|
Bonds, notes & other debt instruments 92.25%
U.S. Treasury bonds & notes 27.35%
U.S. Treasury 26.13%
|
|
Principal amount
(000)
|
Value
(000)
|
|
U.S. Treasury 4.375% 7/31/2026 (a)
|
USD752,775
|
$753,543
|
|
|
U.S. Treasury 3.50% 9/30/2026
|
131,000
|
130,873
|
|
|
U.S. Treasury 1.125% 10/31/2026
|
17,700
|
17,508
|
|
|
U.S. Treasury 2.00% 11/15/2026
|
10,000
|
9,921
|
|
|
U.S. Treasury 4.625% 11/15/2026
|
36,728
|
36,867
|
|
|
U.S. Treasury 4.375% 12/15/2026
|
31,496
|
31,602
|
|
|
U.S. Treasury 1.50% 1/31/2027
|
19,500
|
19,207
|
|
|
U.S. Treasury 4.125% 1/31/2027
|
50,000
|
50,099
|
|
|
U.S. Treasury 2.375% 5/15/2027
|
11,300
|
11,139
|
|
|
U.S. Treasury 2.625% 5/31/2027
|
140,000
|
138,262
|
|
|
U.S. Treasury 3.875% 5/31/2027
|
10,000
|
9,996
|
|
|
U.S. Treasury 3.75% 6/30/2027
|
278,000
|
277,497
|
|
|
U.S. Treasury 4.375% 7/15/2027
|
4,881
|
4,905
|
|
|
U.S. Treasury 2.75% 7/31/2027
|
52,000
|
51,303
|
|
|
U.S. Treasury 3.75% 8/15/2027
|
211,000
|
210,545
|
|
|
U.S. Treasury 0.50% 8/31/2027
|
4,000
|
3,834
|
|
|
U.S. Treasury 3.625% 8/31/2027
|
33,453
|
33,326
|
|
|
U.S. Treasury 3.375% 9/15/2027
|
105,000
|
104,265
|
|
|
U.S. Treasury 4.125% 9/30/2027
|
10,000
|
10,024
|
|
|
U.S. Treasury 4.125% 10/31/2027
|
30,000
|
30,068
|
|
|
U.S. Treasury 2.25% 11/15/2027
|
56,000
|
54,656
|
|
|
U.S. Treasury 3.375% 11/30/2027
|
3,647
|
3,616
|
|
|
U.S. Treasury 3.875% 11/30/2027
|
40,000
|
39,945
|
|
|
U.S. Treasury 4.00% 12/15/2027
|
204,350
|
204,445
|
|
|
U.S. Treasury 3.375% 12/31/2027
|
3,405
|
3,373
|
|
|
U.S. Treasury 4.25% 1/15/2028
|
4,600
|
4,619
|
|
|
U.S. Treasury 4.25% 2/15/2028
|
9,000
|
9,039
|
|
|
U.S. Treasury 4.00% 2/29/2028
|
38,000
|
38,012
|
|
|
U.S. Treasury 3.625% 3/31/2028
|
10,965
|
10,895
|
|
|
U.S. Treasury 3.875% 3/31/2028
|
196,265
|
195,873
|
|
|
U.S. Treasury 3.75% 4/30/2028 (b)
|
664,376
|
661,390
|
|
|
U.S. Treasury 3.75% 5/15/2028
|
12,775
|
12,716
|
|
|
U.S. Treasury 1.25% 5/31/2028
|
4,300
|
4,075
|
|
|
U.S. Treasury 3.625% 5/31/2028
|
7,000
|
6,950
|
|
|
U.S. Treasury 4.00% 5/31/2028
|
5,000
|
5,001
|
|
|
U.S. Treasury 3.875% 6/15/2028
|
18,303
|
18,256
|
|
|
U.S. Treasury 1.25% 6/30/2028
|
16,000
|
15,130
|
|
|
U.S. Treasury 1.00% 7/31/2028
|
—
(c)
|
—
(c)
|
|
|
U.S. Treasury 4.125% 7/31/2028
|
200,000
|
200,478
|
|
|
U.S. Treasury 2.875% 8/15/2028
|
10,000
|
9,761
|
|
|
U.S. Treasury 1.125% 8/31/2028
|
36,733
|
34,472
|
|
|
U.S. Treasury 1.375% 10/31/2028
|
48,250
|
45,328
|
|
|
U.S. Treasury 3.50% 11/15/2028
|
2,329
|
2,300
|
|
|
U.S. Treasury 4.375% 11/30/2028
|
13,194
|
13,301
|
|
|
U.S. Treasury 4.00% 1/31/2029
|
160
|
160
|
|
|
Bonds, notes & other debt instruments (continued)
U.S. Treasury bonds & notes (continued)
U.S. Treasury (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
U.S. Treasury 2.625% 2/15/2029
|
USD50,000
|
$48,186
|
|
|
U.S. Treasury 3.50% 2/15/2029
|
2,849
|
2,810
|
|
|
U.S. Treasury 4.25% 2/28/2029 (a)
|
615,165
|
618,409
|
|
|
U.S. Treasury 3.875% 4/15/2029
|
92,395
|
91,973
|
|
|
U.S. Treasury 3.875% 5/15/2029
|
212,411
|
211,423
|
|
|
U.S. Treasury 4.50% 5/31/2029
|
223,100
|
225,854
|
|
|
U.S. Treasury 4.25% 6/30/2029
|
19,120
|
19,225
|
|
|
U.S. Treasury 4.125% 10/31/2029
|
18,000
|
18,025
|
|
|
U.S. Treasury 4.125% 11/30/2029
|
75,000
|
75,103
|
|
|
U.S. Treasury 3.875% 12/31/2029
|
24,000
|
23,832
|
|
|
U.S. Treasury 4.375% 12/31/2029
|
104,000
|
104,987
|
|
|
U.S. Treasury 3.50% 1/31/2030
|
26,000
|
25,480
|
|
|
U.S. Treasury 4.25% 1/31/2030
|
2,350
|
2,362
|
|
|
U.S. Treasury 4.00% 2/28/2030
|
3,350
|
3,339
|
|
|
U.S. Treasury 3.625% 3/31/2030
|
11,700
|
11,506
|
|
|
U.S. Treasury 3.75% 5/31/2030
|
65,000
|
64,157
|
|
|
U.S. Treasury 4.00% 5/31/2030
|
244,000
|
243,076
|
|
|
U.S. Treasury 3.875% 6/30/2030
|
14,103
|
13,979
|
|
|
U.S. Treasury 4.00% 7/31/2030
|
12,963
|
12,909
|
|
|
U.S. Treasury 4.625% 9/30/2030
|
153,949
|
157,004
|
|
|
U.S. Treasury 4.875% 10/31/2030
|
58,803
|
60,562
|
|
|
U.S. Treasury 3.50% 11/30/2030
|
4,300
|
4,191
|
|
|
U.S. Treasury 4.375% 11/30/2030
|
6,661
|
6,728
|
|
|
U.S. Treasury 3.625% 12/31/2030
|
12,367
|
12,109
|
|
|
U.S. Treasury 4.00% 1/31/2031
|
64
|
64
|
|
|
U.S. Treasury 4.25% 2/28/2031
|
2,355
|
2,366
|
|
|
U.S. Treasury 3.875% 3/31/2031
|
309,502
|
306,032
|
|
|
U.S. Treasury 3.875% 4/30/2031 (b)
|
547,963
|
541,670
|
|
|
U.S. Treasury 4.625% 4/30/2031
|
29,000
|
29,612
|
|
|
U.S. Treasury 4.125% 5/31/2031
|
4,500
|
4,497
|
|
|
U.S. Treasury 4.25% 6/30/2031
|
60,000
|
60,267
|
|
|
U.S. Treasury 1.25% 8/15/2031
|
3,000
|
2,594
|
|
|
U.S. Treasury 4.125% 10/31/2031
|
17,280
|
17,237
|
|
|
U.S. Treasury 4.125% 11/30/2031
|
48,900
|
48,770
|
|
|
U.S. Treasury 4.375% 1/31/2032
|
15,000
|
15,134
|
|
|
U.S. Treasury 1.875% 2/15/2032
|
10,000
|
8,827
|
|
|
U.S. Treasury 4.125% 2/29/2032
|
40,000
|
39,848
|
|
|
U.S. Treasury 4.00% 4/30/2032
|
50,000
|
49,453
|
|
|
U.S. Treasury 4.00% 6/30/2032
|
77,000
|
76,086
|
|
|
U.S. Treasury 4.125% 11/15/2032
|
687
|
682
|
|
|
U.S. Treasury 3.75% 11/30/2032
|
8,532
|
8,289
|
|
|
U.S. Treasury 3.875% 12/31/2032
|
33,000
|
32,281
|
|
|
U.S. Treasury 3.50% 2/15/2033
|
3,200
|
3,058
|
|
|
U.S. Treasury 4.25% 3/31/2033
|
1,512
|
1,510
|
|
|
U.S. Treasury 4.125% 4/30/2033
|
10,422
|
10,326
|
|
|
U.S. Treasury 4.25% 5/31/2033
|
6,000
|
5,989
|
|
|
U.S. Treasury 4.375% 5/15/2034
|
179
|
179
|
|
|
U.S. Treasury 4.00% 11/15/2035
|
1,674
|
1,619
|
|
|
U.S. Treasury 4.125% 2/15/2036
|
15
|
15
|
|
|
U.S. Treasury 4.375% 5/15/2036
|
85,420
|
85,000
|
|
|
U.S. Treasury 4.625% 5/15/2044
|
997
|
959
|
|
|
U.S. Treasury 1.875% 2/15/2051
|
553
|
304
|
|
|
U.S. Treasury 2.375% 5/15/2051
|
662
|
410
|
|
|
U.S. Treasury 4.625% 2/15/2055
|
76,370
|
72,044
|
|
|
Bonds, notes & other debt instruments (continued)
U.S. Treasury bonds & notes (continued)
U.S. Treasury (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
U.S. Treasury 4.75% 8/15/2055
|
USD84,965
|
$81,845
|
|
|
U.S. Treasury 4.625% 11/15/2055 (a)
|
183,194
|
173,003
|
|
|
U.S. Treasury 4.75% 2/15/2056 (a)(b)
|
203,983
|
196,684
|
|
|
U.S. Treasury 5.00% 5/15/2056
|
25,000
|
25,086
|
|
|
|
|
|
7,487,544
|
|
U.S. Treasury inflation-protected securities 1.22%
|
|
|
|
|
U.S. Treasury Inflation-Protected Security 0.125% 4/15/2027 (d)
|
29,830
|
29,556
|
|
|
U.S. Treasury Inflation-Protected Security 1.625% 10/15/2027 (d)
|
39,255
|
39,608
|
|
|
U.S. Treasury Inflation-Protected Security 1.25% 4/15/2028 (d)
|
52,528
|
52,406
|
|
|
U.S. Treasury Inflation-Protected Security 1.625% 4/15/2030 (d)
|
24,748
|
24,833
|
|
|
U.S. Treasury Inflation-Protected Security 0.75% 2/15/2042 (d)
|
20,240
|
15,683
|
|
|
U.S. Treasury Inflation-Protected Security 2.375% 2/15/2055 (a)(d)
|
201,795
|
187,969
|
|
|
|
|
|
350,055
|
|
Total U.S. Treasury bonds & notes
|
|
|
7,837,599
|
|
Mortgage-backed obligations 26.44%
Federal agency mortgage-backed obligations 17.46%
|
|
|
|
|
Fannie Mae Pool #AB4213 3.00% 1/1/2027 (e)
|
2
|
2
|
|
|
Fannie Mae Pool #AJ9184 3.50% 1/1/2027 (e)
|
9
|
9
|
|
|
Fannie Mae Pool #AB4920 3.00% 4/1/2027 (e)
|
46
|
45
|
|
|
Fannie Mae Pool #MA2973 3.00% 4/1/2027 (e)
|
—
(c)
|
—
(c)
|
|
|
Fannie Mae Pool #AX3593 3.00% 6/1/2027 (e)
|
14
|
14
|
|
|
Fannie Mae Pool #AO7778 3.00% 7/1/2027 (e)
|
8
|
8
|
|
|
Fannie Mae Pool #310129 3.50% 7/1/2027 (e)
|
19
|
19
|
|
|
Fannie Mae Pool #AB7551 3.00% 1/1/2028 (e)
|
4
|
4
|
|
|
Fannie Mae Pool #AR9883 3.00% 4/1/2028 (e)
|
2
|
2
|
|
|
Fannie Mae Pool #AT0321 3.50% 4/1/2028 (e)
|
4
|
4
|
|
|
Fannie Mae Pool #AT4968 3.00% 5/1/2028 (e)
|
8
|
8
|
|
|
Fannie Mae Pool #AB9654 3.00% 6/1/2028 (e)
|
65
|
64
|
|
|
Fannie Mae Pool #AB9935 3.00% 7/1/2028 (e)
|
73
|
72
|
|
|
Fannie Mae Pool #AS0192 3.00% 8/1/2028 (e)
|
113
|
112
|
|
|
Fannie Mae Pool #AS0113 3.50% 8/1/2028 (e)
|
51
|
50
|
|
|
Fannie Mae Pool #AU6794 3.00% 9/1/2028 (e)
|
3
|
3
|
|
|
Fannie Mae Pool #AU6682 3.00% 9/1/2028 (e)
|
1
|
1
|
|
|
Fannie Mae Pool #AU6684 3.50% 9/1/2028 (e)
|
162
|
161
|
|
|
Fannie Mae Pool #AS0503 3.50% 9/1/2028 (e)
|
140
|
139
|
|
|
Fannie Mae Pool #AU8095 3.50% 9/1/2028 (e)
|
17
|
17
|
|
|
Fannie Mae Pool #AS0756 3.00% 10/1/2028 (e)
|
115
|
114
|
|
|
Fannie Mae Pool #AU7549 3.50% 10/1/2028 (e)
|
49
|
48
|
|
|
Fannie Mae Pool #AS1063 3.00% 11/1/2028 (e)
|
188
|
186
|
|
|
Fannie Mae Pool #AS0904 3.50% 11/1/2028 (e)
|
92
|
91
|
|
|
Fannie Mae Pool #AS1071 3.50% 11/1/2028 (e)
|
90
|
89
|
|
|
Fannie Mae Pool #AS0905 3.50% 11/1/2028 (e)
|
85
|
84
|
|
|
Fannie Mae Pool #AV0637 3.50% 11/1/2028 (e)
|
7
|
7
|
|
|
Fannie Mae Pool #AS1296 3.00% 12/1/2028 (e)
|
138
|
136
|
|
|
Fannie Mae Pool #AV4997 3.50% 1/1/2029 (e)
|
100
|
99
|
|
|
Fannie Mae Pool #AL4843 3.50% 2/1/2029 (e)
|
118
|
117
|
|
|
Fannie Mae Pool #AS1641 3.50% 2/1/2029 (e)
|
84
|
83
|
|
|
Fannie Mae Pool #AS1639 3.50% 2/1/2029 (e)
|
45
|
44
|
|
|
Fannie Mae Pool #AW1249 3.00% 5/1/2029 (e)
|
15
|
15
|
|
|
Fannie Mae Pool #AL5688 3.50% 8/1/2029 (e)
|
169
|
168
|
|
|
Fannie Mae Pool #AX1256 3.50% 8/1/2029 (e)
|
19
|
19
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Fannie Mae Pool #AX1293 3.50% 9/1/2029 (e)
|
USD71
|
$70
|
|
|
Fannie Mae Pool #AL6368 3.00% 10/1/2029 (e)
|
47
|
46
|
|
|
Fannie Mae Pool #AL6140 3.50% 12/1/2029 (e)
|
282
|
278
|
|
|
Fannie Mae Pool #AY1948 3.50% 1/1/2030 (e)
|
34
|
33
|
|
|
Fannie Mae Pool #AY2719 3.00% 2/1/2030 (e)
|
51
|
50
|
|
|
Fannie Mae Pool #AZ3371 3.50% 7/1/2030 (e)
|
162
|
160
|
|
|
Fannie Mae Pool #AL7141 3.50% 7/1/2030 (e)
|
47
|
47
|
|
|
Fannie Mae Pool #AZ0554 3.50% 10/1/2030 (e)
|
53
|
52
|
|
|
Fannie Mae Pool #BM3501 3.00% 4/1/2032 (e)
|
42
|
42
|
|
|
Fannie Mae Pool #BJ9182 3.00% 5/1/2033 (e)
|
580
|
561
|
|
|
Fannie Mae Pool #BN3184 3.00% 6/1/2033 (e)
|
120
|
115
|
|
|
Fannie Mae Pool #BJ6880 3.00% 6/1/2033 (e)
|
14
|
13
|
|
|
Fannie Mae Pool #695412 5.00% 6/1/2033 (e)
|
2
|
2
|
|
|
Fannie Mae Pool #MA3463 4.00% 9/1/2033 (e)
|
4,528
|
4,482
|
|
|
Fannie Mae Pool #BN1087 4.00% 1/1/2034 (e)
|
5
|
5
|
|
|
Fannie Mae Pool #BK0499 3.00% 12/1/2034 (e)
|
51
|
48
|
|
|
Fannie Mae Pool #FM2499 2.50% 2/1/2035 (e)
|
2,999
|
2,828
|
|
|
Fannie Mae Pool #AD3566 5.00% 10/1/2035 (e)
|
17
|
17
|
|
|
Fannie Mae Pool #CB3701 2.50% 5/1/2037 (e)
|
2,926
|
2,758
|
|
|
Fannie Mae Pool #MA4628 2.50% 6/1/2037 (e)
|
4,293
|
4,046
|
|
|
Fannie Mae Pool #MA4665 2.50% 7/1/2037 (e)
|
844
|
795
|
|
|
Fannie Mae Pool #MA4773 2.50% 10/1/2037 (e)
|
387
|
365
|
|
|
Fannie Mae Pool #888698 7.00% 10/1/2037 (e)
|
12
|
12
|
|
|
Fannie Mae Pool #931768 5.00% 8/1/2039 (e)
|
24
|
24
|
|
|
Fannie Mae Pool #MA5477 6.00% 9/1/2039 (e)
|
3,733
|
3,840
|
|
|
Fannie Mae Pool #DC3296 6.00% 9/1/2039 (e)
|
695
|
718
|
|
|
Fannie Mae Pool #DC3299 6.00% 9/1/2039 (e)
|
675
|
696
|
|
|
Fannie Mae Pool #AC0794 5.00% 10/1/2039 (e)
|
96
|
96
|
|
|
Fannie Mae Pool #DC9687 6.00% 12/1/2039 (e)
|
1,225
|
1,267
|
|
|
Fannie Mae Pool #DC9688 6.00% 12/1/2039 (e)
|
885
|
912
|
|
|
Fannie Mae Pool #DC9263 6.00% 12/1/2039 (e)
|
112
|
115
|
|
|
Fannie Mae Pool #DC9689 6.00% 1/1/2040 (e)
|
1,589
|
1,642
|
|
|
Fannie Mae Pool #DD0877 6.00% 1/1/2040 (e)
|
1,290
|
1,329
|
|
|
Fannie Mae Pool #DD0876 6.00% 1/1/2040 (e)
|
905
|
931
|
|
|
Fannie Mae Pool #932606 5.00% 2/1/2040 (e)
|
44
|
45
|
|
|
Fannie Mae Pool #CC0032 6.00% 2/1/2040 (e)
|
149
|
153
|
|
|
Fannie Mae Pool #MA5632 6.00% 2/1/2040 (e)
|
37
|
38
|
|
|
Fannie Mae Pool #FA0743 6.00% 3/1/2040 (e)
|
7,739
|
7,960
|
|
|
Fannie Mae Pool #MA5662 6.00% 3/1/2040 (e)
|
1,844
|
1,897
|
|
|
Fannie Mae Pool #AB1084 5.50% 5/1/2040 (e)
|
45
|
45
|
|
|
Fannie Mae Pool #MA5773 6.00% 7/1/2040 (e)
|
18
|
19
|
|
|
Fannie Mae Pool #MA4093 2.00% 8/1/2040 (e)
|
198
|
174
|
|
|
Fannie Mae Pool #MA4152 2.00% 10/1/2040 (e)
|
224
|
197
|
|
|
Fannie Mae Pool #MA4333 2.00% 5/1/2041 (e)
|
2,116
|
1,843
|
|
|
Fannie Mae Pool #AE1248 5.00% 6/1/2041 (e)
|
200
|
202
|
|
|
Fannie Mae Pool #MA4387 2.00% 7/1/2041 (e)
|
8,412
|
7,315
|
|
|
Fannie Mae Pool #FM7690 2.00% 7/1/2041 (e)
|
1,006
|
876
|
|
|
Fannie Mae Pool #BT5941 2.00% 7/1/2041 (e)
|
397
|
345
|
|
|
Fannie Mae Pool #MA4407 2.00% 8/1/2041 (e)
|
7,500
|
6,517
|
|
|
Fannie Mae Pool #FM8120 2.00% 8/1/2041 (e)
|
684
|
597
|
|
|
Fannie Mae Pool #AJ1873 4.00% 10/1/2041 (e)
|
14
|
13
|
|
|
Fannie Mae Pool #AE1277 5.00% 11/1/2041 (e)
|
83
|
84
|
|
|
Fannie Mae Pool #MA4501 2.00% 12/1/2041 (e)
|
18,449
|
15,984
|
|
|
Fannie Mae Pool #AE1283 5.00% 12/1/2041 (e)
|
38
|
39
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Fannie Mae Pool #FS0305 1.50% 1/1/2042 (e)
|
USD27,593
|
$23,112
|
|
|
Fannie Mae Pool #MA4540 2.00% 2/1/2042 (e)
|
3,775
|
3,265
|
|
|
Fannie Mae Pool #AE1290 5.00% 2/1/2042 (e)
|
117
|
118
|
|
|
Fannie Mae Pool #MA4586 2.00% 4/1/2042 (e)
|
1,430
|
1,236
|
|
|
Fannie Mae Pool #AR1512 3.50% 1/1/2043 (e)
|
258
|
242
|
|
|
Fannie Mae Pool #AT0412 3.50% 3/1/2043 (e)
|
110
|
102
|
|
|
Fannie Mae Pool #AT0300 3.50% 3/1/2043 (e)
|
36
|
34
|
|
|
Fannie Mae Pool #AT3954 3.50% 4/1/2043 (e)
|
53
|
50
|
|
|
Fannie Mae Pool #AL3829 3.50% 6/1/2043 (e)
|
1,136
|
1,068
|
|
|
Fannie Mae Pool #AT7161 3.50% 6/1/2043 (e)
|
381
|
356
|
|
|
Fannie Mae Pool #AX8521 3.50% 12/1/2044 (e)
|
37
|
34
|
|
|
Fannie Mae Pool #AY1829 3.50% 12/1/2044 (e)
|
19
|
18
|
|
|
Fannie Mae Pool #BE5009 3.50% 1/1/2045 (e)
|
79
|
74
|
|
|
Fannie Mae Pool #BE5017 3.50% 2/1/2045 (e)
|
671
|
626
|
|
|
Fannie Mae Pool #FM9416 3.50% 7/1/2045 (e)
|
21,999
|
20,499
|
|
|
Fannie Mae Pool #AS8310 3.00% 11/1/2046 (e)
|
916
|
831
|
|
|
Fannie Mae Pool #BM1179 3.00% 4/1/2047 (e)
|
1,145
|
1,038
|
|
|
Fannie Mae Pool #BE8740 3.50% 5/1/2047 (e)
|
535
|
496
|
|
|
Fannie Mae Pool #BE8742 3.50% 5/1/2047 (e)
|
150
|
140
|
|
|
Fannie Mae Pool #BH2846 3.50% 5/1/2047 (e)
|
86
|
80
|
|
|
Fannie Mae Pool #BH2848 3.50% 5/1/2047 (e)
|
76
|
71
|
|
|
Fannie Mae Pool #BH2847 3.50% 5/1/2047 (e)
|
23
|
21
|
|
|
Fannie Mae Pool #BJ5015 4.00% 12/1/2047 (e)
|
67
|
64
|
|
|
Fannie Mae Pool #BM3788 3.50% 3/1/2048 (e)
|
2,779
|
2,579
|
|
|
Fannie Mae Pool #BJ4901 3.50% 3/1/2048 (e)
|
390
|
362
|
|
|
Fannie Mae Pool #BK5232 4.00% 5/1/2048 (e)
|
41
|
39
|
|
|
Fannie Mae Pool #BK6840 4.00% 6/1/2048 (e)
|
57
|
54
|
|
|
Fannie Mae Pool #BK9743 4.00% 8/1/2048 (e)
|
17
|
16
|
|
|
Fannie Mae Pool #BK9761 4.50% 8/1/2048 (e)
|
89
|
88
|
|
|
Fannie Mae Pool #BF0320 5.50% 1/1/2049 (e)
|
1,548
|
1,604
|
|
|
Fannie Mae Pool #FM3280 3.50% 5/1/2049 (e)
|
727
|
677
|
|
|
Fannie Mae Pool #FM1062 3.50% 6/1/2049 (e)
|
4,218
|
3,923
|
|
|
Fannie Mae Pool #BJ8411 3.50% 8/1/2049 (e)
|
1,079
|
1,002
|
|
|
Fannie Mae Pool #CA4151 3.50% 9/1/2049 (e)
|
5,559
|
5,164
|
|
|
Fannie Mae Pool #FM1443 3.50% 9/1/2049 (e)
|
3,121
|
2,895
|
|
|
Fannie Mae Pool #CA5333 3.00% 3/1/2050 (e)
|
33,029
|
29,541
|
|
|
Fannie Mae Pool #CA5338 3.00% 3/1/2050 (e)
|
10,885
|
9,566
|
|
|
Fannie Mae Pool #CA5659 2.50% 5/1/2050 (e)
|
17
|
15
|
|
|
Fannie Mae Pool #CA5731 3.00% 5/1/2050 (e)
|
23,523
|
20,818
|
|
|
Fannie Mae Pool #CA5968 2.50% 6/1/2050 (e)
|
3,233
|
2,768
|
|
|
Fannie Mae Pool #BP5576 2.50% 6/1/2050 (e)
|
511
|
429
|
|
|
Fannie Mae Pool #CA6349 3.00% 7/1/2050 (e)
|
145
|
128
|
|
|
Fannie Mae Pool #CA6593 2.50% 8/1/2050 (e)
|
9,030
|
7,728
|
|
|
Fannie Mae Pool #CA6740 3.00% 8/1/2050 (e)
|
71
|
62
|
|
|
Fannie Mae Pool #CA7021 2.00% 9/1/2050 (e)
|
1,998
|
1,608
|
|
|
Fannie Mae Pool #CA7052 3.00% 9/1/2050 (e)
|
248
|
219
|
|
|
Fannie Mae Pool #BQ3114 2.00% 10/1/2050 (e)
|
45
|
36
|
|
|
Fannie Mae Pool #CA7381 3.00% 10/1/2050 (e)
|
112
|
98
|
|
|
Fannie Mae Pool #CA7737 2.50% 11/1/2050 (e)
|
7,522
|
6,398
|
|
|
Fannie Mae Pool #CA7599 2.50% 11/1/2050 (e)
|
4,699
|
4,032
|
|
|
Fannie Mae Pool #FM4969 2.00% 12/1/2050 (e)
|
4,018
|
3,271
|
|
|
Fannie Mae Pool #MA4208 2.00% 12/1/2050 (e)
|
1,544
|
1,248
|
|
|
Fannie Mae Pool #FM4783 2.00% 12/1/2050 (e)
|
261
|
209
|
|
|
Fannie Mae Pool #CA8046 3.00% 12/1/2050 (e)
|
4,407
|
3,932
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Fannie Mae Pool #FM5166 3.00% 12/1/2050 (e)
|
USD76
|
$67
|
|
|
Fannie Mae Pool #FS9792 4.50% 12/1/2050 (e)
|
305
|
299
|
|
|
Fannie Mae Pool #MA4237 2.00% 1/1/2051 (e)
|
5,269
|
4,257
|
|
|
Fannie Mae Pool #CA8513 2.50% 1/1/2051 (e)
|
386
|
324
|
|
|
Fannie Mae Pool #CA8609 2.50% 1/1/2051 (e)
|
186
|
157
|
|
|
Fannie Mae Pool #FM6293 3.00% 1/1/2051 (e)
|
41
|
36
|
|
|
Fannie Mae Pool #FM6332 2.00% 2/1/2051 (e)
|
152
|
122
|
|
|
Fannie Mae Pool #CA8828 2.50% 2/1/2051 (e)
|
14,799
|
12,626
|
|
|
Fannie Mae Pool #BR4075 2.00% 3/1/2051 (e)
|
12,693
|
10,323
|
|
|
Fannie Mae Pool #FM6556 2.00% 3/1/2051 (e)
|
1,507
|
1,208
|
|
|
Fannie Mae Pool #BR4694 2.00% 3/1/2051 (e)
|
47
|
37
|
|
|
Fannie Mae Pool #FM6764 2.50% 3/1/2051 (e)
|
4
|
3
|
|
|
Fannie Mae Pool #BR3771 2.00% 4/1/2051 (e)
|
12,102
|
9,697
|
|
|
Fannie Mae Pool #CB0290 2.00% 4/1/2051 (e)
|
5,049
|
4,080
|
|
|
Fannie Mae Pool #MA4305 2.00% 4/1/2051 (e)
|
73
|
59
|
|
|
Fannie Mae Pool #FM6965 2.50% 4/1/2051 (e)
|
39
|
33
|
|
|
Fannie Mae Pool #FM6871 2.50% 4/1/2051 (e)
|
23
|
20
|
|
|
Fannie Mae Pool #CB0041 3.00% 4/1/2051 (e)
|
17,721
|
15,863
|
|
|
Fannie Mae Pool #CB0191 3.00% 4/1/2051 (e)
|
1,171
|
1,032
|
|
|
Fannie Mae Pool #CB0193 3.00% 4/1/2051 (e)
|
140
|
124
|
|
|
Fannie Mae Pool #CB0449 2.00% 5/1/2051 (e)
|
33,695
|
27,163
|
|
|
Fannie Mae Pool #FM7411 2.00% 5/1/2051 (e)
|
945
|
757
|
|
|
Fannie Mae Pool #CB0457 2.50% 5/1/2051 (e)
|
3,010
|
2,556
|
|
|
Fannie Mae Pool #FM8114 2.00% 6/1/2051 (e)
|
4,148
|
3,324
|
|
|
Fannie Mae Pool #BQ7411 2.00% 6/1/2051 (e)
|
2,281
|
1,841
|
|
|
Fannie Mae Pool #CB0844 2.50% 6/1/2051 (e)
|
782
|
655
|
|
|
Fannie Mae Pool #FM7909 3.00% 6/1/2051 (e)
|
105
|
92
|
|
|
Fannie Mae Pool #CB1186 2.00% 7/1/2051 (e)
|
3,667
|
2,958
|
|
|
Fannie Mae Pool #MA4378 2.00% 7/1/2051 (e)
|
145
|
117
|
|
|
Fannie Mae Pool #FM9530 2.50% 7/1/2051 (e)
|
1,640
|
1,375
|
|
|
Fannie Mae Pool #FM7900 2.50% 7/1/2051 (e)
|
1,209
|
1,037
|
|
|
Fannie Mae Pool #BQ0991 2.50% 7/1/2051 (e)
|
595
|
499
|
|
|
Fannie Mae Pool #FM7886 2.50% 7/1/2051 (e)
|
136
|
115
|
|
|
Fannie Mae Pool #FM8315 2.50% 7/1/2051 (e)
|
32
|
27
|
|
|
Fannie Mae Pool #FM8197 2.00% 8/1/2051 (e)
|
126
|
101
|
|
|
Fannie Mae Pool #FM8320 2.50% 8/1/2051 (e)
|
226
|
189
|
|
|
Fannie Mae Pool #BR2258 2.50% 8/1/2051 (e)
|
142
|
120
|
|
|
Fannie Mae Pool #BT4304 2.50% 8/1/2051 (e)
|
34
|
29
|
|
|
Fannie Mae Pool #BQ6558 2.50% 9/1/2051 (e)
|
3,173
|
2,660
|
|
|
Fannie Mae Pool #BT4725 2.50% 9/1/2051 (e)
|
833
|
698
|
|
|
Fannie Mae Pool #FM8980 2.50% 9/1/2051 (e)
|
764
|
645
|
|
|
Fannie Mae Pool #FS0031 2.50% 10/1/2051 (e)
|
1,644
|
1,379
|
|
|
Fannie Mae Pool #BT6781 2.50% 10/1/2051 (e)
|
22
|
19
|
|
|
Fannie Mae Pool #MA4465 2.00% 11/1/2051 (e)
|
4,925
|
3,964
|
|
|
Fannie Mae Pool #BU6503 2.00% 11/1/2051 (e)
|
491
|
396
|
|
|
Fannie Mae Pool #FS0965 2.00% 11/1/2051 (e)
|
333
|
269
|
|
|
Fannie Mae Pool #FM9492 2.50% 11/1/2051 (e)
|
7,156
|
6,147
|
|
|
Fannie Mae Pool #FM9694 2.50% 11/1/2051 (e)
|
3,333
|
2,876
|
|
|
Fannie Mae Pool #FM9481 2.50% 11/1/2051 (e)
|
947
|
794
|
|
|
Fannie Mae Pool #FM9632 3.00% 11/1/2051 (e)
|
7,939
|
7,043
|
|
|
Fannie Mae Pool #FM9631 3.00% 11/1/2051 (e)
|
3,484
|
3,103
|
|
|
Fannie Mae Pool #CB2292 3.00% 11/1/2051 (e)
|
965
|
859
|
|
|
Fannie Mae Pool #MA4492 2.00% 12/1/2051 (e)
|
1,528
|
1,230
|
|
|
Fannie Mae Pool #CB3000 2.00% 12/1/2051 (e)
|
919
|
738
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Fannie Mae Pool #FS0433 2.50% 12/1/2051 (e)
|
USD21,384
|
$18,527
|
|
|
Fannie Mae Pool #CB2286 2.50% 12/1/2051 (e)
|
12,782
|
10,934
|
|
|
Fannie Mae Pool #CB2319 2.50% 12/1/2051 (e)
|
11,606
|
9,900
|
|
|
Fannie Mae Pool #CB2375 2.50% 12/1/2051 (e)
|
11,529
|
9,873
|
|
|
Fannie Mae Pool #CB2372 2.50% 12/1/2051 (e)
|
5,608
|
4,800
|
|
|
Fannie Mae Pool #BT9510 2.50% 12/1/2051 (e)
|
4,322
|
3,712
|
|
|
Fannie Mae Pool #BT9483 2.50% 12/1/2051 (e)
|
4,327
|
3,709
|
|
|
Fannie Mae Pool #FM9804 2.50% 12/1/2051 (e)
|
3,665
|
3,156
|
|
|
Fannie Mae Pool #BU3058 2.50% 12/1/2051 (e)
|
951
|
797
|
|
|
Fannie Mae Pool #BU7607 2.50% 12/1/2051 (e)
|
332
|
279
|
|
|
Fannie Mae Pool #FM9921 3.00% 12/1/2051 (e)
|
7,677
|
6,718
|
|
|
Fannie Mae Pool #FM9976 3.00% 12/1/2051 (e)
|
4,960
|
4,461
|
|
|
Fannie Mae Pool #CB2293 3.00% 12/1/2051 (e)
|
1,017
|
905
|
|
|
Fannie Mae Pool #FM9906 3.00% 12/1/2051 (e)
|
31
|
27
|
|
|
Fannie Mae Pool #BQ7006 2.00% 1/1/2052 (e)
|
1,521
|
1,222
|
|
|
Fannie Mae Pool #FS0490 2.00% 1/1/2052 (e)
|
387
|
310
|
|
|
Fannie Mae Pool #BU1452 2.00% 1/1/2052 (e)
|
345
|
277
|
|
|
Fannie Mae Pool #CB2644 2.50% 1/1/2052 (e)
|
2,425
|
2,033
|
|
|
Fannie Mae Pool #FS0174 2.50% 1/1/2052 (e)
|
933
|
784
|
|
|
Fannie Mae Pool #FS5613 2.50% 1/1/2052 (e)
|
557
|
468
|
|
|
Fannie Mae Pool #BU9638 2.50% 1/1/2052 (e)
|
219
|
185
|
|
|
Fannie Mae Pool #FS3549 2.50% 1/1/2052 (e)
|
118
|
99
|
|
|
Fannie Mae Pool #CB2544 3.00% 1/1/2052 (e)
|
10,334
|
9,157
|
|
|
Fannie Mae Pool #BV3076 2.00% 2/1/2052 (e)
|
14,825
|
11,899
|
|
|
Fannie Mae Pool #BV3080 2.00% 2/1/2052 (e)
|
11,491
|
9,222
|
|
|
Fannie Mae Pool #CB2765 2.00% 2/1/2052 (e)
|
5,171
|
4,176
|
|
|
Fannie Mae Pool #MA4547 2.00% 2/1/2052 (e)
|
3,142
|
2,526
|
|
|
Fannie Mae Pool #BV3083 2.00% 2/1/2052 (e)
|
760
|
610
|
|
|
Fannie Mae Pool #BU2630 2.00% 2/1/2052 (e)
|
441
|
353
|
|
|
Fannie Mae Pool #CB2927 2.00% 2/1/2052 (e)
|
174
|
140
|
|
|
Fannie Mae Pool #CB2849 2.00% 2/1/2052 (e)
|
35
|
28
|
|
|
Fannie Mae Pool #FS0523 2.50% 2/1/2052 (e)
|
1,367
|
1,169
|
|
|
Fannie Mae Pool #FS0647 3.00% 2/1/2052 (e)
|
403
|
361
|
|
|
Fannie Mae Pool #BV3101 2.00% 3/1/2052 (e)
|
1,974
|
1,584
|
|
|
Fannie Mae Pool #FS1742 2.00% 3/1/2052 (e)
|
1,936
|
1,557
|
|
|
Fannie Mae Pool #MA4562 2.00% 3/1/2052 (e)
|
1,575
|
1,266
|
|
|
Fannie Mae Pool #CB3040 2.00% 3/1/2052 (e)
|
830
|
667
|
|
|
Fannie Mae Pool #BV4172 2.00% 3/1/2052 (e)
|
829
|
665
|
|
|
Fannie Mae Pool #BT2298 2.00% 3/1/2052 (e)
|
155
|
124
|
|
|
Fannie Mae Pool #BT2296 2.00% 3/1/2052 (e)
|
29
|
24
|
|
|
Fannie Mae Pool #FS5083 3.00% 3/1/2052 (e)
|
1,085
|
955
|
|
|
Fannie Mae Pool #MA4577 2.00% 4/1/2052 (e)
|
7,149
|
5,743
|
|
|
Fannie Mae Pool #FS7498 2.00% 4/1/2052 (e)
|
2,597
|
2,087
|
|
|
Fannie Mae Pool #FS1598 2.00% 4/1/2052 (e)
|
1,262
|
1,015
|
|
|
Fannie Mae Pool #BW3272 2.00% 4/1/2052 (e)
|
630
|
506
|
|
|
Fannie Mae Pool #FS6892 2.00% 4/1/2052 (e)
|
125
|
100
|
|
|
Fannie Mae Pool #CB3345 2.00% 4/1/2052 (e)
|
123
|
98
|
|
|
Fannie Mae Pool #FA3738 2.50% 4/1/2052 (e)
|
19,821
|
16,651
|
|
|
Fannie Mae Pool #BV3847 2.50% 4/1/2052 (e)
|
650
|
548
|
|
|
Fannie Mae Pool #BV8156 2.50% 4/1/2052 (e)
|
161
|
135
|
|
|
Fannie Mae Pool #CB3379 4.00% 4/1/2052 (e)
|
570
|
537
|
|
|
Fannie Mae Pool #FS9189 2.00% 5/1/2052 (e)
|
1,710
|
1,380
|
|
|
Fannie Mae Pool #BW0160 2.50% 5/1/2052 (e)
|
707
|
598
|
|
|
Fannie Mae Pool #BV5578 3.00% 5/1/2052 (e)
|
833
|
730
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Fannie Mae Pool #FA4192 2.00% 6/1/2052 (e)
|
USD1,085
|
$870
|
|
|
Fannie Mae Pool #FS6031 2.00% 6/1/2052 (e)
|
337
|
270
|
|
|
Fannie Mae Pool #BW2934 2.50% 6/1/2052 (e)
|
664
|
560
|
|
|
Fannie Mae Pool #BU8730 2.50% 6/1/2052 (e)
|
104
|
88
|
|
|
Fannie Mae Pool #FS2676 3.00% 6/1/2052 (e)
|
756
|
661
|
|
|
Fannie Mae Pool #FS6943 3.00% 6/1/2052 (e)
|
673
|
589
|
|
|
Fannie Mae Pool #CB4021 4.00% 6/1/2052 (e)
|
1,177
|
1,106
|
|
|
Fannie Mae Pool #MA4651 2.00% 7/1/2052 (e)
|
726
|
583
|
|
|
Fannie Mae Pool #FA2839 2.50% 7/1/2052 (e)
|
5,478
|
4,592
|
|
|
Fannie Mae Pool #FA2841 3.00% 8/1/2052 (e)
|
18,736
|
16,389
|
|
|
Fannie Mae Pool #FS2654 4.00% 8/1/2052 (e)
|
2,814
|
2,649
|
|
|
Fannie Mae Pool #BW9206 5.50% 8/1/2052 (e)
|
560
|
580
|
|
|
Fannie Mae Pool #CB4421 5.50% 8/1/2052 (e)
|
216
|
219
|
|
|
Fannie Mae Pool #BV0952 4.50% 9/1/2052 (e)
|
762
|
735
|
|
|
Fannie Mae Pool #FS3056 2.00% 10/1/2052 (e)
|
7,309
|
5,856
|
|
|
Fannie Mae Pool #CB4852 4.50% 10/1/2052 (e)
|
7,415
|
7,152
|
|
|
Fannie Mae Pool #BW1215 4.50% 10/1/2052 (e)
|
1,962
|
1,892
|
|
|
Fannie Mae Pool #BW1289 5.50% 10/1/2052 (e)
|
6,107
|
6,163
|
|
|
Fannie Mae Pool #BW1243 5.50% 10/1/2052 (e)
|
5,693
|
5,748
|
|
|
Fannie Mae Pool #FS5554 4.50% 11/1/2052 (e)
|
3,029
|
2,922
|
|
|
Fannie Mae Pool #MA4805 4.50% 11/1/2052 (e)
|
31
|
30
|
|
|
Fannie Mae Pool #BX3101 5.50% 11/1/2052 (e)
|
140
|
141
|
|
|
Fannie Mae Pool #CB5764 2.50% 12/1/2052 (e)
|
631
|
529
|
|
|
Fannie Mae Pool #BW1417 2.50% 12/1/2052 (e)
|
503
|
423
|
|
|
Fannie Mae Pool #MA4842 5.50% 12/1/2052 (e)
|
13,322
|
13,482
|
|
|
Fannie Mae Pool #FS5520 4.50% 1/1/2053 (e)
|
241
|
232
|
|
|
Fannie Mae Pool #BX6633 5.50% 1/1/2053 (e)
|
1,120
|
1,129
|
|
|
Fannie Mae Pool #BX5592 5.50% 1/1/2053 (e)
|
639
|
645
|
|
|
Fannie Mae Pool #BX0856 5.50% 1/1/2053 (e)
|
21
|
21
|
|
|
Fannie Mae Pool #MA4894 6.00% 1/1/2053 (e)
|
5,047
|
5,177
|
|
|
Fannie Mae Pool #BX5040 6.00% 1/1/2053 (e)
|
88
|
91
|
|
|
Fannie Mae Pool #CB5545 6.50% 1/1/2053 (e)
|
1,521
|
1,598
|
|
|
Fannie Mae Pool #MA4919 5.50% 2/1/2053 (e)
|
12,164
|
12,273
|
|
|
Fannie Mae Pool #BX7551 5.50% 2/1/2053 (e)
|
1,018
|
1,025
|
|
|
Fannie Mae Pool #FS4191 5.50% 3/1/2053 (e)
|
3,259
|
3,305
|
|
|
Fannie Mae Pool #BX7779 5.50% 3/1/2053 (e)
|
1,400
|
1,414
|
|
|
Fannie Mae Pool #BX9111 5.50% 3/1/2053 (e)
|
1,292
|
1,302
|
|
|
Fannie Mae Pool #BX7555 5.50% 3/1/2053 (e)
|
1,123
|
1,132
|
|
|
Fannie Mae Pool #FS4152 5.50% 3/1/2053 (e)
|
896
|
904
|
|
|
Fannie Mae Pool #MA4979 5.50% 4/1/2053 (e)
|
22,563
|
22,762
|
|
|
Fannie Mae Pool #BX9999 5.50% 4/1/2053 (e)
|
1,907
|
1,932
|
|
|
Fannie Mae Pool #BY0130 5.50% 4/1/2053 (e)
|
1,755
|
1,772
|
|
|
Fannie Mae Pool #BY0003 5.50% 4/1/2053 (e)
|
1,454
|
1,469
|
|
|
Fannie Mae Pool #BY0007 5.50% 4/1/2053 (e)
|
1,327
|
1,344
|
|
|
Fannie Mae Pool #BY3206 5.50% 4/1/2053 (e)
|
1,288
|
1,297
|
|
|
Fannie Mae Pool #BX8883 5.50% 4/1/2053 (e)
|
1,135
|
1,143
|
|
|
Fannie Mae Pool #MA4980 6.00% 4/1/2053 (e)
|
2,369
|
2,428
|
|
|
Fannie Mae Pool #CB6597 6.00% 4/1/2053 (e)
|
32
|
33
|
|
|
Fannie Mae Pool #CB6106 6.50% 4/1/2053 (e)
|
3,695
|
3,909
|
|
|
Fannie Mae Pool #FS9677 2.50% 5/1/2053 (e)
|
137
|
115
|
|
|
Fannie Mae Pool #BW9710 3.00% 5/1/2053 (e)
|
2,631
|
2,302
|
|
|
Fannie Mae Pool #FS4563 5.00% 5/1/2053 (e)
|
7,124
|
7,077
|
|
|
Fannie Mae Pool #BY2505 5.50% 5/1/2053 (e)
|
2,059
|
2,075
|
|
|
Fannie Mae Pool #BY1592 5.50% 5/1/2053 (e)
|
1,484
|
1,497
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Fannie Mae Pool #BY3207 5.50% 5/1/2053 (e)
|
USD1,450
|
$1,476
|
|
|
Fannie Mae Pool #BY3208 5.50% 5/1/2053 (e)
|
1,196
|
1,205
|
|
|
Fannie Mae Pool #BY0091 5.50% 5/1/2053 (e)
|
795
|
801
|
|
|
Fannie Mae Pool #FS4840 5.50% 5/1/2053 (e)
|
380
|
383
|
|
|
Fannie Mae Pool #MA5010 5.50% 5/1/2053 (e)
|
69
|
69
|
|
|
Fannie Mae Pool #MA5011 6.00% 5/1/2053 (e)
|
36,968
|
37,881
|
|
|
Fannie Mae Pool #BY1721 6.00% 5/1/2053 (e)
|
1,446
|
1,488
|
|
|
Fannie Mae Pool #BY2260 6.00% 5/1/2053 (e)
|
81
|
83
|
|
|
Fannie Mae Pool #FS4736 6.50% 5/1/2053 (e)
|
1,128
|
1,177
|
|
|
Fannie Mae Pool #MA5037 4.50% 6/1/2053 (e)
|
5,379
|
5,186
|
|
|
Fannie Mae Pool #CB6471 4.50% 6/1/2053 (e)
|
881
|
849
|
|
|
Fannie Mae Pool #FS5192 5.50% 6/1/2053 (e)
|
19,122
|
19,238
|
|
|
Fannie Mae Pool #MA5039 5.50% 6/1/2053 (e)
|
2,037
|
2,054
|
|
|
Fannie Mae Pool #BY3337 5.50% 6/1/2053 (e)
|
956
|
964
|
|
|
Fannie Mae Pool #BY5242 5.50% 6/1/2053 (e)
|
42
|
42
|
|
|
Fannie Mae Pool #MA5040 6.00% 6/1/2053 (e)
|
57,403
|
58,896
|
|
|
Fannie Mae Pool #CB6485 6.00% 6/1/2053 (e)
|
20,413
|
21,011
|
|
|
Fannie Mae Pool #CB6486 6.00% 6/1/2053 (e)
|
13,601
|
13,973
|
|
|
Fannie Mae Pool #CB6465 6.00% 6/1/2053 (e)
|
9,812
|
10,114
|
|
|
Fannie Mae Pool #FS4775 6.00% 6/1/2053 (e)
|
636
|
651
|
|
|
Fannie Mae Pool #BW5303 6.00% 6/1/2053 (e)
|
33
|
34
|
|
|
Fannie Mae Pool #CB6491 6.50% 6/1/2053 (e)
|
12,637
|
13,210
|
|
|
Fannie Mae Pool #CB6490 6.50% 6/1/2053 (e)
|
4,803
|
5,024
|
|
|
Fannie Mae Pool #CB6468 6.50% 6/1/2053 (e)
|
3,865
|
4,049
|
|
|
Fannie Mae Pool #FS7823 2.00% 7/1/2053 (e)
|
7,940
|
6,383
|
|
|
Fannie Mae Pool #BW9648 3.50% 7/1/2053 (e)
|
354
|
323
|
|
|
Fannie Mae Pool #MA5072 5.50% 7/1/2053 (e)
|
2,300
|
2,319
|
|
|
Fannie Mae Pool #FS5517 6.00% 7/1/2053 (e)
|
701
|
720
|
|
|
Fannie Mae Pool #MA5105 4.50% 8/1/2053 (e)
|
7,475
|
7,201
|
|
|
Fannie Mae Pool #MA5108 6.00% 8/1/2053 (e)
|
115,137
|
118,083
|
|
|
Fannie Mae Pool #CB7104 5.50% 9/1/2053 (e)
|
88
|
89
|
|
|
Fannie Mae Pool #CB7122 6.00% 9/1/2053 (e)
|
7,245
|
7,456
|
|
|
Fannie Mae Pool #MA5165 5.50% 10/1/2053 (e)
|
207
|
209
|
|
|
Fannie Mae Pool #MA5166 6.00% 10/1/2053 (e)
|
8,620
|
8,828
|
|
|
Fannie Mae Pool #FS6163 6.00% 10/1/2053 (e)
|
8,418
|
8,676
|
|
|
Fannie Mae Pool #CB7341 6.00% 10/1/2053 (e)
|
1,034
|
1,067
|
|
|
Fannie Mae Pool #MA5190 5.50% 11/1/2053 (e)
|
2,894
|
2,917
|
|
|
Fannie Mae Pool #FS6838 5.50% 11/1/2053 (e)
|
1,943
|
1,959
|
|
|
Fannie Mae Pool #MA5191 6.00% 11/1/2053 (e)
|
10,416
|
10,659
|
|
|
Fannie Mae Pool #CB7438 6.00% 11/1/2053 (e)
|
7,484
|
7,705
|
|
|
Fannie Mae Pool #CB7480 6.00% 11/1/2053 (e)
|
5,401
|
5,558
|
|
|
Fannie Mae Pool #CB7510 6.50% 11/1/2053 (e)
|
12,160
|
12,742
|
|
|
Fannie Mae Pool #CB7426 6.50% 11/1/2053 (e)
|
2,594
|
2,708
|
|
|
Fannie Mae Pool #MA5192 6.50% 11/1/2053 (e)
|
1,909
|
1,985
|
|
|
Fannie Mae Pool #MA5215 5.50% 12/1/2053 (e)
|
2,062
|
2,078
|
|
|
Fannie Mae Pool #CB7617 6.00% 12/1/2053 (e)
|
26,945
|
27,708
|
|
|
Fannie Mae Pool #MA5216 6.00% 12/1/2053 (e)
|
3,075
|
3,143
|
|
|
Fannie Mae Pool #CB7626 6.50% 12/1/2053 (e)
|
994
|
1,047
|
|
|
Fannie Mae Pool #CB7862 6.00% 1/1/2054 (e)
|
6,474
|
6,655
|
|
|
Fannie Mae Pool #MA5247 6.00% 1/1/2054 (e)
|
1,740
|
1,779
|
|
|
Fannie Mae Pool #FS6873 6.50% 1/1/2054 (e)
|
25,328
|
26,336
|
|
|
Fannie Mae Pool #FS6767 6.50% 1/1/2054 (e)
|
4,033
|
4,240
|
|
|
Fannie Mae Pool #FS6763 6.50% 1/1/2054 (e)
|
743
|
781
|
|
|
Fannie Mae Pool #DA5799 7.00% 1/1/2054 (e)
|
1,029
|
1,096
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Fannie Mae Pool #MA5271 5.50% 2/1/2054 (e)
|
USD515
|
$519
|
|
|
Fannie Mae Pool #FS6809 5.50% 2/1/2054 (e)
|
100
|
101
|
|
|
Fannie Mae Pool #CB7932 6.00% 2/1/2054 (e)
|
15,713
|
16,171
|
|
|
Fannie Mae Pool #CB7933 6.50% 2/1/2054 (e)
|
8,591
|
8,964
|
|
|
Fannie Mae Pool #FS7162 6.50% 2/1/2054 (e)
|
1,889
|
1,984
|
|
|
Fannie Mae Pool #CB8018 6.50% 2/1/2054 (e)
|
60
|
62
|
|
|
Fannie Mae Pool #DA7881 5.50% 3/1/2054 (e)
|
5,237
|
5,267
|
|
|
Fannie Mae Pool #CB8151 5.50% 3/1/2054 (e)
|
4,626
|
4,658
|
|
|
Fannie Mae Pool #MA5296 5.50% 3/1/2054 (e)
|
3,717
|
3,740
|
|
|
Fannie Mae Pool #CB8148 5.50% 3/1/2054 (e)
|
2,196
|
2,220
|
|
|
Fannie Mae Pool #CB8143 5.50% 3/1/2054 (e)
|
1,091
|
1,107
|
|
|
Fannie Mae Pool #CB8163 6.00% 3/1/2054 (e)
|
6,666
|
6,856
|
|
|
Fannie Mae Pool #CB8153 6.00% 3/1/2054 (e)
|
5,959
|
6,171
|
|
|
Fannie Mae Pool #CB8168 6.00% 3/1/2054 (e)
|
300
|
307
|
|
|
Fannie Mae Pool #FS7653 6.50% 3/1/2054 (e)
|
785
|
826
|
|
|
Fannie Mae Pool #CB8337 5.50% 4/1/2054 (e)
|
6,252
|
6,299
|
|
|
Fannie Mae Pool #CB8328 5.50% 4/1/2054 (e)
|
4,941
|
5,010
|
|
|
Fannie Mae Pool #BU4479 5.50% 4/1/2054 (e)
|
2,326
|
2,346
|
|
|
Fannie Mae Pool #DB2762 6.00% 4/1/2054 (e)
|
61
|
63
|
|
|
Fannie Mae Pool #CB8387 6.50% 4/1/2054 (e)
|
1,855
|
1,943
|
|
|
Fannie Mae Pool #DB2704 6.50% 4/1/2054 (e)
|
308
|
322
|
|
|
Fannie Mae Pool #DB3612 5.50% 5/1/2054 (e)
|
319
|
321
|
|
|
Fannie Mae Pool #DB4021 6.50% 5/1/2054 (e)
|
54
|
57
|
|
|
Fannie Mae Pool #MA5388 5.50% 6/1/2054 (e)
|
8,461
|
8,511
|
|
|
Fannie Mae Pool #CB8755 6.00% 6/1/2054 (e)
|
3,870
|
3,980
|
|
|
Fannie Mae Pool #FS8153 6.00% 6/1/2054 (e)
|
3,546
|
3,675
|
|
|
Fannie Mae Pool #DB6878 6.00% 6/1/2054 (e)
|
658
|
673
|
|
|
Fannie Mae Pool #FS8223 6.00% 6/1/2054 (e)
|
527
|
540
|
|
|
Fannie Mae Pool #FS8219 6.00% 6/1/2054 (e)
|
472
|
484
|
|
|
Fannie Mae Pool #FP0128 6.50% 6/1/2054 (e)
|
6,585
|
6,847
|
|
|
Fannie Mae Pool #CB8725 6.50% 6/1/2054 (e)
|
2,794
|
2,924
|
|
|
Fannie Mae Pool #DB5480 6.50% 6/1/2054 (e)
|
235
|
246
|
|
|
Fannie Mae Pool #DB6174 6.50% 6/1/2054 (e)
|
39
|
40
|
|
|
Fannie Mae Pool #BU4699 5.50% 7/1/2054 (e)
|
4,842
|
4,900
|
|
|
Fannie Mae Pool #CB8842 5.50% 7/1/2054 (e)
|
1,945
|
1,969
|
|
|
Fannie Mae Pool #DB5213 5.50% 7/1/2054 (e)
|
1,955
|
1,965
|
|
|
Fannie Mae Pool #FS8467 5.50% 7/1/2054 (e)
|
255
|
258
|
|
|
Fannie Mae Pool #MA5421 6.00% 7/1/2054 (e)
|
6,358
|
6,500
|
|
|
Fannie Mae Pool #BU4700 6.00% 7/1/2054 (e)
|
1,853
|
1,906
|
|
|
Fannie Mae Pool #BU4791 6.00% 7/1/2054 (e)
|
827
|
846
|
|
|
Fannie Mae Pool #DB6901 6.00% 7/1/2054 (e)
|
418
|
427
|
|
|
Fannie Mae Pool #DB7039 6.00% 7/1/2054 (e)
|
363
|
373
|
|
|
Fannie Mae Pool #FS8619 6.50% 7/1/2054 (e)
|
7,506
|
7,889
|
|
|
Fannie Mae Pool #CB8872 6.50% 7/1/2054 (e)
|
4,380
|
4,584
|
|
|
Fannie Mae Pool #FS8607 6.50% 7/1/2054 (e)
|
1,713
|
1,795
|
|
|
Fannie Mae Pool #CB8876 6.50% 7/1/2054 (e)
|
1,212
|
1,265
|
|
|
Fannie Mae Pool #FS8786 6.50% 7/1/2054 (e)
|
755
|
790
|
|
|
Fannie Mae Pool #DB6947 6.50% 7/1/2054 (e)
|
551
|
575
|
|
|
Fannie Mae Pool #FS8317 6.50% 7/1/2054 (e)
|
454
|
477
|
|
|
Fannie Mae Pool #CB8977 5.00% 8/1/2054 (e)
|
289
|
286
|
|
|
Fannie Mae Pool #DB7783 5.50% 8/1/2054 (e)
|
23
|
23
|
|
|
Fannie Mae Pool #MA5445 6.00% 8/1/2054 (e)
|
4,174
|
4,267
|
|
|
Fannie Mae Pool #FS8757 6.00% 8/1/2054 (e)
|
3,395
|
3,497
|
|
|
Fannie Mae Pool #FS8795 6.00% 8/1/2054 (e)
|
2,065
|
2,119
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Fannie Mae Pool #FS8758 6.00% 8/1/2054 (e)
|
USD1,746
|
$1,790
|
|
|
Fannie Mae Pool #BU4916 6.00% 8/1/2054 (e)
|
1,491
|
1,528
|
|
|
Fannie Mae Pool #FS8756 6.00% 8/1/2054 (e)
|
1,392
|
1,431
|
|
|
Fannie Mae Pool #FS8792 6.00% 8/1/2054 (e)
|
977
|
1,004
|
|
|
Fannie Mae Pool #BU4968 6.00% 8/1/2054 (e)
|
481
|
492
|
|
|
Fannie Mae Pool #DB7687 6.00% 8/1/2054 (e)
|
185
|
191
|
|
|
Fannie Mae Pool #DB7690 6.00% 8/1/2054 (e)
|
181
|
187
|
|
|
Fannie Mae Pool #DC0296 6.00% 8/1/2054 (e)
|
146
|
151
|
|
|
Fannie Mae Pool #DB2541 6.00% 8/1/2054 (e)
|
77
|
78
|
|
|
Fannie Mae Pool #CB9071 6.50% 8/1/2054 (e)
|
4,433
|
4,636
|
|
|
Fannie Mae Pool #MA5446 6.50% 8/1/2054 (e)
|
1,727
|
1,796
|
|
|
Fannie Mae Pool #FS8762 6.50% 8/1/2054 (e)
|
1,368
|
1,430
|
|
|
Fannie Mae Pool #FS8783 6.50% 8/1/2054 (e)
|
383
|
401
|
|
|
Fannie Mae Pool #DB1919 7.00% 8/1/2054 (e)
|
176
|
189
|
|
|
Fannie Mae Pool #FS9025 5.50% 9/1/2054 (e)
|
18,463
|
18,737
|
|
|
Fannie Mae Pool #CB9210 5.50% 9/1/2054 (e)
|
3,693
|
3,727
|
|
|
Fannie Mae Pool #MA5470 5.50% 9/1/2054 (e)
|
2,660
|
2,674
|
|
|
Fannie Mae Pool #CB9146 5.50% 9/1/2054 (e)
|
2,079
|
2,096
|
|
|
Fannie Mae Pool #BU4946 5.50% 9/1/2054 (e)
|
782
|
786
|
|
|
Fannie Mae Pool #FS8866 6.00% 9/1/2054 (e)
|
3,444
|
3,541
|
|
|
Fannie Mae Pool #DC1547 6.00% 9/1/2054 (e)
|
368
|
377
|
|
|
Fannie Mae Pool #DC3457 6.00% 9/1/2054 (e)
|
221
|
227
|
|
|
Fannie Mae Pool #DC1873 6.00% 9/1/2054 (e)
|
89
|
91
|
|
|
Fannie Mae Pool #DC3459 6.00% 9/1/2054 (e)
|
1
|
2
|
|
|
Fannie Mae Pool #DC3262 6.00% 9/1/2054 (e)
|
2
|
2
|
|
|
Fannie Mae Pool #MA5472 6.50% 9/1/2054 (e)
|
5,244
|
5,453
|
|
|
Fannie Mae Pool #DC1349 6.50% 9/1/2054 (e)
|
41
|
43
|
|
|
Fannie Mae Pool #MA5498 6.00% 10/1/2054 (e)
|
451
|
461
|
|
|
Fannie Mae Pool #FS9374 6.50% 10/1/2054 (e)
|
6,646
|
6,940
|
|
|
Fannie Mae Pool #FS9566 6.50% 10/1/2054 (e)
|
5,618
|
5,919
|
|
|
Fannie Mae Pool #BU5049 6.50% 10/1/2054 (e)
|
543
|
570
|
|
|
Fannie Mae Pool #DC4927 6.50% 10/1/2054 (e)
|
249
|
259
|
|
|
Fannie Mae Pool #MA5530 5.00% 11/1/2054 (e)
|
3,467
|
3,416
|
|
|
Fannie Mae Pool #BU5165 5.50% 11/1/2054 (e)
|
4,437
|
4,483
|
|
|
Fannie Mae Pool #MA5531 5.50% 11/1/2054 (e)
|
4
|
4
|
|
|
Fannie Mae Pool #CB9432 6.00% 11/1/2054 (e)
|
13,632
|
14,030
|
|
|
Fannie Mae Pool #DC5696 6.00% 11/1/2054 (e)
|
1,551
|
1,586
|
|
|
Fannie Mae Pool #MA5547 7.00% 11/1/2054 (e)
|
1,456
|
1,540
|
|
|
Fannie Mae Pool #MA5552 5.00% 12/1/2054 (e)
|
15,511
|
15,283
|
|
|
Fannie Mae Pool #BU5361 5.00% 12/1/2054 (e)
|
4,887
|
4,826
|
|
|
Fannie Mae Pool #CB9616 5.50% 12/1/2054 (e)
|
12,590
|
12,719
|
|
|
Fannie Mae Pool #BU5234 5.50% 12/1/2054 (e)
|
883
|
893
|
|
|
Fannie Mae Pool #CB9675 6.00% 12/1/2054 (e)
|
1,626
|
1,675
|
|
|
Fannie Mae Pool #DC7035 6.00% 12/1/2054 (e)
|
1,253
|
1,281
|
|
|
Fannie Mae Pool #FA0287 6.00% 12/1/2054 (e)
|
383
|
392
|
|
|
Fannie Mae Pool #DC7823 6.00% 12/1/2054 (e)
|
162
|
165
|
|
|
Fannie Mae Pool #FP0130 6.50% 12/1/2054 (e)
|
2,664
|
2,770
|
|
|
Fannie Mae Pool #CB9736 4.50% 1/1/2055 (e)
|
90
|
86
|
|
|
Fannie Mae Pool #CB9737 5.00% 1/1/2055 (e)
|
8,735
|
8,646
|
|
|
Fannie Mae Pool #MA5586 5.50% 1/1/2055 (e)
|
9
|
9
|
|
|
Fannie Mae Pool #MA5587 6.00% 1/1/2055 (e)
|
5,210
|
5,326
|
|
|
Fannie Mae Pool #DD0835 6.00% 1/1/2055 (e)
|
1,197
|
1,224
|
|
|
Fannie Mae Pool #DC7843 6.50% 1/1/2055 (e)
|
736
|
766
|
|
|
Fannie Mae Pool #MA5602 6.50% 1/1/2055 (e)
|
104
|
108
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Fannie Mae Pool #DC9365 6.50% 1/1/2055 (e)
|
USD5
|
$5
|
|
|
Fannie Mae Pool #CB9856 7.00% 1/1/2055 (e)
|
3,200
|
3,388
|
|
|
Fannie Mae Pool #DD1917 7.00% 1/1/2055 (e)
|
1,149
|
1,216
|
|
|
Fannie Mae Pool #FA0608 5.50% 2/1/2055 (e)
|
5,756
|
5,788
|
|
|
Fannie Mae Pool #MA5615 6.00% 2/1/2055 (e)
|
5,285
|
5,403
|
|
|
Fannie Mae Pool #FP0145 6.50% 2/1/2055 (e)
|
1,591
|
1,654
|
|
|
Fannie Mae Pool #FP0132 6.50% 2/1/2055 (e)
|
891
|
926
|
|
|
Fannie Mae Pool #DD3317 6.50% 2/1/2055 (e)
|
192
|
201
|
|
|
Fannie Mae Pool #DD4797 6.50% 2/1/2055 (e)
|
36
|
38
|
|
|
Fannie Mae Pool #DD1054 7.00% 2/1/2055 (e)
|
1,744
|
1,858
|
|
|
Fannie Mae Pool #DD0760 7.00% 2/1/2055 (e)
|
1,398
|
1,484
|
|
|
Fannie Mae Pool #FA1000 7.00% 2/1/2055 (e)
|
1,276
|
1,350
|
|
|
Fannie Mae Pool #MA5644 4.50% 3/1/2055 (e)
|
131
|
126
|
|
|
Fannie Mae Pool #CC0973 6.00% 3/1/2055 (e)
|
2,148
|
2,196
|
|
|
Fannie Mae Pool #MA5647 6.00% 3/1/2055 (e)
|
1,790
|
1,829
|
|
|
Fannie Mae Pool #190445 6.50% 3/1/2055 (e)
|
54,824
|
57,008
|
|
|
Fannie Mae Pool #FA2843 6.50% 3/1/2055 (e)
|
14,003
|
14,565
|
|
|
Fannie Mae Pool #MA5649 7.00% 3/1/2055 (e)
|
8,219
|
8,695
|
|
|
Fannie Mae Pool #MA5671 4.50% 4/1/2055 (e)
|
141
|
136
|
|
|
Fannie Mae Pool #MA5674 6.00% 4/1/2055 (e)
|
28,503
|
29,138
|
|
|
Fannie Mae Pool #FA1162 6.00% 4/1/2055 (e)
|
7
|
7
|
|
|
Fannie Mae Pool #DD4459 6.00% 4/1/2055 (e)
|
2
|
2
|
|
|
Fannie Mae Pool #DD6085 6.50% 4/1/2055 (e)
|
97
|
102
|
|
|
Fannie Mae Pool #FA4426 7.00% 4/1/2055 (e)
|
1,126
|
1,191
|
|
|
Fannie Mae Pool #DD8349 7.00% 4/1/2055 (e)
|
819
|
867
|
|
|
Fannie Mae Pool #DD6277 7.00% 4/1/2055 (e)
|
291
|
309
|
|
|
Fannie Mae Pool #MA5699 5.00% 5/1/2055 (e)
|
683
|
673
|
|
|
Fannie Mae Pool #MA5700 5.50% 5/1/2055 (e)
|
6
|
6
|
|
|
Fannie Mae Pool #MA5701 6.00% 5/1/2055 (e)
|
16,143
|
16,503
|
|
|
Fannie Mae Pool #DD8649 7.00% 5/1/2055 (e)
|
883
|
935
|
|
|
Fannie Mae Pool #DD7749 7.00% 5/1/2055 (e)
|
433
|
459
|
|
|
Fannie Mae Pool #MA5734 5.00% 6/1/2055 (e)
|
351
|
346
|
|
|
Fannie Mae Pool #DE1088 7.00% 6/1/2055 (e)
|
1,385
|
1,471
|
|
|
Fannie Mae Pool #MA5738 7.00% 6/1/2055 (e)
|
1,139
|
1,206
|
|
|
Fannie Mae Pool #DE5117 6.00% 7/1/2055 (e)
|
220
|
225
|
|
|
Fannie Mae Pool #MA5761 6.00% 7/1/2055 (e)
|
17
|
17
|
|
|
Fannie Mae Pool #FA2842 6.50% 7/1/2055 (e)
|
40,214
|
41,816
|
|
|
Fannie Mae Pool #MA5763 7.00% 7/1/2055 (e)
|
4,820
|
5,099
|
|
|
Fannie Mae Pool #MA5793 6.00% 8/1/2055 (e)
|
1,582
|
1,617
|
|
|
Fannie Mae Pool #CC0879 6.00% 8/1/2055 (e)
|
45
|
46
|
|
|
Fannie Mae Pool #DE6152 6.50% 8/1/2055 (e)
|
5,948
|
6,185
|
|
|
Fannie Mae Pool #MA5823 6.00% 9/1/2055 (e)
|
886
|
906
|
|
|
Fannie Mae Pool #MA5824 6.50% 9/1/2055 (e)
|
1,602
|
1,665
|
|
|
Fannie Mae Pool #FA4420 7.00% 9/1/2055 (e)
|
38
|
41
|
|
|
Fannie Mae Pool #MA5855 6.50% 10/1/2055 (e)
|
534
|
556
|
|
|
Fannie Mae Pool #FA4427 7.00% 10/1/2055 (e)
|
1,220
|
1,291
|
|
|
Fannie Mae Pool #MA5971 5.00% 2/1/2056 (e)
|
313
|
308
|
|
|
Fannie Mae Pool #MA6029 5.00% 4/1/2056 (e)
|
4,478
|
4,410
|
|
|
Fannie Mae Pool #BF0133 4.00% 8/1/2056 (e)
|
1,927
|
1,811
|
|
|
Fannie Mae Pool #BF0379 3.50% 4/1/2059 (e)
|
9,970
|
8,998
|
|
|
Fannie Mae Pool #BM6736 4.50% 11/1/2059 (e)
|
1,129
|
1,096
|
|
|
Fannie Mae Pool #BF0481 3.50% 6/1/2060 (e)
|
6,555
|
5,914
|
|
|
Fannie Mae Pool #BF0480 3.50% 6/1/2060 (e)
|
4,147
|
3,767
|
|
|
Fannie Mae Pool #BF0497 3.00% 7/1/2060 (e)
|
8,452
|
7,275
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Fannie Mae Pool #BF0546 2.50% 7/1/2061 (e)
|
USD8,513
|
$6,980
|
|
|
Fannie Mae Pool #BF0548 3.00% 7/1/2061 (e)
|
2,201
|
1,889
|
|
|
Fannie Mae Pool #BF0585 4.50% 12/1/2061 (e)
|
2,518
|
2,421
|
|
|
Fannie Mae Pool #BF0762 3.00% 9/1/2063 (e)
|
2,713
|
2,328
|
|
|
Fannie Mae Pool #BF0784 3.50% 12/1/2063 (e)
|
3,878
|
3,488
|
|
|
Fannie Mae Pool #BF0786 4.00% 12/1/2063 (e)
|
872
|
808
|
|
|
Fannie Mae, Series 2002-W7, Class A5, 7.50% 2/25/2029 (e)
|
64
|
68
|
|
|
Fannie Mae, Series 2002-W3, Class A5, 7.50% 11/25/2041 (e)
|
130
|
134
|
|
|
Fannie Mae, Series 2001-T10, Class A1, 7.00% 12/25/2041 (e)
|
21
|
21
|
|
|
Fannie Mae, Series 2024-M1, Class A2, Multi Family, 4.50% 1/25/2034 (e)(f)
|
16,000
|
15,866
|
|
|
Fannie Mae, Series 2006-96, Class MO, principal only, 0% 10/25/2036 (e)
|
40
|
36
|
|
|
Fannie Mae, Series 2006-123, Class BO, principal only, 0% 1/25/2037 (e)
|
169
|
148
|
|
|
Farmer Mac Agricultural Real Estate Trust, Series 2025-1, Class A1, 5.22% 8/1/2055
(e)(f)(g)
|
12,814
|
12,802
|
|
|
FHLMC Multi Family Structured Pass Through Certs., Series K-174, Class A2, 4.53% 10/25/2035
(e)(f)
|
1,000
|
989
|
|
|
Freddie Mac Pool #G14278 3.50% 10/1/2026 (e)
|
12
|
12
|
|
|
Freddie Mac Pool #J17236 3.50% 11/1/2026 (e)
|
4
|
4
|
|
|
Freddie Mac Pool #ZK3828 3.00% 1/1/2027 (e)
|
5
|
5
|
|
|
Freddie Mac Pool #G14502 3.00% 2/1/2027 (e)
|
13
|
13
|
|
|
Freddie Mac Pool #ZK3899 3.00% 2/1/2027 (e)
|
3
|
3
|
|
|
Freddie Mac Pool #ZK3929 3.00% 3/1/2027 (e)
|
4
|
4
|
|
|
Freddie Mac Pool #ZK3934 3.00% 3/1/2027 (e)
|
1
|
1
|
|
|
Freddie Mac Pool #ZA0550 6.50% 9/1/2028 (e)
|
3
|
3
|
|
|
Freddie Mac Pool #ZK6157 3.00% 10/1/2028 (e)
|
78
|
77
|
|
|
Freddie Mac Pool #ZK6134 3.00% 10/1/2028 (e)
|
77
|
76
|
|
|
Freddie Mac Pool #J25843 3.50% 10/1/2028 (e)
|
33
|
32
|
|
|
Freddie Mac Pool #ZA0559 7.00% 10/1/2028 (e)
|
1
|
1
|
|
|
Freddie Mac Pool #ZA3673 3.00% 11/1/2028 (e)
|
177
|
175
|
|
|
Freddie Mac Pool #V60341 3.00% 11/1/2028 (e)
|
109
|
107
|
|
|
Freddie Mac Pool #ZK6172 3.00% 11/1/2028 (e)
|
40
|
40
|
|
|
Freddie Mac Pool #J26473 3.50% 11/1/2028 (e)
|
112
|
111
|
|
|
Freddie Mac Pool #J26343 3.50% 11/1/2028 (e)
|
29
|
29
|
|
|
Freddie Mac Pool #ZA0560 6.50% 11/1/2028 (e)
|
17
|
17
|
|
|
Freddie Mac Pool #V60362 3.00% 12/1/2028 (e)
|
62
|
61
|
|
|
Freddie Mac Pool #G14942 3.50% 12/1/2028 (e)
|
148
|
147
|
|
|
Freddie Mac Pool #V60368 3.50% 12/1/2028 (e)
|
75
|
75
|
|
|
Freddie Mac Pool #ZK7590 3.00% 1/1/2029 (e)
|
275
|
272
|
|
|
Freddie Mac Pool #V60448 3.00% 1/1/2029 (e)
|
81
|
80
|
|
|
Freddie Mac Pool #ZA3699 3.00% 2/1/2029 (e)
|
137
|
135
|
|
|
Freddie Mac Pool #V60493 3.00% 2/1/2029 (e)
|
113
|
111
|
|
|
Freddie Mac Pool #J27240 3.50% 2/1/2029 (e)
|
62
|
62
|
|
|
Freddie Mac Pool #J27711 3.50% 3/1/2029 (e)
|
4
|
4
|
|
|
Freddie Mac Pool #ZS8526 3.00% 5/1/2029 (e)
|
9
|
9
|
|
|
Freddie Mac Pool #J28177 3.50% 5/1/2029 (e)
|
41
|
40
|
|
|
Freddie Mac Pool #J28422 3.50% 6/1/2029 (e)
|
61
|
61
|
|
|
Freddie Mac Pool #ZS6995 3.00% 8/1/2029 (e)
|
99
|
97
|
|
|
Freddie Mac Pool #J28964 3.50% 8/1/2029 (e)
|
27
|
26
|
|
|
Freddie Mac Pool #J29039 3.50% 8/1/2029 (e)
|
13
|
13
|
|
|
Freddie Mac Pool #J28885 3.50% 8/1/2029 (e)
|
6
|
6
|
|
|
Freddie Mac Pool #G15175 3.00% 9/1/2029 (e)
|
202
|
198
|
|
|
Freddie Mac Pool #V60616 3.00% 9/1/2029 (e)
|
131
|
129
|
|
|
Freddie Mac Pool #ZA3742 3.00% 11/1/2029 (e)
|
181
|
178
|
|
|
Freddie Mac Pool #V60622 3.00% 11/1/2029 (e)
|
101
|
100
|
|
|
Freddie Mac Pool #V60651 3.00% 11/1/2029 (e)
|
98
|
96
|
|
|
Freddie Mac Pool #ZA3750 3.00% 12/1/2029 (e)
|
107
|
105
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Freddie Mac Pool #J30209 3.50% 12/1/2029 (e)
|
USD3
|
$3
|
|
|
Freddie Mac Pool #ZK7089 3.00% 1/1/2030 (e)
|
137
|
134
|
|
|
Freddie Mac Pool #ZA3774 3.00% 3/1/2030 (e)
|
176
|
172
|
|
|
Freddie Mac Pool #J32008 3.00% 6/1/2030 (e)
|
109
|
107
|
|
|
Freddie Mac Pool #J33952 3.00% 3/1/2031 (e)
|
34
|
32
|
|
|
Freddie Mac Pool #J36382 3.50% 2/1/2032 (e)
|
15
|
15
|
|
|
Freddie Mac Pool #J36383 3.50% 2/1/2032 (e)
|
12
|
11
|
|
|
Freddie Mac Pool #QN1073 3.00% 12/1/2034 (e)
|
53
|
51
|
|
|
Freddie Mac Pool #SB8279 6.00% 1/1/2039 (e)
|
10
|
11
|
|
|
Freddie Mac Pool #SB1215 6.00% 7/1/2039 (e)
|
398
|
410
|
|
|
Freddie Mac Pool #SB1398 6.00% 9/1/2039 (e)
|
7,648
|
7,905
|
|
|
Freddie Mac Pool #QO2526 6.00% 9/1/2039 (e)
|
667
|
688
|
|
|
Freddie Mac Pool #QO2528 6.00% 9/1/2039 (e)
|
21
|
21
|
|
|
Freddie Mac Pool #QO2810 6.00% 12/1/2039 (e)
|
847
|
873
|
|
|
Freddie Mac Pool #QO2894 6.00% 12/1/2039 (e)
|
448
|
461
|
|
|
Freddie Mac Pool #SB8368 6.00% 2/1/2040 (e)
|
5,777
|
5,941
|
|
|
Freddie Mac Pool #SB8380 6.00% 4/1/2040 (e)
|
345
|
355
|
|
|
Freddie Mac Pool #SB1452 6.00% 4/1/2040 (e)
|
51
|
52
|
|
|
Freddie Mac Pool #SB8386 6.00% 5/1/2040 (e)
|
10,592
|
10,894
|
|
|
Freddie Mac Pool #RR0011 6.00% 7/1/2040 (e)
|
31
|
32
|
|
|
Freddie Mac Pool #SC0113 2.00% 12/1/2040 (e)
|
187
|
164
|
|
|
Freddie Mac Pool #SC0169 2.00% 6/1/2041 (e)
|
337
|
293
|
|
|
Freddie Mac Pool #RB5118 2.00% 7/1/2041 (e)
|
4,443
|
3,847
|
|
|
Freddie Mac Pool #RB5121 2.00% 8/1/2041 (e)
|
6,947
|
6,018
|
|
|
Freddie Mac Pool #SC0175 2.00% 9/1/2041 (e)
|
633
|
552
|
|
|
Freddie Mac Pool #QK1181 2.00% 11/1/2041 (e)
|
1,141
|
989
|
|
|
Freddie Mac Pool #RB5138 2.00% 12/1/2041 (e)
|
15,413
|
13,353
|
|
|
Freddie Mac Pool #RB5145 2.00% 2/1/2042 (e)
|
4,837
|
4,185
|
|
|
Freddie Mac Pool #RB5148 2.00% 3/1/2042 (e)
|
10,406
|
8,996
|
|
|
Freddie Mac Pool #Q15874 4.00% 2/1/2043 (e)
|
2
|
2
|
|
|
Freddie Mac Pool #Q17696 3.50% 4/1/2043 (e)
|
262
|
247
|
|
|
Freddie Mac Pool #Q18236 3.50% 5/1/2043 (e)
|
351
|
330
|
|
|
Freddie Mac Pool #Q19133 3.50% 6/1/2043 (e)
|
295
|
276
|
|
|
Freddie Mac Pool #Q28558 3.50% 9/1/2044 (e)
|
330
|
308
|
|
|
Freddie Mac Pool #RB5317 6.50% 10/1/2044 (e)
|
222
|
231
|
|
|
Freddie Mac Pool #760012 5.152% 4/1/2045 (e)(f)
|
390
|
392
|
|
|
Freddie Mac Pool #760013 5.154% 4/1/2045 (e)(f)
|
349
|
352
|
|
|
Freddie Mac Pool #760014 4.634% 8/1/2045 (e)(f)
|
1,102
|
1,098
|
|
|
Freddie Mac Pool #G60238 3.50% 10/1/2045 (e)
|
3,940
|
3,686
|
|
|
Freddie Mac Pool #G67700 3.50% 8/1/2046 (e)
|
1,483
|
1,381
|
|
|
Freddie Mac Pool #760015 4.224% 1/1/2047 (e)(f)
|
1,759
|
1,714
|
|
|
Freddie Mac Pool #Q47615 3.50% 4/1/2047 (e)
|
559
|
513
|
|
|
Freddie Mac Pool #Q51622 3.50% 10/1/2047 (e)
|
551
|
504
|
|
|
Freddie Mac Pool #Q52069 3.50% 11/1/2047 (e)
|
776
|
720
|
|
|
Freddie Mac Pool #Q54709 3.50% 3/1/2048 (e)
|
510
|
473
|
|
|
Freddie Mac Pool #Q54701 3.50% 3/1/2048 (e)
|
510
|
472
|
|
|
Freddie Mac Pool #Q55056 3.50% 3/1/2048 (e)
|
464
|
431
|
|
|
Freddie Mac Pool #Q54700 3.50% 3/1/2048 (e)
|
416
|
386
|
|
|
Freddie Mac Pool #Q54781 3.50% 3/1/2048 (e)
|
288
|
268
|
|
|
Freddie Mac Pool #Q54782 3.50% 3/1/2048 (e)
|
235
|
218
|
|
|
Freddie Mac Pool #Q54699 3.50% 3/1/2048 (e)
|
214
|
199
|
|
|
Freddie Mac Pool #Q54831 3.50% 3/1/2048 (e)
|
158
|
148
|
|
|
Freddie Mac Pool #Q54698 3.50% 3/1/2048 (e)
|
137
|
127
|
|
|
Freddie Mac Pool #G67711 4.00% 3/1/2048 (e)
|
5,182
|
4,928
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Freddie Mac Pool #Q55060 3.50% 4/1/2048 (e)
|
USD152
|
$141
|
|
|
Freddie Mac Pool #Q55971 4.00% 5/1/2048 (e)
|
32
|
31
|
|
|
Freddie Mac Pool #Q56175 4.00% 5/1/2048 (e)
|
27
|
26
|
|
|
Freddie Mac Pool #Q55970 4.00% 5/1/2048 (e)
|
17
|
17
|
|
|
Freddie Mac Pool #Q56590 3.50% 6/1/2048 (e)
|
278
|
258
|
|
|
Freddie Mac Pool #Q56589 3.50% 6/1/2048 (e)
|
164
|
153
|
|
|
Freddie Mac Pool #Q56591 3.50% 6/1/2048 (e)
|
149
|
138
|
|
|
Freddie Mac Pool #Q56599 4.00% 6/1/2048 (e)
|
59
|
56
|
|
|
Freddie Mac Pool #Q58411 4.50% 9/1/2048 (e)
|
1,102
|
1,079
|
|
|
Freddie Mac Pool #Q58436 4.50% 9/1/2048 (e)
|
518
|
506
|
|
|
Freddie Mac Pool #Q58378 4.50% 9/1/2048 (e)
|
350
|
342
|
|
|
Freddie Mac Pool #Z40273 4.50% 10/1/2048 (e)
|
772
|
757
|
|
|
Freddie Mac Pool #QA0284 3.50% 6/1/2049 (e)
|
1,653
|
1,534
|
|
|
Freddie Mac Pool #RA1369 3.50% 9/1/2049 (e)
|
5,263
|
4,840
|
|
|
Freddie Mac Pool #QA2748 3.50% 9/1/2049 (e)
|
490
|
454
|
|
|
Freddie Mac Pool #RA1580 3.50% 10/1/2049 (e)
|
3,997
|
3,714
|
|
|
Freddie Mac Pool #RA1463 3.50% 10/1/2049 (e)
|
3,792
|
3,523
|
|
|
Freddie Mac Pool #SD0187 3.00% 1/1/2050 (e)
|
3,682
|
3,302
|
|
|
Freddie Mac Pool #RA2457 3.00% 4/1/2050 (e)
|
7,811
|
6,951
|
|
|
Freddie Mac Pool #RA3055 2.50% 7/1/2050 (e)
|
17
|
15
|
|
|
Freddie Mac Pool #RA3384 3.00% 8/1/2050 (e)
|
234
|
207
|
|
|
Freddie Mac Pool #RA3506 3.00% 9/1/2050 (e)
|
124
|
110
|
|
|
Freddie Mac Pool #SD7525 2.50% 10/1/2050 (e)
|
3,445
|
2,956
|
|
|
Freddie Mac Pool #SD8106 2.00% 11/1/2050 (e)
|
15,962
|
12,921
|
|
|
Freddie Mac Pool #SD7528 2.00% 11/1/2050 (e)
|
7,188
|
5,893
|
|
|
Freddie Mac Pool #RA3952 2.00% 11/1/2050 (e)
|
5,684
|
4,559
|
|
|
Freddie Mac Pool #QB8675 2.00% 2/1/2051 (e)
|
573
|
459
|
|
|
Freddie Mac Pool #RA4528 2.50% 2/1/2051 (e)
|
557
|
467
|
|
|
Freddie Mac Pool #RA4727 2.00% 3/1/2051 (e)
|
730
|
586
|
|
|
Freddie Mac Pool #SD0554 2.50% 3/1/2051 (e)
|
12,759
|
10,696
|
|
|
Freddie Mac Pool #RA5054 2.00% 4/1/2051 (e)
|
24,036
|
19,388
|
|
|
Freddie Mac Pool #SD0566 2.50% 4/1/2051 (e)
|
157
|
132
|
|
|
Freddie Mac Pool #RA5288 2.00% 5/1/2051 (e)
|
45,611
|
36,979
|
|
|
Freddie Mac Pool #QC1665 2.00% 5/1/2051 (e)
|
195
|
156
|
|
|
Freddie Mac Pool #RA5155 2.00% 5/1/2051 (e)
|
32
|
26
|
|
|
Freddie Mac Pool #RA5259 2.50% 5/1/2051 (e)
|
2,915
|
2,476
|
|
|
Freddie Mac Pool #RA5355 2.50% 5/1/2051 (e)
|
1,672
|
1,413
|
|
|
Freddie Mac Pool #RA5267 3.00% 5/1/2051 (e)
|
56
|
49
|
|
|
Freddie Mac Pool #QC2901 2.00% 6/1/2051 (e)
|
60
|
48
|
|
|
Freddie Mac Pool #SD1852 2.50% 6/1/2051 (e)
|
2,759
|
2,318
|
|
|
Freddie Mac Pool #QC5000 2.00% 7/1/2051 (e)
|
222
|
178
|
|
|
Freddie Mac Pool #QC5798 2.00% 8/1/2051 (e)
|
105
|
85
|
|
|
Freddie Mac Pool #SD0718 2.50% 8/1/2051 (e)
|
177
|
148
|
|
|
Freddie Mac Pool #QC5857 3.00% 8/1/2051 (e)
|
25,028
|
21,902
|
|
|
Freddie Mac Pool #SD7545 2.50% 9/1/2051 (e)
|
11,965
|
10,280
|
|
|
Freddie Mac Pool #RA5782 2.50% 9/1/2051 (e)
|
4,818
|
4,131
|
|
|
Freddie Mac Pool #RA5937 2.50% 9/1/2051 (e)
|
1,221
|
1,030
|
|
|
Freddie Mac Pool #SD5485 2.50% 9/1/2051 (e)
|
787
|
660
|
|
|
Freddie Mac Pool #QC7739 2.50% 9/1/2051 (e)
|
25
|
21
|
|
|
Freddie Mac Pool #RA5971 3.00% 9/1/2051 (e)
|
57,853
|
51,551
|
|
|
Freddie Mac Pool #RA5901 3.00% 9/1/2051 (e)
|
58
|
52
|
|
|
Freddie Mac Pool #QC9669 3.50% 10/1/2051 (e)
|
107
|
98
|
|
|
Freddie Mac Pool #RA6406 2.00% 11/1/2051 (e)
|
3,836
|
3,092
|
|
|
Freddie Mac Pool #QD0195 2.00% 11/1/2051 (e)
|
1,880
|
1,506
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Freddie Mac Pool #QD1841 2.00% 11/1/2051 (e)
|
USD1,864
|
$1,497
|
|
|
Freddie Mac Pool #RA6237 2.00% 11/1/2051 (e)
|
102
|
82
|
|
|
Freddie Mac Pool #SD1385 2.50% 11/1/2051 (e)
|
3,270
|
2,804
|
|
|
Freddie Mac Pool #SD7548 2.50% 11/1/2051 (e)
|
3,240
|
2,768
|
|
|
Freddie Mac Pool #QD0162 2.50% 11/1/2051 (e)
|
356
|
299
|
|
|
Freddie Mac Pool #QD1439 3.00% 11/1/2051 (e)
|
468
|
410
|
|
|
Freddie Mac Pool #RA6347 3.00% 11/1/2051 (e)
|
117
|
103
|
|
|
Freddie Mac Pool #SD8182 2.00% 12/1/2051 (e)
|
761
|
613
|
|
|
Freddie Mac Pool #RA6483 2.50% 12/1/2051 (e)
|
9,556
|
8,178
|
|
|
Freddie Mac Pool #QD3209 3.00% 12/1/2051 (e)
|
751
|
658
|
|
|
Freddie Mac Pool #QD2877 3.00% 12/1/2051 (e)
|
503
|
441
|
|
|
Freddie Mac Pool #QD3310 3.00% 12/1/2051 (e)
|
12
|
11
|
|
|
Freddie Mac Pool #QD3806 2.00% 1/1/2052 (e)
|
1,310
|
1,049
|
|
|
Freddie Mac Pool #SD7552 2.50% 1/1/2052 (e)
|
2,297
|
1,959
|
|
|
Freddie Mac Pool #RA6767 2.00% 2/1/2052 (e)
|
27,637
|
22,279
|
|
|
Freddie Mac Pool #RA6816 2.00% 2/1/2052 (e)
|
4,464
|
3,576
|
|
|
Freddie Mac Pool #QD5748 2.00% 2/1/2052 (e)
|
785
|
632
|
|
|
Freddie Mac Pool #SD8193 2.00% 2/1/2052 (e)
|
779
|
626
|
|
|
Freddie Mac Pool #QD6093 2.00% 2/1/2052 (e)
|
69
|
55
|
|
|
Freddie Mac Pool #RA6774 2.00% 2/1/2052 (e)
|
22
|
18
|
|
|
Freddie Mac Pool #SD0873 3.50% 2/1/2052 (e)
|
3,445
|
3,176
|
|
|
Freddie Mac Pool #QD7089 3.50% 2/1/2052 (e)
|
702
|
643
|
|
|
Freddie Mac Pool #SD8199 2.00% 3/1/2052 (e)
|
13,190
|
10,607
|
|
|
Freddie Mac Pool #RA6973 2.00% 3/1/2052 (e)
|
3,977
|
3,194
|
|
|
Freddie Mac Pool #SD5343 2.00% 3/1/2052 (e)
|
2,562
|
2,059
|
|
|
Freddie Mac Pool #QD8010 2.00% 3/1/2052 (e)
|
867
|
695
|
|
|
Freddie Mac Pool #QD8408 2.00% 3/1/2052 (e)
|
844
|
679
|
|
|
Freddie Mac Pool #QD8820 2.00% 3/1/2052 (e)
|
239
|
192
|
|
|
Freddie Mac Pool #SD4526 2.00% 3/1/2052 (e)
|
119
|
95
|
|
|
Freddie Mac Pool #SD7553 3.00% 3/1/2052 (e)
|
4,674
|
4,158
|
|
|
Freddie Mac Pool #SD8204 2.00% 4/1/2052 (e)
|
1,947
|
1,565
|
|
|
Freddie Mac Pool #QE1586 2.00% 4/1/2052 (e)
|
770
|
618
|
|
|
Freddie Mac Pool #SD7554 2.50% 4/1/2052 (e)
|
5,231
|
4,482
|
|
|
Freddie Mac Pool #SD3478 2.50% 4/1/2052 (e)
|
694
|
581
|
|
|
Freddie Mac Pool #SD8213 3.00% 5/1/2052 (e)
|
13,383
|
11,706
|
|
|
Freddie Mac Pool #SD4807 2.00% 6/1/2052 (e)
|
1,005
|
810
|
|
|
Freddie Mac Pool #QE4044 2.50% 6/1/2052 (e)
|
205
|
172
|
|
|
Freddie Mac Pool #SD8220 3.00% 6/1/2052 (e)
|
6,762
|
5,924
|
|
|
Freddie Mac Pool #SL1564 3.00% 6/1/2052 (e)
|
427
|
375
|
|
|
Freddie Mac Pool #SD6203 3.00% 6/1/2052 (e)
|
327
|
286
|
|
|
Freddie Mac Pool #QE4613 4.00% 6/1/2052 (e)
|
376
|
354
|
|
|
Freddie Mac Pool #QE4383 4.00% 6/1/2052 (e)
|
67
|
63
|
|
|
Freddie Mac Pool #RA7556 4.50% 6/1/2052 (e)
|
7,654
|
7,384
|
|
|
Freddie Mac Pool #SD8240 2.00% 7/1/2052 (e)
|
25
|
20
|
|
|
Freddie Mac Pool #SL2621 2.50% 7/1/2052 (e)
|
3,246
|
2,737
|
|
|
Freddie Mac Pool #SD8225 3.00% 7/1/2052 (e)
|
6,977
|
6,103
|
|
|
Freddie Mac Pool #SD1502 4.00% 7/1/2052 (e)
|
4,825
|
4,544
|
|
|
Freddie Mac Pool #SD1406 2.00% 8/1/2052 (e)
|
718
|
576
|
|
|
Freddie Mac Pool #QE8579 4.50% 8/1/2052 (e)
|
185
|
179
|
|
|
Freddie Mac Pool #QE7695 5.00% 8/1/2052 (e)
|
14,746
|
14,539
|
|
|
Freddie Mac Pool #SD8244 4.00% 9/1/2052 (e)
|
346
|
325
|
|
|
Freddie Mac Pool #QE8940 4.50% 9/1/2052 (e)
|
11,703
|
11,279
|
|
|
Freddie Mac Pool #QE9497 4.50% 9/1/2052 (e)
|
186
|
180
|
|
|
Freddie Mac Pool #RA7938 5.00% 9/1/2052 (e)
|
49,140
|
48,746
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Freddie Mac Pool #SD8271 2.50% 10/1/2052 (e)
|
USD334
|
$281
|
|
|
Freddie Mac Pool #SD8256 4.00% 10/1/2052 (e)
|
2,724
|
2,559
|
|
|
Freddie Mac Pool #SD2465 4.50% 10/1/2052 (e)
|
74
|
71
|
|
|
Freddie Mac Pool #QF1573 5.50% 10/1/2052 (e)
|
579
|
584
|
|
|
Freddie Mac Pool #SD8266 4.50% 11/1/2052 (e)
|
74
|
72
|
|
|
Freddie Mac Pool #SD2948 5.50% 11/1/2052 (e)
|
18,097
|
18,255
|
|
|
Freddie Mac Pool #SD1961 5.50% 12/1/2052 (e)
|
829
|
834
|
|
|
Freddie Mac Pool #SD8312 2.50% 1/1/2053 (e)
|
450
|
378
|
|
|
Freddie Mac Pool #SD8287 4.50% 1/1/2053 (e)
|
49
|
47
|
|
|
Freddie Mac Pool #SD8288 5.00% 1/1/2053 (e)
|
1,925
|
1,906
|
|
|
Freddie Mac Pool #SD8290 6.00% 1/1/2053 (e)
|
17,358
|
17,845
|
|
|
Freddie Mac Pool #RA8544 5.50% 2/1/2053 (e)
|
7,815
|
7,917
|
|
|
Freddie Mac Pool #QF7073 5.50% 2/1/2053 (e)
|
1,325
|
1,336
|
|
|
Freddie Mac Pool #QF8331 5.50% 2/1/2053 (e)
|
977
|
986
|
|
|
Freddie Mac Pool #QF7144 5.50% 2/1/2053 (e)
|
817
|
823
|
|
|
Freddie Mac Pool #QF7774 5.50% 2/1/2053 (e)
|
596
|
601
|
|
|
Freddie Mac Pool #QF7483 5.50% 2/1/2053 (e)
|
555
|
560
|
|
|
Freddie Mac Pool #SD8301 6.00% 2/1/2053 (e)
|
3,377
|
3,472
|
|
|
Freddie Mac Pool #QF8462 5.50% 3/1/2053 (e)
|
3,287
|
3,314
|
|
|
Freddie Mac Pool #SD2716 5.00% 4/1/2053 (e)
|
11,174
|
11,102
|
|
|
Freddie Mac Pool #SD8315 5.00% 4/1/2053 (e)
|
5,368
|
5,313
|
|
|
Freddie Mac Pool #SD8316 5.50% 4/1/2053 (e)
|
28,109
|
28,350
|
|
|
Freddie Mac Pool #QG1023 5.50% 4/1/2053 (e)
|
1,291
|
1,300
|
|
|
Freddie Mac Pool #QG0979 5.50% 4/1/2053 (e)
|
1,235
|
1,243
|
|
|
Freddie Mac Pool #QG2749 5.50% 4/1/2053 (e)
|
1,041
|
1,048
|
|
|
Freddie Mac Pool #QG1387 5.50% 4/1/2053 (e)
|
841
|
848
|
|
|
Freddie Mac Pool #RA9126 2.50% 5/1/2053 (e)
|
230
|
193
|
|
|
Freddie Mac Pool #SD8323 5.00% 5/1/2053 (e)
|
2,433
|
2,410
|
|
|
Freddie Mac Pool #SD3369 5.50% 5/1/2053 (e)
|
5,142
|
5,171
|
|
|
Freddie Mac Pool #QG3365 5.50% 5/1/2053 (e)
|
1,513
|
1,533
|
|
|
Freddie Mac Pool #QG3382 5.50% 5/1/2053 (e)
|
1,391
|
1,409
|
|
|
Freddie Mac Pool #SD8325 6.00% 5/1/2053 (e)
|
1,764
|
1,808
|
|
|
Freddie Mac Pool #SD2979 6.50% 5/1/2053 (e)
|
1,696
|
1,791
|
|
|
Freddie Mac Pool #SD8328 4.50% 6/1/2053 (e)
|
5,717
|
5,512
|
|
|
Freddie Mac Pool #QG5436 5.00% 6/1/2053 (e)
|
20,653
|
20,493
|
|
|
Freddie Mac Pool #SD8329 5.00% 6/1/2053 (e)
|
1,210
|
1,197
|
|
|
Freddie Mac Pool #SD8331 5.50% 6/1/2053 (e)
|
1,188
|
1,198
|
|
|
Freddie Mac Pool #QG5136 5.50% 6/1/2053 (e)
|
961
|
969
|
|
|
Freddie Mac Pool #QG5097 5.50% 6/1/2053 (e)
|
953
|
964
|
|
|
Freddie Mac Pool #QG4632 5.50% 6/1/2053 (e)
|
740
|
748
|
|
|
Freddie Mac Pool #SD8332 6.00% 6/1/2053 (e)
|
21,923
|
22,488
|
|
|
Freddie Mac Pool #RA9279 6.00% 6/1/2053 (e)
|
7,205
|
7,468
|
|
|
Freddie Mac Pool #RA9283 6.00% 6/1/2053 (e)
|
6,375
|
6,547
|
|
|
Freddie Mac Pool #RA9281 6.00% 6/1/2053 (e)
|
4,342
|
4,475
|
|
|
Freddie Mac Pool #RA9284 6.00% 6/1/2053 (e)
|
3,828
|
3,993
|
|
|
Freddie Mac Pool #SD3240 6.00% 6/1/2053 (e)
|
376
|
386
|
|
|
Freddie Mac Pool #RA9294 6.50% 6/1/2053 (e)
|
4,622
|
4,837
|
|
|
Freddie Mac Pool #RA9292 6.50% 6/1/2053 (e)
|
4,229
|
4,430
|
|
|
Freddie Mac Pool #RA9289 6.50% 6/1/2053 (e)
|
4,060
|
4,292
|
|
|
Freddie Mac Pool #RA9288 6.50% 6/1/2053 (e)
|
3,795
|
4,014
|
|
|
Freddie Mac Pool #RA9287 6.50% 6/1/2053 (e)
|
2,728
|
2,888
|
|
|
Freddie Mac Pool #RA9290 6.50% 6/1/2053 (e)
|
2,234
|
2,361
|
|
|
Freddie Mac Pool #RA9291 6.50% 6/1/2053 (e)
|
1,497
|
1,565
|
|
|
Freddie Mac Pool #RA9295 6.50% 6/1/2053 (e)
|
1,219
|
1,304
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Freddie Mac Pool #SD8341 5.00% 7/1/2053 (e)
|
USD139
|
$138
|
|
|
Freddie Mac Pool #SD8342 5.50% 7/1/2053 (e)
|
1,922
|
1,939
|
|
|
Freddie Mac Pool #QG7218 6.00% 7/1/2053 (e)
|
1,129
|
1,159
|
|
|
Freddie Mac Pool #SD3432 6.00% 7/1/2053 (e)
|
419
|
435
|
|
|
Freddie Mac Pool #SD3356 6.00% 7/1/2053 (e)
|
194
|
199
|
|
|
Freddie Mac Pool #RA9735 2.50% 8/1/2053 (e)
|
125
|
105
|
|
|
Freddie Mac Pool #SD8362 5.50% 9/1/2053 (e)
|
1,109
|
1,119
|
|
|
Freddie Mac Pool #SD3817 6.00% 9/1/2053 (e)
|
4,495
|
4,597
|
|
|
Freddie Mac Pool #SD8363 6.00% 9/1/2053 (e)
|
2,050
|
2,103
|
|
|
Freddie Mac Pool #SD8367 5.50% 10/1/2053 (e)
|
6,780
|
6,830
|
|
|
Freddie Mac Pool #SD4053 6.00% 10/1/2053 (e)
|
18,513
|
19,014
|
|
|
Freddie Mac Pool #SD4977 5.00% 11/1/2053 (e)
|
32,429
|
32,152
|
|
|
Freddie Mac Pool #SD8372 5.50% 11/1/2053 (e)
|
2,768
|
2,789
|
|
|
Freddie Mac Pool #SD4703 6.00% 11/1/2053 (e)
|
9,821
|
10,123
|
|
|
Freddie Mac Pool #RJ0326 6.50% 11/1/2053 (e)
|
1,478
|
1,541
|
|
|
Freddie Mac Pool #SD8374 6.50% 11/1/2053 (e)
|
316
|
328
|
|
|
Freddie Mac Pool #SD6284 2.00% 1/1/2054 (e)
|
939
|
754
|
|
|
Freddie Mac Pool #SD8396 6.00% 1/1/2054 (e)
|
6,356
|
6,504
|
|
|
Freddie Mac Pool #SD4730 6.00% 1/1/2054 (e)
|
1,628
|
1,686
|
|
|
Freddie Mac Pool #SD4614 6.50% 1/1/2054 (e)
|
1,933
|
2,031
|
|
|
Freddie Mac Pool #SD4693 6.50% 1/1/2054 (e)
|
1,348
|
1,402
|
|
|
Freddie Mac Pool #RJ0854 6.50% 1/1/2054 (e)
|
1,255
|
1,309
|
|
|
Freddie Mac Pool #SD8401 5.50% 2/1/2054 (e)
|
510
|
514
|
|
|
Freddie Mac Pool #SD4897 6.00% 2/1/2054 (e)
|
22,411
|
23,047
|
|
|
Freddie Mac Pool #SD4906 6.00% 2/1/2054 (e)
|
3,809
|
3,923
|
|
|
Freddie Mac Pool #SD8402 6.00% 2/1/2054 (e)
|
2,872
|
2,936
|
|
|
Freddie Mac Pool #SD4964 6.00% 2/1/2054 (e)
|
705
|
729
|
|
|
Freddie Mac Pool #RJ0856 6.50% 2/1/2054 (e)
|
118
|
124
|
|
|
Freddie Mac Pool #SD8404 7.00% 2/1/2054 (e)
|
33,697
|
35,651
|
|
|
Freddie Mac Pool #SD8408 5.50% 3/1/2054 (e)
|
11,992
|
12,066
|
|
|
Freddie Mac Pool #QI1404 5.50% 3/1/2054 (e)
|
4,930
|
4,983
|
|
|
Freddie Mac Pool #RJ1076 6.00% 3/1/2054 (e)
|
457
|
469
|
|
|
Freddie Mac Pool #RJ1015 6.50% 3/1/2054 (e)
|
463
|
484
|
|
|
Freddie Mac Pool #SI2126 6.50% 3/1/2054 (e)
|
89
|
93
|
|
|
Freddie Mac Pool #RJ1216 5.50% 4/1/2054 (e)
|
2,247
|
2,279
|
|
|
Freddie Mac Pool #RJ1215 5.50% 4/1/2054 (e)
|
1,417
|
1,426
|
|
|
Freddie Mac Pool #QI2281 6.00% 4/1/2054 (e)
|
2,792
|
2,887
|
|
|
Freddie Mac Pool #QI3333 6.00% 4/1/2054 (e)
|
228
|
236
|
|
|
Freddie Mac Pool #QI4365 6.50% 4/1/2054 (e)
|
1,355
|
1,417
|
|
|
Freddie Mac Pool #SD5221 6.50% 4/1/2054 (e)
|
1,212
|
1,276
|
|
|
Freddie Mac Pool #SD8426 7.00% 4/1/2054 (e)
|
643
|
681
|
|
|
Freddie Mac Pool #SD5692 6.00% 5/1/2054 (e)
|
298
|
309
|
|
|
Freddie Mac Pool #SD8432 6.00% 5/1/2054 (e)
|
8
|
8
|
|
|
Freddie Mac Pool #SD5419 6.50% 5/1/2054 (e)
|
5,014
|
5,232
|
|
|
Freddie Mac Pool #RJ1855 5.00% 6/1/2054 (e)
|
7,360
|
7,291
|
|
|
Freddie Mac Pool #RJ1857 5.50% 6/1/2054 (e)
|
1,750
|
1,769
|
|
|
Freddie Mac Pool #RJ1768 5.50% 6/1/2054 (e)
|
793
|
806
|
|
|
Freddie Mac Pool #RJ1785 6.00% 6/1/2054 (e)
|
4,266
|
4,388
|
|
|
Freddie Mac Pool #RJ1779 6.00% 6/1/2054 (e)
|
3,105
|
3,221
|
|
|
Freddie Mac Pool #RJ1797 6.50% 6/1/2054 (e)
|
6,611
|
6,907
|
|
|
Freddie Mac Pool #RJ1725 6.50% 6/1/2054 (e)
|
2,343
|
2,470
|
|
|
Freddie Mac Pool #SD5701 6.50% 6/1/2054 (e)
|
1,240
|
1,303
|
|
|
Freddie Mac Pool #SD8446 5.50% 7/1/2054 (e)
|
7,735
|
7,780
|
|
|
Freddie Mac Pool #QI8872 5.50% 7/1/2054 (e)
|
2,444
|
2,473
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Freddie Mac Pool #RJ1963 5.50% 7/1/2054 (e)
|
USD520
|
$526
|
|
|
Freddie Mac Pool #SD5949 6.00% 7/1/2054 (e)
|
6,602
|
6,769
|
|
|
Freddie Mac Pool #SD5813 6.00% 7/1/2054 (e)
|
3,285
|
3,370
|
|
|
Freddie Mac Pool #SD8447 6.00% 7/1/2054 (e)
|
3,065
|
3,133
|
|
|
Freddie Mac Pool #QI8874 6.00% 7/1/2054 (e)
|
795
|
817
|
|
|
Freddie Mac Pool #SD5896 6.00% 7/1/2054 (e)
|
384
|
394
|
|
|
Freddie Mac Pool #QJ0957 6.00% 7/1/2054 (e)
|
100
|
102
|
|
|
Freddie Mac Pool #SD6143 6.00% 7/1/2054 (e)
|
81
|
83
|
|
|
Freddie Mac Pool #SD8448 6.50% 7/1/2054 (e)
|
21,807
|
22,675
|
|
|
Freddie Mac Pool #RJ1986 6.50% 7/1/2054 (e)
|
12,416
|
12,973
|
|
|
Freddie Mac Pool #QI9151 6.50% 7/1/2054 (e)
|
2,382
|
2,503
|
|
|
Freddie Mac Pool #SD5905 6.50% 7/1/2054 (e)
|
1,120
|
1,174
|
|
|
Freddie Mac Pool #RJ2525 6.50% 7/1/2054 (e)
|
822
|
855
|
|
|
Freddie Mac Pool #QJ0143 6.50% 7/1/2054 (e)
|
439
|
459
|
|
|
Freddie Mac Pool #QJ0973 6.50% 7/1/2054 (e)
|
159
|
166
|
|
|
Freddie Mac Pool #RJ2200 5.50% 8/1/2054 (e)
|
2,769
|
2,798
|
|
|
Freddie Mac Pool #RJ2206 5.50% 8/1/2054 (e)
|
1,624
|
1,636
|
|
|
Freddie Mac Pool #RJ2243 5.50% 8/1/2054 (e)
|
1,570
|
1,587
|
|
|
Freddie Mac Pool #SD6286 5.50% 8/1/2054 (e)
|
1,117
|
1,133
|
|
|
Freddie Mac Pool #RJ2203 5.50% 8/1/2054 (e)
|
282
|
286
|
|
|
Freddie Mac Pool #RJ2212 6.00% 8/1/2054 (e)
|
3,919
|
4,058
|
|
|
Freddie Mac Pool #SD8454 6.00% 8/1/2054 (e)
|
2,408
|
2,461
|
|
|
Freddie Mac Pool #SD6029 6.00% 8/1/2054 (e)
|
2,099
|
2,158
|
|
|
Freddie Mac Pool #RJ2216 6.00% 8/1/2054 (e)
|
1,450
|
1,486
|
|
|
Freddie Mac Pool #RJ2210 6.00% 8/1/2054 (e)
|
510
|
523
|
|
|
Freddie Mac Pool #QJ1163 6.00% 8/1/2054 (e)
|
234
|
239
|
|
|
Freddie Mac Pool #QJ1787 6.00% 8/1/2054 (e)
|
23
|
23
|
|
|
Freddie Mac Pool #QJ3296 6.00% 8/1/2054 (e)
|
4
|
4
|
|
|
Freddie Mac Pool #SD8455 6.50% 8/1/2054 (e)
|
14,259
|
14,827
|
|
|
Freddie Mac Pool #RJ2222 6.50% 8/1/2054 (e)
|
6,447
|
6,725
|
|
|
Freddie Mac Pool #RJ2247 6.50% 8/1/2054 (e)
|
2,809
|
2,935
|
|
|
Freddie Mac Pool #SD6034 6.50% 8/1/2054 (e)
|
2,377
|
2,488
|
|
|
Freddie Mac Pool #RJ2228 6.50% 8/1/2054 (e)
|
1,543
|
1,609
|
|
|
Freddie Mac Pool #SD6047 6.50% 8/1/2054 (e)
|
894
|
940
|
|
|
Freddie Mac Pool #SD6035 6.50% 8/1/2054 (e)
|
633
|
663
|
|
|
Freddie Mac Pool #QJ1576 6.50% 8/1/2054 (e)
|
572
|
598
|
|
|
Freddie Mac Pool #SD8462 5.50% 9/1/2054 (e)
|
21,664
|
21,784
|
|
|
Freddie Mac Pool #RJ2422 5.50% 9/1/2054 (e)
|
13,113
|
13,250
|
|
|
Freddie Mac Pool #RJ2415 5.50% 9/1/2054 (e)
|
5,583
|
5,675
|
|
|
Freddie Mac Pool #RJ2408 5.50% 9/1/2054 (e)
|
4,942
|
4,994
|
|
|
Freddie Mac Pool #SD6328 5.50% 9/1/2054 (e)
|
2,326
|
2,358
|
|
|
Freddie Mac Pool #QJ3044 5.50% 9/1/2054 (e)
|
1,610
|
1,619
|
|
|
Freddie Mac Pool #RJ2314 6.00% 9/1/2054 (e)
|
5,437
|
5,589
|
|
|
Freddie Mac Pool #RJ2312 6.00% 9/1/2054 (e)
|
3,760
|
3,867
|
|
|
Freddie Mac Pool #RJ2306 6.00% 9/1/2054 (e)
|
3,620
|
3,760
|
|
|
Freddie Mac Pool #RJ2308 6.00% 9/1/2054 (e)
|
3,583
|
3,711
|
|
|
Freddie Mac Pool #RJ2309 6.00% 9/1/2054 (e)
|
2,056
|
2,108
|
|
|
Freddie Mac Pool #SD8463 6.00% 9/1/2054 (e)
|
53
|
54
|
|
|
Freddie Mac Pool #SD8464 6.50% 9/1/2054 (e)
|
10,145
|
10,549
|
|
|
Freddie Mac Pool #SD6531 6.50% 9/1/2054 (e)
|
4,784
|
5,038
|
|
|
Freddie Mac Pool #SD6271 6.50% 9/1/2054 (e)
|
4,669
|
4,863
|
|
|
Freddie Mac Pool #RJ2474 6.50% 9/1/2054 (e)
|
1,836
|
1,920
|
|
|
Freddie Mac Pool #RJ2411 6.50% 9/1/2054 (e)
|
1,356
|
1,414
|
|
|
Freddie Mac Pool #RJ2320 6.50% 9/1/2054 (e)
|
892
|
931
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Freddie Mac Pool #RJ2470 6.50% 9/1/2054 (e)
|
USD487
|
$508
|
|
|
Freddie Mac Pool #RJ2325 6.50% 9/1/2054 (e)
|
364
|
380
|
|
|
Freddie Mac Pool #QJ4693 6.50% 9/1/2054 (e)
|
172
|
181
|
|
|
Freddie Mac Pool #QJ3931 6.50% 9/1/2054 (e)
|
55
|
57
|
|
|
Freddie Mac Pool #SD8469 5.50% 10/1/2054 (e)
|
24,595
|
24,732
|
|
|
Freddie Mac Pool #RJ2625 5.50% 10/1/2054 (e)
|
913
|
922
|
|
|
Freddie Mac Pool #RJ3187 6.00% 10/1/2054 (e)
|
466
|
476
|
|
|
Freddie Mac Pool #SD6733 6.50% 10/1/2054 (e)
|
6,444
|
6,739
|
|
|
Freddie Mac Pool #QJ8297 6.50% 10/1/2054 (e)
|
18
|
18
|
|
|
Freddie Mac Pool #RJ2850 4.50% 11/1/2054 (e)
|
1,748
|
1,686
|
|
|
Freddie Mac Pool #RJ2851 4.50% 11/1/2054 (e)
|
100
|
96
|
|
|
Freddie Mac Pool #RJ2860 5.00% 11/1/2054 (e)
|
7,495
|
7,381
|
|
|
Freddie Mac Pool #RJ2917 5.50% 11/1/2054 (e)
|
32,786
|
33,095
|
|
|
Freddie Mac Pool #RJ2913 5.50% 11/1/2054 (e)
|
5,277
|
5,313
|
|
|
Freddie Mac Pool #SD8475 5.50% 11/1/2054 (e)
|
2,334
|
2,347
|
|
|
Freddie Mac Pool #RJ3163 5.00% 12/1/2054 (e)
|
19,011
|
18,825
|
|
|
Freddie Mac Pool #RJ3017 5.00% 12/1/2054 (e)
|
18,053
|
17,793
|
|
|
Freddie Mac Pool #QX1743 5.00% 12/1/2054 (e)
|
4,194
|
4,142
|
|
|
Freddie Mac Pool #SD8491 5.00% 12/1/2054 (e)
|
3,100
|
3,055
|
|
|
Freddie Mac Pool #QX2834 5.00% 12/1/2054 (e)
|
1,379
|
1,365
|
|
|
Freddie Mac Pool #RJ3012 5.00% 12/1/2054 (e)
|
1,017
|
1,006
|
|
|
Freddie Mac Pool #QX0376 5.50% 12/1/2054 (e)
|
8,142
|
8,229
|
|
|
Freddie Mac Pool #SD8493 5.50% 12/1/2054 (e)
|
6,869
|
6,907
|
|
|
Freddie Mac Pool #QX1642 6.50% 12/1/2054 (e)
|
902
|
938
|
|
|
Freddie Mac Pool #QX2588 6.50% 12/1/2054 (e)
|
507
|
532
|
|
|
Freddie Mac Pool #SD8498 7.00% 12/1/2054 (e)
|
1,239
|
1,311
|
|
|
Freddie Mac Pool #RJ3130 7.00% 12/1/2054 (e)
|
597
|
632
|
|
|
Freddie Mac Pool #SD8494 5.50% 1/1/2055 (e)
|
7
|
7
|
|
|
Freddie Mac Pool #QX4065 6.00% 1/1/2055 (e)
|
742
|
758
|
|
|
Freddie Mac Pool #SD8496 6.00% 1/1/2055 (e)
|
384
|
392
|
|
|
Freddie Mac Pool #SD8486 6.50% 1/1/2055 (e)
|
485
|
505
|
|
|
Freddie Mac Pool #QX4337 6.50% 1/1/2055 (e)
|
33
|
34
|
|
|
Freddie Mac Pool #SL2928 7.00% 1/1/2055 (e)
|
6,450
|
6,824
|
|
|
Freddie Mac Pool #SD8505 5.00% 2/1/2055 (e)
|
52
|
51
|
|
|
Freddie Mac Pool #SD8506 5.50% 2/1/2055 (e)
|
2
|
2
|
|
|
Freddie Mac Pool #SD8507 6.00% 2/1/2055 (e)
|
8,101
|
8,281
|
|
|
Freddie Mac Pool #SL0797 6.00% 2/1/2055 (e)
|
2,216
|
2,280
|
|
|
Freddie Mac Pool #SD8508 6.50% 2/1/2055 (e)
|
4,836
|
5,028
|
|
|
Freddie Mac Pool #QX6931 6.50% 2/1/2055 (e)
|
837
|
871
|
|
|
Freddie Mac Pool #QX6206 6.50% 2/1/2055 (e)
|
711
|
742
|
|
|
Freddie Mac Pool #QX6698 6.50% 2/1/2055 (e)
|
219
|
229
|
|
|
Freddie Mac Pool #SI2123 6.50% 2/1/2055 (e)
|
63
|
66
|
|
|
Freddie Mac Pool #SD8515 5.50% 3/1/2055 (e)
|
277
|
278
|
|
|
Freddie Mac Pool #SL0585 5.50% 3/1/2055 (e)
|
268
|
269
|
|
|
Freddie Mac Pool #SD8516 6.00% 3/1/2055 (e)
|
1,085
|
1,109
|
|
|
Freddie Mac Pool #SL0924 6.00% 3/1/2055 (e)
|
373
|
383
|
|
|
Freddie Mac Pool #SD8517 6.50% 3/1/2055 (e)
|
24,327
|
25,296
|
|
|
Freddie Mac Pool #QX8785 6.50% 3/1/2055 (e)
|
595
|
622
|
|
|
Freddie Mac Pool #SL1094 5.00% 4/1/2055 (e)
|
631
|
623
|
|
|
Freddie Mac Pool #SD8525 6.00% 4/1/2055 (e)
|
13,325
|
13,621
|
|
|
Freddie Mac Pool #SL0796 6.00% 4/1/2055 (e)
|
2,272
|
2,322
|
|
|
Freddie Mac Pool #SL1416 6.00% 4/1/2055 (e)
|
1,956
|
2,000
|
|
|
Freddie Mac Pool #SL1413 6.00% 4/1/2055 (e)
|
27
|
28
|
|
|
Freddie Mac Pool #QY2186 6.50% 4/1/2055 (e)
|
1,618
|
1,688
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Freddie Mac Pool #QY0752 7.00% 4/1/2055 (e)
|
USD336
|
$356
|
|
|
Freddie Mac Pool #RJ3923 7.00% 4/1/2055 (e)
|
233
|
247
|
|
|
Freddie Mac Pool #QY0611 7.00% 4/1/2055 (e)
|
68
|
72
|
|
|
Freddie Mac Pool #SD8532 5.00% 5/1/2055 (e)
|
635
|
626
|
|
|
Freddie Mac Pool #SD8533 5.50% 5/1/2055 (e)
|
3,708
|
3,729
|
|
|
Freddie Mac Pool #QY3774 6.00% 5/1/2055 (e)
|
7,338
|
7,501
|
|
|
Freddie Mac Pool #SD8534 6.00% 5/1/2055 (e)
|
1,813
|
1,853
|
|
|
Freddie Mac Pool #QY3449 6.00% 5/1/2055 (e)
|
897
|
917
|
|
|
Freddie Mac Pool #SL1138 6.00% 5/1/2055 (e)
|
52
|
53
|
|
|
Freddie Mac Pool #SL1137 6.00% 5/1/2055 (e)
|
50
|
51
|
|
|
Freddie Mac Pool #SL1315 6.50% 5/1/2055 (e)
|
98
|
102
|
|
|
Freddie Mac Pool #QY3520 7.00% 5/1/2055 (e)
|
1,758
|
1,866
|
|
|
Freddie Mac Pool #SD8536 7.00% 5/1/2055 (e)
|
1,094
|
1,157
|
|
|
Freddie Mac Pool #RQ0012 5.00% 6/1/2055 (e)
|
1,306
|
1,287
|
|
|
Freddie Mac Pool #QY6303 6.00% 6/1/2055 (e)
|
13,839
|
14,147
|
|
|
Freddie Mac Pool #QY8368 6.00% 6/1/2055 (e)
|
325
|
333
|
|
|
Freddie Mac Pool #RQ0015 6.50% 6/1/2055 (e)
|
6,713
|
6,980
|
|
|
Freddie Mac Pool #SL4069 7.00% 6/1/2055 (e)
|
1,127
|
1,192
|
|
|
Freddie Mac Pool #RQ0016 7.00% 6/1/2055 (e)
|
220
|
233
|
|
|
Freddie Mac Pool #QY9732 3.50% 7/1/2055 (e)
|
811
|
738
|
|
|
Freddie Mac Pool #RQ0028 6.00% 7/1/2055 (e)
|
33,368
|
34,110
|
|
|
Freddie Mac Pool #QY7786 6.00% 7/1/2055 (e)
|
2,315
|
2,366
|
|
|
Freddie Mac Pool #QY8178 6.00% 7/1/2055 (e)
|
236
|
242
|
|
|
Freddie Mac Pool #SL2625 6.50% 7/1/2055 (e)
|
13,173
|
13,698
|
|
|
Freddie Mac Pool #SL1959 6.50% 7/1/2055 (e)
|
2,879
|
2,994
|
|
|
Freddie Mac Pool #RJ5632 6.00% 8/1/2055 (e)
|
5,400
|
5,520
|
|
|
Freddie Mac Pool #RQ0041 6.00% 8/1/2055 (e)
|
994
|
1,016
|
|
|
Freddie Mac Pool #SL3668 6.00% 8/1/2055 (e)
|
639
|
653
|
|
|
Freddie Mac Pool #RJ5153 6.00% 8/1/2055 (e)
|
534
|
546
|
|
|
Freddie Mac Pool #RQ0042 6.50% 8/1/2055 (e)
|
879
|
914
|
|
|
Freddie Mac Pool #RQ0050 6.00% 9/1/2055 (e)
|
31,559
|
32,261
|
|
|
Freddie Mac Pool #RJ5966 6.00% 9/1/2055 (e)
|
1,450
|
1,482
|
|
|
Freddie Mac Pool #QZ2299 7.00% 9/1/2055 (e)
|
2,604
|
2,763
|
|
|
Freddie Mac Pool #SL4068 7.00% 9/1/2055 (e)
|
1,067
|
1,130
|
|
|
Freddie Mac Pool #TA0114 6.50% 10/1/2055 (e)
|
156
|
162
|
|
|
Freddie Mac Pool #RQ0059 7.00% 10/1/2055 (e)
|
1,592
|
1,684
|
|
|
Freddie Mac Pool #RQ0067 7.00% 11/1/2055 (e)
|
1,018
|
1,077
|
|
|
Freddie Mac Pool #RQ0074 4.50% 12/1/2055 (e)
|
9
|
8
|
|
|
Freddie Mac Pool #SL3368 6.00% 12/1/2055 (e)
|
11,184
|
11,433
|
|
|
Freddie Mac Pool #RJ6302 6.00% 12/1/2055 (e)
|
2,516
|
2,572
|
|
|
Freddie Mac Pool #RQ0081 3.50% 1/1/2056 (e)
|
980
|
892
|
|
|
Freddie Mac Pool #RJ6300 6.50% 1/1/2056 (e)
|
406
|
422
|
|
|
Freddie Mac Pool #TA7524 6.50% 2/1/2056 (e)
|
629
|
654
|
|
|
Freddie Mac Pool #RQ0110 5.00% 4/1/2056 (e)
|
1,653
|
1,628
|
|
|
Freddie Mac, Series K749, Class AM, 2.12% 6/25/2029 (e)
|
2,069
|
1,945
|
|
|
Freddie Mac, Series T041, Class 3A, 4.437% 7/25/2032 (e)(f)
|
93
|
85
|
|
|
Freddie Mac, Series K061, Class A2, Multi Family, 3.347% 11/25/2026 (e)(f)
|
939
|
935
|
|
|
Freddie Mac, Series K082, Class A2, Multi Family, 3.92% 9/25/2028 (e)(f)
|
3,000
|
2,974
|
|
|
Freddie Mac, Series K090, Class A2, Multi Family, 3.422% 2/25/2029 (e)
|
5,000
|
4,885
|
|
|
Freddie Mac, Series K749, Class A2, Multi Family, 2.12% 6/25/2029 (e)
|
2,113
|
2,001
|
|
|
Freddie Mac, Series K105, Class A2, Multi Family, 1.872% 1/25/2030 (e)
|
52
|
48
|
|
|
Freddie Mac, Series K751, Class A2, Multi Family, 4.412% 3/25/2030 (e)
|
44,953
|
44,989
|
|
|
Freddie Mac, Series K755, Class A2, Multi Family, 5.203% 2/25/2031 (e)
|
13,009
|
13,418
|
|
|
Freddie Mac, Series K144, Class A2, Multi Family, 2.45% 4/25/2032 (e)
|
5,358
|
4,805
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Freddie Mac, Series K143, Class A2, Multi Family, 2.35% 6/25/2032 (e)
|
USD4,990
|
$4,459
|
|
|
Freddie Mac, Series K144, Class AM, Multi Family, 2.45% 7/25/2032 (e)
|
3,000
|
2,679
|
|
|
Freddie Mac, Series K144, Class A2, Multi Family, 2.45% 7/25/2032 (e)
|
2,536
|
2,274
|
|
|
Freddie Mac, Series 3171, Class MO, principal only, 0% 6/15/2036 (e)
|
143
|
130
|
|
|
Freddie Mac, Series 3213, Class OG, principal only, 0% 9/15/2036 (e)
|
85
|
80
|
|
|
Freddie Mac, Series 3292, Class BO, principal only, 0% 3/15/2037 (e)
|
51
|
43
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-1, Class HA, 3.00% 1/25/2056
(e)
|
4,278
|
4,055
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class MT, 3.00% 7/25/2056
(e)
|
4,746
|
4,175
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class HT, 3.25% 7/25/2056
(e)
|
951
|
854
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class MA, 3.00% 8/25/2056
(e)
|
4,539
|
4,267
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class HA, 3.00% 8/25/2056
(e)(f)
|
4,278
|
4,051
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-1, Class HT, 3.00% 5/25/2057
(e)
|
4,953
|
4,291
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class HT, 3.25% 6/25/2057
(e)(f)
|
4,712
|
4,297
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT, 3.50% 6/25/2057
(e)
|
2,457
|
2,238
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-3, Class MA, 3.50% 8/25/2057
(e)(f)
|
12,434
|
12,086
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-2, Class MT, 3.50% 11/25/2057
(e)
|
6,112
|
5,508
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT, 3.50% 7/25/2058
(e)
|
6,413
|
5,763
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MA, 3.50% 7/25/2058
(e)
|
1,984
|
1,903
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MT, 3.50% 8/25/2058
(e)
|
2,183
|
1,958
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MT, 3.50% 10/25/2058
(e)
|
1,823
|
1,646
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MA, 3.50% 10/25/2058
(e)
|
396
|
384
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MA, 3.00% 2/25/2059
(e)
|
2,926
|
2,745
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2024-1, Class MT, 3.00% 11/25/2063
(e)
|
17,233
|
14,531
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2024-2, Class MT, 3.50% 5/25/2064
(e)
|
10,879
|
9,541
|
|
|
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2018-1, Class A1, 3.50%
6/25/2028 (e)
|
653
|
639
|
|
|
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2018-2, Class A1, 3.50%
11/25/2028 (e)
|
9,104
|
8,915
|
|
|
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2019-2, Class A1C,
2.75% 9/25/2029 (e)
|
21,859
|
20,884
|
|
|
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2019-3, Class A1C,
2.75% 11/25/2029 (e)
|
12,404
|
11,777
|
|
|
Government National Mortgage Assn. 2.50% 6/1/2056 (e)(h)
|
2,960
|
2,533
|
|
|
Government National Mortgage Assn. 5.50% 6/1/2056 (e)(h)
|
9,695
|
9,756
|
|
|
Government National Mortgage Assn. Pool #005306 4.50% 2/20/2042 (e)
|
5
|
5
|
|
|
Government National Mortgage Assn. Pool #MA4511 4.00% 6/20/2047 (e)
|
7,583
|
7,204
|
|
|
Government National Mortgage Assn. Pool #MA5332 5.00% 7/20/2048 (e)
|
2
|
2
|
|
|
Government National Mortgage Assn. Pool #MA6042 5.00% 7/20/2049 (e)
|
4
|
4
|
|
|
Government National Mortgage Assn. Pool #MA6217 2.50% 10/20/2049 (e)
|
34
|
29
|
|
|
Government National Mortgage Assn. Pool #MA6930 2.00% 10/20/2050 (e)
|
69
|
57
|
|
|
Government National Mortgage Assn. Pool #MA7051 2.00% 12/20/2050 (e)
|
43,780
|
35,957
|
|
|
Government National Mortgage Assn. Pool #MA7533 2.00% 8/20/2051 (e)
|
1,089
|
894
|
|
|
Government National Mortgage Assn. Pool #MA7534 2.50% 8/20/2051 (e)
|
23,056
|
19,751
|
|
|
Government National Mortgage Assn. Pool #785607 2.50% 8/20/2051 (e)
|
5,686
|
4,848
|
|
|
Government National Mortgage Assn. Pool #785575 2.50% 8/20/2051 (e)
|
4,258
|
3,630
|
|
|
Government National Mortgage Assn. Pool #785659 2.50% 10/20/2051 (e)
|
5,193
|
4,428
|
|
|
Government National Mortgage Assn. Pool #MA7766 2.00% 12/20/2051 (e)
|
900
|
740
|
|
|
Government National Mortgage Assn. Pool #MA7826 2.00% 1/20/2052 (e)
|
318
|
261
|
|
|
Government National Mortgage Assn. Pool #785847 2.50% 1/20/2052 (e)
|
5,171
|
4,434
|
|
|
Government National Mortgage Assn. Pool #MA7880 2.00% 2/20/2052 (e)
|
9,731
|
7,992
|
|
|
Government National Mortgage Assn. Pool #MA7881 2.50% 2/20/2052 (e)
|
541
|
464
|
|
|
Government National Mortgage Assn. Pool #MA7937 3.00% 3/20/2052 (e)
|
13,922
|
12,395
|
|
|
Government National Mortgage Assn. Pool #MA7987 2.50% 4/20/2052 (e)
|
3,979
|
3,410
|
|
|
Government National Mortgage Assn. Pool #MA7988 3.00% 4/20/2052 (e)
|
10,552
|
9,394
|
|
|
Government National Mortgage Assn. Pool #MA8099 3.50% 6/20/2052 (e)
|
231
|
210
|
|
|
Government National Mortgage Assn. Pool #MA8151 4.50% 7/20/2052 (e)
|
316
|
307
|
|
|
Government National Mortgage Assn. Pool #MA8266 3.50% 9/20/2052 (e)
|
12,822
|
11,632
|
|
|
Government National Mortgage Assn. Pool #MA8346 4.00% 10/20/2052 (e)
|
113
|
106
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Government National Mortgage Assn. Pool #MA9015 4.50% 7/20/2053 (e)
|
USD12,707
|
$12,299
|
|
|
Government National Mortgage Assn. Pool #MA9776 4.00% 7/20/2054 (e)
|
133
|
125
|
|
|
Government National Mortgage Assn. Pool #MB0147 5.50% 1/20/2055 (e)
|
38,331
|
38,661
|
|
|
Government National Mortgage Assn. Pool #MB0205 5.50% 2/20/2055 (e)
|
2,423
|
2,443
|
|
|
Government National Mortgage Assn. Pool #MB0366 5.50% 5/20/2055 (e)
|
11,230
|
11,327
|
|
|
Government National Mortgage Assn. Pool #MB0424 5.50% 6/20/2055 (e)
|
33,119
|
33,376
|
|
|
Government National Mortgage Assn. Pool #MB0485 5.50% 7/20/2055 (e)
|
6,067
|
6,114
|
|
|
Government National Mortgage Assn. Pool #MB0556 5.50% 8/20/2055 (e)
|
1,816
|
1,830
|
|
|
Government National Mortgage Assn., Series 2021-2, Class AH, 1.50% 6/16/2063 (e)
|
9,539
|
7,173
|
|
|
Uniform Mortgage-Backed Security 3.00% 6/1/2041 (e)(h)
|
1,016
|
966
|
|
|
Uniform Mortgage-Backed Security 3.50% 6/1/2041 (e)(h)
|
45
|
43
|
|
|
Uniform Mortgage-Backed Security 5.50% 6/1/2041 (e)(h)
|
3,652
|
3,717
|
|
|
Uniform Mortgage-Backed Security 2.00% 6/1/2041 (e)(h)
|
167
|
153
|
|
|
Uniform Mortgage-Backed Security 4.00% 6/1/2041 (e)(h)
|
1,205
|
1,170
|
|
|
Uniform Mortgage-Backed Security 2.00% 7/1/2041 (e)(h)
|
763
|
701
|
|
|
Uniform Mortgage-Backed Security 4.00% 7/1/2041 (e)(h)
|
6,795
|
6,594
|
|
|
Uniform Mortgage-Backed Security 2.00% 6/1/2056 (e)(h)
|
86,891
|
69,526
|
|
|
Uniform Mortgage-Backed Security 2.50% 6/1/2056 (e)(h)
|
41,008
|
34,320
|
|
|
Uniform Mortgage-Backed Security 3.00% 6/1/2056 (e)(h)
|
43,536
|
38,031
|
|
|
Uniform Mortgage-Backed Security 3.50% 6/1/2056 (e)(h)
|
7,314
|
6,649
|
|
|
Uniform Mortgage-Backed Security 4.00% 6/1/2056 (e)(h)
|
9,406
|
8,808
|
|
|
Uniform Mortgage-Backed Security 4.50% 6/1/2056 (e)(h)
|
12,384
|
11,891
|
|
|
Uniform Mortgage-Backed Security 5.00% 6/1/2056 (e)(h)
|
22,524
|
22,163
|
|
|
Uniform Mortgage-Backed Security 5.50% 6/1/2056 (e)(h)
|
15,767
|
15,839
|
|
|
Uniform Mortgage-Backed Security 6.00% 6/1/2056 (e)(h)
|
10,392
|
10,612
|
|
|
Uniform Mortgage-Backed Security 6.50% 6/1/2056 (e)(h)
|
9,260
|
9,627
|
|
|
Uniform Mortgage-Backed Security 7.00% 6/1/2056 (e)(h)
|
53,935
|
57,064
|
|
|
Uniform Mortgage-Backed Security 2.00% 7/1/2056 (e)(h)
|
390,941
|
312,661
|
|
|
Uniform Mortgage-Backed Security 2.50% 7/1/2056 (e)(h)
|
393,386
|
329,061
|
|
|
Uniform Mortgage-Backed Security 3.00% 7/1/2056 (e)(h)
|
22,939
|
20,024
|
|
|
Uniform Mortgage-Backed Security 3.50% 7/1/2056 (e)(h)
|
6,793
|
6,170
|
|
|
Uniform Mortgage-Backed Security 4.00% 7/1/2056 (e)(h)
|
178,400
|
166,935
|
|
|
Uniform Mortgage-Backed Security 5.50% 7/1/2056 (e)(h)
|
19,758
|
19,817
|
|
|
Uniform Mortgage-Backed Security 6.50% 7/1/2056 (e)(h)
|
49,088
|
50,912
|
|
|
|
|
|
5,003,136
|
|
Collateralized mortgage-backed obligations (privately originated) 4.72%
|
|
|
|
|
Angel Oak Mortgage Trust, Series 2024-8, Class A1, 5.338% 5/27/2069 (6.338% on 8/1/2028)
(e)(g)(i)
|
3,663
|
3,669
|
|
|
Arroyo Mortgage Trust, Series 2021-1R, Class A1, 1.175% 10/25/2048 (e)(f)(g)
|
6,146
|
5,642
|
|
|
Arroyo Mortgage Trust, Series 2019-1, Class A1, 3.805% 1/25/2049 (e)(f)(g)
|
1,720
|
1,681
|
|
|
Arroyo Mortgage Trust, Series 2020-1, Class A1A, 1.662% 3/25/2055 (e)(g)
|
389
|
381
|
|
|
Arroyo Mortgage Trust, Series 2022-1, Class A1A, 3.495% 12/25/2056 (e)(g)
|
7,913
|
7,702
|
|
|
Aspire Mortgage Trust, Series 2026-2, Class A1A, 5.325% 4/26/2066 (6.325% on 4/1/2030)
(e)(g)(i)
|
21,252
|
21,277
|
|
|
Atlas SP, Series 2024-RPL1, Class A1, 3.85% 4/25/2064 (4.85% on 8/1/2028) (e)(g)(i)
|
9,829
|
9,579
|
|
|
BINOM Securitization Trust, Series 2022-RPL1, Class A1, 3.00% 2/25/2061 (e)(f)(g)
|
11,369
|
10,572
|
|
|
BRAVO Residential Funding Trust, Series 2019-1, Class A1D, 3.50% 3/25/2058 (e)(g)
|
8,101
|
7,780
|
|
|
BRAVO Residential Funding Trust, Series 2020-RPL2, Class A1, 2.00% 5/25/2059 (e)(f)(g)
|
3,878
|
3,649
|
|
|
BRAVO Residential Funding Trust, Series 2020-RPL1, Class A1, 2.50% 5/26/2059 (e)(f)(g)
|
1,145
|
1,136
|
|
|
BRAVO Residential Funding Trust, Series 2022-RPL1, Class A1, 2.75% 9/25/2061 (e)(f)(g)
|
940
|
858
|
|
|
BRAVO Residential Funding Trust, Series 2022-NQM1, Class A1, 4.626% 9/25/2061 (e)(g)
|
1,601
|
1,572
|
|
|
BRAVO Residential Funding Trust, Series 2022-NQM2, Class A1, 5.272% 11/25/2061 (e)(g)
|
671
|
668
|
|
|
BRAVO Residential Funding Trust, Series 2023-NQM4, Class A1, 6.435% 5/25/2063 (7.435%
on 6/1/2027) (e)(g)(i)
|
1,814
|
1,810
|
|
|
BRAVO Residential Funding Trust, Series 2024-NQM6, Class A1, 5.409% 8/1/2064 (6.409%
on 8/1/2028) (e)(g)(i)
|
6,574
|
6,590
|
|
|
BRAVO Residential Funding Trust, Series 2025-NQM1, Class A1, 5.604% 12/25/2064 (e)(g)(i)
|
11,213
|
11,273
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Collateralized mortgage-backed obligations (privately originated) (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
BRAVO Residential Funding Trust, Series 2025-NQM5, Class A1, 5.496% 2/25/2065 (6.496%
on 5/1/2027) (e)(g)(i)
|
USD7,123
|
$7,153
|
|
|
BRAVO Residential Funding Trust, Series 2025-NQM8, Class A1A, 5.082% 6/25/2065 (6.082%
on
8/1/2029) (e)(g)(i)
|
8,069
|
8,048
|
|
|
BRAVO Residential Funding Trust, Series 2025-NQM10, Class A1, 4.868% 9/25/2065 (e)(f)(g)
|
18,183
|
18,087
|
|
|
Bridge Trust, Series 2025-SFR1, Class A, 4.05% 9/17/2042 (e)(g)
|
9,528
|
9,131
|
|
|
Bunker Hill Loan Depositary Trust, Series 2019-2, Class A3, 3.185% 7/25/2049 (e)(f)(g)
|
276
|
271
|
|
|
Cantor Commercial Real Estate Lending, Series 2019-CF1, Class AS, 4.027% 5/15/2052
(e)
|
1,255
|
1,195
|
|
|
Cascade Funding Mortgage Trust, Series 2024-NR1, Class A1, 6.405% 11/25/2029 (9.405%
on
11/25/2027) (e)(g)(i)
|
7,782
|
7,802
|
|
|
Cascade Funding Mortgage Trust, Series 2024-HB15, Class A, 4.00% 8/25/2034 (e)(f)(g)
|
2,052
|
2,047
|
|
|
Cascade Funding Mortgage Trust, Series 2024-RM5, Class A, 4.00% 10/25/2054 (e)(f)(g)
|
18,709
|
18,358
|
|
|
CFCRE Commercial Mortgage Trust, Series 2016-C7, Class A2, 3.585% 12/10/2054 (e)
|
2,463
|
2,451
|
|
|
Chase Mortgage Finance Corp., Series 2024-RPL2, Class A1A, 3.25% 8/25/2064 (e)(f)(g)
|
3,992
|
3,525
|
|
|
Chase Mortgage Finance Corp., Series 2024-RPL4, Class A1B, 3.375% 12/25/2064 (e)(f)(g)
|
4,181
|
3,682
|
|
|
Chase Mortgage Finance Corp., Series 2024-RPL4, Class A1A, 3.375% 12/25/2064 (e)(f)(g)
|
17
|
15
|
|
|
CIM Trust, Series 2022-R2, Class A1, 3.75% 12/25/2061 (e)(f)(g)
|
30,366
|
28,653
|
|
|
CIM Trust, Series 2020-R7, Class A1B, 2.25% 12/27/2061 (e)(f)(g)
|
6,000
|
4,782
|
|
|
CIM Trust, Series 2024-R1, Class A1, 4.75% 6/25/2064 (e)(f)(g)
|
5,427
|
5,335
|
|
|
CIM Trust, Series 2025-R1, Class A1, 5.00% 2/25/2099 (8.00% on 3/1/2028) (e)(g)(i)
|
5,304
|
5,265
|
|
|
Citigroup Mortgage Loan Trust, Series 2020-EXP1, Class A1A, 1.804% 5/25/2060 (e)(f)(g)
|
870
|
828
|
|
|
Citigroup Mortgage Loan Trust, Series 2018-RP1, Class M1, 3.00% 9/25/2064 (e)(f)(g)
|
10,000
|
9,492
|
|
|
COLT Funding, LLC, Series 2023-1, Class A1, 6.048% 4/25/2068 (7.048% on 4/1/2027)
(e)(g)(i)
|
6,514
|
6,500
|
|
|
COLT Funding, LLC, Series 2023-3, Class A1, 7.18% 9/25/2068 (8.18% on 9/1/2027) (e)(g)(i)
|
1,595
|
1,602
|
|
|
COLT Funding, LLC, Series 2023-4, Class B1, 8.209% 10/25/2068 (e)(f)(g)
|
2,000
|
2,031
|
|
|
COLT Funding, LLC, Series 2024-7, Class A1, 5.538% 12/26/2069 (6.538% on 11/1/2028)
(e)(g)(i)
|
3,501
|
3,516
|
|
|
COLT Funding, LLC, Series 2025-1, Class A1, 5.699% 1/25/2070 (6.699% on 1/1/2029)
(e)(g)(i)
|
2,876
|
2,894
|
|
|
COLT Mortgage Loan Trust, Series 2021-5, Class A1, 1.726% 11/26/2066 (e)(f)(g)
|
1,072
|
973
|
|
|
Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M1, (30-day Average USD-SOFR
+ 2.30%) 5.912%
5/25/2043 (e)(f)(g)
|
1,997
|
2,027
|
|
|
Connecticut Avenue Securities Trust, Series 2023-R05, Class 1M1, (30-day Average USD-SOFR
+ 1.90%) 5.512%
6/25/2043 (e)(f)(g)
|
1,447
|
1,455
|
|
|
Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M1, (30-day Average USD-SOFR
+ 1.05%) 4.662%
1/25/2044 (e)(f)(g)
|
2,085
|
2,085
|
|
|
Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1, (30-day Average USD-SOFR
+ 1.10%) 4.712%
2/25/2044 (e)(f)(g)
|
1,195
|
1,195
|
|
|
Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M1, (30-day Average USD-SOFR
+ 1.10%) 4.712%
5/25/2044 (e)(f)(g)
|
174
|
174
|
|
|
Connecticut Avenue Securities Trust, Series 2024-R06, Class 1A1, (30-day Average USD-SOFR
+ 1.15%) 4.762%
9/25/2044 (e)(f)(g)
|
5,303
|
5,318
|
|
|
Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M2, (30-day Average USD-SOFR
+ 1.60%) 5.212%
9/25/2044 (e)(f)(g)
|
1,232
|
1,235
|
|
|
Connecticut Avenue Securities Trust, Series 2025-R01, Class 1A1, (30-day Average USD-SOFR
+ 0.95%) 4.562%
1/25/2045 (e)(f)(g)
|
3,303
|
3,307
|
|
|
Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1, (30-day Average USD-SOFR
+ 1.00%) 4.612%
2/25/2045 (e)(f)(g)
|
1,257
|
1,259
|
|
|
Connecticut Avenue Securities Trust, Series 2025-R02, Class 1M1, (30-day Average USD-SOFR
+ 1.15%) 4.762%
2/25/2045 (e)(f)(g)
|
2,192
|
2,192
|
|
|
Connecticut Avenue Securities Trust, Series 2025-R03, Class 2M1, (30-day Average USD-SOFR
+ 1.60%) 5.212%
3/25/2045 (e)(f)(g)
|
7,293
|
7,303
|
|
|
Connecticut Avenue Securities Trust, Series 2025-R03, Class 1M1, (30-day Average USD-SOFR
+ 0.95%) 4.562%
9/25/2045 (e)(f)(g)
|
21,002
|
20,994
|
|
|
Connecticut Avenue Securities Trust, Series 2026-R02, Class 1M1, (30-day Average USD-SOFR
+ 1.05%) 4.662%
2/25/2046 (e)(f)(g)
|
5,806
|
5,809
|
|
|
Credit Suisse Mortgage Trust, Series 2017-RPL3, Class A1, 4.00% 8/1/2057 (e)(f)(g)
|
880
|
826
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Collateralized mortgage-backed obligations (privately originated) (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Credit Suisse Mortgage Trust, Series 2019-RPL1, Class A1A, 3.65% 7/25/2058 (e)(f)(g)
|
USD684
|
$675
|
|
|
Credit Suisse Mortgage Trust, Series 2017-RPL3, Class A1, 2.00% 1/25/2060 (e)(f)(g)
|
1,363
|
1,208
|
|
|
CS First Boston Mortgage Securities Corp., Series 2002-30, Class IA1, 7.50% 11/25/2032
(e)
|
35
|
36
|
|
|
CS First Boston Mortgage Securities Corp., Series 2002-34, Class IA1, 7.50% 12/25/2032
(e)
|
48
|
49
|
|
|
CS First Boston Mortgage Securities Corp., Series 2003-21, Class VA1, 6.50% 7/25/2033
(e)
|
59
|
61
|
|
|
CS First Boston Mortgage Securities Corp., Series 2003-29, Class VA1, 7.00% 12/25/2033
(e)
|
32
|
33
|
|
|
FARM Mortgage Trust, Series 2024-1, Class A, 4.679% 10/1/2053 (e)(f)(g)
|
1,982
|
1,903
|
|
|
Farmer Mac Agricultural Real Estate Trust, Series 2024-2, Class A1, 5.191% 8/1/2054
(e)(f)(g)
|
3,139
|
3,145
|
|
|
Finance of America Structured Securities Trust, Series 2025-PC1, Class A1, 4.50% 5/25/2075
(e)(g)(i)
|
21,330
|
20,694
|
|
|
Flagstar Mortgage Trust, Series 2021-8INV, Class A3, 2.50% 9/25/2051 (e)(f)(g)
|
1,602
|
1,329
|
|
|
Flagstar Mortgage Trust, Series 2021-11INV, Class A2, 3.00% 11/25/2051 (e)(f)(g)
|
13,690
|
11,835
|
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2018-DNA1, Class M2B,
(30-day Average
USD-SOFR + 1.914%) 5.527% 7/25/2030 (e)(f)
|
2,076
|
2,098
|
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2021-DNA2, Class B1,
(30-day Average
USD-SOFR + 3.40%) 7.012% 8/25/2033 (e)(f)(g)
|
202
|
224
|
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2021-DNA6, Class B1,
(30-day Average
USD-SOFR + 3.40%) 7.012% 10/25/2041 (e)(f)(g)
|
3,000
|
3,025
|
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA2, Class M1A,
(30-day Average
USD-SOFR + 1.30%) 4.912% 2/25/2042 (e)(f)(g)
|
233
|
233
|
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA5, Class M1A,
(30-day Average
USD-SOFR + 2.95%) 6.562% 6/25/2042 (e)(f)(g)
|
7,268
|
7,355
|
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA6, Class M1A,
(30-day Average
USD-SOFR + 2.15%) 5.762% 9/25/2042 (e)(f)(g)
|
277
|
278
|
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA1, Class A1,
(30-day Average
USD-SOFR + 1.35%) 4.962% 2/25/2044 (e)(f)(g)
|
16,608
|
16,674
|
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA2, Class A1,
(30-day Average
USD-SOFR + 1.25%) 4.862% 5/25/2044 (e)(f)(g)
|
20,241
|
20,318
|
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA3, Class A1,
(30-day Average
USD-SOFR + 1.05%) 4.662% 10/25/2044 (e)(f)(g)
|
2,968
|
2,974
|
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2025-DNA3, Class A1,
(30-day Average
USD-SOFR + 0.95%) 4.562% 9/25/2045 (e)(f)(g)
|
2,085
|
2,089
|
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2026-DNA1, Class A1,
(30-day Average
USD-SOFR + 0.85%) 4.462% 2/25/2046 (e)(f)(g)
|
15,300
|
15,299
|
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2026-DNA1, Class M1,
(30-day Average
USD-SOFR + 1.00%) 4.612% 2/25/2046 (e)(f)(g)
|
12,445
|
12,444
|
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-HQA5, Class B1,
(30-day Average
USD-SOFR + 4.00%) 7.612% 11/25/2050 (e)(f)(g)
|
6,500
|
7,150
|
|
|
GCAT Trust, Series 2024-NQM2, Class A1, 6.085% 6/25/2059 (7.359% on 5/1/2028) (e)(g)(i)
|
4,009
|
4,038
|
|
|
GCAT Trust, Series 2021-NQM6, Class A1, 1.855% 8/25/2066 (e)(f)(g)
|
12,510
|
11,473
|
|
|
GCAT Trust, Series 2025-NQM4, Class A1, 5.529% 6/25/2070 (e)(g)(i)
|
12,993
|
13,040
|
|
|
GS Mortgage-Backed Securities Trust, Series 2023-PJ5, Class A22, 6.50% 2/25/2054 (e)(f)(g)
|
2,500
|
2,577
|
|
|
GS Mortgage-Backed Securities Trust, Series 2024-RPL2, Class A1, 3.75% 7/25/2061 (4.75%
on 2/1/2028) (e)(g)(i)
|
3,316
|
3,241
|
|
|
Home Partners of America Trust, Series 2021-2, Class A, 1.901% 12/17/2026 (e)(g)
|
11,809
|
11,633
|
|
|
Home Partners of America Trust, Series 2021-2, Class C, 2.402% 12/17/2026 (e)(g)
|
2,878
|
2,838
|
|
|
Home Partners of America Trust, Series 2022-1, Class A, 3.93% 4/17/2039 (e)(g)
|
4,314
|
4,291
|
|
|
Home Partners of America Trust, Series 2019-1, Class A, 2.908% 9/17/2039 (e)(g)
|
2,182
|
2,135
|
|
|
Imperial Fund Mortgage Trust, Series 2022-NQM7, Class A1, 7.369% 11/25/2067 (8.369%
on 11/1/2026) (e)(g)(i)
|
15,493
|
15,544
|
|
|
Imperial Fund Mortgage Trust, Series 2023-NQM1, Class A1, 5.941% 2/25/2068 (6.941%
on 1/1/2027) (e)(g)(i)
|
12,024
|
12,001
|
|
|
IRV Trust, Series 2025-200P, Class A, 5.295% 3/14/2047 (e)(f)(g)
|
16,156
|
16,340
|
|
|
JP Morgan Mortgage Trust, Series 2026-NQX1, Class A1, 5.50% 7/25/2066 (e)(f)(g)
|
5,797
|
5,807
|
|
|
Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1, 5.75% 4/25/2061 (e)(g)
|
12,850
|
12,868
|
|
|
Legacy Mortgage Asset Trust, Series 2021-GS5, Class A1, 6.25% 7/25/2067 (e)(g)
|
9,734
|
9,750
|
|
|
Liberty Street Trust, Series 2026-225L, Class A, 4.746% 2/10/2043 (e)(f)(g)
|
12,021
|
11,839
|
|
|
MFRA Trust, Series 2020-NQM1, Class A1, 2.479% 3/25/2065 (e)(f)(g)
|
452
|
442
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Collateralized mortgage-backed obligations (privately originated) (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
MFRA Trust, Series 2024-NQM2, Class A1, 5.272% 8/25/2069 (6.272% on 8/1/2028) (e)(g)(i)
|
USD5,826
|
$5,831
|
|
|
MFRA Trust, Series 2024-NQM3, Class A1, 5.722% 12/25/2069 (6.722% on 12/1/2028) (e)(g)(i)
|
8,229
|
8,277
|
|
|
MFRA Trust, Series 2025-NQM3, Class A1, 5.261% 8/25/2070 (6.261% on 7/1/2029) (e)(g)(i)
|
7,121
|
7,118
|
|
|
Mill City Mortgage Trust, Series 15-1, Class M3, 3.743% 6/25/2056 (e)(f)(g)
|
776
|
772
|
|
|
Mill City Mortgage Trust, Series 2016-1, Class M3, 3.35% 4/25/2057 (e)(f)(g)
|
2,429
|
2,407
|
|
|
Mill City Mortgage Trust, Series 2019-3, Class A1, 3.482% 8/25/2058 (e)(f)(g)
|
657
|
652
|
|
|
Mill City Mortgage Trust, Series 2019-GS1, Class A1, 2.75% 7/25/2059 (e)(f)(g)
|
90
|
89
|
|
|
Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM2, Class A1, 6.386%
5/25/2069 (7.386% on
5/1/2028) (e)(g)(i)
|
6,815
|
6,875
|
|
|
Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM3, Class A1, 5.044%
7/25/2069 (e)(f)(g)
|
2,708
|
2,707
|
|
|
Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM1, Class A1, 5.738%
11/25/2069 (e)(f)(g)
|
7,478
|
7,544
|
|
|
New Residential Mortgage Loan Trust, Series 2016-1A, Class A1, 3.75% 3/25/2056 (e)(f)(g)
|
431
|
415
|
|
|
New Residential Mortgage Loan Trust, Series 2018-RPL1, Class A1, 3.50% 12/25/2057
(e)(f)(g)
|
813
|
790
|
|
|
New Residential Mortgage Loan Trust, Series 2018-1A, Class A1A, 4.00% 12/25/2057 (e)(f)(g)
|
27
|
26
|
|
|
New Residential Mortgage Loan Trust, Series 2019-2A, Class A1, 4.25% 12/25/2057 (e)(f)(g)
|
1,058
|
1,033
|
|
|
New Residential Mortgage Loan Trust, Series 2018-5A, Class A1, 4.75% 12/25/2057 (e)(f)(g)
|
863
|
852
|
|
|
New Residential Mortgage Loan Trust, Series 2019-RPL3, Class A1, 2.75% 7/25/2059 (e)(f)(g)
|
1,377
|
1,334
|
|
|
New Residential Mortgage Loan Trust, Series 2020-RPL1, Class A1, 2.75% 11/25/2059
(e)(f)(g)
|
2,250
|
2,163
|
|
|
New Residential Mortgage Loan Trust, Series 2025-NQM2, Class A1, 5.566% 4/25/2065
(e)(g)(i)
|
7,403
|
7,442
|
|
|
New York Mortgage Trust, Series 2024-CP1, Class A1, 3.75% 2/25/2068 (e)(f)(g)
|
3,591
|
3,336
|
|
|
Onslow Bay Financial Mortgage Loan Trust, Series 2024-HYB1, Class A1, 3.65% 3/25/2053
(e)(f)(g)
|
6,207
|
6,233
|
|
|
Onslow Bay Financial Mortgage Loan Trust, Series 2020-EXP1, Class 2A1B, (3-month USD
CME Term SOFR +
0.864%) 4.449% 2/25/2060 (e)(f)(g)
|
2,132
|
2,110
|
|
|
Onslow Bay Financial Mortgage Loan Trust, Series 2023-NQM4, Class A1, 6.113% 3/25/2063
(7.113% on
5/1/2027) (e)(g)(i)
|
7,098
|
7,083
|
|
|
Onslow Bay Financial Mortgage Loan Trust, Series 2025-NQM8, Class A1, 5.472% 3/25/2065
(6.472% on
5/1/2029) (e)(g)(i)
|
8,445
|
8,482
|
|
|
Onslow Bay Financial Mortgage Loan Trust, Series 2026-NQM4, Class A1, 5.173% 2/25/2066
(e)(f)(g)
|
13,474
|
13,457
|
|
|
Onslow Bay Financial, LLC, Series 2024-HYB2, Class A1, 3.705% 4/25/2053 (e)(f)(g)
|
11,953
|
11,979
|
|
|
Onslow Bay Financial, LLC, Series 2022-NQM6, Class A1, 4.70% 7/25/2062 (5.70% on 6/1/2026)
(e)(g)(i)
|
4,618
|
4,608
|
|
|
Onslow Bay Financial, LLC, Series 2026-R1, Class A1, 4.884% 1/25/2063 (e)(f)(g)
|
13,513
|
13,386
|
|
|
Onslow Bay Financial, LLC, Series 2023-NQM7, Class A1, 6.844% 4/25/2063 (7.844% on
9/1/2027) (e)(g)(i)
|
2,488
|
2,496
|
|
|
Onslow Bay Financial, LLC, Series 2023-NQM6, Class A1, 6.52% 7/25/2063 (7.52% on 7/1/2027)
(e)(g)(i)
|
1,137
|
1,140
|
|
|
Onslow Bay Financial, LLC, Series 2024-NQM5, Class A1, 5.988% 1/25/2064 (6.988% on
3/1/2028) (e)(g)(i)
|
4,349
|
4,373
|
|
|
Onslow Bay Financial, LLC, Series 2024-NQM4, Class A1, 6.067% 1/25/2064 (7.067% on
2/1/2028) (e)(g)(i)
|
4,415
|
4,439
|
|
|
Onslow Bay Financial, LLC, Series 2024-NQM7, Class A1, 6.243% 3/25/2064 (7.243% on
4/1/2028) (e)(g)(i)
|
4,725
|
4,762
|
|
|
Onslow Bay Financial, LLC, Series 2024-NQM10, Class A1, 6.18% 5/25/2064 (7.18% on
6/1/2028) (e)(g)(i)
|
6,488
|
6,545
|
|
|
Onslow Bay Financial, LLC, Series 2024-NQM8, Class A1, 6.233% 5/25/2064 (7.233% on
5/1/2028) (e)(g)(i)
|
11,075
|
11,169
|
|
|
Onslow Bay Financial, LLC, Series 2024-NQM13, Class A1, 5.116% 6/25/2064 (6.116% on
8/1/2028) (e)(g)(i)
|
4,435
|
4,439
|
|
|
Onslow Bay Financial, LLC, Series 2024-NQM11, Class A1, 5.875% 6/25/2064 (6.825% on
7/1/2028) (e)(g)(i)
|
9,180
|
9,255
|
|
|
Onslow Bay Financial, LLC, Series 2024-NQM17, Class A1, 5.61% 11/25/2064 (6.61% on
11/1/2028) (e)(g)(i)
|
12,555
|
12,625
|
|
|
Onslow Bay Financial, LLC, Series 2025-NQM3, Class A1, 5.648% 12/1/2064 (6.648% on
2/1/2029) (e)(g)(i)
|
8,173
|
8,223
|
|
|
Onslow Bay Financial, LLC, Series 2025-NQM1, Class A1, 5.547% 12/25/2064 (6.547% on
12/1/2028) (e)(g)(i)
|
13,581
|
13,650
|
|
|
Onslow Bay Financial, LLC, Series 2025-NQM12, Class A1, 5.316% 6/25/2065 (6.316% on
6/1/2031) (e)(g)(i)
|
29,099
|
29,144
|
|
|
Onslow Bay Financial, LLC, Series 2025-NQM14, Class A1A, 5.162% 7/25/2065 (6.162%
on 7/1/2029) (e)(g)(i)
|
5,998
|
5,995
|
|
|
Onslow Bay Financial, LLC, Series 2025-NQM16, Class A1A, 4.905% 8/25/2065 (5.905%
on 9/1/2029) (e)(g)(i)
|
4,702
|
4,677
|
|
|
Onslow Bay Financial, LLC, Series 2025-NQM18, Class A1A, 5.057% 9/25/2065 (6.057%
on 9/1/2029) (e)(g)(i)
|
9,661
|
9,646
|
|
|
Onslow Bay Financial, LLC, Series 2025-NQM19, Class A1, 4.869% 10/25/2065 (e)(f)(g)
|
21,032
|
20,928
|
|
|
Onslow Bay Financial, LLC, Series 2026-NQM5, Class A1, 5.321% 1/25/2066 (e)(f)(g)
|
11,881
|
11,904
|
|
|
PMT Loan Trust, Series 2024-INV1, Class A2, 6.00% 10/25/2059 (e)(f)(g)
|
1,260
|
1,280
|
|
|
PRKCM Trust, Series 2021-AFC2, Class A1, 2.071% 11/25/2056 (e)(f)(g)
|
7,741
|
6,829
|
|
|
Progress Residential Trust, Series 2021-SFR6, Class A, 1.524% 7/17/2038 (e)(g)
|
5,845
|
5,821
|
|
|
Progress Residential Trust, Series 2022-SFR3, Class A, 3.20% 4/17/2039 (e)(g)
|
1,534
|
1,514
|
|
|
Progress Residential Trust, Series 2022-SFR6, Class B, 4.997% 7/20/2039 (e)(g)
|
500
|
498
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Collateralized mortgage-backed obligations (privately originated) (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Progress Residential Trust, Series 2024-SFR1, Class A, 3.35% 2/17/2041 (e)(g)
|
USD6,049
|
$5,815
|
|
|
Progress Residential Trust, Series 2024-SFR3, Class A, 3.00% 6/17/2041 (e)(g)
|
8,920
|
8,447
|
|
|
Progress Residential Trust, Series 2024-SFR5, Class A, 3.00% 8/17/2041 (e)(g)
|
4,945
|
4,668
|
|
|
Progress Residential Trust, Series 2025-SFR2, Class A, 3.305% 4/17/2042 (e)(g)
|
3,367
|
3,176
|
|
|
Progress Residential Trust, Series 2025-SFR3, Class A, 3.39% 7/17/2042 (e)(g)
|
9,485
|
8,944
|
|
|
Progress Residential Trust, Series 2025-SFR6, Class A, 4.00% 12/17/2042 (e)(g)
|
8,725
|
8,391
|
|
|
Progress Residential Trust, Series 2025-SFR6, Class B, 4.00% 12/17/2042 (e)(g)
|
2,006
|
1,895
|
|
|
Progress Residential Trust, Series 2025-SFR6, Class D, 4.00% 12/17/2042 (e)(g)
|
1,734
|
1,609
|
|
|
Progress Residential Trust, Series 2026-SFR1, Class A, 3.85% 2/17/2043 (e)(g)
|
15,281
|
14,548
|
|
|
Progress Residential Trust, Series 2026-SFR2, Class A, 4.24% 5/17/2043 (e)(g)
|
12,922
|
12,487
|
|
|
PRP Advisors, LLC, Series 2025-RPL3, Class A1, 3.25% 4/25/2055 (4.25% on 4/1/2028)
(e)(g)(i)
|
3,518
|
3,410
|
|
|
Sequoia Mortgage Trust, Series 2025-HYB1, Class A1A, 5.03% 10/25/2055 (e)(f)(g)
|
14,540
|
14,592
|
|
|
Starwood Mortgage Residential Trust, Series 2024-SFR4, Class A, (1-month USD CME Term
SOFR + 1.75%)
5.377% 10/17/2041 (e)(f)(g)
|
13,181
|
13,183
|
|
|
Starwood Mortgage Residential Trust, Series 2025-SFR5, Class A, (1-month USD CME Term
SOFR + 1.45%)
5.078% 2/17/2042 (e)(f)(g)
|
1,857
|
1,854
|
|
|
Towd Point Mortgage Trust, Series 2016-1, Class B1, 4.30% 2/25/2055 (e)(f)(g)
|
7,070
|
6,990
|
|
|
Towd Point Mortgage Trust, Series 2015-5, Class B1, 3.961% 5/25/2055 (e)(f)(g)
|
12,011
|
11,897
|
|
|
Towd Point Mortgage Trust, Series 2016-2, Class B2, 3.469% 8/25/2055 (e)(f)(g)
|
5,800
|
5,227
|
|
|
Towd Point Mortgage Trust, Series 2016-4, Class M2, 3.75% 7/25/2056 (e)(f)(g)
|
4,905
|
4,855
|
|
|
Towd Point Mortgage Trust, Series 2017-1, Class M1, 3.75% 10/25/2056 (e)(f)(g)
|
3,248
|
3,211
|
|
|
Towd Point Mortgage Trust, Series 2017-2, Class M1, 3.75% 4/25/2057 (e)(f)(g)
|
6,450
|
6,394
|
|
|
Towd Point Mortgage Trust, Series 2017-2, Class M2, 3.75% 4/25/2057 (e)(f)(g)
|
5,233
|
5,077
|
|
|
Towd Point Mortgage Trust, Series 2017-4, Class A1, 2.75% 6/25/2057 (e)(f)(g)
|
330
|
326
|
|
|
Towd Point Mortgage Trust, Series 2017-4, Class A2, 3.00% 6/25/2057 (e)(f)(g)
|
5,541
|
5,283
|
|
|
Towd Point Mortgage Trust, Series 2017-3, Class A2, 3.00% 7/25/2057 (e)(f)(g)
|
2,427
|
2,410
|
|
|
Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75% 10/25/2057 (e)(f)(g)
|
383
|
379
|
|
|
Towd Point Mortgage Trust, Series 2017-6, Class A2, 3.00% 10/25/2057 (e)(f)(g)
|
10,335
|
9,973
|
|
|
Towd Point Mortgage Trust, Series 2018-1, Class A1, 3.00% 1/25/2058 (e)(f)(g)
|
3
|
3
|
|
|
Towd Point Mortgage Trust, Series 2018-2, Class A1, 3.25% 3/25/2058 (e)(f)(g)
|
1,050
|
1,046
|
|
|
Towd Point Mortgage Trust, Series 2019-1, Class A1, 3.75% 3/25/2058 (e)(f)(g)
|
2,904
|
2,823
|
|
|
Towd Point Mortgage Trust, Series 2018-3, Class A1, 3.75% 5/25/2058 (e)(f)(g)
|
1,280
|
1,261
|
|
|
Towd Point Mortgage Trust, Series 2018-3, Class M2, 3.875% 5/25/2058 (e)(f)(g)
|
3,435
|
2,979
|
|
|
Towd Point Mortgage Trust, Series 2019-HY2, Class A1, (1-month USD CME Term SOFR +
1.114%) 4.699%
5/25/2058 (e)(f)(g)
|
1,272
|
1,294
|
|
|
Towd Point Mortgage Trust, Series 2018-4, Class A1, 3.00% 6/25/2058 (e)(f)(g)
|
5,880
|
5,574
|
|
|
Towd Point Mortgage Trust, Series 2018-5, Class A1A, 3.25% 7/25/2058 (e)(f)(g)
|
88
|
88
|
|
|
Towd Point Mortgage Trust, Series 2019-2, Class A1, 3.75% 12/25/2058 (e)(f)(g)
|
2,550
|
2,473
|
|
|
Towd Point Mortgage Trust, Series 2019-4, Class A2, 3.25% 10/25/2059 (e)(f)(g)
|
2,285
|
2,081
|
|
|
Towd Point Mortgage Trust, Series 2020-4, Class A1, 1.75% 10/25/2060 (e)(g)
|
6,031
|
5,502
|
|
|
Towd Point Mortgage Trust, Series 2015-2, Class 1B2, 3.587% 11/25/2060 (e)(f)(g)
|
13,157
|
12,805
|
|
|
Towd Point Mortgage Trust, Series 2023-1, Class A1, 3.75% 1/25/2063 (e)(g)
|
14,261
|
13,614
|
|
|
Towd Point Mortgage Trust, Series 2024-3, Class A1A, 4.963% 7/25/2065 (e)(f)(g)
|
6,378
|
6,352
|
|
|
Tricon American Homes Trust, Series 2020-SFR2, Class A, 1.482% 11/17/2039 (e)(g)
|
3,054
|
2,919
|
|
|
Tricon Residential Trust, Series 2021-SFR1, Class A, 1.943% 7/17/2038 (e)(g)
|
20,318
|
20,237
|
|
|
Tricon Residential Trust, Series 2024-SFR2, Class A, 4.75% 6/17/2040 (e)(g)
|
5,477
|
5,451
|
|
|
Tricon Residential Trust, Series 2023-SFR2, Class A, 5.00% 12/17/2040 (e)(g)
|
6,785
|
6,770
|
|
|
Tricon Residential Trust, Series 2024-SFR3, Class A, 4.50% 8/17/2041 (e)(g)
|
9,620
|
9,504
|
|
|
Tricon Residential Trust, Series 2026-SFR1, Class A, (1-month USD CME Term SOFR +
1.10%) 4.728%
2/17/2043 (e)(f)(g)
|
19,764
|
19,749
|
|
|
Tricon Residential Trust, Series 2025-SFR2, Class A, 5.20% 8/17/2044 (e)(g)
|
8,646
|
8,607
|
|
|
Tricon Residential Trust, Series 2025-SFR2, Class B, 5.424% 8/17/2044 (e)(g)
|
4,496
|
4,438
|
|
|
Verus Securitization Trust, Series 2025-R1, Class A1, 5.402% 5/25/2065 (6.402% on
7/1/2029) (e)(g)(i)
|
19,060
|
19,112
|
|
|
Verus Securitization Trust, Series 2026-R1, Class A1, 4.832% 10/25/2067 (5.832% on
1/1/2030) (e)(g)(i)
|
5,200
|
5,157
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Collateralized mortgage-backed obligations (privately originated) (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Verus Securitization Trust, Series 2026-R5, Class A1, 5.457% 3/25/2068 (e)(f)(g)
|
USD10,872
|
$10,907
|
|
|
Verus Securitization Trust, Series 2023-5, Class A5, 6.476% 6/25/2068 (7.476% on 6/1/2027)
(e)(g)(i)
|
5,587
|
5,576
|
|
|
Verus Securitization Trust, Series 2023-7, Class A1, 7.07% 10/25/2068 (8.07% on 10/1/2027)
(e)(g)(i)
|
2,180
|
2,192
|
|
|
Verus Securitization Trust, Series 2023-8, Class M1, 7.454% 12/25/2068 (e)(f)(g)
|
1,170
|
1,182
|
|
|
Verus Securitization Trust, Series 2024-1, Class M1, 6.668% 1/25/2069 (e)(f)(g)
|
2,819
|
2,835
|
|
|
Verus Securitization Trust, Series 2024-2, Class A1, 6.095% 2/25/2069 (7.095% on 2/1/2028)
(e)(g)(i)
|
3,290
|
3,308
|
|
|
Verus Securitization Trust, Series 2024-3, Class A1, 6.338% 4/25/2069 (7.338% on 4/1/2028)
(e)(g)(i)
|
12,133
|
12,234
|
|
|
Verus Securitization Trust, Series 2024-5, Class A1, 6.192% 6/25/2069 (7.192% on 6/1/2028)
(e)(g)(i)
|
12,600
|
12,735
|
|
|
Verus Securitization Trust, Series 2024-4, Class A1, 6.218% 6/25/2069 (7.218% on 5/1/2028)
(e)(g)(i)
|
6,390
|
6,444
|
|
|
Verus Securitization Trust, Series 2024-INV2, Class A1, 5.332% 8/26/2069 (6.332% on
8/1/2028) (e)(g)(i)
|
4,686
|
4,697
|
|
|
Verus Securitization Trust, Series 2024-7, Class A1, 5.095% 9/25/2069 (e)(f)(g)
|
4,059
|
4,059
|
|
|
Verus Securitization Trust, Series 2024-R1, Class A1, 5.218% 9/25/2069 (e)(f)(g)
|
2,679
|
2,681
|
|
|
Verus Securitization Trust, Series 2024-8, Class A1, 5.364% 10/25/2069 (e)(f)(g)
|
4,550
|
4,563
|
|
|
Verus Securitization Trust, Series 2024-9, Class A1, 5.438% 11/25/2069 (e)(f)(g)
|
4,921
|
4,940
|
|
|
Verus Securitization Trust, Series 2025-3, Class A1, 5.623% 5/25/2070 (6.623% on 4/1/2029)
(e)(g)(i)
|
12,207
|
12,283
|
|
|
Verus Securitization Trust, Series 2025-5, Class A1, 5.427% 6/25/2070 (6.427% on 6/1/2029)
(e)(g)(i)
|
5,613
|
5,635
|
|
|
Verus Securitization Trust, Series 2025-7, Class A1, 5.129% 8/25/2070 (6.129% on 8/1/2029)
(e)(g)(i)
|
8,171
|
8,172
|
|
|
Verus Securitization Trust, Series 2025-8, Class A1A, 4.869% 9/25/2070 (5.869% on
9/1/2029) (e)(g)(i)
|
9,626
|
9,574
|
|
|
Verus Securitization Trust, Series 2026-2, Class A1, 4.59% 2/25/2071 (e)(f)(g)
|
13,143
|
12,991
|
|
|
Verus Securitization Trust, Series 2026-4, Class A1, 4.998% 4/25/2071 (e)(f)(g)
|
17,124
|
17,075
|
|
|
|
|
|
1,352,956
|
|
Commercial mortgage-backed securities 4.26%
|
|
|
|
|
ALA Trust, Series 2025-OANA, Class A, (1-month USD CME Term SOFR + 1.743%) 5.37% 6/15/2040
(e)(f)(g)
|
1,840
|
1,850
|
|
|
AMSR Trust, Series 2021-SFR3, Class A, 1.476% 10/17/2038 (e)(g)
|
2,972
|
2,939
|
|
|
AMSR Trust, Series 2023-SFR2, Class A, 3.95% 6/17/2040 (e)(g)
|
2,286
|
2,245
|
|
|
AMSR Trust, Series 2025-SFR1, Class A, 3.655% 6/17/2042 (e)(g)
|
5,160
|
4,912
|
|
|
AMSR Trust, Series 2025-SFR2, Class A, 4.275% 11/17/2042 (e)(g)
|
5,565
|
5,406
|
|
|
AMSR Trust, Series 2026-SFR1, Class A, 3.775% 4/17/2043 (e)(g)
|
6,382
|
6,029
|
|
|
ARES Commercial Mortgage Trust, Series 24-IND, Class A, (1-month USD CME Term SOFR
+ 1.69%) 5.319%
7/15/2041 (e)(f)(g)
|
3,580
|
3,593
|
|
|
Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class A, 5.59% 11/10/2029 (e)(f)(g)
|
8,416
|
8,474
|
|
|
Bank5, Series 2025-5YR18, Class AS, 5.466% 12/15/2058 (e)(f)
|
8,992
|
9,031
|
|
|
Bank5, Series 2025-5YR18, Class B, 5.717% 12/15/2058 (e)(f)
|
2,416
|
2,426
|
|
|
Bank Commercial Mortgage Trust, Series 2017-BNK4, Class A3, 3.362% 5/15/2050 (e)
|
11,474
|
11,394
|
|
|
Bank Commercial Mortgage Trust, Series 2022-BNK43, Class A5, 4.399% 8/15/2055 (e)
|
1,490
|
1,445
|
|
|
Bank Commercial Mortgage Trust, Series 2023-BNK45, Class A5, 5.203% 2/15/2056 (e)
|
770
|
776
|
|
|
Bank Commercial Mortgage Trust, Series 2023-5YR1, Class A3, 6.26% 4/15/2056 (e)(f)
|
2,661
|
2,720
|
|
|
Bank Commercial Mortgage Trust, Series 2023-5YR3, Class AS, 7.559% 9/15/2056 (e)(f)
|
3,909
|
4,105
|
|
|
Bank Commercial Mortgage Trust, Series 2024-5YR9, Class A3, 5.614% 8/15/2057 (e)
|
12,415
|
12,723
|
|
|
Bank Commercial Mortgage Trust, Series 2024-5YR8, Class A3, 5.884% 8/15/2057 (e)
|
2,360
|
2,435
|
|
|
Bank Commercial Mortgage Trust, Series 2024-5YR11, Class A3, 5.893% 11/15/2057 (e)
|
18,088
|
18,659
|
|
|
Bank Commercial Mortgage Trust, Series 2024-5YR11, Class AS, 6.139% 11/15/2057 (e)
|
2,509
|
2,577
|
|
|
Bank Commercial Mortgage Trust, Series 2024-5YR12, Class A3, 5.902% 12/15/2057 (e)(f)
|
6,956
|
7,195
|
|
|
Bank Commercial Mortgage Trust, Series 2024-5YR12, Class AS, 6.122% 12/15/2057 (e)(f)
|
3,272
|
3,360
|
|
|
Bank Commercial Mortgage Trust, Series 2019-BN19, Class A3, 3.183% 8/15/2061 (e)
|
9,814
|
9,309
|
|
|
Bank Commercial Mortgage Trust, Series 2019-BN18, Class A4, 3.584% 5/15/2062 (e)
|
7,587
|
7,308
|
|
|
Bank Commercial Mortgage Trust, Series 2020-BN26, Class A4, 2.403% 3/15/2063 (e)
|
2,157
|
1,977
|
|
|
Barclays Commercial Mortgage Securities, LLC, Series 2018-TALL, Class A, ((1-month
USD CME Term SOFR +
0.047%) + 0.872%) 4.546% 3/15/2037 (e)(f)(g)
|
2,539
|
2,411
|
|
|
Barclays Commercial Mortgage Securities, LLC, Series 2022-C16, Class A5, 4.60% 6/15/2055
(e)(f)
|
560
|
546
|
|
|
Barclays Commercial Mortgage Securities, LLC, Series 2023-C19, Class A5, 5.451% 4/15/2056
(e)
|
3,627
|
3,711
|
|
|
Barclays Commercial Mortgage Securities, LLC, Series 2023-C21, Class A5, 6.00% 9/15/2056
(e)(f)
|
2,300
|
2,432
|
|
|
Barclays Commercial Mortgage Securities, LLC, Series 23-5C23, Class AS, 7.701% 12/15/2056
(e)(f)
|
777
|
815
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Commercial mortgage-backed securities (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Barclays Commercial Mortgage Securities, LLC, Series 2024-5C31, Class AS, 5.852% 12/15/2057
(e)(f)
|
USD3,130
|
$3,193
|
|
|
Barclays Commercial Mortgage Securities, LLC, Series 2025-5C34, Class B, 6.542% 5/15/2058
(e)(f)
|
197
|
205
|
|
|
Barclays Commercial Mortgage Securities, LLC, Series 2025-5C38, Class A3, 5.146% 11/15/2058
(e)
|
4,000
|
4,057
|
|
|
Barclays Commercial Mortgage Securities, LLC, Series 2025-5C38, Class AS, 5.476% 11/15/2058
(e)
|
4,000
|
4,062
|
|
|
Barclays Commercial Mortgage Securities, LLC, Series 2026-5C41, Class AS, 5.755% 5/15/2069
(e)(f)
|
1,707
|
1,751
|
|
|
Benchmark Mortgage Trust, Series 2018-B2, Class A5, 3.882% 2/15/2051 (e)(f)
|
4,180
|
4,124
|
|
|
Benchmark Mortgage Trust, Series 2018-B3, Class AS, 4.195% 4/10/2051 (e)(f)
|
8,784
|
8,426
|
|
|
Benchmark Mortgage Trust, Series 2019-B9, Class A5, 4.016% 3/15/2052 (e)
|
5,140
|
5,027
|
|
|
Benchmark Mortgage Trust, Series 2020-B17, Class A5, 2.289% 3/15/2053 (e)
|
2,202
|
1,989
|
|
|
Benchmark Mortgage Trust, Series 2018-B7, Class A4, 4.51% 5/15/2053 (e)(f)
|
2,872
|
2,856
|
|
|
Benchmark Mortgage Trust, Series 2020-B19, Class A5, 1.85% 9/15/2053 (e)
|
12,968
|
11,570
|
|
|
Benchmark Mortgage Trust, Series 2020-B20, Class A5, 2.034% 10/15/2053 (e)
|
2,500
|
2,215
|
|
|
Benchmark Mortgage Trust, Series 2020-B21, Class AS, 2.254% 12/17/2053 (e)
|
2,000
|
1,752
|
|
|
Benchmark Mortgage Trust, Series 2021-B23, Class A5, 2.07% 2/15/2054 (e)
|
1,500
|
1,320
|
|
|
Benchmark Mortgage Trust, Series 2021-B24, Class A4, 2.264% 3/15/2054 (e)
|
3,250
|
2,946
|
|
|
Benchmark Mortgage Trust, Series 2021-B25, Class A5, 2.577% 4/15/2054 (e)
|
16,713
|
15,013
|
|
|
Benchmark Mortgage Trust, Series 2021-B27, Class A5, 2.39% 7/15/2054 (e)
|
10,274
|
9,095
|
|
|
Benchmark Mortgage Trust, Series 2022-B34, Class A5, 3.786% 4/15/2055 (e)(f)
|
2,319
|
2,146
|
|
|
Benchmark Mortgage Trust, Series 2025-V14, Class AM, 6.09% 4/15/2057 (e)(f)
|
552
|
569
|
|
|
Benchmark Mortgage Trust, Series 2024-V8, Class A3, 6.189% 7/15/2057 (e)(f)
|
3,974
|
4,128
|
|
|
Benchmark Mortgage Trust, Series 2019-B13, Class A4, 2.952% 8/15/2057 (e)
|
1,650
|
1,558
|
|
|
Benchmark Mortgage Trust, Series 2024-V9, Class A3, 5.602% 8/15/2057 (e)
|
15,676
|
16,038
|
|
|
Benchmark Mortgage Trust, Series 2024-V9, Class AS, 6.064% 8/15/2057 (e)(f)
|
1,000
|
1,025
|
|
|
Benchmark Mortgage Trust, Series 2024-V10, Class A3, 5.277% 9/15/2057 (e)
|
1,058
|
1,073
|
|
|
Benchmark Mortgage Trust, Series 2024-V11, Class A3, 5.909% 11/15/2057 (e)(f)
|
4,250
|
4,399
|
|
|
Benchmark Mortgage Trust, Series 2024-V11, Class AM, 6.201% 11/15/2057 (e)(f)
|
2,316
|
2,374
|
|
|
Benchmark Mortgage Trust, Series 2026-B43, Class A5, 5.506% 4/15/2063 (e)
|
2,008
|
2,072
|
|
|
BFLD Trust, Series 2025-5MW, Class A, 4.83% 10/10/2042 (e)(f)(g)
|
7,318
|
7,265
|
|
|
BLP Commercial Mortgage Trust, Series 2024-IND2, Class A, (1-month USD CME Term SOFR
+ 1.342%) 4.969%
3/15/2041 (e)(f)(g)
|
6,368
|
6,383
|
|
|
BMO Mortgage Trust, Series 2022-C2, Class A5, 4.974% 7/15/2054 (e)(f)
|
1,830
|
1,833
|
|
|
BMO Mortgage Trust, Series 2023-C5, Class A5, 5.765% 6/15/2056 (e)
|
1,328
|
1,373
|
|
|
BMO Mortgage Trust, Series 2023-5C1, Class A3, 6.534% 8/15/2056 (e)(f)
|
1,768
|
1,821
|
|
|
BMO Mortgage Trust, Series 2023-5C1, Class AS, 7.355% 8/15/2056 (e)(f)
|
2,661
|
2,765
|
|
|
BMO Mortgage Trust, Series 2023-C6, Class A5, 5.956% 9/15/2056 (e)(f)
|
1,240
|
1,299
|
|
|
BMO Mortgage Trust, Series 2023-C6, Class AS, 6.55% 9/15/2056 (e)(f)
|
5,500
|
5,833
|
|
|
BMO Mortgage Trust, Series 2024-5C3, Class AS, 6.286% 2/15/2057 (e)(f)
|
3,648
|
3,752
|
|
|
BMO Mortgage Trust, Series 2024-5C5, Class AS, 6.364% 2/15/2057 (e)(f)
|
7,389
|
7,648
|
|
|
BMO Mortgage Trust, Series 2024-5C6, Class A3, 5.316% 9/15/2057 (e)
|
7,016
|
7,119
|
|
|
BMO Mortgage Trust, Series 2024-5C8, Class A3, 5.625% 12/15/2057 (e)(f)
|
5,990
|
6,141
|
|
|
BMO Mortgage Trust, Series 2024-5C8, Class AS, 5.94% 12/15/2057 (e)(f)
|
5,450
|
5,587
|
|
|
BMO Mortgage Trust, Series 2025-5C9, Class AS, 6.165% 4/15/2058 (e)(f)
|
743
|
767
|
|
|
BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class A, (1-month USD CME Term SOFR
+ 1.60%)
5.227% 12/15/2042 (e)(f)(g)
|
16,271
|
16,317
|
|
|
BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class B, (1-month USD CME Term SOFR
+ 1.90%)
5.527% 12/15/2042 (e)(f)(g)
|
3,044
|
3,053
|
|
|
BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class C, (1-month USD CME Term SOFR
+ 2.15%)
5.777% 12/15/2042 (e)(f)(g)
|
721
|
724
|
|
|
BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class D, (1-month USD CME Term SOFR
+ 2.50%)
6.127% 12/15/2042 (e)(f)(g)
|
242
|
243
|
|
|
BX Commercial Mortgage Trust, Series 2024-GPA3, Class A, (1-month USD CME Term SOFR
+ 1.293%) 4.921%
12/15/2039 (e)(f)(g)
|
6,790
|
6,809
|
|
|
BX Commercial Mortgage Trust, Series 2026-VLT9, Class A, (1-month USD CME Term SOFR
+ 1.70%) 5.327%
3/15/2045 (e)(f)(g)
|
1,019
|
1,021
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Commercial mortgage-backed securities (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
BX Commercial Mortgage Trust, Series 2026-VLT9, Class B, (1-month USD CME Term SOFR
+ 2.15%) 5.777%
3/15/2045 (e)(f)(g)
|
USD987
|
$989
|
|
|
BX Commercial Mortgage Trust, Series 2026-VLT9, Class C, (1-month USD CME Term SOFR
+ 2.55%) 6.177%
3/15/2045 (e)(f)(g)
|
215
|
216
|
|
|
BX Commercial Mortgage Trust, Series 2026-VLT9, Class D, (1-month USD CME Term SOFR
+ 3.25%) 6.877%
3/15/2045 (e)(f)(g)
|
1,004
|
1,008
|
|
|
BX Trust, Series 2022-IND, Class A, (1-month USD CME Term SOFR + 1.491%) 5.118% 4/15/2037
(e)(f)(g)
|
5,684
|
5,691
|
|
|
BX Trust, Series 2021-ACNT, Class A, (1-month USD CME Term SOFR + 0.964%) 4.592% 11/15/2038
(e)(f)(g)
|
16,844
|
16,855
|
|
|
BX Trust, Series 2022-AHP, Class A, (1-month USD CME Term SOFR + 0.99%) 4.617% 1/17/2039
(e)(f)(g)
|
17,924
|
17,925
|
|
|
BX Trust, Series 2024-CNYN, Class A, (1-month USD CME Term SOFR + 1.442%) 5.069% 4/15/2041
(e)(f)(g)
|
8,671
|
8,693
|
|
|
BX Trust, Series 2024-BIO2, Class A, 5.413% 8/13/2041 (e)(f)(g)
|
21,869
|
21,836
|
|
|
BX Trust, Series 2024-AIRC, Class A, (1-month USD CME Term SOFR + 1.691%) 5.319% 8/15/2041
(e)(f)(g)
|
21,029
|
21,145
|
|
|
BX Trust, Series 2025-BIO3, Class A, 6.138% 2/10/2042 (e)(g)
|
14,225
|
14,380
|
|
|
BX Trust, Series 2025-GW, Class A, (1-month USD CME Term SOFR + 1.60%) 5.227% 7/15/2042
(e)(f)(g)
|
1,480
|
1,486
|
|
|
BX Trust, Series 2025-ARIA, Class A, 5.199% 12/13/2042 (e)(f)(g)
|
51,021
|
51,290
|
|
|
BX Trust, Series 2025-VOLT, Class A, (1-month USD CME Term SOFR + 1.70%) 5.327% 12/15/2044
(e)(f)(g)
|
41,594
|
41,690
|
|
|
BX Trust, Series 2025-VOLT, Class C, (1-month USD CME Term SOFR + 2.10%) 5.727% 12/15/2044
(e)(f)(g)
|
6,002
|
6,018
|
|
|
BX Trust, Series 2025-VOLT, Class D, (1-month USD CME Term SOFR + 2.75%) 6.627% 12/15/2044
(e)(f)(g)
|
466
|
467
|
|
|
BXP Trust, Series 2017-GM, Class A, 3.379% 6/13/2039 (e)(g)
|
9,331
|
9,198
|
|
|
CALI Mortgage Trust, Series 24-SUN, Class A, (1-month USD CME Term SOFR + 1.89%) 5.529%
7/15/2041 (e)(f)(g)
|
7,266
|
7,293
|
|
|
CALI Mortgage Trust, Series 24-SUN, Class B, (1-month USD CME Term SOFR + 2.34%) 5.978%
7/15/2041 (e)(f)(g)
|
3,787
|
3,809
|
|
|
CART, Series 2024-DFW1, Class A, (1-month USD CME Term SOFR + 1.642%) 5.269% 8/15/2041
(e)(f)(g)
|
11,554
|
11,522
|
|
|
CD Commercial Mortgage Trust, Series 2017-CD3, Class A4, 3.631% 2/10/2050 (e)
|
2,000
|
1,967
|
|
|
CD Commercial Mortgage Trust, Series 2017-CD6, Class A5, 3.456% 11/13/2050 (e)
|
9,983
|
9,862
|
|
|
Citigroup Commercial Mortgage Trust, Series 2023-PRM3, Class A, 6.36% 7/10/2028 (e)(f)(g)
|
14,000
|
14,365
|
|
|
Citigroup Commercial Mortgage Trust, Series 2023-SMRT, Class A, 6.015% 10/12/2040
(e)(f)(g)
|
67,170
|
68,385
|
|
|
Citigroup Commercial Mortgage Trust, Series 2016-GC36, Class A5, 3.616% 2/10/2049
(e)
|
164
|
163
|
|
|
Citigroup Commercial Mortgage Trust, Series 2017-C4, Class A4, 3.471% 10/12/2050 (e)
|
2,500
|
2,468
|
|
|
Commercial Mortgage Trust, Series 2016-COR1, Class A4, 3.091% 10/10/2049 (e)
|
5,975
|
5,942
|
|
|
Commercial Mortgage Trust, Series 2017-COR2, Class A2, 3.239% 9/10/2050 (e)
|
851
|
845
|
|
|
Commercial Mortgage Trust, Series 2019-GC44, Class AM, 3.263% 8/15/2057 (e)
|
510
|
471
|
|
|
CONE Commercial Mortgage Trust, Series 2026-DFW3, Class A, 5.751% 5/15/2043 (e)(f)(g)
|
13,678
|
13,640
|
|
|
CSAIL Commercial Mortgage Trust, Series 2017-CX9, Class A4, 3.176% 9/15/2050 (e)
|
2,330
|
2,309
|
|
|
CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class A4, 3.191% 11/15/2050 (e)
|
248
|
245
|
|
|
CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class A5, 3.458% 11/15/2050 (e)(f)
|
1,000
|
976
|
|
|
CSAIL Commercial Mortgage Trust, Series 2019-C17, Class A5, 3.016% 9/15/2052 (e)
|
3,000
|
2,835
|
|
|
DATA 2023-CNTR Mortgage Trust, Series 2023-CNTR, Class A, 5.919% 8/12/2043 (e)(f)(g)
|
11,000
|
11,167
|
|
|
DC Commercial Mortgage Trust, Series 2023-DC, Class A, 6.314% 9/12/2040 (e)(g)
|
9,316
|
9,514
|
|
|
Deutsche Bank Commercial Mortgage Trust, Series 2016-C1, Class AM, 3.539% 5/10/2049
(e)
|
66
|
65
|
|
|
Durst Commercial Mortgage Trust, Series 2025-151, Class A, 5.317% 8/10/2042 (e)(f)(g)
|
15,962
|
16,089
|
|
|
Ellington Financial Mortgage Trust, Series 2023-1, Class A1, 5.732% 2/25/2068 (6.732%
on 1/1/2027) (e)(g)(i)
|
2,691
|
2,688
|
|
|
Ellington Financial Mortgage Trust, Series 2025-NQM4, Class A1A, 4.972% 9/25/2070
(5.972% on
8/1/2029) (e)(g)(i)
|
13,244
|
13,174
|
|
|
Ellington Financial Mortgage Trust, Series 2026-NQM1, Class A1, 4.771% 2/25/2071 (e)(f)(g)
|
5,720
|
5,668
|
|
|
Ellington Financial Mortgage Trust, Series 2026-NQM4, Class A1, 5.466% 4/25/2071 (e)(f)(g)
|
12,149
|
12,190
|
|
|
ELM Trust 2024, Series 2024-ELM, Class A15, 5.994% 6/10/2039 (e)(f)(g)
|
7,231
|
7,228
|
|
|
ELM Trust 2024, Series 2024-ELM, Class A10, 5.994% 6/10/2039 (e)(f)(g)
|
6,570
|
6,567
|
|
|
Extended Stay America Trust, Series 2025-ESH, Class A, (1-month USD CME Term SOFR
+ 1.30%) 4.927%
10/15/2042 (e)(f)(g)
|
34,685
|
34,772
|
|
|
Extended Stay America Trust, Series 2025-ESH, Class B, (1-month USD CME Term SOFR
+ 1.60%) 5.227%
10/15/2042 (e)(f)(g)
|
658
|
660
|
|
|
Extended Stay America Trust, Series 2026-ESH2, Class A, (1-month USD CME Term SOFR
+ 1.20%) 4.827%
2/15/2043 (e)(f)(g)
|
18,738
|
18,779
|
|
|
FIVE Mortgage Trust, Series 2023-V1, Class A3, 5.668% 2/10/2056 (e)(f)
|
10,941
|
11,102
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Commercial mortgage-backed securities (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Fontainebleau Miami Beach Trust, Series 2024-FBLU, Class A, (1-month USD CME Term
SOFR + 1.45%) 5.077%
12/15/2039 (e)(f)(g)
|
USD4,001
|
$4,012
|
|
|
FS Commercial Mortgage Trust, Series 2026-HULA, Class A, (1-month USD CME Term SOFR
+ 1.45%) 5.077%
3/15/2041 (e)(f)(g)
|
13,895
|
13,933
|
|
|
FS Commercial Trust, Series 2023-4SZN, Class A, 7.066% 11/10/2039 (e)(g)
|
7,270
|
7,323
|
|
|
Great Wolf Trust, Series 2024-WLF2, Class A, (1-month USD CME Term SOFR + 1.691%)
5.318% 5/15/2041 (e)(f)(g)
|
14,461
|
14,513
|
|
|
GS Mortgage Securities Trust, Series 2024-70P, Class A, 5.487% 3/10/2041 (e)(f)(g)
|
4,789
|
4,773
|
|
|
GS Mortgage Securities Trust, Series 2016-GS4, Class A3, 3.178% 11/10/2049 (e)
|
1,750
|
1,747
|
|
|
GS Mortgage Securities Trust, Series 2017-GS6, Class A3, 3.433% 5/10/2050 (e)
|
1,663
|
1,644
|
|
|
GS Mortgage Securities Trust, Series 2017-GS7, Class A4, 3.43% 8/10/2050 (e)
|
4,830
|
4,771
|
|
|
GS Mortgage Securities Trust, Series 2020-GC47, Class A5, 2.377% 5/12/2053 (e)
|
1,809
|
1,661
|
|
|
GS Mortgage Securities Trust, Series 2020-GSA2, Class A5, 2.012% 12/12/2053 (e)
|
2,975
|
2,612
|
|
|
Hawaii Hotel Trust, Series 2025-MAUI, Class A, (1-month USD CME Term SOFR + 1.393%)
5.02%
3/15/2042 (e)(f)(g)
|
13,305
|
13,349
|
|
|
Hilton USA Trust, Series 2016-HHV, Class A, 3.719% 11/5/2038 (e)(g)
|
795
|
792
|
|
|
Houston Galleria Mall Trust, Series 2025-HGLR, Class A, 5.644% 2/5/2045 (e)(f)(g)
|
6,995
|
7,167
|
|
|
HTL Commercial Mortgage Trust, Series 2024-T53, Class A, 6.072% 5/10/2039 (e)(f)(g)
|
5,246
|
5,283
|
|
|
Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A, 5.467% 1/13/2040 (e)(f)(g)
|
27,553
|
28,148
|
|
|
JPMBB Commercial Mortgage Securities Trust, Series 2014-C26, Class B, 3.951% 1/15/2048
(e)
|
2,423
|
2,358
|
|
|
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class A, 3.024%
1/5/2039 (e)(g)
|
12,313
|
10,617
|
|
|
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class C, 3.377%
1/5/2039 (e)(g)
|
1,164
|
979
|
|
|
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4, Class A4, 3.648%
12/15/2049 (e)(f)
|
1,000
|
995
|
|
|
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2017-JP5, Class AS, 3.723%
3/15/2050 (e)
|
1,000
|
994
|
|
|
JW Commercial Mortgage Trust 2024-MRCO, Series 2024-BERY, Class A, (1-month USD CME
Term SOFR +
1.593%) 5.22% 11/15/2039 (e)(f)(g)
|
3,223
|
3,231
|
|
|
LV Trust, Series 2024-SHOW, Class A, 5.104% 10/10/2041 (e)(f)(g)
|
11,473
|
11,537
|
|
|
Manhattan West Mortgage Trust, Series 2020-1MW, Class A, 2.13% 9/10/2039 (e)(g)
|
8,385
|
8,116
|
|
|
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class AS, 3.561%
4/15/2048 (e)
|
1,000
|
964
|
|
|
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C1, Class AS, 6.011%
3/15/2058 (e)
|
6,144
|
6,312
|
|
|
Morgan Stanley Capital I Trust, Series 2016-UBS9, Class C, 4.761% 3/15/2049 (e)(f)
|
138
|
123
|
|
|
Morgan Stanley Capital I Trust, Series 2022-L8, Class A5, 3.917% 4/15/2055 (e)(f)
|
420
|
393
|
|
|
Multifamily Connecticut Avenue Securities, Series 2024-01, Class M7, (30-day Average
USD-SOFR + 2.75%)
6.362% 7/25/2054 (e)(f)(g)
|
964
|
976
|
|
|
NY Commercial Mortgage Trust, Series 2025-299P, Class A, 5.853% 2/10/2047 (e)(f)(g)
|
9,200
|
9,538
|
|
|
NYC Commercial Mortgage Trust, Series 2025-28L, Class A, 4.824% 11/5/2038 (e)(f)(g)
|
19,129
|
19,044
|
|
|
NYC Commercial Mortgage Trust, Series 2025-28L, Class B, 5.174% 11/5/2038 (e)(f)(g)
|
3,114
|
3,109
|
|
|
One Market Plaza Trust, Series 2017-1MKT, Class A, 3.614% 2/10/2032 (e)(g)
|
10,751
|
10,396
|
|
|
One Market Plaza Trust, Series 2017-1MKT, Class C, 4.016% 2/10/2032 (e)(g)
|
1,164
|
1,102
|
|
|
SDR Commercial Mortgage Trust, Series 2024-DSNY, Class A, (1-month USD CME Term SOFR
+ 1.392%) 5.019%
5/15/2039 (e)(f)(g)
|
5,663
|
5,675
|
|
|
SFO Commerical Mortgage Trust, Series 2021-555, Class A, (1-month USD CME Term SOFR
+ 1.514%) 5.141%
5/15/2038 (1-month USD CME Term SOFR + 1.764% on 5/15/2027) (e)(g)(i)
|
24,800
|
24,805
|
|
|
SFO Commerical Mortgage Trust, Series 2021-555, Class B, (1-month USD CME Term SOFR
+ 1.614%) 5.491%
5/15/2038 (e)(f)(g)
|
2,472
|
2,472
|
|
|
StorageMart Commercial Mortgage Trust, Series 2022-MINI, Class A, (1-month USD CME
Term SOFR + 1.00%)
4.627% 1/15/2039 (e)(f)(g)
|
52,202
|
52,194
|
|
|
SWCH Commercial Mortgage Trust, Series 2025-DATA, Class A, (1-month USD CME Term SOFR
+ 1.443%) 5.07%
2/15/2042 (e)(f)(g)
|
14,350
|
14,280
|
|
|
UBS Commercial Mortgage Trust, Series 2017-C2, Class A4, 3.487% 8/15/2050 (e)
|
1,102
|
1,092
|
|
|
Wells Fargo Commercial Mortgage Trust, Series 2025-1918, Class A, 5.761% 9/15/2040
(e)(f)(g)
|
3,108
|
3,077
|
|
|
Wells Fargo Commercial Mortgage Trust, Series 2017-C39, Class A5, 3.418% 9/15/2050
(e)
|
1,851
|
1,820
|
|
|
Wells Fargo Commercial Mortgage Trust, Series 2017-C40, Class AS, 3.854% 10/15/2050
(e)(f)
|
2,000
|
1,955
|
|
|
Wells Fargo Commercial Mortgage Trust, Series 2018-C46, Class A3, 3.888% 8/15/2051
(e)
|
11,000
|
10,844
|
|
|
Wells Fargo Commercial Mortgage Trust, Series 2022-C62, Class A4, 4.00% 4/15/2055
(e)(f)
|
1,850
|
1,758
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Commercial mortgage-backed securities (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class AS, 6.52% 7/15/2057
(e)
|
USD740
|
$767
|
|
|
Wells Fargo Commercial Mortgage Trust, Series 2024-5C2, Class A3, 5.92% 11/15/2057
(e)(f)
|
4,466
|
4,618
|
|
|
Wells Fargo Commercial Mortgage Trust, Series 2024-5C2, Class AS, 6.346% 11/15/2057
(e)(f)
|
7,100
|
7,343
|
|
|
Wells Fargo Commercial Mortgage Trust, Series 2015-LC22, Class C, 4.872% 9/15/2058
(e)(f)
|
111
|
105
|
|
|
Wells Fargo Commercial Mortgage Trust, Series 2016-C36, Class A4, 3.065% 11/15/2059
(e)
|
5,000
|
4,973
|
|
|
WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A, (1-month USD CME Term SOFR
+ 2.789%)
6.416% 11/15/2027 (e)(f)(g)
|
17,281
|
17,383
|
|
|
WSTN Trust, Series 2023-MAUI, Class B, 7.263% 7/5/2037 (e)(f)(g)
|
2,077
|
2,103
|
|
|
WSTN Trust, Series 2023-MAUI, Class C, 7.958% 7/5/2037 (e)(f)(g)
|
891
|
902
|
|
|
|
|
|
1,221,864
|
|
Total mortgage-backed obligations
|
|
|
7,577,956
|
|
Corporate bonds and notes 20.53%
Financials 7.01%
|
|
|
|
|
AerCap Ireland Capital DAC 4.125% 2/28/2029
|
2,750
|
2,714
|
|
|
AerCap Ireland Capital DAC 4.75% 1/15/2033
|
1,500
|
1,471
|
|
|
AIB Group PLC 5.871% 3/28/2035 (USD-SOFR + 1.91% on 3/28/2034) (g)(i)
|
5,200
|
5,399
|
|
|
American Express Co. 5.098% 2/16/2028 (USD-SOFR + 1.00% on 2/16/2027) (i)
|
5,555
|
5,587
|
|
|
American Express Co. 4.009% 2/9/2029 (USD-SOFR + 0.581% on 2/9/2028) (i)
|
1,000
|
993
|
|
|
American Express Co. 4.444% 5/3/2030 (USD-SOFR + 0.811% on 5/3/2029) (i)
|
13,500
|
13,454
|
|
|
American Express Co. 5.085% 1/30/2031 (USD-SOFR + 1.02% on 1/30/2030) (i)
|
5,000
|
5,078
|
|
|
American Express Co. 4.456% 2/10/2032 (USD-SOFR + 0.867% on 2/10/2031) (i)
|
37,465
|
37,020
|
|
|
American Express Co. 5.915% 4/25/2035 (USD-SOFR + 1.63% on 4/25/2034) (i)
|
7,160
|
7,442
|
|
|
American International Group, Inc. 4.85% 5/7/2030
|
13,000
|
13,122
|
|
|
Aon Corp. 2.85% 5/28/2027
|
9,545
|
9,421
|
|
|
Aon North America, Inc. 5.15% 3/1/2029
|
15,865
|
16,125
|
|
|
Apollo Debt Solutions BDC 5.70% 1/23/2031 (g)
|
3,380
|
3,328
|
|
|
Apollo Debt Solutions BDC 6.70% 7/29/2031
|
2,851
|
2,918
|
|
|
Apollo Debt Solutions BDC 6.55% 3/15/2032 (g)
|
1,781
|
1,802
|
|
|
Arthur J. Gallagher & Co. 4.60% 12/15/2027
|
5,555
|
5,568
|
|
|
Arthur J. Gallagher & Co. 4.85% 12/15/2029
|
7,665
|
7,732
|
|
|
Arthur J. Gallagher & Co. 5.00% 2/15/2032
|
12,365
|
12,383
|
|
|
Athene Global Funding 5.543% 8/22/2035 (g)
|
4,761
|
4,702
|
|
|
Banco Bilbao Vizcaya Argentaria SA 4.968% 5/8/2031
|
11,800
|
11,802
|
|
|
Bank of America Corp. 3.419% 12/20/2028 (3-month USD CME Term SOFR + 1.302% on 12/20/2027)
(i)
|
2,877
|
2,833
|
|
|
Bank of America Corp. 5.819% 9/15/2029 (USD-SOFR + 1.57% on 9/15/2028) (i)
|
2,235
|
2,295
|
|
|
Bank of America Corp. 2.884% 10/22/2030 (3-month USD CME Term SOFR + 1.19% on 10/22/2029)
(i)
|
6,224
|
5,890
|
|
|
Bank of America Corp. 1.898% 7/23/2031 (USD-SOFR + 1.53% on 7/23/2030) (i)
|
3,056
|
2,731
|
|
|
Bank of America Corp. 1.922% 10/24/2031 (USD-SOFR + 1.37% on 10/24/2030) (i)
|
8,546
|
7,586
|
|
|
Bank of America Corp. 4.456% 2/6/2032 (USD-SOFR + 0.87% on 2/6/2031) (i)
|
31,362
|
30,890
|
|
|
Bank of America Corp. 2.651% 3/11/2032 (USD-SOFR + 1.22% on 3/11/2031) (i)
|
13,109
|
11,912
|
|
|
Bank of America Corp. 4.695% 4/23/2032 (USD-SOFR + 1.04% on 4/23/2031) (i)
|
21,195
|
21,071
|
|
|
Bank of America Corp. 2.299% 7/21/2032 (USD-SOFR + 1.22% on 7/21/2031) (i)
|
11,880
|
10,521
|
|
|
Bank of America Corp. 2.572% 10/20/2032 (USD-SOFR + 1.21% on 10/20/2031) (i)
|
1,100
|
981
|
|
|
Bank of America Corp. 2.972% 2/4/2033 (USD-SOFR + 1.33% on 2/4/2032) (i)
|
3,973
|
3,593
|
|
|
Bank of America Corp. 5.468% 1/23/2035 (3-month USD CME Term SOFR + 1.65% on 1/23/2034)
(i)
|
787
|
805
|
|
|
Bank of Ireland Group PLC 4.997% 11/12/2032 (USD-SOFR Index + 1.16% on 11/12/2031)
(g)(i)
|
13,330
|
13,321
|
|
|
Bank of Montreal 4.10% 12/15/2027 (USD-SOFR + 0.525% on 12/15/2026) (i)
|
10,000
|
9,990
|
|
|
Bank of Montreal 4.062% 9/22/2028 (USD-SOFR + 0.75% on 9/22/2027) (i)
|
1,762
|
1,754
|
|
|
Bank of Montreal 4.35% 9/22/2031 (USD-SOFR Index + 0.75% on 9/22/2030) (i)
|
2,984
|
2,942
|
|
|
Banque Federative du Credit Mutuel 4.541% 1/15/2031 (g)
|
4,000
|
3,945
|
|
|
Blackstone Private Credit Fund 5.95% 5/15/2031
|
9,390
|
9,275
|
|
|
Blackstone Reg Finance Co., LLC 4.30% 11/3/2030
|
1,850
|
1,822
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Financials (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Blackstone Reg Finance Co., LLC 4.95% 2/15/2036
|
USD420
|
$409
|
|
|
BNP Paribas SA 2.159% 9/15/2029 (USD-SOFR + 1.218% on 9/15/2028) (g)(i)
|
8,610
|
8,143
|
|
|
BNP Paribas SA 5.283% 11/19/2030 (USD-SOFR + 1.28% on 11/19/2029) (g)(i)
|
5,000
|
5,077
|
|
|
BPCE SA 6.714% 10/19/2029 (USD-SOFR + 2.27% on 10/19/2028) (g)(i)
|
1,335
|
1,395
|
|
|
BPCE SA 5.876% 1/14/2031 (USD-SOFR + 1.68% on 1/14/2030) (g)(i)
|
14,756
|
15,190
|
|
|
BPCE SA 5.389% 5/28/2031 (USD-SOFR + 1.581% on 5/28/2030) (g)(i)
|
9,629
|
9,759
|
|
|
BPCE SA 4.76% 1/13/2032 (USD-SOFR + 1.267% on 1/13/2031) (g)(i)
|
15,910
|
15,726
|
|
|
BPCE SA 5.184% 6/2/2032 (USD-SOFR + 1.218% on 6/2/2031) (g)(i)
|
5,000
|
5,012
|
|
|
BPCE SA 5.417% 1/13/2037 (USD-SOFR + 1.568% on 1/13/2036) (g)(i)
|
4,454
|
4,364
|
|
|
Brown & Brown, Inc. 4.70% 6/23/2028
|
3,000
|
3,007
|
|
|
Brown & Brown, Inc. 4.90% 6/23/2030
|
5,500
|
5,501
|
|
|
CaixaBank SA 4.634% 7/3/2029 (USD-SOFR + 1.14% on 7/3/2028) (g)(i)
|
2,250
|
2,251
|
|
|
CaixaBank SA 5.673% 3/15/2030 (USD-SOFR + 1.78% on 3/15/2029) (g)(i)
|
8,650
|
8,861
|
|
|
CaixaBank SA 4.885% 7/3/2031 (USD-SOFR + 1.36% on 7/3/2030) (g)(i)
|
1,698
|
1,698
|
|
|
CaixaBank SA 4.818% 4/22/2032 (USD-SOFR + 1.21% on 4/22/2031) (g)(i)
|
6,909
|
6,870
|
|
|
CaixaBank SA 5.402% 4/22/2037 (USD-SOFR + 1.53% on 4/22/2036) (g)(i)
|
2,954
|
2,929
|
|
|
Capital One Financial Corp. 4.722% 1/30/2032 (USD-SOFR + 1.15% on 1/30/2031) (i)
|
28,635
|
28,303
|
|
|
Charles Schwab Corp. (The) 4.744% 5/21/2030 (USD-SOFR + 0.78% on 5/21/2029) (i)
|
10,000
|
10,055
|
|
|
Charles Schwab Corp. (The) 5.493% 5/21/2037 (USD-SOFR + 1.28% on 5/21/2036) (i)
|
1,353
|
1,373
|
|
|
Chubb INA Holdings, LLC 5.00% 3/15/2034
|
3,511
|
3,529
|
|
|
Chubb INA Holdings, LLC 4.90% 8/15/2035
|
1,500
|
1,481
|
|
|
Chubb INA Holdings, LLC 5.30% 5/20/2036
|
5,260
|
5,336
|
|
|
Citibank, NA 4.914% 5/29/2030
|
8,775
|
8,897
|
|
|
Citigroup, Inc. 4.786% 3/4/2029 (USD-SOFR + 0.87% on 3/4/2028) (i)
|
10,170
|
10,219
|
|
|
Citigroup, Inc. 5.174% 2/13/2030 (USD-SOFR + 1.364% on 2/13/2029) (i)
|
9,962
|
10,107
|
|
|
Citigroup, Inc. 3.98% 3/20/2030 (3-month USD CME Term SOFR + 1.597% on 3/20/2029)
(i)
|
1,002
|
985
|
|
|
Citigroup, Inc. 4.542% 9/19/2030 (USD-SOFR + 1.338% on 9/19/2029) (i)
|
3,295
|
3,282
|
|
|
Citigroup, Inc. 2.976% 11/5/2030 (USD-SOFR + 1.422% on 11/5/2029) (i)
|
2,903
|
2,748
|
|
|
Citigroup, Inc. 2.666% 1/29/2031 (USD-SOFR + 1.146% on 1/29/2030) (i)
|
995
|
926
|
|
|
Citigroup, Inc. 4.952% 5/7/2031 (USD-SOFR + 1.463% on 5/7/2030) (i)
|
993
|
1,000
|
|
|
Citigroup, Inc. 2.572% 6/3/2031 (USD-SOFR + 2.107% on 6/3/2030) (i)
|
6,368
|
5,859
|
|
|
Citigroup, Inc. 4.503% 9/11/2031 (USD-SOFR + 1.171% on 9/11/2030) (i)
|
4,259
|
4,215
|
|
|
Citigroup, Inc. 2.561% 5/1/2032 (USD-SOFR + 1.167% on 5/1/2031) (i)
|
5,438
|
4,894
|
|
|
Citigroup, Inc. 2.52% 11/3/2032 (USD-SOFR + 1.177% on 11/3/2031) (i)
|
6,605
|
5,867
|
|
|
Citigroup, Inc. 3.057% 1/25/2033 (USD-SOFR + 1.351% on 1/25/2032) (i)
|
3,332
|
3,023
|
|
|
Citigroup, Inc. 5.449% 6/11/2035 (USD-SOFR + 1.447% on 6/11/2034) (i)
|
2,072
|
2,109
|
|
|
Citigroup, Inc. 5.333% 3/27/2036 (USD-SOFR + 1.465% on 3/27/2035) (i)
|
1,564
|
1,576
|
|
|
Citigroup, Inc. 5.174% 9/11/2036 (USD-SOFR + 1.488% on 9/11/2035) (i)
|
75
|
75
|
|
|
Corebridge Financial, Inc. 3.65% 4/5/2027
|
27,016
|
26,884
|
|
|
Corebridge Global Funding 4.25% 8/21/2028 (g)
|
12,500
|
12,412
|
|
|
Corebridge Global Funding 4.80% 5/29/2029 (g)
|
12,896
|
12,912
|
|
|
Danske Bank A / S 4.662% 3/27/2029 (1-year UST Yield Curve Rate T Note Constant Maturity
+ 0.75% on
3/27/2028) (g)(i)
|
1,877
|
1,878
|
|
|
Danske Bank A / S 4.999% 3/27/2032 (1-year UST Yield Curve Rate T Note Constant Maturity
+ 0.98% on
3/27/2031) (g)(i)
|
2,000
|
2,006
|
|
|
Deutsche Bank AG 2.552% 1/7/2028 (USD-SOFR + 1.318% on 1/7/2027) (i)
|
13,473
|
13,322
|
|
|
Deutsche Bank AG 6.72% 1/18/2029 (USD-SOFR + 3.18% on 1/18/2028) (i)
|
4,100
|
4,234
|
|
|
Deutsche Bank AG 5.297% 5/9/2031 (USD-SOFR + 1.72% on 5/9/2030) (i)
|
1,700
|
1,716
|
|
|
Deutsche Bank AG 4.725% 2/6/2032 (USD-SOFR + 1.135% on 2/6/2031) (i)
|
24,081
|
23,714
|
|
|
Deutsche Bank AG 5.06% 4/14/2032 (USD-SOFR + 1.41% on 4/14/2031) (i)
|
20,555
|
20,527
|
|
|
Fifth Third Bancorp 4.895% 9/6/2030 (USD-SOFR + 1.486% on 9/6/2029) (i)
|
891
|
895
|
|
|
Fiserv, Inc. 3.20% 7/1/2026
|
13,500
|
13,491
|
|
|
Goldman Sachs Group, Inc. 4.148% 1/21/2029 (USD-SOFR + 0.71% on 1/21/2028) (i)
|
25,289
|
25,118
|
|
|
Goldman Sachs Group, Inc. 4.656% 6/3/2029 (USD-SOFR + 0.72% on 6/3/2028) (i)
|
49,150
|
49,218
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Financials (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Goldman Sachs Group, Inc. 4.153% 10/21/2029 (USD-SOFR + 0.90% on 10/21/2028) (i)
|
USD3,730
|
$3,686
|
|
|
Goldman Sachs Group, Inc. 4.594% 4/20/2030 (USD-SOFR + 0.99% on 4/20/2029) (i)
|
5,974
|
5,955
|
|
|
Goldman Sachs Group, Inc. 4.692% 10/23/2030 (USD-SOFR + 1.135% on 10/23/2029) (i)
|
3,225
|
3,221
|
|
|
Goldman Sachs Group, Inc. 4.369% 10/21/2031 (USD-SOFR + 1.06% on 10/21/2030) (i)
|
29,202
|
28,628
|
|
|
Goldman Sachs Group, Inc. 4.516% 1/21/2032 (USD-SOFR + 0.96% on 1/21/2031 (i)
|
15,000
|
14,772
|
|
|
Goldman Sachs Group, Inc. 2.615% 4/22/2032 (USD-SOFR + 1.281% on 4/22/2031) (i)
|
2,075
|
1,869
|
|
|
Goldman Sachs Group, Inc. 4.972% 6/3/2032 (USD-SOFR + 1.03% on 6/3/2031) (i)
|
59,960
|
60,114
|
|
|
Goldman Sachs Group, Inc. 5.851% 4/25/2035 (USD-SOFR + 1.552% on 4/25/2034) (i)
|
750
|
781
|
|
|
Goldman Sachs Group, Inc. 4.939% 10/21/2036 (USD-SOFR + 1.33% on 10/21/2035) (i)
|
24,319
|
23,629
|
|
|
Goldman Sachs Group, Inc. 5.065% 1/21/2037 (USD-SOFR + 1.19% on 1/21/2036) (i)
|
18,092
|
17,705
|
|
|
Goldman Sachs Group, Inc. 5.425% 6/3/2037 (USD-SOFR + 1.31% on 6/3/2036) (i)
|
2,050
|
2,062
|
|
|
Goldman Sachs Private Credit Corp. 5.05% 2/23/2028
|
5,500
|
5,468
|
|
|
Guardian Life Global Funding 4.809% 6/1/2031 (g)
|
11,423
|
11,456
|
|
|
Guardian Life Global Funding 4.916% 4/30/2033 (g)
|
6,500
|
6,476
|
|
|
HSBC Holdings PLC 4.755% 6/9/2028 (USD-SOFR + 2.11% on 6/9/2027) (i)
|
13,875
|
13,912
|
|
|
HSBC Holdings PLC 7.39% 11/3/2028 (USD-SOFR + 7.39% on 11/3/2027) (i)
|
7,259
|
7,538
|
|
|
HSBC Holdings PLC 2.206% 8/17/2029 (USD-SOFR + 1.285% on 8/17/2028) (i)
|
1,136
|
1,080
|
|
|
HSBC Holdings PLC 5.286% 11/19/2030 (USD-SOFR + 1.29% on 11/19/2029) (i)
|
3,067
|
3,112
|
|
|
HSBC Holdings PLC 5.13% 3/3/2031 (USD-SOFR + 1.29% on 3/3/2030) (i)
|
30,750
|
31,041
|
|
|
HSBC Holdings PLC 4.619% 11/6/2031 (USD-SOFR + 1.19% on 11/6/2030) (i)
|
24,150
|
23,861
|
|
|
HSBC Holdings PLC 2.804% 5/24/2032 (USD-SOFR + 1.187% on 5/24/2031) (i)
|
267
|
242
|
|
|
HSBC Holdings PLC 5.133% 11/6/2036 (USD-SOFR + 1.43% on 11/6/2035) (i)
|
4,170
|
4,111
|
|
|
Intercontinental Exchange, Inc. 4.20% 3/15/2031
|
7,376
|
7,252
|
|
|
Intercontinental Exchange, Inc. 5.25% 6/15/2031
|
1,181
|
1,214
|
|
|
Intesa Sanpaolo SpA 8.248% 11/21/2033 (1-year UST Yield Curve Rate T Note Constant
Maturity + 4.40% on
11/21/2032) (g)(i)
|
14,500
|
16,818
|
|
|
JPMorgan Chase & Co. 5.04% 1/23/2028 (USD-SOFR + 1.19% on 1/23/2027) (i)
|
5,126
|
5,151
|
|
|
JPMorgan Chase & Co. 4.505% 10/22/2028 (USD-SOFR + 0.86% on 10/22/2027) (i)
|
7,210
|
7,222
|
|
|
JPMorgan Chase & Co. 2.069% 6/1/2029 (USD-SOFR + 1.015% on 6/1/2028) (i)
|
3,717
|
3,546
|
|
|
JPMorgan Chase & Co. 5.299% 7/24/2029 (USD-SOFR + 1.45% on 7/24/2028) (i)
|
4,843
|
4,916
|
|
|
JPMorgan Chase & Co. 5.581% 4/22/2030 (USD-SOFR + 1.16% on 4/22/2029) (i)
|
2,174
|
2,230
|
|
|
JPMorgan Chase & Co. 4.408% 4/23/2030 (USD-SOFR + 0.82% on 4/23/2029) (i)
|
23,000
|
22,881
|
|
|
JPMorgan Chase & Co. 4.995% 7/22/2030 (USD-SOFR + 1.125% on 7/22/2029) (i)
|
9,978
|
10,075
|
|
|
JPMorgan Chase & Co. 4.603% 10/22/2030 (USD-SOFR + 1.04% on 10/22/2029) (i)
|
10,188
|
10,175
|
|
|
JPMorgan Chase & Co. 4.255% 10/22/2031 (USD-SOFR + 0.93% on 10/22/2030) (i)
|
8,826
|
8,658
|
|
|
JPMorgan Chase & Co. 1.953% 2/4/2032 (USD-SOFR + 1.065% on 2/4/2031) (i)
|
33,930
|
29,929
|
|
|
JPMorgan Chase & Co. 2.58% 4/22/2032 (3-month USD CME Term SOFR + 1.25% on 4/22/2031)
(i)
|
155
|
140
|
|
|
JPMorgan Chase & Co. 4.622% 4/23/2032 (USD-SOFR + 0.99% on 4/23/2031) (i)
|
6,550
|
6,498
|
|
|
JPMorgan Chase & Co. 2.545% 11/8/2032 (USD-SOFR + 1.18% on 11/8/2031) (i)
|
5,119
|
4,573
|
|
|
JPMorgan Chase & Co. 5.336% 1/23/2035 (USD-SOFR + 1.62% on 1/23/2034) (i)
|
4,365
|
4,432
|
|
|
JPMorgan Chase & Co. 5.572% 4/22/2036 (USD-SOFR + 1.68% on 4/22/2035) (i)
|
4,000
|
4,118
|
|
|
JPMorgan Chase & Co. 4.81% 10/22/2036 (USD-SOFR + 1.19% on 10/22/2035) (i)
|
22,546
|
21,889
|
|
|
JPMorgan Chase & Co. 4.898% 1/22/2037 (USD-SOFR + 1.07% on 1/22/2036) (i)
|
15,075
|
14,696
|
|
|
JPMorgan Chase & Co. 5.148% 4/23/2037 (USD-SOFR + 1.26% on 4/23/2036) (i)
|
6,728
|
6,689
|
|
|
KBC Groep NV 5.796% 1/19/2029 (1-year UST Yield Curve Rate T Note Constant Maturity
+ 2.10% on
1/19/2028) (g)(i)
|
4,000
|
4,080
|
|
|
Lloyds Banking Group PLC 5.985% 8/7/2027 (1-year UST Yield Curve Rate T Note Constant
Maturity + 1.48% on
8/7/2026) (i)
|
6,785
|
6,805
|
|
|
LSEG US Fin Corp. 4.25% 3/23/2029 (g)
|
1,250
|
1,240
|
|
|
LSEG US Fin Corp. 4.50% 3/23/2031 (g)
|
13,095
|
12,940
|
|
|
Marsh & McLennan Cos., Inc. 4.65% 3/15/2030
|
2,835
|
2,841
|
|
|
Marsh & McLennan Cos., Inc. 4.85% 11/15/2031
|
18,480
|
18,622
|
|
|
Marsh & McLennan Cos., Inc. 5.00% 3/15/2035
|
2,390
|
2,373
|
|
|
Mastercard, Inc. 4.875% 3/9/2028
|
6,061
|
6,139
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Financials (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Mastercard, Inc. 4.35% 1/15/2032
|
USD10,000
|
$9,899
|
|
|
Met Tower Global Funding 4.00% 1/14/2029 (g)
|
18,350
|
18,124
|
|
|
Metropolitan Life Global Funding I 3.45% 12/18/2026 (g)
|
1,170
|
1,166
|
|
|
Metropolitan Life Global Funding I 1.875% 1/11/2027 (g)
|
11,455
|
11,302
|
|
|
Metropolitan Life Global Funding I 4.40% 6/30/2027 (g)
|
8,975
|
8,998
|
|
|
Metropolitan Life Global Funding I 4.15% 8/25/2028 (g)
|
5,000
|
4,975
|
|
|
Metropolitan Life Global Funding I 4.35% 1/12/2031 (g)
|
2,500
|
2,468
|
|
|
Mitsubishi UFJ Financial Group, Inc. 4.527% 9/12/2031 (1-year UST Yield Curve Rate
T Note Constant Maturity +
1.13% on 9/12/2030) (i)
|
13,500
|
13,354
|
|
|
Mitsubishi UFJ Financial Group, Inc. 4.505% 1/14/2032 (1-year UST Yield Curve Rate
T Note Constant Maturity +
0.80% on 1/14/2031) (i)
|
2,250
|
2,218
|
|
|
Morgan Stanley 3.125% 7/27/2026
|
770
|
769
|
|
|
Morgan Stanley 5.164% 4/20/2029 (USD-SOFR + 1.59% on 4/20/2028) (i)
|
17,883
|
18,070
|
|
|
Morgan Stanley 4.133% 10/18/2029 (USD-SOFR + 0.913% on 10/18/2028) (i)
|
13,335
|
13,184
|
|
|
Morgan Stanley 4.238% 1/9/2030 (USD-SOFR + 0.80% on 1/9/2029) (i)
|
15,406
|
15,239
|
|
|
Morgan Stanley 4.213% 2/8/2030 (USD-SOFR + 0.762% on 2/8/2029) (i)
|
31,375
|
31,034
|
|
|
Morgan Stanley 4.555% 4/10/2030 (USD-SOFR + 0.96% on 4/10/2029) (i)
|
44,313
|
44,147
|
|
|
Morgan Stanley 5.042% 7/19/2030 (USD-SOFR + 1.215% on 7/19/2029) (i)
|
1,875
|
1,893
|
|
|
Morgan Stanley 4.654% 10/18/2030 (USD-SOFR + 1.10% on 10/18/2029) (i)
|
8,090
|
8,063
|
|
|
Morgan Stanley 4.356% 10/22/2031 (USD-SOFR + 1.074% on 10/22/2030) (i)
|
26,140
|
25,658
|
|
|
Morgan Stanley 4.493% 1/16/2032 (USD-SOFR + 0.95% on 1/16/2031) (i)
|
16,121
|
15,866
|
|
|
Morgan Stanley 1.794% 2/13/2032 (USD-SOFR + 1.034% on 2/13/2031) (i)
|
4,181
|
3,640
|
|
|
Morgan Stanley 4.708% 3/12/2032 (USD-SOFR + 1.195% on 3/12/2031) (i)
|
10,974
|
10,876
|
|
|
Morgan Stanley 4.809% 4/16/2032 (USD-SOFR + 1.18% on 4/16/2031) (i)
|
20,548
|
20,465
|
|
|
Morgan Stanley 1.928% 4/28/2032 (USD-SOFR + 1.02% on 4/28/2031) (i)
|
1,080
|
940
|
|
|
Morgan Stanley 5.831% 4/19/2035 (USD-SOFR + 1.58% on 4/19/2034) (i)
|
4,455
|
4,636
|
|
|
Morgan Stanley 4.892% 10/22/2036 (USD-SOFR + 1.314% on 10/22/2035) (i)
|
16,720
|
16,230
|
|
|
Morgan Stanley 5.073% 1/30/2037 (USD-SOFR + 1.184% on 1/30/2036) (i)
|
20,335
|
19,920
|
|
|
Morgan Stanley 5.296% 4/10/2037 (USD-SOFR + 1.41% on 4/16/2036) (i)
|
5,825
|
5,811
|
|
|
Morgan Stanley Bank, NA 4.788% 5/10/2030 (USD-SOFR Index + 0.974% on 5/10/2029) (i)
|
400
|
401
|
|
|
NatWest Group PLC 1.642% 6/14/2027 (1-year UST Yield Curve Rate T Note Constant Maturity
+ 0.90% on
6/14/2026) (i)
|
11,115
|
11,103
|
|
|
NatWest Group PLC 4.445% 5/8/2030 (3-month EUR-EURIBOR + 1.871% on 5/8/2029) (i)
|
4,000
|
3,974
|
|
|
New York Life Global Funding 4.60% 12/5/2029 (g)
|
740
|
743
|
|
|
New York Life Global Funding 4.55% 1/28/2033 (g)
|
747
|
736
|
|
|
PNC Financial Services Group, Inc. 5.30% 1/21/2028 (USD-SOFR + 1.342% on 1/21/2027)
(i)
|
8,825
|
8,877
|
|
|
PNC Financial Services Group, Inc. 4.075% 1/26/2029 (USD-SOFR + 0.61% on 1/26/2028)
(i)
|
16,681
|
16,588
|
|
|
PNC Financial Services Group, Inc. 5.582% 6/12/2029 (USD-SOFR + 1.841% on 6/12/2028)
(i)
|
19,943
|
20,405
|
|
|
PNC Financial Services Group, Inc. 4.618% 10/26/2029 (USD-SOFR + 0.681% on 10/26/2028)
(i)
|
13,500
|
13,510
|
|
|
PNC Financial Services Group, Inc. 5.222% 1/29/2031 (USD-SOFR + 1.072% on 1/29/2030)
(i)
|
7,687
|
7,832
|
|
|
Pricoa Global Funding I 4.75% 8/26/2032 (g)
|
2,500
|
2,474
|
|
|
Progressive Corp. 4.60% 3/26/2031
|
5,882
|
5,886
|
|
|
RGA Global Funding 5.10% 5/26/2031 (g)
|
7,000
|
7,034
|
|
|
Royal Bank of Canada 4.965% 1/24/2029 (USD-SOFR + 0.83% on 1/24/2028) (i)
|
10,000
|
10,080
|
|
|
Royal Bank of Canada 5.153% 2/4/2031 (USD-SOFR + 1.03% on 2/4/2030) (i)
|
17,250
|
17,516
|
|
|
Royal Bank of Canada 4.971% 5/2/2031 (USD-SOFR + 1.13% on 5/2/2030) (i)
|
13,000
|
13,136
|
|
|
Royal Bank of Canada 4.696% 8/6/2031 (USD-SOFR + 1.06% on 8/6/2030) (i)
|
2,500
|
2,497
|
|
|
Royal Bank of Canada 4.612% 5/3/2032 (USD-SOFR + 1.01% on 5/3/2031) (i)
|
5,534
|
5,489
|
|
|
SMBC Aviation Capital Finance DAC 5.55% 4/3/2034 (g)
|
4,000
|
4,044
|
|
|
Stellantis Financial Services US Corp. 5.40% 6/15/2029 (g)
|
14,094
|
14,132
|
|
|
Stellantis Financial Services US Corp. 5.80% 6/15/2031 (g)
|
38,899
|
38,982
|
|
|
Sumitomo Mitsui Financial Group, Inc. 5.88% 7/13/2026
|
12,317
|
12,345
|
|
|
Sumitomo Mitsui Financial Group, Inc. 4.494% 1/15/2032 (USD-SOFR + 1.02% on 1/15/2031)
(i)
|
2,742
|
2,704
|
|
|
Toronto-Dominion Bank (The) 4.861% 1/31/2028
|
10,095
|
10,170
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Financials (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Toronto-Dominion Bank (The) 4.808% 6/3/2030
|
USD5,000
|
$5,030
|
|
|
Travelers Cos., Inc. 5.05% 7/24/2035
|
638
|
639
|
|
|
Truist Bank 4.144% 1/27/2029 (USD-SOFR + 0.662% on 1/27/2028) (i)
|
4,000
|
3,978
|
|
|
Truist Financial Corp. 5.071% 5/20/2031 (USD-SOFR + 1.309% on 5/20/2030) (i)
|
9,385
|
9,497
|
|
|
Truist Financial Corp. 4.597% 1/27/2032 (USD-SOFR + 0.965% on 1/27/2031) (i)
|
2,500
|
2,472
|
|
|
Truist Financial Corp. 5.153% 8/5/2032 (USD-SOFR + 1.571% on 8/5/2031) (i)
|
3,891
|
3,935
|
|
|
Truist Financial Corp. 4.964% 10/23/2036 (USD-SOFR + 1.395% on 10/23/2035) (i)
|
14,315
|
13,884
|
|
|
UBS Group AG 5.428% 2/8/2030 (1-year UST Yield Curve Rate T Note Constant Maturity
+ 1.52% on
2/8/2029) (g)(i)
|
7,475
|
7,605
|
|
|
UBS Group AG 2.095% 2/11/2032 (1-year UST Yield Curve Rate T Note Constant Maturity
+ 1.00% on
2/11/2031) (g)(i)
|
1,520
|
1,342
|
|
|
UBS Group AG 3.091% 5/14/2032 (USD-SOFR + 1.73% on 5/14/2031) (g)(i)
|
4,000
|
3,673
|
|
|
Visa, Inc. 4.10% 2/12/2031
|
13,250
|
13,178
|
|
|
Wells Fargo & Co. 5.707% 4/22/2028 (USD-SOFR + 1.07% on 4/22/2027) (i)
|
19,095
|
19,314
|
|
|
Wells Fargo & Co. 4.577% 5/20/2029 (USD-SOFR + 0.72% on 5/20/2028) (i)
|
7,000
|
6,998
|
|
|
Wells Fargo & Co. 5.574% 7/25/2029 (USD-SOFR + 1.74% on 7/25/2028) (i)
|
6,775
|
6,909
|
|
|
Wells Fargo & Co. 6.303% 10/23/2029 (USD-SOFR + 1.79% on 10/23/2028) (i)
|
10,050
|
10,437
|
|
|
Wells Fargo & Co. 4.182% 1/23/2030 (USD-SOFR + 0.74% on 1/23/2029) (i)
|
7,046
|
6,975
|
|
|
Wells Fargo & Co. 2.879% 10/30/2030 (3-month USD CME Term SOFR + 1.432% on 10/30/2029)
(i)
|
4,019
|
3,795
|
|
|
Wells Fargo & Co. 5.15% 4/23/2031 (USD-SOFR + 1.50% on 4/23/2030) (i)
|
4,000
|
4,060
|
|
|
Wells Fargo & Co. 4.844% 5/20/2032 (USD-SOFR + 0.97% on 5/20/2031) (i)
|
30,662
|
30,643
|
|
|
Wells Fargo & Co. 3.35% 3/2/2033 (USD-SOFR + 1.50% on 3/2/2032) (i)
|
3,305
|
3,044
|
|
|
Wells Fargo & Co. 4.897% 7/25/2033 (USD-SOFR + 4.897% on 7/25/2032) (i)
|
5,156
|
5,135
|
|
|
Wells Fargo & Co. 5.605% 4/23/2036 (USD-SOFR + 1.74% on 4/23/2035) (i)
|
5,000
|
5,131
|
|
|
Wells Fargo & Co. 4.96% 1/23/2037 (USD-SOFR + 1.10% on 1/23/2036) (i)
|
23,306
|
22,769
|
|
|
Zions BanCorp., NA 4.704% 8/18/2028 (USD-SOFR + 1.555% on 8/18/2027) (i)
|
7,635
|
7,638
|
|
|
|
|
|
2,009,141
|
|
Consumer discretionary 2.44%
|
|
|
|
|
Amazon.com, Inc. 3.90% 11/20/2028
|
3,000
|
2,979
|
|
|
Amazon.com, Inc. 4.10% 11/20/2030
|
37,075
|
36,560
|
|
|
Amazon.com, Inc. 4.25% 3/13/2031
|
14,315
|
14,160
|
|
|
Amazon.com, Inc. 4.55% 3/13/2033
|
38,164
|
37,770
|
|
|
Amazon.com, Inc. 4.35% 3/20/2033
|
13,545
|
13,279
|
|
|
Amazon.com, Inc. 4.65% 11/20/2035
|
23,077
|
22,560
|
|
|
American Honda Finance Corp. 1.30% 9/9/2026
|
7,500
|
7,442
|
|
|
Daimler Trucks Finance North America, LLC 5.00% 1/15/2027 (g)
|
5,691
|
5,719
|
|
|
Daimler Trucks Finance North America, LLC 5.40% 9/20/2028 (g)
|
10,761
|
10,955
|
|
|
Ford Motor Credit Co., LLC 2.70% 8/10/2026
|
200
|
199
|
|
|
Ford Motor Credit Co., LLC 4.271% 1/9/2027
|
200
|
199
|
|
|
Ford Motor Credit Co., LLC 5.85% 5/17/2027
|
12,000
|
12,115
|
|
|
Ford Motor Credit Co., LLC 4.95% 5/28/2027
|
2,675
|
2,681
|
|
|
Ford Motor Credit Co., LLC 4.125% 8/17/2027
|
2,275
|
2,258
|
|
|
Ford Motor Credit Co., LLC 3.815% 11/2/2027
|
765
|
754
|
|
|
Ford Motor Credit Co., LLC 7.35% 11/4/2027
|
3,715
|
3,834
|
|
|
Ford Motor Credit Co., LLC 2.90% 2/16/2028
|
650
|
629
|
|
|
Ford Motor Credit Co., LLC 5.918% 3/20/2028
|
16,449
|
16,702
|
|
|
Ford Motor Credit Co., LLC 6.80% 5/12/2028
|
10,010
|
10,323
|
|
|
Ford Motor Credit Co., LLC 6.798% 11/7/2028
|
8,214
|
8,517
|
|
|
Ford Motor Credit Co., LLC 5.80% 3/8/2029
|
680
|
690
|
|
|
Ford Motor Credit Co., LLC 4.97% 4/6/2029
|
15,165
|
15,071
|
|
|
Ford Motor Credit Co., LLC 5.875% 11/7/2029
|
12,500
|
12,699
|
|
|
Ford Motor Credit Co., LLC 5.73% 9/5/2030
|
14,788
|
14,963
|
|
|
Ford Motor Credit Co., LLC 5.42% 4/9/2031
|
22,250
|
22,187
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Consumer discretionary (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Ford Motor Credit Co., LLC 6.532% 3/19/2032
|
USD2,090
|
$2,169
|
|
|
Ford Motor Credit Co., LLC 5.753% 4/6/2033
|
11,928
|
11,906
|
|
|
Ford Motor Credit Co., LLC 7.122% 11/7/2033
|
631
|
677
|
|
|
Ford Motor Credit Co., LLC 6.125% 3/8/2034
|
20,816
|
21,137
|
|
|
Ford Motor Credit Co., LLC 5.869% 10/31/2035
|
29,929
|
29,510
|
|
|
General Motors Co. 5.625% 4/15/2030
|
3,250
|
3,346
|
|
|
General Motors Financial Co., Inc. 4.20% 10/27/2028
|
18,628
|
18,492
|
|
|
General Motors Financial Co., Inc. 4.90% 10/6/2029
|
5,991
|
6,027
|
|
|
General Motors Financial Co., Inc. 5.35% 1/7/2030
|
8,395
|
8,560
|
|
|
General Motors Financial Co., Inc. 4.60% 1/8/2031
|
20,140
|
19,950
|
|
|
General Motors Financial Co., Inc. 5.45% 1/8/2036
|
2,500
|
2,496
|
|
|
Home Depot, Inc. 4.95% 6/25/2034
|
12,633
|
12,697
|
|
|
Hyatt Hotels Corp. 5.05% 3/30/2028
|
3,244
|
3,271
|
|
|
Hyatt Hotels Corp. 5.75% 3/30/2032
|
4,056
|
4,194
|
|
|
Hyundai Capital America 1.50% 6/15/2026 (g)
|
20,850
|
20,828
|
|
|
Hyundai Capital America 5.45% 6/24/2026 (g)
|
6,226
|
6,232
|
|
|
Hyundai Capital America 5.275% 6/24/2027 (g)
|
10,000
|
10,089
|
|
|
Hyundai Capital America 2.375% 10/15/2027 (g)
|
745
|
724
|
|
|
Hyundai Capital America 4.60% 4/6/2028 (g)
|
2,475
|
2,474
|
|
|
Hyundai Capital America 4.25% 9/18/2028 (g)
|
4,783
|
4,744
|
|
|
Hyundai Capital America 4.25% 1/8/2029 (g)
|
12,356
|
12,222
|
|
|
Hyundai Capital America 6.50% 1/16/2029 (g)
|
2,835
|
2,958
|
|
|
Hyundai Capital America 4.75% 4/6/2029 (g)
|
1,500
|
1,503
|
|
|
Hyundai Capital America 5.30% 6/24/2029 (g)
|
2,733
|
2,777
|
|
|
Hyundai Capital America 5.30% 1/8/2030 (g)
|
5,000
|
5,084
|
|
|
Hyundai Capital America 5.10% 6/24/2030 (g)
|
11,737
|
11,846
|
|
|
Hyundai Capital America 4.50% 9/18/2030 (g)
|
16,000
|
15,772
|
|
|
Hyundai Capital America 4.75% 9/26/2031 (g)
|
13,000
|
12,892
|
|
|
Las Vegas Sands Corp. 5.30% 5/15/2031
|
5,685
|
5,690
|
|
|
Marriott International, Inc. 4.20% 7/15/2027
|
12,000
|
11,992
|
|
|
Marriott International, Inc. 4.90% 4/15/2029
|
2,673
|
2,702
|
|
|
Marriott International, Inc. 4.50% 10/15/2031
|
6,399
|
6,335
|
|
|
Marriott International, Inc. 4.50% 5/1/2033
|
3,069
|
2,979
|
|
|
McDonald’s Corp. 4.95% 3/3/2035
|
814
|
812
|
|
|
Royal Caribbean Cruises, Ltd. 4.75% 5/15/2033
|
59,544
|
58,005
|
|
|
Royal Caribbean Cruises, Ltd. 5.375% 1/15/2036
|
7,576
|
7,539
|
|
|
Royal Caribbean Cruises, Ltd. 5.25% 2/27/2038
|
13,228
|
12,817
|
|
|
Sands China, Ltd. 2.30% 3/8/2027
|
8,000
|
7,872
|
|
|
Toyota Motor Credit Corp. 1.125% 6/18/2026
|
985
|
984
|
|
|
Toyota Motor Credit Corp. 1.90% 1/13/2027
|
1,710
|
1,688
|
|
|
Toyota Motor Credit Corp. 1.90% 4/6/2028
|
3,555
|
3,416
|
|
|
Toyota Motor Credit Corp. 4.25% 5/12/2028
|
2,500
|
2,506
|
|
|
Toyota Motor Credit Corp. 4.05% 3/13/2029
|
10,915
|
10,829
|
|
|
Toyota Motor Credit Corp. 4.95% 1/9/2030
|
12,490
|
12,694
|
|
|
Toyota Motor Credit Corp. 4.55% 5/14/2031
|
3,000
|
2,991
|
|
|
Volkswagen Group of America Finance, LLC 4.95% 3/25/2027 (g)
|
9,138
|
9,186
|
|
|
Volkswagen Group of America Finance, LLC 5.05% 3/27/2028 (g)
|
9,545
|
9,605
|
|
|
|
|
|
700,464
|
|
Health care 2.27%
|
|
|
|
|
Abbott Laboratories 4.00% 3/15/2031
|
2,500
|
2,446
|
|
|
Abbott Laboratories 4.30% 3/15/2033
|
29,265
|
28,477
|
|
|
AbbVie, Inc. 4.80% 3/15/2029
|
32,500
|
32,872
|
|
|
AbbVie, Inc. 3.20% 11/21/2029
|
4,575
|
4,394
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Health care (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
AbbVie, Inc. 4.125% 3/15/2031
|
USD9,563
|
$9,391
|
|
|
AbbVie, Inc. 4.95% 3/15/2031
|
15,955
|
16,240
|
|
|
AbbVie, Inc. 4.40% 3/15/2033
|
30,584
|
30,023
|
|
|
AbbVie, Inc. 5.05% 3/15/2034
|
1,800
|
1,827
|
|
|
AbbVie, Inc. 5.20% 3/15/2035
|
5,093
|
5,187
|
|
|
Amgen, Inc. 5.15% 3/2/2028
|
11,195
|
11,338
|
|
|
Amgen, Inc. 3.00% 2/22/2029
|
16,261
|
15,696
|
|
|
Amgen, Inc. 4.05% 8/18/2029
|
10,000
|
9,884
|
|
|
Amgen, Inc. 5.25% 3/2/2030
|
5,666
|
5,792
|
|
|
Amgen, Inc. 4.20% 2/19/2031
|
31,313
|
30,779
|
|
|
Amgen, Inc. 5.25% 3/2/2033
|
9,000
|
9,196
|
|
|
Amgen, Inc. 4.85% 2/19/2036
|
1,406
|
1,379
|
|
|
Ascension Health 4.294% 11/15/2030
|
7,883
|
7,782
|
|
|
Augusta SpinCo Corp. 4.945% 3/23/2033
|
15,275
|
15,233
|
|
|
Baxter International, Inc. 4.45% 2/15/2029
|
6,437
|
6,375
|
|
|
Baxter International, Inc. 4.90% 12/15/2030
|
15,890
|
15,769
|
|
|
Baxter International, Inc. 5.65% 12/15/2035
|
7,820
|
7,751
|
|
|
Bristol-Myers Squibb Co. 5.10% 2/22/2031
|
14,090
|
14,414
|
|
|
Bristol-Myers Squibb Co. 2.95% 3/15/2032
|
4,500
|
4,124
|
|
|
Bristol-Myers Squibb Co. 5.20% 2/22/2034
|
12,555
|
12,854
|
|
|
Cencora, Inc. 4.25% 11/15/2030
|
10,000
|
9,830
|
|
|
Cencora, Inc. 4.60% 2/13/2033
|
10,000
|
9,817
|
|
|
Centene Corp. 2.45% 7/15/2028
|
3,835
|
3,637
|
|
|
Cigna Group (The) 4.875% 9/15/2032
|
7,635
|
7,649
|
|
|
CVS Health Corp. 3.625% 4/1/2027
|
3,025
|
3,011
|
|
|
CVS Health Corp. 1.30% 8/21/2027
|
16,000
|
15,419
|
|
|
CVS Health Corp. 1.875% 2/28/2031
|
4,830
|
4,245
|
|
|
CVS Health Corp. 5.55% 6/1/2031
|
4,750
|
4,898
|
|
|
CVS Health Corp. 5.00% 9/15/2032
|
24,111
|
24,259
|
|
|
Elevance Health, Inc. 4.00% 9/15/2028
|
7,500
|
7,434
|
|
|
Elevance Health, Inc. 4.60% 9/15/2032
|
3,000
|
2,951
|
|
|
Elevance Health, Inc. 5.20% 2/15/2035
|
1,380
|
1,384
|
|
|
Eli Lilly and Co. 4.00% 10/15/2028
|
2,500
|
2,495
|
|
|
Eli Lilly and Co. 4.375% 5/20/2031
|
7,000
|
6,966
|
|
|
Eli Lilly and Co. 4.90% 2/12/2032
|
22,390
|
22,774
|
|
|
Eli Lilly and Co. 4.55% 10/15/2032
|
2,000
|
1,995
|
|
|
Eli Lilly and Co. 4.65% 5/20/2033
|
10,000
|
9,986
|
|
|
Eli Lilly and Co. 5.10% 2/12/2035
|
2,757
|
2,811
|
|
|
Eli Lilly and Co. 4.90% 10/15/2035
|
10,000
|
10,008
|
|
|
Gilead Sciences, Inc. 5.25% 10/15/2033
|
3,305
|
3,410
|
|
|
HCA, Inc. 3.125% 3/15/2027
|
8,335
|
8,267
|
|
|
HCA, Inc. 3.375% 3/15/2029
|
3,304
|
3,200
|
|
|
HCA, Inc. 2.375% 7/15/2031
|
1,554
|
1,381
|
|
|
Humana, Inc. 5.375% 4/15/2031
|
9,265
|
9,412
|
|
|
Medline Borrower, LP 5.00% 6/15/2031 (g)
|
14,218
|
14,211
|
|
|
Medline Borrower, LP 5.25% 6/15/2033 (g)
|
1,066
|
1,067
|
|
|
Medtronic Global Holdings S.C.A. 4.25% 3/30/2028
|
6,602
|
6,600
|
|
|
Novartis Capital Corp. 4.10% 3/16/2029
|
2,500
|
2,487
|
|
|
Novartis Capital Corp. 4.40% 3/18/2031
|
3,852
|
3,834
|
|
|
Novartis Capital Corp. 4.60% 3/18/2033
|
15,018
|
14,919
|
|
|
Novartis Capital Corp. 4.90% 3/18/2036
|
1,765
|
1,759
|
|
|
Novartis Capital Corp. 5.60% 3/18/2046
|
315
|
319
|
|
|
Novartis Capital Corp. 5.70% 3/18/2056
|
1,158
|
1,176
|
|
|
Pfizer Investment Enterprises Pte., Ltd. 4.45% 5/19/2028
|
9,000
|
9,028
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Health care (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Pfizer Investment Enterprises Pte., Ltd. 4.75% 5/19/2033
|
USD5,425
|
$5,397
|
|
|
Pfizer, Inc. 4.50% 11/15/2032
|
4,000
|
3,953
|
|
|
Roche Holdings, Inc. 4.203% 9/9/2029 (g)
|
5,562
|
5,541
|
|
|
Solventum Corp. 5.40% 3/1/2029
|
2,153
|
2,196
|
|
|
Stryker Corp. 4.85% 2/10/2030
|
2,700
|
2,730
|
|
|
Takeda U.S. Financing, Inc. 5.20% 7/7/2035
|
19,225
|
19,278
|
|
|
Thermo Fisher Scientific, Inc. (The) 1.75% 10/15/2028
|
2,578
|
2,429
|
|
|
Thermo Fisher Scientific, Inc. (The) 4.215% 2/12/2031
|
11,820
|
11,652
|
|
|
Thermo Fisher Scientific, Inc. (The) 4.20% 3/1/2031
|
9,625
|
9,478
|
|
|
Thermo Fisher Scientific, Inc. (The) 4.55% 6/15/2033
|
4,468
|
4,405
|
|
|
Thermo Fisher Scientific, Inc. (The) 4.902% 2/12/2036
|
289
|
286
|
|
|
UnitedHealth Group, Inc. 4.40% 6/15/2028
|
5,000
|
5,010
|
|
|
UnitedHealth Group, Inc. 4.00% 5/15/2029
|
6,275
|
6,207
|
|
|
UnitedHealth Group, Inc. 2.00% 5/15/2030
|
13,500
|
12,270
|
|
|
UnitedHealth Group, Inc. 4.65% 1/15/2031
|
3,600
|
3,611
|
|
|
UnitedHealth Group, Inc. 4.90% 4/15/2031
|
650
|
659
|
|
|
UnitedHealth Group, Inc. 4.95% 1/15/2032
|
9,614
|
9,704
|
|
|
UnitedHealth Group, Inc. 4.20% 5/15/2032
|
3,066
|
2,988
|
|
|
UnitedHealth Group, Inc. 5.30% 6/15/2035
|
10,000
|
10,175
|
|
|
|
|
|
649,831
|
|
Utilities 2.10%
|
|
|
|
|
Alabama Power Co. 3.75% 9/1/2027
|
5,000
|
4,979
|
|
|
American Electric Power Co., Inc. 4.30% 12/1/2028
|
1,435
|
1,432
|
|
|
American Transmission Systems, Inc. 2.65% 1/15/2032 (g)
|
5,125
|
4,582
|
|
|
CenterPoint Energy Houston Electric, LLC 4.85% 4/1/2036
|
1,025
|
1,007
|
|
|
CenterPoint Energy, Inc. 1.45% 6/1/2026
|
1,250
|
1,250
|
|
|
Commonwealth Edison Co. 4.55% 6/1/2031
|
9,525
|
9,500
|
|
|
Connecticut Light and Power Co. (The) 2.05% 7/1/2031
|
4,959
|
4,391
|
|
|
Connecticut Light and Power Co. (The) 4.95% 8/15/2034
|
2,030
|
2,027
|
|
|
Consumers Energy Co. 3.80% 11/15/2028
|
4,100
|
4,050
|
|
|
Consumers Energy Co. 4.50% 1/15/2031
|
13,675
|
13,632
|
|
|
Consumers Energy Co. 3.60% 8/15/2032
|
10,844
|
10,236
|
|
|
Consumers Energy Co. 4.625% 5/15/2033
|
2,109
|
2,089
|
|
|
Consumers Energy Co. 5.05% 5/15/2035
|
1,050
|
1,056
|
|
|
Consumers Energy Co. 5.125% 5/1/2036
|
15,150
|
15,163
|
|
|
DTE Electric Co. 4.85% 3/1/2036
|
6,971
|
6,835
|
|
|
DTE Energy Co. 4.95% 7/1/2027
|
6,230
|
6,273
|
|
|
Duke Energy Florida, LLC 1.75% 6/15/2030
|
10,940
|
9,840
|
|
|
Duke Energy Florida, LLC 4.20% 12/1/2030
|
23,851
|
23,540
|
|
|
Duke Energy Florida, LLC 4.85% 12/1/2035
|
4,758
|
4,682
|
|
|
Edison International 5.25% 11/15/2028
|
5,950
|
5,980
|
|
|
Edison International 5.45% 6/15/2029
|
225
|
227
|
|
|
Edison International 6.95% 11/15/2029
|
800
|
840
|
|
|
Edison International 6.25% 3/15/2030
|
7,777
|
8,021
|
|
|
Enel Finance International NV 2.125% 7/12/2028 (g)
|
2,550
|
2,428
|
|
|
Enel Finance International NV 4.125% 9/30/2028 (g)
|
16,260
|
16,094
|
|
|
Enel Finance International NV 4.375% 9/30/2030 (g)
|
6,500
|
6,390
|
|
|
Entergy Corp. 1.90% 6/15/2028
|
9,545
|
9,073
|
|
|
Entergy Louisiana, LLC 3.12% 9/1/2027
|
1,110
|
1,096
|
|
|
Evergy Missouri West, Inc. 4.70% 5/21/2029 (g)
|
9,173
|
9,197
|
|
|
Eversource Energy 1.40% 8/15/2026
|
16,708
|
16,605
|
|
|
Eversource Energy 5.95% 2/1/2029
|
4,775
|
4,930
|
|
|
Eversource Energy 4.45% 12/15/2030
|
16,545
|
16,293
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Utilities (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
FirstEnergy Transmission, LLC 2.866% 9/15/2028 (g)
|
USD100
|
$96
|
|
|
Florida Power & Light Co. 4.40% 5/15/2028
|
12,505
|
12,555
|
|
|
Florida Power & Light Co. 4.80% 5/15/2033
|
9,357
|
9,380
|
|
|
Florida Power & Light Co. 5.30% 6/15/2034
|
5,072
|
5,205
|
|
|
Florida Power & Light Co. 4.70% 2/15/2036
|
2,225
|
2,166
|
|
|
Florida Power & Light Co. 5.125% 6/1/2036
|
4,704
|
4,726
|
|
|
Georgia Power Co. 4.00% 10/1/2028
|
10,000
|
9,933
|
|
|
Georgia Power Co. 4.60% 6/15/2029
|
5,000
|
5,030
|
|
|
Monongahela Power Co. 3.55% 5/15/2027 (g)
|
5,500
|
5,467
|
|
|
NextEra Energy Capital Holdings, Inc. 4.685% 9/1/2027
|
8,600
|
8,640
|
|
|
NiSource, Inc. 4.75% 5/18/2031
|
8,125
|
8,122
|
|
|
Northern States Power Co. 2.25% 4/1/2031
|
15,000
|
13,529
|
|
|
Northern States Power Co. 5.05% 5/15/2035
|
8,693
|
8,739
|
|
|
Northern States Power Co. 4.85% 5/15/2036
|
2,975
|
2,932
|
|
|
Pacific Gas and Electric Co. 2.50% 2/1/2031
|
1,287
|
1,156
|
|
|
Pacific Gas and Electric Co. 5.90% 6/15/2032
|
2,648
|
2,746
|
|
|
Pacific Gas and Electric Co. 6.15% 1/15/2033
|
5,073
|
5,330
|
|
|
Pacific Gas and Electric Co. 6.40% 6/15/2033
|
15,636
|
16,645
|
|
|
Pacific Gas and Electric Co. 6.00% 8/15/2035
|
7,265
|
7,504
|
|
|
PacifiCorp 5.10% 2/15/2029
|
875
|
886
|
|
|
PacifiCorp 4.25% 3/15/2029
|
27,900
|
27,627
|
|
|
PacifiCorp 4.65% 4/15/2029
|
9,750
|
9,749
|
|
|
PacifiCorp 3.50% 6/15/2029
|
3,099
|
2,995
|
|
|
PacifiCorp 2.70% 9/15/2030
|
12,000
|
11,034
|
|
|
PacifiCorp 5.30% 2/15/2031
|
10,150
|
10,339
|
|
|
PacifiCorp 5.10% 4/15/2031
|
18,459
|
18,663
|
|
|
PacifiCorp 7.70% 11/15/2031
|
2,480
|
2,801
|
|
|
PacifiCorp 5.45% 4/15/2033
|
35,168
|
35,830
|
|
|
PacifiCorp 5.80% 4/15/2036
|
4,650
|
4,786
|
|
|
Public Service Electric and Gas Co. 2.45% 1/15/2030
|
1,471
|
1,374
|
|
|
Public Service Electric and Gas Co. 4.20% 1/1/2031
|
18,750
|
18,458
|
|
|
Public Service Electric and Gas Co. 1.90% 8/15/2031
|
1,907
|
1,673
|
|
|
Public Service Electric and Gas Co. 3.10% 3/15/2032
|
566
|
523
|
|
|
Public Service Electric and Gas Co. 4.85% 8/1/2034
|
8,816
|
8,796
|
|
|
Public Service Electric and Gas Co. 4.90% 8/15/2035
|
5,800
|
5,777
|
|
|
Public Service Enterprise Group, Inc. 5.40% 3/15/2035
|
250
|
254
|
|
|
Southern California Edison Co. 4.40% 9/6/2026
|
10,000
|
10,002
|
|
|
Southern California Edison Co. 3.65% 3/1/2028
|
7,446
|
7,326
|
|
|
Southern California Edison Co. 5.15% 6/1/2029
|
2,425
|
2,450
|
|
|
Southern California Edison Co. 5.25% 3/15/2030
|
4,611
|
4,668
|
|
|
Southern California Edison Co. 4.80% 3/15/2033
|
12,489
|
12,248
|
|
|
Southern California Edison Co. 6.00% 1/15/2034
|
846
|
879
|
|
|
Union Electric Co. 4.80% 3/15/2036
|
2,000
|
1,949
|
|
|
WEC Energy Group, Inc. 5.15% 10/1/2027
|
4,353
|
4,394
|
|
|
WEC Energy Group, Inc. 4.75% 1/15/2028
|
7,175
|
7,212
|
|
|
Wisconsin Electric Power Co. 4.15% 10/15/2030
|
26,035
|
25,650
|
|
|
Wisconsin Public Service Corp. 4.55% 12/1/2029
|
9,195
|
9,220
|
|
|
|
|
|
601,202
|
|
Communication services 1.58%
|
|
|
|
|
Alphabet, Inc. 4.10% 11/15/2030
|
9,545
|
9,449
|
|
|
Alphabet, Inc. 4.10% 2/15/2031
|
21,089
|
20,812
|
|
|
Alphabet, Inc. 4.375% 11/15/2032
|
5,405
|
5,334
|
|
|
Alphabet, Inc. 4.40% 2/15/2033
|
18,745
|
18,448
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Communication services (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Alphabet, Inc. 4.70% 11/15/2035
|
USD5,703
|
$5,610
|
|
|
Alphabet, Inc. 4.80% 2/15/2036
|
2,781
|
2,751
|
|
|
Alphabet, Inc. 5.65% 2/15/2056
|
2,000
|
1,990
|
|
|
AT&T, Inc. 2.30% 6/1/2027
|
550
|
540
|
|
|
AT&T, Inc. 1.65% 2/1/2028
|
2,413
|
2,309
|
|
|
AT&T, Inc. 4.35% 3/1/2029
|
2,500
|
2,495
|
|
|
AT&T, Inc. 4.40% 4/30/2031
|
12,500
|
12,354
|
|
|
AT&T, Inc. 4.75% 4/30/2033
|
11,439
|
11,304
|
|
|
AT&T, Inc. 2.55% 12/1/2033
|
5,601
|
4,747
|
|
|
AT&T, Inc. 5.40% 2/15/2034
|
4,388
|
4,486
|
|
|
AT&T, Inc. 4.50% 5/15/2035
|
1,279
|
1,214
|
|
|
AT&T, Inc. 5.25% 10/30/2036
|
2,000
|
1,981
|
|
|
Charter Communications Operating, LLC 2.30% 2/1/2032
|
5,000
|
4,261
|
|
|
Charter Communications Operating, LLC 4.40% 4/1/2033
|
10,000
|
9,250
|
|
|
Charter Communications Operating, LLC 6.65% 2/1/2034
|
2,330
|
2,407
|
|
|
Charter Communications Operating, LLC 6.55% 6/1/2034
|
14,329
|
14,708
|
|
|
Charter Communications Operating, LLC 6.384% 10/23/2035
|
4,200
|
4,230
|
|
|
Charter Communications Operating, LLC 5.85% 12/1/2035
|
16,573
|
16,143
|
|
|
Comcast Corp. 5.30% 6/1/2034
|
2,125
|
2,160
|
|
|
Comcast Corp. 5.30% 5/15/2035
|
824
|
839
|
|
|
Meta Platforms, Inc. 4.30% 8/15/2029
|
4,755
|
4,761
|
|
|
Meta Platforms, Inc. 4.20% 11/15/2030
|
12,939
|
12,775
|
|
|
Meta Platforms, Inc. 4.60% 11/15/2032
|
33,856
|
33,447
|
|
|
Meta Platforms, Inc. 4.875% 5/15/2033
|
22,000
|
21,943
|
|
|
Meta Platforms, Inc. 4.75% 8/15/2034
|
5,923
|
5,836
|
|
|
Meta Platforms, Inc. 4.875% 11/15/2035
|
25,480
|
24,905
|
|
|
Meta Platforms, Inc. 5.25% 5/15/2036
|
4,412
|
4,410
|
|
|
Meta Platforms, Inc. 6.20% 5/15/2046
|
1,000
|
1,012
|
|
|
Orange 4.00% 1/13/2029 (g)
|
3,000
|
2,970
|
|
|
Orange 4.25% 1/13/2031 (g)
|
13,545
|
13,283
|
|
|
Orange 4.75% 1/13/2033 (g)
|
17,564
|
17,367
|
|
|
Orange 5.00% 1/13/2036 (g)
|
11,205
|
11,004
|
|
|
SBA Tower Trust 1.631% 11/15/2026 (g)
|
13,740
|
13,570
|
|
|
T-Mobile USA, Inc. 3.75% 4/15/2027
|
31,500
|
31,381
|
|
|
T-Mobile USA, Inc. 2.05% 2/15/2028
|
905
|
871
|
|
|
T-Mobile USA, Inc. 4.85% 1/15/2029
|
2,000
|
2,019
|
|
|
T-Mobile USA, Inc. 3.875% 4/15/2030
|
3,534
|
3,439
|
|
|
T-Mobile USA, Inc. 2.55% 2/15/2031
|
585
|
533
|
|
|
T-Mobile USA, Inc. 2.875% 2/15/2031
|
280
|
258
|
|
|
T-Mobile USA, Inc. 2.25% 11/15/2031
|
2,000
|
1,763
|
|
|
T-Mobile USA, Inc. 5.125% 5/15/2032
|
4,881
|
4,952
|
|
|
T-Mobile USA, Inc. 4.625% 1/15/2033
|
9,545
|
9,395
|
|
|
T-Mobile USA, Inc. 5.30% 5/15/2035
|
4,688
|
4,749
|
|
|
T-Mobile USA, Inc. 4.95% 11/15/2035
|
10,712
|
10,524
|
|
|
Verizon Communications, Inc. 1.75% 1/20/2031
|
1,000
|
883
|
|
|
Verizon Communications, Inc. 2.55% 3/21/2031
|
19,816
|
18,074
|
|
|
Verizon Communications, Inc. 2.355% 3/15/2032
|
4,188
|
3,679
|
|
|
Verizon Communications, Inc. 4.75% 1/15/2033
|
20,108
|
19,925
|
|
|
Verizon Communications, Inc. 5.25% 4/2/2035
|
8,706
|
8,762
|
|
|
Verizon Communications, Inc. 5.00% 1/15/2036
|
2,050
|
2,014
|
|
|
Walt Disney Co. (The) 3.75% 3/14/2029
|
2,000
|
1,973
|
|
|
|
|
|
452,299
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Information technology 1.34%
|
|
Principal amount
(000)
|
Value
(000)
|
|
Amphenol Corp. 3.80% 11/15/2027
|
USD800
|
$796
|
|
|
Amphenol Corp. 3.90% 11/15/2028
|
3,300
|
3,270
|
|
|
Amphenol Corp. 4.125% 11/15/2030
|
13,800
|
13,572
|
|
|
Amphenol Corp. 4.40% 2/15/2033
|
6,764
|
6,602
|
|
|
Amphenol Corp. 4.625% 2/15/2036
|
9,500
|
9,168
|
|
|
Analog Devices, Inc. 1.70% 10/1/2028
|
2,468
|
2,326
|
|
|
Broadcom, Inc. 4.35% 2/15/2030
|
2,165
|
2,152
|
|
|
Broadcom, Inc. 4.20% 10/15/2030
|
14,750
|
14,533
|
|
|
Broadcom, Inc. 5.15% 11/15/2031
|
3,326
|
3,399
|
|
|
Broadcom, Inc. 4.55% 2/15/2032
|
1,978
|
1,959
|
|
|
Broadcom, Inc. 4.90% 7/15/2032
|
2,000
|
2,012
|
|
|
Cisco Systems, Inc. 4.95% 2/26/2031
|
4,634
|
4,732
|
|
|
HUT 8 DC, LLC 6.192% 11/15/2042 (g)
|
10,234
|
10,360
|
|
|
Intel Corp. 5.125% 2/10/2030
|
11,545
|
11,732
|
|
|
Intel Corp. 4.15% 8/5/2032
|
8,500
|
8,172
|
|
|
Intel Corp. 5.00% 8/15/2033
|
8,626
|
8,601
|
|
|
Intel Corp. 5.15% 2/21/2034
|
2,000
|
2,010
|
|
|
Intel Corp. 3.05% 8/12/2051
|
4,635
|
2,910
|
|
|
Intel Corp. 5.60% 2/21/2054
|
1,045
|
986
|
|
|
Intuit, Inc. 1.35% 7/15/2027
|
1,265
|
1,227
|
|
|
Microchip Technology, Inc. 5.05% 3/15/2029
|
17,850
|
18,037
|
|
|
Microchip Technology, Inc. 5.05% 2/15/2030
|
3,451
|
3,485
|
|
|
Oracle Corp. 4.55% 2/4/2029
|
24,807
|
24,562
|
|
|
Oracle Corp. 4.45% 9/26/2030
|
24,500
|
23,759
|
|
|
Oracle Corp. 4.95% 2/4/2031
|
17,552
|
17,264
|
|
|
Oracle Corp. 5.25% 2/3/2032
|
2,050
|
2,035
|
|
|
Oracle Corp. 4.80% 9/26/2032
|
27,020
|
25,973
|
|
|
Oracle Corp. 5.35% 5/4/2033
|
48,603
|
47,855
|
|
|
Oracle Corp. 5.50% 8/3/2035
|
10,000
|
9,703
|
|
|
Oracle Corp. 5.20% 9/26/2035
|
9,000
|
8,575
|
|
|
Oracle Corp. 5.70% 2/4/2036
|
18,145
|
17,834
|
|
|
RD Michigan Property Owner I, LLC 7.50% 3/30/2045 (g)
|
33,669
|
33,754
|
|
|
Synopsys, Inc. 4.65% 4/1/2028
|
18,000
|
18,071
|
|
|
Synopsys, Inc. 4.85% 4/1/2030
|
4,500
|
4,526
|
|
|
Synopsys, Inc. 5.00% 4/1/2032
|
2,000
|
2,013
|
|
|
Synopsys, Inc. 5.15% 4/1/2035
|
8,752
|
8,744
|
|
|
Texas Instruments, Inc. 4.60% 2/8/2029
|
6,780
|
6,856
|
|
|
|
|
|
383,565
|
|
Consumer staples 1.20%
|
|
|
|
|
Altria Group, Inc. 4.875% 2/4/2028
|
2,254
|
2,270
|
|
|
Altria Group, Inc. 3.40% 5/6/2030
|
3,000
|
2,870
|
|
|
Altria Group, Inc. 4.50% 8/6/2030
|
1,850
|
1,843
|
|
|
Altria Group, Inc. 2.45% 2/4/2032
|
2,250
|
1,983
|
|
|
BAT Capital Corp. 3.215% 9/6/2026
|
14,161
|
14,126
|
|
|
BAT Capital Corp. 6.343% 8/2/2030
|
16,373
|
17,373
|
|
|
BAT Capital Corp. 5.834% 2/20/2031
|
2,150
|
2,245
|
|
|
BAT Capital Corp. 5.35% 8/15/2032
|
26,000
|
26,755
|
|
|
BAT Capital Corp. 4.625% 3/22/2033
|
7,722
|
7,587
|
|
|
BAT Capital Corp. 6.421% 8/2/2033
|
8,886
|
9,637
|
|
|
BAT International Finance PLC 5.931% 2/2/2029
|
11,841
|
12,253
|
|
|
Campbell’s Co. (The) 4.75% 3/23/2035
|
1,825
|
1,689
|
|
|
Clorox Co. 4.70% 5/15/2031
|
3,473
|
3,453
|
|
|
Clorox Co. 4.95% 5/15/2033
|
6,446
|
6,421
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Consumer staples (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Clorox Co. 5.25% 5/15/2036
|
USD1,281
|
$1,282
|
|
|
Conagra Brands, Inc. 1.375% 11/1/2027
|
6,375
|
6,094
|
|
|
Constellation Brands, Inc. 4.35% 5/9/2027
|
5,555
|
5,563
|
|
|
Constellation Brands, Inc. 4.85% 5/6/2031
|
2,633
|
2,634
|
|
|
Constellation Brands, Inc. 4.95% 11/1/2035
|
10,000
|
9,743
|
|
|
Coty, Inc. 5.60% 1/15/2031 (g)
|
10,718
|
10,421
|
|
|
Imperial Brands Finance PLC 4.50% 6/30/2028 (g)
|
1,934
|
1,933
|
|
|
Imperial Brands Finance PLC 5.625% 7/1/2035 (g)
|
7,250
|
7,348
|
|
|
J. M. Smucker Co. (The) 6.20% 11/15/2033
|
2,478
|
2,643
|
|
|
Mars, Inc. 4.60% 3/1/2028 (g)
|
5,500
|
5,529
|
|
|
Mars, Inc. 4.80% 3/1/2030 (g)
|
7,000
|
7,052
|
|
|
Mars, Inc. 5.00% 3/1/2032 (g)
|
30,295
|
30,620
|
|
|
Mars, Inc. 5.20% 3/1/2035 (g)
|
8,655
|
8,716
|
|
|
McCormick & Co., Inc. 4.15% 2/15/2029
|
6,778
|
6,717
|
|
|
Mondelez International, Inc. 4.50% 5/6/2030
|
12,410
|
12,379
|
|
|
Philip Morris International, Inc. 5.125% 11/17/2027
|
6,500
|
6,578
|
|
|
Philip Morris International, Inc. 4.125% 4/28/2028
|
5,000
|
4,979
|
|
|
Philip Morris International, Inc. 3.875% 10/27/2028
|
2,500
|
2,476
|
|
|
Philip Morris International, Inc. 4.125% 4/27/2029
|
10,000
|
9,910
|
|
|
Philip Morris International, Inc. 4.625% 11/1/2029
|
18,183
|
18,281
|
|
|
Philip Morris International, Inc. 5.125% 2/15/2030
|
2,500
|
2,548
|
|
|
Philip Morris International, Inc. 4.375% 4/30/2030
|
10,007
|
9,942
|
|
|
Philip Morris International, Inc. 5.50% 9/7/2030
|
5,000
|
5,173
|
|
|
Philip Morris International, Inc. 4.00% 10/29/2030
|
17,510
|
17,146
|
|
|
Philip Morris International, Inc. 5.125% 2/13/2031
|
10,920
|
11,163
|
|
|
Philip Morris International, Inc. 4.75% 11/1/2031
|
3,957
|
3,976
|
|
|
Philip Morris International, Inc. 4.25% 10/29/2032
|
9,000
|
8,742
|
|
|
Philip Morris International, Inc. 4.90% 11/1/2034
|
2,680
|
2,671
|
|
|
Philip Morris International, Inc. 4.625% 10/29/2035
|
4,488
|
4,346
|
|
|
Procter & Gamble Co. 3.95% 1/26/2028
|
7,160
|
7,157
|
|
|
|
|
|
344,267
|
|
Industrials 1.04%
|
|
|
|
|
BAE Systems PLC 5.25% 3/26/2031 (g)
|
8,631
|
8,832
|
|
|
Boeing Co. (The) 6.259% 5/1/2027
|
738
|
750
|
|
|
Boeing Co. (The) 3.25% 2/1/2028
|
8,925
|
8,758
|
|
|
Boeing Co. (The) 6.298% 5/1/2029
|
2,852
|
2,984
|
|
|
Boeing Co. (The) 5.15% 5/1/2030
|
3,959
|
4,023
|
|
|
Boeing Co. (The) 6.388% 5/1/2031
|
11,349
|
12,110
|
|
|
Boeing Co. (The) 6.528% 5/1/2034
|
1,400
|
1,529
|
|
|
Canadian National Railway Co. 4.35% 5/12/2029
|
5,000
|
4,990
|
|
|
Canadian Pacific Railway Co. 1.75% 12/2/2026
|
9,790
|
9,683
|
|
|
Canadian Pacific Railway Co. 4.00% 3/15/2029
|
13,500
|
13,345
|
|
|
Canadian Pacific Railway Co. 4.80% 3/30/2030
|
27,307
|
27,559
|
|
|
Canadian Pacific Railway Co. 2.45% 12/2/2031
|
2,000
|
1,779
|
|
|
Canadian Pacific Railway Co. 5.20% 3/30/2035
|
3,300
|
3,348
|
|
|
Caterpillar Financial Services Corp. 4.30% 5/15/2029
|
3,500
|
3,500
|
|
|
Caterpillar Financial Services Corp. 4.50% 5/15/2031
|
4,778
|
4,772
|
|
|
CSX Corp. 4.10% 11/15/2032
|
3,000
|
2,912
|
|
|
CSX Corp. 5.05% 6/15/2035
|
3,150
|
3,163
|
|
|
Eaton Corp. 3.95% 3/6/2029
|
3,250
|
3,214
|
|
|
Eaton Corp. 4.20% 3/6/2031
|
8,440
|
8,309
|
|
|
Eaton Corp. 4.50% 3/6/2033
|
6,176
|
6,074
|
|
|
Eaton Corp. 4.80% 3/6/2036
|
1,298
|
1,278
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Industrials (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
GE Vernova, Inc. 4.25% 2/4/2031
|
USD6,995
|
$6,907
|
|
|
General Dynamics Corp. 1.15% 6/1/2026
|
4,445
|
4,445
|
|
|
General Electric Co. 4.30% 7/29/2030
|
3,181
|
3,162
|
|
|
General Electric Co. 4.90% 1/29/2036
|
3,455
|
3,452
|
|
|
Honeywell Aerospace, Inc. 4.30% 3/16/2031 (g)
|
25,796
|
25,420
|
|
|
Honeywell Aerospace, Inc. 4.60% 3/16/2033 (g)
|
18,850
|
18,578
|
|
|
Honeywell Aerospace, Inc. 4.95% 3/16/2036 (g)
|
2,751
|
2,722
|
|
|
L3Harris Technologies, Inc. 5.40% 1/15/2027
|
5,555
|
5,601
|
|
|
L3Harris Technologies, Inc. 5.40% 7/31/2033
|
5,839
|
5,996
|
|
|
Lockheed Martin Corp. 4.45% 5/15/2028
|
6,968
|
6,996
|
|
|
Masco Corp. 1.50% 2/15/2028
|
3,968
|
3,778
|
|
|
Norfolk Southern Corp. 5.05% 8/1/2030
|
4,288
|
4,366
|
|
|
Norfolk Southern Corp. 4.45% 3/1/2033
|
2,718
|
2,679
|
|
|
Norfolk Southern Corp. 5.10% 5/1/2035
|
6,728
|
6,789
|
|
|
Northrop Grumman Corp. 4.70% 3/15/2033
|
8,697
|
8,660
|
|
|
RTX Corp. 5.75% 11/8/2026
|
4,445
|
4,471
|
|
|
RTX Corp. 1.90% 9/1/2031
|
2,500
|
2,184
|
|
|
Siemens Funding BV 4.90% 5/28/2032 (g)
|
3,000
|
3,048
|
|
|
Siemens Funding BV 5.20% 5/28/2035 (g)
|
16,000
|
16,350
|
|
|
Sumisho Air Lease Corp. 4.50% 3/24/2029 (g)
|
2,010
|
1,998
|
|
|
Sumisho Air Lease Corp. 4.85% 3/24/2031 (g)
|
17,000
|
16,850
|
|
|
Tyco Electronics Group SA 4.50% 2/9/2031
|
5,000
|
4,971
|
|
|
Union Pacific Corp. 5.10% 2/20/2035
|
5,000
|
5,094
|
|
|
Waste Connections, Inc. 4.80% 7/15/2036
|
1,662
|
1,625
|
|
|
|
|
|
299,054
|
|
Energy 0.84%
|
|
|
|
|
Baker Hughes Holdings, LLC 2.061% 12/15/2026
|
1,671
|
1,654
|
|
|
Cheniere Energy Partners, LP 5.35% 11/30/2036 (g)
|
1,830
|
1,831
|
|
|
Chevron Corp. 1.995% 5/11/2027
|
3,980
|
3,912
|
|
|
Chevron USA, Inc. 4.687% 4/15/2030
|
12,513
|
12,639
|
|
|
ConocoPhillips Co. 4.70% 1/15/2030
|
8,335
|
8,397
|
|
|
ConocoPhillips Co. 4.85% 1/15/2032
|
17,450
|
17,648
|
|
|
Energy Transfer, LP 6.10% 12/1/2028
|
7,310
|
7,574
|
|
|
Enterprise Products Operating, LLC 4.30% 6/20/2028
|
1,500
|
1,499
|
|
|
Enterprise Products Operating, LLC 4.60% 1/15/2031
|
11,947
|
11,946
|
|
|
Enterprise Products Operating, LLC 5.20% 1/15/2036
|
991
|
998
|
|
|
EOG Resources, Inc. 4.40% 7/15/2028
|
3,072
|
3,076
|
|
|
Exxon Mobil Corp. 2.61% 10/15/2030
|
5,280
|
4,923
|
|
|
MPLX, LP 4.80% 2/15/2031
|
2,000
|
1,999
|
|
|
MPLX, LP 5.40% 9/15/2035
|
2,058
|
2,062
|
|
|
Occidental Petroleum Corp. 5.375% 1/1/2032
|
4,100
|
4,214
|
|
|
ONEOK, Inc. 5.55% 11/1/2026
|
3,170
|
3,185
|
|
|
Petroleos Mexicanos 6.84% 1/23/2030
|
14,000
|
14,402
|
|
|
Saudi Arabian Oil Co. 4.00% 2/2/2029 (g)
|
3,893
|
3,841
|
|
|
Saudi Arabian Oil Co. 4.375% 2/2/2031 (g)
|
32,655
|
32,074
|
|
|
Saudi Arabian Oil Co. 5.25% 7/17/2034 (g)
|
695
|
700
|
|
|
Saudi Arabian Oil Co. 5.00% 2/2/2036 (g)
|
3,492
|
3,418
|
|
|
Schlumberger Investment SA 4.55% 5/7/2031
|
10,082
|
10,065
|
|
|
Schlumberger Investment SA 4.80% 5/7/2033
|
10,429
|
10,416
|
|
|
Schlumberger Investment SA 5.15% 5/7/2036
|
7,628
|
7,634
|
|
|
Shell Finance US, Inc. 4.125% 11/6/2030
|
6,000
|
5,911
|
|
|
South Bow USA Infrastructure Holdings, LLC 5.026% 10/1/2029
|
4,813
|
4,846
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Energy (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
TotalEnergies Capital USA, LLC 4.248% 1/13/2031
|
USD49,775
|
$49,185
|
|
|
TotalEnergies Capital USA, LLC 4.569% 1/13/2033
|
10,000
|
9,879
|
|
|
|
|
|
239,928
|
|
Materials 0.38%
|
|
|
|
|
BHP Billiton Finance (USA), Ltd. 5.25% 9/8/2030
|
4,451
|
4,566
|
|
|
BHP Billiton Finance (USA), Ltd. 5.30% 2/21/2035
|
3,000
|
3,071
|
|
|
Chevron Phillips Chemical Co., LLC 4.75% 5/15/2030 (g)
|
2,713
|
2,721
|
|
|
Dow Chemical Co. (The) 4.80% 1/15/2031
|
8,500
|
8,422
|
|
|
Dow Chemical Co. (The) 5.35% 3/15/2035
|
1,103
|
1,092
|
|
|
Dow Chemical Co. (The) 5.65% 3/15/2036
|
935
|
935
|
|
|
Dow Chemical Co. (The) 4.375% 11/15/2042
|
191
|
155
|
|
|
Dow Chemical Co. (The) 4.625% 10/1/2044
|
66
|
54
|
|
|
Ecolab, Inc. 4.80% 6/15/2031
|
4,147
|
4,181
|
|
|
Ecolab, Inc. 5.15% 6/15/2033
|
30,290
|
30,762
|
|
|
Ecolab, Inc. 5.00% 9/1/2035
|
4,086
|
4,083
|
|
|
Ecolab, Inc. 5.35% 6/15/2036
|
2,482
|
2,525
|
|
|
LYB International Finance III, LLC 2.25% 10/1/2030
|
1,137
|
1,021
|
|
|
LYB International Finance III, LLC 5.125% 1/15/2031
|
2,499
|
2,505
|
|
|
LYB International Finance III, LLC 5.50% 3/1/2034
|
101
|
101
|
|
|
LYB International Finance III, LLC 6.15% 5/15/2035
|
282
|
292
|
|
|
LYB International Finance III, LLC 5.875% 1/15/2036
|
3,432
|
3,482
|
|
|
LYB International Finance III, LLC 3.375% 10/1/2040
|
260
|
193
|
|
|
PPG Industries, Inc. 4.375% 3/15/2031
|
9,545
|
9,411
|
|
|
Rio Tinto Finance (USA) PLC 4.875% 3/14/2030
|
10,250
|
10,387
|
|
|
Rio Tinto Finance (USA) PLC 5.25% 3/14/2035
|
1,710
|
1,744
|
|
|
Sherwin-Williams Co. 4.30% 8/15/2028
|
8,000
|
7,967
|
|
|
Sherwin-Williams Co. 4.50% 8/15/2030
|
7,000
|
6,972
|
|
|
Sherwin-Williams Co. 5.15% 8/15/2035
|
1,183
|
1,189
|
|
|
Vale Overseas, Ltd. 3.75% 7/8/2030
|
2,186
|
2,090
|
|
|
|
|
|
109,921
|
|
Real estate 0.33%
|
|
|
|
|
Alexandria Real Estate Equities, Inc. 2.75% 12/15/2029
|
2,180
|
2,037
|
|
|
American Tower Corp. 1.45% 9/15/2026
|
3,230
|
3,206
|
|
|
Boston Properties, LP 6.50% 1/15/2034
|
6,690
|
7,095
|
|
|
Crown Castle, Inc. 5.00% 1/11/2028
|
7,188
|
7,246
|
|
|
Ladder Capital Finance Holdings LLLP 5.50% 8/1/2030
|
10,832
|
10,969
|
|
|
Piedmont Operating Partnership, LP 5.625% 1/15/2033
|
6,724
|
6,673
|
|
|
Prologis, LP 4.875% 6/15/2028
|
8,866
|
8,962
|
|
|
Prologis, LP 5.00% 1/31/2035
|
5,105
|
5,091
|
|
|
Public Storage Operating Co. (USD-SOFR + 0.70%) 4.384% 4/16/2027 (f)
|
11,510
|
11,531
|
|
|
Public Storage Operating Co. 1.85% 5/1/2028
|
2,540
|
2,429
|
|
|
Public Storage Operating Co. 1.95% 11/9/2028
|
2,901
|
2,740
|
|
|
Simon Property Group, LP 4.375% 10/1/2030
|
14,820
|
14,704
|
|
|
Simon Property Group, LP 4.30% 1/15/2031
|
2,000
|
1,972
|
|
|
Simon Property Group, LP 5.125% 10/1/2035
|
5,496
|
5,497
|
|
|
Sun Communities Operating, LP 2.30% 11/1/2028
|
4,003
|
3,801
|
|
|
|
|
|
93,953
|
|
Total corporate bonds and notes
|
|
|
5,883,625
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations 16.87%
Other asset-backed securities 7.25%
|
|
Principal amount
(000)
|
Value
(000)
|
|
ACHV ABS Trust, Series 2024-3AL, Class A, 5.01% 12/26/2031 (e)(g)
|
|
USD556
|
$560
|
|
ACHV ABS Trust, Series 2024-3AL, Class B, 5.45% 12/26/2031 (e)(g)
|
|
470
|
473
|
|
ACHV ABS Trust, Series 2024-3AL, Class C, 5.68% 12/26/2031 (e)(g)
|
|
265
|
267
|
|
ACHV ABS Trust, Series 2025-1PL, Class A, 4.76% 4/26/2032 (e)(g)
|
|
893
|
895
|
|
ACHV ABS Trust, Series 2025-1PL, Class B, 5.04% 4/26/2032 (e)(g)
|
|
1,196
|
1,198
|
|
ACHV ABS Trust, Series 2025-1PL, Class C, 5.31% 4/26/2032 (e)(g)
|
|
1,431
|
1,435
|
|
Affirm Asset Securitization Trust, Series 2024-B, Class A, 4.62% 9/15/2029 (e)(g)
|
|
12,804
|
12,825
|
|
Affirm Asset Securitization Trust, Series 2025-X2, Class A, 4.45% 10/15/2030 (e)(g)
|
|
6,844
|
6,851
|
|
Affirm Asset Securitization Trust, Series 2025-X2, Class B, 4.56% 10/15/2030 (e)(g)
|
|
2,629
|
2,632
|
|
Affirm Asset Securitization Trust, Series 2025-X2, Class C, 4.93% 10/15/2030 (e)(g)
|
|
2,708
|
2,713
|
|
Affirm Asset Securitization Trust, Series 2025-X2, Class D, 5.23% 10/15/2030 (e)(g)
|
|
2,561
|
2,560
|
|
Affirm Master Trust, Series 2025-2A, Class A, 4.67% 7/15/2033 (e)(g)
|
|
2,496
|
2,507
|
|
Affirm Master Trust, Series 2026-1A, Class A, 4.37% 2/15/2034 (e)(g)
|
|
12,612
|
12,552
|
|
Affirm Master Trust, Series 2025-3A, Class A, 4.45% 10/16/2034 (e)(g)
|
|
17,607
|
17,520
|
|
Affirm Master Trust, Series 2025-3A, Class B, 4.75% 10/16/2034 (e)(g)
|
|
992
|
988
|
|
Affirm Master Trust, Series 2025-3A, Class C, 4.89% 10/16/2034 (e)(g)
|
|
3,994
|
3,973
|
|
Affirm Master Trust, Series 2026-2A, Class A, 4.67% 4/16/2035 (e)(g)
|
|
21,202
|
21,196
|
|
Affirm Master Trust, Series 2026-2A, Class B, 5.07% 4/16/2035 (e)(g)
|
|
1,233
|
1,231
|
|
ALLO Issuer, LLC, Series 2026-1A, Class A2, 5.607% 6/20/2056 (e)(g)
|
|
10,114
|
10,236
|
|
ALLO Issuer, LLC, Series 2026-1A, Class B, 6.046% 6/20/2056 (e)(g)
|
|
883
|
895
|
|
Altde Trust, Series 2026-1A, Class A, 5.521% 4/15/2051 (e)(g)
|
|
36,855
|
36,762
|
|
Ansley Park Capital, LLC, Series 2025-A, Class A2, 4.43% 4/20/2035 (e)(g)
|
|
22,500
|
22,422
|
|
Ansley Park Capital, LLC, Series 2025-A, Class B, 4.60% 4/20/2035 (e)(g)
|
|
2,120
|
2,093
|
|
Ansley Park Capital, LLC, Series 2025-A, Class C, 4.82% 4/20/2035 (e)(g)
|
|
353
|
348
|
|
APL Finance, LLC, Series 2025-1A, Class A, 4.81% 3/20/2036 (e)(g)
|
|
8,840
|
8,802
|
|
Apollo Aviation Securitization Equity Trust, Series 2025-3A, Class A, 5.243% 2/16/2050
(e)(g)
|
|
25,629
|
25,314
|
|
Apollo Aviation Securitization Equity Trust, Series 2025-2A, Class A, 5.522% 2/16/2050
(e)(g)
|
|
8,965
|
8,915
|
|
Apollo Aviation Securitization Equity Trust, Series 2025-1A, Class A, 5.943% 2/16/2050
(e)(g)
|
|
6,223
|
6,271
|
|
Auxilior Term Funding, LLC, Series 24-1, Class A3, 5.49% 7/15/2031 (e)(g)
|
|
3,272
|
3,310
|
|
Auxilior Term Funding, LLC, Series 24-1, Class C, 6.01% 7/15/2031 (e)(g)
|
|
1,197
|
1,216
|
|
AXIS Equipment Finance Receivables, LLC, Series 2023-1, Class A2, 6.09% 12/20/2029
(e)(g)
|
|
641
|
643
|
|
AXIS Equipment Finance Receivables, LLC, Series 2024-2, Class A2, 5.19% 7/21/2031
(e)(g)
|
|
3,405
|
3,437
|
|
AXIS Equipment Finance Receivables, LLC, Series 2024-2A, Class B, 5.20% 7/21/2031
(e)(g)
|
|
4,484
|
4,540
|
|
Bankers Healthcare Group Securitization Trust, Series 2021-A, Class A, 1.42% 11/17/2033
(e)(g)
|
|
233
|
232
|
|
Beacon Container Finance II, LLC, Series 2021-1A, Class A, 2.25% 10/22/2046 (e)(g)
|
|
745
|
691
|
|
Blue Owl Asset Leasing Trust, Series 2024-1A, Class A2, 5.05% 3/15/2029 (e)(g)
|
|
758
|
760
|
|
Blue Owl Asset Leasing Trust, Series 2024-1A, Class B, 5.41% 3/15/2030 (e)(g)
|
|
3,345
|
3,370
|
|
Business Jet Securities, LLC, Series 2024-2A, Class A, 5.364% 9/15/2039 (e)(g)
|
|
1,170
|
1,168
|
|
CAL Funding IV, Ltd., Series 2020-1A, Class A, 2.22% 9/25/2045 (e)(g)
|
|
9,658
|
9,271
|
|
Capteris Equipment Finance, Series 2024-1, Class A2, 5.58% 7/20/2032 (e)(g)
|
|
11,353
|
11,507
|
|
Capteris Equipment Finance, Series 2026-1A, Class A2, 4.44% 9/20/2033 (e)(g)
|
|
15,866
|
15,840
|
|
Castlelake Aircraft Securitization Trust, Series 2021-1, Class A, 2.868% 5/11/2037
(e)(g)
|
|
10,232
|
9,675
|
|
Castlelake Aircraft Securitization Trust, Series 2025-1A, Class A, 5.783% 2/15/2050
(e)(g)
|
|
11,954
|
12,025
|
|
Castlelake Aircraft Securitization Trust, Series 2025-3A, Class A, 5.087% 11/15/2050
(e)(g)
|
|
31,248
|
30,765
|
|
Castlelake Aircraft Securitization Trust, Series 2026-2A, Class A, 5.333% 4/15/2051
(e)(g)
|
|
43,260
|
43,158
|
|
CCG Receivables Trust, Series 2023-1, Class B, 5.99% 9/16/2030 (e)(g)
|
|
3,000
|
3,015
|
|
CCG Receivables Trust, Series 2024-1, Class A2, 4.99% 3/15/2032 (e)(g)
|
|
489
|
492
|
|
CCG Receivables Trust, Series 2025-1, Class B, 4.69% 10/14/2032 (e)(g)
|
|
3,850
|
3,865
|
|
CCG Receivables Trust, Series 2025-2, Class A2, 4.14% 8/15/2034 (e)(g)
|
|
17,637
|
17,633
|
|
CCG Receivables Trust, Series 2025-2, Class B, 4.58% 8/15/2034 (e)(g)
|
|
3,942
|
3,938
|
|
CF Hippolyta, LLC, Series 2020-1, Class A1, 1.69% 7/15/2060 (e)(g)
|
|
47,998
|
40,482
|
|
CF Hippolyta, LLC, Series 2020-1, Class A2, 1.99% 7/15/2060 (e)(g)
|
|
6,776
|
5,639
|
|
CF Hippolyta, LLC, Series 2021-1, Class A1, 1.53% 3/15/2061 (e)(g)
|
|
42,292
|
33,965
|
|
CF Hippolyta, LLC, Series 2022-1A, Class A1, 5.97% 8/15/2062 (e)(g)
|
|
42,583
|
42,725
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Other asset-backed securities (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
CF Hippolyta, LLC, Series 2022-1A, Class A2, 6.11% 8/15/2062 (e)(g)
|
|
USD11,122
|
$11,145
|
|
Clarus Capital Funding, LLC, Series 2024-1A, Class A2, 4.71% 8/20/2032 (e)(g)
|
|
532
|
534
|
|
Clarus Capital Funding, LLC, Series 2024-1A, Class B, 4.79% 8/20/2032 (e)(g)
|
|
2,313
|
2,319
|
|
Clarus Capital Funding, LLC, Series 2026-1A, Class A2, 4.52% 11/20/2034 (e)(g)
|
|
17,853
|
17,856
|
|
Clarus Capital Funding, LLC, Series 2026-1A, Class B, 5.01% 11/20/2034 (e)(g)
|
|
3,052
|
3,046
|
|
CLI Funding IX, LLC, Series 2024-1A, Class C, 6.00% 7/20/2049 (e)(g)
|
|
830
|
820
|
|
CLI Funding VI, LLC, Series 2020-2A, Class A, 2.03% 9/15/2045 (e)(g)
|
|
2,061
|
1,938
|
|
CLI Funding VI, LLC, Series 2020-1A, Class A, 2.08% 9/18/2045 (e)(g)
|
|
6,302
|
5,920
|
|
CLI Funding VI, LLC, Series 2020-3A, Class A, 2.07% 10/18/2045 (e)(g)
|
|
4,374
|
4,106
|
|
CLI Funding VIII, LLC, Series 2021-1A, Class A, 1.64% 2/18/2046 (e)(g)
|
|
2,273
|
2,105
|
|
CLI Funding VIII, LLC, Series 2022-1, Class A, 2.72% 1/18/2047 (e)(g)
|
|
2,803
|
2,582
|
|
CNH Equipment Trust, Series 2024-B, Class A3, 5.19% 9/17/2029 (e)
|
|
6,627
|
6,689
|
|
Commercial Equipment Finance, Series 2024-1, Class A, 5.97% 7/16/2029 (e)(g)
|
|
3,427
|
3,446
|
|
Commercial Equipment Finance, Series 2025-1A, Class A, 4.83% 5/15/2031 (e)(g)
|
|
14,250
|
14,283
|
|
Consolidated Communications, LLC, Series 2026-1A, Class A2, 5.079% 3/20/2056 (e)(g)
|
|
5,601
|
5,534
|
|
Crockett Partners Equipment Co. II, LLC, Series 2024-1C, Class A, 6.05% 1/20/2031
(e)(g)
|
|
6,350
|
6,438
|
|
Crossroads Asset Trust, Series 2024-A, Class A2, 5.90% 8/20/2030 (e)(g)
|
|
1,616
|
1,629
|
|
Daimler Trucks Retail Trust, Series 2024-1, Class A3, 5.49% 12/15/2027 (e)
|
|
1,535
|
1,543
|
|
DataBank Issuer, LLC, Series 2026-1A, Class A2, 5.811% 2/25/2056 (e)(g)
|
|
17,851
|
17,851
|
|
Dell Equipment Finance Trust, Series 2024-1, Class A3, 5.39% 3/22/2030 (e)(g)
|
|
5,088
|
5,111
|
|
Dell Equipment Finance Trust, Series 2024-2, Class A3, 4.59% 8/22/2030 (e)(g)
|
|
4,877
|
4,892
|
|
Dell Equipment Finance Trust, Series 2024-2, Class B, 4.82% 8/22/2030 (e)(g)
|
|
1,025
|
1,031
|
|
Dext ABS, LLC, Series 2025-2, Class A2, 4.10% 4/17/2028 (e)(g)
|
|
4,052
|
4,053
|
|
Dext ABS, LLC, Series 2023-1, Class A2, 5.99% 3/15/2032 (e)(g)
|
|
176
|
176
|
|
Dext ABS, LLC, Series 2025-1, Class A3, 4.77% 8/15/2035 (e)(g)
|
|
14,595
|
14,681
|
|
Dext ABS, LLC, Series 2025-2, Class A3, 4.23% 4/15/2036 (e)(g)
|
|
6,884
|
6,870
|
|
DLLAD, LLC, Series 2024-1, Class A2, 5.50% 8/20/2027 (e)(g)
|
|
495
|
496
|
|
DLLAD, LLC, Series 2024-1, Class A3, 5.30% 7/20/2029 (e)(g)
|
|
1,963
|
1,988
|
|
DLLAD, LLC, Series 2025-1A, Class A3, 4.42% 9/20/2030 (e)(g)
|
|
3,773
|
3,779
|
|
DLLMT, LLC, Series 2026-1A, Class A2, 4.03% 7/20/2028 (e)(g)
|
|
6,640
|
6,637
|
|
DLLMT, LLC, Series 2026-1A, Class A3, 4.20% 12/20/2029 (e)(g)
|
|
14,884
|
14,829
|
|
DLLMT, LLC, Series 2024-1A, Class A4, 4.98% 4/20/2032 (e)(g)
|
|
4,000
|
4,043
|
|
EDvestinU Private Education Loan, LLC, Series 2021-A, Class A, 1.80% 11/25/2045 (e)(g)
|
|
1,336
|
1,250
|
|
EquipmentShare, Series 2024-2M, Class A, 5.70% 12/20/2032 (e)(g)
|
|
9,524
|
9,641
|
|
EquipmentShare, Series 2024-2M, Class B, 6.43% 12/20/2032 (e)(g)
|
|
1,120
|
1,136
|
|
EquipmentShare, Series 2025-1M, Class A, 5.48% 9/26/2033 (e)(g)
|
|
3,367
|
3,377
|
|
FTAI MRE 2026-1 Cayman, Ltd., Series 2026-1A, Class A, 5.632% 6/15/2051 (e)(g)
|
|
15,570
|
15,637
|
|
FTAI MRE 2026-1 Cayman, Ltd., Series 2026-1A, Class B, 6.417% 6/15/2051 (e)(g)
|
|
600
|
603
|
|
GCI Funding I, LLC, Series 2020-1, Class A, 2.82% 10/18/2045 (e)(g)
|
|
5,683
|
5,381
|
|
GCI Funding I, LLC, Series 2020-1, Class B, 3.81% 10/18/2045 (e)(g)
|
|
779
|
740
|
|
GCI Funding I, LLC, Series 2021-1, Class A, 2.38% 6/18/2046 (e)(g)
|
|
6,462
|
5,965
|
|
GGAM Master Trust International, Ltd., Series 2025-1A, Class A, 5.923% 9/30/2060 (e)(g)
|
|
21,861
|
21,751
|
|
Global SC Finance SRL, Series 2025-1H, Class A, 6.169% 9/20/2045 (e)(g)
|
|
10,507
|
10,533
|
|
Global SC Finance V SRL, Series 2019-1A, Class B, 4.81% 8/17/2039 (e)(g)
|
|
2,572
|
2,515
|
|
Global SC Finance V SRL, Series 2020-1A, Class A, 2.17% 10/17/2040 (e)(g)
|
|
12,792
|
12,278
|
|
Global SC Finance VII SRL, Series 2020-2A, Class A, 2.26% 11/19/2040 (e)(g)
|
|
8,117
|
7,799
|
|
Global SC Finance VII SRL, Series 2021-1A, Class A, 1.86% 4/17/2041 (e)(g)
|
|
26,556
|
24,710
|
|
Global SC Finance VII SRL, Series 2021-2A, Class A, 1.95% 8/17/2041 (e)(g)
|
|
14,162
|
13,268
|
|
GreatAmerica Leasing Receivables Funding, LLC, Series 2025-1, Class A2, 4.52% 10/15/2027
(e)(g)
|
|
4,172
|
4,180
|
|
GreatAmerica Leasing Receivables Funding, LLC, Series 2024-2, Class A3, 5.00% 9/15/2028
(e)(g)
|
|
5,285
|
5,329
|
|
GreatAmerica Leasing Receivables Funding, LLC, Series 2025-1, Class A3, 4.49% 4/16/2029
(e)(g)
|
|
36,600
|
36,687
|
|
GreatAmerica Leasing Receivables Funding, LLC, Series 2023-1, Class B, 5.21% 3/15/2030
(e)(g)
|
|
1,500
|
1,515
|
|
GreatAmerica Leasing Receivables Funding, LLC, Series 2026-1, Class A3, 4.76% 9/16/2030
(e)(g)
|
|
4,855
|
4,883
|
|
GreatAmerica Leasing Receivables Funding, LLC, Series 2025-1, Class A4, 4.58% 1/15/2032
(e)(g)
|
|
3,945
|
3,960
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Other asset-backed securities (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
GreatAmerica Leasing Receivables Funding, LLC, Series 2025-2, Class B, 4.50% 9/15/2032
(e)(g)
|
|
USD2,109
|
$2,097
|
|
GreatAmerica Leasing Receivables Funding, LLC, Series 2026-1, Class A4, 4.96% 5/16/2033
(e)(g)
|
|
1,060
|
1,068
|
|
Horizon Aircraft Finance, Series 2024-1, Class A, 5.375% 9/15/2049 (e)(g)
|
|
3,139
|
3,106
|
|
HPEFS Equipment Trust, Series 2024-2, Class B, 5.35% 10/20/2031 (e)(g)
|
|
453
|
456
|
|
HPEFS Equipment Trust, Series 2025-1A, Class A3, 4.43% 9/20/2032 (e)(g)
|
|
1,982
|
1,988
|
|
HPEFS Equipment Trust, Series 2025-2A, Class A3, 4.03% 11/22/2032 (e)(g)
|
|
6,513
|
6,497
|
|
HPEFS Equipment Trust, Series 2025-2A, Class A2, 4.07% 11/22/2032 (e)(g)
|
|
1,607
|
1,607
|
|
HPEFS Equipment Trust, Series 2025-2A, Class B, 4.21% 11/22/2032 (e)(g)
|
|
1,224
|
1,215
|
|
John Deere Owner Trust, Series 2024-A, Class A3, 4.96% 11/15/2028 (e)
|
|
6,690
|
6,728
|
|
John Deere Owner Trust, Series 2024-B, Class A3, 5.20% 3/15/2029 (e)
|
|
12,871
|
12,983
|
|
Kapitus Asset Securitization, LLC, Series 2026-1A, Class A, 5.36% 5/10/2033 (e)(g)
|
|
2,013
|
2,013
|
|
Ledn Issuer Trust, Series 2026-1A, Class A, 6.748% 2/25/2041 (e)(g)
|
|
609
|
611
|
|
Lightpath Fiber Issuer, LLC, Series 2026-1A, Class A2, 5.597% 3/25/2056 (e)(g)
|
|
25,159
|
25,198
|
|
M&T Equipment Notes, Series 2024-1, Class A3, 4.76% 8/18/2031 (e)(g)
|
|
12,721
|
12,774
|
|
MAPS Trust, Series 2026-1A, Class A, 5.201% 1/15/2051 (e)(g)
|
|
18,432
|
18,086
|
|
Merchants Fleet Funding, LLC, Series 2024-1, Class A, 5.82% 4/20/2037 (e)(g)
|
|
7,894
|
7,941
|
|
Mercury Financial Credit Card Master Trust, Series 2026-2A, Class A, 5.07% 6/21/2032
(e)(g)
|
|
19,324
|
19,412
|
|
Merit DAC, Series 2026-1A, Class A, 4.852% 2/15/2040 (e)(g)
|
|
41,209
|
40,602
|
|
MMAF Equipment Finance, LLC, Series 2025-B, Class A2, 4.02% 2/13/2029 (e)(g)
|
|
22,500
|
22,492
|
|
MMP Capital, Series 2025-A, Class A, 5.36% 12/15/2031 (e)(g)
|
|
1,622
|
1,629
|
|
Navigator Aircraft ABS, Ltd., Series 2021-1, Class A, 2.771% 11/15/2046 (e)(g)
|
|
8,295
|
7,892
|
|
New Economy Assets Phase 1 Issuer, LLC, Series 2021-1, Class A1, 1.91% 10/20/2061
(e)(g)
|
|
159,685
|
134,465
|
|
NMEF Funding, LLC, Series 2024-A, Class A2, 5.15% 12/15/2031 (e)(g)
|
|
5,328
|
5,354
|
|
NMEF Funding, LLC, Series 2025-A, Class A2, 4.72% 7/15/2032 (e)(g)
|
|
11,027
|
11,056
|
|
NMEF Funding, LLC, Series 2025-B, Class A2, 4.64% 1/18/2033 (e)(g)
|
|
14,210
|
14,249
|
|
NMEF Funding, LLC, Series 2025-B, Class B, 4.73% 1/18/2033 (e)(g)
|
|
6,354
|
6,371
|
|
NMEF Funding, LLC, Series 2026-A, Class A2, 4.09% 2/15/2034 (e)(g)
|
|
2,719
|
2,713
|
|
NMEF Funding, LLC, Series 2026-A, Class A3, 4.20% 2/15/2034 (e)(g)
|
|
923
|
916
|
|
Oaktree ABF Equipment ST, LLC, Series 2026-1A, Class A2, 4.50% 10/17/2033 (e)(g)
|
|
4,052
|
4,051
|
|
OHS Issuer, LLC, Series 2026-1, Class A2, 5.98% 2/25/2061 (e)(g)
|
|
35,695
|
35,127
|
|
OnDeck Asset Securitization Trust, LLC, Series 2024-1, Class A, 6.27% 6/17/2031 (e)(g)
|
|
20,179
|
20,351
|
|
OnDeck Asset Securitization Trust, LLC, Series 2024-1, Class B, 7.15% 6/17/2031 (e)(g)
|
|
1,106
|
1,121
|
|
OnDeck Asset Securitization Trust, LLC, Series 2024-2A, Class A, 4.98% 10/17/2031
(e)(g)
|
|
4,743
|
4,738
|
|
OnDeck Asset Securitization Trust, LLC, Series 2024-2A, Class B, 5.42% 10/17/2031
(e)(g)
|
|
370
|
370
|
|
OnDeck Asset Securitization Trust, LLC, Series 2025-1A, Class A, 5.08% 4/19/2032 (e)(g)
|
|
4,220
|
4,214
|
|
OnDeck Asset Securitization Trust, LLC, Series 2025-1A, Class B, 5.52% 4/19/2032 (e)(g)
|
|
515
|
515
|
|
OnDeck Asset Securitization Trust, LLC, Series 2025-2A, Class A, 4.84% 11/17/2032
(e)(g)
|
|
5,179
|
5,154
|
|
OnDeck Asset Securitization Trust, LLC, Series 2025-2A, Class B, 5.23% 11/17/2032
(e)(g)
|
|
3,232
|
3,215
|
|
Oportun Funding, LLC, Series 2021-B, Class A, 1.47% 5/8/2031 (e)(g)
|
|
2,022
|
1,992
|
|
Oportun Funding, LLC, Series 2021-B, Class B, 1.96% 5/8/2031 (e)(g)
|
|
216
|
213
|
|
OWN Equipment Fund III, Series 2025-2M, Class A, 5.42% 3/27/2034 (e)(g)
|
|
18,091
|
18,086
|
|
Pagaya AI Debt Selection Trust, Series 2026-1, Class A1, 4.228% 2/15/2027 (e)(g)
|
|
685
|
685
|
|
Pagaya AI Debt Selection Trust, Series 2025-R3, Class A, 4.841% 1/18/2033 (e)(g)
|
|
20,091
|
20,076
|
|
Pagaya AI Debt Selection Trust, Series 2025-R3, Class B, 5.088% 1/18/2033 (e)(g)
|
|
6,694
|
6,689
|
|
Pagaya AI Debt Selection Trust, Series 2026-1, Class A2, 4.739% 9/15/2033 (e)(g)
|
|
3,980
|
3,976
|
|
Pagaya AI Debt Selection Trust, Series 2026-1, Class B, 5.37% 9/15/2033 (e)(g)
|
|
2,385
|
2,377
|
|
Pagaya AI Debt Selection Trust, Series 2026-1, Class C, 5.507% 9/15/2033 (e)(g)
|
|
1,593
|
1,591
|
|
Pagaya AI Debt Selection Trust, Series 2026-1, Class D, 5.744% 9/15/2033 (e)(g)
|
|
1,328
|
1,324
|
|
Pagaya AI Debt Selection Trust, Series 2026-R1, Class A, 4.714% 12/15/2033 (e)(g)
|
|
23,142
|
23,082
|
|
Pagaya AI Debt Selection Trust, Series 2026-R1, Class B, 5.276% 12/15/2033 (e)(g)
|
|
8,631
|
8,602
|
|
Pagaya AI Debt Selection Trust, Series 2026-R1, Class C, 5.409% 12/15/2033 (e)(g)
|
|
3,182
|
3,164
|
|
Pagaya AI Debt Selection Trust, Series 2026-R1, Class D, 5.75% 12/15/2033 (e)(g)
|
|
3,036
|
3,012
|
|
Pagaya Point Of Sale Holdings Grantor Trust, Series 2025-2, Class A, 5.065% 7/20/2033
(e)(g)
|
|
34,521
|
34,537
|
|
Pagaya Point Of Sale Holdings Grantor Trust, Series 2025-2, Class B, 5.212% 7/20/2033
(e)(g)
|
|
3,001
|
2,998
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Other asset-backed securities (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Pagaya Point Of Sale Holdings Grantor Trust, Series 2025-2, Class C, 5.506% 7/20/2033
(e)(g)
|
|
USD1,766
|
$1,766
|
|
Pagaya Point Of Sale Holdings Grantor Trust, Series 2025-2, Class D, 5.799% 7/20/2033
(e)(g)
|
|
2,168
|
2,168
|
|
PEAC Solutions Receivables, LLC, Series 2024-2A, Class A2, 4.74% 4/20/2027 (e)(g)
|
|
1,368
|
1,370
|
|
PEAC Solutions Receivables, LLC, Series 2024-1A, Class A2, 5.79% 6/21/2027 (e)(g)
|
|
4,185
|
4,206
|
|
PEAC Solutions Receivables, LLC, Series 2026-1A, Class A2, 4.27% 10/20/2028 (e)(g)
|
|
12,239
|
12,236
|
|
PEAC Solutions Receivables, LLC, Series 2025-1A, Class A2, 4.94% 10/20/2028 (e)(g)
|
|
5,114
|
5,136
|
|
PEAC Solutions Receivables, LLC, Series 2024-1A, Class A3, 5.64% 11/20/2030 (e)(g)
|
|
2,857
|
2,900
|
|
PEAC Solutions Receivables, LLC, Series 2024-1A, Class B, 5.79% 11/20/2030 (e)(g)
|
|
2,728
|
2,777
|
|
PEAC Solutions Receivables, LLC, Series 2024-2A, Class A3, 4.65% 10/20/2031 (e)(g)
|
|
301
|
302
|
|
PEAC Solutions Receivables, LLC, Series 2024-2A, Class B, 4.83% 10/20/2031 (e)(g)
|
|
3,250
|
3,262
|
|
PEAC Solutions Receivables, LLC, Series 2025-1A, Class A3, 5.04% 7/20/2032 (e)(g)
|
|
5,100
|
5,150
|
|
PEAC Solutions Receivables, LLC, Series 2026-1A, Class A3, 4.39% 7/20/2033 (e)(g)
|
|
10,607
|
10,557
|
|
PFS Financing Corp., Series 2024-F, Class A, 4.75% 8/15/2029 (e)(g)
|
|
12,866
|
12,944
|
|
PFS Financing Corp., Series 2026-D, Class A, 4.49% 5/15/2031 (e)(g)
|
|
1,008
|
1,016
|
|
PG&E Recovery Funding, LLC, Series 2024-A, Class A1, 4.838% 6/1/2033 (e)
|
|
6,666
|
6,727
|
|
PG&E Wildfire Recovery Funding, LLC, Series 2022-A, Class A2, 4.263% 6/1/2038 (e)
|
|
3,145
|
3,028
|
|
PK ALIFT Loan Funding, Series 2025-2, Class A, 4.75% 3/15/2043 (e)(g)
|
|
4,423
|
4,367
|
|
PK ALIFT Loan Funding, Series 2026-1, Class A, 4.614% 9/15/2043 (e)(g)
|
|
5,450
|
5,334
|
|
PK ALIFT Loan Funding 3, LP, Series 2024-1, Class AF, (1-month USD CME Term SOFR +
1.70%)
5.327% 9/15/2039 (e)(f)(g)
|
|
1,024
|
1,034
|
|
PK ALIFT Loan Funding 3, LP, Series 2024-1, Class A1, 5.842% 9/15/2039 (e)(g)
|
|
3,543
|
3,589
|
|
PK ALIFT Loan Funding 4, LP, Series 2024-2, Class A, 5.052% 10/15/2039 (e)(g)
|
|
4,879
|
4,869
|
|
Post Road Equipment Finance, Series 2025-1A, Class A2, 4.90% 5/15/2031 (e)(g)
|
|
2,749
|
2,765
|
|
Post Road Equipment Finance, Series 2025-1A, Class B, 5.04% 5/15/2031 (e)(g)
|
|
725
|
731
|
|
Post Road Equipment Finance, Series 2025-1A, Class C, 5.13% 5/15/2031 (e)(g)
|
|
6,575
|
6,628
|
|
Reach Financial, LLC, Series 2024-2, Class B, 5.84% 7/15/2031 (e)(g)
|
|
3,823
|
3,849
|
|
Reach Financial, LLC, Series 2024-2, Class A, 5.88% 7/15/2031 (e)(g)
|
|
354
|
355
|
|
Reach Financial, LLC, Series 2026-1A, Class A, 4.32% 2/15/2033 (e)(g)
|
|
8,196
|
8,199
|
|
Reach Financial, LLC, Series 2026-1A, Class B, 4.37% 2/15/2033 (e)(g)
|
|
8,476
|
8,440
|
|
Reach Financial, LLC, Series 2026-1A, Class C, 4.80% 2/15/2033 (e)(g)
|
|
1,717
|
1,700
|
|
Reach Financial, LLC, Series 2026-2A, Class B, 4.81% 2/15/2035 (e)(g)
|
|
1,920
|
1,926
|
|
Reach Financial, LLC, Series 2026-2A, Class C, 5.35% 2/15/2035 (e)(g)
|
|
2,200
|
2,208
|
|
Reach Financial, LLC, Series 2026-2A, Class D, 5.67% 2/15/2035 (e)(g)
|
|
755
|
758
|
|
Sabey Data Center Issuer, LLC, Series 2026-1, Class A2, 5.482% 1/20/2051 (e)(g)
|
|
23,396
|
23,043
|
|
SCF Equipment Leasing, LLC, Series 2024-1A, Class A3, 5.52% 1/20/2032 (e)(g)
|
|
11,278
|
11,430
|
|
SCF Equipment Leasing, LLC, Series 2024-1, Class B, 5.56% 4/20/2032 (e)(g)
|
|
3,390
|
3,451
|
|
SCF Equipment Leasing, LLC, Series 2024-1A, Class C, 5.82% 9/20/2032 (e)(g)
|
|
1,625
|
1,654
|
|
SCF Equipment Trust, LLC, Series 2025-1A, Class A2, 4.82% 7/22/2030 (e)(g)
|
|
196
|
196
|
|
SCF Equipment Trust, LLC, Series 2025-1A, Class A3, 5.11% 11/21/2033 (e)(g)
|
|
10,356
|
10,490
|
|
SCF Equipment Trust, LLC, Series 2025-1A, Class B, 5.23% 9/20/2034 (e)(g)
|
|
4,552
|
4,641
|
|
SCF Equipment Trust, LLC, Series 2025-1A, Class C, 5.37% 9/20/2034 (e)(g)
|
|
1,242
|
1,256
|
|
SCF Equipment Trust, LLC, Series 2025-2A, Class C, 4.82% 6/20/2036 (e)(g)
|
|
100
|
98
|
|
SCF Equipment Trust, LLC, Series 2025-2A, Class D, 5.33% 6/20/2036 (e)(g)
|
|
276
|
271
|
|
SLAM, LLC, Series 2026-1A, Class A, 5.547% 7/15/2051 (e)(g)
|
|
22,494
|
22,550
|
|
SLAM, Ltd., Series 2024-1A, Class A, 5.335% 9/15/2049 (e)(g)
|
|
5,263
|
5,230
|
|
SOLRR Aircraft Aviation Holding, Ltd., Series 2021-1, Class A, 2.636% 10/15/2046 (e)(g)
|
|
4,951
|
4,708
|
|
SPRITE, Ltd., Series 2021-1, Class A, 3.75% 11/15/2046 (e)(g)
|
|
2,058
|
2,021
|
|
Stellar Jay Ireland DAC, Series 2021-1, Class A, 3.967% 10/15/2041 (e)(g)
|
|
1,047
|
1,043
|
|
Stonepeak Infrastructure Partners, Series 2021-1A, Class AA, 2.301% 2/28/2033 (e)(g)
|
|
1,220
|
1,198
|
|
Stonepeak Infrastructure Partners, Series 2021-1A, Class A, 2.675% 2/28/2033 (e)(g)
|
|
417
|
409
|
|
Subway Funding, LLC, Series 2024-3, Class A2I, 5.246% 7/30/2054 (e)(g)
|
|
20,953
|
20,580
|
|
Subway Funding, LLC, Series 2024-3A, Class A2II, 5.566% 7/30/2054 (e)(g)
|
|
970
|
946
|
|
Subway Funding, LLC, Series 2024-3, Class A23, 5.914% 7/30/2054 (e)(g)
|
|
2,053
|
1,977
|
|
Subway Funding, LLC, Series 2024-1, Class A2I, 6.028% 7/30/2054 (e)(g)
|
|
2,132
|
2,146
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Other asset-backed securities (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Subway Funding, LLC, Series 2024-1, Class A2II, 6.268% 7/30/2054 (e)(g)
|
|
USD1,478
|
$1,487
|
|
Subway Funding, LLC, Series 2024-1, Class A23, 6.505% 7/30/2054 (e)(g)
|
|
960
|
951
|
|
SuttonPark Structured Settlements, Series 2021-1, Class A, 1.95% 9/15/2075 (e)(g)
|
|
7,011
|
6,832
|
|
TAL Advantage V, LLC, Series 2020-1A, Class A, 2.05% 9/20/2045 (e)(g)
|
|
6,951
|
6,663
|
|
Textainer Marine Containers, Ltd., Series 2020-1A, Class A, 2.73% 8/21/2045 (e)(g)
|
|
2,903
|
2,802
|
|
Textainer Marine Containers, Ltd., Series 2020-2A, Class A, 2.10% 9/20/2045 (e)(g)
|
|
8,864
|
8,326
|
|
Textainer Marine Containers, Ltd., Series 2020-3, Class A, 2.11% 9/20/2045 (e)(g)
|
|
3,963
|
3,802
|
|
Textainer Marine Containers, Ltd., Series 2021-1, Class A, 1.68% 2/20/2046 (e)(g)
|
|
6,312
|
5,936
|
|
Textainer Marine Containers, Ltd., Series 2021-2A, Class A, 2.23% 4/20/2046 (e)(g)
|
|
22,709
|
21,358
|
|
TIF Funding II, LLC, Series 2021-1A, Class A, 1.65% 2/20/2046 (e)(g)
|
|
1,181
|
1,076
|
|
T-Mobile US Trust, Series 2026-1A, Class A, 4.25% 10/21/2030 (e)(g)
|
|
14,087
|
14,066
|
|
Trinity Rail Leasing 2018, LLC, Series 2020-1A, Class A, 1.96% 10/17/2050 (e)(g)
|
|
8,784
|
8,426
|
|
Trinity Rail Leasing, LP, Series 2020-2A, Class A2, 2.56% 11/19/2050 (e)(g)
|
|
6,605
|
6,380
|
|
Triton Container Finance VIII, LLC, Series 2020-1, Class A, 2.11% 9/20/2045 (e)(g)
|
|
23,441
|
22,088
|
|
Triton Container Finance VIII, LLC, Series 2020-1, Class B, 3.74% 9/20/2045 (e)(g)
|
|
2,723
|
2,607
|
|
Triton Container Finance VIII, LLC, Series 2021-1, Class A, 1.86% 3/20/2046 (e)(g)
|
|
6,935
|
6,410
|
|
Triumph Rail, LLC, Series 2021-2, Class A, 2.15% 6/19/2051 (e)(g)
|
|
8,962
|
8,715
|
|
U.S. Bank NA, Series 2025-SUP1, Class B, 5.582% 2/25/2032 (e)(g)
|
|
3,526
|
3,534
|
|
U.S. Bank NA, Series 2025-SUP2, Class B1, 4.818% 9/25/2032 (e)(g)
|
|
7,202
|
7,194
|
|
U.S. Bank NA, Series 2026-RVM1, Class B1, 4.959% 12/25/2046 (e)(g)
|
|
7,745
|
7,653
|
|
U.S. Bank NA, Series 2026-RVM1, Class C, 5.595% 12/25/2046 (e)(g)
|
|
1,146
|
1,140
|
|
Upgrade Master Pass-Thru Trust, Series 2025-ST8, Class B, 5.065% 12/15/2033 (e)(g)
|
|
4,010
|
4,003
|
|
Upgrade Master Pass-Thru Trust, Series 2026-ST1, Class A, 4.244% 3/15/2034 (e)(g)
|
|
2,404
|
2,402
|
|
Upgrade Master Pass-Thru Trust, Series 2026-ST1, Class B, 4.635% 3/15/2034 (e)(g)
|
|
819
|
814
|
|
Upgrade Master Pass-Thru Trust, Series 2026-ST1, Class C, 5.13% 3/15/2034 (e)(g)
|
|
624
|
618
|
|
Upstart Securitization Trust, Series 2025-4, Class B, 5.20% 11/20/2035 (e)(g)
|
|
8,054
|
8,064
|
|
Upstart Securitization Trust, Series 2026-1, Class A2, 4.30% 3/20/2036 (e)(g)
|
|
876
|
874
|
|
Upstart Securitization Trust, Series 2026-1, Class B, 4.98% 3/20/2036 (e)(g)
|
|
1,757
|
1,752
|
|
Upstart Securitization Trust, Series 2026-2, Class A2, 4.54% 5/20/2036 (e)(g)
|
|
5,248
|
5,248
|
|
Upstart Securitization Trust, Series 2026-2, Class B, 5.08% 5/20/2036 (e)(g)
|
|
4,615
|
4,607
|
|
USQ Rail, Series 2021-3A, Class A, 2.21% 6/28/2051 (e)(g)
|
|
15,944
|
15,426
|
|
Verdant Receivables, LLC, Series 2024-1, Class A2, 5.68% 12/12/2031 (e)(g)
|
|
2,428
|
2,463
|
|
Verdant Receivables, LLC, Series 2025-1A, Class A3, 4.96% 5/12/2033 (e)(g)
|
|
15,582
|
15,704
|
|
Verizon Master Trust, Series 2025-3, Class A1A, 4.51% 3/20/2030 (5.26% on 11/20/2027)
(e)(i)
|
|
6,073
|
6,094
|
|
Verizon Master Trust, Series 2024-3, Class A1A, 5.34% 4/22/2030 (e)
|
|
20,000
|
20,222
|
|
Verizon Master Trust, Series 2024-6, Class A1A, 4.17% 8/20/2030 (e)
|
|
9,686
|
9,689
|
|
Verizon Master Trust, Series 2025-9, Class A1A, 3.96% 10/21/2030 (4.67% on 10/20/2027)
(e)(i)
|
|
8,619
|
8,592
|
|
Verizon Master Trust, Series 2026-1, Class A1A, 3.94% 2/20/2031 (4.69% on 2/20/2028)
(e)(i)
|
|
23,167
|
23,067
|
|
Verizon Master Trust, Series 2023-3, Class A, 4.73% 4/21/2031 (e)(g)
|
|
13,818
|
13,936
|
|
Verizon Master Trust, Series 2025-7, Class A1A, 3.96% 8/20/2031 (e)
|
|
8,301
|
8,243
|
|
Verizon Master Trust, Series 2024-2, Class A, 4.83% 12/22/2031 (e)(g)
|
|
5,212
|
5,273
|
|
Verizon Master Trust, Series 2024-5, Class A, 5.00% 6/21/2032 (e)(g)
|
|
4,587
|
4,664
|
|
Verizon Master Trust, Series 2025-4, Class A, 4.76% 3/21/2033 (e)(g)
|
|
5,649
|
5,708
|
|
Verizon Master Trust, Series 2025-10, Class A, 4.28% 10/20/2033 (4.96% on 10/20/2030)
(e)(g)(i)
|
|
7,180
|
7,134
|
|
VFI ABS, LLC, Series 2025-1A, Class A, 4.78% 6/24/2030 (e)(g)
|
|
2,522
|
2,529
|
|
Wingspire Equipment Finance, LLC, Series 2024-1A, Class A2, 4.99% 9/20/2032 (e)(g)
|
|
3,086
|
3,098
|
|
Wingspire Equipment Finance, LLC, Series 2024-1A, Class C, 5.28% 9/20/2032 (e)(g)
|
|
718
|
723
|
|
Wingspire Equipment Finance, LLC, Series 2025-1A, Class A2, 4.33% 9/20/2033 (e)(g)
|
|
2,542
|
2,543
|
|
Wingspire Equipment Finance, LLC, Series 2025-1A, Class D, 5.45% 9/20/2033 (e)(g)
|
|
536
|
533
|
|
Zayo Issuer, LLC, Series 2026-1A, Class A2, 5.546% 4/20/2056 (e)(g)
|
|
22,025
|
22,068
|
|
|
|
|
2,077,255
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Auto loan 6.39%
|
|
Principal amount
(000)
|
Value
(000)
|
|
Ally Auto Receivables Trust, Series 2026-1, Class A2, 3.91% 11/15/2028 (e)
|
|
USD5,086
|
$5,080
|
|
Ally Auto Receivables Trust, Series 2026-1, Class A3, 3.92% 10/15/2030 (e)
|
|
11,480
|
11,407
|
|
American Credit Acceptance Receivables Trust, Series 2025-2, Class A, 4.81% 9/12/2028
(e)(g)
|
|
941
|
942
|
|
American Credit Acceptance Receivables Trust, Series 2024-4, Class B, 4.80% 11/13/2028
(e)(g)
|
|
437
|
437
|
|
American Credit Acceptance Receivables Trust, Series 2025-4, Class A, 4.42% 5/14/2029
(e)(g)
|
|
25,022
|
25,059
|
|
American Credit Acceptance Receivables Trust, Series 2025-2, Class B, 4.85% 5/14/2029
(e)(g)
|
|
1,390
|
1,394
|
|
American Credit Acceptance Receivables Trust, Series 2026-1, Class A, 4.16% 7/12/2029
(e)(g)
|
|
533
|
533
|
|
American Credit Acceptance Receivables Trust, Series 2023-3, Class D, 6.82% 10/12/2029
(e)(g)
|
|
2,000
|
2,033
|
|
American Credit Acceptance Receivables Trust, Series 2025-4, Class B, 4.55% 1/14/2030
(e)(g)
|
|
10,000
|
10,019
|
|
American Credit Acceptance Receivables Trust, Series 2024-1, Class C, 5.63% 1/14/2030
(e)(g)
|
|
3,717
|
3,724
|
|
American Credit Acceptance Receivables Trust, Series 2026-1, Class B, 4.24% 4/12/2030
(e)(g)
|
|
435
|
434
|
|
American Credit Acceptance Receivables Trust, Series 2026-2, Class A, 4.32% 5/8/2030
(e)(g)
|
|
3,000
|
3,002
|
|
American Credit Acceptance Receivables Trust, Series 2024-1, Class D, 5.86% 5/13/2030
(e)(g)
|
|
2,489
|
2,517
|
|
American Credit Acceptance Receivables Trust, Series 2026-2, Class B, 4.50% 10/8/2030
(e)(g)
|
|
2,000
|
1,997
|
|
American Credit Acceptance Receivables Trust, Series 2025-4, Class C, 4.83% 1/13/2031
(e)(g)
|
|
17,597
|
17,642
|
|
American Credit Acceptance Receivables Trust, Series 2025-2, Class C, 5.11% 4/14/2031
(e)(g)
|
|
3,517
|
3,540
|
|
American Credit Acceptance Receivables Trust, Series 2024-4, Class C, 4.91% 8/12/2031
(e)(g)
|
|
1,025
|
1,028
|
|
American Credit Acceptance Receivables Trust, Series 2024-4, Class D, 5.34% 8/12/2031
(e)(g)
|
|
1,000
|
1,008
|
|
American Credit Acceptance Receivables Trust, Series 2025-4, Class D, 5.25% 9/12/2031
(e)(g)
|
|
3,242
|
3,243
|
|
American Credit Acceptance Receivables Trust, Series 2026-2, 4.85% 5/10/2032 (e)(g)
|
|
5,780
|
5,769
|
|
American Credit Acceptance Receivables Trust, Series 2026-1, Class C, 4.55% 1/12/2033
(e)(g)
|
|
1,000
|
995
|
|
AmeriCredit Automobile Receivables Trust, Series 2024-1, Class A3, 5.43% 1/18/2029
(e)
|
|
5,123
|
5,151
|
|
Arivo Acceptance Auto Loan Receivables Trust, Series 2025-1A, Class A2, 4.92% 5/15/2029
(e)(g)
|
|
2,207
|
2,213
|
|
Arivo Acceptance Auto Loan Receivables Trust, Series 2025-1A, Class B, 5.11% 11/17/2031
(e)(g)
|
|
932
|
935
|
|
Arivo Acceptance Auto Loan Receivables Trust, Series 2025-1A, Class C, 5.42% 12/15/2031
(e)(g)
|
|
897
|
899
|
|
Arivo Acceptance Auto Loan Receivables Trust, Series 2025-1A, Class D, 5.82% 1/15/2032
(e)(g)
|
|
502
|
501
|
|
AutoNation Finance Trust, Series 2026-1A, Class A2, 3.95% 1/11/2029 (e)(g)
|
|
7,396
|
7,393
|
|
AutoNation Finance Trust, Series 2026-1A, Class A3, 4.03% 8/12/2030 (e)(g)
|
|
6,343
|
6,318
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2021-2A, Class A, 1.66% 2/20/2028
(e)(g)
|
|
8,989
|
8,873
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-5, Class A, 5.78% 4/20/2028
(e)(g)
|
|
37,394
|
37,775
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-1, Class A, 5.25% 4/20/2029
(e)(g)
|
|
16,901
|
17,100
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-4, Class A, 5.49% 6/20/2029
(e)(g)
|
|
13,000
|
13,218
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2025-1A, Class A, 4.80% 8/20/2029
(e)(g)
|
|
1,254
|
1,259
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-6, Class A, 5.81% 12/20/2029
(e)(g)
|
|
18,450
|
18,930
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-8, Class A, 6.02% 2/20/2030
(e)(g)
|
|
5,340
|
5,508
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-1, Class A, 5.36% 6/20/2030
(e)(g)
|
|
5,598
|
5,697
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2026-1A, Class A, 4.28% 8/20/2030
(e)(g)
|
|
9,767
|
9,657
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2025-2A, Class A, 5.12% 8/20/2031
(e)(g)
|
|
5,839
|
5,903
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2026-2A, Class A, 4.60% 8/20/2032
(e)(g)
|
|
5,274
|
5,203
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2026-2A, Class B, 5.00% 8/20/2032
(e)(g)
|
|
936
|
921
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2026-2A, Class C, 5.44% 8/20/2032
(e)(g)
|
|
847
|
829
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class A2, 4.84% 1/18/2028
(e)
|
|
478
|
478
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2025-3, Class A2, 4.73% 2/15/2028
(e)
|
|
2,242
|
2,244
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2025-4, Class A2, 4.35% 6/15/2028
(e)
|
|
14,992
|
15,004
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class A2, 4.10% 7/17/2028
(e)
|
|
7,710
|
7,710
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2025-1, Class A3, 4.67% 8/15/2028
(e)
|
|
3,151
|
3,154
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class B, 5.43% 8/15/2028
(e)
|
|
122
|
122
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class A3, 4.72% 9/15/2028
(e)
|
|
2,454
|
2,457
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class C, 5.65% 4/16/2029
(e)
|
|
4,696
|
4,721
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2025-4, Class A3, 4.24% 10/15/2029
(e)
|
|
13,000
|
12,995
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class D, 6.03% 11/15/2029
(e)
|
|
2,892
|
2,934
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class A3, 4.04% 12/17/2029
(e)
|
|
8,225
|
8,207
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2026-2, Class A3, 4.27% 1/15/2030
(e)
|
|
7,630
|
7,630
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2025-4, Class C, 4.80% 8/15/2031
(e)
|
|
2,471
|
2,471
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Auto loan (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2025-4, Class D, 5.41% 8/15/2031
(e)
|
|
USD2,998
|
$3,014
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class B, 4.25% 11/17/2031
(e)
|
|
115
|
114
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2026-2, Class B, 4.56% 2/17/2032
(e)
|
|
380
|
380
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2026-2, Class C, 4.88% 2/17/2032
(e)
|
|
1,635
|
1,633
|
|
CarMax Auto Owner Trust, Series 2023-3, Class A3, 5.28% 5/15/2028 (e)
|
|
1,589
|
1,596
|
|
CarMax Auto Owner Trust, Series 2023-3, Class A4, 5.26% 2/15/2029 (e)
|
|
8,980
|
9,069
|
|
CarMax Auto Owner Trust, Series 2024-3, Class A3, 4.89% 7/16/2029 (e)
|
|
7,498
|
7,543
|
|
CarMax Auto Owner Trust, Series 2026-1, Class A3, 4.04% 3/17/2031 (e)
|
|
9,394
|
9,336
|
|
CarMax Select Receivables Trust, Series 2026-A, Class A2A, 4.03% 12/17/2029 (e)
|
|
1,628
|
1,625
|
|
CarMax Select Receivables Trust, Series 2024-A, Class C, 5.62% 1/15/2030 (e)
|
|
1,993
|
2,025
|
|
CarMax Select Receivables Trust, Series 2024-A, Class D, 6.27% 12/16/2030 (e)
|
|
3,022
|
3,081
|
|
CarMax Select Receivables Trust, Series 2025-B, Class C, 4.83% 6/16/2031 (e)
|
|
4,974
|
4,974
|
|
CarMax Select Receivables Trust, Series 2025-B, Class D, 5.33% 7/15/2031 (e)
|
|
7,999
|
8,005
|
|
Carvana Auto Receivables Trust, Series 2023-P3, Class A3, 5.82% 8/10/2028 (e)(g)
|
|
487
|
489
|
|
Carvana Auto Receivables Trust, Series 2021-N4, Class C, 1.72% 9/11/2028 (e)
|
|
35
|
35
|
|
Carvana Auto Receivables Trust, Series 2021-N4, Class A2, 1.80% 9/11/2028 (e)
|
|
2,375
|
2,344
|
|
Carvana Auto Receivables Trust, Series 2024-P2, Class A3, 5.33% 7/10/2029 (e)
|
|
413
|
416
|
|
Carvana Auto Receivables Trust, Series 2024-N3, Class B, 4.67% 12/10/2030 (e)(g)
|
|
1,900
|
1,904
|
|
Carvana Auto Receivables Trust, Series 2024-N3, Class C, 4.90% 12/10/2030 (e)(g)
|
|
1,942
|
1,944
|
|
Chase Auto Owner Trust, Series 2024-1, Class A3, 5.13% 5/25/2029 (e)(g)
|
|
3,389
|
3,410
|
|
Chase Auto Owner Trust, Series 2024-2, Class A3, 5.52% 6/25/2029 (e)(g)
|
|
5,987
|
6,045
|
|
Chase Auto Owner Trust, Series 2024-4A, Class A3, 4.94% 7/25/2029 (e)(g)
|
|
4,784
|
4,811
|
|
Chase Auto Owner Trust, Series 2024-3, Class A3, 5.22% 7/25/2029 (e)(g)
|
|
6,227
|
6,273
|
|
Chase Auto Owner Trust, Series 2024-5A, Class A4, 4.15% 3/25/2030 (e)(g)
|
|
3,470
|
3,455
|
|
Chesapeake Funding II, LLC, Series 2023-2, Class A1, 6.16% 10/15/2035 (e)(g)
|
|
935
|
938
|
|
Citizens Auto Receivables Trust, Series 2023-2, Class A3, 5.83% 2/15/2028 (e)(g)
|
|
1,231
|
1,236
|
|
Citizens Auto Receivables Trust, Series 2023-2, Class A4, 5.74% 10/15/2030 (e)(g)
|
|
6,122
|
6,186
|
|
CPS Auto Receivables Trust, Series 2024-C, Class B, 5.68% 12/15/2028 (e)(g)
|
|
2,188
|
2,191
|
|
CPS Auto Receivables Trust, Series 2024-D, Class B, 4.65% 3/15/2029 (e)(g)
|
|
1,986
|
1,988
|
|
CPS Auto Receivables Trust, Series 2024-A, Class C, 5.74% 4/15/2030 (e)(g)
|
|
1,131
|
1,136
|
|
CPS Auto Receivables Trust, Series 2024-A, Class D, 6.13% 4/15/2030 (e)(g)
|
|
238
|
241
|
|
CPS Auto Trust, Series 2025-B, Class A, 4.74% 2/15/2029 (e)(g)
|
|
4,235
|
4,241
|
|
CPS Auto Trust, Series 2025-D, Class A, 4.46% 7/16/2029 (e)(g)
|
|
15,811
|
15,833
|
|
CPS Auto Trust, Series 2025-B, Class B, 4.79% 11/15/2029 (e)(g)
|
|
8,357
|
8,390
|
|
CPS Auto Trust, Series 2026-B, Class A, 4.35% 2/15/2030 (e)(g)
|
|
1,230
|
1,230
|
|
CPS Auto Trust, Series 2025-D, Class B, 4.48% 4/15/2030 (e)(g)
|
|
2,196
|
2,194
|
|
Credit Acceptance Auto Loan Trust, Series 2025-2A, Class A, 4.50% 11/15/2035 (e)(g)
|
|
16,462
|
16,415
|
|
Credit Acceptance Auto Loan Trust, Series 2025-2A, Class B, 4.87% 1/15/2036 (e)(g)
|
|
3,026
|
3,014
|
|
Credit Acceptance Auto Loan Trust, Series 2025-2A, Class C, 5.38% 3/17/2036 (e)(g)
|
|
97
|
97
|
|
Credit Acceptance Auto Loan Trust, Series 2026-1A, Class A, 4.65% 4/15/2036 (e)(g)
|
|
4,144
|
4,135
|
|
Credit Acceptance Auto Loan Trust, Series 2026-1A, Class C, 5.28% 8/15/2036 (e)(g)
|
|
264
|
263
|
|
Drive Auto Receivables Trust, Series 2024-2, Class A3, 4.50% 9/15/2028 (e)
|
|
4,805
|
4,806
|
|
Drive Auto Receivables Trust, Series 2025-2, Class A2, 4.29% 10/16/2028 (e)
|
|
1,177
|
1,178
|
|
Drive Auto Receivables Trust, Series 2024-1, Class B, 5.31% 1/16/2029 (e)
|
|
4,228
|
4,239
|
|
Drive Auto Receivables Trust, Series 2024-2, Class B, 4.52% 7/16/2029 (e)
|
|
4,455
|
4,463
|
|
Drive Auto Receivables Trust, Series 2024-1, Class C, 5.43% 11/17/2031 (e)
|
|
7,615
|
7,705
|
|
Drive Auto Receivables Trust, Series 2024-2, Class C, 4.67% 5/17/2032 (e)
|
|
4,359
|
4,379
|
|
Drive Auto Receivables Trust, Series 2025-2, Class A3, 4.14% 9/15/2032 (e)
|
|
1,640
|
1,640
|
|
Drive Auto Receivables Trust, Series 2025-2, Class C, 4.39% 9/15/2032 (e)
|
|
3,041
|
3,022
|
|
Drive Auto Receivables Trust, Series 2025-1, Class A3, 4.73% 9/15/2032 (e)
|
|
10,253
|
10,281
|
|
Drive Auto Receivables Trust, Series 2025-1, Class B, 4.79% 9/15/2032 (e)
|
|
3,614
|
3,633
|
|
Drive Auto Receivables Trust, Series 2025-1, Class C, 4.99% 9/15/2032 (e)
|
|
647
|
651
|
|
Drive Auto Receivables Trust, Series 2025-1, Class D, 5.41% 9/15/2032 (e)
|
|
2,003
|
2,018
|
|
Drive Auto Receivables Trust, Series 2025-2, Class D, 4.90% 12/15/2032 (e)
|
|
4,667
|
4,639
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Auto loan (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Enterprise Fleet Financing, LLC, Series 2024-3, Class A2, 5.31% 4/20/2027 (e)(g)
|
|
USD871
|
$872
|
|
Enterprise Fleet Financing, LLC, Series 2024-4, Class A2, 4.69% 7/20/2027 (e)(g)
|
|
2,922
|
2,929
|
|
Enterprise Fleet Financing, LLC, Series 2025-4, Class A2, 4.05% 8/20/2028 (e)(g)
|
|
30,000
|
29,989
|
|
Enterprise Fleet Financing, LLC, Series 2025-4, Class A3, 4.11% 12/20/2029 (e)(g)
|
|
30,000
|
29,788
|
|
Enterprise Fleet Financing, LLC, Series 2024-1, Class A3, 5.16% 9/20/2030 (e)(g)
|
|
2,281
|
2,308
|
|
Exeter Automobile Receivables Trust, Series 2025-4A, Class A2, 4.53% 3/15/2028 (e)
|
|
4,805
|
4,808
|
|
Exeter Automobile Receivables Trust, Series 2023-3A, Class C, 6.21% 6/15/2028 (e)
|
|
44
|
44
|
|
Exeter Automobile Receivables Trust, Series 2025-1A, Class A3, 4.67% 8/15/2028 (e)
|
|
929
|
930
|
|
Exeter Automobile Receivables Trust, Series 2024-1A, Class B, 5.29% 8/15/2028 (e)
|
|
664
|
664
|
|
Exeter Automobile Receivables Trust, Series 2026-1A, Class A2, 4.08% 9/15/2028 (e)
|
|
12,502
|
12,504
|
|
Exeter Automobile Receivables Trust, Series 2024-2A, Class C, 5.74% 5/15/2029 (e)
|
|
2,236
|
2,248
|
|
Exeter Automobile Receivables Trust, Series 2023-1A, Class D, 6.69% 6/15/2029 (e)
|
|
1,554
|
1,569
|
|
Exeter Automobile Receivables Trust, Series 2025-1A, Class B, 4.91% 8/15/2029 (e)
|
|
5,304
|
5,327
|
|
Exeter Automobile Receivables Trust, Series 2025-4A, Class A3, 4.39% 9/17/2029 (e)
|
|
13,868
|
13,894
|
|
Exeter Automobile Receivables Trust, Series 2025-5A, Class A3, 4.24% 11/15/2029 (e)
|
|
8,269
|
8,272
|
|
Exeter Automobile Receivables Trust, Series 2025-3A, Class B, 4.86% 2/15/2030 (e)
|
|
2,107
|
2,119
|
|
Exeter Automobile Receivables Trust, Series 2024-2A, Class D, 5.92% 2/15/2030 (e)
|
|
7,450
|
7,569
|
|
Exeter Automobile Receivables Trust, Series 2026-1A, Class A3, 4.03% 3/15/2030 (e)
|
|
12,108
|
12,070
|
|
Exeter Automobile Receivables Trust, Series 2026-2A, Class A3, 4.45% 5/15/2030 (e)
|
|
1,520
|
1,524
|
|
Exeter Automobile Receivables Trust, Series 2024-1A, Class C, 5.41% 5/15/2030 (e)
|
|
4,872
|
4,898
|
|
Exeter Automobile Receivables Trust, Series 2024-1A, Class D, 5.84% 6/17/2030 (e)
|
|
5,363
|
5,438
|
|
Exeter Automobile Receivables Trust, Series 2025-5A, Class B, 4.28% 7/15/2030 (e)
|
|
1,820
|
1,817
|
|
Exeter Automobile Receivables Trust, Series 2026-1A, Class B, 4.22% 10/15/2030 (e)
|
|
342
|
339
|
|
Exeter Automobile Receivables Trust, Series 2026-2A, Class B, 4.66% 1/15/2031 (e)
|
|
970
|
970
|
|
Exeter Automobile Receivables Trust, Series 2025-1A, Class D, 5.49% 5/15/2031 (e)
|
|
2,233
|
2,261
|
|
Exeter Automobile Receivables Trust, Series 2025-3A, Class C, 5.09% 10/15/2031 (e)
|
|
800
|
806
|
|
Exeter Automobile Receivables Trust, Series 2025-3A, Class D, 5.57% 10/15/2031 (e)
|
|
2,237
|
2,258
|
|
Exeter Automobile Receivables Trust, Series 2025-4A, Class D, 5.23% 1/15/2032 (e)
|
|
3,686
|
3,689
|
|
Exeter Automobile Receivables Trust, Series 2025-5A, Class C, 4.68% 3/15/2032 (e)
|
|
3,692
|
3,681
|
|
Exeter Automobile Receivables Trust, Series 2025-5A, Class D, 5.16% 3/15/2032 (e)
|
|
1,773
|
1,775
|
|
Exeter Select Automobile Receivables Trust, Series 2025-1, Class A2, 4.83% 10/16/2028
(e)
|
|
1,638
|
1,639
|
|
Exeter Select Automobile Receivables Trust, Series 2025-3, Class A2, 4.24% 5/15/2029
(e)
|
|
12,748
|
12,748
|
|
Exeter Select Automobile Receivables Trust, Series 2026-1, Class A2, 4.37% 10/15/2029
(e)
|
|
2,505
|
2,508
|
|
Exeter Select Automobile Receivables Trust, Series 2025-1, Class A3, 4.69% 4/15/2030
(e)
|
|
3,027
|
3,038
|
|
Exeter Select Automobile Receivables Trust, Series 2025-1, Class C, 5.40% 8/15/2031
(e)
|
|
1,416
|
1,429
|
|
Exeter Select Automobile Receivables Trust, Series 2025-3, Class B, 4.42% 3/15/2032
(e)
|
|
841
|
836
|
|
Exeter Select Automobile Receivables Trust, Series 2025-3, Class C, 5.00% 3/15/2032
(e)
|
|
1,500
|
1,503
|
|
Exeter Select Automobile Receivables Trust, Series 2025-3, Class D, 5.54% 5/17/2032
(e)
|
|
1,500
|
1,503
|
|
First Investors Auto Owner Trust, Series 2025-1A, Class A2, 4.31% 12/15/2028 (e)(g)
|
|
2,111
|
2,113
|
|
First Investors Auto Owner Trust, Series 2025-1A, Class A3, 4.25% 7/15/2030 (e)(g)
|
|
8,834
|
8,828
|
|
First Investors Auto Owner Trust, Series 2025-1A, Class B, 4.39% 1/15/2031 (e)(g)
|
|
3,378
|
3,359
|
|
Ford Credit Auto Lease Trust, Series 2024-A, Class A4, 5.05% 6/15/2027 (e)
|
|
54
|
54
|
|
Ford Credit Auto Owner Trust, Series 2024-C, Class A4, 4.11% 7/15/2030 (e)
|
|
4,417
|
4,397
|
|
Ford Credit Auto Owner Trust, Series 2023-1, Class A, 4.85% 8/15/2035 (e)(g)
|
|
8,653
|
8,732
|
|
Ford Credit Auto Owner Trust, Series 2023-2, Class A, 5.28% 2/15/2036 (e)(g)
|
|
38,713
|
39,476
|
|
Ford Credit Auto Owner Trust, Series 2026-1, Class A, 4.32% 8/15/2038 (8.63% on 2/15/2031)
(e)(g)(i)
|
|
17,318
|
17,160
|
|
Ford Credit Floorplan Master Owner Trust, Series 2024-1, Class A1, 5.29% 4/15/2029
(e)(g)
|
|
38,567
|
38,963
|
|
Ford Credit Floorplan Master Owner Trust, Series 2024-3, Class A1, 4.30% 9/15/2029
(e)(g)
|
|
29,040
|
29,078
|
|
Ford Credit Floorplan Master Owner Trust, Series 2025-1, Class A1, 4.63% 4/15/2030
(e)
|
|
6,232
|
6,268
|
|
Ford Credit Floorplan Master Owner Trust, Series 2025-2, Class A1, 4.06% 9/15/2030
(e)
|
|
43,916
|
43,680
|
|
Ford Credit Floorplan Master Owner Trust, Series 2026-1, Class A, 4.42% 5/15/2031
(e)
|
|
6,583
|
6,585
|
|
General Motors, Series 2025-2A, Class A, 4.64% 3/15/2030 (e)(g)
|
|
11,343
|
11,406
|
|
GLS Auto Receivables Trust, Series 2025-3A, Class A2, 4.52% 7/17/2028 (e)(g)
|
|
7,236
|
7,245
|
|
GLS Auto Receivables Trust, Series 2024-1, Class B, 5.49% 7/17/2028 (e)(g)
|
|
333
|
333
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Auto loan (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
GLS Auto Receivables Trust, Series 2025-1A, Class A3, 4.77% 9/15/2028 (e)(g)
|
|
USD9,050
|
$9,065
|
|
GLS Auto Receivables Trust, Series 2025-2A, Class A3, 4.75% 1/16/2029 (e)(g)
|
|
14,663
|
14,709
|
|
GLS Auto Receivables Trust, Series 2024-3A, Class B, 5.08% 1/16/2029 (e)(g)
|
|
3,388
|
3,398
|
|
GLS Auto Receivables Trust, Series 2025-3A, Class A3, 4.44% 3/15/2029 (e)(g)
|
|
3,426
|
3,433
|
|
GLS Auto Receivables Trust, Series 2026-2A, Class A2, 4.25% 4/16/2029 (e)(g)
|
|
1,028
|
1,028
|
|
GLS Auto Receivables Trust, Series 2023-3, Class C, 6.01% 5/15/2029 (e)(g)
|
|
365
|
366
|
|
GLS Auto Receivables Trust, Series 2023-3, Class D, 6.44% 5/15/2029 (e)(g)
|
|
529
|
539
|
|
GLS Auto Receivables Trust, Series 2025-4A, Class A3, 4.29% 7/16/2029 (e)(g)
|
|
7,388
|
7,395
|
|
GLS Auto Receivables Trust, Series 2025-2A, Class B, 4.97% 10/15/2029 (e)(g)
|
|
3,314
|
3,337
|
|
GLS Auto Receivables Trust, Series 2026-2A, Class A3, 4.33% 11/15/2029 (e)(g)
|
|
4,023
|
4,024
|
|
GLS Auto Receivables Trust, Series 2024-1, Class C, 5.64% 12/17/2029 (e)(g)
|
|
8,468
|
8,527
|
|
GLS Auto Receivables Trust, Series 2024-1, Class D, 5.95% 12/17/2029 (e)(g)
|
|
2,531
|
2,571
|
|
GLS Auto Receivables Trust, Series 2025-3A, Class B, 4.57% 1/15/2030 (e)(g)
|
|
3,702
|
3,710
|
|
GLS Auto Receivables Trust, Series 2025-4A, Class B, 4.53% 4/15/2030 (e)(g)
|
|
5,595
|
5,593
|
|
GLS Auto Receivables Trust, Series 2026-1A, Class B, 4.22% 8/17/2030 (e)(g)
|
|
1,110
|
1,103
|
|
GLS Auto Receivables Trust, Series 2025-4A, Class C, 4.74% 8/15/2031 (e)(g)
|
|
11,078
|
11,020
|
|
GLS Auto Receivables Trust, Series 2025-4A, Class D, 5.13% 8/15/2031 (e)(g)
|
|
3,664
|
3,651
|
|
GLS Auto Receivables Trust, Series 2026-2A, Class D, 5.38% 1/15/2032 (e)(g)
|
|
1,179
|
1,184
|
|
GLS Auto Select Receivables Trust, Series 2024-4A, Class A2, 4.43% 12/17/2029 (e)(g)
|
|
1,354
|
1,357
|
|
GLS Auto Select Receivables Trust, Series 2025-1A, Class A2, 4.71% 4/15/2030 (e)(g)
|
|
7,323
|
7,351
|
|
GLS Auto Select Receivables Trust, Series 2025-3A, Class A2, 4.46% 10/15/2030 (e)(g)
|
|
4,331
|
4,340
|
|
GLS Auto Select Receivables Trust, Series 2024-4A, Class B, 4.50% 11/15/2030 (e)(g)
|
|
236
|
236
|
|
GLS Auto Select Receivables Trust, Series 2024-4A, Class C, 4.75% 11/15/2030 (e)(g)
|
|
238
|
238
|
|
GLS Auto Select Receivables Trust, Series 2025-4A, Class A2, 4.17% 2/18/2031 (e)(g)
|
|
11,292
|
11,275
|
|
GLS Auto Select Receivables Trust, Series 2025-1A, Class C, 5.26% 3/15/2031 (e)(g)
|
|
520
|
525
|
|
GLS Auto Select Receivables Trust, Series 2024-4A, Class D, 5.28% 10/15/2031 (e)(g)
|
|
268
|
268
|
|
GLS Auto Select Receivables Trust, Series 2025-1A, Class D, 5.74% 4/15/2032 (e)(g)
|
|
679
|
685
|
|
GLS Auto Select Receivables Trust, Series 2026-2A, Class B, 4.79% 6/15/2032 (e)(g)
|
|
1,335
|
1,335
|
|
GLS Auto Select Receivables Trust, Series 2026-2A, Class C, 5.21% 6/15/2032 (e)(g)
|
|
2,810
|
2,824
|
|
GM Financial Automobile Leasing Trust, Series 2024-2, Class A3, 5.39% 7/20/2027 (e)
|
|
1,669
|
1,671
|
|
GM Financial Revolving Receivables Trust, Series 2022-1, Class A, 5.91% 10/11/2035
(e)(g)
|
|
3,487
|
3,567
|
|
GM Financial Revolving Receivables Trust, Series 2023-2, Class A, 5.77% 8/11/2036
(e)(g)
|
|
13,906
|
14,365
|
|
GM Financial Revolving Receivables Trust, Series 2024-2, Class A, 4.52% 3/11/2037
(e)(g)
|
|
2,035
|
2,040
|
|
GM Financial Securitized Term Auto Receivables Trust, Series 2024-1, Class A3, 4.85%
12/18/2028 (e)
|
|
2,960
|
2,971
|
|
GM Financial Securitized Term Auto Receivables Trust, Series 2024-1, Class A4, 4.86%
6/18/2029 (e)
|
|
3,743
|
3,774
|
|
GM Financial Securitized Term Auto Receivables Trust, Series 2026-2, Class A4, 4.22%
2/17/2032 (e)
|
|
1,915
|
1,906
|
|
GM Financial Securitized Term Auto Receivables Trust, Series 2026-2, Class B, 4.44%
4/16/2032 (e)
|
|
800
|
796
|
|
GM Financial Securitized Term Auto Receivables Trust, Series 2026-2, Class C, 4.64%
11/16/2033 (e)
|
|
1,330
|
1,325
|
|
GMF Floorplan Owner Revolving Trust, Series 2023-1, Class A1, 5.34% 6/15/2028 (e)(g)
|
|
7,050
|
7,055
|
|
Hertz Vehicle Financing III, LLC, Series 2023-1, Class A, 5.49% 6/25/2027 (e)(g)
|
|
203
|
203
|
|
Hertz Vehicle Financing III, LLC, Series 2023-3, Class B, 6.53% 2/25/2028 (e)(g)
|
|
2,850
|
2,877
|
|
Hertz Vehicle Financing III, LLC, Series 2023-2, Class A, 5.57% 9/25/2029 (e)(g)
|
|
14,882
|
15,129
|
|
Hertz Vehicle Financing III, LLC, Series 2023-4, Class A, 6.15% 3/25/2030 (e)(g)
|
|
4,875
|
5,033
|
|
Hertz Vehicle Financing III, LLC, Series 2026-1A, Class A, 5.09% 11/25/2030 (e)(g)
|
|
2,843
|
2,859
|
|
Hertz Vehicle Financing III, LLC, Series 2026-1A, Class B, 5.67% 11/25/2030 (e)(g)
|
|
1,661
|
1,668
|
|
Hertz Vehicle Financing III, LLC, Series 2026-1A, Class C, 6.45% 11/25/2030 (e)(g)
|
|
2,019
|
2,027
|
|
Hertz Vehicle Financing III, LLC, Series 2026-2A, Class A, 5.40% 11/25/2032 (e)(g)
|
|
557
|
560
|
|
Hertz Vehicle Financing III, LLC, Series 2026-2A, Class B, 6.08% 11/25/2032 (e)(g)
|
|
2,558
|
2,573
|
|
Hertz Vehicle Financing III, LLC, Series 2026-2A, Class C, 6.76% 11/25/2032 (e)(g)
|
|
1,905
|
1,916
|
|
Hertz Vehicle Financing, LLC, Series 2021-2A, Class A, 1.68% 12/27/2027 (e)(g)
|
|
37,314
|
36,965
|
|
Hertz Vehicle Financing, LLC, Series 2021-2A, Class B, 2.12% 12/27/2027 (e)(g)
|
|
7,780
|
7,707
|
|
Hertz Vehicle Financing, LLC, Series 2021-2A, Class C, 2.52% 12/27/2027 (e)(g)
|
|
4,842
|
4,799
|
|
Hertz Vehicle Financing, LLC, Series 2023-3A, Class A, 5.94% 2/25/2028 (e)(g)
|
|
4,785
|
4,824
|
|
Hertz Vehicle Financing, LLC, Series 2024-1A, Class A, 5.44% 1/25/2029 (e)(g)
|
|
9,390
|
9,500
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Auto loan (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Hertz Vehicle Financing, LLC, Series 2025-1A, Class A, 4.91% 9/25/2029 (e)(g)
|
|
USD6,761
|
$6,788
|
|
Hertz Vehicle Financing, LLC, Series 2025-1A, Class B, 5.45% 9/25/2029 (e)(g)
|
|
1,083
|
1,086
|
|
Hertz Vehicle Financing, LLC, Series 2025-1A, Class C, 6.03% 9/25/2029 (e)(g)
|
|
1,204
|
1,208
|
|
Hertz Vehicle Financing, LLC, Series 2025-3A, Class A, 5.06% 12/26/2029 (e)(g)
|
|
5,897
|
5,937
|
|
Hertz Vehicle Financing, LLC, Series 2025-3A, Class B, 5.59% 12/26/2029 (e)(g)
|
|
1,583
|
1,589
|
|
Hertz Vehicle Financing, LLC, Series 2025-3A, Class C, 6.13% 12/26/2029 (e)(g)
|
|
4,641
|
4,662
|
|
Hertz Vehicle Financing, LLC, Series 2025-5A, Class A, 4.62% 5/25/2030 (e)(g)
|
|
5,368
|
5,342
|
|
Hertz Vehicle Financing, LLC, Series 2025-5A, Class C, 5.50% 5/25/2030 (e)(g)
|
|
643
|
638
|
|
Hertz Vehicle Financing, LLC, Series 2025-2A, Class C, 6.40% 9/25/2031 (e)(g)
|
|
1,398
|
1,409
|
|
Hertz Vehicle Financing, LLC, Series 2025-4A, Class A, 5.41% 12/25/2031 (e)(g)
|
|
22,897
|
23,271
|
|
Hertz Vehicle Financing, LLC, Series 2025-4A, Class B, 5.90% 12/25/2031 (e)(g)
|
|
1,320
|
1,337
|
|
Hertz Vehicle Financing, LLC, Series 2025-4A, Class C, 6.48% 12/25/2031 (e)(g)
|
|
297
|
300
|
|
Hertz Vehicle Financing, LLC, Series 2025-6A, Class C, 5.82% 5/25/2032 (e)(g)
|
|
913
|
897
|
|
Honda Auto Receivables Owner Trust, Series 2023-1, Class A3, 5.04% 4/21/2027 (e)
|
|
102
|
102
|
|
Honda Auto Receivables Owner Trust, Series 2023-3, Class A3, 5.41% 2/18/2028 (e)
|
|
1,055
|
1,060
|
|
Huntington National Bank (The), Series 2024-2, Class B1, 5.442% 10/20/2032 (e)(g)
|
|
2,488
|
2,506
|
|
Huntington National Bank (The), Series 2025-1, Class B, 4.957% 3/21/2033 (e)(g)
|
|
13,070
|
13,108
|
|
Huntington National Bank (The), Series 2025-2, Class B2, (30-day Average USD-SOFR
+ 1.20%)
4.825% 9/20/2033 (e)(f)(g)
|
|
3,510
|
3,521
|
|
Huntington National Bank (The), Series 2025-2, Class B1, 4.835% 9/20/2033 (e)(g)
|
|
9,673
|
9,673
|
|
Huntington National Bank (The), Series 2026-1, Class B1, 4.503% 2/20/2034 (e)(g)
|
|
22,402
|
22,251
|
|
Hyundai Auto Lease Securitization Trust, Series 2024-A, Class A4, 5.07% 2/15/2028
(e)(g)
|
|
1,547
|
1,547
|
|
Hyundai Auto Lease Securitization Trust, Series 2026-A, Class A2A, 3.85% 5/15/2028
(e)(g)
|
|
1,286
|
1,284
|
|
Hyundai Auto Lease Securitization Trust, Series 2026-A, Class A3, 3.97% 12/15/2028
(e)(g)
|
|
8,517
|
8,484
|
|
Hyundai Auto Receivables Trust, Series 2024-A, Class A3, 4.99% 2/15/2029 (e)
|
|
3,427
|
3,445
|
|
Hyundai Floorplan Master Owner Trust, Series 2025-1A, Class A, 4.01% 10/15/2030 (e)(g)
|
|
28,278
|
28,040
|
|
LAD Auto Receivables Trust, Series 2023-1, Class C, 6.18% 12/15/2027 (e)(g)
|
|
13
|
13
|
|
LAD Auto Receivables Trust, Series 2024-2, Class A3, 5.61% 8/15/2028 (e)(g)
|
|
967
|
970
|
|
LAD Auto Receivables Trust, Series 2024-1, Class A4, 5.17% 9/15/2028 (e)(g)
|
|
3,850
|
3,860
|
|
LAD Auto Receivables Trust, Series 2023-2, Class C, 5.58% 9/15/2028 (e)(g)
|
|
2,551
|
2,558
|
|
LAD Auto Receivables Trust, Series 2024-1, Class B, 5.33% 2/15/2029 (e)(g)
|
|
3,507
|
3,532
|
|
LAD Auto Receivables Trust, Series 2024-3A, Class A3, 4.52% 3/15/2029 (e)(g)
|
|
1,493
|
1,496
|
|
LAD Auto Receivables Trust, Series 2026-1A, Class A2, 3.75% 5/15/2029 (e)(g)
|
|
1,070
|
1,067
|
|
LAD Auto Receivables Trust, Series 2024-1, Class C, 5.64% 6/15/2029 (e)(g)
|
|
1,350
|
1,370
|
|
LAD Auto Receivables Trust, Series 2024-2, Class A4, 5.46% 7/16/2029 (e)(g)
|
|
3,124
|
3,151
|
|
LAD Auto Receivables Trust, Series 2024-3A, Class A4, 4.60% 12/17/2029 (e)(g)
|
|
3,385
|
3,400
|
|
LAD Auto Receivables Trust, Series 2024-3A, Class B, 4.74% 1/15/2030 (e)(g)
|
|
548
|
550
|
|
LAD Auto Receivables Trust, Series 2024-3A, Class C, 4.93% 3/15/2030 (e)(g)
|
|
197
|
198
|
|
LAD Auto Receivables Trust, Series 2023-1, Class D, 7.30% 6/17/2030 (e)(g)
|
|
1,040
|
1,045
|
|
LAD Auto Receivables Trust, Series 2023-2, Class D, 6.30% 2/15/2031 (e)(g)
|
|
283
|
286
|
|
LAD Auto Receivables Trust, Series 2024-1, Class D, 6.15% 6/16/2031 (e)(g)
|
|
832
|
850
|
|
LAD Auto Receivables Trust, Series 2024-2, Class D, 6.37% 10/15/2031 (e)(g)
|
|
259
|
265
|
|
LAD Auto Receivables Trust, Series 2024-3A, Class D, 5.18% 2/17/2032 (e)(g)
|
|
179
|
179
|
|
LAD Auto Receivables Trust, Series 2025-2A, Class D, 5.01% 12/15/2032 (e)(g)
|
|
1,642
|
1,635
|
|
Lendbuzz Securitization Trust, Series 2025-1A, Class A2, 5.10% 10/15/2030 (e)(g)
|
|
2,963
|
2,970
|
|
Mercedes-Benz Auto Lease Trust, Series 2024-A, Class A3, 5.32% 1/18/2028 (e)
|
|
5,796
|
5,823
|
|
Mercedes-Benz Auto Receivables Trust, Series 2024-1, Class A3, 4.80% 4/16/2029 (e)
|
|
7,794
|
7,827
|
|
Mercedes-Benz Auto Receivables Trust, Series 2024-1, Class A4, 4.79% 7/15/2031 (e)
|
|
7,429
|
7,488
|
|
OneMain Direct Auto Receivables Trust, Series 2026-1A, Class A, 4.49% 12/14/2033 (e)(g)
|
|
2,075
|
2,058
|
|
PenFed Auto Receivables Owner Trust, Series 2025-A, Class A2, 4.12% 9/15/2028 (e)(g)
|
|
2,524
|
2,525
|
|
PenFed Auto Receivables Owner Trust, Series 2025-A, Class A3, 4.03% 7/15/2030 (e)(g)
|
|
2,012
|
2,005
|
|
Porsche Innovative Lease Owner Trust, Series 2024-1, Class A3, 4.67% 11/22/2027 (e)(g)
|
|
4,938
|
4,948
|
|
Porsche Innovative Lease Owner Trust, Series 2024-2A, Class A4, 4.26% 9/20/2030 (e)(g)
|
|
2,950
|
2,955
|
|
Prestige Auto Receivables Trust, Series 2024-1, Class D, 6.21% 2/15/2030 (e)(g)
|
|
1,712
|
1,726
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Auto loan (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Research-Driven Pagaya Motor Asset Trust, Series 2026-3A, Class A2, 4.853% 3/26/2035
(e)(g)
|
|
USD1,890
|
$1,890
|
|
Research-Driven Pagaya Motor Asset Trust, Series 2026-3A, Class B, 6.761% 3/26/2035
(e)(g)
|
|
1,000
|
1,002
|
|
Research-Driven Pagaya Motor Asset Trust I, Series 2025-4A, Class A2, 5.124% 4/25/2034
(e)(g)
|
|
7,502
|
7,524
|
|
Research-Driven Pagaya Motor Asset Trust I, Series 2025-5A, Class A2, 4.575% 6/26/2034
(e)(g)
|
|
5,937
|
5,941
|
|
Research-Driven Pagaya Motor Asset Trust I, Series 2025-5A, Class A3, 4.838% 6/26/2034
(e)(g)
|
|
9,524
|
9,497
|
|
Research-Driven Pagaya Motor Asset Trust I, Series 2025-5A, Class B, 5.228% 6/26/2034
(e)(g)
|
|
5,878
|
5,831
|
|
Research-Driven Pagaya Motor Asset Trust I, Series 2026-R1A, Class A, 5.659% 7/25/2034
(e)(g)
|
|
13,150
|
13,155
|
|
Research-Driven Pagaya Motor Asset Trust I, Series 2025-6A, Class A3, 5.013% 8/25/2034
(e)(g)
|
|
1,000
|
998
|
|
Research-Driven Pagaya Motor Asset Trust I, Series 2026-1A, Class A3, 4.864% 1/25/2035
(e)(g)
|
|
2,207
|
2,194
|
|
Research-Driven Pagaya Motor Asset Trust I, Series 2026-1A, Class B, 5.444% 1/25/2035
(e)(g)
|
|
2,473
|
2,451
|
|
Research-Driven Pagaya Motor Asset Trust I, Series 2026-1A, Class C, 5.689% 1/25/2035
(e)(g)
|
|
2,473
|
2,435
|
|
Research-Driven Pagaya Motor Asset Trust I, Series 2026-2A, Class A4, 5.62% 2/26/2035
(e)(g)
|
|
6,779
|
6,767
|
|
Research-Driven Pagaya Motor Asset Trust I, Series 2026-2A, Class B, 5.817% 2/26/2035
(e)(g)
|
|
4,553
|
4,521
|
|
Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class D, 6.11% 6/15/2032 (e)(g)
|
|
3,927
|
3,963
|
|
Santander Drive Auto Receivables Trust, Series 2024-5, Class A3, 4.62% 11/15/2028
(e)
|
|
2,614
|
2,616
|
|
Santander Drive Auto Receivables Trust, Series 2022-6, Class C, 4.96% 11/15/2028 (e)
|
|
521
|
522
|
|
Santander Drive Auto Receivables Trust, Series 2024-2, Class A3, 5.63% 11/15/2028
(e)
|
|
1,663
|
1,664
|
|
Santander Drive Auto Receivables Trust, Series 2024-1, Class B, 5.23% 12/15/2028 (e)
|
|
3,382
|
3,390
|
|
Santander Drive Auto Receivables Trust, Series 2025-4, Class A2, 4.28% 1/15/2029 (e)
|
|
1,560
|
1,561
|
|
Santander Drive Auto Receivables Trust, Series 2024-4, Class A3, 4.85% 1/16/2029 (e)
|
|
3,318
|
3,323
|
|
Santander Drive Auto Receivables Trust, Series 2024-3, Class A3, 5.63% 1/16/2029 (e)
|
|
1,917
|
1,920
|
|
Santander Drive Auto Receivables Trust, Series 2026-1, Class A2, 4.04% 3/15/2029 (e)
|
|
949
|
949
|
|
Santander Drive Auto Receivables Trust, Series 2024-2, Class B, 5.78% 7/16/2029 (e)
|
|
12,138
|
12,210
|
|
Santander Drive Auto Receivables Trust, Series 2024-3, Class B, 5.55% 9/17/2029 (e)
|
|
3,675
|
3,702
|
|
Santander Drive Auto Receivables Trust, Series 2024-1, Class C, 5.45% 3/15/2030 (e)
|
|
1,325
|
1,335
|
|
Santander Drive Auto Receivables Trust, Series 2025-4, Class A3, 4.17% 4/15/2030 (e)
|
|
30,749
|
30,741
|
|
Santander Drive Auto Receivables Trust, Series 2023-1, Class C, 5.09% 5/15/2030 (e)
|
|
8,150
|
8,193
|
|
Santander Drive Auto Receivables Trust, Series 2022-7, Class C, 6.69% 3/17/2031 (e)
|
|
954
|
967
|
|
Santander Drive Auto Receivables Trust, Series 2025-4, Class C, 4.52% 1/15/2032 (e)
|
|
2,993
|
2,984
|
|
Santander Drive Auto Receivables Trust, Series 2025-4, Class D, 4.95% 1/15/2032 (e)
|
|
1,479
|
1,472
|
|
SBNA Auto Lease Trust, Series 2024-B, Class A3, 5.56% 11/22/2027 (e)(g)
|
|
1,410
|
1,413
|
|
SBNA Auto Lease Trust, Series 2024-C, Class A3, 4.56% 2/22/2028 (e)(g)
|
|
1,858
|
1,860
|
|
SBNA Auto Receivables Trust, Series 2024-A, Class C, 5.59% 1/15/2030 (e)(g)
|
|
1,247
|
1,261
|
|
Securitized Term Auto Receivables Trust, Series 2025-A, Class B, 5.038% 7/25/2031
(e)(g)
|
|
407
|
410
|
|
Securitized Term Auto Receivables Trust, Series 2026-A, Class B, 4.284% 3/25/2033
(e)(g)
|
|
1,982
|
1,974
|
|
Securitized Term Auto Receivables Trust, Series 2026-A, Class C, 4.431% 3/25/2033
(e)(g)
|
|
1,251
|
1,245
|
|
Securitized Term Auto Receivables Trust, Series 2026-A, Class D, 4.873% 3/25/2033
(e)(g)
|
|
278
|
277
|
|
SFS Auto Receivables Securitization Trust, Series 2023-1, Class A3, 5.47% 10/20/2028
(e)(g)
|
|
2,285
|
2,293
|
|
SFS Auto Receivables Securitization Trust, Series 2023-1, Class A4, 5.47% 12/20/2029
(e)(g)
|
|
4,131
|
4,173
|
|
SFS Auto Receivables Securitization Trust, Series 2024-3A, Class A3, 4.55% 6/20/2030
(e)(g)
|
|
7,827
|
7,853
|
|
Space Coast Credit Union, Series 2025-1A, Class A2, 4.67% 11/15/2028 (e)(g)
|
|
10,548
|
10,569
|
|
Space Coast Credit Union, Series 2024-1, Class A3, 5.11% 6/15/2029 (e)(g)
|
|
3,570
|
3,585
|
|
Space Coast Credit Union, Series 2026-1A, Class A2, 4.18% 8/15/2029 (e)(g)
|
|
3,698
|
3,696
|
|
Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-CA, Class A3,
4.11%
4/20/2029 (e)(g)
|
|
9,082
|
9,039
|
|
Toyota Auto Receivables Owner Trust, Series 2023-A, Class A3, 4.63% 9/15/2027 (e)
|
|
807
|
808
|
|
Toyota Auto Receivables Owner Trust, Series 2023-C, Class A3, 5.16% 4/17/2028 (e)
|
|
2,805
|
2,816
|
|
Toyota Auto Receivables Owner Trust, Series 2024-A, Class A3, 4.83% 10/16/2028 (e)
|
|
5,902
|
5,928
|
|
Toyota Auto Receivables Owner Trust, Series 2024-A, Class A4, 4.77% 4/16/2029 (e)
|
|
5,269
|
5,311
|
|
Tricolor Auto Securitization Trust, Series 2025-1A, Class A, 4.94% 2/15/2029 (e)(g)(j)(k)
|
|
13,767
|
7,985
|
|
Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B, 4.728% 9/26/2033 (e)(g)
|
|
27,824
|
27,800
|
|
United Auto Credit Securitization Trust, Series 2025-1, Class B, 5.05% 2/10/2028 (e)(g)
|
|
3,875
|
3,879
|
|
United Auto Credit Securitization Trust, Series 2025-1, Class C, 5.15% 6/10/2030 (e)(g)
|
|
1,843
|
1,847
|
|
VStrong Auto Receivables Trust, Series 2024-A, Class A3, 5.62% 12/15/2028 (e)(g)
|
|
107
|
108
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Auto loan (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Western Funding Auto Loan Trust, Series 2025-1, Class A, 4.75% 7/16/2035 (e)(g)
|
|
USD6,119
|
$6,141
|
|
Western Funding Auto Loan Trust, Series 2025-1, Class B, 4.98% 9/17/2035 (e)(g)
|
|
1,631
|
1,637
|
|
Westlake Automobile Receivables Trust, Series 2024-1, Class B, 5.55% 11/15/2027 (e)(g)
|
|
2,802
|
2,805
|
|
Westlake Automobile Receivables Trust, Series 2025-1A, Class A2A, 4.66% 1/18/2028
(e)(g)
|
|
1,889
|
1,890
|
|
Westlake Automobile Receivables Trust, Series 2024-3A, Class A3, 4.71% 4/17/2028 (e)(g)
|
|
7,758
|
7,770
|
|
Westlake Automobile Receivables Trust, Series 2023-1, Class C, 5.74% 8/15/2028 (e)(g)
|
|
352
|
353
|
|
Westlake Automobile Receivables Trust, Series 2026-1A, Class A2A, 4.02% 9/15/2028
(e)(g)
|
|
9,915
|
9,912
|
|
Westlake Automobile Receivables Trust, Series 2023-3, Class C, 6.02% 9/15/2028 (e)(g)
|
|
830
|
833
|
|
Westlake Automobile Receivables Trust, Series 2026-P1, Class A2, 3.84% 1/16/2029 (e)(g)
|
|
3,229
|
3,223
|
|
Westlake Automobile Receivables Trust, Series 2024-1, Class C, 5.65% 2/15/2029 (e)(g)
|
|
4,187
|
4,215
|
|
Westlake Automobile Receivables Trust, Series 2023-3, Class D, 6.47% 3/15/2029 (e)(g)
|
|
1,287
|
1,306
|
|
Westlake Automobile Receivables Trust, Series 2025-3A, Class A3, 4.22% 6/15/2029 (e)(g)
|
|
10,908
|
10,911
|
|
Westlake Automobile Receivables Trust, Series 2026-1A, Class A3, 4.01% 7/16/2029 (e)(g)
|
|
21,937
|
21,885
|
|
Westlake Automobile Receivables Trust, Series 2024-1, Class D, 6.02% 10/15/2029 (e)(g)
|
|
3,970
|
4,040
|
|
Westlake Automobile Receivables Trust, Series 2026-P1, Class A3, 3.92% 3/15/2030 (e)(g)
|
|
4,815
|
4,784
|
|
Westlake Automobile Receivables Trust, Series 2026-2A, Class A3, 4.35% 4/15/2030 (e)(g)
|
|
883
|
883
|
|
Westlake Automobile Receivables Trust, Series 2025-1A, Class C, 5.14% 10/15/2030 (e)(g)
|
|
1,754
|
1,769
|
|
Westlake Automobile Receivables Trust, Series 2025-1A, Class D, 5.54% 11/15/2030 (e)(g)
|
|
1,139
|
1,152
|
|
Westlake Automobile Receivables Trust, Series 2026-1A, Class B, 4.20% 5/15/2031 (e)(g)
|
|
448
|
446
|
|
Westlake Automobile Receivables Trust, Series 2026-P1, Class C, 4.38% 8/15/2031 (e)(g)
|
|
2,000
|
1,975
|
|
Westlake Automobile Receivables Trust, Series 2026-2A, Class C, 4.89% 3/15/2032 (e)(g)
|
|
2,972
|
2,975
|
|
Westlake Automobile Receivables Trust, Series 2026-2A, Class D, 5.25% 3/15/2032 (e)(g)
|
|
5,113
|
5,105
|
|
Westlake Flooring Master Trust, Series 2025-1A, Class A, 4.23% 10/15/2029 (e)(g)
|
|
32,217
|
32,153
|
|
Westlake Flooring Master Trust, Series 2025-1A, Class B, 4.84% 10/15/2029 (e)(g)
|
|
4,006
|
3,995
|
|
Wheels Fleet Lease Funding, LLC, Series 2026-1, Class A2A, 4.30% 4/18/2039 (e)(g)
|
|
6,167
|
6,169
|
|
Wheels Fleet Lease Funding, LLC, Series 2024-2A, Class A1, 4.87% 6/21/2039 (e)(g)
|
|
9,879
|
9,942
|
|
Wheels Fleet Lease Funding, LLC, Series 2024-3A, Class A1, 4.80% 9/19/2039 (e)(g)
|
|
4,421
|
4,450
|
|
World OMNI Select Auto Trust, Series 2024-A, Class A3, 4.98% 2/15/2030 (e)
|
|
2,748
|
2,759
|
|
World OMNI Select Auto Trust, Series 2025-A, Class A2A, 4.14% 5/15/2030 (e)
|
|
2,312
|
2,313
|
|
|
|
|
1,831,428
|
|
Collateralized loan obligations 1.74%
|
|
|
|
|
522 Funding CLO, Ltd., Series 2019-5A, Class AR2, (3-month USD CME Term SOFR + 1.02%)
4.693%
4/15/2035 (e)(f)(g)
|
|
2,399
|
2,399
|
|
Allegro CLO X, Ltd., Series 2019-1A, Class ARR, (3-month USD CME Term SOFR + 1.13%)
4.805%
4/20/2032 (e)(f)(g)
|
|
2,080
|
2,081
|
|
Apex Credit CLO, LLC, Series 2021-2A, Class A2R, (3-month USD CME Term SOFR + 1.85%)
5.525%
10/20/2034 (e)(f)(g)
|
|
526
|
526
|
|
Apidos CLO XXXII, Ltd., Series 2019-32A, Class A1R, (3-month USD CME Term SOFR + 1.10%)
4.775% 1/20/2033 (e)(f)(g)
|
|
5,587
|
5,598
|
|
Ares LIII CLO, Ltd., Series 2019-53A, Class A1R2, (3-month USD CME Term SOFR + 1.09%)
4.757%
10/24/2036 (e)(f)(g)
|
|
26,667
|
26,692
|
|
Ares LIII CLO, Ltd., Series 2019-53A, Class BR2, (3-month USD CME Term SOFR + 1.55%)
5.217%
10/24/2036 (e)(f)(g)
|
|
1,577
|
1,580
|
|
Ares LIII CLO, Ltd., Series 2019-53A, Class CR2, (3-month USD CME Term SOFR + 1.80%)
5.467%
10/24/2036 (e)(f)(g)
|
|
4,005
|
4,006
|
|
Ares LIII CLO, Ltd., Series 2019-53A, Class D1R2, (3-month USD CME Term SOFR + 2.45%)
6.117%
10/24/2036 (e)(f)(g)
|
|
1,904
|
1,908
|
|
Ares LXII CLO, Ltd., Series 2021-62, Class A1R, (3-month USD CME Term SOFR + 1.07%)
4.737%
1/25/2034 (e)(f)(g)
|
|
5,670
|
5,668
|
|
Ares LXV CLO, Ltd., Series 2022-65A, Class CR, (3-month USD CME Term SOFR + 1.85%)
5.517%
7/25/2034 (e)(f)(g)
|
|
4,000
|
4,007
|
|
Atlas Senior Loan Fund XVI, Ltd., CLO, Series 2021-16A, Class C1R, (3-month USD CME
Term SOFR +
1.90%) 5.575% 1/20/2034 (e)(f)(g)
|
|
3,234
|
3,208
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Collateralized loan obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Atlas Senior Loan Fund XVII, Ltd., CLO, Series 2021-17A, Class CR, (3-month USD CME
Term SOFR +
2.08%) 5.755% 10/20/2034 (e)(f)(g)
|
|
USD2,998
|
$2,961
|
|
Bain Capital Credit CLO, Ltd., Series 2019-1A, Class AR3, (3-month USD CME Term SOFR
+ 0.98%)
4.655% 4/19/2034 (e)(f)(g)
|
|
17,848
|
17,833
|
|
Ballyrock CLO 20, Ltd., Series 2022-20A, Class A1A3, (3-month USD CME Term SOFR +
1.05%)
4.723% 10/15/2036 (e)(f)(g)
|
|
23,267
|
23,234
|
|
Basswood Park CLO, Ltd., Series 2021-1A, Class AR, (3-month USD CME Term SOFR + 1.03%)
4.705% 4/20/2034 (e)(f)(g)
|
|
12,000
|
12,006
|
|
BCC Middle Market CLO, LLC, Series 2023-2A, Class A1R, (3-month USD CME Term SOFR
+ 1.35%)
5.022% 10/21/2035 (e)(f)(g)
|
|
9,630
|
9,590
|
|
BlackRock DLF X CLO, LP, Series 2025-2A, Class A, (3-month USD CME Term SOFR + 1.27%)
4.911%
11/21/2033 (e)(f)(g)
|
|
13,650
|
13,660
|
|
BlueMountain CLO XXXI, Ltd., Series 2021-31A, Class A1R, (3-month USD CME Term SOFR
+ 1.10%)
4.775% 4/19/2034 (e)(f)(g)
|
|
14,777
|
14,790
|
|
BlueMountain CLO XXXI, Ltd., Series 2021-31A, Class CR, (3-month USD CME Term SOFR
+ 1.85%)
5.525% 4/19/2034 (e)(f)(g)
|
|
2,491
|
2,461
|
|
Canyon Capital CLO, Ltd., Series 2021-1A, Class AR, (3-month USD CME Term SOFR + 1.05%)
4.723% 4/15/2034 (e)(f)(g)
|
|
10,000
|
10,008
|
|
Canyon Capital CLO, Ltd., Series 2021-2, Class D, (3-month USD CME Term SOFR + 3.612%)
7.285%
4/15/2034 (e)(f)(g)
|
|
923
|
921
|
|
Cerberus Loan Funding 53, LLC, CLO, Series 2025-4A, Class A, (3-month USD CME Term
SOFR +
1.48%) 5.153% 1/15/2038 (e)(f)(g)
|
|
5,000
|
5,004
|
|
CIFC Funding CLO, Ltd., Series 2023-2A, Class AR, (3-month USD CME Term SOFR + 1.13%)
4.802%
1/21/2037 (e)(f)(g)
|
|
23,466
|
23,494
|
|
CIFC Funding CLO, Ltd., Series 2023-2A, Class CR, (3-month USD CME Term SOFR + 1.65%)
5.322%
1/21/2037 (e)(f)(g)
|
|
1,771
|
1,763
|
|
Crown City CLO, Series 2022-4A, Class BR2, (3-month USD CME Term SOFR + 1.95%) 5.58%
4/20/2037 (e)(f)(g)
|
|
2,188
|
2,191
|
|
Dryden 37 Senior Loan Fund, CLO, Series 2015-37, Class AR, (3-month USD CME Term SOFR
+
1.362%) 5.035% 1/15/2031 (e)(f)(g)
|
|
222
|
222
|
|
Elevation CLO, Ltd., Series 2021-12A, Class C1R2, (3-month USD CME Term SOFR + 1.95%)
5.596%
4/20/2037 (e)(f)(g)
|
|
1,850
|
1,853
|
|
Elmwood CLO I, Ltd., Series 2019-1A, Class CR3, (3-month USD CME Term SOFR + 1.60%)
5.275%
4/20/2037 (e)(f)(g)
|
|
2,500
|
2,487
|
|
Flatiron CLO 28, Ltd., Series 2024-1A, Class A1R, (3-month USD CME Term SOFR + 1.08%)
4.753%
7/15/2036 (e)(f)(g)
|
|
20,997
|
21,010
|
|
Fortress Credit BSL IX, Ltd., CLO, Series 2020-1A, Class A1AR, (3-month USD CME Term
SOFR +
1.10%) 4.775% 10/20/2033 (e)(f)(g)
|
|
6,974
|
6,976
|
|
Fortress Credit BSL IX, Ltd., CLO, Series 2020-1A, Class CR, (3-month USD CME Term
SOFR + 1.40%)
5.075% 10/20/2033 (e)(f)(g)
|
|
2,490
|
2,492
|
|
Fortress Credit BSL IX, Ltd., CLO, Series 2020-1A, Class BR, (3-month USD CME Term
SOFR + 1.70%)
5.375% 10/20/2033 (e)(f)(g)
|
|
6,897
|
6,904
|
|
Fortress Credit BSL VIII, Ltd., CLO, Series 2019-2A, Class A1AR, (3-month USD CME
Term SOFR +
1.05%) 4.725% 10/20/2032 (e)(f)(g)
|
|
484
|
484
|
|
Fortress Credit BSL XV, Ltd., CLO, Series 2022-2, Class AR, (3-month USD CME Term
SOFR + 1.40%)
5.075% 10/18/2033 (e)(f)(g)
|
|
2,597
|
2,599
|
|
Fortress Credit BSL XV, Ltd., CLO, Series 2022-2, Class CR, (3-month USD CME Term
SOFR + 2.60%)
6.275% 10/18/2033 (e)(f)(g)
|
|
3,000
|
3,002
|
|
Fortress Credit BSL XVIII, Ltd., CLO, Series 2023-1A, Class A1R, (3-month USD CME
Term SOFR +
1.57%) 5.236% 4/23/2036 (e)(f)(g)
|
|
1,600
|
1,602
|
|
Fortress Credit BSL XVIII, Ltd., CLO, Series 2023-1A, Class BR, (3-month USD CME Term
SOFR +
1.85%) 5.516% 4/23/2036 (e)(f)(g)
|
|
408
|
408
|
|
Fortress Credit BSL XX, Ltd., CLO, Series 2023-3A, Class AR, (3-month USD CME Term
SOFR +
1.24%) 4.906% 1/23/2037 (e)(f)(g)
|
|
30,000
|
30,027
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Collateralized loan obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Fortress Credit BSL XX, Ltd., CLO, Series 2023-3A, Class CR, (3-month USD CME Term
SOFR +
1.75%) 5.416% 1/23/2037 (e)(f)(g)
|
|
USD726
|
$724
|
|
Galaxy 33 CLO, Ltd., Series 2024-33A, Class CR, (3-month USD CME Term SOFR + 2.05%)
5.723%
4/20/2037 (e)(f)(g)
|
|
717
|
721
|
|
Galaxy XXII CLO, Ltd., Series 2016-22A, Class BR4, (3-month USD CME Term SOFR + 1.40%)
5.28%
4/16/2034 (e)(f)(g)
|
|
1,227
|
1,227
|
|
GCRED BSL CLO 1, Series 2025-BSL1A, Class A1, (3-month USD CME Term SOFR + 1.05%)
4.714%
1/20/2034 (e)(f)(g)
|
|
15,000
|
14,997
|
|
GCRED BSL CLO 1, Series 2025-BSL1A, Class C, (3-month USD CME Term SOFR + 1.70%) 5.364%
1/20/2034 (e)(f)(g)
|
|
904
|
903
|
|
Goldentree Loan Management US CLO 18, Ltd., Series 2023-18A, Class BR, (3-month USD
CME
Term SOFR + 1.50%) 5.175% 1/20/2037 (e)(f)(g)
|
|
2,005
|
2,012
|
|
Goldentree Loan Management US CLO 18, Ltd., Series 2023-18A, Class CR, (3-month USD
CME
Term SOFR + 1.70%) 5.375% 1/20/2037 (e)(f)(g)
|
|
2,073
|
2,075
|
|
Goldentree Loan Management US CLO 18, Ltd., Series 2023-18A, Class DR, (3-month USD
CME
Term SOFR + 2.55%) 6.225% 1/20/2037 (e)(f)(g)
|
|
2,961
|
2,980
|
|
Golub Capital Partners CLO 44M, Ltd., Series 2019-44A, Class A1R, (3-month USD CME
Term SOFR
+ 1.57%) 5.245% 10/21/2038 (e)(f)(g)
|
|
3,500
|
3,501
|
|
Golub Capital Partners CLO, Ltd., Series 2022-60A, Class CR2, (3-month USD CME Term
SOFR +
1.75%) 5.373% 10/25/2034 (e)(f)(g)
|
|
1,583
|
1,584
|
|
Harvest US CLO, Ltd., Series 2023-1A, Class BR, (3-month USD CME Term SOFR + 1.55%)
5.223%
1/15/2037 (e)(f)(g)
|
|
2,500
|
2,503
|
|
Harvest US CLO, Ltd., Series 2023-1A, Class CR, (3-month USD CME Term SOFR + 1.75%)
5.423%
1/15/2037 (e)(f)(g)
|
|
1,483
|
1,472
|
|
ICG US CLO, Ltd., Series 2016-1A, Class BR3, (3-month USD CME Term SOFR + 1.95%) 5.619%
4/29/2034 (e)(f)(g)
|
|
5,338
|
5,323
|
|
Jamestown CLO XI, Ltd., Series 2018-11, Class A2, (3-month USD CME Term SOFR + 1.962%)
5.631% 7/14/2031 (e)(f)(g)
|
|
500
|
501
|
|
Jamestown CLO XIV, Ltd., Series 2019-14A, Class A1RR, (3-month USD CME Term SOFR +
1.04%)
4.715% 10/20/2034 (e)(f)(g)
|
|
14,089
|
14,092
|
|
KKR CLO, Ltd., Series 21, Class A, (3-month USD CME Term SOFR + 1.262%) 4.935%
4/15/2031 (e)(f)(g)
|
|
101
|
101
|
|
Magnetite XXII, Ltd., CLO, Series 2019-22, Class ARR, (3-month USD CME Term SOFR +
1.25%)
4.923% 7/15/2036 (e)(f)(g)
|
|
4,618
|
4,621
|
|
Marble Point CLO XV, Ltd., Series 2019-1A, Class A1R2, (3-month USD CME Term SOFR
+ 1.04%)
4.706% 7/23/2032 (e)(f)(g)
|
|
8,652
|
8,652
|
|
Marble Point CLO XXIV, Ltd., Series 2022-1A, Class C1R, (3-month USD CME Term SOFR
+ 1.70%)
5.375% 4/20/2035 (e)(f)(g)
|
|
2,159
|
2,162
|
|
Neuberger Berman Loan Advisers CLO 50, Ltd., Series 2022-50A, Class CR2, (3-month
USD CME
Term SOFR + 1.55%) 5.216% 7/23/2036 (e)(f)(g)
|
|
3,000
|
2,992
|
|
Ocean Trails CLO XI, Ltd., Series 2021-11A, Class DR, (3-month USD CME Term SOFR +
3.10%)
6.775% 7/20/2034 (e)(f)(g)
|
|
3,000
|
2,879
|
|
Palmer Square CLO, Ltd., Series 2018-2AR, Class BR2, (3-month USD CME Term SOFR +
1.90%)
5.542% 4/16/2037 (e)(f)(g)
|
|
1,600
|
1,601
|
|
Palmer Square Loan Funding, Ltd., CLO, Series 2022-4A, Class A1RN, (3-month USD CME
Term
SOFR + 1.00%) 4.667% 7/24/2031 (e)(f)(g)
|
|
1,274
|
1,275
|
|
Palmer Square Loan Funding, Ltd., CLO, Series 2022-4A, Class A2R, (3-month USD CME
Term SOFR
+ 1.30%) 4.967% 7/24/2031 (e)(f)(g)
|
|
7,111
|
7,113
|
|
Palmer Square Loan Funding, Ltd., CLO, Series 2022-4A, Class CR, (3-month USD CME
Term SOFR +
2.40%) 6.067% 7/24/2031 (e)(f)(g)
|
|
1,429
|
1,434
|
|
Palmer Square Loan Funding, Ltd., CLO, Series 2024-3A, Class CR, (3-month USD CME
Term SOFR +
1.85%) 5.50% 8/8/2032 (e)(f)(g)
|
|
300
|
299
|
|
Palmer Square Loan Funding, Ltd., CLO, Series 2024-2A, Class A1R, (3-month USD CME
Term SOFR
+ 0.82%) 4.493% 1/15/2033 (e)(f)(g)
|
|
3,171
|
3,173
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Collateralized loan obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Palmer Square Loan Funding, Ltd., CLO, Series 2024-2A, Class CR, (3-month USD CME
Term SOFR +
1.95%) 5.623% 1/15/2033 (e)(f)(g)
|
|
USD1,500
|
$1,502
|
|
Parallel, Ltd., CLO, Series 2023-1A, Class A1R, (3-month USD CME Term SOFR + 1.39%)
5.065%
7/20/2036 (e)(f)(g)
|
|
14,000
|
14,016
|
|
Parallel, Ltd., CLO, Series 2023-1A, Class BR, (3-month USD CME Term SOFR + 2.05%)
5.725%
7/20/2036 (e)(f)(g)
|
|
1,636
|
1,625
|
|
Post CLO, Ltd., Series 2022-1A, Class CR, (3-month USD CME Term SOFR + 1.70%) 5.375%
4/20/2035 (e)(f)(g)
|
|
2,500
|
2,504
|
|
Signal Peak CLO, LLC, Series 2018-5A, Class CR2, (3-month USD CME Term SOFR + 1.95%)
5.581%
4/25/2037 (e)(f)(g)
|
|
2,000
|
2,003
|
|
Sixth Street CLO XVI, Ltd., Series 2018-11A, Class CR2, (3-month USD CME Term SOFR
+ 1.85%)
5.504% 4/25/2037 (e)(f)(g)
|
|
2,000
|
2,004
|
|
Sound Point CLO XXIII, Ltd., Series 2019-2, Class CR, (3-month USD CME Term SOFR +
2.616%)
6.185% 7/15/2034 (e)(f)(g)
|
|
1,600
|
1,602
|
|
Sound Point CLO XXXIII, Ltd., Series 2022-1A, Class AR, (3-month USD CME Term SOFR
+ 1.10%)
4.767% 4/20/2035 (e)(f)(g)
|
|
7,306
|
7,309
|
|
Sounds Point CLO IV-R, Ltd., Series 2013-3R, Class A, (3-month USD CME Term SOFR +
1.412%)
5.087% 4/18/2031 (e)(f)(g)
|
|
74
|
74
|
|
Sounds Point CLO IV-R, Ltd., Series 2013-3R, Class C, (3-month USD CME Term SOFR +
2.512%)
6.187% 4/18/2031 (e)(f)(g)
|
|
800
|
803
|
|
Steele Creek CLO, Ltd., Series 2019-1A, Class ARR, (3-month USD CME Term SOFR + 1.04%)
4.713%
4/15/2032 (e)(f)(g)
|
|
4,130
|
4,131
|
|
Steele Creek CLO, Ltd., Series 2019-1A, Class DRR, (3-month USD CME Term SOFR + 3.00%)
6.673%
4/15/2032 (e)(f)(g)
|
|
2,000
|
1,997
|
|
Steele Creek CLO, Ltd., Series 2019-2A, Class ARR, (3-month USD CME Term SOFR + 1.00%)
4.673%
7/15/2032 (e)(f)(g)
|
|
6,802
|
6,799
|
|
Sycamore Tree CLO, Ltd., Series 2023-2A, Class BR2, (3-month USD CME Term SOFR + 1.65%)
5.325% 1/20/2037 (e)(f)(g)
|
|
1,000
|
1,002
|
|
Sycamore Tree CLO, Ltd., Series 2023-2A, Class CR2, (3-month USD CME Term SOFR + 2.10%)
5.775% 1/20/2037 (e)(f)(g)
|
|
2,000
|
2,004
|
|
Symphony CLO, Ltd., Series 2024-42A, Class CR, (3-month USD CME Term SOFR + 1.80%)
5.428%
4/17/2037 (e)(f)(g)
|
|
917
|
918
|
|
TCW CLO AMR, Ltd., Series 2019-1A, Class CR, (3-month USD CME Term SOFR + 2.762%)
6.411%
8/16/2034 (e)(f)(g)
|
|
1,000
|
998
|
|
TCW CLO AMR, Ltd., Series 2019-1A, Class DR, (3-month USD CME Term SOFR + 3.932%)
7.581%
8/16/2034 (e)(f)(g)
|
|
1,500
|
1,455
|
|
Thompson Park CLO, Ltd., Series 2021-1A, Class A1R, (3-month USD CME Term SOFR + 1.05%)
4.723% 4/15/2034 (e)(f)(g)
|
|
12,917
|
12,920
|
|
Thompson Park CLO, Ltd., Series 2021-1A, Class CR, (3-month USD CME Term SOFR + 1.90%)
5.573% 4/15/2034 (e)(f)(g)
|
|
2,000
|
2,002
|
|
Thompson Park CLO, Ltd., Series 2021-1A, Class DR, (3-month USD CME Term SOFR + 2.70%)
6.373% 4/15/2034 (e)(f)(g)
|
|
2,000
|
1,927
|
|
Trimaran Cavu, Ltd., CLO, Series 2021-2A, Class CR, (3-month USD CME Term SOFR + 1.80%)
5.467% 10/25/2034 (e)(f)(g)
|
|
2,098
|
2,101
|
|
Trinitas CLO XII, Ltd., Series 2020-12A, Class A1R2, (3-month USD CME Term SOFR +
1.05%) 4.718%
4/25/2033 (e)(f)(g)
|
|
9,333
|
9,332
|
|
Trinitas CLO XII, Ltd., Series 2020-12A, Class B1R2, (3-month USD CME Term SOFR +
1.55%) 5.217%
4/25/2033 (e)(f)(g)
|
|
1,318
|
1,319
|
|
Trinitas CLO XII, Ltd., Series 2020-12A, Class CR2, (3-month USD CME Term SOFR + 1.80%)
5.467%
4/25/2033 (e)(f)(g)
|
|
818
|
816
|
|
Trinitas CLO XVII, Ltd., Series 2021-17A, Class CR, (3-month USD CME Term SOFR + 2.00%)
5.675%
10/20/2034 (e)(f)(g)
|
|
4,229
|
4,236
|
|
Valley Stream Park CLO, Ltd., Series 2022-1A, Class ARR, (3-month USD CME Term SOFR
+ 1.19%)
4.865% 1/20/2037 (e)(f)(g)
|
|
13,000
|
13,006
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Collateralized loan obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Vibrant CLO IX-R, Ltd., Series 2018-9RA, Class B, (3-month USD CME Term SOFR + 1.60%)
5.275%
4/20/2037 (e)(f)(g)
|
|
USD2,893
|
$2,896
|
|
Vibrant CLO IX-R, Ltd., Series 2018-9RA, Class C1, (3-month USD CME Term SOFR + 1.82%)
5.495%
4/20/2037 (e)(f)(g)
|
|
543
|
537
|
|
Vibrant CLO XII, Ltd., Series 2021-12A, Class A2RR, (3-month USD CME Term SOFR + 1.65%)
5.325%
4/20/2034 (e)(f)(g)
|
|
5,000
|
5,005
|
|
Vibrant CLO, Ltd., Series 2023-16A, Class A1A2, (3-month USD CME Term SOFR + 1.25%)
4.896%
7/15/2036 (e)(f)(g)
|
|
12,390
|
12,393
|
|
Vibrant CLO, Ltd., Series 2023-16A, Class BR2, (3-month USD CME Term SOFR + 1.90%)
5.546%
7/15/2036 (e)(f)(g)
|
|
2,000
|
2,001
|
|
Whetstone Park CLO, Ltd., Series 2021-1A, Class CR, (3-month USD CME Term SOFR + 1.70%)
5.375% 1/20/2035 (e)(f)(g)
|
|
2,222
|
2,215
|
|
Wind River CLO, Ltd., Series 14-3, Class CR2, (3-month USD CME Term SOFR + 2.562%)
6.225%
10/22/2031 (e)(f)(g)
|
|
250
|
252
|
|
Wind River CLO, Ltd., Series 2021-2A, Class CR, (3-month USD CME Term SOFR + 2.00%)
5.675%
7/20/2034 (e)(f)(g)
|
|
3,077
|
3,080
|
|
Wind River CLO, Ltd., Series 2022-1AR, Class CRR, (3-month USD CME Term SOFR + 2.05%)
5.688%
7/20/2035 (e)(f)(g)
|
|
500
|
501
|
|
|
|
|
497,857
|
|
Credit card 1.17%
|
|
|
|
|
American Express Credit Account Master Trust, Series 2024-1, Class A, 5.23% 4/15/2029
(e)
|
|
2,000
|
2,022
|
|
American Express Credit Account Master Trust, Series 2023-2, Class A, 4.80% 5/15/2030
(e)
|
|
3,000
|
3,033
|
|
Avant Credit Card Master Trust, Series 2024-2A, Class A, 5.38% 5/15/2029 (e)(g)
|
|
33,686
|
33,743
|
|
Bank of America Credit Card Trust, Series 2023-A2, Class A2, 4.98% 11/15/2028 (e)
|
|
7,806
|
7,845
|
|
Bank of America Credit Card Trust, Series 2024-A1, Class A, 4.93% 5/15/2029 (e)
|
|
14,833
|
14,965
|
|
Barclays Dryrock Issuance Trust, Series 2025-1, Class A, 3.97% 7/15/2031 (e)
|
|
35,124
|
34,921
|
|
Chase Issuance Trust, Series 2023-A1, Class A, 5.16% 9/15/2028 (e)
|
|
5,000
|
5,018
|
|
Chase Issuance Trust, Series 2024-A1, Class A, 4.60% 1/15/2029 (e)
|
|
14,965
|
15,026
|
|
Evergreen Credit Card Trust, Series 2025-CRT5, Class B, 5.24% 5/15/2029 (e)(g)
|
|
1,065
|
1,073
|
|
Evergreen Credit Card Trust, Series 2025-CRT5, Class C, 5.53% 5/15/2029 (e)(g)
|
|
292
|
294
|
|
First National Master Note Trust, Series 2023-2, Class A, 5.77% 9/15/2029 (e)
|
|
8,022
|
8,062
|
|
First National Master Note Trust, Series 2025-1, Class A, 4.85% 2/15/2030 (e)
|
|
13,375
|
13,497
|
|
First National Master Note Trust, Series 2024-1, Class A, 5.34% 5/15/2030 (e)
|
|
6,751
|
6,827
|
|
Imprint Payments Credit Card Master Trust, Series 2025-A, Class A, 4.84% 9/15/2029
(e)(g)
|
|
20,026
|
19,955
|
|
Imprint Payments Credit Card Master Trust, Series 2025-A, Class B, 5.24% 9/15/2029
(e)(g)
|
|
1,288
|
1,283
|
|
Imprint Payments Credit Card Master Trust, Series 2025-A, Class C, 5.48% 9/15/2029
(e)(g)
|
|
998
|
996
|
|
Imprint Payments Credit Card Master Trust, Series 2025-A, Class D, 5.82% 9/15/2029
(e)(g)
|
|
1,202
|
1,200
|
|
Mission Lane Credit Card Master Trust, Series 2025-C, Class A, 4.78% 12/16/2030 (e)(g)
|
|
7,738
|
7,739
|
|
Mission Lane Credit Card Master Trust, Series 2025-C, Class C, 5.37% 12/16/2030 (e)(g)
|
|
753
|
752
|
|
Mission Lane Credit Card Master Trust, Series 2025-C, Class D, 5.71% 12/16/2030 (e)(g)
|
|
607
|
607
|
|
Mission Lane Credit Card Master Trust, Series 2025-B, Class A, 5.06% 9/15/2031 (e)(g)
|
|
11,884
|
11,889
|
|
Mission Lane Credit Card Master Trust, Series 2025-B, Class C, 5.41% 9/15/2031 (e)(g)
|
|
394
|
391
|
|
Mission Lane Credit Card Master Trust, Series 2025-B, Class D, 5.80% 9/15/2031 (e)(g)
|
|
805
|
801
|
|
Mission Lane Credit Card Master Trust, Series 2026-A, Class A, 4.95% 7/15/2032 (e)(g)
|
|
18,441
|
18,408
|
|
Mission Lane Credit Card Master Trust, Series 2026-A, Class B, 5.34% 7/15/2032 (e)(g)
|
|
661
|
660
|
|
Mission Lane Credit Card Master Trust, Series 2026-A, Class C, 5.69% 7/15/2032 (e)(g)
|
|
650
|
651
|
|
Mission Lane Credit Card Master Trust, Series 2026-A, Class D, 6.27% 7/15/2032 (e)(g)
|
|
212
|
213
|
|
Synchrony Card Issuance Trust, Series 2023-A, Class A, 5.54% 7/15/2029 (e)
|
|
20,672
|
20,712
|
|
Synchrony Card Issuance Trust, Series 2023-A2, Class A, 5.74% 10/15/2029 (e)
|
|
5,977
|
6,015
|
|
Synchrony Card Issuance Trust, Series 2024-A2, Class A, 4.93% 7/15/2030 (e)
|
|
12,285
|
12,389
|
|
Synchrony Card Issuance Trust, Series 2025-A1, Class A, 4.78% 2/15/2031 (e)
|
|
11,616
|
11,720
|
|
Synchrony Card Issuance Trust, Series 2025-A2, Class A, 4.49% 5/15/2031 (e)
|
|
17,525
|
17,573
|
|
Synchrony Card Issuance Trust, Series 2025-A3, Class A, 4.06% 11/15/2031 (e)
|
|
24,999
|
24,827
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Credit card (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
World Financial Network Credit Card Master Trust, Series 2024-A, Class A, 5.47% 2/15/2031
(e)
|
|
USD8,630
|
$8,726
|
|
World Financial Network Credit Card Master Trust, Series 2024-B, Class A, 4.62% 5/15/2031
(e)
|
|
21,381
|
21,472
|
|
|
|
|
335,305
|
|
Student loan 0.32%
|
|
|
|
|
Navient Education Loan Trust, Series 2025-A, Class A, 5.02% 7/15/2055 (e)(g)
|
|
2,548
|
2,563
|
|
Navient Student Loan Trust, Series 2021-A, Class A, 0.84% 5/15/2069 (e)(g)
|
|
849
|
776
|
|
Navient Student Loan Trust, Series 2021-CA, Class A, 1.06% 10/15/2069 (e)(g)
|
|
2,994
|
2,722
|
|
Navient Student Loan Trust, Series 2021-G, Class A, 1.58% 4/15/2070 (e)(g)
|
|
9,146
|
8,221
|
|
Nelnet Student Loan Trust, Series 2025-AA, Class A1A, 5.07% 3/15/2057 (e)(g)
|
|
12,690
|
12,707
|
|
Nelnet Student Loan Trust, Series 2026-A, Class B, 4.78% 2/21/2061 (e)(g)
|
|
1,570
|
1,554
|
|
Nelnet Student Loan Trust, Series 2026-A, Class C, 5.34% 2/21/2061 (e)(g)
|
|
1,465
|
1,420
|
|
Nelnet Student Loan Trust, Series 2026-A, Class D, 5.84% 2/21/2061 (e)(g)
|
|
836
|
814
|
|
Nelnet Student Loan Trust, Series 2021-CA, Class AFX, 1.32% 4/20/2062 (e)(g)
|
|
11,503
|
10,844
|
|
Nelnet Student Loan Trust, Series 2021-A, Class APT1, 1.36% 4/20/2062 (e)(g)
|
|
9,279
|
8,852
|
|
Nelnet Student Loan Trust, Series 2021-B, Class AFX, 1.42% 4/20/2062 (e)(g)
|
|
26,625
|
25,319
|
|
Nelnet Student Loan Trust, Series 2021-CA, Class AFL, (1-month USD CME Term SOFR +
0.854%)
4.457% 4/20/2062 (e)(f)(g)
|
|
8,720
|
8,683
|
|
Prodigy Finance DAC, Series 2021-1A, Class A, (1-month USD CME Term SOFR + 1.364%)
4.949%
7/25/2051 (e)(f)(g)
|
|
833
|
832
|
|
SMB Private Education Loan Trust, Series 2023-C, Class A1B, (30-day Average USD-SOFR
+ 1.55%)
5.193% 11/15/2052 (e)(f)(g)
|
|
1,562
|
1,579
|
|
SMB Private Education Loan Trust, Series 2021-A, Class APT2, 1.07% 1/15/2053 (e)(g)
|
|
3,958
|
3,638
|
|
|
|
|
90,524
|
|
Home equity 0.00%
|
|
|
|
|
Option One Mortgage Loan Trust, Series 2007-FXD2, Class IIA6, 5.68% 3/25/2037 (e)
|
|
125
|
115
|
|
Option One Mortgage Loan Trust, Series 2007-FXD2, Class IIA3, 5.715% 3/25/2037 (e)
|
|
1,323
|
1,235
|
|
|
|
|
1,350
|
|
Total asset-backed obligations
|
|
|
4,833,719
|
|
Bonds & notes of governments & government agencies outside the U.S. 0.86%
Canada 0.37%
|
|
|
|
|
CPPIB Capital, Inc. 0.875% 9/9/2026 (g)
|
|
12,181
|
12,085
|
|
OMERS Finance Trust 3.50% 4/19/2032 (g)
|
|
2,494
|
2,372
|
|
Ontario (Province of) 3.90% 9/4/2030
|
|
11,449
|
11,297
|
|
Ontario (Province of) 4.05% 4/16/2031
|
|
335
|
332
|
|
Ontario Teachers’ Finance Trust 0.875% 9/21/2026 (g)
|
|
23,131
|
22,928
|
|
Ontario Teachers’ Finance Trust 3.00% 4/13/2027 (g)
|
|
31,138
|
30,874
|
|
Ontario Teachers’ Finance Trust 2.00% 4/16/2031 (g)
|
|
5,070
|
4,557
|
|
PSP Capital, Inc. 1.625% 10/26/2028 (g)
|
|
12,052
|
11,379
|
|
Saskatchewan (Province of) 3.25% 6/8/2027
|
|
10,528
|
10,446
|
|
|
|
|
106,270
|
|
Saudi Arabia 0.21%
|
|
|
|
|
Saudi Arabia (Kingdom of) 4.125% 1/12/2029 (g)
|
|
9,934
|
9,842
|
|
Saudi Arabia (Kingdom of) 4.25% 9/9/2030 (g)
|
|
32,255
|
31,784
|
|
Saudi Arabia (Kingdom of) 4.375% 1/12/2031 (g)
|
|
10,000
|
9,871
|
|
Saudi Arabia (Kingdom of) 4.875% 1/12/2036 (g)
|
|
9,776
|
9,668
|
|
|
|
|
61,165
|
|
Bonds, notes & other debt instruments (continued)
Bonds & notes of governments & government agencies outside the U.S. (continued)
Supra National 0.10%
|
|
Principal amount
(000)
|
Value
(000)
|
|
Asian Development Bank 2.50% 11/2/2027
|
|
USD2,662
|
$2,608
|
|
Corporacion Andina de Fomento 5.00% 1/24/2029
|
|
9,569
|
9,753
|
|
European Investment Bank 0.75% 10/26/2026
|
|
10,357
|
10,230
|
|
European Investment Bank 4.00% 2/15/2029
|
|
6,061
|
6,054
|
|
Inter-American Development Bank 1.125% 7/20/2028
|
|
1
|
1
|
|
|
|
|
28,646
|
|
Kuwait 0.06%
|
|
|
|
|
Kuwait (State of) 4.016% 10/9/2028 (g)
|
|
16,750
|
16,566
|
|
Mexico 0.05%
|
|
|
|
|
United Mexican States 6.00% 5/13/2030
|
|
3,205
|
3,309
|
|
United Mexican States 6.00% 5/7/2036
|
|
10,000
|
9,995
|
|
|
|
|
13,304
|
|
Japan 0.05%
|
|
|
|
|
Development Bank of Japan, Inc. 1.25% 10/20/2026 (g)
|
|
6,158
|
6,095
|
|
Development Bank of Japan, Inc. 1.75% 10/20/2031 (g)
|
|
2,296
|
2,007
|
|
Japan Bank for International Cooperation 1.875% 4/15/2031
|
|
4,918
|
4,400
|
|
|
|
|
12,502
|
|
Chile 0.02%
|
|
|
|
|
Chile (Republic of) 4.85% 1/22/2029
|
|
6,575
|
6,644
|
|
Total bonds & notes of governments & government agencies outside the U.S.
|
|
|
245,097
|
|
Municipals 0.11%
California 0.04%
|
|
|
|
|
Golden State Tobacco Securitization Corp., Enhanced Tobacco Settlement Asset-Backed
Bonds, Series 2021-A-1,
2.532% 6/1/2028
|
11,085
|
10,647
|
|
|
Florida 0.02%
|
|
|
|
|
Board of Administration Fin. Corp., Rev. Bonds, Series 2020-A, 1.705% 7/1/2027
|
3,785
|
3,690
|
|
|
Board of Administration Fin. Corp., Rev. Bonds, Series 2020-A, 2.154% 7/1/2030
|
3,805
|
3,478
|
|
|
|
|
|
7,168
|
|
New York 0.05%
|
|
|
|
|
Dormitory Auth., Taxable State Personal Income Tax Rev. Bonds (General Purpose), Series
2021-C, 1.748%
3/15/2028 (escrowed to maturity)
|
15,255
|
14,622
|
|
|
Total municipals
|
|
|
32,437
|
|
Federal agency bonds & notes 0.07%
|
|
|
|
|
Fannie Mae 0.875% 8/5/2030 (a)
|
21,412
|
18,779
|
|
|
Tennessee Valley Authority 3.875% 3/15/2028
|
450
|
449
|
|
|
|
|
|
19,228
|
|
Loans 0.02%
Asset backed obligations 0.02%
|
|
|
|
|
Amergin Asset Management, LLC, Term Loan A, (1-month USD CME Term SOFR + 2.50%) 6.146%
11/21/2027 (f)(g)(l)
|
5,896
|
5,874
|
|
|
Total bonds, notes & other debt instruments (cost: $26,595,812,000)
|
|
|
26,435,535
|
|
Preferred securities 0.01%
Financials 0.01%
|
|
Shares
|
Value
(000)
|
|
CoBank, ACB, Class E, 0% perpetual, noncumulative preferred shares (f)(g)
|
4,000
|
$3,160
|
|
|
Total preferred securities (cost: $3,985,000)
|
|
|
3,160
|
|
Short-term securities 12.23%
Money market investments 12.23%
|
|
|
|
|
Capital Group Central Cash Fund 3.67% (m)(n)
|
35,055,751
|
3,505,225
|
|
|
Total short-term securities (cost: $3,505,151,000)
|
|
|
3,505,225
|
|
Options purchased (equity style) 0.01%
|
|
|
|
|
Options purchased (equity style)*
|
|
|
2,884
|
|
Total options purchased (equity style) (cost: $2,519,000)
|
|
|
2,884
|
|
Total investment securities 104.50% (cost: $30,107,467,000)
|
|
|
29,946,804
|
|
Total options written (equity style) † (0.02)% (premium received: $3,811,000)
|
|
|
(4,000
)
|
|
Other assets less liabilities (4.48)%
|
|
|
(1,285,227
)
|
|
Net assets 100.00%
|
|
|
$28,657,577
|
|
Description
|
Number of
contracts
|
Expiration
date
|
Exercise
price
|
Notional
amount
(000)
|
Value at
5/31/2026
(000)
|
|
Call
|
|
|
|
|
|
|
3 Month SOFR Futures Option
|
699
|
12/11/2026
|
USD98.00
|
USD174,750
|
$35
|
|
Put
|
|
|
|
|
|
|
3 Month SOFR Futures Option
|
1,325
|
12/11/2026
|
USD97.00
|
USD331,250
|
$2,849
|
|
|
|
|
|
|
$2,884
|
|
Description
|
Number of
contracts
|
Expiration
date
|
Exercise
price
|
Notional
amount
(000)
|
Value at
5/31/2026
(000)
|
|
Put
|
|
|
|
|
|
|
3 Month SOFR Futures Option
|
1,365
|
12/11/2026
|
USD96.06
|
USD(341,250
)
|
$(572
)
|
|
3 Month SOFR Futures Option
|
2,650
|
12/11/2026
|
96.63
|
(662,500
)
|
(3,428
)
|
|
|
|
|
|
|
$(4,000
)
|
|
Contracts
|
Type
|
Number of
contracts
|
Expiration
date
|
Notional
amount
(000)
|
Value and
unrealized
appreciation
(depreciation)
at 5/31/2026
(000)
|
|
3 Month SOFR Futures
|
Long
|
285
|
9/16/2026
|
USD68,639
|
$(322
)
|
|
3 Month SOFR Futures
|
Long
|
31,225
|
3/17/2027
|
7,507,271
|
(10,692
)
|
|
2 Year U.S. Treasury Note Futures
|
Long
|
38,964
|
10/5/2026
|
8,048,501
|
10,355
|
|
5 Year U.S. Treasury Note Futures
|
Long
|
34,029
|
10/5/2026
|
3,648,281
|
16,672
|
|
10 Year U.S. Treasury Note Futures
|
Long
|
1,544
|
9/30/2026
|
169,575
|
754
|
|
10 Year Ultra U.S. Treasury Note Futures
|
Short
|
8,599
|
9/30/2026
|
(963,760
)
|
(9,979
)
|
|
20 Year U.S. Treasury Bond Futures
|
Long
|
663
|
9/30/2026
|
74,401
|
1,155
|
|
30 Year Ultra U.S. Treasury Bond Futures
|
Long
|
668
|
9/30/2026
|
76,423
|
1,612
|
|
|
|
|
|
|
$9,555
|
|
Receive
|
Pay
|
Expiration
date
|
Notional
amount
(000)
|
Value at
5/31/2026
(000)
|
Upfront
premium
paid
(received)
(000)
|
Unrealized
appreciation
(depreciation)
at 5/31/2026
(000)
|
||
|
Rate
|
Payment
frequency
|
Rate
|
Payment
frequency
|
|||||
|
SOFR
|
Annual
|
3.848%
|
Annual
|
11/15/2026
|
USD9,885
|
$(4
)
|
$—
|
$(4
)
|
|
U.S. Urban CPI
|
At maturity
|
3.31%
|
At maturity
|
5/13/2027
|
22,835
|
20
|
—
|
20
|
|
U.S. Urban CPI
|
At maturity
|
2.99%
|
At maturity
|
5/29/2027
|
22,836
|
25
|
—
|
25
|
|
2.801%
|
At maturity
|
U.S. Urban CPI
|
At maturity
|
5/6/2031
|
34,682
|
112
|
—
|
112
|
|
2.7585%
|
At maturity
|
U.S. Urban CPI
|
At maturity
|
5/6/2031
|
34,682
|
43
|
—
|
43
|
|
3.43574%
|
Annual
|
SOFR
|
Annual
|
6/17/2031
|
34,707
|
(687
)
|
—
|
(687
)
|
|
SOFR
|
Annual
|
3.61832%
|
Annual
|
1/31/2033
|
28,000
|
494
|
—
|
494
|
|
SOFR
|
Annual
|
3.67958%
|
Annual
|
1/31/2033
|
28,100
|
396
|
—
|
396
|
|
SOFR
|
Annual
|
3.7315%
|
Annual
|
3/25/2033
|
89,419
|
1,057
|
—
|
1,057
|
|
SOFR
|
Annual
|
3.739%
|
Annual
|
3/25/2033
|
42,118
|
479
|
—
|
479
|
|
SOFR
|
Annual
|
3.7655%
|
Annual
|
3/26/2033
|
52,809
|
519
|
—
|
519
|
|
SOFR
|
Annual
|
3.788%
|
Annual
|
3/26/2033
|
31,750
|
269
|
—
|
269
|
|
SOFR
|
Annual
|
3.793%
|
Annual
|
3/26/2033
|
15,810
|
129
|
—
|
129
|
|
SOFR
|
Annual
|
3.8105%
|
Annual
|
3/30/2033
|
52,809
|
377
|
—
|
377
|
|
SOFR
|
Annual
|
3.8175%
|
Annual
|
3/31/2033
|
21,189
|
143
|
—
|
143
|
|
SOFR
|
Annual
|
4.15%
|
Annual
|
5/15/2033
|
7,790
|
(102
)
|
—
|
(102
)
|
|
4.0135%
|
Annual
|
SOFR
|
Annual
|
8/21/2033
|
7,300
|
32
|
—
|
32
|
|
SOFR
|
Annual
|
3.6038%
|
Annual
|
1/8/2034
|
23,050
|
537
|
—
|
537
|
|
SOFR
|
Annual
|
3.66593%
|
Annual
|
11/3/2035
|
65,635
|
1,850
|
—
|
1,850
|
|
SOFR
|
Annual
|
3.73632%
|
Annual
|
6/17/2036
|
38,706
|
992
|
—
|
992
|
|
SOFR
|
Annual
|
3.41%
|
Annual
|
7/28/2045
|
233,400
|
27,000
|
—
|
27,000
|
|
SOFR
|
Annual
|
3.045%
|
Annual
|
7/27/2050
|
5,800
|
1,099
|
—
|
1,099
|
|
4.07464%
|
Annual
|
SOFR
|
Annual
|
6/17/2056
|
9,715
|
(311
)
|
—
|
(311
)
|
|
|
|
|
|
|
|
$34,469
|
$—
|
$34,469
|
|
Reference
index
|
Financing
rate paid
|
Payment
frequency
|
Expiration
date
|
Notional
amount
(000)
|
Value at
5/31/2026
(000)
|
Upfront
premium
paid
(received)
(000)
|
Unrealized
appreciation
(depreciation)
at 5/31/2026
(000)
|
|
CDX.NA.IG.46
|
1.00%
|
Quarterly
|
6/20/2031
|
USD255,709
|
$(5,755
)
|
$(4,300
)
|
$(1,455
)
|
|
|
Value at
9/1/2025
(000)
|
Additions
(000)
|
Reductions
(000)
|
Net
realized
gain (loss)
(000)
|
Net
unrealized
appreciation
(depreciation)
(000)
|
Value at
5/31/2026
(000)
|
Dividend
or interest
income
(000)
|
|
Short-term securities 12.23%
|
|||||||
|
Money market investments 12.23%
|
|
|
|
|
|
|
|
|
Capital Group Central Cash Fund 3.67% (m)
|
$3,025,612
|
$7,783,938
|
$7,304,109
|
$318
|
$(534
)
|
$3,505,225
|
$79,234
|
|
(a)
|
All or a portion of this security was pledged as collateral. At period end, the total
value of securities pledged was $162,068,000, which represented 0.57%
of the net assets of the fund.
|
|
(b)
|
All or a portion of this security was on loan.
|
|
(c)
|
Amount less than one thousand.
|
|
(d)
|
Index-linked bond whose principal amount moves with a government price index.
|
|
(e)
|
Principal payments may be made periodically. Therefore, the effective maturity date
may be earlier than the stated maturity date.
|
|
(f)
|
Coupon rate may change periodically. Reference rate and spread are as of the most
recent information available. Some coupon rates are determined by the
issuer or agent based on current market conditions; therefore, the reference rate
and spread are not available.
|
|
(g)
|
Acquired in a transaction exempt from registration under Rule 144A or, for commercial
paper, Section 4(a)(2) of the Securities Act of 1933. May be resold in
the U.S. in transactions exempt from registration, normally to qualified institutional
buyers. The total value of all such securities was $7,209,752,000, which
represented 25.16% of the net assets of the fund.
|
|
(h)
|
Represents securities transacted on a TBA basis.
|
|
(i)
|
Step bond; coupon rate may change at a later date.
|
|
(j)
|
Scheduled interest and/or principal payment was not received.
|
|
(k)
|
Value determined using significant unobservable inputs.
|
|
(l)
|
Loan participations and assignments; may be subject to legal or contractual restrictions
on resale.
|
|
(m)
|
Rate represents the seven-day yield at 5/31/2026.
|
|
(n)
|
Affiliate of the fund or part of the same “group of investment companies“ as the fund, as defined under the Investment Company Act of 1940, as amended.
|
|
Fixed-income class
|
Examples of standard inputs
|
|
All
|
Benchmark yields, transactions, bids, offers, quotations from dealers and
trading systems, new issues, spreads and other relationships observed in
the markets among comparable securities; and proprietary pricing
models such as yield measures calculated using factors such as cash flows,
financial or collateral performance and other reference data (collectively
referred to as “standard inputs”)
|
|
Corporate bonds, notes & loans; convertible securities
|
Standard inputs and underlying equity of the issuer
|
|
Bonds & notes of governments & government agencies
|
Standard inputs and interest rate volatilities
|
|
Mortgage-backed; asset-backed obligations
|
Standard inputs and cash flows, prepayment information, default rates,
delinquency and loss assumptions, collateral characteristics, credit
enhancements and specific deal information
|
|
Municipal securities
|
Standard inputs and, for certain distressed securities, cash flows or
liquidation values using a net present value calculation based on inputs
that include, but are not limited to, financial statements and debt contracts
|
|
|
Investment securities
|
|||
|
|
Level 1
|
Level 2
|
Level 3
|
Total
|
|
Assets:
|
|
|
|
|
|
Bonds, notes & other debt instruments:
|
|
|
|
|
|
U.S. Treasury bonds & notes
|
$—
|
$7,837,599
|
$—
|
$7,837,599
|
|
Mortgage-backed obligations
|
—
|
7,577,956
|
—
|
7,577,956
|
|
Corporate bonds and notes
|
—
|
5,883,625
|
—
|
5,883,625
|
|
Asset-backed obligations
|
—
|
4,825,734
|
7,985
|
4,833,719
|
|
Bonds & notes of governments & government agencies
outside the U.S.
|
—
|
245,097
|
—
|
245,097
|
|
Municipals
|
—
|
32,437
|
—
|
32,437
|
|
Federal agency bonds & notes
|
—
|
19,228
|
—
|
19,228
|
|
Loans
|
—
|
5,874
|
—
|
5,874
|
|
Preferred securities
|
—
|
3,160
|
—
|
3,160
|
|
Short-term securities
|
3,505,225
|
—
|
—
|
3,505,225
|
|
Options purchased on futures (equity style)
|
2,884
|
—
|
—
|
2,884
|
|
Total
|
$3,508,109
|
$26,430,710
|
$7,985
|
$29,946,804
|
|
|
Other investments*
|
|||
|
|
Level 1
|
Level 2
|
Level 3
|
Total
|
|
Assets:
|
|
|
|
|
|
Unrealized appreciation on futures contracts
|
$30,548
|
$—
|
$—
|
$30,548
|
|
Unrealized appreciation on centrally cleared interest rate swaps
|
—
|
35,573
|
—
|
35,573
|
|
Liabilities:
|
|
|
|
|
|
Value of options written (equity style)
|
(4,000
)
|
—
|
—
|
(4,000
)
|
|
Unrealized depreciation on futures contracts
|
(20,993
)
|
—
|
—
|
(20,993
)
|
|
Unrealized depreciation on centrally cleared interest rate swaps
|
—
|
(1,104
)
|
—
|
(1,104
)
|
|
Unrealized depreciation on centrally cleared credit default swaps
|
—
|
(1,455
)
|
—
|
(1,455
)
|
|
Total
|
$5,555
|
$33,014
|
$—
|
$38,569
|
|
Key to abbreviation(s)
|
|
Assn. = Association
|
|
Auth. = Authority
|
|
Certs. = Certificates
|
|
CLO = Collateralized Loan Obligations
|
|
CME = CME Group
|
|
CPI = Consumer Price Index
|
|
DAC = Designated Activity Company
|
|
EUR = Euros
|
|
|
|
EURIBOR = Euro Interbank Offered Rate
|
|
Fin. = Finance
|
|
Rev. = Revenue
|
|
SOFR = Secured Overnight Financing Rate
|
|
TBA = To be announced
|
|
USD = U.S. dollars
|
|
UST = U.S. Treasury
|