,336
|
692,839
|
|
Fannie Mae Series 2022-9 Class BA, 3% 5/25/2048
|
483,054
|
445,368
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2003-348 Class 14, 6.5% 8/25/2034 (d)(e)
|
10,872
|
1,918
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2004-351 Class 12, 5.5% 4/25/2034 (d)(e)
|
6,598
|
993
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2004-351 Class 13, 6% 3/25/2034 (e)
|
10,306
|
1,717
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2005-359 Class 19, 6% 7/25/2035 (d)(e)
|
5,977
|
1,041
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2007-384 Class 6, 5% 7/25/2037 (e)
|
19,925
|
3,194
|
|
Freddie Mac Manufactured Housing participation certificates Series 1998-2043 Class CJ, 6.5% 4/15/2028
|
6,438
|
6,512
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2014-4386 Class AZ, 4.5% 11/15/2040
|
278,454
|
274,396
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2021-5159 Class EA, 2.5% 8/25/2048
|
308,113
|
273,560
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2021-5159 Class GC, 2% 11/25/2047
|
151,737
|
133,620
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2021-5164 Class M, 2.5% 7/25/2048
|
314,435
|
279,457
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2021-5165 Class PC, 1.5% 11/25/2051
|
472,222
|
406,433
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2121 Class MG, 6% 2/15/2029
|
7,180
|
7,332
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2135 Class JE, 6% 3/15/2029
|
7,464
|
7,637
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2154 Class PT, 6% 5/15/2029
|
15,350
|
15,685
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2000-2218 Class ZB, 6% 3/15/2030
|
3,261
|
3,332
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2274 Class ZM, 6.5% 1/15/2031
|
5,383
|
5,461
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2357 Class ZB, 6.5% 9/15/2031
|
16,107
|
16,586
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2380 Class SY, 8.0855% - U.S. 30-Day Avg. SOFR Index 3.7428% 11/15/2031 (d)(e)
|
7,870
|
385
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2502 Class ZC, 6% 9/15/2032
|
15,807
|
16,307
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2520 Class BE, 6% 11/15/2032
|
21,814
|
22,556
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2587 Class IM, 6.5% 3/15/2033 (e)
|
7,961
|
1,157
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2693 Class MD, 5.5% 10/15/2033
|
316,217
|
323,277
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2004-2802 Class OB, 6% 5/15/2034
|
26,240
|
26,912
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2933 Class ZM, 5.75% 2/15/2035
|
106,912
|
109,029
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2947 Class XZ, 6% 3/15/2035
|
55,320
|
57,226
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2996 Class ZD, 5.5% 6/15/2035
|
67,370
|
68,329
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-3002 Class NE, 5% 7/15/2035
|
27,493
|
28,252
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3115 Class SM, 6.4855% - U.S. 30-Day Avg. SOFR Index 2.1428% 2/15/2036 (d)(e)
|
9,370
|
872
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3189 Class PD, 6% 7/15/2036
|
29,255
|
30,594
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3237 Class C, 5.5% 11/15/2036
|
86,570
|
88,958
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3244 Class SG, 6.5455% - U.S. 30-Day Avg. SOFR Index 2.2028% 11/15/2036 (d)(e)
|
33,517
|
3,113
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2007-3336 Class LI, 6.4655% - U.S. 30-Day Avg. SOFR Index 2.1228% 6/15/2037 (d)(e)
|
28,911
|
2,904
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2008-3415 Class PC, 5% 12/15/2037
|
10,845
|
11,008
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3832 Class PE, 5% 3/15/2041
|
137,594
|
140,020
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3949 Class MK, 4.5% 10/15/2034
|
19,695
|
19,631
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2012-4135 Class AB, 1.75% 6/15/2042
|
19,157
|
18,006
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2013-4149 Class IO, 3% 1/15/2033 (e)
|
12,443
|
806
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2013-4281 Class AI, 4% 12/15/2028 (e)
|
1
|
0
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2014-4314 Class AI, 5% 3/15/2034 (e)
|
16
|
0
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2015-4427 Class LI, 3.5% 2/15/2034 (e)
|
48,083
|
1,542
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2015-4471 Class PA, 4% 12/15/2040
|
60,536
|
60,159
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4646 Class LA, 4% 9/15/2045
|
76,109
|
75,788
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4661 Class AC, 4% 4/15/2043
|
2,381
|
2,376
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4683 Class LM, 3% 5/15/2047
|
162,227
|
156,467
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4692 Class KB, 4% 10/15/2046
|
309,877
|
304,223
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4746 Class PA, 4% 2/15/2047
|
148,762
|
147,321
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5000 Class BA, 2% 4/25/2045
|
589,999
|
547,290
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5018 Class LC, 3% 10/25/2040
|
279,832
|
253,520
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5058 Class BE, 3% 11/25/2050
|
805,075
|
689,467
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5133 Class BA, 1.5% 7/25/2041
|
2,126,587
|
1,785,529
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5141 Class JM, 1.5% 4/25/2051
|
660,790
|
561,150
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5148 Class AD, 1.5% 10/25/2051
|
374,399
|
321,513
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5148 Class PC, 1.5% 10/25/2051
|
371,008
|
315,270
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5169 Class TP, 2.5% 6/25/2049
|
312,341
|
273,282
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5175 Class CB, 2.5% 4/25/2050
|
964,504
|
846,092
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5180 Class KA, 2.5% 10/25/2047
|
189,563
|
170,744
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5182 Class A, 2.5% 10/25/2048
|
1,277,107
|
1,135,909
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5189 Class DA, 2.5% 5/25/2049
|
200,789
|
176,112
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5189 Class TP, 2.5% 5/25/2049
|
320,166
|
280,793
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5190 Class BA, 2.5% 11/25/2047
|
185,536
|
166,993
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5190 Class CA, 2.5% 5/25/2049
|
268,499
|
235,411
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5191 Class CA, 2.5% 4/25/2050
|
222,717
|
192,268
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5197 Class A, 2.5% 6/25/2049
|
268,500
|
235,411
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5197 Class DA, 2.5% 11/25/2047
|
140,747
|
126,803
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5198 Class BA, 2.5% 11/25/2047
|
658,141
|
596,599
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5199, 3% 5/25/2048
|
9,066,202
|
8,435,075
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5200 Class C, 3% 5/25/2048
|
1,843,949
|
1,732,399
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5201 Class EB, 3% 2/25/2048
|
5,705,898
|
5,287,419
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class AG, 3% 1/25/2049
|
241,771
|
221,813
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class LB, 2.5% 10/25/2047
|
151,073
|
136,311
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class UA, 3% 4/25/2050
|
1,738,975
|
1,564,686
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5207 Class PA, 3% 6/25/2051
|
4,340,306
|
3,829,157
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5210 Class AB, 3% 1/25/2042
|
1,275,232
|
1,199,110
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5214 Class CB, 3.25% 4/25/2052
|
3,099,962
|
2,939,682
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5248 Class A, 4% 4/15/2048
|
1,028,756
|
1,021,022
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2023-5330 Class FA, U.S. 30-Day Avg. SOFR Index + 1.05%, 5.3984% 8/25/2053 (d)(f)
|
1,580,919
|
1,579,361
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5425 Class FK, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.5484% 6/25/2054 (d)(f)
|
1,148,164
|
1,151,142
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5499 Class WF, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.5484% 2/25/2055 (d)(f)
|
728,043
|
726,234
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5500 Class FV, U.S. 30-Day Avg. SOFR Index + 1.25%, 5.5984% 10/25/2054 (d)(f)
|
1,388,194
|
1,391,398
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5529 Class CF, U.S. 30-Day Avg. SOFR Index + 1.05%, 5.3984% 4/25/2055 (d)(f)
|
1,341,856
|
1,338,879
|
|
Freddie Mac Non Gold Pool Series 1998-2095 Class PE, 6% 11/15/2028
|
17,251
|
17,590
|
|
Freddie Mac Non Gold Pool Series 1998-2104 Class PG, 6% 12/15/2028
|
5,820
|
5,938
|
|
Freddie Mac Non Gold Pool Series 1999-2114 Class ZM, 6% 1/15/2029
|
2,439
|
2,491
|
|
Freddie Mac Non Gold Pool Series 1999-2162 Class PH, 6% 6/15/2029
|
1,681
|
1,710
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2010-H19 Class FG, CME Term SOFR 1 month Index + 0.4145%, 4.7417% 8/20/2060 (d)(f)(g)
|
13,110
|
13,073
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H13 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.9417% 4/20/2061 (d)(f)(g)
|
5,460
|
5,462
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H21 Class DF, CME Term SOFR 1 month Index + 0.7645%, 5.0917% 5/20/2061 (d)(f)(g)
|
96
|
96
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2015-H13 Class HA, 2.5% 8/20/2064 (g)
|
1,097
|
1,031
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2017-134 Class BA, 2.5% 11/20/2046
|
30,986
|
28,372
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2017-H06 Class FA, 1 year U.S. Treasury Index + 0.35%, 4.33% 8/20/2066 (d)(f)(g)
|
67,806
|
67,522
|
|
Ginnie Mae REMIC pass-thru certificates Series 2004-24 Class ZM, 5% 4/20/2034
|
44,697
|
44,718
|
|
Ginnie Mae REMIC pass-thru certificates Series 2004-32 Class GS, 6.3855% - CME Term SOFR 1 month Index 2.0256% 5/16/2034 (d)(e)
|
26,848
|
1,570
|
|
Ginnie Mae REMIC pass-thru certificates Series 2004-73 Class AL, 7.0855% - CME Term SOFR 1 month Index 2.7256% 8/17/2034 (d)(e)
|
9,133
|
886
|
|
Ginnie Mae REMIC pass-thru certificates Series 2007-37 Class TS, 6.5755% - CME Term SOFR 1 month Index 2.2156% 6/16/2037 (d)(e)
|
16,063
|
1,415
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-160 Class DY, 4% 12/20/2040
|
288,433
|
283,078
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-170 Class B, 4% 12/20/2040
|
63,725
|
62,482
|
|
Ginnie Mae REMIC pass-thru certificates Series 2011-136 Class WI, 4.5% 5/20/2040 (e)
|
3,693
|
132
|
|
Ginnie Mae REMIC pass-thru certificates Series 2011-52 Class HI, 7% 4/16/2041 (e)
|
83,723
|
9,841
|
|
Ginnie Mae REMIC pass-thru certificates Series 2013-149 Class MA, 2.5% 5/20/2040
|
103,356
|
101,815
|
|
Ginnie Mae REMIC pass-thru certificates Series 2016-69 Class WA, 3% 2/20/2046
|
86,770
|
80,313
|
|
Ginnie Mae REMIC pass-thru certificates Series 2017-139 Class BA, 3% 9/20/2047
|
355,702
|
317,418
|
|
Ginnie Mae REMIC pass-thru certificates Series 2019-11 Class F, CME Term SOFR 1 month Index + 0.5145%, 4.8549% 1/20/2049 (d)(f)
|
61,928
|
61,551
|
|
Ginnie Mae REMIC pass-thru certificates Series 2019-128 Class FH, CME Term SOFR 1 month Index + 0.6145%, 4.9549% 10/20/2049 (d)(f)
|
109,900
|
107,808
|
|
Ginnie Mae REMIC pass-thru certificates Series 2019-23 Class NF, CME Term SOFR 1 month Index + 0.5645%, 4.9049% 2/20/2049 (d)(f)
|
211,757
|
208,440
|
|
GS Mortgage-Backed Securities Trust Series 2024-RPL2 Class A1, 3.75% 7/25/2061 (b)
|
860,827
|
841,221
|
|
GS Mortgage-Backed Securities Trust Series 2024-RPL4 Class A1, 3.9% 9/25/2061 (b)(c)
|
180,019
|
176,357
|
|
MFA Trust Series 2022-RPL1 Class A1, 3.3% 8/25/2061 (b)
|
774,704
|
732,290
|
|
NYMT Loan Trust Series 2021-CP1 Class A1, 2.0424% 7/25/2061 (b)
|
707,937
|
662,286
|
|
NYMT Loan Trust Series 2024-CP1 Class A1, 3.75% 2/25/2068 (b)
|
1,115,224
|
1,051,173
|
|
OBX Series 2025-NQM14 Class A1, 5.162% 7/25/2065 (b)(c)
|
593,274
|
594,486
|
|
Ocwen Loan Investment Trust Series 2023-HB1 Class A, 3% 6/25/2036 (b)
|
18,618
|
18,468
|
|
Ocwen Loan Investment Trust Series 2024-HB1 Class A, 3% 2/25/2037 (b)
|
56,015
|
55,110
|
|
PRET Trust Series 2024-RPL1 Class A1, 3.9% 10/25/2063 (b)
|
1,767,436
|
1,689,928
|
|
Prpm 2025-Rcf3 LLC Series 2025-RCF3 Class A1, 5.25% 7/25/2055 (b)(d)
|
756,248
|
758,830
|
|
PRPM LLC Series 2024-RPL1 Class A1, 4.2% 12/25/2064 (b)(d)
|
6,241,393
|
6,136,967
|
|
PRPM LLC Series 2024-RPL2 Class A1, 3.5% 5/25/2054 (b)(d)
|
670,372
|
652,364
|
|
RMF Buyout Issuance Trust Series 2020-HB1 Class A1, 1.7188% 10/25/2050 (b)
|
235,522
|
221,268
|
|
Thornburg Mortgage Securities Trust Series 2003-4 Class A1, CME Term SOFR 1 month Index + 0.7545%, 5.077% 9/25/2043 (d)(f)
|
189,520
|
183,486
|
|
Verus Securitization Trust Series 2025-5 Class A1, 5.427% 6/25/2070 (b)(d)
|
1,168,775
|
1,174,843
|
|
Verus Securitization Trust Series 2025-6 Class A1, 5.417% 7/25/2070 (b)(c)
|
4,058,327
|
4,089,738
|
|
Wells Fargo Mortgage Backed Securities Trust Series 2003-I Class A1, 6.399% 9/25/2033 (d)
|
19,530
|
19,359
|
|
TOTAL UNITED STATES
|
149,815,629
|
||
|
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
(Cost $147,817,692)
|
149,815,629
|
||
Commercial Mortgage Securities - 13.2%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 13.2%
|
|||
ALA Trust Series 2025-OANA Class A, CME Term SOFR 1 month Index + 1.7426%, 6.1066% 6/15/2040 (b)(d)(f)
|
2,670,000
|
2,681,681
|
|
BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class ANM, 3.112% 11/5/2032 (b)
|
199,642
|
191,648
|
|
BANK Series 2017-BNK5 Class A5, 3.39% 6/15/2060
|
1,480,783
|
1,458,489
|
|
BANK Series 2017-BNK5 Class ASB, 3.179% 6/15/2060
|
201,064
|
199,166
|
|
BANK Series 2018-BN10 Class A4, 3.428% 2/15/2061
|
387,146
|
380,800
|
|
BANK Series 2018-BN10 Class ASB, 3.641% 2/15/2061
|
399,220
|
396,494
|
|
BANK Series 2018-BN13 Class A4, 3.953% 8/15/2061
|
600,000
|
596,662
|
|
BANK Series 2018-BN15 Class A3, 4.138% 11/15/2061
|
2,387,448
|
2,383,925
|
|
BANK Series 2019-BN19 Class ASB, 3.071% 8/15/2061
|
880,336
|
861,018
|
|
BANK Series 2020-BN25 Class XB, 0.5289% 1/15/2063 (d)(e)
|
6,959,678
|
126,244
|
|
BANK Series 2021-BN33 Class XA, 1.155% 5/15/2064 (d)(e)
|
4,796,399
|
193,353
|
|
Benchmark Mortgage Trust Series 2018-B2 Class ASB, 3.7802% 2/15/2051
|
352,250
|
349,518
|
|
Benchmark Mortgage Trust Series 2018-B7 Class A4, 4.51% 5/15/2053
|
400,000
|
401,019
|
|
Benchmark Mortgage Trust Series 2019-B14 Class XA, 0.8756% 12/15/2062 (d)(e)
|
11,793,078
|
240,924
|
|
Benchmark Mortgage Trust Series 2023-V3 Class XA, 1.0527% 7/15/2056 (d)(e)
|
44,574,451
|
926,190
|
|
BLOX Trust Series 2021-BLOX Class A, CME Term SOFR 1 month Index + 1.1145%, 5.4785% 9/15/2026 (b)(d)(f)
|
752,731
|
744,791
|
|
BLP Commercial Mortgage Trust Series 2024-IND2 Class A, CME Term SOFR 1 month Index + 1.3422%, 5.7053% 3/15/2041 (b)(d)(f)
|
2,539,062
|
2,543,823
|
|
BMO Mortgage Trust Series 2023-C6 Class XA, 0.9854% 9/15/2056 (d)(e)
|
18,773,096
|
965,806
|
|
BMO Mortgage Trust Series 2024-5C5 Class A3, 5.8574% 2/15/2057
|
700,000
|
733,807
|
|
BX Commercial Mortgage Trust 2024-XL5 Series 2024-XL5 Class A, CME Term SOFR 1 month Index + 1.3917%, 5.7548% 3/15/2041 (b)(d)(f)
|
2,887,240
|
2,890,846
|
|
BX Commercial Mortgage Trust 21-SOAR Series 2022-IND Class A, CME Term SOFR 1 month Index + 1.491%, 5.8541% 4/15/2037 (b)(d)(f)
|
163,551
|
163,602
|
|
BX Commercial Mortgage Trust 24-MDHS Series 2024-MDHS Class A, 6.0044% 5/15/2041 (b)(d)
|
1,557,330
|
1,561,224
|
|
BX Commercial Mortgage Trust Series 2023-XL3 Class B, CME Term SOFR 1 month Index + 2.1908%, 6.5539% 12/9/2040 (b)(d)(f)
|
408,125
|
408,890
|
|
BX Commercial Mortgage Trust Series 2024-GPA3 Class A, CME Term SOFR 1 month Index + 1.2928%, 5.6559% 12/15/2039 (b)(d)(f)
|
298,011
|
298,849
|
|
BX Trust 2019-OC11 Series 2019-OC11 Class XA, 0.8735% 12/9/2041 (b)(d)(e)
|
114,700,000
|
3,175,928
|
|
BX Trust 2024-CNY Series 2024-CNYN Class A, CME Term SOFR 1 month Index + 1.4419%, 5.805% 4/15/2041 (b)(d)(f)
|
1,906,516
|
1,911,283
|
|
BX Trust 2025-ROIC Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 5.5069% 3/15/2030 (b)(d)(f)
|
2,493,276
|
2,490,160
|
|
BX Trust Series 2021-LBA Class AJV, CME Term SOFR 1 month Index + 0.9145%, 5.2785% 2/15/2036 (b)(d)(f)
|
154,000
|
153,952
|
|
BX Trust Series 2021-MFM1 Class A, CME Term SOFR 1 month Index + 0.8145%, 5.1775% 1/15/2034 (b)(d)(f)
|
498,917
|
498,761
|
|
BX Trust Series 2021-SOAR Class A, CME Term SOFR 1 month Index + 0.7845%, 5.1485% 6/15/2038 (b)(d)(f)(h)
|
2,350,534
|
2,349,800
|
|
BX Trust Series 2022-IND Class B, CME Term SOFR 1 month Index + 1.94%, 6.3031% 4/15/2037 (b)(d)(f)
|
3,681,300
|
3,683,601
|
|
BX Trust Series 2024-XL4 Class A, CME Term SOFR 1 month Index + 1.442%, 5.8051% 2/15/2039 (b)(d)(f)
|
6,612,688
|
6,623,021
|
|
BX Trust Series 2024-XL5 Class B, CME Term SOFR 1 month Index + 1.6912%, 6.0543% 3/15/2041 (b)(d)(f)
|
493,591
|
494,361
|
|
CD Mortgage Trust Series 2017-CD5 Class A3, 3.171% 8/15/2050
|
750,000
|
733,474
|
|
CD Mortgage Trust Series 2018-CD7 Class ASB, 4.213% 8/15/2051
|
143,456
|
143,157
|
|
Cent Trust Series 2025-CITY Class A, 5.0909% 7/10/2040 (b)(d)
|
747,000
|
756,609
|
|
Cent Trust Series 2025-CITY Class X, 0.2082% 7/10/2040 (b)
|
26,131,000
|
193,831
|
|
CFCRE Commercial Mortgage Trust Series 2016-C7 Class A2, 3.5853% 12/10/2054
|
1,583,583
|
1,558,705
|
|
CGMS Commercial Mortgage Trust Series 2017-B1 Class A3, 3.197% 8/15/2050
|
4,757,961
|
4,661,819
|
|
Citigroup Commercial Mortgage Trust Series 2015-GC33 Class XA, 0.8379% 9/10/2058 (d)(e)
|
1,235,899
|
40
|
|
Citigroup Commercial Mortgage Trust Series 2016-C1 Class A4, 3.209% 5/10/2049
|
8,600,000
|
8,519,139
|
|
Citigroup Commercial Mortgage Trust Series 2016-P4 Class A4, 2.902% 7/10/2049
|
3,389,000
|
3,330,938
|
|
Citigroup Commercial Mortgage Trust Series 2016-P6 Class XA, 0.6857% 12/10/2049 (d)(e)
|
5,954,823
|
27,352
|
|
Citigroup Commercial Mortgage Trust Series 2017-P7 Class AAB, 3.509% 4/14/2050
|
268,493
|
266,933
|
|
Citigroup Commercial Mortgage Trust Series 2018-C6 Class A3, 4.145% 11/10/2051
|
1,500,000
|
1,477,275
|
|
Citigroup Commercial Mortgage Trust Series 2019-GC41 Class XA, 1.1594% 8/10/2056 (d)(e)
|
4,662,579
|
140,249
|
|
COMM Mortgage Trust Series 2017-CD4 Class ASB, 3.317% 5/10/2050
|
141,295
|
140,251
|
|
CSAIL Commercial Mortgage Trust Series 2017-CX10 Class ASB, 3.3269% 11/15/2050
|
109,260
|
108,304
|
|
DBJPM Mortgage Trust Series 2017-C6 Class ASB, 3.121% 6/10/2050
|
251,112
|
248,795
|
|
DTP Commercial Mortgage Trust Series 2023-STE2 Class A, 6.038% 1/15/2041 (b)(d)
|
163,000
|
167,558
|
|
ELP Commercial Mortgage Trust Series 2021-ELP Class A, CME Term SOFR 1 month Index + 0.8155%, 5.1795% 11/15/2038 (b)(d)(f)
|
3,530,582
|
3,528,376
|
|
ELP Commercial Mortgage Trust Series 2021-ELP Class B, CME Term SOFR 1 month Index + 1.2347%, 5.5987% 11/15/2038 (b)(d)(f)
|
2,191,738
|
2,189,683
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-M2 Class A2, 4.62% 4/25/2030
|
5,100,000
|
5,178,687
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K068 Class A2, 3.244% 8/25/2027
|
1,100,000
|
1,085,305
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K069 Class A2, 3.187% 9/25/2027
|
977,979
|
963,181
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K070 Class A2, 3.303% 11/25/2027
|
2,400,000
|
2,367,224
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K071 Class A2, 3.286% 11/25/2027
|
1,600,000
|
1,577,068
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K072 Class A2, 3.444% 12/25/2027
|
1,100,000
|
1,087,592
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K073 Class A2, 3.35% 1/25/2028
|
2,800,000
|
2,763,051
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K074 Class A2, 3.6% 1/25/2028
|
4,400,000
|
4,364,077
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K076 Class A2, 3.9% 4/25/2028
|
1,300,000
|
1,297,863
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K077 Class A2, 3.85% 5/25/2028
|
4,200,000
|
4,187,403
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K081 Class A2, 3.9% 8/25/2028
|
900,000
|
899,013
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K083 Class A2, 4.05% 9/25/2028
|
900,000
|
902,564
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2019-K735 Class A2, 2.862% 5/25/2026
|
4,766,946
|
4,721,176
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K740 Class A2, 1.47% 9/25/2027
|
2,500,000
|
2,379,475
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K141 Class A2, 2.25% 2/25/2032
|
3,300,000
|
2,937,123
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2023-K753 Class A2, 4.4% 10/25/2030
|
1,200,000
|
1,215,649
|
|
GS Mortgage Securities Trust Series 2015-GC34 Class XA, 1.2179% 10/10/2048 (d)(e)
|
1,527,885
|
94
|
|
GS Mortgage Securities Trust Series 2017-GS8 Class AAB, 3.313% 11/10/2050
|
154,936
|
153,499
|
|
GS Mortgage Securities Trust Series 2018-GS10 Class A4, 3.89% 7/10/2051
|
1,500,000
|
1,466,251
|
|
GS Mortgage Securities Trust Series 2018-GS10 Class A5, 4.155% 7/10/2051
|
400,000
|
393,015
|
|
GS Mortgage Securities Trust Series 2018-GS10 Class AAB, 4.106% 7/10/2051
|
108,492
|
107,754
|
|
GS Mortgage Securities Trust Series 2019-GC38 Class A3, 3.703% 2/10/2052
|
1,400,000
|
1,376,414
|
|
GS Mortgage Securities Trust Series 2020-GC45 Class AAB, 2.8428% 2/13/2053
|
527,265
|
511,416
|
|
GS Mortgage Securities Trust Series 2021-IP Class A, CME Term SOFR 1 month Index + 1.0645%, 5.4285% 10/15/2036 (b)(d)(f)
|
1,116,351
|
1,115,656
|
|
JPMCC Commercial Mortgage Securities Trust Series 2016-JP4 Class ASB, 3.4743% 12/15/2049
|
1,001,165
|
994,947
|
|
JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 Class ASB, 3.2829% 7/15/2050
|
190,096
|
188,332
|
|
JPMDB Commercial Mortgage Securities Trust Series 2016-C4 Class ASB, 2.9941% 12/15/2049
|
51,233
|
50,807
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class AFX, 4.2475% 7/5/2033 (b)
|
443,741
|
421,554
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class XAFX, 1.2948% 7/5/2033 (b)(d)(e)
|
3,810,547
|
82,795
|
|
LCCM Mortgage Trust Series 2017-LC26 Class A3, 3.289% 7/12/2050 (b)
|
121,347
|
118,888
|
|
MHP Commercial Mortgage Trust Series 2021-STOR Class A, CME Term SOFR 1 month Index + 0.8145%, 5.1785% 7/15/2038 (b)(d)(f)
|
332,189
|
332,189
|
|
Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 Class ASB, 3.354% 11/15/2052
|
389,429
|
385,267
|
|
Morgan Stanley Capital I Trust Series 2017-HR2 Class A3, 3.33% 12/15/2050
|
594,136
|
582,472
|
|
Morgan Stanley Capital I Trust Series 2018-BOP Class A, CME Term SOFR 1 month Index + 0.897%, 5.261% 8/15/2033 (b)(d)(f)
|
704,715
|
575,752
|
|
Morgan Stanley Capital I Trust Series 2018-L1 Class ASB, 4.238% 10/15/2051
|
2,322,827
|
2,312,346
|
|
Morgan Stanley Capital I Trust Series 2019-L2 Class A3, 3.806% 3/15/2052
|
6,380,020
|
6,214,473
|
|
Morgan Stanley Capital I Trust Series 2021-L6 Class XA, 1.2876% 6/15/2054 (d)(e)
|
1,002,294
|
40,303
|
|
Morgan Stanley Capital I Trust Series 2024-NSTB Class A, 3.9% 9/24/2057 (b)(d)
|
1,149,061
|
1,132,939
|
|
MSWF Commercial Mortgage Trust Series 2023-2 Class XD, 3.2523% 12/15/2056 (b)(d)(e)
|
1,500,000
|
285,515
|
|
OPEN Trust Series 2023-AIR Class A, CME Term SOFR 1 month Index + 3.0891%, 7.4522% 11/15/2040 (b)(d)(f)
|
32,246
|
32,266
|
|
SREIT Trust Series 2021-MFP Class A, CME Term SOFR 1 month Index + 0.8453%, 5.2084% 11/15/2038 (b)(d)(f)
|
892,284
|
892,006
|
|
SREIT Trust Series 2021-MFP Class B, CME Term SOFR 1 month Index + 1.1943%, 5.5574% 11/15/2038 (b)(d)(f)
|
795,912
|
795,663
|
|
TCO Commercial Mortgage Trust Series 2024-DPM Class A, CME Term SOFR 1 month Index + 1.2429%, 5.606% 12/15/2039 (b)(d)(f)
|
1,083,000
|
1,083,000
|
|
UBS Commercial Mortgage Trust Series 2017-C4 Class ASB, 3.366% 10/15/2050
|
272,890
|
270,438
|
|
UBS Commercial Mortgage Trust Series 2017-C7 Class ASB, 3.586% 12/15/2050
|
913,175
|
905,473
|
|
UBS Commercial Mortgage Trust Series 2017-C7 Class XA, 1.1229% 12/15/2050 (d)(e)
|
4,916,314
|
92,005
|
|
UBS Commercial Mortgage Trust Series 2018-C12 Class A4, 4.0299% 8/15/2051
|
2,469,981
|
2,438,526
|
|
UBS Commercial Mortgage Trust Series 2018-C9 Class A4, 4.117% 3/15/2051
|
300,000
|
294,031
|
|
Wells Fargo Commercial Mortgage Trust Series 2015-C31 Class XA, 1.0312% 11/15/2048 (d)(e)
|
1,866,956
|
102
|
|
Wells Fargo Commercial Mortgage Trust Series 2016-C35 Class A4FL, CME Term SOFR 1 month Index + 1.1645%, 5.5276% 7/15/2048 (b)(d)(f)
|
4,000,000
|
4,002,240
|
|
Wells Fargo Commercial Mortgage Trust Series 2017-C38 Class ASB, 3.261% 7/15/2050
|
92,809
|
92,200
|
|
Wells Fargo Commercial Mortgage Trust Series 2017-C40 Class A3, 3.317% 10/15/2050
|
6,565,000
|
6,460,490
|
|
Wells Fargo Commercial Mortgage Trust Series 2017-C41 Class A3, 3.21% 11/15/2050
|
5,000,000
|
4,892,183
|
|
Wells Fargo Commercial Mortgage Trust Series 2017-C42 Class ASB, 3.488% 12/15/2050
|
120,762
|
119,928
|
|
Wells Fargo Commercial Mortgage Trust Series 2017-C42 Class XA, 0.9783% 12/15/2050 (d)(e)
|
6,683,005
|
103,867
|
|
Wells Fargo Commercial Mortgage Trust Series 2018-C45 Class ASB, 4.147% 6/15/2051
|
2,733,810
|
2,732,190
|
|
Wells Fargo Commercial Mortgage Trust Series 2018-C46 Class XA, 1.0657% 8/15/2051 (d)(e)
|
3,548,484
|
63,152
|
|
Wells Fargo Commercial Mortgage Trust Series 2018-C47 Class ASB, 4.365% 9/15/2061
|
620,582
|
622,394
|
|
Wells Fargo Commercial Mortgage Trust Series 2021-FCMT Class A, CME Term SOFR 1 month Index + 1.3145%, 5.6785% 5/15/2031 (b)(d)(f)
|
13,457,000
|
13,422,313
|
|
Wells Fargo Commercial Mortgage Trust Series 2024-MGP Class A11, CME Term SOFR 1 month Index + 1.9907%, 6.3538% 8/15/2041 (b)(d)(f)
|
1,000,000
|
998,215
|
|
Wells Fargo Commercial Mortgage Trust Series 2024-MGP Class A12, CME Term SOFR 1 month Index + 1.6912%, 6.0543% 8/15/2041 (b)(d)(f)
|
2,500,000
|
2,498,272
|
|
TOTAL UNITED STATES
|
170,852,207
|
||
|
TOTAL COMMERCIAL MORTGAGE SECURITIES
(Cost $167,642,934)
|
170,852,207
|
||
U.S. Government Agency - Mortgage Securities - 123.8%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 123.8%
|
|||
Fannie Mae 2.5% 1/1/2052
|
580,911
|
486,229
|
|
Fannie Mae 3.5% 12/1/2036
|
97,834
|
95,533
|
|
Fannie Mae 3.5% 5/1/2036
|
75,996
|
74,285
|
|
Fannie Mae 6.5% 7/1/2054
|
186,324
|
195,889
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.445%, 6.32% 4/1/2037 (d)(f)
|
6,438
|
6,622
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.462%, 6.71% 1/1/2035 (d)(f)
|
1,452
|
1,491
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.553%, 6.178% 6/1/2036 (d)(f)
|
592
|
607
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.596%, 6.596% 3/1/2036 (d)(f)
|
5,433
|
5,604
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.609%, 6.359% 8/1/2035 (d)(f)
|
14,526
|
14,927
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.667%, 6.464% 11/1/2036 (d)(f)
|
1,024
|
1,053
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.683%, 6.511% 5/1/2036 (d)(f)
|
967
|
997
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.73%, 6.753% 3/1/2040 (d)(f)
|
5,177
|
5,367
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 6.694% 7/1/2035 (d)(f)
|
1,101
|
1,133
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 7.211% 8/1/2041 (d)(f)
|
7,333
|
7,639
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.8%, 6.636% 1/1/2042 (d)(f)
|
11,505
|
11,982
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.807%, 6.818% 12/1/2040 (d)(f)
|
104,753
|
109,112
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.818%, 6.713% 2/1/2042 (d)(f)
|
4,970
|
5,184
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.208%, 6.458% 3/1/2035 (d)(f)
|
1,262
|
1,291
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.27%, 6.913% 6/1/2036 (d)(f)
|
10,232
|
10,451
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.277%, 7.235% 10/1/2033 (d)(f)
|
1,753
|
1,786
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2036
|
1,374,403
|
1,235,008
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2037
|
934,159
|
837,371
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2051
|
2,305,113
|
1,749,499
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
534,915
|
480,663
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
509,471
|
457,800
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
368,666
|
331,275
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
276,071
|
248,072
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
251,967
|
226,412
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2041
|
2,580,192
|
2,140,039
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035
|
1,156,956
|
1,039,615
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035
|
255,315
|
229,420
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036
|
546,378
|
490,110
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036
|
537,690
|
482,317
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036
|
290,089
|
260,214
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2051
|
1,862,808
|
1,413,805
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036
|
706,409
|
633,660
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036
|
698,485
|
626,552
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036
|
222,820
|
199,873
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2041
|
865,622
|
723,866
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2036
|
1,063,259
|
953,760
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2036
|
729,200
|
654,104
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 5/1/2036
|
380,642
|
341,442
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 5/1/2036
|
58,428
|
52,575
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 5/1/2051
|
87,034
|
66,055
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2036
|
771,412
|
691,486
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2036
|
758,354
|
680,256
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2051
|
589,261
|
447,228
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2051
|
128,781
|
98,907
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 7/1/2036
|
541,116
|
485,051
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 8/1/2036
|
775,157
|
694,844
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2036
|
803,793
|
720,512
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2037
|
2,099,598
|
1,943,596
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051
|
157,007
|
127,100
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052
|
192,472
|
154,185
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035
|
441,809
|
407,325
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2040
|
297,737
|
259,296
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041
|
930,630
|
802,446
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050
|
886,356
|
719,736
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050
|
57,499
|
46,547
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051
|
2,588,670
|
2,092,335
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051
|
1,927,264
|
1,560,152
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051
|
143,014
|
115,728
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041
|
694,292
|
598,672
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041
|
555,836
|
479,206
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2050
|
556,696
|
448,219
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
3,173,788
|
2,544,439
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
2,279,805
|
1,845,540
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
1,437,654
|
1,162,007
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
304,830
|
246,384
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035
|
1,009,924
|
930,152
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
647,880
|
522,445
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
478,855
|
387,641
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
457,020
|
369,394
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
387,799
|
313,445
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2028
|
86,697
|
84,814
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2042
|
7,953,247
|
6,840,562
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
69,250
|
56,059
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
24,814
|
19,916
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052
|
947,018
|
764,851
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052
|
381,001
|
305,093
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2042
|
1,690,098
|
1,452,661
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051
|
12,799,125
|
10,249,112
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051
|
1,012,325
|
819,177
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051
|
336,845
|
272,576
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051
|
53,439
|
43,243
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051
|
38,715
|
31,074
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
1,008,592
|
816,472
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
652,037
|
522,129
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
296,351
|
239,901
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
208,966
|
168,378
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
165,506
|
132,842
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2041
|
352,058
|
308,035
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051
|
13,383,727
|
10,717,241
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051
|
958,384
|
775,529
|
|
Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051
|
8,325,917
|
6,667,117
|
|
Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051
|
151,508
|
122,601
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2041
|
257,092
|
224,767
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2041
|
657,918
|
568,616
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050
|
595,620
|
480,861
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050
|
351,214
|
284,313
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
423,956
|
340,417
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
230,825
|
186,208
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
98,553
|
79,072
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
28,524
|
22,885
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032
|
241,511
|
233,163
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2037
|
1,292,872
|
1,220,859
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2040
|
41,226
|
37,244
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051
|
12,051,762
|
10,230,564
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051
|
357,503
|
300,016
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
878,832
|
737,788
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
306,965
|
256,165
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031
|
237,427
|
229,307
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031
|
31,121
|
30,079
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2037
|
117,034
|
108,013
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2041
|
943,117
|
845,079
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2050
|
443,028
|
375,665
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
6,752,430
|
5,675,065
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
2,345,601
|
1,959,627
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
1,217,988
|
1,022,514
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
514,197
|
431,513
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
382,540
|
321,505
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031
|
155,591
|
150,268
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2036
|
498,045
|
467,813
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2040
|
800,056
|
720,061
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
|
101,916
|
91,098
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
2,348,806
|
1,962,305
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
2,216,920
|
1,870,826
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
987,988
|
829,735
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
752,489
|
632,427
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031
|
433,574
|
418,434
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032
|
1,902,137
|
1,837,012
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
677,861
|
572,037
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
557,653
|
469,549
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
19,071
|
15,915
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035
|
317,032
|
300,463
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035
|
233,961
|
221,880
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035
|
131,955
|
127,487
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035
|
102,349
|
97,096
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2051
|
18,077
|
15,176
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052
|
31,130
|
25,978
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2040
|
342,266
|
309,135
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2050
|
991,543
|
834,580
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2036
|
238,531
|
230,366
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2037
|
2,073,608
|
1,915,178
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031
|
31,212
|
30,223
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2040
|
111,101
|
100,155
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041
|
264,927
|
237,961
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2042
|
68,910
|
61,459
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2042
|
27,204
|
24,287
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
13,273,691
|
11,143,400
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
9,690,570
|
8,135,333
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
1,474,802
|
1,246,407
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
807,713
|
675,559
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
20,058
|
16,838
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2040
|
671,306
|
604,877
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2050
|
1,261,368
|
1,069,575
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051
|
3,002,914
|
2,545,376
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2037
|
11,569,292
|
10,910,422
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041
|
997,360
|
894,029
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050
|
1,191,163
|
1,006,694
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031
|
43,108
|
41,710
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2041
|
1,604,716
|
1,437,994
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051
|
164,894
|
137,760
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050
|
4,665,992
|
3,956,518
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051
|
35,719
|
29,841
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035
|
433,307
|
418,324
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2044
|
205,322
|
187,357
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2051
|
519,155
|
454,791
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042
|
43,759
|
39,911
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046
|
318,297
|
285,599
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049
|
1,027,756
|
909,650
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051
|
4,440,117
|
3,892,409
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051
|
820,912
|
722,214
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051
|
172,230
|
150,985
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2032
|
17,160
|
16,713
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2034
|
103,249
|
101,076
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
87,265
|
79,614
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046
|
405,397
|
363,751
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046
|
392,195
|
351,905
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046
|
91,796
|
83,864
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2049
|
1,442,803
|
1,272,943
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2050
|
102,991
|
90,254
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
711,430
|
623,450
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
17,675
|
15,605
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
16,869
|
14,894
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032
|
960,418
|
938,282
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032
|
686,454
|
670,711
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034
|
225,887
|
218,076
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034
|
64,350
|
62,185
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
27,216
|
24,811
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049
|
4,086,709
|
3,620,908
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2050
|
955,365
|
837,218
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
506,311
|
443,697
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
365,852
|
321,180
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
188,486
|
165,235
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031
|
177,582
|
174,213
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2033
|
564,249
|
549,690
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2035
|
71,100
|
69,639
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
42,803
|
39,239
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047
|
509,137
|
464,239
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047
|
486,707
|
443,440
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047
|
72,753
|
66,335
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050
|
1,400,710
|
1,237,556
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050
|
512,610
|
451,940
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
1,112,152
|
971,488
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
1,041,795
|
912,308
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
976,147
|
854,820
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
645,960
|
565,673
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033
|
86,614
|
84,543
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033
|
28,142
|
27,434
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2047
|
145,764
|
130,790
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050
|
1,952,957
|
1,725,477
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050
|
1,014,378
|
897,809
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052
|
1,187,833
|
1,047,248
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052
|
252,440
|
221,064
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043
|
159,111
|
145,099
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047
|
141,172
|
128,508
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048
|
693,621
|
632,977
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048
|
645,916
|
590,459
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050
|
2,012,536
|
1,778,117
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052
|
1,991,159
|
1,726,251
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052
|
1,019,814
|
900,389
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
228,390
|
208,374
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046
|
130,719
|
117,331
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050
|
136,329
|
120,194
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052
|
444,908
|
386,236
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2032
|
361,785
|
352,679
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2034
|
205,020
|
200,964
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043
|
575,374
|
525,754
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043
|
49,538
|
45,426
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046
|
694,585
|
622,796
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046
|
307,685
|
280,281
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050
|
2,535,635
|
2,234,739
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050
|
865,218
|
762,545
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043
|
171,450
|
156,269
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2035
|
440,579
|
430,473
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046
|
301,285
|
274,840
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049
|
841,491
|
744,001
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043
|
17,112
|
16,154
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
269,937
|
249,575
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
53,358
|
49,383
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048
|
694,803
|
644,562
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2050
|
15,513,809
|
14,610,336
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052
|
211,435
|
192,397
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052
|
73,089
|
66,667
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
51,424
|
48,465
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
15,943
|
15,035
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
5,573
|
5,243
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045
|
73,343
|
68,040
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047
|
2,408,986
|
2,222,748
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047
|
645,764
|
599,069
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
14,709
|
13,840
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
13,541
|
12,718
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
9,035
|
8,465
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
5,662
|
5,333
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045
|
3,306
|
3,065
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2051
|
340,967
|
310,585
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2035
|
465,952
|
457,624
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042
|
9,209
|
8,667
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046
|
4,610,677
|
4,338,277
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046
|
469,294
|
433,893
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046
|
87,379
|
80,788
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046
|
50,679
|
46,904
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043
|
11,003
|
10,366
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046
|
133,337
|
123,696
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046
|
68,968
|
63,981
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2052
|
191,154
|
174,002
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043
|
75,692
|
71,060
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2047
|
45,430
|
42,046
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
101,526
|
95,431
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
72,068
|
67,671
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
17,294
|
16,258
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
10,984
|
10,335
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2049
|
28,239
|
25,826
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2050
|
204,535
|
186,230
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042
|
13,766
|
12,997
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2034
|
150,744
|
147,814
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2034
|
49,560
|
48,597
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047
|
477,107
|
449,778
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2052
|
1,033,677
|
945,042
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2034
|
193,087
|
189,334
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042
|
221,973
|
209,477
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042
|
11,848
|
11,149
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046
|
93,100
|
86,164
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046
|
73,071
|
67,696
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2050
|
2,171,212
|
1,993,179
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
73,674
|
69,494
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
32,726
|
30,865
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
15,214
|
14,387
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2046
|
49,774
|
46,112
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047
|
411,590
|
381,828
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
315,213
|
306,869
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
11,588
|
11,289
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
4,483
|
4,372
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045
|
209,579
|
201,390
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2039
|
6,696
|
6,526
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
13,690
|
13,363
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
11,471
|
11,125
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046
|
32,688
|
31,143
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
116,749
|
113,675
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
10,910
|
10,663
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041
|
90,837
|
88,300
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2049
|
49,440
|
46,903
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
6,618
|
6,434
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044
|
141,928
|
136,683
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2038
|
4,045,975
|
3,952,093
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
260,971
|
254,050
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
29,625
|
28,830
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
14,320
|
13,874
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
7,489
|
7,327
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
6,398
|
6,228
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2039
|
40,167
|
39,189
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2039
|
16,603
|
16,205
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
121,937
|
118,246
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
21,045
|
20,407
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
20,739
|
20,159
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
13,780
|
13,332
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046
|
177,389
|
172,149
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2048
|
102,737
|
97,496
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
126,866
|
123,249
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
89,203
|
86,669
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
43,908
|
42,655
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
24,442
|
23,709
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
18,276
|
17,718
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045
|
14,382,880
|
13,844,009
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045
|
73,483
|
70,494
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045
|
50,105
|
48,075
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052
|
2,250,350
|
2,117,965
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052
|
929,911
|
878,402
|
|
Fannie Mae Mortgage pass-thru certificates 4% 5/1/2040
|
4,271,018
|
4,151,893
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2039
|
20,818
|
20,314
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2039
|
10,719
|
10,452
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2039
|
1,640
|
1,602
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2052
|
24,814
|
23,268
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052
|
744,351
|
702,422
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046
|
9,243,621
|
8,905,700
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2047
|
6,316
|
6,043
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048
|
5,000
|
4,895
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2039
|
42,498
|
42,525
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2040
|
9,290
|
9,281
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2044
|
32,573
|
32,266
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2045
|
80,163
|
80,258
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048
|
753,404
|
740,421
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2039
|
88,194
|
88,136
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040
|
27,121
|
27,091
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2043
|
6,854
|
6,815
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2052
|
1,399,470
|
1,352,175
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2052
|
1,379,325
|
1,332,711
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040
|
64,583
|
64,512
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041
|
132,421
|
132,276
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2046
|
174,096
|
173,855
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041
|
61,175
|
61,032
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046
|
423,509
|
423,186
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046
|
116,630
|
116,515
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041
|
34,311
|
34,220
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2039
|
583,814
|
585,430
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2044
|
43,938
|
43,716
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047
|
6,743
|
6,610
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2041
|
7,986
|
7,967
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041
|
7,536
|
7,525
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2049
|
443,597
|
432,903
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2052
|
9,908,888
|
9,583,311
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2042
|
25,277
|
25,248
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2049
|
341,822
|
335,612
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052
|
899,588
|
897,800
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052
|
676,836
|
676,126
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
2,186,796
|
2,181,083
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
951,370
|
952,452
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
492,017
|
491,500
|
|
Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052 (i)
|
2,359,562
|
2,356,347
|
|
Fannie Mae Mortgage pass-thru certificates 5% 2/1/2035
|
42,385
|
42,943
|
|
Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049
|
199,843
|
201,882
|
|
Fannie Mae Mortgage pass-thru certificates 5% 3/1/2033
|
23,953
|
24,232
|
|
Fannie Mae Mortgage pass-thru certificates 5% 4/1/2053
|
423,990
|
428,182
|
|
Fannie Mae Mortgage pass-thru certificates 5% 5/1/2044
|
10,609
|
10,767
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039
|
517,260
|
524,020
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041
|
6,895
|
7,003
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2033
|
18,583
|
18,811
|
|
Fannie Mae Mortgage pass-thru certificates 5% 8/1/2041
|
1,202
|
1,221
|
|
Fannie Mae Mortgage pass-thru certificates 5% 8/1/2052
|
10,188,694
|
10,203,466
|
|
Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052
|
48,657
|
49,169
|
|
Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052
|
29,444
|
29,754
|
|
Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052
|
21,610
|
21,837
|
|
Fannie Mae Mortgage pass-thru certificates 5.311% 8/1/2041 (d)
|
68,612
|
69,481
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2052
|
795,774
|
808,597
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053
|
2,994,021
|
3,053,493
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2054
|
2,564,957
|
2,586,249
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2054
|
2,641,217
|
2,663,142
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2053
|
322,424
|
327,318
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054
|
11,103,045
|
11,209,091
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2053
|
951,409
|
966,443
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053
|
1,021,240
|
1,041,844
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054
|
2,035,571
|
2,053,740
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2054
|
1,679,073
|
1,704,555
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2054
|
484,464
|
488,788
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2054
|
5,866,984
|
5,919,353
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2054
|
1,160,777
|
1,186,373
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2052
|
596,197
|
605,804
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2054
|
1,726,920
|
1,741,255
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2054
|
1,684,038
|
1,749,424
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053
|
2,882,072
|
2,963,497
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054
|
2,020,879
|
2,094,924
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054
|
751,707
|
781,129
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054
|
292,506
|
304,137
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2054
|
1,595,812
|
1,635,332
|
|
Fannie Mae Mortgage pass-thru certificates 6% 4/1/2054
|
4,680,780
|
4,796,699
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2054
|
4,645,241
|
4,757,376
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2055
|
1,843,989
|
1,909,967
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053
|
1,007,322
|
1,042,656
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053
|
702,506
|
726,709
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054
|
5,009,475
|
5,130,403
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054
|
4,702,477
|
4,815,994
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054
|
3,290,302
|
3,410,858
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2055
|
3,793,081
|
3,893,535
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2054
|
5,152,885
|
5,275,665
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2052
|
2,365,081
|
2,440,651
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2053
|
757,223
|
780,471
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054
|
5,682,405
|
5,817,802
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054
|
1,784,401
|
1,854,800
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2054
|
4,801,981
|
5,030,571
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2035
|
6,461
|
6,872
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2053
|
1,283,054
|
1,344,231
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2053
|
144,882
|
152,320
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2037
|
1,917
|
2,041
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2054
|
1,405,790
|
1,460,409
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2035
|
414
|
438
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2038
|
810
|
865
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2053
|
4,101,201
|
4,314,694
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2036
|
8,975
|
9,523
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2054
|
1,602,958
|
1,664,612
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035
|
653
|
694
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054
|
4,417,917
|
4,652,040
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054
|
3,157,601
|
3,279,051
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054
|
681,663
|
714,113
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2055 (k)
|
924,394
|
975,548
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2035
|
3,103
|
3,300
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2035
|
1,772
|
1,885
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2054
|
271,014
|
285,003
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2055
|
700,543
|
739,528
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2055
|
520,299
|
549,579
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053
|
892,107
|
935,201
|
|
Fannie Mae Mortgage pass-thru certificates 6.773% 2/1/2039 (d)
|
18,534
|
19,255
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2027
|
554
|
557
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2026
|
430
|
433
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2026
|
300
|
302
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2028
|
473
|
482
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2030
|
18,931
|
19,904
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2026
|
7
|
6
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2026
|
701
|
704
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2026
|
817
|
822
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
102
|
104
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
30
|
31
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2032
|
1,194
|
1,268
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2032
|
6,969
|
7,461
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2032
|
1,271
|
1,359
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2032
|
3,639
|
3,871
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2032
|
3,080
|
3,294
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2032
|
1,457
|
1,559
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2032
|
780
|
832
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2032
|
427
|
454
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2032
|
313
|
334
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2032
|
267
|
285
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2032
|
172
|
183
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027
|
5
|
4
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2029
|
1,238
|
1,293
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2032
|
19,120
|
20,444
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2030
|
85
|
89
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2032
|
4,828
|
5,178
|
|
Fannie Mae Mortgage pass-thru certificates 8% 3/1/2037
|
4,558
|
4,919
|
|
Fannie Mae Mortgage pass-thru certificates 9% 10/1/2030
|
12,778
|
13,618
|
|
Freddie Mac Gold Pool 1.5% 1/1/2036
|
1,253,900
|
1,126,727
|
|
Freddie Mac Gold Pool 1.5% 1/1/2051
|
2,285,179
|
1,734,370
|
|
Freddie Mac Gold Pool 1.5% 10/1/2036
|
172,414
|
154,227
|
|
Freddie Mac Gold Pool 1.5% 11/1/2035
|
909,949
|
817,660
|
|
Freddie Mac Gold Pool 1.5% 11/1/2035
|
808,586
|
726,577
|
|
Freddie Mac Gold Pool 1.5% 11/1/2050
|
56,617
|
43,430
|
|
Freddie Mac Gold Pool 1.5% 12/1/2035
|
776,202
|
697,478
|
|
Freddie Mac Gold Pool 1.5% 12/1/2050
|
38,595
|
29,606
|
|
Freddie Mac Gold Pool 1.5% 2/1/2036
|
668,619
|
599,761
|
|
Freddie Mac Gold Pool 1.5% 2/1/2051
|
2,321,486
|
1,761,926
|
|
Freddie Mac Gold Pool 1.5% 3/1/2036
|
422,117
|
378,645
|
|
Freddie Mac Gold Pool 1.5% 3/1/2041
|
130,074
|
108,764
|
|
Freddie Mac Gold Pool 1.5% 3/1/2051
|
951,109
|
721,858
|
|
Freddie Mac Gold Pool 1.5% 4/1/2036
|
726,604
|
651,775
|
|
Freddie Mac Gold Pool 1.5% 4/1/2041
|
1,555,363
|
1,299,866
|
|
Freddie Mac Gold Pool 1.5% 4/1/2051
|
1,803,019
|
1,368,427
|
|
Freddie Mac Gold Pool 1.5% 5/1/2036
|
745,272
|
668,520
|
|
Freddie Mac Gold Pool 1.5% 6/1/2036
|
757,003
|
679,044
|
|
Freddie Mac Gold Pool 1.5% 6/1/2051
|
33,463
|
25,701
|
|
Freddie Mac Gold Pool 1.5% 7/1/2035
|
207,305
|
187,057
|
|
Freddie Mac Gold Pool 1.5% 7/1/2036
|
614,110
|
550,482
|
|
Freddie Mac Gold Pool 1.5% 8/1/2035
|
427,479
|
385,726
|
|
Freddie Mac Gold Pool 1.5% 8/1/2036
|
460,112
|
412,440
|
|
Freddie Mac Gold Pool 2% 1/1/2052
|
741,801
|
591,691
|
|
Freddie Mac Gold Pool 2% 10/1/2051
|
2,571,318
|
2,073,489
|
|
Freddie Mac Gold Pool 2% 10/1/2051
|
369,018
|
298,265
|
|
Freddie Mac Gold Pool 2% 10/1/2051
|
133,349
|
107,782
|
|
Freddie Mac Gold Pool 2% 11/1/2041
|
521,402
|
449,383
|
|
Freddie Mac Gold Pool 2% 11/1/2050
|
3,143,113
|
2,521,811
|
|
Freddie Mac Gold Pool 2% 11/1/2050
|
1,205,085
|
976,666
|
|
Freddie Mac Gold Pool 2% 11/1/2050
|
15,046
|
12,081
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
5,728,538
|
4,592,593
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
2,060,178
|
1,661,311
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
1,290,233
|
1,036,401
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
1,273,958
|
1,029,697
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
191,287
|
154,611
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
114,446
|
92,503
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
644,008
|
520,530
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
307,996
|
248,943
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
154,464
|
123,835
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
135,519
|
109,197
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
133,524
|
107,172
|
|
Freddie Mac Gold Pool 2% 2/1/2042
|
400,748
|
344,724
|
|
Freddie Mac Gold Pool 2% 2/1/2051
|
2,963,665
|
2,375,057
|
|
Freddie Mac Gold Pool 2% 2/1/2052
|
1,772,182
|
1,427,965
|
|
Freddie Mac Gold Pool 2% 3/1/2041
|
833,316
|
726,640
|
|
Freddie Mac Gold Pool 2% 3/1/2051
|
4,953,157
|
3,966,323
|
|
Freddie Mac Gold Pool 2% 3/1/2051
|
647,055
|
523,600
|
|
Freddie Mac Gold Pool 2% 3/1/2051
|
604,767
|
489,380
|
|
Freddie Mac Gold Pool 2% 3/1/2051
|
523,038
|
423,245
|
|
Freddie Mac Gold Pool 2% 3/1/2051
|
74,763
|
60,031
|
|
Freddie Mac Gold Pool 2% 3/1/2051
|
71,799
|
58,100
|
|
Freddie Mac Gold Pool 2% 3/1/2051
|
45,071
|
36,472
|
|
Freddie Mac Gold Pool 2% 3/1/2052
|
620,163
|
494,668
|
|
Freddie Mac Gold Pool 2% 4/1/2041
|
1,199,285
|
1,038,913
|
|
Freddie Mac Gold Pool 2% 4/1/2052
|
503,487
|
406,637
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
8,287,645
|
6,714,166
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
4,964,743
|
3,975,600
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
571,917
|
458,866
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
237,718
|
190,728
|
|
Freddie Mac Gold Pool 2% 6/1/2050
|
33,620,271
|
27,006,041
|
|
Freddie Mac Gold Pool 2% 6/1/2050
|
1,856,314
|
1,502,717
|
|
Freddie Mac Gold Pool 2% 8/1/2050
|
16,205
|
13,119
|
|
Freddie Mac Gold Pool 2% 8/1/2051
|
251,910
|
202,115
|
|
Freddie Mac Gold Pool 2% 9/1/2050
|
399,279
|
322,350
|
|
Freddie Mac Gold Pool 2% 9/1/2051
|
503,857
|
407,251
|
|
Freddie Mac Gold Pool 2% 9/1/2051
|
85,958
|
69,477
|
|
Freddie Mac Gold Pool 2.5% 10/1/2040
|
2,495,557
|
2,242,620
|
|
Freddie Mac Gold Pool 2.5% 10/1/2040
|
860,506
|
773,524
|
|
Freddie Mac Gold Pool 2.5% 10/1/2041
|
4,264,051
|
3,825,108
|
|
Freddie Mac Gold Pool 2.5% 10/1/2051
|
592,501
|
497,966
|
|
Freddie Mac Gold Pool 2.5% 11/1/2031
|
202,776
|
195,834
|
|
Freddie Mac Gold Pool 2.5% 11/1/2041
|
2,138,633
|
1,914,474
|
|
Freddie Mac Gold Pool 2.5% 11/1/2041
|
138,242
|
123,563
|
|
Freddie Mac Gold Pool 2.5% 11/1/2050
|
3,685,062
|
3,114,376
|
|
Freddie Mac Gold Pool 2.5% 11/1/2051
|
669,316
|
559,179
|
|
Freddie Mac Gold Pool 2.5% 12/1/2051
|
1,133,536
|
951,969
|
|
Freddie Mac Gold Pool 2.5% 12/1/2051
|
265,712
|
221,739
|
|
Freddie Mac Gold Pool 2.5% 2/1/2035
|
262,413
|
248,862
|
|
Freddie Mac Gold Pool 2.5% 2/1/2042
|
406,580
|
363,742
|
|
Freddie Mac Gold Pool 2.5% 2/1/2051
|
7,402,021
|
6,214,073
|
|
Freddie Mac Gold Pool 2.5% 2/1/2051
|
2,448,851
|
2,076,498
|
|
Freddie Mac Gold Pool 2.5% 2/1/2051
|
14,583
|
12,243
|
|
Freddie Mac Gold Pool 2.5% 3/1/2050
|
579,900
|
488,100
|
|
Freddie Mac Gold Pool 2.5% 3/1/2051
|
6,929,105
|
5,817,055
|
|
Freddie Mac Gold Pool 2.5% 4/1/2042
|
87,701
|
78,148
|
|
Freddie Mac Gold Pool 2.5% 4/1/2047
|
89,088
|
75,570
|
|
Freddie Mac Gold Pool 2.5% 4/1/2052
|
389,862
|
329,974
|
|
Freddie Mac Gold Pool 2.5% 5/1/2035
|
506,358
|
479,420
|
|
Freddie Mac Gold Pool 2.5% 5/1/2041
|
4,239,083
|
3,812,860
|
|
Freddie Mac Gold Pool 2.5% 5/1/2041
|
867,077
|
781,001
|
|
Freddie Mac Gold Pool 2.5% 5/1/2051
|
2,313,683
|
1,935,130
|
|
Freddie Mac Gold Pool 2.5% 5/1/2051
|
1,060,383
|
898,818
|
|
Freddie Mac Gold Pool 2.5% 6/1/2031
|
27,542
|
26,698
|
|
Freddie Mac Gold Pool 2.5% 6/1/2040
|
137,494
|
124,222
|
|
Freddie Mac Gold Pool 2.5% 6/1/2041
|
104,692
|
93,869
|
|
Freddie Mac Gold Pool 2.5% 7/1/2036
|
369,940
|
349,103
|
|
Freddie Mac Gold Pool 2.5% 7/1/2050
|
2,023,517
|
1,717,733
|
|
Freddie Mac Gold Pool 2.5% 7/1/2050
|
1,180,428
|
997,622
|
|
Freddie Mac Gold Pool 2.5% 7/1/2051
|
1,591,835
|
1,342,331
|
|
Freddie Mac Gold Pool 2.5% 8/1/2041
|
1,335,367
|
1,191,199
|
|
Freddie Mac Gold Pool 2.5% 8/1/2050
|
1,406,575
|
1,192,702
|
|
Freddie Mac Gold Pool 2.5% 9/1/2051
|
678,138
|
569,092
|
|
Freddie Mac Gold Pool 3% 1/1/2043
|
44,316
|
40,726
|
|
Freddie Mac Gold Pool 3% 1/1/2052
|
8,986,812
|
7,869,823
|
|
Freddie Mac Gold Pool 3% 1/1/2052
|
133,210
|
116,653
|
|
Freddie Mac Gold Pool 3% 10/1/2051
|
1,106,163
|
971,787
|
|
Freddie Mac Gold Pool 3% 11/1/2032
|
622,569
|
606,510
|
|
Freddie Mac Gold Pool 3% 11/1/2050
|
69,365
|
60,787
|
|
Freddie Mac Gold Pool 3% 11/1/2051
|
3,062,505
|
2,688,559
|
|
Freddie Mac Gold Pool 3% 11/1/2051
|
1,018,900
|
893,214
|
|
Freddie Mac Gold Pool 3% 11/1/2051
|
17,842
|
15,636
|
|
Freddie Mac Gold Pool 3% 12/1/2030
|
53,394
|
52,271
|
|
Freddie Mac Gold Pool 3% 12/1/2032
|
187,820
|
183,513
|
|
Freddie Mac Gold Pool 3% 12/1/2032
|
73,328
|
71,511
|
|
Freddie Mac Gold Pool 3% 12/1/2042
|
229,965
|
211,560
|
|
Freddie Mac Gold Pool 3% 12/1/2050
|
564,938
|
495,073
|
|
Freddie Mac Gold Pool 3% 12/1/2051
|
1,058,154
|
927,295
|
|
Freddie Mac Gold Pool 3% 2/1/2033
|
51,212
|
50,160
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
25,102
|
23,170
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
12,904
|
11,871
|
|
Freddie Mac Gold Pool 3% 3/1/2043
|
20,960
|
19,271
|
|
Freddie Mac Gold Pool 3% 3/1/2052
|
788,573
|
690,560
|
|
Freddie Mac Gold Pool 3% 3/1/2052
|
91,515
|
79,912
|
|
Freddie Mac Gold Pool 3% 3/1/2052
|
67,808
|
59,380
|
|
Freddie Mac Gold Pool 3% 4/1/2032
|
6,045
|
5,913
|
|
Freddie Mac Gold Pool 3% 4/1/2034
|
88,326
|
85,668
|
|
Freddie Mac Gold Pool 3% 4/1/2037
|
244,038
|
233,694
|
|
Freddie Mac Gold Pool 3% 4/1/2046
|
31,839
|
28,595
|
|
Freddie Mac Gold Pool 3% 4/1/2046
|
28,572
|
25,660
|
|
Freddie Mac Gold Pool 3% 5/1/2046
|
480,034
|
431,122
|
|
Freddie Mac Gold Pool 3% 5/1/2046
|
76,346
|
68,567
|
|
Freddie Mac Gold Pool 3% 5/1/2051
|
964,629
|
845,035
|
|
Freddie Mac Gold Pool 3% 5/1/2052
|
9,093,938
|
7,969,318
|
|
Freddie Mac Gold Pool 3% 6/1/2035
|
3,754,399
|
3,623,413
|
|
Freddie Mac Gold Pool 3% 6/1/2046
|
474,783
|
426,406
|
|
Freddie Mac Gold Pool 3% 6/1/2050
|
928,276
|
820,151
|
|
Freddie Mac Gold Pool 3% 6/1/2052
|
221,562
|
194,023
|
|
Freddie Mac Gold Pool 3% 7/1/2032
|
11,669
|
11,394
|
|
Freddie Mac Gold Pool 3% 8/1/2032
|
13,273
|
12,964
|
|
Freddie Mac Gold Pool 3% 8/1/2032
|
9,185
|
8,967
|
|
Freddie Mac Gold Pool 3% 8/1/2052
|
2,124,450
|
1,857,079
|
|
Freddie Mac Gold Pool 3% 9/1/2048
|
624,526
|
553,343
|
|
Freddie Mac Gold Pool 3% 9/1/2049
|
9,803
|
8,692
|
|
Freddie Mac Gold Pool 3% 9/1/2050
|
16,654
|
14,595
|
|
Freddie Mac Gold Pool 3% 9/1/2051
|
919,138
|
805,184
|
|
Freddie Mac Gold Pool 3% 9/1/2051
|
19,056
|
16,706
|
|
Freddie Mac Gold Pool 3.5% 1/1/2046
|
46,121
|
42,812
|
|
Freddie Mac Gold Pool 3.5% 1/1/2048
|
5,050
|
4,685
|
|
Freddie Mac Gold Pool 3.5% 10/1/2047
|
21,357
|
19,813
|
|
Freddie Mac Gold Pool 3.5% 11/1/2033
|
264,397
|
259,641
|
|
Freddie Mac Gold Pool 3.5% 11/1/2047
|
143,865
|
133,462
|
|
Freddie Mac Gold Pool 3.5% 12/1/2033
|
93,833
|
92,176
|
|
Freddie Mac Gold Pool 3.5% 12/1/2046
|
86,333
|
79,923
|
|
Freddie Mac Gold Pool 3.5% 12/1/2047
|
32,535
|
30,182
|
|
Freddie Mac Gold Pool 3.5% 2/1/2034
|
225,683
|
220,653
|
|
Freddie Mac Gold Pool 3.5% 2/1/2043
|
247,567
|
233,530
|
|
Freddie Mac Gold Pool 3.5% 2/1/2043
|
23,538
|
22,355
|
|
Freddie Mac Gold Pool 3.5% 2/1/2052
|
163,697
|
149,315
|
|
Freddie Mac Gold Pool 3.5% 3/1/2032
|
118,314
|
116,575
|
|
Freddie Mac Gold Pool 3.5% 3/1/2046
|
640,290
|
596,152
|
|
Freddie Mac Gold Pool 3.5% 4/1/2042
|
568,154
|
538,414
|
|
Freddie Mac Gold Pool 3.5% 4/1/2043
|
269,503
|
253,919
|
|
Freddie Mac Gold Pool 3.5% 4/1/2043
|
29,024
|
27,397
|
|
Freddie Mac Gold Pool 3.5% 4/1/2043
|
8,156
|
7,680
|
|
Freddie Mac Gold Pool 3.5% 4/1/2046
|
435,748
|
404,212
|
|
Freddie Mac Gold Pool 3.5% 4/1/2046
|
84,741
|
78,715
|
|
Freddie Mac Gold Pool 3.5% 4/1/2052 (i)(j)
|
10,022,678
|
9,167,175
|
|
Freddie Mac Gold Pool 3.5% 5/1/2034
|
109,570
|
107,314
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
848,739
|
792,093
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
10,354
|
9,626
|
|
Freddie Mac Gold Pool 3.5% 5/1/2046
|
946,367
|
880,539
|
|
Freddie Mac Gold Pool 3.5% 5/1/2046
|
498,494
|
463,041
|
|
Freddie Mac Gold Pool 3.5% 5/1/2046
|
121,131
|
112,365
|
|
Freddie Mac Gold Pool 3.5% 6/1/2032
|
388,942
|
383,074
|
|
Freddie Mac Gold Pool 3.5% 6/1/2042
|
30,640
|
28,971
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
1,014,129
|
947,545
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
164,907
|
154,512
|
|
Freddie Mac Gold Pool 3.5% 7/1/2032
|
381,700
|
375,847
|
|
Freddie Mac Gold Pool 3.5% 7/1/2032
|
84,757
|
83,479
|
|
Freddie Mac Gold Pool 3.5% 7/1/2042
|
1,232,041
|
1,162,323
|
|
Freddie Mac Gold Pool 3.5% 7/1/2047
|
348,905
|
324,111
|
|
Freddie Mac Gold Pool 3.5% 8/1/2034
|
184,122
|
180,260
|
|
Freddie Mac Gold Pool 3.5% 8/1/2047
|
536,725
|
498,585
|
|
Freddie Mac Gold Pool 3.5% 8/1/2047
|
62,387
|
57,876
|
|
Freddie Mac Gold Pool 3.5% 8/1/2047
|
42,408
|
39,395
|
|
Freddie Mac Gold Pool 3.5% 9/1/2042
|
1,562,589
|
1,472,398
|
|
Freddie Mac Gold Pool 3.5% 9/1/2042
|
349,101
|
329,134
|
|
Freddie Mac Gold Pool 3.5% 9/1/2046
|
114,738
|
106,327
|
|
Freddie Mac Gold Pool 3.5% 9/1/2046
|
27,572
|
25,577
|
|
Freddie Mac Gold Pool 3.5% 9/1/2047
|
11,713
|
10,866
|
|
Freddie Mac Gold Pool 3.5% 9/1/2047
|
9,660
|
8,961
|
|
Freddie Mac Gold Pool 4% 1/1/2036
|
200,480
|
198,253
|
|
Freddie Mac Gold Pool 4% 1/1/2042
|
96,899
|
94,201
|
|
Freddie Mac Gold Pool 4% 1/1/2044
|
11,381
|
10,973
|
|
Freddie Mac Gold Pool 4% 10/1/2041
|
13,103
|
12,754
|
|
Freddie Mac Gold Pool 4% 10/1/2042
|
7,399
|
7,182
|
|
Freddie Mac Gold Pool 4% 10/1/2043
|
29,084
|
28,103
|
|
Freddie Mac Gold Pool 4% 10/1/2043
|
15,223
|
14,678
|
|
Freddie Mac Gold Pool 4% 10/1/2048
|
190,772
|
180,741
|
|
Freddie Mac Gold Pool 4% 10/1/2052
|
964,245
|
912,040
|
|
Freddie Mac Gold Pool 4% 10/1/2052
|
37,118
|
34,854
|
|
Freddie Mac Gold Pool 4% 11/1/2040
|
459,819
|
447,969
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
145,020
|
140,964
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
63,749
|
62,059
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
25,204
|
24,469
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
21,633
|
20,965
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
9,953
|
9,637
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
969
|
955
|
|
Freddie Mac Gold Pool 4% 11/1/2043
|
157,799
|
152,969
|
|
Freddie Mac Gold Pool 4% 11/1/2048
|
38,062
|
36,144
|
|
Freddie Mac Gold Pool 4% 12/1/2047
|
493,512
|
469,243
|
|
Freddie Mac Gold Pool 4% 2/1/2041
|
190,337
|
185,606
|
|
Freddie Mac Gold Pool 4% 2/1/2042
|
27,600
|
26,885
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
16,759
|
16,201
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
7,223
|
6,978
|
|
Freddie Mac Gold Pool 4% 2/1/2044
|
15,371
|
14,848
|
|
Freddie Mac Gold Pool 4% 2/1/2044
|
8,388
|
8,128
|
|
Freddie Mac Gold Pool 4% 2/1/2045
|
152,273
|
146,939
|
|
Freddie Mac Gold Pool 4% 2/1/2048
|
226,114
|
215,419
|
|
Freddie Mac Gold Pool 4% 3/1/2042
|
32,262
|
31,386
|
|
Freddie Mac Gold Pool 4% 3/1/2042
|
29,511
|
28,657
|
|
Freddie Mac Gold Pool 4% 3/1/2049
|
535,295
|
507,150
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
497,568
|
483,250
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
25,812
|
25,109
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
10,014
|
9,744
|
|
Freddie Mac Gold Pool 4% 4/1/2043
|
11,655
|
11,308
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
22,123
|
21,055
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
19,981
|
19,018
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
10,788
|
10,267
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
5,016
|
4,775
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
4,322
|
4,114
|
|
Freddie Mac Gold Pool 4% 5/1/2042
|
32,956
|
32,098
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
13,236
|
12,789
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
5,516
|
5,324
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
1,814
|
1,754
|
|
Freddie Mac Gold Pool 4% 5/1/2045
|
56,758
|
55,242
|
|
Freddie Mac Gold Pool 4% 5/1/2048
|
338,623
|
321,877
|
|
Freddie Mac Gold Pool 4% 6/1/2043
|
15,418
|
15,010
|
|
Freddie Mac Gold Pool 4% 6/1/2045
|
33,903
|
32,641
|
|
Freddie Mac Gold Pool 4% 6/1/2047
|
144,025
|
137,663
|
|
Freddie Mac Gold Pool 4% 6/1/2047
|
86,458
|
82,182
|
|
Freddie Mac Gold Pool 4% 6/1/2048
|
349,607
|
331,772
|
|
Freddie Mac Gold Pool 4% 7/1/2042
|
280,342
|
271,874
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
27,817
|
26,875
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
27,140
|
26,320
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
9,996
|
9,648
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
9,747
|
9,406
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
8,671
|
8,366
|
|
Freddie Mac Gold Pool 4% 7/1/2045
|
96,144
|
92,524
|
|
Freddie Mac Gold Pool 4% 7/1/2048
|
114,902
|
110,041
|
|
Freddie Mac Gold Pool 4% 8/1/2041
|
2,919
|
2,840
|
|
Freddie Mac Gold Pool 4% 8/1/2044
|
4,066
|
3,947
|
|
Freddie Mac Gold Pool 4% 8/1/2044
|
4,032
|
3,888
|
|
Freddie Mac Gold Pool 4% 8/1/2048
|
159,916
|
151,757
|
|
Freddie Mac Gold Pool 4% 9/1/2041
|
27,045
|
26,329
|
|
Freddie Mac Gold Pool 4% 9/1/2042
|
1,367,226
|
1,327,926
|
|
Freddie Mac Gold Pool 4% 9/1/2042
|
15,934
|
15,536
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
19,735
|
19,120
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
15,556
|
15,009
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
7,294
|
7,033
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
3,166
|
3,077
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
2,723
|
2,636
|
|
Freddie Mac Gold Pool 4% 9/1/2048
|
200,097
|
190,014
|
|
Freddie Mac Gold Pool 4% 9/1/2048
|
39,348
|
37,365
|
|
Freddie Mac Gold Pool 4.5% 1/1/2041
|
125,425
|
125,455
|
|
Freddie Mac Gold Pool 4.5% 1/1/2053
|
291,096
|
281,167
|
|
Freddie Mac Gold Pool 4.5% 10/1/2035
|
5,538
|
5,551
|
|
Freddie Mac Gold Pool 4.5% 10/1/2039
|
536,293
|
536,647
|
|
Freddie Mac Gold Pool 4.5% 10/1/2039
|
134,988
|
135,038
|
|
Freddie Mac Gold Pool 4.5% 10/1/2039
|
9,402
|
9,404
|
|
Freddie Mac Gold Pool 4.5% 10/1/2040
|
13,534
|
13,526
|
|
Freddie Mac Gold Pool 4.5% 10/1/2041
|
65,918
|
65,902
|
|
Freddie Mac Gold Pool 4.5% 10/1/2047
|
9,034
|
8,861
|
|
Freddie Mac Gold Pool 4.5% 10/1/2052
|
997,267
|
963,565
|
|
Freddie Mac Gold Pool 4.5% 11/1/2039
|
6,463
|
6,467
|
|
Freddie Mac Gold Pool 4.5% 11/1/2040
|
2,727,982
|
2,725,492
|
|
Freddie Mac Gold Pool 4.5% 11/1/2040
|
67,161
|
67,169
|
|
Freddie Mac Gold Pool 4.5% 11/1/2047
|
19,557
|
19,115
|
|
Freddie Mac Gold Pool 4.5% 12/1/2039
|
5,533
|
5,533
|
|
Freddie Mac Gold Pool 4.5% 12/1/2040
|
11,355
|
11,347
|
|
Freddie Mac Gold Pool 4.5% 12/1/2048
|
583,213
|
571,159
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
20,980
|
20,989
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
18,565
|
18,567
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
17,939
|
17,922
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
14,581
|
14,564
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
9,054
|
9,047
|
|
Freddie Mac Gold Pool 4.5% 2/1/2047
|
13,459
|
13,219
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
43,769
|
43,775
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
17,225
|
17,225
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
9,588
|
9,588
|
|
Freddie Mac Gold Pool 4.5% 3/1/2044
|
1,802
|
1,796
|
|
Freddie Mac Gold Pool 4.5% 3/1/2047
|
10,590
|
10,401
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
16,292
|
16,272
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
14,701
|
14,700
|
|
Freddie Mac Gold Pool 4.5% 5/1/2039
|
78,663
|
78,730
|
|
Freddie Mac Gold Pool 4.5% 5/1/2039
|
34,999
|
35,035
|
|
Freddie Mac Gold Pool 4.5% 5/1/2039
|
6,693
|
6,697
|
|
Freddie Mac Gold Pool 4.5% 5/1/2041
|
20,956
|
20,930
|
|
Freddie Mac Gold Pool 4.5% 5/1/2041
|
19,308
|
19,295
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
31,552
|
31,569
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
13,567
|
13,575
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
3,135
|
3,140
|
|
Freddie Mac Gold Pool 4.5% 7/1/2047
|
9,514
|
9,339
|
|
Freddie Mac Gold Pool 4.5% 8/1/2040
|
72,440
|
72,458
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
2,936
|
2,936
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
2,431
|
2,432
|
|
Freddie Mac Gold Pool 4.5% 8/1/2055
|
842,501
|
811,528
|
|
Freddie Mac Gold Pool 4.5% 9/1/2039
|
25,073
|
25,091
|
|
Freddie Mac Gold Pool 4.5% 9/1/2039
|
1,780
|
1,782
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
4,915
|
4,916
|
|
Freddie Mac Gold Pool 5% 1/1/2035
|
11,725
|
11,893
|
|
Freddie Mac Gold Pool 5% 1/1/2053
|
719,740
|
717,635
|
|
Freddie Mac Gold Pool 5% 10/1/2052
|
579,937
|
579,328
|
|
Freddie Mac Gold Pool 5% 11/1/2033
|
109,809
|
111,324
|
|
Freddie Mac Gold Pool 5% 11/1/2052
|
1,335,233
|
1,333,414
|
|
Freddie Mac Gold Pool 5% 11/1/2052
|
573,552
|
574,204
|
|
Freddie Mac Gold Pool 5% 12/1/2034
|
44,637
|
45,304
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
1,355,558
|
1,353,711
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
212,730
|
212,175
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
170,522
|
170,289
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
156,408
|
155,999
|
|
Freddie Mac Gold Pool 5% 5/1/2052
|
2,129,837
|
2,126,269
|
|
Freddie Mac Gold Pool 5% 6/1/2052
|
2,737,297
|
2,732,711
|
|
Freddie Mac Gold Pool 5% 6/1/2052
|
1,474,939
|
1,477,539
|
|
Freddie Mac Gold Pool 5% 6/1/2053
|
317,547
|
320,686
|
|
Freddie Mac Gold Pool 5% 7/1/2033
|
5,677
|
5,681
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
8,053
|
8,189
|
|
Freddie Mac Gold Pool 5% 8/1/2036
|
65,398
|
66,452
|
|
Freddie Mac Gold Pool 5.5% 1/1/2055
|
1,851,444
|
1,891,692
|
|
Freddie Mac Gold Pool 5.5% 2/1/2054
|
737,619
|
744,664
|
|
Freddie Mac Gold Pool 5.5% 3/1/2053 (i)
|
2,944,425
|
3,007,513
|
|
Freddie Mac Gold Pool 5.5% 5/1/2053
|
878,544
|
892,151
|
|
Freddie Mac Gold Pool 5.5% 5/1/2055
|
121,804
|
122,549
|
|
Freddie Mac Gold Pool 5.5% 9/1/2052
|
1,959,167
|
1,990,736
|
|
Freddie Mac Gold Pool 6% 10/1/2034
|
11,345
|
11,734
|
|
Freddie Mac Gold Pool 6% 10/1/2054
|
2,070,980
|
2,151,390
|
|
Freddie Mac Gold Pool 6% 11/1/2028
|
632
|
646
|
|
Freddie Mac Gold Pool 6% 11/1/2053
|
498,456
|
513,760
|
|
Freddie Mac Gold Pool 6% 2/1/2029
|
550
|
562
|
|
Freddie Mac Gold Pool 6% 3/1/2053
|
3,431,470
|
3,562,560
|
|
Freddie Mac Gold Pool 6% 4/1/2032
|
14,896
|
15,465
|
|
Freddie Mac Gold Pool 6% 4/1/2054
|
3,644,337
|
3,779,003
|
|
Freddie Mac Gold Pool 6% 5/1/2033
|
11,010
|
11,387
|
|
Freddie Mac Gold Pool 6% 6/1/2029
|
953
|
974
|
|
Freddie Mac Gold Pool 6% 6/1/2029
|
213
|
217
|
|
Freddie Mac Gold Pool 6% 7/1/2029
|
2,487
|
2,548
|
|
Freddie Mac Gold Pool 6% 7/1/2029
|
31
|
31
|
|
Freddie Mac Gold Pool 6% 7/1/2039
|
2,995,270
|
3,092,618
|
|
Freddie Mac Gold Pool 6% 8/1/2055
|
3,500,000
|
3,635,075
|
|
Freddie Mac Gold Pool 6% 9/1/2033
|
20,396
|
21,249
|
|
Freddie Mac Gold Pool 6% 9/1/2036
|
49,646
|
52,411
|
|
Freddie Mac Gold Pool 6% 9/1/2054
|
1,860,024
|
1,933,406
|
|
Freddie Mac Gold Pool 6% 9/1/2054
|
548,640
|
567,027
|
|
Freddie Mac Gold Pool 6.5% 1/1/2032
|
11,972
|
12,497
|
|
Freddie Mac Gold Pool 6.5% 1/1/2054
|
2,038,316
|
2,137,257
|
|
Freddie Mac Gold Pool 6.5% 1/1/2054
|
358,093
|
376,376
|
|
Freddie Mac Gold Pool 6.5% 10/1/2032
|
12,638
|
13,250
|
|
Freddie Mac Gold Pool 6.5% 10/1/2053
|
506,990
|
531,481
|
|
Freddie Mac Gold Pool 6.5% 10/1/2053
|
504,930
|
529,006
|
|
Freddie Mac Gold Pool 6.5% 12/1/2053
|
137,113
|
144,152
|
|
Freddie Mac Gold Pool 6.5% 2/1/2037
|
1,631
|
1,729
|
|
Freddie Mac Gold Pool 6.5% 3/1/2032
|
2,046
|
2,141
|
|
Freddie Mac Gold Pool 6.5% 3/1/2032
|
1,127
|
1,182
|
|
Freddie Mac Gold Pool 6.5% 3/1/2037
|
1,233
|
1,320
|
|
Freddie Mac Gold Pool 6.5% 4/1/2032
|
1,007
|
1,056
|
|
Freddie Mac Gold Pool 6.5% 4/1/2032
|
880
|
920
|
|
Freddie Mac Gold Pool 6.5% 5/1/2031
|
2,316
|
2,418
|
|
Freddie Mac Gold Pool 6.5% 5/1/2033
|
26,580
|
27,550
|
|
Freddie Mac Gold Pool 6.5% 9/1/2039
|
20,101
|
21,519
|
|
Freddie Mac Gold Pool 6.5% 9/1/2053
|
292,771
|
308,195
|
|
Freddie Mac Gold Pool 6.5% 9/1/2053
|
279,231
|
292,545
|
|
Freddie Mac Gold Pool 7% 1/1/2036
|
3,304
|
3,494
|
|
Freddie Mac Gold Pool 7% 11/1/2026
|
287
|
288
|
|
Freddie Mac Gold Pool 7% 11/1/2034
|
6,137
|
6,528
|
|
Freddie Mac Gold Pool 7% 11/1/2034
|
5,425
|
5,735
|
|
Freddie Mac Gold Pool 7% 12/1/2026
|
815
|
822
|
|
Freddie Mac Gold Pool 7% 3/1/2026
|
207
|
206
|
|
Freddie Mac Gold Pool 7% 7/1/2026
|
104
|
103
|
|
Freddie Mac Gold Pool 7% 7/1/2029
|
8,762
|
9,212
|
|
Freddie Mac Gold Pool 7% 8/1/2026
|
1,013
|
1,019
|
|
Freddie Mac Gold Pool 7% 8/1/2034
|
4,612
|
4,955
|
|
Freddie Mac Gold Pool 7% 9/1/2026
|
1,313
|
1,322
|
|
Freddie Mac Gold Pool 7% 9/1/2035
|
13,953
|
14,795
|
|
Freddie Mac Gold Pool 7.5% 1/1/2027
|
16
|
15
|
|
Freddie Mac Gold Pool 7.5% 11/1/2029
|
878
|
917
|
|
Freddie Mac Gold Pool 7.5% 11/1/2029
|
176
|
181
|
|
Freddie Mac Gold Pool 7.5% 2/1/2032
|
71,663
|
76,327
|
|
Freddie Mac Gold Pool 7.5% 6/1/2027
|
241
|
245
|
|
Freddie Mac Gold Pool 7.5% 7/1/2034
|
28,806
|
30,068
|
|
Freddie Mac Gold Pool 7.5% 9/1/2030
|
192
|
201
|
|
Freddie Mac Gold Pool 7.5% 9/1/2031
|
1,575
|
1,669
|
|
Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055
|
521,034
|
549,012
|
|
Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055
|
474,079
|
499,684
|
|
Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055
|
149,451
|
158,328
|
|
Freddie Mac Manufactured Housing participation certificates 6.5% 6/1/2055
|
1,831,993
|
1,933,372
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.5%, 6.5% 3/1/2036 (d)(f)
|
18,049
|
18,511
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 6.608% 12/1/2040 (d)(f)
|
54,387
|
56,374
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 7.315% 9/1/2041 (d)(f)
|
10,607
|
10,995
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.932%, 7.003% 10/1/2042 (d)(f)
|
6,468
|
6,721
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.961%, 6.711% 6/1/2033 (d)(f)
|
13,206
|
13,577
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.045%, 6.684% 7/1/2036 (d)(f)
|
6,453
|
6,680
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.2%, 6.825% 12/1/2036 (d)(f)
|
14,273
|
14,881
|
|
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.231%, 6.231% 5/1/2034 (d)(f)
|
301
|
307
|
|
Freddie Mac Non Gold Pool 5% 8/1/2053
|
1,039,736
|
1,033,445
|
|
Freddie Mac Non Gold Pool 5.5% 5/1/2053
|
5,705,171
|
5,814,930
|
|
Freddie Mac Non Gold Pool 5.5% 7/1/2053
|
5,028,786
|
5,116,104
|
|
Freddie Mac Non Gold Pool 5.5% 8/1/2053
|
1,952,997
|
1,989,349
|
|
Freddie Mac Non Gold Pool 5.5% 8/1/2053
|
810,100
|
825,179
|
|
Freddie Mac Non Gold Pool 5.5% 8/1/2053
|
473,455
|
481,676
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 2.02%, 6.635% 6/1/2037 (d)(f)
|
48,415
|
49,778
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 3.645%, 8.27% 10/1/2035 (d)(f)
|
78
|
82
|
|
Freddie Mac Non Gold Pool 6% 11/1/2054
|
1,643,992
|
1,702,173
|
|
Freddie Mac Non Gold Pool 6% 6/1/2053
|
319,294
|
330,394
|
|
Freddie Mac Non Gold Pool 6% 6/1/2053
|
284,941
|
294,313
|
|
Freddie Mac Non Gold Pool 6% 6/1/2053
|
266,736
|
275,843
|
|
Freddie Mac Non Gold Pool 6% 7/1/2053
|
256,004
|
264,904
|
|
Freddie Mac Non Gold Pool 6% 7/1/2053
|
225,157
|
232,844
|
|
Freddie Mac Non Gold Pool 6% 9/1/2053
|
1,047,122
|
1,079,271
|
|
Freddie Mac Non Gold Pool 6.5% 1/1/2055
|
997,079
|
1,044,933
|
|
Ginnie Mae I Pool 2.5% 1/20/2052
|
3,347,091
|
2,826,878
|
|
Ginnie Mae I Pool 2.5% 12/20/2051
|
5,228,934
|
4,416,241
|
|
Ginnie Mae I Pool 2.5% 12/20/2051
|
2,763,391
|
2,333,899
|
|
Ginnie Mae I Pool 2.5% 12/20/2051
|
1,232,059
|
1,040,569
|
|
Ginnie Mae I Pool 2.5% 8/20/2051
|
5,178,265
|
4,373,447
|
|
Ginnie Mae I Pool 2.5% 8/20/2051
|
1,348,689
|
1,139,073
|
|
Ginnie Mae I Pool 2.5% 8/20/2051
|
1,041,775
|
879,860
|
|
Ginnie Mae I Pool 2.5% 9/20/2051
|
2,526,474
|
2,133,803
|
|
Ginnie Mae I Pool 2.5% 9/20/2051
|
1,328,998
|
1,122,442
|
|
Ginnie Mae I Pool 3% 12/20/2042
|
157,440
|
144,667
|
|
Ginnie Mae I Pool 3% 3/20/2043
|
102,617
|
94,337
|
|
Ginnie Mae I Pool 3% 3/20/2043
|
42,356
|
38,969
|
|
Ginnie Mae I Pool 3% 4/15/2045
|
22,358
|
20,061
|
|
Ginnie Mae I Pool 3% 5/15/2043
|
25,028
|
22,740
|
|
Ginnie Mae I Pool 3% 6/15/2042
|
39,550
|
36,083
|
|
Ginnie Mae I Pool 3% 6/15/2043
|
61,891
|
56,826
|
|
Ginnie Mae I Pool 3% 6/15/2043
|
32,667
|
29,828
|
|
Ginnie Mae I Pool 3% 6/20/2042
|
188,407
|
172,841
|
|
Ginnie Mae I Pool 3% 7/15/2043
|
9,513
|
8,647
|
|
Ginnie Mae I Pool 3.5% 10/20/2052
|
1,055,514
|
963,357
|
|
Ginnie Mae I Pool 3.5% 2/15/2043
|
206,279
|
193,214
|
|
Ginnie Mae I Pool 3.5% 3/15/2042
|
9,717
|
9,116
|
|
Ginnie Mae I Pool 3.5% 3/15/2043
|
140,606
|
132,026
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
23,069
|
21,289
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
13,034
|
12,028
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
12,324
|
11,373
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
11,557
|
10,665
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
11,272
|
10,403
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
6,155
|
5,672
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
45,191
|
41,718
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
18,110
|
16,718
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
15,326
|
14,144
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
14,560
|
13,436
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
11,166
|
10,308
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
7,826
|
7,222
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
5,280
|
4,875
|
|
Ginnie Mae I Pool 3.5% 7/15/2043
|
16,478
|
15,468
|
|
Ginnie Mae I Pool 3.5% 7/20/2043
|
40,265
|
37,651
|
|
Ginnie Mae I Pool 3.5% 7/20/2046
|
769,605
|
710,227
|
|
Ginnie Mae I Pool 3.5% 7/20/2052
|
5,743,152
|
5,241,717
|
|
Ginnie Mae I Pool 3.5% 8/20/2052
|
3,378,448
|
3,083,476
|
|
Ginnie Mae I Pool 3.5% 9/20/2052
|
5,178,177
|
4,726,070
|
|
Ginnie Mae I Pool 4% 1/15/2042
|
4,706
|
4,555
|
|
Ginnie Mae I Pool 4% 1/15/2043
|
17,174
|
16,595
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
80,097
|
77,753
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
31,101
|
30,208
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
7,243
|
7,032
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
3,252
|
3,159
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
136,523
|
132,175
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
36,596
|
35,494
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
20,199
|
19,553
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
13,668
|
13,217
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
2,203
|
2,137
|
|
Ginnie Mae I Pool 4% 10/20/2052
|
16,434,686
|
15,461,467
|
|
Ginnie Mae I Pool 4% 11/15/2041
|
95,090
|
92,160
|
|
Ginnie Mae I Pool 4% 11/15/2042
|
5,680
|
5,491
|
|
Ginnie Mae I Pool 4% 12/15/2040
|
8,866
|
8,614
|
|
Ginnie Mae I Pool 4% 12/15/2040
|
3,520
|
3,416
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
44,310
|
42,975
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
30,292
|
29,322
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
1,579
|
1,530
|
|
Ginnie Mae I Pool 4% 12/15/2042
|
6,454
|
6,246
|
|
Ginnie Mae I Pool 4% 2/15/2041
|
12,863
|
12,486
|
|
Ginnie Mae I Pool 4% 2/15/2042
|
72,512
|
70,228
|
|
Ginnie Mae I Pool 4% 2/15/2042
|
15,219
|
14,734
|
|
Ginnie Mae I Pool 4% 3/15/2040
|
13,225
|
12,831
|
|
Ginnie Mae I Pool 4% 3/15/2041
|
55,798
|
54,474
|
|
Ginnie Mae I Pool 4% 3/15/2041
|
5,675
|
5,509
|
|
Ginnie Mae I Pool 4% 3/15/2042
|
48,539
|
46,968
|
|
Ginnie Mae I Pool 4% 3/15/2042
|
13,921
|
13,480
|
|
Ginnie Mae I Pool 4% 3/15/2042
|
7,424
|
7,176
|
|
Ginnie Mae I Pool 4% 4/15/2042
|
10,623
|
10,276
|
|
Ginnie Mae I Pool 4% 4/15/2043
|
3,645
|
3,531
|
|
Ginnie Mae I Pool 4% 5/15/2041
|
64,272
|
62,787
|
|
Ginnie Mae I Pool 4% 5/15/2042
|
2,752
|
2,706
|
|
Ginnie Mae I Pool 4% 5/20/2049
|
168,540
|
158,230
|
|
Ginnie Mae I Pool 4% 6/15/2041
|
87,014
|
84,348
|
|
Ginnie Mae I Pool 4% 6/15/2041
|
9,216
|
8,933
|
|
Ginnie Mae I Pool 4% 6/15/2041
|
6,454
|
6,286
|
|
Ginnie Mae I Pool 4% 6/15/2041
|
6,362
|
6,156
|
|
Ginnie Mae I Pool 4% 6/15/2042
|
2,294
|
2,216
|
|
Ginnie Mae I Pool 4% 7/15/2041
|
6,159
|
5,984
|
|
Ginnie Mae I Pool 4% 7/15/2041
|
3,539
|
3,423
|
|
Ginnie Mae I Pool 4% 8/15/2041
|
8,225
|
7,987
|
|
Ginnie Mae I Pool 4% 8/15/2043
|
5,088
|
4,900
|
|
Ginnie Mae I Pool 4% 8/15/2043
|
3,609
|
3,488
|
|
Ginnie Mae I Pool 4% 9/15/2040
|
3,310
|
3,215
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
44,461
|
43,068
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
4,419
|
4,272
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
19,965
|
19,903
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
1,291
|
1,287
|
|
Ginnie Mae I Pool 4.5% 3/15/2040
|
174,719
|
174,132
|
|
Ginnie Mae I Pool 4.5% 3/15/2040
|
30,679
|
30,575
|
|
Ginnie Mae I Pool 4.5% 3/15/2040
|
17,089
|
17,025
|
|
Ginnie Mae I Pool 4.5% 3/15/2041
|
50,270
|
50,047
|
|
Ginnie Mae I Pool 4.5% 5/15/2039
|
1,962
|
1,956
|
|
Ginnie Mae I Pool 4.5% 5/15/2040
|
60,645
|
60,434
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
104,103
|
103,736
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
81,597
|
81,212
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
80,862
|
80,584
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
80,589
|
80,315
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
54,326
|
54,128
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
26,491
|
26,402
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
17,130
|
17,068
|
|
Ginnie Mae I Pool 4.5% 6/15/2041
|
271,812
|
270,709
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
83,001
|
82,712
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
82,865
|
82,583
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
55,088
|
54,899
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
41,246
|
41,109
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
32,090
|
31,978
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
22,954
|
22,871
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
4,310
|
4,292
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
118,525
|
118,123
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
73,365
|
73,140
|
|
Ginnie Mae I Pool 4.5% 8/15/2040
|
32,657
|
32,541
|
|
Ginnie Mae I Pool 4.5% 8/15/2040
|
7,743
|
7,725
|
|
Ginnie Mae I Pool 5% 11/15/2039
|
31,944
|
32,436
|
|
Ginnie Mae I Pool 5% 11/15/2039
|
21,707
|
22,051
|
|
Ginnie Mae I Pool 5% 4/15/2040
|
70,123
|
71,227
|
|
Ginnie Mae I Pool 5% 4/15/2040
|
26,802
|
27,226
|
|
Ginnie Mae I Pool 5% 4/20/2048
|
106,101
|
107,658
|
|
Ginnie Mae I Pool 5% 5/15/2039
|
19,771
|
20,079
|
|
Ginnie Mae I Pool 5% 6/15/2040
|
216,346
|
219,764
|
|
Ginnie Mae I Pool 5% 6/15/2040
|
10,192
|
10,354
|
|
Ginnie Mae I Pool 5% 6/15/2041
|
8,855
|
8,991
|
|
Ginnie Mae I Pool 5% 7/15/2039
|
26,974
|
27,395
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
16,182
|
16,439
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
2,179
|
2,214
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
17,436
|
17,709
|
|
Ginnie Mae I Pool 5.5% 12/15/2038
|
1,022
|
1,051
|
|
Ginnie Mae I Pool 5.5% 9/15/2039
|
49,319
|
50,803
|
|
Ginnie Mae I Pool 6.5% 10/15/2034
|
18,629
|
19,369
|
|
Ginnie Mae I Pool 6.5% 7/15/2036
|
321
|
337
|
|
Ginnie Mae I Pool 7% 1/15/2026
|
9
|
8
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
20
|
19
|
|
Ginnie Mae I Pool 7% 10/15/2028
|
212
|
215
|
|
Ginnie Mae I Pool 7% 12/15/2027
|
98
|
99
|
|
Ginnie Mae I Pool 7% 12/15/2031
|
1,037
|
1,072
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
97
|
98
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
52
|
52
|
|
Ginnie Mae I Pool 7% 4/20/2032
|
20,901
|
21,750
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
63
|
64
|
|
Ginnie Mae I Pool 7% 5/15/2029
|
1,095
|
1,118
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
513
|
520
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
222
|
226
|
|
Ginnie Mae I Pool 7% 7/15/2029
|
85
|
87
|
|
Ginnie Mae I Pool 7% 7/15/2029
|
15
|
14
|
|
Ginnie Mae I Pool 7% 8/15/2028
|
169
|
171
|
|
Ginnie Mae I Pool 7% 8/15/2029
|
112
|
115
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
4,663
|
4,741
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
939
|
947
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
57
|
58
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
8
|
7
|
|
Ginnie Mae I Pool 7.5% 10/15/2028
|
487
|
500
|
|
Ginnie Mae I Pool 7.5% 11/15/2027
|
59
|
60
|
|
Ginnie Mae I Pool 7.5% 11/15/2029
|
667
|
692
|
|
Ginnie Mae I Pool 7.5% 12/15/2026
|
10
|
9
|
|
Ginnie Mae I Pool 7.5% 12/15/2028
|
442
|
448
|
|
Ginnie Mae I Pool 7.5% 3/15/2028
|
262
|
266
|
|
Ginnie Mae I Pool 7.5% 4/15/2028
|
255
|
261
|
|
Ginnie Mae I Pool 7.5% 4/15/2028
|
40
|
40
|
|
Ginnie Mae I Pool 7.5% 7/15/2029
|
4,451
|
4,607
|
|
Ginnie Mae I Pool 7.5% 9/15/2027
|
22
|
22
|
|
Ginnie Mae I Pool 7.5% 9/15/2028
|
288
|
295
|
|
Ginnie Mae I Pool 8% 10/15/2025
|
4
|
3
|
|
Ginnie Mae I Pool 8.5% 10/15/2028
|
708
|
719
|
|
Ginnie Mae I Pool 8.5% 11/15/2027
|
382
|
387
|
|
Ginnie Mae II Pool 2% 1/20/2051
|
8,822,480
|
7,226,761
|
|
Ginnie Mae II Pool 2% 10/1/2055 (k)
|
29,200,000
|
23,898,025
|
|
Ginnie Mae II Pool 2% 10/20/2050
|
13,869,640
|
11,358,876
|
|
Ginnie Mae II Pool 2% 11/20/2050
|
4,700,770
|
3,850,543
|
|
Ginnie Mae II Pool 2% 12/20/2050
|
7,698,007
|
6,303,867
|
|
Ginnie Mae II Pool 2% 2/20/2051
|
1,393,824
|
1,141,724
|
|
Ginnie Mae II Pool 2% 4/20/2051
|
214,852
|
175,992
|
|
Ginnie Mae II Pool 2% 8/20/2051
|
436,219
|
357,184
|
|
Ginnie Mae II Pool 2% 9/1/2055 (k)
|
79,350,000
|
64,957,561
|
|
Ginnie Mae II Pool 2% 9/20/2050
|
1,404,955
|
1,151,280
|
|
Ginnie Mae II Pool 2% 9/20/2051
|
38,060
|
31,182
|
|
Ginnie Mae II Pool 2.5% 12/20/2051
|
89,966
|
76,658
|
|
Ginnie Mae II Pool 2.5% 9/1/2055 (k)
|
41,950,000
|
35,732,960
|
|
Ginnie Mae II Pool 3% 1/20/2032
|
540,161
|
527,071
|
|
Ginnie Mae II Pool 3% 10/1/2055 (k)
|
15,350,000
|
13,591,851
|
|
Ginnie Mae II Pool 3% 10/20/2031
|
177,873
|
173,645
|
|
Ginnie Mae II Pool 3% 11/20/2031
|
189,691
|
185,094
|
|
Ginnie Mae II Pool 3% 12/20/2031
|
288,002
|
281,090
|
|
Ginnie Mae II Pool 3% 12/20/2046
|
1,150,226
|
1,033,138
|
|
Ginnie Mae II Pool 3% 2/20/2031
|
23,118
|
22,619
|
|
Ginnie Mae II Pool 3% 3/20/2031
|
46,649
|
45,619
|
|
Ginnie Mae II Pool 3% 3/20/2050
|
800,961
|
711,667
|
|
Ginnie Mae II Pool 3% 4/20/2031
|
174,017
|
170,177
|
|
Ginnie Mae II Pool 3% 4/20/2052
|
4,959,803
|
4,395,632
|
|
Ginnie Mae II Pool 3% 5/20/2031
|
371,860
|
363,562
|
|
Ginnie Mae II Pool 3% 5/20/2052
|
14,316,516
|
12,688,029
|
|
Ginnie Mae II Pool 3% 7/20/2031
|
4,846
|
4,734
|
|
Ginnie Mae II Pool 3% 8/20/2031
|
56,826
|
55,516
|
|
Ginnie Mae II Pool 3% 9/1/2055 (k)
|
30,700,000
|
27,194,496
|
|
Ginnie Mae II Pool 3% 9/20/2031
|
22,832
|
22,300
|
|
Ginnie Mae II Pool 3.5% 1/20/2044
|
11,028
|
10,265
|
|
Ginnie Mae II Pool 3.5% 10/20/2041
|
4,642
|
4,356
|
|
Ginnie Mae II Pool 3.5% 11/20/2041
|
176,634
|
165,776
|
|
Ginnie Mae II Pool 3.5% 11/20/2043
|
4,185
|
3,902
|
|
Ginnie Mae II Pool 3.5% 2/20/2043
|
145,661
|
136,177
|
|
Ginnie Mae II Pool 3.5% 3/20/2043
|
110,924
|
103,674
|
|
Ginnie Mae II Pool 3.5% 4/20/2043
|
177,489
|
165,846
|
|
Ginnie Mae II Pool 3.5% 4/20/2044
|
2,098
|
1,950
|
|
Ginnie Mae II Pool 3.5% 4/20/2046
|
12,058
|
11,128
|
|
Ginnie Mae II Pool 3.5% 5/20/2043
|
29,515
|
27,454
|
|
Ginnie Mae II Pool 3.5% 5/20/2046
|
22,721
|
20,968
|
|
Ginnie Mae II Pool 3.5% 5/20/2046
|
5,764
|
5,319
|
|
Ginnie Mae II Pool 3.5% 8/20/2043
|
10,318
|
9,630
|
|
Ginnie Mae II Pool 3.5% 9/20/2040
|
4,950
|
4,655
|
|
Ginnie Mae II Pool 3.5% 9/20/2043
|
28,390
|
26,480
|
|
Ginnie Mae II Pool 4% 1/20/2041
|
731,265
|
708,781
|
|
Ginnie Mae II Pool 4% 1/20/2046
|
18,888
|
18,064
|
|
Ginnie Mae II Pool 4% 10/20/2040
|
296,338
|
287,291
|
|
Ginnie Mae II Pool 4% 10/20/2041
|
346,110
|
334,969
|
|
Ginnie Mae II Pool 4% 11/20/2040
|
166,725
|
161,617
|
|
Ginnie Mae II Pool 4% 11/20/2044
|
403,461
|
387,396
|
|
Ginnie Mae II Pool 4% 12/20/2040
|
2,274
|
2,204
|
|
Ginnie Mae II Pool 4% 12/20/2044
|
10,957
|
10,520
|
|
Ginnie Mae II Pool 4% 12/20/2045
|
24,341
|
23,278
|
|
Ginnie Mae II Pool 4% 2/20/2041
|
49,575
|
48,043
|
|
Ginnie Mae II Pool 4% 3/20/2041
|
39,259
|
38,045
|
|
Ginnie Mae II Pool 4% 6/20/2045
|
1,065,527
|
1,021,909
|
|
Ginnie Mae II Pool 4% 7/20/2033
|
5,671
|
5,575
|
|
Ginnie Mae II Pool 4% 7/20/2044
|
59,179
|
56,869
|
|
Ginnie Mae II Pool 4% 8/20/2041
|
7,319
|
7,084
|
|
Ginnie Mae II Pool 4% 8/20/2043
|
21,788
|
21,005
|
|
Ginnie Mae II Pool 4% 8/20/2044
|
26,246
|
25,217
|
|
Ginnie Mae II Pool 4% 8/20/2045
|
260,438
|
249,581
|
|
Ginnie Mae II Pool 4% 8/20/2048
|
1,094,819
|
1,039,823
|
|
Ginnie Mae II Pool 4% 9/20/2040
|
230,996
|
223,934
|
|
Ginnie Mae II Pool 4.5% 10/1/2055 (k)
|
17,775,000
|
17,105,785
|
|
Ginnie Mae II Pool 4.5% 11/20/2039
|
1,526
|
1,519
|
|
Ginnie Mae II Pool 4.5% 11/20/2040
|
118,607
|
117,996
|
|
Ginnie Mae II Pool 4.5% 2/20/2041
|
94,545
|
94,049
|
|
Ginnie Mae II Pool 4.5% 3/20/2041
|
9,355
|
9,306
|
|
Ginnie Mae II Pool 4.5% 3/20/2046
|
3,456
|
3,429
|
|
Ginnie Mae II Pool 4.5% 4/20/2035
|
6,173
|
6,158
|
|
Ginnie Mae II Pool 4.5% 4/20/2055
|
11,157,596
|
10,743,674
|
|
Ginnie Mae II Pool 4.5% 5/20/2040
|
10,158
|
10,109
|
|
Ginnie Mae II Pool 4.5% 5/20/2041
|
125,881
|
125,209
|
|
Ginnie Mae II Pool 4.5% 5/20/2042
|
8,801
|
8,754
|
|
Ginnie Mae II Pool 4.5% 6/20/2041
|
5,289
|
5,260
|
|
Ginnie Mae II Pool 4.5% 9/1/2055 (k)
|
7,000,000
|
6,739,737
|
|
Ginnie Mae II Pool 4.5% 9/20/2039
|
2,867
|
2,854
|
|
Ginnie Mae II Pool 4.5% 9/20/2040
|
51,427
|
51,166
|
|
Ginnie Mae II Pool 5% 10/1/2055 (k)
|
20,000,000
|
19,770,998
|
|
Ginnie Mae II Pool 5% 12/20/2054
|
1,854,432
|
1,835,144
|
|
Ginnie Mae II Pool 5% 12/20/2054
|
1,643,693
|
1,628,779
|
|
Ginnie Mae II Pool 5% 5/20/2055
|
15,828,439
|
15,663,804
|
|
Ginnie Mae II Pool 5% 9/1/2055 (k)
|
40,000,000
|
39,573,248
|
|
Ginnie Mae II Pool 5.5% 10/1/2055 (k)
|
35,000,000
|
35,226,762
|
|
Ginnie Mae II Pool 5.5% 12/20/2054
|
1,467,048
|
1,478,615
|
|
Ginnie Mae II Pool 5.5% 9/1/2055 (k)
|
70,000,000
|
70,516,412
|
|
Ginnie Mae II Pool 6% 10/1/2055 (k)
|
24,175,000
|
24,634,695
|
|
Ginnie Mae II Pool 6% 12/20/2054
|
1,824,825
|
1,860,716
|
|
Ginnie Mae II Pool 6% 9/1/2055 (k)
|
56,325,000
|
57,448,847
|
|
Ginnie Mae II Pool 6.5% 5/20/2055
|
7,185,584
|
7,401,246
|
|
Ginnie Mae II Pool 7% 2/20/2032
|
6,420
|
6,690
|
|
Ginnie Mae II Pool 7% 3/20/2032
|
3,134
|
3,268
|
|
Uniform Mortgage Backed Securities 2% 10/1/2055 (k)
|
93,075,000
|
73,914,646
|
|
Uniform Mortgage Backed Securities 2% 9/1/2055 (k)
|
144,875,000
|
115,028,490
|
|
Uniform Mortgage Backed Securities 2.5% 10/1/2055 (k)
|
19,100,000
|
15,858,969
|
|
Uniform Mortgage Backed Securities 2.5% 9/1/2055 (k)
|
27,850,000
|
23,120,939
|
|
Uniform Mortgage Backed Securities 3.5% 10/1/2055 (k)
|
1,050,000
|
948,322
|
|
Uniform Mortgage Backed Securities 3.5% 9/1/2055 (k)
|
3,150,000
|
2,846,197
|
|
Uniform Mortgage Backed Securities 4% 9/1/2055 (k)
|
5,600,000
|
5,226,594
|
|
Uniform Mortgage Backed Securities 4.5% 9/1/2055 (k)
|
5,450,000
|
5,242,219
|
|
Uniform Mortgage Backed Securities 5.5% 9/1/2055 (k)
|
27,600,000
|
27,761,719
|
|
Uniform Mortgage Backed Securities 6% 10/1/2055 (k)
|
2,600,000
|
2,654,234
|
|
Uniform Mortgage Backed Securities 6% 9/1/2055 (k)
|
8,325,000
|
8,505,809
|
|
Uniform Mortgage Backed Securities 6.5% 9/1/2055 (k)
|
30,100,000
|
31,189,948
|
|
TOTAL UNITED STATES
|
1,598,989,048
|
||
|
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
(Cost $1,589,054,779)
|
1,598,989,048
|
||
U.S. Treasury Obligations - 3.4%
|
||||
Yield (%) (l)
|
Principal
Amount (a)
|
Value ($)
|
||
US Treasury Bonds 4.625% 11/15/2044
|
4.61 to 5.12
|
17,450,000
|
16,927,863
|
|
US Treasury Bonds Inflation-Indexed 2.375% 2/15/2055
|
2.58 to 2.66
|
3,863,992
|
3,657,156
|
|
US Treasury Notes 3.875% 8/15/2034
|
3.66 to 3.85
|
10,000,000
|
9,804,688
|
|
US Treasury Notes 4.75% 2/15/2045
|
4.78 to 4.96
|
13,580,000
|
13,378,422
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $44,259,661)
|
43,768,129
|
|||
Money Market Funds - 2.8%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (m)
(Cost $36,308,947)
|
4.36
|
36,301,687
|
36,308,947
|
|
Purchased Swaptions - 0.3%
|
||||
Expiration
Date
|
Notional
Amount
|
Value ($)
|
||
Put Swaptions - 0.1%
|
||||
Option on an interest rate swap with JPMorgan Chase Bank NA to pay annually a fixed rate of 3.94% and receive annually a floating rate based on US SOFR Index, expiring March 2035
|
3/21/2030
|
4,900,000
|
176,354
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.9025% and receive annually a floating rate based on US SOFR Index, expiring April 2036
|
4/14/2026
|
2,050,000
|
31,865
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.025% and receive annually a floating rate based on US SOFR Index, expiring April 2035
|
4/23/2030
|
4,350,000
|
153,348
|
|
Option on an interest rate swap with Morgan Stanley Capital Services LLC to pay annually a fixed rate of 4.075% and receive annually a floating rate based on US SOFR Index, expiring April 2035
|
4/24/2030
|
5,670,000
|
194,956
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.08% and receive annually a floating rate based on US SOFR Index, expiring April 2035
|
4/24/2030
|
5,240,000
|
179,618
|
|
Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 4.03% and receive annually a floating rate based on US SOFR Index, expiring April 2035
|
4/25/2030
|
7,400,000
|
260,051
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.95% and receive annually a floating rate based on US SOFR Index, expiring May 2035
|
4/29/2030
|
5,370,000
|
196,889
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.065% and receive annually a floating rate based on US SOFR Index, expiring May 2035
|
5/2/2030
|
1,810,000
|
62,898
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.01% and receive annually a floating rate based on US SOFR Index, expiring May 2035
|
5/7/2030
|
3,550,000
|
127,108
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.9% and receive annually a floating rate based on US SOFR Index, expiring July 2036
|
7/8/2026
|
11,000,000
|
223,373
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.8% and receive annually a floating rate based on US SOFR Index, expiring August 2036
|
8/10/2026
|
3,370,000
|
85,775
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.804% and receive annually a floating rate based on US SOFR Index, expiring August 2036
|
8/25/2026
|
6,760,000
|
176,113
|
|
TOTAL PUT SWAPTIONS
|
1,868,348
|
|||
Call Swaptions - 0.2%
|
||||
Option on an interest rate swap with JPMorgan Chase Bank NA to receive annually a fixed rate of 3.94% and pay annually a floating rate based on US SOFR Index, expiring March 2035
|
3/21/2030
|
4,900,000
|
157,980
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.9025% and pay annually a floating rate based on US SOFR Index, expiring April 2036
|
4/14/2026
|
2,050,000
|
63,733
|
|
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.025% and pay annually a floating rate based on US SOFR Index, expiring April 2035
|
4/23/2030
|
4,350,000
|
148,768
|
|
Option on an interest rate swap with Morgan Stanley Capital Services LLC to receive annually a fixed rate of 4.075% and pay annually a floating rate based on US SOFR Index, expiring April 2035
|
4/24/2030
|
5,670,000
|
199,880
|
|
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.08% and pay annually a floating rate based on US SOFR Index, expiring April 2035
|
4/24/2030
|
5,240,000
|
185,186
|
|
Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 4.03% and pay annually a floating rate based on US SOFR Index, expiring April 2035
|
4/25/2030
|
7,400,000
|
253,027
|
|
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.95% and pay annually a floating rate based on US SOFR Index, expiring May 2035
|
4/29/2030
|
5,370,000
|
174,965
|
|
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.065% and pay annually a floating rate based on US SOFR Index, expiring May 2035
|
5/2/2030
|
1,810,000
|
63,385
|
|
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.01% and pay annually a floating rate based on US SOFR Index, expiring May 2035
|
5/7/2030
|
3,550,000
|
120,315
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.9% and pay annually a floating rate based on US SOFR Index, expiring July 2036
|
7/8/2026
|
11,000,000
|
369,093
|
|
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.8% and pay annually a floating rate based on US SOFR Index, expiring August 2036
|
8/10/2026
|
3,370,000
|
99,721
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.804% and pay annually a floating rate based on US SOFR Index, expiring August 2036
|
8/25/2026
|
6,760,000
|
203,188
|
|
TOTAL CALL SWAPTIONS
|
2,039,241
|
|||
TOTAL PURCHASED SWAPTIONS
(Cost $4,448,026)
|
3,907,589
|
|||
|
TOTAL INVESTMENT IN SECURITIES - 158.0%
(Cost $2,025,752,592)
|
2,040,600,211
|
NET OTHER ASSETS (LIABILITIES) - (58.0)%
|
(748,611,372)
|
NET ASSETS - 100.0%
|
1,291,988,839
|
TBA Sale Commitments
|
||
Principal
Amount (a)
|
Value ($)
|
|
U.S. Government Agency - Mortgage Securities
|
||
Ginnie Mae II Pool 2% 9/1/2055
|
(58,400,000)
|
(47,807,455)
|
Ginnie Mae II Pool 3% 9/1/2055
|
(30,700,000)
|
(27,194,496)
|
Ginnie Mae II Pool 4.5% 9/1/2055
|
(17,775,000)
|
(17,114,117)
|
Ginnie Mae II Pool 5% 9/1/2055
|
(40,000,000)
|
(39,573,248)
|
Ginnie Mae II Pool 5.5% 9/1/2055
|
(70,000,000)
|
(70,516,411)
|
Ginnie Mae II Pool 6% 9/1/2055
|
(46,900,000)
|
(47,835,791)
|
Uniform Mortgage Backed Securities 2% 9/1/2055
|
(143,850,000)
|
(114,214,656)
|
Uniform Mortgage Backed Securities 2.5% 9/1/2055
|
(27,850,000)
|
(23,120,939)
|
Uniform Mortgage Backed Securities 3% 9/1/2055
|
(2,500,000)
|
(2,166,016)
|
Uniform Mortgage Backed Securities 3.5% 9/1/2055
|
(2,750,000)
|
(2,484,775)
|
Uniform Mortgage Backed Securities 4% 10/1/2055
|
(1,400,000)
|
(1,306,156)
|
Uniform Mortgage Backed Securities 4% 9/1/2055
|
(5,600,000)
|
(5,226,594)
|
Uniform Mortgage Backed Securities 4.5% 9/1/2055
|
(5,450,000)
|
(5,242,219)
|
Uniform Mortgage Backed Securities 5% 9/1/2055
|
(1,400,000)
|
(1,380,695)
|
Uniform Mortgage Backed Securities 5.5% 9/1/2055
|
(6,000,000)
|
(6,035,156)
|
Uniform Mortgage Backed Securities 6% 9/1/2055
|
(5,200,000)
|
(5,312,938)
|
Uniform Mortgage Backed Securities 6.5% 9/1/2055
|
(7,200,000)
|
(7,460,718)
|
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
|
(423,992,380)
|
|
TOTAL TBA SALE COMMITMENTS
(Proceeds $421,655,832)
|
(423,992,380)
|
|
Futures Contracts
|
|||||
Number
of contracts
|
Expiration
Date
|
Notional
Amount ($)
|
Value ($)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
Purchased
|
|||||
Interest Rate Contracts
|
|||||
CBOT 2Y US Treasury Notes Contracts (United States)
|
629
|
12/31/2025
|
131,200,555
|
240,504
|
240,504
|
CBOT US Treasury Long Bond Contracts (United States)
|
131
|
12/19/2025
|
14,974,938
|
73,170
|
73,170
|
CBOT US Treasury Ultra Bond Contracts (United States)
|
8
|
12/19/2025
|
931,500
|
(3,562)
|
(3,562)
|
TOTAL PURCHASED
|
310,112
|
||||
Sold
|
|||||
Interest Rate Contracts
|
|||||
CBOT 10Y US Treasury Notes Contracts (United States)
|
355
|
12/19/2025
|
39,943,047
|
(228,086)
|
(228,086)
|
CBOT 5Y US Treasury Notes Contracts (United States)
|
324
|
12/31/2025
|
35,478,000
|
(175,213)
|
(175,213)
|
TOTAL SOLD
|
(403,299)
|
||||
TOTAL FUTURES CONTRACTS
|
(93,187)
|
||||
The notional amount of futures purchased as a percentage of Net Assets is 11.5%
|
|||||
The notional amount of futures sold as a percentage of Net Assets is 5.8%
|
|||||
Credit Default Swaps
|
||||||||||
Underlying Reference
|
Rating(2)
|
Maturity
Date
|
Clearinghouse /
Counterparty
|
Fixed
Payment
Received/
(Paid)
|
Payment
Frequency
|
Notional
Amount(3)(1)
|
Value ($)(2)
|
Upfront
Premium
Received/
(Paid) ($)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
Buy Protection
|
||||||||||
CMBX BBB- Series 16 Index
|
4/17/2065
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
550,000
|
87,950
|
(152,415)
|
(64,465)
|
||
CMBX BBB- Series 16 Index
|
4/17/2065
|
JPMorgan Securities LLC
|
(3%)
|
Monthly
|
360,000
|
57,567
|
(98,615)
|
(41,048)
|
||
CMBX BBB- Series 16 Index
|
4/17/2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
180,000
|
28,784
|
(41,897)
|
(13,113)
|
||
CMBX BBB- Series 16 Index
|
4/17/2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
710,000
|
113,535
|
(165,020)
|
(51,485)
|
||
CMBX BBB- Series 16 Index
|
4/17/2065
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
50,000
|
7,995
|
(10,822)
|
(2,827)
|
||
CMBX BBB- Series 16 Index
|
4/17/2065
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
120,000
|
19,189
|
(31,992)
|
(12,803)
|
||
CMBX BBB- Series 16 Index
|
4/17/2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
120,000
|
19,189
|
(27,522)
|
(8,333)
|
||
CMBX BBB- Series 16 Index
|
4/17/2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
80,000
|
12,793
|
(17,856)
|
(5,063)
|
||
CMBX BBB- Series 16 Index
|
4/17/2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
200,000
|
31,982
|
(37,638)
|
(5,656)
|
||
CMBX BBB- Series 16 Index
|
4/17/2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
145,000
|
23,187
|
(23,694)
|
(507)
|
||
CMBX BBB- Series 16 Index
|
4/17/2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
35,000
|
5,597
|
(5,601)
|
(4)
|
||
CMBX BBB- Series 18 Index
|
12/17/2057
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
200,000
|
13,293
|
(7,602)
|
5,691
|
||
CMBX BBB- Series 18 Index
|
12/17/2057
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
300,000
|
19,940
|
(11,732)
|
8,208
|
||
CMBX BBB- Series 18 Index
|
12/17/2057
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
300,000
|
19,940
|
(11,558)
|
8,382
|
||
CMBX BBB- Series 18 Index
|
12/17/2057
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
100,000
|
6,647
|
(3,853)
|
2,794
|
||
CMBX BBB- Series 18 Index
|
12/17/2057
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
600,000
|
39,880
|
(21,718)
|
18,162
|
||
CMBX BB Series 18 Index
|
12/17/2057
|
JPMorgan Securities LLC
|
(5%)
|
Monthly
|
100,000
|
11,793
|
(6,625)
|
5,168
|
||
CMBX BBB- Series 18 Index
|
12/17/2057
|
JPMorgan Securities LLC
|
(3%)
|
Monthly
|
200,000
|
13,293
|
(9,864)
|
3,429
|
||
CMBX BBB Series 15 Index
|
11/18/2064
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
100,000
|
14,122
|
(15,942)
|
(1,820)
|
||
CMBX BBB- Series 18 Index
|
12/17/2057
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
800,000
|
53,173
|
(85,003)
|
(31,830)
|
||
CMBX BB Series 18 Index
|
12/17/2057
|
Goldman Sachs & Co LLC
|
(5%)
|
Monthly
|
100,000
|
11,793
|
(14,834)
|
(3,041)
|
||
CMBX BB Series 18 Index
|
12/17/2057
|
Morgan Stanley Capital Services LLC
|
(5%)
|
Monthly
|
100,000
|
11,793
|
(14,647)
|
(2,854)
|
||
TOTAL BUY PROTECTION
|
623,435
|
(816,450)
|
(193,015)
|
|||||||
Sell Protection
|
||||||||||
CMBX AAA Series 17 Index
|
NR
|
12/15/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
700,000
|
(9,395)
|
17,041
|
7,646
|
|
CMBX AAA Series 17 Index
|
NR
|
12/15/2056
|
Morgan Stanley Capital Services LLC
|
0.5%
|
Monthly
|
1,300,000
|
(17,449)
|
20,727
|
3,278
|
|
CMBX AAA Series 17 Index
|
NR
|
12/15/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
1,800,000
|
(24,160)
|
23,082
|
(1,078)
|
|
CMBX AAA Series 17 Index
|
NR
|
12/15/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
2,400,000
|
(32,213)
|
31,777
|
(436)
|
|
CMBX AAA Series 17 Index
|
NR
|
12/15/2056
|
Morgan Stanley Capital Services LLC
|
0.5%
|
Monthly
|
3,000,000
|
(40,266)
|
44,968
|
4,702
|
|
CMBX AAA Series 17 Index
|
NR
|
12/15/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
1,800,000
|
(24,160)
|
33,452
|
9,292
|
|
CMBX AAA Series 17 Index
|
NR
|
12/15/2056
|
Goldman Sachs & Co LLC
|
0.5%
|
Monthly
|
1,200,000
|
(16,106)
|
21,668
|
5,562
|
|
CMBX AAA Series 17 Index
|
NR
|
12/15/2056
|
Goldman Sachs & Co LLC
|
0.5%
|
Monthly
|
800,000
|
(10,738)
|
21,671
|
10,933
|
|
CMBX AAA Series 16 Index
|
NR
|
4/17/2065
|
Goldman Sachs & Co LLC
|
0.5%
|
Monthly
|
9,999
|
(83)
|
122
|
39
|
|
CMBX AAA Series 17 Index
|
NR
|
12/15/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
4,600,000
|
(61,741)
|
78,787
|
17,046
|
|
CMBX BBB- Series 17 Index
|
NR
|
12/15/2056
|
Citigroup Global Markets Ltd
|
3%
|
Monthly
|
100,000
|
(12,610)
|
12,689
|
79
|
|
CMBX BBB- Series 17 Index
|
NR
|
12/15/2056
|
JPMorgan Securities LLC
|
3%
|
Monthly
|
100,000
|
(12,732)
|
12,765
|
33
|
|
TOTAL SELL PROTECTION
|
(261,653)
|
318,749
|
57,096
|
|||||||
TOTAL CREDIT DEFAULT SWAPS
|
361,782
|
(497,701)
|
(135,919)
|
|||||||
Interest Rate Swaps
|
||||||||||
Payment Received
|
Payment
Frequency
|
Payment Paid
|
Payment
Frequency
|
Clearinghouse /
Counterparty(1)
|
Maturity
Date
|
Notional
Amount(2)
|
Value ($)
|
Upfront
Premium
Received/
(Paid) ($)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
U.S. SOFR Index(3)
|
Annual
|
3.75%
|
Annual
|
LCH
|
9/17/2032
|
12,290,000
|
(214,433)
|
93,723
|
(120,710)
|
|
U.S. SOFR Index(3)
|
Annual
|
3.75%
|
Annual
|
LCH
|
9/17/2028
|
93,495,000
|
(1,264,570)
|
431,987
|
(832,583)
|
|
U.S. SOFR Index(3)
|
Annual
|
3.75%
|
Annual
|
LCH
|
9/17/2027
|
60,087,000
|
(454,276)
|
171,483
|
(282,793)
|
|
U.S. SOFR Index(3)
|
Annual
|
3.75%
|
Annual
|
LCH
|
9/17/2029
|
43,600,000
|
(765,630)
|
250,801
|
(514,829)
|
|
U.S. SOFR Index(3)
|
Annual
|
3.75%
|
Annual
|
LCH
|
9/17/2045
|
16,481,000
|
749,787
|
(853,402)
|
(103,615)
|
|
TOTAL INTEREST RATE SWAPS
|
(1,949,122)
|
94,592
|
(1,854,530)
|
|||||||
(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 $122,186,687 or 9.5% of net assets.
|
(c)
|
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.
|
(d)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(e)
|
Interest Only (IO) security represents the right to receive only monthly interest payments on an underlying pool of assets. Principal shown is the outstanding par amount of the pool as of the end of the period.
|
(f)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
|
(g)
|
Represents an investment in an underlying pool of reverse mortgages which typically do not require regular principal and interest payments as repayment is deferred until a maturity event.
|
(h)
|
Level 3 security
|
(i)
|
Security or a portion of the security was pledged to cover margin requirements for centrally cleared swaps. At period end, the value of securities pledged amounted to $5,687,238.
|
(j)
|
Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $1,104,443.
|
(k)
|
Security or a portion of the security purchased on a delayed delivery or when-issued basis.
|
(l)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(m)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
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
|
10,101,950
|
806,583,547
|
780,376,550
|
1,626,498
|
-
|
-
|
36,308,947
|
36,301,687
|
0.1%
|
Total
|
10,101,950
|
806,583,547
|
780,376,550
|
1,626,498
|
-
|
-
|
36,308,947
|
||
Valuation Inputs at Reporting Date:
|
||||
Description
|
Total ($)
|
Level 1 ($)
|
Level 2 ($)
|
Level 3 ($)
|
Investments in Securities:
|
||||
Asset-Backed Securities
|
36,958,662
|
-
|
36,958,662
|
-
|
Collateralized Mortgage Obligations
|
149,815,629
|
-
|
149,815,623
|
6
|
Commercial Mortgage Securities
|
170,852,207
|
-
|
168,502,407
|
2,349,800
|
U.S. Government Agency - Mortgage Securities
|
1,598,989,048
|
-
|
1,598,989,048
|
-
|
U.S. Treasury Obligations
|
43,768,129
|
-
|
43,768,129
|
-
|
Money Market Funds
|
36,308,947
|
36,308,947
|
-
|
-
|
Purchased Swaptions
|
3,907,589
|
-
|
3,907,589
|
-
|
Total Investments in Securities:
|
2,040,600,211
|
36,308,947
|
2,001,941,458
|
2,349,806
|
Derivative Instruments:
|
||||
Assets
|
||||
Futures Contracts
|
313,674
|
313,674
|
-
|
-
|
Swaps
|
1,373,222
|
-
|
1,373,222
|
-
|
Total Assets
|
1,686,896
|
313,674
|
1,373,222
|
-
|
Liabilities
|
||||
Futures Contracts
|
(406,861)
|
(406,861)
|
-
|
-
|
Swaps
|
(2,960,562)
|
-
|
(2,960,562)
|
-
|
Total Liabilities
|
(3,367,423)
|
(406,861)
|
(2,960,562)
|
-
|
Total Derivative Instruments:
|
(1,680,527)
|
(93,187)
|
(1,587,340)
|
-
|
Other Financial Instruments:
|
||||
TBA Sale Commitments
|
(423,992,380)
|
-
|
(423,992,380)
|
-
|
Total Other Financial Instruments:
|
(423,992,380)
|
-
|
(423,992,380)
|
-
|
Primary Risk Exposure / Derivative Type
|
Value
|
|
Asset ($)
|
Liability ($)
|
|
Credit Risk
|
||
Swaps (a)
|
623,435
|
(261,653)
|
Total Credit Risk
|
623,435
|
(261,653)
|
Interest Rate Risk
|
||
Futures Contracts (b)
|
313,674
|
(406,861)
|
Purchased Swaptions (c)
|
3,907,589
|
-
|
Swaps (d)
|
749,787
|
(2,698,909)
|
Total Interest Rate Risk
|
4,971,050
|
(3,105,770)
|
Total Value of Derivatives
|
5,594,485
|
(3,367,423)
|
Statement of Assets and Liabilities
|
||||
As of August 31, 2025
|
||||
Assets
|
||||
Investment in securities, at value - See accompanying schedule:
|
||||
Unaffiliated issuers (cost $1,989,443,645)
|
$
|
2,004,291,264
|
||
Fidelity Central Funds (cost $36,308,947)
|
36,308,947
|
|||
Total Investment in Securities (cost $2,025,752,592)
|
$
|
2,040,600,211
|
||
Cash
|
2,369
|
|||
Receivable for investments sold
|
50,278
|
|||
Receivable for TBA sale commitments
|
421,655,832
|
|||
Receivable for swaps
|
12,766
|
|||
Receivable for fund shares sold
|
565,207
|
|||
Interest receivable
|
4,071,474
|
|||
Distributions receivable from Fidelity Central Funds
|
69,789
|
|||
Receivable for daily variation margin on futures contracts
|
12,965
|
|||
Receivable for daily variation margin on centrally cleared swaps
|
36,831
|
|||
Bi-lateral OTC swaps, at value
|
623,435
|
|||
Prepaid expenses
|
1,538
|
|||
Total assets
|
2,467,702,695
|
|||
Liabilities
|
||||
Payable for investments purchased
|
||||
Regular delivery
|
$
|
4,448,027
|
||
Delayed delivery
|
744,918,824
|
|||
TBA sale commitments, at value
|
423,992,380
|
|||
Payable for fund shares redeemed
|
1,013,129
|
|||
Distributions payable
|
622,156
|
|||
Bi-lateral OTC swaps, at value
|
261,653
|
|||
Accrued management fee
|
301,009
|
|||
Other payables and accrued expenses
|
156,678
|
|||
Total liabilities
|
1,175,713,856
|
|||
Net Assets
|
$
|
1,291,988,839
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
1,295,118,690
|
||
Total accumulated earnings (loss)
|
(3,129,851)
|
|||
Net Assets
|
$
|
1,291,988,839
|
||
Net Asset Value, offering price and redemption price per share ($1,291,988,839 ÷ 130,794,554 shares)
|
$
|
9.88
|
||
Statement of Operations
|
||||
|
Year ended August 31, 2025
|
||||
Investment Income
|
||||
Interest
|
$
|
64,248,272
|
||
Income from Fidelity Central Funds
|
1,626,498
|
|||
Total income
|
65,874,770
|
|||
Expenses
|
||||
Management fee
|
$
|
3,691,783
|
||
Custodian fees and expenses
|
54,527
|
|||
Independent trustees' fees and expenses
|
3,344
|
|||
Registration fees
|
101,127
|
|||
Audit fees
|
102,522
|
|||
Legal
|
1,136
|
|||
Miscellaneous
|
54,440
|
|||
Total expenses before reductions
|
4,008,879
|
|||
Expense reductions
|
(3,106)
|
|||
Total expenses after reductions
|
4,005,773
|
|||
Net Investment income (loss)
|
61,868,997
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
(694,983)
|
|||
Futures contracts
|
(1,811,353)
|
|||
Swaps
|
3,662,839
|
|||
Written options
|
121,136
|
|||
Total net realized gain (loss)
|
1,277,639
|
|||
Change in net unrealized appreciation (depreciation) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
(25,588,170)
|
|||
Futures contracts
|
(592,829)
|
|||
Swaps
|
1,217,488
|
|||
TBA sale commitments
|
(36,113)
|
|||
Total change in net unrealized appreciation (depreciation)
|
(24,999,624)
|
|||
Net gain (loss)
|
(23,721,985)
|
|||
Net increase (decrease) in net assets resulting from operations
|
$
|
38,147,012
|
||
Statement of Changes in Net Assets
|
||||
Year ended
August 31, 2025
|
Year ended
August 31, 2024
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
61,868,997
|
$
|
60,820,298
|
Net realized gain (loss)
|
1,277,639
|
(12,612,994)
|
||
Change in net unrealized appreciation (depreciation)
|
(24,999,624)
|
47,378,283
|
||
Net increase (decrease) in net assets resulting from operations
|
38,147,012
|
95,585,587
|
||
Distributions to shareholders
|
(65,330,459)
|
(59,865,698)
|
||
Share transactions
|
||||
Proceeds from sales of shares
|
379,402,565
|
1,111,502,202
|
||
Reinvestment of distributions
|
58,347,333
|
56,946,077
|
||
Cost of shares redeemed
|
(689,998,764)
|
(484,591,556)
|
||
Net increase (decrease) in net assets resulting from share transactions
|
(252,248,866)
|
683,856,723
|
||
Total increase (decrease) in net assets
|
(279,432,313)
|
719,576,612
|
||
Net Assets
|
||||
Beginning of period
|
1,571,421,152
|
851,844,540
|
||
End of period
|
$
|
1,291,988,839
|
$
|
1,571,421,152
|
Other Information
|
||||
Shares
|
||||
Sold
|
38,649,602
|
113,165,584
|
||
Issued in reinvestment of distributions
|
5,948,822
|
5,863,968
|
||
Redeemed
|
(70,459,693)
|
(49,852,837)
|
||
Net increase (decrease)
|
(25,861,269)
|
69,176,715
|
||
Fidelity® SAI Investment Grade Securitized Fund |
Years ended August 31,
|
2025
|
2024
|
2023 A
|
|||
Selected Per-Share Data
|
||||||
Net asset value, beginning of period
|
$
|
10.03
|
$
|
9.74
|
$
|
10.00
|
Income from Investment Operations
|
||||||
Net investment income (loss) B,C
|
.463
|
.452
|
.126
|
|||
Net realized and unrealized gain (loss)
|
(.123)
|
.287
|
(.267)
|
|||
Total from investment operations
|
.340
|
.739
|
(.141)
|
|||
Distributions from net investment income
|
(.490)
|
(.449)
|
(.119)
|
|||
Total distributions
|
(.490)
|
(.449)
|
(.119)
|
|||
Net asset value, end of period
|
$
|
9.88
|
$
|
10.03
|
$
|
9.74
|
Total Return D,E
|
3.55 % |
7.85%
|
(1.42)%
|
|||
Ratios to Average Net Assets C,F,G
|
||||||
Expenses before reductions
|
.31%
|
.32%
|
.39% H,I,J
|
|||
Expenses net of fee waivers, if any
|
.31 % |
.31%
|
.35% J
|
|||
Expenses net of all reductions, if any
|
.31%
|
.31%
|
.35% J
|
|||
Net investment income (loss)
|
4.72%
|
4.67%
|
4.51% J
|
|||
Supplemental Data
|
||||||
Net assets, end of period (000 omitted)
|
$
|
1,291,989
|
$
|
1,571,421
|
$
|
851,845
|
Portfolio turnover rate K
|
715 % |
848%
|
280% L,M
|
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
|
$14,840,934
|
Gross unrealized depreciation
|
(6,366,177)
|
Net unrealized appreciation (depreciation)
|
$8,474,757
|
Tax Cost
|
$2,028,202,873
|
Undistributed ordinary income
|
$-
|
Capital loss carryforward
|
$(11,436,596)
|
Net unrealized appreciation (depreciation) on securities and other investments
|
$8,474,757
|
Short-term
|
$(8,280,718)
|
Long-term
|
(3,155,878)
|
Total capital loss carryforward
|
$(11,436,596)
|
August 31, 2025
|
August 31, 2024
|
|
Ordinary Income
|
$65,330,459
|
$ 59,865,698
|
Credit Risk
|
Credit risk relates to the ability of the issuer of a financial instrument to make further principal or interest payments on an obligation or commitment that it has to a fund.
|
Interest Rate Risk
|
Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.
|
Primary Risk Exposure / Derivative Type
|
Net Realized Gain (Loss)($)
|
Change in Net Unrealized Appreciation (Depreciation)($)
|
Fidelity SAI Investment Grade Securitized Fund
|
||
Credit Risk
|
||
Swaps
|
(370,161)
|
464,688
|
Total Credit Risk
|
(370,161)
|
464,688
|
Interest Rate Risk
|
||
Futures Contracts
|
(1,811,353)
|
(592,829)
|
Purchased Options
|
(1,368,749)
|
(244,372)
|
Written Options
|
121,136
|
-
|
Swaps
|
4,033,000
|
752,800
|
Total Interest Rate Risk
|
974,034
|
(84,401)
|
Totals
|
603,873
|
380,287
|
Average Notional Amount ($)
|
|
Fidelity SAI Investment Grade Securitized Fund
|
167,310,526
|
Type
|
Average Notional Amount ($)
|
|
Fidelity SAI Investment Grade Securitized Fund
|
Purchased Swaptions
|
133,156,667
|
Average Notional Amount ($)
|
|
Fidelity SAI Investment Grade Securitized Fund
|
234,521,163
|
Purchases ($)
|
Sales ($)
|
|
Fidelity SAI Investment Grade Securitized Fund
|
5,502,126,097
|
5,730,720,090
|
Amount ($)
|
|
Fidelity SAI Investment Grade Securitized Fund
|
2,408
|
Amount ($)
|
|
Fidelity SAI Investment Grade Securitized Fund
|
1,925
|
 |
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.
Purchase 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 trust’s Board of Trustees.
Item 16.
Controls and Procedures
(a)(i) The President and Treasurer and the Chief Financial Officer have concluded that the trust’s 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 trust’s 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 trust’s 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) | Code of Ethics pursuant to Item 2 of Form N-CSR is filed and attached hereto as EX-99.CODE ETH. |
| (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 Salem Street Trust
| By: | /s/Laura M. Del Prato |
|
| Laura M. Del Prato |
|
| President and Treasurer (Principal Executive Officer) |
|
|
|
| Date: | October 23, 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: | October 23, 2025 |
| By: | /s/Stephanie Caron |
|
| Stephanie Caron |
|
| Chief Financial Officer (Principal Financial Officer) |
|
|
|
| Date: | October 23, 2025 |