|
Common stocks 76.82%
Financials 15.41%
|
|
Shares
|
Value
(000)
|
|
JPMorgan Chase & Co.
|
4,337,178
|
$1,525,776
|
|
|
NatWest Group PLC
|
91,532,577
|
870,696
|
|
|
DBS Group Holdings, Ltd.
|
14,521,831
|
838,166
|
|
|
Wells Fargo & Co.
|
8,864,860
|
766,367
|
|
|
PNC Financial Services Group, Inc.
|
2,948,630
|
736,774
|
|
|
Progressive Corp.
|
3,165,808
|
669,315
|
|
|
CME Group, Inc., Class A
|
2,418,774
|
647,723
|
|
|
UniCredit SpA
|
6,808,017
|
640,693
|
|
|
Morgan Stanley
|
2,771,439
|
583,166
|
|
|
BNP Paribas SA
|
4,564,512
|
577,203
|
|
|
BlackRock, Inc.
|
522,741
|
569,992
|
|
|
Banco Bilbao Vizcaya Argentaria SA
|
20,281,142
|
565,970
|
|
|
ING Groep NV
|
15,986,625
|
561,161
|
|
|
Zurich Insurance Group AG
|
723,225
|
550,884
|
|
|
KB Financial Group, Inc.
|
4,540,902
|
536,678
|
|
|
Truist Financial Corp.
|
8,829,704
|
457,732
|
|
|
Intact Financial Corp.
|
2,179,189
|
427,879
|
|
|
Munchener Ruckversicherungs-Gesellschaft AG
|
699,066
|
420,960
|
|
|
Tokio Marine Holdings, Inc.
|
8,234,800
|
419,956
|
|
|
Banco Santander SA
|
29,166,612
|
414,297
|
|
|
Banco BPM SpA
|
19,928,929
|
362,526
|
|
|
Apollo Asset Management, Inc.
|
2,623,376
|
329,470
|
|
|
Japan Post Bank Co., Ltd.
|
16,070,200
|
314,223
|
|
|
Euronext NV
|
1,620,919
|
296,449
|
|
|
Blackstone, Inc.
|
2,296,972
|
293,438
|
|
|
Samsung Fire & Marine Insurance Co., Ltd.
|
651,254
|
288,695
|
|
|
Sumitomo Mitsui Financial Group, Inc.
|
6,421,100
|
274,997
|
|
|
3i Group PLC
|
7,000,021
|
270,198
|
|
|
Bank of America Corp.
|
4,241,713
|
262,774
|
|
|
Marsh & McLennan Cos., Inc.
|
1,378,899
|
261,563
|
|
|
Mizuho Financial Group, Inc.
|
4,753,300
|
243,991
|
|
|
Skandinaviska Enskilda Banken AB, Class A
|
9,410,000
|
220,669
|
|
|
TPG, Inc., Class A
|
4,749,331
|
207,356
|
|
|
Hana Financial Group, Inc.
|
2,263,299
|
199,072
|
|
|
Blue Owl Capital, Inc., Class A (a)
|
19,126,382
|
197,002
|
|
|
T&D Holdings, Inc.
|
5,928,600
|
189,590
|
|
|
Canadian Imperial Bank of Commerce (CAD denominated) (a)
|
1,383,303
|
163,843
|
|
|
State Street Corp.
|
853,853
|
157,246
|
|
|
PICC Property and Casualty Co., Ltd., Class H
|
72,182,000
|
150,947
|
|
|
EFG International AG
|
7,053,050
|
140,285
|
|
|
BPER Banca SpA
|
8,392,081
|
136,160
|
|
|
Samsung Life Insurance Co., Ltd.
|
607,262
|
132,680
|
|
|
East West Bancorp, Inc.
|
1,001,794
|
131,235
|
|
|
Mitsubishi UFJ Financial Group, Inc.
|
5,712,700
|
128,217
|
|
|
Citizens Financial Group, Inc.
|
1,700,000
|
121,805
|
|
|
Shinhan Financial Group Co., Ltd.
|
1,674,625
|
118,282
|
|
|
Common stocks (continued)
Financials (continued)
|
|
Shares
|
Value
(000)
|
|
Sampo Oyj, Class A
|
10,624,390
|
$117,909
|
|
|
Allianz SE
|
228,886
|
114,154
|
|
|
Nordnet AB
|
2,750,000
|
105,412
|
|
|
Power Corp. of Canada, subordinate voting shares
|
1,496,962
|
102,300
|
|
|
National Bank of Canada
|
621,471
|
100,523
|
|
|
HSBC Holdings PLC (HKD denominated)
|
4,622,400
|
99,139
|
|
|
Abu Dhabi Commercial Bank PJSC
|
22,670,846
|
92,584
|
|
|
Resona Holdings, Inc.
|
6,410,000
|
88,291
|
|
|
American International Group, Inc.
|
1,091,805
|
85,794
|
|
|
Hong Kong Exchanges and Clearing, Ltd.
|
1,639,300
|
85,410
|
|
|
Saudi National Bank (The)
|
7,464,760
|
78,008
|
|
|
Citigroup, Inc.
|
567,714
|
75,194
|
|
|
Bank of Hawaii Corp.
|
905,499
|
72,349
|
|
|
Vontobel Holding AG
|
676,750
|
72,241
|
|
|
Equitable Holdings, Inc.
|
1,466,314
|
69,870
|
|
|
360 ONE WAM, Ltd.
|
5,031,946
|
59,873
|
|
|
Poste Italiane SpA (a)
|
1,713,607
|
51,792
|
|
|
Western Union Co. (a)
|
7,134,974
|
45,378
|
|
|
Toronto-Dominion Bank (The)
|
362,083
|
43,403
|
|
|
Medibank Private, Ltd.
|
9,980,091
|
36,306
|
|
|
Patria Investments, Ltd., Class A
|
2,896,051
|
31,335
|
|
|
Bank of China, Ltd., Class H
|
41,808,000
|
29,374
|
|
|
Capital One Financial Corp.
|
130,687
|
27,315
|
|
|
AIA Group, Ltd.
|
2,146,400
|
21,690
|
|
|
Banco BTG Pactual SA, units
|
1,349,022
|
15,116
|
|
|
London Stock Exchange Group PLC
|
39,357
|
4,455
|
|
|
Sberbank of Russia PJSC (b)
|
19,327,472
|
—
(c)
|
|
|
|
|
|
20,099,316
|
|
Information technology 10.70%
|
|
|
|
|
Broadcom, Inc.
|
13,545,958
|
5,273,170
|
|
|
Taiwan Semiconductor Manufacturing Co., Ltd.
|
58,768,564
|
4,409,597
|
|
|
Taiwan Semiconductor Manufacturing Co., Ltd. (ADR)
|
36,178
|
14,625
|
|
|
Microsoft Corp.
|
2,050,977
|
953,130
|
|
|
Seagate Technology Holdings PLC
|
674,262
|
577,256
|
|
|
Samsung Electronics Co., Ltd.
|
2,326,098
|
428,281
|
|
|
Tokyo Electron, Ltd.
|
1,181,050
|
411,981
|
|
|
Lenovo Group Ltd. (a)
|
111,859,329
|
340,325
|
|
|
KLA Corp.
|
1,844,160
|
337,149
|
|
|
Accenture PLC, Class A
|
1,613,433
|
267,701
|
|
|
SAP SE
|
1,391,318
|
252,981
|
|
|
TE Connectivity PLC
|
808,963
|
166,396
|
|
|
Texas Instruments, Inc.
|
523,705
|
144,406
|
|
|
Analog Devices, Inc.
|
346,966
|
127,479
|
|
|
TDK Corp.
|
5,283,235
|
99,884
|
|
|
Skyworks Solutions, Inc. (a)
|
862,760
|
53,733
|
|
|
Otsuka Corp. (a)
|
2,568,800
|
52,860
|
|
|
LITE-ON Technology Corp.
|
6,857,000
|
46,560
|
|
|
|
|
|
13,957,514
|
|
Industrials 9.67%
|
|
|
|
|
RTX Corp.
|
9,491,160
|
2,042,687
|
|
|
BAE Systems PLC
|
34,188,281
|
964,858
|
|
|
Marubeni Corp.
|
23,466,800
|
767,109
|
|
|
Volvo AB, Class B
|
19,842,739
|
759,143
|
|
|
Common stocks (continued)
Industrials (continued)
|
|
Shares
|
Value
(000)
|
|
Union Pacific Corp.
|
2,436,544
|
$711,788
|
|
|
Mitsubishi Corp.
|
18,841,100
|
565,570
|
|
|
Siemens AG
|
1,649,634
|
537,678
|
|
|
Honeywell International, Inc.
|
1,647,409
|
400,403
|
|
|
Paychex, Inc.
|
3,260,403
|
380,945
|
|
|
RELX PLC
|
10,572,772
|
371,483
|
|
|
Waste Management, Inc.
|
1,591,839
|
360,631
|
|
|
Deere & Co.
|
588,747
|
348,933
|
|
|
Schneider Electric SE
|
989,639
|
330,492
|
|
|
Bouygues SA
|
5,386,321
|
302,860
|
|
|
Ryanair Holdings PLC (ADR)
|
4,887,056
|
285,942
|
|
|
Northrop Grumman Corp.
|
490,973
|
266,343
|
|
|
ITOCHU Corp.
|
20,855,700
|
263,998
|
|
|
CK Hutchison Holdings, Ltd.
|
27,438,000
|
257,502
|
|
|
Deutsche Post AG
|
3,635,729
|
242,161
|
|
|
Automatic Data Processing, Inc.
|
904,496
|
241,012
|
|
|
Singapore Technologies Engineering, Ltd.
|
28,307,265
|
222,494
|
|
|
Localiza Rent a Car SA, ordinary nominative shares
|
25,290,696
|
187,642
|
|
|
Localiza Rent a Car SA
|
782,409
|
5,638
|
|
|
Airbus SE, non-registered shares
|
814,590
|
189,935
|
|
|
Watsco, Inc.
|
576,685
|
178,369
|
|
|
Honeywell Aerospace Inc. (d)
|
838,758
|
173,405
|
|
|
Weichai Power Co., Ltd., Class A
|
32,177,394
|
133,287
|
|
|
Lockheed Martin Corp.
|
210,645
|
122,751
|
|
|
SPIE SA
|
2,239,007
|
120,110
|
|
|
Komatsu, Ltd.
|
2,157,146
|
94,825
|
|
|
AirTAC International Group
|
2,181,000
|
89,416
|
|
|
CSX Corp.
|
1,661,182
|
83,724
|
|
|
Trinity Industries, Inc.
|
2,645,967
|
82,660
|
|
|
Hikari Tsushin, Inc.
|
277,900
|
68,433
|
|
|
Sulzer AG (a)
|
364,218
|
65,955
|
|
|
Qantas Airways, Ltd.
|
9,000,285
|
63,014
|
|
|
Transurban Group
|
5,907,311
|
61,560
|
|
|
Hitachi, Ltd.
|
1,540,000
|
50,980
|
|
|
Experian PLC
|
1,293,032
|
48,621
|
|
|
Robert Half, Inc.
|
1,178,978
|
44,565
|
|
|
Brambles, Ltd.
|
2,880,350
|
39,704
|
|
|
UL Solutions, Inc., Class A
|
321,616
|
29,473
|
|
|
Safran SA
|
72,686
|
28,364
|
|
|
LG Corp.
|
318,712
|
22,601
|
|
|
|
|
|
12,609,064
|
|
Health care 8.61%
|
|
|
|
|
AbbVie, Inc.
|
10,055,634
|
2,523,361
|
|
|
AstraZeneca PLC (GBP denominated)
|
8,393,002
|
1,428,890
|
|
|
Gilead Sciences, Inc.
|
8,051,806
|
1,048,426
|
|
|
Amgen, Inc.
|
2,370,636
|
913,074
|
|
|
Abbott Laboratories
|
6,768,329
|
715,412
|
|
|
Merck & Co., Inc.
|
4,889,784
|
636,650
|
|
|
UnitedHealth Group, Inc.
|
1,514,690
|
627,687
|
|
|
Johnson & Johnson
|
2,105,257
|
539,683
|
|
|
Novo Nordisk AS, Class B
|
10,324,407
|
488,187
|
|
|
Takeda Pharmaceutical Co., Ltd.
|
10,077,550
|
349,188
|
|
|
Takeda Pharmaceutical Co., Ltd. (ADR)
|
7,343,700
|
125,504
|
|
|
Royalty Pharma PLC, Class A
|
7,427,586
|
433,994
|
|
|
Common stocks (continued)
Health care (continued)
|
|
Shares
|
Value
(000)
|
|
CVS Health Corp.
|
4,106,595
|
$428,852
|
|
|
Roche Holding AG, nonvoting shares
|
840,477
|
367,608
|
|
|
Sanofi
|
3,085,085
|
264,932
|
|
|
Medtronic PLC
|
1,455,734
|
124,305
|
|
|
Sandoz Group AG
|
1,209,564
|
98,387
|
|
|
GSK PLC
|
3,240,408
|
84,353
|
|
|
EssilorLuxottica SA
|
116,918
|
22,118
|
|
|
|
|
|
11,220,611
|
|
Consumer staples 8.45%
|
|
|
|
|
Philip Morris International, Inc.
|
20,132,320
|
3,841,649
|
|
|
British American Tobacco PLC
|
39,093,559
|
2,407,857
|
|
|
British American Tobacco PLC (ADR)
|
3,041,264
|
184,453
|
|
|
Mondelez International, Inc., Class A
|
17,161,274
|
1,069,319
|
|
|
Altria Group, Inc.
|
10,280,570
|
702,471
|
|
|
Imperial Brands PLC
|
13,884,790
|
528,649
|
|
|
Nestle SA
|
4,972,269
|
498,242
|
|
|
Coca-Cola Co.
|
3,670,852
|
321,530
|
|
|
Kimberly-Clark Corp.
|
1,556,004
|
170,087
|
|
|
Danone SA
|
2,176,149
|
169,436
|
|
|
KT&G Corp.
|
1,333,191
|
167,479
|
|
|
Sysco Corp.
|
1,939,869
|
165,354
|
|
|
Marks and Spencer Group PLC
|
25,385,388
|
138,598
|
|
|
L’Oreal SA, non-registered shares
|
281,227
|
125,487
|
|
|
PepsiCo, Inc.
|
738,407
|
103,052
|
|
|
Procter & Gamble Co.
|
695,486
|
100,491
|
|
|
WH Group, Ltd.
|
76,168,194
|
82,069
|
|
|
Anheuser-Busch InBev SA/NV
|
867,244
|
75,205
|
|
|
Carlsberg A/S, Class B
|
501,497
|
73,979
|
|
|
Constellation Brands, Inc., Class A
|
368,437
|
47,982
|
|
|
Molson Coors Beverage Co., Class B, restricted voting shares
|
1,108,000
|
46,048
|
|
|
|
|
|
11,019,437
|
|
Utilities 6.16%
|
|
|
|
|
Dominion Energy, Inc.
|
16,905,447
|
1,169,350
|
|
|
National Grid PLC
|
46,614,851
|
747,619
|
|
|
Engie SA
|
19,125,212
|
597,890
|
|
|
Engie SA, bonus shares
|
3,818,624
|
119,378
|
|
|
Iberdrola SA, non-registered shares
|
24,761,855
|
589,643
|
|
|
CenterPoint Energy, Inc.
|
13,770,296
|
578,903
|
|
|
Pinnacle West Capital Corp.
|
4,412,220
|
445,590
|
|
|
E.ON SE
|
20,056,681
|
432,847
|
|
|
SSE PLC
|
11,949,271
|
377,815
|
|
|
DTE Energy Co.
|
2,456,668
|
348,527
|
|
|
Xcel Energy, Inc.
|
4,295,655
|
335,920
|
|
|
Veolia Environnement SA
|
7,367,830
|
292,864
|
|
|
Atmos Energy Corp.
|
1,653,667
|
285,721
|
|
|
Duke Energy Corp.
|
1,930,359
|
242,125
|
|
|
Brookfield Infrastructure Partners, LP (CAD denominated)
|
4,731,808
|
197,866
|
|
|
Brookfield Infrastructure Partners, LP
|
389,439
|
16,263
|
|
|
RWE AG
|
3,165,725
|
208,739
|
|
|
American Water Works Co., Inc.
|
1,323,498
|
177,574
|
|
|
Power Grid Corp. of India, Ltd.
|
57,980,681
|
172,730
|
|
|
CMS Energy Corp.
|
2,374,521
|
170,942
|
|
|
Entergy Corp.
|
1,272,355
|
136,931
|
|
|
Common stocks (continued)
Utilities (continued)
|
|
Shares
|
Value
(000)
|
|
Southern Co. (The)
|
997,626
|
$94,316
|
|
|
SembCorp Industries, Ltd.
|
20,005,900
|
86,111
|
|
|
NextEra Energy, Inc.
|
740,650
|
64,377
|
|
|
AES Corp.
|
3,439,574
|
50,493
|
|
|
Kansai Electric Power Co., Inc.
|
2,993,900
|
45,923
|
|
|
Sempra
|
496,120
|
43,931
|
|
|
Light SA, units (b)(d)
|
604,926
|
181
|
|
|
|
|
|
8,030,569
|
|
Consumer discretionary 5.28%
|
|
|
|
|
Royal Caribbean Cruises, Ltd.
|
3,061,813
|
974,575
|
|
|
Starbucks Corp.
|
8,390,261
|
883,075
|
|
|
McDonald’s Corp.
|
3,122,353
|
845,034
|
|
|
Compagnie Generale des Etablissements Michelin
|
18,657,810
|
752,388
|
|
|
Industria de Diseno Textil SA
|
9,919,814
|
645,619
|
|
|
Home Depot, Inc.
|
1,879,920
|
624,058
|
|
|
Compagnie Financiere Richemont SA, Class A
|
1,893,589
|
447,135
|
|
|
Midea Group Co., Ltd., Class A
|
33,669,070
|
437,108
|
|
|
Yum! Brands, Inc.
|
2,593,631
|
397,552
|
|
|
Restaurant Brands International, Inc.
|
2,445,509
|
181,017
|
|
|
LVMH Moet Hennessy-Louis Vuitton SE
|
278,112
|
152,383
|
|
|
Darden Restaurants, Inc.
|
525,582
|
106,998
|
|
|
NEXT PLC
|
479,938
|
96,023
|
|
|
Vail Resorts, Inc. (a)
|
630,758
|
94,223
|
|
|
Moncler SpA
|
879,298
|
49,785
|
|
|
Suzuki Motor Corp.
|
3,736,400
|
48,987
|
|
|
Aristocrat Leisure, Ltd.
|
880,139
|
39,691
|
|
|
Amadeus IT Group SA, Class A, non-registered shares
|
459,789
|
28,281
|
|
|
Panasonic Holdings Corp.
|
934,900
|
25,173
|
|
|
Tractor Supply Co.
|
733,987
|
22,585
|
|
|
Genuine Parts Co.
|
154,045
|
19,159
|
|
|
H World Group, Ltd.
|
2,492,700
|
10,578
|
|
|
|
|
|
6,881,427
|
|
Energy 4.99%
|
|
|
|
|
Canadian Natural Resources, Ltd. (CAD denominated)
|
29,464,047
|
1,403,580
|
|
|
Canadian Natural Resources, Ltd.
|
4,255,746
|
202,914
|
|
|
ExxonMobil Holdings Corp.
|
8,918,110
|
1,386,231
|
|
|
TotalEnergies SE (EUR denominated)
|
7,218,988
|
636,164
|
|
|
ONEOK, Inc.
|
6,359,777
|
577,532
|
|
|
Shell PLC (GBP denominated)
|
11,050,361
|
503,909
|
|
|
Shell PLC (ADR)
|
706,633
|
64,996
|
|
|
EOG Resources, Inc.
|
3,110,480
|
462,497
|
|
|
ConocoPhillips
|
3,478,216
|
419,056
|
|
|
Chevron Corp.
|
1,314,297
|
258,693
|
|
|
TC Energy Corp. (CAD denominated)
|
2,622,009
|
176,565
|
|
|
Cenovus Energy, Inc.
|
4,465,883
|
134,825
|
|
|
Cenovus Energy, Inc. (CAD denominated)
|
1,140,618
|
34,393
|
|
|
DT Midstream, Inc.
|
760,862
|
104,999
|
|
|
EQT Corp.
|
1,632,647
|
87,004
|
|
|
ADNOC Gas PLC
|
48,221,116
|
43,324
|
|
|
SLB, Ltd.
|
276,549
|
13,714
|
|
|
South Bow Corp.
|
—
(c)
|
—
(c)
|
|
|
|
|
|
6,510,396
|
|
Common stocks (continued)
Materials 3.18%
|
|
Shares
|
Value
(000)
|
|
Air Products and Chemicals, Inc.
|
2,547,260
|
$751,161
|
|
|
Rio Tinto PLC
|
4,406,275
|
426,032
|
|
|
Smurfit Westrock PLC
|
8,955,344
|
411,677
|
|
|
Vale SA, ordinary nominative shares
|
17,600,784
|
264,855
|
|
|
Vale SA (ADR), ordinary nominative shares
|
5,951,830
|
89,634
|
|
|
Linde PLC
|
650,552
|
311,211
|
|
|
BASF SE
|
5,202,598
|
302,369
|
|
|
Anglo American PLC
|
4,870,193
|
245,027
|
|
|
Barrick Mining Corp. (CAD denominated)
|
3,443,330
|
126,375
|
|
|
Barrick Mining Corp.
|
2,689,368
|
98,781
|
|
|
Antofagasta PLC
|
4,116,060
|
202,758
|
|
|
Nitto Denko Corp.
|
8,566,235
|
179,018
|
|
|
Shin-Etsu Chemical Co., Ltd.
|
3,418,300
|
124,610
|
|
|
Amcor PLC
|
2,473,769
|
111,023
|
|
|
BHP Group, Ltd.
|
2,280,838
|
96,792
|
|
|
Akzo Nobel NV (a)
|
1,131,008
|
79,192
|
|
|
International Paper Co.
|
1,489,692
|
60,824
|
|
|
Glencore PLC
|
8,041,605
|
58,851
|
|
|
International Flavors & Fragrances, Inc.
|
643,045
|
50,942
|
|
|
LyondellBasell Industries NV
|
697,272
|
43,287
|
|
|
Air Liquide SA
|
211,490
|
41,635
|
|
|
Nutrien, Ltd.
|
270,067
|
18,654
|
|
|
Dow, Inc.
|
569,372
|
17,246
|
|
|
CF Industries Holdings, Inc.
|
130,216
|
16,302
|
|
|
Valterra Platinum, Ltd. (ZAR denominated)
|
152,660
|
11,456
|
|
|
|
|
|
4,139,712
|
|
Communication services 2.35%
|
|
|
|
|
Singapore Telecommunications, Ltd.
|
283,630,800
|
981,965
|
|
|
Publicis Groupe SA (a)
|
4,613,288
|
492,721
|
|
|
AT&T, Inc.
|
10,944,594
|
254,462
|
|
|
Nintendo Co., Ltd.
|
5,012,400
|
241,917
|
|
|
Verizon Communications, Inc.
|
4,903,006
|
229,510
|
|
|
Omnicom Group, Inc.
|
2,829,267
|
222,663
|
|
|
T-Mobile US, Inc.
|
845,613
|
146,046
|
|
|
Comcast Corp., Class A
|
5,998,738
|
143,730
|
|
|
Koninklijke KPN NV
|
29,786,540
|
141,206
|
|
|
NetEase, Inc.
|
3,254,700
|
86,240
|
|
|
Deutsche Telekom AG
|
2,304,002
|
71,098
|
|
|
Swisscom AG
|
43,033
|
33,108
|
|
|
BT Group PLC
|
5,430,953
|
14,734
|
|
|
Versant Media Group, Inc., Class A
|
200,945
|
7,232
|
|
|
|
|
|
3,066,632
|
|
Real estate 2.02%
|
|
|
|
|
Welltower, Inc. REIT
|
3,230,309
|
757,314
|
|
|
Public Storage REIT
|
1,393,479
|
451,724
|
|
|
Prologis, Inc. REIT
|
1,529,887
|
221,237
|
|
|
Extra Space Storage, Inc. REIT
|
1,364,315
|
201,973
|
|
|
VICI Properties, Inc. REIT
|
7,012,028
|
184,767
|
|
|
Mindspace Business Parks REIT
|
29,892,332
|
154,178
|
|
|
AB Sagax, Class B
|
8,495,698
|
149,265
|
|
|
Equinix, Inc. REIT
|
126,200
|
128,633
|
|
|
CTP NV
|
6,174,485
|
110,931
|
|
|
Simon Property Group, Inc. REIT
|
433,475
|
99,426
|
|
|
Common stocks (continued)
Real estate (continued)
|
|
Shares
|
Value
(000)
|
|
UDR, Inc. REIT
|
2,221,845
|
$84,786
|
|
|
American Tower Corp. REIT
|
467,678
|
81,077
|
|
|
Kimco Realty Corp. REIT
|
295,754
|
7,536
|
|
|
|
|
|
2,632,847
|
|
Total common stocks (cost: $61,050,173,000)
|
|
|
100,167,525
|
|
Preferred securities 0.28%
Financials 0.28%
|
|
|
|
|
Itau Unibanco Holding SA (ADR), preferred nominative shares
|
42,202,325
|
357,032
|
|
|
CoBank, ACB, Class E, 0% perpetual, noncumulative preferred shares (e)(f)
|
13,000
|
10,270
|
|
|
Total preferred securities (cost: $378,985,000)
|
|
|
367,302
|
|
Convertible stocks 1.34%
Communication services 0.89%
|
|
|
|
|
Alphabet, Inc., Class B, convertible preferred shares, 6.25% 5/15/2029
|
11,584,032
|
581,518
|
|
|
Alphabet, Inc., Class A, convertible preferred shares, 6.25% 5/15/2029
|
11,581,895
|
580,948
|
|
|
Information technology 0.26%
|
|
|
|
|
Oracle Corp., Class D, cumulative convertible preferred shares, 6.50% 1/15/2029 (a)
|
5,803,193
|
243,038
|
|
|
Microchip Technology, Inc., Series A, cumulative convertible preferred depositary
shares, 7.50% 3/15/2028
|
1,430,822
|
91,973
|
|
|
|
|
|
335,011
|
|
Financials 0.10%
|
|
|
|
|
KKR & Co., Inc., Class D, convertible preferred shares, 6.25% 3/1/2028
|
3,043,800
|
132,071
|
|
|
Utilities 0.09%
|
|
|
|
|
NextEra Energy, Inc., convertible preferred shares, 7.234% 11/1/2027
|
2,339,772
|
114,485
|
|
|
Total convertible stocks (cost: $1,788,880,000)
|
|
|
1,744,033
|
|
Convertible bonds & notes 0.00%
Information technology 0.00%
|
|
Principal amount
(000)
|
|
|
Strategy, Inc., convertible notes, 0% 12/1/2029
|
USD2,438
|
2,154
|
|
|
Total convertible bonds & notes (cost: $2,128,000)
|
|
|
2,154
|
|
Bonds, notes & other debt instruments 15.38%
U.S. Treasury bonds & notes 6.31%
U.S. Treasury 6.31%
|
|
|
|
|
U.S. Treasury 6.75% 8/15/2026
|
35,000
|
35,042
|
|
|
U.S. Treasury 6.50% 11/15/2026
|
178,000
|
179,311
|
|
|
U.S. Treasury 4.25% 12/31/2026
|
250,000
|
250,313
|
|
|
U.S. Treasury 2.25% 2/15/2027
|
75
|
74
|
|
|
U.S. Treasury 6.625% 2/15/2027
|
65,000
|
65,937
|
|
|
U.S. Treasury 2.625% 5/31/2027
|
6,500
|
6,422
|
|
|
U.S. Treasury 3.75% 6/30/2027 (g)
|
517,000
|
515,263
|
|
|
U.S. Treasury 3.875% 7/31/2027
|
560
|
558
|
|
|
Bonds, notes & other debt instruments (continued)
U.S. Treasury bonds & notes (continued)
U.S. Treasury (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
U.S. Treasury 3.75% 8/15/2027
|
USD353,000
|
$351,469
|
|
|
U.S. Treasury 6.375% 8/15/2027
|
54,937
|
56,188
|
|
|
U.S. Treasury 3.50% 9/30/2027
|
200,000
|
198,443
|
|
|
U.S. Treasury 3.50% 10/31/2027
|
200,000
|
198,270
|
|
|
U.S. Treasury 6.125% 11/15/2027
|
296,294
|
303,377
|
|
|
U.S. Treasury 3.375% 12/31/2027
|
150,000
|
148,242
|
|
|
U.S. Treasury 3.875% 12/31/2027
|
123,463
|
122,851
|
|
|
U.S. Treasury 4.125% 6/30/2028 (a)
|
55,610
|
55,469
|
|
|
U.S. Treasury 4.125% 7/31/2028
|
207,000
|
206,426
|
|
|
U.S. Treasury 2.875% 8/15/2028
|
148,319
|
144,327
|
|
|
U.S. Treasury 4.00% 1/31/2029 (g)
|
418,733
|
415,625
|
|
|
U.S. Treasury 3.875% 4/15/2029 (a)
|
156,000
|
154,245
|
|
|
U.S. Treasury 3.875% 5/15/2029 (a)
|
135,000
|
133,434
|
|
|
U.S. Treasury 4.50% 5/31/2029
|
125,100
|
125,667
|
|
|
U.S. Treasury 4.125% 6/15/2029
|
154,500
|
153,667
|
|
|
U.S. Treasury 4.125% 7/15/2029
|
278,926
|
277,379
|
|
|
U.S. Treasury 4.375% 12/31/2029
|
219,000
|
219,103
|
|
|
U.S. Treasury 4.00% 2/28/2030
|
3,000
|
2,964
|
|
|
U.S. Treasury 6.25% 5/15/2030
|
198,563
|
211,470
|
|
|
U.S. Treasury 3.875% 7/31/2030
|
24,282
|
23,828
|
|
|
U.S. Treasury 3.625% 9/30/2030
|
7,000
|
6,796
|
|
|
U.S. Treasury 3.625% 10/31/2030
|
8,000
|
7,761
|
|
|
U.S. Treasury 3.50% 11/30/2030
|
9,000
|
8,681
|
|
|
U.S. Treasury 3.875% 3/31/2031 (a)
|
20,000
|
19,549
|
|
|
U.S. Treasury 3.875% 4/30/2031 (a)
|
300,000
|
293,109
|
|
|
U.S. Treasury 4.125% 5/31/2031
|
40,000
|
39,489
|
|
|
U.S. Treasury 4.125% 6/30/2031 (a)
|
32,807
|
32,382
|
|
|
U.S. Treasury 4.25% 6/30/2031
|
20,000
|
19,843
|
|
|
U.S. Treasury 3.75% 8/31/2031
|
124,128
|
120,273
|
|
|
U.S. Treasury 4.375% 1/31/2032
|
10,000
|
9,957
|
|
|
U.S. Treasury 1.875% 2/15/2032
|
100,000
|
87,359
|
|
|
U.S. Treasury 4.125% 2/29/2032
|
114,000
|
112,094
|
|
|
U.S. Treasury 4.125% 3/31/2032
|
3,000
|
2,948
|
|
|
U.S. Treasury 4.00% 4/30/2032
|
4,500
|
4,392
|
|
|
U.S. Treasury 2.875% 5/15/2032
|
278,476
|
255,774
|
|
|
U.S. Treasury 4.00% 6/30/2032
|
31,000
|
30,215
|
|
|
U.S. Treasury 3.875% 9/30/2032
|
2,500
|
2,415
|
|
|
U.S. Treasury 3.75% 10/31/2032
|
7,500
|
7,189
|
|
|
U.S. Treasury 3.75% 11/30/2032
|
3,000
|
2,873
|
|
|
U.S. Treasury 3.875% 12/31/2032
|
26,000
|
25,062
|
|
|
U.S. Treasury 3.75% 2/28/2033
|
30,000
|
28,673
|
|
|
U.S. Treasury 4.125% 4/30/2033
|
3,500
|
3,414
|
|
|
U.S. Treasury 4.25% 5/31/2033
|
18,000
|
17,683
|
|
|
U.S. Treasury 4.25% 6/30/2033
|
148,771
|
146,069
|
|
|
U.S. Treasury 3.875% 8/15/2034
|
50,000
|
47,492
|
|
|
U.S. Treasury 4.625% 2/15/2035
|
25,300
|
25,248
|
|
|
U.S. Treasury 4.375% 5/15/2036
|
351,995
|
342,838
|
|
|
U.S. Treasury 4.50% 8/15/2039
|
25,000
|
23,963
|
|
|
U.S. Treasury 4.75% 2/15/2041
|
136,000
|
131,750
|
|
|
U.S. Treasury 4.00% 11/15/2042
|
12,950
|
11,250
|
|
|
U.S. Treasury 4.75% 11/15/2043
|
27,016
|
25,560
|
|
|
U.S. Treasury 4.625% 5/15/2044
|
27,000
|
25,074
|
|
|
U.S. Treasury 5.00% 5/15/2045
|
3,000
|
2,907
|
|
|
U.S. Treasury 5.00% 5/15/2046 (a)
|
201,401
|
194,871
|
|
|
Bonds, notes & other debt instruments (continued)
U.S. Treasury bonds & notes (continued)
U.S. Treasury (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
U.S. Treasury 3.00% 5/15/2047
|
USD108,296
|
$76,806
|
|
|
U.S. Treasury 3.00% 2/15/2049 (g)
|
112,916
|
78,459
|
|
|
U.S. Treasury 1.375% 8/15/2050
|
38,101
|
17,669
|
|
|
U.S. Treasury 2.00% 8/15/2051
|
37,789
|
20,382
|
|
|
U.S. Treasury 2.25% 2/15/2052
|
207,137
|
118,242
|
|
|
U.S. Treasury 3.00% 8/15/2052
|
136,283
|
91,818
|
|
|
U.S. Treasury 4.75% 11/15/2053
|
50,000
|
46,097
|
|
|
U.S. Treasury 4.625% 2/15/2055
|
110,000
|
99,524
|
|
|
U.S. Treasury 4.75% 8/15/2055 (g)
|
349,322
|
322,659
|
|
|
U.S. Treasury 4.625% 11/15/2055
|
202,000
|
182,842
|
|
|
U.S. Treasury 4.75% 2/15/2056
|
413,437
|
382,171
|
|
|
U.S. Treasury 5.00% 5/15/2056
|
128,500
|
123,621
|
|
|
|
|
|
8,230,607
|
|
U.S. Treasury inflation-protected securities 0.00%
|
|
|
|
|
U.S. Treasury Inflation-Protected Security 2.375% 2/15/2056 (h)
|
5,169
|
4,520
|
|
|
Total U.S. Treasury bonds & notes
|
|
|
8,235,127
|
|
Mortgage-backed obligations 4.18%
Federal agency mortgage-backed obligations 3.79%
|
|
|
|
|
Fannie Mae Pool #394854 6.50% 5/1/2027 (i)
|
—
(c)
|
—
(c)
|
|
|
Fannie Mae Pool #256821 6.50% 7/1/2027 (i)
|
2
|
2
|
|
|
Fannie Mae Pool #257145 6.50% 3/1/2028 (i)
|
—
(c)
|
—
(c)
|
|
|
Fannie Mae Pool #AX9959 3.50% 12/1/2029 (i)
|
72
|
71
|
|
|
Fannie Mae Pool #BA2999 3.50% 11/1/2030 (i)
|
86
|
84
|
|
|
Fannie Mae Pool #659096 6.50% 8/1/2032 (i)
|
1
|
1
|
|
|
Fannie Mae Pool #683351 5.50% 2/1/2033 (i)
|
36
|
37
|
|
|
Fannie Mae Pool #CA1299 3.50% 3/1/2033 (i)
|
43
|
42
|
|
|
Fannie Mae Pool #MA3438 3.50% 8/1/2033 (i)
|
123
|
119
|
|
|
Fannie Mae Pool #MA3658 3.50% 5/1/2034 (i)
|
179
|
173
|
|
|
Fannie Mae Pool #CA4490 3.50% 8/1/2034 (i)
|
254
|
246
|
|
|
Fannie Mae Pool #FM2499 2.50% 2/1/2035 (i)
|
45,806
|
42,805
|
|
|
Fannie Mae Pool #MA4361 2.50% 6/1/2036 (i)
|
1,325
|
1,227
|
|
|
Fannie Mae Pool #887695 6.00% 6/1/2036 (i)
|
742
|
759
|
|
|
Fannie Mae Pool #MA4404 2.50% 8/1/2036 (i)
|
239
|
221
|
|
|
Fannie Mae Pool #894308 6.00% 10/1/2036 (i)
|
136
|
138
|
|
|
Fannie Mae Pool #902164 6.00% 11/1/2036 (i)
|
562
|
582
|
|
|
Fannie Mae Pool #902503 6.00% 11/1/2036 (i)
|
309
|
320
|
|
|
Fannie Mae Pool #BU3910 2.50% 12/1/2036 (i)
|
16
|
15
|
|
|
Fannie Mae Pool #903076 6.00% 12/1/2036 (i)
|
920
|
955
|
|
|
Fannie Mae Pool #AD0249 5.50% 4/1/2037 (i)
|
53
|
53
|
|
|
Fannie Mae Pool #BW0516 2.50% 5/1/2037 (i)
|
2,668
|
2,470
|
|
|
Fannie Mae Pool #BW0488 2.50% 5/1/2037 (i)
|
847
|
785
|
|
|
Fannie Mae Pool #AS9772 3.50% 6/1/2037 (i)
|
22
|
21
|
|
|
Fannie Mae Pool #CB4285 2.50% 7/1/2037 (i)
|
5,660
|
5,241
|
|
|
Fannie Mae Pool #966172 7.00% 7/1/2037 (i)
|
79
|
79
|
|
|
Fannie Mae Pool #256845 6.50% 8/1/2037 (i)
|
40
|
42
|
|
|
Fannie Mae Pool #256960 6.50% 11/1/2037 (i)
|
175
|
183
|
|
|
Fannie Mae Pool #FS3558 2.50% 2/1/2038 (i)
|
75
|
70
|
|
|
Fannie Mae Pool #257137 7.00% 3/1/2038 (i)
|
12
|
13
|
|
|
Fannie Mae Pool #963269 5.50% 5/1/2038 (i)
|
688
|
697
|
|
|
Fannie Mae Pool #963341 5.50% 5/1/2038 (i)
|
198
|
200
|
|
|
Fannie Mae Pool #963454 5.50% 6/1/2038 (i)
|
662
|
671
|
|
|
Fannie Mae Pool #963796 5.50% 6/1/2038 (i)
|
214
|
214
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Fannie Mae Pool #929964 6.00% 9/1/2038 (i)
|
USD292
|
$303
|
|
|
Fannie Mae Pool #FS2490 5.50% 10/1/2038 (i)
|
6
|
6
|
|
|
Fannie Mae Pool #FM3708 5.50% 10/1/2038 (i)
|
2
|
2
|
|
|
Fannie Mae Pool #FS2101 5.50% 10/1/2038 (i)
|
1
|
1
|
|
|
Fannie Mae Pool #970772 5.50% 11/1/2038 (i)
|
26
|
26
|
|
|
Fannie Mae Pool #AE0392 5.50% 12/1/2039 (i)
|
40
|
41
|
|
|
Fannie Mae Pool #AL4324 6.50% 5/1/2040 (i)
|
4
|
5
|
|
|
Fannie Mae Pool #AL0152 6.00% 6/1/2040 (i)
|
2,186
|
2,269
|
|
|
Fannie Mae Pool #MA5860 5.00% 10/1/2040 (i)
|
12,129
|
12,090
|
|
|
Fannie Mae Pool #AE8073 4.00% 12/1/2040 (i)
|
137
|
131
|
|
|
Fannie Mae Pool #MA4364 2.00% 6/1/2041 (i)
|
65,658
|
56,441
|
|
|
Fannie Mae Pool #AL1571 5.00% 6/1/2041 (i)
|
1,748
|
1,736
|
|
|
Fannie Mae Pool #AL0913 6.00% 7/1/2041 (i)
|
1,505
|
1,562
|
|
|
Fannie Mae Pool #AJ0257 4.00% 9/1/2041 (i)
|
47
|
45
|
|
|
Fannie Mae Pool #AJ4154 4.00% 11/1/2041 (i)
|
126
|
120
|
|
|
Fannie Mae Pool #AB4050 4.00% 12/1/2041 (i)
|
235
|
223
|
|
|
Fannie Mae Pool #AJ4189 4.00% 12/1/2041 (i)
|
144
|
137
|
|
|
Fannie Mae Pool #AJ9165 4.00% 1/1/2042 (i)
|
3,871
|
3,674
|
|
|
Fannie Mae Pool #890407 4.00% 2/1/2042 (i)
|
358
|
341
|
|
|
Fannie Mae Pool #AL2745 4.00% 3/1/2042 (i)
|
1,047
|
994
|
|
|
Fannie Mae Pool #AO6721 4.00% 6/1/2042 (i)
|
6,250
|
5,923
|
|
|
Fannie Mae Pool #AO1820 4.00% 6/1/2042 (i)
|
722
|
685
|
|
|
Fannie Mae Pool #890445 4.00% 7/1/2042 (i)
|
842
|
799
|
|
|
Fannie Mae Pool #AS0831 4.50% 10/1/2043 (i)
|
142
|
138
|
|
|
Fannie Mae Pool #AW4156 4.00% 5/1/2044 (i)
|
1,586
|
1,493
|
|
|
Fannie Mae Pool #AW4026 4.00% 6/1/2044 (i)
|
1,288
|
1,219
|
|
|
Fannie Mae Pool #AX2782 4.00% 9/1/2044 (i)
|
2,035
|
1,910
|
|
|
Fannie Mae Pool #AY1313 4.00% 3/1/2045 (i)
|
4,029
|
3,788
|
|
|
Fannie Mae Pool #AS6840 4.00% 3/1/2046 (i)
|
3,925
|
3,682
|
|
|
Fannie Mae Pool #AL8522 3.50% 5/1/2046 (i)
|
648
|
592
|
|
|
Fannie Mae Pool #BC8719 4.00% 6/1/2046 (i)
|
1,651
|
1,540
|
|
|
Fannie Mae Pool #BC8720 4.00% 6/1/2046 (i)
|
1,281
|
1,201
|
|
|
Fannie Mae Pool #AS7598 4.00% 7/1/2046 (i)
|
3,517
|
3,287
|
|
|
Fannie Mae Pool #BD1967 4.00% 7/1/2046 (i)
|
1,348
|
1,260
|
|
|
Fannie Mae Pool #BD5477 4.00% 7/1/2046 (i)
|
31
|
29
|
|
|
Fannie Mae Pool #MA2691 4.50% 7/1/2046 (i)
|
666
|
640
|
|
|
Fannie Mae Pool #AS7759 4.00% 8/1/2046 (i)
|
8,621
|
8,074
|
|
|
Fannie Mae Pool #AS7760 4.00% 8/1/2046 (i)
|
3,829
|
3,583
|
|
|
Fannie Mae Pool #AS7939 4.00% 9/1/2046 (i)
|
5,856
|
5,477
|
|
|
Fannie Mae Pool #AL9190 4.00% 9/1/2046 (i)
|
1,171
|
1,094
|
|
|
Fannie Mae Pool #BC4712 4.00% 10/1/2046 (i)
|
3,020
|
2,824
|
|
|
Fannie Mae Pool #BC4801 4.00% 11/1/2046 (i)
|
2,148
|
2,010
|
|
|
Fannie Mae Pool #BM3288 3.50% 12/1/2046 (i)
|
17
|
15
|
|
|
Fannie Mae Pool #MA2907 4.00% 2/1/2047 (i)
|
19
|
18
|
|
|
Fannie Mae Pool #AS9313 4.00% 3/1/2047 (i)
|
3,108
|
2,901
|
|
|
Fannie Mae Pool #BE3229 4.00% 3/1/2047 (i)
|
1,289
|
1,198
|
|
|
Fannie Mae Pool #BD7165 4.00% 4/1/2047 (i)
|
18
|
17
|
|
|
Fannie Mae Pool #AS9454 4.00% 4/1/2047 (i)
|
11
|
10
|
|
|
Fannie Mae Pool #BM4187 4.50% 5/1/2047 (i)
|
10,717
|
10,343
|
|
|
Fannie Mae Pool #BH2491 4.00% 6/1/2047 (i)
|
1,673
|
1,558
|
|
|
Fannie Mae Pool #MA3058 4.00% 7/1/2047 (i)
|
2,087
|
1,923
|
|
|
Fannie Mae Pool #CA0243 4.50% 8/1/2047 (i)
|
10,555
|
10,118
|
|
|
Fannie Mae Pool #BJ1668 4.00% 12/1/2047 (i)
|
1,799
|
1,667
|
|
|
Fannie Mae Pool #MA3211 4.00% 12/1/2047 (i)
|
391
|
364
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Fannie Mae Pool #BJ2751 4.50% 5/1/2048 (i)
|
USD5,374
|
$5,148
|
|
|
Fannie Mae Pool #CA2033 4.00% 7/1/2048 (i)
|
7,513
|
6,982
|
|
|
Fannie Mae Pool #CA2157 4.00% 8/1/2048 (i)
|
15,339
|
14,258
|
|
|
Fannie Mae Pool #BF0320 5.50% 1/1/2049 (i)
|
7,877
|
8,043
|
|
|
Fannie Mae Pool #BF0572 5.50% 4/1/2049 (i)
|
16,007
|
16,115
|
|
|
Fannie Mae Pool #FM2675 4.00% 6/1/2049 (i)
|
4,293
|
3,991
|
|
|
Fannie Mae Pool #FM1262 4.00% 7/1/2049 (i)
|
12,523
|
11,638
|
|
|
Fannie Mae Pool #FM1966 3.00% 12/1/2049 (i)
|
3,359
|
2,870
|
|
|
Fannie Mae Pool #CA4819 4.00% 12/1/2049 (i)
|
6,241
|
5,792
|
|
|
Fannie Mae Pool #FS5313 3.50% 1/1/2050 (i)
|
162,755
|
146,216
|
|
|
Fannie Mae Pool #CA5216 3.00% 2/1/2050 (i)
|
12,182
|
10,615
|
|
|
Fannie Mae Pool #CA5226 3.00% 2/1/2050 (i)
|
4,934
|
4,300
|
|
|
Fannie Mae Pool #FM2676 4.00% 3/1/2050 (i)
|
3,991
|
3,706
|
|
|
Fannie Mae Pool #FS3189 4.00% 4/1/2050 (i)
|
28,876
|
26,843
|
|
|
Fannie Mae Pool #CA6168 2.50% 6/1/2050 (i)
|
318
|
260
|
|
|
Fannie Mae Pool #CA6079 2.50% 6/1/2050 (i)
|
16
|
13
|
|
|
Fannie Mae Pool #BP9478 2.50% 7/1/2050 (i)
|
7,109
|
5,813
|
|
|
Fannie Mae Pool #CA6309 3.00% 7/1/2050 (i)
|
23,778
|
20,906
|
|
|
Fannie Mae Pool #CA6349 3.00% 7/1/2050 (i)
|
10,033
|
8,611
|
|
|
Fannie Mae Pool #CA6740 3.00% 8/1/2050 (i)
|
5,572
|
4,784
|
|
|
Fannie Mae Pool #FM4346 2.00% 9/1/2050 (i)
|
2,122
|
1,657
|
|
|
Fannie Mae Pool #CA6987 2.00% 9/1/2050 (i)
|
846
|
664
|
|
|
Fannie Mae Pool #CA7021 2.00% 9/1/2050 (i)
|
515
|
405
|
|
|
Fannie Mae Pool #BQ2143 2.50% 9/1/2050 (i)
|
6,781
|
5,543
|
|
|
Fannie Mae Pool #BQ1607 2.50% 9/1/2050 (i)
|
15
|
13
|
|
|
Fannie Mae Pool #CA7048 3.00% 9/1/2050 (i)
|
3,266
|
2,834
|
|
|
Fannie Mae Pool #CA7052 3.00% 9/1/2050 (i)
|
892
|
769
|
|
|
Fannie Mae Pool #CA7381 3.00% 10/1/2050 (i)
|
8,451
|
7,253
|
|
|
Fannie Mae Pool #FM4897 3.00% 11/1/2050 (i)
|
4,659
|
4,081
|
|
|
Fannie Mae Pool #BQ8474 2.00% 12/1/2050 (i)
|
1,235
|
969
|
|
|
Fannie Mae Pool #BQ8428 2.00% 12/1/2050 (i)
|
1,192
|
931
|
|
|
Fannie Mae Pool #CA8046 3.00% 12/1/2050 (i)
|
19,036
|
16,638
|
|
|
Fannie Mae Pool #FM5166 3.00% 12/1/2050 (i)
|
6,088
|
5,226
|
|
|
Fannie Mae Pool #FS9792 4.50% 12/1/2050 (i)
|
334
|
320
|
|
|
Fannie Mae Pool #FS5929 2.50% 1/1/2051 (i)
|
897
|
733
|
|
|
Fannie Mae Pool #FM5509 3.00% 1/1/2051 (i)
|
9,590
|
8,322
|
|
|
Fannie Mae Pool #FA4891 3.00% 1/1/2051 (i)
|
8,987
|
7,685
|
|
|
Fannie Mae Pool #MA4255 2.00% 2/1/2051 (i)
|
3,196
|
2,517
|
|
|
Fannie Mae Pool #FM6332 2.00% 2/1/2051 (i)
|
703
|
549
|
|
|
Fannie Mae Pool #CA9199 2.50% 2/1/2051 (i)
|
262
|
217
|
|
|
Fannie Mae Pool #FS3238 2.00% 3/1/2051 (i)
|
2,969
|
2,320
|
|
|
Fannie Mae Pool #BQ7757 2.00% 3/1/2051 (i)
|
1,034
|
807
|
|
|
Fannie Mae Pool #BQ7729 2.50% 3/1/2051 (i)
|
956
|
781
|
|
|
Fannie Mae Pool #FM6824 2.00% 4/1/2051 (i)
|
3,488
|
2,722
|
|
|
Fannie Mae Pool #CB0153 2.00% 4/1/2051 (i)
|
2,587
|
2,021
|
|
|
Fannie Mae Pool #BR3771 2.00% 4/1/2051 (i)
|
378
|
295
|
|
|
Fannie Mae Pool #FS1564 2.00% 4/1/2051 (i)
|
66
|
52
|
|
|
Fannie Mae Pool #BN9135 2.50% 4/1/2051 (i)
|
414
|
338
|
|
|
Fannie Mae Pool #FM6965 2.50% 4/1/2051 (i)
|
374
|
307
|
|
|
Fannie Mae Pool #CB0191 3.00% 4/1/2051 (i)
|
12,386
|
10,660
|
|
|
Fannie Mae Pool #CB0193 3.00% 4/1/2051 (i)
|
1,484
|
1,285
|
|
|
Fannie Mae Pool #FM7751 2.00% 5/1/2051 (i)
|
1,305
|
1,020
|
|
|
Fannie Mae Pool #FM7411 2.00% 5/1/2051 (i)
|
296
|
231
|
|
|
Fannie Mae Pool #FM7556 3.50% 5/1/2051 (i)
|
21
|
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 #FM8114 2.00% 6/1/2051 (i)
|
USD2,130
|
$1,662
|
|
|
Fannie Mae Pool #BT0136 2.00% 6/1/2051 (i)
|
122
|
95
|
|
|
Fannie Mae Pool #FM7909 3.00% 6/1/2051 (i)
|
1,121
|
964
|
|
|
Fannie Mae Pool #FM8194 2.00% 7/1/2051 (i)
|
1,190
|
929
|
|
|
Fannie Mae Pool #CB0998 3.00% 7/1/2051 (i)
|
738
|
631
|
|
|
Fannie Mae Pool #BT4771 2.00% 8/1/2051 (i)
|
7,731
|
6,034
|
|
|
Fannie Mae Pool #FM8477 3.00% 8/1/2051 (i)
|
8,538
|
7,414
|
|
|
Fannie Mae Pool #FM8658 2.50% 9/1/2051 (i)
|
3,865
|
3,156
|
|
|
Fannie Mae Pool #FA1591 2.00% 10/1/2051 (i)
|
4,171
|
3,255
|
|
|
Fannie Mae Pool #FS0031 2.50% 10/1/2051 (i)
|
12,538
|
10,248
|
|
|
Fannie Mae Pool #FM9067 2.50% 10/1/2051 (i)
|
46
|
38
|
|
|
Fannie Mae Pool #BU1062 2.50% 10/1/2051 (i)
|
28
|
23
|
|
|
Fannie Mae Pool #MA4465 2.00% 11/1/2051 (i)
|
2,471
|
1,938
|
|
|
Fannie Mae Pool #FM9632 3.00% 11/1/2051 (i)
|
32,596
|
28,311
|
|
|
Fannie Mae Pool #FM9631 3.00% 11/1/2051 (i)
|
14,370
|
12,532
|
|
|
Fannie Mae Pool #FM9482 3.00% 11/1/2051 (i)
|
4,319
|
3,695
|
|
|
Fannie Mae Pool #CB2095 3.00% 11/1/2051 (i)
|
2,308
|
1,976
|
|
|
Fannie Mae Pool #CB2096 3.00% 11/1/2051 (i)
|
933
|
798
|
|
|
Fannie Mae Pool #FS1069 2.00% 12/1/2051 (i)
|
5,349
|
4,174
|
|
|
Fannie Mae Pool #FM9783 2.00% 12/1/2051 (i)
|
58
|
45
|
|
|
Fannie Mae Pool #BU2591 2.00% 12/1/2051 (i)
|
32
|
25
|
|
|
Fannie Mae Pool #FM9846 2.50% 12/1/2051 (i)
|
6,505
|
5,316
|
|
|
Fannie Mae Pool #BU3058 2.50% 12/1/2051 (i)
|
1,870
|
1,528
|
|
|
Fannie Mae Pool #FM9904 2.50% 12/1/2051 (i)
|
48
|
39
|
|
|
Fannie Mae Pool #CB2414 3.00% 12/1/2051 (i)
|
15,847
|
13,865
|
|
|
Fannie Mae Pool #FS0174 2.50% 1/1/2052 (i)
|
2,365
|
1,937
|
|
|
Fannie Mae Pool #FS0972 3.50% 1/1/2052 (i)
|
13,334
|
11,994
|
|
|
Fannie Mae Pool #CB2850 2.00% 2/1/2052 (i)
|
3,225
|
2,517
|
|
|
Fannie Mae Pool #CB2928 2.50% 2/1/2052 (i)
|
618
|
505
|
|
|
Fannie Mae Pool #FS0647 3.00% 2/1/2052 (i)
|
10,369
|
9,121
|
|
|
Fannie Mae Pool #BV0162 2.00% 3/1/2052 (i)
|
4,012
|
3,131
|
|
|
Fannie Mae Pool #BV4169 2.00% 3/1/2052 (i)
|
718
|
561
|
|
|
Fannie Mae Pool #FS0752 3.00% 3/1/2052 (i)
|
39,440
|
33,963
|
|
|
Fannie Mae Pool #BV4199 3.00% 3/1/2052 (i)
|
859
|
735
|
|
|
Fannie Mae Pool #FS1374 3.00% 3/1/2052 (i)
|
676
|
579
|
|
|
Fannie Mae Pool #BV6656 3.00% 3/1/2052 (i)
|
19
|
16
|
|
|
Fannie Mae Pool #CB3179 3.50% 3/1/2052 (i)
|
19,739
|
17,650
|
|
|
Fannie Mae Pool #CB3346 2.00% 4/1/2052 (i)
|
8,345
|
6,513
|
|
|
Fannie Mae Pool #FS6892 2.00% 4/1/2052 (i)
|
58
|
45
|
|
|
Fannie Mae Pool #FS1629 2.50% 4/1/2052 (i)
|
519
|
424
|
|
|
Fannie Mae Pool #CB3354 2.50% 4/1/2052 (i)
|
363
|
297
|
|
|
Fannie Mae Pool #CB3353 2.50% 4/1/2052 (i)
|
208
|
170
|
|
|
Fannie Mae Pool #CB3379 4.00% 4/1/2052 (i)
|
284
|
261
|
|
|
Fannie Mae Pool #BW0336 2.50% 5/1/2052 (i)
|
244
|
201
|
|
|
Fannie Mae Pool #BV9818 2.50% 5/1/2052 (i)
|
140
|
115
|
|
|
Fannie Mae Pool #FS2009 3.00% 5/1/2052 (i)
|
35
|
30
|
|
|
Fannie Mae Pool #BU8845 3.50% 5/1/2052 (i)
|
198
|
176
|
|
|
Fannie Mae Pool #FS6605 2.00% 6/1/2052 (i)
|
26,544
|
20,742
|
|
|
Fannie Mae Pool #FA6071 2.50% 6/1/2052 (i)
|
4,667
|
3,842
|
|
|
Fannie Mae Pool #FS2676 3.00% 6/1/2052 (i)
|
940
|
805
|
|
|
Fannie Mae Pool #FS6943 3.00% 6/1/2052 (i)
|
28
|
24
|
|
|
Fannie Mae Pool #MA4626 4.00% 6/1/2052 (i)
|
1,597
|
1,465
|
|
|
Fannie Mae Pool #CB4021 4.00% 6/1/2052 (i)
|
578
|
530
|
|
|
Fannie Mae Pool #FA2839 2.50% 7/1/2052 (i)
|
29,251
|
23,905
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Fannie Mae Pool #FA5844 2.50% 7/1/2052 (i)
|
USD13,882
|
$11,345
|
|
|
Fannie Mae Pool #CB4315 3.00% 7/1/2052 (i)
|
604
|
516
|
|
|
Fannie Mae Pool #MA4711 5.50% 7/1/2052 (i)
|
38
|
38
|
|
|
Fannie Mae Pool #BW5402 5.50% 7/1/2052 (i)
|
31
|
31
|
|
|
Fannie Mae Pool #CB4145 5.50% 7/1/2052 (i)
|
30
|
30
|
|
|
Fannie Mae Pool #FA2841 3.00% 8/1/2052 (i)
|
7,808
|
6,684
|
|
|
Fannie Mae Pool #BV8976 5.00% 8/1/2052 (i)
|
3,561
|
3,473
|
|
|
Fannie Mae Pool #CB4418 5.50% 8/1/2052 (i)
|
77
|
77
|
|
|
Fannie Mae Pool #BW9206 5.50% 8/1/2052 (i)
|
53
|
54
|
|
|
Fannie Mae Pool #CB4421 5.50% 8/1/2052 (i)
|
26
|
26
|
|
|
Fannie Mae Pool #BW9049 4.50% 9/1/2052 (i)
|
110
|
104
|
|
|
Fannie Mae Pool #BW7372 5.50% 9/1/2052 (i)
|
71
|
71
|
|
|
Fannie Mae Pool #BX1322 5.50% 9/1/2052 (i)
|
30
|
30
|
|
|
Fannie Mae Pool #FS3056 2.00% 10/1/2052 (i)
|
2,064
|
1,611
|
|
|
Fannie Mae Pool #BV6789 4.00% 10/1/2052 (i)
|
482
|
442
|
|
|
Fannie Mae Pool #BW1289 5.50% 10/1/2052 (i)
|
8,422
|
8,404
|
|
|
Fannie Mae Pool #BW1243 5.50% 10/1/2052 (i)
|
7,765
|
7,752
|
|
|
Fannie Mae Pool #BX1223 5.50% 10/1/2052 (i)
|
1,164
|
1,164
|
|
|
Fannie Mae Pool #CB5020 5.50% 10/1/2052 (i)
|
329
|
330
|
|
|
Fannie Mae Pool #BX1488 5.50% 10/1/2052 (i)
|
154
|
156
|
|
|
Fannie Mae Pool #BW9929 5.50% 10/1/2052 (i)
|
37
|
37
|
|
|
Fannie Mae Pool #MA4820 6.50% 10/1/2052 (i)
|
27
|
27
|
|
|
Fannie Mae Pool #MA4805 4.50% 11/1/2052 (i)
|
2,742
|
2,591
|
|
|
Fannie Mae Pool #BX4398 5.50% 11/1/2052 (i)
|
758
|
766
|
|
|
Fannie Mae Pool #BX1298 5.50% 11/1/2052 (i)
|
46
|
46
|
|
|
Fannie Mae Pool #MA4842 5.50% 12/1/2052 (i)
|
11,181
|
11,181
|
|
|
Fannie Mae Pool #BX3716 5.50% 12/1/2052 (i)
|
339
|
337
|
|
|
Fannie Mae Pool #BX3726 5.50% 12/1/2052 (i)
|
319
|
318
|
|
|
Fannie Mae Pool #BX2464 5.50% 12/1/2052 (i)
|
175
|
175
|
|
|
Fannie Mae Pool #BX2476 5.50% 12/1/2052 (i)
|
23
|
23
|
|
|
Fannie Mae Pool #FS5520 4.50% 1/1/2053 (i)
|
18,125
|
17,160
|
|
|
Fannie Mae Pool #BX5626 5.50% 1/1/2053 (i)
|
3,464
|
3,451
|
|
|
Fannie Mae Pool #BX6633 5.50% 1/1/2053 (i)
|
560
|
558
|
|
|
Fannie Mae Pool #BX0856 5.50% 1/1/2053 (i)
|
27
|
27
|
|
|
Fannie Mae Pool #BX5592 5.50% 1/1/2053 (i)
|
21
|
21
|
|
|
Fannie Mae Pool #MA4894 6.00% 1/1/2053 (i)
|
26,859
|
27,255
|
|
|
Fannie Mae Pool #MA4919 5.50% 2/1/2053 (i)
|
17,225
|
17,184
|
|
|
Fannie Mae Pool #BX4108 5.50% 2/1/2053 (i)
|
171
|
170
|
|
|
Fannie Mae Pool #BX7384 5.50% 2/1/2053 (i)
|
105
|
104
|
|
|
Fannie Mae Pool #BX6545 6.00% 2/1/2053 (i)
|
21,615
|
22,056
|
|
|
Fannie Mae Pool #MA4999 3.00% 3/1/2053 (i)
|
959
|
819
|
|
|
Fannie Mae Pool #FS4152 5.50% 3/1/2053 (i)
|
4,695
|
4,685
|
|
|
Fannie Mae Pool #BX7555 5.50% 3/1/2053 (i)
|
3,600
|
3,590
|
|
|
Fannie Mae Pool #FS4191 5.50% 3/1/2053 (i)
|
1,969
|
1,968
|
|
|
Fannie Mae Pool #MA5000 3.50% 4/1/2053 (i)
|
76
|
68
|
|
|
Fannie Mae Pool #MA4979 5.50% 4/1/2053 (i)
|
35,409
|
35,258
|
|
|
Fannie Mae Pool #MA4980 6.00% 4/1/2053 (i)
|
16,441
|
16,744
|
|
|
Fannie Mae Pool #BX8415 6.00% 4/1/2053 (i)
|
805
|
820
|
|
|
Fannie Mae Pool #BW9710 3.00% 5/1/2053 (i)
|
6,824
|
5,830
|
|
|
Fannie Mae Pool #FS4563 5.00% 5/1/2053 (i)
|
2,396
|
2,338
|
|
|
Fannie Mae Pool #MA5011 6.00% 5/1/2053 (i)
|
59,569
|
60,629
|
|
|
Fannie Mae Pool #BW9618 3.00% 6/1/2053 (i)
|
1,879
|
1,606
|
|
|
Fannie Mae Pool #FS5192 5.50% 6/1/2053 (i)
|
13,968
|
13,893
|
|
|
Fannie Mae Pool #BY4218 5.50% 6/1/2053 (i)
|
877
|
875
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Fannie Mae Pool #BY5242 5.50% 6/1/2053 (i)
|
USD41
|
$40
|
|
|
Fannie Mae Pool #MA5039 5.50% 6/1/2053 (i)
|
14
|
14
|
|
|
Fannie Mae Pool #MA5040 6.00% 6/1/2053 (i)
|
28,783
|
29,286
|
|
|
Fannie Mae Pool #CB6485 6.00% 6/1/2053 (i)
|
24,066
|
24,556
|
|
|
Fannie Mae Pool #CB6486 6.00% 6/1/2053 (i)
|
16,097
|
16,399
|
|
|
Fannie Mae Pool #CB6465 6.00% 6/1/2053 (i)
|
11,730
|
11,976
|
|
|
Fannie Mae Pool #FS4933 6.00% 6/1/2053 (i)
|
3,663
|
3,729
|
|
|
Fannie Mae Pool #CB6491 6.50% 6/1/2053 (i)
|
4,052
|
4,205
|
|
|
Fannie Mae Pool #CB6490 6.50% 6/1/2053 (i)
|
1,504
|
1,562
|
|
|
Fannie Mae Pool #CB6468 6.50% 6/1/2053 (i)
|
1,296
|
1,348
|
|
|
Fannie Mae Pool #MA5070 4.50% 7/1/2053 (i)
|
5,318
|
5,018
|
|
|
Fannie Mae Pool #MA5072 5.50% 7/1/2053 (i)
|
52
|
52
|
|
|
Fannie Mae Pool #MA5073 6.00% 7/1/2053 (i)
|
18,998
|
19,336
|
|
|
Fannie Mae Pool #MA5108 6.00% 8/1/2053 (i)
|
85,614
|
87,037
|
|
|
Fannie Mae Pool #CB7018 4.00% 9/1/2053 (i)
|
29
|
26
|
|
|
Fannie Mae Pool #CB7104 5.50% 9/1/2053 (i)
|
86
|
86
|
|
|
Fannie Mae Pool #CB7139 6.50% 9/1/2053 (i)
|
50,514
|
52,523
|
|
|
Fannie Mae Pool #MA5166 6.00% 10/1/2053 (i)
|
358
|
364
|
|
|
Fannie Mae Pool #CB7242 6.50% 10/1/2053 (i)
|
87
|
90
|
|
|
Fannie Mae Pool #FS6838 5.50% 11/1/2053 (i)
|
410
|
407
|
|
|
Fannie Mae Pool #MA5191 6.00% 11/1/2053 (i)
|
37,797
|
38,457
|
|
|
Fannie Mae Pool #CB7426 6.50% 11/1/2053 (i)
|
2,497
|
2,587
|
|
|
Fannie Mae Pool #CB7510 6.50% 11/1/2053 (i)
|
532
|
552
|
|
|
Fannie Mae Pool #MA5192 6.50% 11/1/2053 (i)
|
25
|
26
|
|
|
Fannie Mae Pool #FA3617 3.50% 12/1/2053 (i)
|
14,177
|
12,594
|
|
|
Fannie Mae Pool #CB7626 6.50% 12/1/2053 (i)
|
2,106
|
2,196
|
|
|
Fannie Mae Pool #MA5247 6.00% 1/1/2054 (i)
|
81
|
82
|
|
|
Fannie Mae Pool #FS6873 6.50% 1/1/2054 (i)
|
9,990
|
10,306
|
|
|
Fannie Mae Pool #FS6767 6.50% 1/1/2054 (i)
|
738
|
770
|
|
|
Fannie Mae Pool #FS7503 6.00% 2/1/2054 (i)
|
1,108
|
1,124
|
|
|
Fannie Mae Pool #FS6855 6.50% 2/1/2054 (i)
|
49
|
51
|
|
|
Fannie Mae Pool #CB8151 5.50% 3/1/2054 (i)
|
3,799
|
3,780
|
|
|
Fannie Mae Pool #CB8148 5.50% 3/1/2054 (i)
|
1,612
|
1,605
|
|
|
Fannie Mae Pool #CB8163 6.00% 3/1/2054 (i)
|
510
|
520
|
|
|
Fannie Mae Pool #CB8168 6.00% 3/1/2054 (i)
|
5
|
5
|
|
|
Fannie Mae Pool #MA5295 6.00% 3/1/2054 (i)
|
1
|
1
|
|
|
Fannie Mae Pool #CB8337 5.50% 4/1/2054 (i)
|
2,006
|
1,993
|
|
|
Fannie Mae Pool #DB2762 6.00% 4/1/2054 (i)
|
57
|
58
|
|
|
Fannie Mae Pool #FS8153 6.00% 6/1/2054 (i)
|
2,869
|
2,941
|
|
|
Fannie Mae Pool #DB6878 6.00% 6/1/2054 (i)
|
814
|
824
|
|
|
Fannie Mae Pool #FS8223 6.00% 6/1/2054 (i)
|
349
|
355
|
|
|
Fannie Mae Pool #FS8219 6.00% 6/1/2054 (i)
|
300
|
305
|
|
|
Fannie Mae Pool #BU4699 5.50% 7/1/2054 (i)
|
955
|
953
|
|
|
Fannie Mae Pool #FS8467 5.50% 7/1/2054 (i)
|
247
|
246
|
|
|
Fannie Mae Pool #MA5421 6.00% 7/1/2054 (i)
|
4,993
|
5,055
|
|
|
Fannie Mae Pool #BU4700 6.00% 7/1/2054 (i)
|
3,569
|
3,639
|
|
|
Fannie Mae Pool #CB8858 6.00% 7/1/2054 (i)
|
2,610
|
2,666
|
|
|
Fannie Mae Pool #BU4791 6.00% 7/1/2054 (i)
|
2,174
|
2,203
|
|
|
Fannie Mae Pool #FS8318 6.00% 7/1/2054 (i)
|
2,019
|
2,064
|
|
|
Fannie Mae Pool #DB6901 6.00% 7/1/2054 (i)
|
528
|
534
|
|
|
Fannie Mae Pool #DB7039 6.00% 7/1/2054 (i)
|
242
|
246
|
|
|
Fannie Mae Pool #DB7783 5.50% 8/1/2054 (i)
|
23
|
23
|
|
|
Fannie Mae Pool #FS8792 6.00% 8/1/2054 (i)
|
2,062
|
2,094
|
|
|
Fannie Mae Pool #MA5445 6.00% 8/1/2054 (i)
|
1,650
|
1,670
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Fannie Mae Pool #FS8795 6.00% 8/1/2054 (i)
|
USD1,066
|
$1,084
|
|
|
Fannie Mae Pool #FS8757 6.00% 8/1/2054 (i)
|
1,044
|
1,062
|
|
|
Fannie Mae Pool #FS8758 6.00% 8/1/2054 (i)
|
782
|
793
|
|
|
Fannie Mae Pool #BU4916 6.00% 8/1/2054 (i)
|
475
|
482
|
|
|
Fannie Mae Pool #FS8756 6.00% 8/1/2054 (i)
|
440
|
448
|
|
|
Fannie Mae Pool #FS9839 6.00% 8/1/2054 (i)
|
339
|
344
|
|
|
Fannie Mae Pool #BU4968 6.00% 8/1/2054 (i)
|
286
|
290
|
|
|
Fannie Mae Pool #DB7690 6.00% 8/1/2054 (i)
|
129
|
132
|
|
|
Fannie Mae Pool #DB7687 6.00% 8/1/2054 (i)
|
121
|
123
|
|
|
Fannie Mae Pool #DC0296 6.00% 8/1/2054 (i)
|
100
|
102
|
|
|
Fannie Mae Pool #DB4447 6.50% 8/1/2054 (i)
|
1,143
|
1,180
|
|
|
Fannie Mae Pool #CB9071 6.50% 8/1/2054 (i)
|
973
|
1,010
|
|
|
Fannie Mae Pool #BU4946 5.50% 9/1/2054 (i)
|
204
|
203
|
|
|
Fannie Mae Pool #CB9210 5.50% 9/1/2054 (i)
|
72
|
72
|
|
|
Fannie Mae Pool #CB9146 5.50% 9/1/2054 (i)
|
42
|
41
|
|
|
Fannie Mae Pool #FS8866 6.00% 9/1/2054 (i)
|
1,380
|
1,406
|
|
|
Fannie Mae Pool #DC3465 6.00% 9/1/2054 (i)
|
1,160
|
1,174
|
|
|
Fannie Mae Pool #DC3262 6.00% 9/1/2054 (i)
|
1,160
|
1,174
|
|
|
Fannie Mae Pool #DC3459 6.00% 9/1/2054 (i)
|
554
|
561
|
|
|
Fannie Mae Pool #DC1873 6.00% 9/1/2054 (i)
|
8
|
9
|
|
|
Fannie Mae Pool #DC3877 6.00% 10/1/2054 (i)
|
1,224
|
1,240
|
|
|
Fannie Mae Pool #DC1762 6.00% 10/1/2054 (i)
|
437
|
443
|
|
|
Fannie Mae Pool #DC2987 6.00% 10/1/2054 (i)
|
419
|
425
|
|
|
Fannie Mae Pool #MA5498 6.00% 10/1/2054 (i)
|
65
|
66
|
|
|
Fannie Mae Pool #BU5049 6.50% 10/1/2054 (i)
|
1,050
|
1,095
|
|
|
Fannie Mae Pool #FS9439 3.50% 11/1/2054 (i)
|
106
|
94
|
|
|
Fannie Mae Pool #BU5165 5.50% 11/1/2054 (i)
|
6,424
|
6,394
|
|
|
Fannie Mae Pool #MA5549 3.50% 12/1/2054 (i)
|
12,815
|
11,383
|
|
|
Fannie Mae Pool #DC7042 4.50% 12/1/2054 (i)
|
122
|
115
|
|
|
Fannie Mae Pool #FA0287 6.00% 12/1/2054 (i)
|
789
|
799
|
|
|
Fannie Mae Pool #MA5554 6.00% 12/1/2054 (i)
|
490
|
496
|
|
|
Fannie Mae Pool #DC7035 6.00% 12/1/2054 (i)
|
375
|
380
|
|
|
Fannie Mae Pool #DC7823 6.00% 12/1/2054 (i)
|
267
|
270
|
|
|
Fannie Mae Pool #BU5259 6.50% 12/1/2054 (i)
|
3,410
|
3,533
|
|
|
Fannie Mae Pool #CB9736 4.50% 1/1/2055 (i)
|
939
|
885
|
|
|
Fannie Mae Pool #DC8675 6.00% 1/1/2055 (i)
|
2,092
|
2,119
|
|
|
Fannie Mae Pool #DC9957 6.00% 1/1/2055 (i)
|
995
|
1,007
|
|
|
Fannie Mae Pool #MA5612 4.50% 2/1/2055 (i)
|
3,834
|
3,606
|
|
|
Fannie Mae Pool #MA5615 6.00% 2/1/2055 (i)
|
3,409
|
3,452
|
|
|
Fannie Mae Pool #DD2501 6.00% 2/1/2055 (i)
|
2,047
|
2,082
|
|
|
Fannie Mae Pool #MA5644 4.50% 3/1/2055 (i)
|
224
|
210
|
|
|
Fannie Mae Pool #FA5240 5.50% 3/1/2055 (i)
|
729
|
728
|
|
|
Fannie Mae Pool #MA5671 4.50% 4/1/2055 (i)
|
1,349
|
1,269
|
|
|
Fannie Mae Pool #FA1162 6.00% 4/1/2055 (i)
|
836
|
846
|
|
|
Fannie Mae Pool #MA5702 6.50% 5/1/2055 (i)
|
2,000
|
2,064
|
|
|
Fannie Mae Pool #MA5734 5.00% 6/1/2055 (i)
|
121
|
117
|
|
|
Fannie Mae Pool #DE1532 6.00% 6/1/2055 (i)
|
988
|
1,001
|
|
|
Fannie Mae Pool #DE1075 6.50% 6/1/2055 (i)
|
2,000
|
2,072
|
|
|
Fannie Mae Pool #BV1724 6.50% 6/1/2055 (i)
|
1,088
|
1,123
|
|
|
Fannie Mae Pool #DE5882 6.50% 7/1/2055 (i)
|
1,018
|
1,051
|
|
|
Fannie Mae Pool #DE3184 6.50% 7/1/2055 (i)
|
1,000
|
1,032
|
|
|
Fannie Mae Pool #CC0879 6.00% 8/1/2055 (i)
|
3,110
|
3,170
|
|
|
Fannie Mae Pool #DE8754 6.50% 9/1/2055 (i)
|
2,015
|
2,088
|
|
|
Fannie Mae Pool #MA5855 6.50% 10/1/2055 (i)
|
12,362
|
12,753
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Fannie Mae Pool #CC1173 6.50% 10/1/2055 (i)
|
USD5,000
|
$5,158
|
|
|
Fannie Mae Pool #CC1408 6.50% 10/1/2055 (i)
|
2,000
|
2,064
|
|
|
Fannie Mae Pool #MA5881 6.50% 11/1/2055 (i)
|
1,468
|
1,515
|
|
|
Fannie Mae Pool #MA5910 5.50% 12/1/2055 (i)
|
5,016
|
4,971
|
|
|
Fannie Mae Pool #MA5912 6.50% 12/1/2055 (i)
|
1,000
|
1,032
|
|
|
Fannie Mae Pool #MA5947 6.50% 1/1/2056 (i)
|
2,000
|
2,063
|
|
|
Fannie Mae Pool #MA5971 5.00% 2/1/2056 (i)
|
3,240
|
3,129
|
|
|
Fannie Mae Pool #MA5974 6.50% 2/1/2056 (i)
|
1,000
|
1,032
|
|
|
Fannie Mae Pool #BW2544 7.00% 2/1/2056 (i)
|
384
|
405
|
|
|
Fannie Mae Pool #MA6027 4.00% 4/1/2056 (i)
|
24,255
|
22,156
|
|
|
Fannie Mae Pool #MA6029 5.00% 4/1/2056 (i)
|
46,219
|
44,636
|
|
|
Fannie Mae Pool #MA6032 6.50% 4/1/2056 (i)
|
3,089
|
3,188
|
|
|
Fannie Mae Pool #MA6053 5.00% 5/1/2056 (i)
|
604
|
584
|
|
|
Fannie Mae Pool #MA6080 5.50% 6/1/2056 (i)
|
37,886
|
37,537
|
|
|
Fannie Mae Pool #MA6115 3.50% 7/1/2056 (i)
|
127
|
112
|
|
|
Fannie Mae Pool #MA6117 4.50% 7/1/2056 (i)
|
19,741
|
18,561
|
|
|
Fannie Mae Pool #BF0133 4.00% 8/1/2056 (i)
|
373
|
342
|
|
|
Fannie Mae Pool #BF0142 5.50% 8/1/2056 (i)
|
28,305
|
28,629
|
|
|
Fannie Mae Pool #BF0145 3.50% 3/1/2057 (i)
|
23,666
|
20,869
|
|
|
Fannie Mae Pool #BF0339 5.00% 1/1/2059 (i)
|
25,578
|
25,065
|
|
|
Fannie Mae Pool #BF0342 5.50% 1/1/2059 (i)
|
19,458
|
19,679
|
|
|
Fannie Mae Pool #BF0379 3.50% 4/1/2059 (i)
|
54,311
|
47,821
|
|
|
Fannie Mae Pool #BM6737 4.50% 11/1/2059 (i)
|
42,727
|
40,355
|
|
|
Fannie Mae Pool #BF0497 3.00% 7/1/2060 (i)
|
19,826
|
16,601
|
|
|
Fannie Mae Pool #BF0548 3.00% 7/1/2061 (i)
|
14,513
|
12,152
|
|
|
Fannie Mae Pool #BF0647 3.00% 6/1/2062 (i)
|
15,790
|
13,329
|
|
|
Fannie Mae Pool #BF0762 3.00% 9/1/2063 (i)
|
7,497
|
6,277
|
|
|
Fannie Mae Pool #BF0765 3.50% 9/1/2063 (i)
|
30,330
|
26,620
|
|
|
Fannie Mae Pool #BF0763 3.50% 9/1/2063 (i)
|
6,085
|
5,395
|
|
|
Fannie Mae Pool #BF0784 3.50% 12/1/2063 (i)
|
3,277
|
2,876
|
|
|
Fannie Mae Pool #BF0786 4.00% 12/1/2063 (i)
|
532
|
481
|
|
|
Fannie Mae, Series 2001-25, Class ZA, 6.50% 6/25/2031 (i)
|
63
|
63
|
|
|
Fannie Mae, Series 2006-65, Class PF, (30-day Average USD-SOFR + 0.394%) 4.011% 7/25/2036
(f)(i)
|
284
|
282
|
|
|
Fannie Mae, Series 2001-50, Class BA, 7.00% 10/25/2041 (i)
|
10
|
10
|
|
|
Fannie Mae, Series 2002-W3, Class A5, 7.50% 11/25/2041 (i)
|
29
|
29
|
|
|
Fannie Mae, Series 2017-M7, Class A2, Multi Family, 2.961% 2/25/2027 (f)(i)
|
1,947
|
1,932
|
|
|
Fannie Mae, Series 2006-51, Class PO, principal only, 0% 3/25/2036 (i)
|
44
|
43
|
|
|
Fannie Mae, Series 2006-32, Class OA, principal only, 0% 5/25/2036 (i)
|
290
|
250
|
|
|
Fannie Mae, Series 2006-56, Class OG, principal only, 0% 7/25/2036 (i)
|
36
|
32
|
|
|
Fannie Mae, Series 2006-96, Class OP, principal only, 0% 10/25/2036 (i)
|
56
|
52
|
|
|
Freddie Mac Pool #ZK3460 3.50% 8/1/2026 (i)
|
—
(c)
|
—
(c)
|
|
|
Freddie Mac Pool #RD5008 3.50% 9/1/2029 (i)
|
47
|
46
|
|
|
Freddie Mac Pool #ZS7148 3.50% 4/1/2030 (i)
|
3
|
3
|
|
|
Freddie Mac Pool #V62089 3.50% 6/1/2033 (i)
|
126
|
122
|
|
|
Freddie Mac Pool #ZS8716 3.50% 9/1/2033 (i)
|
105
|
102
|
|
|
Freddie Mac Pool #G18723 3.50% 2/1/2034 (i)
|
1,769
|
1,718
|
|
|
Freddie Mac Pool #ZT1799 3.50% 3/1/2034 (i)
|
251
|
243
|
|
|
Freddie Mac Pool #QN3000 1.50% 8/1/2035 (i)
|
144
|
128
|
|
|
Freddie Mac Pool #RC2555 2.50% 3/1/2037 (i)
|
74
|
68
|
|
|
Freddie Mac Pool #SB0649 2.50% 4/1/2037 (i)
|
1,496
|
1,388
|
|
|
Freddie Mac Pool #SB8175 2.50% 9/1/2037 (i)
|
71
|
65
|
|
|
Freddie Mac Pool #QO1051 2.50% 11/1/2037 (i)
|
33
|
30
|
|
|
Freddie Mac Pool #SB1388 2.50% 1/1/2038 (i)
|
131
|
121
|
|
|
Freddie Mac Pool #ZA2505 3.50% 5/1/2038 (i)
|
187
|
177
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Freddie Mac Pool #A76884 5.00% 5/1/2038 (i)
|
USD132
|
$129
|
|
|
Freddie Mac Pool #G04697 5.50% 9/1/2038 (i)
|
535
|
543
|
|
|
Freddie Mac Pool #SC0297 5.50% 10/1/2038 (i)
|
3
|
3
|
|
|
Freddie Mac Pool #A87873 5.00% 8/1/2039 (i)
|
1,826
|
1,807
|
|
|
Freddie Mac Pool #ZS3359 6.00% 5/1/2040 (i)
|
23
|
24
|
|
|
Freddie Mac Pool #RB5071 2.00% 9/1/2040 (i)
|
1,453
|
1,256
|
|
|
Freddie Mac Pool #G06061 4.00% 10/1/2040 (i)
|
339
|
324
|
|
|
Freddie Mac Pool #SC0149 2.00% 3/1/2041 (i)
|
9,239
|
7,971
|
|
|
Freddie Mac Pool #Q00232 4.50% 4/1/2041 (i)
|
3,295
|
3,207
|
|
|
Freddie Mac Pool #Q00850 4.50% 5/1/2041 (i)
|
114
|
111
|
|
|
Freddie Mac Pool #RB0544 2.00% 6/1/2041 (i)
|
4,402
|
3,809
|
|
|
Freddie Mac Pool #G06841 5.50% 6/1/2041 (i)
|
1,013
|
1,027
|
|
|
Freddie Mac Pool #G08456 5.00% 7/1/2041 (i)
|
85
|
84
|
|
|
Freddie Mac Pool #G60546 4.00% 12/1/2042 (i)
|
2,921
|
2,788
|
|
|
Freddie Mac Pool #Q21442 4.50% 8/1/2043 (i)
|
263
|
254
|
|
|
Freddie Mac Pool #G60138 3.50% 8/1/2045 (i)
|
10,273
|
9,410
|
|
|
Freddie Mac Pool #760014 4.635% 8/1/2045 (f)(i)
|
406
|
402
|
|
|
Freddie Mac Pool #G60279 4.00% 10/1/2045 (i)
|
3,011
|
2,835
|
|
|
Freddie Mac Pool #Q41088 4.00% 6/1/2046 (i)
|
7,273
|
6,816
|
|
|
Freddie Mac Pool #Q41905 4.00% 7/1/2046 (i)
|
2,482
|
2,331
|
|
|
Freddie Mac Pool #Q42626 4.00% 8/1/2046 (i)
|
2,604
|
2,443
|
|
|
Freddie Mac Pool #T65389 3.50% 9/1/2046 (i)
|
41
|
37
|
|
|
Freddie Mac Pool #Q44227 4.00% 9/1/2046 (i)
|
731
|
683
|
|
|
Freddie Mac Pool #Q49716 4.50% 8/1/2047 (i)
|
321
|
304
|
|
|
Freddie Mac Pool #ZS4735 3.50% 9/1/2047 (i)
|
1,998
|
1,789
|
|
|
Freddie Mac Pool #G08793 4.00% 12/1/2047 (i)
|
12,196
|
11,353
|
|
|
Freddie Mac Pool #Q52596 4.50% 12/1/2047 (i)
|
236
|
225
|
|
|
Freddie Mac Pool #SI2002 4.00% 3/1/2048 (i)
|
622
|
578
|
|
|
Freddie Mac Pool #Q55986 4.50% 5/1/2048 (i)
|
4,059
|
3,898
|
|
|
Freddie Mac Pool #Z40273 4.50% 10/1/2048 (i)
|
536
|
514
|
|
|
Freddie Mac Pool #ZT1704 4.50% 1/1/2049 (i)
|
103,944
|
99,703
|
|
|
Freddie Mac Pool #QA5741 3.00% 12/1/2049 (i)
|
2,235
|
1,944
|
|
|
Freddie Mac Pool #QA5125 3.50% 12/1/2049 (i)
|
987
|
896
|
|
|
Freddie Mac Pool #RA3055 2.50% 7/1/2050 (i)
|
432
|
353
|
|
|
Freddie Mac Pool #QB2937 2.00% 8/1/2050 (i)
|
761
|
597
|
|
|
Freddie Mac Pool #RA3384 3.00% 8/1/2050 (i)
|
824
|
711
|
|
|
Freddie Mac Pool #RA3506 3.00% 9/1/2050 (i)
|
10,128
|
8,742
|
|
|
Freddie Mac Pool #RA3952 2.00% 11/1/2050 (i)
|
2,456
|
1,920
|
|
|
Freddie Mac Pool #QB6698 2.00% 12/1/2050 (i)
|
35
|
27
|
|
|
Freddie Mac Pool #QB8132 2.00% 1/1/2051 (i)
|
540
|
423
|
|
|
Freddie Mac Pool #QB8934 2.50% 2/1/2051 (i)
|
297
|
243
|
|
|
Freddie Mac Pool #QC0203 2.00% 3/1/2051 (i)
|
36
|
28
|
|
|
Freddie Mac Pool #QC0474 2.00% 4/1/2051 (i)
|
178
|
139
|
|
|
Freddie Mac Pool #QC0887 2.00% 4/1/2051 (i)
|
39
|
31
|
|
|
Freddie Mac Pool #SD0566 2.50% 4/1/2051 (i)
|
962
|
786
|
|
|
Freddie Mac Pool #RA5155 2.00% 5/1/2051 (i)
|
4,619
|
3,605
|
|
|
Freddie Mac Pool #QC1630 2.00% 5/1/2051 (i)
|
3,898
|
3,042
|
|
|
Freddie Mac Pool #RA5204 2.00% 5/1/2051 (i)
|
63
|
49
|
|
|
Freddie Mac Pool #RA5267 3.00% 5/1/2051 (i)
|
6,476
|
5,588
|
|
|
Freddie Mac Pool #QC3423 2.00% 6/1/2051 (i)
|
39
|
31
|
|
|
Freddie Mac Pool #QC4237 2.00% 7/1/2051 (i)
|
4,262
|
3,326
|
|
|
Freddie Mac Pool #SD3095 2.50% 7/1/2051 (i)
|
890
|
728
|
|
|
Freddie Mac Pool #QC4305 3.00% 7/1/2051 (i)
|
3,747
|
3,205
|
|
|
Freddie Mac Pool #QC5798 2.00% 8/1/2051 (i)
|
26
|
21
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Freddie Mac Pool #QC7439 2.00% 9/1/2051 (i)
|
USD864
|
$677
|
|
|
Freddie Mac Pool #QC7739 2.50% 9/1/2051 (i)
|
1,623
|
1,326
|
|
|
Freddie Mac Pool #RA5901 3.00% 9/1/2051 (i)
|
6,192
|
5,345
|
|
|
Freddie Mac Pool #RA5841 3.00% 9/1/2051 (i)
|
4,673
|
3,990
|
|
|
Freddie Mac Pool #QC9251 2.50% 10/1/2051 (i)
|
834
|
681
|
|
|
Freddie Mac Pool #QC8196 2.50% 10/1/2051 (i)
|
649
|
530
|
|
|
Freddie Mac Pool #SD1345 2.50% 10/1/2051 (i)
|
571
|
468
|
|
|
Freddie Mac Pool #QD0195 2.00% 11/1/2051 (i)
|
3,462
|
2,702
|
|
|
Freddie Mac Pool #QD0910 2.00% 11/1/2051 (i)
|
2,361
|
1,844
|
|
|
Freddie Mac Pool #QC9944 2.50% 11/1/2051 (i)
|
2,144
|
1,751
|
|
|
Freddie Mac Pool #RA6347 3.00% 11/1/2051 (i)
|
6,745
|
5,822
|
|
|
Freddie Mac Pool #SD8182 2.00% 12/1/2051 (i)
|
750
|
588
|
|
|
Freddie Mac Pool #QD3209 3.00% 12/1/2051 (i)
|
955
|
818
|
|
|
Freddie Mac Pool #RA6427 3.00% 12/1/2051 (i)
|
841
|
720
|
|
|
Freddie Mac Pool #QD5035 2.00% 1/1/2052 (i)
|
119
|
92
|
|
|
Freddie Mac Pool #SD7551 3.00% 1/1/2052 (i)
|
53,457
|
46,547
|
|
|
Freddie Mac Pool #RA6531 3.50% 1/1/2052 (i)
|
20
|
18
|
|
|
Freddie Mac Pool #RA6816 2.00% 2/1/2052 (i)
|
8,334
|
6,504
|
|
|
Freddie Mac Pool #SD0933 2.00% 2/1/2052 (i)
|
4,236
|
3,305
|
|
|
Freddie Mac Pool #QD6093 2.00% 2/1/2052 (i)
|
817
|
637
|
|
|
Freddie Mac Pool #RA6805 3.00% 2/1/2052 (i)
|
11,681
|
10,061
|
|
|
Freddie Mac Pool #QD7059 3.00% 2/1/2052 (i)
|
971
|
831
|
|
|
Freddie Mac Pool #RA6973 2.00% 3/1/2052 (i)
|
3,937
|
3,079
|
|
|
Freddie Mac Pool #QD8010 2.00% 3/1/2052 (i)
|
854
|
668
|
|
|
Freddie Mac Pool #QD8711 2.00% 3/1/2052 (i)
|
142
|
111
|
|
|
Freddie Mac Pool #QD8820 2.00% 3/1/2052 (i)
|
77
|
60
|
|
|
Freddie Mac Pool #SD4526 2.00% 3/1/2052 (i)
|
23
|
18
|
|
|
Freddie Mac Pool #SD3226 2.50% 3/1/2052 (i)
|
5,489
|
4,495
|
|
|
Freddie Mac Pool #SD3415 2.50% 3/1/2052 (i)
|
336
|
276
|
|
|
Freddie Mac Pool #SD1660 2.50% 3/1/2052 (i)
|
282
|
231
|
|
|
Freddie Mac Pool #QE0588 2.50% 3/1/2052 (i)
|
85
|
69
|
|
|
Freddie Mac Pool #SD8213 3.00% 5/1/2052 (i)
|
48,420
|
41,476
|
|
|
Freddie Mac Pool #QE2358 3.50% 5/1/2052 (i)
|
445
|
395
|
|
|
Freddie Mac Pool #SD8220 3.00% 6/1/2052 (i)
|
29,538
|
25,305
|
|
|
Freddie Mac Pool #SD6203 3.00% 6/1/2052 (i)
|
1,708
|
1,461
|
|
|
Freddie Mac Pool #RA7510 3.50% 6/1/2052 (i)
|
1,376
|
1,222
|
|
|
Freddie Mac Pool #RA7556 4.50% 6/1/2052 (i)
|
57,639
|
54,571
|
|
|
Freddie Mac Pool #SL2621 2.50% 7/1/2052 (i)
|
7,264
|
5,933
|
|
|
Freddie Mac Pool #SD8225 3.00% 7/1/2052 (i)
|
10,790
|
9,230
|
|
|
Freddie Mac Pool #SD1406 2.00% 8/1/2052 (i)
|
707
|
552
|
|
|
Freddie Mac Pool #SD8235 3.00% 8/1/2052 (i)
|
921
|
789
|
|
|
Freddie Mac Pool #SD7556 3.00% 8/1/2052 (i)
|
658
|
570
|
|
|
Freddie Mac Pool #SD8251 5.50% 8/1/2052 (i)
|
35
|
35
|
|
|
Freddie Mac Pool #SD8242 3.00% 9/1/2052 (i)
|
8,492
|
7,269
|
|
|
Freddie Mac Pool #SD1584 4.50% 9/1/2052 (i)
|
13,091
|
12,443
|
|
|
Freddie Mac Pool #QE9222 5.00% 9/1/2052 (i)
|
42,982
|
41,863
|
|
|
Freddie Mac Pool #RA7938 5.00% 9/1/2052 (i)
|
2,419
|
2,354
|
|
|
Freddie Mac Pool #QE8785 5.50% 9/1/2052 (i)
|
1,742
|
1,735
|
|
|
Freddie Mac Pool #SD8256 4.00% 10/1/2052 (i)
|
4,519
|
4,149
|
|
|
Freddie Mac Pool #SD1831 5.50% 10/1/2052 (i)
|
1,573
|
1,572
|
|
|
Freddie Mac Pool #QF1113 5.50% 10/1/2052 (i)
|
1,299
|
1,301
|
|
|
Freddie Mac Pool #QF3150 5.50% 10/1/2052 (i)
|
824
|
829
|
|
|
Freddie Mac Pool #QF1433 5.50% 10/1/2052 (i)
|
26
|
26
|
|
|
Freddie Mac Pool #SD2948 5.50% 11/1/2052 (i)
|
26,891
|
26,822
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Freddie Mac Pool #QF3380 5.50% 11/1/2052 (i)
|
USD2,954
|
$2,953
|
|
|
Freddie Mac Pool #QF2409 5.50% 11/1/2052 (i)
|
1,405
|
1,404
|
|
|
Freddie Mac Pool #QF2472 5.50% 11/1/2052 (i)
|
912
|
910
|
|
|
Freddie Mac Pool #SD8280 6.50% 11/1/2052 (i)
|
16
|
17
|
|
|
Freddie Mac Pool #SD2602 3.00% 12/1/2052 (i)
|
2,179
|
1,865
|
|
|
Freddie Mac Pool #SD4116 4.50% 12/1/2052 (i)
|
15,640
|
14,792
|
|
|
Freddie Mac Pool #SD8276 5.00% 12/1/2052 (i)
|
3,983
|
3,876
|
|
|
Freddie Mac Pool #QF6034 5.50% 12/1/2052 (i)
|
68
|
67
|
|
|
Freddie Mac Pool #QF4188 5.50% 12/1/2052 (i)
|
68
|
67
|
|
|
Freddie Mac Pool #SD8287 4.50% 1/1/2053 (i)
|
1,002
|
948
|
|
|
Freddie Mac Pool #QF6796 5.50% 1/1/2053 (i)
|
96
|
95
|
|
|
Freddie Mac Pool #QF7483 5.50% 2/1/2053 (i)
|
8,537
|
8,507
|
|
|
Freddie Mac Pool #QF7073 5.50% 2/1/2053 (i)
|
3,274
|
3,265
|
|
|
Freddie Mac Pool #QF8331 5.50% 2/1/2053 (i)
|
2,625
|
2,617
|
|
|
Freddie Mac Pool #QF9106 5.50% 2/1/2053 (i)
|
921
|
918
|
|
|
Freddie Mac Pool #SD2402 6.00% 2/1/2053 (i)
|
12,089
|
12,404
|
|
|
Freddie Mac Pool #SD8301 6.00% 2/1/2053 (i)
|
50
|
51
|
|
|
Freddie Mac Pool #QF8351 5.50% 3/1/2053 (i)
|
2,165
|
2,161
|
|
|
Freddie Mac Pool #QF8462 5.50% 3/1/2053 (i)
|
232
|
231
|
|
|
Freddie Mac Pool #SD2716 5.00% 4/1/2053 (i)
|
3,688
|
3,599
|
|
|
Freddie Mac Pool #SD8316 5.50% 4/1/2053 (i)
|
36,691
|
36,502
|
|
|
Freddie Mac Pool #QG1023 5.50% 4/1/2053 (i)
|
3,215
|
3,203
|
|
|
Freddie Mac Pool #QG0657 5.50% 4/1/2053 (i)
|
2,883
|
2,869
|
|
|
Freddie Mac Pool #SD3369 5.50% 5/1/2053 (i)
|
933
|
928
|
|
|
Freddie Mac Pool #SD8325 6.00% 5/1/2053 (i)
|
131,099
|
133,294
|
|
|
Freddie Mac Pool #QG3376 6.00% 5/1/2053 (i)
|
800
|
817
|
|
|
Freddie Mac Pool #SD2979 6.50% 5/1/2053 (i)
|
1,546
|
1,617
|
|
|
Freddie Mac Pool #SD8329 5.00% 6/1/2053 (i)
|
270
|
263
|
|
|
Freddie Mac Pool #SD8331 5.50% 6/1/2053 (i)
|
61
|
61
|
|
|
Freddie Mac Pool #SD3505 6.00% 6/1/2053 (i)
|
24,026
|
24,519
|
|
|
Freddie Mac Pool #SD3175 6.00% 6/1/2053 (i)
|
6,846
|
6,965
|
|
|
Freddie Mac Pool #RA9279 6.00% 6/1/2053 (i)
|
5,536
|
5,664
|
|
|
Freddie Mac Pool #RA9283 6.00% 6/1/2053 (i)
|
4,794
|
4,879
|
|
|
Freddie Mac Pool #RA9281 6.00% 6/1/2053 (i)
|
3,424
|
3,496
|
|
|
Freddie Mac Pool #RA9284 6.00% 6/1/2053 (i)
|
3,040
|
3,137
|
|
|
Freddie Mac Pool #RA9294 6.50% 6/1/2053 (i)
|
3,467
|
3,601
|
|
|
Freddie Mac Pool #RA9292 6.50% 6/1/2053 (i)
|
3,181
|
3,307
|
|
|
Freddie Mac Pool #RA9289 6.50% 6/1/2053 (i)
|
3,025
|
3,172
|
|
|
Freddie Mac Pool #RA9288 6.50% 6/1/2053 (i)
|
2,852
|
2,995
|
|
|
Freddie Mac Pool #RA9287 6.50% 6/1/2053 (i)
|
2,064
|
2,168
|
|
|
Freddie Mac Pool #RA9290 6.50% 6/1/2053 (i)
|
1,545
|
1,615
|
|
|
Freddie Mac Pool #RA9291 6.50% 6/1/2053 (i)
|
1,117
|
1,159
|
|
|
Freddie Mac Pool #RA9295 6.50% 6/1/2053 (i)
|
853
|
901
|
|
|
Freddie Mac Pool #SD8341 5.00% 7/1/2053 (i)
|
20
|
20
|
|
|
Freddie Mac Pool #SD8342 5.50% 7/1/2053 (i)
|
167
|
166
|
|
|
Freddie Mac Pool #SD3356 6.00% 7/1/2053 (i)
|
2,950
|
3,002
|
|
|
Freddie Mac Pool #SD3432 6.00% 7/1/2053 (i)
|
276
|
284
|
|
|
Freddie Mac Pool #SD5855 3.50% 8/1/2053 (i)
|
4,370
|
3,882
|
|
|
Freddie Mac Pool #SD3512 6.00% 8/1/2053 (i)
|
115
|
117
|
|
|
Freddie Mac Pool #SD8362 5.50% 9/1/2053 (i)
|
99
|
99
|
|
|
Freddie Mac Pool #RA9865 6.50% 9/1/2053 (i)
|
31,950
|
33,366
|
|
|
Freddie Mac Pool #SL1562 3.00% 10/1/2053 (i)
|
9,110
|
7,795
|
|
|
Freddie Mac Pool #SD8367 5.50% 10/1/2053 (i)
|
8,530
|
8,493
|
|
|
Freddie Mac Pool #SD4053 6.00% 10/1/2053 (i)
|
254
|
259
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Freddie Mac Pool #SD4977 5.00% 11/1/2053 (i)
|
USD44,633
|
$43,357
|
|
|
Freddie Mac Pool #QH3557 6.50% 11/1/2053 (i)
|
2,858
|
2,985
|
|
|
Freddie Mac Pool #RJ0326 6.50% 11/1/2053 (i)
|
284
|
294
|
|
|
Freddie Mac Pool #SD8374 6.50% 11/1/2053 (i)
|
32
|
33
|
|
|
Freddie Mac Pool #SD4583 3.50% 12/1/2053 (i)
|
210
|
186
|
|
|
Freddie Mac Pool #SD5500 2.00% 1/1/2054 (i)
|
63
|
49
|
|
|
Freddie Mac Pool #RJ0668 6.00% 1/1/2054 (i)
|
4,844
|
4,940
|
|
|
Freddie Mac Pool #SD4795 6.00% 1/1/2054 (i)
|
3,448
|
3,507
|
|
|
Freddie Mac Pool #SD8396 6.00% 1/1/2054 (i)
|
24
|
24
|
|
|
Freddie Mac Pool #SD4693 6.50% 1/1/2054 (i)
|
308
|
318
|
|
|
Freddie Mac Pool #RJ0854 6.50% 1/1/2054 (i)
|
14
|
14
|
|
|
Freddie Mac Pool #SD8401 5.50% 2/1/2054 (i)
|
255
|
254
|
|
|
Freddie Mac Pool #SD8402 6.00% 2/1/2054 (i)
|
1,866
|
1,889
|
|
|
Freddie Mac Pool #SD8408 5.50% 3/1/2054 (i)
|
5,920
|
5,886
|
|
|
Freddie Mac Pool #RJ1216 5.50% 4/1/2054 (i)
|
1,096
|
1,096
|
|
|
Freddie Mac Pool #RJ1215 5.50% 4/1/2054 (i)
|
795
|
791
|
|
|
Freddie Mac Pool #SD5303 6.00% 4/1/2054 (i)
|
2,731
|
2,779
|
|
|
Freddie Mac Pool #QI3333 6.00% 4/1/2054 (i)
|
151
|
155
|
|
|
Freddie Mac Pool #SL4182 2.50% 5/1/2054 (i)
|
6,251
|
5,108
|
|
|
Freddie Mac Pool #RJ1512 5.50% 5/1/2054 (i)
|
22,647
|
22,652
|
|
|
Freddie Mac Pool #RJ1503 6.00% 5/1/2054 (i)
|
2,820
|
2,863
|
|
|
Freddie Mac Pool #QI6075 6.00% 5/1/2054 (i)
|
251
|
256
|
|
|
Freddie Mac Pool #SD5692 6.00% 5/1/2054 (i)
|
198
|
202
|
|
|
Freddie Mac Pool #RJ1855 5.00% 6/1/2054 (i)
|
6,448
|
6,258
|
|
|
Freddie Mac Pool #RJ1768 5.50% 6/1/2054 (i)
|
772
|
772
|
|
|
Freddie Mac Pool #SD8439 6.00% 6/1/2054 (i)
|
28
|
29
|
|
|
Freddie Mac Pool #SD8446 5.50% 7/1/2054 (i)
|
1,482
|
1,471
|
|
|
Freddie Mac Pool #QI8872 5.50% 7/1/2054 (i)
|
487
|
486
|
|
|
Freddie Mac Pool #RJ1964 6.00% 7/1/2054 (i)
|
6,064
|
6,231
|
|
|
Freddie Mac Pool #RJ1975 6.00% 7/1/2054 (i)
|
4,238
|
4,331
|
|
|
Freddie Mac Pool #QI8874 6.00% 7/1/2054 (i)
|
1,568
|
1,598
|
|
|
Freddie Mac Pool #SD5813 6.00% 7/1/2054 (i)
|
1,018
|
1,034
|
|
|
Freddie Mac Pool #SD6143 6.00% 7/1/2054 (i)
|
608
|
618
|
|
|
Freddie Mac Pool #SD5873 6.00% 7/1/2054 (i)
|
404
|
410
|
|
|
Freddie Mac Pool #SD5896 6.00% 7/1/2054 (i)
|
259
|
263
|
|
|
Freddie Mac Pool #SI2131 6.50% 7/1/2054 (i)
|
3,683
|
3,802
|
|
|
Freddie Mac Pool #SD8448 6.50% 7/1/2054 (i)
|
239
|
247
|
|
|
Freddie Mac Pool #RJ1986 6.50% 7/1/2054 (i)
|
195
|
202
|
|
|
Freddie Mac Pool #RJ2200 5.50% 8/1/2054 (i)
|
1,625
|
1,616
|
|
|
Freddie Mac Pool #RJ2206 5.50% 8/1/2054 (i)
|
949
|
942
|
|
|
Freddie Mac Pool #RJ2243 5.50% 8/1/2054 (i)
|
930
|
927
|
|
|
Freddie Mac Pool #RJ2203 5.50% 8/1/2054 (i)
|
169
|
168
|
|
|
Freddie Mac Pool #SD6286 5.50% 8/1/2054 (i)
|
24
|
24
|
|
|
Freddie Mac Pool #RJ2212 6.00% 8/1/2054 (i)
|
1,483
|
1,516
|
|
|
Freddie Mac Pool #RJ2216 6.00% 8/1/2054 (i)
|
1,076
|
1,092
|
|
|
Freddie Mac Pool #SD8454 6.00% 8/1/2054 (i)
|
675
|
683
|
|
|
Freddie Mac Pool #SD6029 6.00% 8/1/2054 (i)
|
630
|
641
|
|
|
Freddie Mac Pool #QJ3296 6.00% 8/1/2054 (i)
|
573
|
583
|
|
|
Freddie Mac Pool #RJ2210 6.00% 8/1/2054 (i)
|
372
|
377
|
|
|
Freddie Mac Pool #QJ0780 6.00% 8/1/2054 (i)
|
50
|
51
|
|
|
Freddie Mac Pool #RJ2422 5.50% 9/1/2054 (i)
|
24,920
|
24,779
|
|
|
Freddie Mac Pool #RJ2415 5.50% 9/1/2054 (i)
|
10,518
|
10,519
|
|
|
Freddie Mac Pool #RJ2408 5.50% 9/1/2054 (i)
|
9,462
|
9,427
|
|
|
Freddie Mac Pool #QJ3044 5.50% 9/1/2054 (i)
|
432
|
428
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Freddie Mac Pool #RJ2314 6.00% 9/1/2054 (i)
|
USD2,295
|
$2,338
|
|
|
Freddie Mac Pool #RJ2312 6.00% 9/1/2054 (i)
|
1,160
|
1,182
|
|
|
Freddie Mac Pool #RJ2306 6.00% 9/1/2054 (i)
|
1,119
|
1,148
|
|
|
Freddie Mac Pool #RJ2308 6.00% 9/1/2054 (i)
|
1,112
|
1,137
|
|
|
Freddie Mac Pool #RJ2309 6.00% 9/1/2054 (i)
|
656
|
666
|
|
|
Freddie Mac Pool #QJ4536 6.00% 9/1/2054 (i)
|
553
|
562
|
|
|
Freddie Mac Pool #SD7274 6.00% 9/1/2054 (i)
|
338
|
342
|
|
|
Freddie Mac Pool #SD8463 6.00% 9/1/2054 (i)
|
89
|
90
|
|
|
Freddie Mac Pool #RJ2411 6.50% 9/1/2054 (i)
|
738
|
764
|
|
|
Freddie Mac Pool #RJ2470 6.50% 9/1/2054 (i)
|
248
|
256
|
|
|
Freddie Mac Pool #RJ2664 5.00% 10/1/2054 (i)
|
179
|
174
|
|
|
Freddie Mac Pool #SD8469 5.50% 10/1/2054 (i)
|
516
|
512
|
|
|
Freddie Mac Pool #RJ2625 5.50% 10/1/2054 (i)
|
188
|
187
|
|
|
Freddie Mac Pool #RJ2851 4.50% 11/1/2054 (i)
|
6,008
|
5,650
|
|
|
Freddie Mac Pool #RJ2860 5.00% 11/1/2054 (i)
|
3,557
|
3,438
|
|
|
Freddie Mac Pool #RJ2917 5.50% 11/1/2054 (i)
|
4,308
|
4,277
|
|
|
Freddie Mac Pool #SD8475 5.50% 11/1/2054 (i)
|
1,083
|
1,074
|
|
|
Freddie Mac Pool #RJ2922 6.00% 11/1/2054 (i)
|
1,117
|
1,131
|
|
|
Freddie Mac Pool #SD7470 4.50% 12/1/2054 (i)
|
10,060
|
9,579
|
|
|
Freddie Mac Pool #SD8500 3.50% 1/1/2055 (i)
|
7,573
|
6,727
|
|
|
Freddie Mac Pool #SD8494 5.50% 1/1/2055 (i)
|
3,791
|
3,757
|
|
|
Freddie Mac Pool #QX2925 6.00% 1/1/2055 (i)
|
5,925
|
6,020
|
|
|
Freddie Mac Pool #QX3576 6.00% 1/1/2055 (i)
|
64
|
65
|
|
|
Freddie Mac Pool #RJ3264 4.50% 2/1/2055 (i)
|
2,772
|
2,607
|
|
|
Freddie Mac Pool #SD8507 6.00% 2/1/2055 (i)
|
5,208
|
5,274
|
|
|
Freddie Mac Pool #SL0797 6.00% 2/1/2055 (i)
|
4,744
|
4,817
|
|
|
Freddie Mac Pool #RJ4076 6.00% 2/1/2055 (i)
|
280
|
283
|
|
|
Freddie Mac Pool #QX6724 6.00% 2/1/2055 (i)
|
216
|
219
|
|
|
Freddie Mac Pool #SD8515 5.50% 3/1/2055 (i)
|
26
|
26
|
|
|
Freddie Mac Pool #QX9923 6.00% 3/1/2055 (i)
|
1,138
|
1,159
|
|
|
Freddie Mac Pool #SL0924 6.00% 3/1/2055 (i)
|
780
|
790
|
|
|
Freddie Mac Pool #QX7839 6.50% 3/1/2055 (i)
|
1,030
|
1,063
|
|
|
Freddie Mac Pool #SL1094 5.00% 4/1/2055 (i)
|
105
|
101
|
|
|
Freddie Mac Pool #QY0858 6.00% 4/1/2055 (i)
|
4,614
|
4,674
|
|
|
Freddie Mac Pool #SL1114 6.00% 4/1/2055 (i)
|
3,282
|
3,335
|
|
|
Freddie Mac Pool #QY0266 6.00% 4/1/2055 (i)
|
349
|
353
|
|
|
Freddie Mac Pool #QX9880 6.50% 4/1/2055 (i)
|
1,148
|
1,189
|
|
|
Freddie Mac Pool #QY0410 6.50% 4/1/2055 (i)
|
1,000
|
1,032
|
|
|
Freddie Mac Pool #QY3774 6.00% 5/1/2055 (i)
|
694
|
703
|
|
|
Freddie Mac Pool #QY3651 6.50% 5/1/2055 (i)
|
2,000
|
2,076
|
|
|
Freddie Mac Pool #QY3992 6.50% 5/1/2055 (i)
|
1,063
|
1,103
|
|
|
Freddie Mac Pool #QY8196 3.50% 6/1/2055 (i)
|
202
|
180
|
|
|
Freddie Mac Pool #RQ0012 5.00% 6/1/2055 (i)
|
686
|
663
|
|
|
Freddie Mac Pool #QY6303 6.00% 6/1/2055 (i)
|
219
|
222
|
|
|
Freddie Mac Pool #QY5805 6.50% 6/1/2055 (i)
|
2,000
|
2,064
|
|
|
Freddie Mac Pool #QY7298 6.50% 6/1/2055 (i)
|
2,000
|
2,064
|
|
|
Freddie Mac Pool #RQ0036 3.50% 7/1/2055 (i)
|
7,369
|
6,546
|
|
|
Freddie Mac Pool #RQ0026 5.00% 7/1/2055 (i)
|
6,273
|
6,062
|
|
|
Freddie Mac Pool #QY7483 6.00% 7/1/2055 (i)
|
1,351
|
1,374
|
|
|
Freddie Mac Pool #RQ0029 6.50% 7/1/2055 (i)
|
5,877
|
6,063
|
|
|
Freddie Mac Pool #SL1959 6.50% 7/1/2055 (i)
|
2,162
|
2,234
|
|
|
Freddie Mac Pool #QY8306 6.50% 7/1/2055 (i)
|
1,000
|
1,038
|
|
|
Freddie Mac Pool #SL3294 6.50% 7/1/2055 (i)
|
330
|
341
|
|
|
Freddie Mac Pool #RQ0045 3.50% 8/1/2055 (i)
|
14,598
|
12,967
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Freddie Mac Pool #RQ0042 6.50% 8/1/2055 (i)
|
USD2,064
|
$2,129
|
|
|
Freddie Mac Pool #RJ4710 6.50% 8/1/2055 (i)
|
1,000
|
1,032
|
|
|
Freddie Mac Pool #RQ0051 6.50% 9/1/2055 (i)
|
326
|
336
|
|
|
Freddie Mac Pool #RQ0058 6.50% 10/1/2055 (i)
|
3,894
|
4,017
|
|
|
Freddie Mac Pool #RQ0070 3.50% 11/1/2055 (i)
|
3,089
|
2,744
|
|
|
Freddie Mac Pool #SL6147 5.50% 11/1/2055 (i)
|
43,643
|
43,255
|
|
|
Freddie Mac Pool #RQ0074 4.50% 12/1/2055 (i)
|
1,758
|
1,653
|
|
|
Freddie Mac Pool #SL3368 6.00% 12/1/2055 (i)
|
374
|
379
|
|
|
Freddie Mac Pool #TA1888 6.50% 12/1/2055 (i)
|
1,786
|
1,854
|
|
|
Freddie Mac Pool #RQ0078 6.50% 12/1/2055 (i)
|
1,000
|
1,032
|
|
|
Freddie Mac Pool #RQ0081 3.50% 1/1/2056 (i)
|
495
|
439
|
|
|
Freddie Mac Pool #TA3866 6.50% 1/1/2056 (i)
|
2,024
|
2,107
|
|
|
Freddie Mac Pool #RQ0087 6.50% 1/1/2056 (i)
|
2,000
|
2,064
|
|
|
Freddie Mac Pool #RQ0094 5.00% 2/1/2056 (i)
|
37,950
|
36,650
|
|
|
Freddie Mac Pool #RQ0097 6.50% 2/1/2056 (i)
|
3,125
|
3,226
|
|
|
Freddie Mac Pool #RQ0099 3.50% 3/1/2056 (i)
|
3,880
|
3,445
|
|
|
Freddie Mac Pool #RQ0105 6.50% 3/1/2056 (i)
|
1,234
|
1,274
|
|
|
Freddie Mac Pool #RQ0107 3.50% 4/1/2056 (i)
|
2,199
|
1,953
|
|
|
Freddie Mac Pool #RQ0110 5.00% 4/1/2056 (i)
|
17,048
|
16,464
|
|
|
Freddie Mac Pool #RQ0113 6.50% 4/1/2056 (i)
|
495
|
511
|
|
|
Freddie Mac, Series 2122, Class QM, 6.25% 2/15/2029 (i)
|
144
|
145
|
|
|
Freddie Mac, Series K064, Class A2, Multi Family, 3.224% 3/25/2027 (i)
|
4,390
|
4,363
|
|
|
Freddie Mac, Series K066, Class A2, Multi Family, 3.117% 6/25/2027 (i)
|
4,286
|
4,244
|
|
|
Freddie Mac, Series K067, Class A2, Multi Family, 3.194% 7/25/2027 (i)
|
4,810
|
4,754
|
|
|
Freddie Mac, Series K068, Class A2, Multi Family, 3.244% 8/25/2027 (i)
|
2,350
|
2,322
|
|
|
Freddie Mac, Series K069, Class A2, Multi Family, 3.187% 9/25/2027 (f)(i)
|
8,539
|
8,421
|
|
|
Freddie Mac, Series K156, Class A2, Multi Family, 4.43% 2/25/2033 (f)(i)
|
13,801
|
13,500
|
|
|
Freddie Mac, Series 3117, Class OG, principal only, 0% 2/15/2036 (i)
|
20
|
18
|
|
|
Freddie Mac, Series 3136, Class OP, principal only, 0% 4/15/2036 (i)
|
407
|
331
|
|
|
Freddie Mac, Series 3147, Class OD, principal only, 0% 4/15/2036 (i)
|
155
|
140
|
|
|
Freddie Mac, Series 3155, Class FO, principal only, 0% 5/15/2036 (i)
|
282
|
240
|
|
|
Freddie Mac, Series 3149, Class MO, principal only, 0% 5/15/2036 (i)
|
38
|
34
|
|
|
Freddie Mac, Series 3149, Class AO, principal only, 0% 5/15/2036 (i)
|
33
|
29
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class MT, 3.00% 7/25/2056
(i)
|
7,168
|
6,233
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class HT, 3.25% 7/25/2056
(i)
|
1,433
|
1,271
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class MA, 3.00% 8/25/2056
(i)
|
6,318
|
5,923
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class HA, 3.00% 8/25/2056
(f)(i)
|
5,996
|
5,664
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-1, Class HT, 3.00% 5/25/2057
(i)
|
7,427
|
6,303
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class HT, 3.25% 6/25/2057
(f)(i)
|
10,699
|
9,622
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT, 3.50% 6/25/2057
(i)
|
6,062
|
5,454
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M45T, 4.50%
6/25/2057 (i)
|
10,250
|
9,870
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-3, Class MA, 3.50% 8/25/2057
(f)(i)
|
7,535
|
7,245
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-2, Class MT, 3.50% 11/25/2057
(i)
|
7,546
|
6,712
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT, 3.50% 7/25/2058
(i)
|
3,537
|
3,136
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MA, 3.50% 7/25/2058
(i)
|
876
|
837
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MT, 3.50% 8/25/2058
(i)
|
2,972
|
2,598
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MT, 3.50% 10/25/2058
(i)
|
1,807
|
1,610
|
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MA, 3.00% 2/25/2059
(i)
|
20,113
|
18,622
|
|
|
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2018-1, Class A1, 3.50%
6/25/2028 (i)
|
425
|
417
|
|
|
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2019-3, Class A1C,
2.75% 11/25/2029 (i)
|
25,090
|
23,779
|
|
|
Government National Mortgage Assn. 3.50% 8/1/2056 (i)(j)
|
5,509
|
4,823
|
|
|
Government National Mortgage Assn. 4.00% 8/1/2056 (i)(j)
|
3,404
|
3,080
|
|
|
Government National Mortgage Assn. 4.50% 8/1/2056 (i)(j)
|
3,527
|
3,306
|
|
|
Government National Mortgage Assn. 5.50% 8/1/2056 (i)(j)
|
10,000
|
9,935
|
|
|
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. 6.00% 8/1/2056 (i)(j)
|
USD5,000
|
$5,082
|
|
|
Government National Mortgage Assn. Pool #736682 4.50% 12/15/2037 (i)
|
280
|
273
|
|
|
Government National Mortgage Assn. Pool #738938 6.50% 2/20/2039 (i)
|
60
|
63
|
|
|
Government National Mortgage Assn. Pool #783690 6.00% 9/20/2039 (i)
|
557
|
589
|
|
|
Government National Mortgage Assn. Pool #783689 5.50% 2/20/2040 (i)
|
663
|
677
|
|
|
Government National Mortgage Assn. Pool #783539 5.00% 10/20/2040 (i)
|
439
|
431
|
|
|
Government National Mortgage Assn. Pool #783688 5.00% 6/20/2041 (i)
|
679
|
674
|
|
|
Government National Mortgage Assn. Pool #005198 6.50% 9/20/2041 (i)
|
318
|
335
|
|
|
Government National Mortgage Assn. Pool #783687 4.50% 12/20/2041 (i)
|
652
|
621
|
|
|
Government National Mortgage Assn. Pool #MA2894 4.50% 6/20/2045 (i)
|
762
|
732
|
|
|
Government National Mortgage Assn. Pool #MA3246 4.50% 11/20/2045 (i)
|
1,037
|
996
|
|
|
Government National Mortgage Assn. Pool #MA5077 3.50% 3/20/2048 (i)
|
2,982
|
2,677
|
|
|
Government National Mortgage Assn. Pool #MA5468 5.00% 9/20/2048 (i)
|
282
|
278
|
|
|
Government National Mortgage Assn. Pool #MA5530 5.00% 10/20/2048 (i)
|
67
|
66
|
|
|
Government National Mortgage Assn. Pool #MA5652 4.50% 12/20/2048 (i)
|
383
|
366
|
|
|
Government National Mortgage Assn. Pool #MA5711 4.50% 1/20/2049 (i)
|
654
|
626
|
|
|
Government National Mortgage Assn. Pool #MA5712 5.00% 1/20/2049 (i)
|
790
|
779
|
|
|
Government National Mortgage Assn. Pool #MA5764 4.50% 2/20/2049 (i)
|
1,388
|
1,326
|
|
|
Government National Mortgage Assn. Pool #MA5878 5.00% 4/20/2049 (i)
|
7,978
|
7,887
|
|
|
Government National Mortgage Assn. Pool #MA6042 5.00% 7/20/2049 (i)
|
4,615
|
4,548
|
|
|
Government National Mortgage Assn. Pool #MA6930 2.00% 10/20/2050 (i)
|
444
|
357
|
|
|
Government National Mortgage Assn. Pool #MA7051 2.00% 12/20/2050 (i)
|
2,184
|
1,753
|
|
|
Government National Mortgage Assn. Pool #MA7533 2.00% 8/20/2051 (i)
|
1,919
|
1,541
|
|
|
Government National Mortgage Assn. Pool #MA7704 2.00% 11/20/2051 (i)
|
51
|
41
|
|
|
Government National Mortgage Assn. Pool #MA7880 2.00% 2/20/2052 (i)
|
1,142
|
917
|
|
|
Government National Mortgage Assn. Pool #MA8044 3.50% 5/20/2052 (i)
|
640
|
574
|
|
|
Government National Mortgage Assn. Pool #MA8096 2.00% 6/20/2052 (i)
|
452
|
363
|
|
|
Government National Mortgage Assn. Pool #MA8199 3.50% 8/20/2052 (i)
|
191
|
171
|
|
|
Government National Mortgage Assn. Pool #MA8267 4.00% 9/20/2052 (i)
|
211,406
|
194,233
|
|
|
Government National Mortgage Assn. Pool #MA8346 4.00% 10/20/2052 (i)
|
20,303
|
18,695
|
|
|
Government National Mortgage Assn. Pool #MA8567 4.00% 1/20/2053 (i)
|
15,358
|
14,088
|
|
|
Government National Mortgage Assn. Pool #MA8723 4.00% 3/20/2053 (i)
|
9,721
|
8,920
|
|
|
Government National Mortgage Assn. Pool #MA8947 5.00% 6/20/2053 (i)
|
13,721
|
13,345
|
|
|
Government National Mortgage Assn. Pool #MA9015 4.50% 7/20/2053 (i)
|
9,704
|
9,169
|
|
|
Government National Mortgage Assn. Pool #MA9016 5.00% 7/20/2053 (i)
|
75,446
|
73,421
|
|
|
Government National Mortgage Assn. Pool #MA9776 4.00% 7/20/2054 (i)
|
6,486
|
5,902
|
|
|
Government National Mortgage Assn. Pool #MA9961 3.50% 10/20/2054 (i)
|
213
|
186
|
|
|
Government National Mortgage Assn. Pool #MB0024 4.50% 11/20/2054 (i)
|
1,256
|
1,182
|
|
|
Government National Mortgage Assn. Pool #MB0205 5.50% 2/20/2055 (i)
|
403
|
402
|
|
|
Government National Mortgage Assn. Pool #MB0739 2.00% 9/20/2055 (i)
|
68
|
54
|
|
|
Government National Mortgage Assn. Pool #795485 4.386% 7/20/2062 (i)
|
3
|
3
|
|
|
Government National Mortgage Assn. Pool #AG8088 4.779% 3/20/2064 (i)
|
1
|
1
|
|
|
Government National Mortgage Assn. Pool #AG8117 4.916% 4/20/2064 (i)
|
1
|
1
|
|
|
Government National Mortgage Assn. Pool #AG8193 4.779% 9/20/2064 (i)
|
1
|
1
|
|
|
Government National Mortgage Assn. Pool #AG8207 4.779% 11/20/2064 (i)
|
1
|
1
|
|
|
Government National Mortgage Assn. Pool #AG8244 4.779% 1/20/2065 (i)
|
1
|
1
|
|
|
Government National Mortgage Assn., Series 2005-7, Class AO, principal only, 0% 2/16/2035
(i)
|
175
|
155
|
|
|
Government National Mortgage Assn., Series 2007-8, Class LO, principal only, 0% 3/20/2037
(i)
|
231
|
188
|
|
|
Uniform Mortgage-Backed Security 2.50% 8/1/2041 (i)(j)
|
25,015
|
23,133
|
|
|
Uniform Mortgage-Backed Security 2.50% 9/1/2041 (i)(j)
|
46,023
|
42,546
|
|
|
Uniform Mortgage-Backed Security 2.00% 8/1/2056 (i)(j)
|
39,802
|
31,015
|
|
|
Uniform Mortgage-Backed Security 2.50% 8/1/2056 (i)(j)
|
12,995
|
10,597
|
|
|
Uniform Mortgage-Backed Security 3.00% 8/1/2056 (i)(j)
|
43,689
|
37,253
|
|
|
Uniform Mortgage-Backed Security 3.50% 8/1/2056 (i)(j)
|
6,249
|
5,544
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Uniform Mortgage-Backed Security 4.00% 8/1/2056 (i)(j)
|
USD23,401
|
$21,366
|
|
|
Uniform Mortgage-Backed Security 4.50% 8/1/2056 (i)(j)
|
52,355
|
49,170
|
|
|
Uniform Mortgage-Backed Security 5.00% 8/1/2056 (i)(j)
|
64,831
|
62,574
|
|
|
Uniform Mortgage-Backed Security 5.50% 8/1/2056 (i)(j)
|
2,601
|
2,575
|
|
|
Uniform Mortgage-Backed Security 6.00% 8/1/2056 (i)(j)
|
10,858
|
10,980
|
|
|
Uniform Mortgage-Backed Security 6.50% 8/1/2056 (i)(j)
|
20,212
|
20,839
|
|
|
Uniform Mortgage-Backed Security 7.00% 8/1/2056 (i)(j)
|
270,427
|
283,245
|
|
|
Uniform Mortgage-Backed Security 2.00% 9/1/2056 (i)(j)
|
11,333
|
8,826
|
|
|
Uniform Mortgage-Backed Security 2.50% 9/1/2056 (i)(j)
|
52,920
|
43,131
|
|
|
Uniform Mortgage-Backed Security 3.00% 9/1/2056 (i)(j)
|
45,821
|
39,037
|
|
|
Uniform Mortgage-Backed Security 3.50% 9/1/2056 (i)(j)
|
7,751
|
6,871
|
|
|
Uniform Mortgage-Backed Security 4.00% 9/1/2056 (i)(j)
|
30,843
|
28,137
|
|
|
Uniform Mortgage-Backed Security 5.50% 9/1/2056 (i)(j)
|
100,857
|
99,667
|
|
|
Uniform Mortgage-Backed Security 6.00% 9/1/2056 (i)(j)
|
190,292
|
192,083
|
|
|
|
|
|
4,940,566
|
|
Commercial mortgage-backed securities 0.21%
|
|
|
|
|
ALA Trust, Series 2025-OANA, Class A, (1-month USD CME Term SOFR + 1.743%) 5.419%
6/15/2040 (e)(f)(i)
|
2,840
|
2,855
|
|
|
ARES Commercial Mortgage Trust, Series 24-IND, Class A, (1-month USD CME Term SOFR
+ 1.69%) 5.368%
7/15/2041 (e)(f)(i)
|
447
|
448
|
|
|
Bank Commercial Mortgage Trust, Series 2023-5YR1, Class B, 6.684% 4/15/2056 (f)(i)
|
5,216
|
5,272
|
|
|
Bank Commercial Mortgage Trust, Series 2024-5YR9, Class A3, 5.614% 8/15/2057 (i)
|
637
|
646
|
|
|
Bank Commercial Mortgage Trust, Series 2025-5YR14, Class C, 6.463% 4/15/2058 (f)(i)
|
312
|
315
|
|
|
Bank Commercial Mortgage Trust, Series 2025-5YR14, Class B, 6.474% 4/15/2058 (f)(i)
|
699
|
713
|
|
|
Bank5, Series 2026-5YR21, Class A3, 5.525% 4/15/2059 (i)
|
8,000
|
8,123
|
|
|
Barclays Commercial Mortgage Securities, LLC, Series 2025-5C36, Class A3, 5.517% 8/15/2058
(i)
|
8,573
|
8,704
|
|
|
Benchmark Mortgage Trust, Series 2018-B7, Class A4, 4.51% 5/15/2053 (f)(i)
|
5,000
|
4,939
|
|
|
Benchmark Mortgage Trust, Series 2021-B25, Class A5, 2.577% 4/15/2054 (i)
|
475
|
422
|
|
|
Benchmark Mortgage Trust, Series 2023-B38, Class A4, 5.525% 4/15/2056 (i)
|
6,364
|
6,452
|
|
|
Benchmark Mortgage Trust, Series 2024-V7, Class A3, 6.228% 5/15/2056 (f)(i)
|
652
|
670
|
|
|
Benchmark Mortgage Trust, Series 2024-V7, Class AS, 6.533% 5/15/2056 (f)(i)
|
1,718
|
1,765
|
|
|
Benchmark Mortgage Trust, Series 2024-V5, Class AM, 6.417% 1/10/2057 (f)(i)
|
504
|
516
|
|
|
Benchmark Mortgage Trust, Series 2024-V5, Class C, 6.972% 1/10/2057 (f)(i)
|
69
|
70
|
|
|
Benchmark Mortgage Trust, Series 2024-V9, Class A3, 5.602% 8/15/2057 (i)
|
291
|
295
|
|
|
Benchmark Mortgage Trust, Series 2026-V22, Class A3, 5.468% 5/15/2059 (i)
|
6,000
|
6,077
|
|
|
BMO Mortgage Trust, Series 2024-C10, Class C, 5.979% 11/15/2057 (f)(i)
|
224
|
214
|
|
|
BMO Mortgage Trust, Series 2024-C10, Class B, 6.079% 11/15/2057 (f)(i)
|
193
|
194
|
|
|
BMP Trust, Series 2024-MF23, Class A, (1-month USD CME Term SOFR + 1.372%) 5.048%
6/15/2041 (e)(f)(i)
|
1,996
|
2,000
|
|
|
BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class A, (1-month USD CME Term SOFR
+ 1.60%)
5.276% 12/15/2042 (e)(f)(i)
|
7,296
|
7,321
|
|
|
BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class B, (1-month USD CME Term SOFR
+ 1.90%)
5.576% 12/15/2042 (e)(f)(i)
|
343
|
344
|
|
|
BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class C, (1-month USD CME Term SOFR
+ 2.15%)
5.826% 12/15/2042 (e)(f)(i)
|
233
|
234
|
|
|
BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class D, (1-month USD CME Term SOFR
+ 2.50%)
6.176% 12/15/2042 (e)(f)(i)
|
100
|
100
|
|
|
BX Commercial Mortgage Trust, Series 2021-ACNT, Class B, (1-month USD CME Term SOFR
+ 1.364%) 5.041%
11/15/2038 (e)(f)(i)
|
1,459
|
1,459
|
|
|
BX Commercial Mortgage Trust, Series 2021-ACNT, Class C, (1-month USD CME Term SOFR
+ 1.614%) 5.291%
11/15/2038 (e)(f)(i)
|
287
|
287
|
|
|
BX Commercial Mortgage Trust, Series 2021-ACNT, Class D, (1-month USD CME Term SOFR
+ 1.964%) 5.641%
11/15/2038 (e)(f)(i)
|
819
|
820
|
|
|
BX Commercial Mortgage Trust, Series 2024-GPA3, Class A, (1-month USD CME Term SOFR
+ 1.293%) 4.97%
12/15/2039 (e)(f)(i)
|
2,190
|
2,196
|
|
|
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 A, (1-month USD CME Term SOFR
+ 1.70%) 5.376%
3/15/2045 (e)(f)(i)
|
USD3,000
|
$2,998
|
|
|
BX Commercial Mortgage Trust, Series 2026-VLT9, Class B, (1-month USD CME Term SOFR
+ 2.15%) 5.826%
3/15/2045 (e)(f)(i)
|
2,905
|
2,904
|
|
|
BX Commercial Mortgage Trust, Series 2026-VLT9, Class C, (1-month USD CME Term SOFR
+ 2.55%) 6.226%
3/15/2045 (e)(f)(i)
|
933
|
933
|
|
|
BX Trust, Series 2022-IND, Class A, (1-month USD CME Term SOFR + 1.491%) 5.167% 4/15/2037
(e)(f)(i)
|
3,550
|
3,555
|
|
|
BX Trust, Series 2024-CNYN, Class A, (1-month USD CME Term SOFR + 1.442%) 5.118% 4/15/2041
(e)(f)(i)
|
2,020
|
2,028
|
|
|
BX Trust, Series 2024-BIO2, Class A, 5.413% 8/13/2041 (e)(f)(i)
|
3,613
|
3,575
|
|
|
BX Trust, Series 2024-AIRC, Class A, (1-month USD CME Term SOFR + 1.691%) 5.368% 8/15/2041
(e)(f)(i)
|
5,001
|
5,027
|
|
|
BX Trust, Series 2024-FNX, Class A, (1-month USD CME Term SOFR + 1.442%) 5.119% 11/15/2041
(e)(f)(i)
|
1,770
|
1,775
|
|
|
BX Trust, Series 2024-GPA2, Class A, (1-month USD CME Term SOFR + 1.542%) 5.219% 11/15/2041
(e)(f)(i)
|
2,824
|
2,833
|
|
|
BX Trust, Series 2025-BIO3, Class A, 6.138% 2/10/2042 (e)(i)
|
2,761
|
2,720
|
|
|
BX Trust, Series 2025-DELC, Class A, (1-month USD CME Term SOFR + 1.55%) 5.226% 12/15/2042
(e)(f)(i)
|
6,243
|
6,267
|
|
|
BX Trust, Series 2025-DELC, Class B, (1-month USD CME Term SOFR + 1.80%) 5.476% 12/15/2042
(e)(f)(i)
|
262
|
263
|
|
|
BX Trust, Series 2025-VOLT, Class A, (1-month USD CME Term SOFR + 1.70%) 5.376% 12/15/2044
(e)(f)(i)
|
19,529
|
19,513
|
|
|
BX Trust, Series 2025-VOLT, Class C, (1-month USD CME Term SOFR + 2.10%) 5.776% 12/15/2044
(e)(f)(i)
|
1,599
|
1,603
|
|
|
BX Trust, Series 2025-VOLT, Class D, (1-month USD CME Term SOFR + 2.75%) 6.676% 12/15/2044
(e)(f)(i)
|
326
|
326
|
|
|
CALI Mortgage Trust, Series 24-SUN, Class A, (1-month USD CME Term SOFR + 1.89%) 5.56%
7/15/2041 (e)(f)(i)
|
1,135
|
1,136
|
|
|
Citigroup Commercial Mortgage Trust, Series 2023-SMRT, Class A, 6.015% 10/12/2040
(e)(f)(i)
|
20,737
|
20,997
|
|
|
Citigroup Commercial Mortgage Trust, Series 2026-MFAM1, Class A3, 5.876% 7/15/2059
(f)(i)
|
2,469
|
2,540
|
|
|
CONE Commercial Mortgage Trust, Series 2026-DFW3, Class A, 5.565% 5/15/2043 (e)(f)(i)
|
1,222
|
1,210
|
|
|
CONE Commercial Mortgage Trust, Series 2026-DFW3, Class C, 6.294% 5/15/2043 (e)(f)(i)
|
516
|
509
|
|
|
DATA 2023-CNTR Mortgage Trust, Series 2023-CNTR, Class A, 5.919% 8/12/2043 (e)(f)(i)
|
46,770
|
46,418
|
|
|
DC Commercial Mortgage Trust, Series 2023-DC, Class D, 7.140% 9/12/2040 (e)(f)(i)
|
1,031
|
1,034
|
|
|
DC Commercial Mortgage Trust, Series 2023-DC, Class C, 7.140% 9/12/2040 (e)(f)(i)
|
680
|
690
|
|
|
Ellington Financial Mortgage Trust, Series 2026-NQM4, Class A1, 5.466% 4/25/2071 (e)(f)(i)
|
5,017
|
5,007
|
|
|
ELM Trust 2024, Series 2024-ELM, Class A10, 5.801% 6/10/2039 (e)(f)(i)
|
2,409
|
2,409
|
|
|
ELM Trust 2024, Series 2024-ELM, Class A15, 5.994% 6/10/2039 (e)(f)(i)
|
2,651
|
2,650
|
|
|
Fontainebleau Miami Beach Trust, Series 2024-FBLU, Class A, (1-month USD CME Term
SOFR + 1.45%) 5.126%
12/15/2039 (e)(f)(i)
|
2,667
|
2,673
|
|
|
FS Commercial Trust, Series 2023-4SZN, Class A, 7.066% 11/10/2039 (e)(i)
|
3,231
|
3,242
|
|
|
Great Wolf Trust, Series 2024-WLF2, Class A, (1-month USD CME Term SOFR + 1.691%)
5.368% 5/15/2041 (e)(f)(i)
|
904
|
907
|
|
|
Hawaii Hotel Trust, Series 2025-MAUI, Class A, (1-month USD CME Term SOFR + 1.393%)
5.069%
3/15/2042 (e)(f)(i)
|
15,965
|
16,003
|
|
|
Hawaii Hotel Trust, Series 2025-MAUI, Class C, (1-month USD CME Term SOFR + 2.042%)
5.718%
3/15/2042 (e)(f)(i)
|
211
|
212
|
|
|
Hawaii Hotel Trust, Series 2025-MAUI, Class D, (1-month USD CME Term SOFR + 2.591%)
6.268%
3/15/2042 (e)(f)(i)
|
407
|
409
|
|
|
Hawaii Hotel Trust, Series 2025-MAUI, Class E, (1-month USD CME Term SOFR + 3.29%)
6.967% 3/15/2042 (e)(f)(i)
|
735
|
734
|
|
|
Hilton USA Trust, Series 2024-ORL, Class A, (1-month USD CME Term SOFR + 1.541%) 5.218%
5/15/2037 (e)(f)(i)
|
750
|
751
|
|
|
Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A, 5.467% 1/13/2040 (e)(f)(i)
|
12,664
|
12,802
|
|
|
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class C, 3.377%
1/5/2039 (e)(i)
|
871
|
726
|
|
|
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class C, 3.45%
1/5/2039 (e)(f)(i)
|
219
|
176
|
|
|
JW Commercial Mortgage Trust 2024-MRCO, Series 2024-BERY, Class A, (1-month USD CME
Term SOFR +
1.593%) 5.269% 11/15/2039 (e)(f)(i)
|
921
|
923
|
|
|
Multifamily Connecticut Avenue Securities, Series 2023-01, Class M7, (30-day Average
USD-SOFR + 4.00%)
7.616% 11/25/2053 (e)(f)(i)
|
279
|
287
|
|
|
Multifamily Connecticut Avenue Securities, Series 2023-01, Class M10, (30-day Average
USD-SOFR + 6.50%)
10.116% 11/25/2053 (e)(f)(i)
|
1,350
|
1,545
|
|
|
Multifamily Connecticut Avenue Securities, Series 2025-01, Class M1, (30-day Average
USD-SOFR + 2.40%)
6.016% 5/25/2055 (e)(f)(i)
|
2,288
|
2,321
|
|
|
NY Commercial Mortgage Trust, Series 2025-299P, Class B, 5.928% 2/10/2047 (e)(f)(i)
|
370
|
374
|
|
|
NY Commercial Mortgage Trust, Series 2025-299P, Class C, 6.172% 2/10/2047 (e)(f)(i)
|
427
|
426
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Commercial mortgage-backed securities (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
NYC Commercial Mortgage Trust, Series 2025-28L, Class A, 4.668% 11/5/2038 (e)(f)(i)
|
USD4,399
|
$4,355
|
|
|
SDR Commercial Mortgage Trust, Series 2024-DSNY, Class A, (1-month USD CME Term SOFR
+ 1.392%) 5.068%
5/15/2039 (e)(f)(i)
|
1,416
|
1,419
|
|
|
SFO Commerical Mortgage Trust, Series 2021-555, Class A, (1-month USD CME Term SOFR
+ 1.514%) 5.19%
5/15/2038 (1-month USD CME Term SOFR + 1.764% on 5/15/2027) (e)(i)(k)
|
7,000
|
6,999
|
|
|
SHR Trust, Series 2024-LXRY, Class A, (1-month USD CME Term SOFR + 1.95%) 5.626% 10/15/2041
(e)(f)(i)
|
3,000
|
3,009
|
|
|
Wells Fargo Commercial Mortgage Trust, Series 2025-1918, Class A, 5.761% 9/15/2040
(e)(f)(i)
|
276
|
270
|
|
|
Wells Fargo Commercial Mortgage Trust, Series 2024-5C2, Class A3, 5.92% 11/15/2057
(f)(i)
|
5,186
|
5,309
|
|
|
Wells Fargo Commercial Mortgage Trust, Series 2026-5C9, Class A3, 5.486% 5/15/2059
(i)
|
6,000
|
6,078
|
|
|
|
|
|
276,321
|
|
Collateralized mortgage-backed obligations (privately originated) 0.18%
|
|
|
|
|
Angel Oak Mortgage Trust, Series 2024-7, Class A1, 5.621% 5/25/2069 (6.621% on 7/1/2028)
(e)(i)(k)
|
1,415
|
1,417
|
|
|
Arroyo Mortgage Trust, Series 2021-1R, Class A1, 1.175% 10/25/2048 (e)(f)(i)
|
6,291
|
5,715
|
|
|
Aspire Mortgage Trust, Series 2026-2, Class A1A, 5.325% 4/26/2066 (6.325% on 4/1/2030)
(e)(i)(k)
|
4,138
|
4,114
|
|
|
Bear Stearns ARM Trust, Series 2003-8, Class IIIA, 3.708% 1/25/2034 (f)(i)
|
258
|
208
|
|
|
BRAVO Residential Funding Trust, Series 2020-RPL1, Class A1, 2.50% 5/26/2059 (e)(f)(i)
|
200
|
199
|
|
|
BRAVO Residential Funding Trust, Series 2024-NQM1, Class A1, 5.943% 12/1/2063 (6.943%
on 1/1/2028) (e)(i)(k)
|
625
|
626
|
|
|
BRAVO Residential Funding Trust, Series 2024-NQM7, Class A1, 5.554% 10/27/2064 (6.554%
on
10/1/2028) (e)(i)(k)
|
733
|
735
|
|
|
BRAVO Residential Funding Trust, Series 2025-NQM1, Class A1, 5.604% 12/25/2064 (e)(i)(k)
|
654
|
656
|
|
|
Cascade Funding Mortgage Trust, Series 2024-HB15, Class A, 4.00% 8/25/2034 (e)(f)(i)
|
200
|
200
|
|
|
Cascade Funding Mortgage Trust, Series 2024-RM5, Class A, 4.00% 10/25/2054 (e)(f)(i)
|
1,598
|
1,561
|
|
|
Cascade Funding Mortgage Trust, Series 2024-R1, Class A1, 4.00% 10/25/2054 (5.00%
on 10/25/2028) (e)(i)(k)
|
713
|
698
|
|
|
CIM Trust, Series 2022-R2, Class A1, 3.75% 12/25/2061 (e)(f)(i)
|
11,391
|
10,637
|
|
|
CIM Trust, Series 2024-R1, Class A1, 4.75% 6/25/2064 (e)(f)(i)
|
1,598
|
1,559
|
|
|
COLT Funding, LLC, Series 2024-INV3, Class A1, 5.443% 9/25/2069 (6.443% on 8/1/2028)
(e)(i)(k)
|
668
|
669
|
|
|
COLT Funding, LLC, Series 2025-1, Class A1, 5.699% 1/25/2070 (6.699% on 1/1/2029)
(e)(i)(k)
|
3,858
|
3,865
|
|
|
Connecticut Avenue Securities Trust, Series 2023-R05, Class 1M1, (30-day Average USD-SOFR
+ 1.90%) 5.516%
6/25/2043 (e)(f)(i)
|
4,693
|
4,718
|
|
|
CS First Boston Mortgage Securities Corp., Series 2002-30, Class IA1, 7.50% 11/25/2032
(i)
|
56
|
57
|
|
|
CS First Boston Mortgage Securities Corp., Series 2002-34, Class IA1, 7.50% 12/25/2032
(i)
|
49
|
49
|
|
|
CS First Boston Mortgage Securities Corp., Series 2003-21, Class VA1, 6.50% 7/25/2033
(i)
|
52
|
53
|
|
|
Finance of America Structured Securities Trust, Series 2025-PC1, Class A1, 4.50% 5/25/2075
(e)(i)
|
326
|
314
|
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2021-DNA7, Class B1,
(30-day Average
USD-SOFR + 3.65%) 7.266% 11/25/2041 (e)(f)(i)
|
1,691
|
1,704
|
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA5, Class M1A,
(30-day Average
USD-SOFR + 2.95%) 6.566% 6/25/2042 (e)(f)(i)
|
676
|
683
|
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA6, Class M1A,
(30-day Average
USD-SOFR + 2.15%) 5.766% 9/25/2042 (e)(f)(i)
|
168
|
168
|
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA6, Class M1B,
(30-day Average
USD-SOFR + 3.70%) 7.316% 9/25/2042 (e)(f)(i)
|
5,838
|
5,997
|
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA2, Class A1,
(30-day Average
USD-SOFR + 1.25%) 4.878% 5/25/2044 (e)(f)(i)
|
1,466
|
1,472
|
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA3, Class A1,
(30-day Average
USD-SOFR + 1.05%) 4.666% 10/25/2044 (e)(f)(i)
|
345
|
346
|
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2026-DNA1, Class A1,
(30-day Average
USD-SOFR + 0.85%) 4.466% 2/25/2046 (e)(f)(i)
|
1,459
|
1,459
|
|
|
GCAT Trust, Series 2024-NQM2, Class A1, 6.085% 6/25/2059 (7.359% on 5/1/2028) (e)(i)(k)
|
74
|
74
|
|
|
GCAT Trust, Series 2025-NQM4, Class A1, 5.529% 6/25/2070 (e)(i)(k)
|
1,947
|
1,943
|
|
|
Home Partners of America Trust, Series 2022-1, Class A, 3.93% 4/17/2039 (e)(i)
|
3,285
|
3,263
|
|
|
Imperial Fund Mortgage Trust, Series 2022-NQM7, Class A1, 7.369% 11/25/2067 (8.369%
on 11/1/2026) (e)(i)(k)
|
9,138
|
9,130
|
|
|
IRV Trust, Series 2025-200P, Class A, 5.295% 3/14/2047 (e)(f)(i)
|
32,368
|
32,147
|
|
|
IRV Trust, Series 2025-200P, Class B, 5.44% 3/14/2047 (e)(f)(i)
|
2,000
|
1,960
|
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Collateralized mortgage-backed obligations (privately originated) (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
JP Morgan Mortgage Trust, Series 2021-6, Class A6, 2.50% 10/25/2051 (e)(f)(i)
|
USD550
|
$513
|
|
|
JP Morgan Mortgage Trust, Series 2021-7, Class A6, 2.50% 11/25/2051 (e)(f)(i)
|
575
|
535
|
|
|
JP Morgan Mortgage Trust, Series 2024-INV1, Class A4, 6.00% 4/25/2055 (e)(f)(i)
|
194
|
195
|
|
|
JP Morgan Mortgage Trust, Series 2026-NQX1, Class A1, 5.50% 7/25/2066 (e)(f)(i)
|
1,550
|
1,544
|
|
|
JP Morgan Mortgage Trust, Series 2026-NQX2, Class A1A, 5.628% 10/25/2066 (6.628% on
6/1/2030) (e)(i)(k)
|
4,324
|
4,330
|
|
|
Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1, 5.75% 4/25/2061 (e)(i)
|
1,104
|
1,106
|
|
|
Legacy Mortgage Asset Trust, Series 2021-GS5, Class A1, 6.25% 7/25/2067 (e)(i)
|
5,173
|
5,180
|
|
|
Morgan Stanley Residential Mortgage Loan Trust, Series 2026-CLTR1, Class A1, 5.648%
7/25/2068 (e)(f)(i)
|
883
|
883
|
|
|
Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM2, Class A1, 6.386%
5/25/2069 (7.386% on
5/1/2028) (e)(i)(k)
|
164
|
165
|
|
|
Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM3, Class A1, 5.044%
7/25/2069 (e)(f)(i)
|
3,666
|
3,656
|
|
|
NRZ Excess Spread Collateralized Notes, Series 2025-FHT1, Class A, 6.545% 3/25/2032
(e)(i)(k)
|
1,367
|
1,360
|
|
|
Onslow Bay Financial, LLC, Series 2022-NQM6, Class A1, 5.70% 7/25/2062 (e)(i)
|
281
|
279
|
|
|
Onslow Bay Financial, LLC, Series 2024-NQM1, Class A1, 5.928% 11/25/2063 (6.928% on
12/1/2027) (e)(i)(k)
|
6,616
|
6,637
|
|
|
Onslow Bay Financial, LLC, Series 2024-NQM4, Class A1, 6.067% 1/25/2064 (7.067% on
2/1/2028) (e)(i)(k)
|
7,336
|
7,364
|
|
|
Onslow Bay Financial, LLC, Series 2024-NQM6, Class A1, 6.447% 2/25/2064 (7.447% on
4/1/2028) (e)(i)(k)
|
1,079
|
1,085
|
|
|
Onslow Bay Financial, LLC, Series 2024-NQM7, Class A1, 6.243% 3/25/2064 (7.243% on
4/1/2028) (e)(i)(k)
|
3,787
|
3,803
|
|
|
Onslow Bay Financial, LLC, Series 2024-NQM10, Class A1, 6.18% 5/25/2064 (7.18% on
6/1/2028) (e)(i)(k)
|
2,763
|
2,785
|
|
|
Onslow Bay Financial, LLC, Series 2024-NQM8, Class A1, 6.233% 5/25/2064 (7.233% on
5/1/2028) (e)(i)(k)
|
295
|
297
|
|
|
Onslow Bay Financial, LLC, Series 2024-NQM11, Class A1, 5.875% 6/25/2064 (6.825% on
7/1/2028) (e)(i)(k)
|
3,742
|
3,765
|
|
|
Onslow Bay Financial, LLC, Series 2025-NQM3, Class A1, 5.648% 12/1/2064 (6.648% on
2/1/2029) (e)(i)(k)
|
1,852
|
1,857
|
|
|
Onslow Bay Financial, LLC, Series 2025-NQM1, Class A1, 5.547% 12/25/2064 (6.547% on
12/1/2028) (e)(i)(k)
|
1,521
|
1,522
|
|
|
Onslow Bay Financial, LLC, Series 2025-NQM14, Class A1A, 5.162% 7/25/2065 (6.162%
on 7/1/2029) (e)(i)(k)
|
419
|
417
|
|
|
Progress Residential Trust, Series 2024-SFR2, Class A, 3.30% 4/17/2041 (e)(i)
|
1,348
|
1,287
|
|
|
Progress Residential Trust, Series 2024-SFR3, Class A, 3.00% 6/17/2041 (e)(i)
|
2,231
|
2,111
|
|
|
Progress Residential Trust, Series 2024-SFR5, Class A, 3.00% 8/17/2041 (e)(i)
|
3,381
|
3,179
|
|
|
PRP Advisors, LLC, Series 2025-RPL3, Class A1, 3.25% 4/25/2055 (4.25% on 4/1/2028)
(e)(i)(k)
|
5,601
|
5,420
|
|
|
Sequoia Mortgage Trust, Series 2025-HYB1, Class A1A, 5.024% 10/25/2055 (e)(f)(i)
|
1,071
|
1,056
|
|
|
Sequoia Mortgage Trust, Series 2026-MED2, Class A1A, 5.614% 8/25/2056 (e)(f)(i)
|
3,123
|
3,120
|
|
|
Towd Point Mortgage Trust, Series 2015-5, Class B1, 3.952% 5/25/2055 (e)(f)(i)
|
328
|
324
|
|
|
Towd Point Mortgage Trust, Series 2016-2, Class M1, 3.00% 8/25/2055 (e)(f)(i)
|
435
|
432
|
|
|
Towd Point Mortgage Trust, Series 2016-3, Class M2, 4.00% 4/25/2056 (e)(f)(i)
|
252
|
252
|
|
|
Towd Point Mortgage Trust, Series 2017-4, Class A1, 2.75% 6/25/2057 (e)(f)(i)
|
158
|
155
|
|
|
Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75% 10/25/2057 (e)(f)(i)
|
173
|
172
|
|
|
Towd Point Mortgage Trust, Series 2018-2, Class A1, 3.25% 3/25/2058 (e)(f)(i)
|
311
|
310
|
|
|
Towd Point Mortgage Trust, Series 2018-5, Class A1A, 3.25% 7/25/2058 (e)(f)(i)
|
35
|
35
|
|
|
Towd Point Mortgage Trust, Series 2020-4, Class A1, 1.75% 10/25/2060 (e)(i)
|
40,695
|
36,909
|
|
|
Towd Point Mortgage Trust, Series 2024-3, Class A1A, 4.982% 7/25/2065 (e)(f)(i)
|
262
|
260
|
|
|
Treehouse Park Improvement Association No.1 9.75% 12/1/2033 (b)(e)(l)
|
5,272
|
5,009
|
|
|
Tricon Residential Trust, Series 2024-SFR2, Class A, 4.75% 6/17/2040 (e)(i)
|
940
|
932
|
|
|
Tricon Residential Trust, Series 2023-SFR2, Class A, 5.00% 12/17/2040 (e)(i)
|
2,610
|
2,568
|
|
|
Verus Securitization Trust, Series 2025-R1, Class A1, 5.402% 5/25/2065 (6.402% on
7/1/2029) (e)(i)(k)
|
465
|
464
|
|
|
Verus Securitization Trust, Series 2026-R5, Class A1, 5.457% 3/25/2068 (e)(f)(i)
|
2,128
|
2,125
|
|
|
Verus Securitization Trust, Series 2024-4, Class A1, 6.218% 6/25/2069 (7.218% on 5/1/2028)
(e)(i)(k)
|
131
|
131
|
|
|
Verus Securitization Trust, Series 2024-7, Class A1, 5.095% 9/25/2069 (e)(f)(i)
|
5,353
|
5,327
|
|
|
Verus Securitization Trust, Series 2024-R1, Class A1, 5.218% 9/25/2069 (e)(f)(i)
|
558
|
556
|
|
|
Verus Securitization Trust, Series 2024-9, Class A1, 5.438% 11/25/2069 (e)(f)(i)
|
157
|
157
|
|
|
Verus Securitization Trust, Series 2025-3, Class A1, 5.623% 5/25/2070 (6.623% on 4/1/2029)
(e)(i)(k)
|
1,036
|
1,039
|
|
|
Verus Securitization Trust, Series 2025-5, Class A1, 5.427% 6/25/2070 (6.427% on 6/1/2029)
(e)(i)(k)
|
5,196
|
5,199
|
|
|
Verus Securitization Trust, Series 2025-6, Class A1, 5.417% 7/25/2070 (6.417% on 7/1/2029)
(e)(i)(k)
|
7,718
|
7,703
|
|
|
Verus Securitization Trust, Series 2025-7, Class A1, 5.129% 8/25/2070 (6.129% on 8/1/2029)
(e)(i)(k)
|
495
|
494
|
|
|
Verus Securitization Trust, Series 2026-4, Class A1, 4.998% 4/25/2071 (e)(f)(i)
|
2,857
|
2,837
|
|
|
|
|
|
237,237
|
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Asset backed obligations 0.00%
|
|
Principal amount
(000)
|
Value
(000)
|
|
Option One Mortgage Loan Trust, Series 2007-FXD2, Class IIA6, 5.68% 3/25/2037 (i)
|
USD378
|
$348
|
|
|
Total mortgage-backed obligations
|
|
|
5,454,472
|
|
Corporate bonds and notes 3.87%
Financials 1.02%
|
|
|
|
|
ACE Capital Trust II, junior subordinated, 9.70% 4/1/2030
|
7,210
|
8,296
|
|
|
Alpha Bank SA 6.875% 6/27/2029 (1-year EUR-ICE Swap EURIBOR + 3.793% on 6/27/2028)
(k)
|
EUR3,040
|
3,724
|
|
|
Alpha Bank SA 5.00% 5/12/2030 (1-year EUR-ICE Swap EURIBOR + 2.432% on 5/12/2029)
(k)
|
1,864
|
2,232
|
|
|
American Express Co. 4.009% 2/9/2029 (USD-SOFR + 0.581% on 2/9/2028) (k)
|
USD8,000
|
7,929
|
|
|
American Express Co. 4.444% 5/3/2030 (USD-SOFR + 0.811% on 5/3/2029) (k)
|
12,957
|
12,830
|
|
|
American Express Co. 5.442% 1/30/2036 (USD-SOFR + 1.32% on 1/30/2035) (k)
|
1,358
|
1,357
|
|
|
American Express Co. 4.804% 10/24/2036 (USD-SOFR + 1.237% on 10/24/2035) (k)
|
3,000
|
2,844
|
|
|
American International Group, Inc. 5.45% 5/7/2035
|
15
|
15
|
|
|
Ameriprise Financial, Inc. 5.35% 6/15/2036
|
10,600
|
10,380
|
|
|
Apollo Debt Solutions BDC 6.90% 4/13/2029
|
21
|
21
|
|
|
Apollo Debt Solutions BDC 5.875% 8/30/2030
|
15
|
15
|
|
|
Apollo Debt Solutions BDC 5.70% 1/23/2031 (e)
|
3,220
|
3,136
|
|
|
Apollo Debt Solutions BDC 6.70% 7/29/2031
|
5,212
|
5,270
|
|
|
Apollo Debt Solutions BDC 6.55% 3/15/2032
|
145
|
146
|
|
|
Apollo Global Management, Inc. 5.15% 8/12/2035
|
10,000
|
9,571
|
|
|
Arch Capital Group, Ltd. 5.25% 6/15/2036
|
1,078
|
1,054
|
|
|
Arch Capital Group, Ltd. 5.95% 6/15/2056
|
7,603
|
7,327
|
|
|
Ardonagh Finco, Ltd. 7.75% 2/15/2031 (e)
|
2,900
|
2,947
|
|
|
Ares Capital Corp. 5.25% 4/12/2031
|
3,300
|
3,191
|
|
|
Ares Strategic Income Fund 5.55% 4/15/2031
|
4,000
|
3,853
|
|
|
Athene Global Funding 4.86% 8/27/2026 (e)
|
2,500
|
2,501
|
|
|
Athene Global Funding 5.133% 6/1/2029 (e)
|
11,208
|
11,197
|
|
|
Athene Holding, Ltd. 6.625% 5/19/2055
|
3,000
|
2,819
|
|
|
Banco Bilbao Vizcaya Argentaria SA 4.968% 5/8/2031
|
14,800
|
14,649
|
|
|
Banco do Brasil SA 5.625% 10/23/2031 (e)
|
4,000
|
3,932
|
|
|
Banco Nacional de Comercio Exterior, Sociedad Nacional de Credito, 6.00% 5/14/2036
(5-year UST Yield Curve
Rate T Note Constant Maturity + 1.956% on 5/14/2031) (e)(k)
|
570
|
561
|
|
|
Bank of America Corp. 4.477% 4/23/2030 (USD-SOFR + 0.87% on 4/23/2029) (k)
|
6,000
|
5,935
|
|
|
Bank of America Corp. 4.456% 2/6/2032 (USD-SOFR + 0.87% on 2/6/2031) (k)
|
2,525
|
2,457
|
|
|
Bank of America Corp. 4.695% 4/23/2032 (USD-SOFR + 1.04% on 4/23/2031) (k)
|
26,914
|
26,417
|
|
|
Bank of America Corp. 2.299% 7/21/2032 (USD-SOFR + 1.22% on 7/21/2031) (k)
|
5,042
|
4,414
|
|
|
Bank of America Corp. 2.972% 2/4/2033 (USD-SOFR + 1.33% on 2/4/2032) (k)
|
54
|
48
|
|
|
Bank of America Corp. 5.045% 2/6/2037 (USD-SOFR + 1.13% on 2/6/2036) (k)
|
10,000
|
9,634
|
|
|
Bank of America Corp. 3.846% 3/8/2037 (5-year UST Yield Curve Rate T Note Constant
Maturity + 2.00% on
3/8/2032) (k)
|
5,000
|
4,598
|
|
|
Bank of Ireland Group PLC 4.997% 11/12/2032 (USD-SOFR Index + 1.16% on 11/12/2031)
(e)(k)
|
3,258
|
3,216
|
|
|
Bank of New York Mellon Corp. 4.942% 2/11/2031 (USD-SOFR + 0.887% on 2/11/2030) (k)
|
2,816
|
2,818
|
|
|
Bank of New York Mellon Corp. 5.06% 7/22/2032 (USD-SOFR + 1.23% on 7/22/2031) (k)
|
499
|
499
|
|
|
Banque Federative du Credit Mutuel 4.786% 7/9/2029 (e)
|
3,000
|
2,981
|
|
|
Banque Federative du Credit Mutuel 5.152% 7/9/2032 (USD-SOFR + 1.20% on 7/9/2031)
(e)(k)
|
5,000
|
4,936
|
|
|
Banque Federative du Credit Mutuel 5.106% 1/15/2036 (e)
|
2,618
|
2,513
|
|
|
Barclays PLC 4.911% 6/26/2030 (USD-SOFR + 0.906% on 6/26/2029) (k)
|
10,000
|
9,948
|
|
|
Barclays PLC 5.102% 6/26/2032 (USD-SOFR + 1.136% on 6/26/2031) (k)
|
10,000
|
9,875
|
|
|
Barclays PLC 5.586% 6/26/2037 (USD-SOFR + 1.505% on 6/26/2036) (k)
|
15,000
|
14,642
|
|
|
BlackRock, Inc. 5.25% 3/14/2054
|
2,376
|
2,118
|
|
|
Blackstone Private Credit Fund 5.35% 3/12/2031
|
3,000
|
2,869
|
|
|
Blackstone Private Credit Fund 5.95% 5/15/2031
|
3,575
|
3,502
|
|
|
Blackstone Reg Finance Co., LLC 4.95% 2/15/2036
|
3,650
|
3,477
|
|
|
Block, Inc. 5.625% 8/15/2030 (e)
|
565
|
562
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Financials (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Block, Inc. 6.50% 5/15/2032
|
USD9,345
|
$9,448
|
|
|
Block, Inc. 6.00% 8/15/2033 (e)
|
725
|
720
|
|
|
Blue Owl Credit Income Corp. 5.80% 3/15/2030
|
695
|
676
|
|
|
Blue Owl Credit Income Corp. 6.65% 3/15/2031
|
5,070
|
5,040
|
|
|
Blue Owl Credit Income Corp. 6.55% 10/15/2031 (e)
|
4,951
|
4,890
|
|
|
BPCE SA 6.714% 10/19/2029 (USD-SOFR + 2.27% on 10/19/2028) (e)(k)
|
1,500
|
1,554
|
|
|
BPCE SA 5.389% 5/28/2031 (USD-SOFR + 1.581% on 5/28/2030) (e)(k)
|
355
|
356
|
|
|
BPCE SA 4.76% 1/13/2032 (USD-SOFR + 1.267% on 1/13/2031) (e)(k)
|
4,593
|
4,487
|
|
|
BPCE SA 5.184% 6/2/2032 (USD-SOFR + 1.218% on 6/2/2031) (e)(k)
|
10,080
|
9,967
|
|
|
BPCE SA 6.293% 1/14/2036 (USD-SOFR + 2.04% on 1/14/2035) (e)(k)
|
2,650
|
2,708
|
|
|
BPCE SA 5.417% 1/13/2037 (USD-SOFR + 1.568% on 1/13/2036) (e)(k)
|
11,912
|
11,396
|
|
|
Bread Financial Holdings, Inc. 6.75% 5/15/2031 (e)
|
845
|
863
|
|
|
Brown & Brown, Inc. 4.90% 6/23/2030
|
982
|
973
|
|
|
Brown & Brown, Inc. 5.25% 6/23/2032
|
2,418
|
2,390
|
|
|
Brown & Brown, Inc. 5.55% 6/23/2035
|
10,620
|
10,419
|
|
|
Brown & Brown, Inc. 6.25% 6/23/2055
|
4,650
|
4,501
|
|
|
CaixaBank SA 6.208% 1/18/2029 (USD-SOFR + 2.70% on 1/18/2028) (e)(k)
|
2,325
|
2,374
|
|
|
CaixaBank SA 4.885% 7/3/2031 (USD-SOFR + 1.36% on 7/3/2030) (e)(k)
|
2,700
|
2,673
|
|
|
CaixaBank SA 4.818% 4/22/2032 (USD-SOFR + 1.21% on 4/22/2031) (e)(k)
|
4,690
|
4,606
|
|
|
CaixaBank SA 5.581% 7/3/2036 (USD-SOFR + 1.79% on 7/3/2035) (e)(k)
|
1,933
|
1,923
|
|
|
CaixaBank SA 5.402% 4/22/2037 (USD-SOFR + 1.53% on 4/22/2036) (e)(k)
|
2,361
|
2,292
|
|
|
Canadian Imperial Bank of Commerce 5.245% 1/13/2031 (USD-SOFR + 1.105% on 1/13/2030)
(k)
|
1,000
|
1,007
|
|
|
Capital One Financial Corp. 5.70% 2/1/2030 (USD-SOFR + 1.905% on 2/1/2029) (k)
|
1,741
|
1,768
|
|
|
Capital One Financial Corp., 4.493% 9/11/2031 (USD-SOFR + 1.25% on 9/11/2030) (k)
|
435
|
424
|
|
|
Capital One Financial Corp. 6.377% 6/8/2034 (USD-SOFR + 2.86% on 6/8/2033) (k)
|
457
|
476
|
|
|
Capital One Financial Corp. 6.051% 2/1/2035 (USD-SOFR + 2.26% on 2/1/2034) (k)
|
470
|
480
|
|
|
Capital One Financial Corp. 5.197% 9/11/2036 (USD-SOFR + 1.63% on 9/11/2035) (k)
|
290
|
278
|
|
|
Capital One Financial Corp. 5.399% 1/30/2037 (USD-SOFR + 1.508% on 1/30/2036) (k)
|
3,250
|
3,146
|
|
|
Carlyle Group, Inc. (The) 5.05% 9/19/2035
|
4,000
|
3,806
|
|
|
Charles Schwab Corp. (The) 4.744% 5/21/2030 (USD-SOFR + 0.78% on 5/21/2029) (k)
|
8,000
|
7,983
|
|
|
Charles Schwab Corp. (The) 5.853% 5/19/2034 (USD-SOFR + 2.50% on 5/19/2033) (k)
|
538
|
554
|
|
|
Charles Schwab Corp. (The) 4.914% 11/14/2036 (USD-SOFR + 1.23% on 11/14/2035) (k)
|
145
|
139
|
|
|
Charles Schwab Corp. (The) 5.493% 5/21/2037 (USD-SOFR + 1.28% on 5/21/2036) (k)
|
7,437
|
7,392
|
|
|
Chubb INA Holdings, LLC 5.00% 3/15/2034
|
1,085
|
1,070
|
|
|
Chubb INA Holdings, LLC 4.90% 8/15/2035
|
3,000
|
2,899
|
|
|
Chubb INA Holdings, LLC 5.30% 5/20/2036
|
10,998
|
10,893
|
|
|
Chubb INA Holdings, LLC 4.35% 11/3/2045
|
3,230
|
2,653
|
|
|
Cipher Compute, LLC 7.125% 11/15/2030 (e)
|
2,425
|
2,477
|
|
|
Citi Bank, NA 4.554% 6/18/2029 (USD-SOFR + 0.595% on 6/18/2028) (k)
|
4,000
|
3,987
|
|
|
Citi Bank, NA 4.914% 5/29/2030
|
375
|
376
|
|
|
Citi Bank, NA 4.846% 6/18/2032 (USD-SOFR + 0.91% on 6/18/2031) (k)
|
21,500
|
21,250
|
|
|
Citigroup, Inc. 4.503% 9/11/2031 (USD-SOFR + 1.171% on 9/11/2030) (k)
|
1,525
|
1,490
|
|
|
Citigroup, Inc. 3.057% 1/25/2033 (USD-SOFR + 1.351% on 1/25/2032) (k)
|
8,537
|
7,657
|
|
|
Citigroup, Inc. 5.333% 3/27/2036 (USD-SOFR + 1.465% on 3/27/2035) (k)
|
3,934
|
3,880
|
|
|
Citizens Financial Group, Inc. 5.718% 7/23/2032 (USD-SOFR + 1.91% on 7/23/2031) (k)
|
495
|
503
|
|
|
Coinbase Global, Inc. 3.375% 10/1/2028 (e)
|
1,700
|
1,615
|
|
|
Coinbase Global, Inc. 3.625% 10/1/2031 (e)
|
3,690
|
3,194
|
|
|
Compass Group Diversified Holdings, LLC 5.25% 4/15/2029 (e)
|
3,455
|
3,292
|
|
|
Corebridge Global Funding 4.80% 5/29/2029 (e)
|
9,000
|
8,976
|
|
|
Deutsche Bank AG 6.819% 11/20/2029 (USD-SOFR + 2.51% on 11/20/2028) (k)
|
5,678
|
5,910
|
|
|
Deutsche Bank AG 4.725% 2/6/2032 (USD-SOFR + 1.135% on 2/6/2031) (k)
|
6,292
|
6,133
|
|
|
Deutsche Bank AG, 5.06% 4/14/2032 (USD-SOFR + 1.41% on 4/14/2031) (k)
|
12,859
|
12,709
|
|
|
Equitable America Global Funding 5.125% 6/15/2031 (e)
|
4,007
|
3,983
|
|
|
Eurobank SA 5.875% 11/28/2029 (1-year EUR Mid-Swap + 2.83% on 11/28/2028) (k)
|
EUR200
|
242
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Financials (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Eurobank SA 4.00% 9/24/2030 (1-year EUR Mid-Swap + 2.127% on 9/24/2029) (k)
|
EUR955
|
$1,114
|
|
|
Eurobank SA 4.875% 4/30/2031 (5-year EUR Mid-Swap + 2.165% on 4/30/2030) (k)
|
10,982
|
13,146
|
|
|
Fifth Third Bancorp 4.895% 9/6/2030 (USD-SOFR + 1.486% on 9/6/2029) (k)
|
USD175
|
175
|
|
|
First Citizens BancShares, Inc. 5.231% 3/12/2031 (USD-SOFR + 1.41% on 3/12/2030) (k)
|
703
|
695
|
|
|
FS KKR Capital Corp. 6.125% 1/15/2030
|
1,500
|
1,463
|
|
|
FS KKR Capital Corp. 7.50% 8/1/2031
|
3,000
|
3,006
|
|
|
Goldman Sachs Group, Inc. 4.148% 1/21/2029 (USD-SOFR + 0.71% on 1/21/2028) (k)
|
4,000
|
3,963
|
|
|
Goldman Sachs Group, Inc. 4.656% 6/3/2029 (USD-SOFR + 0.72% on 6/3/2028) (k)
|
6,000
|
5,985
|
|
|
Goldman Sachs Group, Inc. 4.594% 4/20/2030 (USD-SOFR + 0.99% on 4/20/2029) (k)
|
2,750
|
2,721
|
|
|
Goldman Sachs Group, Inc. 4.369% 10/21/2031 (USD-SOFR + 1.06% on 10/21/2030) (k)
|
11,852
|
11,474
|
|
|
Goldman Sachs Group, Inc. 4.516% 1/21/2032 (USD-SOFR + 0.96% on 1/21/2031 (k)
|
10,050
|
9,757
|
|
|
Goldman Sachs Group, Inc. 4.972% 6/3/2032 (USD-SOFR + 1.03% on 6/3/2031) (k)
|
21,000
|
20,720
|
|
|
Goldman Sachs Group, Inc. 5.24% 7/21/2032 (USD-SOFR + 1.17% on 7/21/2031) (k)
|
14,725
|
14,699
|
|
|
Goldman Sachs Group, Inc. 3.102% 2/24/2033 (USD-SOFR + 1.41% on 2/24/2032) (k)
|
12,500
|
11,179
|
|
|
Goldman Sachs Group, Inc. 4.939% 10/21/2036 (USD-SOFR + 1.33% on 10/21/2035) (k)
|
51,396
|
48,628
|
|
|
Goldman Sachs Group, Inc. 5.065% 1/21/2037 (USD-SOFR + 1.19% on 1/21/2036) (k)
|
3,000
|
2,858
|
|
|
Goldman Sachs Group, Inc. 5.425% 6/3/2037 (USD-SOFR + 1.31% on 6/3/2036) (k)
|
4,000
|
3,909
|
|
|
Goldman Sachs Group, Inc., 5.655% 7/21/2037 (USD-SOFR + 1.45% on 7/21/2036) (k)
|
3,500
|
3,485
|
|
|
Goldman Sachs Group, Inc. 2.908% 7/21/2042 (USD-SOFR + 1.40% on 7/21/2041) (k)
|
61
|
42
|
|
|
Goldman Sachs Group, Inc. 3.436% 2/24/2043 (USD-SOFR + 1.632% on 2/24/2042) (k)
|
666
|
487
|
|
|
Goldman Sachs Group, Inc. 5.734% 1/28/2056 (USD-SOFR + 1.696% on 1/28/2055) (k)
|
13,000
|
12,073
|
|
|
Goldman Sachs Group, Inc., 6.50% junior subordinated perpetual bonds (5-year UST Yield
Curve Rate T
Note Constant Maturity + 2.175% on 8/10/2031) (k)
|
2,000
|
1,986
|
|
|
Goldman Sachs Group, Inc., Series Y, 6.125% junior subordinated perpetual bonds non-cumulative
depositary
(10-year UST Yield Curve Rate T Note Constant Maturity + 2.40% on 11/10/2034) (k)
|
2,000
|
1,973
|
|
|
Goldman Sachs Private Credit Corp. 5.875% 1/31/2031
|
2,263
|
2,224
|
|
|
Goldman Sachs Private Credit Corp. 6.15% 6/16/2031 (e)
|
7,034
|
6,946
|
|
|
Golub Capital Private Credit Fund 5.60% 4/15/2031 (e)
|
993
|
948
|
|
|
HPS Corporate Lending Fund 5.65% 4/2/2031 (e)
|
3,000
|
2,891
|
|
|
HSBC Holdings PLC 4.619% 11/6/2031 (USD-SOFR + 1.19% on 11/6/2030) (k)
|
2,975
|
2,909
|
|
|
HSBC Holdings PLC 2.871% 11/22/2032 (USD-SOFR + 1.41% on 11/22/2031) (k)
|
4,128
|
3,672
|
|
|
HSBC Holdings PLC 5.45% 3/3/2036 (USD-SOFR + 1.56% on 3/3/2035) (k)
|
4,173
|
4,116
|
|
|
HSBC Holdings PLC 5.133% 11/6/2036 (USD-SOFR + 1.43% on 11/6/2035) (k)
|
5,975
|
5,748
|
|
|
ING Bank NV 4.555% 7/7/2029 (e)
|
4,000
|
3,984
|
|
|
ING Bank NV 4.711% 7/7/2031 (e)
|
4,000
|
3,954
|
|
|
Intercontinental Exchange, Inc. 4.20% 3/15/2031
|
1,639
|
1,586
|
|
|
Intercorp Peru, Ltd. 5.60% 7/16/2033 (e)
|
970
|
970
|
|
|
Intesa Sanpaolo SpA 5.00% 6/29/2030 (1-year UST Yield Curve Rate T Note Constant Maturity
+ 0.80% on
6/29/2029) (e)(k)
|
5,000
|
4,979
|
|
|
Intesa Sanpaolo SpA 7.778% 6/20/2054 (1-year UST Yield Curve Rate T Note Constant
Maturity + 3.90% on
6/20/2053) (e)(k)
|
1,855
|
2,093
|
|
|
ION Platform Finance US, Inc. 4.625% 5/1/2028 (e)
|
340
|
318
|
|
|
ION Platform Finance US, Inc. 5.00% 5/1/2028 (e)
|
125
|
117
|
|
|
ION Platform Finance US, Inc. 8.75% 5/1/2029 (e)
|
573
|
534
|
|
|
ION Platform Finance US, Inc. 9.50% 5/30/2029 (e)
|
10,919
|
10,342
|
|
|
ION Platform Finance US, Inc. 9.00% 8/1/2029 (e)
|
22,123
|
20,640
|
|
|
ION Platform Finance US, Inc. 7.875% 9/30/2032 (e)
|
8,215
|
6,517
|
|
|
Jane Street Group, LLC 7.125% 4/30/2031 (e)
|
225
|
232
|
|
|
Jane Street Group, LLC 6.125% 11/1/2032 (e)
|
3,445
|
3,430
|
|
|
Jane Street Group, LLC 6.75% 5/1/2033 (e)
|
840
|
857
|
|
|
Jefferies Financial Group, Inc. 5.50% 2/15/2036
|
8,000
|
7,574
|
|
|
JPMorgan Chase & Co. 5.04% 1/23/2028 (USD-SOFR + 1.19% on 1/23/2027) (k)
|
1,849
|
1,853
|
|
|
JPMorgan Chase & Co. 4.323% 4/26/2028 (USD-SOFR + 1.56% on 4/26/2027) (k)
|
768
|
767
|
|
|
JPMorgan Chase & Co. 4.505% 10/22/2028 (USD-SOFR + 0.86% on 10/22/2027) (k)
|
2,128
|
2,124
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Financials (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
JPMorgan Chase & Co. 2.069% 6/1/2029 (USD-SOFR + 1.015% on 6/1/2028) (k)
|
USD6,000
|
$5,721
|
|
|
JPMorgan Chase & Co. 4.408% 4/23/2030 (USD-SOFR + 0.82% on 4/23/2029) (k)
|
15,000
|
14,800
|
|
|
JPMorgan Chase & Co. 4.995% 7/22/2030 (USD-SOFR + 1.125% on 7/22/2029) (k)
|
1,000
|
1,002
|
|
|
JPMorgan Chase & Co., 4.864% 7/23/2030 (USD-SOFR + 0.845% on 7/23/2029) (k)
|
7,000
|
6,986
|
|
|
JPMorgan Chase & Co. 1.764% 11/19/2031 (3-month USD CME Term SOFR + 1.105% on 11/19/2030)
(k)
|
11,208
|
9,791
|
|
|
JPMorgan Chase & Co. 1.953% 2/4/2032 (USD-SOFR + 1.065% on 2/4/2031) (k)
|
1,520
|
1,329
|
|
|
JPMorgan Chase & Co. 4.622% 4/23/2032 (USD-SOFR + 0.99% on 4/23/2031) (k)
|
22,927
|
22,435
|
|
|
JPMorgan Chase & Co., 5.041% 7/23/2032 (USD-SOFR + 1.015% on 7/23/2031) (k)
|
9,975
|
9,934
|
|
|
JPMorgan Chase & Co. 2.545% 11/8/2032 (USD-SOFR + 1.18% on 11/8/2031) (k)
|
4,355
|
3,830
|
|
|
JPMorgan Chase & Co. 2.963% 1/25/2033 (USD-SOFR + 1.26% on 1/25/2032) (k)
|
10,600
|
9,479
|
|
|
JPMorgan Chase & Co. 5.572% 4/22/2036 (USD-SOFR + 1.68% on 4/22/2035) (k)
|
462
|
464
|
|
|
JPMorgan Chase & Co. 4.81% 10/22/2036 (USD-SOFR + 1.19% on 10/22/2035) (k)
|
13,850
|
13,155
|
|
|
JPMorgan Chase & Co. 4.898% 1/22/2037 (USD-SOFR + 1.07% on 1/22/2036) (k)
|
2,175
|
2,076
|
|
|
JPMorgan Chase & Co. 5.193% 2/5/2037 (USD-SOFR + 1.30% on 2/5/2036) (k)
|
667
|
641
|
|
|
JPMorgan Chase & Co. 5.148% 4/23/2037 (USD-SOFR + 1.26% on 4/23/2036) (k)
|
8,850
|
8,585
|
|
|
JPMorgan Chase & Co., 5.803% 7/23/2041 (5-year UST Yield Curve Rate T Note Constant
Maturity + 1.25% on
7/23/2036) (k)
|
18,233
|
18,056
|
|
|
JPMorgan Chase & Co. 5.534% 11/29/2045 (USD-SOFR + 1.55% on 11/29/2044) (k)
|
10,000
|
9,531
|
|
|
KKR & Co., Inc. 5.10% 8/7/2035
|
11,000
|
10,466
|
|
|
Liberty Mutual Group, Inc. 5.25% 5/1/2036 (e)
|
11,627
|
11,268
|
|
|
Lloyds Banking Group PLC 4.241% 2/10/2030 (1-year UST Yield Curve Rate T Note Constant
Maturity + 0.60% on
2/10/2029) (k)
|
4,500
|
4,425
|
|
|
Marsh & McLennan Cos., Inc. 5.00% 3/15/2035
|
2,610
|
2,538
|
|
|
Marsh & McLennan Cos., Inc. 4.95% 3/15/2036
|
6,000
|
5,782
|
|
|
Marsh & McLennan Cos., Inc. 5.40% 3/15/2055
|
2,610
|
2,348
|
|
|
Mastercard, Inc. 4.60% 6/8/2031
|
5,000
|
4,948
|
|
|
Mastercard, Inc. 5.00% 6/8/2036
|
15,000
|
14,634
|
|
|
Metropolitan Life Global Funding I 5.05% 6/11/2027 (e)
|
3,000
|
3,019
|
|
|
Mizuho Bank, Ltd. 4.395% 4/16/2029 (e)
|
10,000
|
9,944
|
|
|
Mizuho Financial Group, Inc., 4.782% 7/13/2030 (1-year UST Yield Curve Rate T Note
Constant Maturity + 0.68%
on 7/13/2029) (k)
|
4,759
|
4,732
|
|
|
Morgan Stanley 5.652% 4/13/2028 (USD-SOFR + 1.01% on 4/13/2027) (k)
|
2,000
|
2,015
|
|
|
Morgan Stanley 4.868% 7/12/2029 (USD-SOFR Index + 0.84% on 7/12/2028) (k)
|
3,275
|
3,275
|
|
|
Morgan Stanley 4.133% 10/18/2029 (USD-SOFR + 0.913% on 10/18/2028) (k)
|
9,330
|
9,186
|
|
|
Morgan Stanley 4.238% 1/9/2030 (USD-SOFR + 0.80% on 1/9/2029) (k)
|
2,275
|
2,237
|
|
|
Morgan Stanley 4.555% 4/10/2030 (USD-SOFR Index + 0.96% on 4/10/2029) (k)
|
1,194
|
1,182
|
|
|
Morgan Stanley 5.042% 7/19/2030 (USD-SOFR + 1.215% on 7/19/2029) (k)
|
395
|
396
|
|
|
Morgan Stanley 4.654% 10/18/2030 (USD-SOFR + 1.10% on 10/18/2029) (k)
|
500
|
495
|
|
|
Morgan Stanley 4.356% 10/22/2031 (USD-SOFR + 1.074% on 10/22/2030) (k)
|
9,875
|
9,569
|
|
|
Morgan Stanley 4.493% 1/16/2032 (USD-SOFR + 0.95% on 1/16/2031) (k)
|
1,882
|
1,827
|
|
|
Morgan Stanley 1.794% 2/13/2032 (USD-SOFR + 1.034% on 2/13/2031) (k)
|
150
|
129
|
|
|
Morgan Stanley 4.708% 3/12/2032 (USD-SOFR + 1.195% on 3/12/2031) (k)
|
9,100
|
8,896
|
|
|
Morgan Stanley 4.809% 4/16/2032 (USD-SOFR + 1.18% on 4/16/2031) (k)
|
18,048
|
17,707
|
|
|
Morgan Stanley 5.17% 7/14/2032 (USD-SOFR Index + 1.158% on 7/14/2031) (k)
|
9,475
|
9,442
|
|
|
Morgan Stanley 4.892% 10/22/2036 (USD-SOFR + 1.314% on 10/22/2035) (k)
|
19,139
|
18,152
|
|
|
Morgan Stanley 5.073% 1/30/2037 (USD-SOFR + 1.184% on 1/30/2036) (k)
|
7,625
|
7,318
|
|
|
Morgan Stanley 5.296% 4/10/2037 (USD-SOFR + 1.41% on 4/16/2036) (k)
|
4,426
|
4,297
|
|
|
Morgan Stanley 5.605% 7/17/2037 (USD-SOFR + 1.429% on 7/17/2036) (k)
|
2,801
|
2,785
|
|
|
Morgan Stanley 5.942% 2/7/2039
(5-year UST Yield Curve Rate T Note Constant Maturity + 1.80% on 2/7/2039) (k)
|
2,187
|
2,204
|
|
|
Morgan Stanley 5.516% 11/19/2055 (USD-SOFR + 1.71% on 11/19/2054) (k)
|
10,000
|
9,158
|
|
|
Morgan Stanley Bank, NA 4.788% 5/10/2030 (USD-SOFR Index + 0.974% on 5/10/2029) (k)
|
6,595
|
6,569
|
|
|
Nasdaq, Inc. 5.55% 2/15/2034
|
871
|
881
|
|
|
Nasdaq, Inc. 5.95% 8/15/2053
|
3,000
|
2,894
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Financials (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
NatWest Group PLC 4.983% 6/18/2032 (1-year UST Yield Curve Rate T Note Constant Maturity
+ 0.80% on
6/18/2031) (k)
|
USD10,000
|
$9,896
|
|
|
Navient Corp. 5.00% 3/15/2027
|
9,500
|
9,464
|
|
|
Navient Corp. 4.875% 3/15/2028
|
3,000
|
2,934
|
|
|
Navient Corp. 5.50% 3/15/2029
|
390
|
374
|
|
|
Navient Corp. 9.375% 7/25/2030
|
1,387
|
1,408
|
|
|
Navient Corp. 9.375% 10/15/2031
|
730
|
730
|
|
|
Navient Corp. 7.875% 6/15/2032
|
2,545
|
2,388
|
|
|
Navient Corp. 5.625% 8/1/2033
|
6,435
|
5,314
|
|
|
Northwestern Mutual Life Insurance Co. (The) 6.05% 6/30/2056 (e)
|
15,000
|
14,641
|
|
|
Oaktree Strategic Credit Fund 6.19% 7/15/2030
|
3,000
|
2,978
|
|
|
OneMain Finance Corp. 3.50% 1/15/2027
|
4,000
|
3,970
|
|
|
OneMain Finance Corp. 6.625% 5/15/2029
|
10,000
|
10,135
|
|
|
OneMain Finance Corp. 7.50% 5/15/2031
|
3,215
|
3,297
|
|
|
OneMain Finance Corp. 7.125% 11/15/2031
|
1,655
|
1,678
|
|
|
OneMain Finance Corp. 7.125% 9/15/2032
|
755
|
764
|
|
|
OneMain Finance Corp. 6.50% 3/15/2033
|
4,800
|
4,689
|
|
|
Osaic Holdings, Inc. 6.75% 8/1/2032 (e)
|
4,875
|
4,895
|
|
|
Osaic Holdings, Inc. 8.00% 8/1/2033 (e)
|
950
|
965
|
|
|
Oxford Finance, LLC 7.75% 5/15/2031 (e)
|
1,315
|
1,304
|
|
|
Piraeus Bank SA 6.75% 12/5/2029 (1-year EUR Mid-Swap + 3.837% on 12/5/2028) (k)
|
EUR1,090
|
1,347
|
|
|
Piraeus Bank SA 5.00% 4/16/2030 (1-year EUR-ICE Swap EURIBOR + 2.245% on 4/16/2029)
(k)
|
1,430
|
1,710
|
|
|
PNC Bank, NA 5.373% 7/21/2036 (USD-SOFR + 1.417% on 7/21/2035) (k)
|
USD2,428
|
2,401
|
|
|
PNC Financial Services Group, Inc., 4.831% 7/19/2030 (USD-SOFR + 0.798% on 7/19/2029)
(k)
|
14,554
|
14,529
|
|
|
PNC Financial Services Group, Inc. 6.037% 10/28/2033 (USD-SOFR + 2.14% on 10/28/2032)
(k)
|
3,000
|
3,113
|
|
|
PNC Financial Services Group, Inc. 6.875% 10/20/2034 (USD-SOFR + 2.284% on 10/20/2033)
(k)
|
7,800
|
8,461
|
|
|
PNC Financial Services Group, Inc. 5.676% 1/22/2035 (USD-SOFR + 1.902% on 1/22/2034)
(k)
|
46
|
46
|
|
|
PNC Financial Services Group, Inc., 5.463% 7/21/2037 (USD-SOFR + 1.267% on 7/21/2036)
(k)
|
2,242
|
2,220
|
|
|
Progressive Corp. 4.60% 3/26/2031
|
966
|
953
|
|
|
Progressive Corp. 5.15% 3/26/2036
|
3,101
|
3,037
|
|
|
Royal Bank of Canada 4.65% 10/18/2030 (USD-SOFR + 1.08% on 10/18/2029) (k)
|
1,066
|
1,058
|
|
|
Royal Bank of Canada 5.153% 2/4/2031 (USD-SOFR + 1.03% on 2/4/2030) (k)
|
1,000
|
1,004
|
|
|
Royal Bank of Canada 4.696% 8/6/2031 (USD-SOFR + 1.06% on 8/6/2030) (k)
|
3,000
|
2,963
|
|
|
Royal Bank of Canada, 4.612% 5/3/2032 (USD-SOFR + 1.01% on 5/3/2031) (k)
|
7,298
|
7,154
|
|
|
SMBC Aviation Capital Finance Designated Activity Co. 4.95% 7/23/2029 (e)
|
1,083
|
1,081
|
|
|
SMBC Aviation Capital Finance Designated Activity Co. 5.20% 7/23/2031 (e)
|
3,000
|
2,988
|
|
|
SMBC Aviation Capital Finance Designated Activity Co. 5.55% 4/3/2034 (e)
|
4,000
|
3,965
|
|
|
SMBC Aviation Capital Finance Designated Activity Co. 5.70% 7/23/2036 (e)
|
2,000
|
1,979
|
|
|
Societe Generale SA 4.857% 7/7/2029 (USD-SOFR + 0.855% on 7/7/2028) (e)(k)
|
6,000
|
5,978
|
|
|
Standard Chartered PLC 2.608% 1/12/2028 (1-year UST Yield Curve Rate T Note Constant
Maturity + 1.18% on
1/12/2027) (e)(k)
|
1,000
|
991
|
|
|
Starwood Property Trust, Inc. 5.875% 8/15/2029 (e)
|
545
|
546
|
|
|
Starwood Property Trust, Inc. 5.75% 1/15/2031 (e)
|
1,285
|
1,267
|
|
|
Starwood Property Trust, Inc. 6.125% 6/1/2031 (e)
|
1,560
|
1,557
|
|
|
State Street Corp. 4.784% 10/23/2036 (USD-SOFR + 1.215% on 10/23/2035) (k)
|
144
|
137
|
|
|
Stellantis Financial Services US Corp. 5.40% 6/15/2029 (e)
|
15,619
|
15,512
|
|
|
Stellantis Financial Services US Corp. 5.80% 6/15/2031 (e)
|
11,798
|
11,578
|
|
|
Synchrony Financial 5.45% 10/15/2030 (USD-SOFR + 1.346% on 10/15/2029) (k)
|
1,014
|
1,016
|
|
|
Synchrony Financial 5.45% 3/6/2031 (USD-SOFR + 1.68% on 3/6/2030) (k)
|
2,741
|
2,732
|
|
|
Synchrony Financial 7.25% 2/2/2033
|
2,500
|
2,571
|
|
|
Synchrony Financial 6.00% 7/29/2036 (USD-SOFR + 2.07% on 7/29/2035) (k)
|
998
|
984
|
|
|
Synchrony Financial 6.276% 7/31/2037 (USD-SOFR + 2.029% on 7/31/2036) (k)
|
686
|
686
|
|
|
TPG Operating Group II, LP 5.375% 1/15/2036
|
5,000
|
4,815
|
|
|
Travelers Cos., Inc. 4.95% 7/24/2031
|
1,350
|
1,349
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Financials (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Truist Financial Corp. 5.153% 8/5/2032 (USD-SOFR + 1.571% on 8/5/2031) (k)
|
USD1,655
|
$1,652
|
|
|
Truist Financial Corp. 5.122% 1/26/2034 (USD-SOFR + 1.60% on 1/26/2033) (k)
|
1,000
|
985
|
|
|
Truist Financial Corp. 5.867% 6/8/2034 (USD-SOFR + 2.361% on 6/8/2033) (k)
|
840
|
858
|
|
|
Truist Financial Corp. 5.711% 1/24/2035 (USD-SOFR + 1.922% on 1/24/2034) (k)
|
1,008
|
1,019
|
|
|
Truist Financial Corp. 4.964% 10/23/2036 (USD-SOFR + 1.395% on 10/23/2035) (k)
|
9,007
|
8,575
|
|
|
U.S. Bancorp 3.15% 4/27/2027
|
4,000
|
3,970
|
|
|
U.S. Bancorp 5.85% 10/21/2033 (USD-SOFR + 2.09% on 10/21/2032) (k)
|
2,000
|
2,061
|
|
|
U.S. Bancorp 4.839% 2/1/2034 (USD-SOFR + 1.60% on 2/1/2033) (k)
|
150
|
145
|
|
|
U.S. Bancorp 5.836% 6/12/2034 (USD-SOFR + 2.26% on 6/10/2033) (k)
|
25
|
26
|
|
|
U.S. Bancorp 5.678% 1/23/2035 (USD-SOFR + 1.86% on 1/23/2034) (k)
|
1,600
|
1,623
|
|
|
U.S. Bancorp 5.424% 2/12/2036 (USD-SOFR + 1.411% on 2/12/2035) (k)
|
3,650
|
3,646
|
|
|
Voyager Parent, LLC 9.25% 7/1/2032 (e)
|
1,892
|
2,011
|
|
|
Wells Fargo & Co. 4.577% 5/20/2029 (USD-SOFR + 0.72% on 5/20/2028) (k)
|
5,000
|
4,984
|
|
|
Wells Fargo & Co. 4.182% 1/23/2030 (USD-SOFR + 0.74% on 1/23/2029) (k)
|
1,025
|
1,009
|
|
|
Wells Fargo & Co. 5.15% 4/23/2031 (USD-SOFR + 1.50% on 4/23/2030) (k)
|
4,294
|
4,313
|
|
|
Wells Fargo & Co. 4.844% 5/20/2032 (USD-SOFR + 0.97% on 5/20/2031) (k)
|
23,000
|
22,693
|
|
|
Wells Fargo & Co. 3.35% 3/2/2033 (USD-SOFR + 1.50% on 3/2/2032) (k)
|
10,000
|
9,099
|
|
|
Wells Fargo & Co. 5.605% 4/23/2036 (USD-SOFR + 1.74% on 4/23/2035) (k)
|
2,059
|
2,072
|
|
|
Wells Fargo & Co. 4.96% 1/23/2037 (USD-SOFR + 1.10% on 1/23/2036) (k)
|
4,000
|
3,818
|
|
|
|
|
|
1,334,661
|
|
Communication services 0.53%
|
|
|
|
|
Alphabet, Inc. 4.80% 2/15/2036
|
9,788
|
9,395
|
|
|
Alphabet, Inc. 5.65% 2/15/2056
|
7,979
|
7,374
|
|
|
Alphabet, Inc. 5.30% 5/15/2065
|
1,167
|
990
|
|
|
Alphabet, Inc. 5.75% 2/15/2066
|
1,300
|
1,180
|
|
|
Altice France 6.50% 4/15/2032 (e)
|
317
|
307
|
|
|
Altice France 6.875% 7/15/2032 (e)
|
3,092
|
3,004
|
|
|
America Movil, SAB de CV, 8.46% 12/18/2036
|
MXN147,200
|
7,701
|
|
|
AT&T, Inc. 2.55% 12/1/2033
|
USD5,181
|
4,269
|
|
|
AT&T, Inc. 3.50% 9/15/2053
|
3,227
|
1,951
|
|
|
AT&T, Inc. 6.20% 10/30/2056
|
4,500
|
4,169
|
|
|
CCO Holdings, LLC 4.75% 3/1/2030 (e)
|
1,475
|
1,379
|
|
|
CCO Holdings, LLC 4.50% 8/15/2030 (e)
|
4,000
|
3,653
|
|
|
CCO Holdings, LLC 7.375% 3/1/2031 (e)
|
3,500
|
3,490
|
|
|
CCO Holdings, LLC 7.00% 2/1/2033 (e)
|
1,990
|
1,909
|
|
|
CCO Holdings, LLC 4.50% 6/1/2033 (e)
|
18,325
|
15,605
|
|
|
CCO Holdings, LLC 4.25% 1/15/2034 (e)
|
72,720
|
59,450
|
|
|
CCO Holdings, LLC 7.375% 2/1/2036 (e)
|
46,114
|
43,902
|
|
|
Charter Communications Operating, LLC 5.05% 3/30/2029
|
3,000
|
2,968
|
|
|
Charter Communications Operating, LLC 6.55% 6/1/2034
|
161
|
159
|
|
|
Charter Communications Operating, LLC 6.384% 10/23/2035
|
1,000
|
968
|
|
|
Charter Communications Operating, LLC 5.85% 12/1/2035
|
2,402
|
2,244
|
|
|
Charter Communications Operating, LLC 3.50% 3/1/2042
|
5,675
|
3,764
|
|
|
Charter Communications Operating, LLC 4.80% 3/1/2050
|
4,290
|
3,003
|
|
|
Charter Communications Operating, LLC 3.70% 4/1/2051
|
6,469
|
3,828
|
|
|
Charter Communications Operating, LLC 3.90% 6/1/2052
|
27,281
|
16,401
|
|
|
Charter Communications Operating, LLC 5.25% 4/1/2053
|
5,504
|
4,048
|
|
|
Charter Communications Operating, LLC 6.70% 12/1/2055
|
3,836
|
3,388
|
|
|
Charter Communications Operating, LLC 4.40% 12/1/2061
|
1,961
|
1,177
|
|
|
Comcast Corp. 2.65% 2/1/2030
|
18,000
|
16,607
|
|
|
Comcast Corp. 5.65% 6/1/2054
|
1,691
|
1,441
|
|
|
Comcast Corp. 6.05% 5/15/2055
|
145
|
131
|
|
|
Connect Finco SARL 9.00% 9/15/2029 (e)
|
14,323
|
15,042
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Communication services (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
DIRECTV Financing, LLC 5.875% 8/15/2027 (e)
|
USD4,855
|
$4,856
|
|
|
DIRECTV Financing, LLC 8.875% 2/1/2030 (e)
|
5,850
|
5,963
|
|
|
Discovery Communications, LLC 3.95% 3/20/2028
|
1,604
|
1,582
|
|
|
Discovery Communications, LLC 3.625% 5/15/2030
|
5,000
|
4,641
|
|
|
Discovery Communications, LLC 3.625% 5/15/2030
|
3,175
|
2,604
|
|
|
Discovery Global Holdings, Inc. 3.755% 3/15/2027
|
4,764
|
4,737
|
|
|
Discovery Global Holdings, Inc. 4.054% 3/15/2029
|
19,301
|
18,973
|
|
|
Discovery Global Holdings, Inc. 4.054% 3/15/2029
|
5,150
|
4,712
|
|
|
Discovery Global Holdings, Inc. 4.279% 3/15/2032
|
4,000
|
3,557
|
|
|
Discovery Global Holdings, Inc. 5.05% 3/15/2042
|
16,948
|
11,821
|
|
|
Discovery Global Holdings, Inc. 5.141% 3/15/2052
|
1,349
|
861
|
|
|
EchoStar Corp. 10.75% 11/30/2029
|
4,627
|
5,008
|
|
|
EchoStar Corp. 6.75% Cash 11/30/2030 (m)
|
40,145
|
40,765
|
|
|
Embarq, LLC 7.995% 6/1/2036
|
725
|
181
|
|
|
Gray Media, Inc. 10.50% 7/15/2029 (e)
|
3,034
|
3,202
|
|
|
Gray Media, Inc. 9.625% 7/15/2032 (e)
|
4,620
|
4,673
|
|
|
Lindblad Expeditions, LLC 7.00% 9/15/2030 (e)
|
2,560
|
2,637
|
|
|
Meta Platforms, Inc. 4.875% 11/15/2035
|
12,837
|
12,048
|
|
|
Meta Platforms, Inc. 5.25% 5/15/2036
|
13,237
|
12,697
|
|
|
Meta Platforms, Inc. 5.50% 11/15/2045
|
8,758
|
7,583
|
|
|
Meta Platforms, Inc. 6.20% 5/15/2046
|
5,000
|
4,696
|
|
|
Meta Platforms, Inc. 4.45% 8/15/2052
|
17,059
|
12,164
|
|
|
Meta Platforms, Inc. 5.40% 8/15/2054
|
883
|
719
|
|
|
Meta Platforms, Inc. 5.625% 11/15/2055
|
21,062
|
17,633
|
|
|
Meta Platforms, Inc. 6.30% 5/15/2056
|
4,008
|
3,682
|
|
|
Meta Platforms, Inc. 5.75% 11/15/2065
|
7,595
|
6,269
|
|
|
Nexstar Media, Inc. 6.50% 9/15/2033 (e)
|
20,990
|
20,901
|
|
|
Nexstar Media, Inc. 7.25% 4/15/2034 (e)
|
7,670
|
7,694
|
|
|
Oak-Eagle AcquireCo, Inc. 7.25% 7/1/2033 (e)
|
2,165
|
2,245
|
|
|
Oak-Eagle AcquireCo, Inc. 8.75% 7/1/2034 (e)
|
1,005
|
1,059
|
|
|
Orange 5.00% 1/13/2036 (e)
|
4,358
|
4,153
|
|
|
SBA Tower Trust 1.631% 11/15/2026 (e)
|
22,469
|
22,272
|
|
|
Sirius XM Radio, LLC 5.00% 8/1/2027 (e)
|
2,647
|
2,645
|
|
|
Sirius XM Radio, LLC 4.00% 7/15/2028 (e)
|
995
|
969
|
|
|
Sirius XM Radio, LLC 5.50% 7/1/2029 (e)
|
325
|
324
|
|
|
Sirius XM Radio, LLC 4.125% 7/1/2030 (e)
|
685
|
641
|
|
|
Sirius XM Radio, LLC 3.875% 9/1/2031 (e)
|
3,390
|
3,061
|
|
|
Snap, Inc. 6.875% 3/1/2033 (e)
|
5,525
|
5,401
|
|
|
Space Exploration Technologies Corp. 5.35% 7/15/2031 (e)
|
22,714
|
22,116
|
|
|
Space Exploration Technologies Corp. 5.65% 7/15/2033 (e)
|
20,277
|
19,436
|
|
|
Space Exploration Technologies Corp. 5.875% 7/15/2036 (e)
|
24,000
|
22,435
|
|
|
Space Exploration Technologies Corp. 6.60% 7/15/2046 (e)
|
7,972
|
7,115
|
|
|
Space Exploration Technologies Corp. 6.65% 7/15/2056 (e)
|
11,618
|
10,292
|
|
|
T-Mobile USA, Inc. 3.75% 4/15/2027
|
7,000
|
6,966
|
|
|
T-Mobile USA, Inc. 3.875% 4/15/2030
|
8,975
|
8,622
|
|
|
T-Mobile USA, Inc. 2.875% 2/15/2031
|
15,000
|
13,646
|
|
|
T-Mobile USA, Inc. 3.50% 4/15/2031
|
10,000
|
9,332
|
|
|
T-Mobile USA, Inc. 5.30% 5/15/2035
|
400
|
391
|
|
|
T-Mobile USA, Inc. 4.95% 11/15/2035
|
100
|
95
|
|
|
T-Mobile USA, Inc. 3.00% 2/15/2041
|
4,200
|
2,960
|
|
|
T-Mobile USA, Inc. 3.40% 10/15/2052
|
3,200
|
1,952
|
|
|
Univision Communications, Inc. 7.375% 6/30/2030 (e)
|
2,515
|
2,506
|
|
|
Univision Communications, Inc. 8.50% 7/31/2031 (e)
|
4,000
|
3,994
|
|
|
Univision Communications, Inc. 9.375% 8/1/2032 (e)
|
4,565
|
4,563
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Communication services (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Verizon Communications, Inc. 2.55% 3/21/2031
|
USD10,265
|
$9,233
|
|
|
Verizon Communications, Inc. 2.355% 3/15/2032
|
11,509
|
9,969
|
|
|
Verizon Communications, Inc. 4.75% 1/15/2033
|
650
|
630
|
|
|
Verizon Communications, Inc. 5.25% 4/2/2035
|
352
|
343
|
|
|
Verizon Communications, Inc. 5.00% 1/15/2036
|
2,500
|
2,372
|
|
|
Verizon Communications, Inc. 5.401% 7/2/2037
|
351
|
340
|
|
|
Verizon Communications, Inc. 2.85% 9/3/2041
|
460
|
314
|
|
|
Verizon Communications, Inc. 5.75% 11/30/2045
|
3,758
|
3,474
|
|
|
Verizon Communications, Inc. 5.875% 11/30/2055
|
5,704
|
5,214
|
|
|
Verizon Communications, Inc. 2.987% 10/30/2056
|
2,971
|
1,625
|
|
|
Verizon Communications, Inc. 6.00% 11/30/2065
|
3,087
|
2,805
|
|
|
|
|
|
687,266
|
|
Energy 0.38%
|
|
|
|
|
3R Lux SARL 9.75% 2/5/2031 (e)
|
485
|
514
|
|
|
AI Candelaria (Spain) SA 7.50% 12/15/2028 (e)
|
229
|
235
|
|
|
AI Candelaria (Spain) SA 5.75% 6/15/2033 (e)
|
2,107
|
1,946
|
|
|
Antero Resources Corp. 5.40% 2/1/2036
|
1,325
|
1,276
|
|
|
APA Corp. 4.25% 1/15/2030
|
10,285
|
10,035
|
|
|
APA Corp. 5.25% 2/1/2042
|
116
|
99
|
|
|
APA Corp. 5.35% 7/1/2049
|
1,032
|
870
|
|
|
APA Corp. 6.75% 2/15/2055
|
280
|
280
|
|
|
Ascent Resources Utica Holdings, LLC 5.875% 6/30/2029 (e)
|
9,265
|
9,238
|
|
|
Ascent Resources Utica Holdings, LLC 6.625% 7/15/2033 (e)
|
645
|
648
|
|
|
Borr IHC, Ltd. 8.75% 1/15/2032 (e)
|
1,713
|
1,677
|
|
|
Borr IHC, Ltd. 9.00% 1/15/2034 (e)
|
1,622
|
1,590
|
|
|
Cenovus Energy, Inc. 5.25% 6/15/2037
|
395
|
376
|
|
|
Cenovus Energy, Inc. 5.40% 6/15/2047
|
2,910
|
2,597
|
|
|
Cheniere Energy Partners, LP 5.35% 11/30/2036 (e)
|
5,912
|
5,754
|
|
|
Cheniere Energy Partners, LP 6.05% 11/30/2056 (e)
|
3,001
|
2,884
|
|
|
CNX Resources Corp. 7.25% 3/1/2032 (e)
|
860
|
885
|
|
|
CNX Resources Corp. 5.875% 3/1/2034 (e)
|
410
|
397
|
|
|
Constellation Oil Services Holding SA 7.70% 8/3/2033 (e)
|
1,615
|
1,627
|
|
|
Crescent Energy Finance, LLC 7.625% 4/1/2032 (e)
|
3,155
|
3,191
|
|
|
Crescent Energy Finance, LLC 7.375% 1/15/2033 (e)
|
775
|
779
|
|
|
Diamondback Energy, Inc. 5.75% 4/18/2054
|
687
|
640
|
|
|
Diamondback Energy, Inc. 5.90% 4/18/2064
|
432
|
402
|
|
|
Ecopetrol SA 8.875% 1/13/2033
|
1,440
|
1,556
|
|
|
Ecopetrol SA 8.375% 1/19/2036
|
2,600
|
2,749
|
|
|
Enbridge Energy Partners, LP 7.375% 10/15/2045
|
5,459
|
6,095
|
|
|
Energean Israel Finance, Ltd. 5.875% 3/30/2031 (e)
|
5,760
|
5,515
|
|
|
Eni SpA 5.25% 5/18/2036 (e)
|
15,160
|
14,636
|
|
|
Eni SpA 6.00% 5/18/2056 (e)
|
11,425
|
10,795
|
|
|
Enterprise Products Operating, LLC 4.60% 1/15/2031
|
1,096
|
1,084
|
|
|
Enterprise Products Operating, LLC 5.20% 1/15/2036
|
165
|
162
|
|
|
EOG Resources, Inc. 4.40% 1/15/2031
|
1,673
|
1,641
|
|
|
EOG Resources, Inc. 5.65% 12/1/2054
|
4,559
|
4,263
|
|
|
EQT Corp. 4.50% 1/15/2029
|
1,029
|
1,016
|
|
|
EQT Corp. 7.00% 2/1/2030
|
15,000
|
15,824
|
|
|
Equinor ASA 3.625% 9/10/2028
|
13,165
|
12,945
|
|
|
Equinor ASA 3.25% 11/18/2049
|
7,583
|
5,028
|
|
|
Expand Energy Corp. 5.375% 2/1/2029
|
2,135
|
2,133
|
|
|
Exxon Mobil Corp. 2.61% 10/15/2030
|
20,000
|
18,459
|
|
|
Exxon Mobil Corp. 3.452% 4/15/2051
|
2,595
|
1,762
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Energy (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
FORESEA Holding SA 7.50% 6/15/2030
|
USD670
|
$665
|
|
|
Genesis Energy, LP 6.75% 3/15/2034
|
575
|
574
|
|
|
GeoPark, Ltd. 8.75% 1/31/2030
|
1,622
|
1,638
|
|
|
GeoPark, Ltd. 8.75% 1/31/2030 (e)
|
1,258
|
1,270
|
|
|
Green Palm Bidco SARL 5.957% 6/30/2041 (e)
|
3,180
|
3,118
|
|
|
Gulfport Energy Operating Corp. 6.75% 9/1/2029 (e)
|
585
|
593
|
|
|
Hess Midstream Operations, LP 5.875% 3/1/2028 (e)
|
785
|
789
|
|
|
Hilcorp Energy I, LP 5.75% 2/1/2029 (e)
|
665
|
664
|
|
|
Hilcorp Energy I, LP 6.00% 4/15/2030 (e)
|
3,260
|
3,237
|
|
|
Hilcorp Energy I, LP 6.00% 2/1/2031 (e)
|
1,050
|
1,024
|
|
|
Kinetik Holdings, LP 6.625% 12/15/2028 (e)
|
1,515
|
1,541
|
|
|
Kodiak Gas Services, LLC 6.50% 10/1/2033 (e)
|
300
|
300
|
|
|
Kodiak Gas Services, LLC 6.75% 10/1/2035 (e)
|
580
|
585
|
|
|
Kraken Oil & Gas Partners, LLC 7.625% 8/15/2029 (e)
|
375
|
379
|
|
|
Leviathan Bond, Ltd. 6.75% 6/30/2030 (e)
|
2,085
|
2,138
|
|
|
Magnolia Oil & Gas Operating, LLC 6.625% 8/15/2034 (e)
|
315
|
315
|
|
|
Matador Resources Co. 6.25% 4/15/2033 (e)
|
885
|
871
|
|
|
Matador Resources Co. 6.00% 4/15/2034 (e)
|
2,100
|
2,032
|
|
|
MPLX, LP 5.40% 9/15/2035
|
992
|
973
|
|
|
Murphy Oil Corp. 6.00% 10/1/2032
|
550
|
545
|
|
|
Nabors Industries, Inc. 9.125% 1/31/2030 (e)
|
765
|
802
|
|
|
Nabors Industries, Inc. 8.875% 8/15/2031 (e)
|
1,190
|
1,225
|
|
|
Nabors Industries, Inc. 7.625% 11/15/2032 (e)
|
2,000
|
2,041
|
|
|
NFE Brazil Financing, Ltd. 12.00% PIK 6/19/2029 (e)(m)
|
19,165
|
17,296
|
|
|
NFE Financing, LLC 12.00% 11/15/2029 (e)(l)
|
51,391
|
16,798
|
|
|
Noble Finance II, LLC 8.00% 4/15/2030 (e)
|
3,367
|
3,482
|
|
|
Noble Finance II, LLC 6.25% 6/15/2034 (e)
|
2,580
|
2,507
|
|
|
Northern Oil and Gas, Inc. 8.75% 6/15/2031 (e)
|
1,355
|
1,397
|
|
|
Northern Oil and Gas, Inc. 7.875% 10/15/2033 (e)
|
1,120
|
1,122
|
|
|
Occidental Petroleum Corp. 4.625% 6/15/2045
|
1,500
|
1,215
|
|
|
Occidental Petroleum Corp. 6.60% 3/15/2046
|
4,000
|
4,088
|
|
|
Occidental Petroleum Corp. 4.40% 4/15/2046
|
2,000
|
1,604
|
|
|
Permian Resources Operating, LLC 5.875% 7/1/2029 (e)
|
5,000
|
5,005
|
|
|
Permian Resources Operating, LLC 7.00% 1/15/2032 (e)
|
5,955
|
6,168
|
|
|
Permian Resources Operating, LLC 6.25% 2/1/2033 (e)
|
5,000
|
5,092
|
|
|
Petroleos Mexicanos 6.50% 3/13/2027
|
58,977
|
59,381
|
|
|
Petroleos Mexicanos 6.50% 1/23/2029
|
14,000
|
14,211
|
|
|
Petroleos Mexicanos 6.84% 1/23/2030
|
45,000
|
45,710
|
|
|
Petroleos Mexicanos 6.70% 2/16/2032
|
237
|
237
|
|
|
Petroleos Mexicanos 6.375% 1/23/2045
|
108
|
89
|
|
|
Petroleos Mexicanos 6.75% 9/21/2047
|
5,264
|
4,312
|
|
|
Petroleos Mexicanos 6.35% 2/12/2048
|
44
|
35
|
|
|
Petroleos Mexicanos 7.69% 1/23/2050
|
597
|
533
|
|
|
Petroleos Mexicanos 6.95% 1/28/2060
|
310
|
250
|
|
|
Pluspetrol SA 8.125% 5/18/2031
|
953
|
984
|
|
|
Pluspetrol SA 8.50% 5/30/2032 (e)
|
632
|
670
|
|
|
Raizen Fuels Finance SA 6.70% 2/25/2037 (e)(l)
|
2,275
|
1,203
|
|
|
Range Resources Corp. 4.75% 2/15/2030 (e)
|
445
|
433
|
|
|
Repsol E&P Capital Markets US, LLC 5.976% 9/16/2035 (e)
|
1,542
|
1,549
|
|
|
Saturn Oil & Gas, Inc. 8.50% 7/30/2031 (e)
|
1,025
|
1,028
|
|
|
Saudi Arabian Oil Co. 4.00% 2/2/2029 (e)
|
1,217
|
1,193
|
|
|
Saudi Arabian Oil Co. 4.375% 2/2/2031 (e)
|
17,750
|
17,131
|
|
|
Saudi Arabian Oil Co. 5.00% 2/2/2036 (e)
|
2,793
|
2,685
|
|
|
Saudi Arabian Oil Co. 6.00% 2/2/2056 (e)
|
2,500
|
2,294
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Energy (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Saudi Arabian Oil Co. 5.875% 7/17/2064 (e)
|
USD3,000
|
$2,659
|
|
|
Schlumberger Investment SA 4.55% 5/7/2031
|
3,044
|
3,001
|
|
|
Schlumberger Investment SA 4.80% 5/7/2033
|
1,801
|
1,769
|
|
|
Schlumberger Investment SA 5.15% 5/7/2036
|
4,922
|
4,818
|
|
|
Seadrill Finance, Ltd. 6.75% 7/15/2034 (e)
|
1,540
|
1,484
|
|
|
SM Energy Co. 8.375% 7/1/2028 (e)
|
1,675
|
1,711
|
|
|
SM Energy Co. 8.625% 11/1/2030 (e)
|
490
|
515
|
|
|
SM Energy Co. 8.75% 7/1/2031 (e)
|
2,682
|
2,805
|
|
|
SM Energy Co. 9.625% 6/15/2033 (e)
|
915
|
1,007
|
|
|
Sunoco, LP 7.00% 9/15/2028 (e)
|
2,000
|
2,036
|
|
|
Sunoco, LP 7.00% 5/1/2029 (e)
|
935
|
956
|
|
|
Sunoco, LP 4.50% 5/15/2029
|
1,700
|
1,656
|
|
|
Sunoco, LP 5.625% 3/15/2031 (e)
|
295
|
291
|
|
|
Sunoco, LP 5.375% 7/15/2031 (e)
|
750
|
736
|
|
|
Sunoco, LP 7.25% 5/1/2032 (e)
|
1,766
|
1,822
|
|
|
Sunoco, LP 5.875% 3/15/2034 (e)
|
1,360
|
1,332
|
|
|
Sunoco, LP 5.625% 7/15/2034 (e)
|
515
|
498
|
|
|
Talos Production, Inc. 9.375% 2/1/2031 (e)
|
1,915
|
2,020
|
|
|
Targa Resources Corp. 5.40% 7/30/2036
|
1,670
|
1,628
|
|
|
TotalEnergies Capital USA, LLC 4.248% 1/13/2031
|
3,194
|
3,120
|
|
|
TransCanada Pipelines, Ltd. (3-month USD CME Term SOFR + 2.472%) 6.123% 5/16/2067
(f)
|
1,000
|
926
|
|
|
Transocean International, Ltd. 8.75% 2/15/2030 (e)
|
700
|
727
|
|
|
Transocean International, Ltd. 7.875% 10/15/2032 (e)
|
1,290
|
1,344
|
|
|
USA Compression Partners, LP 7.125% 3/15/2029 (e)
|
1,380
|
1,410
|
|
|
Venture Global Calcasieu Pass, LLC 3.875% 8/15/2029 (e)
|
3,000
|
2,855
|
|
|
Venture Global Calcasieu Pass, LLC 6.25% 1/15/2030 (e)
|
6,731
|
6,860
|
|
|
Venture Global Calcasieu Pass, LLC 4.125% 8/15/2031 (e)
|
3,485
|
3,230
|
|
|
Venture Global Calcasieu Pass, LLC 3.875% 11/1/2033 (e)
|
10,000
|
8,779
|
|
|
Venture Global Calcasieu Pass, LLC 6.00% 5/1/2036 (e)
|
1,665
|
1,646
|
|
|
Venture Global LNG, Inc. 8.375% 6/1/2031 (e)
|
1,570
|
1,624
|
|
|
Venture Global LNG, Inc. 9.875% 2/1/2032 (e)
|
1,455
|
1,550
|
|
|
Venture Global LNG, Inc. 6.375% 12/15/2034 (e)
|
1,325
|
1,291
|
|
|
Venture Global LNG, Inc. 6.625% 6/15/2036 (e)
|
1,990
|
1,951
|
|
|
Venture Global Plaquemines LNG, LLC 6.125% 12/15/2030 (e)
|
885
|
900
|
|
|
Venture Global Plaquemines LNG, LLC 7.50% 5/1/2033 (e)
|
1,250
|
1,357
|
|
|
Venture Global Plaquemines LNG, LLC 6.50% 1/15/2034 (e)
|
3,215
|
3,319
|
|
|
Venture Global Plaquemines LNG, LLC 6.50% 6/15/2034 (e)
|
800
|
825
|
|
|
Venture Global Plaquemines LNG, LLC 7.75% 5/1/2035 (e)
|
3,095
|
3,432
|
|
|
Venture Global Plaquemines LNG, LLC 6.75% 1/15/2036 (e)
|
2,450
|
2,566
|
|
|
Vista Energy Argentina S.A.U 7.875% 4/8/2038 (e)
|
7,452
|
7,694
|
|
|
Vista Energy Argentina S.A.U. 8.50% 6/10/2033 (e)
|
2,135
|
2,257
|
|
|
Weatherford International, Ltd. 8.625% 4/30/2030 (e)
|
5,113
|
5,165
|
|
|
Wildfire Intermediate Holdings, LLC 7.50% 10/15/2029 (e)
|
845
|
871
|
|
|
YPF SA 8.75% 9/11/2031
|
78
|
83
|
|
|
YPF SA 8.25% 1/17/2034
|
1,335
|
1,410
|
|
|
|
|
|
500,560
|
|
Health care 0.38%
|
|
|
|
|
1261229 B.C., Ltd. 10.00% 4/15/2032 (e)
|
1,259
|
1,288
|
|
|
AbbVie, Inc. 4.125% 3/15/2031
|
683
|
662
|
|
|
AbbVie, Inc. 4.95% 3/15/2031
|
1,155
|
1,161
|
|
|
AbbVie, Inc. 4.40% 3/15/2033
|
1,380
|
1,330
|
|
|
AbbVie, Inc. 5.05% 3/15/2034
|
4,675
|
4,641
|
|
|
AbbVie, Inc. 5.20% 3/15/2035
|
1,110
|
1,106
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Health care (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
AbbVie, Inc. 4.75% 3/15/2036
|
USD4,208
|
$4,028
|
|
|
AbbVie, Inc. 5.35% 3/15/2044
|
2,450
|
2,302
|
|
|
AbbVie, Inc. 5.40% 3/15/2054
|
2,000
|
1,832
|
|
|
AbbVie, Inc. 5.55% 3/15/2056
|
2,128
|
1,987
|
|
|
Accendra Health, Inc. 9.00% 6/15/2032 (e)
|
13,412
|
12,811
|
|
|
Accendra Health, Inc. 9.75% 6/15/2033 (e)
|
5,329
|
3,583
|
|
|
Accendra Health, Inc. 9.75% 6/15/2033 (e)
|
4,368
|
2,818
|
|
|
Amgen, Inc. 4.20% 2/19/2031
|
513
|
498
|
|
|
Amgen, Inc. 4.20% 3/1/2033
|
8,000
|
7,577
|
|
|
Amgen, Inc. 5.25% 3/2/2033
|
3,325
|
3,333
|
|
|
Amgen, Inc. 4.85% 2/19/2036
|
9,698
|
9,298
|
|
|
Amgen, Inc. 5.60% 3/2/2043
|
8,000
|
7,673
|
|
|
Amgen, Inc. 4.40% 5/1/2045
|
2,000
|
1,627
|
|
|
Amgen, Inc. 5.50% 2/19/2046
|
2,756
|
2,570
|
|
|
Amgen, Inc. 5.65% 3/2/2053
|
75
|
70
|
|
|
Amgen, Inc. 5.65% 2/19/2056
|
3,982
|
3,720
|
|
|
Amgen, Inc. 5.75% 3/2/2063
|
5,800
|
5,358
|
|
|
Ascension Health 4.078% 11/15/2028
|
673
|
665
|
|
|
AstraZeneca Finance, LLC 4.90% 2/26/2031
|
275
|
276
|
|
|
AstraZeneca Finance, LLC 5.00% 2/26/2034
|
1,000
|
991
|
|
|
Baxter International, Inc. 4.45% 2/15/2029
|
1,512
|
1,490
|
|
|
Baxter International, Inc. 4.90% 12/15/2030
|
4,030
|
3,956
|
|
|
Baxter International, Inc. 5.65% 12/15/2035
|
5,176
|
5,061
|
|
|
Baxter International, Inc. 3.132% 12/1/2051
|
3,190
|
1,831
|
|
|
Bayer US Finance, LLC 5.125% 7/20/2031 (e)
|
13,500
|
13,386
|
|
|
Bayer US Finance, LLC 5.375% 7/20/2033 (e)
|
1,749
|
1,728
|
|
|
Bayer US Finance, LLC 5.625% 7/20/2036 (e)
|
2,855
|
2,805
|
|
|
Bayer US Finance, LLC 6.375% 7/20/2056 (e)
|
4,000
|
3,870
|
|
|
BioMarin Pharmaceutical, Inc. 5.50% 2/15/2034 (e)
|
9,563
|
9,334
|
|
|
Bristol-Myers Squibb Co. 5.20% 2/22/2034
|
3,958
|
3,976
|
|
|
Bristol-Myers Squibb Co. 5.50% 2/22/2044
|
325
|
311
|
|
|
Bristol-Myers Squibb Co. 5.55% 2/22/2054
|
8,005
|
7,441
|
|
|
Cencora, Inc. 4.60% 2/13/2033
|
3,500
|
3,388
|
|
|
Cencora, Inc. 4.90% 2/13/2036
|
2,358
|
2,258
|
|
|
Centene Corp. 4.25% 12/15/2027
|
2,714
|
2,705
|
|
|
Centene Corp. 3.00% 10/15/2030
|
2,590
|
2,330
|
|
|
Centene Corp. 2.50% 3/1/2031
|
896
|
780
|
|
|
Centene Corp. 2.625% 8/1/2031
|
3,214
|
2,787
|
|
|
Cigna Group (The) 5.25% 1/15/2036
|
4,623
|
4,535
|
|
|
Cigna Group (The) 6.00% 1/15/2056
|
1,311
|
1,274
|
|
|
CVS Health Corp. 5.55% 6/1/2031
|
2,467
|
2,517
|
|
|
CVS Health Corp. 5.00% 9/15/2032
|
3,909
|
3,876
|
|
|
CVS Health Corp. 5.70% 6/1/2034
|
1,066
|
1,080
|
|
|
CVS Health Corp. 5.45% 9/15/2035
|
895
|
886
|
|
|
CVS Health Corp. 6.00% 6/1/2044
|
12,000
|
11,588
|
|
|
CVS Health Corp. 6.05% 6/1/2054
|
8,000
|
7,624
|
|
|
CVS Health Corp. 6.20% 9/15/2055
|
15,408
|
15,016
|
|
|
CVS Health Corp. 6.00% 6/1/2063
|
328
|
305
|
|
|
CVS Health Corp., junior subordinated, 6.75% 12/10/2054 (5-year UST Yield Curve Rate
T Note Constant Maturity
+ 2.516% on 12/10/2034) (k)
|
5,000
|
5,154
|
|
|
CVS Health Corp., junior subordinated, 7.00% 3/10/2055 (5-year UST Yield Curve Rate
T Note Constant Maturity
+ 2.886% on 3/10/2030) (k)
|
5,000
|
5,151
|
|
|
Elevance Health, Inc. 5.00% 1/15/2036
|
3,800
|
3,656
|
|
|
Elevance Health, Inc. 5.70% 9/15/2055
|
1,580
|
1,465
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Health care (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Eli Lilly and Co. 4.90% 10/15/2035
|
USD3,000
|
$2,937
|
|
|
Eli Lilly and Co. 4.85% 5/20/2036
|
10,000
|
9,687
|
|
|
Eli Lilly and Co. 5.55% 10/15/2055
|
1,259
|
1,192
|
|
|
Encompass Health Corp. 5.875% 6/1/2034 (e)
|
760
|
753
|
|
|
Gilead Sciences, Inc. 5.10% 6/15/2035
|
3,202
|
3,170
|
|
|
Gilead Sciences, Inc. 2.80% 10/1/2050
|
3,000
|
1,793
|
|
|
HCA, Inc. 4.125% 6/15/2029
|
8,450
|
8,290
|
|
|
HCA, Inc. 5.30% 5/15/2036
|
15,000
|
14,554
|
|
|
Horseshoe Funding Trust II 6.887% 11/15/2055 (e)
|
3,000
|
2,994
|
|
|
Humana, Inc. 5.55% 5/1/2035
|
10,000
|
9,835
|
|
|
Humana, Inc. 5.75% 4/15/2054
|
3,855
|
3,434
|
|
|
IQVIA, Inc. 6.25% 6/1/2032 (e)
|
12,000
|
12,169
|
|
|
Laboratory Corp. of America Holdings 4.70% 2/1/2045
|
6,900
|
5,955
|
|
|
Medline Borrower, LP 5.00% 6/15/2031 (e)
|
31,433
|
31,019
|
|
|
Medline Borrower, LP 5.25% 6/15/2033 (e)
|
15,043
|
14,808
|
|
|
Merck & Co., Inc. 5.85% 5/22/2056
|
3,000
|
2,928
|
|
|
Molina Healthcare, Inc. 4.375% 6/15/2028 (e)
|
6,000
|
5,877
|
|
|
Molina Healthcare, Inc. 3.875% 11/15/2030 (e)
|
890
|
824
|
|
|
Molina Healthcare, Inc. 6.50% 2/15/2031 (e)
|
5,950
|
6,012
|
|
|
Molina Healthcare, Inc. 3.875% 5/15/2032 (e)
|
8,610
|
7,705
|
|
|
Molina Healthcare, Inc. 6.25% 1/15/2033 (e)
|
9,885
|
9,782
|
|
|
Novartis Capital Corp. 4.60% 3/18/2033
|
1,409
|
1,376
|
|
|
Novartis Capital Corp. 4.90% 3/18/2036
|
336
|
327
|
|
|
Novartis Capital Corp. 5.60% 3/18/2046
|
154
|
149
|
|
|
Novartis Capital Corp. 5.70% 3/18/2056
|
566
|
547
|
|
|
Organon & Co. 4.125% 4/30/2028 (e)
|
2,300
|
2,265
|
|
|
Pfizer Investment Enterprises Pte., Ltd. 5.11% 5/19/2043
|
7,000
|
6,392
|
|
|
Pfizer Investment Enterprises Pte., Ltd. 5.30% 5/19/2053
|
7,372
|
6,617
|
|
|
Pfizer Investment Enterprises Pte., Ltd. 5.34% 5/19/2063
|
4,000
|
3,494
|
|
|
Pfizer, Inc. 5.60% 11/15/2055
|
3,000
|
2,846
|
|
|
Pfizer, Inc. 5.70% 11/15/2065
|
2,000
|
1,865
|
|
|
Sotera Health Holdings, LLC 7.375% 6/1/2031 (e)
|
1,105
|
1,146
|
|
|
Surgery Center Holdings, Inc. 7.25% 4/15/2032 (e)
|
945
|
949
|
|
|
Takeda U.S. Financing, Inc. 5.20% 7/7/2035
|
7,619
|
7,469
|
|
|
Takeda U.S. Financing, Inc. 5.90% 7/7/2055
|
518
|
500
|
|
|
Tenet Healthcare Corp. 4.25% 6/1/2029
|
3,870
|
3,755
|
|
|
Tenet Healthcare Corp. 6.75% 5/15/2031
|
1,935
|
1,975
|
|
|
Teva Pharmaceutical Finance Netherlands III BV 3.15% 10/1/2026
|
7,998
|
7,974
|
|
|
Teva Pharmaceutical Finance Netherlands III BV 4.75% 5/9/2027
|
909
|
908
|
|
|
Teva Pharmaceutical Finance Netherlands III BV 6.75% 3/1/2028
|
13,045
|
13,311
|
|
|
Teva Pharmaceutical Finance Netherlands III BV 5.125% 5/9/2029
|
6,380
|
6,365
|
|
|
Teva Pharmaceutical Finance Netherlands III BV 7.875% 9/15/2029
|
5,363
|
5,720
|
|
|
Teva Pharmaceutical Finance Netherlands III BV 8.125% 9/15/2031
|
2,553
|
2,830
|
|
|
Teva Pharmaceutical Finance Netherlands III BV 6.00% 12/1/2032
|
200
|
204
|
|
|
Teva Pharmaceutical Finance Netherlands III BV 4.10% 10/1/2046
|
8,000
|
5,901
|
|
|
Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030
|
900
|
912
|
|
|
Thermo Fisher Scientific, Inc. 4.902% 2/12/2036
|
231
|
223
|
|
|
UnitedHealth Group, Inc. 4.65% 1/15/2031
|
7,785
|
7,718
|
|
|
UnitedHealth Group, Inc. 5.30% 6/15/2035
|
18,458
|
18,476
|
|
|
UnitedHealth Group, Inc. 5.50% 7/15/2044
|
3,500
|
3,305
|
|
|
UnitedHealth Group, Inc. 5.625% 7/15/2054
|
3,000
|
2,796
|
|
|
UnitedHealth Group, Inc. 5.95% 6/15/2055
|
6,188
|
6,070
|
|
|
|
|
|
496,872
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Consumer discretionary 0.31%
|
|
Principal amount
(000)
|
Value
(000)
|
|
Advance Auto Parts, Inc. 5.95% 3/9/2028
|
USD878
|
$884
|
|
|
Advance Auto Parts, Inc. 3.90% 4/15/2030
|
3,581
|
3,352
|
|
|
Advance Auto Parts, Inc. 7.00% 8/1/2030 (e)
|
356
|
365
|
|
|
Advance Auto Parts, Inc. 3.50% 3/15/2032
|
3,272
|
2,866
|
|
|
Advance Auto Parts, Inc. 7.375% 8/1/2033 (e)
|
5,654
|
5,840
|
|
|
Allied Universal Holdco, LLC 6.875% 6/15/2030 (e)
|
8,162
|
8,345
|
|
|
Allwyn Entertainment Financing (UK) PLC 7.875% 4/30/2029 (e)
|
1,355
|
1,386
|
|
|
Amazon.com, Inc. 4.80% 7/9/2031
|
15,000
|
14,862
|
|
|
Amazon.com, Inc. 4.65% 11/20/2035
|
2,284
|
2,153
|
|
|
Amazon.com, Inc. 4.875% 3/13/2036
|
5,700
|
5,458
|
|
|
Amazon.com, Inc. 5.45% 11/20/2055
|
6,392
|
5,607
|
|
|
Amazon.com, Inc. 5.80% 3/13/2056
|
3,646
|
3,355
|
|
|
Amazon.com, Inc. 6.10% 7/9/2056
|
2,500
|
2,403
|
|
|
Amazon.com, Inc. 5.55% 11/20/2065
|
4,325
|
3,746
|
|
|
AutoNation, Inc. 5.89% 3/15/2035
|
4,000
|
4,017
|
|
|
Bath & Body Works, Inc. 7.50% 6/15/2029
|
1,000
|
1,017
|
|
|
Booking Holdings, Inc. 5.375% 5/7/2036
|
1,900
|
1,872
|
|
|
Caesars Entertainment, Inc. 7.00% 2/15/2030 (e)
|
14,000
|
14,055
|
|
|
Caesars Entertainment, Inc. 6.50% 2/15/2032 (e)
|
4,220
|
4,036
|
|
|
Carnival Corp., Ltd. 4.00% 8/1/2028 (e)
|
3,000
|
2,940
|
|
|
Carnival Corp., Ltd. 5.125% 5/1/2029 (e)
|
3,460
|
3,435
|
|
|
Carnival Corp., Ltd. 7.00% 8/15/2029 (e)
|
6,115
|
6,333
|
|
|
Carnival Corp., Ltd. 5.75% 3/15/2030 (e)
|
3,628
|
3,636
|
|
|
Carnival Corp., Ltd. 5.75% 8/1/2032 (e)
|
3,500
|
3,472
|
|
|
Carnival Corp., Ltd. 6.125% 2/15/2033 (e)
|
8,965
|
8,971
|
|
|
Ford Motor Co. 3.25% 2/12/2032
|
2,000
|
1,750
|
|
|
Ford Motor Co. 4.75% 1/15/2043
|
17,930
|
13,781
|
|
|
Ford Motor Co. 5.291% 12/8/2046
|
12,810
|
10,248
|
|
|
Ford Motor Credit Co., LLC 2.70% 8/10/2026
|
3,790
|
3,789
|
|
|
Ford Motor Credit Co., LLC 5.85% 5/17/2027
|
4,000
|
4,028
|
|
|
Ford Motor Credit Co., LLC 4.95% 5/28/2027
|
8,050
|
8,054
|
|
|
Ford Motor Credit Co., LLC 2.90% 2/16/2028
|
1,000
|
968
|
|
|
Ford Motor Credit Co., LLC 5.918% 3/20/2028
|
1,171
|
1,184
|
|
|
Ford Motor Credit Co., LLC 6.798% 11/7/2028
|
1,780
|
1,833
|
|
|
Ford Motor Credit Co., LLC 2.90% 2/10/2029
|
8,995
|
8,453
|
|
|
Ford Motor Credit Co., LLC 4.97% 4/6/2029
|
1,780
|
1,759
|
|
|
Ford Motor Credit Co., LLC 5.113% 5/3/2029
|
1,100
|
1,089
|
|
|
Ford Motor Credit Co., LLC 7.20% 6/10/2030
|
6,450
|
6,751
|
|
|
Ford Motor Credit Co., LLC 5.73% 9/5/2030
|
1,247
|
1,248
|
|
|
Ford Motor Credit Co., LLC 5.42% 4/9/2031
|
15,707
|
15,463
|
|
|
Ford Motor Credit Co., LLC 3.625% 6/17/2031
|
5,000
|
4,539
|
|
|
Ford Motor Credit Co., LLC 6.054% 11/5/2031
|
9,602
|
9,660
|
|
|
Ford Motor Credit Co., LLC 5.753% 4/6/2033
|
5,484
|
5,390
|
|
|
Ford Motor Credit Co., LLC 6.125% 3/8/2034
|
7,803
|
7,781
|
|
|
Ford Motor Credit Co., LLC 6.50% 2/7/2035
|
22,500
|
22,768
|
|
|
Ford Motor Credit Co., LLC 5.869% 10/31/2035
|
6,576
|
6,349
|
|
|
Ford Motor Credit Co., LLC 6.467% 5/22/2036
|
7,000
|
7,023
|
|
|
General Motors Financial Co., Inc. 5.80% 1/7/2029
|
750
|
765
|
|
|
General Motors Financial Co., Inc. 4.90% 10/6/2029
|
603
|
603
|
|
|
General Motors Financial Co., Inc. 5.45% 7/15/2030
|
2,000
|
2,026
|
|
|
General Motors Financial Co., Inc. 4.60% 1/8/2031
|
1,500
|
1,466
|
|
|
General Motors Financial Co., Inc. 5.625% 4/4/2032
|
1,105
|
1,122
|
|
|
General Motors Financial Co., Inc. 5.90% 1/7/2035
|
8,361
|
8,448
|
|
|
General Motors Financial Co., Inc. 5.45% 1/8/2036
|
2,333
|
2,280
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Consumer discretionary (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
GENM Capital Labuan, Ltd. 3.882% 4/19/2031
|
USD3,800
|
$3,410
|
|
|
Genting New York, LLC 7.25% 10/1/2029 (e)
|
630
|
645
|
|
|
Gildan Activewear, Inc. 5.40% 10/7/2035 (e)
|
645
|
620
|
|
|
GLP Capital, LP 4.00% 1/15/2030
|
3,240
|
3,094
|
|
|
GOHL Capital Holdings, Ltd. 8.30% perpetual bonds (5-year UST Yield Curve Rate T Note
Constant Maturity +
4.261% on 4/29/2036) (k)
|
1,413
|
1,342
|
|
|
Goodyear Tire & Rubber Co. 8.875% 7/15/2032
|
2,535
|
2,604
|
|
|
Grand Canyon University 4.375% 10/1/2026
|
1,500
|
1,502
|
|
|
Great Canadian Gaming Corp. 8.75% 11/15/2029 (e)
|
385
|
389
|
|
|
Home Depot, Inc. 2.95% 6/15/2029
|
4,775
|
4,573
|
|
|
Home Depot, Inc. 5.40% 6/25/2064
|
1,480
|
1,330
|
|
|
Hyundai Capital America 4.875% 6/23/2027 (e)
|
1,334
|
1,339
|
|
|
Hyundai Capital America 5.275% 6/24/2027 (e)
|
1,573
|
1,584
|
|
|
Hyundai Capital America 4.90% 6/23/2028 (e)
|
1,422
|
1,423
|
|
|
Hyundai Capital America 5.15% 3/27/2030 (e)
|
1,000
|
1,000
|
|
|
Hyundai Capital America 4.50% 9/18/2030 (e)
|
1,043
|
1,016
|
|
|
Hyundai Capital America 5.00% 4/7/2031 (e)
|
6,500
|
6,434
|
|
|
Hyundai Capital America 5.00% 6/18/2031 (e)
|
3,029
|
2,996
|
|
|
Las Vegas Sands Corp. 5.65% 5/18/2033
|
7,000
|
6,921
|
|
|
McDonald’s Corp. 4.45% 3/1/2047
|
2,100
|
1,696
|
|
|
McDonald’s Corp. 5.15% 9/9/2052
|
1,225
|
1,070
|
|
|
Newell Brands, Inc. 6.375% 5/15/2030
|
1,200
|
1,214
|
|
|
Newell Brands, Inc. 6.625% 5/15/2032
|
5,900
|
5,973
|
|
|
Newell Brands, Inc. 7.375% 4/1/2036
|
2,025
|
2,042
|
|
|
Newell Brands, Inc. 7.50% 4/1/2046
|
4,000
|
3,691
|
|
|
Nissan Motor Acceptance Co., LLC 6.125% 9/30/2030 (e)
|
10,000
|
9,773
|
|
|
Nissan Motor Co., Ltd. 7.50% 7/17/2030 (e)
|
2,580
|
2,645
|
|
|
Nissan Motor Co., Ltd. 4.81% 9/17/2030 (e)
|
6,000
|
5,563
|
|
|
Nissan Motor Co., Ltd. 8.125% 7/17/2035 (e)
|
9,790
|
10,338
|
|
|
RHP Hotel Properties, LP 5.75% 3/15/2034 (e)
|
345
|
338
|
|
|
Royal Caribbean Cruises, Ltd. 5.625% 9/30/2031 (e)
|
1,095
|
1,099
|
|
|
Royal Caribbean Cruises, Ltd. 4.75% 5/15/2033
|
5,340
|
5,114
|
|
|
Royal Caribbean Cruises, Ltd. 5.375% 1/15/2036
|
9,331
|
9,039
|
|
|
Royal Caribbean Cruises, Ltd. 5.25% 2/27/2038
|
20,700
|
19,453
|
|
|
Sands China, Ltd. 2.85% 3/8/2029
|
10,000
|
9,455
|
|
|
Scientific Games Holdings, LP 6.625% 3/1/2030 (e)
|
1,660
|
1,346
|
|
|
Whirlpool Corp. 7.50% 7/1/2031 (e)
|
1,625
|
1,619
|
|
|
Whirlpool Corp. 7.875% 7/1/2034 (e)
|
450
|
427
|
|
|
|
|
|
409,141
|
|
Utilities 0.28%
|
|
|
|
|
Aegea Finance SARL 9.00% 1/20/2031 (e)
|
330
|
321
|
|
|
AES Corp. 5.20% 7/15/2029
|
2,850
|
2,853
|
|
|
AES Corp. 3.95% 7/15/2030 (e)
|
7,025
|
6,695
|
|
|
AES Corp. 5.75% 7/15/2033
|
11,350
|
11,248
|
|
|
AES Panama Generation Holdings, SRL 4.375% 5/31/2030 (e)
|
1,237
|
1,164
|
|
|
Alliant Energy Finance, LLC 3.60% 3/1/2032 (e)
|
750
|
691
|
|
|
Berkshire Hathaway Energy Co. 4.60% 5/1/2053
|
2,000
|
1,587
|
|
|
Commonwealth Edison Co. 2.95% 8/15/2027
|
2,450
|
2,416
|
|
|
Commonwealth Edison Co. 4.55% 6/1/2031
|
6,975
|
6,863
|
|
|
Consumers Energy Co. 5.05% 5/15/2035
|
650
|
638
|
|
|
Consumers Energy Co. 5.125% 5/1/2036
|
7,400
|
7,259
|
|
|
COX Asset Mexico SA de CV 7.125% 1/8/2032 (e)
|
260
|
259
|
|
|
Duke Energy Carolinas, LLC 5.15% 6/15/2036
|
2,200
|
2,150
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Utilities (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Duke Energy Carolinas, LLC 5.75% 6/15/2056
|
USD8,350
|
$7,917
|
|
|
Duke Energy Florida, LLC 4.20% 12/1/2030
|
4,000
|
3,896
|
|
|
Duke Energy Florida, LLC 4.85% 12/1/2035
|
425
|
408
|
|
|
Edison International 5.25% 11/15/2028
|
1,000
|
1,001
|
|
|
Edison International 5.25% 3/15/2032
|
2,280
|
2,235
|
|
|
Edison International, junior subordinated, 7.875% 6/15/2054 (5-year UST Yield Curve
Rate T Note Constant
Maturity + 3.658% on 6/15/2029) (k)
|
1,450
|
1,497
|
|
|
Electricite de France SA 2.875% junior subordinated perpetual bonds (5-year EUR Mid-Swap
+ 3.373% on
3/15/2027) (k)
|
EUR4,000
|
4,594
|
|
|
Electricite de France SA 9.125% junior subordinated perpetual bonds (5-year UST Yield
Curve Rate T
Note Constant Maturity + 5.411% on 6/15/2033) (e)(k)
|
USD1,875
|
2,172
|
|
|
Empresas Publicas de Medellin ESP 4.25% 7/18/2029
|
2,318
|
2,187
|
|
|
Enfragen Energia Sur SA 5.375% 12/30/2030
|
1,085
|
1,021
|
|
|
Enfragen Energia Sur SA 8.499% 6/30/2032
|
400
|
415
|
|
|
Evergy Missouri West, Inc. 4.70% 5/21/2029 (e)
|
1,400
|
1,395
|
|
|
Exelon Corp. 4.45% 4/15/2046
|
8,115
|
6,457
|
|
|
FirstEnergy Corp. 3.40% 3/1/2050
|
2,000
|
1,299
|
|
|
FirstEnergy Corp., Series B, 3.90% 7/15/2027
|
25,785
|
25,658
|
|
|
Florida Power & Light Co. 5.10% 4/1/2033
|
2,115
|
2,116
|
|
|
Florida Power & Light Co. 4.70% 2/15/2036
|
7,470
|
7,077
|
|
|
Florida Power & Light Co. 5.125% 6/1/2036
|
19,986
|
19,576
|
|
|
Florida Power & Light Co. 5.75% 6/1/2056
|
17,770
|
16,966
|
|
|
Florida Power & Light Co. 5.90% 6/1/2066
|
510
|
486
|
|
|
Generadora de Gatun SA 6.874% 9/30/2044 (e)
|
1,000
|
1,002
|
|
|
Light Servicos de Eletricidade S A 4.21% 12/19/2032
|
209
|
152
|
|
|
Light Servicos de Eletricidade S A 2.26% Cash 12/19/2037 (m)
|
89
|
24
|
|
|
Long Ridge Energy, LLC 8.75% 2/15/2032 (e)
|
1,645
|
1,704
|
|
|
NiSource, Inc. 4.75% 5/18/2031
|
2,100
|
2,076
|
|
|
NiSource, Inc. 5.30% 5/18/2036
|
1,450
|
1,419
|
|
|
Northern States Power Co. 4.85% 5/15/2036
|
500
|
480
|
|
|
Pacific Gas and Electric Co. 5.45% 6/15/2027
|
2,000
|
2,012
|
|
|
Pacific Gas and Electric Co. 4.55% 7/1/2030
|
2,173
|
2,125
|
|
|
Pacific Gas and Electric Co. 5.80% 5/15/2034
|
2,925
|
2,949
|
|
|
Pacific Gas and Electric Co. 6.00% 8/15/2035
|
2,990
|
3,037
|
|
|
Pacific Gas and Electric Co. 5.20% 5/1/2036
|
1,025
|
976
|
|
|
Pacific Gas and Electric Co. 4.95% 7/1/2050
|
21,054
|
16,997
|
|
|
Pacific Gas and Electric Co. 3.50% 8/1/2050
|
15,500
|
9,923
|
|
|
Pacific Gas and Electric Co. 5.90% 10/1/2054
|
3,000
|
2,718
|
|
|
Pacific Gas and Electric Co. 6.30% 8/15/2056
|
480
|
460
|
|
|
PacifiCorp 5.10% 2/15/2029
|
175
|
176
|
|
|
PacifiCorp 4.25% 3/15/2029
|
150
|
148
|
|
|
PacifiCorp 4.65% 4/15/2029
|
3,125
|
3,115
|
|
|
PacifiCorp 5.10% 4/15/2031
|
5,025
|
5,017
|
|
|
PacifiCorp 5.45% 4/15/2033
|
20,134
|
20,141
|
|
|
PacifiCorp 5.45% 2/15/2034
|
2,700
|
2,688
|
|
|
PacifiCorp 5.80% 4/15/2036
|
17,183
|
17,242
|
|
|
PacifiCorp 3.30% 3/15/2051
|
800
|
492
|
|
|
PacifiCorp 2.90% 6/15/2052
|
5,259
|
2,972
|
|
|
PacifiCorp 5.35% 12/1/2053
|
1,823
|
1,559
|
|
|
PacifiCorp 5.50% 5/15/2054
|
9,286
|
8,094
|
|
|
PacifiCorp 5.80% 1/15/2055
|
5,561
|
5,029
|
|
|
PacifiCorp, junior subordinated, 7.125% 8/15/2056 (1-year UST Yield Curve Rate T Note
Constant Maturity +
3.292% on 8/15/2031) (k)
|
8,000
|
7,880
|
|
|
Pampa Energia SA 7.75% 11/14/2037 (e)
|
1,660
|
1,686
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Utilities (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Pampa Energia SA 7.75% 11/14/2037
|
USD263
|
$267
|
|
|
PG&E Corp. 5.00% 7/1/2028
|
3,595
|
3,563
|
|
|
PG&E Corp. 5.25% 7/1/2030
|
12,763
|
12,558
|
|
|
PG&E Corp., junior subordinated, 6.85% 9/15/2056 (5-year UST Yield Curve Rate T Note
Constant Maturity +
3.225% on 9/15/2031) (k)
|
9,025
|
8,936
|
|
|
Public Service Electric and Gas Co. 3.20% 5/15/2029
|
4,000
|
3,860
|
|
|
Public Service Electric and Gas Co. 3.20% 8/1/2049
|
3,300
|
2,156
|
|
|
Public Service Electric and Gas Co. 5.625% 1/1/2056
|
2,600
|
2,447
|
|
|
Public Service Enterprise Group, Inc. 4.80% 6/15/2031
|
2,175
|
2,149
|
|
|
Rio Grande LNG, LLC 5.25% 6/30/2031 (e)
|
10,384
|
10,259
|
|
|
Rio Grande LNG, LLC 5.50% 1/30/2034 (e)
|
5,061
|
4,951
|
|
|
Rio Grande LNG, LLC 5.75% 6/30/2036 (e)
|
17,440
|
16,940
|
|
|
Rio Grande LNG, LLC 6.15% 6/30/2041 (e)
|
5,732
|
5,549
|
|
|
Southern California Edison Co. 5.15% 6/1/2029
|
2,500
|
2,513
|
|
|
Southern California Edison Co. 4.80% 3/15/2033
|
1,850
|
1,789
|
|
|
Southern California Edison Co. 5.20% 6/1/2034
|
1,000
|
977
|
|
|
Southern California Edison Co. 3.60% 2/1/2045
|
2,102
|
1,455
|
|
|
Southern California Edison Co. 4.00% 4/1/2047
|
9,100
|
6,502
|
|
|
Southern California Edison Co. 3.45% 2/1/2052
|
1,441
|
907
|
|
|
Southern California Edison Co. 6.20% 9/15/2055
|
463
|
441
|
|
|
Talen Energy Supply, LLC 6.125% 5/1/2031 (n)
|
565
|
562
|
|
|
Talen Energy Supply, LLC 6.375% 5/1/2033 (n)
|
810
|
798
|
|
|
Union Electric Co. 5.75% 9/15/2056
|
1,825
|
1,729
|
|
|
Xcel Energy, Inc. 2.60% 12/1/2029
|
1,525
|
1,418
|
|
|
|
|
|
369,536
|
|
Industrials 0.28%
|
|
|
|
|
Ambipar Lux SARL 9.875% 2/6/2031 (e)(l)
|
385
|
138
|
|
|
Avis Budget Car Rental, LLC 4.75% 4/1/2028 (e)
|
965
|
950
|
|
|
Avis Budget Car Rental, LLC 5.375% 3/1/2029 (e)
|
1,285
|
1,252
|
|
|
Avis Budget Car Rental, LLC 8.25% 1/15/2030 (e)
|
565
|
574
|
|
|
Avis Budget Car Rental, LLC 8.00% 2/15/2031 (e)
|
680
|
679
|
|
|
BAE Systems PLC 5.25% 3/26/2031 (e)
|
346
|
351
|
|
|
BAE Systems PLC 5.30% 3/26/2034 (e)
|
925
|
925
|
|
|
Boeing Co. (The) 6.298% 5/1/2029
|
3,228
|
3,344
|
|
|
Boeing Co. (The) 5.15% 5/1/2030
|
2,813
|
2,828
|
|
|
Boeing Co. (The) 3.625% 2/1/2031
|
2,488
|
2,346
|
|
|
Boeing Co. (The) 6.388% 5/1/2031
|
1,894
|
1,993
|
|
|
Boeing Co. (The) 3.60% 5/1/2034
|
5,000
|
4,430
|
|
|
Boeing Co. (The) 6.528% 5/1/2034
|
71,724
|
76,842
|
|
|
Boeing Co. (The) 5.805% 5/1/2050
|
4,141
|
3,914
|
|
|
Boeing Co. (The) 6.858% 5/1/2054
|
749
|
803
|
|
|
Boeing Co. (The) 5.93% 5/1/2060
|
4,682
|
4,374
|
|
|
Boeing Co. (The) 7.008% 5/1/2064
|
218
|
236
|
|
|
Canadian Pacific Railway Co. 3.00% 12/2/2041
|
1,247
|
895
|
|
|
Canadian Pacific Railway Co. 3.10% 12/2/2051
|
3,885
|
2,429
|
|
|
Carpenter Technology Corp. 5.625% 3/1/2034 (e)
|
5,885
|
5,809
|
|
|
Carrier Global Corp. 2.722% 2/15/2030
|
12,267
|
11,404
|
|
|
Carrix, Inc. 6.125% 8/1/2033 (e)
|
6,380
|
6,366
|
|
|
Clean Harbors, Inc. 6.375% 2/1/2031 (e)
|
335
|
339
|
|
|
Clean Harbors, Inc. 5.75% 10/15/2033 (e)
|
4,865
|
4,843
|
|
|
CoreLogic, Inc. 9.00% 8/1/2031 (e)
|
3,000
|
2,962
|
|
|
CSX Corp. 2.40% 2/15/2030
|
6,636
|
6,142
|
|
|
CSX Corp. 3.35% 9/15/2049
|
6,000
|
4,030
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Industrials (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
EquipmentShare.com, Inc. 8.625% 5/15/2032 (e)
|
USD20,775
|
$21,273
|
|
|
EquipmentShare.com, Inc. 8.00% 3/15/2033 (e)
|
9,000
|
9,076
|
|
|
EquipmentShare.com, Inc., 7.125% 7/1/2034 (e)
|
8,450
|
8,081
|
|
|
FTAI Aviation Investors, LLC 5.875% 4/15/2033 (e)
|
1,930
|
1,906
|
|
|
HEICO Corp. 4.95% 8/1/2031
|
17,768
|
17,720
|
|
|
HEICO Corp. 5.40% 8/1/2036
|
1,640
|
1,624
|
|
|
Herc Holdings, Inc. 6.625% 6/15/2029 (e)
|
1,755
|
1,787
|
|
|
Herc Holdings, Inc. 7.00% 6/15/2030 (e)
|
1,015
|
1,048
|
|
|
Herc Holdings, Inc. 5.75% 3/15/2031 (e)
|
1,720
|
1,704
|
|
|
Herc Holdings, Inc. 7.25% 6/15/2033 (e)
|
3,825
|
3,950
|
|
|
Herc Holdings, Inc. 6.00% 3/15/2034 (e)
|
1,795
|
1,762
|
|
|
Honeywell Aerospace, Inc. 4.95% 3/16/2036 (e)
|
11,751
|
11,332
|
|
|
Icahn Enterprises, LP 5.25% 5/15/2027
|
25,000
|
24,854
|
|
|
Icahn Enterprises, LP 9.75% 1/15/2029
|
1,870
|
1,864
|
|
|
Icahn Enterprises, LP 10.00% 11/15/2029 (e)
|
680
|
682
|
|
|
IRB Infrastructure Developers, Ltd. 7.11% 3/11/2032 (e)
|
1,140
|
1,150
|
|
|
IRB Infrastructure Developers, Ltd. 7.11% 3/11/2032
|
415
|
418
|
|
|
Mobility Global, Inc. 5.05% 6/15/2029 (e)
|
2,321
|
2,312
|
|
|
Mobility Global, Inc. 5.45% 6/15/2031 (e)
|
4,894
|
4,896
|
|
|
Mobility Global, Inc. 6.05% 6/15/2036 (e)
|
3,460
|
3,411
|
|
|
Moog, Inc. 5.50% 10/15/2034 (e)
|
685
|
664
|
|
|
Norfolk Southern Corp. 5.10% 5/1/2035
|
1,805
|
1,779
|
|
|
Norfolk Southern Corp. 5.35% 8/1/2054
|
14,173
|
12,759
|
|
|
QXO Building Products, Inc. 6.50% 7/15/2031 (e)
|
3,505
|
3,522
|
|
|
QXO Building Products, Inc. 6.75% 4/30/2032 (e)
|
4,775
|
4,881
|
|
|
QXO Building Products, Inc. 6.875% 7/15/2034 (e)
|
3,700
|
3,708
|
|
|
Regal Rexnord Corp. 6.30% 2/15/2030
|
1,555
|
1,608
|
|
|
Regal Rexnord Corp. 6.40% 4/15/2033
|
2,500
|
2,608
|
|
|
Republic Services, Inc. 4.75% 7/15/2031
|
10,000
|
9,936
|
|
|
Reworld Holding Corp. 4.875% 12/1/2029 (e)
|
2,000
|
1,900
|
|
|
RTX Corp. 3.125% 5/4/2027
|
12,375
|
12,268
|
|
|
RTX Corp. 5.375% 2/27/2053
|
1,500
|
1,373
|
|
|
Science Applications International Corp. 5.875% 11/1/2033 (e)
|
310
|
304
|
|
|
SkyMiles IP, Ltd. 4.75% 10/20/2028 (e)
|
1,830
|
1,827
|
|
|
Sumisho Air Lease Corp. 4.40% 3/24/2028 (e)
|
1,220
|
1,212
|
|
|
Sumisho Air Lease Corp. 4.50% 3/24/2029 (e)
|
940
|
929
|
|
|
Sumisho Air Lease Corp. 4.85% 3/24/2031 (e)
|
4,565
|
4,482
|
|
|
Sumisho Air Lease Corp. 5.50% 3/24/2036 (e)
|
2,090
|
2,038
|
|
|
TransDigm, Inc. 6.375% 3/1/2029 (e)
|
5,445
|
5,517
|
|
|
TransDigm, Inc. 6.25% 1/31/2034 (e)
|
11,005
|
11,121
|
|
|
TransDigm, Inc. 6.75% 1/31/2034 (e)
|
1,180
|
1,200
|
|
|
TransDigm, Inc. 6.125% 7/31/2034 (e)
|
483
|
478
|
|
|
Tyco Electronics Group SA 4.875% 2/9/2036
|
952
|
912
|
|
|
Union Pacific Corp. 5.10% 2/20/2035
|
1,263
|
1,260
|
|
|
Union Pacific Corp. 2.95% 3/10/2052
|
410
|
247
|
|
|
Union Pacific Corp. 3.50% 2/14/2053
|
817
|
549
|
|
|
Union Pacific Corp. 5.60% 12/1/2054
|
2,173
|
2,057
|
|
|
Waste Connections, Inc. 4.80% 7/15/2036
|
2,017
|
1,928
|
|
|
|
|
|
365,115
|
|
Information technology 0.28%
|
|
|
|
|
Amphenol Corp. 4.625% 2/15/2036
|
11,880
|
11,202
|
|
|
Amphenol Corp. 5.30% 11/15/2055
|
1,463
|
1,322
|
|
|
APLD ComputeCo 2, LLC 6.75% 3/15/2031 (e)
|
990
|
969
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Information technology (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Beacon Point DC, LLC 6.129% 11/30/2042 (e)
|
USD2,347
|
$2,253
|
|
|
Black Pearl Compute, LLC 6.125% 2/15/2031 (e)
|
20,000
|
19,991
|
|
|
Broadcom, Inc. 5.15% 11/15/2031
|
2,511
|
2,504
|
|
|
Broadcom, Inc. 4.55% 2/15/2032
|
492
|
474
|
|
|
Broadcom, Inc. 3.469% 4/15/2034
|
1,500
|
1,297
|
|
|
Broadcom, Inc. 4.80% 10/15/2034
|
495
|
467
|
|
|
Broadcom, Inc. 5.20% 7/15/2035
|
2,376
|
2,282
|
|
|
Cloud Software Group, LLC 8.25% 6/30/2032 (e)
|
4,000
|
3,787
|
|
|
Cloud Software Group, LLC 6.625% 8/15/2033 (e)
|
4,515
|
3,941
|
|
|
Diebold Nixdorf, Inc. 7.75% 3/31/2030 (e)
|
8,605
|
8,955
|
|
|
Fair Isaac Corp. 6.00% 5/15/2033 (e)
|
7,000
|
6,779
|
|
|
Hughes Satellite Systems Corp. 5.25% 8/1/2036
|
38,375
|
28,186
|
|
|
Hughes Satellite Systems Corp. 6.625% 8/1/2036
|
3,286
|
1,408
|
|
|
HUT 8 DC LLC 6.192% 11/15/2042 (e)
|
5,628
|
5,475
|
|
|
Intel Corp. 5.00% 2/21/2031
|
3,000
|
2,995
|
|
|
Intel Corp. 4.65% 6/1/2031
|
4,419
|
4,322
|
|
|
Intel Corp. 5.00% 8/15/2033
|
6,517
|
6,338
|
|
|
Intel Corp. 5.30% 5/15/2036
|
5,775
|
5,579
|
|
|
Intel Corp. 3.05% 8/12/2051
|
2,455
|
1,442
|
|
|
Intel Corp. 5.60% 2/21/2054
|
10,177
|
8,906
|
|
|
Intel Corp. 6.125% 5/15/2056
|
3,000
|
2,817
|
|
|
Intel Corp. 3.10% 2/15/2060
|
8,000
|
4,228
|
|
|
Microchip Technology, Inc. 5.05% 2/15/2030
|
1,267
|
1,262
|
|
|
NCR Atleos Corp. 9.50% 4/1/2029 (e)
|
1,325
|
1,406
|
|
|
NVIDIA Corp. 4.95% 6/15/2036
|
5,500
|
5,265
|
|
|
Oracle Corp. 3.25% 11/15/2027
|
5,000
|
4,887
|
|
|
Oracle Corp. 4.55% 2/4/2029
|
4,000
|
3,900
|
|
|
Oracle Corp. 4.95% 2/4/2031
|
2,049
|
1,958
|
|
|
Oracle Corp. 4.80% 9/26/2032
|
4,000
|
3,683
|
|
|
Oracle Corp. 5.35% 5/4/2033
|
2,489
|
2,340
|
|
|
Oracle Corp. 5.50% 8/3/2035
|
642
|
590
|
|
|
Oracle Corp. 5.20% 9/26/2035
|
18,150
|
16,297
|
|
|
Oracle Corp. 5.70% 2/4/2036
|
9,231
|
8,552
|
|
|
Oracle Corp. 3.65% 3/25/2041
|
3,735
|
2,536
|
|
|
Oracle Corp. 5.875% 9/26/2045
|
1,430
|
1,174
|
|
|
Oracle Corp. 6.55% 2/4/2046
|
4,701
|
4,164
|
|
|
Oracle Corp. 3.60% 4/1/2050
|
6,726
|
3,859
|
|
|
Oracle Corp. 3.95% 3/25/2051
|
3,029
|
1,847
|
|
|
Oracle Corp. 6.00% 8/3/2055
|
5,000
|
4,013
|
|
|
Oracle Corp. 5.95% 9/26/2055
|
17,309
|
13,765
|
|
|
Oracle Corp. 6.70% 2/4/2056
|
11,418
|
10,078
|
|
|
Oracle Corp. 3.85% 4/1/2060
|
2,690
|
1,512
|
|
|
Oracle Corp. 4.10% 3/25/2061
|
2,690
|
1,573
|
|
|
Oracle Corp. 6.10% 9/26/2065
|
1,667
|
1,311
|
|
|
Oracle Corp. 6.85% 2/4/2066
|
5,000
|
4,404
|
|
|
RD Michigan Property Owner I, LLC 7.50% 3/30/2045 (e)
|
46,645
|
45,244
|
|
|
Roper Technologies, Inc. 4.90% 10/15/2034
|
2,425
|
2,305
|
|
|
Roper Technologies, Inc. 5.10% 9/15/2035
|
1,865
|
1,780
|
|
|
SE Cosmos, LLC 8.875% 5/1/2031 (e)
|
4,335
|
4,280
|
|
|
Synopsys, Inc. 5.15% 4/1/2035
|
25,000
|
24,269
|
|
|
Synopsys, Inc. 5.70% 4/1/2055
|
22,694
|
20,832
|
|
|
Texas Instruments, Inc. 4.85% 2/8/2034
|
5
|
5
|
|
|
UKG, Inc. 6.875% 2/1/2031 (e)
|
1,240
|
1,216
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Information technology (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Unisys Corp. 10.625% 1/15/2031 (e)
|
USD4,351
|
$4,093
|
|
|
Viasat, Inc. 5.625% 4/15/2027 (e)
|
16,000
|
15,980
|
|
|
|
|
|
358,299
|
|
Consumer staples 0.15%
|
|
|
|
|
Albertsons Cos., Inc. 5.50% 3/31/2031 (e)
|
2,160
|
2,078
|
|
|
Albertsons Cos., Inc. 5.75% 3/31/2034 (e)
|
7,070
|
6,582
|
|
|
B&G Foods, Inc. 8.00% 9/15/2028 (e)
|
9,780
|
9,573
|
|
|
BAT Capital Corp. 3.557% 8/15/2027
|
1,887
|
1,869
|
|
|
BAT Capital Corp. 5.834% 2/20/2031
|
2,115
|
2,182
|
|
|
BAT Capital Corp. 5.35% 8/15/2032
|
2,500
|
2,530
|
|
|
BAT Capital Corp. 4.625% 3/22/2033
|
1,095
|
1,056
|
|
|
BAT Capital Corp. 6.421% 8/2/2033
|
1,144
|
1,217
|
|
|
BAT Capital Corp. 6.00% 2/20/2034
|
2,000
|
2,077
|
|
|
BAT Capital Corp. 5.625% 8/15/2035
|
6,676
|
6,781
|
|
|
BAT Capital Corp. 5.65% 3/16/2052
|
713
|
646
|
|
|
BAT Capital Corp. 7.081% 8/2/2053
|
2,843
|
3,079
|
|
|
BAT Capital Corp. 6.25% 8/15/2055
|
2,308
|
2,262
|
|
|
Campbell’s Co. (The) 4.75% 3/23/2035
|
121
|
111
|
|
|
Campbell’s Co. (The) 5.25% 10/13/2054
|
264
|
214
|
|
|
Clorox Co. 4.70% 5/15/2031
|
805
|
792
|
|
|
Clorox Co. 4.95% 5/15/2033
|
1,088
|
1,064
|
|
|
Clorox Co. 5.25% 5/15/2036
|
2,562
|
2,497
|
|
|
Coca-Cola Co. 5.20% 1/14/2055
|
1,498
|
1,360
|
|
|
Constellation Brands, Inc. 4.35% 5/9/2027
|
2,454
|
2,453
|
|
|
Constellation Brands, Inc. 4.85% 5/6/2031
|
2,296
|
2,275
|
|
|
Coty, Inc. 4.75% 1/15/2029 (e)
|
1,407
|
1,383
|
|
|
Coty, Inc. 5.60% 1/15/2031 (e)
|
14,120
|
13,866
|
|
|
Imperial Brands Finance PLC 4.875% 2/7/2032 (e)
|
6,187
|
6,066
|
|
|
Imperial Brands Finance PLC 5.875% 7/1/2034 (e)
|
2,452
|
2,490
|
|
|
Imperial Brands Finance PLC 5.625% 7/1/2035 (e)
|
12,728
|
12,597
|
|
|
Imperial Brands Finance PLC 5.50% 7/7/2036 (e)
|
11,000
|
10,701
|
|
|
Imperial Brands Finance PLC 6.375% 7/1/2055 (e)
|
1,702
|
1,653
|
|
|
Industrial F&B Investments III, Inc. 7.75% 2/11/2033 (e)
|
2,295
|
2,332
|
|
|
Keurig Dr Pepper, Inc. 5.30% 3/15/2034
|
4,170
|
4,120
|
|
|
Keurig Dr Pepper, Inc. 5.15% 5/15/2035
|
4,951
|
4,816
|
|
|
Mars, Inc. 5.20% 3/1/2035 (e)
|
4,879
|
4,813
|
|
|
Mars, Inc. 5.65% 5/1/2045 (e)
|
886
|
847
|
|
|
Mars, Inc. 5.70% 5/1/2055 (e)
|
9,151
|
8,642
|
|
|
Mars, Inc. 5.80% 5/1/2065 (e)
|
238
|
225
|
|
|
Minerva Luxembourg SA 8.875% 9/13/2033 (e)
|
2,215
|
2,294
|
|
|
Mondelez International, Inc. 5.125% 5/6/2035
|
2,000
|
1,966
|
|
|
NBM US Holdings, Inc. 6.625% 8/6/2029 (n)
|
2,243
|
2,245
|
|
|
Performance Food Group, Inc. 5.625% 3/1/2034 (e)
|
3,795
|
3,684
|
|
|
Philip Morris International, Inc. 4.375% 4/30/2030
|
1,971
|
1,937
|
|
|
Philip Morris International, Inc. 4.00% 10/29/2030
|
1,659
|
1,603
|
|
|
Philip Morris International, Inc. 4.25% 10/29/2032
|
3,500
|
3,356
|
|
|
Philip Morris International, Inc. 5.375% 2/15/2033
|
2,000
|
2,023
|
|
|
Philip Morris International, Inc. 5.25% 2/13/2034
|
995
|
997
|
|
|
Philip Morris International, Inc. 4.90% 11/1/2034
|
2,000
|
1,954
|
|
|
Philip Morris International, Inc. 4.625% 10/29/2035
|
21,280
|
20,106
|
|
|
Philip Morris International, Inc. 4.875% 4/29/2036
|
13,218
|
12,664
|
|
|
Post Holdings, Inc. 6.25% 2/15/2032 (e)
|
946
|
951
|
|
|
Post Holdings, Inc. 6.375% 3/1/2033 (e)
|
3,290
|
3,243
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Consumer staples (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Post Holdings, Inc. 6.25% 10/15/2034 (e)
|
USD610
|
$594
|
|
|
Prestige Brands, Inc. 6.25% 7/15/2034 (e)
|
1,880
|
1,886
|
|
|
|
|
|
188,752
|
|
Real estate 0.14%
|
|
|
|
|
Boston Properties, LP 2.45% 10/1/2033
|
2,114
|
1,719
|
|
|
Boston Properties, LP 6.50% 1/15/2034
|
2,395
|
2,503
|
|
|
Boston Properties, LP 5.75% 1/15/2035
|
1,500
|
1,490
|
|
|
Equinix, Inc. 2.90% 11/18/2026
|
6,572
|
6,545
|
|
|
Fibra SOMA Trust F / 6185 4.375% 7/22/2031 (e)
|
2,753
|
2,495
|
|
|
Fibra SOMA Trust F / 6185 7.125% 5/28/2036 (e)
|
5,845
|
5,743
|
|
|
Forestar Group, Inc. 5.00% 3/1/2028 (e)
|
6,000
|
5,973
|
|
|
Forestar Group, Inc. 6.50% 3/15/2033 (e)
|
2,640
|
2,647
|
|
|
Highwoods Realty, LP 7.65% 2/1/2034
|
2,625
|
2,890
|
|
|
Howard Hughes Corp. (The) 4.125% 2/1/2029 (e)
|
260
|
251
|
|
|
Howard Hughes Corp. (The) 5.875% 3/1/2032 (e)
|
1,290
|
1,261
|
|
|
Howard Hughes Corp. (The) 6.125% 3/1/2034 (e)
|
1,720
|
1,678
|
|
|
Hudson Pacific Properties, LP 4.65% 4/1/2029
|
3,500
|
3,293
|
|
|
Hudson Pacific Properties, LP 3.25% 1/15/2030
|
1,200
|
1,051
|
|
|
Iron Mountain, Inc. 6.25% 1/15/2035 (e)
|
5,280
|
5,220
|
|
|
Kennedy-Wilson, Inc. 7.00% 6/1/2031 (e)
|
3,195
|
3,256
|
|
|
Kennedy-Wilson, Inc. 7.25% 6/1/2033 (e)
|
23,720
|
24,030
|
|
|
Ladder Capital Finance Holdings LLLP 5.50% 8/1/2030
|
1,487
|
1,484
|
|
|
MPT Operating Partnership, LP 3.50% 3/15/2031
|
260
|
178
|
|
|
MPT Operating Partnership, LP 8.50% 2/15/2032 (e)
|
31,750
|
32,289
|
|
|
Piedmont Operating Partnership, LP 5.625% 1/15/2033
|
1,891
|
1,859
|
|
|
Prologis, LP 5.25% 3/15/2054
|
270
|
243
|
|
|
Service Properties Trust 0% 9/30/2027 (e)
|
29,378
|
27,470
|
|
|
Service Properties Trust 3.95% 1/15/2028
|
5,110
|
4,961
|
|
|
Service Properties Trust 4.95% 10/1/2029
|
1,042
|
975
|
|
|
Service Properties Trust 4.375% 2/15/2030
|
60
|
54
|
|
|
Service Properties Trust 8.625% 11/15/2031 (e)
|
28,212
|
29,665
|
|
|
VICI Properties, LP 5.625% 4/1/2035
|
1,414
|
1,386
|
|
|
WEA Finance, LLC 3.50% 6/15/2029 (e)
|
2,083
|
1,999
|
|
|
|
|
|
174,608
|
|
Materials 0.12%
|
|
|
|
|
Ball Corp. 5.50% 9/15/2033
|
3,945
|
3,922
|
|
|
BHP Billiton Finance (USA), Ltd. 4.90% 2/28/2033
|
665
|
657
|
|
|
BHP Billiton Finance (USA), Ltd. 5.25% 9/8/2033
|
1,301
|
1,306
|
|
|
BHP Billiton Finance (USA), Ltd. 5.75% 9/5/2055
|
1,500
|
1,447
|
|
|
Braskem Netherlands Finance BV 4.50% 1/10/2028 (l)
|
600
|
339
|
|
|
Braskem Netherlands Finance BV 4.50% 1/31/2030 (l)
|
1,264
|
688
|
|
|
Braskem Netherlands Finance BV 8.50% 1/12/2031 (e)(l)
|
1,475
|
849
|
|
|
Braskem Netherlands Finance BV 8.50% 1/12/2031 (l)
|
600
|
345
|
|
|
Braskem Netherlands Finance BV 7.25% 2/13/2033
|
2,750
|
1,488
|
|
|
Braskem Netherlands Finance BV 7.25% 2/13/2033 (e)
|
1,270
|
687
|
|
|
Braskem Netherlands Finance BV 8.00% 10/15/2034 (e)
|
1,740
|
945
|
|
|
Canpack Group, Inc. 6.00% 5/15/2031 (e)
|
285
|
284
|
|
|
Celanese US Holdings, LLC 7.35% 11/15/2028
|
2,314
|
2,402
|
|
|
Celanese US Holdings, LLC 6.50% 4/15/2030
|
2,000
|
2,026
|
|
|
Celanese US Holdings, LLC 7.55% 11/15/2030
|
3,000
|
3,160
|
|
|
Celanese US Holdings, LLC 7.379% 7/15/2032
|
3,179
|
3,329
|
|
|
Celanese US Holdings, LLC 6.75% 4/15/2033
|
4,000
|
4,081
|
|
|
Bonds, notes & other debt instruments (continued)
Corporate bonds and notes (continued)
Materials (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Celanese US Holdings, LLC 7.45% 11/15/2033
|
USD3,649
|
$3,866
|
|
|
Celanese US Holdings, LLC 7.375% 2/15/2034
|
2,385
|
2,455
|
|
|
Celulosa Arauco y Constitucion SA 6.18% 5/5/2032 (e)
|
1,160
|
1,140
|
|
|
Cleveland-Cliffs, Inc. 6.875% 11/1/2029 (e)
|
9,000
|
9,102
|
|
|
Cleveland-Cliffs, Inc. 7.50% 9/15/2031 (e)
|
1,830
|
1,869
|
|
|
Cleveland-Cliffs, Inc. 7.00% 3/15/2032 (e)
|
3,150
|
3,161
|
|
|
Cleveland-Cliffs, Inc. 7.375% 5/1/2033 (e)
|
3,325
|
3,363
|
|
|
Cleveland-Cliffs, Inc. 7.625% 1/15/2034 (e)
|
5,716
|
5,788
|
|
|
Commercial Metals Co. 5.75% 11/15/2033 (e)
|
3,225
|
3,170
|
|
|
Commercial Metals Co. 6.00% 12/15/2035 (e)
|
5,120
|
5,036
|
|
|
Consolidated Energy Finance SA 12.00% 2/15/2031 (e)
|
4,190
|
4,382
|
|
|
Dow Chemical Co. (The) 5.35% 3/15/2035
|
864
|
843
|
|
|
Dow Chemical Co. (The) 5.65% 3/15/2036
|
1,377
|
1,355
|
|
|
Dow Chemical Co. (The) 4.375% 11/15/2042
|
795
|
628
|
|
|
Dow Chemical Co. (The) 4.625% 10/1/2044
|
98
|
78
|
|
|
Dow Chemical Co. (The) 5.55% 11/30/2048
|
688
|
593
|
|
|
Dow Chemical Co. (The) 4.80% 5/15/2049
|
556
|
432
|
|
|
Dow Chemical Co. (The) 3.60% 11/15/2050
|
373
|
240
|
|
|
Dow Chemical Co. (The) 6.90% 5/15/2053
|
231
|
236
|
|
|
Dow Chemical Co. (The) 5.60% 2/15/2054
|
2,221
|
1,909
|
|
|
Ecolab, Inc. 5.00% 9/1/2035
|
3,000
|
2,940
|
|
|
Ecolab, Inc. 5.35% 6/15/2036
|
2,953
|
2,948
|
|
|
First Quantum Minerals, Ltd. 8.625% 6/1/2031 (e)
|
5,000
|
5,208
|
|
|
First Quantum Minerals, Ltd. 7.25% 2/15/2034 (e)
|
3,000
|
3,058
|
|
|
First Quantum Minerals, Ltd. 6.375% 2/15/2036 (e)
|
2,710
|
2,624
|
|
|
Graphic Packaging International, LLC 6.375% 7/15/2032 (e)
|
7,000
|
6,997
|
|
|
International Flavors & Fragrances, Inc. 2.30% 11/1/2030 (e)
|
1,602
|
1,434
|
|
|
JH North America Holdings, Inc. 5.875% 1/31/2031 (e)
|
175
|
175
|
|
|
JH North America Holdings, Inc. 6.125% 7/31/2032 (e)
|
3,165
|
3,171
|
|
|
LYB International Finance III, LLC 5.125% 1/15/2031
|
1,163
|
1,155
|
|
|
LYB International Finance III, LLC 5.50% 3/1/2034
|
517
|
508
|
|
|
LYB International Finance III, LLC 6.15% 5/15/2035
|
1,544
|
1,568
|
|
|
LYB International Finance III, LLC 5.875% 1/15/2036
|
2,986
|
2,965
|
|
|
LYB International Finance III, LLC 3.375% 10/1/2040
|
2,413
|
1,736
|
|
|
Magnera Corp. 7.25% 11/15/2031 (e)
|
6,000
|
5,876
|
|
|
Mauser Packaging Solutions Holding Co. 7.875% 4/15/2030 (e)
|
1,680
|
1,715
|
|
|
Mineral Resources, Ltd. 9.25% 10/1/2028 (e)
|
1,206
|
1,241
|
|
|
NOVA Chemicals Corp. 4.25% 5/15/2029 (e)
|
3,280
|
3,199
|
|
|
Orbia Advance Corp, SAB de CV 2.875% 5/11/2031
|
11,685
|
9,749
|
|
|
Orbia Advance Corp, SAB de CV, 5.50% 1/15/2048
|
5,545
|
4,174
|
|
|
Quikrete Holdings, Inc. 6.375% 3/1/2032 (e)
|
2,000
|
2,026
|
|
|
Quikrete Holdings, Inc. 6.75% 3/1/2033 (e)
|
550
|
558
|
|
|
Sasol Financing USA, LLC 8.75% 5/3/2029 (e)
|
279
|
293
|
|
|
Sherwin-Williams Co. 4.50% 8/15/2030
|
1,600
|
1,575
|
|
|
Sherwin-Williams Co. 5.15% 8/15/2035
|
774
|
762
|
|
|
Vale Overseas, Ltd. 6.00% 2/25/2056 (5-year UST Yield Curve Rate T Note Constant Maturity
+ 2.431% on
2/25/2031) (e)(k)
|
3,150
|
3,145
|
|
|
Warrior Met Coal, Inc. 7.875% 12/1/2028 (e)
|
10,000
|
10,095
|
|
|
|
|
|
158,496
|
|
Total corporate bonds and notes
|
|
|
5,043,306
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations 0.58%
Other asset-backed securities 0.28%
|
|
Principal amount
(000)
|
Value
(000)
|
|
ACHD Trust, Series 2025-DS1, Class A, 5.978% 1/9/2034 (e)(i)
|
|
USD17
|
$18
|
|
ACHV ABS Trust, Series 2024-3AL, Class A, 5.01% 12/26/2031 (e)(i)
|
|
341
|
342
|
|
Affirm Master Trust, Series 2025-2A, Class A, 4.67% 7/15/2033 (e)(i)
|
|
1,269
|
1,271
|
|
ALLO Issuer, LLC, Series 2026-1A, Class A2, 5.607% 6/20/2056 (e)(i)
|
|
2,717
|
2,728
|
|
ALLO Issuer, LLC, Series 2026-1A, Class B, 6.046% 6/20/2056 (e)(i)
|
|
129
|
129
|
|
Altde Trust, Series 2026-1A, Class A, 5.521% 4/15/2051 (e)(i)
|
|
5,690
|
5,617
|
|
Amur Equipment Finance Receivables XVI, LLC, Series 2026-1A, Class A2, 4.73% 11/21/2033
(e)(i)
|
|
1,549
|
1,550
|
|
APL Finance, LLC, Series 2025-1A, Class A, 4.81% 3/20/2036 (e)(i)
|
|
2,437
|
2,417
|
|
Apollo Aviation Securitization Equity Trust, Series 2025-3A, Class A, 5.243% 2/16/2050
(e)(i)
|
|
4,607
|
4,511
|
|
Apollo Aviation Securitization Equity Trust, Series 2025-2A, Class A, 5.522% 2/16/2050
(e)(i)
|
|
329
|
326
|
|
Apollo Aviation Securitization Equity Trust, Series 2025-1A, Class A, 5.943% 2/16/2050
(e)(i)
|
|
707
|
709
|
|
Apollo Aviation Securitization Equity Trust, Series 25-1A, Class A, 6.576% 2/16/2050
(e)(i)
|
|
337
|
337
|
|
Apollo Aviation Securitization Equity Trust, Series 2026-1A, Class A1, 5.646% 7/16/2051
(e)(i)
|
|
1,421
|
1,418
|
|
Auxilior Term Funding, LLC, Series 2026-1A, Class A1, 4.099% 7/15/2027 (e)(i)
|
|
1,920
|
1,921
|
|
Auxilior Term Funding, LLC, Series 2026-1A, Class A2, 4.64% 2/15/2029 (e)(i)
|
|
325
|
325
|
|
AXIS Equipment Finance Receivables, LLC, Series 2023-1, Class A2, 6.09% 12/20/2029
(e)(i)
|
|
120
|
120
|
|
Bankers Healthcare Group Securitization Trust, Series 2020-A, Class C, 5.17% 9/17/2031
(e)(i)
|
|
1,167
|
1,167
|
|
Blackbird Capital II Aircraft Lease, Ltd. / Blackbird Capital II Aircraft Lease US,
LLC, Series 2021-1,
Class B, 3.446% 7/15/2046 (e)(i)
|
|
278
|
267
|
|
Blue Owl Asset Leasing Trust, Series 2024-1A, Class A2, 5.05% 3/15/2029 (e)(i)
|
|
139
|
139
|
|
Business Jet Securities, LLC, Series 2024-2A, Class A, 5.364% 9/15/2039 (e)(i)
|
|
1,014
|
1,010
|
|
Capteris Equipment Finance, Series 2024-1, Class A2, 5.58% 7/20/2032 (e)(i)
|
|
234
|
236
|
|
Castlelake Aircraft Securitization Trust, Series 2021-1, Class A, 2.868% 5/11/2037
(e)(i)
|
|
2,254
|
2,119
|
|
Castlelake Aircraft Securitization Trust, Series 2025-1A, Class A, 5.783% 2/15/2050
(e)(i)
|
|
4,576
|
4,591
|
|
Castlelake Aircraft Securitization Trust, Series 2025-3A, Class A, 5.087% 11/15/2050
(e)(i)
|
|
1,225
|
1,207
|
|
Castlelake Aircraft Securitization Trust, Series 2026-2A, Class A, 5.333% 4/15/2051
(e)(i)
|
|
5,142
|
5,084
|
|
CCG Receivables Trust, Series 2025-1, Class D, 5.28% 10/14/2032 (e)(i)
|
|
100
|
100
|
|
CCG Receivables Trust, Series 2025-2, Class A2, 4.14% 8/15/2034 (e)(i)
|
|
1,906
|
1,901
|
|
CF Hippolyta, LLC, Series 2020-1, Class A1, 1.69% 7/15/2060 (e)(i)
|
|
34,729
|
28,876
|
|
CF Hippolyta, LLC, Series 2020-1, Class A2, 1.99% 7/15/2060 (e)(i)
|
|
5,507
|
4,567
|
|
CF Hippolyta, LLC, Series 2021-1, Class A1, 1.53% 3/15/2061 (e)(i)
|
|
26,041
|
20,539
|
|
CF Hippolyta, LLC, Series 2022-1A, Class A1, 5.97% 8/15/2062 (e)(i)
|
|
43,237
|
43,248
|
|
Cherry Securitization Trust, Series 2026-1A, Class A, 5.43% 1/17/2034 (e)(i)
|
|
659
|
658
|
|
Clarus Capital Funding, LLC, Series 2024-1A, Class A2, 4.71% 8/20/2032 (e)(i)
|
|
354
|
355
|
|
Clarus Capital Funding, LLC, Series 2026-1A, Class A2, 4.52% 11/20/2034 (e)(i)
|
|
1,197
|
1,194
|
|
Clarus Capital Funding, LLC, Series 2026-1A, Class B, 5.01% 11/20/2034 (e)(i)
|
|
832
|
826
|
|
CLI Funding V, LLC, Series 2020-2A, Class B, 3.56% 9/15/2045 (e)(i)
|
|
144
|
135
|
|
CLI Funding VI, LLC, Series 2020-2A, Class A, 2.03% 9/15/2045 (e)(i)
|
|
304
|
285
|
|
CLI Funding VI, LLC, Series 2020-1A, Class A, 2.08% 9/18/2045 (e)(i)
|
|
419
|
393
|
|
CLI Funding VI, LLC, Series 2020-1A, Class B, 3.62% 9/18/2045 (e)(i)
|
|
274
|
257
|
|
Crockett Partners Equipment Co. II, LLC, Series 2024-1C, Class A, 6.05% 1/20/2031
(e)(i)
|
|
418
|
419
|
|
Crossroads Asset Trust, Series 2024-A, Class A2, 5.90% 8/20/2030 (e)(i)
|
|
108
|
109
|
|
CWHEQ Revolving Home Equity Loan Trust, Series 2005-D, Class 2A, FSA insured, (1-month
USD
CME Term SOFR + 0.304%) 3.981% 11/15/2035 (f)(i)
|
|
10
|
10
|
|
CWHEQ Revolving Home Equity Loan Trust, Series 2006-F, Class 2A1A, FSA insured, (1-month
USD
CME Term SOFR + 0.254%) 3.931% 7/15/2036 (f)(i)
|
|
673
|
642
|
|
CWHEQ Revolving Home Equity Loan Trust, Series 2006-I, Class 2A, FSA insured, (1-month
USD
CME Term SOFR + 0.254%) 3.931% 1/15/2037 (f)(i)
|
|
901
|
868
|
|
CWHEQ Revolving Home Equity Loan Trust, Series 2007-B, Class A, FSA insured, (1-month
USD CME
Term SOFR + 0.264%) 3.941% 2/15/2037 (f)(i)
|
|
1,636
|
1,554
|
|
Dell Equipment Finance Trust, Series 2025-1, Class A2, 4.68% 7/22/2027 (e)(i)
|
|
546
|
546
|
|
Dell Equipment Finance Trust, Series 2024-2, Class A3, 4.59% 8/22/2030 (e)(i)
|
|
236
|
236
|
|
Dext ABS, LLC, Series 2025-2, Class A2, 4.10% 4/17/2028 (e)(i)
|
|
494
|
493
|
|
Dext ABS, LLC, Series 2023-1, Class A2, 5.99% 3/15/2032 (e)(i)
|
|
32
|
32
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Other asset-backed securities (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
DLLAD, LLC, Series 2024-1, Class A3, 5.30% 7/20/2029 (e)(i)
|
|
USD3,681
|
$3,714
|
|
DLLMT, LLC, Series 2024-1A, Class A3, 4.84% 8/21/2028 (e)(i)
|
|
2,449
|
2,456
|
|
EquipmentShare, Series 2024-2M, Class A, 5.70% 12/20/2032 (e)(i)
|
|
179
|
178
|
|
FTAI MRE 2026-1 Cayman, Ltd., Series 2026-1A, Class A, 5.632% 6/15/2051 (e)(i)
|
|
1,906
|
1,904
|
|
GCI Funding I, LLC, Series 2020-1, Class A, 2.82% 10/18/2045 (e)(i)
|
|
28,493
|
26,943
|
|
GCI Funding I, LLC, Series 2021-1, Class A, 2.38% 6/18/2046 (e)(i)
|
|
3,107
|
2,862
|
|
GGAM Master Trust International, Ltd., Series 2025-1A, Class A, 5.923% 9/30/2060 (e)(i)
|
|
3,681
|
3,671
|
|
Global SC Finance SRL, Series 2025-1H, Class A, 6.169% 9/20/2045 (e)(i)
|
|
3,662
|
3,645
|
|
Global SC Finance V SRL, Series 2019-1A, Class B, 4.81% 8/17/2039 (e)(i)
|
|
1,016
|
990
|
|
Global SC Finance V SRL, Series 2020-1A, Class A, 2.17% 10/17/2040 (e)(i)
|
|
543
|
521
|
|
Global SC Finance V SRL, Series 2020-1A, Class B, 3.55% 10/17/2040 (e)(i)
|
|
149
|
144
|
|
GreatAmerica Leasing Receivables Funding, LLC, Series 2024-2, Class A2, 5.28% 3/15/2027
(e)(i)
|
|
54
|
54
|
|
GreatAmerica Leasing Receivables Funding, LLC, Series 2023-1, Class A3, 5.15% 7/15/2027
(e)(i)
|
|
162
|
163
|
|
GreatAmerica Leasing Receivables Funding, LLC, Series 2025-1, Class A2, 4.52% 10/15/2027
(e)(i)
|
|
5,003
|
5,011
|
|
GreatAmerica Leasing Receivables Funding, LLC, Series 2025-2, Class A2, 4.22% 5/15/2028
(e)(i)
|
|
1,552
|
1,551
|
|
GreatAmerica Leasing Receivables Funding, LLC, Series 2024-2, Class A3, 5.00% 9/15/2028
(e)(i)
|
|
801
|
806
|
|
Horizon Aircraft Finance, Series 2024-1, Class A, 5.375% 9/15/2049 (e)(i)
|
|
3,657
|
3,602
|
|
HPEFS Equipment Trust, Series 2024-2, Class A3, 5.36% 10/20/2031 (e)(i)
|
|
95
|
95
|
|
HPEFS Equipment Trust, Series 2025-1A, Class A2, 4.49% 9/20/2032 (e)(i)
|
|
1,074
|
1,075
|
|
HPEFS Equipment Trust, Series 2025-2A, Class A2, 4.07% 11/22/2032 (e)(i)
|
|
1,704
|
1,703
|
|
Kinetic ABS Issuer, LLC, Series 2026-2A, Class B, 6.224% 6/25/2058 (e)(i)
|
|
695
|
694
|
|
Ledn Issuer Trust, Series 2026-1A, Class A, 6.748% 2/25/2041 (e)(i)
|
|
11,884
|
11,883
|
|
M&T Equipment Notes, Series 2026-1A, Class A2, 4.56% 3/19/2029 (e)(i)
|
|
855
|
856
|
|
Mercury Financial Credit Card Master Trust, Series 2026-2A, Class A, 5.07% 6/21/2032
(e)(i)
|
|
2,467
|
2,452
|
|
MMAF Equipment Finance, LLC, Series 2025-B, Class A2, 4.02% 2/13/2029 (e)(i)
|
|
3,294
|
3,287
|
|
MMP Capital, Series 2025-A, Class A, 5.36% 12/15/2031 (e)(i)
|
|
48
|
48
|
|
Navigator Aircraft ABS, Ltd., Series 2021-1, Class A, 2.771% 11/15/2046 (e)(i)
|
|
807
|
767
|
|
Navigator Aircraft ABS, Ltd., Series 2021-1, Class B, 3.571% 11/15/2046 (e)(i)
|
|
557
|
531
|
|
New Economy Assets Phase 1 Issuer, LLC, Series 2021-1, Class A1, 1.91% 10/20/2061
(e)(i)
|
|
94,741
|
77,641
|
|
NMEF Funding, LLC, Series 2024-A, Class A2, 5.15% 12/15/2031 (e)(i)
|
|
527
|
529
|
|
NMEF Funding, LLC, Series 2025-A, Class A2, 4.72% 7/15/2032 (e)(i)
|
|
114
|
114
|
|
NMEF Funding, LLC, Series 2025-B, Class A2, 4.64% 1/18/2033 (e)(i)
|
|
1,413
|
1,415
|
|
NMEF Funding, LLC, Series 2026-A, Class A2, 4.09% 2/15/2034 (e)(i)
|
|
302
|
301
|
|
OHS Issuer, LLC, Series 2026-1, Class A2, 5.98% 2/25/2061 (e)(i)
|
|
1,745
|
1,702
|
|
OHS Issuer, LLC, Series 2026-1A, Class B, 8.35% 2/25/2061 (e)(i)
|
|
1,450
|
1,413
|
|
OnDeck Asset Securitization Trust, LLC, Series 2024-1, Class A, 6.27% 6/17/2031 (e)(i)
|
|
4,284
|
4,306
|
|
OnDeck Asset Securitization Trust, LLC, Series 2024-2A, Class A, 4.98% 10/17/2031
(e)(i)
|
|
801
|
800
|
|
OnDeck Asset Securitization Trust, LLC, Series 2024-2A, Class B, 5.42% 10/17/2031
(e)(i)
|
|
145
|
145
|
|
OnDeck Asset Securitization Trust, LLC, Series 2024-2A, Class C, 7.03% 10/17/2031
(e)(i)
|
|
100
|
101
|
|
OnDeck Asset Securitization Trust, LLC, Series 2025-1A, Class A, 5.08% 4/19/2032 (e)(i)
|
|
159
|
158
|
|
Oportun Funding, LLC, Series 2021-B, Class A, 1.47% 5/8/2031 (e)(i)
|
|
466
|
460
|
|
Pagaya AI Debt Selection Trust, Series 2026-1, Class A2, 4.739% 9/15/2033 (e)(i)
|
|
100
|
100
|
|
Pagaya AI Debt Selection Trust, Series 2026-1, Class B, 5.37% 9/15/2033 (e)(i)
|
|
352
|
350
|
|
Pagaya Point Of Sale Holdings Grantor Trust, Series 2025-2, Class A, 5.065% 7/20/2033
(e)(i)
|
|
1,900
|
1,897
|
|
PEAC Solutions Receivables, LLC, Series 2024-1A, Class A2, 5.79% 6/21/2027 (e)(i)
|
|
69
|
69
|
|
PEAC Solutions Receivables, LLC, Series 2026-1A, Class A2, 4.27% 10/20/2028 (e)(i)
|
|
1,073
|
1,071
|
|
PEAC Solutions Receivables, LLC, Series 2025-1A, Class A2, 4.94% 10/20/2028 (e)(i)
|
|
280
|
281
|
|
PEAC Solutions Receivables, LLC, Series 2024-2A, Class A3, 4.65% 10/20/2031 (e)(i)
|
|
78
|
78
|
|
PFS Financing Corp., Series 2026-D, Class A, 4.49% 5/15/2031 (e)(i)
|
|
1,210
|
1,204
|
|
PK ALIFT Loan Funding, Series 2025-2, Class A, 4.75% 3/15/2043 (e)(i)
|
|
878
|
868
|
|
PK ALIFT Loan Funding, Series 2026-1, Class A, 4.614% 9/15/2043 (e)(i)
|
|
1,124
|
1,104
|
|
PK ALIFT Loan Funding 3, LP, Series 2024-1, Class AF, (1-month USD CME Term SOFR +
1.70%)
5.376% 9/15/2039 (e)(f)(i)
|
|
73
|
74
|
|
PK ALIFT Loan Funding 3, LP, Series 2024-1, Class A1, 5.842% 9/15/2039 (e)(i)
|
|
232
|
234
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Other asset-backed securities (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
PK ALIFT Loan Funding 4, LP, Series 2024-2, Class A, 5.052% 10/15/2039 (e)(i)
|
|
USD390
|
$390
|
|
Post Road Equipment Finance, Series 2025-1A, Class A2, 4.90% 5/15/2031 (e)(i)
|
|
79
|
79
|
|
Reach Financial, LLC, Series 2026-1A, Class A, 4.32% 2/15/2033 (e)(i)
|
|
363
|
363
|
|
Reach Financial, LLC, Series 2026-1A, Class B, 4.37% 2/15/2033 (e)(i)
|
|
502
|
499
|
|
Reach Financial, LLC, Series 2026-1A, Class C, 4.80% 2/15/2033 (e)(i)
|
|
703
|
693
|
|
Reach Financial, LLC, Series 2026-2A, Class B, 4.81% 2/15/2035 (e)(i)
|
|
1,055
|
1,053
|
|
SCF Equipment Trust, LLC, Series 2025-1A, Class A2, 4.82% 7/22/2030 (e)(i)
|
|
41
|
41
|
|
SCF Equipment Trust, LLC, Series 2025-2A, Class C, 4.82% 6/20/2036 (e)(i)
|
|
268
|
261
|
|
SCF Equipment Trust, LLC, Series 2025-2A, Class D, 5.33% 6/20/2036 (e)(i)
|
|
104
|
102
|
|
SOLRR Aircraft Aviation Holding, Ltd., Series 2021-1, Class A, 2.636% 10/15/2046 (e)(i)
|
|
487
|
462
|
|
Stonepeak Infrastructure Partners, Series 2021-1A, Class B, 3.821% 2/28/2033 (e)(i)
|
|
273
|
269
|
|
Subway Funding, LLC, Series 2024-3, Class A2I, 5.246% 7/30/2054 (e)(i)
|
|
1,252
|
1,229
|
|
Subway Funding, LLC, Series 2024-3A, Class A2II, 5.566% 7/30/2054 (e)(i)
|
|
1,478
|
1,438
|
|
Subway Funding, LLC, Series 2024-3, Class A23, 5.914% 7/30/2054 (e)(i)
|
|
1,533
|
1,470
|
|
SuttonPark Structured Settlements, Series 2021-1, Class A, 1.95% 9/15/2075 (e)(i)
|
|
432
|
422
|
|
Synchrony Card Issuance Trust, Series 2025-A2, Class A, 4.49% 5/15/2031 (i)
|
|
20,413
|
20,417
|
|
TAL Advantage V, LLC, Series 2020-1A, Class A, 2.05% 9/20/2045 (e)(i)
|
|
160
|
154
|
|
Textainer Marine Containers, Ltd., Series 2020-2A, Class A, 2.10% 9/20/2045 (e)(i)
|
|
410
|
386
|
|
Textainer Marine Containers, Ltd., Series 2020-3, Class A, 2.11% 9/20/2045 (e)(i)
|
|
274
|
263
|
|
Textainer Marine Containers, Ltd., Series 2020-2A, Class B, 3.34% 9/20/2045 (e)(i)
|
|
508
|
480
|
|
Textainer Marine Containers, Ltd., Series 2025-1H, Class A, 6.43% 7/23/2050 (e)(i)
|
|
583
|
580
|
|
Triton Container Finance VIII, LLC, Series 2020-1, Class A, 2.11% 9/20/2045 (e)(i)
|
|
1,099
|
1,033
|
|
Triton Container Finance VIII, LLC, Series 2020-1, Class B, 3.74% 9/20/2045 (e)(i)
|
|
403
|
385
|
|
U.S. Bank NA, Series 2025-SUP2, Class B1, 4.818% 9/25/2032 (e)(i)
|
|
1,322
|
1,307
|
|
U.S. Bank NA, Series 2026-SUP1, Class B1, 5.50% 6/27/2033 (e)(i)
|
|
4,004
|
4,004
|
|
Upgrade Master Pass-Thru Trust, Series 2026-ST1, Class A, 4.244% 3/15/2034 (e)(i)
|
|
236
|
236
|
|
Upgrade Master Pass-Thru Trust, Series 2026-ST1, Class B, 4.635% 3/15/2034 (e)(i)
|
|
247
|
245
|
|
Upgrade Master Pass-Thru Trust, Series 2026-ST1, Class C, 5.13% 3/15/2034 (e)(i)
|
|
265
|
261
|
|
Upstart Securitization Trust, Series 2026-2, Class A2, 4.54% 5/20/2036 (e)(i)
|
|
421
|
420
|
|
Verdant Receivables, LLC, Series 2025-1A, Class A2, 4.85% 3/13/2028 (e)(i)
|
|
836
|
838
|
|
Verdant Receivables, LLC, Series 2024-1, Class A2, 5.68% 12/12/2031 (e)(i)
|
|
85
|
86
|
|
VFI ABS, LLC, Series 2025-1A, Class A, 4.78% 6/24/2030 (e)(i)
|
|
134
|
134
|
|
Volvo Financial Equipment, LLC, Series 2025-1A, Class A2, 4.41% 11/15/2027 (e)(i)
|
|
102
|
102
|
|
Wingspire Equipment Finance, LLC, Series 2024-1A, Class A2, 4.99% 9/20/2032 (e)(i)
|
|
210
|
211
|
|
Wingspire Equipment Finance, LLC, Series 2025-1A, Class A2, 4.33% 9/20/2033 (e)(i)
|
|
261
|
261
|
|
Wingspire Equipment Finance, LLC, Series 2025-1A, Class B, 4.57% 9/20/2033 (e)(i)
|
|
1,052
|
1,044
|
|
Wingspire Equipment Finance, LLC, Series 2025-1A, Class C, 4.76% 9/20/2033 (e)(i)
|
|
160
|
159
|
|
|
|
|
367,600
|
|
Auto loan 0.24%
|
|
|
|
|
American Credit Acceptance Receivables Trust, Series 2025-4, Class A, 4.42% 5/14/2029
(e)(i)
|
|
951
|
952
|
|
American Credit Acceptance Receivables Trust, Series 2025-4, Class B, 4.55% 1/14/2030
(e)(i)
|
|
3,545
|
3,547
|
|
American Credit Acceptance Receivables Trust, Series 2026-2, Class A, 4.32% 5/8/2030
(e)(i)
|
|
11,655
|
11,646
|
|
American Credit Acceptance Receivables Trust, Series 2026-3, Class A, 4.60% 6/10/2030
(e)(i)
|
|
3,802
|
3,803
|
|
American Credit Acceptance Receivables Trust, Series 2026-3, Class B, 4.83% 3/10/2031
(e)(i)
|
|
475
|
475
|
|
American Credit Acceptance Receivables Trust, Series 2024-4, Class C, 4.91% 8/12/2031
(e)(i)
|
|
1,830
|
1,832
|
|
AmeriCredit Automobile Receivables Trust, Series 2024-1, Class A3, 5.43% 1/18/2029
(i)
|
|
192
|
193
|
|
AutoNation Finance Trust, Series 2025-1A, Class A2, 4.72% 4/10/2028 (e)(i)
|
|
67
|
67
|
|
AutoNation Finance Trust, Series 2026-1A, Class A2, 3.95% 1/11/2029 (e)(i)
|
|
561
|
560
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-5, Class A, 5.78% 4/20/2028
(e)(i)
|
|
8,130
|
8,183
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-7, Class A, 5.90% 8/21/2028
(e)(i)
|
|
2,600
|
2,630
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2022-4A, Class A, 4.77% 2/20/2029
(e)(i)
|
|
3,784
|
3,789
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-4A, Class D, 7.31% 6/20/2029
(e)(i)
|
|
145
|
147
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2025-1A, Class A, 4.80% 8/20/2029
(e)(i)
|
|
6,271
|
6,272
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Auto loan (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-6, Class A, 5.81% 12/20/2029
(e)(i)
|
|
USD29,522
|
$30,114
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-8A, Class D, 7.52% 2/20/2030
(e)(i)
|
|
385
|
390
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2025-3, Class A2, 4.73% 2/15/2028
(i)
|
|
116
|
116
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2025-1, Class A3, 4.67% 8/15/2028
(i)
|
|
78
|
78
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2026-3, Class A2, 4.46% 2/15/2029
(i)
|
|
1,220
|
1,220
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2025-1, Class B, 4.92% 3/15/2029
(i)
|
|
355
|
356
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2026-2, Class A3, 4.27% 1/15/2030
(i)
|
|
1,270
|
1,267
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2026-2, Class B, 4.56% 2/17/2032
(i)
|
|
230
|
229
|
|
CPS Auto Receivables Trust, Series 2024-C, Class B, 5.68% 12/15/2028 (e)(i)
|
|
31
|
31
|
|
CPS Auto Receivables Trust, Series 2026-C, Class A, 4.52% 4/15/2030 (e)(i)
|
|
1,585
|
1,585
|
|
CPS Auto Receivables Trust, Series 2024-A, Class C, 5.74% 4/15/2030 (e)(i)
|
|
58
|
58
|
|
CPS Auto Receivables Trust, Series 2026-C, Class B, 4.84% 2/18/2031 (e)(i)
|
|
1,845
|
1,844
|
|
CPS Auto Trust, Series 2026-B, Class A, 4.35% 2/15/2030 (e)(i)
|
|
1,638
|
1,638
|
|
Credit Acceptance Auto Loan Trust, Series 2026-1A, Class A, 4.65% 4/15/2036 (e)(i)
|
|
942
|
937
|
|
Exeter Automobile Receivables Trust, Series 2026-1A, Class A2, 4.08% 9/15/2028 (i)
|
|
409
|
409
|
|
Exeter Automobile Receivables Trust, Series 2026-3A, Class A2, 4.36% 12/15/2028 (i)
|
|
5,625
|
5,627
|
|
Exeter Automobile Receivables Trust, Series 2025-1A, Class B, 4.91% 8/15/2029 (i)
|
|
336
|
337
|
|
Exeter Automobile Receivables Trust, Series 2025-4A, Class A3, 4.39% 9/17/2029 (i)
|
|
956
|
956
|
|
Exeter Automobile Receivables Trust, Series 2025-5A, Class A3, 4.24% 11/15/2029 (i)
|
|
4,845
|
4,840
|
|
Exeter Automobile Receivables Trust, Series 2024-4A, Class B, 5.29% 8/15/2030 (i)
|
|
102
|
102
|
|
Exeter Automobile Receivables Trust, Series 2024-4A, Class D, 5.81% 12/16/2030 (i)
|
|
745
|
754
|
|
Exeter Automobile Receivables Trust, Series 2024-4A, Class E, 7.65% 2/17/2032 (e)(i)
|
|
1,480
|
1,531
|
|
Exeter Select Automobile Receivables Trust, Series 2026-1, Class A2, 4.37% 10/15/2029
(i)
|
|
665
|
665
|
|
Ford Credit Auto Owner Trust, Series 2023-2, Class A, 5.28% 2/15/2036 (e)(i)
|
|
15,564
|
15,781
|
|
Ford Credit Floorplan Master Owner Trust, Series 2024-3, Class A1, 4.30% 9/15/2029
(e)(i)
|
|
20,420
|
20,405
|
|
Ford Credit Floorplan Master Owner Trust, Series 2025-2, Class A1, 4.06% 9/15/2030
(i)
|
|
2,697
|
2,671
|
|
GLS Auto Receivables Trust, Series 2025-3A, Class A2, 4.52% 7/17/2028 (e)(i)
|
|
368
|
368
|
|
GLS Auto Receivables Trust, Series 2024-4A, Class A3, 4.75% 7/17/2028 (e)(i)
|
|
11
|
11
|
|
GLS Auto Receivables Trust, Series 2025-1A, Class A3, 4.77% 9/15/2028 (e)(i)
|
|
2,683
|
2,686
|
|
GLS Auto Receivables Trust, Series 2026-1A, Class A2, 4.04% 11/15/2028 (e)(i)
|
|
1,804
|
1,802
|
|
GLS Auto Receivables Trust, Series 2026-2A, Class A2, 4.25% 4/16/2029 (e)(i)
|
|
2,741
|
2,740
|
|
GLS Auto Receivables Trust, Series 2025-4A, Class A3, 4.29% 7/16/2029 (e)(i)
|
|
166
|
166
|
|
GLS Auto Receivables Trust, Series 2025-3A, Class B, 4.57% 1/15/2030 (e)(i)
|
|
653
|
653
|
|
GLS Auto Receivables Trust, Series 2024-1, Class E, 7.94% 10/15/2030 (e)(i)
|
|
915
|
955
|
|
GLS Auto Select Receivables Issuer Trust, Series 2026-3A, Class A2, 4.69% 10/15/2032
(e)(i)
|
|
2,280
|
2,280
|
|
GLS Auto Select Receivables Trust, Series 2024-4A, Class A2, 4.43% 12/17/2029 (e)(i)
|
|
1,329
|
1,329
|
|
GLS Auto Select Receivables Trust, Series 2025-1A, Class A2, 4.71% 4/15/2030 (e)(i)
|
|
83
|
83
|
|
GLS Auto Select Receivables Trust, Series 2025-4A, Class A2, 4.17% 2/18/2031 (e)(i)
|
|
1,028
|
1,025
|
|
GLS Auto Select Receivables Trust, Series 2026-2A, Class A2, 4.46% 6/15/2032 (e)(i)
|
|
6,000
|
5,991
|
|
GM Financial Automobile Leasing Trust, Series 2024-2, Class A3, 5.39% 7/20/2027 (i)
|
|
2
|
2
|
|
GM Financial Revolving Receivables Trust, Series 2023-1, Class A, 5.12% 4/11/2035
(e)(i)
|
|
25,200
|
25,461
|
|
GM Financial Revolving Receivables Trust, Series 2022-1, Class A, 5.91% 10/11/2035
(e)(i)
|
|
16,218
|
16,516
|
|
GM Financial Securitized Term Auto Receivables Trust, Series 2026-2, Class A2A, 4.05%
5/16/2029 (i)
|
|
6,540
|
6,526
|
|
GM Financial Securitized Term Auto Receivables Trust, Series 2026-2, Class B, 4.44%
4/16/2032 (i)
|
|
1,595
|
1,576
|
|
Hertz Vehicle Financing III, LLC, Series 2022-2A, Class C, 2.95% 6/26/2028 (e)(i)
|
|
2,012
|
1,978
|
|
Hertz Vehicle Financing, LLC, Series 2021-2A, Class A, 1.68% 12/27/2027 (e)(i)
|
|
12,375
|
12,300
|
|
Hertz Vehicle Financing, LLC, Series 2021-2A, Class B, 2.12% 12/27/2027 (e)(i)
|
|
4,389
|
4,362
|
|
Hertz Vehicle Financing, LLC, Series 2021-2A, Class C, 2.52% 12/27/2027 (e)(i)
|
|
688
|
684
|
|
Hertz Vehicle Financing, LLC, Series 2023-3A, Class A, 5.94% 2/25/2028 (e)(i)
|
|
281
|
282
|
|
Hertz Vehicle Financing, LLC, Series 2024-1A, Class D, 9.22% 1/25/2029 (e)(i)
|
|
262
|
268
|
|
Hertz Vehicle Financing, LLC, Series 2025-1A, Class B, 5.45% 9/25/2029 (e)(i)
|
|
742
|
741
|
|
Hertz Vehicle Financing, LLC, Series 2025-1A, Class C, 6.03% 9/25/2029 (e)(i)
|
|
824
|
823
|
|
Hertz Vehicle Financing, LLC, Series 2025-1A, Class D, 7.98% 9/25/2029 (e)(i)
|
|
353
|
354
|
|
Hertz Vehicle Financing, LLC, Series 2025-5A, Class C, 5.50% 5/25/2030 (e)(i)
|
|
833
|
820
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Auto loan (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Hertz Vehicle Financing, LLC, Series 2025-2A, Class C, 6.40% 9/25/2031 (e)(i)
|
|
USD958
|
$950
|
|
Hertz Vehicle Financing, LLC, Series 2025-4A, Class A, 5.41% 12/25/2031 (e)(i)
|
|
24,998
|
25,060
|
|
Hertz Vehicle Financing, LLC, Series 2025-4A, Class C, 6.48% 12/25/2031 (e)(i)
|
|
453
|
450
|
|
Hertz Vehicle Financing, LLC, Series 2025-6A, Class C, 5.82% 5/25/2032 (e)(i)
|
|
1,157
|
1,119
|
|
LAD Auto Receivables Trust, Series 2024-2, Class A3, 5.61% 8/15/2028 (e)(i)
|
|
15
|
15
|
|
LAD Auto Receivables Trust, Series 2024-3A, Class A3, 4.52% 3/15/2029 (e)(i)
|
|
75
|
75
|
|
Lendbuzz Securitization Trust, Series 2025-1A, Class A2, 5.10% 10/15/2030 (e)(i)
|
|
70
|
70
|
|
Mercedes-Benz Auto Lease Trust, Series 2024-A, Class A3, 5.32% 1/18/2028 (i)
|
|
276
|
277
|
|
PenFed Auto Receivables Owner Trust, Series 2025-A, Class A2, 4.12% 9/15/2028 (e)(i)
|
|
463
|
463
|
|
Research-Driven Pagaya Motor Asset Trust I, Series 2025-4A, Class A2, 5.124% 4/25/2034
(e)(i)
|
|
473
|
474
|
|
Santander Drive Auto Receivables Trust, Series 2024-5, Class A3, 4.62% 11/15/2028
(i)
|
|
40
|
40
|
|
Santander Drive Auto Receivables Trust, Series 2024-3, Class A3, 5.63% 1/16/2029 (i)
|
|
26
|
26
|
|
Santander Drive Auto Receivables Trust, Series 2026-1, Class A2, 4.04% 3/15/2029 (i)
|
|
1,165
|
1,164
|
|
Santander Drive Auto Receivables Trust, Series 2024-2, Class B, 5.78% 7/16/2029 (i)
|
|
4,234
|
4,253
|
|
Santander Drive Auto Receivables Trust, Series 2022-7, Class C, 6.69% 3/17/2031 (i)
|
|
182
|
184
|
|
Securitized Term Auto Receivables Trust, Series 2025-A, Class B, 5.038% 7/25/2031
(e)(i)
|
|
18
|
18
|
|
Securitized Term Auto Receivables Trust, Series 2025-B, Class B, 4.925% 12/29/2032
(e)(i)
|
|
101
|
101
|
|
SFS Auto Receivables Securitization Trust, Series 2025-2A, Class A2, 4.52% 11/20/2028
(e)(i)
|
|
85
|
85
|
|
Space Coast Credit Union, Series 2025-1A, Class A2, 4.67% 11/15/2028 (e)(i)
|
|
987
|
988
|
|
Space Coast Credit Union, Series 2026-1A, Class A2, 4.18% 8/15/2029 (e)(i)
|
|
853
|
852
|
|
Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-CA, Class A2,
4.06%
6/20/2028 (e)(i)
|
|
1,408
|
1,408
|
|
Toyota Auto Loan Extended Note Trust, Series 2023-1, Class A, 4.93% 6/25/2036 (e)(i)
|
|
24,543
|
24,721
|
|
Tricolor Auto Securitization Trust, Series 2025-1A, Class A, 4.94% 2/15/2029 (b)(e)(i)(l)
|
|
1,458
|
846
|
|
Western Funding Auto Loan Trust, Series 2025-1, Class A, 4.75% 7/16/2035 (e)(i)
|
|
222
|
222
|
|
Western Funding Auto Loan Trust, Series 2025-1, Class B, 4.98% 9/17/2035 (e)(i)
|
|
112
|
112
|
|
Westlake Automobile Receivables Trust, Series 2025-1A, Class A2A, 4.66% 1/18/2028
(e)(i)
|
|
18
|
18
|
|
Westlake Automobile Receivables Trust, Series 2025-P1, Class A2, 4.65% 2/15/2028 (e)(i)
|
|
270
|
270
|
|
Westlake Automobile Receivables Trust, Series 2025-3A, Class A2, 4.31% 4/17/2028 (e)(i)
|
|
1,423
|
1,423
|
|
Westlake Automobile Receivables Trust, Series 2024-3A, Class A3, 4.71% 4/17/2028 (e)(i)
|
|
2,582
|
2,585
|
|
Westlake Automobile Receivables Trust, Series 2025-2A, Class A2A, 4.66% 9/15/2028
(e)(i)
|
|
4,631
|
4,637
|
|
Westlake Automobile Receivables Trust, Series 2026-P1, Class A2, 3.84% 1/16/2029 (e)(i)
|
|
308
|
308
|
|
Westlake Automobile Receivables Trust, Series 2026-2A, Class A2A, 4.26% 6/15/2029
(e)(i)
|
|
3,542
|
3,541
|
|
Westlake Automobile Receivables Trust, Series 2025-1A, Class B, 4.98% 9/16/2030 (e)(i)
|
|
129
|
130
|
|
Westlake Automobile Receivables Trust, Series 2025-2A, Class B, 4.63% 1/15/2031 (e)(i)
|
|
204
|
204
|
|
Wheels Fleet Lease Funding, LLC, Series 2026-1, Class A2A, 4.30% 4/18/2039 (e)(i)
|
|
1,147
|
1,144
|
|
Wheels Fleet Lease Funding, LLC, Series 2024-2A, Class A1, 4.87% 6/21/2039 (e)(i)
|
|
222
|
223
|
|
Wheels Fleet Lease Funding, LLC, Series 2024-3A, Class A1, 4.80% 9/19/2039 (e)(i)
|
|
689
|
692
|
|
World OMNI Select Auto Trust, Series 2025-A, Class A2A, 4.14% 5/15/2030 (i)
|
|
774
|
774
|
|
|
|
|
310,741
|
|
Student loan 0.03%
|
|
|
|
|
Navient Student Loan Trust, Series 2021-A, Class A, 0.84% 5/15/2069 (e)(i)
|
|
294
|
270
|
|
Navient Student Loan Trust, Series 2021-CA, Class A, 1.06% 10/15/2069 (e)(i)
|
|
4,619
|
4,181
|
|
Nelnet Student Loan Trust, Series 2021-A, Class APT1, 1.36% 4/20/2062 (e)(i)
|
|
6,675
|
6,353
|
|
Nelnet Student Loan Trust, Series 2021-B, Class AFX, 1.42% 4/20/2062 (e)(i)
|
|
15,745
|
14,955
|
|
Nelnet Student Loan Trust, Series 2021-CA, Class C, 3.36% 4/20/2062 (e)(i)
|
|
1,328
|
1,153
|
|
Nelnet Student Loan Trust, Series 2021-CA, Class D, 4.44% 4/20/2062 (e)(i)
|
|
1,889
|
1,652
|
|
Nelnet Student Loan Trust, Series 2021-CA, Class AFL, (1-month USD CME Term SOFR +
0.854%)
4.524% 4/20/2062 (e)(f)(i)
|
|
8,157
|
8,121
|
|
SMB Private Education Loan Trust, Series 2021-A, Class APT2, 1.07% 1/15/2053 (e)(i)
|
|
2,537
|
2,341
|
|
|
|
|
39,026
|
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Collateralized loan obligations 0.02%
|
|
Principal amount
(000)
|
Value
(000)
|
|
Allegro CLO X, Ltd., Series 2019-1A, Class ARR, (3-month USD CME Term SOFR + 1.13%)
4.859%
4/20/2032 (e)(f)(i)
|
|
USD80
|
$80
|
|
Allegro CLO, Ltd., Series 2020-1AR, Class A1R2, (3-month USD CME Term SOFR + 1.24%)
4.981%
7/21/2037 (e)(f)(i)
|
|
6,000
|
6,002
|
|
Ares LIII CLO, Ltd., Series 2019-53A, Class A1R2, (3-month USD CME Term SOFR + 1.09%)
4.865%
10/24/2036 (e)(f)(i)
|
|
1,939
|
1,938
|
|
Ballyrock CLO 20, Ltd., Series 2022-20A, Class A1A3, (3-month USD CME Term SOFR +
1.05%)
4.803% 10/15/2036 (e)(f)(i)
|
|
1,876
|
1,878
|
|
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)(i)
|
|
1,587
|
1,588
|
|
BlueMountain CLO XXII, Ltd., Series 2018-22, Class A1, (3-month USD CME Term SOFR
+ 1.342%)
5.095% 7/15/2031 (e)(f)(i)
|
|
19
|
19
|
|
BlueMountain CLO XXXI, Ltd., Series 2021-31A, Class A1R, (3-month USD CME Term SOFR
+ 1.10%)
4.829% 4/19/2034 (e)(f)(i)
|
|
3,284
|
3,286
|
|
Canyon Capital CLO, Ltd., Series 2016-1AR, Class CR2, (3-month USD CME Term SOFR +
1.05%)
4.784% 7/15/2031 (e)(f)(i)
|
|
740
|
740
|
|
Canyon Capital CLO, Ltd., Series 2016-2A, Class AR2, (3-month USD CME Term SOFR +
1.05%)
4.65% 10/15/2031 (e)(f)(i)
|
|
1,258
|
1,259
|
|
Canyon Capital CLO, Ltd., Series 2017-1A, Class AR2, (3-month USD CME Term SOFR +
1.05%)
4.784% 7/15/2034 (e)(f)(i)
|
|
357
|
357
|
|
Canyon Capital CLO, Ltd., Series 2018-1A, Class AR1, (3-month USD CME Term SOFR +
1.05%)
4.873% 10/15/2034 (e)(f)(i)
|
|
884
|
884
|
|
Flatiron CLO 28, Ltd., Series 2024-1A, Class A1R, (3-month USD CME Term SOFR + 1.08%)
4.833%
7/15/2036 (e)(f)(i)
|
|
2,077
|
2,077
|
|
Marble Point CLO XXII, Ltd., Series 2021-2AR, Class AR2, (3-month USD CME Term SOFR
+ 1.02%)
4.843% 7/25/2034 (e)(f)(i)
|
|
3,519
|
3,520
|
|
Palmer Square Loan Funding, Ltd., CLO, Series 2024-2A, Class A1R, (3-month USD CME
Term SOFR
+ 0.82%) 4.573% 1/15/2033 (e)(f)(i)
|
|
403
|
403
|
|
Sound Point CLO V-R LTD, Ltd., Series 2014-1R, Class A, (3-month USD CME Term SOFR
+ 1.412%)
5.141% 7/18/2031 (e)(f)(i)
|
|
114
|
114
|
|
Steele Creek CLO, Ltd., Series 2019-1A, Class ARR, (3-month USD CME Term SOFR + 1.04%)
4.793%
4/15/2032 (e)(f)(i)
|
|
97
|
97
|
|
Steele Creek CLO, Ltd., Series 2019-2A, Class ARR, (3-month USD CME Term SOFR + 1.00%)
4.753%
7/15/2032 (e)(f)(i)
|
|
142
|
141
|
|
Symphony CLO 44, Ltd., Series 2024-44AR, Class A1R, (3-month USD CME Term SOFR + 1.20%)
4.941% 7/14/2037 (e)(f)(i)
|
|
6,000
|
6,003
|
|
Thompson Park CLO, Ltd., Series 2021-1A, Class A1R, (3-month USD CME Term SOFR + 1.05%)
4.803% 4/15/2034 (e)(f)(i)
|
|
501
|
502
|
|
Trinitas CLO XII, Ltd., Series 2020-12A, Class A1R2, (3-month USD CME Term SOFR +
1.05%) 4.717%
4/25/2033 (e)(f)(i)
|
|
776
|
777
|
|
Venture 36 CLO, Ltd., Series 2019-36A, Class A1AR, (3-month USD CME Term SOFR + 1.13%)
5.121% 4/20/2032 (e)(f)(i)
|
|
285
|
285
|
|
|
|
|
31,950
|
|
Credit card 0.01%
|
|
|
|
|
Avant Credit Card Master Trust, Series 2024-2A, Class A, 5.38% 5/15/2029 (e)(i)
|
|
2,500
|
2,503
|
|
Evergreen Credit Card Trust, Series 2025-CRT5, Class C, 5.53% 5/15/2029 (e)(i)
|
|
153
|
153
|
|
Imprint Payments Credit Card Master Trust, Series 2025-A, Class B, 5.24% 9/15/2029
(e)(i)
|
|
112
|
112
|
|
Imprint Payments Credit Card Master Trust, Series 2025-A, Class C, 5.48% 9/15/2029
(e)(i)
|
|
100
|
100
|
|
Imprint Payments Credit Card Master Trust, Series 2025-A, Class D, 5.82% 9/15/2029
(e)(i)
|
|
104
|
104
|
|
Mission Lane Credit Card Master Trust, Series 2025-C, Class A, 4.78% 12/16/2030 (e)(i)
|
|
529
|
528
|
|
Mission Lane Credit Card Master Trust, Series 2025-B, Class A, 5.06% 9/15/2031 (e)(i)
|
|
2,202
|
2,198
|
|
Mission Lane Credit Card Master Trust, Series 2026-A, Class A, 4.95% 7/15/2032 (e)(i)
|
|
2,135
|
2,118
|
|
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
(i)
|
|
USD539
|
$543
|
|
World Financial Network Credit Card Master Trust, Series 2024-B, Class A, 4.62% 5/15/2031
(i)
|
|
658
|
659
|
|
|
|
|
9,018
|
|
Total asset-backed obligations
|
|
|
758,335
|
|
Bonds & notes of governments & government agencies outside the U.S. 0.23%
Mexico 0.10%
|
|
|
|
|
Eagle Funding LuxCo SARL 5.50% 8/17/2030 (e)
|
|
58,205
|
58,176
|
|
United Mexican States 3.50% 9/19/2029
|
|
EUR4,500
|
5,143
|
|
United Mexican States 3.875% 5/16/2031
|
|
5,016
|
5,683
|
|
United Mexican States 5.625% 2/9/2034
|
|
USD9,000
|
8,696
|
|
United Mexican States 6.00% 5/7/2036
|
|
6,115
|
5,956
|
|
United Mexican States 6.875% 5/13/2037
|
|
1,815
|
1,858
|
|
United Mexican States 6.25% 8/27/2037
|
|
10,450
|
10,186
|
|
United Mexican States 6.625% 1/29/2038
|
|
675
|
672
|
|
United Mexican States 5.00% 4/27/2051
|
|
5,978
|
4,492
|
|
United Mexican States 6.338% 5/4/2053
|
|
3,120
|
2,790
|
|
United Mexican States 7.375% 5/13/2055
|
|
18,830
|
19,117
|
|
United Mexican States 3.75% 4/19/2071
|
|
2,550
|
1,378
|
|
|
|
|
124,147
|
|
Brazil 0.08%
|
|
|
|
|
Brazil (Federative Republic of) 10.00% 1/1/2029
|
|
BRL567,205
|
103,525
|
|
Brazil (Federative Republic of) 6.25% 5/22/2036
|
|
USD5,000
|
4,847
|
|
|
|
|
108,372
|
|
Saudi Arabia 0.01%
|
|
|
|
|
Saudi Arabia (Kingdom of) 3.628% 4/20/2027 (e)
|
|
3,500
|
3,482
|
|
Saudi Arabia (Kingdom of) 3.625% 3/4/2028 (e)
|
|
11,435
|
11,234
|
|
Saudi Arabia (Kingdom of) 5.875% 1/12/2056 (e)
|
|
3,738
|
3,437
|
|
|
|
|
18,153
|
|
Peru 0.01%
|
|
|
|
|
Peru (Republic of) 2.783% 1/23/2031
|
|
12,640
|
11,575
|
|
Peru (Republic of) 5.50% 3/30/2036
|
|
1,850
|
1,824
|
|
Peru (Republic of) 5.875% 8/8/2054
|
|
840
|
797
|
|
|
|
|
14,196
|
|
Kuwait 0.01%
|
|
|
|
|
Kuwait (State of) 5.039% 7/29/2029 (e)
|
|
11,793
|
11,810
|
|
United Arab Emirates 0.01%
|
|
|
|
|
Abu Dhabi (Emirate of) 3.125% 9/30/2049
|
|
15,000
|
9,566
|
|
Colombia 0.01%
|
|
|
|
|
Barranquilla Distrito Especial Industrial y Portuario 7.35% 7/23/2031 (e)
|
|
925
|
952
|
|
Colombia (Republic of) 5.375% 1/21/2029
|
|
2,280
|
2,272
|
|
Colombia (Republic of) 6.125% 1/21/2031
|
|
1,190
|
1,193
|
|
Colombia (Republic of) 8.00% 4/20/2033
|
|
2,500
|
2,702
|
|
Bonds, notes & other debt instruments (continued)
Bonds & notes of governments & government agencies outside the U.S. (continued)
Colombia (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
|
Colombia (Republic of) 7.50% 2/2/2034
|
|
USD1,090
|
$1,146
|
|
Colombia (Republic of) 7.75% 11/7/2036
|
|
245
|
262
|
|
|
|
|
8,527
|
|
Romania 0.00%
|
|
|
|
|
Romania (Republic of) 3.50% 4/3/2034
|
|
EUR2,373
|
2,409
|
|
Romania (Republic of) 3.50% 4/3/2034
|
|
1,770
|
1,796
|
|
|
|
|
4,205
|
|
Total bonds & notes of governments & government agencies outside the U.S.
|
|
|
298,976
|
|
Loans 0.18%
Health care 0.05%
|
|
|
|
|
Accendra Health, Inc., Term Loan B1, First Lien, (3-month USD CME Term SOFR + 3.85%)
7.581% 3/29/2029 (f)(o)
|
USD67,311
|
63,710
|
|
|
Communication services 0.04%
|
|
|
|
|
Connect Finco SARL, Term Loan B, First Lien, (1-month USD CME Term SOFR + 4.50%) 8.231%
9/27/2029 (f)(o)
|
17,739
|
17,843
|
|
|
Discovery Global Holdings, Inc., Term Loan B. First Lien, (1-month USD CME Term SOFR
+ 2.50%) 6.231%
6/3/2033 (f)(o)
|
16,374
|
16,401
|
|
|
Gray Television, Inc., Term Loan D, First Lien, (3-month USD CME Term SOFR + 3.114%)
6.761% 12/1/2028 (f)(o)
|
12,000
|
12,060
|
|
|
Versant Media Group, Inc., Term Loan B, First Lien, (3-month USD CME Term SOFR + 3.50%)
7.232%
1/30/2031 (f)(o)
|
9,020
|
9,088
|
|
|
|
|
|
55,392
|
|
Industrials 0.04%
|
|
|
|
|
Peraton Corp., Term Loan B, First Lien, (3-month USD CME Term SOFR + 3.85%) 7.673%
2/1/2028 (f)(o)
|
46,771
|
42,702
|
|
|
TransDigm, Inc., Term Loan N, First Lien, (1-month USD CME Term SOFR + 2.50%) 6.231%
2/13/2033 (f)(o)
|
4,863
|
4,873
|
|
|
|
|
|
47,575
|
|
Information technology 0.03%
|
|
|
|
|
Coreweave Financing DDTL V, LLC, Delayed Draw, Term Loan, First Lien, (1-month USD
CME Term SOFR + 4.50%)
8.14% 11/15/2031 (f)(o)
|
750
|
755
|
|
|
Coreweave Financing DDTL V-V, LLC, Delayed Draw Term Loan, First Lien, (USD-SOFR +
5.50%) 9.229%
9/1/2031 (f)(o)
|
6,235
|
6,249
|
|
|
Polaris Newco, LLC, Term Loan B, First Lien, (3-month USD CME Term SOFR + 4.262%)
8.084% 6/2/2028 (f)(o)
|
3,336
|
2,985
|
|
|
Viasat, Inc., Term Loan, First Lien, (3-month USD CME Term SOFR + 4.614%) 8.29% 3/2/2029
(f)(o)
|
10,840
|
10,933
|
|
|
Viasat, Inc., Term Loan, First Lien, (1-month USD CME Term SOFR + 4.614%) 8.29% 5/30/2030
(f)(o)
|
15,032
|
15,154
|
|
|
|
|
|
36,076
|
|
Financials 0.01%
|
|
|
|
|
Aero Capital Solutions, Inc., Term Loan, (1-month USD CME Term SOFR + 3.00%) 7.61%
11/17/2029 (b)(e)(f)(o)
|
5,721
|
5,767
|
|
|
Aretec Group, Inc., Term Loan B-4, First Lien, (1-month USD CME Term SOFR + 3.00%)
6.731% 8/9/2030 (f)(o)
|
3,980
|
3,993
|
|
|
Osaic Holdings, Inc., Term Loan B1, First Lien, (3-month USD CME Term SOFR + 2.50%)
6.232% 7/30/2032 (f)(o)
|
5,102
|
5,077
|
|
|
|
|
|
14,837
|
|
Materials 0.01%
|
|
|
|
|
Consolidated Energy Finance SA, Term Loan B, First Lien, (3-month USD CME Term SOFR
+ 4.50%) 8.323%
11/15/2030 (f)(o)
|
990
|
965
|
|
|
Consolidated Energy Finance SA, Term Loan B, First Lien, (3-month USD CME Term SOFR
+ 4.75%) 8.573%
11/15/2030 (f)(o)
|
3,481
|
3,368
|
|
|
Quikrete Holdings, Inc., Term Loan B3, First Lien, (3-month USD CME Term SOFR + 2.25%)
5.981%
2/10/2032 (f)(o)
|
1,284
|
1,286
|
|
|
|
|
|
5,619
|
|
Bonds, notes & other debt instruments (continued)
Loans (continued)
Consumer staples 0.00%
|
|
Principal amount
(000)
|
Value
(000)
|
|
TreeHouse Foods, Inc., Term Loan B, First Lien, (1-month USD CME Term SOFR + 4.25%)
7.981% 2/11/2033 (f)(o)
|
USD3,746
|
$3,761
|
|
|
Utilities 0.00%
|
|
|
|
|
Talen Energy Supply, LLC, Term Loan B, First Lien, (3-month USD CME Term SOFR + 2.00%)
5.823%
11/25/2032 (f)(o)
|
2,050
|
2,032
|
|
|
Consumer discretionary 0.00%
|
|
|
|
|
Voyager Parent, LLC, Term Loan B, First Lien, (3-month USD CME Term SOFR + 4.25%)
7.982% 7/1/2032 (f)(o)
|
1,087
|
1,090
|
|
|
Asset backed obligations 0.00%
|
|
|
|
|
Amergin Asset Management, LLC, Term Loan A, First Lien, (1-month USD CME Term SOFR
+ 2.50%) 6.146%
11/21/2027 (b)(e)(f)(o)
|
863
|
863
|
|
|
Total loans
|
|
|
230,955
|
|
Municipals 0.03%
California 0.00%
|
|
|
|
|
Golden State Tobacco Securitization Corp., Enhanced Tobacco Settlement Asset-Backed
Bonds, Series 2021-B,
2.746% 6/1/2034
|
1,030
|
897
|
|
|
Illinois 0.02%
|
|
|
|
|
GO Bonds, Pension Funding, Series 2003, 5.10% 6/1/2033
|
18,447
|
18,456
|
|
|
Massachusetts 0.01%
|
|
|
|
|
Educational Fncg. Auth., Education Loan Rev. Bonds, Series 2024-A, 6.352% 7/1/2049
|
7,020
|
7,171
|
|
|
Ohio 0.00%
|
|
|
|
|
Cleveland-Cuyahoga Port Auth., Federal Lease Rev. Bonds (VA Cleveland Health Care
Center Project), Series
2021, 4.425% 5/1/2031
|
4,690
|
4,211
|
|
|
Texas 0.00%
|
|
|
|
|
Grand Parkway Transportation Corp., Grand Parkway System Toll Rev. Ref. Bonds, Series
2020-B, 3.236%
10/1/2052
|
8,155
|
5,322
|
|
|
Total municipals
|
|
|
36,057
|
|
Total bonds, notes & other debt instruments (cost: $20,791,475,000)
|
|
|
20,057,228
|
|
Investment funds 2.05%
|
|
Shares
|
|
|
Capital Group Central Corporate Bond Fund (p)
|
|
325,146,850
|
2,666,204
|
|
Short-term securities 4.94%
Money market investments 4.86%
|
|
|
|
|
Capital Group Central Cash Fund 3.70% (p)(q)
|
63,401,573
|
6,340,791
|
|
|
Short-term securities (continued)
Money market investments purchased with collateral from securities on loan 0.08%
|
|
Shares
|
Value
(000)
|
|
Capital Group Central Cash Fund 3.70% (p)(q)(r)
|
340,742
|
$34,078
|
|
|
Dreyfus Treasury Obligations Cash Management, Institutional Shares 3.56% (q)(r)
|
18,900,000
|
18,900
|
|
|
BlackRock Liquidity Funds – FedFund, Institutional Shares 3.56% (q)(r)
|
16,800,000
|
16,800
|
|
|
State Street Institutional U.S. Government Money Market Fund, Premier Class 3.62%
(q)(r)
|
10,500,000
|
10,500
|
|
|
Fidelity Investments Money Market Government Portfolio, Class I 3.55% (q)(r)
|
7,300,000
|
7,300
|
|
|
Goldman Sachs Financial Square Government Fund, Institutional Shares 3.57% (q)(r)
|
7,300,000
|
7,300
|
|
|
Morgan Stanley Institutional Liquidity Funds – Government Portfolio, Institutional Class 3.59% (q)(r)
|
5,200,000
|
5,200
|
|
|
Invesco Short-Term Investments Trust – Government & Agency Portfolio, Institutional Class 3.64% (q)(r)
|
4,145,330
|
4,145
|
|
|
RBC Funds Trust – U.S. Government Money Market Fund, RBC Institutional Class 1 3.57% (q)(r)
|
1,000,000
|
1,000
|
|
|
|
|
|
105,223
|
|
Total short-term securities (cost: $6,444,874,000)
|
|
|
6,446,014
|
|
Total investment securities 100.81% (cost: $93,641,392,000)
|
|
|
131,450,460
|
|
Other assets less liabilities (0.81)%
|
|
|
(1,060,391
)
|
|
Net assets 100.00%
|
|
|
$130,390,069
|
|
Contracts
|
Type
|
Number of
contracts
|
Expiration
date
|
Notional
amount
(000)
|
Value and
unrealized
appreciation
(depreciation)
at 7/31/2026
(000)
|
|
3 Month SOFR Futures
|
Long
|
24,684
|
3/17/2027
|
USD5,919,223
|
$(20,893
)
|
|
2 Year Euro-Schatz Futures
|
Long
|
1,295
|
9/10/2026
|
157,479
|
(385
)
|
|
2 Year U.S. Treasury Note Futures
|
Long
|
31,949
|
10/5/2026
|
6,569,014
|
(20,621
)
|
|
5 Year Euro-Bobl Futures
|
Short
|
80
|
9/10/2026
|
(10,502
)
|
105
|
|
5 Year U.S. Treasury Note Futures
|
Long
|
20,436
|
10/5/2026
|
2,165,737
|
(14,946
)
|
|
10 Year Euro-Bund Futures
|
Long
|
258
|
9/10/2026
|
36,999
|
52
|
|
10 Year U.S. Treasury Note Futures
|
Long
|
2,087
|
9/30/2026
|
225,396
|
(2,593
)
|
|
10 Year Ultra U.S. Treasury Note Futures
|
Long
|
1,643
|
9/30/2026
|
180,242
|
(1,992
)
|
|
20 Year U.S. Treasury Bond Futures
|
Long
|
1,174
|
9/30/2026
|
127,159
|
(2,567
)
|
|
30 Year Ultra U.S. Treasury Bond Futures
|
Long
|
2,559
|
9/30/2026
|
280,691
|
(6,486
)
|
|
|
|
|
|
|
$(70,326
)
|
|
Contract amount
|
Counterparty
|
Settlement
date
|
Unrealized
appreciation
(depreciation)
at 7/31/2026
(000)
|
|||
|
Currency purchased
(000)
|
Currency sold
(000)
|
|||||
|
USD
|
30,286
|
EUR
|
26,420
|
Bank of New York Mellon
|
8/7/2026
|
$(189
)
|
|
EUR
|
100
|
USD
|
115
|
Standard Chartered Bank
|
8/10/2026
|
1
|
|
USD
|
4,427
|
EUR
|
3,876
|
Citibank
|
8/10/2026
|
(45
)
|
|
USD
|
28,841
|
BRL
|
150,378
|
Morgan Stanley
|
8/10/2026
|
(747
)
|
|
USD
|
24,803
|
BRL
|
128,668
|
Citibank
|
8/12/2026
|
(499
)
|
|
USD
|
46,897
|
BRL
|
242,000
|
HSBC Bank
|
8/17/2026
|
(628
)
|
|
|
|
|
|
|
|
$(2,107
)
|
|
Receive
|
Pay
|
Expiration
date
|
Notional
amount
(000)
|
Value at
7/31/2026
(000)
|
Upfront
premium
paid
(received)
(000)
|
Unrealized
appreciation
(depreciation)
at 7/31/2026
(000)
|
||
|
Rate
|
Payment
frequency
|
Rate
|
Payment
frequency
|
|||||
|
SOFR
|
Annual
|
3.41%
|
Annual
|
12/20/2029
|
USD634,000
|
$14,814
|
$—
|
$14,814
|
|
SOFR
|
Annual
|
3.045%
|
Annual
|
7/27/2050
|
65,600
|
14,548
|
—
|
14,548
|
|
|
|
|
|
|
|
$29,362
|
$—
|
$29,362
|
|
Receive
|
Pay
|
Counterparty
|
Expiration
date
|
Notional
amount
(000)
|
Value at
7/31/2026
(000)
|
Upfront
premium
paid
(received)
(000)
|
Unrealized
appreciation
(depreciation)
at 7/31/2026
(000)
|
||
|
Rate
|
Payment
frequency
|
Rate
|
Payment
frequency
|
||||||
|
14.45%
|
At maturity
|
BZDIOVER
|
At maturity
|
Barclays Bank
PLC
|
1/2/2029
|
BRL158,370
|
$298
|
$—
|
$298
|
|
Reference
index
|
Financing
rate paid
|
Payment
frequency
|
Expiration
date
|
Notional
amount
(000)
|
Value at
7/31/2026
(000)
|
Upfront
premium
paid
(received)
(000)
|
Unrealized
appreciation
(depreciation)
at 7/31/2026
(000)
|
|
CDX.NA.IG.46
|
1.00%
|
Quarterly
|
6/20/2031
|
USD10,000
|
$(207
)
|
$(223
)
|
$16
|
|
CDX.EM.45
|
1.00%
|
Quarterly
|
6/20/2031
|
25,000
|
486
|
684
|
(198
)
|
|
|
|
|
|
|
$279
|
$461
|
$(182
)
|
|
Reference
index
|
Financing
rate received
|
Payment
frequency
|
Expiration
date
|
Notional
amount (s)
(000)
|
Value at
7/31/2026 (t)
(000)
|
Upfront
premium
paid
(received)
(000)
|
Unrealized
appreciation
(depreciation)
at 7/31/2026
(000)
|
|
CDX.NA.HY.46
|
5.00%
|
Quarterly
|
6/20/2031
|
USD
14,850
|
$1,123
|
$1,101
|
$22
|
|
|
Value at
11/1/2025
(000)
|
Additions
(000)
|
Reductions
(000)
|
Net
realized
gain (loss)
(000)
|
Net
unrealized
appreciation
(depreciation)
(000)
|
Value at
7/31/2026
(000)
|
Dividend
or interest
income
(000)
|
|||||||
|
Common stocks 0.00%
|
|
|
|
|
|
|
|
|||||||
|
Industrials 0.00%
|
|
|
|
|
|
|
|
|||||||
|
Trinity Industries, Inc. (u)
|
$122,594
|
$18,928
|
$69,340
|
$10,723
|
$(245
)
|
$—
|
$3,177
|
|||||||
|
Energy 0.00%
|
|
|
|
|
|
|
|
|||||||
|
South Bow Corp. (u)
|
290,818
|
9,061
|
379,595
|
121,372
|
(41,656
)
|
—
|
11,389
|
|||||||
|
Total common stocks
|
|
|
|
|
|
—
|
|
|||||||
|
Investment funds 2.05%
|
|
|
|
|
|
|
|
|||||||
|
Capital Group Central Corporate Bond Fund
|
2,726,154
|
128,433
|
80,000
|
(13,790
)
|
(94,593
)
|
2,666,204
|
95,069
|
|||||||
|
|
Value at
11/1/2025
(000)
|
Additions
(000)
|
Reductions
(000)
|
Net
realized
gain (loss)
(000)
|
Net
unrealized
appreciation
(depreciation)
(000)
|
Value at
7/31/2026
(000)
|
Dividend
or interest
income
(000)
|
|||||||
|
Short-term securities 4.90%
|
|
|
|
|
|
|
|
|||||||
|
Money market investments 4.86%
|
|
|
|
|
|
|
|
|||||||
|
Capital Group Central Cash Fund 3.70% (q)
|
$7,958,233
|
$14,877,191
|
$16,494,147
|
$586
|
$(1,072
)
|
$6,340,791
|
$168,001
|
|||||||
|
Money market investments purchased with collateral
from securities on loan 0.03%
|
|
|
|
|
|
|
|
|||||||
|
Capital Group Central Cash Fund 3.70% (q)(r)
|
27,985
|
6,093
(v)
|
|
|
|
34,078
|
—
(w)
|
|||||||
|
Total short-term securities
|
|
|
|
|
|
6,374,869
|
|
|||||||
|
Total 6.95%
|
|
|
|
$118,891
|
$(137,566
)
|
$9,041,073
|
$277,636
|
|||||||
|
|
Acquisition
date(s)
|
Cost
(000)
|
Value
(000)
|
Percent
of net
assets
|
|
NBM US Holdings, Inc. 6.625% 8/6/2029
|
4/1/2020-12/15/2025
|
$2,172
|
$2,245
|
—
%(x)
|
|
Talen Energy Supply, LLC 6.375% 5/1/2033
|
4/17/2026
|
810
|
798
|
—
(x)
|
|
Talen Energy Supply, LLC 6.125% 5/1/2031
|
4/17/2026
|
565
|
562
|
—
(x)
|
|
Total
|
|
$3,547
|
$3,605
|
0.00
%(x)
|
|
(a)
|
All or a portion of this security was on loan.
|
|
(b)
|
Value determined using significant unobservable inputs.
|
|
(c)
|
Amount less than one thousand.
|
|
(d)
|
Non-income producing.
|
|
(e)
|
Acquired in a transaction exempt from registration under Rule 144A or, for commercial
paper, Section 4(a)(2) of the Securities Act of 1933. May be resold in
the U.S. in transactions exempt from registration, normally to qualified institutional
buyers. The total value of all such securities was $3,038,544,000, which
represented 2.33% of the net assets of the fund.
|
|
(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)
|
All or a portion of this security was pledged as collateral. At period end, the total
value of securities pledged was $135,957,000, which represented 0.10%
of the net assets of the fund.
|
|
(h)
|
Index-linked bond whose principal amount moves with a government price index.
|
|
(i)
|
Principal payments may be made periodically. Therefore, the effective maturity date
may be earlier than the stated maturity date.
|
|
(j)
|
Represents securities transacted on a TBA basis.
|
|
(k)
|
Step bond; coupon rate may change at a later date.
|
|
(l)
|
Scheduled interest and/or principal payment was not received.
|
|
(m)
|
Payment in kind; the issuer has the option of paying additional securities in lieu
of cash. Payment methods and rates are as of the most recent payment when
available.
|
|
(n)
|
Restricted security, other than Rule 144A securities or commercial paper issued pursuant
to Section 4(a)(2) of the Securities Act of 1933.
|
|
(o)
|
Loan participations and assignments; may be subject to legal or contractual restrictions
on resale.
|
|
(p)
|
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.
|
|
(q)
|
Rate represents the seven-day yield at 7/31/2026.
|
|
(r)
|
Security purchased with cash collateral from securities on loan.
|
|
(s)
|
The maximum potential amount the fund may pay as a protection seller should a credit
event occur.
|
|
(t)
|
The prices and resulting values for credit default swap indices serve as an indicator
of the current status of the payment/performance risk. As the value of a
sell protection credit default swap increases or decreases, when compared to the notional
amount of the swap, the payment/performance risk may decrease
or increase, respectively.
|
|
(u)
|
Affiliated issuer during the reporting period but no longer an affiliate at 7/31/2026.
Refer to the investment portfolio for the security value at 7/31/2026.
|
|
(v)
|
Represents net activity.
|
|
(w)
|
Dividend income is included with securities lending income and is not shown in this
table.
|
|
(x)
|
Amount less than 0.01%.
|
|
Fixed-income class
|
Examples of standard inputs
|
|
All
|
Benchmark yields, transactions, bids, offers, quotations from dealers and
trading systems, new issues, spreads and other relationships observed in
the markets among comparable securities; and proprietary pricing
models such as yield measures calculated using factors such as cash flows,
financial or collateral performance and other reference data (collectively
referred to as “standard inputs”)
|
|
Corporate bonds, notes & loans; convertible securities
|
Standard inputs and underlying equity of the issuer
|
|
Bonds & notes of governments & government agencies
|
Standard inputs and interest rate volatilities
|
|
Mortgage-backed; asset-backed obligations
|
Standard inputs and cash flows, prepayment information, default rates,
delinquency and loss assumptions, collateral characteristics, credit
enhancements and specific deal information
|
|
Municipal securities
|
Standard inputs and, for certain distressed securities, cash flows or
liquidation values using a net present value calculation based on inputs
that include, but are not limited to, financial statements and debt contracts
|
|
|
Investment securities
|
|||
|
|
Level 1
|
Level 2
|
Level 3
|
Total
|
|
Assets:
|
|
|
|
|
|
Common stocks:
|
|
|
|
|
|
Financials
|
$20,021,308
|
$78,008
|
$—
*
|
$20,099,316
|
|
Information technology
|
9,501,357
|
4,456,157
|
—
|
13,957,514
|
|
Industrials
|
12,609,064
|
—
|
—
|
12,609,064
|
|
Health care
|
11,220,611
|
—
|
—
|
11,220,611
|
|
Consumer staples
|
11,019,437
|
—
|
—
|
11,019,437
|
|
Utilities
|
7,911,010
|
119,378
|
181
|
8,030,569
|
|
Consumer discretionary
|
6,856,254
|
25,173
|
—
|
6,881,427
|
|
Energy
|
6,510,396
|
—
|
—
|
6,510,396
|
|
Materials
|
4,139,712
|
—
|
—
|
4,139,712
|
|
Communication services
|
3,066,632
|
—
|
—
|
3,066,632
|
|
Real estate
|
2,632,847
|
—
|
—
|
2,632,847
|
|
Preferred securities
|
357,032
|
10,270
|
—
|
367,302
|
|
Convertible stocks
|
1,744,033
|
—
|
—
|
1,744,033
|
|
Convertible bonds & notes
|
—
|
2,154
|
—
|
2,154
|
|
Bonds, notes & other debt instruments:
|
|
|
|
|
|
U.S. Treasury bonds & notes
|
—
|
8,235,127
|
—
|
8,235,127
|
|
Mortgage-backed obligations
|
—
|
5,449,463
|
5,009
|
5,454,472
|
|
Corporate bonds and notes
|
—
|
5,043,306
|
—
|
5,043,306
|
|
Asset-backed obligations
|
—
|
757,489
|
846
|
758,335
|
|
Bonds & notes of governments & government agencies
outside the U.S.
|
—
|
298,976
|
—
|
298,976
|
|
Loans
|
—
|
224,325
|
6,630
|
230,955
|
|
Municipals
|
—
|
36,057
|
—
|
36,057
|
|
Investment funds
|
2,666,204
|
—
|
—
|
2,666,204
|
|
Short-term securities
|
6,446,014
|
—
|
—
|
6,446,014
|
|
Total
|
$106,701,911
|
$24,735,883
|
$12,666
|
$131,450,460
|
|
|
Other investments†
|
|||
|
|
Level 1
|
Level 2
|
Level 3
|
Total
|
|
Assets:
|
|
|
|
|
|
Unrealized appreciation on futures contracts
|
$157
|
$—
|
$—
|
$157
|
|
Unrealized appreciation on open forward currency contracts
|
—
|
1
|
—
|
1
|
|
Unrealized appreciation on centrally cleared interest rate swaps
|
—
|
29,362
|
—
|
29,362
|
|
Unrealized appreciation on bilateral interest rate swaps
|
—
|
298
|
—
|
298
|
|
Unrealized appreciation on centrally cleared credit default swaps
|
—
|
38
|
—
|
38
|
|
Liabilities:
|
|
|
|
|
|
Unrealized depreciation on futures contracts
|
(70,483
)
|
—
|
—
|
(70,483
)
|
|
Unrealized depreciation on open forward currency contracts
|
—
|
(2,108
)
|
—
|
(2,108
)
|
|
Unrealized depreciation on centrally cleared credit default swaps
|
—
|
(198
)
|
—
|
(198
)
|
|
Total
|
$(70,326
)
|
$27,393
|
$—
|
$(42,933
)
|
|
Key to abbreviation(s)
|
|
ADR = American Depositary Receipts
|
|
Assn. = Association
|
|
Auth. = Authority
|
|
BRL = Brazilian reais
|
|
BZDIOVER = Overnight Brazilian Interbank Deposit Rate
|
|
CAD = Canadian dollars
|
|
CLO = Collateralized Loan Obligations
|
|
CME = CME Group
|
|
EUR = Euros
|
|
EURIBOR = Euro Interbank Offered Rate
|
|
Fncg. = Financing
|
|
FSA = Financial Security Assurance insured
|
|
GBP = British pounds
|
|
|
|
GO = General Obligation
|
|
HKD = Hong Kong dollars
|
|
ICE = Intercontinental Exchange, Inc.
|
|
MXN = Mexican pesos
|
|
PIK = Payment In Kind
|
|
Ref. = Refunding
|
|
REIT = Real Estate Investment Trust
|
|
Rev. = Revenue
|
|
SOFR = Secured Overnight Financing Rate
|
|
TBA = To be announced
|
|
USD = U.S. dollars
|
|
UST = U.S. Treasury
|
|
ZAR = South African rand
|