# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035315-25-001044
**Filing Date:** 2025-10
**Character Count:** 2779980
**Document Hash:** 98bbfce47e10f1b333c3cc16117aee6b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035315-25-001044.hdr.sgml**: 20251023

**ACCESSION NUMBER**: 0000035315-25-001044

**CONFORMED SUBMISSION TYPE**: N-CSR

**PUBLIC DOCUMENT COUNT**: 87

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251023

**DATE AS OF CHANGE**: 20251023

**EFFECTIVENESS DATE**: 20251023

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** N-CSR
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 251412060

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity U.S. Bond Index Fund (Series ID: S000017676)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000100043 | Fidelity U.S. Bond Index Fund | FXNAX           |

### Fidelity Series Investment Grade Bond Fund (Series ID: S000023604)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000069436 | Fidelity Series Investment Grade Bond Fund | FSIGX           |

### Fidelity Corporate Bond Fund (Series ID: S000028761)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000088096 | Fidelity Corporate Bond Fund                  | FCBFX           |
| C000088097 | Fidelity Advisor Corporate Bond Fund: Class A | FCBAX           |
| C000088099 | Fidelity Advisor Corporate Bond Fund: Class C | FCCCX           |
| C000088100 | Fidelity Advisor Corporate Bond Fund: Class M | FCBTX           |
| C000088101 | Fidelity Advisor Corporate Bond Fund: Class I | FCBIX           |
| C000205023 | Fidelity Advisor Corporate Bond Fund: Class Z | FIKOX           |

### Fidelity Series Short-Term Credit Fund (Series ID: S000048583)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000153158 | Fidelity Series Short-Term Credit Fund | FYBTX           |

### Fidelity Series Government Money Market Fund (Series ID: S000053607)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000168450 | Fidelity Series Government Money Market Fund | FGNXX           |

### Fidelity Flex U.S. Bond Index Fund (Series ID: S000056354)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000177581 | Fidelity Flex U.S. Bond Index Fund | FIBUX           |

### Fidelity Series Bond Index Fund (Series ID: S000065215)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000211071 | Fidelity Series Bond Index Fund | FIFZX           |

?xml version='1.0' encoding='ASCII'? Prospectus - Investment Objective

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

**FORM N-CSR**

**CERTIFIED SHAREHOLDER REPORT OF REGISTERED**

**MANAGEMENT INVESTMENT COMPANIES**

Investment Company Act file number <u>811-02105</u>

<u>Fidelity Salem Street Trust</u>

(Exact name of registrant as specified in charter)

<u>245 Summer St., Boston, Massachusetts 02210</u>

(Address of principal executive offices) &nbsp;&nbsp;&nbsp;&nbsp; (Zip code)

Nicole Macarchuk, Secretary

245 Summer St.

<u>Boston, Massachusetts 02210</u>

(Name and address of agent for service)

Registrant's telephone number, including area code:

<u>617-563-7000</u>

---

| | |
|:---|:---|
| &nbsp;&nbsp;Date of fiscal year end: | &nbsp;&nbsp;August 31 |
| &nbsp;&nbsp;Date of reporting period: | &nbsp;&nbsp;August 31, 2025<br>|

---

This report on Form N-CSR relates solely to the Registrant's Fidelity Corporate Bond Fund, Fidelity Flex U.S. Bond Index Fund, Fidelity Series Bond Index Fund, Fidelity Series Government Money Market Fund, Fidelity Series Investment Grade Bond Fund, Fidelity Series Short-Term Credit Fund, and Fidelity U.S. Bond Index Fund (the "Funds").

Item 1.

<u>Reports to Stockholders</u>

---

| |
|:---|
| **ANNUAL SHAREHOLDER REPORT \|** AS OF AUGUST 31, 2025 |
| Fidelity® Series Government Money Market Fund<br> **Fidelity® Series Government Money Market Fund : FGNXX** <br>|

---

This annual shareholder report contains information about Fidelity® Series Government Money Market Fund for the period September 1, 2024 to August 31, 2025. You can find additional information about the Fund at **fundresearch.fidelity.com/prospectus/sec**. You can also request this information by contacting us at 1-800-544-8544.

**What were your Fund costs for the last year?**

(based on hypothetical $10,000 investment)

**FUND COST (PREVIOUS YEAR)**

---

| | | |
|:---|:---|:---|
|  | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment**  |
| Fidelity® Series Government Money Market Fund  | $0 A | 0.00%B |

---

A Amount represents less than $.50

B Amount represents less than 0.005%

**Key Fund Statistics**

(as of August 31, 2025)

---

| | |
|:---|:---|
| **KEY FACTS**<br>|  |
| Fund Size | $2577202995<br>|
| Number of Holdings | 465<br>|
| Total Advisory Fee | $0<br>|

---

**What did the Fund invest in?** (as of August 31, 2025)

---

| | |
|:---|:---|
| **EFFECTIVE MATURITY DIVERSIFICATION**<br> **(% of Fund's net assets)** | **EFFECTIVE MATURITY DIVERSIFICATION**<br> **(% of Fund's net assets)** |
| <br> Days | <br> Days |
| 1-7 | 69.4 |
| 8-30 | 7.9 |
| 31-60 | 6.8 |
| 61-90 | 5.8 |
| 91-180 | 7.0 |
| >180 | 6.8 |

---

Repurchase Agreements 47.4 <br> U.S. Government Agency - Debt 33.0 <br> U.S. Treasury Obligations 23.3

---

| |
|:---|
| **ASSET ALLOCATION (% of Fund's net assets)** |
| ![](img2815_20250831_AA.jpg) <br>|

---

---

| |
|:---|
| Repurchase Agreements - 47.4&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| U.S. Government Agency - Debt - 33.0&nbsp;&nbsp;&nbsp;&nbsp; |
| U.S. Treasury Obligations - 23.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| Net Other Assets (Liabilities) - (3.7)% |

---

---

| | | |
|:---|:---|:---|
| Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. |
| ![](img2815_20250831_1.jpg)<br>| ![](img113791_2.jpg) | For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit **fundresearch.fidelity.com/prospectus/sec**<br> 1.9913650.101 2815-TSRA-1025 <br>|

---

---

| |
|:---|
| **ANNUAL SHAREHOLDER REPORT \|** AS OF AUGUST 31, 2025 |
| Fidelity® Series Bond Index Fund<br> **Fidelity® Series Bond Index Fund : FIFZX** <br>|

---

This annual shareholder report contains information about Fidelity® Series Bond Index Fund for the period September 1, 2024 to August 31, 2025. You can find additional information about the Fund at **fundresearch.fidelity.com/prospectus/sec**. You can also request this information by contacting us at 1-800-544-8544.

**What were your Fund costs for the last year?**

(based on hypothetical $10,000 investment)

**FUND COST (PREVIOUS YEAR)**

---

| | | |
|:---|:---|:---|
|  | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment**  |
| Fidelity® Series Bond Index Fund  | $0 A | 0.00%B |

---

A Amount represents less than $.50

B Amount represents less than 0.005%

**What affected the Fund's performance this period?**

• U.S. taxable investment-grade bonds posted a solid advance for the 12 months ending August 31, 2025, navigating tariff-related uncertainty since late 2024 but buoyed by relatively stable consumer inflation, a resilient economy and the expectation of policy interest-rate cuts by the U.S. Federal Reserve in the second half of 2025.

• Against that backdrop, we constructed the portfolio using optimization. This approach minimizes the differences between risk exposures of the fund relative to the index. We attempt to hold all positions held by the index in the same relative proportions.

• Exposures include duration, key-rate durations and other factors,

**How did the Fund perform over the life of Fund?**

**CUMULATIVE PERFORMANCE**

April 26, 2019 through August 31, 2025.

Initial investment of $10,000.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Fidelity® Series Bond Index Fund<br>| $10000 | $10601<br>| $11282<br>| $11266<br>| $9962<br>| $9850<br>| $10563<br>|
| Bloomberg U.S. Aggregate Bond Index<br>| $10000 | $10596<br>| $11282<br>| $11272<br>| $9974<br>| $9855<br>| $10574<br>|
|  | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 |

---

![](img113794_1.jpg)

**AVERAGE ANNUAL TOTAL RETURNS:**

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Life of Fund** A |
| Fidelity® Series Bond Index Fund | 3.08% | -0.71% | 1.35% |
| Bloomberg U.S. Aggregate Bond Index | 3.14%<br>| -0.68%<br>| 1.37% |

---

**A** From April 26, 2019

---

| |
|:---|
| Visit **www.fidelity.com** for more recent performance information. <br>|
| *The Fund's past performance is not a good predictor of the Fund's future performance.* The graph and table do not reflect the deduction of taxes that a shareholder would pay on fund distributions or redemption of fund shares.<br>|

---

**Key Fund Statistics**

(as of August 31, 2025)

---

| | |
|:---|:---|
| **KEY FACTS**<br>|  |
| Fund Size | $30493563287<br>|
| Number of Holdings | 9480<br>|
| Total Advisory Fee | $0<br>|
| Portfolio Turnover | 55%<br>|

---

**What did the Fund invest in?** (as of August 31, 2025)

---

| | |
|:---|:---|
| U.S. Government and U.S. Government Agency Obligations | 71.1 |
| AAA | 2.2 |
| AA | 2.9 |
| A | 12.7 |
| BBB | 10.4 |
| BB | 0.5 |
| Not Rated | 0.5 |

---

---

| |
|:---|
| **QUALITY DIVERSIFICATION (% of Fund's net assets)** |
| ![](img3357_20250831_QD.jpg) <br>|

---

---

| |
|:---|
| &nbsp;&nbsp;U.S. Government and U.S. Government Agency Obligations - 71.1 |
| &nbsp;&nbsp;AAA - 2.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;AA - 2.9&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;A - 12.7&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;BBB - 10.4&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;BB - 0.5&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Not Rated - 0.5&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Short-Term Investments and Net Other Assets (Liabilities) - (0.3)%  |
| We have used ratings from Moody's Investors Service, Inc. Where Moody's® ratings are not available, we have used S&P® ratings. All ratings are as of the date indicated and do not reflect subsequent changes. |

---

---

| | |
|:---|:---|
| U.S. Treasury Obligations | 46.5 |
| Corporate Bonds | 26.1 |
| U.S. Government Agency - Mortgage Securities | 24.3 |
| Foreign Government and Government Agency Obligations | 1.2 |
| CMOs and Other Mortgage Related Securities | 1.2 |
| Municipal Securities | 0.3 |
| U.S. Government Agency Obligations | 0.3 |
| Asset-Backed Securities | 0.3 |
| Other Investments | 0.1 |

---

---

| |
|:---|
| **ASSET ALLOCATION (% of Fund's net assets)** |
| ![](img3357_20250831_AA.jpg) <br>|

---

---

| |
|:---|
| U.S. Treasury Obligations - 46.5&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| Corporate Bonds - 26.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| U.S. Government Agency - Mortgage Securities - 24.3 |
| Foreign Government and Government Agency Obligations - 1.2 |
| CMOs and Other Mortgage Related Securities - 1.2 |
| Municipal Securities - 0.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| U.S. Government Agency Obligations - 0.3 |
| Asset-Backed Securities - 0.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Other Investments - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Short-Term Investments and Net Other Assets (Liabilities) - (0.3)% |

---

---

| | |
|:---|:---|
| United States | 94.3 |
| Canada | 1.2 |
| United Kingdom | 1.1 |
| Japan | 0.6 |
| Multi-national | 0.6 |
| Mexico | 0.2 |
| Germany | 0.2 |
| Australia | 0.2 |
| Spain | 0.2 |
| Others | 1.4 |

---

---

| |
|:---|
| **GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)** |
| ![](img3357_20250831_GD.jpg) <br>|

---

---

| |
|:---|
| &nbsp;&nbsp;United States - 94.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Canada - 1.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;United Kingdom - 1.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Japan - 0.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Multi-national - 0.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Mexico - 0.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Germany - 0.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Australia - 0.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Spain - 0.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Others - 1.4&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |

---

---

| | |
|:---|:---|
| **TOP HOLDINGS**<br>**(% of Fund's net assets)**  |  |
| US Treasury Notes | 36.9<br>|
| US Treasury Bonds | 9.6<br>|
| Fannie Mae Mortgage pass-thru certificates | 9.4<br>|
| Freddie Mac Gold Pool | 7.9<br>|
| Ginnie Mae II Pool | 4.8<br>|
| Uniform Mortgage Backed Securities | 1.2<br>|
| JPMorgan Chase & Co | 0.8<br>|
| Ginnie Mae I Pool | 0.7<br>|
| Bank of America Corp | 0.7<br>|
| Freddie Mac Multifamily Structured pass-thru certificates | 0.7<br>|
|  | 72.7 |

---

---

| | | |
|:---|:---|:---|
| Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. |
| ![](img3357_20250831_2.jpg)<br>| ![](img113794_3.jpg) | For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit **fundresearch.fidelity.com/prospectus/sec**<br> 1.9913662.101 3357-TSRA-1025 <br>|

---

---

| | |
|:---|:---|
| **ANNUAL SHAREHOLDER REPORT \|** AS OF AUGUST 31, 2025 | &nbsp;&nbsp;&nbsp;&nbsp;This report describes changes to the Fund that occurred during the reporting period. |
| Fidelity Flex® U.S. Bond Index Fund<br> **Fidelity Flex® U.S. Bond Index Fund : FIBUX** <br>| &nbsp;&nbsp;&nbsp;&nbsp;This report describes changes to the Fund that occurred during the reporting period. |

---

This annual shareholder report contains information about Fidelity Flex® U.S. Bond Index Fund for the period September 1, 2024 to August 31, 2025. You can find additional information about the Fund at **fundresearch.fidelity.com/prospectus/sec**. You can also request this information by contacting us at 1-800-544-3455 or by sending an e-mail to fidfunddocuments@fidelity.com.

**What were your Fund costs for the last year?**

(based on hypothetical $10,000 investment)

**FUND COST (PREVIOUS YEAR)**

---

| | | |
|:---|:---|:---|
|  | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment**  |
| Fidelity Flex® U.S. Bond Index Fund  | $0 A | 0.00%B |

---

A Amount represents less than $.50

B Amount represents less than 0.005%

**What affected the Fund's performance this period?**

• U.S. taxable investment-grade bonds posted a solid advance for the 12 months ending August 31, 2025, navigating tariff-related uncertainty since late 2024 but buoyed by relatively stable consumer inflation, a resilient economy and the expectation of policy interest-rate cuts by the U.S. Federal Reserve in the second half of 2025.

• Against that backdrop, we constructed the portfolio using optimization. This approach minimizes the differences between risk exposures of the fund relative to the index. We attempt to hold all positions held by the index in the same relative proportions.

• Exposures include duration, key-rate durations and other factors.

**How did the Fund perform over the life of Fund?**

**CUMULATIVE PERFORMANCE**

March 9, 2017 through August 31, 2025.

Initial investment of $10,000.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Fidelity Flex® U.S. Bond Index Fund<br>| $10000 | $10399<br>| $10283<br>| $11340<br>| $12077<br>| $12042<br>| $10659<br>| $10528<br>| $11287<br>|
| Bloomberg U.S. Aggregate Bond Index<br>| $10000 | $10410<br>| $10300<br>| $11348<br>| $12083<br>| $12073<br>| $10682<br>| $10555<br>| $11325<br>|
|  | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 |

---

![](img113827_1.jpg)

**AVERAGE ANNUAL TOTAL RETURNS:**

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Life of Fund** A |
| Fidelity Flex® U.S. Bond Index Fund | 3.13% | -0.73% | 1.81% |
| Bloomberg U.S. Aggregate Bond Index | 3.14%<br>| -0.68%<br>| 1.85% |

---

**A** From March 9, 2017

---

| |
|:---|
| Visit **www.401k.com** for more recent performance information. <br>|
| *The Fund's past performance is not a good predictor of the Fund's future performance.* The graph and table do not reflect the deduction of taxes that a shareholder would pay on fund distributions or redemption of fund shares.<br>|

---

**Key Fund Statistics**

(as of August 31, 2025)

---

| | |
|:---|:---|
| **KEY FACTS**<br>|  |
| Fund Size | $3169427780<br>|
| Number of Holdings | 5139<br>|
| Total Advisory Fee | $0<br>|
| Portfolio Turnover | 68%<br>|

---

**What did the Fund invest in?** (as of August 31, 2025)

---

| | |
|:---|:---|
| U.S. Government and U.S. Government Agency Obligations | 70.9 |
| AAA | 2.5 |
| AA | 2.6 |
| A | 12.5 |
| BBB | 10.6 |
| BB | 0.6 |
| Not Rated | 0.3 |
| Short-Term Investments and Net Other Assets (Liabilities) | 0.0 |

---

---

| |
|:---|
| **QUALITY DIVERSIFICATION (% of Fund's net assets)** |
| ![](img2917_20250831_QD.jpg) <br>|

---

---

| |
|:---|
| &nbsp;&nbsp;U.S. Government and U.S. Government Agency Obligations - 70.9 |
| &nbsp;&nbsp;AAA - 2.5&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;AA - 2.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;A - 12.5&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;BBB - 10.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;BB - 0.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Not Rated - 0.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Short-Term Investments and Net Other Assets (Liabilities) - 0.0 |
| We have used ratings from Moody's Investors Service, Inc. Where Moody's® ratings are not available, we have used S&P® ratings. All ratings are as of the date indicated and do not reflect subsequent changes. |

---

---

| | |
|:---|:---|
| U.S. Treasury Obligations | 46.4 |
| Corporate Bonds | 26.2 |
| U.S. Government Agency - Mortgage Securities | 24.0 |
| Foreign Government and Government Agency Obligations | 1.2 |
| CMOs and Other Mortgage Related Securities | 1.0 |
| U.S. Government Agency Obligations | 0.5 |
| Municipal Securities | 0.3 |
| Asset-Backed Securities | 0.3 |
| Other Investments | 0.1 |
| Preferred Securities | 0.0 |
| Short-Term Investments and Net Other Assets (Liabilities) | 0.0 |

---

---

| |
|:---|
| **ASSET ALLOCATION (% of Fund's net assets)** |
| ![](img2917_20250831_AA.jpg) <br>|

---

---

| |
|:---|
| U.S. Treasury Obligations - 46.4&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| Corporate Bonds - 26.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| U.S. Government Agency - Mortgage Securities - 24.0 |
| Foreign Government and Government Agency Obligations - 1.2 |
| CMOs and Other Mortgage Related Securities - 1.0 |
| U.S. Government Agency Obligations - 0.5 |
| Municipal Securities - 0.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Asset-Backed Securities - 0.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Other Investments - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Preferred Securities - 0.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Short-Term Investments and Net Other Assets (Liabilities) - 0.0 |

---

---

| | |
|:---|:---|
| United States | 94.2 |
| United Kingdom | 1.0 |
| Canada | 1.0 |
| Multi-national | 0.7 |
| Japan | 0.6 |
| Mexico | 0.3 |
| Germany | 0.3 |
| Spain | 0.2 |
| Australia | 0.2 |
| Others | 1.5 |

---

---

| |
|:---|
| **GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)** |
| ![](img2917_20250831_GD.jpg) <br>|

---

---

| |
|:---|
| &nbsp;&nbsp;United States - 94.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;United Kingdom - 1.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Canada - 1.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Multi-national - 0.7&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Japan - 0.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Mexico - 0.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Germany - 0.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Spain - 0.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Australia - 0.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Others - 1.5&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |

---

---

| | |
|:---|:---|
| **TOP HOLDINGS**<br>**(% of Fund's net assets)**  |  |
| US Treasury Notes | 37.0<br>|
| Fannie Mae Mortgage pass-thru certificates | 9.9<br>|
| US Treasury Bonds | 9.4<br>|
| Freddie Mac Gold Pool | 6.7<br>|
| Ginnie Mae II Pool | 4.7<br>|
| Uniform Mortgage Backed Securities | 1.7<br>|
| Ginnie Mae I Pool | 0.8<br>|
| Bank of America Corp | 0.7<br>|
| JPMorgan Chase & Co | 0.7<br>|
| Freddie Mac Multifamily Structured pass-thru certificates | 0.6<br>|
|  | 72.2 |

---

**How has the Fund changed?**

This is a summary of certain changes to the Fund since September 1, 2024. For more complete information, you may review the Fund's next prospectus, which we expect to be available by October 30, 2025 at **fundresearch.fidelity.com/prospectus/sec** or upon request at 1-800-544-3455 or by sending an e-mail to fidfunddocuments@fidelity.com.

The fund's contractural proxy and shareholder meeting expense cap expired during the reporting period.

---

| | | |
|:---|:---|:---|
| Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. |
| ![](img2917_20250831_2.jpg)<br>| ![](img113827_3.jpg) | For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit **fundresearch.fidelity.com/prospectus/sec**<br> 1.9913651.101 2917-TSRA-1025 <br>|

---

---

| |
|:---|
| **ANNUAL SHAREHOLDER REPORT \|** AS OF AUGUST 31, 2025 |
| Fidelity® Series Investment Grade Bond Fund<br> **Fidelity® Series Investment Grade Bond Fund : FSIGX** <br>|

---

This annual shareholder report contains information about Fidelity® Series Investment Grade Bond Fund for the period September 1, 2024 to August 31, 2025. You can find additional information about the Fund at **fundresearch.fidelity.com/prospectus/sec**. You can also request this information by contacting us at 1-800-544-8544.

**What were your Fund costs for the last year?**

(based on hypothetical $10,000 investment)

**FUND COST (PREVIOUS YEAR)**

---

| | | |
|:---|:---|:---|
|  | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment**  |
| Fidelity® Series Investment Grade Bond Fund  | $0 A | 0.00%B |

---

A Amount represents less than $.50

B Amount represents less than 0.005%

**What affected the Fund's performance this period?**

• U.S. taxable investment-grade bonds posted a solid advance for the 12 months ending August 31, 2025, navigating tariff-related uncertainty since late 2024 but buoyed by relatively stable consumer inflation, a resilient economy and the expectation of policy interest-rate cuts by the U.S. Federal Reserve in the second half of 2025.

• Against this backdrop, security selection contributed to the fund's outperformance of the Bloomberg U.S. Aggregate Bond Index for the fiscal year.

• Specifically, fund holdings in the corporate segment made a notable contribution to relative performance, led by picks among financials, particularly REITs and banks.

• Overweight holdings and picks among asset-backed securities, particularly collateralized loan obligations, and commercial mortgage-backed securities each helped relative performance the past 12 months.

• The fund's underweights in mortgage-backed securities and U.S. Treasurys buoyed relative performance as well.

• The portfolio's yield-curve positioning also provided a boost to performance versus the benchmark.

• In contrast, the fund's underweight in the bonds of industrial firms within the corporate sector detracted versus the benchmark.

• The fund's modestly longer duration relative to the benchmark also hurt.

• Notable changes to the fund over the past 12 months included management's decision to gradually lower the fund's overall risk profile by reducing exposure to investment-grade corporate bonds and increasing the allocation to U.S. Treasurys.

**How did the Fund perform over the past 10 years?**

**CUMULATIVE PERFORMANCE**

August 31, 2015 through August 31, 2025.

Initial investment of $10,000.

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Fidelity® Series Investment Grade Bond Fund<br>| $10000 | $10687<br>| $10841<br>| $10793<br>| $11890<br>| $12860<br>| $13125<br>| $11667<br>| $11665<br>| $12632<br>| $13104<br>|
| Bloomberg U.S. Aggregate Bond Index<br>| $10000 | $10597<br>| $10649<br>| $10537<br>| $11609<br>| $12360<br>| $12350<br>| $10928<br>| $10797<br>| $11585<br>| $11949<br>|
|  | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 |

---

![](img113790_1.jpg)

**AVERAGE ANNUAL TOTAL RETURNS:**

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| Fidelity® Series Investment Grade Bond Fund | 3.74% | 0.38% | 2.74% |
| Bloomberg U.S. Aggregate Bond Index | 3.14%<br>| -0.68%<br>| 1.80% |

---

---

| |
|:---|
| Visit **www.fidelity.com** for more recent performance information. <br>|
| *The Fund's past performance is not a good predictor of the Fund's future performance.* The graph and table do not reflect the deduction of taxes that a shareholder would pay on fund distributions or redemption of fund shares.<br>|

---

**Key Fund Statistics**

(as of August 31, 2025)

---

| | |
|:---|:---|
| **KEY FACTS**<br>|  |
| Fund Size | $37233906749<br>|
| Number of Holdings | 4878<br>|
| Total Advisory Fee | $0<br>|
| Portfolio Turnover | 203%<br>|

---

**What did the Fund invest in?** (as of August 31, 2025)

---

| | |
|:---|:---|
| U.S. Government and U.S. Government Agency Obligations | 65.5 |
| AAA | 7.7 |
| AA | 0.6 |
| A | 6.5 |
| BBB | 14.1 |
| BB | 1.8 |
| B | 1.0 |
| CCC,CC,C | 0.1 |
| Not Rated | 5.1 |

---

---

| |
|:---|
| **QUALITY DIVERSIFICATION (% of Fund's net assets)** |
| ![](img2114_20250831_QD.jpg) <br>|

---

---

| |
|:---|
| &nbsp;&nbsp;U.S. Government and U.S. Government Agency Obligations - 65.5 |
| &nbsp;&nbsp;AAA - 7.7&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;AA - 0.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;A - 6.5&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;BBB - 14.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;BB - 1.8&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;B - 1.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;CCC,CC,C - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Not Rated - 5.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Short-Term Investments and Net Other Assets (Liabilities) - (2.4)%  |
| We have used ratings from Moody's Investors Service, Inc. Where Moody's® ratings are not available, we have used S&P® ratings. All ratings are as of the date indicated and do not reflect subsequent changes. |

---

---

| | |
|:---|:---|
| U.S. Treasury Obligations | 43.8 |
| U.S. Government Agency - Mortgage Securities | 21.7 |
| Corporate Bonds | 21.1 |
| Asset-Backed Securities | 8.7 |
| CMOs and Other Mortgage Related Securities | 6.7 |
| Other Investments | 0.2 |
| Options | 0.1 |
| Foreign Government and Government Agency Obligations | 0.1 |
| Preferred Securities | 0.0 |

---

---

| |
|:---|
| **ASSET ALLOCATION (% of Fund's net assets)** |
| ![](img2114_20250831_AA.jpg) <br>|

---

---

| |
|:---|
| U.S. Treasury Obligations - 43.8&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| U.S. Government Agency - Mortgage Securities - 21.7 |
| Corporate Bonds - 21.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Asset-Backed Securities - 8.7&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| CMOs and Other Mortgage Related Securities - 6.7 |
| Other Investments - 0.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Options - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Foreign Government and Government Agency Obligations - 0.1 |
| Preferred Securities - 0.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Short-Term Investments and Net Other Assets (Liabilities) - (2.4)% |

---

---

| | |
|:---|:---|
| United States | 89.6 |
| Grand Cayman (UK Overseas Ter) | 5.3 |
| United Kingdom | 1.0 |
| Mexico | 0.9 |
| Ireland | 0.7 |
| Bailiwick Of Jersey | 0.4 |
| Switzerland | 0.4 |
| France | 0.4 |
| Germany | 0.3 |
| Others | 1.0 |

---

---

| |
|:---|
| **GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)** |
| ![](img2114_20250831_GD.jpg) <br>|

---

---

| |
|:---|
| &nbsp;&nbsp;United States - 89.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Grand Cayman (UK Overseas Ter) - 5.3&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;United Kingdom - 1.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Mexico - 0.9&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Ireland - 0.7&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Bailiwick Of Jersey - 0.4&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Switzerland - 0.4&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;France - 0.4&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Germany - 0.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Others - 1.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |

---

---

| | |
|:---|:---|
| **TOP HOLDINGS**<br>**(% of Fund's net assets)**  |  |
| US Treasury Notes | 33.7<br>|
| US Treasury Bonds | 10.1<br>|
| Fannie Mae Mortgage pass-thru certificates | 7.9<br>|
| Ginnie Mae II Pool | 5.3<br>|
| Freddie Mac Gold Pool | 4.7<br>|
| Uniform Mortgage Backed Securities | 2.6<br>|
| JPMorgan Chase & Co | 1.0<br>|
| Petroleos Mexicanos | 0.9<br>|
| Ginnie Mae I Pool | 0.8<br>|
| Wells Fargo & Co | 0.8<br>|
|  | 67.8 |

---

---

| | | |
|:---|:---|:---|
| Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. |
| ![](img2114_20250831_2.jpg)<br>| ![](img113790_3.jpg) | For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit **fundresearch.fidelity.com/prospectus/sec**<br> 1.9913635.101 2114-TSRA-1025 <br>|

---

---

| |
|:---|
| **ANNUAL SHAREHOLDER REPORT \|** AS OF AUGUST 31, 2025 |
| Fidelity® U.S. Bond Index Fund<br> **Fidelity® U.S. Bond Index Fund : FXNAX** <br>|

---

This annual shareholder report contains information about Fidelity® U.S. Bond Index Fund for the period September 1, 2024 to August 31, 2025. You can find additional information about the Fund at **fundresearch.fidelity.com/prospectus/sec**. You can also request this information by contacting us at 1-800-544-8544 or by sending an e-mail to fidfunddocuments@fidelity.com.

**What were your Fund costs for the last year?**

(based on hypothetical $10,000 investment)

**FUND COST (PREVIOUS YEAR)**

---

| | | |
|:---|:---|:---|
|  | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment**  |
| Fidelity® U.S. Bond Index Fund  | $3  | 0.03% |

---

**What affected the Fund's performance this period?**

• U.S. taxable investment-grade bonds posted a solid advance for the 12 months ending August 31, 2025, navigating tariff-related uncertainty since late 2024 but buoyed by relatively stable consumer inflation, a resilient economy and the expectation of policy interest-rate cuts by the U.S. Federal Reserve in the second half of 2025.

• Against that backdrop, we constructed the portfolio using optimization. This approach minimizes the differences between risk exposures of the fund relative to the index. We attempt to hold all positions held by the index in the same relative proportions.

• Exposures include duration, key-rate durations and other factors.

**How did the Fund perform over the past 10 years?**

**CUMULATIVE PERFORMANCE**

August 31, 2015 through August 31, 2025.

Initial investment of $10,000.

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Fidelity® U.S. Bond Index Fund<br>| $10000 | $10598<br>| $10639<br>| $10509<br>| $11594<br>| $12346<br>| $12324<br>| $10904<br>| $10777<br>| $11554<br>| $11913<br>|
| Bloomberg U.S. Aggregate Bond Index<br>| $10000 | $10597<br>| $10649<br>| $10537<br>| $11609<br>| $12360<br>| $12350<br>| $10928<br>| $10797<br>| $11585<br>| $11949<br>|
|  | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 |

---

![](img113747_1.jpg)

**AVERAGE ANNUAL TOTAL RETURNS:**

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| Fidelity® U.S. Bond Index Fund | 3.11% | -0.71% | 1.77% |
| Bloomberg U.S. Aggregate Bond Index | 3.14%<br>| -0.68%<br>| 1.80% |

---

---

| |
|:---|
| Visit **www.fidelity.com** for more recent performance information. <br>|
| *The Fund's past performance is not a good predictor of the Fund's future performance.* The graph and table do not reflect the deduction of taxes that a shareholder would pay on fund distributions or redemption of fund shares.<br>|

---

**Key Fund Statistics**

(as of August 31, 2025)

---

| | |
|:---|:---|
| **KEY FACTS**<br>|  |
| Fund Size | $66160308255<br>|
| Number of Holdings | 10138<br>|
| Total Advisory Fee | $15319318<br>|
| Portfolio Turnover | 45%<br>|

---

**What did the Fund invest in?** (as of August 31, 2025)

---

| | |
|:---|:---|
| U.S. Government and U.S. Government Agency Obligations | 71.5 |
| AAA | 1.9 |
| AA | 2.4 |
| A | 12.6 |
| BBB | 10.6 |
| BB | 0.3 |
| Not Rated | 0.8 |

---

---

| |
|:---|
| **QUALITY DIVERSIFICATION (% of Fund's net assets)** |
| ![](img651_20250831_QD.jpg) <br>|

---

---

| |
|:---|
| &nbsp;&nbsp;U.S. Government and U.S. Government Agency Obligations - 71.5 |
| &nbsp;&nbsp;AAA - 1.9&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;AA - 2.4&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;A - 12.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;BBB - 10.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;BB - 0.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Not Rated - 0.8&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Short-Term Investments and Net Other Assets (Liabilities) - (0.1)%  |
| We have used ratings from Moody's Investors Service, Inc. Where Moody's® ratings are not available, we have used S&P® ratings. All ratings are as of the date indicated and do not reflect subsequent changes. |

---

---

| | |
|:---|:---|
| U.S. Treasury Obligations | 46.8 |
| Corporate Bonds | 25.3 |
| U.S. Government Agency - Mortgage Securities | 24.5 |
| CMOs and Other Mortgage Related Securities | 1.3 |
| Foreign Government and Government Agency Obligations | 1.2 |
| Municipal Securities | 0.4 |
| Asset-Backed Securities | 0.3 |
| U.S. Government Agency Obligations | 0.2 |
| Other Investments | 0.1 |

---

---

| |
|:---|
| **ASSET ALLOCATION (% of Fund's net assets)** |
| ![](img651_20250831_AA.jpg) <br>|

---

---

| |
|:---|
| U.S. Treasury Obligations - 46.8&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| Corporate Bonds - 25.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| U.S. Government Agency - Mortgage Securities - 24.5 |
| CMOs and Other Mortgage Related Securities - 1.3 |
| Foreign Government and Government Agency Obligations - 1.2 |
| Municipal Securities - 0.4&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Asset-Backed Securities - 0.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| U.S. Government Agency Obligations - 0.2 |
| Other Investments - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Short-Term Investments and Net Other Assets (Liabilities) - (0.1)% |

---

---

| | |
|:---|:---|
| United States | 94.7 |
| United Kingdom | 1.0 |
| Canada | 1.0 |
| Japan | 0.6 |
| Multi-national | 0.4 |
| Mexico | 0.2 |
| Australia | 0.2 |
| Germany | 0.2 |
| Belgium | 0.2 |
| Others | 1.5 |

---

---

| |
|:---|
| **GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)** |
| ![](img651_20250831_GD.jpg) <br>|

---

---

| |
|:---|
| &nbsp;&nbsp;United States - 94.7&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;United Kingdom - 1.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Canada - 1.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Japan - 0.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Multi-national - 0.4&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Mexico - 0.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Australia - 0.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Germany - 0.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Belgium - 0.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Others - 1.5&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |

---

---

| | |
|:---|:---|
| **TOP HOLDINGS**<br>**(% of Fund's net assets)**  |  |
| US Treasury Notes | 38.0<br>|
| Fannie Mae Mortgage pass-thru certificates | 10.0<br>|
| US Treasury Bonds | 8.8<br>|
| Freddie Mac Gold Pool | 8.0<br>|
| Ginnie Mae II Pool | 4.7<br>|
| Ginnie Mae I Pool | 0.9<br>|
| Uniform Mortgage Backed Securities | 0.9<br>|
| Freddie Mac Multifamily Structured pass-thru certificates | 0.8<br>|
| Bank of America Corp | 0.8<br>|
| JPMorgan Chase & Co | 0.7<br>|
|  | 73.6 |

---

---

| | | |
|:---|:---|:---|
| Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. |
| ![](img651_20250831_2.jpg)<br>| ![](img113747_3.jpg) | For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit **fundresearch.fidelity.com/prospectus/sec**<br> 1.9913626.101 2326-TSRA-1025 <br>|

---

---

| |
|:---|
| **ANNUAL SHAREHOLDER REPORT \|** AS OF AUGUST 31, 2025 |
| Fidelity® Series Short-Term Credit Fund<br> **Fidelity® Series Short-Term Credit Fund : FYBTX** <br>|

---

This annual shareholder report contains information about Fidelity® Series Short-Term Credit Fund for the period September 1, 2024 to August 31, 2025. You can find additional information about the Fund at **fundresearch.fidelity.com/prospectus/sec**. You can also request this information by contacting us at 1-800-544-8544.

**What were your Fund costs for the last year?**

(based on hypothetical $10,000 investment)

**FUND COST (PREVIOUS YEAR)**

---

| | | |
|:---|:---|:---|
|  | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment**  |
| Fidelity® Series Short-Term Credit Fund  | $0 A | 0.00%B |

---

A Amount represents less than $.50

B Amount represents less than 0.005%

**What affected the Fund's performance this period?**

• U.S. taxable investment-grade bonds posted a solid advance for the 12 months ending August 31, 2025, navigating tariff-related uncertainty since late 2024 but buoyed by relatively stable consumer inflation, a resilient economy and the expectation of policy interest-rate cuts by the U.S. Federal Reserve in the second half of 2025.

• Against this backdrop, the co-managers' security selection among corporate bonds contributed to performance versus the benchmark for the fiscal year. Within corporates, debt holdings among financial institutions, especially banks, and industrial firms, particularly in the consumer cyclical and consumer non-cyclical segments, added notable value.

• The fund's non-benchmark exposure to asset-backed securities, including car loan debt and collateralized loan obligations, also meaningfully contributed.

• In contrast, the fund's yield-curve positioning detracted from relative performance.

• Non-benchmark holdings among commercial mortgage-backed securities also hurt.

• At period end, corporate credit made up roughly 73% of fund assets, up from 71% a year ago but underweight versus the benchmark average of 84%. Exposure to ABS stood at roughly 15% as of August 31, while CMBS stood at about 4% and U.S. Treasurys approximately 6% of the portfolio at the close of the fiscal year.

**How did the Fund perform over the past 10 years?**

**CUMULATIVE PERFORMANCE**

August 31, 2015 through August 31, 2025.

Initial investment of $10,000.

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Fidelity® Series Short-Term Credit Fund<br>| $10000 | $10198<br>| $10319<br>| $10404<br>| $10926<br>| $11401<br>| $11510<br>| $11081<br>| $11417<br>| $12262<br>| $12906<br>|
| Bloomberg U.S. Credit 1-3 Years Bond Index<br>| $10000 | $10238<br>| $10401<br>| $10463<br>| $10995<br>| $11436<br>| $11544<br>| $11098<br>| $11344<br>| $12143<br>| $12777<br>|
| Bloomberg U.S. Aggregate Bond Index<br>| $10000 | $10597<br>| $10649<br>| $10537<br>| $11609<br>| $12360<br>| $12350<br>| $10928<br>| $10797<br>| $11585<br>| $11949<br>|
|  | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 |

---

![](img113788_1.jpg)

**AVERAGE ANNUAL TOTAL RETURNS:**

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| Fidelity® Series Short-Term Credit Fund | 5.26% | 2.51% | 2.58% |
| Bloomberg U.S. Credit 1-3 Years Bond Index | 5.22%<br>| 2.24%<br>| 2.48% |
| Bloomberg U.S. Aggregate Bond Index | 3.14%<br>| -0.68%<br>| 1.80% |

---

---

| |
|:---|
| Visit **www.fidelity.com** for more recent performance information. <br>|
| *The Fund's past performance is not a good predictor of the Fund's future performance.* The graph and table do not reflect the deduction of taxes that a shareholder would pay on fund distributions or redemption of fund shares.<br>|

---

**Key Fund Statistics**

(as of August 31, 2025)

---

| | |
|:---|:---|
| **KEY FACTS**<br>|  |
| Fund Size | $429099093<br>|
| Number of Holdings | 445<br>|
| Total Advisory Fee | $0<br>|
| Portfolio Turnover | 67%<br>|

---

**What did the Fund invest in?** (as of August 31, 2025)

---

| | |
|:---|:---|
| U.S. Government and U.S. Government Agency Obligations | 7.5 |
| AAA | 14.2 |
| AA | 0.8 |
| A | 28.9 |
| BBB | 41.9 |
| BB | 2.1 |
| Not Rated | 3.6 |
| Short-Term Investments and Net Other Assets (Liabilities) | 1.0 |

---

---

| |
|:---|
| **QUALITY DIVERSIFICATION (% of Fund's net assets)** |
| ![](img2743_20250831_QD.jpg) <br>|

---

---

| |
|:---|
| &nbsp;&nbsp;U.S. Government and U.S. Government Agency Obligations - 7.5 |
| &nbsp;&nbsp;AAA - 14.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;AA - 0.8&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;A - 28.9&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;BBB - 41.9&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;BB - 2.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Not Rated - 3.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Short-Term Investments and Net Other Assets (Liabilities) - 1.0 |
| We have used ratings from Moody's Investors Service, Inc. Where Moody's® ratings are not available, we have used S&P® ratings. All ratings are as of the date indicated and do not reflect subsequent changes. |

---

---

| | |
|:---|:---|
| Corporate Bonds | 72.1 |
| Asset-Backed Securities | 15.3 |
| U.S. Treasury Obligations | 6.7 |
| CMOs and Other Mortgage Related Securities | 3.9 |
| U.S. Government Agency - Mortgage Securities | 0.8 |
| Other Investments | 0.2 |
| Short-Term Investments and Net Other Assets (Liabilities) | 1.0 |

---

---

| |
|:---|
| **ASSET ALLOCATION (% of Fund's net assets)** |
| ![](img2743_20250831_AA.jpg) <br>|

---

---

| |
|:---|
| Corporate Bonds - 72.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Asset-Backed Securities - 15.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| U.S. Treasury Obligations - 6.7&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| CMOs and Other Mortgage Related Securities - 3.9 |
| U.S. Government Agency - Mortgage Securities - 0.8 |
| Other Investments - 0.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Short-Term Investments and Net Other Assets (Liabilities) - 1.0 |

---

---

| | |
|:---|:---|
| United States | 74.7 |
| United Kingdom | 6.2 |
| Germany | 4.3 |
| Grand Cayman (UK Overseas Ter) | 4.2 |
| Canada | 2.0 |
| Ireland | 1.9 |
| Japan | 1.3 |
| Netherlands | 1.1 |
| France | 0.9 |
| Others | 3.4 |

---

---

| |
|:---|
| **GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)** |
| ![](img2743_20250831_GD.jpg) <br>|

---

---

| |
|:---|
| &nbsp;&nbsp;United States - 74.7&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;United Kingdom - 6.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Germany - 4.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Grand Cayman (UK Overseas Ter) - 4.2&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Canada - 2.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Ireland - 1.9&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Japan - 1.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Netherlands - 1.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;France - 0.9&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Others - 3.4&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |

---

---

| | |
|:---|:---|
| **TOP HOLDINGS**<br>**(% of Fund's net assets)**  |  |
| US Treasury Notes | 6.7<br>|
| Bank of America Corp | 3.4<br>|
| General Motors Financial Co Inc | 2.3<br>|
| JPMorgan Chase & Co | 2.2<br>|
| Wells Fargo & Co | 2.2<br>|
| Morgan Stanley | 2.1<br>|
| Citigroup Inc | 2.0<br>|
| Goldman Sachs Group Inc/The | 1.7<br>|
| Ford Motor Credit Co LLC | 1.5<br>|
| HSBC Holdings PLC | 1.5<br>|
|  | 25.6 |

---

---

| | | |
|:---|:---|:---|
| Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. |
| ![](img2743_20250831_2.jpg)<br>| ![](img113788_3.jpg) | For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit **fundresearch.fidelity.com/prospectus/sec**<br> 1.9913649.101 2743-TSRA-1025 <br>|

---

---

| |
|:---|
| **ANNUAL SHAREHOLDER REPORT \|** AS OF AUGUST 31, 2025 |
| Fidelity® Corporate Bond Fund<br> **Fidelity Advisor® Corporate Bond Fund Class M : FCBTX** <br>|

---

This annual shareholder report contains information about Fidelity® Corporate Bond Fund for the period September 1, 2024 to August 31, 2025. You can find additional information about the Fund at **fundresearch.fidelity.com/prospectus/sec**. You can also request this information by contacting us at 1-877-208-0098 or by sending an e-mail to fidfunddocuments@fidelity.com.

**What were your Fund costs for the last year?**

(based on hypothetical $10,000 investment)

**FUND COST (PREVIOUS YEAR)**

---

| | | |
|:---|:---|:---|
|  | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment**  |
| Class M  | $82  | 0.80% |

---

**What affected the Fund's performance this period?**

• U.S. taxable investment-grade bonds posted a solid advance for the 12 months ending August 31, 2025, navigating tariff-related uncertainty since late 2024 but buoyed by relatively stable consumer inflation, a resilient economy and the expectation of policy interest-rate cuts by the U.S. Federal Reserve in the second half of 2025.

• Against this backdrop, security selection contributed to the fund's performance versus the benchmark Bloomberg U.S. Credit Bond Index for the fiscal year, whereas sector positioning detracted.

• Bond picks among companies in the industrials sector helped most, led by issuers in the communications, consumer non-cyclicals and capital goods industries.

• Within communications, notable contributors included Warner Bros. Discovery and Charter Communications. In consumer non-cyclicals, pharmaceutical company Bayer was a standout, while Boeing drove the contribution in capital goods.

• Picks among financial issuers also notably aided relative performance. Here, bonds from banks, real estate investment trusts and insurance companies helped most.

• Outside of corporate credit, an allocation to U.S. Treasurys and cash - held for liquidity and risk-management purposes - meaningfully detracted from the fund's relative result. This negative was somewhat offset by steering clear of other government-related categories, as these bonds lagged credit in an improving market environment.

• The fund's yield curve strategy of concentrating the portfolio's holdings in the five- to seven-year portion of the curve had a neutral impact on relative performance.

• During the period, the fund's managers continued to emphasize issuers rated BBB, as they believe there is opportunity for alpha potential over time resulting from improving credit quality. They modestly added bonds rated A, in response to tight spreads and uncertainty.

• Noteworthy positioning changes included reducing exposure to non-bank financials (e.g., finance companies) and redeploying the capital into industrials and utilities.

**How did the Fund perform over the past 10 years?**

**CUMULATIVE PERFORMANCE**

August 31, 2015 through August 31, 2025.

Initial investment of $10,000 and the current sales charge was paid.

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Class M<br>| $9600 | $10433<br>| $10678<br>| $10566<br>| $11901<br>| $12820<br>| $13104<br>| $11027<br>| $11098<br>| $12151<br>| $12590<br>|
| Bloomberg U.S. Credit Bond Index<br>| $10000 | $10914<br>| $11122<br>| $11012<br>| $12443<br>| $13326<br>| $13627<br>| $11661<br>| $11759<br>| $12816<br>| $13318<br>|
| Bloomberg U.S. Aggregate Bond Index<br>| $10000 | $10597<br>| $10649<br>| $10537<br>| $11609<br>| $12360<br>| $12350<br>| $10928<br>| $10797<br>| $11585<br>| $11949<br>|
|  | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 |

---

![](img113838_1.jpg)

**AVERAGE ANNUAL TOTAL RETURNS:**

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| Class M (incl. 4.00% sales charge)  | -0.53% | -1.17%<br>| 2.33% |
| Class M (without 4.00% sales charge) | 3.61% | -0.36% | 2.75% |
| Bloomberg U.S. Credit Bond Index | 3.92%<br>| -0.01%<br>| 2.91% |
| Bloomberg U.S. Aggregate Bond Index | 3.14%<br>| -0.68%<br>| 1.80% |

---

---

| |
|:---|
| Visit **institutional.fidelity.com** for more recent performance information. <br>|
| *The Fund's past performance is not a good predictor of the Fund's future performance.* The graph and table do not reflect the deduction of taxes that a shareholder would pay on fund distributions or redemption of fund shares.<br>|

---

**Key Fund Statistics**

(as of August 31, 2025)

---

| | |
|:---|:---|
| **KEY FACTS**<br>|  |
| Fund Size | $2081012659<br>|
| Number of Holdings | 600<br>|
| Total Advisory Fee | $7046841<br>|
| Portfolio Turnover | 43%<br>|

---

**What did the Fund invest in?** (as of August 31, 2025)

---

| | |
|:---|:---|
| U.S. Government and U.S. Government Agency Obligations | 9.2 |
| AAA | 0.1 |
| AA | 0.0 |
| A | 23.1 |
| BBB | 57.0 |
| BB | 4.9 |
| B | 1.3 |
| Not Rated | 0.1 |
| Short-Term Investments and Net Other Assets (Liabilities) | 4.3 |

---

---

| |
|:---|
| **QUALITY DIVERSIFICATION (% of Fund's net assets)** |
| ![](img2208_20250831_QD.jpg) <br>|

---

---

| |
|:---|
| &nbsp;&nbsp;U.S. Government and U.S. Government Agency Obligations - 9.2 |
| &nbsp;&nbsp;AAA - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;AA - 0.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;A - 23.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;BBB - 57.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;BB - 4.9&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;B - 1.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Not Rated - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Short-Term Investments and Net Other Assets (Liabilities) - 4.3 |
| We have used ratings from Moody's Investors Service, Inc. Where Moody's® ratings are not available, we have used S&P® ratings. All ratings are as of the date indicated and do not reflect subsequent changes. |

---

---

| | |
|:---|:---|
| Corporate Bonds | 85.3 |
| U.S. Treasury Obligations | 9.2 |
| Asset-Backed Securities | 0.6 |
| Preferred Securities | 0.3 |
| Foreign Government and Government Agency Obligations | 0.1 |
| CMOs and Other Mortgage Related Securities | 0.1 |
| Other Investments | 0.1 |
| Municipal Securities | 0.0 |
| Short-Term Investments and Net Other Assets (Liabilities) | 4.3 |

---

---

| |
|:---|
| **ASSET ALLOCATION (% of Fund's net assets)** |
| ![](img2208_20250831_AA.jpg) <br>|

---

---

| |
|:---|
| Corporate Bonds - 85.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| U.S. Treasury Obligations - 9.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Asset-Backed Securities - 0.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Preferred Securities - 0.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Foreign Government and Government Agency Obligations - 0.1 |
| CMOs and Other Mortgage Related Securities - 0.1 |
| Other Investments - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Municipal Securities - 0.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Short-Term Investments and Net Other Assets (Liabilities) - 4.3 |

---

---

| | |
|:---|:---|
| United States | 80.5 |
| Canada | 3.5 |
| United Kingdom | 3.3 |
| Ireland | 2.6 |
| Germany | 2.0 |
| Japan | 1.3 |
| Switzerland | 1.1 |
| Netherlands | 1.0 |
| France | 0.9 |
| Others | 3.8 |

---

---

| |
|:---|
| **GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)** |
| ![](img2208_20250831_GD.jpg) <br>|

---

---

| |
|:---|
| &nbsp;&nbsp;United States - 80.5&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Canada - 3.5&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;United Kingdom - 3.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Ireland - 2.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Germany - 2.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Japan - 1.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Switzerland - 1.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Netherlands - 1.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;France - 0.9&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Others - 3.8&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |

---

---

| | |
|:---|:---|
| **TOP HOLDINGS**<br>**(% of Fund's net assets)**  |  |
| US Treasury Bonds | 9.2<br>|
| JPMorgan Chase & Co | 2.6<br>|
| Bank of America Corp | 2.3<br>|
| Morgan Stanley | 1.8<br>|
| Boeing Co | 1.7<br>|
| Broadcom Inc | 1.6<br>|
| Wells Fargo & Co | 1.5<br>|
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 1.3<br>|
| PNC Financial Services Group Inc/The | 1.1<br>|
| Duke Energy Corp | 1.1<br>|
|  | 24.2 |

---

---

| | | |
|:---|:---|:---|
| Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. |
| ![](img2208_20250831_2.jpg)<br>| ![](img113838_3.jpg) | For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit **fundresearch.fidelity.com/prospectus/sec**<br> 1.9913639.101 2218-TSRA-1025 <br>|

---

---

| |
|:---|
| **ANNUAL SHAREHOLDER REPORT \|** AS OF AUGUST 31, 2025 |
| Fidelity® Corporate Bond Fund<br> **Fidelity® Corporate Bond Fund : FCBFX** <br>|

---

This annual shareholder report contains information about Fidelity® Corporate Bond Fund for the period September 1, 2024 to August 31, 2025. You can find additional information about the Fund at **fundresearch.fidelity.com/prospectus/sec**. You can also request this information by contacting us at 1-800-544-8544 or by sending an e-mail to fidfunddocuments@fidelity.com.

**What were your Fund costs for the last year?**

(based on hypothetical $10,000 investment)

**FUND COST (PREVIOUS YEAR)**

---

| | | |
|:---|:---|:---|
|  | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment**  |
| Fidelity® Corporate Bond Fund  | $46  | 0.45% |

---

**What affected the Fund's performance this period?**

• U.S. taxable investment-grade bonds posted a solid advance for the 12 months ending August 31, 2025, navigating tariff-related uncertainty since late 2024 but buoyed by relatively stable consumer inflation, a resilient economy and the expectation of policy interest-rate cuts by the U.S. Federal Reserve in the second half of 2025.

• Against this backdrop, security selection contributed to the fund's performance versus the benchmark Bloomberg U.S. Credit Bond Index for the fiscal year, whereas sector positioning detracted.

• Bond picks among companies in the industrials sector helped most, led by issuers in the communications, consumer non-cyclicals and capital goods industries.

• Within communications, notable contributors included Warner Bros. Discovery and Charter Communications. In consumer non-cyclicals, pharmaceutical company Bayer was a standout, while Boeing drove the contribution in capital goods.

• Picks among financial issuers also notably aided relative performance. Here, bonds from banks, real estate investment trusts and insurance companies helped most.

• Outside of corporate credit, an allocation to U.S. Treasurys and cash - held for liquidity and risk-management purposes - meaningfully detracted from the fund's relative result. This negative was somewhat offset by steering clear of other government-related categories, as these bonds lagged credit in an improving market environment.

• The fund's yield curve strategy of concentrating the portfolio's holdings in the five- to seven-year portion of the curve had a neutral impact on relative performance.

• During the period, the fund's managers continued to emphasize issuers rated BBB, as they believe there is opportunity for alpha potential over time resulting from improving credit quality. They modestly added bonds rated A, in response to tight spreads and uncertainty.

• Noteworthy positioning changes included reducing exposure to non-bank financials (e.g., finance companies) and redeploying the capital into industrials and utilities.

**How did the Fund perform over the past 10 years?**

**CUMULATIVE PERFORMANCE**

August 31, 2015 through August 31, 2025.

Initial investment of $10,000.

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Fidelity® Corporate Bond Fund<br>| $10000 | $10914<br>| $11216<br>| $11145<br>| $12606<br>| $13629<br>| $13978<br>| $11806<br>| $11928<br>| $13108<br>| $13629<br>|
| Bloomberg U.S. Credit Bond Index<br>| $10000 | $10914<br>| $11122<br>| $11012<br>| $12443<br>| $13326<br>| $13627<br>| $11661<br>| $11759<br>| $12816<br>| $13318<br>|
| Bloomberg U.S. Aggregate Bond Index<br>| $10000 | $10597<br>| $10649<br>| $10537<br>| $11609<br>| $12360<br>| $12350<br>| $10928<br>| $10797<br>| $11585<br>| $11949<br>|
|  | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 |

---

![](img113836_1.jpg)

**AVERAGE ANNUAL TOTAL RETURNS:**

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| Fidelity® Corporate Bond Fund | 3.97% | 0.00% | 3.14% |
| Bloomberg U.S. Credit Bond Index | 3.92%<br>| -0.01%<br>| 2.91% |
| Bloomberg U.S. Aggregate Bond Index | 3.14%<br>| -0.68%<br>| 1.80% |

---

---

| |
|:---|
| Visit **www.fidelity.com** for more recent performance information. <br>|
| *The Fund's past performance is not a good predictor of the Fund's future performance.* The graph and table do not reflect the deduction of taxes that a shareholder would pay on fund distributions or redemption of fund shares.<br>|

---

**Key Fund Statistics**

(as of August 31, 2025)

---

| | |
|:---|:---|
| **KEY FACTS**<br>|  |
| Fund Size | $2081012659<br>|
| Number of Holdings | 600<br>|
| Total Advisory Fee | $7046841<br>|
| Portfolio Turnover | 43%<br>|

---

**What did the Fund invest in?** (as of August 31, 2025)

---

| | |
|:---|:---|
| U.S. Government and U.S. Government Agency Obligations | 9.2 |
| AAA | 0.1 |
| AA | 0.0 |
| A | 23.1 |
| BBB | 57.0 |
| BB | 4.9 |
| B | 1.3 |
| Not Rated | 0.1 |
| Short-Term Investments and Net Other Assets (Liabilities) | 4.3 |

---

---

| |
|:---|
| **QUALITY DIVERSIFICATION (% of Fund's net assets)** |
| ![](img2208_20250831_QD.jpg) <br>|

---

---

| |
|:---|
| &nbsp;&nbsp;U.S. Government and U.S. Government Agency Obligations - 9.2 |
| &nbsp;&nbsp;AAA - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;AA - 0.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;A - 23.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;BBB - 57.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;BB - 4.9&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;B - 1.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Not Rated - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Short-Term Investments and Net Other Assets (Liabilities) - 4.3 |
| We have used ratings from Moody's Investors Service, Inc. Where Moody's® ratings are not available, we have used S&P® ratings. All ratings are as of the date indicated and do not reflect subsequent changes. |

---

---

| | |
|:---|:---|
| Corporate Bonds | 85.3 |
| U.S. Treasury Obligations | 9.2 |
| Asset-Backed Securities | 0.6 |
| Preferred Securities | 0.3 |
| Foreign Government and Government Agency Obligations | 0.1 |
| CMOs and Other Mortgage Related Securities | 0.1 |
| Other Investments | 0.1 |
| Municipal Securities | 0.0 |
| Short-Term Investments and Net Other Assets (Liabilities) | 4.3 |

---

---

| |
|:---|
| **ASSET ALLOCATION (% of Fund's net assets)** |
| ![](img2208_20250831_AA.jpg) <br>|

---

---

| |
|:---|
| Corporate Bonds - 85.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| U.S. Treasury Obligations - 9.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Asset-Backed Securities - 0.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Preferred Securities - 0.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Foreign Government and Government Agency Obligations - 0.1 |
| CMOs and Other Mortgage Related Securities - 0.1 |
| Other Investments - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Municipal Securities - 0.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Short-Term Investments and Net Other Assets (Liabilities) - 4.3 |

---

---

| | |
|:---|:---|
| United States | 80.5 |
| Canada | 3.5 |
| United Kingdom | 3.3 |
| Ireland | 2.6 |
| Germany | 2.0 |
| Japan | 1.3 |
| Switzerland | 1.1 |
| Netherlands | 1.0 |
| France | 0.9 |
| Others | 3.8 |

---

---

| |
|:---|
| **GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)** |
| ![](img2208_20250831_GD.jpg) <br>|

---

---

| |
|:---|
| &nbsp;&nbsp;United States - 80.5&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Canada - 3.5&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;United Kingdom - 3.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Ireland - 2.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Germany - 2.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Japan - 1.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Switzerland - 1.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Netherlands - 1.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;France - 0.9&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Others - 3.8&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |

---

---

| | |
|:---|:---|
| **TOP HOLDINGS**<br>**(% of Fund's net assets)**  |  |
| US Treasury Bonds | 9.2<br>|
| JPMorgan Chase & Co | 2.6<br>|
| Bank of America Corp | 2.3<br>|
| Morgan Stanley | 1.8<br>|
| Boeing Co | 1.7<br>|
| Broadcom Inc | 1.6<br>|
| Wells Fargo & Co | 1.5<br>|
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 1.3<br>|
| PNC Financial Services Group Inc/The | 1.1<br>|
| Duke Energy Corp | 1.1<br>|
|  | 24.2 |

---

---

| | | |
|:---|:---|:---|
| Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. |
| ![](img2208_20250831_2.jpg)<br>| ![](img113836_3.jpg) | For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit **fundresearch.fidelity.com/prospectus/sec**<br> 1.9913636.101 2208-TSRA-1025 <br>|

---

---

| |
|:---|
| **ANNUAL SHAREHOLDER REPORT \|** AS OF AUGUST 31, 2025 |
| Fidelity® Corporate Bond Fund<br> **Fidelity Advisor® Corporate Bond Fund Class C : FCCCX** <br>|

---

This annual shareholder report contains information about Fidelity® Corporate Bond Fund for the period September 1, 2024 to August 31, 2025. You can find additional information about the Fund at **fundresearch.fidelity.com/prospectus/sec**. You can also request this information by contacting us at 1-877-208-0098 or by sending an e-mail to fidfunddocuments@fidelity.com.

**What were your Fund costs for the last year?**

(based on hypothetical $10,000 investment)

**FUND COST (PREVIOUS YEAR)**

---

| | | |
|:---|:---|:---|
|  | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment**  |
| Class C  | $155  | 1.52% |

---

**What affected the Fund's performance this period?**

• U.S. taxable investment-grade bonds posted a solid advance for the 12 months ending August 31, 2025, navigating tariff-related uncertainty since late 2024 but buoyed by relatively stable consumer inflation, a resilient economy and the expectation of policy interest-rate cuts by the U.S. Federal Reserve in the second half of 2025.

• Against this backdrop, security selection contributed to the fund's performance versus the benchmark Bloomberg U.S. Credit Bond Index for the fiscal year, whereas sector positioning detracted.

• Bond picks among companies in the industrials sector helped most, led by issuers in the communications, consumer non-cyclicals and capital goods industries.

• Within communications, notable contributors included Warner Bros. Discovery and Charter Communications. In consumer non-cyclicals, pharmaceutical company Bayer was a standout, while Boeing drove the contribution in capital goods.

• Picks among financial issuers also notably aided relative performance. Here, bonds from banks, real estate investment trusts and insurance companies helped most.

• Outside of corporate credit, an allocation to U.S. Treasurys and cash - held for liquidity and risk-management purposes - meaningfully detracted from the fund's relative result. This negative was somewhat offset by steering clear of other government-related categories, as these bonds lagged credit in an improving market environment.

• The fund's yield curve strategy of concentrating the portfolio's holdings in the five- to seven-year portion of the curve had a neutral impact on relative performance.

• During the period, the fund's managers continued to emphasize issuers rated BBB, as they believe there is opportunity for alpha potential over time resulting from improving credit quality. They modestly added bonds rated A, in response to tight spreads and uncertainty.

• Noteworthy positioning changes included reducing exposure to non-bank financials (e.g., finance companies) and redeploying the capital into industrials and utilities.

**How did the Fund perform over the past 10 years?**

**CUMULATIVE PERFORMANCE**

August 31, 2015 through August 31, 2025.

Initial investment of $10,000.

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Class C<br>| $10000 | $10786<br>| $10975<br>| $10786<br>| $12057<br>| $12906<br>| $13094<br>| $10939<br>| $10932<br>| $11974<br>| $12410<br>|
| Bloomberg U.S. Credit Bond Index<br>| $10000 | $10914<br>| $11122<br>| $11012<br>| $12443<br>| $13326<br>| $13627<br>| $11661<br>| $11759<br>| $12816<br>| $13318<br>|
| Bloomberg U.S. Aggregate Bond Index<br>| $10000 | $10597<br>| $10649<br>| $10537<br>| $11609<br>| $12360<br>| $12350<br>| $10928<br>| $10797<br>| $11585<br>| $11949<br>|
|  | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 |

---

![](img113840_1.jpg)

**AVERAGE ANNUAL TOTAL RETURNS:**

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| Class C (incl. contingent deferred sales charge) | 1.87% | -1.08%<br>| 2.18% |
| Class C | 2.87% | -1.08% | 2.18% |
| Bloomberg U.S. Credit Bond Index | 3.92%<br>| -0.01%<br>| 2.91% |
| Bloomberg U.S. Aggregate Bond Index | 3.14%<br>| -0.68%<br>| 1.80% |

---

---

| |
|:---|
| Visit **institutional.fidelity.com** for more recent performance information. <br>|
| *The Fund's past performance is not a good predictor of the Fund's future performance.* The graph and table do not reflect the deduction of taxes that a shareholder would pay on fund distributions or redemption of fund shares.<br>|

---

**Key Fund Statistics**

(as of August 31, 2025)

---

| | |
|:---|:---|
| **KEY FACTS**<br>|  |
| Fund Size | $2081012659<br>|
| Number of Holdings | 600<br>|
| Total Advisory Fee | $7046841<br>|
| Portfolio Turnover | 43%<br>|

---

**What did the Fund invest in?** (as of August 31, 2025)

---

| | |
|:---|:---|
| U.S. Government and U.S. Government Agency Obligations | 9.2 |
| AAA | 0.1 |
| AA | 0.0 |
| A | 23.1 |
| BBB | 57.0 |
| BB | 4.9 |
| B | 1.3 |
| Not Rated | 0.1 |
| Short-Term Investments and Net Other Assets (Liabilities) | 4.3 |

---

---

| |
|:---|
| **QUALITY DIVERSIFICATION (% of Fund's net assets)** |
| ![](img2208_20250831_QD.jpg) <br>|

---

---

| |
|:---|
| &nbsp;&nbsp;U.S. Government and U.S. Government Agency Obligations - 9.2 |
| &nbsp;&nbsp;AAA - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;AA - 0.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;A - 23.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;BBB - 57.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;BB - 4.9&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;B - 1.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Not Rated - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Short-Term Investments and Net Other Assets (Liabilities) - 4.3 |
| We have used ratings from Moody's Investors Service, Inc. Where Moody's® ratings are not available, we have used S&P® ratings. All ratings are as of the date indicated and do not reflect subsequent changes. |

---

---

| | |
|:---|:---|
| Corporate Bonds | 85.3 |
| U.S. Treasury Obligations | 9.2 |
| Asset-Backed Securities | 0.6 |
| Preferred Securities | 0.3 |
| Foreign Government and Government Agency Obligations | 0.1 |
| CMOs and Other Mortgage Related Securities | 0.1 |
| Other Investments | 0.1 |
| Municipal Securities | 0.0 |
| Short-Term Investments and Net Other Assets (Liabilities) | 4.3 |

---

---

| |
|:---|
| **ASSET ALLOCATION (% of Fund's net assets)** |
| ![](img2208_20250831_AA.jpg) <br>|

---

---

| |
|:---|
| Corporate Bonds - 85.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| U.S. Treasury Obligations - 9.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Asset-Backed Securities - 0.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Preferred Securities - 0.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Foreign Government and Government Agency Obligations - 0.1 |
| CMOs and Other Mortgage Related Securities - 0.1 |
| Other Investments - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Municipal Securities - 0.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Short-Term Investments and Net Other Assets (Liabilities) - 4.3 |

---

---

| | |
|:---|:---|
| United States | 80.5 |
| Canada | 3.5 |
| United Kingdom | 3.3 |
| Ireland | 2.6 |
| Germany | 2.0 |
| Japan | 1.3 |
| Switzerland | 1.1 |
| Netherlands | 1.0 |
| France | 0.9 |
| Others | 3.8 |

---

---

| |
|:---|
| **GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)** |
| ![](img2208_20250831_GD.jpg) <br>|

---

---

| |
|:---|
| &nbsp;&nbsp;United States - 80.5&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Canada - 3.5&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;United Kingdom - 3.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Ireland - 2.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Germany - 2.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Japan - 1.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Switzerland - 1.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Netherlands - 1.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;France - 0.9&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Others - 3.8&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |

---

---

| | |
|:---|:---|
| **TOP HOLDINGS**<br>**(% of Fund's net assets)**  |  |
| US Treasury Bonds | 9.2<br>|
| JPMorgan Chase & Co | 2.6<br>|
| Bank of America Corp | 2.3<br>|
| Morgan Stanley | 1.8<br>|
| Boeing Co | 1.7<br>|
| Broadcom Inc | 1.6<br>|
| Wells Fargo & Co | 1.5<br>|
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 1.3<br>|
| PNC Financial Services Group Inc/The | 1.1<br>|
| Duke Energy Corp | 1.1<br>|
|  | 24.2 |

---

---

| | | |
|:---|:---|:---|
| Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. |
| ![](img2208_20250831_2.jpg)<br>| ![](img113840_3.jpg) | For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit **fundresearch.fidelity.com/prospectus/sec**<br> 1.9913638.101 2217-TSRA-1025 <br>|

---

---

| |
|:---|
| **ANNUAL SHAREHOLDER REPORT \|** AS OF AUGUST 31, 2025 |
| Fidelity® Corporate Bond Fund<br> **Fidelity Advisor® Corporate Bond Fund Class Z : FIKOX** <br>|

---

This annual shareholder report contains information about Fidelity® Corporate Bond Fund for the period September 1, 2024 to August 31, 2025. You can find additional information about the Fund at **fundresearch.fidelity.com/prospectus/sec**. You can also request this information by contacting us at 1-877-208-0098 or by sending an e-mail to fidfunddocuments@fidelity.com.

**What were your Fund costs for the last year?**

(based on hypothetical $10,000 investment)

**FUND COST (PREVIOUS YEAR)**

---

| | | |
|:---|:---|:---|
|  | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment**  |
| Class Z  | $37  | 0.36% |

---

**What affected the Fund's performance this period?**

• U.S. taxable investment-grade bonds posted a solid advance for the 12 months ending August 31, 2025, navigating tariff-related uncertainty since late 2024 but buoyed by relatively stable consumer inflation, a resilient economy and the expectation of policy interest-rate cuts by the U.S. Federal Reserve in the second half of 2025.

• Against this backdrop, security selection contributed to the fund's performance versus the benchmark Bloomberg U.S. Credit Bond Index for the fiscal year, whereas sector positioning detracted.

• Bond picks among companies in the industrials sector helped most, led by issuers in the communications, consumer non-cyclicals and capital goods industries.

• Within communications, notable contributors included Warner Bros. Discovery and Charter Communications. In consumer non-cyclicals, pharmaceutical company Bayer was a standout, while Boeing drove the contribution in capital goods.

• Picks among financial issuers also notably aided relative performance. Here, bonds from banks, real estate investment trusts and insurance companies helped most.

• Outside of corporate credit, an allocation to U.S. Treasurys and cash - held for liquidity and risk-management purposes - meaningfully detracted from the fund's relative result. This negative was somewhat offset by steering clear of other government-related categories, as these bonds lagged credit in an improving market environment.

• The fund's yield curve strategy of concentrating the portfolio's holdings in the five- to seven-year portion of the curve had a neutral impact on relative performance.

• During the period, the fund's managers continued to emphasize issuers rated BBB, as they believe there is opportunity for alpha potential over time resulting from improving credit quality. They modestly added bonds rated A, in response to tight spreads and uncertainty.

• Noteworthy positioning changes included reducing exposure to non-bank financials (e.g., finance companies) and redeploying the capital into industrials and utilities.

**How did the Fund perform over the life of Fund?**

**CUMULATIVE PERFORMANCE**

October 2, 2018 through August 31, 2025.

Initial investment of $10,000.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Class Z<br>| $10000 | $11334<br>| $12275<br>| $12601<br>| $10652<br>| $10761<br>| $11847<br>| $12329<br>|
| Bloomberg U.S. Credit Bond Index<br>| $10000 | $11331<br>| $12135<br>| $12409<br>| $10618<br>| $10708<br>| $11670<br>| $12128<br>|
| Bloomberg U.S. Aggregate Bond Index<br>| $10000 | $11086<br>| $11804<br>| $11794<br>| $10436<br>| $10311<br>| $11064<br>| $11411<br>|
|  | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 |

---

![](img113837_1.jpg)

**AVERAGE ANNUAL TOTAL RETURNS:**

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Life of Fund** A |
| Class Z | 4.07% | 0.09% | 3.07% |
| Bloomberg U.S. Credit Bond Index | 3.92%<br>| -0.01%<br>| 2.83% |
| Bloomberg U.S. Aggregate Bond Index | 3.14%<br>| -0.68%<br>| 1.93% |

---

**A** From October 2, 2018

---

| |
|:---|
| Visit **institutional.fidelity.com** for more recent performance information. <br>|
| *The Fund's past performance is not a good predictor of the Fund's future performance.* The graph and table do not reflect the deduction of taxes that a shareholder would pay on fund distributions or redemption of fund shares.<br>|

---

**Key Fund Statistics**

(as of August 31, 2025)

---

| | |
|:---|:---|
| **KEY FACTS**<br>|  |
| Fund Size | $2081012659<br>|
| Number of Holdings | 600<br>|
| Total Advisory Fee | $7046841<br>|
| Portfolio Turnover | 43%<br>|

---

**What did the Fund invest in?** (as of August 31, 2025)

---

| | |
|:---|:---|
| U.S. Government and U.S. Government Agency Obligations | 9.2 |
| AAA | 0.1 |
| AA | 0.0 |
| A | 23.1 |
| BBB | 57.0 |
| BB | 4.9 |
| B | 1.3 |
| Not Rated | 0.1 |
| Short-Term Investments and Net Other Assets (Liabilities) | 4.3 |

---

---

| |
|:---|
| **QUALITY DIVERSIFICATION (% of Fund's net assets)** |
| ![](img2208_20250831_QD.jpg) <br>|

---

---

| |
|:---|
| &nbsp;&nbsp;U.S. Government and U.S. Government Agency Obligations - 9.2 |
| &nbsp;&nbsp;AAA - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;AA - 0.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;A - 23.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;BBB - 57.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;BB - 4.9&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;B - 1.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Not Rated - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Short-Term Investments and Net Other Assets (Liabilities) - 4.3 |
| We have used ratings from Moody's Investors Service, Inc. Where Moody's® ratings are not available, we have used S&P® ratings. All ratings are as of the date indicated and do not reflect subsequent changes. |

---

---

| | |
|:---|:---|
| Corporate Bonds | 85.3 |
| U.S. Treasury Obligations | 9.2 |
| Asset-Backed Securities | 0.6 |
| Preferred Securities | 0.3 |
| Foreign Government and Government Agency Obligations | 0.1 |
| CMOs and Other Mortgage Related Securities | 0.1 |
| Other Investments | 0.1 |
| Municipal Securities | 0.0 |
| Short-Term Investments and Net Other Assets (Liabilities) | 4.3 |

---

---

| |
|:---|
| **ASSET ALLOCATION (% of Fund's net assets)** |
| ![](img2208_20250831_AA.jpg) <br>|

---

---

| |
|:---|
| Corporate Bonds - 85.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| U.S. Treasury Obligations - 9.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Asset-Backed Securities - 0.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Preferred Securities - 0.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Foreign Government and Government Agency Obligations - 0.1 |
| CMOs and Other Mortgage Related Securities - 0.1 |
| Other Investments - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Municipal Securities - 0.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Short-Term Investments and Net Other Assets (Liabilities) - 4.3 |

---

---

| | |
|:---|:---|
| United States | 80.5 |
| Canada | 3.5 |
| United Kingdom | 3.3 |
| Ireland | 2.6 |
| Germany | 2.0 |
| Japan | 1.3 |
| Switzerland | 1.1 |
| Netherlands | 1.0 |
| France | 0.9 |
| Others | 3.8 |

---

---

| |
|:---|
| **GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)** |
| ![](img2208_20250831_GD.jpg) <br>|

---

---

| |
|:---|
| &nbsp;&nbsp;United States - 80.5&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Canada - 3.5&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;United Kingdom - 3.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Ireland - 2.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Germany - 2.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Japan - 1.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Switzerland - 1.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Netherlands - 1.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;France - 0.9&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Others - 3.8&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |

---

---

| | |
|:---|:---|
| **TOP HOLDINGS**<br>**(% of Fund's net assets)**  |  |
| US Treasury Bonds | 9.2<br>|
| JPMorgan Chase & Co | 2.6<br>|
| Bank of America Corp | 2.3<br>|
| Morgan Stanley | 1.8<br>|
| Boeing Co | 1.7<br>|
| Broadcom Inc | 1.6<br>|
| Wells Fargo & Co | 1.5<br>|
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 1.3<br>|
| PNC Financial Services Group Inc/The | 1.1<br>|
| Duke Energy Corp | 1.1<br>|
|  | 24.2 |

---

---

| | | |
|:---|:---|:---|
| Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. |
| ![](img2208_20250831_2.jpg)<br>| ![](img113837_3.jpg) | For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit **fundresearch.fidelity.com/prospectus/sec**<br> 1.9913641.101 3304-TSRA-1025 <br>|

---

---

| |
|:---|
| **ANNUAL SHAREHOLDER REPORT \|** AS OF AUGUST 31, 2025 |
| Fidelity® Corporate Bond Fund<br> **Fidelity Advisor® Corporate Bond Fund Class I : FCBIX** <br>|

---

This annual shareholder report contains information about Fidelity® Corporate Bond Fund for the period September 1, 2024 to August 31, 2025. You can find additional information about the Fund at **fundresearch.fidelity.com/prospectus/sec**. You can also request this information by contacting us at 1-877-208-0098 or by sending an e-mail to fidfunddocuments@fidelity.com.

**What were your Fund costs for the last year?**

(based on hypothetical $10,000 investment)

**FUND COST (PREVIOUS YEAR)**

---

| | | |
|:---|:---|:---|
|  | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment**  |
| Class I  | $51  | 0.50% |

---

**What affected the Fund's performance this period?**

• U.S. taxable investment-grade bonds posted a solid advance for the 12 months ending August 31, 2025, navigating tariff-related uncertainty since late 2024 but buoyed by relatively stable consumer inflation, a resilient economy and the expectation of policy interest-rate cuts by the U.S. Federal Reserve in the second half of 2025.

• Against this backdrop, security selection contributed to the fund's performance versus the benchmark Bloomberg U.S. Credit Bond Index for the fiscal year, whereas sector positioning detracted.

• Bond picks among companies in the industrials sector helped most, led by issuers in the communications, consumer non-cyclicals and capital goods industries.

• Within communications, notable contributors included Warner Bros. Discovery and Charter Communications. In consumer non-cyclicals, pharmaceutical company Bayer was a standout, while Boeing drove the contribution in capital goods.

• Picks among financial issuers also notably aided relative performance. Here, bonds from banks, real estate investment trusts and insurance companies helped most.

• Outside of corporate credit, an allocation to U.S. Treasurys and cash - held for liquidity and risk-management purposes - meaningfully detracted from the fund's relative result. This negative was somewhat offset by steering clear of other government-related categories, as these bonds lagged credit in an improving market environment.

• The fund's yield curve strategy of concentrating the portfolio's holdings in the five- to seven-year portion of the curve had a neutral impact on relative performance.

• During the period, the fund's managers continued to emphasize issuers rated BBB, as they believe there is opportunity for alpha potential over time resulting from improving credit quality. They modestly added bonds rated A, in response to tight spreads and uncertainty.

• Noteworthy positioning changes included reducing exposure to non-bank financials (e.g., finance companies) and redeploying the capital into industrials and utilities.

**How did the Fund perform over the past 10 years?**

**CUMULATIVE PERFORMANCE**

August 31, 2015 through August 31, 2025.

Initial investment of $10,000.

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Class I<br>| $10000 | $10908<br>| $11205<br>| $11129<br>| $12582<br>| $13597<br>| $13938<br>| $11767<br>| $11882<br>| $13052<br>| $13563<br>|
| Bloomberg U.S. Credit Bond Index<br>| $10000 | $10914<br>| $11122<br>| $11012<br>| $12443<br>| $13326<br>| $13627<br>| $11661<br>| $11759<br>| $12816<br>| $13318<br>|
| Bloomberg U.S. Aggregate Bond Index<br>| $10000 | $10597<br>| $10649<br>| $10537<br>| $11609<br>| $12360<br>| $12350<br>| $10928<br>| $10797<br>| $11585<br>| $11949<br>|
|  | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 |

---

![](img113839_1.jpg)

**AVERAGE ANNUAL TOTAL RETURNS:**

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| Class I | 3.92% | -0.05% | 3.09% |
| Bloomberg U.S. Credit Bond Index | 3.92%<br>| -0.01%<br>| 2.91% |
| Bloomberg U.S. Aggregate Bond Index | 3.14%<br>| -0.68%<br>| 1.80% |

---

---

| |
|:---|
| Visit **institutional.fidelity.com** for more recent performance information. <br>|
| *The Fund's past performance is not a good predictor of the Fund's future performance.* The graph and table do not reflect the deduction of taxes that a shareholder would pay on fund distributions or redemption of fund shares.<br>|

---

**Key Fund Statistics**

(as of August 31, 2025)

---

| | |
|:---|:---|
| **KEY FACTS**<br>|  |
| Fund Size | $2081012659<br>|
| Number of Holdings | 600<br>|
| Total Advisory Fee | $7046841<br>|
| Portfolio Turnover | 43%<br>|

---

**What did the Fund invest in?** (as of August 31, 2025)

---

| | |
|:---|:---|
| U.S. Government and U.S. Government Agency Obligations | 9.2 |
| AAA | 0.1 |
| AA | 0.0 |
| A | 23.1 |
| BBB | 57.0 |
| BB | 4.9 |
| B | 1.3 |
| Not Rated | 0.1 |
| Short-Term Investments and Net Other Assets (Liabilities) | 4.3 |

---

---

| |
|:---|
| **QUALITY DIVERSIFICATION (% of Fund's net assets)** |
| ![](img2208_20250831_QD.jpg) <br>|

---

---

| |
|:---|
| &nbsp;&nbsp;U.S. Government and U.S. Government Agency Obligations - 9.2 |
| &nbsp;&nbsp;AAA - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;AA - 0.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;A - 23.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;BBB - 57.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;BB - 4.9&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;B - 1.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Not Rated - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Short-Term Investments and Net Other Assets (Liabilities) - 4.3 |
| We have used ratings from Moody's Investors Service, Inc. Where Moody's® ratings are not available, we have used S&P® ratings. All ratings are as of the date indicated and do not reflect subsequent changes. |

---

---

| | |
|:---|:---|
| Corporate Bonds | 85.3 |
| U.S. Treasury Obligations | 9.2 |
| Asset-Backed Securities | 0.6 |
| Preferred Securities | 0.3 |
| Foreign Government and Government Agency Obligations | 0.1 |
| CMOs and Other Mortgage Related Securities | 0.1 |
| Other Investments | 0.1 |
| Municipal Securities | 0.0 |
| Short-Term Investments and Net Other Assets (Liabilities) | 4.3 |

---

---

| |
|:---|
| **ASSET ALLOCATION (% of Fund's net assets)** |
| ![](img2208_20250831_AA.jpg) <br>|

---

---

| |
|:---|
| Corporate Bonds - 85.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| U.S. Treasury Obligations - 9.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Asset-Backed Securities - 0.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Preferred Securities - 0.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Foreign Government and Government Agency Obligations - 0.1 |
| CMOs and Other Mortgage Related Securities - 0.1 |
| Other Investments - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Municipal Securities - 0.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Short-Term Investments and Net Other Assets (Liabilities) - 4.3 |

---

---

| | |
|:---|:---|
| United States | 80.5 |
| Canada | 3.5 |
| United Kingdom | 3.3 |
| Ireland | 2.6 |
| Germany | 2.0 |
| Japan | 1.3 |
| Switzerland | 1.1 |
| Netherlands | 1.0 |
| France | 0.9 |
| Others | 3.8 |

---

---

| |
|:---|
| **GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)** |
| ![](img2208_20250831_GD.jpg) <br>|

---

---

| |
|:---|
| &nbsp;&nbsp;United States - 80.5&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Canada - 3.5&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;United Kingdom - 3.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Ireland - 2.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Germany - 2.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Japan - 1.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Switzerland - 1.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Netherlands - 1.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;France - 0.9&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Others - 3.8&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |

---

---

| | |
|:---|:---|
| **TOP HOLDINGS**<br>**(% of Fund's net assets)**  |  |
| US Treasury Bonds | 9.2<br>|
| JPMorgan Chase & Co | 2.6<br>|
| Bank of America Corp | 2.3<br>|
| Morgan Stanley | 1.8<br>|
| Boeing Co | 1.7<br>|
| Broadcom Inc | 1.6<br>|
| Wells Fargo & Co | 1.5<br>|
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 1.3<br>|
| PNC Financial Services Group Inc/The | 1.1<br>|
| Duke Energy Corp | 1.1<br>|
|  | 24.2 |

---

---

| | | |
|:---|:---|:---|
| Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. |
| ![](img2208_20250831_2.jpg)<br>| ![](img113839_3.jpg) | For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit **fundresearch.fidelity.com/prospectus/sec**<br> 1.9913640.101 2220-TSRA-1025 <br>|

---

---

| |
|:---|
| **ANNUAL SHAREHOLDER REPORT \|** AS OF AUGUST 31, 2025 |
| Fidelity® Corporate Bond Fund<br> **Fidelity Advisor® Corporate Bond Fund Class A : FCBAX** <br>|

---

This annual shareholder report contains information about Fidelity® Corporate Bond Fund for the period September 1, 2024 to August 31, 2025. You can find additional information about the Fund at **fundresearch.fidelity.com/prospectus/sec**. You can also request this information by contacting us at 1-877-208-0098 or by sending an e-mail to fidfunddocuments@fidelity.com.

**What were your Fund costs for the last year?**

(based on hypothetical $10,000 investment)

**FUND COST (PREVIOUS YEAR)**

---

| | | |
|:---|:---|:---|
|  | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment**  |
| Class A  | $79  | 0.77% |

---

**What affected the Fund's performance this period?**

• U.S. taxable investment-grade bonds posted a solid advance for the 12 months ending August 31, 2025, navigating tariff-related uncertainty since late 2024 but buoyed by relatively stable consumer inflation, a resilient economy and the expectation of policy interest-rate cuts by the U.S. Federal Reserve in the second half of 2025.

• Against this backdrop, security selection contributed to the fund's performance versus the benchmark Bloomberg U.S. Credit Bond Index for the fiscal year, whereas sector positioning detracted.

• Bond picks among companies in the industrials sector helped most, led by issuers in the communications, consumer non-cyclicals and capital goods industries.

• Within communications, notable contributors included Warner Bros. Discovery and Charter Communications. In consumer non-cyclicals, pharmaceutical company Bayer was a standout, while Boeing drove the contribution in capital goods.

• Picks among financial issuers also notably aided relative performance. Here, bonds from banks, real estate investment trusts and insurance companies helped most.

• Outside of corporate credit, an allocation to U.S. Treasurys and cash - held for liquidity and risk-management purposes - meaningfully detracted from the fund's relative result. This negative was somewhat offset by steering clear of other government-related categories, as these bonds lagged credit in an improving market environment.

• The fund's yield curve strategy of concentrating the portfolio's holdings in the five- to seven-year portion of the curve had a neutral impact on relative performance.

• During the period, the fund's managers continued to emphasize issuers rated BBB, as they believe there is opportunity for alpha potential over time resulting from improving credit quality. They modestly added bonds rated A, in response to tight spreads and uncertainty.

• Noteworthy positioning changes included reducing exposure to non-bank financials (e.g., finance companies) and redeploying the capital into industrials and utilities.

**How did the Fund perform over the past 10 years?**

**CUMULATIVE PERFORMANCE**

August 31, 2015 through August 31, 2025.

Initial investment of $10,000 and the current sales charge was paid.

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Class A<br>| $9600 | $10442<br>| $10695<br>| $10592<br>| $11939<br>| $12868<br>| $13157<br>| $11076<br>| $11154<br>| $12218<br>| $12663<br>|
| Bloomberg U.S. Credit Bond Index<br>| $10000 | $10914<br>| $11122<br>| $11012<br>| $12443<br>| $13326<br>| $13627<br>| $11661<br>| $11759<br>| $12816<br>| $13318<br>|
| Bloomberg U.S. Aggregate Bond Index<br>| $10000 | $10597<br>| $10649<br>| $10537<br>| $11609<br>| $12360<br>| $12350<br>| $10928<br>| $10797<br>| $11585<br>| $11949<br>|
|  | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 |

---

![](img113841_1.jpg)

**AVERAGE ANNUAL TOTAL RETURNS:**

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| Class A (incl. 4.00% sales charge)  | -0.50% | -1.13%<br>| 2.39% |
| Class A (without 4.00% sales charge) | 3.64% | -0.32% | 2.81% |
| Bloomberg U.S. Credit Bond Index | 3.92%<br>| -0.01%<br>| 2.91% |
| Bloomberg U.S. Aggregate Bond Index | 3.14%<br>| -0.68%<br>| 1.80% |

---

---

| |
|:---|
| Visit **institutional.fidelity.com** for more recent performance information. <br>|
| *The Fund's past performance is not a good predictor of the Fund's future performance.* The graph and table do not reflect the deduction of taxes that a shareholder would pay on fund distributions or redemption of fund shares.<br>|

---

**Key Fund Statistics**

(as of August 31, 2025)

---

| | |
|:---|:---|
| **KEY FACTS**<br>|  |
| Fund Size | $2081012659<br>|
| Number of Holdings | 600<br>|
| Total Advisory Fee | $7046841<br>|
| Portfolio Turnover | 43%<br>|

---

**What did the Fund invest in?** (as of August 31, 2025)

---

| | |
|:---|:---|
| U.S. Government and U.S. Government Agency Obligations | 9.2 |
| AAA | 0.1 |
| AA | 0.0 |
| A | 23.1 |
| BBB | 57.0 |
| BB | 4.9 |
| B | 1.3 |
| Not Rated | 0.1 |
| Short-Term Investments and Net Other Assets (Liabilities) | 4.3 |

---

---

| |
|:---|
| **QUALITY DIVERSIFICATION (% of Fund's net assets)** |
| ![](img2208_20250831_QD.jpg) <br>|

---

---

| |
|:---|
| &nbsp;&nbsp;U.S. Government and U.S. Government Agency Obligations - 9.2 |
| &nbsp;&nbsp;AAA - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;AA - 0.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;A - 23.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;BBB - 57.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;BB - 4.9&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;B - 1.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Not Rated - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Short-Term Investments and Net Other Assets (Liabilities) - 4.3 |
| We have used ratings from Moody's Investors Service, Inc. Where Moody's® ratings are not available, we have used S&P® ratings. All ratings are as of the date indicated and do not reflect subsequent changes. |

---

---

| | |
|:---|:---|
| Corporate Bonds | 85.3 |
| U.S. Treasury Obligations | 9.2 |
| Asset-Backed Securities | 0.6 |
| Preferred Securities | 0.3 |
| Foreign Government and Government Agency Obligations | 0.1 |
| CMOs and Other Mortgage Related Securities | 0.1 |
| Other Investments | 0.1 |
| Municipal Securities | 0.0 |
| Short-Term Investments and Net Other Assets (Liabilities) | 4.3 |

---

---

| |
|:---|
| **ASSET ALLOCATION (% of Fund's net assets)** |
| ![](img2208_20250831_AA.jpg) <br>|

---

---

| |
|:---|
| Corporate Bonds - 85.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| U.S. Treasury Obligations - 9.2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Asset-Backed Securities - 0.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Preferred Securities - 0.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Foreign Government and Government Agency Obligations - 0.1 |
| CMOs and Other Mortgage Related Securities - 0.1 |
| Other Investments - 0.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Municipal Securities - 0.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| Short-Term Investments and Net Other Assets (Liabilities) - 4.3 |

---

---

| | |
|:---|:---|
| United States | 80.5 |
| Canada | 3.5 |
| United Kingdom | 3.3 |
| Ireland | 2.6 |
| Germany | 2.0 |
| Japan | 1.3 |
| Switzerland | 1.1 |
| Netherlands | 1.0 |
| France | 0.9 |
| Others | 3.8 |

---

---

| |
|:---|
| **GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)** |
| ![](img2208_20250831_GD.jpg) <br>|

---

---

| |
|:---|
| &nbsp;&nbsp;United States - 80.5&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Canada - 3.5&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;United Kingdom - 3.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Ireland - 2.6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Germany - 2.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Japan - 1.3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Switzerland - 1.1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;Netherlands - 1.0&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  |
| &nbsp;&nbsp;France - 0.9&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
| &nbsp;&nbsp;Others - 3.8&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |

---

---

| | |
|:---|:---|
| **TOP HOLDINGS**<br>**(% of Fund's net assets)**  |  |
| US Treasury Bonds | 9.2<br>|
| JPMorgan Chase & Co | 2.6<br>|
| Bank of America Corp | 2.3<br>|
| Morgan Stanley | 1.8<br>|
| Boeing Co | 1.7<br>|
| Broadcom Inc | 1.6<br>|
| Wells Fargo & Co | 1.5<br>|
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 1.3<br>|
| PNC Financial Services Group Inc/The | 1.1<br>|
| Duke Energy Corp | 1.1<br>|
|  | 24.2 |

---

---

| | | |
|:---|:---|:---|
| Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. | Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners.© 2025 FMR LLC. All rights reserved. |
| ![](img2208_20250831_2.jpg)<br>| ![](img113841_3.jpg) | For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit **fundresearch.fidelity.com/prospectus/sec**<br> 1.9913637.101 2209-TSRA-1025 <br>|

---

Item 2.

<u>Code of Ethics</u>

As of the end of the period, August 31, 2025, Fidelity Salem Street Trust (the trust) has adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to its President and Treasurer and its Chief Financial Officer. A copy of the code of ethics is filed as an exhibit to this Form N-CSR.

Item 3.

<u>Audit Committee Financial Expert</u>

The Board of Trustees of the trust has determined that Laura M. Bishop is an audit committee financial expert, as defined in Item 3 of Form N-CSR. Ms. Bishop is independent for purposes of Item 3 of Form N-CSR.

Item 4.

<u>Principal Accountant Fees and Services</u>

<u>Fees and Services</u>

The following table presents fees billed by PricewaterhouseCoopers LLP ("PwC") in each of the last two fiscal years for services rendered to Fidelity Corporate Bond Fund, Fidelity Flex U.S. Bond Index Fund, Fidelity Series Bond Index Fund, Fidelity Series Government Money Market Fund, Fidelity Series Investment Grade Bond Fund, Fidelity Series Short-Term Credit Fund, and Fidelity U.S. Bond Index Fund (the "Funds"):

**<u>Services Billed by PwC</u>**

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**<u>August 31, 2025 Fees</u><sup>A</sup>** | &nbsp;&nbsp;**Audit Fees** | &nbsp;&nbsp;**Audit-Related Fees** | &nbsp;&nbsp;**Tax Fees** | &nbsp;&nbsp;**All Other Fees** |
| &nbsp;&nbsp;Fidelity Corporate Bond Fund | &nbsp;&nbsp;$74700 | &nbsp;&nbsp;$5100 | &nbsp;&nbsp;$13100 | &nbsp;&nbsp;$2100 |
| &nbsp;&nbsp;Fidelity Flex U.S. Bond Index Fund | &nbsp;&nbsp;$77300 | &nbsp;&nbsp;$5200 | &nbsp;&nbsp;$9500 | &nbsp;&nbsp;$2100 |
| &nbsp;&nbsp;Fidelity Series Bond Index Fund | &nbsp;&nbsp;$92300 | &nbsp;&nbsp;$6200 | &nbsp;&nbsp;$12600 | &nbsp;&nbsp;$2500 |
| &nbsp;&nbsp;Fidelity Series Government Money Market Fund | &nbsp;&nbsp;$37900 | &nbsp;&nbsp;$2400 | &nbsp;&nbsp;$2200 | &nbsp;&nbsp;$1000 |
| &nbsp;&nbsp;Fidelity Series Investment Grade Bond Fund | &nbsp;&nbsp;$113900 | &nbsp;&nbsp;$7600 | &nbsp;&nbsp;$14900 | &nbsp;&nbsp;$3100 |
| &nbsp;&nbsp;Fidelity Series Short-Term Credit Fund | &nbsp;&nbsp;$68200 | &nbsp;&nbsp;$4700 | &nbsp;&nbsp;$10400 | &nbsp;&nbsp;$1900 |
| &nbsp;&nbsp;Fidelity U.S. Bond Index Fund | &nbsp;&nbsp;$93300 | &nbsp;&nbsp;$6200 | &nbsp;&nbsp;$11900 | &nbsp;&nbsp;$2500 |

---

**<u>August 31, 2024 Fees</u><sup>A</sup>**

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Audit Fees** | &nbsp;&nbsp;**Audit Fees** | &nbsp;&nbsp;**Audit-Related Fees** | &nbsp;&nbsp;**Tax Fees** | &nbsp;&nbsp;**All Other Fees** |
| &nbsp;&nbsp;Fidelity Corporate Bond Fund | &nbsp;&nbsp;$74400 | &nbsp;&nbsp;$6100 | &nbsp;&nbsp;$19300 | &nbsp;&nbsp;$2600 |
| &nbsp;&nbsp;Fidelity Flex U.S. Bond Index Fund | &nbsp;&nbsp;$74800 | &nbsp;&nbsp;$6100 | &nbsp;&nbsp;$9200 | &nbsp;&nbsp;$2600 |
| &nbsp;&nbsp;Fidelity Series Bond Index Fund | &nbsp;&nbsp;$89400 | &nbsp;&nbsp;$7400 | &nbsp;&nbsp;$12300 | &nbsp;&nbsp;$3100 |
| &nbsp;&nbsp;Fidelity Series Government Money Market Fund | &nbsp;&nbsp;$36900 | &nbsp;&nbsp;$2900 | &nbsp;&nbsp;$2600 | &nbsp;&nbsp;$1200 |
| &nbsp;&nbsp;Fidelity Series Investment Grade Bond Fund | &nbsp;&nbsp;$110500 | &nbsp;&nbsp;$9000 | &nbsp;&nbsp;$14500 | &nbsp;&nbsp;$3900 |
| &nbsp;&nbsp;Fidelity Series Short-Term Credit Fund | &nbsp;&nbsp;$66100 | &nbsp;&nbsp;$5600 | &nbsp;&nbsp;$10100 | &nbsp;&nbsp;$2400 |
| &nbsp;&nbsp;Fidelity U.S. Bond Index Fund | &nbsp;&nbsp;$91000 | &nbsp;&nbsp;$7300 | &nbsp;&nbsp;$11600 | &nbsp;&nbsp;$3100 |

---

<sup>A</sup> Amounts may reflect rounding.

The following table(s) present(s) fees billed by PwC that were required to be approved by the Audit Committee for services that relate directly to the operations and financial reporting of the Fund(s) and that are rendered on behalf of Fidelity Management & Research Company LLC ("FMR") and entities controlling, controlled by, or under common control with FMR (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser) that provide ongoing services to the Fund(s) ("Fund Service Providers"):

**<u>Services Billed by PwC</u>**

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**<u>August 31, 2025</u><sup>A</sup>** | &nbsp;&nbsp;**<u>August 31, 2024</u><sup>A</sup>** |
| &nbsp;&nbsp;Audit-Related Fees | &nbsp;&nbsp;$9680100  | &nbsp;&nbsp;$9437800  |
| &nbsp;&nbsp;Tax Fees | &nbsp;&nbsp;$1000  | &nbsp;&nbsp;$61000  |
| &nbsp;&nbsp;All Other Fees | &nbsp;&nbsp;$-  | &nbsp;&nbsp;$35000  |

---

<sup>A</sup> Amounts may reflect rounding.

"Audit-Related Fees" represent fees billed for assurance and related services that are reasonably related to the performance of the fund audit or the review of the fund's financial statements and that are not reported under Audit Fees.

"Tax Fees" represent fees billed for tax compliance, tax advice or tax planning that relate directly to the operations and financial reporting of the fund.

"All Other Fees" represent fees billed for services provided to the fund or Fund Service Provider, a significant portion of which are assurance related, that relate directly to the operations and financial reporting of the fund, excluding those services that are reported under Audit Fees, Audit-Related Fees or Tax Fees.

Assurance services must be performed by an independent public accountant.

\* \* \*

The aggregate non-audit fees billed by PwC for services rendered to the Fund(s), FMR (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any Fund Service Provider for each of the last two fiscal years of the Fund(s) are as follows:

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**<u>Billed By</u>** | &nbsp;&nbsp;**<u>August 31, 2025</u><sup>A</sup>** | &nbsp;&nbsp;**<u>August 31, 2024</u><sup>A</sup>** |
| &nbsp;&nbsp;PwC | &nbsp;&nbsp;$14764800  | &nbsp;&nbsp;$15151300  |

---

<sup>A</sup> Amounts may reflect rounding.

The trust's Audit Committee has considered non-audit services that were not pre-approved that were provided by PwC to Fund Service Providers to be compatible with maintaining the independence of PwC in its(their) audit of the Fund(s), taking into account representations from PwC, in accordance with Public Company Accounting Oversight Board rules, regarding its independence from the Fund(s) and its(their) related entities and FMR's review of the appropriateness and permissibility under applicable law of such non-audit services prior to their provision to the Fund(s) Service Providers.

<u>Audit Committee Pre-Approval Policies and Procedures</u>

The trust's Audit Committee must pre-approve all audit and non-audit services provided by a fund's independent registered public accounting firm relating to the operations or financial reporting of the fund. Prior to the commencement of any audit or non-audit services to a fund, the Audit Committee reviews the services to determine whether they are appropriate and permissible under applicable law.

The Audit Committee has adopted policies and procedures to, among other purposes, provide a framework for the Committee's consideration of non-audit services by the audit firms that audit the Fidelity funds. The policies and procedures require that any non-audit service provided by a fund audit firm to a Fidelity fund and any non-audit service provided by a fund auditor to a Fund Service Provider that relates directly to the operations and financial reporting of a Fidelity fund ("Covered Service") are subject to approval by the Audit Committee before such service is provided.

All Covered Services must be approved in advance of provision of the service either: (i) by formal resolution of the Audit Committee, or (ii) by oral or written approval of the service by the Chair of the Audit Committee (or if the Chair is unavailable, such other member of the Audit Committee as may be designated by the Chair to act in the Chair's absence). The approval contemplated by (ii) above is permitted where the Treasurer determines that action on such an engagement is necessary before the next meeting of the Audit Committee.

Non-audit services provided by a fund audit firm to a Fund Service Provider that do not relate directly to the operations and financial reporting of a Fidelity fund are reported to the Audit Committee periodically.

<u>Non-Audit Services Approved Pursuant to Rule 2-01(c)(7)(i)(C) and (ii) of Regulation S-X ("De Minimis Exception")</u>

There were no non-audit services approved or required to be approved by the Audit Committee pursuant to the De Minimis Exception during the Fund's(s') last two fiscal years relating to services provided to (i) the Fund(s) or (ii) any Fund Service Provider that relate directly to the operations and financial reporting of the Fund(s).

The Registrant has not retained, for the preparation of the audit report on the financial statements included in the Form N-CSR, a registered public accounting firm that has a branch or office that is located in a foreign jurisdiction and that the Public Company Accounting Oversight Board (the "PCAOB") has determined that the PCAOB is unable to inspect or investigate completely because of a position taken by an authority in the foreign jurisdiction.

The Registrant is not a "foreign issuer," as defined in 17 CFR 240.3b-4.

Item 5.

<u>Audit Committee of Listed Registrants</u>

Not applicable.

Item 6.

<u>Investments</u>

(a) Not applicable.

(b) Not applicable.

Item 7.

<u>Financial Statements and Financial Highlights for Open-End Management Investment Companies</u>

**Fidelity Flex® Funds**

**Fidelity Flex® U.S. Bond Index Fund**

**Annual Report**

**August 31, 2025**

![](img113722_1.jpg)

![](img113722_2.jpg)

**Contents**

---

| |
|:---|
| **[Item 7: Financial Statements and Financial Highlights for Open-End Management Investment Companies (Annual Report)](#Sec_Item7_ZUB-ANN_0)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Fidelity Flex® U.S. Bond Index Fund](#Sub_Sec_Fund_2917_ZUB-ANN)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Notes to Financial Statements](#Sub_Sec_NotestoFinancialStatements2917_ZUB-ANN)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Report of Independent Registered Public Accounting Firm](#Sub_Sec_ReportofIndependentRegisteredPublicAccountingFirm_ZUB-ANN_0)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Distributions](#Sub_Sec_Distributions_ZUB-ANN)** |
| **[Item 8: Changes in and Disagreements with Accountants for Open-End Management Investment Companies](#Sec_Item8_ZUB-ANN)** |
| **[Item 9: Proxy Disclosures for Open-End Management Investment Companies](#Sec_Item9_ZUB-ANN)** |
| **[Item 10: Remuneration Paid to Directors, Officers, and others of Open-End Management Investment Companies](#Sec_Item10_ZUB-ANN)** |
| **[Item 11: Statement Regarding Basis for Approval of Investment Advisory Contract](#Sec_Item11_ZUB-ANN)** |

---

To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.

You may also call 1-800-544-3455 (for managed account clients) or 1-800-835-5092 (for retirement plan participants) to request a free copy of the proxy voting guidelines.

"BLOOMBERG®" and the Bloomberg indices listed herein (the "Indices") are service marks of Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited ("BISL"), the administrator of the Indices (collectively, "Bloomberg") and have been licensed for use for certain purposes by Fidelity. Bloomberg is not affiliated with Fidelity, and Bloomberg does not approve, endorse, review, or recommend the fund. Bloomberg does not guarantee the timeliness, accuracy, or completeness of any data or information relating to the fund.

Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.

Other third-party marks appearing herein are the property of their respective owners.

All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company.© 2025 FMR LLC. All rights reserved.

*This report and the financial statements contained herein are submitted for the general information of the shareholders of the Fund. This report is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by an effective prospectus.*

*A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC's web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC's Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.*

*For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.*

**NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE**

*Neither the Fund nor Fidelity Distributors Corporation is a bank.*

**Item 7: Financial Statements and Financial Highlights for Open-End Management Investment Companies (Annual Report)**

**Fidelity Flex® U.S. Bond Index Fund**

**Schedule of Investments August 31, 2025**

Showing Percentage of Net Assets

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.3%  |  |  |
| American Express Credit Account Master Trust Series 2023-4 Class A, 5.15% 9/15/2030  | 200000 | 207391 |
| BMW Vehicle Owner Trust Series 2025-A Class A3, 4.56% 9/25/2029  | 180000 | 181624 |
| Capital One Multi-Asset Execution Trust Series 2019-A3 Class A3, 2.06% 8/15/2028  | 111000 | 108934 |
| Capital One Multi-Asset Execution Trust Series 2021-A2 Class A2, 1.39% 7/15/2030  | 280000 | 261133 |
| Capital One Prime Auto Receivables Trust Series 2023-1 Class A3, 4.87% 2/15/2028  | 69846 | 70085 |
| CarMax Auto Owner Trust Series 2022-3 Class A3, 3.97% 4/15/2027  | 153022 | 152863 |
| CarMax Auto Owner Trust Series 2023-2 Class A3, 5.05% 1/18/2028  | 321523 | 322972 |
| CarMax Auto Owner Trust Series 2024-4 Class A3, 4.6% 10/15/2029  | 1000000 | 1008512 |
| CarMax Auto Owner Trust Series 2025-1 Class A3, 4.84% 1/15/2030  | 220000 | 223283 |
| Chase Issuance Trust Series 2023-A2 Class A, 5.08% 9/15/2030  | 600000 | 619619 |
| Citibank Credit Card Issuance Trust Series 2007-A3 Class A3, 6.15% 6/15/2039  | 800000 | 882790 |
| Citibank Credit Card Issuance Trust Series 2018-A7 Class A7, 3.96% 10/13/2030  | 250000 | 250089 |
| Ford Cr Floorplan Mast Own Tr Series 2018-4 Class A, 4.06% 11/15/2030  | 821000 | 820494 |
| Ford Credit Auto Owner Trust Series 2023-A Class A3, 4.65% 2/15/2028  | 194463 | 194895 |
| Ford Credit Auto Owner Trust Series 2024-D Class A3, 4.61% 8/15/2029  | 700000 | 707773 |
| GM Financial Automobile Leasing Trust Series 2025-1 Class A3, 4.66% 2/21/2028  | 180000 | 181370 |
| GM Financial Consumer Automobile Receivables Trust Series 2023-2 Class A3, 4.47% 2/16/2028  | 285432 | 285785 |
| Honda Auto Receivables Owner Trust Series 2025-1 Class A3, 4.57% 9/21/2029  | 510000 | 515264 |
| Hyundai Auto Receivables Trust Series 2022-B Class A3, 3.72% 11/16/2026  | 36716 | 36690 |
| Hyundai Auto Receivables Trust Series 2022-C Class A3, 5.39% 6/15/2027  | 101802 | 102147 |
| Hyundai Auto Receivables Trust Series 2023-A Class A3, 4.58% 4/15/2027  | 189115 | 189238 |
| MBART Series 2025-1 Class A3, 4.78% 12/17/2029  | 150000 | 152265 |
| Nissan Auto Lease Trust Series 2025-A Class A3, 4.75% 3/15/2028  | 100000 | 101180 |
| Toyota Auto Receivables Owner Trust Series 2025-A Class A3, 4.64% 8/15/2029  | 460000 | 465378 |
| World Omni Auto Receivables Trust Series 2025-A Class A3, 4.73% 3/15/2030  | 145000 | 146740 |
| TOTAL UNITED STATES |  | 8188514 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $8,122,009) |  | <br> **8188514** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Bank of America NA 6% 10/15/2036  | 250000 | 265889 |
| Capital One NA 2.7% 2/6/2030  | 500000 | 468322 |
| Citizens Bank NA/Providence RI 3.75% 2/18/2026  | 960000 | 955853 |
| KeyBank NA/Cleveland OH 5.85% 11/15/2027  | 710000 | 732335 |
| Morgan Stanley Bank NA 4.952% 1/14/2028 (b) | 730000 | 736750 |
| PNC Bank NA 3.1% 10/25/2027  | 310000 | 304252 |
| Wells Fargo Bank NA 5.45% 8/7/2026  | 800000 | 808402 |
| <br> **TOTAL BANK NOTES**<br> (Cost $4,260,946) |  | <br> **4271803** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 1.0%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.0%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.0%  |  |  |
| BANK Series 2017-BNK4 Class ASB, 3.419% 5/15/2050  | 72256 | 71815 |
| BANK Series 2020-BN28 Class A4, 1.844% 3/15/2063  | 380000 | 336098 |
| BANK Series 2021-BN35 Class A5, 2.285% 6/15/2064  | 700000 | 618511 |
| BANK Series 2022-BNK39 Class A4, 2.928% 2/15/2055  | 300000 | 270906 |
| BANK Series 2022-BNK41 Class A4, 3.9158% 4/15/2065 (b) | 950000 | 902710 |
| BANK Series 2023-BNK45 Class A5, 5.203% 2/15/2056 (b) | 1440000 | 1473481 |
| BBCMS Mortgage Trust Series 2021-C10 Class A5, 2.492% 7/15/2054  | 449258 | 407112 |
| BBCMS Mortgage Trust Series 2021-C11 Class A5, 2.322% 9/15/2054  | 450000 | 397201 |
| BBCMS Mortgage Trust Series 2021-C12 Class A5, 2.689% 11/15/2054  | 300000 | 267204 |
| BBCMS Mortgage Trust Series 2021-C9 Class A5, 2.299% 2/15/2054  | 550000 | 490800 |
| BBCMS Mortgage Trust Series 2024-C26 Class A5, 5.829% 5/15/2057 (b) | 1885000 | 2017028 |
| Benchmark Mortgage Trust Series 2019-B12 Class A5, 3.1156% 8/15/2052  | 89000 | 84175 |
| Benchmark Mortgage Trust Series 2019-B9 Class A5, 4.0156% 3/15/2052  | 160000 | 156894 |
| Benchmark Mortgage Trust Series 2020-B19 Class A5, 1.85% 9/15/2053  | 350000 | 305921 |
| Benchmark Mortgage Trust Series 2021-B24 Class A5, 2.5843% 3/15/2054  | 450000 | 399712 |
| Benchmark Mortgage Trust Series 2023-B39 Class A5, 5.7536% 7/15/2056  | 500000 | 532262 |
| Benchmark Mortgage Trust Series 2025-B41 Class A5, 5.4072% 7/15/2068  | 550000 | 566500 |
| BMO Mortgage Trust Series 2022-C1 Class A5, 3.374% 2/15/2055  | 300000 | 277577 |
| BMO Mortgage Trust Series 2023-C6 Class A5, 5.9562% 9/15/2056  | 140000 | 148615 |
| BMO Mortgage Trust Series 2024-C9 Class A5, 5.7592% 7/15/2057  | 2245000 | 2380783 |
| Citigroup Commercial Mortgage Trust Series 2016-C1 Class A4, 3.209% 5/10/2049  | 480000 | 475487 |
| Citigroup Commercial Mortgage Trust Series 2018-B2 Class A4, 4.009% 3/10/2051  | 250000 | 247304 |
| Computershare Corporate Trust Series 2018-C48 Class A5, 4.302% 1/15/2052  | 240000 | 240054 |
| CSAIL Commercial Mortgage Trust Series 2019-C17 Class A4, 2.7628% 9/17/2052  | 200000 | 187811 |
| CSAIL Commercial Mortgage Trust Series 2019-C17 Class A5, 3.0161% 9/17/2052  | 200000 | 187728 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K057 Class A2, 2.57% 7/25/2026  | 303817 | 299662 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K064 Class A2, 3.224% 3/25/2027  | 250000 | 246932 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K068 Class A2, 3.244% 8/25/2027  | 570000 | 562385 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-1510 Class A2, 3.718% 1/25/2031  | 165000 | 161721 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-K094 Class A2, 2.903% 6/25/2029  | 430000 | 414047 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K104 Class A2, 2.253% 1/25/2030  | 760000 | 708306 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K116 Class A2, 1.378% 7/25/2030  | 640000 | 565371 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K117 Class A2, 1.406% 8/25/2030  | 710000 | 626600 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K118 Class A2, 1.493% 9/25/2030  | 430000 | 380225 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K121 Class A2, 1.547% 10/25/2030  | 70000 | 61816 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K123 Class A2, 1.621% 12/25/2030  | 540000 | 477597 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K125 Class A2, 1.846% 1/25/2031  | 450000 | 401382 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K126 Class A2, 2.074% 1/25/2031  | 180000 | 162620 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K128 Class A2, 2.02% 3/25/2031  | 540000 | 485824 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K129 Class A2, 1.914% 5/25/2031  | 540000 | 481256 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K130 Class A2, 1.723% 6/25/2031  | 650000 | 570554 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K136 Class A2, 2.127% 11/25/2031  | 1090000 | 967278 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K140 Class A2, 2.25% 1/25/2032  | 1900000 | 1689764 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K145 Class A2, 2.58% 5/25/2032  | 2500000 | 2256086 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-154 Class A2, 4.35% 1/25/2033  | 500000 | 499365 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-156 Class A2, 4.43% 2/25/2033  | 1400000 | 1406981 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-157 Class A2, 4.2% 5/25/2033  | 600000 | 592888 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-K751 Class A2, 4.412% 3/25/2030  | 500000 | 506866 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-163 Class A2, 5% 3/25/2034 (b) | 950000 | 985640 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-165 Class A2, 4.489% 9/25/2034  | 1110000 | 1108767 |
| GS Mortgage Securities Trust Series 2020-GC45 Class A5, 2.9106% 2/13/2053  | 300000 | 281016 |
| JPMBB Commercial Mortgage Securities Trust Series 2014-C24 Class A5, 3.6385% 11/15/2047  | 29474 | 28852 |
| JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 Class A5, 2.1798% 5/13/2053  | 500000 | 422006 |
| Morgan Stanley Cap I Tr 2020-L4 Series 2020-L4 Class A3, 2.698% 2/15/2053  | 150000 | 139210 |
| Morgan Stanley Capital I Trust Series 2021-L6 Class A4, 2.444% 6/15/2054 (b) | 275000 | 243654 |
| MSWF Commercial Mortgage Trust Series 2023-2 Class A5, 6.014% 12/15/2056  | 180000 | 194532 |
| UBS Commercial Mortgage Trust Series 2019-C16 Class A4, 3.6048% 4/15/2052  | 350000 | 337487 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C52 Class A5, 2.892% 8/15/2052  | 200000 | 188303 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C54 Class A4, 3.146% 12/15/2052  | 500000 | 475208 |
| Wells Fargo Commercial Mortgage Trust Series 2020-C55 Class A5, 2.725% 2/15/2053  | 135000 | 125811 |
| TOTAL UNITED STATES |  | 32499701 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $33,686,069) |  | <br> **32499701** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CANADA - 0.2%  |  |  |
| Export Development Canada 4.125% 2/13/2029  | 880000 | 892751 |
| Province of Alberta 1.3% 7/22/2030  | 360000 | 319277 |
| Province of Alberta 3.3% 3/15/2028  | 225000 | 222721 |
| Province of Alberta 4.5% 1/24/2034  | 120000 | 120618 |
| Province of British Columbia 2.25% 6/2/2026  | 350000 | 345611 |
| Province of British Columbia 4.2% 7/6/2033  | 360000 | 356634 |
| Province of British Columbia 4.9% 4/24/2029  | 500000 | 519075 |
| Province of Manitoba 4.9% 5/31/2034  | 190000 | 195486 |
| Province of Ontario 1.125% 10/7/2030  | 1111000 | 969892 |
| Province of Ontario 2.3% 6/15/2026  | 70000 | 69087 |
| Province of Ontario 2.5% 4/27/2026  | 300000 | 297045 |
| Province of Quebec 1.9% 4/21/2031  | 600000 | 537342 |
| Province of Quebec 2.5% 4/20/2026  | 590000 | 584366 |
| Province of Quebec 2.75% 4/12/2027  | 320000 | 314531 |
| Province of Quebec 3.625% 4/13/2028  | 510000 | 508547 |
| Province of Quebec 4.25% 9/5/2034  | 130000 | 127887 |
| TOTAL CANADA |  | 6380870 |
| CHILE - 0.1%  |  |  |
| Chilean Republic 2.55% 7/27/2033  | 1330000 | 1131830 |
| Chilean Republic 3.24% 2/6/2028  | 200000 | 196000 |
| Chilean Republic 3.625% 10/30/2042  | 394000 | 318943 |
| Chilean Republic 4.95% 1/5/2036  | 290000 | 287680 |
| Chilean Republic 5.65% 1/13/2037  | 1000000 | 1041000 |
| TOTAL CHILE |  | 2975453 |
| HUNGARY - 0.0%  |  |  |
| Hungary Government 7.625% 3/29/2041  | 110000 | 126920 |
| INDONESIA - 0.1%  |  |  |
| Indonesia Government 1.85% 3/12/2031  | 460000 | 402086 |
| Indonesia Government 2.85% 2/14/2030  | 200000 | 188100 |
| Indonesia Government 3.35% 3/12/2071  | 270000 | 172922 |
| Indonesia Government 3.4% 9/18/2029  | 360000 | 349722 |
| Indonesia Government 3.5% 2/14/2050  | 400000 | 289320 |
| Indonesia Government 3.85% 10/15/2030  | 750000 | 734348 |
| Indonesia Government 4.1% 4/24/2028  | 240000 | 240318 |
| Indonesia Government 4.35% 1/11/2048  | 250000 | 211875 |
| Indonesia Government 4.45% 4/15/2070  | 150000 | 119812 |
| Indonesia Government 5.25% 1/15/2030  | 300000 | 311679 |
| Indonesia Government 5.6% 1/15/2035  | 300000 | 315375 |
| TOTAL INDONESIA |  | 3335557 |
| ISRAEL - 0.1%  |  |  |
| Israel Government 3.25% 1/17/2028  | 760000 | 739797 |
| Israel Government 3.375% 1/15/2050  | 475000 | 310288 |
| Israel Government 4.5% 1/30/2043  | 200000 | 169314 |
| Israel Government 5.375% 2/19/2030  | 350000 | 359121 |
| Israel Government 5.375% 3/12/2029  | 200000 | 205201 |
| Israel Government 5.5% 3/12/2034  | 200000 | 203967 |
| Israel Government 5.625% 2/19/2035  | 350000 | 358421 |
| Israel Government 5.75% 3/12/2054  | 200000 | 184846 |
| TOTAL ISRAEL |  | 2530955 |
| ITALY - 0.0%  |  |  |
| Italian Republic 1.25% 2/17/2026  | 1161000 | 1145231 |
| Italian Republic 2.875% 10/17/2029  | 400000 | 380980 |
| Italian Republic 3.875% 5/6/2051  | 200000 | 136732 |
| TOTAL ITALY |  | 1662943 |
| JAPAN - 0.0%  |  |  |
| Japan International Cooperation Agency 1.75% 4/28/2031  | 200000 | 175611 |
| KOREA (SOUTH) - 0.0%  |  |  |
| Korean Republic 2.75% 1/19/2027  | 570000 | 561613 |
| MEXICO - 0.2%  |  |  |
| United Mexican States 3.5% 2/12/2034  | 1226000 | 1046085 |
| United Mexican States 4.5% 1/31/2050  | 1920000 | 1416960 |
| United Mexican States 4.6% 2/10/2048  | 270000 | 203310 |
| United Mexican States 4.75% 4/27/2032  | 200000 | 192800 |
| United Mexican States 5% 4/27/2051  | 1195000 | 938075 |
| United Mexican States 5.55% 1/21/2045  | 560000 | 501060 |
| United Mexican States 5.85% 7/2/2032  | 1737000 | 1773477 |
| United Mexican States 6.05% 1/11/2040  | 120000 | 116044 |
| United Mexican States 6.35% 2/9/2035  | 430000 | 445050 |
| United Mexican States 6.625% 1/29/2038  | 370000 | 379250 |
| TOTAL MEXICO |  | 7012111 |
| PANAMA - 0.1%  |  |  |
| Panamanian Republic 3.16% 1/23/2030  | 800000 | 736800 |
| Panamanian Republic 3.87% 7/23/2060  | 200000 | 121200 |
| Panamanian Republic 4.5% 4/16/2050  | 400000 | 284222 |
| Panamanian Republic 4.5% 5/15/2047  | 240000 | 175850 |
| Panamanian Republic 6.4% 2/14/2035  | 480000 | 482880 |
| Panamanian Republic 6.7% 1/26/2036  | 240000 | 246480 |
| TOTAL PANAMA |  | 2047432 |
| PERU - 0.1%  |  |  |
| Peruvian Republic 1.862% 12/1/2032  | 420000 | 342980 |
| Peruvian Republic 2.78% 12/1/2060  | 810000 | 432540 |
| Peruvian Republic 3.55% 3/10/2051  | 250000 | 172000 |
| Peruvian Republic 5.375% 2/8/2035  | 290000 | 293480 |
| Peruvian Republic 5.5% 3/30/2036  | 370000 | 373700 |
| Peruvian Republic 6.2% 6/30/2055  | 370000 | 374810 |
| Peruvian Republic 6.55% 3/14/2037  | 275000 | 302363 |
| TOTAL PERU |  | 2291873 |
| PHILIPPINES - 0.1%  |  |  |
| Philippine Republic 2.65% 12/10/2045  | 610000 | 401377 |
| Philippine Republic 2.95% 5/5/2045  | 370000 | 258308 |
| Philippine Republic 3% 2/1/2028  | 200000 | 194326 |
| Philippine Republic 3.95% 1/20/2040  | 300000 | 265047 |
| Philippine Republic 4.75% 3/5/2035  | 400000 | 398000 |
| Philippine Republic 5.17% 10/13/2027  | 1200000 | 1223856 |
| Philippine Republic 5.25% 5/14/2034  | 400000 | 412320 |
| Philippine Republic 5.5% 1/17/2048  | 200000 | 200000 |
| Philippine Republic 6.375% 10/23/2034  | 130000 | 144950 |
| Philippine Republic 9.5% 2/2/2030  | 170000 | 205059 |
| TOTAL PHILIPPINES |  | 3703243 |
| POLAND - 0.1%  |  |  |
| Republic of Poland 4.625% 3/18/2029  | 560000 | 569811 |
| Republic of Poland 4.875% 10/4/2033  | 260000 | 260281 |
| Republic of Poland 4.875% 2/12/2030  | 400000 | 410400 |
| Republic of Poland 5.125% 9/18/2034  | 300000 | 302835 |
| Republic of Poland 5.375% 2/12/2035  | 400000 | 409600 |
| Republic of Poland 5.5% 3/18/2054  | 200000 | 187582 |
| Republic of Poland 5.5% 4/4/2053  | 260000 | 243259 |
| Republic of Poland 5.75% 11/16/2032  | 200000 | 211574 |
| TOTAL POLAND |  | 2595342 |
| URUGUAY - 0.1%  |  |  |
| Uruguay Republic 4.125% 11/20/2045  | 130000 | 111597 |
| Uruguay Republic 4.375% 1/23/2031  | 270000 | 271045 |
| Uruguay Republic 4.375% 10/27/2027  | 140000 | 140840 |
| Uruguay Republic 4.975% 4/20/2055  | 462000 | 410603 |
| Uruguay Republic 5.1% 6/18/2050  | 100000 | 92350 |
| Uruguay Republic 5.442% 2/14/2037  | 1000000 | 1031880 |
| Uruguay Republic 7.625% 3/21/2036  | 130000 | 156148 |
| TOTAL URUGUAY |  | 2214463 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $39,813,924) |  | <br> **37614386** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Municipal Securities - 0.3%** | &nbsp;&nbsp;**Municipal Securities - 0.3%** | &nbsp;&nbsp;**Municipal Securities - 0.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| California - 0.2%  |  |  |
| Education - 0.0% |  |  |
| California St Univ Rev 2.719% 11/1/2052  | 280000 | 181695 |
| General Obligations - 0.2% |  |  |
| Golden State Tobacco Securitization Corp. Tobacco Settlement (State of California Proj.) Series 2021 B, 2.746% 6/1/2034  | 112000 | 98418 |
| Golden State Tobacco Securitization Corp. Tobacco Settlement (State of California Proj.) Series 2021 B, 3.293% 6/1/2042  | 60000 | 45608 |
| State of California 7.5% 4/1/2034  | 980000 | 1136285 |
| State of California 7.55% 4/1/2039  | 360000 | 431689 |
| State of California 7.6% 11/1/2040  | 350000 | 426407 |
| State of California Gen. Oblig. 3.5% 4/1/2028  | 175000 | 174387 |
|  |  | 2312794 |
| Health Care - 0.0% |  |  |
| Univ CA Regts Med Ctr Pooled Rev (Univ CA Regts Med Ctr Pooled Rev Proj.) Series 2020 N, 3.256% 5/15/2060  | 700000 | 437248 |
| Univ CA Regts Med Ctr Pooled Rev Series 2020 N, 3.006% 5/15/2050  | 150000 | 95650 |
|  |  | 532898 |
| Transportation - 0.0% |  |  |
| Bay Area Toll Auth CA Bridge Rev 6.263% 4/1/2049  | 325000 | 337180 |
| Bay Area Toll Auth CA Bridge Rev 7.043% 4/1/2050  | 55000 | 61949 |
| City of Los Angeles Department of Airports Customer Facility Charge Revenue (Los Angeles CA Dept Arpts Rev Proj.) 4.242% 5/15/2048 (Assured Guaranty Inc Insured)  | 300000 | 252476 |
|  |  | 651605 |
| TOTAL CALIFORNIA |  | 3678992 |
| Florida - 0.0%  |  |  |
| Special Tax - 0.0% |  |  |
| State of Florida Series 2024A, 5.526% 7/1/2034  | 300000 | 309553 |
| Idaho - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| Idaho Energy Res Auth Transmission Facs Rev (Bonneville Power Administration Proj.) Series 2021, 2.861% 9/1/2046  | 75000 | 51785 |
| Illinois - 0.1%  |  |  |
| General Obligations - 0.1% |  |  |
| Illinois St 7.35% 7/1/2035  | 71429 | 78143 |
| Illinois St Gen. Oblig. 5.1% 6/1/2033  | 654412 | 662037 |
|  |  | 740180 |
| Transportation - 0.0% |  |  |
| Chicago IL O'Hare Intl Arpt Rev 6.395% 1/1/2040  | 300000 | 330782 |
| TOTAL ILLINOIS |  | 1070962 |
| Kansas - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| Kansas St Dev Fin Auth Rev (Kansas St Proj.) Series 2015 H, 4.927% 4/15/2045  | 140000 | 133703 |
| Massachusetts - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| Massachusetts St 5.456% 12/1/2039  | 145000 | 147350 |
| Special Tax - 0.0% |  |  |
| Massachusetts St Sch Bldg Auth Dedicated Sales Tax Rev Series 2019 B, 3.395% 10/15/2040  | 250000 | 213701 |
| Water & Sewer - 0.0% |  |  |
| Massachusetts St Wtr Res Auth Series 2021C, 2.823% 8/1/2041  | 300000 | 240173 |
| TOTAL MASSACHUSETTS |  | 601224 |
| Michigan - 0.0%  |  |  |
| Education - 0.0% |  |  |
| University MI Univ Revs 4.454% 4/1/2122  | 180000 | 139120 |
| General Obligations - 0.0% |  |  |
| Michigan St Strategic Fd Ltd Oblig Rev (State of Michigan Proj.) Series 2021 A, 3.225% 9/1/2047  | 100000 | 73885 |
| TOTAL MICHIGAN |  | 213005 |
| Minnesota - 0.0%  |  |  |
| Education - 0.0% |  |  |
| University MN Series 2022, 4.048% 4/1/2052  | 210000 | 166574 |
| New Jersey - 0.0%  |  |  |
| Transportation - 0.0% |  |  |
| New Jersey Turnpike Authority 7.102% 1/1/2041  | 140000 | 161385 |
| New Jersey Turnpike Authority 7.414% 1/1/2040  | 320000 | 384204 |
|  |  | 545589 |
| TOTAL NEW JERSEY |  | 545589 |
| New Jersey,New York - 0.0%  |  |  |
| Transportation - 0.0% |  |  |
| Port Auth NY & NJ 4.96% 8/1/2046  | 70000 | 65610 |
| Port Auth NY & NJ Series 225, 3.175% 7/15/2060  | 300000 | 191325 |
|  |  | 256935 |
| TOTAL NEW JERSEY,NEW YORK |  | 256935 |
| New York - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| City of New York NY 6.271% 12/1/2037  | 280000 | 299821 |
| Special Tax - 0.0% |  |  |
| New York St Dorm Auth St Pers Income Tax Rev (New York State Pit Proj.) 2.202% 3/15/2034  | 300000 | 253453 |
| Transportation - 0.0% |  |  |
| Metropolitan Transn Auth NY Rv 6.814% 11/15/2040  | 85000 | 92382 |
| Water & Sewer - 0.0% |  |  |
| New York NY Cty Muni Wtr Fin Auth 6.011% 6/15/2042  | 280000 | 290142 |
| TOTAL NEW YORK |  | 935798 |
| North Carolina - 0.0%  |  |  |
| Health Care - 0.0% |  |  |
| Atrium Health (Atrium Health Proj.) 3.204% 1/15/2051  | 150000 | 100664 |
| Ohio - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| American Mun Pwr Rev 7.834% 2/15/2041  | 170000 | 203361 |
| Texas - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| San Antonio TX Elec & Gas Rev 4.427% 2/1/2042  | 300000 | 283747 |
| General Obligations - 0.0% |  |  |
| Texas State 4.681% 4/1/2040  | 300000 | 289185 |
| Texas State Gen. Oblig. Series 2015 C, 3.738% 10/1/2031  | 190000 | 187289 |
|  |  | 476474 |
| Special Tax - 0.0% |  |  |
| Dallas TX Rapid Transit Sales Tax Rev Series 2021 A, 2.613% 12/1/2048  | 300000 | 198397 |
| Transportation - 0.0% |  |  |
| Dallas Fort Worth International Airport 4.507% 11/1/2051  | 100000 | 85348 |
| Dallas Fort Worth International Airport Series 2019A, 3.144% 11/1/2045  | 20000 | 14916 |
| Dallas Fort Worth International Airport Series 2021 C, 2.843% 11/1/2046  | 250000 | 177642 |
|  |  | 277906 |
| TOTAL TEXAS |  | 1236524 |
| Virginia - 0.0%  |  |  |
| Education - 0.0% |  |  |
| University VA Univ Revs (University VA Univ Revs Proj.) 2.584% 11/1/2051  | 210000 | 127020 |
| <br> **TOTAL MUNICIPAL SECURITIES**<br> (Cost $11,104,950) |  | <br> **9631689** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 26.2%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 26.2%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 26.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.2%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Australia & New Zealand Banking Group Ltd/New York NY 4.75% 1/18/2027  | 340000 | 343563 |
| National Australia Bank Ltd/New York 4.9% 6/13/2028  | 300000 | 307519 |
| National Australia Bank Ltd/New York 4.944% 1/12/2028  | 250000 | 255811 |
| Westpac Banking Corp 1.953% 11/20/2028  | 170000 | 159911 |
| Westpac Banking Corp 3.02% 11/18/2036 (b) | 180000 | 160214 |
| Westpac Banking Corp 3.133% 11/18/2041  | 100000 | 73848 |
| Westpac Banking Corp 3.35% 3/8/2027  | 670000 | 664409 |
| Westpac Banking Corp 4.043% 8/26/2027  | 230000 | 230536 |
| Westpac Banking Corp 4.11% 7/24/2034 (b) | 500000 | 489381 |
| Westpac Banking Corp 4.322% 11/23/2031 (b) | 270000 | 268988 |
| Westpac Banking Corp 4.354% 7/1/2030  | 290000 | 293224 |
| Westpac Banking Corp 5.405% 8/10/2033 (b) | 100000 | 102159 |
| Westpac Banking Corp 5.618% 11/20/2035 (b) | 100000 | 101788 |
| Westpac Banking Corp 6.82% 11/17/2033  | 100000 | 111121 |
|  |  | 3562472 |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| BHP Billiton Finance USA Ltd 4.125% 2/24/2042  | 225000 | 193302 |
| BHP Billiton Finance USA Ltd 4.75% 2/28/2028  | 400000 | 407181 |
| BHP Billiton Finance USA Ltd 5% 9/30/2043  | 151000 | 143286 |
| BHP Billiton Finance USA Ltd 5.25% 9/8/2033  | 330000 | 340279 |
| BHP Billiton Finance USA Ltd 5.3% 2/21/2035  | 230000 | 236342 |
| BHP Billiton Finance USA Ltd 5.5% 9/8/2053  | 50000 | 49387 |
| Rio Tinto Finance USA Ltd 2.75% 11/2/2051  | 390000 | 236114 |
| Rio Tinto Finance USA Ltd 5.2% 11/2/2040  | 324000 | 319623 |
| Rio Tinto Finance USA PLC 4.875% 3/14/2030  | 210000 | 215310 |
| Rio Tinto Finance USA PLC 5% 3/9/2033  | 200000 | 204243 |
| Rio Tinto Finance USA PLC 5.25% 3/14/2035  | 420000 | 427869 |
| Rio Tinto Finance USA PLC 5.75% 3/14/2055  | 105000 | 105026 |
|  |  | 2877962 |
| TOTAL AUSTRALIA |  | 6440434 |
| BELGIUM - 0.1%  |  |  |
| Consumer Staples - 0.1% |  |  |
| Beverages - 0.1% |  |  |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.7% 2/1/2036  | 200000 | 195190 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.9% 2/1/2046  | 100000 | 91283 |
| Anheuser-Busch InBev Finance Inc 4.7% 2/1/2036  | 220000 | 214709 |
| Anheuser-Busch InBev Finance Inc 4.9% 2/1/2046  | 100000 | 90999 |
| Anheuser-Busch InBev Worldwide Inc 4.35% 6/1/2040  | 180000 | 161938 |
| Anheuser-Busch InBev Worldwide Inc 4.439% 10/6/2048  | 1195000 | 1007280 |
| Anheuser-Busch InBev Worldwide Inc 4.6% 4/15/2048  | 487000 | 428267 |
| Anheuser-Busch InBev Worldwide Inc 4.95% 1/15/2042  | 230000 | 216684 |
| Anheuser-Busch InBev Worldwide Inc 5.45% 1/23/2039  | 380000 | 387821 |
| Anheuser-Busch InBev Worldwide Inc 5.55% 1/23/2049  | 400000 | 393078 |
| Anheuser-Busch InBev Worldwide Inc 5.8% 1/23/2059  | 370000 | 372600 |
| Anheuser-Busch InBev Worldwide Inc 5.875% 6/15/2035  | 180000 | 193634 |
| Anheuser-Busch InBev Worldwide Inc 8.2% 1/15/2039  | 110000 | 140297 |
| TOTAL BELGIUM |  | 3893780 |
| BRAZIL - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Vale Overseas Ltd 3.75% 7/8/2030  | 500000 | 474950 |
| Vale Overseas Ltd 6.125% 6/12/2033  | 70000 | 73850 |
| Vale Overseas Ltd 6.4% 6/28/2054  | 250000 | 248875 |
| Vale Overseas Ltd 6.875% 11/21/2036  | 120000 | 131878 |
|  |  | 929553 |
| Paper & Forest Products - 0.0% |  |  |
| Suzano Austria GmbH 2.5% 9/15/2028  | 320000 | 298900 |
| Suzano Austria GmbH 3.125% 1/15/2032  | 250000 | 221797 |
| Suzano Austria GmbH 6% 1/15/2029  | 230000 | 236610 |
|  |  | 757307 |
| TOTAL BRAZIL |  | 1686860 |
| CANADA - 0.8%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Bell Canada 2.15% 2/15/2032  | 230000 | 196523 |
| Bell Canada 3.2% 2/15/2052  | 100000 | 63754 |
| Bell Canada 4.464% 4/1/2048  | 130000 | 105304 |
| Bell Canada 5.55% 2/15/2054  | 240000 | 224898 |
| TELUS Corp 4.3% 6/15/2049  | 100000 | 77522 |
|  |  | 668001 |
| Wireless Telecommunication Services - 0.0% |  |  |
| Rogers Communications Inc 2.9% 11/15/2026  | 90000 | 88413 |
| Rogers Communications Inc 4.55% 3/15/2052  | 480000 | 386570 |
|  |  | 474983 |
| TOTAL COMMUNICATION SERVICES |  | 1142984 |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| Canadian Natural Resources Ltd 3.85% 6/1/2027  | 152000 | 150856 |
| Canadian Natural Resources Ltd 4.95% 6/1/2047  | 210000 | 181381 |
| Canadian Natural Resources Ltd 5% 12/15/2029 (c) | 400000 | 407735 |
| Canadian Natural Resources Ltd 6.25% 3/15/2038  | 50000 | 52346 |
| Canadian Natural Resources Ltd 6.45% 6/30/2033  | 140000 | 149326 |
| Cenovus Energy Inc 5.4% 6/15/2047  | 171000 | 152389 |
| Enbridge Inc 1.6% 10/4/2026  | 860000 | 835874 |
| Enbridge Inc 2.5% 8/1/2033  | 520000 | 437754 |
| Enbridge Inc 3.125% 11/15/2029  | 420000 | 400573 |
| Enbridge Inc 3.4% 8/1/2051  | 190000 | 125566 |
| Enbridge Inc 4.5% 6/10/2044  | 120000 | 99980 |
| Enbridge Inc 5.55% 6/20/2035  | 200000 | 203682 |
| Enbridge Inc 5.625% 4/5/2034  | 100000 | 103239 |
| Enbridge Inc 5.7% 3/8/2033  | 200000 | 208639 |
| Enbridge Inc 5.95% 4/5/2054  | 130000 | 128240 |
| Enbridge Inc 6.2% 11/15/2030  | 540000 | 581346 |
| Enbridge Inc 8.5% 1/15/2084 (b) | 60000 | 67873 |
| South Bow USA Infrastructure Holdings LLC 5.026% 10/1/2029  | 100000 | 101249 |
| South Bow USA Infrastructure Holdings LLC 5.584% 10/1/2034  | 150000 | 148800 |
| South Bow USA Infrastructure Holdings LLC 6.176% 10/1/2054  | 100000 | 94916 |
| Suncor Energy Inc 4% 11/15/2047  | 234000 | 172594 |
| Suncor Energy Inc 6.8% 5/15/2038  | 130000 | 140624 |
| Suncor Energy Inc 7.15% 2/1/2032  | 90000 | 100603 |
| TransCanada PipeLines Ltd 4.1% 4/15/2030  | 270000 | 265865 |
| TransCanada PipeLines Ltd 4.25% 5/15/2028  | 320000 | 320198 |
| TransCanada PipeLines Ltd 4.875% 5/15/2048  | 80000 | 70047 |
| TransCanada PipeLines Ltd 5% 10/16/2043  | 440000 | 403096 |
| TransCanada PipeLines Ltd 6.1% 6/1/2040  | 170000 | 175559 |
| TransCanada PipeLines Ltd 7.25% 8/15/2038  | 100000 | 113573 |
|  |  | 6393923 |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| Bank of Montreal 1.25% 9/15/2026  | 395000 | 383556 |
| Bank of Montreal 2.65% 3/8/2027  | 460000 | 451028 |
| Bank of Montreal 3.088% 1/10/2037 (b) | 110000 | 96629 |
| Bank of Montreal 3.803% 12/15/2032 (b) | 100000 | 98014 |
| Bank of Montreal 5.717% 9/25/2028  | 320000 | 334318 |
| Bank of Nova Scotia/The 2.45% 2/2/2032  | 110000 | 96685 |
| Bank of Nova Scotia/The 4.588% 5/4/2037 (b) | 180000 | 172706 |
| Bank of Nova Scotia/The 4.85% 2/1/2030  | 210000 | 214928 |
| Bank of Nova Scotia/The 5.25% 6/12/2028  | 330000 | 340554 |
| Bank of Nova Scotia/The 5.65% 2/1/2034  | 250000 | 263332 |
| Canadian Imperial Bank of Commerce 3.6% 4/7/2032  | 85000 | 80046 |
| Canadian Imperial Bank of Commerce 5.001% 4/28/2028  | 310000 | 317223 |
| Canadian Imperial Bank of Commerce 5.926% 10/2/2026  | 210000 | 213868 |
| Canadian Imperial Bank of Commerce 5.986% 10/3/2028  | 310000 | 326427 |
| Canadian Imperial Bank of Commerce 6.092% 10/3/2033  | 186000 | 200784 |
| National Bank of Canada 4.5% 10/10/2029  | 250000 | 251486 |
| Royal Bank of Canada 1.2% 4/27/2026  | 1030000 | 1010045 |
| Royal Bank of Canada 2.05% 1/21/2027  | 2730000 | 2656738 |
| Royal Bank of Canada 3.625% 5/4/2027  | 410000 | 407538 |
| Royal Bank of Canada 4.24% 8/3/2027  | 390000 | 391876 |
| Royal Bank of Canada 4.522% 10/18/2028 (b) | 250000 | 251788 |
| Royal Bank of Canada 4.65% 10/18/2030 (b) | 420000 | 423584 |
| Royal Bank of Canada 4.696% 8/6/2031 (b) | 250000 | 252519 |
| Royal Bank of Canada 4.95% 2/1/2029  | 90000 | 92632 |
| Royal Bank of Canada 5% 5/2/2033  | 200000 | 204496 |
| Royal Bank of Canada 5.15% 2/1/2034  | 100000 | 103326 |
| Royal Bank of Canada 5.153% 2/4/2031 (b) | 160000 | 164809 |
| Toronto Dominion Bank 2% 9/10/2031  | 200000 | 176624 |
| Toronto Dominion Bank 3.2% 3/10/2032  | 190000 | 174691 |
| Toronto Dominion Bank 4.456% 6/8/2032  | 100000 | 98975 |
| Toronto Dominion Bank 5.146% 9/10/2034 (b) | 220000 | 222098 |
| Toronto Dominion Bank 5.156% 1/10/2028  | 620000 | 634462 |
| Toronto Dominion Bank 5.264% 12/11/2026  | 300000 | 304246 |
| Toronto Dominion Bank 5.298% 1/30/2032  | 400000 | 415917 |
|  |  | 11827948 |
| Capital Markets - 0.0% |  |  |
| Brookfield Capital Finance LLC 6.087% 6/14/2033  | 100000 | 106470 |
| Brookfield Finance Inc 2.724% 4/15/2031  | 330000 | 301367 |
| Brookfield Finance Inc 3.5% 3/30/2051  | 100000 | 68745 |
| Brookfield Finance Inc 3.9% 1/25/2028  | 190000 | 188652 |
| Brookfield Finance Inc 5.813% 3/3/2055  | 100000 | 98045 |
| Brookfield Finance Inc 5.968% 3/4/2054  | 100000 | 100158 |
| Brookfield Finance Inc 6.35% 1/5/2034  | 170000 | 183809 |
| Brookfield Finance LLC / Brookfield Finance Inc 3.45% 4/15/2050  | 120000 | 81476 |
| CI Financial Corp 3.2% 12/17/2030  | 220000 | 197722 |
|  |  | 1326444 |
| Insurance - 0.0% |  |  |
| Fairfax Financial Holdings Ltd 4.625% 4/29/2030  | 240000 | 240690 |
| Fairfax Financial Holdings Ltd 5.625% 8/16/2032  | 70000 | 72211 |
| Fairfax Financial Holdings Ltd 5.75% 5/20/2035 (c) | 100000 | 102129 |
| Fairfax Financial Holdings Ltd 6% 12/7/2033  | 70000 | 73605 |
| Fairfax Financial Holdings Ltd 6.1% 3/15/2055  | 50000 | 49309 |
| Fairfax Financial Holdings Ltd 6.35% 3/22/2054  | 150000 | 152813 |
| Manulife Financial Corp 4.15% 3/4/2026  | 510000 | 509526 |
| Manulife Financial Corp 5.375% 3/4/2046  | 50000 | 49001 |
|  |  | 1249284 |
| TOTAL FINANCIALS |  | 14403676 |
| Industrials - 0.1% |  |  |
| Ground Transportation - 0.1% |  |  |
| Canadian National Railway Co 2.45% 5/1/2050  | 290000 | 169470 |
| Canadian National Railway Co 2.75% 3/1/2026  | 150000 | 148783 |
| Canadian National Railway Co 3.65% 2/3/2048  | 100000 | 75695 |
| Canadian National Railway Co 4.45% 1/20/2049  | 50000 | 42770 |
| Canadian National Railway Co 6.125% 11/1/2053  | 60000 | 64123 |
| Canadian Pacific Railway Co 1.75% 12/2/2026  | 200000 | 194299 |
| Canadian Pacific Railway Co 2.45% 12/2/2031  | 200000 | 177172 |
| Canadian Pacific Railway Co 3.1% 12/2/2051  | 300000 | 195009 |
| Canadian Pacific Railway Co 3.5% 5/1/2050  | 260000 | 184100 |
| Canadian Pacific Railway Co 4.2% 11/15/2069  | 50000 | 37444 |
| Canadian Pacific Railway Co 4.8% 8/1/2045  | 230000 | 205880 |
| Canadian Pacific Railway Co 6.125% 9/15/2115  | 100000 | 100711 |
|  |  | 1595456 |
| Professional Services - 0.0% |  |  |
| TR Finance LLC 5.85% 4/15/2040  | 110000 | 113247 |
| TOTAL INDUSTRIALS |  | 1708703 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Nutrien Ltd 3.95% 5/13/2050  | 170000 | 126931 |
| Nutrien Ltd 4.125% 3/15/2035  | 150000 | 136958 |
| Nutrien Ltd 4.2% 4/1/2029  | 32000 | 31933 |
| Nutrien Ltd 4.9% 3/27/2028  | 380000 | 386495 |
| Nutrien Ltd 5% 4/1/2049  | 156000 | 137851 |
| Nutrien Ltd 5.4% 6/21/2034  | 300000 | 305606 |
|  |  | 1125774 |
| Metals & Mining - 0.0% |  |  |
| Barrick North America Finance LLC 5.7% 5/30/2041  | 242000 | 243881 |
| Barrick PD Australia Finance Pty Ltd 5.95% 10/15/2039  | 100000 | 104114 |
|  |  | 347995 |
| TOTAL MATERIALS |  | 1473769 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Emera US Finance LP 2.639% 6/15/2031  | 130000 | 115694 |
| Emera US Finance LP 3.55% 6/15/2026  | 160000 | 158660 |
| Emera US Finance LP 4.75% 6/15/2046  | 100000 | 83332 |
|  |  | 357686 |
| TOTAL CANADA |  | 25480741 |
| CHINA - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Broadline Retail - 0.0% |  |  |
| Alibaba Group Holding Ltd 2.125% 2/9/2031  | 340000 | 305449 |
| Alibaba Group Holding Ltd 3.15% 2/9/2051  | 235000 | 158304 |
| Alibaba Group Holding Ltd 4% 12/6/2037  | 140000 | 127288 |
| Alibaba Group Holding Ltd 4.5% 11/28/2034  | 230000 | 225913 |
| TOTAL CHINA |  | 816954 |
| FRANCE - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Orange SA 5.375% 1/13/2042  | 270000 | 266101 |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| TotalEnergies Capital International SA 3.127% 5/29/2050  | 100000 | 65707 |
| TotalEnergies Capital International SA 3.386% 6/29/2060  | 380000 | 244646 |
| TotalEnergies Capital International SA 3.461% 7/12/2049  | 140000 | 98459 |
| TotalEnergies Capital SA 3.883% 10/11/2028  | 470000 | 469564 |
| TotalEnergies Capital SA 5.15% 4/5/2034  | 230000 | 237055 |
| TotalEnergies Capital SA 5.488% 4/5/2054  | 240000 | 228451 |
| TotalEnergies Capital SA 5.638% 4/5/2064  | 70000 | 67153 |
|  |  | 1411035 |
| TOTAL FRANCE |  | 1677136 |
| GERMANY - 0.3%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Deutsche Telekom International Finance BV 8.75% 6/15/2030 (b) | 370000 | 437285 |
| Consumer Discretionary - 0.0% |  |  |
| Automobiles - 0.0% |  |  |
| Mercedes-Benz Finance North America LLC 8.5% 1/18/2031  | 100000 | 119558 |
| Financials - 0.3% |  |  |
| Capital Markets - 0.1% |  |  |
| Deutsche Bank AG 4.1% 1/13/2026  | 700000 | 698650 |
| Deutsche Bank AG/New York NY 2.311% 11/16/2027 (b) | 830000 | 809618 |
| Deutsche Bank AG/New York NY 3.547% 9/18/2031 (b) | 150000 | 142249 |
| Deutsche Bank AG/New York NY 3.729% 1/14/2032 (b) | 520000 | 487849 |
| Deutsche Bank AG/New York NY 4.1% 1/13/2026  | 154000 | 153679 |
| Deutsche Bank AG/New York NY 4.875% 12/1/2032 (b) | 200000 | 199333 |
| Deutsche Bank AG/New York NY 4.95% 8/4/2031 (b) | 180000 | 181480 |
| Deutsche Bank AG/New York NY 4.999% 9/11/2030 (b) | 150000 | 152427 |
| Deutsche Bank AG/New York NY 5.297% 5/9/2031 (b) | 250000 | 256142 |
| Deutsche Bank AG/New York NY 5.403% 9/11/2035 (b) | 150000 | 151100 |
| Deutsche Bank AG/New York NY 6.72% 1/18/2029 (b) | 150000 | 157824 |
| Deutsche Bank AG/New York NY 6.819% 11/20/2029 (b) | 280000 | 300038 |
|  |  | 3690389 |
| Financial Services - 0.2% |  |  |
| KfW 0% 6/29/2037  | 1000000 | 595474 |
| KfW 3% 5/20/2027  | 2200000 | 2173862 |
| Landwirtschaftliche Rentenbank 3.875% 9/28/2027  | 1110000 | 1113978 |
|  |  | 3883314 |
| TOTAL FINANCIALS |  | 7573703 |
| TOTAL GERMANY |  | 8130546 |
| HONG KONG - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Insurance - 0.0% |  |  |
| Prudential Funding Asia PLC 3.125% 4/14/2030  | 100000 | 95555 |
| IRELAND - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Consumer Finance - 0.1% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026  | 1000000 | 979520 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028  | 400000 | 384850 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.3% 1/30/2032  | 160000 | 146484 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.4% 10/29/2033  | 250000 | 222213 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.85% 10/29/2041  | 250000 | 201294 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.45% 10/1/2025  | 300000 | 299935 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.625% 10/15/2027  | 270000 | 271853 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.625% 9/10/2029  | 210000 | 211700 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.3% 1/19/2034  | 200000 | 202669 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.15% 9/30/2030  | 150000 | 160802 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027  | 219000 | 226071 |
|  |  | 3307391 |
| Materials - 0.0% |  |  |
| Containers & Packaging - 0.0% |  |  |
| Smurfit Kappa Treasury ULC 5.438% 4/3/2034  | 300000 | 307919 |
| Smurfit Westrock Financing DAC 5.418% 1/15/2035  | 200000 | 203636 |
|  |  | 511555 |
| TOTAL IRELAND |  | 3818946 |
| JAPAN - 0.6%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Automobiles - 0.0% |  |  |
| Honda Motor Co Ltd 2.967% 3/10/2032  | 130000 | 117313 |
| Toyota Motor Corp 3.669% 7/20/2028  | 290000 | 289412 |
| Toyota Motor Corp 5.053% 6/30/2035  | 500000 | 504962 |
|  |  | 911687 |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| Japan Bank for International Cooperation 1.25% 1/21/2031  | 1012000 | 879221 |
| Japan Bank for International Cooperation 2% 10/17/2029  | 240000 | 223060 |
| Japan Bank for International Cooperation 2.75% 11/16/2027  | 760000 | 742838 |
| Japan Bank for International Cooperation 4.875% 10/18/2028  | 390000 | 402149 |
| Mitsubishi UFJ Financial Group Inc 1.538% 7/20/2027 (b) | 550000 | 536588 |
| Mitsubishi UFJ Financial Group Inc 2.309% 7/20/2032 (b) | 550000 | 486348 |
| Mitsubishi UFJ Financial Group Inc 2.341% 1/19/2028 (b) | 330000 | 321399 |
| Mitsubishi UFJ Financial Group Inc 2.559% 2/25/2030  | 200000 | 186224 |
| Mitsubishi UFJ Financial Group Inc 2.757% 9/13/2026  | 1050000 | 1034596 |
| Mitsubishi UFJ Financial Group Inc 3.195% 7/18/2029  | 670000 | 644842 |
| Mitsubishi UFJ Financial Group Inc 3.961% 3/2/2028  | 100000 | 99804 |
| Mitsubishi UFJ Financial Group Inc 4.153% 3/7/2039  | 150000 | 139536 |
| Mitsubishi UFJ Financial Group Inc 4.286% 7/26/2038  | 110000 | 103578 |
| Mitsubishi UFJ Financial Group Inc 5.197% 1/16/2031 (b) | 400000 | 412751 |
| Mitsubishi UFJ Financial Group Inc 5.406% 4/19/2034 (b) | 200000 | 208647 |
| Mitsubishi UFJ Financial Group Inc 5.441% 2/22/2034 (b) | 240000 | 249945 |
| Mitsubishi UFJ Financial Group Inc 5.475% 2/22/2031 (b) | 200000 | 208700 |
| Mitsubishi UFJ Financial Group Inc 5.615% 4/24/2036 (b) | 200000 | 208452 |
| Mizuho Financial Group Inc 1.554% 7/9/2027 (b) | 200000 | 195388 |
| Mizuho Financial Group Inc 1.979% 9/8/2031 (b) | 280000 | 248692 |
| Mizuho Financial Group Inc 4.711% 7/8/2031 (b) | 230000 | 232646 |
| Mizuho Financial Group Inc 5.098% 5/13/2031 (b) | 400000 | 410575 |
| Mizuho Financial Group Inc 5.382% 7/10/2030 (b) | 630000 | 652417 |
| Mizuho Financial Group Inc 5.669% 9/13/2033 (b) | 200000 | 209926 |
| Mizuho Financial Group Inc 5.739% 5/27/2031 (b) | 590000 | 621840 |
| Mizuho Financial Group Inc 5.778% 7/6/2029 (b) | 430000 | 447919 |
| Sumitomo Mitsui Financial Group Inc 2.174% 1/14/2027  | 1010000 | 984115 |
| Sumitomo Mitsui Financial Group Inc 2.75% 1/15/2030  | 900000 | 842159 |
| Sumitomo Mitsui Financial Group Inc 3.01% 10/19/2026  | 725000 | 715816 |
| Sumitomo Mitsui Financial Group Inc 3.04% 7/16/2029  | 600000 | 573150 |
| Sumitomo Mitsui Financial Group Inc 3.05% 1/14/2042  | 260000 | 195470 |
| Sumitomo Mitsui Financial Group Inc 5.24% 4/15/2030  | 200000 | 207076 |
| Sumitomo Mitsui Financial Group Inc 5.52% 1/13/2028  | 500000 | 516565 |
| Sumitomo Mitsui Financial Group Inc 5.558% 7/9/2034  | 200000 | 209228 |
| Sumitomo Mitsui Financial Group Inc 5.632% 1/15/2035  | 200000 | 209890 |
| Sumitomo Mitsui Financial Group Inc 5.776% 7/13/2033  | 280000 | 297326 |
| Sumitomo Mitsui Financial Group Inc 5.8% 7/13/2028  | 300000 | 313635 |
| Sumitomo Mitsui Financial Group Inc 5.808% 9/14/2033  | 200000 | 213696 |
| Sumitomo Mitsui Financial Group Inc 5.836% 7/9/2044  | 170000 | 172995 |
| Sumitomo Mitsui Financial Group Inc 6.184% 7/13/2043  | 60000 | 64049 |
|  |  | 15623251 |
| Capital Markets - 0.0% |  |  |
| Nomura Holdings Inc 2.329% 1/22/2027  | 290000 | 282175 |
| Nomura Holdings Inc 2.679% 7/16/2030  | 210000 | 192654 |
| Nomura Holdings Inc 2.999% 1/22/2032  | 565000 | 508089 |
| Nomura Holdings Inc 6.07% 7/12/2028  | 200000 | 209438 |
|  |  | 1192356 |
| TOTAL FINANCIALS |  | 16815607 |
| Health Care - 0.0% |  |  |
| Pharmaceuticals - 0.0% |  |  |
| Takeda Pharmaceutical Co Ltd 2.05% 3/31/2030  | 290000 | 263230 |
| Takeda Pharmaceutical Co Ltd 3.025% 7/9/2040  | 330000 | 248450 |
| Takeda Pharmaceutical Co Ltd 5% 11/26/2028  | 210000 | 214918 |
| Takeda Pharmaceutical Co Ltd 5.8% 7/5/2064  | 410000 | 399007 |
|  |  | 1125605 |
| TOTAL JAPAN |  | 18852899 |
| KOREA (SOUTH) - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Export-Import Bank of Korea 1.25% 9/21/2030  | 680000 | 595265 |
| Export-Import Bank of Korea 4% 9/11/2029  | 200000 | 199668 |
| Export-Import Bank of Korea 4.25% 9/15/2027  | 430000 | 432481 |
| Export-Import Bank of Korea 5.125% 9/18/2028  | 290000 | 299837 |
| Export-Import Bank of Korea 5.25% 1/14/2035  | 200000 | 211086 |
| Korea Development Bank/The 1.625% 1/19/2031  | 250000 | 221348 |
| Korea Development Bank/The 2% 10/25/2031  | 350000 | 312012 |
| TOTAL KOREA (SOUTH) |  | 2271697 |
| LUXEMBOURG - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| ArcelorMittal SA 6% 6/17/2034  | 60000 | 63366 |
| ArcelorMittal SA 6.35% 6/17/2054  | 100000 | 101278 |
| ArcelorMittal SA 6.55% 11/29/2027  | 230000 | 239951 |
| ArcelorMittal SA 6.8% 11/29/2032  | 270000 | 298962 |
| TOTAL LUXEMBOURG |  | 703557 |
| MEXICO - 0.1%  |  |  |
| Communication Services - 0.1% |  |  |
| Media - 0.0% |  |  |
| Grupo Televisa SAB 5% 5/13/2045  | 100000 | 69688 |
| Grupo Televisa SAB 6.625% 1/15/2040  | 110000 | 101200 |
|  |  | 170888 |
| Wireless Telecommunication Services - 0.1% |  |  |
| America Movil SAB de CV 2.875% 5/7/2030  | 511000 | 476349 |
| America Movil SAB de CV 3.625% 4/22/2029  | 200000 | 194636 |
| America Movil SAB de CV 6.125% 3/30/2040  | 100000 | 105438 |
|  |  | 776423 |
| TOTAL COMMUNICATION SERVICES |  | 947311 |
| Consumer Staples - 0.0% |  |  |
| Beverages - 0.0% |  |  |
| Coca-Cola Femsa SAB de CV 2.75% 1/22/2030  | 150000 | 141000 |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Southern Copper Corp 5.25% 11/8/2042  | 100000 | 93788 |
| Southern Copper Corp 5.875% 4/23/2045  | 178000 | 178582 |
| Southern Copper Corp 7.5% 7/27/2035  | 320000 | 370400 |
|  |  | 642770 |
| TOTAL MEXICO |  | 1731081 |
| MULTI-NATIONAL - 0.7%  |  |  |
| Financials - 0.7% |  |  |
| Banks - 0.5% |  |  |
| African Development Bank 0.875% 7/22/2026  | 200000 | 194711 |
| Arab Community Center for Economic & Social Service 4.125% 1/7/2028  | 147000 | 147248 |
| Arab Community Center for Economic & Social Service 5% 1/22/2030  | 150000 | 155480 |
| Arab Community Center for Economic & Social Service 5% 1/24/2029  | 330000 | 340202 |
| Asian Development Bank 0.75% 10/8/2030  | 150000 | 129191 |
| Asian Development Bank 1.875% 1/24/2030  | 1139000 | 1054878 |
| Asian Development Bank 2.5% 11/2/2027  | 20000 | 19511 |
| Asian Development Bank 4% 1/12/2033  | 500000 | 499124 |
| Asian Development Bank 4.375% 3/6/2029  | 1340000 | 1371169 |
| Asian Development Bank 4.5% 8/25/2028  | 630000 | 645301 |
| European Investment Bank 0.75% 9/23/2030  | 400000 | 345403 |
| European Investment Bank 0.875% 5/17/2030  | 80000 | 70276 |
| European Investment Bank 1.25% 2/14/2031  | 630000 | 552251 |
| European Investment Bank 1.75% 3/15/2029  | 2950000 | 2765611 |
| European Investment Bank 3.625% 7/15/2030  | 1710000 | 1702578 |
| European Investment Bank 4.875% 2/15/2036  | 400000 | 419100 |
| Inter-American Development Bank 1.125% 1/13/2031  | 730000 | 636061 |
| Inter-American Development Bank 1.5% 1/13/2027  | 1000000 | 969592 |
| Inter-American Development Bank 3.125% 9/18/2028  | 680000 | 669825 |
| Inter-American Development Bank 4% 1/12/2028  | 1500000 | 1511828 |
| Inter-American Development Bank 4.375% 1/24/2044  | 190000 | 175034 |
| Inter-American Development Bank 4.5% 9/13/2033  | 270000 | 277524 |
|  |  | 14651898 |
| Capital Markets - 0.0% |  |  |
| Asian Infrastructure Investment Bank/The 4.25% 3/13/2034  | 300000 | 301650 |
| Financial Services - 0.2% |  |  |
| IBRD Discount Notes 0.75% 8/26/2030  | 1433000 | 1239214 |
| IBRD Discount Notes 0.875% 5/14/2030  | 1054000 | 925318 |
| IBRD Discount Notes 1.875% 10/27/2026  | 320000 | 312924 |
| IBRD Discount Notes 2.5% 11/22/2027  | 1340000 | 1306489 |
| IBRD Discount Notes 3.625% 9/21/2029  | 2750000 | 2743250 |
| IBRD Discount Notes 4% 7/25/2030  | 750000 | 758590 |
| IBRD Discount Notes 4.75% 11/14/2033  | 530000 | 553674 |
| International Finance Corp 0.75% 8/27/2030  | 100000 | 86385 |
|  |  | 7925844 |
| TOTAL MULTI-NATIONAL |  | 22879392 |
| NETHERLANDS - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Cooperatieve Rabobank UA 3.75% 7/21/2026  | 250000 | 248390 |
| Cooperatieve Rabobank UA 5.25% 5/24/2041  | 180000 | 177684 |
| Cooperatieve Rabobank UA 5.75% 12/1/2043  | 260000 | 259652 |
| Cooperatieve Rabobank UA/NY 4.883% 1/21/2028  | 300000 | 306488 |
| ING Groep NV 2.727% 4/1/2032 (b) | 200000 | 182643 |
| ING Groep NV 3.95% 3/29/2027  | 200000 | 199259 |
| ING Groep NV 4.017% 3/28/2028 (b) | 200000 | 199274 |
| ING Groep NV 4.252% 3/28/2033 (b) | 200000 | 194135 |
| ING Groep NV 5.066% 3/25/2031 (b) | 350000 | 358359 |
| ING Groep NV 5.525% 3/25/2036 (b) | 200000 | 204730 |
| ING Groep NV 5.55% 3/19/2035 (b) | 220000 | 226773 |
|  |  | 2557387 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 2.65% 2/15/2032  | 300000 | 264031 |
| NXP BV / NXP Funding LLC / NXP USA Inc 3.25% 11/30/2051  | 120000 | 77203 |
| NXP BV / NXP Funding LLC / NXP USA Inc 3.25% 5/11/2041  | 190000 | 140643 |
| NXP BV / NXP Funding LLC / NXP USA Inc 3.4% 5/1/2030  | 100000 | 95716 |
| NXP BV / NXP Funding LLC / NXP USA Inc 3.875% 6/18/2026  | 140000 | 139396 |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.3% 6/18/2029  | 100000 | 99929 |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.3% 8/19/2028  | 300000 | 300633 |
|  |  | 1117551 |
| TOTAL NETHERLANDS |  | 3674938 |
| NORWAY - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Equinor ASA 2.375% 5/22/2030  | 310000 | 286745 |
| Equinor ASA 3.625% 9/10/2028  | 130000 | 128827 |
| Equinor ASA 4.8% 11/8/2043  | 130000 | 119983 |
| Equinor ASA 5.1% 8/17/2040  | 180000 | 178925 |
| TOTAL NORWAY |  | 714480 |
| SPAIN - 0.2%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Telefonica Emisiones SA 4.103% 3/8/2027  | 300000 | 299077 |
| Telefonica Emisiones SA 4.895% 3/6/2048  | 270000 | 226912 |
| Telefonica Emisiones SA 5.213% 3/8/2047  | 160000 | 140500 |
| Telefonica Emisiones SA 7.045% 6/20/2036  | 100000 | 111351 |
| Telefonica Europe BV 8.25% 9/15/2030  | 608000 | 703323 |
|  |  | 1481163 |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Banco Bilbao Vizcaya Argentaria SA 1.125% 9/18/2025  | 200000 | 199696 |
| Banco Bilbao Vizcaya Argentaria SA 5.862% 9/14/2026 (b) | 400000 | 400177 |
| Banco Bilbao Vizcaya Argentaria SA 6.138% 9/14/2028 (b) | 400000 | 414113 |
| Banco Santander SA 1.722% 9/14/2027 (b) | 800000 | 778245 |
| Banco Santander SA 3.306% 6/27/2029  | 200000 | 193213 |
| Banco Santander SA 3.8% 2/23/2028  | 600000 | 593865 |
| Banco Santander SA 5.179% 11/19/2025  | 400000 | 400469 |
| Banco Santander SA 5.294% 8/18/2027  | 600000 | 611036 |
| Banco Santander SA 5.365% 7/15/2028 (b) | 1400000 | 1428329 |
| Banco Santander SA 5.538% 3/14/2030 (b) | 400000 | 415207 |
| Banco Santander SA 5.565% 1/17/2030  | 200000 | 208646 |
| Banco Santander SA 6.35% 3/14/2034  | 200000 | 212070 |
| Banco Santander SA 6.921% 8/8/2033  | 200000 | 220379 |
|  |  | 6075445 |
| TOTAL SPAIN |  | 7556608 |
| SWEDEN - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Svensk Exportkredit AB 2.25% 3/22/2027  | 970000 | 945474 |
| SWITZERLAND - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Capital Markets - 0.1% |  |  |
| Credit Suisse USA LLC 7.125% 7/15/2032  | 220000 | 251434 |
| UBS AG/London 4.5% 6/26/2048  | 210000 | 182122 |
| UBS AG/Stamford CT 1.25% 8/7/2026  | 1010000 | 983374 |
|  |  | 1416930 |
| Industrials - 0.0% |  |  |
| Electrical Equipment - 0.0% |  |  |
| ABB Finance USA Inc 4.375% 5/8/2042  | 70000 | 61923 |
| Information Technology - 0.0% |  |  |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| Tyco Electronics Group SA 2.5% 2/4/2032  | 110000 | 97732 |
| Tyco Electronics Group SA 4.5% 2/13/2026  | 200000 | 200060 |
|  |  | 297792 |
| TOTAL SWITZERLAND |  | 1776645 |
| UNITED KINGDOM - 1.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| British Telecommunications PLC 9.625% 12/15/2030 (e) | 154000 | 189597 |
| Media - 0.0% |  |  |
| RELX Capital Inc 3% 5/22/2030  | 110000 | 104392 |
| RELX Capital Inc 4% 3/18/2029  | 240000 | 239189 |
| RELX Capital Inc 5.25% 3/27/2035  | 140000 | 143020 |
|  |  | 486601 |
| Wireless Telecommunication Services - 0.0% |  |  |
| Vodafone Group PLC 4.25% 9/17/2050  | 170000 | 132474 |
| Vodafone Group PLC 4.375% 5/30/2028  | 250000 | 254589 |
| Vodafone Group PLC 4.875% 6/19/2049  | 280000 | 243202 |
| Vodafone Group PLC 5% 5/30/2038  | 130000 | 126453 |
| Vodafone Group PLC 5.125% 6/19/2059  | 500000 | 434357 |
| Vodafone Group PLC 5.75% 6/28/2054  | 260000 | 248358 |
| Vodafone Group PLC 6.25% 11/30/2032  | 100000 | 108322 |
|  |  | 1547755 |
| TOTAL COMMUNICATION SERVICES |  | 2223953 |
| Consumer Staples - 0.3% |  |  |
| Beverages - 0.0% |  |  |
| Diageo Capital PLC 2% 4/29/2030  | 400000 | 363776 |
| Diageo Capital PLC 2.125% 4/29/2032  | 200000 | 172140 |
| Diageo Capital PLC 5.5% 1/24/2033  | 200000 | 209654 |
| Diageo Capital PLC 5.875% 9/30/2036  | 120000 | 129092 |
| Diageo Investment Corp 5.625% 4/15/2035  | 200000 | 210546 |
|  |  | 1085208 |
| Food Products - 0.0% |  |  |
| Mead Johnson Nutrition Co 5.9% 11/1/2039  | 100000 | 104482 |
| Unilever Capital Corp 1.375% 9/14/2030  | 380000 | 334871 |
| Unilever Capital Corp 2.9% 5/5/2027  | 400000 | 393968 |
| Unilever Capital Corp 4.875% 9/8/2028  | 180000 | 184791 |
|  |  | 1018112 |
| Tobacco - 0.3% |  |  |
| BAT Capital Corp 3.215% 9/6/2026  | 100000 | 98911 |
| BAT Capital Corp 3.462% 9/6/2029  | 430000 | 416751 |
| BAT Capital Corp 3.557% 8/15/2027  | 1440000 | 1421276 |
| BAT Capital Corp 3.734% 9/25/2040  | 50000 | 39983 |
| BAT Capital Corp 3.984% 9/25/2050  | 100000 | 71979 |
| BAT Capital Corp 4.39% 8/15/2037  | 470000 | 424496 |
| BAT Capital Corp 4.54% 8/15/2047  | 128000 | 103704 |
| BAT Capital Corp 4.7% 4/2/2027  | 270000 | 271436 |
| BAT Capital Corp 4.742% 3/16/2032  | 170000 | 169598 |
| BAT Capital Corp 4.758% 9/6/2049  | 260000 | 214291 |
| BAT Capital Corp 5.282% 4/2/2050  | 100000 | 88586 |
| BAT Capital Corp 5.65% 3/16/2052  | 50000 | 46353 |
| BAT Capital Corp 5.834% 2/20/2031  | 100000 | 105752 |
| BAT Capital Corp 6% 2/20/2034  | 100000 | 106114 |
| BAT Capital Corp 6.421% 8/2/2033  | 200000 | 218050 |
| BAT International Finance PLC 4.448% 3/16/2028  | 1870000 | 1876725 |
| BAT International Finance PLC 5.931% 2/2/2029  | 70000 | 73562 |
| Reynolds American Inc 5.7% 8/15/2035  | 110000 | 113209 |
| Reynolds American Inc 5.85% 8/15/2045  | 100000 | 96477 |
|  |  | 5957253 |
| TOTAL CONSUMER STAPLES |  | 8060573 |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| Barclays PLC 2.279% 11/24/2027 (b) | 300000 | 292651 |
| Barclays PLC 2.894% 11/24/2032 (b) | 520000 | 465826 |
| Barclays PLC 3.33% 11/24/2042 (b) | 465000 | 347416 |
| Barclays PLC 3.564% 9/23/2035 (b) | 240000 | 224234 |
| Barclays PLC 4.375% 1/12/2026  | 210000 | 209939 |
| Barclays PLC 4.476% 11/11/2029 (b) | 200000 | 200358 |
| Barclays PLC 4.836% 5/9/2028  | 310000 | 311531 |
| Barclays PLC 4.95% 1/10/2047  | 200000 | 179632 |
| Barclays PLC 5.088% 6/20/2030 (b) | 200000 | 202845 |
| Barclays PLC 5.2% 5/12/2026  | 360000 | 361380 |
| Barclays PLC 5.25% 8/17/2045  | 200000 | 187808 |
| Barclays PLC 5.335% 9/10/2035 (b) | 520000 | 520599 |
| Barclays PLC 5.501% 8/9/2028 (b) | 590000 | 602913 |
| Barclays PLC 5.69% 3/12/2030 (b) | 260000 | 270537 |
| Barclays PLC 5.746% 8/9/2033 (b) | 200000 | 209120 |
| Barclays PLC 5.785% 2/25/2036 (b) | 200000 | 206298 |
| Barclays PLC 5.829% 5/9/2027 (b) | 400000 | 403626 |
| Barclays PLC 6.49% 9/13/2029 (b) | 800000 | 847996 |
| HSBC Holdings PLC 2.013% 9/22/2028 (b) | 630000 | 601508 |
| HSBC Holdings PLC 2.206% 8/17/2029 (b) | 550000 | 518132 |
| HSBC Holdings PLC 2.804% 5/24/2032 (b) | 340000 | 307224 |
| HSBC Holdings PLC 3.973% 5/22/2030 (b) | 214000 | 210608 |
| HSBC Holdings PLC 4.292% 9/12/2026 (b) | 1600000 | 1599902 |
| HSBC Holdings PLC 4.762% 3/29/2033 (b) | 210000 | 207265 |
| HSBC Holdings PLC 5.24% 5/13/2031 (b) | 300000 | 308390 |
| HSBC Holdings PLC 5.402% 8/11/2033 (b) | 680000 | 701841 |
| HSBC Holdings PLC 5.597% 5/17/2028 (b) | 390000 | 398181 |
| HSBC Holdings PLC 5.79% 5/13/2036 (b) | 500000 | 520203 |
| HSBC Holdings PLC 6.1% 1/14/2042  | 240000 | 255692 |
| HSBC Holdings PLC 6.332% 3/9/2044 (b) | 930000 | 997814 |
| HSBC Holdings PLC 6.5% 5/2/2036  | 100000 | 108597 |
| HSBC Holdings PLC 6.5% 9/15/2037  | 670000 | 709709 |
| HSBC Holdings PLC 6.5% 9/15/2037  | 140000 | 150865 |
| HSBC Holdings PLC 6.547% 6/20/2034 (b) | 200000 | 214575 |
| HSBC Holdings PLC 6.8% 6/1/2038  | 100000 | 110732 |
| HSBC Holdings PLC 7.399% 11/13/2034 (b) | 310000 | 349315 |
| HSBC Holdings PLC 8.113% 11/3/2033 (b) | 290000 | 337374 |
| Lloyds Banking Group PLC 3.369% 12/14/2046 (b) | 200000 | 144908 |
| Lloyds Banking Group PLC 3.574% 11/7/2028 (b) | 420000 | 413731 |
| Lloyds Banking Group PLC 4.375% 3/22/2028  | 656000 | 658731 |
| Lloyds Banking Group PLC 4.976% 8/11/2033 (b) | 200000 | 200522 |
| Lloyds Banking Group PLC 5.087% 11/26/2028 (b) | 200000 | 203344 |
| Lloyds Banking Group PLC 5.59% 11/26/2035 (b) | 200000 | 205569 |
| Lloyds Banking Group PLC 5.721% 6/5/2030 (b) | 300000 | 313826 |
| Lloyds Banking Group PLC 6.068% 6/13/2036 (b) | 270000 | 279035 |
| Lloyds Banking Group PLC 7.953% 11/15/2033 (b) | 200000 | 230772 |
| NatWest Group PLC 3.032% 11/28/2035 (b) | 200000 | 182162 |
| NatWest Group PLC 4.964% 8/15/2030 (b) | 240000 | 245013 |
| NatWest Group PLC 5.516% 9/30/2028 (b) | 290000 | 297133 |
| NatWest Group PLC 5.778% 3/1/2035 (b) | 400000 | 418255 |
| NatWest Group PLC 5.847% 3/2/2027 (b) | 480000 | 483408 |
| NatWest Group PLC 7.472% 11/10/2026 (b) | 330000 | 331762 |
| Santander UK Group Holdings PLC 6.534% 1/10/2029 (b) | 250000 | 261881 |
|  |  | 19522688 |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Astrazeneca Finance LLC 1.2% 5/28/2026  | 1220000 | 1193871 |
| Astrazeneca Finance LLC 2.25% 5/28/2031  | 170000 | 153678 |
| Astrazeneca Finance LLC 4.875% 3/3/2033  | 380000 | 387887 |
| Astrazeneca Finance LLC 5% 2/26/2034  | 130000 | 132804 |
| Astrazeneca PLC 1.375% 8/6/2030  | 240000 | 210587 |
| Astrazeneca PLC 2.125% 8/6/2050  | 90000 | 49556 |
| Astrazeneca PLC 3.125% 6/12/2027  | 140000 | 138284 |
| Astrazeneca PLC 4% 9/18/2042  | 220000 | 186928 |
| Astrazeneca PLC 4.375% 8/17/2048  | 180000 | 154725 |
| Astrazeneca PLC 6.45% 9/15/2037  | 219000 | 247302 |
| GlaxoSmithKline Capital Inc 6.375% 5/15/2038  | 331000 | 368477 |
|  |  | 3224099 |
| Utilities - 0.0% |  |  |
| Multi-Utilities - 0.0% |  |  |
| National Grid PLC 5.418% 1/11/2034  | 60000 | 61745 |
| National Grid PLC 5.809% 6/12/2033  | 100000 | 105933 |
|  |  | 167678 |
| TOTAL UNITED KINGDOM |  | 33198991 |
| UNITED STATES - 21.6%  |  |  |
| Communication Services - 1.5% |  |  |
| Diversified Telecommunication Services - 0.5% |  |  |
| AT&T Inc 1.65% 2/1/2028  | 200000 | 188722 |
| AT&T Inc 1.7% 3/25/2026  | 1160000 | 1143043 |
| AT&T Inc 2.25% 2/1/2032  | 1280000 | 1108553 |
| AT&T Inc 2.55% 12/1/2033  | 210000 | 176757 |
| AT&T Inc 2.75% 6/1/2031  | 1641000 | 1501296 |
| AT&T Inc 3.1% 2/1/2043  | 210000 | 151976 |
| AT&T Inc 3.3% 2/1/2052  | 350000 | 225963 |
| AT&T Inc 3.5% 2/1/2061  | 410000 | 261137 |
| AT&T Inc 3.5% 6/1/2041  | 630000 | 493217 |
| AT&T Inc 3.5% 9/15/2053  | 1009000 | 675497 |
| AT&T Inc 3.55% 9/15/2055  | 723000 | 480758 |
| AT&T Inc 3.65% 6/1/2051  | 520000 | 363923 |
| AT&T Inc 3.65% 9/15/2059  | 419000 | 277368 |
| AT&T Inc 4.3% 2/15/2030  | 720000 | 721104 |
| AT&T Inc 4.5% 5/15/2035  | 220000 | 210490 |
| AT&T Inc 4.65% 6/1/2044  | 110000 | 94771 |
| AT&T Inc 4.75% 5/15/2046  | 130000 | 113188 |
| AT&T Inc 4.85% 7/15/2045  | 110000 | 96772 |
| AT&T Inc 5.15% 3/15/2042  | 236000 | 222060 |
| AT&T Inc 5.45% 3/1/2047  | 160000 | 150519 |
| AT&T Inc 5.7% 3/1/2057  | 110000 | 105239 |
| AT&T Inc 6.05% 8/15/2056  | 530000 | 532886 |
| Sprint Capital Corp 6.875% 11/15/2028  | 490000 | 527127 |
| Verizon Communications Inc 1.5% 9/18/2030  | 930000 | 810746 |
| Verizon Communications Inc 2.355% 3/15/2032  | 615000 | 533896 |
| Verizon Communications Inc 2.85% 9/3/2041  | 920000 | 655887 |
| Verizon Communications Inc 2.987% 10/30/2056  | 802000 | 479002 |
| Verizon Communications Inc 3.55% 3/22/2051  | 500000 | 355363 |
| Verizon Communications Inc 3.7% 3/22/2061  | 140000 | 95928 |
| Verizon Communications Inc 4.272% 1/15/2036  | 106000 | 98593 |
| Verizon Communications Inc 4.4% 11/1/2034  | 420000 | 401121 |
| Verizon Communications Inc 4.5% 8/10/2033  | 300000 | 293452 |
| Verizon Communications Inc 4.812% 3/15/2039  | 780000 | 733155 |
| Verizon Communications Inc 5.012% 4/15/2049  | 146000 | 131326 |
| Verizon Communications Inc 5.012% 8/21/2054  | 214000 | 189358 |
| Verizon Communications Inc 5.25% 3/16/2037  | 102000 | 102228 |
| Verizon Communications Inc 5.401% 7/2/2037 (c) | 1822000 | 1829765 |
|  |  | 16532186 |
| Entertainment - 0.1% |  |  |
| Netflix Inc 4.9% 8/15/2034  | 170000 | 173766 |
| Netflix Inc 6.375% 5/15/2029  | 390000 | 420941 |
| Walt Disney Co/The 2% 9/1/2029  | 730000 | 676272 |
| Walt Disney Co/The 2.65% 1/13/2031  | 200000 | 185942 |
| Walt Disney Co/The 2.75% 9/1/2049  | 160000 | 99802 |
| Walt Disney Co/The 3.5% 5/13/2040  | 163000 | 134586 |
| Walt Disney Co/The 3.6% 1/13/2051  | 300000 | 220187 |
| Walt Disney Co/The 3.8% 5/13/2060  | 60000 | 43584 |
| Walt Disney Co/The 4.75% 9/15/2044  | 151000 | 136645 |
| Walt Disney Co/The 6.15% 2/15/2041  | 100000 | 107846 |
| Walt Disney Co/The 6.15% 3/1/2037  | 120000 | 131528 |
| Walt Disney Co/The 6.2% 12/15/2034  | 280000 | 314048 |
|  |  | 2645147 |
| Interactive Media & Services - 0.1% |  |  |
| Alphabet Inc 1.1% 8/15/2030  | 410000 | 358403 |
| Alphabet Inc 1.9% 8/15/2040  | 100000 | 66882 |
| Alphabet Inc 2.05% 8/15/2050  | 510000 | 278369 |
| Alphabet Inc 5.3% 5/15/2065  | 100000 | 96175 |
| Meta Platforms Inc 3.5% 8/15/2027  | 470000 | 467222 |
| Meta Platforms Inc 3.85% 8/15/2032  | 120000 | 115977 |
| Meta Platforms Inc 4.3% 8/15/2029  | 1260000 | 1276410 |
| Meta Platforms Inc 4.45% 8/15/2052  | 480000 | 399920 |
| Meta Platforms Inc 4.65% 8/15/2062  | 100000 | 83299 |
| Meta Platforms Inc 4.75% 8/15/2034  | 230000 | 231164 |
| Meta Platforms Inc 4.95% 5/15/2033  | 290000 | 298097 |
| Meta Platforms Inc 5.4% 8/15/2054  | 356000 | 341505 |
| Meta Platforms Inc 5.6% 5/15/2053  | 150000 | 148281 |
| Meta Platforms Inc 5.75% 5/15/2063  | 530000 | 528250 |
|  |  | 4689954 |
| Media - 0.6% |  |  |
| Charter Communications Operating LLC / Charter Communications Operating Capital 2.8% 4/1/2031  | 100000 | 89981 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.5% 3/1/2042  | 680000 | 482726 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.5% 6/1/2041  | 280000 | 201284 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.75% 2/15/2028  | 150000 | 147793 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.85% 4/1/2061  | 400000 | 244096 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.95% 6/30/2062  | 310000 | 192843 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 12/1/2061  | 120000 | 81485 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 4/1/2033  | 700000 | 658120 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.125% 7/1/2049  | 200000 | 162535 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 4/1/2038  | 110000 | 103094 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 5/1/2047  | 100000 | 84977 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.5% 4/1/2063  | 370000 | 302852 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.75% 4/1/2048  | 250000 | 222805 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.85% 12/1/2035 (f) | 190000 | 190336 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.1% 6/1/2029  | 210000 | 220737 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.484% 10/23/2045  | 100000 | 97267 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.55% 6/1/2034  | 250000 | 265198 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.834% 10/23/2055  | 390000 | 389690 |
| Comcast Corp 1.5% 2/15/2031  | 295000 | 254363 |
| Comcast Corp 1.95% 1/15/2031  | 300000 | 265842 |
| Comcast Corp 2.35% 1/15/2027  | 2935000 | 2868877 |
| Comcast Corp 2.45% 8/15/2052  | 645000 | 344993 |
| Comcast Corp 2.65% 2/1/2030  | 680000 | 637401 |
| Comcast Corp 2.8% 1/15/2051  | 120000 | 71132 |
| Comcast Corp 2.887% 11/1/2051  | 273000 | 163447 |
| Comcast Corp 2.937% 11/1/2056  | 660000 | 379996 |
| Comcast Corp 2.987% 11/1/2063  | 160000 | 88992 |
| Comcast Corp 3.2% 7/15/2036  | 390000 | 328649 |
| Comcast Corp 3.4% 7/15/2046  | 100000 | 70758 |
| Comcast Corp 3.45% 2/1/2050  | 230000 | 156439 |
| Comcast Corp 3.969% 11/1/2047  | 170000 | 130042 |
| Comcast Corp 3.999% 11/1/2049  | 300000 | 225928 |
| Comcast Corp 4% 3/1/2048  | 150000 | 114769 |
| Comcast Corp 4.049% 11/1/2052  | 15000 | 11175 |
| Comcast Corp 4.15% 10/15/2028  | 150000 | 150478 |
| Comcast Corp 4.55% 1/15/2029  | 330000 | 334714 |
| Comcast Corp 4.6% 8/15/2045  | 180000 | 154350 |
| Comcast Corp 5.3% 5/15/2035  | 350000 | 357069 |
| Comcast Corp 5.35% 5/15/2053  | 330000 | 302739 |
| Comcast Corp 5.5% 5/15/2064  | 450000 | 414088 |
| Comcast Corp 5.65% 6/15/2035  | 476000 | 499140 |
| Comcast Corp 6.05% 5/15/2055  | 450000 | 455212 |
| Comcast Corp 7.05% 3/15/2033  | 210000 | 240164 |
| Fox Corp 3.5% 4/8/2030  | 290000 | 280271 |
| Fox Corp 4.709% 1/25/2029  | 220000 | 222510 |
| Fox Corp 5.476% 1/25/2039  | 214000 | 211391 |
| Fox Corp 5.576% 1/25/2049  | 166000 | 156499 |
| Paramount Global 4.2% 5/19/2032  | 150000 | 139921 |
| Paramount Global 4.2% 6/1/2029  | 200000 | 197057 |
| Paramount Global 4.375% 3/15/2043  | 100000 | 75998 |
| Paramount Global 4.6% 1/15/2045  | 110000 | 84700 |
| Paramount Global 4.95% 1/15/2031  | 237000 | 235544 |
| Paramount Global 4.95% 5/19/2050  | 70000 | 54659 |
| Paramount Global 5.85% 9/1/2043  | 239000 | 215028 |
| Time Warner Cable Enterprises LLC 8.375% 7/15/2033  | 100000 | 116631 |
| Time Warner Cable LLC 5.5% 9/1/2041  | 110000 | 99390 |
| Time Warner Cable LLC 5.875% 11/15/2040  | 360000 | 343964 |
| Time Warner Cable LLC 6.55% 5/1/2037  | 100000 | 103585 |
| Time Warner Cable LLC 7.3% 7/1/2038  | 100000 | 108907 |
| TWDC Enterprises 18 Corp 1.85% 7/30/2026  | 470000 | 460837 |
| TWDC Enterprises 18 Corp 3% 7/30/2046  | 110000 | 73828 |
| TWDC Enterprises 18 Corp 3.7% 12/1/2042  | 250000 | 199863 |
| TWDC Enterprises 18 Corp 4.125% 6/1/2044  | 192000 | 159710 |
| TWDC Enterprises 18 Corp 7% 3/1/2032  | 290000 | 330407 |
|  |  | 17029276 |
| Wireless Telecommunication Services - 0.2% |  |  |
| T-Mobile USA Inc 2.05% 2/15/2028  | 200000 | 190431 |
| T-Mobile USA Inc 2.55% 2/15/2031  | 340000 | 307936 |
| T-Mobile USA Inc 2.625% 4/15/2026  | 1300000 | 1285218 |
| T-Mobile USA Inc 3% 2/15/2041  | 210000 | 153429 |
| T-Mobile USA Inc 3.3% 2/15/2051  | 400000 | 262822 |
| T-Mobile USA Inc 3.6% 11/15/2060  | 560000 | 365798 |
| T-Mobile USA Inc 3.875% 4/15/2030  | 190000 | 186103 |
| T-Mobile USA Inc 4.375% 4/15/2040  | 100000 | 88841 |
| T-Mobile USA Inc 4.5% 4/15/2050  | 480000 | 392293 |
| T-Mobile USA Inc 4.8% 7/15/2028  | 350000 | 356541 |
| T-Mobile USA Inc 5.05% 7/15/2033  | 350000 | 353590 |
| T-Mobile USA Inc 5.2% 1/15/2033  | 150000 | 152717 |
| T-Mobile USA Inc 5.25% 6/15/2055  | 320000 | 287797 |
| T-Mobile USA Inc 5.65% 1/15/2053  | 470000 | 450025 |
| T-Mobile USA Inc 5.8% 9/15/2062  | 330000 | 320471 |
|  |  | 5154012 |
| TOTAL COMMUNICATION SERVICES |  | 46050575 |
| Consumer Discretionary - 1.3% |  |  |
| Automobile Components - 0.0% |  |  |
| Aptiv Swiss Holdings Ltd 4.65% 9/13/2029  | 1000000 | 1004035 |
| Lear Corp 2.6% 1/15/2032  | 110000 | 95852 |
| Lear Corp 3.55% 1/15/2052  | 80000 | 52205 |
| Lear Corp 3.8% 9/15/2027  | 240000 | 237701 |
|  |  | 1389793 |
| Automobiles - 0.4% |  |  |
| American Honda Finance Corp 1% 9/10/2025  | 240000 | 239814 |
| American Honda Finance Corp 1.8% 1/13/2031  | 140000 | 122181 |
| American Honda Finance Corp 2.35% 1/8/2027  | 690000 | 673786 |
| American Honda Finance Corp 4.55% 7/9/2027  | 500000 | 503619 |
| American Honda Finance Corp 4.8% 3/5/2030  | 230000 | 234687 |
| American Honda Finance Corp 4.85% 10/23/2031  | 100000 | 101337 |
| American Honda Finance Corp 4.9% 1/10/2034  | 140000 | 139717 |
| American Honda Finance Corp 5.125% 7/7/2028  | 170000 | 174399 |
| American Honda Finance Corp 5.15% 7/9/2032  | 140000 | 142635 |
| American Honda Finance Corp 5.2% 3/5/2035  | 180000 | 181071 |
| Ford Motor Co 4.75% 1/15/2043  | 400000 | 309661 |
| Ford Motor Co 5.291% 12/8/2046  | 250000 | 202985 |
| Ford Motor Co 6.1% 8/19/2032  | 540000 | 545584 |
| Ford Motor Co 7.4% 11/1/2046  | 120000 | 125362 |
| General Motors Co 4.2% 10/1/2027  | 90000 | 89743 |
| General Motors Co 5% 4/1/2035  | 260000 | 248050 |
| General Motors Co 5.15% 4/1/2038  | 120000 | 112236 |
| General Motors Co 5.2% 4/1/2045  | 110000 | 95707 |
| General Motors Co 5.4% 4/1/2048  | 90000 | 79013 |
| General Motors Co 5.6% 10/15/2032  | 360000 | 369819 |
| General Motors Co 5.95% 4/1/2049  | 260000 | 244469 |
| General Motors Co 6.75% 4/1/2046  | 405000 | 419368 |
| General Motors Co 6.8% 10/1/2027  | 330000 | 344423 |
| General Motors Financial Co Inc 2.4% 4/10/2028  | 190000 | 180928 |
| General Motors Financial Co Inc 2.7% 8/20/2027  | 140000 | 135827 |
| General Motors Financial Co Inc 3.85% 1/5/2028  | 160000 | 157997 |
| General Motors Financial Co Inc 4.3% 4/6/2029  | 370000 | 366151 |
| General Motors Financial Co Inc 4.35% 1/17/2027  | 1540000 | 1538452 |
| General Motors Financial Co Inc 5.25% 3/1/2026  | 170000 | 170287 |
| General Motors Financial Co Inc 5.4% 4/6/2026  | 360000 | 361692 |
| General Motors Financial Co Inc 5.45% 7/15/2030  | 840000 | 862432 |
| General Motors Financial Co Inc 5.45% 9/6/2034  | 100000 | 99032 |
| General Motors Financial Co Inc 5.6% 6/18/2031  | 100000 | 103276 |
| General Motors Financial Co Inc 5.65% 1/17/2029  | 130000 | 134043 |
| General Motors Financial Co Inc 6% 1/9/2028  | 330000 | 341823 |
| General Motors Financial Co Inc 6.4% 1/9/2033  | 260000 | 275686 |
|  |  | 10427292 |
| Broadline Retail - 0.2% |  |  |
| Amazon.com Inc 1% 5/12/2026  | 200000 | 195824 |
| Amazon.com Inc 1.5% 6/3/2030  | 160000 | 142907 |
| Amazon.com Inc 2.1% 5/12/2031  | 360000 | 322891 |
| Amazon.com Inc 2.5% 6/3/2050  | 780000 | 464297 |
| Amazon.com Inc 3.1% 5/12/2051  | 200000 | 134247 |
| Amazon.com Inc 3.15% 8/22/2027  | 680000 | 671257 |
| Amazon.com Inc 3.45% 4/13/2029  | 100000 | 98613 |
| Amazon.com Inc 3.875% 8/22/2037  | 280000 | 254427 |
| Amazon.com Inc 3.95% 4/13/2052  | 570000 | 446683 |
| Amazon.com Inc 4.05% 8/22/2047  | 228000 | 188027 |
| Amazon.com Inc 4.1% 4/13/2062  | 490000 | 381030 |
| Amazon.com Inc 4.25% 8/22/2057  | 100000 | 81375 |
| Amazon.com Inc 4.6% 12/1/2025  | 1280000 | 1281408 |
| Amazon.com Inc 4.8% 12/5/2034  | 230000 | 235519 |
| Amazon.com Inc 4.95% 12/5/2044  | 200000 | 193483 |
| eBay Inc 1.4% 5/10/2026  | 410000 | 402000 |
| eBay Inc 3.6% 6/5/2027  | 190000 | 188463 |
| eBay Inc 4% 7/15/2042  | 150000 | 122832 |
| eBay Inc 6.3% 11/22/2032  | 200000 | 219171 |
|  |  | 6024454 |
| Distributors - 0.0% |  |  |
| Genuine Parts Co 1.875% 11/1/2030  | 240000 | 210974 |
| Genuine Parts Co 2.75% 2/1/2032  | 100000 | 88354 |
|  |  | 299328 |
| Diversified Consumer Services - 0.1% |  |  |
| American University/The 3.672% 4/1/2049  | 200000 | 148809 |
| Duke University 2.832% 10/1/2055  | 34000 | 20839 |
| George Washington University/The 4.126% 9/15/2048  | 200000 | 159983 |
| Massachusetts Institute of Technology 2.294% 7/1/2051  | 1000000 | 562883 |
| Massachusetts Institute of Technology 2.989% 7/1/2050  | 400000 | 265807 |
| Northwestern University 3.662% 12/1/2057  | 100000 | 71495 |
| Northwestern University 3.868% 12/1/2048  | 120000 | 93575 |
| President and Fellows of Harvard College 2.517% 10/15/2050  | 500000 | 300900 |
| Trane Technologies Global Holding Co Ltd 3.75% 8/21/2028  | 240000 | 239076 |
| Trane Technologies Global Holding Co Ltd 4.3% 2/21/2048  | 190000 | 156367 |
| University of Chicago/The 3% 10/1/2052  | 120000 | 80056 |
| University of Notre Dame du Lac 3.394% 2/15/2048  | 110000 | 80401 |
| University of Southern California 2.945% 10/1/2051  | 350000 | 223375 |
|  |  | 2403566 |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Darden Restaurants Inc 4.55% 2/15/2048  | 100000 | 82005 |
| Expedia Group Inc 2.95% 3/15/2031  | 170000 | 157038 |
| Expedia Group Inc 3.25% 2/15/2030  | 110000 | 104831 |
| Expedia Group Inc 3.8% 2/15/2028  | 100000 | 99035 |
| Expedia Group Inc 5% 2/15/2026  | 255000 | 255174 |
| Marriott International Inc/MD 2.75% 10/15/2033  | 100000 | 85527 |
| Marriott International Inc/MD 3.125% 6/15/2026  | 510000 | 505145 |
| Marriott International Inc/MD 3.5% 10/15/2032  | 130000 | 119214 |
| Marriott International Inc/MD 4.2% 7/15/2027  | 450000 | 450698 |
| Marriott International Inc/MD 4.625% 6/15/2030  | 123000 | 123849 |
| Marriott International Inc/MD 4.875% 5/15/2029  | 300000 | 305541 |
| Marriott International Inc/MD 5.25% 10/15/2035  | 260000 | 258079 |
| Marriott International Inc/MD 5.35% 3/15/2035  | 240000 | 242308 |
| Marriott International Inc/MD 5.5% 4/15/2037  | 250000 | 250890 |
| McDonald's Corp 3.6% 7/1/2030  | 1010000 | 985743 |
| McDonald's Corp 3.625% 5/1/2043  | 180000 | 140809 |
| McDonald's Corp 3.625% 9/1/2049  | 420000 | 305073 |
| McDonald's Corp 4.2% 4/1/2050  | 110000 | 87658 |
| McDonald's Corp 4.45% 3/1/2047  | 153000 | 129175 |
| McDonald's Corp 4.45% 9/1/2048  | 124000 | 103837 |
| McDonald's Corp 4.6% 9/9/2032  | 210000 | 212114 |
| McDonald's Corp 4.7% 12/9/2035  | 100000 | 98462 |
| McDonald's Corp 4.95% 8/14/2033  | 140000 | 143552 |
| McDonald's Corp 5% 2/13/2036  | 250000 | 250194 |
| McDonald's Corp 6.3% 3/1/2038  | 100000 | 109699 |
| Starbucks Corp 2.25% 3/12/2030  | 190000 | 174646 |
| Starbucks Corp 2.55% 11/15/2030  | 400000 | 366874 |
| Starbucks Corp 3.5% 11/15/2050  | 110000 | 75648 |
| Starbucks Corp 3.75% 12/1/2047  | 100000 | 73395 |
| Starbucks Corp 4% 11/15/2028  | 350000 | 349833 |
| Starbucks Corp 4.45% 8/15/2049  | 100000 | 81488 |
| Starbucks Corp 5% 2/15/2034  | 120000 | 121453 |
| Starbucks Corp 5.4% 5/15/2035  | 250000 | 255844 |
|  |  | 7104831 |
| Household Durables - 0.0% |  |  |
| DR Horton Inc 1.3% 10/15/2026  | 130000 | 126018 |
| DR Horton Inc 5% 10/15/2034  | 120000 | 120034 |
| DR Horton Inc 5.5% 10/15/2035  | 100000 | 102419 |
| Lennar Corp 4.75% 11/29/2027  | 100000 | 100754 |
| PulteGroup Inc 6% 2/15/2035  | 120000 | 126369 |
| Toll Brothers Finance Corp 4.35% 2/15/2028  | 100000 | 100235 |
|  |  | 675829 |
| Leisure Products - 0.0% |  |  |
| Brunswick Corp/DE 5.1% 4/1/2052  | 40000 | 30349 |
| Brunswick Corp/DE 5.85% 3/18/2029  | 300000 | 310869 |
| Hasbro Inc 3.5% 9/15/2027  | 280000 | 275432 |
| Hasbro Inc 3.55% 11/19/2026  | 445000 | 440476 |
| Hasbro Inc 3.9% 11/19/2029  | 222000 | 216632 |
| Hasbro Inc 6.05% 5/14/2034  | 100000 | 104071 |
| Mattel Inc 5.45% 11/1/2041  | 50000 | 44952 |
|  |  | 1422781 |
| Specialty Retail - 0.4% |  |  |
| AutoNation Inc 3.85% 3/1/2032  | 160000 | 148956 |
| AutoNation Inc 5.89% 3/15/2035  | 90000 | 91969 |
| AutoZone Inc 1.65% 1/15/2031  | 180000 | 155932 |
| AutoZone Inc 3.75% 4/18/2029  | 210000 | 206603 |
| AutoZone Inc 4.5% 2/1/2028  | 240000 | 242501 |
| AutoZone Inc 5.1% 7/15/2029  | 50000 | 51493 |
| AutoZone Inc 5.165% 6/15/2030  | 170000 | 175459 |
| AutoZone Inc 5.4% 7/15/2034  | 50000 | 51378 |
| Home Depot Inc/The 1.375% 3/15/2031  | 460000 | 395205 |
| Home Depot Inc/The 2.375% 3/15/2051  | 250000 | 140558 |
| Home Depot Inc/The 2.5% 4/15/2027  | 750000 | 733706 |
| Home Depot Inc/The 2.75% 9/15/2051  | 160000 | 97074 |
| Home Depot Inc/The 2.95% 6/15/2029  | 330000 | 318065 |
| Home Depot Inc/The 3.3% 4/15/2040  | 100000 | 80305 |
| Home Depot Inc/The 4.2% 4/1/2043  | 300000 | 256118 |
| Home Depot Inc/The 4.25% 4/1/2046  | 510000 | 428342 |
| Home Depot Inc/The 4.4% 3/15/2045  | 156000 | 134150 |
| Home Depot Inc/The 4.5% 12/6/2048  | 100000 | 85631 |
| Home Depot Inc/The 4.75% 6/25/2029  | 130000 | 133075 |
| Home Depot Inc/The 4.95% 6/25/2034  | 600000 | 610285 |
| Home Depot Inc/The 4.95% 9/15/2052  | 280000 | 252800 |
| Home Depot Inc/The 5.3% 6/25/2054  | 200000 | 190252 |
| Home Depot Inc/The 5.875% 12/16/2036  | 290000 | 313351 |
| Home Depot Inc/The 5.95% 4/1/2041  | 120000 | 126875 |
| Lowe's Cos Inc 2.8% 9/15/2041  | 370000 | 259348 |
| Lowe's Cos Inc 3.375% 9/15/2025  | 210000 | 209909 |
| Lowe's Cos Inc 3.65% 4/5/2029  | 620000 | 608593 |
| Lowe's Cos Inc 3.7% 4/15/2046  | 380000 | 282081 |
| Lowe's Cos Inc 4.05% 5/3/2047  | 132000 | 102477 |
| Lowe's Cos Inc 4.25% 4/1/2052  | 140000 | 108469 |
| Lowe's Cos Inc 4.45% 4/1/2062  | 270000 | 207194 |
| Lowe's Cos Inc 4.8% 4/1/2026  | 300000 | 300648 |
| Lowe's Cos Inc 5% 4/15/2033  | 260000 | 264531 |
| Lowe's Cos Inc 5% 4/15/2040  | 330000 | 314628 |
| Lowe's Cos Inc 5.15% 7/1/2033  | 320000 | 327708 |
| Lowe's Cos Inc 5.625% 4/15/2053  | 230000 | 219585 |
| Lowe's Cos Inc 5.8% 9/15/2062  | 50000 | 48108 |
| O'Reilly Automotive Inc 1.75% 3/15/2031  | 270000 | 234743 |
| O'Reilly Automotive Inc 4.35% 6/1/2028  | 150000 | 150621 |
| O'Reilly Automotive Inc 5% 8/19/2034  | 100000 | 100047 |
| TJX Cos Inc/The 1.6% 5/15/2031  | 250000 | 218483 |
|  |  | 9377256 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| NIKE Inc 2.75% 3/27/2027  | 230000 | 225788 |
| NIKE Inc 3.375% 3/27/2050  | 260000 | 182328 |
| NIKE Inc 3.875% 11/1/2045  | 110000 | 87344 |
| Tapestry Inc 5.1% 3/11/2030  | 120000 | 122646 |
| Tapestry Inc 5.5% 3/11/2035  | 120000 | 121300 |
| VF Corp 2.8% 4/23/2027  | 150000 | 144811 |
|  |  | 884217 |
| TOTAL CONSUMER DISCRETIONARY |  | 40009347 |
| Consumer Staples - 1.3% |  |  |
| Beverages - 0.3% |  |  |
| Coca-Cola Co/The 1% 3/15/2028  | 230000 | 214831 |
| Coca-Cola Co/The 1.45% 6/1/2027  | 120000 | 115292 |
| Coca-Cola Co/The 1.65% 6/1/2030  | 960000 | 861633 |
| Coca-Cola Co/The 2.125% 9/6/2029  | 140000 | 130759 |
| Coca-Cola Co/The 2.25% 1/5/2032  | 120000 | 106796 |
| Coca-Cola Co/The 2.5% 3/15/2051  | 100000 | 59203 |
| Coca-Cola Co/The 2.5% 6/1/2040  | 260000 | 190313 |
| Coca-Cola Co/The 2.6% 6/1/2050  | 230000 | 140502 |
| Coca-Cola Co/The 2.75% 6/1/2060  | 120000 | 70362 |
| Coca-Cola Co/The 2.875% 5/5/2041  | 210000 | 158360 |
| Coca-Cola Co/The 3.45% 3/25/2030  | 160000 | 155951 |
| Coca-Cola Co/The 5% 5/13/2034  | 520000 | 537180 |
| Coca-Cola Co/The 5.2% 1/14/2055  | 430000 | 406687 |
| Constellation Brands Inc 2.875% 5/1/2030  | 560000 | 523803 |
| Constellation Brands Inc 3.15% 8/1/2029  | 300000 | 287826 |
| Constellation Brands Inc 3.6% 2/15/2028  | 272000 | 268418 |
| Constellation Brands Inc 4.5% 5/9/2047  | 100000 | 82454 |
| Constellation Brands Inc 4.9% 5/1/2033  | 80000 | 79797 |
| Keurig Dr Pepper Inc 2.25% 3/15/2031  | 270000 | 237898 |
| Keurig Dr Pepper Inc 3.8% 5/1/2050  | 430000 | 303775 |
| Keurig Dr Pepper Inc 4.6% 5/15/2030  | 290000 | 290034 |
| Keurig Dr Pepper Inc 5.085% 5/25/2048  | 120000 | 105298 |
| Molson Coors Beverage Co 3% 7/15/2026  | 254000 | 251063 |
| Molson Coors Beverage Co 4.2% 7/15/2046  | 160000 | 126660 |
| Molson Coors Beverage Co 5% 5/1/2042  | 200000 | 182275 |
| PepsiCo Inc 1.4% 2/25/2031  | 680000 | 588837 |
| PepsiCo Inc 1.625% 5/1/2030  | 309000 | 277069 |
| PepsiCo Inc 2.625% 10/21/2041  | 100000 | 70858 |
| PepsiCo Inc 2.75% 10/21/2051  | 180000 | 111094 |
| PepsiCo Inc 2.85% 2/24/2026  | 250000 | 248376 |
| PepsiCo Inc 2.875% 10/15/2049  | 80000 | 51755 |
| PepsiCo Inc 3% 10/15/2027  | 100000 | 98289 |
| PepsiCo Inc 3.625% 3/19/2050  | 100000 | 74214 |
| PepsiCo Inc 3.875% 3/19/2060  | 210000 | 156681 |
| PepsiCo Inc 4.3% 7/23/2030  | 400000 | 402495 |
| PepsiCo Inc 4.45% 4/14/2046  | 140000 | 122659 |
| PepsiCo Inc 5% 2/7/2035  | 500000 | 508905 |
| PepsiCo Inc 5% 7/23/2035  | 410000 | 413799 |
| PepsiCo Inc 7% 3/1/2029  | 100000 | 109859 |
|  |  | 9122060 |
| Consumer Staples Distribution & Retail - 0.3% |  |  |
| Costco Wholesale Corp 1.375% 6/20/2027  | 150000 | 143578 |
| Costco Wholesale Corp 1.6% 4/20/2030  | 240000 | 215916 |
| Costco Wholesale Corp 3% 5/18/2027  | 210000 | 207237 |
| Dollar General Corp 3.5% 4/3/2030  | 210000 | 201874 |
| Dollar General Corp 4.125% 5/1/2028  | 450000 | 447789 |
| Dollar General Corp 5% 11/1/2032  | 100000 | 100834 |
| Dollar General Corp 5.2% 7/5/2028  | 100000 | 102516 |
| Dollar General Corp 5.45% 7/5/2033  | 120000 | 123927 |
| Dollar Tree Inc 4.2% 5/15/2028  | 160000 | 159602 |
| Kroger Co/The 1.7% 1/15/2031  | 240000 | 209180 |
| Kroger Co/The 2.2% 5/1/2030  | 260000 | 237866 |
| Kroger Co/The 3.5% 2/1/2026  | 130000 | 129474 |
| Kroger Co/The 3.7% 8/1/2027  | 120000 | 119139 |
| Kroger Co/The 3.95% 1/15/2050  | 100000 | 74770 |
| Kroger Co/The 4.45% 2/1/2047  | 130000 | 107600 |
| Kroger Co/The 4.65% 1/15/2048  | 50000 | 42053 |
| Kroger Co/The 5% 9/15/2034  | 130000 | 129569 |
| Kroger Co/The 5.4% 1/15/2049  | 70000 | 65367 |
| Kroger Co/The 5.5% 9/15/2054  | 370000 | 346448 |
| Kroger Co/The 5.65% 9/15/2064  | 130000 | 121960 |
| Kroger Co/The 7.5% 4/1/2031  | 110000 | 126315 |
| Sysco Corp 2.4% 2/15/2030  | 150000 | 138594 |
| Sysco Corp 2.45% 12/14/2031  | 240000 | 213245 |
| Sysco Corp 3.3% 2/15/2050  | 260000 | 174329 |
| Sysco Corp 4.85% 10/1/2045  | 60000 | 53186 |
| Sysco Corp 6.6% 4/1/2050  | 140000 | 150891 |
| Target Corp 1.95% 1/15/2027  | 280000 | 272707 |
| Target Corp 2.5% 4/15/2026  | 100000 | 99078 |
| Target Corp 3.375% 4/15/2029  | 310000 | 303551 |
| Target Corp 3.9% 11/15/2047  | 270000 | 209214 |
| Target Corp 4.8% 1/15/2053  | 200000 | 176215 |
| Target Corp 5.25% 2/15/2036  | 300000 | 305495 |
| Walmart Inc 1.8% 9/22/2031  | 240000 | 211752 |
| Walmart Inc 2.5% 9/22/2041  | 390000 | 274858 |
| Walmart Inc 2.65% 9/22/2051  | 100000 | 61513 |
| Walmart Inc 3.05% 7/8/2026  | 400000 | 396637 |
| Walmart Inc 3.25% 7/8/2029  | 220000 | 215250 |
| Walmart Inc 3.7% 6/26/2028  | 140000 | 139823 |
| Walmart Inc 3.9% 4/15/2028  | 100000 | 100332 |
| Walmart Inc 4.1% 4/15/2033  | 300000 | 294727 |
| Walmart Inc 4.5% 4/15/2053  | 110000 | 95606 |
| Walmart Inc 5.25% 9/1/2035  | 645000 | 674657 |
| Walmart Inc 5.625% 4/15/2041  | 169000 | 175734 |
|  |  | 8150408 |
| Food Products - 0.3% |  |  |
| Archer-Daniels-Midland Co 3.25% 3/27/2030  | 330000 | 317465 |
| Archer-Daniels-Midland Co 3.75% 9/15/2047  | 200000 | 151102 |
| Archer-Daniels-Midland Co 4.5% 3/15/2049  | 90000 | 75788 |
| Archer-Daniels-Midland Co 4.5% 8/15/2033  | 100000 | 98712 |
| Bunge Ltd Finance Corp 2.75% 5/14/2031  | 110000 | 100497 |
| Bunge Ltd Finance Corp 4.2% 9/17/2029  | 100000 | 99524 |
| Bunge Ltd Finance Corp 4.65% 9/17/2034  | 100000 | 97389 |
| Conagra Brands Inc 4.85% 11/1/2028  | 510000 | 515499 |
| Conagra Brands Inc 5% 8/1/2030  | 400000 | 403368 |
| Conagra Brands Inc 5.3% 11/1/2038  | 121000 | 114207 |
| General Mills Inc 3% 2/1/2051  | 110000 | 69269 |
| General Mills Inc 4.2% 4/17/2028  | 200000 | 200159 |
| General Mills Inc 4.875% 1/30/2030  | 520000 | 531680 |
| General Mills Inc 4.95% 3/29/2033  | 350000 | 352373 |
| Hershey Co/The 1.7% 6/1/2030  | 340000 | 304468 |
| Hershey Co/The 2.65% 6/1/2050  | 55000 | 32950 |
| Hormel Foods Corp 1.8% 6/11/2030  | 200000 | 179127 |
| Ingredion Inc 3.2% 10/1/2026  | 270000 | 267035 |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co 5.5% 1/15/2036 (c) | 300000 | 300990 |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co 6.25% 3/1/2056 (c) | 120000 | 118254 |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group 6.375% 2/25/2055 (c) | 60000 | 60300 |
| JM Smucker Co 4.25% 3/15/2035  | 200000 | 186006 |
| JM Smucker Co 6.2% 11/15/2033  | 100000 | 107518 |
| JM Smucker Co 6.5% 11/15/2043  | 270000 | 286566 |
| Kellanova 2.1% 6/1/2030  | 160000 | 145105 |
| Kellanova 3.25% 4/1/2026  | 290000 | 288224 |
| Kellanova 7.45% 4/1/2031  | 110000 | 126143 |
| Kraft Heinz Foods Co 3.75% 4/1/2030  | 800000 | 775714 |
| Kraft Heinz Foods Co 4.375% 6/1/2046  | 50000 | 39816 |
| Kraft Heinz Foods Co 4.625% 10/1/2039  | 100000 | 88807 |
| Kraft Heinz Foods Co 4.875% 10/1/2049  | 190000 | 158634 |
| Kraft Heinz Foods Co 5% 6/4/2042  | 100000 | 89447 |
| Kraft Heinz Foods Co 5.5% 6/1/2050  | 590000 | 533784 |
| McCormick & Co Inc/MD 1.85% 2/15/2031  | 260000 | 227180 |
| Mondelez International Inc 1.875% 10/15/2032  | 370000 | 312827 |
| Mondelez International Inc 2.75% 4/13/2030  | 190000 | 177887 |
| Mondelez International Inc 4.25% 5/6/2028  | 760000 | 762462 |
| Pilgrim's Pride Corp 4.25% 4/15/2031  | 140000 | 134799 |
| Pilgrim's Pride Corp 6.25% 7/1/2033  | 180000 | 189701 |
| The Campbell's Company 2.375% 4/24/2030  | 100000 | 91325 |
| The Campbell's Company 4.15% 3/15/2028  | 410000 | 409998 |
| The Campbell's Company 4.8% 3/15/2048  | 100000 | 86016 |
| The Campbell's Company 5.4% 3/21/2034  | 160000 | 162423 |
| Tyson Foods Inc 4% 3/1/2026  | 160000 | 159623 |
| Tyson Foods Inc 4.35% 3/1/2029  | 450000 | 450165 |
| Tyson Foods Inc 4.55% 6/2/2047  | 100000 | 83486 |
| Tyson Foods Inc 4.875% 8/15/2034  | 80000 | 78620 |
| Tyson Foods Inc 5.1% 9/28/2048  | 100000 | 89713 |
|  |  | 10632145 |
| Household Products - 0.1% |  |  |
| Church & Dwight Co Inc 3.95% 8/1/2047  | 150000 | 116969 |
| Colgate-Palmolive Co 3.1% 8/15/2027  | 410000 | 405038 |
| Colgate-Palmolive Co 3.25% 8/15/2032  | 130000 | 121440 |
| Colgate-Palmolive Co 3.7% 8/1/2047  | 140000 | 108686 |
| Kimberly-Clark Corp 1.05% 9/15/2027  | 184000 | 174008 |
| Kimberly-Clark Corp 2.875% 2/7/2050  | 130000 | 83566 |
| Kimberly-Clark Corp 3.2% 4/25/2029  | 260000 | 253268 |
| Kimberly-Clark Corp 3.2% 7/30/2046  | 100000 | 71327 |
| Kimberly-Clark Corp 6.625% 8/1/2037  | 140000 | 161963 |
| Procter & Gamble Co/The 1.2% 10/29/2030  | 710000 | 619697 |
| Procter & Gamble Co/The 1.95% 4/23/2031  | 200000 | 179674 |
| Procter & Gamble Co/The 2.85% 8/11/2027  | 140000 | 137613 |
| Procter & Gamble Co/The 3% 3/25/2030  | 100000 | 96017 |
| Procter & Gamble Co/The 3.6% 3/25/2050  | 160000 | 120607 |
| Procter & Gamble Co/The 4.55% 1/29/2034  | 280000 | 282403 |
|  |  | 2932276 |
| Personal Care Products - 0.0% |  |  |
| Estee Lauder Cos Inc/The 1.95% 3/15/2031  | 330000 | 291008 |
| Estee Lauder Cos Inc/The 2.375% 12/1/2029  | 220000 | 204132 |
| Estee Lauder Cos Inc/The 3.125% 12/1/2049  | 130000 | 83257 |
| Estee Lauder Cos Inc/The 3.15% 3/15/2027  | 260000 | 256466 |
| Estee Lauder Cos Inc/The 5% 2/14/2034  | 260000 | 262435 |
| Kenvue Inc 4.9% 3/22/2033  | 260000 | 264099 |
| Kenvue Inc 5.05% 3/22/2028  | 140000 | 143541 |
| Kenvue Inc 5.05% 3/22/2053  | 200000 | 182706 |
| Kenvue Inc 5.2% 3/22/2063  | 160000 | 145712 |
| Kenvue Inc 5.35% 3/22/2026  | 140000 | 140651 |
|  |  | 1974007 |
| Tobacco - 0.3% |  |  |
| Altria Group Inc 2.45% 2/4/2032  | 520000 | 452689 |
| Altria Group Inc 3.4% 2/4/2041  | 180000 | 135024 |
| Altria Group Inc 3.4% 5/6/2030  | 100000 | 95875 |
| Altria Group Inc 3.875% 9/16/2046  | 374000 | 278443 |
| Altria Group Inc 4.5% 8/6/2030  | 500000 | 500123 |
| Altria Group Inc 4.8% 2/14/2029  | 30000 | 30476 |
| Altria Group Inc 5.8% 2/14/2039  | 330000 | 336802 |
| Altria Group Inc 5.95% 2/14/2049  | 240000 | 238579 |
| Altria Group Inc 6.875% 11/1/2033  | 370000 | 413688 |
| Philip Morris International Inc 3.125% 8/17/2027  | 2350000 | 2308926 |
| Philip Morris International Inc 4.125% 3/4/2043  | 330000 | 276565 |
| Philip Morris International Inc 4.125% 4/28/2028  | 860000 | 861920 |
| Philip Morris International Inc 4.25% 11/10/2044  | 110000 | 92837 |
| Philip Morris International Inc 4.625% 11/1/2029  | 140000 | 142206 |
| Philip Morris International Inc 4.875% 11/15/2043  | 224000 | 204236 |
| Philip Morris International Inc 4.875% 2/15/2028  | 170000 | 173143 |
| Philip Morris International Inc 4.9% 11/1/2034  | 140000 | 139392 |
| Philip Morris International Inc 5.125% 11/17/2027  | 170000 | 173605 |
| Philip Morris International Inc 5.125% 2/15/2030  | 520000 | 538135 |
| Philip Morris International Inc 5.375% 2/15/2033  | 480000 | 496891 |
| Philip Morris International Inc 5.75% 11/17/2032  | 120000 | 127042 |
|  |  | 8016597 |
| TOTAL CONSUMER STAPLES |  | 40827493 |
| Energy - 1.4% |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 3.138% 11/7/2029  | 230000 | 221159 |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 4.08% 12/15/2047  | 390000 | 303554 |
| Halliburton Co 4.75% 8/1/2043  | 50000 | 43317 |
| Halliburton Co 5% 11/15/2045  | 460000 | 405507 |
| Halliburton Co 6.7% 9/15/2038  | 100000 | 109554 |
| Halliburton Co 7.45% 9/15/2039  | 120000 | 140401 |
| NOV Inc 3.6% 12/1/2029  | 280000 | 270676 |
| NOV Inc 3.95% 12/1/2042  | 50000 | 37849 |
|  |  | 1532017 |
| Oil, Gas & Consumable Fuels - 1.4% |  |  |
| APA Corp 5.25% 2/1/2042 (c) | 107000 | 84072 |
| APA Corp 6.75% 2/15/2055 (c) | 80000 | 75856 |
| Boardwalk Pipelines LP 4.45% 7/15/2027  | 140000 | 140278 |
| Boardwalk Pipelines LP 5.625% 8/1/2034  | 120000 | 123089 |
| Burlington Resources LLC 5.95% 10/15/2036  | 110000 | 117298 |
| Cheniere Corpus Christi Holdings LLC 2.742% 12/31/2039  | 160000 | 132566 |
| Cheniere Energy Inc 5.65% 4/15/2034  | 190000 | 193957 |
| Cheniere Energy Partners LP 3.25% 1/31/2032  | 160000 | 144842 |
| Cheniere Energy Partners LP 4% 3/1/2031  | 280000 | 269829 |
| Cheniere Energy Partners LP 5.75% 8/15/2034  | 180000 | 184876 |
| Chevron Corp 1.995% 5/11/2027  | 70000 | 67933 |
| Chevron Corp 2.236% 5/11/2030  | 70000 | 64553 |
| Chevron Corp 2.954% 5/16/2026  | 231000 | 229124 |
| Chevron Corp 2.978% 5/11/2040  | 70000 | 54551 |
| Chevron Corp 3.078% 5/11/2050  | 70000 | 46646 |
| Chevron USA Inc 4.3% 10/15/2030  | 1270000 | 1277045 |
| Chevron USA Inc 4.95% 8/15/2047  | 100000 | 90432 |
| Chevron USA Inc 5.05% 11/15/2044  | 70000 | 68897 |
| Columbia Pipeline Group Inc 5.8% 6/1/2045  | 50000 | 48979 |
| ConocoPhillips 6.5% 2/1/2039  | 120000 | 133989 |
| ConocoPhillips Co 3.8% 3/15/2052  | 100000 | 72286 |
| ConocoPhillips Co 4.025% 3/15/2062  | 230000 | 164758 |
| ConocoPhillips Co 4.7% 1/15/2030  | 240000 | 244558 |
| ConocoPhillips Co 5% 1/15/2035  | 290000 | 289985 |
| ConocoPhillips Co 5.05% 9/15/2033  | 50000 | 51071 |
| ConocoPhillips Co 5.3% 5/15/2053  | 130000 | 119142 |
| ConocoPhillips Co 5.5% 1/15/2055  | 140000 | 131918 |
| ConocoPhillips Co 5.55% 3/15/2054  | 50000 | 47440 |
| ConocoPhillips Co 5.65% 1/15/2065  | 210000 | 198282 |
| ConocoPhillips Co 5.7% 9/15/2063  | 230000 | 218833 |
| Continental Resources Inc/OK 4.375% 1/15/2028  | 300000 | 298166 |
| Continental Resources Inc/OK 4.9% 6/1/2044  | 60000 | 47290 |
| DCP Midstream Operating LP 5.6% 4/1/2044  | 80000 | 74565 |
| Devon Energy Corp 5% 6/15/2045  | 315000 | 264551 |
| Devon Energy Corp 5.2% 9/15/2034  | 50000 | 48995 |
| Devon Energy Corp 5.6% 7/15/2041  | 100000 | 93659 |
| Devon Energy Corp 5.75% 9/15/2054  | 110000 | 98502 |
| Diamondback Energy Inc 4.25% 3/15/2052  | 160000 | 120070 |
| Diamondback Energy Inc 4.4% 3/24/2051  | 100000 | 77570 |
| Diamondback Energy Inc 5.15% 1/30/2030  | 160000 | 164340 |
| Diamondback Energy Inc 5.9% 4/18/2064  | 480000 | 444129 |
| Eastern Gas Transmission & Storage Inc 3.9% 11/15/2049  | 90000 | 64560 |
| Enbridge Energy Partners LP 7.375% 10/15/2045  | 210000 | 241338 |
| Energy Transfer LP 3.75% 5/15/2030  | 390000 | 378085 |
| Energy Transfer LP 4.4% 3/15/2027  | 170000 | 170337 |
| Energy Transfer LP 4.95% 6/15/2028  | 567000 | 575826 |
| Energy Transfer LP 5% 5/15/2050  | 330000 | 273882 |
| Energy Transfer LP 5.25% 4/15/2029  | 1300000 | 1336759 |
| Energy Transfer LP 5.3% 4/15/2047  | 50000 | 44079 |
| Energy Transfer LP 5.4% 10/1/2047  | 80000 | 71276 |
| Energy Transfer LP 5.7% 4/1/2035  | 500000 | 509014 |
| Energy Transfer LP 5.8% 6/15/2038  | 260000 | 262126 |
| Energy Transfer LP 6% 6/15/2048  | 330000 | 316373 |
| Energy Transfer LP 6.05% 9/1/2054  | 110000 | 104598 |
| Energy Transfer LP 6.125% 12/15/2045  | 230000 | 226294 |
| Energy Transfer LP 6.25% 4/15/2049  | 130000 | 127464 |
| Energy Transfer LP 6.4% 12/1/2030  | 100000 | 108197 |
| Energy Transfer LP 6.55% 12/1/2033  | 220000 | 238310 |
| Energy Transfer LP 6.625% 10/15/2036  | 280000 | 302200 |
| Energy Transfer LP 7.5% 7/1/2038  | 210000 | 241435 |
| Enterprise Products Operating LLC 2.8% 1/31/2030  | 560000 | 528757 |
| Enterprise Products Operating LLC 3.2% 2/15/2052  | 290000 | 188390 |
| Enterprise Products Operating LLC 3.3% 2/15/2053  | 100000 | 65582 |
| Enterprise Products Operating LLC 3.95% 2/15/2027  | 214000 | 213592 |
| Enterprise Products Operating LLC 4.2% 1/31/2050  | 370000 | 291095 |
| Enterprise Products Operating LLC 4.25% 2/15/2048  | 270000 | 217809 |
| Enterprise Products Operating LLC 4.45% 2/15/2043  | 100000 | 86464 |
| Enterprise Products Operating LLC 4.8% 2/1/2049  | 56000 | 48406 |
| Enterprise Products Operating LLC 4.85% 8/15/2042  | 170000 | 154620 |
| Enterprise Products Operating LLC 4.95% 2/15/2035  | 130000 | 129746 |
| Enterprise Products Operating LLC 5.2% 1/15/2036  | 500000 | 504551 |
| Enterprise Products Operating LLC 5.35% 1/31/2033  | 500000 | 517857 |
| Enterprise Products Operating LLC 5.55% 2/16/2055  | 130000 | 124069 |
| Enterprise Products Operating LLC 7.55% 4/15/2038  | 120000 | 142141 |
| EOG Resources Inc 4.95% 4/15/2050  | 200000 | 175975 |
| EOG Resources Inc 5% 7/15/2032  | 200000 | 203644 |
| EOG Resources Inc 5.35% 1/15/2036  | 200000 | 202984 |
| EOG Resources Inc 5.65% 12/1/2054  | 80000 | 77335 |
| EQT Corp 5.7% 4/1/2028  | 154000 | 159164 |
| EQT Corp 5.75% 2/1/2034  | 110000 | 113880 |
| Expand Energy Corp 5.375% 3/15/2030  | 240000 | 242421 |
| Exxon Mobil Corp 2.995% 8/16/2039  | 450000 | 352987 |
| Exxon Mobil Corp 3.452% 4/15/2051  | 760000 | 535867 |
| Exxon Mobil Corp 4.114% 3/1/2046  | 200000 | 164595 |
| Exxon Mobil Corp 4.327% 3/19/2050  | 100000 | 82799 |
| Hess Corp 5.6% 2/15/2041  | 190000 | 192736 |
| Hess Corp 5.8% 4/1/2047  | 100000 | 101070 |
| Hess Corp 7.125% 3/15/2033  | 170000 | 195679 |
| HF Sinclair Corp 5.5% 9/1/2032  | 220000 | 220745 |
| Kinder Morgan Energy Partners LP 6.55% 9/15/2040  | 100000 | 106713 |
| Kinder Morgan Energy Partners LP 6.95% 1/15/2038  | 200000 | 222599 |
| Kinder Morgan Energy Partners LP 7.3% 8/15/2033  | 530000 | 598038 |
| Kinder Morgan Inc 3.6% 2/15/2051  | 270000 | 183541 |
| Kinder Morgan Inc 4.8% 2/1/2033  | 600000 | 593146 |
| Kinder Morgan Inc 5.05% 2/15/2046  | 50000 | 43871 |
| Kinder Morgan Inc 5.2% 3/1/2048  | 264000 | 234569 |
| Kinder Morgan Inc 5.45% 8/1/2052  | 210000 | 190540 |
| Kinder Morgan Inc 5.55% 6/1/2045  | 300000 | 282018 |
| Marathon Petroleum Corp 4.5% 4/1/2048  | 280000 | 217545 |
| Marathon Petroleum Corp 5.15% 3/1/2030  | 130000 | 133693 |
| Marathon Petroleum Corp 5.7% 3/1/2035  | 130000 | 132760 |
| Marathon Petroleum Corp 6.5% 3/1/2041  | 50000 | 52565 |
| MPLX LP 2.65% 8/15/2030  | 150000 | 137138 |
| MPLX LP 4.125% 3/1/2027  | 60000 | 59877 |
| MPLX LP 4.5% 4/15/2038  | 570000 | 508274 |
| MPLX LP 4.7% 4/15/2048  | 226000 | 183270 |
| MPLX LP 4.8% 2/15/2031  | 150000 | 150113 |
| MPLX LP 4.95% 9/1/2032  | 130000 | 129223 |
| MPLX LP 5% 3/1/2033  | 500000 | 495240 |
| MPLX LP 5.2% 12/1/2047  | 200000 | 173071 |
| MPLX LP 5.4% 9/15/2035  | 170000 | 167827 |
| MPLX LP 5.5% 2/15/2049  | 100000 | 90012 |
| MPLX LP 5.65% 3/1/2053  | 100000 | 90742 |
| MPLX LP 6.2% 9/15/2055  | 150000 | 145770 |
| Occidental Petroleum Corp 4.2% 3/15/2048  | 450000 | 318910 |
| Occidental Petroleum Corp 5.55% 10/1/2034  | 320000 | 318430 |
| Occidental Petroleum Corp 6.05% 10/1/2054  | 150000 | 140059 |
| Occidental Petroleum Corp 6.125% 1/1/2031  | 60000 | 62714 |
| Occidental Petroleum Corp 6.375% 9/1/2028  | 980000 | 1022599 |
| Occidental Petroleum Corp 6.45% 9/15/2036  | 80000 | 82755 |
| Occidental Petroleum Corp 7.5% 5/1/2031  | 100000 | 111647 |
| ONEOK Inc 3.25% 6/1/2030  | 150000 | 141678 |
| ONEOK Inc 3.95% 3/1/2050  | 35000 | 24834 |
| ONEOK Inc 4% 7/13/2027  | 80000 | 79705 |
| ONEOK Inc 4.25% 9/24/2027  | 90000 | 90081 |
| ONEOK Inc 4.4% 10/15/2029  | 60000 | 59915 |
| ONEOK Inc 4.45% 9/1/2049  | 150000 | 117029 |
| ONEOK Inc 4.75% 10/15/2031  | 240000 | 239997 |
| ONEOK Inc 4.85% 2/1/2049  | 130000 | 105935 |
| ONEOK Inc 5% 3/1/2026  | 147000 | 147102 |
| ONEOK Inc 5.05% 11/1/2034  | 660000 | 643500 |
| ONEOK Inc 5.2% 7/15/2048  | 22000 | 19175 |
| ONEOK Inc 5.65% 11/1/2028  | 60000 | 62326 |
| ONEOK Inc 5.65% 9/1/2034  | 100000 | 101701 |
| ONEOK Inc 5.7% 11/1/2054  | 180000 | 164112 |
| ONEOK Inc 5.85% 11/1/2064  | 230000 | 209385 |
| ONEOK Inc 6.1% 11/15/2032  | 340000 | 360832 |
| ONEOK Inc 6.625% 9/1/2053  | 130000 | 133484 |
| ONEOK Inc 7.15% 1/15/2051  | 150000 | 160797 |
| ONEOK Partners LP 6.65% 10/1/2036  | 350000 | 379130 |
| Ovintiv Inc 5.65% 5/15/2028  | 250000 | 257310 |
| Ovintiv Inc 6.5% 2/1/2038  | 220000 | 226339 |
| Ovintiv Inc 6.625% 8/15/2037  | 100000 | 103783 |
| Phillips 66 3.3% 3/15/2052  | 440000 | 281963 |
| Phillips 66 3.9% 3/15/2028  | 380000 | 377642 |
| Phillips 66 4.65% 11/15/2034  | 220000 | 212216 |
| Phillips 66 Co 4.68% 2/15/2045  | 100000 | 84022 |
| Phillips 66 Co 4.95% 3/15/2035  | 110000 | 107790 |
| Phillips 66 Co 5.25% 6/15/2031  | 100000 | 103581 |
| Phillips 66 Co 5.5% 3/15/2055  | 100000 | 91208 |
| Phillips 66 Co 5.65% 6/15/2054  | 130000 | 120735 |
| Pioneer Natural Resources Co 1.9% 8/15/2030  | 210000 | 187760 |
| Plains All American Pipeline LP / PAA Finance Corp 3.8% 9/15/2030  | 760000 | 733272 |
| Plains All American Pipeline LP / PAA Finance Corp 4.7% 6/15/2044  | 90000 | 74403 |
| Sabine Pass Liquefaction LLC 4.5% 5/15/2030  | 420000 | 421214 |
| Shell Finance US Inc 2.375% 11/7/2029  | 320000 | 299646 |
| Shell Finance US Inc 3.25% 4/6/2050  | 240000 | 164041 |
| Shell Finance US Inc 3.75% 9/12/2046  | 106000 | 81621 |
| Shell Finance US Inc 4% 5/10/2046  | 100000 | 79735 |
| Shell Finance US Inc 4.125% 5/11/2035  | 170000 | 161479 |
| Shell Finance US Inc 4.375% 5/11/2045  | 160000 | 136240 |
| Shell Finance US Inc 4.55% 8/12/2043  | 430000 | 379415 |
| Shell International Finance BV 2.5% 9/12/2026  | 270000 | 265903 |
| Shell International Finance BV 2.875% 11/26/2041  | 440000 | 316197 |
| Shell International Finance BV 3% 11/26/2051  | 100000 | 64098 |
| Shell International Finance BV 3.125% 11/7/2049  | 100000 | 66637 |
| Shell International Finance BV 5.5% 3/25/2040  | 190000 | 193711 |
| Targa Resources Corp 4.2% 2/1/2033  | 130000 | 122532 |
| Targa Resources Corp 4.9% 9/15/2030  | 100000 | 101530 |
| Targa Resources Corp 6.125% 3/15/2033  | 250000 | 264373 |
| Targa Resources Corp 6.125% 5/15/2055  | 110000 | 106914 |
| Targa Resources Corp 6.5% 2/15/2053  | 190000 | 194169 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp 4% 1/15/2032  | 460000 | 432446 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp 6.875% 1/15/2029  | 620000 | 632074 |
| Tennessee Gas Pipeline Co LLC 7% 10/15/2028  | 630000 | 678380 |
| Transcontinental Gas Pipe Line Co LLC 3.25% 5/15/2030  | 1105000 | 1051101 |
| Transcontinental Gas Pipe Line Co LLC 3.95% 5/15/2050  | 100000 | 75276 |
| Transcontinental Gas Pipe Line Co LLC 4.6% 3/15/2048  | 190000 | 159849 |
| Valero Energy Corp 3.4% 9/15/2026  | 110000 | 109001 |
| Valero Energy Corp 3.65% 12/1/2051  | 210000 | 141676 |
| Valero Energy Corp 4.35% 6/1/2028  | 70000 | 70267 |
| Valero Energy Corp 6.625% 6/15/2037  | 200000 | 218112 |
| Valero Energy Partners LP 4.5% 3/15/2028  | 270000 | 271994 |
| Western Gas Partners LP 4.05% 2/1/2030 (e) | 230000 | 223631 |
| Western Gas Partners LP 5.3% 3/1/2048  | 150000 | 126382 |
| Western Gas Partners LP 6.15% 4/1/2033  | 110000 | 114928 |
| Williams Cos Inc/The 2.6% 3/15/2031  | 160000 | 144761 |
| Williams Cos Inc/The 3.5% 10/15/2051  | 350000 | 236614 |
| Williams Cos Inc/The 3.75% 6/15/2027  | 460000 | 456351 |
| Williams Cos Inc/The 4.85% 3/1/2048  | 50000 | 43005 |
| Williams Cos Inc/The 4.9% 1/15/2045  | 100000 | 87694 |
| Williams Cos Inc/The 5.1% 9/15/2045  | 100000 | 90214 |
| Williams Cos Inc/The 5.15% 3/15/2034  | 130000 | 130326 |
| Williams Cos Inc/The 5.4% 3/2/2026  | 160000 | 160747 |
| Williams Cos Inc/The 5.65% 3/15/2033  | 230000 | 239401 |
| Williams Cos Inc/The 5.8% 11/15/2043  | 100000 | 99186 |
| Williams Cos Inc/The Series A, 7.5% 1/15/2031  | 205000 | 232214 |
|  |  | 41873131 |
| TOTAL ENERGY |  | 43405148 |
| Financials - 6.4% |  |  |
| Banks - 2.9% |  |  |
| Bank of America Corp 1.658% 3/11/2027 (b) | 340000 | 335172 |
| Bank of America Corp 1.734% 7/22/2027 (b) | 510000 | 498367 |
| Bank of America Corp 2.087% 6/14/2029 (b) | 1210000 | 1143276 |
| Bank of America Corp 2.299% 7/21/2032 (b) | 110000 | 97074 |
| Bank of America Corp 2.482% 9/21/2036 (b) | 320000 | 276836 |
| Bank of America Corp 2.572% 10/20/2032 (b) | 1690000 | 1508187 |
| Bank of America Corp 2.651% 3/11/2032 (b) | 340000 | 309037 |
| Bank of America Corp 2.676% 6/19/2041 (b) | 1480000 | 1066701 |
| Bank of America Corp 2.687% 4/22/2032 (b) | 2030000 | 1841589 |
| Bank of America Corp 2.831% 10/24/2051 (b) | 140000 | 87066 |
| Bank of America Corp 2.972% 2/4/2033 (b) | 250000 | 225785 |
| Bank of America Corp 2.972% 7/21/2052 (b) | 220000 | 141191 |
| Bank of America Corp 3.194% 7/23/2030 (b) | 270000 | 259310 |
| Bank of America Corp 3.311% 4/22/2042 (b) | 100000 | 77077 |
| Bank of America Corp 3.419% 12/20/2028 (b) | 735000 | 722276 |
| Bank of America Corp 3.946% 1/23/2049 (b) | 360000 | 282939 |
| Bank of America Corp 3.97% 3/5/2029 (b) | 780000 | 775326 |
| Bank of America Corp 3.974% 2/7/2030 (b) | 825000 | 818138 |
| Bank of America Corp 4.078% 4/23/2040 (b) | 100000 | 87501 |
| Bank of America Corp 4.083% 3/20/2051 (b) | 100000 | 78643 |
| Bank of America Corp 4.244% 4/24/2038 (b) | 480000 | 440449 |
| Bank of America Corp 4.271% 7/23/2029 (b) | 360000 | 360893 |
| Bank of America Corp 4.33% 3/15/2050 (b) | 200000 | 164870 |
| Bank of America Corp 4.376% 4/27/2028 (b) | 1000000 | 1002189 |
| Bank of America Corp 4.623% 5/9/2029 (b) | 1750000 | 1769741 |
| Bank of America Corp 5% 1/21/2044  | 235000 | 222839 |
| Bank of America Corp 5.08% 1/20/2027 (b) | 1000000 | 1002361 |
| Bank of America Corp 5.202% 4/25/2029 (b) | 200000 | 205073 |
| Bank of America Corp 5.425% 8/15/2035 (b) | 600000 | 603932 |
| Bank of America Corp 5.511% 1/24/2036 (b) | 700000 | 721135 |
| Bank of America Corp 5.518% 10/25/2035 (b) | 240000 | 242139 |
| Bank of America Corp 5.744% 2/12/2036 (b) | 140000 | 143435 |
| Bank of America Corp 5.872% 9/15/2034 (b) | 560000 | 594141 |
| Bank of America Corp 6.11% 1/29/2037  | 508000 | 539624 |
| Bank of America Corp 6.204% 11/10/2028 (b) | 400000 | 416869 |
| Bank of America Corp 6.22% 9/15/2026  | 480000 | 489455 |
| Bank of America Corp 7.75% 5/14/2038  | 120000 | 144323 |
| Citibank NA 4.838% 8/6/2029  | 510000 | 522763 |
| Citibank NA 4.914% 5/29/2030  | 1250000 | 1282747 |
| Citibank NA 5.803% 9/29/2028  | 2000000 | 2096260 |
| Citigroup Inc 1.122% 1/28/2027 (b) | 600000 | 591939 |
| Citigroup Inc 1.462% 6/9/2027 (b) | 300000 | 293371 |
| Citigroup Inc 2.561% 5/1/2032 (b) | 600000 | 538790 |
| Citigroup Inc 2.572% 6/3/2031 (b) | 380000 | 348844 |
| Citigroup Inc 3.07% 2/24/2028 (b) | 610000 | 599173 |
| Citigroup Inc 3.2% 10/21/2026  | 80000 | 79098 |
| Citigroup Inc 3.52% 10/27/2028 (b) | 2060000 | 2028866 |
| Citigroup Inc 3.785% 3/17/2033 (b) | 100000 | 93958 |
| Citigroup Inc 3.878% 1/24/2039 (b) | 470000 | 406914 |
| Citigroup Inc 3.887% 1/10/2028 (b) | 140000 | 139153 |
| Citigroup Inc 3.98% 3/20/2030 (b) | 150000 | 148124 |
| Citigroup Inc 4.075% 4/23/2029 (b) | 770000 | 767262 |
| Citigroup Inc 4.125% 7/25/2028  | 440000 | 439464 |
| Citigroup Inc 4.45% 9/29/2027  | 1185000 | 1188232 |
| Citigroup Inc 4.6% 3/9/2026  | 1590000 | 1591378 |
| Citigroup Inc 4.65% 7/23/2048  | 195000 | 169055 |
| Citigroup Inc 4.65% 7/30/2045  | 267000 | 233831 |
| Citigroup Inc 4.75% 5/18/2046  | 518000 | 451227 |
| Citigroup Inc 5.316% 3/26/2041 (b) | 500000 | 488152 |
| Citigroup Inc 5.333% 3/27/2036 (b) | 1000000 | 1010546 |
| Citigroup Inc 5.449% 6/11/2035 (b) | 300000 | 308386 |
| Citigroup Inc 5.61% 9/29/2026 (b) | 500000 | 500357 |
| Citigroup Inc 5.827% 2/13/2035 (b) | 380000 | 390675 |
| Citigroup Inc 5.875% 1/30/2042  | 100000 | 103795 |
| Citigroup Inc 5.875% 2/22/2033  | 310000 | 326738 |
| Citigroup Inc 6.27% 11/17/2033 (b) | 100000 | 108377 |
| Citigroup Inc 6.625% 6/15/2032  | 200000 | 220499 |
| Citigroup Inc 6.675% 9/13/2043  | 200000 | 221509 |
| Citizens Financial Group Inc 2.5% 2/6/2030  | 190000 | 174257 |
| Citizens Financial Group Inc 5.253% 3/5/2031 (b) | 260000 | 265819 |
| Citizens Financial Group Inc 5.641% 5/21/2037 (b) | 70000 | 70309 |
| Citizens Financial Group Inc 5.718% 7/23/2032 (b) | 150000 | 156664 |
| Comerica Inc 5.982% 1/30/2030 (b) | 140000 | 145245 |
| Fifth Third Bancorp 2.55% 5/5/2027  | 100000 | 97500 |
| Fifth Third Bancorp 3.95% 3/14/2028  | 50000 | 49765 |
| Fifth Third Bancorp 4.337% 4/25/2033 (b) | 50000 | 48366 |
| Fifth Third Bancorp 4.772% 7/28/2030 (b) | 170000 | 172069 |
| Fifth Third Bancorp 6.339% 7/27/2029 (b) | 290000 | 306102 |
| Fifth Third Bancorp 6.361% 10/27/2028 (b) | 380000 | 396871 |
| Fifth Third Bancorp 8.25% 3/1/2038  | 130000 | 159269 |
| Huntington Bancshares Inc/OH 2.487% 8/15/2036 (b) | 190000 | 161669 |
| Huntington Bancshares Inc/OH 2.55% 2/4/2030  | 310000 | 286987 |
| Huntington Bancshares Inc/OH 4.443% 8/4/2028 (b) | 290000 | 290827 |
| Huntington Bancshares Inc/OH 5.272% 1/15/2031 (b) | 350000 | 360833 |
| Huntington Bancshares Inc/OH 6.208% 8/21/2029 (b) | 100000 | 105383 |
| JPMorgan Chase & Co 1.045% 11/19/2026 (b) | 1200000 | 1191206 |
| JPMorgan Chase & Co 1.47% 9/22/2027 (b) | 360000 | 349559 |
| JPMorgan Chase & Co 1.578% 4/22/2027 (b) | 300000 | 294853 |
| JPMorgan Chase & Co 1.953% 2/4/2032 (b) | 300000 | 263751 |
| JPMorgan Chase & Co 2.069% 6/1/2029 (b) | 340000 | 321619 |
| JPMorgan Chase & Co 2.525% 11/19/2041 (b) | 340000 | 242085 |
| JPMorgan Chase & Co 2.545% 11/8/2032 (b) | 1080000 | 962922 |
| JPMorgan Chase & Co 2.58% 4/22/2032 (b) | 300000 | 271271 |
| JPMorgan Chase & Co 2.739% 10/15/2030 (b) | 570000 | 536865 |
| JPMorgan Chase & Co 2.95% 10/1/2026  | 190000 | 187848 |
| JPMorgan Chase & Co 2.956% 5/13/2031 (b) | 360000 | 336078 |
| JPMorgan Chase & Co 2.963% 1/25/2033 (b) | 630000 | 571487 |
| JPMorgan Chase & Co 3.109% 4/22/2041 (b) | 220000 | 169499 |
| JPMorgan Chase & Co 3.109% 4/22/2051 (b) | 50000 | 33435 |
| JPMorgan Chase & Co 3.328% 4/22/2052 (b) | 830000 | 574250 |
| JPMorgan Chase & Co 3.702% 5/6/2030 (b) | 240000 | 235290 |
| JPMorgan Chase & Co 3.897% 1/23/2049 (b) | 350000 | 275353 |
| JPMorgan Chase & Co 4.323% 4/26/2028 (b) | 550000 | 550656 |
| JPMorgan Chase & Co 4.452% 12/5/2029 (b) | 630000 | 634953 |
| JPMorgan Chase & Co 4.586% 4/26/2033 (b) | 1230000 | 1224787 |
| JPMorgan Chase & Co 4.603% 10/22/2030 (b) | 880000 | 889602 |
| JPMorgan Chase & Co 4.85% 2/1/2044  | 100000 | 92445 |
| JPMorgan Chase & Co 4.95% 6/1/2045  | 290000 | 265144 |
| JPMorgan Chase & Co 4.995% 7/22/2030 (b) | 150000 | 153842 |
| JPMorgan Chase & Co 5.103% 4/22/2031 (b) | 230000 | 237289 |
| JPMorgan Chase & Co 5.14% 1/24/2031 (b) | 1500000 | 1545792 |
| JPMorgan Chase & Co 5.294% 7/22/2035 (b) | 460000 | 468899 |
| JPMorgan Chase & Co 5.35% 6/1/2034 (b) | 1700000 | 1755076 |
| JPMorgan Chase & Co 5.5% 10/15/2040  | 430000 | 439479 |
| JPMorgan Chase & Co 5.572% 4/22/2036 (b) | 930000 | 966860 |
| JPMorgan Chase & Co 5.576% 7/23/2036 (b) | 260000 | 265202 |
| JPMorgan Chase & Co 5.6% 7/15/2041  | 325000 | 333299 |
| JPMorgan Chase & Co 5.625% 8/16/2043  | 247000 | 248876 |
| JPMorgan Chase & Co 5.766% 4/22/2035 (b) | 440000 | 464637 |
| JPMorgan Chase & Co 8% 4/29/2027  | 1060000 | 1126429 |
| JPMorgan Chase Bank NA 5.11% 12/8/2026  | 725000 | 734346 |
| KeyCorp 2.25% 4/6/2027  | 280000 | 271252 |
| KeyCorp 5.121% 4/4/2031 (b) | 310000 | 317112 |
| KeyCorp 6.401% 3/6/2035 (b) | 60000 | 64453 |
| M&T Bank Corp 5.053% 1/27/2034 (b) | 190000 | 188545 |
| M&T Bank Corp 5.179% 7/8/2031 (b) | 240000 | 245559 |
| M&T Bank Corp 6.082% 3/13/2032 (b) | 100000 | 106168 |
| Manufacturers & Traders Trust Co 4.762% 7/6/2028 (b) | 620000 | 624846 |
| Morgan Stanley Bank NA 4.754% 4/21/2026  | 1710000 | 1713719 |
| Morgan Stanley Private Bank NA 4.734% 7/18/2031 (b) | 400000 | 405619 |
| PNC Financial Services Group Inc/The 1.15% 8/13/2026  | 400000 | 388739 |
| PNC Financial Services Group Inc/The 2.55% 1/22/2030  | 530000 | 495141 |
| PNC Financial Services Group Inc/The 3.45% 4/23/2029  | 710000 | 694827 |
| PNC Financial Services Group Inc/The 4.626% 6/6/2033 (b) | 220000 | 216491 |
| PNC Financial Services Group Inc/The 4.812% 10/21/2032 (b) | 500000 | 505583 |
| PNC Financial Services Group Inc/The 4.899% 5/13/2031 (b) | 100000 | 102049 |
| PNC Financial Services Group Inc/The 5.068% 1/24/2034 (b) | 160000 | 161881 |
| PNC Financial Services Group Inc/The 5.222% 1/29/2031 (b) | 270000 | 279009 |
| PNC Financial Services Group Inc/The 5.373% 7/21/2036 (b) | 450000 | 457296 |
| PNC Financial Services Group Inc/The 5.575% 1/29/2036 (b) | 180000 | 185812 |
| PNC Financial Services Group Inc/The 5.582% 6/12/2029 (b) | 80000 | 82989 |
| PNC Financial Services Group Inc/The 5.676% 1/22/2035 (b) | 200000 | 208510 |
| PNC Financial Services Group Inc/The 5.939% 8/18/2034 (b) | 200000 | 212565 |
| Regions Financial Corp 5.502% 9/6/2035 (b) | 200000 | 203030 |
| Regions Financial Corp 7.375% 12/10/2037  | 100000 | 113571 |
| Santander Holdings USA Inc 4.4% 7/13/2027  | 110000 | 110257 |
| Santander Holdings USA Inc 5.741% 3/20/2031 (b) | 150000 | 155887 |
| Santander Holdings USA Inc 6.565% 6/12/2029 (b) | 100000 | 105174 |
| Santander Holdings USA Inc 7.66% 11/9/2031 (b) | 430000 | 484222 |
| Truist Financial Corp 1.125% 8/3/2027  | 430000 | 406864 |
| Truist Financial Corp 1.267% 3/2/2027 (b) | 950000 | 935643 |
| Truist Financial Corp 4.916% 7/28/2033 (b) | 250000 | 246325 |
| Truist Financial Corp 5.153% 8/5/2032 (b) | 160000 | 164674 |
| Truist Financial Corp 5.711% 1/24/2035 (b) | 270000 | 281255 |
| Truist Financial Corp 5.867% 6/8/2034 (b) | 300000 | 315351 |
| Truist Financial Corp 6.123% 10/28/2033 (b) | 370000 | 395524 |
| US Bancorp 2.491% 11/3/2036 (b) | 200000 | 172101 |
| US Bancorp 2.677% 1/27/2033 (b) | 190000 | 167693 |
| US Bancorp 3.15% 4/27/2027  | 810000 | 799107 |
| US Bancorp 3.9% 4/26/2028  | 550000 | 549327 |
| US Bancorp 4.653% 2/1/2029 (b) | 380000 | 384329 |
| US Bancorp 4.839% 2/1/2034 (b) | 490000 | 487064 |
| US Bancorp 4.967% 7/22/2033 (b) | 150000 | 149009 |
| US Bancorp 5.046% 2/12/2031 (b) | 250000 | 256479 |
| US Bancorp 5.424% 2/12/2036 (b) | 160000 | 163724 |
| US Bancorp 5.775% 6/12/2029 (b) | 100000 | 104198 |
| US Bancorp 5.85% 10/21/2033 (b) | 460000 | 486386 |
| Wachovia Corp 5.5% 8/1/2035  | 350000 | 357215 |
| Wells Fargo & Co 2.393% 6/2/2028 (b) | 220000 | 213220 |
| Wells Fargo & Co 3% 10/23/2026  | 710000 | 700700 |
| Wells Fargo & Co 3.068% 4/30/2041 (b) | 380000 | 289301 |
| Wells Fargo & Co 3.9% 5/1/2045  | 1100000 | 874903 |
| Wells Fargo & Co 4.15% 1/24/2029  | 3440000 | 3437727 |
| Wells Fargo & Co 4.3% 7/22/2027  | 2480000 | 2489212 |
| Wells Fargo & Co 4.4% 6/14/2046  | 120000 | 98668 |
| Wells Fargo & Co 4.611% 4/25/2053 (b) | 1160000 | 983227 |
| Wells Fargo & Co 4.75% 12/7/2046  | 508000 | 438040 |
| Wells Fargo & Co 4.897% 7/25/2033 (b) | 300000 | 301770 |
| Wells Fargo & Co 4.9% 11/17/2045  | 97000 | 85911 |
| Wells Fargo & Co 5.013% 4/4/2051 (b) | 280000 | 253061 |
| Wells Fargo & Co 5.198% 1/23/2030 (b) | 720000 | 741606 |
| Wells Fargo & Co 5.375% 11/2/2043  | 100000 | 95367 |
| Wells Fargo & Co 5.389% 4/24/2034 (b) | 580000 | 596865 |
| Wells Fargo & Co 5.557% 7/25/2034 (b) | 590000 | 612598 |
| Wells Fargo & Co 5.574% 7/25/2029 (b) | 400000 | 414680 |
| Wells Fargo & Co 5.606% 1/15/2044  | 360000 | 351718 |
| Wells Fargo Bank NA 5.254% 12/11/2026  | 1760000 | 1784606 |
|  |  | 90533115 |
| Capital Markets - 1.5% |  |  |
| Affiliated Managers Group Inc 3.3% 6/15/2030  | 150000 | 142554 |
| Ameriprise Financial Inc 5.15% 5/15/2033  | 70000 | 71913 |
| Ameriprise Financial Inc 5.7% 12/15/2028  | 130000 | 136238 |
| Apollo Debt Solutions BDC 6.55% 3/15/2032 (c) | 250000 | 260483 |
| Ares Capital Corp 2.875% 6/15/2028  | 320000 | 305431 |
| Ares Capital Corp 3.2% 11/15/2031  | 150000 | 133615 |
| Ares Capital Corp 3.875% 1/15/2026  | 200000 | 199412 |
| Ares Capital Corp 5.8% 3/8/2032  | 130000 | 132179 |
| Ares Capital Corp 5.95% 7/15/2029  | 190000 | 196470 |
| Ares Capital Corp 7% 1/15/2027  | 90000 | 92736 |
| Ares Management Corp 5.6% 10/11/2054  | 100000 | 93983 |
| Ares Strategic Income Fund 5.6% 2/15/2030  | 230000 | 232850 |
| Ares Strategic Income Fund 6.2% 3/21/2032  | 150000 | 154303 |
| Bank of New York Mellon 4.729% 4/20/2029 (b) | 380000 | 386268 |
| Bank of New York Mellon Corp/The 1.8% 7/28/2031  | 170000 | 149017 |
| Bank of New York Mellon Corp/The 1.9% 1/25/2029  | 245000 | 228964 |
| Bank of New York Mellon Corp/The 4.543% 2/1/2029 (b) | 560000 | 566680 |
| Bank of New York Mellon Corp/The 4.596% 7/26/2030 (b) | 100000 | 101763 |
| Bank of New York Mellon Corp/The 4.706% 2/1/2034 (b) | 110000 | 109618 |
| Bank of New York Mellon Corp/The 4.975% 3/14/2030 (b) | 150000 | 154161 |
| Bank of New York Mellon Corp/The 5.188% 3/14/2035 (b) | 260000 | 264935 |
| Bank of New York Mellon Corp/The 5.316% 6/6/2036 (b) | 270000 | 276876 |
| Bank of New York Mellon Corp/The 6.317% 10/25/2029 (b) | 500000 | 532754 |
| BlackRock Funding Inc 4.6% 7/26/2027  | 90000 | 91129 |
| BlackRock Funding Inc 5% 3/14/2034  | 100000 | 102720 |
| BlackRock Funding Inc 5.25% 3/14/2054  | 60000 | 56998 |
| BlackRock Funding Inc 5.35% 1/8/2055  | 120000 | 115752 |
| Blackrock Inc 2.1% 2/25/2032  | 650000 | 566731 |
| Blackrock Inc 2.4% 4/30/2030  | 550000 | 511141 |
| Blackrock Inc 3.2% 3/15/2027  | 220000 | 217797 |
| Blackrock Inc 3.25% 4/30/2029  | 180000 | 176203 |
| Blackrock Inc 4.75% 5/25/2033  | 80000 | 81218 |
| Blackstone Private Credit Fund 3.25% 3/15/2027  | 140000 | 137070 |
| Blackstone Private Credit Fund 5.25% 4/1/2030  | 150000 | 150460 |
| Blackstone Private Credit Fund 5.95% 7/16/2029  | 110000 | 113506 |
| Blackstone Private Credit Fund 6% 1/29/2032  | 160000 | 164264 |
| Blackstone Private Credit Fund 6% 11/22/2034  | 90000 | 90643 |
| Blackstone Private Credit Fund 6.25% 1/25/2031  | 50000 | 52175 |
| Blackstone Private Credit Fund 7.3% 11/27/2028  | 50000 | 53443 |
| Blackstone Secured Lending Fund 5.35% 4/13/2028  | 210000 | 213051 |
| Blue Owl Capital Corp 2.875% 6/11/2028  | 270000 | 254867 |
| Blue Owl Capital Corp 5.95% 3/15/2029  | 100000 | 101554 |
| Cboe Global Markets Inc 1.625% 12/15/2030  | 130000 | 114429 |
| Charles Schwab Corp/The 0.9% 3/11/2026  | 460000 | 451978 |
| Charles Schwab Corp/The 1.65% 3/11/2031  | 197000 | 171049 |
| Charles Schwab Corp/The 2% 3/20/2028  | 120000 | 114388 |
| Charles Schwab Corp/The 2.9% 3/3/2032  | 310000 | 281036 |
| Charles Schwab Corp/The 3.2% 3/2/2027  | 910000 | 898571 |
| Charles Schwab Corp/The 6.136% 8/24/2034 (b) | 240000 | 260790 |
| Charles Schwab Corp/The 6.196% 11/17/2029 (b) | 220000 | 234099 |
| CME Group Inc 3.75% 6/15/2028  | 140000 | 139491 |
| CME Group Inc 4.15% 6/15/2048  | 100000 | 83197 |
| CME Group Inc 5.3% 9/15/2043  | 150000 | 150129 |
| Franklin Resources Inc 1.6% 10/30/2030  | 220000 | 193117 |
| Goldman Sachs Group Inc/The 1.093% 12/9/2026 (b) | 1000000 | 990910 |
| Goldman Sachs Group Inc/The 1.948% 10/21/2027 (b) | 600000 | 584224 |
| Goldman Sachs Group Inc/The 2.383% 7/21/2032 (b) | 1370000 | 1213541 |
| Goldman Sachs Group Inc/The 2.615% 4/22/2032 (b) | 460000 | 415152 |
| Goldman Sachs Group Inc/The 2.908% 7/21/2042 (b) | 470000 | 337681 |
| Goldman Sachs Group Inc/The 3.102% 2/24/2033 (b) | 140000 | 127306 |
| Goldman Sachs Group Inc/The 3.85% 1/26/2027  | 960000 | 955536 |
| Goldman Sachs Group Inc/The 4.017% 10/31/2038 (b) | 630000 | 554142 |
| Goldman Sachs Group Inc/The 4.223% 5/1/2029 (b) | 1650000 | 1651164 |
| Goldman Sachs Group Inc/The 4.482% 8/23/2028 (b) | 820000 | 823618 |
| Goldman Sachs Group Inc/The 4.75% 10/21/2045  | 245000 | 217617 |
| Goldman Sachs Group Inc/The 4.8% 7/8/2044  | 120000 | 107970 |
| Goldman Sachs Group Inc/The 5.049% 7/23/2030 (b) | 500000 | 511886 |
| Goldman Sachs Group Inc/The 5.15% 5/22/2045  | 330000 | 301997 |
| Goldman Sachs Group Inc/The 5.207% 1/28/2031 (b) | 600000 | 618249 |
| Goldman Sachs Group Inc/The 5.536% 1/28/2036 (b) | 1200000 | 1237382 |
| Goldman Sachs Group Inc/The 5.561% 11/19/2045 (b) | 500000 | 494242 |
| Goldman Sachs Group Inc/The 5.734% 1/28/2056 (b) | 200000 | 199357 |
| Goldman Sachs Group Inc/The 6.25% 2/1/2041  | 220000 | 236132 |
| Goldman Sachs Group Inc/The 6.561% 10/24/2034 (b) | 110000 | 122026 |
| Goldman Sachs Group Inc/The 6.75% 10/1/2037  | 492000 | 546859 |
| Golub Capital BDC Inc 6% 7/15/2029  | 120000 | 122780 |
| HPS Corporate Lending Fund 5.45% 1/14/2028  | 220000 | 221938 |
| HPS Corporate Lending Fund 6.25% 9/30/2029  | 100000 | 103364 |
| HPS Corporate Lending Fund 6.75% 1/30/2029  | 60000 | 62596 |
| Intercontinental Exchange Inc 1.85% 9/15/2032  | 160000 | 134124 |
| Intercontinental Exchange Inc 2.65% 9/15/2040  | 270000 | 196575 |
| Intercontinental Exchange Inc 3% 9/15/2060  | 180000 | 107373 |
| Intercontinental Exchange Inc 3.1% 9/15/2027  | 535000 | 524532 |
| Intercontinental Exchange Inc 3.75% 9/21/2028  | 100000 | 99012 |
| Intercontinental Exchange Inc 4% 9/15/2027  | 1160000 | 1157504 |
| Intercontinental Exchange Inc 4.25% 9/21/2048  | 120000 | 98600 |
| Intercontinental Exchange Inc 4.6% 3/15/2033  | 100000 | 99984 |
| Intercontinental Exchange Inc 5.2% 6/15/2062  | 320000 | 293166 |
| Invesco Finance PLC 3.75% 1/15/2026  | 240000 | 239401 |
| Invesco Finance PLC 5.375% 11/30/2043  | 50000 | 47720 |
| Jefferies Financial Group Inc 2.75% 10/15/2032  | 240000 | 206828 |
| Jefferies Financial Group Inc 4.15% 1/23/2030  | 507000 | 500398 |
| Jefferies Financial Group Inc 4.85% 1/15/2027  | 110000 | 110794 |
| Jefferies Financial Group Inc 5.875% 7/21/2028  | 320000 | 333611 |
| Jefferies Financial Group Inc 6.2% 4/14/2034  | 70000 | 73856 |
| Lazard Group LLC 4.375% 3/11/2029  | 110000 | 109859 |
| Lazard Group LLC 4.5% 9/19/2028  | 100000 | 100441 |
| Legg Mason Inc 5.625% 1/15/2044  | 60000 | 59016 |
| LPL Holdings Inc 4.9% 4/3/2028  | 230000 | 232927 |
| LPL Holdings Inc 5.15% 6/15/2030  | 210000 | 214423 |
| LPL Holdings Inc 5.65% 3/15/2035  | 30000 | 30322 |
| LPL Holdings Inc 6% 5/20/2034  | 100000 | 103325 |
| LPL Holdings Inc 6.75% 11/17/2028  | 80000 | 85636 |
| Moody's Corp 2% 8/19/2031  | 140000 | 122989 |
| Moody's Corp 2.55% 8/18/2060  | 100000 | 50747 |
| Moody's Corp 4.875% 12/17/2048  | 120000 | 106382 |
| Moody's Corp 5% 8/5/2034  | 200000 | 202574 |
| Morgan Stanley 1.512% 7/20/2027 (b) | 470000 | 458374 |
| Morgan Stanley 1.593% 5/4/2027 (b) | 1100000 | 1079506 |
| Morgan Stanley 1.794% 2/13/2032 (b) | 390000 | 338277 |
| Morgan Stanley 2.239% 7/21/2032 (b) | 470000 | 412923 |
| Morgan Stanley 2.484% 9/16/2036 (b) | 520000 | 450874 |
| Morgan Stanley 3.625% 1/20/2027  | 160000 | 159147 |
| Morgan Stanley 3.772% 1/24/2029 (b) | 180000 | 178202 |
| Morgan Stanley 3.971% 7/22/2038 (b) | 440000 | 388210 |
| Morgan Stanley 4.21% 4/20/2028 (b) | 575000 | 575102 |
| Morgan Stanley 4.3% 1/27/2045  | 120000 | 102582 |
| Morgan Stanley 4.375% 1/22/2047  | 324000 | 276033 |
| Morgan Stanley 4.457% 4/22/2039 (b) | 250000 | 232899 |
| Morgan Stanley 5.042% 7/19/2030 (b) | 110000 | 112685 |
| Morgan Stanley 5.123% 2/1/2029 (b) | 500000 | 510672 |
| Morgan Stanley 5.164% 4/20/2029 (b) | 850000 | 869009 |
| Morgan Stanley 5.192% 4/17/2031 (b) | 230000 | 237078 |
| Morgan Stanley 5.25% 4/21/2034 (b) | 1480000 | 1510954 |
| Morgan Stanley 5.297% 4/20/2037 (b) | 330000 | 332022 |
| Morgan Stanley 5.32% 7/19/2035 (b) | 570000 | 580861 |
| Morgan Stanley 5.424% 7/21/2034 (b) | 480000 | 495568 |
| Morgan Stanley 5.449% 7/20/2029 (b) | 2150000 | 2218610 |
| Morgan Stanley 5.587% 1/18/2036 (b) | 1000000 | 1033910 |
| Morgan Stanley 5.597% 3/24/2051 (b) | 190000 | 187607 |
| Morgan Stanley 5.664% 4/17/2036 (b) | 230000 | 239402 |
| Morgan Stanley 5.942% 2/7/2039 (b) | 200000 | 207788 |
| Morgan Stanley 6.375% 7/24/2042  | 528000 | 580949 |
| Morgan Stanley Direct Lending Fund 6.15% 5/17/2029  | 90000 | 92907 |
| MSCI Inc 5.25% 9/1/2035  | 150000 | 148799 |
| Nasdaq Inc 1.65% 1/15/2031  | 290000 | 253764 |
| Nasdaq Inc 2.5% 12/21/2040  | 100000 | 69612 |
| Nasdaq Inc 3.95% 3/7/2052  | 85000 | 63616 |
| Nasdaq Inc 5.35% 6/28/2028  | 100000 | 103178 |
| Nasdaq Inc 5.95% 8/15/2053  | 168000 | 171207 |
| Nasdaq Inc 6.1% 6/28/2063  | 40000 | 41019 |
| Northern Trust Corp 1.95% 5/1/2030  | 150000 | 136423 |
| Northern Trust Corp 6.125% 11/2/2032  | 100000 | 108895 |
| Raymond James Financial Inc 4.95% 7/15/2046  | 200000 | 180574 |
| S&P Global Inc 1.25% 8/15/2030  | 120000 | 104385 |
| S&P Global Inc 2.3% 8/15/2060  | 110000 | 55002 |
| S&P Global Inc 2.45% 3/1/2027  | 300000 | 292991 |
| S&P Global Inc 2.7% 3/1/2029  | 270000 | 258377 |
| S&P Global Inc 2.9% 3/1/2032  | 180000 | 164432 |
| S&P Global Inc 2.95% 1/22/2027  | 220000 | 216541 |
| S&P Global Inc 3.9% 3/1/2062  | 250000 | 184988 |
| S&P Global Inc 4.25% 5/1/2029  | 110000 | 110727 |
| Sixth Street Specialty Lending Inc 6.125% 3/1/2029  | 80000 | 82561 |
| State Street Corp 1.684% 11/18/2027 (b) | 515000 | 499394 |
| State Street Corp 3.031% 11/1/2034 (b) | 170000 | 159503 |
| State Street Corp 4.164% 8/4/2033 (b) | 110000 | 106656 |
| State Street Corp 4.729% 2/28/2030  | 220000 | 224946 |
| State Street Corp 4.821% 1/26/2034 (b) | 100000 | 100390 |
| State Street Corp 4.834% 4/24/2030  | 260000 | 267036 |
| State Street Corp 5.146% 2/28/2036 (b) | 270000 | 273418 |
| State Street Corp 5.272% 8/3/2026  | 440000 | 443934 |
| State Street Corp 5.684% 11/21/2029 (b) | 200000 | 209890 |
|  |  | 48560396 |
| Consumer Finance - 0.7% |  |  |
| Ally Financial Inc 2.2% 11/2/2028  | 100000 | 93367 |
| Ally Financial Inc 4.75% 6/9/2027  | 550000 | 552633 |
| Ally Financial Inc 6.184% 7/26/2035 (b) | 200000 | 205609 |
| Ally Financial Inc 6.848% 1/3/2030 (b) | 240000 | 254644 |
| Ally Financial Inc 6.992% 6/13/2029 (b) | 50000 | 52915 |
| Ally Financial Inc 8% 11/1/2031  | 100000 | 114446 |
| American Express Co 3.3% 5/3/2027  | 510000 | 504083 |
| American Express Co 4.05% 12/3/2042  | 140000 | 118322 |
| American Express Co 4.351% 7/20/2029 (b) | 600000 | 603094 |
| American Express Co 4.918% 7/20/2033 (b) | 250000 | 253197 |
| American Express Co 4.989% 5/26/2033 (b) | 250000 | 251789 |
| American Express Co 5.043% 5/1/2034 (b) | 250000 | 253976 |
| American Express Co 5.284% 7/26/2035 (b) | 420000 | 428910 |
| American Express Co 5.442% 1/30/2036 (b) | 200000 | 205579 |
| American Express Co 5.645% 4/23/2027 (b) | 1550000 | 1562547 |
| American Express Co 5.85% 11/5/2027  | 420000 | 435814 |
| Capital One Financial Corp 1.878% 11/2/2027 (b) | 360000 | 349783 |
| Capital One Financial Corp 2.359% 7/29/2032 (b) | 110000 | 94639 |
| Capital One Financial Corp 3.75% 3/9/2027  | 280000 | 278294 |
| Capital One Financial Corp 3.8% 1/31/2028  | 438000 | 434086 |
| Capital One Financial Corp 4.2% 10/29/2025  | 100000 | 99845 |
| Capital One Financial Corp 4.5% 1/30/2026  | 208000 | 207916 |
| Capital One Financial Corp 5.247% 7/26/2030 (b) | 470000 | 483343 |
| Capital One Financial Corp 5.268% 5/10/2033 (b) | 100000 | 101709 |
| Capital One Financial Corp 5.468% 2/1/2029 (b) | 450000 | 461927 |
| Capital One Financial Corp 5.817% 2/1/2034 (b) | 70000 | 72864 |
| Capital One Financial Corp 6.051% 2/1/2035 (b) | 200000 | 210718 |
| Capital One Financial Corp 6.183% 1/30/2036 (b) | 220000 | 226920 |
| Capital One Financial Corp 6.312% 6/8/2029 (b) | 270000 | 283385 |
| Capital One Financial Corp 6.377% 6/8/2034 (b) | 150000 | 161354 |
| Capital One Financial Corp 6.7% 11/29/2032  | 170000 | 187113 |
| Capital One Financial Corp 7.964% 11/2/2034 (b) | 50000 | 58503 |
| Ford Motor Credit Co LLC 5.85% 5/17/2027  | 1120000 | 1131188 |
| Ford Motor Credit Co LLC 5.918% 3/20/2028  | 400000 | 405960 |
| Ford Motor Credit Co LLC 6.125% 3/8/2034  | 200000 | 196629 |
| Ford Motor Credit Co LLC 6.798% 11/7/2028  | 310000 | 322640 |
| Ford Motor Credit Co LLC 6.8% 5/12/2028  | 740000 | 768492 |
| Ford Motor Credit Co LLC 6.95% 3/6/2026  | 260000 | 262118 |
| Ford Motor Credit Co LLC 6.95% 6/10/2026  | 910000 | 921878 |
| Ford Motor Credit Co LLC 7.122% 11/7/2033  | 210000 | 219560 |
| Ford Motor Credit Co LLC 7.2% 6/10/2030  | 520000 | 552454 |
| John Deere Capital Corp 1.45% 1/15/2031  | 170000 | 148265 |
| John Deere Capital Corp 2.35% 3/8/2027  | 200000 | 195390 |
| John Deere Capital Corp 2.8% 7/18/2029  | 310000 | 296360 |
| John Deere Capital Corp 2.8% 9/8/2027  | 290000 | 283969 |
| John Deere Capital Corp 4.35% 9/15/2032  | 320000 | 316666 |
| John Deere Capital Corp 4.375% 10/15/2030  | 350000 | 352771 |
| John Deere Capital Corp 4.75% 6/8/2026  | 730000 | 734066 |
| John Deere Capital Corp 4.95% 7/14/2028  | 450000 | 462348 |
| John Deere Capital Corp 5.05% 6/12/2034  | 210000 | 214399 |
| John Deere Capital Corp 5.15% 9/8/2033  | 170000 | 176279 |
| Synchrony Financial 3.95% 12/1/2027  | 380000 | 374864 |
| Synchrony Financial 5.15% 3/19/2029  | 109000 | 110334 |
| Toyota Motor Credit Corp 1.15% 8/13/2027  | 470000 | 445509 |
| Toyota Motor Credit Corp 1.65% 1/10/2031  | 180000 | 157108 |
| Toyota Motor Credit Corp 1.9% 9/12/2031  | 210000 | 182658 |
| Toyota Motor Credit Corp 3.2% 1/11/2027  | 810000 | 801768 |
| Toyota Motor Credit Corp 4.45% 6/29/2029  | 340000 | 344189 |
| Toyota Motor Credit Corp 4.8% 1/5/2034  | 70000 | 70518 |
| Toyota Motor Credit Corp 5.4% 11/20/2026  | 1155000 | 1173793 |
| Toyota Motor Credit Corp 5.55% 11/20/2030  | 190000 | 201222 |
|  |  | 21426719 |
| Financial Services - 0.6% |  |  |
| Aon Corp / Aon Global Holdings PLC 2.85% 5/28/2027  | 100000 | 97962 |
| Aon Corp / Aon Global Holdings PLC 3.9% 2/28/2052  | 200000 | 146962 |
| Apollo Global Management Inc 5.15% 8/12/2035  | 320000 | 318607 |
| Berkshire Hathaway Inc 4.5% 2/11/2043  | 110000 | 101985 |
| Blackstone Reg Finance Co LLC 5% 12/6/2034  | 100000 | 99839 |
| Blue Owl Credit Income Corp 5.8% 3/15/2030  | 105000 | 106360 |
| Blue Owl Credit Income Corp 6.6% 9/15/2029  | 240000 | 249566 |
| Blue Owl Credit Income Corp 6.65% 3/15/2031  | 190000 | 198499 |
| BP Capital Markets America Inc 2.939% 6/4/2051  | 220000 | 136302 |
| BP Capital Markets America Inc 3% 2/24/2050  | 130000 | 82692 |
| BP Capital Markets America Inc 3.001% 3/17/2052  | 280000 | 175336 |
| BP Capital Markets America Inc 3.017% 1/16/2027  | 635000 | 627292 |
| BP Capital Markets America Inc 3.06% 6/17/2041  | 810000 | 598919 |
| BP Capital Markets America Inc 3.379% 2/8/2061  | 110000 | 70269 |
| BP Capital Markets America Inc 4.234% 11/6/2028  | 830000 | 833999 |
| BP Capital Markets America Inc 4.812% 2/13/2033  | 150000 | 150478 |
| BP Capital Markets America Inc 4.893% 9/11/2033  | 110000 | 110635 |
| CNH Industrial Capital LLC 4.55% 4/10/2028  | 180000 | 181622 |
| CNH Industrial Capital LLC 5.5% 1/12/2029  | 120000 | 124408 |
| Corebridge Financial Inc 3.65% 4/5/2027  | 290000 | 287333 |
| Corebridge Financial Inc 3.9% 4/5/2032  | 210000 | 198595 |
| Corebridge Financial Inc 4.4% 4/5/2052  | 290000 | 231581 |
| Corebridge Financial Inc 6.375% 9/15/2054 (b) | 130000 | 131589 |
| CRH SMW Finance DAC 5.125% 1/9/2030  | 500000 | 514455 |
| DH Europe Finance II Sarl 2.6% 11/15/2029  | 320000 | 301206 |
| DH Europe Finance II Sarl 3.4% 11/15/2049  | 80000 | 56740 |
| Equitable Holdings Inc 4.35% 4/20/2028  | 380000 | 381459 |
| Equitable Holdings Inc 5% 4/20/2048  | 120000 | 107329 |
| FedEx Corp 2020-1 Class AA Pass Through Trust equipment trust certificate 1.875% 8/20/2035  | 183159 | 159870 |
| Fidelity National Information Services Inc 1.15% 3/1/2026  | 246000 | 242088 |
| Fidelity National Information Services Inc 2.25% 3/1/2031  | 200000 | 177486 |
| Fidelity National Information Services Inc 5.625% 7/15/2052  | 100000 | 95810 |
| Fiserv Inc 2.25% 6/1/2027  | 100000 | 96888 |
| Fiserv Inc 3.5% 7/1/2029  | 520000 | 504930 |
| Fiserv Inc 4.4% 7/1/2049  | 310000 | 247890 |
| Fiserv Inc 4.55% 2/15/2031  | 250000 | 249955 |
| Fiserv Inc 4.75% 3/15/2030  | 180000 | 182587 |
| Fiserv Inc 5.375% 8/21/2028  | 300000 | 309462 |
| Fiserv Inc 5.45% 3/15/2034  | 270000 | 276544 |
| Fiserv Inc 5.45% 3/2/2028  | 150000 | 154296 |
| Global Payments Inc 1.2% 3/1/2026  | 350000 | 344378 |
| Global Payments Inc 2.9% 5/15/2030  | 310000 | 286127 |
| Global Payments Inc 3.2% 8/15/2029  | 110000 | 104445 |
| Global Payments Inc 4.45% 6/1/2028  | 170000 | 170409 |
| Global Payments Inc 5.95% 8/15/2052  | 160000 | 152158 |
| Goldman Sachs Private Credit Corp 5.875% 5/6/2028 (c) | 110000 | 111728 |
| Goldman Sachs Private Credit Corp 6.25% 5/6/2030 (c) | 70000 | 71684 |
| Golub Capital Private Credit Fund 5.875% 5/1/2030  | 130000 | 131869 |
| HA Sustainable Infrastructure Capital Inc 6.75% 7/15/2035  | 200000 | 202031 |
| Jackson Financial Inc 3.125% 11/23/2031  | 64000 | 57838 |
| Jackson Financial Inc 5.17% 6/8/2027  | 110000 | 111417 |
| Jackson Financial Inc 5.67% 6/8/2032  | 195000 | 201821 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3% 5/15/2032  | 100000 | 88558 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.75% 4/1/2033  | 500000 | 517956 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 6.5% 12/1/2052  | 280000 | 285737 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 6.75% 3/15/2034  | 110000 | 120630 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 7.25% 11/15/2053  | 170000 | 188743 |
| Mastercard Inc 2.95% 11/21/2026  | 615000 | 607828 |
| Mastercard Inc 3.8% 11/21/2046  | 220000 | 173629 |
| Mastercard Inc 3.85% 3/26/2050  | 410000 | 317551 |
| Mastercard Inc 3.95% 2/26/2048  | 100000 | 79849 |
| Mastercard Inc 4.85% 3/9/2033  | 160000 | 163582 |
| Mastercard Inc 4.875% 3/9/2028  | 210000 | 215037 |
| National Rural Utilities Cooperative Finance Corp 4.15% 12/15/2032  | 340000 | 329802 |
| National Rural Utilities Cooperative Finance Corp 4.3% 3/15/2049  | 70000 | 58041 |
| National Rural Utilities Cooperative Finance Corp 4.85% 2/7/2029  | 220000 | 225212 |
| National Rural Utilities Cooperative Finance Corp 5.05% 9/15/2028  | 300000 | 307810 |
| National Rural Utilities Cooperative Finance Corp 5.25% 4/20/2046 (b) | 140000 | 139626 |
| National Rural Utilities Cooperative Finance Corp 5.8% 1/15/2033  | 110000 | 117103 |
| PayPal Holdings Inc 2.3% 6/1/2030  | 130000 | 119338 |
| PayPal Holdings Inc 2.85% 10/1/2029  | 420000 | 400495 |
| PayPal Holdings Inc 5.05% 6/1/2052  | 160000 | 146278 |
| PayPal Holdings Inc 5.1% 4/1/2035  | 200000 | 202228 |
| PayPal Holdings Inc 5.15% 6/1/2034  | 260000 | 265543 |
| Rexford Industrial Realty LP 5% 6/15/2028  | 100000 | 101488 |
| Sixth Street Lending Partners 5.75% 1/15/2030  | 170000 | 172590 |
| Sixth Street Lending Partners 6.5% 3/11/2029  | 130000 | 134943 |
| Visa Inc 2% 8/15/2050  | 440000 | 235405 |
| Visa Inc 2.05% 4/15/2030  | 430000 | 394957 |
| Visa Inc 2.7% 4/15/2040  | 120000 | 91106 |
| Visa Inc 2.75% 9/15/2027  | 815000 | 797492 |
| Visa Inc 4.3% 12/14/2045  | 402000 | 347816 |
| Voya Financial Inc 3.65% 6/15/2026  | 170000 | 169135 |
| Voya Financial Inc 4.7% 1/23/2048 (b) | 60000 | 58225 |
| Voya Financial Inc 5% 9/20/2034  | 90000 | 88641 |
| Voya Financial Inc 5.7% 7/15/2043  | 50000 | 49170 |
| Western Union Co/The 2.75% 3/15/2031  | 110000 | 96970 |
|  |  | 19074244 |
| Insurance - 0.7% |  |  |
| AFLAC Inc 3.6% 4/1/2030  | 340000 | 332570 |
| Allstate Corp/The 1.45% 12/15/2030  | 500000 | 430406 |
| Allstate Corp/The 4.5% 6/15/2043  | 180000 | 156054 |
| Allstate Corp/The 5.35% 6/1/2033  | 90000 | 93278 |
| Allstate Corp/The CME Term SOFR 3 month Index + 3.1996%, 7.411% 8/15/2053 (b)(g) | 160000 | 160400 |
| American International Group Inc 4.375% 6/30/2050  | 350000 | 287296 |
| American International Group Inc 4.5% 7/16/2044  | 115000 | 100102 |
| American International Group Inc 4.75% 4/1/2048  | 40000 | 35089 |
| American International Group Inc 4.85% 5/7/2030  | 280000 | 286478 |
| Aon Corp 4.5% 12/15/2028  | 630000 | 635864 |
| Aon Global Ltd 4.6% 6/14/2044  | 165000 | 142836 |
| Aon Global Ltd 4.75% 5/15/2045  | 140000 | 122379 |
| Aon North America Inc 5.45% 3/1/2034  | 300000 | 309701 |
| Aon North America Inc 5.75% 3/1/2054  | 150000 | 146932 |
| Arch Capital Finance LLC 4.011% 12/15/2026  | 360000 | 359365 |
| Arch Capital Group Ltd 3.635% 6/30/2050  | 187000 | 135054 |
| Arch Capital Group US Inc 5.144% 11/1/2043  | 100000 | 92405 |
| Arthur J Gallagher & Co 3.5% 5/20/2051  | 340000 | 234053 |
| Arthur J Gallagher & Co 4.85% 12/15/2029  | 120000 | 122329 |
| Arthur J Gallagher & Co 5.15% 2/15/2035  | 120000 | 120338 |
| Arthur J Gallagher & Co 5.55% 2/15/2055  | 87000 | 81972 |
| Arthur J Gallagher & Co 5.75% 3/2/2053  | 100000 | 96631 |
| Arthur J Gallagher & Co 6.5% 2/15/2034  | 170000 | 186515 |
| Arthur J Gallagher & Co 6.75% 2/15/2054  | 100000 | 109206 |
| Assurant Inc 2.65% 1/15/2032  | 90000 | 78464 |
| Assurant Inc 4.9% 3/27/2028  | 100000 | 101378 |
| Assured Guaranty US Holdings Inc 3.6% 9/15/2051  | 35000 | 23902 |
| Assured Guaranty US Holdings Inc 6.125% 9/15/2028  | 180000 | 189226 |
| Athene Holding Ltd 3.5% 1/15/2031  | 220000 | 208263 |
| Athene Holding Ltd 4.125% 1/12/2028  | 90000 | 89792 |
| Athene Holding Ltd 6.25% 4/1/2054  | 100000 | 98748 |
| Athene Holding Ltd 6.625% 10/15/2054 (b) | 110000 | 110336 |
| Athene Holding Ltd 6.625% 5/19/2055  | 40000 | 40996 |
| Athene Holding Ltd 6.65% 2/1/2033  | 520000 | 562917 |
| Baylor Scott & White Holdings 2.839% 11/15/2050  | 250000 | 156612 |
| Berkshire Hathaway Fin Corp 1.45% 10/15/2030  | 900000 | 794881 |
| Berkshire Hathaway Fin Corp 2.85% 10/15/2050  | 340000 | 215567 |
| Berkshire Hathaway Fin Corp 3.85% 3/15/2052  | 390000 | 296153 |
| Berkshire Hathaway Fin Corp 4.2% 8/15/2048  | 130000 | 107745 |
| Berkshire Hathaway Fin Corp 4.25% 1/15/2049  | 100000 | 83207 |
| Berkshire Hathaway Fin Corp 4.4% 5/15/2042  | 300000 | 274425 |
| Berkshire Hathaway Fin Corp 5.75% 1/15/2040  | 160000 | 173012 |
| Brighthouse Financial Inc 3.85% 12/22/2051  | 100000 | 61910 |
| Brighthouse Financial Inc 5.625% 5/15/2030  | 309000 | 316069 |
| Brown & Brown Inc 4.2% 3/17/2032  | 140000 | 134092 |
| Brown & Brown Inc 4.7% 6/23/2028  | 240000 | 242299 |
| Brown & Brown Inc 5.55% 6/23/2035  | 130000 | 132506 |
| Brown & Brown Inc 5.65% 6/11/2034  | 130000 | 133328 |
| Brown & Brown Inc 6.25% 6/23/2055  | 160000 | 163581 |
| Chubb Corp/The 6.5% 5/15/2038  | 358000 | 403994 |
| Chubb INA Holdings LLC 1.375% 9/15/2030  | 380000 | 332669 |
| Chubb INA Holdings LLC 2.85% 12/15/2051  | 155000 | 98280 |
| Chubb INA Holdings LLC 3.05% 12/15/2061  | 90000 | 54389 |
| Chubb INA Holdings LLC 4.35% 11/3/2045  | 74000 | 63736 |
| Chubb INA Holdings LLC 4.9% 8/15/2035  | 180000 | 178985 |
| CNA Financial Corp 3.45% 8/15/2027  | 190000 | 187451 |
| CNA Financial Corp 3.9% 5/1/2029  | 400000 | 394215 |
| CNA Financial Corp 5.2% 8/15/2035  | 50000 | 49496 |
| First American Financial Corp 2.4% 8/15/2031  | 180000 | 155933 |
| Globe Life Inc 2.15% 8/15/2030  | 270000 | 241384 |
| Hartford Insurance Group Inc/The 2.8% 8/19/2029  | 490000 | 464773 |
| Hartford Insurance Group Inc/The 2.9% 9/15/2051  | 50000 | 31294 |
| Hartford Insurance Group Inc/The 4.4% 3/15/2048  | 210000 | 176603 |
| Lincoln National Corp 3.8% 3/1/2028  | 230000 | 227266 |
| Lincoln National Corp 5.852% 3/15/2034  | 260000 | 269820 |
| Lincoln National Corp 6.3% 10/9/2037  | 50000 | 53027 |
| Markel Group Inc 3.35% 9/17/2029  | 100000 | 96749 |
| Markel Group Inc 3.5% 11/1/2027  | 300000 | 295394 |
| Markel Group Inc 5% 5/20/2049  | 120000 | 104561 |
| Markel Group Inc 6% 5/16/2054  | 160000 | 158667 |
| Marsh & McLennan Cos Inc 2.25% 11/15/2030  | 140000 | 126971 |
| Marsh & McLennan Cos Inc 4.2% 3/1/2048  | 40000 | 32611 |
| Marsh & McLennan Cos Inc 4.375% 3/15/2029  | 120000 | 121044 |
| Marsh & McLennan Cos Inc 4.65% 3/15/2030  | 400000 | 407122 |
| Marsh & McLennan Cos Inc 4.75% 3/15/2039  | 120000 | 114202 |
| Marsh & McLennan Cos Inc 4.85% 11/15/2031  | 400000 | 409313 |
| Marsh & McLennan Cos Inc 4.9% 3/15/2049  | 270000 | 240593 |
| Marsh & McLennan Cos Inc 5% 3/15/2035  | 100000 | 100398 |
| Marsh & McLennan Cos Inc 5.35% 11/15/2044  | 140000 | 135008 |
| Marsh & McLennan Cos Inc 5.4% 3/15/2055  | 150000 | 142358 |
| Marsh & McLennan Cos Inc 5.7% 9/15/2053  | 190000 | 188407 |
| MetLife Inc 4.05% 3/1/2045  | 100000 | 81469 |
| MetLife Inc 4.125% 8/13/2042  | 180000 | 151046 |
| MetLife Inc 4.55% 3/23/2030  | 110000 | 112069 |
| MetLife Inc 4.6% 5/13/2046  | 272000 | 240185 |
| MetLife Inc 4.875% 11/13/2043  | 145000 | 132710 |
| MetLife Inc 5% 7/15/2052  | 120000 | 108162 |
| MetLife Inc 5.375% 7/15/2033  | 320000 | 334924 |
| MetLife Inc 6.35% 3/15/2055 (b) | 200000 | 208305 |
| MetLife Inc 6.375% 6/15/2034  | 310000 | 343879 |
| MetLife Inc 6.4% 12/15/2066 (b) | 150000 | 157074 |
| Principal Financial Group Inc 2.125% 6/15/2030  | 160000 | 144864 |
| Principal Financial Group Inc 3.7% 5/15/2029  | 180000 | 176663 |
| Principal Financial Group Inc 5.375% 3/15/2033  | 110000 | 113574 |
| Principal Financial Group Inc 5.5% 3/15/2053  | 50000 | 47814 |
| Principal Financial Group Inc 6.05% 10/15/2036  | 70000 | 75067 |
| Progressive Corp/The 2.5% 3/15/2027  | 270000 | 263769 |
| Progressive Corp/The 3% 3/15/2032  | 560000 | 514556 |
| Progressive Corp/The 3.2% 3/26/2030  | 400000 | 385070 |
| Progressive Corp/The 4.2% 3/15/2048  | 100000 | 82483 |
| Prudential Financial Inc 3% 3/10/2040  | 110000 | 84243 |
| Prudential Financial Inc 3.878% 3/27/2028  | 45000 | 44983 |
| Prudential Financial Inc 3.935% 12/7/2049  | 70000 | 53222 |
| Prudential Financial Inc 4.35% 2/25/2050  | 180000 | 147505 |
| Prudential Financial Inc 4.418% 3/27/2048  | 260000 | 214622 |
| Prudential Financial Inc 4.5% 9/15/2047 (b) | 200000 | 196822 |
| Prudential Financial Inc 4.6% 5/15/2044  | 110000 | 96952 |
| Prudential Financial Inc 5.125% 3/1/2052 (b) | 140000 | 137190 |
| Prudential Financial Inc 5.2% 3/14/2035  | 270000 | 274727 |
| Prudential Financial Inc 5.7% 12/14/2036  | 120000 | 126501 |
| Prudential Financial Inc 5.7% 9/15/2048 (b) | 74000 | 75176 |
| Prudential Financial Inc 6% 9/1/2052 (b) | 230000 | 237316 |
| Prudential Financial Inc 6.5% 3/15/2054 (b) | 160000 | 168170 |
| Reinsurance Group of America Inc 3.9% 5/15/2029  | 120000 | 118428 |
| Reinsurance Group of America Inc 3.95% 9/15/2026  | 200000 | 199355 |
| Reinsurance Group of America Inc 6% 9/15/2033  | 160000 | 168955 |
| Selective Insurance Group Inc 5.9% 4/15/2035  | 125000 | 128972 |
| Travelers Companies Inc/The 2.55% 4/27/2050  | 360000 | 213041 |
| Travelers Companies Inc/The 3.05% 6/8/2051  | 100000 | 64974 |
| Travelers Companies Inc/The 3.75% 5/15/2046  | 50000 | 38948 |
| Travelers Companies Inc/The 4.05% 3/7/2048  | 74000 | 59608 |
| Travelers Companies Inc/The 5.7% 7/24/2055  | 110000 | 110152 |
| Travelers Companies Inc/The 6.25% 6/15/2037  | 256000 | 282102 |
| Travelers Property Casualty Corp 6.375% 3/15/2033  | 160000 | 178995 |
| Unum Group 4% 6/15/2029  | 100000 | 98518 |
| Unum Group 5.75% 8/15/2042  | 160000 | 155637 |
| Unum Group 6% 6/15/2054  | 60000 | 58471 |
| Willis North America Inc 4.5% 9/15/2028  | 504000 | 508398 |
| Willis North America Inc 5.9% 3/5/2054  | 190000 | 187337 |
|  |  | 23726378 |
| TOTAL FINANCIALS |  | 203320852 |
| Health Care - 2.7% |  |  |
| Biotechnology - 0.6% |  |  |
| AbbVie Inc 2.95% 11/21/2026  | 1180000 | 1164533 |
| AbbVie Inc 3.2% 11/21/2029  | 1940000 | 1869395 |
| AbbVie Inc 4.05% 11/21/2039  | 210000 | 184787 |
| AbbVie Inc 4.25% 11/14/2028  | 92000 | 92776 |
| AbbVie Inc 4.25% 11/21/2049  | 470000 | 382942 |
| AbbVie Inc 4.3% 5/14/2036  | 25000 | 23688 |
| AbbVie Inc 4.45% 5/14/2046  | 280000 | 240571 |
| AbbVie Inc 4.5% 5/14/2035  | 300000 | 290701 |
| AbbVie Inc 4.55% 3/15/2035  | 570000 | 558071 |
| AbbVie Inc 4.7% 5/14/2045  | 560000 | 502009 |
| AbbVie Inc 4.75% 3/15/2045  | 420000 | 379267 |
| AbbVie Inc 4.8% 3/15/2029  | 370000 | 378816 |
| AbbVie Inc 4.85% 6/15/2044  | 340000 | 312261 |
| AbbVie Inc 5.05% 3/15/2034  | 560000 | 570509 |
| AbbVie Inc 5.4% 3/15/2054  | 370000 | 355085 |
| Amgen Inc 1.65% 8/15/2028  | 550000 | 513955 |
| Amgen Inc 2.8% 8/15/2041  | 200000 | 143830 |
| Amgen Inc 3% 1/15/2052  | 100000 | 64026 |
| Amgen Inc 3.15% 2/21/2040  | 320000 | 247704 |
| Amgen Inc 3.2% 11/2/2027  | 1200000 | 1177475 |
| Amgen Inc 3.35% 2/22/2032  | 140000 | 130549 |
| Amgen Inc 3.375% 2/21/2050  | 210000 | 146668 |
| Amgen Inc 4.2% 3/1/2033  | 560000 | 541134 |
| Amgen Inc 4.4% 2/22/2062  | 110000 | 84764 |
| Amgen Inc 4.4% 5/1/2045  | 188000 | 159026 |
| Amgen Inc 4.563% 6/15/2048  | 120000 | 101218 |
| Amgen Inc 4.663% 6/15/2051  | 100000 | 84894 |
| Amgen Inc 4.875% 3/1/2053  | 130000 | 112262 |
| Amgen Inc 4.95% 10/1/2041  | 200000 | 185668 |
| Amgen Inc 5.15% 3/2/2028  | 400000 | 409345 |
| Amgen Inc 5.25% 3/2/2030  | 600000 | 621536 |
| Amgen Inc 5.25% 3/2/2033  | 410000 | 420913 |
| Amgen Inc 5.6% 3/2/2043  | 250000 | 247069 |
| Amgen Inc 5.65% 3/2/2053  | 460000 | 444889 |
| Amgen Inc 5.75% 3/2/2063  | 580000 | 557434 |
| Biogen Inc 2.25% 5/1/2030  | 280000 | 254909 |
| Biogen Inc 3.15% 5/1/2050  | 230000 | 143447 |
| Biogen Inc 3.25% 2/15/2051  | 150000 | 94518 |
| Biogen Inc 5.05% 1/15/2031  | 670000 | 687601 |
| Gilead Sciences Inc 1.65% 10/1/2030  | 590000 | 521280 |
| Gilead Sciences Inc 2.6% 10/1/2040  | 580000 | 418214 |
| Gilead Sciences Inc 2.8% 10/1/2050  | 180000 | 112237 |
| Gilead Sciences Inc 2.95% 3/1/2027  | 430000 | 423336 |
| Gilead Sciences Inc 4.15% 3/1/2047  | 112000 | 91437 |
| Gilead Sciences Inc 4.6% 9/1/2035  | 100000 | 97567 |
| Gilead Sciences Inc 4.75% 3/1/2046  | 240000 | 215201 |
| Gilead Sciences Inc 4.8% 11/15/2029  | 250000 | 256670 |
| Gilead Sciences Inc 5.5% 11/15/2054  | 250000 | 243126 |
| Gilead Sciences Inc 5.55% 10/15/2053  | 100000 | 97813 |
| Regeneron Pharmaceuticals Inc 1.75% 9/15/2030  | 300000 | 264039 |
|  |  | 17621165 |
| Health Care Equipment & Supplies - 0.2% |  |  |
| Abbott Laboratories 4.75% 11/30/2036  | 170000 | 168961 |
| Abbott Laboratories 4.75% 4/15/2043  | 170000 | 159642 |
| Abbott Laboratories 5.3% 5/27/2040  | 390000 | 398928 |
| Baxter International Inc 1.915% 2/1/2027  | 330000 | 319183 |
| Baxter International Inc 2.539% 2/1/2032  | 330000 | 287083 |
| Baxter International Inc 3.95% 4/1/2030  | 140000 | 137502 |
| Becton Dickinson & Co 2.823% 5/20/2030  | 260000 | 243207 |
| Becton Dickinson & Co 3.7% 6/6/2027  | 60000 | 59580 |
| Becton Dickinson & Co 4.669% 6/6/2047  | 290000 | 250550 |
| Becton Dickinson & Co 4.693% 2/13/2028  | 130000 | 131794 |
| Becton Dickinson & Co 5.081% 6/7/2029  | 400000 | 411167 |
| Becton Dickinson & Co 5.11% 2/8/2034  | 100000 | 101258 |
| Boston Scientific Corp 4% 3/1/2029  | 100000 | 99741 |
| Boston Scientific Corp 4.7% 3/1/2049  | 230000 | 203914 |
| GE HealthCare Technologies Inc 5.5% 6/15/2035  | 120000 | 123213 |
| GE HealthCare Technologies Inc 5.65% 11/15/2027  | 120000 | 123740 |
| GE HealthCare Technologies Inc 5.905% 11/22/2032  | 230000 | 245729 |
| GE HealthCare Technologies Inc 6.377% 11/22/2052  | 200000 | 213566 |
| Medtronic Global Holdings SCA 4.5% 3/30/2033  | 300000 | 298050 |
| Medtronic Inc 4.375% 3/15/2035  | 280000 | 272359 |
| Medtronic Inc 4.625% 3/15/2045  | 110000 | 98656 |
| Solventum Corp 6% 5/15/2064  | 280000 | 279281 |
| Stryker Corp 1.95% 6/15/2030  | 100000 | 90247 |
| Stryker Corp 2.9% 6/15/2050  | 200000 | 130263 |
| Stryker Corp 3.5% 3/15/2026  | 570000 | 567931 |
| Stryker Corp 4.625% 9/11/2034  | 300000 | 295786 |
| Zimmer Biomet Holdings Inc 3.55% 3/20/2030  | 194000 | 186838 |
| Zimmer Biomet Holdings Inc 5.05% 2/19/2030  | 120000 | 123498 |
| Zimmer Biomet Holdings Inc 5.5% 2/19/2035  | 120000 | 123816 |
|  |  | 6145483 |
| Health Care Providers & Services - 1.1% |  |  |
| Aetna Inc 4.75% 3/15/2044  | 100000 | 83839 |
| AHS Hospital Corp 2.78% 7/1/2051  | 250000 | 152954 |
| Allina Health System 3.887% 4/15/2049  | 40000 | 30040 |
| Banner Health 2.907% 1/1/2042  | 400000 | 287907 |
| Banner Health 2.913% 1/1/2051  | 150000 | 94449 |
| Baptist Healthcare System Obligated Group 3.54% 8/15/2050  | 125000 | 87324 |
| Cardinal Health Inc 3.41% 6/15/2027  | 460000 | 454213 |
| Cardinal Health Inc 4.368% 6/15/2047  | 30000 | 24192 |
| Cardinal Health Inc 4.9% 9/15/2045  | 100000 | 87290 |
| Cardinal Health Inc 5.75% 11/15/2054  | 210000 | 201812 |
| Cencora Inc 2.7% 3/15/2031  | 170000 | 155791 |
| Cencora Inc 2.8% 5/15/2030  | 300000 | 281205 |
| Cencora Inc 4.85% 12/15/2029  | 90000 | 92051 |
| Cencora Inc 5.15% 2/15/2035  | 190000 | 191417 |
| Centene Corp 2.45% 7/15/2028  | 210000 | 194006 |
| Centene Corp 2.5% 3/1/2031  | 110000 | 93727 |
| Centene Corp 2.625% 8/1/2031  | 365000 | 309329 |
| Centene Corp 3.375% 2/15/2030  | 400000 | 364521 |
| Centene Corp 4.25% 12/15/2027  | 410000 | 400388 |
| Centene Corp 4.625% 12/15/2029  | 390000 | 375616 |
| Children's Hospital of Philadelphia/The 2.704% 7/1/2050  | 98000 | 59750 |
| Cigna Group/The 3.4% 3/1/2027  | 790000 | 781522 |
| Cigna Group/The 4.375% 10/15/2028  | 100000 | 100542 |
| Cigna Group/The 4.8% 7/15/2046  | 230000 | 199988 |
| Cigna Group/The 4.8% 8/15/2038  | 290000 | 272223 |
| Cigna Group/The 4.9% 12/15/2048  | 590000 | 512630 |
| Cigna Group/The 5.125% 5/15/2031  | 100000 | 103555 |
| Cigna Group/The 5.25% 2/15/2034  | 370000 | 377315 |
| Cigna Group/The 5.4% 3/15/2033  | 300000 | 310768 |
| Cigna Group/The 5.6% 2/15/2054  | 250000 | 236477 |
| CommonSpirit Health 3.91% 10/1/2050  | 150000 | 109299 |
| CommonSpirit Health 4.35% 11/1/2042  | 560000 | 472946 |
| CommonSpirit Health 5.318% 12/1/2034  | 300000 | 302993 |
| CVS Health Corp 1.75% 8/21/2030  | 735000 | 642363 |
| CVS Health Corp 2.875% 6/1/2026  | 60000 | 59291 |
| CVS Health Corp 3% 8/15/2026  | 38000 | 37514 |
| CVS Health Corp 3.25% 8/15/2029  | 250000 | 239153 |
| CVS Health Corp 3.625% 4/1/2027  | 2400000 | 2377126 |
| CVS Health Corp 4.125% 4/1/2040  | 43000 | 36026 |
| CVS Health Corp 4.3% 3/25/2028  | 1000000 | 999527 |
| CVS Health Corp 4.78% 3/25/2038  | 712000 | 655208 |
| CVS Health Corp 5.05% 3/25/2048  | 250000 | 214324 |
| CVS Health Corp 5.125% 2/21/2030  | 160000 | 163836 |
| CVS Health Corp 5.125% 7/20/2045  | 760000 | 669897 |
| CVS Health Corp 5.25% 1/30/2031  | 330000 | 339347 |
| CVS Health Corp 5.3% 12/5/2043  | 310000 | 282142 |
| CVS Health Corp 5.3% 6/1/2033  | 470000 | 476289 |
| CVS Health Corp 5.625% 2/21/2053  | 140000 | 127884 |
| CVS Health Corp 6.05% 6/1/2054  | 300000 | 291389 |
| CVS Health Corp 6.125% 9/15/2039  | 100000 | 102382 |
| CVS Health Corp 6.2% 9/15/2055  | 300000 | 295277 |
| Elevance Health Inc 3.125% 5/15/2050  | 100000 | 64040 |
| Elevance Health Inc 4.101% 3/1/2028  | 130000 | 129908 |
| Elevance Health Inc 4.55% 3/1/2048  | 80000 | 65880 |
| Elevance Health Inc 4.625% 5/15/2042  | 150000 | 131237 |
| Elevance Health Inc 4.65% 1/15/2043  | 300000 | 260861 |
| Elevance Health Inc 4.75% 2/15/2030  | 60000 | 60977 |
| Elevance Health Inc 4.75% 2/15/2033  | 160000 | 159341 |
| Elevance Health Inc 5.1% 1/15/2044  | 132000 | 120737 |
| Elevance Health Inc 5.2% 2/15/2035  | 130000 | 130794 |
| Elevance Health Inc 5.5% 10/15/2032  | 100000 | 104086 |
| Elevance Health Inc 5.65% 6/15/2054  | 270000 | 255918 |
| Elevance Health Inc 5.7% 2/15/2055  | 100000 | 95299 |
| Elevance Health Inc 6.1% 10/15/2052  | 440000 | 443278 |
| Franciscan Missionaries of Our Lady Health System Inc 3.914% 7/1/2049  | 120000 | 88619 |
| HCA Inc 3.5% 7/15/2051  | 140000 | 91876 |
| HCA Inc 3.5% 9/1/2030  | 270000 | 257322 |
| HCA Inc 4.125% 6/15/2029  | 242000 | 239682 |
| HCA Inc 5.125% 6/15/2039  | 100000 | 94332 |
| HCA Inc 5.25% 3/1/2030  | 60000 | 62000 |
| HCA Inc 5.25% 6/15/2049  | 120000 | 105940 |
| HCA Inc 5.45% 4/1/2031  | 1200000 | 1245568 |
| HCA Inc 5.45% 9/15/2034  | 160000 | 162050 |
| HCA Inc 5.5% 6/15/2047  | 610000 | 564192 |
| HCA Inc 5.6% 4/1/2034  | 700000 | 719457 |
| HCA Inc 6% 4/1/2054  | 180000 | 173713 |
| HCA Inc 6.1% 4/1/2064  | 100000 | 96470 |
| HCA Inc 6.2% 3/1/2055  | 280000 | 277979 |
| Humana Inc 1.35% 2/3/2027  | 170000 | 163279 |
| Humana Inc 2.15% 2/3/2032  | 510000 | 432404 |
| Humana Inc 3.125% 8/15/2029  | 100000 | 95114 |
| Humana Inc 3.95% 8/15/2049  | 100000 | 71863 |
| Humana Inc 4.875% 4/1/2030  | 380000 | 384950 |
| Humana Inc 4.95% 10/1/2044  | 180000 | 156571 |
| Humana Inc 5.875% 3/1/2033  | 170000 | 177703 |
| Humana Inc 6% 5/1/2055  | 120000 | 115290 |
| Icon Investments Six DAC 5.849% 5/8/2029  | 200000 | 209161 |
| Indiana University Health Inc Obligated Group 2.852% 11/1/2051  | 200000 | 123163 |
| Integris Baptist Medical Center Inc 3.875% 8/15/2050  | 104000 | 73162 |
| Kaiser Foundation Hospitals 2.81% 6/1/2041  | 290000 | 208780 |
| Kaiser Foundation Hospitals 3.266% 11/1/2049  | 110000 | 75615 |
| Kaiser Foundation Hospitals 4.15% 5/1/2047  | 460000 | 375354 |
| Laboratory Corp of America Holdings 2.7% 6/1/2031  | 160000 | 145136 |
| Laboratory Corp of America Holdings 4.8% 10/1/2034  | 340000 | 333763 |
| Mass General Brigham Inc 3.342% 7/1/2060  | 150000 | 97275 |
| Mayo Clinic 3.196% 11/15/2061  | 120000 | 75358 |
| McKesson Corp 4.65% 5/30/2030  | 60000 | 61034 |
| McKesson Corp 5.1% 7/15/2033  | 100000 | 102473 |
| McKesson Corp 5.25% 5/30/2035  | 120000 | 122303 |
| Memorial Sloan-Kettering Cancer Center 2.955% 1/1/2050  | 160000 | 102900 |
| MyMichigan Health 3.409% 6/1/2050  | 42000 | 28754 |
| New York and Presbyterian Hospital/The 4.024% 8/1/2045  | 280000 | 228718 |
| Novant Health Inc 3.168% 11/1/2051  | 110000 | 71829 |
| NYU Langone Hospitals 3.38% 7/1/2055  | 180000 | 121718 |
| Orlando Health Obligated Group 3.327% 10/1/2050  | 68000 | 47235 |
| Orlando Health Obligated Group 5.475% 10/1/2035  | 90000 | 93472 |
| Piedmont Healthcare Inc 2.719% 1/1/2042  | 150000 | 104122 |
| Providence St Joseph Health Obligated Group 2.7% 10/1/2051  | 280000 | 161216 |
| Quest Diagnostics Inc 2.8% 6/30/2031  | 200000 | 183121 |
| Quest Diagnostics Inc 2.95% 6/30/2030  | 150000 | 141011 |
| Quest Diagnostics Inc 4.6% 12/15/2027  | 600000 | 606544 |
| Sabra Health Care LP 3.2% 12/1/2031  | 100000 | 90357 |
| Sutter Health 3.361% 8/15/2050  | 170000 | 116002 |
| Sutter Health 5.164% 8/15/2033  | 160000 | 162819 |
| Sutter Health 5.537% 8/15/2035  | 420000 | 437679 |
| Trinity Health Corp 2.632% 12/1/2040  | 50000 | 34990 |
| Trinity Health Corp 4.125% 12/1/2045  | 80000 | 65788 |
| UnitedHealth Group Inc 1.25% 1/15/2026  | 223000 | 220381 |
| UnitedHealth Group Inc 2% 5/15/2030  | 170000 | 153806 |
| UnitedHealth Group Inc 2.3% 5/15/2031  | 270000 | 241095 |
| UnitedHealth Group Inc 2.875% 8/15/2029  | 360000 | 342680 |
| UnitedHealth Group Inc 2.9% 5/15/2050  | 1197000 | 736595 |
| UnitedHealth Group Inc 3.05% 5/15/2041  | 100000 | 73658 |
| UnitedHealth Group Inc 3.25% 5/15/2051  | 100000 | 65254 |
| UnitedHealth Group Inc 3.375% 4/15/2027  | 220000 | 217622 |
| UnitedHealth Group Inc 3.45% 1/15/2027  | 370000 | 366903 |
| UnitedHealth Group Inc 3.7% 8/15/2049  | 90000 | 64730 |
| UnitedHealth Group Inc 3.85% 6/15/2028  | 960000 | 955975 |
| UnitedHealth Group Inc 3.875% 8/15/2059  | 170000 | 118355 |
| UnitedHealth Group Inc 4.25% 1/15/2029  | 300000 | 301195 |
| UnitedHealth Group Inc 4.45% 12/15/2048  | 68000 | 55890 |
| UnitedHealth Group Inc 4.65% 1/15/2031  | 250000 | 253373 |
| UnitedHealth Group Inc 4.75% 7/15/2045  | 182000 | 160676 |
| UnitedHealth Group Inc 4.95% 5/15/2062  | 630000 | 532956 |
| UnitedHealth Group Inc 5.05% 4/15/2053  | 360000 | 315966 |
| UnitedHealth Group Inc 5.15% 7/15/2034  | 830000 | 843292 |
| UnitedHealth Group Inc 5.25% 2/15/2028  | 100000 | 102814 |
| UnitedHealth Group Inc 5.35% 2/15/2033  | 100000 | 103446 |
| UnitedHealth Group Inc 5.5% 4/15/2064  | 320000 | 294405 |
| UnitedHealth Group Inc 5.625% 7/15/2054  | 150000 | 142780 |
| UnitedHealth Group Inc 5.95% 2/15/2041  | 100000 | 103477 |
| UnitedHealth Group Inc 6.05% 2/15/2063  | 440000 | 441273 |
| UnitedHealth Group Inc 6.625% 11/15/2037  | 310000 | 343435 |
| UnitedHealth Group Inc 6.875% 2/15/2038  | 126000 | 143145 |
| Universal Health Services Inc 2.65% 1/15/2032  | 140000 | 120502 |
| Universal Health Services Inc 2.65% 10/15/2030  | 180000 | 161567 |
| West Virginia United Health System Obligated Group 3.129% 6/1/2050  | 70000 | 42847 |
|  |  | 36430729 |
| Life Sciences Tools & Services - 0.0% |  |  |
| Agilent Technologies Inc 4.2% 9/9/2027  | 140000 | 140056 |
| Agilent Technologies Inc 4.75% 9/9/2034  | 140000 | 138039 |
| Danaher Corp 2.6% 10/1/2050  | 245000 | 147403 |
| Revvity Inc 2.25% 9/15/2031  | 100000 | 86505 |
| Revvity Inc 3.3% 9/15/2029  | 150000 | 143306 |
| Revvity Inc 3.625% 3/15/2051  | 45000 | 30633 |
| Thermo Fisher Scientific Inc 2.6% 10/1/2029  | 520000 | 492670 |
| Thermo Fisher Scientific Inc 2.8% 10/15/2041  | 410000 | 295761 |
| Thermo Fisher Scientific Inc 4.953% 8/10/2026  | 430000 | 432847 |
| Thermo Fisher Scientific Inc 5.086% 8/10/2033  | 120000 | 123475 |
|  |  | 2030695 |
| Pharmaceuticals - 0.8% |  |  |
| Bristol-Myers Squibb Co 2.35% 11/13/2040  | 210000 | 144386 |
| Bristol-Myers Squibb Co 2.55% 11/13/2050  | 510000 | 295972 |
| Bristol-Myers Squibb Co 3.2% 6/15/2026  | 1626000 | 1614902 |
| Bristol-Myers Squibb Co 3.4% 7/26/2029  | 31000 | 30228 |
| Bristol-Myers Squibb Co 3.7% 3/15/2052  | 230000 | 166117 |
| Bristol-Myers Squibb Co 3.9% 2/20/2028  | 270000 | 269919 |
| Bristol-Myers Squibb Co 3.9% 3/15/2062  | 120000 | 85164 |
| Bristol-Myers Squibb Co 4.125% 6/15/2039  | 100000 | 89090 |
| Bristol-Myers Squibb Co 4.25% 10/26/2049  | 100000 | 80052 |
| Bristol-Myers Squibb Co 4.35% 11/15/2047  | 100000 | 82978 |
| Bristol-Myers Squibb Co 4.55% 2/20/2048  | 159000 | 135221 |
| Bristol-Myers Squibb Co 4.9% 2/22/2029  | 560000 | 575207 |
| Bristol-Myers Squibb Co 5% 8/15/2045  | 110000 | 102299 |
| Bristol-Myers Squibb Co 5.2% 2/22/2034  | 780000 | 800831 |
| Bristol-Myers Squibb Co 5.5% 2/22/2044  | 250000 | 247840 |
| Bristol-Myers Squibb Co 5.55% 2/22/2054  | 193000 | 186110 |
| Bristol-Myers Squibb Co 6.4% 11/15/2063  | 550000 | 588410 |
| Eli Lilly & Co 2.25% 5/15/2050  | 685000 | 383691 |
| Eli Lilly & Co 3.95% 3/15/2049  | 220000 | 173674 |
| Eli Lilly & Co 4.15% 3/15/2059  | 100000 | 78025 |
| Eli Lilly & Co 4.2% 8/14/2029  | 290000 | 292561 |
| Eli Lilly & Co 4.25% 3/15/2031  | 1470000 | 1473411 |
| Eli Lilly & Co 4.6% 8/14/2034  | 290000 | 288344 |
| Eli Lilly & Co 4.75% 2/12/2030  | 100000 | 102814 |
| Eli Lilly & Co 4.875% 2/27/2053  | 60000 | 54125 |
| Eli Lilly & Co 4.9% 10/15/2035  | 350000 | 351964 |
| Eli Lilly & Co 4.95% 2/27/2063  | 210000 | 186745 |
| Eli Lilly & Co 5.1% 2/12/2035  | 100000 | 102492 |
| Eli Lilly & Co 5.1% 2/9/2064  | 290000 | 264147 |
| Eli Lilly & Co 5.5% 2/12/2055  | 100000 | 98609 |
| Eli Lilly & Co 5.6% 2/12/2065  | 100000 | 99117 |
| Haleon US Capital LLC 3.375% 3/24/2027  | 1140000 | 1126768 |
| Haleon US Capital LLC 3.625% 3/24/2032  | 250000 | 235728 |
| Johnson & Johnson 2.1% 9/1/2040  | 590000 | 409494 |
| Johnson & Johnson 2.25% 9/1/2050  | 100000 | 57920 |
| Johnson & Johnson 2.45% 9/1/2060  | 310000 | 170016 |
| Johnson & Johnson 3.4% 1/15/2038  | 388000 | 336116 |
| Johnson & Johnson 4.5% 12/5/2043  | 100000 | 92687 |
| Johnson & Johnson 4.9% 6/1/2031  | 100000 | 104425 |
| Johnson & Johnson 5% 3/1/2035  | 840000 | 863870 |
| Merck & Co Inc 2.15% 12/10/2031  | 380000 | 334566 |
| Merck & Co Inc 2.35% 6/24/2040  | 210000 | 148025 |
| Merck & Co Inc 2.45% 6/24/2050  | 200000 | 115550 |
| Merck & Co Inc 2.75% 12/10/2051  | 150000 | 91049 |
| Merck & Co Inc 3.6% 9/15/2042  | 130000 | 102925 |
| Merck & Co Inc 3.7% 2/10/2045  | 322000 | 252182 |
| Merck & Co Inc 3.9% 3/7/2039  | 100000 | 88009 |
| Merck & Co Inc 4.15% 5/18/2043  | 100000 | 84872 |
| Merck & Co Inc 4.5% 5/17/2033  | 400000 | 400176 |
| Merck & Co Inc 4.9% 5/17/2044  | 300000 | 278998 |
| Merck & Co Inc 5% 5/17/2053  | 170000 | 153941 |
| Mylan Inc 5.2% 4/15/2048  | 74000 | 59368 |
| Mylan Inc 5.4% 11/29/2043  | 170000 | 144054 |
| Novartis Capital Corp 2.2% 8/14/2030  | 290000 | 266105 |
| Novartis Capital Corp 2.75% 8/14/2050  | 310000 | 195005 |
| Novartis Capital Corp 4.4% 5/6/2044  | 120000 | 106270 |
| Pfizer Inc 2.55% 5/28/2040  | 120000 | 86541 |
| Pfizer Inc 2.7% 5/28/2050  | 100000 | 60962 |
| Pfizer Inc 3.45% 3/15/2029  | 100000 | 98441 |
| Pfizer Inc 3.9% 3/15/2039  | 70000 | 61078 |
| Pfizer Inc 4% 12/15/2036  | 190000 | 175079 |
| Pfizer Inc 4% 3/15/2049  | 300000 | 234567 |
| Pfizer Inc 4.125% 12/15/2046  | 200000 | 162338 |
| Pfizer Inc 4.3% 6/15/2043  | 106000 | 90890 |
| Pfizer Inc 4.4% 5/15/2044  | 110000 | 95847 |
| Pfizer Inc 7.2% 3/15/2039  | 230000 | 272679 |
| Pfizer Investment Enterprises Pte Ltd 4.45% 5/19/2026  | 1590000 | 1592400 |
| Pfizer Investment Enterprises Pte Ltd 4.45% 5/19/2028  | 500000 | 506062 |
| Pfizer Investment Enterprises Pte Ltd 4.65% 5/19/2030  | 300000 | 305827 |
| Pfizer Investment Enterprises Pte Ltd 4.75% 5/19/2033  | 360000 | 360720 |
| Pfizer Investment Enterprises Pte Ltd 5.11% 5/19/2043  | 200000 | 189470 |
| Pfizer Investment Enterprises Pte Ltd 5.3% 5/19/2053  | 1278000 | 1190505 |
| Pfizer Investment Enterprises Pte Ltd 5.34% 5/19/2063  | 150000 | 136675 |
| Pharmacia LLC 6.6% 12/1/2028 (b) | 190000 | 204455 |
| Royalty Pharma PLC 3.35% 9/2/2051  | 390000 | 249939 |
| Royalty Pharma PLC 5.9% 9/2/2054  | 100000 | 95981 |
| Shire Acquisitions Investments Ireland DAC 3.2% 9/23/2026  | 14000 | 13855 |
| Utah Acquisition Sub Inc 3.95% 6/15/2026  | 193000 | 191876 |
| Viatris Inc 2.7% 6/22/2030  | 528000 | 474758 |
| Viatris Inc 3.85% 6/22/2040  | 200000 | 149558 |
| Viatris Inc 4% 6/22/2050  | 70000 | 46118 |
| Wyeth LLC 5.95% 4/1/2037  | 50000 | 53338 |
| Wyeth LLC 6% 2/15/2036  | 100000 | 107902 |
| Zoetis Inc 3% 9/12/2027  | 50000 | 48999 |
| Zoetis Inc 3.9% 8/20/2028  | 500000 | 499364 |
| Zoetis Inc 3.95% 9/12/2047  | 290000 | 228357 |
| Zoetis Inc 4.15% 8/17/2028  | 200000 | 200512 |
| Zoetis Inc 5% 8/17/2035  | 60000 | 59755 |
|  |  | 23907412 |
| TOTAL HEALTH CARE |  | 86135484 |
| Industrials - 1.5% |  |  |
| Aerospace & Defense - 0.5% |  |  |
| Boeing Co 2.75% 2/1/2026  | 140000 | 138926 |
| Boeing Co 2.95% 2/1/2030  | 220000 | 206301 |
| Boeing Co 3.2% 3/1/2029  | 320000 | 307759 |
| Boeing Co 3.25% 2/1/2035  | 100000 | 85332 |
| Boeing Co 3.375% 6/15/2046  | 120000 | 82142 |
| Boeing Co 3.75% 2/1/2050  | 360000 | 256377 |
| Boeing Co 3.825% 3/1/2059  | 100000 | 67157 |
| Boeing Co 3.9% 5/1/2049  | 130000 | 94572 |
| Boeing Co 3.95% 8/1/2059  | 160000 | 110168 |
| Boeing Co 5.705% 5/1/2040  | 700000 | 702368 |
| Boeing Co 5.805% 5/1/2050  | 320000 | 307724 |
| Boeing Co 5.93% 5/1/2060  | 330000 | 316873 |
| Boeing Co 6.298% 5/1/2029  | 320000 | 339817 |
| Boeing Co 6.388% 5/1/2031  | 120000 | 130328 |
| Boeing Co 6.528% 5/1/2034  | 986000 | 1079815 |
| Boeing Co 6.858% 5/1/2054  | 110000 | 120625 |
| Boeing Co 6.875% 3/15/2039  | 160000 | 177705 |
| GE Aerospace 4.25% 5/1/2040  | 50000 | 44257 |
| GE Aerospace 4.3% 7/29/2030  | 200000 | 200862 |
| GE Aerospace 4.35% 5/1/2050  | 170000 | 143980 |
| GE Aerospace 4.5% 3/11/2044  | 200000 | 178296 |
| GE Aerospace 6.75% 3/15/2032  | 130000 | 147114 |
| General Dynamics Corp 2.625% 11/15/2027  | 180000 | 175223 |
| General Dynamics Corp 2.85% 6/1/2041  | 120000 | 87898 |
| General Dynamics Corp 3.75% 5/15/2028  | 100000 | 99784 |
| General Dynamics Corp 4.25% 4/1/2040  | 204000 | 184165 |
| General Dynamics Corp 4.25% 4/1/2050  | 30000 | 24864 |
| Howmet Aerospace Inc 5.9% 2/1/2027  | 455000 | 464641 |
| Howmet Aerospace Inc 5.95% 2/1/2037  | 50000 | 53183 |
| Huntington Ingalls Industries Inc 3.483% 12/1/2027  | 170000 | 166930 |
| L3Harris Technologies Inc 1.8% 1/15/2031  | 575000 | 503065 |
| L3Harris Technologies Inc 5.05% 6/1/2029  | 240000 | 246423 |
| L3Harris Technologies Inc 5.5% 8/15/2054  | 90000 | 86624 |
| L3Harris Technologies Inc 5.6% 7/31/2053  | 170000 | 165279 |
| Lockheed Martin Corp 3.6% 3/1/2035  | 450000 | 410198 |
| Lockheed Martin Corp 3.9% 6/15/2032  | 160000 | 155068 |
| Lockheed Martin Corp 4.07% 12/15/2042  | 110000 | 92439 |
| Lockheed Martin Corp 4.09% 9/15/2052  | 119000 | 92909 |
| Lockheed Martin Corp 4.15% 6/15/2053  | 150000 | 117580 |
| Lockheed Martin Corp 4.3% 6/15/2062  | 100000 | 77818 |
| Lockheed Martin Corp 4.7% 5/15/2046  | 136000 | 121420 |
| Lockheed Martin Corp 4.8% 8/15/2034  | 390000 | 391220 |
| Lockheed Martin Corp 5.1% 11/15/2027  | 210000 | 215099 |
| Lockheed Martin Corp 5.2% 2/15/2055  | 30000 | 27885 |
| Lockheed Martin Corp 5.7% 11/15/2054  | 100000 | 99610 |
| Lockheed Martin Corp 5.9% 11/15/2063  | 150000 | 153580 |
| Lockheed Martin Corp 6.15% 9/1/2036  | 100000 | 109809 |
| Northrop Grumman Corp 3.25% 1/15/2028  | 100000 | 98193 |
| Northrop Grumman Corp 3.85% 4/15/2045  | 230000 | 181462 |
| Northrop Grumman Corp 4.03% 10/15/2047  | 328000 | 260127 |
| Northrop Grumman Corp 4.4% 5/1/2030  | 210000 | 211739 |
| Northrop Grumman Corp 4.7% 3/15/2033  | 120000 | 120085 |
| Northrop Grumman Corp 4.75% 6/1/2043  | 110000 | 99148 |
| Northrop Grumman Corp 5.15% 5/1/2040  | 150000 | 147164 |
| Northrop Grumman Corp 5.2% 6/1/2054  | 105000 | 96608 |
| Northrop Grumman Corp 5.25% 5/1/2050  | 70000 | 65262 |
| RTX Corp 1.9% 9/1/2031  | 470000 | 407304 |
| RTX Corp 2.25% 7/1/2030  | 130000 | 118856 |
| RTX Corp 2.82% 9/1/2051  | 210000 | 127803 |
| RTX Corp 3.75% 11/1/2046  | 200000 | 151776 |
| RTX Corp 4.125% 11/16/2028  | 400000 | 400431 |
| RTX Corp 4.15% 5/15/2045  | 200000 | 163505 |
| RTX Corp 4.35% 4/15/2047  | 100000 | 83077 |
| RTX Corp 4.45% 11/16/2038  | 360000 | 333084 |
| RTX Corp 4.5% 6/1/2042  | 40000 | 35253 |
| RTX Corp 4.875% 10/15/2040  | 210000 | 199154 |
| RTX Corp 5.15% 2/27/2033  | 100000 | 102714 |
| RTX Corp 5.375% 2/27/2053  | 100000 | 94564 |
| RTX Corp 5.7% 4/15/2040  | 160000 | 166378 |
| RTX Corp 6.1% 3/15/2034  | 500000 | 542798 |
| RTX Corp 6.125% 7/15/2038  | 640000 | 693690 |
| RTX Corp 6.4% 3/15/2054  | 50000 | 54092 |
| Textron Inc 4% 3/15/2026  | 200000 | 199431 |
|  |  | 14714910 |
| Air Freight & Logistics - 0.1% |  |  |
| FedEx Corp 2.4% 5/15/2031  | 350000 | 311023 |
| FedEx Corp 3.25% 5/15/2041  | 310000 | 222584 |
| FedEx Corp 4.05% 2/15/2048  | 80000 | 59254 |
| FedEx Corp 4.25% 5/15/2030  | 130000 | 130326 |
| FedEx Corp 4.55% 4/1/2046  | 490000 | 385995 |
| FedEx Corp 4.95% 10/17/2048  | 80000 | 67430 |
| FedEx Corp 5.25% 5/15/2050  | 178000 | 156591 |
| United Parcel Service Inc 3.05% 11/15/2027  | 150000 | 147448 |
| United Parcel Service Inc 3.4% 11/15/2046  | 190000 | 136851 |
| United Parcel Service Inc 3.4% 9/1/2049  | 100000 | 69058 |
| United Parcel Service Inc 3.75% 11/15/2047  | 160000 | 120810 |
| United Parcel Service Inc 4.45% 4/1/2030  | 150000 | 152651 |
| United Parcel Service Inc 4.875% 3/3/2033  | 160000 | 163453 |
| United Parcel Service Inc 5.2% 4/1/2040  | 100000 | 99027 |
| United Parcel Service Inc 5.25% 5/14/2035  | 200000 | 205009 |
| United Parcel Service Inc 5.5% 5/22/2054  | 380000 | 364586 |
| United Parcel Service Inc 5.95% 5/14/2055  | 120000 | 121389 |
| United Parcel Service Inc 6.2% 1/15/2038  | 234000 | 254799 |
|  |  | 3168284 |
| Building Products - 0.1% |  |  |
| Carrier Global Corp 2.493% 2/15/2027  | 100000 | 97842 |
| Carrier Global Corp 2.722% 2/15/2030  | 410000 | 385178 |
| Carrier Global Corp 3.377% 4/5/2040  | 150000 | 119874 |
| Carrier Global Corp 3.577% 4/5/2050  | 100000 | 72952 |
| Carrier Global Corp 5.9% 3/15/2034  | 521000 | 555391 |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA 1.75% 9/15/2030  | 300000 | 265736 |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA 2% 9/16/2031  | 280000 | 242251 |
| Johnson Controls International plc 4.625% 7/2/2044 (e) | 170000 | 147473 |
| Masco Corp 1.5% 2/15/2028  | 100000 | 93584 |
| Masco Corp 2% 2/15/2031  | 90000 | 78727 |
| Masco Corp 3.125% 2/15/2051  | 90000 | 55349 |
| Owens Corning 3.4% 8/15/2026  | 100000 | 99116 |
| Owens Corning 3.875% 6/1/2030  | 70000 | 68305 |
| Owens Corning 4.3% 7/15/2047  | 170000 | 137942 |
| Owens Corning 5.7% 6/15/2034  | 120000 | 125500 |
| Owens Corning 5.95% 6/15/2054  | 100000 | 99960 |
|  |  | 2645180 |
| Commercial Services & Supplies - 0.1% |  |  |
| Republic Services Inc 1.45% 2/15/2031  | 500000 | 430449 |
| Republic Services Inc 3.95% 5/15/2028  | 750000 | 749742 |
| Republic Services Inc 5% 12/15/2033  | 140000 | 143310 |
| Republic Services Inc 5.2% 11/15/2034  | 200000 | 205214 |
| Veralto Corp 5.45% 9/18/2033  | 110000 | 113623 |
| Waste Connections Inc 3.05% 4/1/2050  | 420000 | 274066 |
| Waste Management Inc 1.5% 3/15/2031  | 140000 | 121122 |
| Waste Management Inc 2.5% 11/15/2050  | 150000 | 88007 |
| Waste Management Inc 2.95% 6/1/2041  | 130000 | 96047 |
| Waste Management Inc 3.15% 11/15/2027  | 50000 | 49156 |
| Waste Management Inc 4.15% 4/15/2032  | 220000 | 216419 |
| Waste Management Inc 4.65% 3/15/2030  | 140000 | 142773 |
| Waste Management Inc 4.95% 3/15/2035  | 140000 | 140700 |
| Waste Management Inc 4.95% 7/3/2027  | 70000 | 71241 |
| Waste Management Inc 4.95% 7/3/2031  | 70000 | 72424 |
| Waste Management Inc 5.35% 10/15/2054  | 140000 | 134119 |
|  |  | 3048412 |
| Electrical Equipment - 0.0% |  |  |
| Emerson Electric Co 2.8% 12/21/2051  | 220000 | 137830 |
| Hubbell Inc 3.35% 3/1/2026  | 110000 | 109351 |
| Regal Rexnord Corp 6.3% 2/15/2030  | 290000 | 307211 |
| Regal Rexnord Corp 6.4% 4/15/2033  | 110000 | 117027 |
| Rockwell Automation Inc 4.2% 3/1/2049  | 170000 | 138908 |
|  |  | 810327 |
| Ground Transportation - 0.3% |  |  |
| Burlington Northern Santa Fe LLC 2.875% 6/15/2052  | 280000 | 172753 |
| Burlington Northern Santa Fe LLC 3.05% 2/15/2051  | 30000 | 19583 |
| Burlington Northern Santa Fe LLC 3.25% 6/15/2027  | 550000 | 543517 |
| Burlington Northern Santa Fe LLC 3.3% 9/15/2051  | 350000 | 239747 |
| Burlington Northern Santa Fe LLC 4.05% 6/15/2048  | 182000 | 145470 |
| Burlington Northern Santa Fe LLC 4.15% 12/15/2048  | 100000 | 81165 |
| Burlington Northern Santa Fe LLC 4.45% 3/15/2043  | 151000 | 132493 |
| Burlington Northern Santa Fe LLC 5.15% 9/1/2043  | 100000 | 95967 |
| Burlington Northern Santa Fe LLC 5.2% 4/15/2054  | 340000 | 317219 |
| Burlington Northern Santa Fe LLC 5.5% 3/15/2055  | 170000 | 165142 |
| Burlington Northern Santa Fe LLC 5.75% 5/1/2040  | 100000 | 104496 |
| Burlington Northern Santa Fe LLC 5.8% 3/15/2056  | 140000 | 142017 |
| Burlington Northern Santa Fe LLC 6.15% 5/1/2037  | 70000 | 76926 |
| CSX Corp 2.4% 2/15/2030  | 340000 | 316445 |
| CSX Corp 2.5% 5/15/2051  | 110000 | 63046 |
| CSX Corp 3.35% 11/1/2025  | 250000 | 249496 |
| CSX Corp 3.8% 3/1/2028  | 50000 | 49754 |
| CSX Corp 3.95% 5/1/2050  | 370000 | 284666 |
| CSX Corp 4.25% 3/15/2029  | 150000 | 150584 |
| CSX Corp 4.3% 3/1/2048  | 210000 | 173193 |
| CSX Corp 4.4% 3/1/2043  | 50000 | 43317 |
| CSX Corp 4.65% 3/1/2068  | 280000 | 227496 |
| CSX Corp 4.75% 11/15/2048  | 160000 | 140845 |
| CSX Corp 6.15% 5/1/2037  | 100000 | 109023 |
| Norfolk Southern Corp 2.9% 6/15/2026  | 370000 | 365918 |
| Norfolk Southern Corp 3.05% 5/15/2050  | 100000 | 65281 |
| Norfolk Southern Corp 3.155% 5/15/2055  | 100000 | 63493 |
| Norfolk Southern Corp 3.8% 8/1/2028  | 72000 | 71653 |
| Norfolk Southern Corp 3.95% 10/1/2042  | 305000 | 249736 |
| Norfolk Southern Corp 4.1% 5/15/2121  | 200000 | 137807 |
| Norfolk Southern Corp 4.15% 2/28/2048  | 100000 | 80604 |
| Norfolk Southern Corp 4.55% 6/1/2053  | 80000 | 66749 |
| Norfolk Southern Corp 4.837% 10/1/2041  | 370000 | 343860 |
| Norfolk Southern Corp 5.35% 8/1/2054  | 60000 | 57104 |
| Norfolk Southern Corp 5.55% 3/15/2034  | 230000 | 241176 |
| Uber Technologies Inc 4.3% 1/15/2030  | 110000 | 110301 |
| Uber Technologies Inc 4.8% 9/15/2034  | 110000 | 108742 |
| Uber Technologies Inc 5.35% 9/15/2054  | 110000 | 103283 |
| Union Pacific Corp 2.15% 2/5/2027  | 120000 | 116965 |
| Union Pacific Corp 2.891% 4/6/2036  | 390000 | 323862 |
| Union Pacific Corp 2.973% 9/16/2062  | 100000 | 58018 |
| Union Pacific Corp 3.25% 2/5/2050  | 270000 | 183748 |
| Union Pacific Corp 3.375% 2/14/2042  | 150000 | 115262 |
| Union Pacific Corp 3.5% 2/14/2053  | 100000 | 69816 |
| Union Pacific Corp 3.799% 4/6/2071  | 330000 | 223051 |
| Union Pacific Corp 3.85% 2/14/2072  | 230000 | 156847 |
| Union Pacific Corp 3.875% 2/1/2055  | 80000 | 59291 |
| Union Pacific Corp 4% 4/15/2047  | 90000 | 71042 |
| Union Pacific Corp 5.1% 2/20/2035  | 120000 | 122085 |
| Union Pacific Corp 5.15% 1/20/2063  | 320000 | 288937 |
| Union Pacific Corp 5.6% 12/1/2054  | 120000 | 118311 |
|  |  | 8017302 |
| Industrial Conglomerates - 0.1% |  |  |
| 3M Co 2.25% 9/19/2026  | 330000 | 323595 |
| 3M Co 2.375% 8/26/2029  | 270000 | 252898 |
| 3M Co 2.875% 10/15/2027  | 210000 | 205133 |
| 3M Co 3.25% 8/26/2049  | 100000 | 67630 |
| 3M Co 3.375% 3/1/2029  | 110000 | 107341 |
| 3M Co 3.7% 4/15/2050  | 96000 | 69773 |
| 3M Co 3.875% 6/15/2044  | 140000 | 110559 |
| 3M Co 5.15% 3/15/2035  | 250000 | 253982 |
| 3M Co 5.7% 3/15/2037  | 100000 | 105199 |
| Honeywell International Inc 1.95% 6/1/2030  | 100000 | 90420 |
| Honeywell International Inc 2.5% 11/1/2026  | 580000 | 569730 |
| Honeywell International Inc 2.7% 8/15/2029  | 210000 | 199702 |
| Honeywell International Inc 2.8% 6/1/2050  | 200000 | 125072 |
| Honeywell International Inc 4.7% 2/1/2030  | 110000 | 112093 |
| Honeywell International Inc 4.875% 9/1/2029  | 120000 | 123593 |
| Honeywell International Inc 4.95% 9/1/2031  | 170000 | 175281 |
| Honeywell International Inc 5% 2/15/2033  | 440000 | 448771 |
| Honeywell International Inc 5% 3/1/2035  | 190000 | 191284 |
| Honeywell International Inc 5.25% 3/1/2054  | 140000 | 130195 |
| Honeywell International Inc 5.35% 3/1/2064  | 70000 | 65200 |
| Honeywell International Inc 5.7% 3/15/2037  | 100000 | 105060 |
| Trane Technologies Financing Ltd 3.8% 3/21/2029  | 180000 | 178276 |
| Trane Technologies Financing Ltd 5.25% 3/3/2033  | 80000 | 82664 |
|  |  | 4093451 |
| Machinery - 0.2% |  |  |
| Caterpillar Financial Services Corp 1.1% 9/14/2027  | 540000 | 511323 |
| Caterpillar Financial Services Corp 4.1% 8/15/2028  | 440000 | 441485 |
| Caterpillar Inc 2.6% 4/9/2030  | 210000 | 197312 |
| Caterpillar Inc 3.25% 4/9/2050  | 130000 | 90877 |
| Caterpillar Inc 3.25% 9/19/2049  | 170000 | 118849 |
| Caterpillar Inc 3.803% 8/15/2042  | 200000 | 164735 |
| Caterpillar Inc 5.2% 5/15/2035  | 100000 | 102463 |
| Caterpillar Inc 5.2% 5/27/2041  | 300000 | 296754 |
| Caterpillar Inc 5.5% 5/15/2055  | 100000 | 99190 |
| Caterpillar Inc 6.05% 8/15/2036  | 100000 | 109504 |
| Cummins Inc 1.5% 9/1/2030  | 190000 | 167547 |
| Cummins Inc 4.875% 10/1/2043  | 250000 | 235267 |
| Cummins Inc 5.15% 2/20/2034  | 120000 | 122888 |
| Cummins Inc 5.3% 5/9/2035  | 100000 | 102159 |
| Deere & Co 2.875% 9/7/2049  | 190000 | 124431 |
| Deere & Co 5.7% 1/19/2055  | 250000 | 255380 |
| Eaton Corp 4.15% 11/2/2042  | 100000 | 85742 |
| Eaton Corp 4.15% 3/15/2033  | 340000 | 332070 |
| Illinois Tool Works Inc 3.9% 9/1/2042  | 100000 | 83015 |
| Ingersoll Rand Inc 5.4% 8/14/2028  | 220000 | 227523 |
| Ingersoll Rand Inc 5.45% 6/15/2034  | 80000 | 82763 |
| Ingersoll Rand Inc 5.7% 8/14/2033  | 340000 | 358326 |
| Otis Worldwide Corp 2.293% 4/5/2027  | 170000 | 165501 |
| Otis Worldwide Corp 2.565% 2/15/2030  | 220000 | 205072 |
| Otis Worldwide Corp 3.362% 2/15/2050  | 200000 | 138612 |
| Parker-Hannifin Corp 3.25% 3/1/2027  | 180000 | 177913 |
| Parker-Hannifin Corp 3.25% 6/14/2029  | 210000 | 203514 |
| Parker-Hannifin Corp 4% 6/14/2049  | 160000 | 126050 |
| Parker-Hannifin Corp 4.1% 3/1/2047  | 150000 | 121590 |
| Parker-Hannifin Corp 4.25% 9/15/2027  | 170000 | 170599 |
| Stanley Black & Decker Inc 2.75% 11/15/2050  | 211000 | 120441 |
| Stanley Black & Decker Inc 3% 5/15/2032  | 190000 | 170052 |
| Stanley Black & Decker Inc 6% 3/6/2028  | 100000 | 104140 |
| Westinghouse Air Brake Technologies Corp 3.45% 11/15/2026  | 200000 | 198054 |
| Westinghouse Air Brake Technologies Corp 4.7% 9/15/2028 (e) | 200000 | 202610 |
|  |  | 6413751 |
| Passenger Airlines - 0.0% |  |  |
| American Airlines 2019-1 Class AA Pass Through Trust equipment trust certificate 3.15% 8/15/2033  | 91204 | 84487 |
| American Airlines 2021-1 Class A Pass Through Trust equipment trust certificate 2.875% 1/11/2036  | 176217 | 158480 |
| Southwest Airlines Co 5.125% 6/15/2027  | 251000 | 253846 |
| United Airlines 2020-1 Class B Pass Through Trust 4.875% 7/15/2027  | 55027 | 55005 |
| United Airlines 2023-1 Class A Pass Through Trust equipment trust certificate 5.8% 7/15/2037  | 242572 | 249442 |
|  |  | 801260 |
| Professional Services - 0.0% |  |  |
| Leidos Inc 5.75% 3/15/2033  | 140000 | 146762 |
| Paychex Inc 5.6% 4/15/2035  | 310000 | 320856 |
| Verisk Analytics Inc 4.5% 8/15/2030  | 180000 | 180724 |
| Verisk Analytics Inc 5.125% 2/15/2036  | 180000 | 178817 |
| Verisk Analytics Inc 5.25% 3/15/2035  | 260000 | 262209 |
|  |  | 1089368 |
| Trading Companies & Distributors - 0.1% |  |  |
| Air Lease Corp 2.1% 9/1/2028  | 190000 | 178758 |
| Air Lease Corp 2.2% 1/15/2027  | 140000 | 136252 |
| Air Lease Corp 3.625% 12/1/2027  | 140000 | 138423 |
| Air Lease Corp 3.75% 6/1/2026  | 290000 | 288381 |
| Air Lease Corp 4.625% 10/1/2028  | 350000 | 353700 |
| Air Lease Corp 5.2% 7/15/2031  | 300000 | 308767 |
| Ferguson Enterprises Inc 5% 10/3/2034  | 100000 | 98999 |
| GATX Corp 6.05% 3/15/2034  | 400000 | 425239 |
| GATX Corp 6.9% 5/1/2034  | 300000 | 334541 |
| WW Grainger Inc 3.75% 5/15/2046  | 120000 | 93210 |
| WW Grainger Inc 4.45% 9/15/2034  | 100000 | 97830 |
|  |  | 2454100 |
| TOTAL INDUSTRIALS |  | 47256345 |
| Information Technology - 1.9% |  |  |
| Communications Equipment - 0.1% |  |  |
| Cisco Systems Inc 4.75% 2/24/2030  | 260000 | 267151 |
| Cisco Systems Inc 4.85% 2/26/2029  | 300000 | 308130 |
| Cisco Systems Inc 5.05% 2/26/2034  | 300000 | 308371 |
| Cisco Systems Inc 5.1% 2/24/2035  | 260000 | 266067 |
| Cisco Systems Inc 5.3% 2/26/2054  | 140000 | 134637 |
| Cisco Systems Inc 5.35% 2/26/2064  | 100000 | 95523 |
| Cisco Systems Inc 5.5% 1/15/2040  | 192000 | 198663 |
| Cisco Systems Inc 5.5% 2/24/2055  | 130000 | 128308 |
| Cisco Systems Inc 5.9% 2/15/2039  | 400000 | 430676 |
| Motorola Solutions Inc 2.3% 11/15/2030  | 330000 | 296902 |
| Motorola Solutions Inc 4.6% 2/23/2028  | 110000 | 111186 |
| Motorola Solutions Inc 5.2% 8/15/2032  | 110000 | 112764 |
| Motorola Solutions Inc 5.4% 4/15/2034  | 230000 | 236210 |
|  |  | 2894588 |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |
| Amphenol Corp 2.2% 9/15/2031  | 140000 | 123884 |
| Amphenol Corp 5.25% 4/5/2034  | 180000 | 186016 |
| Amphenol Corp 5.375% 11/15/2054  | 88000 | 85430 |
| Corning Inc 3.9% 11/15/2049  | 70000 | 53241 |
| Corning Inc 5.35% 11/15/2048  | 400000 | 377884 |
| Corning Inc 5.75% 8/15/2040  | 100000 | 102498 |
| Dell International LLC / EMC Corp 3.375% 12/15/2041  | 215000 | 160052 |
| Dell International LLC / EMC Corp 4.9% 10/1/2026  | 450000 | 451866 |
| Dell International LLC / EMC Corp 5.3% 10/1/2029  | 90000 | 93178 |
| Dell International LLC / EMC Corp 5.5% 4/1/2035  | 220000 | 224113 |
| Dell International LLC / EMC Corp 5.75% 2/1/2033  | 110000 | 116061 |
| Dell International LLC / EMC Corp 8.1% 7/15/2036  | 420000 | 508603 |
| Dell International LLC / EMC Corp 8.35% 7/15/2046  | 92000 | 116999 |
| Keysight Technologies Inc 4.95% 10/15/2034  | 120000 | 119052 |
| Teledyne Technologies Inc 2.25% 4/1/2028  | 100000 | 95265 |
| Teledyne Technologies Inc 2.75% 4/1/2031  | 100000 | 91630 |
| Vontier Corp 1.8% 4/1/2026  | 180000 | 177115 |
| Vontier Corp 2.4% 4/1/2028  | 70000 | 66531 |
|  |  | 3149418 |
| IT Services - 0.2% |  |  |
| CDW LLC / CDW Finance Corp 2.67% 12/1/2026  | 430000 | 420675 |
| CDW LLC / CDW Finance Corp 3.569% 12/1/2031  | 70000 | 65160 |
| CDW LLC / CDW Finance Corp 5.55% 8/22/2034  | 140000 | 141714 |
| IBM Corporation 1.7% 5/15/2027  | 800000 | 769828 |
| IBM Corporation 1.95% 5/15/2030  | 100000 | 90333 |
| IBM Corporation 2.85% 5/15/2040  | 110000 | 81417 |
| IBM Corporation 2.95% 5/15/2050  | 100000 | 63208 |
| IBM Corporation 3.43% 2/9/2052  | 180000 | 122598 |
| IBM Corporation 3.5% 5/15/2029  | 520000 | 509801 |
| IBM Corporation 4.15% 5/15/2039  | 450000 | 396783 |
| IBM Corporation 4.5% 2/6/2028  | 680000 | 687439 |
| IBM Corporation 4.7% 2/19/2046  | 204000 | 179585 |
| IBM Corporation 5.2% 2/10/2035  | 600000 | 609599 |
| IBM Corporation 5.6% 11/30/2039  | 540000 | 557211 |
| IBM Corporation 5.7% 2/10/2055  | 100000 | 98202 |
| IBM Corporation 5.875% 11/29/2032  | 120000 | 129090 |
|  |  | 4922643 |
| Semiconductors & Semiconductor Equipment - 0.6% |  |  |
| Advanced Micro Devices Inc 4.393% 6/1/2052  | 70000 | 58864 |
| Analog Devices Inc 1.7% 10/1/2028  | 150000 | 140157 |
| Analog Devices Inc 2.1% 10/1/2031  | 380000 | 335728 |
| Analog Devices Inc 2.8% 10/1/2041  | 150000 | 108791 |
| Analog Devices Inc 2.95% 10/1/2051  | 160000 | 102622 |
| Applied Materials Inc 1.75% 6/1/2030  | 170000 | 152569 |
| Applied Materials Inc 2.75% 6/1/2050  | 190000 | 118684 |
| Applied Materials Inc 3.3% 4/1/2027  | 190000 | 188316 |
| Applied Materials Inc 4.35% 4/1/2047  | 90000 | 76710 |
| Applied Materials Inc 5.1% 10/1/2035  | 120000 | 123461 |
| Broadcom Corp / Broadcom Cayman Finance Ltd 3.875% 1/15/2027  | 770000 | 766760 |
| Broadcom Inc 2.45% 2/15/2031 (c) | 160000 | 144661 |
| Broadcom Inc 2.6% 2/15/2033 (c) | 100000 | 86429 |
| Broadcom Inc 3.137% 11/15/2035 (c) | 290000 | 245372 |
| Broadcom Inc 3.15% 11/15/2025  | 230000 | 229420 |
| Broadcom Inc 3.187% 11/15/2036 (c) | 220000 | 183642 |
| Broadcom Inc 3.419% 4/15/2033 (c) | 190000 | 173148 |
| Broadcom Inc 3.459% 9/15/2026  | 432000 | 428943 |
| Broadcom Inc 3.469% 4/15/2034 (c) | 230000 | 206297 |
| Broadcom Inc 3.75% 2/15/2051 (c) | 630000 | 470466 |
| Broadcom Inc 4.15% 11/15/2030  | 250000 | 247558 |
| Broadcom Inc 4.15% 4/15/2032 (c) | 100000 | 96885 |
| Broadcom Inc 4.3% 11/15/2032  | 410000 | 399603 |
| Broadcom Inc 4.55% 2/15/2032  | 480000 | 477754 |
| Broadcom Inc 4.6% 7/15/2030  | 930000 | 938948 |
| Broadcom Inc 4.8% 10/15/2034  | 480000 | 474735 |
| Broadcom Inc 4.926% 5/15/2037 (c) | 200000 | 194522 |
| Broadcom Inc 5% 4/15/2030  | 292000 | 300381 |
| Broadcom Inc 5.05% 7/12/2029  | 200000 | 205656 |
| Intel Corp 2% 8/12/2031  | 50000 | 43327 |
| Intel Corp 2.45% 11/15/2029  | 720000 | 664203 |
| Intel Corp 2.8% 8/12/2041  | 220000 | 147449 |
| Intel Corp 3.05% 8/12/2051  | 50000 | 29564 |
| Intel Corp 3.1% 2/15/2060  | 210000 | 116707 |
| Intel Corp 3.2% 8/12/2061  | 100000 | 56380 |
| Intel Corp 3.25% 11/15/2049  | 180000 | 112407 |
| Intel Corp 3.734% 12/8/2047  | 110000 | 76540 |
| Intel Corp 4.15% 8/5/2032  | 110000 | 104693 |
| Intel Corp 4.6% 3/25/2040  | 110000 | 96788 |
| Intel Corp 4.75% 3/25/2050  | 390000 | 312292 |
| Intel Corp 4.875% 2/10/2028  | 1000000 | 1013160 |
| Intel Corp 5.05% 8/5/2062  | 470000 | 377229 |
| Intel Corp 5.2% 2/10/2033  | 540000 | 543853 |
| Intel Corp 5.6% 2/21/2054  | 330000 | 300117 |
| Intel Corp 5.7% 2/10/2053  | 120000 | 110351 |
| Intel Corp 5.9% 2/10/2063  | 190000 | 175332 |
| KLA Corp 3.3% 3/1/2050  | 110000 | 76019 |
| KLA Corp 4.1% 3/15/2029  | 160000 | 160347 |
| KLA Corp 4.65% 7/15/2032  | 450000 | 454085 |
| KLA Corp 5% 3/15/2049  | 100000 | 91537 |
| KLA Corp 5.25% 7/15/2062  | 120000 | 111529 |
| Lam Research Corp 2.875% 6/15/2050  | 150000 | 95469 |
| Lam Research Corp 3.125% 6/15/2060  | 50000 | 30659 |
| Lam Research Corp 4% 3/15/2029  | 210000 | 209941 |
| Marvell Technology Inc 1.65% 4/15/2026  | 230000 | 225993 |
| Marvell Technology Inc 2.45% 4/15/2028  | 120000 | 114885 |
| Marvell Technology Inc 4.75% 7/15/2030  | 60000 | 60547 |
| Marvell Technology Inc 5.45% 7/15/2035  | 80000 | 81360 |
| Marvell Technology Inc 5.95% 9/15/2033  | 70000 | 74115 |
| Microchip Technology Inc 5.05% 3/15/2029  | 160000 | 163153 |
| Micron Technology Inc 3.366% 11/1/2041  | 90000 | 67307 |
| Micron Technology Inc 4.663% 2/15/2030  | 120000 | 120731 |
| Micron Technology Inc 5.3% 1/15/2031  | 100000 | 103193 |
| Micron Technology Inc 5.327% 2/6/2029  | 310000 | 318725 |
| Micron Technology Inc 5.375% 4/15/2028  | 300000 | 309304 |
| Micron Technology Inc 5.65% 11/1/2032  | 120000 | 125475 |
| Micron Technology Inc 5.8% 1/15/2035  | 150000 | 155057 |
| Micron Technology Inc 5.875% 9/15/2033  | 100000 | 105155 |
| Micron Technology Inc 6.05% 11/1/2035  | 170000 | 178614 |
| NVIDIA Corp 2% 6/15/2031  | 480000 | 429508 |
| NVIDIA Corp 3.5% 4/1/2040  | 90000 | 76182 |
| NVIDIA Corp 3.5% 4/1/2050  | 277000 | 206188 |
| QUALCOMM Inc 2.15% 5/20/2030  | 380000 | 348785 |
| QUALCOMM Inc 4.3% 5/20/2047  | 313000 | 260891 |
| QUALCOMM Inc 4.5% 5/20/2030  | 320000 | 325349 |
| QUALCOMM Inc 4.5% 5/20/2052  | 180000 | 151163 |
| QUALCOMM Inc 4.65% 5/20/2035  | 150000 | 149357 |
| QUALCOMM Inc 4.8% 5/20/2045  | 130000 | 118701 |
| QUALCOMM Inc 5% 5/20/2035  | 320000 | 323229 |
| Texas Instruments Inc 2.25% 9/4/2029  | 510000 | 477443 |
| Texas Instruments Inc 2.9% 11/3/2027  | 160000 | 156770 |
| Texas Instruments Inc 3.875% 3/15/2039  | 210000 | 184982 |
| Texas Instruments Inc 4.5% 5/23/2030  | 360000 | 365641 |
| Texas Instruments Inc 4.9% 3/14/2033  | 270000 | 277254 |
| Texas Instruments Inc 5.05% 5/18/2063  | 210000 | 188620 |
| Texas Instruments Inc 5.1% 5/23/2035  | 360000 | 368138 |
|  |  | 19798875 |
| Software - 0.6% |  |  |
| Adobe Inc 2.15% 2/1/2027  | 240000 | 234341 |
| Adobe Inc 4.95% 4/4/2034  | 160000 | 163870 |
| AppLovin Corp 5.125% 12/1/2029  | 150000 | 153408 |
| AppLovin Corp 5.5% 12/1/2034  | 300000 | 306212 |
| Autodesk Inc 2.85% 1/15/2030  | 140000 | 132156 |
| Cadence Design Systems Inc 4.3% 9/10/2029  | 180000 | 181304 |
| Cadence Design Systems Inc 4.7% 9/10/2034  | 90000 | 89101 |
| Fortinet Inc 1% 3/15/2026  | 210000 | 206076 |
| Microsoft Corp 2.4% 8/8/2026  | 520000 | 512400 |
| Microsoft Corp 2.5% 9/15/2050  | 230000 | 139930 |
| Microsoft Corp 2.525% 6/1/2050  | 1270000 | 776382 |
| Microsoft Corp 2.675% 6/1/2060  | 200000 | 115863 |
| Microsoft Corp 2.921% 3/17/2052  | 170000 | 111242 |
| Microsoft Corp 3.041% 3/17/2062  | 460000 | 290062 |
| Microsoft Corp 3.3% 2/6/2027  | 1650000 | 1638024 |
| Microsoft Corp 3.45% 8/8/2036  | 830000 | 748920 |
| Microsoft Corp 3.5% 2/12/2035  | 180000 | 169196 |
| Microsoft Corp 3.75% 2/12/2045  | 320000 | 263750 |
| Microsoft Corp 5.3% 2/8/2041  | 280000 | 291289 |
| Oracle Corp 2.65% 7/15/2026  | 100000 | 98606 |
| Oracle Corp 2.875% 3/25/2031  | 820000 | 751817 |
| Oracle Corp 3.25% 11/15/2027  | 600000 | 588484 |
| Oracle Corp 3.25% 5/15/2030  | 110000 | 104841 |
| Oracle Corp 3.6% 4/1/2040  | 610000 | 483543 |
| Oracle Corp 3.6% 4/1/2050  | 210000 | 143615 |
| Oracle Corp 3.8% 11/15/2037  | 340000 | 290020 |
| Oracle Corp 3.85% 4/1/2060  | 650000 | 434087 |
| Oracle Corp 3.9% 5/15/2035  | 100000 | 90176 |
| Oracle Corp 3.95% 3/25/2051  | 200000 | 144306 |
| Oracle Corp 4% 11/15/2047  | 388000 | 293163 |
| Oracle Corp 4.1% 3/25/2061  | 880000 | 616851 |
| Oracle Corp 4.125% 5/15/2045  | 110000 | 86450 |
| Oracle Corp 4.2% 9/27/2029  | 1300000 | 1296611 |
| Oracle Corp 4.3% 7/8/2034  | 100000 | 94990 |
| Oracle Corp 4.375% 5/15/2055  | 200000 | 152213 |
| Oracle Corp 4.5% 7/8/2044  | 120000 | 100014 |
| Oracle Corp 4.7% 9/27/2034  | 600000 | 580005 |
| Oracle Corp 4.9% 2/6/2033  | 260000 | 260102 |
| Oracle Corp 5.375% 7/15/2040  | 270000 | 261299 |
| Oracle Corp 5.375% 9/27/2054  | 150000 | 133611 |
| Oracle Corp 5.5% 8/3/2035  | 150000 | 152895 |
| Oracle Corp 6% 8/3/2055  | 340000 | 332139 |
| Oracle Corp 6.125% 7/8/2039  | 114000 | 119120 |
| Oracle Corp 6.125% 8/3/2065  | 210000 | 203873 |
| Oracle Corp 6.25% 11/9/2032  | 150000 | 162075 |
| Roper Technologies Inc 1% 9/15/2025  | 60000 | 59920 |
| Roper Technologies Inc 1.4% 9/15/2027  | 60000 | 56858 |
| Roper Technologies Inc 1.75% 2/15/2031  | 60000 | 52025 |
| Roper Technologies Inc 2% 6/30/2030  | 400000 | 359147 |
| Roper Technologies Inc 4.9% 10/15/2034  | 260000 | 257349 |
| Roper Technologies Inc 5.1% 9/15/2035  | 150000 | 149635 |
| Salesforce Inc 1.5% 7/15/2028  | 140000 | 131244 |
| Salesforce Inc 1.95% 7/15/2031  | 100000 | 88555 |
| Salesforce Inc 2.9% 7/15/2051  | 600000 | 381027 |
| Salesforce Inc 3.7% 4/11/2028  | 140000 | 139582 |
| Synopsys Inc 4.65% 4/1/2028  | 700000 | 709464 |
| Synopsys Inc 4.85% 4/1/2030  | 170000 | 173408 |
| Synopsys Inc 5% 4/1/2032  | 370000 | 377467 |
| Synopsys Inc 5.15% 4/1/2035  | 170000 | 171475 |
| Synopsys Inc 5.7% 4/1/2055  | 280000 | 274912 |
| VMware LLC 1.4% 8/15/2026  | 690000 | 670886 |
| VMware LLC 4.7% 5/15/2030  | 100000 | 101240 |
|  |  | 18652626 |
| Technology Hardware, Storage & Peripherals - 0.3% |  |  |
| Apple Inc 1.7% 8/5/2031  | 280000 | 246048 |
| Apple Inc 2.05% 9/11/2026  | 290000 | 284687 |
| Apple Inc 2.375% 2/8/2041  | 920000 | 644210 |
| Apple Inc 2.4% 8/20/2050  | 330000 | 193572 |
| Apple Inc 2.55% 8/20/2060  | 110000 | 62362 |
| Apple Inc 2.65% 2/8/2051  | 500000 | 306784 |
| Apple Inc 2.65% 5/11/2050  | 330000 | 204372 |
| Apple Inc 2.7% 8/5/2051  | 190000 | 117359 |
| Apple Inc 2.8% 2/8/2061  | 590000 | 345201 |
| Apple Inc 2.85% 8/5/2061  | 490000 | 288792 |
| Apple Inc 2.95% 9/11/2049  | 180000 | 119519 |
| Apple Inc 3% 11/13/2027  | 890000 | 877469 |
| Apple Inc 3.35% 2/9/2027  | 240000 | 238330 |
| Apple Inc 3.75% 11/13/2047  | 90000 | 70945 |
| Apple Inc 3.75% 9/12/2047  | 110000 | 86284 |
| Apple Inc 4% 5/10/2028  | 500000 | 503378 |
| Apple Inc 4.3% 5/10/2033  | 1000000 | 1007634 |
| Apple Inc 4.375% 5/13/2045  | 510000 | 450366 |
| Apple Inc 4.45% 5/6/2044  | 100000 | 91775 |
| Apple Inc 4.5% 2/23/2036  | 110000 | 110427 |
| Apple Inc 4.65% 2/23/2046  | 201000 | 183855 |
| Hewlett Packard Enterprise Co 1.75% 4/1/2026  | 180000 | 177297 |
| Hewlett Packard Enterprise Co 4.55% 10/15/2029  | 270000 | 271632 |
| Hewlett Packard Enterprise Co 4.9% 10/15/2025 (b) | 1108000 | 1108057 |
| Hewlett Packard Enterprise Co 5% 10/15/2034  | 270000 | 265449 |
| Hewlett Packard Enterprise Co 5.25% 7/1/2028  | 140000 | 144072 |
| Hewlett Packard Enterprise Co 5.6% 10/15/2054  | 350000 | 323217 |
| Hewlett Packard Enterprise Co 6.2% 10/15/2035 (b) | 50000 | 53537 |
| HP Inc 2.65% 6/17/2031  | 330000 | 296362 |
| HP Inc 3.4% 6/17/2030  | 250000 | 237849 |
| HP Inc 4.2% 4/15/2032  | 140000 | 134963 |
| HP Inc 5.5% 1/15/2033  | 100000 | 102729 |
|  |  | 9548533 |
| TOTAL INFORMATION TECHNOLOGY |  | 58966683 |
| Materials - 0.4% |  |  |
| Chemicals - 0.3% |  |  |
| Air Products and Chemicals Inc 1.5% 10/15/2025  | 100000 | 99655 |
| Air Products and Chemicals Inc 2.05% 5/15/2030  | 40000 | 36491 |
| Air Products and Chemicals Inc 2.7% 5/15/2040  | 320000 | 233855 |
| Air Products and Chemicals Inc 2.8% 5/15/2050  | 40000 | 24928 |
| Air Products and Chemicals Inc 4.3% 6/11/2028  | 90000 | 90789 |
| Air Products and Chemicals Inc 4.8% 3/3/2033  | 120000 | 120914 |
| Air Products and Chemicals Inc 4.9% 10/11/2032  | 90000 | 91836 |
| Albemarle Corp 4.65% 6/1/2027  | 160000 | 160023 |
| Albemarle Corp 5.05% 6/1/2032  | 130000 | 127244 |
| CF Industries Inc 5.375% 3/15/2044  | 240000 | 224279 |
| Dow Chemical Co/The 2.1% 11/15/2030  | 450000 | 397402 |
| Dow Chemical Co/The 3.6% 11/15/2050  | 290000 | 191228 |
| Dow Chemical Co/The 4.375% 11/15/2042  | 100000 | 80247 |
| Dow Chemical Co/The 5.15% 2/15/2034  | 220000 | 218659 |
| Dow Chemical Co/The 5.25% 11/15/2041  | 130000 | 117255 |
| Dow Chemical Co/The 5.55% 11/30/2048  | 80000 | 71943 |
| Dow Chemical Co/The 6.9% 5/15/2053  | 170000 | 178519 |
| Dow Chemical Co/The 7.375% 11/1/2029  | 110000 | 121977 |
| DuPont de Nemours Inc 4.493% 11/15/2025  | 320000 | 319711 |
| DuPont de Nemours Inc 4.725% 11/15/2028  | 240000 | 244782 |
| DuPont de Nemours Inc 5.319% 11/15/2038  | 368000 | 383871 |
| DuPont de Nemours Inc 5.419% 11/15/2048  | 90000 | 90545 |
| Eastman Chemical Co 4.5% 12/1/2028  | 406000 | 408119 |
| Eastman Chemical Co 4.8% 9/1/2042  | 80000 | 68982 |
| Ecolab Inc 1.3% 1/30/2031  | 560000 | 481444 |
| Ecolab Inc 2.125% 8/15/2050  | 150000 | 80610 |
| Ecolab Inc 5% 9/1/2035  | 150000 | 151036 |
| Ecolab Inc 5.5% 12/8/2041  | 100000 | 101131 |
| Huntsman Intl LLC 2.95% 6/15/2031  | 100000 | 85499 |
| Huntsman Intl LLC 4.5% 5/1/2029  | 120000 | 115454 |
| International Flavors & Fragrances Inc 4.45% 9/26/2028  | 130000 | 130399 |
| International Flavors & Fragrances Inc 5% 9/26/2048  | 90000 | 77393 |
| Linde Inc/CT 2% 8/10/2050  | 100000 | 52015 |
| Linde Inc/CT 3.2% 1/30/2026  | 230000 | 228975 |
| LYB International Finance II BV 3.5% 3/2/2027  | 680000 | 671479 |
| LYB International Finance III LLC 2.25% 10/1/2030  | 140000 | 125195 |
| LYB International Finance III LLC 3.375% 10/1/2040  | 220000 | 161362 |
| LYB International Finance III LLC 3.625% 4/1/2051  | 110000 | 71347 |
| LYB International Finance III LLC 3.8% 10/1/2060  | 140000 | 87646 |
| LYB International Finance III LLC 4.2% 5/1/2050  | 100000 | 72387 |
| LYB International Finance III LLC 5.5% 3/1/2034  | 130000 | 129344 |
| LYB International Finance III LLC 5.625% 5/15/2033  | 160000 | 163769 |
| LyondellBasell Industries NV 4.625% 2/26/2055  | 140000 | 107624 |
| Mosaic Co/The 4.05% 11/15/2027  | 170000 | 169130 |
| Mosaic Co/The 5.45% 11/15/2033  | 150000 | 153932 |
| Rohm and Haas Co 7.85% 7/15/2029  | 120000 | 133636 |
| RPM International Inc 2.95% 1/15/2032  | 70000 | 62657 |
| RPM International Inc 3.75% 3/15/2027  | 100000 | 99176 |
| RPM International Inc 4.55% 3/1/2029  | 120000 | 120609 |
| Sherwin-Williams Co/The 2.2% 3/15/2032  | 140000 | 121153 |
| Sherwin-Williams Co/The 2.95% 8/15/2029  | 120000 | 114095 |
| Sherwin-Williams Co/The 3.45% 6/1/2027  | 210000 | 207527 |
| Sherwin-Williams Co/The 3.8% 8/15/2049  | 80000 | 59241 |
| Sherwin-Williams Co/The 4% 12/15/2042  | 60000 | 48849 |
| Sherwin-Williams Co/The 4.5% 6/1/2047  | 200000 | 168532 |
| Sherwin-Williams Co/The 4.8% 9/1/2031  | 170000 | 173565 |
| Westlake Corp 3.125% 8/15/2051  | 80000 | 48707 |
| Westlake Corp 3.375% 6/15/2030  | 210000 | 200432 |
| Westlake Corp 3.6% 8/15/2026  | 858000 | 851818 |
|  |  | 9930422 |
| Construction Materials - 0.0% |  |  |
| CRH America Finance Inc 5.4% 5/21/2034  | 200000 | 205370 |
| CRH America Finance Inc 5.5% 1/9/2035  | 200000 | 206324 |
| Martin Marietta Materials Inc 2.5% 3/15/2030  | 110000 | 102013 |
| Martin Marietta Materials Inc 4.25% 12/15/2047  | 120000 | 97405 |
| Martin Marietta Materials Inc 5.15% 12/1/2034  | 90000 | 90529 |
| Martin Marietta Materials Inc 5.5% 12/1/2054  | 90000 | 86355 |
| Vulcan Materials Co 4.7% 3/1/2048  | 120000 | 103789 |
| Vulcan Materials Co 5.35% 12/1/2034  | 300000 | 307290 |
|  |  | 1199075 |
| Containers & Packaging - 0.1% |  |  |
| Amcor Flexibles North America Inc 2.69% 5/25/2031  | 220000 | 199154 |
| Amcor Flexibles North America Inc 5.5% 3/17/2035  | 150000 | 153356 |
| Amcor Group Finance PLC 5.45% 5/23/2029  | 150000 | 155332 |
| Avery Dennison Corp 2.65% 4/30/2030  | 140000 | 129921 |
| Avery Dennison Corp 5.75% 3/15/2033  | 100000 | 105373 |
| International Paper Co 4.4% 8/15/2047  | 50000 | 40647 |
| International Paper Co 5% 9/15/2035  | 328000 | 325862 |
| International Paper Co 5.15% 5/15/2046  | 110000 | 98983 |
| International Paper Co 6% 11/15/2041  | 70000 | 71256 |
| Packaging Corp of America 5.2% 8/15/2035  | 50000 | 50287 |
| Packaging Corp of America 5.7% 12/1/2033  | 250000 | 262587 |
| Sonoco Products Co 5% 9/1/2034  | 270000 | 264243 |
| WestRock MWV LLC 8.2% 1/15/2030  | 200000 | 230111 |
| WRKCo Inc 3.9% 6/1/2028  | 170000 | 168743 |
| WRKCo Inc 4.9% 3/15/2029  | 140000 | 142931 |
|  |  | 2398786 |
| Metals & Mining - 0.0% |  |  |
| Freeport-McMoRan Inc 4.375% 8/1/2028  | 110000 | 110000 |
| Freeport-McMoRan Inc 4.625% 8/1/2030  | 190000 | 190419 |
| Freeport-McMoRan Inc 5.45% 3/15/2043  | 260000 | 246122 |
| Newmont Corp 2.6% 7/15/2032  | 120000 | 107256 |
| Newmont Corp 5.45% 6/9/2044  | 100000 | 98516 |
| Nucor Corp 2.979% 12/15/2055  | 110000 | 66669 |
| Nucor Corp 3.125% 4/1/2032  | 200000 | 182962 |
|  |  | 1001944 |
| TOTAL MATERIALS |  | 14530227 |
| Real Estate - 1.0% |  |  |
| Diversified REITs - 0.1% |  |  |
| Equinix Europe 2 Financing Corp LLC 5.5% 6/15/2034  | 310000 | 317780 |
| GLP Capital LP / GLP Financing II Inc 4% 1/15/2031  | 190000 | 180873 |
| GLP Capital LP / GLP Financing II Inc 5.25% 2/15/2033  | 200000 | 198854 |
| GLP Capital LP / GLP Financing II Inc 5.625% 9/15/2034  | 350000 | 351102 |
| Piedmont Operating Partnership LP 3.15% 8/15/2030  | 100000 | 90482 |
| Safehold GL Holdings LLC 5.65% 1/15/2035  | 150000 | 151514 |
| Store Capital LLC 2.7% 12/1/2031  | 100000 | 87040 |
| Store Capital LLC 4.5% 3/15/2028  | 200000 | 198869 |
| VICI Properties LP 4.75% 2/15/2028  | 580000 | 584556 |
| VICI Properties LP 5.125% 5/15/2032  | 140000 | 140488 |
| VICI Properties LP 5.625% 4/1/2035  | 140000 | 141576 |
| VICI Properties LP 6.125% 4/1/2054  | 190000 | 184613 |
| WP Carey Inc 2.4% 2/1/2031  | 140000 | 124740 |
| WP Carey Inc 2.45% 2/1/2032  | 130000 | 112656 |
|  |  | 2865143 |
| Health Care REITs - 0.1% |  |  |
| Alexandria Real Estate Equities Inc 2% 5/18/2032  | 370000 | 309851 |
| Alexandria Real Estate Equities Inc 3.375% 8/15/2031  | 340000 | 318040 |
| Alexandria Real Estate Equities Inc 3.95% 1/15/2027  | 395000 | 393159 |
| Alexandria Real Estate Equities Inc 4.5% 7/30/2029  | 100000 | 100367 |
| Alexandria Real Estate Equities Inc 4.85% 4/15/2049  | 140000 | 118049 |
| Alexandria Real Estate Equities Inc 5.625% 5/15/2054  | 150000 | 140827 |
| Healthpeak OP LLC 2.875% 1/15/2031  | 430000 | 395953 |
| Healthpeak OP LLC 3% 1/15/2030  | 320000 | 302811 |
| Healthpeak OP LLC 4.75% 1/15/2033  | 20000 | 19863 |
| Omega Healthcare Investors Inc 3.375% 2/1/2031  | 110000 | 101696 |
| Omega Healthcare Investors Inc 4.5% 4/1/2027  | 140000 | 140154 |
| Omega Healthcare Investors Inc 4.75% 1/15/2028  | 201000 | 202625 |
| Omega Healthcare Investors Inc 5.2% 7/1/2030  | 90000 | 91297 |
| Ventas Realty LP 2.5% 9/1/2031  | 150000 | 133559 |
| Ventas Realty LP 4% 3/1/2028  | 184000 | 183094 |
| Ventas Realty LP 4.875% 4/15/2049  | 160000 | 137027 |
| Ventas Realty LP 5% 1/15/2035  | 130000 | 128525 |
| Welltower OP LLC 2.05% 1/15/2029  | 390000 | 364705 |
| Welltower OP LLC 2.75% 1/15/2032  | 490000 | 440821 |
| Welltower OP LLC 4.25% 4/15/2028  | 174000 | 175012 |
|  |  | 4197435 |
| Industrial REITs - 0.1% |  |  |
| LXP Industrial Trust 6.75% 11/15/2028  | 130000 | 138207 |
| Prologis LP 1.625% 3/15/2031  | 150000 | 130484 |
| Prologis LP 1.75% 2/1/2031  | 340000 | 298542 |
| Prologis LP 2.125% 10/15/2050  | 100000 | 53004 |
| Prologis LP 2.125% 4/15/2027  | 170000 | 165012 |
| Prologis LP 2.875% 11/15/2029  | 370000 | 351394 |
| Prologis LP 4.625% 1/15/2033  | 100000 | 99730 |
| Prologis LP 4.875% 6/15/2028  | 100000 | 102274 |
| Prologis LP 5.125% 1/15/2034  | 100000 | 102187 |
| Prologis LP 5.25% 3/15/2054  | 270000 | 252490 |
| Prologis LP 5.25% 6/15/2053  | 100000 | 93510 |
|  |  | 1786834 |
| Office REITs - 0.1% |  |  |
| Boston Properties LP 2.55% 4/1/2032  | 160000 | 137327 |
| Boston Properties LP 2.75% 10/1/2026  | 100000 | 98259 |
| Boston Properties LP 3.25% 1/30/2031  | 227000 | 210942 |
| Boston Properties LP 3.4% 6/21/2029  | 230000 | 220405 |
| Boston Properties LP 3.65% 2/1/2026  | 130000 | 129390 |
| Boston Properties LP 4.5% 12/1/2028  | 280000 | 280173 |
| Boston Properties LP 5.75% 1/15/2035  | 130000 | 131745 |
| COPT Defense Properties LP 2.75% 4/15/2031  | 200000 | 180274 |
| Highwoods Realty LP 4.125% 3/15/2028  | 140000 | 137922 |
| Highwoods Realty LP 4.2% 4/15/2029  | 170000 | 166335 |
| Kilroy Realty LP 2.65% 11/15/2033  | 100000 | 80813 |
| Kilroy Realty LP 4.75% 12/15/2028  | 130000 | 130342 |
| Kilroy Realty LP 5.875% 10/15/2035  | 40000 | 39811 |
| Kilroy Realty LP 6.25% 1/15/2036  | 70000 | 71514 |
|  |  | 2015252 |
| Real Estate Management & Development - 0.1% |  |  |
| Americold Realty Operating Partnership LP 5.6% 5/15/2032  | 150000 | 152082 |
| CBRE Services Inc 5.5% 4/1/2029  | 140000 | 145204 |
| CBRE Services Inc 5.95% 8/15/2034  | 100000 | 106205 |
| Digital Realty Trust LP 3.7% 8/15/2027  | 370000 | 367100 |
| Essex Portfolio LP 2.65% 3/15/2032  | 320000 | 282829 |
| Essex Portfolio LP 3% 1/15/2030  | 230000 | 217337 |
| Essex Portfolio LP 5.375% 4/1/2035  | 90000 | 91980 |
| Extra Space Storage LP 3.9% 4/1/2029  | 520000 | 511873 |
| Extra Space Storage LP 4% 6/15/2029  | 80000 | 79141 |
| Extra Space Storage LP 4.95% 1/15/2033  | 150000 | 150485 |
| Extra Space Storage LP 5.35% 1/15/2035  | 130000 | 130967 |
| Extra Space Storage LP 5.4% 2/1/2034  | 100000 | 101886 |
| Extra Space Storage LP 5.4% 6/15/2035  | 40000 | 40377 |
| Mid-America Apartments LP 2.875% 9/15/2051  | 65000 | 40635 |
| Mid-America Apartments LP 4.2% 6/15/2028  | 260000 | 260674 |
| Mid-America Apartments LP 5% 3/15/2034  | 50000 | 50337 |
| Tanger Properties LP 3.125% 9/1/2026  | 100000 | 98462 |
|  |  | 2827574 |
| Residential REITs - 0.1% |  |  |
| American Homes 4 Rent LP 3.375% 7/15/2051  | 270000 | 177117 |
| American Homes 4 Rent LP 5.5% 2/1/2034  | 90000 | 92421 |
| AvalonBay Communities Inc 2.3% 3/1/2030  | 408000 | 375640 |
| AvalonBay Communities Inc 3.35% 5/15/2027  | 170000 | 168005 |
| AvalonBay Communities Inc 4.15% 7/1/2047  | 60000 | 48314 |
| AvalonBay Communities Inc 5.3% 12/7/2033  | 100000 | 103194 |
| Camden Property Trust 2.8% 5/15/2030  | 170000 | 159452 |
| Camden Property Trust 3.15% 7/1/2029  | 190000 | 182556 |
| ERP Operating LP 1.85% 8/1/2031  | 240000 | 209794 |
| ERP Operating LP 2.5% 2/15/2030  | 160000 | 149063 |
| ERP Operating LP 3.5% 3/1/2028  | 160000 | 157795 |
| ERP Operating LP 4.95% 6/15/2032  | 330000 | 337010 |
| Invitation Homes Operating Partnership LP 2.3% 11/15/2028  | 170000 | 160445 |
| Invitation Homes Operating Partnership LP 4.15% 4/15/2032  | 110000 | 105221 |
| Invitation Homes Operating Partnership LP 4.95% 1/15/2033  | 70000 | 69845 |
| Invitation Homes Operating Partnership LP 5.5% 8/15/2033  | 160000 | 164102 |
| Sun Communities Operating LP 2.3% 11/1/2028  | 170000 | 160866 |
| Sun Communities Operating LP 2.7% 7/15/2031  | 100000 | 90505 |
| UDR Inc 2.1% 6/15/2033  | 100000 | 81800 |
| UDR Inc 3% 8/15/2031  | 250000 | 229469 |
| UDR Inc 3.2% 1/15/2030  | 100000 | 95682 |
|  |  | 3318296 |
| Retail REITs - 0.2% |  |  |
| Agree LP 2.9% 10/1/2030  | 100000 | 93092 |
| Agree LP 4.8% 10/1/2032  | 170000 | 169346 |
| Brixmor Operating Partnership LP 4.05% 7/1/2030  | 48000 | 47037 |
| Brixmor Operating Partnership LP 4.125% 5/15/2029  | 44000 | 43608 |
| Brixmor Operating Partnership LP 4.125% 6/15/2026  | 170000 | 169509 |
| Brixmor Operating Partnership LP 5.5% 2/15/2034  | 190000 | 193640 |
| Federal Realty OP LP 1.25% 2/15/2026  | 200000 | 196846 |
| Federal Realty OP LP 5.375% 5/1/2028  | 290000 | 298171 |
| Kimco Realty OP LLC 1.9% 3/1/2028  | 610000 | 579165 |
| Kimco Realty OP LLC 2.8% 10/1/2026  | 216000 | 212589 |
| Kimco Realty OP LLC 4.6% 2/1/2033  | 120000 | 118136 |
| Kimco Realty OP LLC 4.85% 3/1/2035  | 200000 | 197162 |
| Kite Realty Group LP 5.2% 8/15/2032  | 100000 | 101606 |
| Kite Realty Group LP 5.5% 3/1/2034  | 70000 | 71597 |
| NNN REIT Inc 3% 4/15/2052  | 200000 | 122483 |
| NNN REIT Inc 3.6% 12/15/2026  | 530000 | 526571 |
| Phillips Edison Grocery Center Operating Partnership I LP 4.95% 1/15/2035  | 110000 | 107379 |
| Phillips Edison Grocery Center Operating Partnership I LP 5.25% 8/15/2032  | 40000 | 40824 |
| Realty Income Corp 2.85% 12/15/2032  | 338000 | 300471 |
| Realty Income Corp 3% 1/15/2027  | 640000 | 630053 |
| Realty Income Corp 3.2% 2/15/2031  | 160000 | 150290 |
| Realty Income Corp 3.25% 1/15/2031  | 238000 | 225012 |
| Realty Income Corp 4.9% 7/15/2033  | 150000 | 150680 |
| Regency Centers LP 3.7% 6/15/2030  | 150000 | 146205 |
| Regency Centers LP 5.1% 1/15/2035  | 200000 | 200657 |
| Regency Centers LP 5.25% 1/15/2034  | 130000 | 133030 |
| Simon Property Group LP 2.2% 2/1/2031  | 250000 | 223788 |
| Simon Property Group LP 2.65% 2/1/2032  | 130000 | 115912 |
| Simon Property Group LP 2.65% 7/15/2030  | 138000 | 128339 |
| Simon Property Group LP 3.375% 12/1/2027  | 150000 | 148116 |
| Simon Property Group LP 3.5% 9/1/2025  | 230000 | 229911 |
| Simon Property Group LP 4.25% 10/1/2044  | 120000 | 100014 |
| Simon Property Group LP 4.25% 11/30/2046  | 116000 | 95241 |
| Simon Property Group LP 4.375% 10/1/2030  | 70000 | 70179 |
| Simon Property Group LP 4.75% 3/15/2042  | 110000 | 99381 |
| Simon Property Group LP 4.75% 9/26/2034  | 120000 | 117959 |
| Simon Property Group LP 5.125% 10/1/2035  | 200000 | 199918 |
| Simon Property Group LP 5.85% 3/8/2053  | 130000 | 129872 |
| Simon Property Group LP 6.25% 1/15/2034  | 160000 | 175050 |
|  |  | 7058839 |
| Specialized REITs - 0.2% |  |  |
| American Tower Corp 1.3% 9/15/2025  | 120000 | 119840 |
| American Tower Corp 2.1% 6/15/2030  | 120000 | 107924 |
| American Tower Corp 2.7% 4/15/2031  | 360000 | 326560 |
| American Tower Corp 3.1% 6/15/2050  | 120000 | 77793 |
| American Tower Corp 3.125% 1/15/2027  | 950000 | 935663 |
| American Tower Corp 3.6% 1/15/2028  | 70000 | 69058 |
| American Tower Corp 3.7% 10/15/2049  | 150000 | 108588 |
| American Tower Corp 3.8% 8/15/2029  | 100000 | 98001 |
| American Tower Corp 5.25% 7/15/2028  | 470000 | 483497 |
| American Tower Corp 5.4% 1/31/2035  | 30000 | 30791 |
| American Tower Corp 5.65% 3/15/2033  | 370000 | 386423 |
| Crown Castle Inc 2.25% 1/15/2031  | 100000 | 88560 |
| Crown Castle Inc 3.25% 1/15/2051  | 190000 | 124412 |
| Crown Castle Inc 3.3% 7/1/2030  | 480000 | 453332 |
| Crown Castle Inc 3.65% 9/1/2027  | 464000 | 458277 |
| Crown Castle Inc 5.1% 5/1/2033  | 280000 | 280725 |
| Crown Castle Inc 5.2% 9/1/2034  | 330000 | 329709 |
| CubeSmart LP 3% 2/15/2030  | 210000 | 198073 |
| EPR Properties 3.75% 8/15/2029  | 130000 | 124848 |
| EPR Properties 4.5% 6/1/2027  | 210000 | 209341 |
| EPR Properties 4.75% 12/15/2026  | 130000 | 130116 |
| Equinix Inc 1.45% 5/15/2026  | 200000 | 195871 |
| Equinix Inc 2.5% 5/15/2031  | 210000 | 188350 |
| Equinix Inc 3.9% 4/15/2032  | 250000 | 238021 |
| Public Storage Operating Co 4.375% 7/1/2030  | 50000 | 50312 |
| Public Storage Operating Co 5% 7/1/2035  | 30000 | 29938 |
| Public Storage Operating Co 5.1% 8/1/2033  | 580000 | 597921 |
| Weyerhaeuser Co 4% 11/15/2029  | 270000 | 266884 |
| Weyerhaeuser Co 4% 4/15/2030  | 280000 | 275873 |
| Weyerhaeuser Co 6.95% 10/1/2027  | 150000 | 158104 |
|  |  | 7142805 |
| TOTAL REAL ESTATE |  | 31212178 |
| Utilities - 2.2% |  |  |
| Electric Utilities - 1.8% |  |  |
| AEP Texas Inc 3.45% 5/15/2051  | 70000 | 46576 |
| AEP Texas Inc 3.8% 10/1/2047  | 80000 | 58783 |
| AEP Texas Inc 4.15% 5/1/2049  | 120000 | 91216 |
| AEP Texas Inc 5.25% 5/15/2052  | 100000 | 88882 |
| AEP Transmission Co LLC 2.75% 8/15/2051  | 100000 | 61286 |
| AEP Transmission Co LLC 3.65% 4/1/2050  | 139000 | 101937 |
| AEP Transmission Co LLC 5.375% 6/15/2035  | 340000 | 348300 |
| AEP Transmission Co LLC 5.4% 3/15/2053  | 100000 | 95796 |
| Alabama Power Co 1.45% 9/15/2030  | 800000 | 701354 |
| Alabama Power Co 3% 3/15/2052  | 170000 | 108888 |
| Alabama Power Co 3.45% 10/1/2049  | 330000 | 233349 |
| Alabama Power Co 5.85% 11/15/2033  | 190000 | 202972 |
| American Electric Power Co Inc 2.3% 3/1/2030  | 120000 | 109894 |
| American Electric Power Co Inc 3.25% 3/1/2050  | 174000 | 113589 |
| American Electric Power Co Inc 4.3% 12/1/2028  | 194000 | 194996 |
| American Electric Power Co Inc 6.95% 12/15/2054 (b) | 140000 | 148842 |
| Appalachian Power Co 3.7% 5/1/2050  | 100000 | 70213 |
| Appalachian Power Co 4.5% 8/1/2032  | 140000 | 138178 |
| Appalachian Power Co 5.65% 4/1/2034  | 120000 | 124238 |
| Appalachian Power Co 7% 4/1/2038  | 100000 | 112246 |
| Arizona Public Service Co 2.6% 8/15/2029  | 160000 | 150177 |
| Arizona Public Service Co 3.35% 5/15/2050  | 200000 | 136293 |
| Arizona Public Service Co 4.2% 8/15/2048  | 100000 | 78662 |
| Arizona Public Service Co 5.55% 8/1/2033  | 160000 | 165839 |
| Arizona Public Service Co 5.9% 8/15/2055  | 130000 | 129509 |
| Baltimore Gas and Electric Co 2.9% 6/15/2050  | 120000 | 75462 |
| Baltimore Gas and Electric Co 3.75% 8/15/2047  | 210000 | 159074 |
| Baltimore Gas and Electric Co 4.55% 6/1/2052  | 100000 | 84277 |
| Baltimore Gas and Electric Co 5.3% 6/1/2034  | 230000 | 237076 |
| Baltimore Gas and Electric Co 5.45% 6/1/2035  | 60000 | 61826 |
| CenterPoint Energy Houston Electric LLC 2.9% 7/1/2050  | 100000 | 63290 |
| CenterPoint Energy Houston Electric LLC 3.35% 4/1/2051  | 70000 | 47679 |
| CenterPoint Energy Houston Electric LLC 4.25% 2/1/2049  | 185000 | 150049 |
| CenterPoint Energy Houston Electric LLC 4.8% 3/15/2030  | 250000 | 255989 |
| CenterPoint Energy Houston Electric LLC 4.95% 4/1/2033  | 330000 | 333989 |
| CenterPoint Energy Houston Electric LLC 4.95% 8/15/2035  | 130000 | 128899 |
| Cleco Corporate Holdings LLC 4.973% 5/1/2046  | 50000 | 42808 |
| Commonwealth Edison Co 2.55% 6/15/2026  | 470000 | 464308 |
| Commonwealth Edison Co 2.75% 9/1/2051  | 330000 | 197584 |
| Commonwealth Edison Co 3% 3/1/2050  | 200000 | 128695 |
| Commonwealth Edison Co 3.2% 11/15/2049  | 120000 | 80460 |
| Commonwealth Edison Co 4% 3/1/2048  | 208000 | 164095 |
| Commonwealth Edison Co 6.45% 1/15/2038  | 240000 | 266369 |
| Connecticut Light and Power Co/The 4% 4/1/2048  | 60000 | 47271 |
| Connecticut Light and Power Co/The 4.15% 6/1/2045  | 160000 | 131331 |
| Connecticut Light and Power Co/The 5.25% 1/15/2053  | 120000 | 112077 |
| Consolidated Edison Co of New York Inc 3.125% 11/15/2027  | 1170000 | 1148527 |
| Consolidated Edison Co of New York Inc 3.35% 4/1/2030  | 270000 | 261704 |
| Consolidated Edison Co of New York Inc 3.7% 11/15/2059  | 240000 | 166008 |
| Consolidated Edison Co of New York Inc 3.85% 6/15/2046  | 100000 | 77766 |
| Consolidated Edison Co of New York Inc 3.95% 4/1/2050  | 245000 | 189390 |
| Consolidated Edison Co of New York Inc 4.5% 5/15/2058  | 220000 | 177443 |
| Consolidated Edison Co of New York Inc 4.65% 12/1/2048  | 385000 | 331232 |
| Consolidated Edison Co of New York Inc 5.2% 3/1/2033  | 330000 | 340900 |
| Consolidated Edison Co of New York Inc 5.7% 6/15/2040  | 90000 | 92290 |
| Consolidated Edison Co of New York Inc 6.15% 11/15/2052  | 150000 | 156844 |
| Consolidated Edison Co of New York Inc 6.2% 6/15/2036  | 300000 | 325445 |
| Consolidated Edison Co of New York Inc 6.75% 4/1/2038  | 110000 | 125014 |
| Dayton Power & Light Co/The 3.95% 6/15/2049  | 55000 | 40113 |
| Dominion Energy South Carolina Inc 2.3% 12/1/2031  | 230000 | 203454 |
| Dominion Energy South Carolina Inc 5.1% 6/1/2065  | 60000 | 52936 |
| Dominion Energy South Carolina Inc 5.3% 1/15/2035  | 150000 | 153747 |
| Dominion Energy South Carolina Inc 5.3% 5/15/2033  | 100000 | 103408 |
| Dominion Energy South Carolina Inc 6.25% 10/15/2053  | 50000 | 53710 |
| DTE Electric Co 2.95% 3/1/2050  | 80000 | 51910 |
| DTE Electric Co 3% 3/1/2032  | 180000 | 165659 |
| DTE Electric Co 3.25% 4/1/2051  | 240000 | 163893 |
| DTE Electric Co 3.65% 3/1/2052  | 190000 | 137688 |
| DTE Electric Co 3.95% 3/1/2049  | 56000 | 43806 |
| DTE Electric Co 4.05% 5/15/2048  | 100000 | 80630 |
| DTE Electric Co 5.2% 3/1/2034  | 110000 | 113171 |
| Duke Energy Carolinas LLC 3.2% 8/15/2049  | 120000 | 80825 |
| Duke Energy Carolinas LLC 3.7% 12/1/2047  | 360000 | 269899 |
| Duke Energy Carolinas LLC 3.75% 6/1/2045  | 150000 | 116010 |
| Duke Energy Carolinas LLC 3.875% 3/15/2046  | 240000 | 186262 |
| Duke Energy Carolinas LLC 3.95% 3/15/2048  | 210000 | 163713 |
| Duke Energy Carolinas LLC 4% 9/30/2042  | 179000 | 147995 |
| Duke Energy Carolinas LLC 4.25% 12/15/2041  | 130000 | 112139 |
| Duke Energy Corp 2.45% 6/1/2030  | 200000 | 183859 |
| Duke Energy Corp 3.15% 8/15/2027  | 352000 | 345773 |
| Duke Energy Corp 3.3% 6/15/2041  | 515000 | 388045 |
| Duke Energy Corp 3.75% 9/1/2046  | 110000 | 81988 |
| Duke Energy Corp 4.2% 6/15/2049  | 310000 | 239593 |
| Duke Energy Corp 5% 8/15/2052  | 100000 | 87222 |
| Duke Energy Corp 5.45% 6/15/2034  | 140000 | 144526 |
| Duke Energy Corp 6.1% 9/15/2053  | 50000 | 50792 |
| Duke Energy Corp 6.45% 9/1/2054 (b) | 150000 | 155306 |
| Duke Energy Florida LLC 3.2% 1/15/2027  | 240000 | 237515 |
| Duke Energy Florida LLC 4.2% 7/15/2048  | 140000 | 112234 |
| Duke Energy Florida LLC 6.35% 9/15/2037  | 100000 | 109427 |
| Duke Energy Florida LLC 6.4% 6/15/2038  | 360000 | 398725 |
| Duke Energy Indiana LLC 5.9% 5/15/2055  | 100000 | 101793 |
| Duke Energy Indiana LLC 6.12% 10/15/2035  | 70000 | 75736 |
| Duke Energy Indiana LLC 6.35% 8/15/2038  | 170000 | 187034 |
| Duke Energy Indiana LLC 6.45% 4/1/2039  | 110000 | 121661 |
| Duke Energy Ohio Inc 2.125% 6/1/2030  | 210000 | 190749 |
| Duke Energy Ohio Inc 3.65% 2/1/2029  | 210000 | 206648 |
| Duke Energy Ohio Inc 4.3% 2/1/2049  | 65000 | 52368 |
| Duke Energy Ohio Inc 5.55% 3/15/2054  | 50000 | 48547 |
| Duke Energy Progress LLC 2% 8/15/2031  | 270000 | 237341 |
| Duke Energy Progress LLC 3.45% 3/15/2029  | 600000 | 587639 |
| Duke Energy Progress LLC 4.1% 5/15/2042  | 130000 | 109097 |
| Duke Energy Progress LLC 4.15% 12/1/2044  | 220000 | 181390 |
| Duke Energy Progress LLC 4.2% 8/15/2045  | 180000 | 148780 |
| Duke Energy Progress LLC 5.25% 3/15/2033  | 100000 | 103333 |
| Edison International 4.125% 3/15/2028  | 320000 | 314811 |
| Edison International 6.95% 11/15/2029  | 70000 | 74277 |
| Entergy Arkansas LLC 3.35% 6/15/2052  | 100000 | 67934 |
| Entergy Arkansas LLC 5.3% 9/15/2033  | 70000 | 72331 |
| Entergy Corp 0.9% 9/15/2025  | 500000 | 499340 |
| Entergy Corp 2.4% 6/15/2031  | 120000 | 107052 |
| Entergy Corp 3.75% 6/15/2050  | 190000 | 135277 |
| Entergy Louisiana LLC 3.12% 9/1/2027  | 490000 | 481506 |
| Entergy Louisiana LLC 4% 3/15/2033  | 190000 | 180197 |
| Entergy Louisiana LLC 4.2% 9/1/2048  | 200000 | 160498 |
| Entergy Louisiana LLC 5.7% 3/15/2054  | 350000 | 341825 |
| Entergy Mississippi LLC 5% 9/1/2033  | 100000 | 101080 |
| Entergy Mississippi LLC 5.8% 4/15/2055  | 80000 | 79643 |
| Entergy Mississippi LLC 5.85% 6/1/2054  | 80000 | 79332 |
| Entergy Tex Inc 3.55% 9/30/2049  | 294000 | 207617 |
| Entergy Tex Inc 5.25% 4/15/2035  | 60000 | 61049 |
| Evergy Kansas Central Inc 5.25% 3/15/2035  | 500000 | 506525 |
| Evergy Metro Inc 5.125% 8/15/2035  | 70000 | 69957 |
| Eversource Energy 1.65% 8/15/2030  | 100000 | 87718 |
| Eversource Energy 2.55% 3/15/2031  | 200000 | 180273 |
| Eversource Energy 3.45% 1/15/2050  | 120000 | 83376 |
| Eversource Energy 4.75% 5/15/2026  | 270000 | 270624 |
| Eversource Energy 5.45% 3/1/2028  | 250000 | 257121 |
| Eversource Energy 5.95% 7/15/2034  | 110000 | 115386 |
| Exelon Corp 3.35% 3/15/2032  | 190000 | 176398 |
| Exelon Corp 4.05% 4/15/2030  | 650000 | 642940 |
| Exelon Corp 4.45% 4/15/2046  | 125000 | 103964 |
| Exelon Corp 4.7% 4/15/2050  | 110000 | 91686 |
| Exelon Corp 5.1% 6/15/2045  | 160000 | 146182 |
| Exelon Corp 5.875% 3/15/2055  | 110000 | 108768 |
| FirstEnergy Corp 1.6% 1/15/2026  | 97000 | 95851 |
| FirstEnergy Corp 2.25% 9/1/2030  | 150000 | 134700 |
| FirstEnergy Corp 4.85% 7/15/2047 (e) | 150000 | 128940 |
| Florida Power & Light Co 2.875% 12/4/2051  | 190000 | 118776 |
| Florida Power & Light Co 3.95% 3/1/2048  | 160000 | 126798 |
| Florida Power & Light Co 3.99% 3/1/2049  | 133000 | 104096 |
| Florida Power & Light Co 4.05% 10/1/2044  | 170000 | 139699 |
| Florida Power & Light Co 4.05% 6/1/2042  | 210000 | 175970 |
| Florida Power & Light Co 4.125% 2/1/2042  | 405000 | 344156 |
| Florida Power & Light Co 5.3% 6/15/2034  | 300000 | 310231 |
| Florida Power & Light Co 5.6% 6/15/2054  | 130000 | 128762 |
| Florida Power & Light Co 5.625% 4/1/2034  | 140000 | 148876 |
| Florida Power & Light Co 5.7% 3/15/2055  | 100000 | 100106 |
| Georgia Power Co 2.65% 9/15/2029  | 640000 | 605416 |
| Georgia Power Co 4.65% 5/16/2028  | 170000 | 172515 |
| Georgia Power Co 4.95% 5/17/2033  | 340000 | 344148 |
| Georgia Power Co 5.2% 3/15/2035  | 440000 | 446626 |
| Georgia Power Co 5.25% 3/15/2034  | 100000 | 102499 |
| Indiana Michigan Power Co 3.25% 5/1/2051  | 80000 | 51881 |
| Indiana Michigan Power Co 3.75% 7/1/2047  | 120000 | 89626 |
| Interstate Power and Light Co 2.3% 6/1/2030  | 104000 | 94838 |
| Interstate Power and Light Co 4.1% 9/26/2028  | 260000 | 260117 |
| IPALCO Enterprises Inc 5.75% 4/1/2034  | 70000 | 70593 |
| ITC Holdings Corp 3.25% 6/30/2026  | 220000 | 217862 |
| ITC Holdings Corp 5.3% 7/1/2043  | 35000 | 32667 |
| Jersey Central Power & Light Co 5.1% 1/15/2035  | 120000 | 119897 |
| Kentucky Utilities Co 5.125% 11/1/2040  | 170000 | 165284 |
| Kentucky Utilities Co 5.85% 8/15/2055  | 80000 | 79419 |
| Louisville Gas and Electric Co 4.25% 4/1/2049  | 60000 | 47689 |
| Louisville Gas and Electric Co 5.85% 8/15/2055  | 50000 | 49615 |
| MidAmerican Energy Co 3.65% 8/1/2048  | 280000 | 207604 |
| MidAmerican Energy Co 3.95% 8/1/2047  | 100000 | 78460 |
| MidAmerican Energy Co 4.25% 7/15/2049  | 100000 | 80920 |
| MidAmerican Energy Co 5.35% 1/15/2034  | 200000 | 207580 |
| MidAmerican Energy Co 5.8% 10/15/2036  | 110000 | 117597 |
| Mississippi Power Co 3.95% 3/30/2028  | 120000 | 119889 |
| Mississippi Power Co 4.25% 3/15/2042  | 50000 | 43022 |
| National Grid USA 5.803% 4/1/2035  | 60000 | 61626 |
| Nevada Power Co 3.125% 8/1/2050  | 150000 | 95246 |
| Nevada Power Co 6% 3/15/2054  | 70000 | 70619 |
| NextEra Energy Capital Holdings Inc 1.875% 1/15/2027  | 300000 | 290761 |
| NextEra Energy Capital Holdings Inc 2.44% 1/15/2032  | 400000 | 350677 |
| NextEra Energy Capital Holdings Inc 3% 1/15/2052  | 110000 | 68095 |
| NextEra Energy Capital Holdings Inc 4.9% 2/28/2028  | 900000 | 915329 |
| NextEra Energy Capital Holdings Inc 5% 7/15/2032  | 80000 | 81303 |
| NextEra Energy Capital Holdings Inc 5.45% 3/15/2035  | 240000 | 245328 |
| NextEra Energy Capital Holdings Inc 5.55% 3/15/2054  | 140000 | 132922 |
| NextEra Energy Capital Holdings Inc 5.749% 9/1/2025  | 310000 | 309962 |
| NextEra Energy Capital Holdings Inc 5.9% 3/15/2055  | 220000 | 219136 |
| NextEra Energy Capital Holdings Inc 6.75% 6/15/2054 (b) | 580000 | 612775 |
| Northern States Power Co/MN 2.6% 6/1/2051  | 187000 | 112284 |
| Northern States Power Co/MN 3.2% 4/1/2052  | 80000 | 54374 |
| Northern States Power Co/MN 4% 8/15/2045  | 110000 | 89123 |
| Northern States Power Co/MN 5.05% 5/15/2035  | 400000 | 404305 |
| Northern States Power Co/MN 5.65% 5/15/2055  | 200000 | 198347 |
| NSTAR Electric Co 3.1% 6/1/2051  | 100000 | 65869 |
| NSTAR Electric Co 4.95% 9/15/2052  | 100000 | 88928 |
| NSTAR Electric Co 5.2% 3/1/2035  | 210000 | 213283 |
| Oglethorpe Power Corp 3.75% 8/1/2050  | 100000 | 70315 |
| Oglethorpe Power Corp 5.05% 10/1/2048  | 50000 | 44386 |
| Oglethorpe Power Corp 5.375% 11/1/2040  | 120000 | 117002 |
| Oglethorpe Power Corp 5.8% 6/1/2054  | 100000 | 96535 |
| Oglethorpe Power Corp 5.95% 11/1/2039  | 110000 | 113510 |
| Ohio Edison Co 6.875% 7/15/2036  | 70000 | 79312 |
| Ohio Power Co 4% 6/1/2049  | 200000 | 149593 |
| Ohio Power Co 5% 6/1/2033  | 100000 | 100580 |
| Oncor Electric Delivery Co LLC 3.1% 9/15/2049  | 100000 | 65448 |
| Oncor Electric Delivery Co LLC 3.75% 4/1/2045  | 100000 | 77212 |
| Oncor Electric Delivery Co LLC 3.8% 6/1/2049  | 390000 | 289531 |
| Oncor Electric Delivery Co LLC 4.1% 11/15/2048  | 100000 | 78998 |
| Oncor Electric Delivery Co LLC 4.55% 9/15/2032  | 150000 | 149004 |
| Oncor Electric Delivery Co LLC 4.6% 6/1/2052  | 150000 | 123726 |
| Oncor Electric Delivery Co LLC 5.35% 4/1/2035 (c) | 200000 | 205603 |
| Oncor Electric Delivery Co LLC 5.55% 6/15/2054  | 100000 | 96915 |
| Oncor Electric Delivery Co LLC 5.75% 3/15/2029  | 230000 | 240825 |
| Oncor Electric Delivery Co LLC 5.8% 4/1/2055 (c) | 50000 | 50003 |
| Pacific Gas and Electric Co 2.5% 2/1/2031  | 445000 | 394642 |
| Pacific Gas and Electric Co 3.15% 1/1/2026  | 110000 | 109335 |
| Pacific Gas and Electric Co 3.3% 8/1/2040  | 100000 | 73952 |
| Pacific Gas and Electric Co 4.2% 3/1/2029  | 200000 | 198035 |
| Pacific Gas and Electric Co 4.5% 7/1/2040  | 130000 | 110945 |
| Pacific Gas and Electric Co 4.55% 7/1/2030  | 753000 | 745758 |
| Pacific Gas and Electric Co 4.75% 2/15/2044  | 370000 | 306464 |
| Pacific Gas and Electric Co 4.95% 7/1/2050  | 230000 | 190443 |
| Pacific Gas and Electric Co 5.25% 3/1/2052  | 230000 | 196022 |
| Pacific Gas and Electric Co 5.8% 5/15/2034  | 120000 | 122704 |
| Pacific Gas and Electric Co 5.9% 6/15/2032  | 300000 | 311986 |
| Pacific Gas and Electric Co 6.1% 1/15/2029  | 860000 | 897398 |
| Pacific Gas and Electric Co 6.15% 1/15/2033  | 100000 | 105057 |
| Pacific Gas and Electric Co 6.15% 3/1/2055  | 180000 | 174176 |
| Pacific Gas and Electric Co 6.7% 4/1/2053  | 90000 | 92976 |
| Pacific Gas and Electric Co 6.75% 1/15/2053  | 490000 | 505817 |
| PacifiCorp 2.9% 6/15/2052  | 100000 | 58924 |
| PacifiCorp 4.15% 2/15/2050  | 250000 | 189405 |
| PacifiCorp 5.3% 2/15/2031  | 110000 | 114114 |
| PacifiCorp 5.35% 12/1/2053  | 140000 | 125216 |
| PacifiCorp 5.5% 5/15/2054  | 160000 | 146307 |
| PacifiCorp 5.8% 1/15/2055  | 270000 | 255325 |
| PacifiCorp 6% 1/15/2039  | 330000 | 340215 |
| PacifiCorp 7.375% 9/15/2055 (b) | 110000 | 114143 |
| PECO Energy Co 3.7% 9/15/2047  | 220000 | 165458 |
| PECO Energy Co 4.6% 5/15/2052  | 210000 | 180502 |
| PECO Energy Co 4.9% 6/15/2033  | 230000 | 233867 |
| PG&E Wildfire Recovery Funding LLC 5.099% 6/1/2054  | 150000 | 137733 |
| PG&E Wildfire Recovery Funding LLC 5.212% 12/1/2049  | 260000 | 248031 |
| Potomac Electric Power Co 4.15% 3/15/2043  | 110000 | 91437 |
| Potomac Electric Power Co 6.5% 11/15/2037  | 60000 | 66943 |
| PPL Capital Funding Inc 4% 9/15/2047  | 90000 | 63633 |
| PPL Electric Utilities Corp 3% 10/1/2049  | 70000 | 45603 |
| PPL Electric Utilities Corp 5% 5/15/2033  | 100000 | 102118 |
| PPL Electric Utilities Corp 5.25% 5/15/2053  | 100000 | 94753 |
| PPL Electric Utilities Corp 5.55% 8/15/2055  | 210000 | 205195 |
| Progress Energy Inc 7.75% 3/1/2031  | 240000 | 278038 |
| Public Service Co of Colorado 3.2% 3/1/2050  | 210000 | 137981 |
| Public Service Co of Colorado 5.25% 4/1/2053  | 120000 | 109179 |
| Public Service Co of Colorado 5.35% 5/15/2034  | 160000 | 162823 |
| Public Service Co of Colorado 5.85% 5/15/2055  | 240000 | 236584 |
| Public Service Co of Colorado 6.25% 9/1/2037  | 130000 | 140119 |
| Public Service Co of New Hampshire 5.35% 10/1/2033  | 140000 | 145801 |
| Public Service Co of Oklahoma 5.2% 1/15/2035  | 160000 | 160444 |
| Public Service Co of Oklahoma 5.25% 1/15/2033  | 100000 | 102144 |
| Public Service Electric and Gas Co 2.45% 1/15/2030  | 80000 | 74579 |
| Public Service Electric and Gas Co 3.15% 1/1/2050  | 300000 | 201657 |
| Public Service Electric and Gas Co 3.2% 8/1/2049  | 110000 | 75096 |
| Public Service Electric and Gas Co 3.65% 9/1/2042  | 130000 | 102162 |
| Public Service Electric and Gas Co 3.7% 5/1/2028  | 120000 | 119352 |
| Public Service Electric and Gas Co 5.2% 8/1/2033  | 190000 | 196360 |
| Public Service Electric and Gas Co 5.3% 8/1/2054  | 130000 | 123478 |
| Public Service Electric and Gas Co 5.45% 8/1/2053  | 170000 | 165221 |
| Public Service Electric and Gas Co 5.5% 3/1/2055  | 100000 | 97653 |
| Puget Sound Energy Inc 4.223% 6/15/2048  | 70000 | 56482 |
| Puget Sound Energy Inc 4.3% 5/20/2045  | 180000 | 146708 |
| Puget Sound Energy Inc 5.33% 6/15/2034  | 250000 | 255819 |
| Southern California Edison Co 2.95% 2/1/2051  | 250000 | 151329 |
| Southern California Edison Co 3.65% 2/1/2050  | 410000 | 282259 |
| Southern California Edison Co 3.65% 6/1/2051  | 110000 | 74817 |
| Southern California Edison Co 3.9% 3/15/2043  | 230000 | 176276 |
| Southern California Edison Co 4.05% 3/15/2042  | 160000 | 126287 |
| Southern California Edison Co 4.125% 3/1/2048  | 285000 | 215225 |
| Southern California Edison Co 4.65% 10/1/2043  | 158000 | 132891 |
| Southern California Edison Co 4.9% 6/1/2026  | 410000 | 411294 |
| Southern California Edison Co 5.75% 4/15/2054  | 170000 | 159097 |
| Southern California Edison Co 6.05% 3/15/2039  | 100000 | 102649 |
| Southern Co/The 3.25% 7/1/2026  | 765000 | 758067 |
| Southern Co/The 3.7% 4/30/2030  | 150000 | 146394 |
| Southern Co/The 4% 1/15/2051 (b) | 340000 | 338782 |
| Southern Co/The 4.4% 7/1/2046  | 383000 | 318162 |
| Southern Co/The 6.375% 3/15/2055 (b) | 40000 | 41853 |
| Southwestern Electric Power Co 3.25% 11/1/2051  | 65000 | 41907 |
| Southwestern Electric Power Co 3.85% 2/1/2048  | 70000 | 50911 |
| Southwestern Electric Power Co 5.3% 4/1/2033  | 190000 | 193020 |
| Southwestern Public Service Co 4.5% 8/15/2041  | 160000 | 140289 |
| Tampa Electric Co 3.625% 6/15/2050  | 140000 | 99779 |
| Tampa Electric Co 4.3% 6/15/2048  | 60000 | 48834 |
| Tampa Electric Co 4.45% 6/15/2049  | 140000 | 115151 |
| Tampa Electric Co 4.9% 3/1/2029  | 170000 | 174015 |
| Tucson Electric Power Co 1.5% 8/1/2030  | 100000 | 87042 |
| Tucson Electric Power Co 5.5% 4/15/2053  | 90000 | 84686 |
| Union Electric Co 2.625% 3/15/2051  | 140000 | 82818 |
| Union Electric Co 2.95% 3/15/2030  | 170000 | 161860 |
| Union Electric Co 3.9% 4/1/2052  | 120000 | 90695 |
| Union Electric Co 4% 4/1/2048  | 100000 | 78378 |
| Union Electric Co 5.45% 3/15/2053  | 100000 | 95604 |
| Virginia Electric and Power Co 2.4% 3/30/2032  | 110000 | 96557 |
| Virginia Electric and Power Co 2.45% 12/15/2050  | 200000 | 112314 |
| Virginia Electric and Power Co 3.8% 4/1/2028  | 90000 | 89743 |
| Virginia Electric and Power Co 3.8% 9/15/2047  | 180000 | 135940 |
| Virginia Electric and Power Co 4.6% 12/1/2048  | 208000 | 176892 |
| Virginia Electric and Power Co 4.625% 5/15/2052  | 100000 | 83755 |
| Virginia Electric and Power Co 5% 4/1/2033  | 100000 | 101401 |
| Virginia Electric and Power Co 5.05% 8/15/2034  | 300000 | 302636 |
| Virginia Electric and Power Co 5.3% 8/15/2033  | 240000 | 246902 |
| Virginia Electric and Power Co 5.45% 4/1/2053  | 80000 | 75725 |
| Virginia Electric and Power Co 6% 5/15/2037  | 120000 | 127753 |
| Virginia Electric and Power Co 8.875% 11/15/2038  | 160000 | 212621 |
| Wisconsin Electric Power Co 1.7% 6/15/2028  | 490000 | 461491 |
| Wisconsin Electric Power Co 5.05% 10/1/2054  | 110000 | 99310 |
| Wisconsin Power and Light Co 3.95% 9/1/2032  | 120000 | 114925 |
| Wisconsin Power and Light Co 4.95% 4/1/2033  | 170000 | 171470 |
| Wisconsin Power and Light Co 6.375% 8/15/2037  | 60000 | 65909 |
| Wisconsin Public Service Corp 2.85% 12/1/2051  | 150000 | 91619 |
| Xcel Energy Inc 3.35% 12/1/2026  | 316000 | 312408 |
| Xcel Energy Inc 3.4% 6/1/2030  | 73000 | 69906 |
| Xcel Energy Inc 3.5% 12/1/2049  | 100000 | 68239 |
| Xcel Energy Inc 5.45% 8/15/2033  | 70000 | 71536 |
|  |  | 55133212 |
| Gas Utilities - 0.1% |  |  |
| Atmos Energy Corp 2.85% 2/15/2052  | 100000 | 61044 |
| Atmos Energy Corp 3.375% 9/15/2049  | 200000 | 138053 |
| Atmos Energy Corp 4.125% 10/15/2044  | 210000 | 174500 |
| Atmos Energy Corp 5.45% 10/15/2032  | 140000 | 146821 |
| Atmos Energy Corp 5.5% 6/15/2041  | 100000 | 100812 |
| Atmos Energy Corp 5.9% 11/15/2033  | 150000 | 161532 |
| CenterPoint Energy Resources Corp 1.75% 10/1/2030  | 100000 | 88104 |
| CenterPoint Energy Resources Corp 4.4% 7/1/2032  | 80000 | 78416 |
| CenterPoint Energy Resources Corp 5.4% 3/1/2033  | 11000 | 11265 |
| CenterPoint Energy Resources Corp 5.4% 7/1/2034  | 160000 | 163658 |
| Eastern Energy Gas Holdings LLC 5.8% 1/15/2035  | 300000 | 312738 |
| Eastern Energy Gas Holdings LLC 6.2% 1/15/2055  | 300000 | 306755 |
| ONE Gas Inc 2% 5/15/2030  | 260000 | 236397 |
| Piedmont Natural Gas Co Inc 2.5% 3/15/2031  | 220000 | 197961 |
| Piedmont Natural Gas Co Inc 3.35% 6/1/2050  | 200000 | 133866 |
| Southern California Gas Co 2.55% 2/1/2030  | 210000 | 195643 |
| Southern California Gas Co 3.75% 9/15/2042  | 50000 | 38963 |
| Southern California Gas Co 4.3% 1/15/2049  | 130000 | 103834 |
| Southern California Gas Co 5.05% 9/1/2034  | 100000 | 100880 |
| Southern California Gas Co 5.2% 6/1/2033  | 310000 | 316567 |
| Southern Co Gas Capital Corp 3.15% 9/30/2051  | 250000 | 157939 |
| Southern Co Gas Capital Corp 3.95% 10/1/2046  | 120000 | 92443 |
| Southern Co Gas Capital Corp 4.95% 9/15/2034  | 90000 | 89617 |
| Southern Co Gas Capital Corp 5.75% 9/15/2033  | 100000 | 105187 |
| Southwest Gas Corp 3.18% 8/15/2051  | 100000 | 66258 |
| Southwest Gas Corp 5.45% 3/23/2028  | 165000 | 169713 |
|  |  | 3748966 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| AES Corp/The 2.45% 1/15/2031  | 230000 | 206073 |
| AES Corp/The 5.45% 6/1/2028  | 110000 | 112577 |
| AES Corp/The 5.8% 3/15/2032  | 60000 | 61734 |
| Constellation Energy Generation LLC 5.6% 6/15/2042  | 200000 | 196319 |
| Constellation Energy Generation LLC 5.8% 3/1/2033  | 100000 | 106355 |
| Constellation Energy Generation LLC 6.125% 1/15/2034  | 50000 | 54234 |
| Constellation Energy Generation LLC 6.5% 10/1/2053  | 230000 | 247880 |
| Southern Power Co 5.25% 7/15/2043  | 90000 | 84803 |
|  |  | 1069975 |
| Multi-Utilities - 0.3% |  |  |
| Ameren Corp 3.5% 1/15/2031  | 250000 | 238872 |
| Ameren Corp 5.375% 3/15/2035  | 100000 | 101598 |
| Ameren Illinois Co 4.5% 3/15/2049  | 210000 | 177208 |
| Ameren Illinois Co 4.95% 6/1/2033  | 210000 | 213604 |
| Ameren Illinois Co 5.55% 7/1/2054  | 160000 | 156886 |
| Berkshire Hathaway Energy Co 1.65% 5/15/2031  | 160000 | 138487 |
| Berkshire Hathaway Energy Co 2.85% 5/15/2051  | 120000 | 73260 |
| Berkshire Hathaway Energy Co 3.25% 4/15/2028  | 450000 | 441688 |
| Berkshire Hathaway Energy Co 4.45% 1/15/2049  | 100000 | 82424 |
| Berkshire Hathaway Energy Co 4.5% 2/1/2045  | 180000 | 155102 |
| Berkshire Hathaway Energy Co 4.6% 5/1/2053  | 100000 | 83016 |
| Berkshire Hathaway Energy Co 5.15% 11/15/2043  | 75000 | 71277 |
| Berkshire Hathaway Energy Co 5.95% 5/15/2037  | 120000 | 127678 |
| Berkshire Hathaway Energy Co 6.125% 4/1/2036  | 110000 | 118594 |
| CenterPoint Energy Inc 2.95% 3/1/2030  | 120000 | 112680 |
| CenterPoint Energy Inc 6.85% 2/15/2055 (b) | 150000 | 157223 |
| CMS Energy Corp 4.75% 6/1/2050 (b) | 100000 | 96709 |
| CMS Energy Corp 6.5% 6/1/2055 (b) | 150000 | 153007 |
| Consumers Energy Co 2.65% 8/15/2052  | 115000 | 69202 |
| Consumers Energy Co 3.1% 8/15/2050  | 200000 | 133006 |
| Consumers Energy Co 4.35% 4/15/2049  | 210000 | 174331 |
| Consumers Energy Co 4.625% 5/15/2033  | 160000 | 158835 |
| Dominion Energy Inc 3.375% 4/1/2030  | 660000 | 633304 |
| Dominion Energy Inc 4.85% 8/15/2052  | 380000 | 320174 |
| Dominion Energy Inc 5.25% 8/1/2033  | 230000 | 232909 |
| Dominion Energy Inc 6% 2/15/2056 (b) | 150000 | 151458 |
| Dominion Energy Inc 6.625% 5/15/2055 (b) | 220000 | 225371 |
| Dominion Energy Inc 7% 6/1/2054 (b) | 100000 | 107024 |
| DTE Energy Co 2.85% 10/1/2026  | 200000 | 197107 |
| DTE Energy Co 3.8% 3/15/2027  | 90000 | 89146 |
| DTE Energy Co 5.2% 4/1/2030  | 180000 | 185537 |
| DTE Energy Co 5.85% 6/1/2034  | 150000 | 157518 |
| NiSource Inc 1.7% 2/15/2031  | 510000 | 441663 |
| NiSource Inc 3.49% 5/15/2027  | 442000 | 437343 |
| NiSource Inc 3.6% 5/1/2030  | 90000 | 87214 |
| NiSource Inc 4.375% 5/15/2047  | 60000 | 49490 |
| NiSource Inc 5% 6/15/2052  | 70000 | 61652 |
| NiSource Inc 5.85% 4/1/2055  | 250000 | 245829 |
| NiSource Inc 5.95% 6/15/2041  | 110000 | 111779 |
| NiSource Inc 6.95% 11/30/2054 (b) | 130000 | 135173 |
| Public Service Enterprise Group Inc 1.6% 8/15/2030  | 100000 | 87326 |
| Public Service Enterprise Group Inc 5.2% 4/1/2029  | 230000 | 237216 |
| Public Service Enterprise Group Inc 5.85% 11/15/2027  | 100000 | 103629 |
| Public Service Enterprise Group Inc 6.125% 10/15/2033  | 50000 | 53620 |
| Puget Energy Inc 4.1% 6/15/2030  | 253000 | 246648 |
| Puget Energy Inc 5.725% 3/15/2035  | 50000 | 50858 |
| San Diego Gas & Electric Co 2.95% 8/15/2051  | 220000 | 137971 |
| San Diego Gas & Electric Co 4.1% 6/15/2049  | 130000 | 101207 |
| San Diego Gas & Electric Co 4.15% 5/15/2048  | 220000 | 175001 |
| San Diego Gas & Electric Co 5.35% 4/1/2053  | 170000 | 158483 |
| Sempra 3.4% 2/1/2028  | 50000 | 48964 |
| Sempra 3.7% 4/1/2029  | 170000 | 166634 |
| Sempra 3.8% 2/1/2038  | 270000 | 227473 |
| Sempra 4% 2/1/2048  | 136000 | 101801 |
| Sempra 4.125% 4/1/2052 (b) | 100000 | 96916 |
| Sempra 6.4% 10/1/2054 (b) | 100000 | 98707 |
| Sempra 6.875% 10/1/2054 (b) | 250000 | 253686 |
| WEC Energy Group Inc 4.75% 1/15/2028  | 200000 | 203067 |
|  |  | 9653585 |
| Water Utilities - 0.0% |  |  |
| American Water Capital Corp 2.3% 6/1/2031  | 220000 | 196249 |
| American Water Capital Corp 2.95% 9/1/2027  | 430000 | 421301 |
| American Water Capital Corp 3.45% 5/1/2050  | 130000 | 91345 |
| American Water Capital Corp 3.75% 9/1/2047  | 413000 | 312592 |
| American Water Capital Corp 4.3% 12/1/2042  | 100000 | 85174 |
| American Water Capital Corp 4.3% 9/1/2045  | 100000 | 85032 |
| American Water Capital Corp 5.15% 3/1/2034  | 100000 | 102315 |
|  |  | 1294008 |
| TOTAL UTILITIES |  | 70899746 |
| TOTAL UNITED STATES |  | 682614078 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $863,161,471) |  | <br> **828960792** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.0%** | &nbsp;&nbsp;**Preferred Securities - 0.0%** | &nbsp;&nbsp;**Preferred Securities - 0.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| BP Capital Markets PLC 6.45% (b)(h)<br>(Cost $218,926)<br>| 210000 | **227560** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 24.9%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 24.9%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 24.9%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 24.9%  |  |  |
| Fannie Mae 2% 2/1/2038  | 682821 | 626539 |
| Fannie Mae 2% 2/1/2052  | 405451 | 328219 |
| Fannie Mae 2% 3/1/2038  | 269034 | 246774 |
| Fannie Mae 2% 4/1/2052  | 478520 | 386771 |
| Fannie Mae 2.5% 11/1/2032  | 121428 | 116603 |
| Fannie Mae 3% 3/1/2050  | 19951 | 17590 |
| Fannie Mae 5.5% 1/1/2055  | 1382759 | 1403744 |
| Fannie Mae 5.5% 4/1/2053  | 730394 | 736617 |
| Fannie Mae 6% 12/1/2054  | 459081 | 469177 |
| Fannie Mae 6% 7/1/2054  | 29346 | 30009 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2037  | 535603 | 478603 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2052  | 375680 | 285010 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036  | 2692302 | 2408306 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2051  | 2789176 | 2116014 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2051  | 1014794 | 769876 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 673669 | 602607 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 326373 | 291946 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2050  | 133505 | 101493 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2051  | 180096 | 136630 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2051  | 126900 | 96273 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2036  | 362837 | 324223 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2036  | 162754 | 146298 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2050  | 2080914 | 1581941 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2051  | 263641 | 200012 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036  | 1299532 | 1165700 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2052  | 169519 | 128606 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2052  | 459898 | 348903 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2037  | 282703 | 252618 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2052  | 948803 | 719811 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2052  | 673153 | 510689 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 8/1/2037  | 76951 | 68761 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051  | 30930 | 23465 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2036  | 301679 | 277850 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2036  | 65460 | 60371 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2037  | 1186774 | 1088953 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 2079836 | 1666763 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 1505772 | 1196831 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 256839 | 206069 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 110338 | 88424 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 2845611 | 2267110 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 797966 | 636491 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 718571 | 571590 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 97634 | 77877 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 33956 | 27085 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035  | 85913 | 79288 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 677996 | 543976 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 526065 | 422077 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 154855 | 123761 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2031  | 181667 | 172800 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2036  | 2652226 | 2434443 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 8982642 | 7178965 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 4005283 | 3201039 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 1066146 | 849403 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 451128 | 360543 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035  | 1631030 | 1502198 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2036  | 141080 | 129496 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 8781516 | 7045665 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 442218 | 355081 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 54028 | 43349 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 1544207 | 1245236 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 1158443 | 937779 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 1080218 | 873104 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 420263 | 334825 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 62793 | 49979 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2037  | 2346026 | 2152653 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 3882582 | 3111469 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 1432952 | 1139400 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 910938 | 731157 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 331452 | 265623 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 75481 | 60443 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 29925 | 23832 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 395583 | 317511 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 78335 | 62581 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2037  | 968336 | 888520 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2037  | 115710 | 106462 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2037  | 26433 | 24345 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2050  | 144856 | 116358 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 3989642 | 3172330 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 1128110 | 903353 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 929276 | 740067 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 803334 | 644538 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 28673 | 22799 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 3554390 | 2829576 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 421491 | 341467 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 227316 | 181033 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2037  | 3030818 | 2781000 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2037  | 19527 | 17911 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 9028864 | 7230013 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 936895 | 744625 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 24897 | 19789 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052  | 4743453 | 3795434 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052  | 1575777 | 1253459 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2036  | 126645 | 116404 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2037  | 535327 | 491202 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051  | 1378961 | 1096469 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2027  | 11113 | 10916 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2037  | 661089 | 606805 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2051  | 1313281 | 1045886 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2036  | 26944 | 24715 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 1192132 | 957228 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 352552 | 283083 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 210083 | 168687 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 114479 | 92172 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 2295106 | 1842865 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 344146 | 276118 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 57158 | 45806 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2036  | 704227 | 645961 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2037  | 869463 | 797797 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2037  | 846675 | 776888 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050  | 606097 | 486668 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050  | 572773 | 459911 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050  | 72458 | 58180 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051  | 997467 | 794375 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2035  | 13672 | 12605 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2036  | 176868 | 162400 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050  | 1400219 | 1124749 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050  | 632311 | 507322 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050  | 303810 | 243945 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050  | 16873 | 13537 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033  | 16259 | 15635 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051  | 689567 | 577175 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 9390831 | 7804464 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 929265 | 772577 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 345739 | 292628 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 300089 | 251928 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 278560 | 235769 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 187736 | 158897 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2034  | 120654 | 114650 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2037  | 414280 | 388616 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 2276123 | 1897478 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 2034792 | 1699963 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 415899 | 349151 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 99145 | 95754 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 47276 | 45640 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 134824 | 129693 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 17129 | 16506 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2034  | 78091 | 74205 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2037  | 975024 | 914622 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 242526 | 202618 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 21573 | 17936 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 25871 | 24861 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 23321 | 22434 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2034  | 294765 | 279360 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2034  | 71754 | 68183 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2050  | 2455705 | 2055450 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2050  | 1543848 | 1292217 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2050  | 361307 | 306370 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 1461617 | 1227500 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 1271001 | 1070196 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 907977 | 754595 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 841888 | 702565 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 483833 | 402100 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 227465 | 190817 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 149084 | 123946 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 77025 | 75607 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2033  | 16570 | 15928 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2047  | 75873 | 65119 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2051  | 224666 | 186924 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 196695 | 166480 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 66034 | 54879 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 20069 | 16748 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2037  | 1005417 | 943446 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2037  | 268939 | 252362 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2051  | 537443 | 449509 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2051  | 273219 | 228516 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052  | 2854863 | 2382412 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2030  | 87510 | 85485 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2033  | 25712 | 24699 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2033  | 18664 | 17877 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2035  | 156911 | 147877 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2036  | 223423 | 213562 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2037  | 82466 | 77486 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051  | 1625243 | 1359330 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 863715 | 718080 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 64962 | 54171 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2037  | 219270 | 206783 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2046  | 6129 | 5264 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2050  | 32482 | 26985 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 4610328 | 3870418 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 2673169 | 2235799 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2052  | 2287193 | 1900824 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2053  | 44193 | 36879 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2032  | 120953 | 116238 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2035  | 296203 | 280168 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2036  | 1290905 | 1214565 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051  | 1758867 | 1471091 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051  | 74816 | 62177 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2052  | 714793 | 596056 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2052  | 448381 | 372778 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2034  | 6002 | 5737 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2035  | 97847 | 92550 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2038  | 218783 | 205229 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 505098 | 426876 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 115046 | 96582 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2051  | 1119137 | 936029 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2052  | 3977617 | 3306933 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2052  | 310591 | 258220 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 51821 | 50104 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2032  | 17224 | 16552 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2035  | 355111 | 335886 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2035  | 176342 | 166795 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2049  | 32072 | 27055 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2050  | 1631799 | 1366853 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050  | 1142930 | 957359 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050  | 853828 | 709860 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2052  | 242026 | 201519 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2027  | 62211 | 61614 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035  | 154795 | 149733 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2040  | 139696 | 129405 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2044  | 209345 | 191028 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 394570 | 352063 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 8377 | 7475 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 621484 | 545792 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 113434 | 99618 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 219543 | 192255 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 12532 | 12278 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2032  | 3280 | 3195 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2034  | 74790 | 72321 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042  | 44614 | 40691 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2044  | 515990 | 470699 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 158189 | 141296 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 195027 | 171396 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 117800 | 104263 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 91668 | 80961 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 22353 | 19645 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2032  | 94828 | 92361 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2032  | 3991 | 3894 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2033  | 11161 | 10877 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 88973 | 81172 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 374344 | 334367 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 314320 | 286871 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 93607 | 85519 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 23276 | 20768 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 23222 | 20743 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2048  | 69107 | 61359 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2049  | 88578 | 77845 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2026  | 32322 | 32024 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034  | 175287 | 169555 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 27775 | 25320 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 51978 | 46379 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 293931 | 258132 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 84025 | 74448 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 900706 | 786785 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2033  | 7862 | 7653 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2034  | 1285298 | 1251306 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2034  | 87192 | 84977 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2035  | 30977 | 29897 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 519117 | 473339 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 496247 | 452133 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 74179 | 67635 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2048  | 36946 | 32804 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050  | 586751 | 514739 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2051  | 4096236 | 3590947 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 1232466 | 1069267 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 821817 | 716333 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033  | 79197 | 77089 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2035  | 5375 | 5187 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 6596 | 6024 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 609858 | 537679 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 314104 | 275554 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 240436 | 210556 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 215034 | 189584 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 143953 | 126916 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 23972 | 21135 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 587287 | 509887 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 399999 | 346783 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 230436 | 200859 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 82177 | 71295 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 22363 | 19402 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2032  | 117540 | 114658 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2033  | 66005 | 64234 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2033  | 5959 | 5803 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2035  | 21197 | 20457 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 162228 | 147941 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047  | 2127257 | 1942234 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047  | 197039 | 175812 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047  | 143944 | 131031 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 707218 | 645385 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 658578 | 602034 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 985083 | 864185 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 61619 | 54326 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 536982 | 465877 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 527636 | 458758 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 478164 | 415744 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 23273 | 20177 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2030  | 108789 | 106737 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2033  | 74991 | 72945 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2040  | 2225519 | 2120687 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 232865 | 212457 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 556050 | 488675 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 386217 | 339179 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 2781747 | 2413396 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 2239133 | 1959428 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 469625 | 407693 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 149689 | 130102 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2033  | 13038 | 12682 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2033  | 12376 | 12046 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2035  | 81122 | 78216 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2035  | 79633 | 76879 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2046  | 27770 | 24805 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052  | 1213632 | 1052927 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052  | 242740 | 210597 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052  | 223013 | 194388 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2035  | 245953 | 237833 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046  | 313715 | 285773 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 2639350 | 2357488 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 680423 | 596490 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2052  | 1567949 | 1359346 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032  | 79608 | 77588 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 174808 | 159330 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045  | 1674139 | 1506700 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046  | 4329 | 3866 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2049  | 347857 | 305817 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051  | 339724 | 298030 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 9932 | 9728 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 231764 | 211416 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 307190 | 280227 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 75604 | 67531 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2048  | 91371 | 81613 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 227491 | 199997 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 96451 | 85277 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2051  | 615100 | 533458 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 1321 | 1314 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2035  | 26525 | 25968 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2035  | 22072 | 21609 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2038  | 485230 | 471249 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 459007 | 432939 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 18130 | 16808 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 19131 | 17682 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 12107 | 11190 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 77231 | 71091 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 50665 | 46638 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052  | 164753 | 149918 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2046  | 208118 | 192614 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2046  | 104624 | 96830 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2049  | 170359 | 157561 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 635381 | 589040 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2047  | 14483 | 13332 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2047  | 12809 | 11791 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048  | 70034 | 64247 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 835 | 831 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2034  | 17770 | 17397 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 94144 | 87013 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047  | 868606 | 799554 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047  | 57950 | 53343 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2035  | 88169 | 86593 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2048  | 159345 | 146677 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2029  | 29567 | 29276 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2035  | 24553 | 24222 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2035  | 3367 | 3295 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 639763 | 602376 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 254104 | 239410 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2050  | 48220 | 44025 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2050  | 4419 | 4033 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2028  | 15484 | 15354 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2034  | 8963 | 8803 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 102988 | 95412 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2052  | 475447 | 429813 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2029  | 29739 | 29459 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2033  | 80544 | 79457 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2033  | 2808 | 2769 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2035  | 117341 | 115610 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2045  | 92020 | 85670 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 751375 | 680430 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 432475 | 391641 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2038  | 458315 | 438219 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2046  | 46236 | 42835 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2047  | 28428 | 26230 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2047  | 19442 | 17939 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2049  | 97068 | 89715 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052  | 1134379 | 1027272 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052  | 525731 | 477899 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052  | 432993 | 393599 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052  | 83459 | 75605 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2032  | 15290 | 15122 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2032  | 8921 | 8823 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2037  | 375137 | 370518 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 1087166 | 1023591 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 79518 | 74963 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 591057 | 546102 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 163298 | 149295 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 34794 | 31810 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2052  | 173792 | 157383 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2030  | 35651 | 35262 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2033  | 22625 | 22291 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2034  | 30301 | 29712 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2034  | 14773 | 14509 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 308552 | 290715 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2045  | 52306 | 48725 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2048  | 29139 | 26777 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2049  | 440616 | 402834 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2050  | 301225 | 276526 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2052  | 857191 | 776791 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2052  | 532986 | 482329 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2032  | 5275 | 5242 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2033  | 42901 | 42268 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2033  | 13401 | 13204 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2044  | 2053584 | 1931343 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047  | 642087 | 591043 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2048  | 19876 | 18253 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2049  | 44426 | 40602 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2050  | 2065018 | 1887303 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2051  | 312682 | 284405 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2052  | 508951 | 460737 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 5238 | 5091 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042  | 56973 | 55253 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2048  | 384620 | 365599 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 11608 | 11293 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 8502 | 8283 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 5082 | 4952 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 32012 | 30880 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046  | 66275 | 63391 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2047  | 136816 | 129922 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048  | 72760 | 68934 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2049  | 184422 | 174494 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052  | 1586039 | 1485796 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052  | 571019 | 533144 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052  | 226613 | 212148 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2054  | 991313 | 925406 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2033  | 11506 | 11541 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 239644 | 233008 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 67069 | 65015 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 39244 | 37793 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2048  | 2839 | 2689 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2050  | 326354 | 309195 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 47098 | 45790 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 65043 | 63185 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2043  | 33367 | 32129 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048  | 191851 | 181763 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048  | 38972 | 36922 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2049  | 7514 | 7107 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2052  | 353314 | 330762 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2038  | 309037 | 304853 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2039  | 102878 | 100441 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 11964 | 11644 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 58736 | 57065 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2044  | 30440 | 29298 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 161449 | 157086 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 8854 | 8482 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2048  | 30520 | 28982 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2050  | 157123 | 149352 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2050  | 5062 | 4783 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2044  | 53036 | 51143 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045  | 63278 | 61393 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049  | 609236 | 577203 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049  | 85900 | 81329 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2051  | 527285 | 499231 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2055  | 747014 | 697291 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2055  | 343836 | 320949 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 4932 | 4912 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2029  | 23982 | 23913 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045  | 2440727 | 2349282 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 93578 | 88804 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2053  | 287383 | 268860 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2055  | 252399 | 235599 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2035  | 33599 | 33449 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2041  | 9002 | 8760 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2046  | 61524 | 58905 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2046  | 6820 | 6530 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 126350 | 120101 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2049  | 158620 | 150132 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2049  | 14267 | 13504 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2051  | 122718 | 115576 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052  | 1531529 | 1436166 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052  | 433782 | 405281 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052  | 46430 | 43379 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2053  | 2283241 | 2136077 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2041  | 38048 | 37009 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046  | 5396 | 5163 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2047  | 63485 | 60346 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 47028 | 44629 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 18516 | 17572 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2050  | 184858 | 174561 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2055  | 567627 | 529844 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 59734 | 57153 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 7351 | 7033 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 26273 | 24932 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 5197 | 4931 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 308203 | 292480 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2050  | 29978 | 28402 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2052  | 558179 | 523423 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2038  | 257079 | 252555 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039  | 13987 | 13645 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2046  | 64222 | 61448 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2048  | 13725 | 13003 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2049  | 14346 | 13574 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2055  | 99758 | 93118 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046  | 71323 | 68242 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 238145 | 226964 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 146398 | 138929 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 18073 | 17122 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2049  | 156725 | 148338 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048  | 29421 | 28831 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 93492 | 91238 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2055  | 472296 | 454343 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2055  | 450000 | 433175 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2039  | 47324 | 47300 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 8958 | 8756 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2049  | 20090 | 19606 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2052  | 419049 | 404888 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2052  | 297277 | 286989 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2054  | 590629 | 568223 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2038  | 422791 | 422901 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 16898 | 16501 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2049  | 121032 | 118001 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2050  | 93789 | 91323 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2052  | 1830625 | 1768760 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 58947 | 57563 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 45509 | 44441 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 25965 | 25339 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 24765 | 24184 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2050  | 198917 | 193810 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2054  | 1047638 | 1007814 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2054  | 189681 | 182708 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 126911 | 125715 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 169519 | 165804 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 12230 | 11935 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2055  | 1094192 | 1058070 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2048  | 12123 | 11876 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2049  | 139690 | 136323 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2049  | 20546 | 20051 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 156990 | 153549 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2053  | 246837 | 238495 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2054  | 744246 | 716233 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2055  | 199541 | 192018 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 24902 | 24357 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2053  | 45185 | 43601 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 42812 | 41873 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2049  | 19134 | 18667 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047  | 71588 | 71526 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 387922 | 379419 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 106969 | 104657 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 82476 | 80669 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 54378 | 53203 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 36168 | 35353 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 19749 | 19253 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 10725 | 10422 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2049  | 53644 | 52334 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2052  | 209525 | 202641 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 89483 | 87466 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2053  | 1297585 | 1251707 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2053  | 487708 | 470464 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2055  | 375000 | 360745 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2041  | 26619 | 26561 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2052  | 316826 | 306119 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2053  | 372934 | 359516 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2049  | 44035 | 44333 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2048  | 634649 | 646370 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2049  | 13057 | 13109 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2050  | 73882 | 74174 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 515672 | 511746 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2053  | 143091 | 141644 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2054  | 628522 | 620005 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2044  | 59089 | 60013 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2049  | 17491 | 17560 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 1118956 | 1110438 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2053  | 451944 | 447374 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2053  | 273111 | 270349 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2048  | 394214 | 397250 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2048  | 21664 | 21831 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2049  | 62424 | 62671 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2049  | 57258 | 57645 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052  | 658122 | 652701 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2054  | 1563751 | 1545641 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2054  | 1263303 | 1247764 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2054  | 602106 | 594587 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 454318 | 450007 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 67724 | 68246 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2049  | 150578 | 151596 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2049  | 18145 | 18268 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2053  | 58017 | 57462 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2040  | 951890 | 961657 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2053  | 350848 | 347520 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2049  | 46196 | 46379 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2053  | 1034107 | 1024296 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2053  | 636065 | 630030 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2054  | 1855756 | 1832350 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2055  | 474999 | 468526 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2055  | 299700 | 295615 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2053  | 485010 | 480560 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2053  | 230176 | 227920 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040  | 375000 | 378848 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2048  | 10929 | 11027 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2053  | 23935 | 23701 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2054  | 331655 | 327368 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2048  | 85789 | 86449 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2049  | 6948 | 6995 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2053  | 1324472 | 1322253 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2053  | 777502 | 771097 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2055  | 373611 | 368520 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2048  | 5163 | 5203 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2049  | 106522 | 107242 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2049  | 58690 | 60608 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2049  | 18579 | 19046 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2052  | 721043 | 732887 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2052  | 723502 | 732447 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 1810858 | 1843433 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2052  | 139710 | 141437 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2053  | 437294 | 441061 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2048  | 17332 | 17926 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2052  | 233460 | 236347 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2052  | 70051 | 70647 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2053  | 994524 | 1003090 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2049  | 15195 | 15648 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2053  | 859446 | 869266 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2053  | 668209 | 675844 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2054  | 694701 | 701337 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2054  | 491769 | 495698 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2053  | 2650955 | 2691186 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2054  | 856789 | 863633 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 359177 | 362046 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 29861 | 30100 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2055  | 1323824 | 1331917 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2049  | 19093 | 19663 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 1814491 | 1828986 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 866519 | 873712 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2049  | 11366 | 11670 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 827330 | 841954 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 558799 | 563578 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 271118 | 273081 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 58272 | 58694 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2054  | 553757 | 562161 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2055  | 987404 | 993441 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 1178284 | 1188801 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 63543 | 64110 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2054  | 38711 | 38948 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2040  | 73097 | 75932 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2054  | 434637 | 437294 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2054  | 28591 | 28766 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2053  | 640922 | 656434 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2053  | 29626 | 30341 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053  | 869099 | 889868 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053  | 39842 | 40828 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2052  | 1252045 | 1285791 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054  | 929534 | 949939 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054  | 928773 | 949161 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054  | 789508 | 813501 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2054  | 208418 | 213319 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2054  | 915132 | 936651 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2054  | 617912 | 639394 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2055  | 595654 | 608730 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2055  | 997894 | 1019800 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2055  | 951350 | 972234 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2053  | 395545 | 404822 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2054  | 517413 | 529094 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2055  | 126951 | 129738 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054  | 90899 | 92914 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2039  | 820009 | 846659 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053  | 1557276 | 1594868 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2054  | 29649 | 30309 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2055  | 1645505 | 1681628 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054  | 396267 | 405010 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2054  | 46809 | 48555 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2053  | 711946 | 738996 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2053  | 1254959 | 1302640 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2053  | 161440 | 167574 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2043  | 337253 | 350620 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2053  | 488574 | 510320 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2029  | 4210 | 4361 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2055  | 703565 | 729416 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2053  | 247215 | 257014 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054  | 292395 | 303207 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053  | 5063120 | 5255488 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053  | 593166 | 615749 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2053  | 2947182 | 3106601 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053  | 164994 | 174370 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053  | 162344 | 171140 |
| Freddie Mac Gold Pool 1.5% 1/1/2037  | 35071 | 31339 |
| Freddie Mac Gold Pool 1.5% 10/1/2036  | 622195 | 556563 |
| Freddie Mac Gold Pool 1.5% 10/1/2041  | 492927 | 409137 |
| Freddie Mac Gold Pool 1.5% 10/1/2051  | 698171 | 529669 |
| Freddie Mac Gold Pool 1.5% 10/1/2051  | 568016 | 430927 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 1303784 | 1166255 |
| Freddie Mac Gold Pool 1.5% 11/1/2037  | 485623 | 433942 |
| Freddie Mac Gold Pool 1.5% 11/1/2051  | 100678 | 76379 |
| Freddie Mac Gold Pool 1.5% 2/1/2037  | 138099 | 123402 |
| Freddie Mac Gold Pool 1.5% 2/1/2051  | 264087 | 200433 |
| Freddie Mac Gold Pool 1.5% 2/1/2052  | 264046 | 200319 |
| Freddie Mac Gold Pool 1.5% 3/1/2037  | 672743 | 601149 |
| Freddie Mac Gold Pool 1.5% 3/1/2052  | 469479 | 356171 |
| Freddie Mac Gold Pool 1.5% 6/1/2051  | 421671 | 320033 |
| Freddie Mac Gold Pool 1.5% 7/1/2036  | 2404034 | 2154953 |
| Freddie Mac Gold Pool 1.5% 7/1/2041  | 1274597 | 1061258 |
| Freddie Mac Gold Pool 1.5% 7/1/2051  | 850275 | 645328 |
| Freddie Mac Gold Pool 1.5% 9/1/2051  | 518008 | 392988 |
| Freddie Mac Gold Pool 2% 1/1/2036  | 17858 | 16447 |
| Freddie Mac Gold Pool 2% 1/1/2037  | 166567 | 153202 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 3113756 | 2495338 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 818609 | 657049 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 65598 | 52570 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 3479161 | 2775124 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 188477 | 152634 |
| Freddie Mac Gold Pool 2% 10/1/2052  | 324999 | 258319 |
| Freddie Mac Gold Pool 2% 11/1/2030  | 30225 | 29046 |
| Freddie Mac Gold Pool 2% 11/1/2035  | 286675 | 264031 |
| Freddie Mac Gold Pool 2% 11/1/2035  | 232887 | 214492 |
| Freddie Mac Gold Pool 2% 11/1/2036  | 265856 | 244607 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 1951418 | 1565679 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 1020454 | 811405 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 496811 | 402177 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 190242 | 154123 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 135704 | 109346 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 27918 | 22199 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 3012710 | 2407770 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 1684044 | 1350105 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 1507719 | 1208744 |
| Freddie Mac Gold Pool 2% 12/1/2035  | 491003 | 452219 |
| Freddie Mac Gold Pool 2% 12/1/2050  | 1380203 | 1097026 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 609329 | 493262 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 355837 | 287611 |
| Freddie Mac Gold Pool 2% 2/1/2036  | 933855 | 862426 |
| Freddie Mac Gold Pool 2% 2/1/2036  | 771349 | 710421 |
| Freddie Mac Gold Pool 2% 2/1/2051  | 149636 | 118982 |
| Freddie Mac Gold Pool 2% 2/1/2052  | 861032 | 684911 |
| Freddie Mac Gold Pool 2% 2/1/2052  | 731428 | 581818 |
| Freddie Mac Gold Pool 2% 2/1/2052  | 595739 | 473883 |
| Freddie Mac Gold Pool 2% 3/1/2028  | 134635 | 131450 |
| Freddie Mac Gold Pool 2% 3/1/2037  | 2848676 | 2613426 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 4618095 | 3698016 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 3514605 | 2822066 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 67101 | 54298 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 53559 | 43390 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 818143 | 660767 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 249558 | 200306 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 41367 | 32996 |
| Freddie Mac Gold Pool 2% 4/1/2036  | 1444747 | 1329274 |
| Freddie Mac Gold Pool 2% 4/1/2037  | 948786 | 870581 |
| Freddie Mac Gold Pool 2% 4/1/2042  | 2501355 | 2171018 |
| Freddie Mac Gold Pool 2% 4/1/2051  | 722225 | 574271 |
| Freddie Mac Gold Pool 2% 4/1/2051  | 481862 | 382907 |
| Freddie Mac Gold Pool 2% 4/1/2052  | 574771 | 461335 |
| Freddie Mac Gold Pool 2% 4/1/2052  | 304593 | 245431 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 4401731 | 3524759 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 74606 | 59322 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 60973 | 49397 |
| Freddie Mac Gold Pool 2% 5/1/2052  | 2522063 | 2040075 |
| Freddie Mac Gold Pool 2% 6/1/2051  | 448937 | 357530 |
| Freddie Mac Gold Pool 2% 6/1/2051  | 20418 | 16261 |
| Freddie Mac Gold Pool 2% 7/1/2051  | 1633952 | 1315563 |
| Freddie Mac Gold Pool 2% 7/1/2051  | 590447 | 480006 |
| Freddie Mac Gold Pool 2% 8/1/2037  | 133883 | 122847 |
| Freddie Mac Gold Pool 2% 8/1/2037  | 133595 | 122584 |
| Freddie Mac Gold Pool 2% 8/1/2051  | 593320 | 474740 |
| Freddie Mac Gold Pool 2% 8/1/2051  | 101855 | 81722 |
| Freddie Mac Gold Pool 2% 9/1/2035  | 921646 | 849711 |
| Freddie Mac Gold Pool 2% 9/1/2041  | 4388111 | 3785840 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 1691131 | 1357901 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 43156 | 34652 |
| Freddie Mac Gold Pool 2% 9/1/2051  | 1551018 | 1241034 |
| Freddie Mac Gold Pool 2.5% 1/1/2035  | 229615 | 217615 |
| Freddie Mac Gold Pool 2.5% 1/1/2050  | 161459 | 135900 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 648303 | 538989 |
| Freddie Mac Gold Pool 2.5% 10/1/2034  | 63934 | 61012 |
| Freddie Mac Gold Pool 2.5% 10/1/2049  | 86312 | 72811 |
| Freddie Mac Gold Pool 2.5% 10/1/2050  | 1039987 | 881855 |
| Freddie Mac Gold Pool 2.5% 10/1/2050  | 985960 | 825259 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 3257767 | 2721694 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 846757 | 703982 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 25673 | 21345 |
| Freddie Mac Gold Pool 2.5% 11/1/2037  | 70974 | 66577 |
| Freddie Mac Gold Pool 2.5% 11/1/2049  | 25689 | 21623 |
| Freddie Mac Gold Pool 2.5% 11/1/2050  | 933856 | 776102 |
| Freddie Mac Gold Pool 2.5% 11/1/2050  | 523302 | 442261 |
| Freddie Mac Gold Pool 2.5% 11/1/2050  | 507789 | 422010 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 1547846 | 1293145 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 691916 | 575033 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 635475 | 538651 |
| Freddie Mac Gold Pool 2.5% 12/1/2034  | 49314 | 46736 |
| Freddie Mac Gold Pool 2.5% 12/1/2049  | 157562 | 132620 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 1281186 | 1075969 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 399052 | 331766 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 352330 | 298538 |
| Freddie Mac Gold Pool 2.5% 2/1/2030  | 42818 | 41687 |
| Freddie Mac Gold Pool 2.5% 2/1/2033  | 29277 | 27902 |
| Freddie Mac Gold Pool 2.5% 2/1/2036  | 38566 | 36333 |
| Freddie Mac Gold Pool 2.5% 2/1/2050  | 47368 | 39870 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 3700061 | 3087739 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 762369 | 633584 |
| Freddie Mac Gold Pool 2.5% 3/1/2033  | 17419 | 16755 |
| Freddie Mac Gold Pool 2.5% 3/1/2035  | 202803 | 192014 |
| Freddie Mac Gold Pool 2.5% 3/1/2037  | 325354 | 306622 |
| Freddie Mac Gold Pool 2.5% 3/1/2050  | 146883 | 123631 |
| Freddie Mac Gold Pool 2.5% 3/1/2052  | 2453190 | 2047212 |
| Freddie Mac Gold Pool 2.5% 4/1/2033  | 144912 | 139288 |
| Freddie Mac Gold Pool 2.5% 4/1/2042  | 801701 | 712780 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 3793813 | 3169533 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 986683 | 822780 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 772799 | 644426 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 701015 | 593329 |
| Freddie Mac Gold Pool 2.5% 5/1/2035  | 271506 | 257062 |
| Freddie Mac Gold Pool 2.5% 5/1/2051  | 1742279 | 1457217 |
| Freddie Mac Gold Pool 2.5% 5/1/2051  | 662344 | 561426 |
| Freddie Mac Gold Pool 2.5% 6/1/2031  | 3795 | 3674 |
| Freddie Mac Gold Pool 2.5% 7/1/2031  | 6560 | 6352 |
| Freddie Mac Gold Pool 2.5% 7/1/2035  | 70329 | 66522 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 1598642 | 1337081 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 591367 | 494056 |
| Freddie Mac Gold Pool 2.5% 7/1/2052  | 1659715 | 1379344 |
| Freddie Mac Gold Pool 2.5% 8/1/2031  | 11090 | 10733 |
| Freddie Mac Gold Pool 2.5% 8/1/2032  | 23444 | 22582 |
| Freddie Mac Gold Pool 2.5% 8/1/2035  | 235754 | 222991 |
| Freddie Mac Gold Pool 2.5% 8/1/2050  | 507863 | 425404 |
| Freddie Mac Gold Pool 2.5% 8/1/2050  | 263139 | 220414 |
| Freddie Mac Gold Pool 2.5% 8/1/2051  | 6366172 | 5318604 |
| Freddie Mac Gold Pool 2.5% 9/1/2034  | 3839 | 3663 |
| Freddie Mac Gold Pool 2.5% 9/1/2035  | 237718 | 224700 |
| Freddie Mac Gold Pool 2.5% 9/1/2050  | 973822 | 815708 |
| Freddie Mac Gold Pool 2.5% 9/1/2051  | 2650520 | 2214371 |
| Freddie Mac Gold Pool 2.5% 9/1/2051  | 1224817 | 1023271 |
| Freddie Mac Gold Pool 3% 1/1/2033  | 5087 | 4953 |
| Freddie Mac Gold Pool 3% 1/1/2052  | 756216 | 662224 |
| Freddie Mac Gold Pool 3% 1/1/2053  | 593609 | 514727 |
| Freddie Mac Gold Pool 3% 10/1/2043  | 501349 | 459000 |
| Freddie Mac Gold Pool 3% 10/1/2049  | 475264 | 417678 |
| Freddie Mac Gold Pool 3% 10/1/2050  | 829385 | 726817 |
| Freddie Mac Gold Pool 3% 10/1/2050  | 721625 | 633512 |
| Freddie Mac Gold Pool 3% 11/1/2030  | 26059 | 25647 |
| Freddie Mac Gold Pool 3% 11/1/2034  | 43780 | 42267 |
| Freddie Mac Gold Pool 3% 12/1/2034  | 27992 | 27024 |
| Freddie Mac Gold Pool 3% 12/1/2051  | 604254 | 524240 |
| Freddie Mac Gold Pool 3% 2/1/2029  | 29973 | 29465 |
| Freddie Mac Gold Pool 3% 2/1/2033  | 4920 | 4789 |
| Freddie Mac Gold Pool 3% 2/1/2035  | 103275 | 99672 |
| Freddie Mac Gold Pool 3% 3/1/2033  | 7606 | 7404 |
| Freddie Mac Gold Pool 3% 3/1/2035  | 31847 | 30736 |
| Freddie Mac Gold Pool 3% 3/1/2045  | 58813 | 53194 |
| Freddie Mac Gold Pool 3% 3/1/2047  | 25316 | 22879 |
| Freddie Mac Gold Pool 3% 4/1/2033  | 16628 | 16181 |
| Freddie Mac Gold Pool 3% 4/1/2035  | 15901 | 15346 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 79832 | 72149 |
| Freddie Mac Gold Pool 3% 4/1/2050  | 81625 | 71964 |
| Freddie Mac Gold Pool 3% 4/1/2052  | 899937 | 782458 |
| Freddie Mac Gold Pool 3% 5/1/2029  | 52300 | 51597 |
| Freddie Mac Gold Pool 3% 5/1/2049  | 3254 | 2869 |
| Freddie Mac Gold Pool 3% 5/1/2052  | 858114 | 746094 |
| Freddie Mac Gold Pool 3% 6/1/2051  | 474339 | 414790 |
| Freddie Mac Gold Pool 3% 6/1/2052  | 648317 | 562063 |
| Freddie Mac Gold Pool 3% 7/1/2032  | 27491 | 26904 |
| Freddie Mac Gold Pool 3% 7/1/2038  | 1621651 | 1550885 |
| Freddie Mac Gold Pool 3% 7/1/2045  | 25103 | 22657 |
| Freddie Mac Gold Pool 3% 7/1/2047  | 149125 | 132905 |
| Freddie Mac Gold Pool 3% 7/1/2049  | 334085 | 293709 |
| Freddie Mac Gold Pool 3% 7/1/2052  | 563513 | 488894 |
| Freddie Mac Gold Pool 3% 7/1/2052  | 435703 | 378009 |
| Freddie Mac Gold Pool 3% 8/1/2033  | 124851 | 121368 |
| Freddie Mac Gold Pool 3% 8/1/2049  | 80120 | 70437 |
| Freddie Mac Gold Pool 3% 8/1/2050  | 61166 | 53716 |
| Freddie Mac Gold Pool 3% 8/1/2052  | 6543948 | 5775578 |
| Freddie Mac Gold Pool 3% 9/1/2034  | 28948 | 27992 |
| Freddie Mac Gold Pool 3.5% 1/1/2050  | 203791 | 186125 |
| Freddie Mac Gold Pool 3.5% 1/1/2052  | 122157 | 111157 |
| Freddie Mac Gold Pool 3.5% 10/1/2037  | 197741 | 192043 |
| Freddie Mac Gold Pool 3.5% 10/1/2043  | 312749 | 294677 |
| Freddie Mac Gold Pool 3.5% 10/1/2047  | 135975 | 125166 |
| Freddie Mac Gold Pool 3.5% 11/1/2045  | 46727 | 43462 |
| Freddie Mac Gold Pool 3.5% 12/1/2025  | 2345 | 2335 |
| Freddie Mac Gold Pool 3.5% 12/1/2033  | 17729 | 17468 |
| Freddie Mac Gold Pool 3.5% 12/1/2049  | 419765 | 383377 |
| Freddie Mac Gold Pool 3.5% 2/1/2043  | 41261 | 38922 |
| Freddie Mac Gold Pool 3.5% 2/1/2048  | 134429 | 123902 |
| Freddie Mac Gold Pool 3.5% 2/1/2048  | 6702 | 6177 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 180612 | 166186 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 178037 | 164095 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 57090 | 52744 |
| Freddie Mac Gold Pool 3.5% 3/1/2049  | 48718 | 44602 |
| Freddie Mac Gold Pool 3.5% 3/1/2050  | 977890 | 905040 |
| Freddie Mac Gold Pool 3.5% 3/1/2055  | 913296 | 826135 |
| Freddie Mac Gold Pool 3.5% 4/1/2033  | 13265 | 13086 |
| Freddie Mac Gold Pool 3.5% 4/1/2052  | 74179 | 67499 |
| Freddie Mac Gold Pool 3.5% 5/1/2048  | 100675 | 92634 |
| Freddie Mac Gold Pool 3.5% 5/1/2052  | 1170826 | 1060278 |
| Freddie Mac Gold Pool 3.5% 6/1/2034  | 17854 | 17507 |
| Freddie Mac Gold Pool 3.5% 6/1/2042  | 191563 | 180929 |
| Freddie Mac Gold Pool 3.5% 6/1/2049  | 510118 | 466377 |
| Freddie Mac Gold Pool 3.5% 6/1/2052  | 289256 | 261945 |
| Freddie Mac Gold Pool 3.5% 6/1/2052  | 256009 | 232717 |
| Freddie Mac Gold Pool 3.5% 7/1/2033  | 11295 | 11143 |
| Freddie Mac Gold Pool 3.5% 7/1/2046  | 536276 | 500180 |
| Freddie Mac Gold Pool 3.5% 7/1/2049  | 183290 | 167573 |
| Freddie Mac Gold Pool 3.5% 7/1/2052  | 2347028 | 2121756 |
| Freddie Mac Gold Pool 3.5% 8/1/2037  | 110791 | 108049 |
| Freddie Mac Gold Pool 3.5% 8/1/2043  | 206383 | 194244 |
| Freddie Mac Gold Pool 3.5% 8/1/2046  | 228723 | 211955 |
| Freddie Mac Gold Pool 3.5% 8/1/2048  | 133606 | 122935 |
| Freddie Mac Gold Pool 3.5% 9/1/2033  | 34308 | 33802 |
| Freddie Mac Gold Pool 3.5% 9/1/2042  | 58184 | 54856 |
| Freddie Mac Gold Pool 3.5% 9/1/2049  | 52798 | 48271 |
| Freddie Mac Gold Pool 3.5% 9/1/2052  | 73460 | 66409 |
| Freddie Mac Gold Pool 4% 1/1/2039  | 187515 | 182754 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 62377 | 60810 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 30716 | 29944 |
| Freddie Mac Gold Pool 4% 1/1/2044  | 37637 | 36292 |
| Freddie Mac Gold Pool 4% 1/1/2047  | 423842 | 405795 |
| Freddie Mac Gold Pool 4% 1/1/2055  | 373359 | 348507 |
| Freddie Mac Gold Pool 4% 10/1/2037  | 263145 | 259583 |
| Freddie Mac Gold Pool 4% 10/1/2042  | 13477 | 13078 |
| Freddie Mac Gold Pool 4% 10/1/2045  | 3614 | 3465 |
| Freddie Mac Gold Pool 4% 10/1/2048  | 39527 | 37448 |
| Freddie Mac Gold Pool 4% 10/1/2049  | 67983 | 64323 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 264562 | 247841 |
| Freddie Mac Gold Pool 4% 11/1/2036  | 70980 | 69677 |
| Freddie Mac Gold Pool 4% 11/1/2037  | 64878 | 64000 |
| Freddie Mac Gold Pool 4% 11/1/2041  | 508048 | 494440 |
| Freddie Mac Gold Pool 4% 11/1/2048  | 191919 | 182062 |
| Freddie Mac Gold Pool 4% 11/1/2052  | 300551 | 281086 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 33161 | 32328 |
| Freddie Mac Gold Pool 4% 12/1/2048  | 209195 | 198196 |
| Freddie Mac Gold Pool 4% 12/1/2048  | 88613 | 83953 |
| Freddie Mac Gold Pool 4% 12/1/2052  | 707685 | 662514 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 40710 | 39702 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 10988 | 10695 |
| Freddie Mac Gold Pool 4% 2/1/2043  | 54989 | 53112 |
| Freddie Mac Gold Pool 4% 2/1/2048  | 3404 | 3236 |
| Freddie Mac Gold Pool 4% 2/1/2055  | 1618440 | 1510711 |
| Freddie Mac Gold Pool 4% 3/1/2053  | 352815 | 329854 |
| Freddie Mac Gold Pool 4% 4/1/2042  | 24427 | 23801 |
| Freddie Mac Gold Pool 4% 4/1/2048  | 840 | 800 |
| Freddie Mac Gold Pool 4% 4/1/2049  | 798492 | 761000 |
| Freddie Mac Gold Pool 4% 4/1/2049  | 615327 | 582589 |
| Freddie Mac Gold Pool 4% 4/1/2055  | 556818 | 519754 |
| Freddie Mac Gold Pool 4% 5/1/2039  | 79805 | 77654 |
| Freddie Mac Gold Pool 4% 5/1/2045  | 26304 | 25522 |
| Freddie Mac Gold Pool 4% 5/1/2048  | 31722 | 30142 |
| Freddie Mac Gold Pool 4% 5/1/2049  | 298666 | 282683 |
| Freddie Mac Gold Pool 4% 5/1/2052  | 862820 | 809904 |
| Freddie Mac Gold Pool 4% 5/1/2052  | 192465 | 180481 |
| Freddie Mac Gold Pool 4% 5/1/2055  | 397559 | 371096 |
| Freddie Mac Gold Pool 4% 6/1/2034  | 18227 | 18305 |
| Freddie Mac Gold Pool 4% 6/1/2046  | 147863 | 143345 |
| Freddie Mac Gold Pool 4% 6/1/2047  | 2124600 | 2007773 |
| Freddie Mac Gold Pool 4% 7/1/2042  | 11043 | 10761 |
| Freddie Mac Gold Pool 4% 7/1/2045  | 51935 | 50561 |
| Freddie Mac Gold Pool 4% 7/1/2048  | 101703 | 96479 |
| Freddie Mac Gold Pool 4% 7/1/2049  | 108202 | 102411 |
| Freddie Mac Gold Pool 4% 7/1/2052  | 23415 | 21957 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 14273 | 13523 |
| Freddie Mac Gold Pool 4% 8/1/2049  | 73017 | 69110 |
| Freddie Mac Gold Pool 4% 9/1/2040  | 10267 | 10012 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 172600 | 165515 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 241181 | 228500 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 6579 | 6236 |
| Freddie Mac Gold Pool 4% 9/1/2049  | 73874 | 69898 |
| Freddie Mac Gold Pool 4% 9/1/2052  | 335857 | 314629 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 89719 | 87668 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 21873 | 21345 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 3180 | 3103 |
| Freddie Mac Gold Pool 4.5% 1/1/2053  | 302024 | 291723 |
| Freddie Mac Gold Pool 4.5% 10/1/2050  | 17736 | 17436 |
| Freddie Mac Gold Pool 4.5% 10/1/2052  | 352776 | 342508 |
| Freddie Mac Gold Pool 4.5% 10/1/2054  | 1049289 | 1009484 |
| Freddie Mac Gold Pool 4.5% 11/1/2040  | 757788 | 757097 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 238315 | 232719 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 115896 | 113174 |
| Freddie Mac Gold Pool 4.5% 11/1/2054  | 151911 | 146136 |
| Freddie Mac Gold Pool 4.5% 12/1/2048  | 32900 | 32128 |
| Freddie Mac Gold Pool 4.5% 12/1/2054  | 173141 | 166560 |
| Freddie Mac Gold Pool 4.5% 2/1/2049  | 11002 | 10737 |
| Freddie Mac Gold Pool 4.5% 2/1/2053  | 293177 | 284002 |
| Freddie Mac Gold Pool 4.5% 3/1/2049  | 285711 | 278823 |
| Freddie Mac Gold Pool 4.5% 3/1/2049  | 185483 | 181011 |
| Freddie Mac Gold Pool 4.5% 3/1/2049  | 30354 | 29641 |
| Freddie Mac Gold Pool 4.5% 4/1/2050  | 76360 | 74400 |
| Freddie Mac Gold Pool 4.5% 4/1/2053  | 381023 | 367670 |
| Freddie Mac Gold Pool 4.5% 4/1/2055  | 41890 | 40337 |
| Freddie Mac Gold Pool 4.5% 5/1/2049  | 21595 | 21075 |
| Freddie Mac Gold Pool 4.5% 7/1/2041  | 127644 | 127436 |
| Freddie Mac Gold Pool 4.5% 7/1/2052  | 131045 | 126641 |
| Freddie Mac Gold Pool 4.5% 8/1/2048  | 332881 | 325376 |
| Freddie Mac Gold Pool 4.5% 8/1/2052  | 1366365 | 1321470 |
| Freddie Mac Gold Pool 4.5% 8/1/2052  | 274424 | 265750 |
| Freddie Mac Gold Pool 4.5% 9/1/2048  | 346681 | 338865 |
| Freddie Mac Gold Pool 4.5% 9/1/2052  | 1310789 | 1266492 |
| Freddie Mac Gold Pool 4.5% 9/1/2052  | 815021 | 787478 |
| Freddie Mac Gold Pool 4.5% 9/1/2053  | 167449 | 161529 |
| Freddie Mac Gold Pool 4.5% 9/1/2054  | 986169 | 949067 |
| Freddie Mac Gold Pool 5% 1/1/2053  | 33195 | 32921 |
| Freddie Mac Gold Pool 5% 10/1/2053  | 492890 | 488060 |
| Freddie Mac Gold Pool 5% 10/1/2054  | 620416 | 612010 |
| Freddie Mac Gold Pool 5% 11/1/2054  | 2377025 | 2344816 |
| Freddie Mac Gold Pool 5% 12/1/2053  | 1231330 | 1231961 |
| Freddie Mac Gold Pool 5% 12/1/2053  | 390137 | 385582 |
| Freddie Mac Gold Pool 5% 12/1/2054  | 544366 | 536990 |
| Freddie Mac Gold Pool 5% 12/1/2054  | 196515 | 194086 |
| Freddie Mac Gold Pool 5% 2/1/2040  | 424958 | 429318 |
| Freddie Mac Gold Pool 5% 2/1/2049  | 50118 | 50520 |
| Freddie Mac Gold Pool 5% 2/1/2055  | 566457 | 558782 |
| Freddie Mac Gold Pool 5% 3/1/2049  | 60392 | 60801 |
| Freddie Mac Gold Pool 5% 4/1/2040  | 369909 | 374484 |
| Freddie Mac Gold Pool 5% 4/1/2053  | 1510468 | 1505105 |
| Freddie Mac Gold Pool 5% 4/1/2053  | 974760 | 963532 |
| Freddie Mac Gold Pool 5% 4/1/2053  | 29981 | 29636 |
| Freddie Mac Gold Pool 5% 4/1/2053  | 17429 | 17275 |
| Freddie Mac Gold Pool 5% 4/1/2054  | 667601 | 659181 |
| Freddie Mac Gold Pool 5% 5/1/2039  | 372428 | 376482 |
| Freddie Mac Gold Pool 5% 5/1/2049  | 14088 | 14184 |
| Freddie Mac Gold Pool 5% 5/1/2050  | 44084 | 44203 |
| Freddie Mac Gold Pool 5% 5/1/2053  | 527790 | 522782 |
| Freddie Mac Gold Pool 5% 6/1/2053  | 632898 | 626696 |
| Freddie Mac Gold Pool 5% 6/1/2053  | 62272 | 61662 |
| Freddie Mac Gold Pool 5% 6/1/2054  | 233032 | 230020 |
| Freddie Mac Gold Pool 5% 6/1/2055  | 25000 | 24659 |
| Freddie Mac Gold Pool 5% 7/1/2040  | 25000 | 25256 |
| Freddie Mac Gold Pool 5% 7/1/2053  | 58309 | 57719 |
| Freddie Mac Gold Pool 5% 8/1/2048  | 12927 | 13026 |
| Freddie Mac Gold Pool 5% 8/1/2049  | 115763 | 116221 |
| Freddie Mac Gold Pool 5% 8/1/2052  | 543959 | 539444 |
| Freddie Mac Gold Pool 5% 8/1/2052  | 207038 | 204909 |
| Freddie Mac Gold Pool 5% 8/1/2053  | 384236 | 380350 |
| Freddie Mac Gold Pool 5% 8/1/2055  | 458447 | 454491 |
| Freddie Mac Gold Pool 5% 9/1/2052  | 713438 | 707159 |
| Freddie Mac Gold Pool 5% 9/1/2052  | 77659 | 77577 |
| Freddie Mac Gold Pool 5% 9/1/2054  | 479252 | 472758 |
| Freddie Mac Gold Pool 5.5% 1/1/2040  | 1029992 | 1053260 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 746516 | 753658 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 727806 | 736122 |
| Freddie Mac Gold Pool 5.5% 10/1/2053  | 47201 | 47681 |
| Freddie Mac Gold Pool 5.5% 10/1/2054  | 932881 | 948787 |
| Freddie Mac Gold Pool 5.5% 11/1/2053  | 944290 | 952424 |
| Freddie Mac Gold Pool 5.5% 11/1/2054  | 3435163 | 3456164 |
| Freddie Mac Gold Pool 5.5% 11/1/2054  | 815672 | 832129 |
| Freddie Mac Gold Pool 5.5% 11/1/2054  | 679261 | 684464 |
| Freddie Mac Gold Pool 5.5% 12/1/2052  | 187914 | 190237 |
| Freddie Mac Gold Pool 5.5% 12/1/2054  | 862758 | 868033 |
| Freddie Mac Gold Pool 5.5% 2/1/2054  | 26101 | 26310 |
| Freddie Mac Gold Pool 5.5% 3/1/2053  | 791091 | 800130 |
| Freddie Mac Gold Pool 5.5% 3/1/2054  | 902592 | 912003 |
| Freddie Mac Gold Pool 5.5% 3/1/2054  | 37401 | 37805 |
| Freddie Mac Gold Pool 5.5% 4/1/2053  | 1329895 | 1344259 |
| Freddie Mac Gold Pool 5.5% 4/1/2053  | 311822 | 314800 |
| Freddie Mac Gold Pool 5.5% 4/1/2053  | 95057 | 95867 |
| Freddie Mac Gold Pool 5.5% 4/1/2054  | 729753 | 735583 |
| Freddie Mac Gold Pool 5.5% 5/1/2053  | 652473 | 658704 |
| Freddie Mac Gold Pool 5.5% 5/1/2054  | 188466 | 189972 |
| Freddie Mac Gold Pool 5.5% 5/1/2054  | 24840 | 25054 |
| Freddie Mac Gold Pool 5.5% 5/1/2055  | 1437290 | 1446077 |
| Freddie Mac Gold Pool 5.5% 6/1/2028  | 23504 | 23784 |
| Freddie Mac Gold Pool 5.5% 6/1/2049  | 88459 | 91101 |
| Freddie Mac Gold Pool 5.5% 6/1/2053  | 58176 | 58695 |
| Freddie Mac Gold Pool 5.5% 6/1/2054  | 25595 | 25768 |
| Freddie Mac Gold Pool 5.5% 7/1/2053  | 389655 | 393133 |
| Freddie Mac Gold Pool 5.5% 8/1/2053  | 493022 | 497269 |
| Freddie Mac Gold Pool 5.5% 8/1/2054  | 38464 | 38723 |
| Freddie Mac Gold Pool 5.5% 8/1/2055  | 1568170 | 1577757 |
| Freddie Mac Gold Pool 5.5% 9/1/2053  | 796098 | 811911 |
| Freddie Mac Gold Pool 5.5% 9/1/2053  | 344234 | 347199 |
| Freddie Mac Gold Pool 5.5% 9/1/2054  | 478378 | 481303 |
| Freddie Mac Gold Pool 5.5% 9/1/2054  | 265981 | 267607 |
| Freddie Mac Gold Pool 6% 1/1/2053  | 239025 | 245467 |
| Freddie Mac Gold Pool 6% 10/1/2028  | 1010 | 1024 |
| Freddie Mac Gold Pool 6% 11/1/2052  | 230224 | 236429 |
| Freddie Mac Gold Pool 6% 11/1/2053  | 858124 | 878839 |
| Freddie Mac Gold Pool 6% 11/1/2053  | 745562 | 763560 |
| Freddie Mac Gold Pool 6% 11/1/2054  | 613688 | 627351 |
| Freddie Mac Gold Pool 6% 12/1/2052  | 490581 | 503803 |
| Freddie Mac Gold Pool 6% 12/1/2053  | 1202676 | 1231709 |
| Freddie Mac Gold Pool 6% 12/1/2053  | 920152 | 951198 |
| Freddie Mac Gold Pool 6% 2/1/2053  | 291498 | 299354 |
| Freddie Mac Gold Pool 6% 3/1/2054  | 1670019 | 1709289 |
| Freddie Mac Gold Pool 6% 3/1/2054  | 618662 | 633896 |
| Freddie Mac Gold Pool 6% 3/1/2055  | 936260 | 956813 |
| Freddie Mac Gold Pool 6% 4/1/2054  | 1738296 | 1802530 |
| Freddie Mac Gold Pool 6% 5/1/2054  | 2311611 | 2400643 |
| Freddie Mac Gold Pool 6% 5/1/2054  | 682250 | 697653 |
| Freddie Mac Gold Pool 6% 5/1/2054  | 69750 | 71324 |
| Freddie Mac Gold Pool 6% 5/1/2055  | 28045 | 28660 |
| Freddie Mac Gold Pool 6% 6/1/2053  | 457018 | 468765 |
| Freddie Mac Gold Pool 6% 7/1/2055  | 1900001 | 1941785 |
| Freddie Mac Gold Pool 6% 8/1/2054  | 283460 | 289771 |
| Freddie Mac Gold Pool 6.5% 1/1/2053  | 149076 | 155171 |
| Freddie Mac Gold Pool 6.5% 1/1/2054  | 30869 | 32020 |
| Freddie Mac Gold Pool 6.5% 10/1/2053  | 274028 | 284439 |
| Freddie Mac Gold Pool 6.5% 12/1/2053  | 1611113 | 1672326 |
| Freddie Mac Gold Pool 6.5% 12/1/2053  | 513374 | 537852 |
| Freddie Mac Gold Pool 6.5% 2/1/2054  | 1000775 | 1046852 |
| Freddie Mac Gold Pool 6.5% 6/1/2054  | 1004237 | 1057142 |
| Freddie Mac Gold Pool 6.5% 6/1/2054  | 511386 | 539446 |
| Freddie Mac Gold Pool 6.5% 8/1/2053  | 342520 | 355534 |
| Freddie Mac Gold Pool 6.5% 9/1/2053  | 768116 | 797300 |
| Freddie Mac Gold Pool 6.5% 9/1/2054  | 607678 | 641210 |
| Freddie Mac Gold Pool 7% 1/1/2054  | 189101 | 199745 |
| Freddie Mac Manufactured Housing participation certificates 6% 4/1/2055  | 3136730 | 3239161 |
| Freddie Mac Non Gold Pool 3% 10/1/2053  | 26682 | 23191 |
| Freddie Mac Non Gold Pool 5.5% 11/1/2053  | 25859 | 26114 |
| Freddie Mac Non Gold Pool 5.5% 4/1/2054  | 585628 | 591038 |
| Freddie Mac Non Gold Pool 6% 3/1/2055  | 49907 | 51002 |
| Ginnie Mae I Pool 2% 8/20/2052  | 504949 | 416025 |
| Ginnie Mae I Pool 2.5% 7/20/2052  | 342947 | 292378 |
| Ginnie Mae I Pool 3% 10/20/2042  | 304397 | 278957 |
| Ginnie Mae I Pool 3% 11/20/2052  | 209418 | 186660 |
| Ginnie Mae I Pool 3% 7/20/2052  | 309763 | 274819 |
| Ginnie Mae I Pool 3% 8/20/2052  | 336874 | 299424 |
| Ginnie Mae I Pool 3.5% 1/20/2053  | 132148 | 120497 |
| Ginnie Mae I Pool 3.5% 10/20/2052  | 574023 | 523905 |
| Ginnie Mae I Pool 3.5% 11/20/2052  | 880909 | 803997 |
| Ginnie Mae I Pool 3.5% 12/20/2052  | 1732539 | 1580188 |
| Ginnie Mae I Pool 3.5% 7/20/2052  | 394742 | 360277 |
| Ginnie Mae I Pool 3.5% 8/20/2052  | 312110 | 284860 |
| Ginnie Mae I Pool 3.5% 9/20/2052  | 1089072 | 993985 |
| Ginnie Mae I Pool 4% 1/20/2053  | 493311 | 464175 |
| Ginnie Mae I Pool 4% 10/20/2052  | 1658863 | 1560630 |
| Ginnie Mae I Pool 4% 12/20/2052  | 723110 | 680515 |
| Ginnie Mae I Pool 4% 3/20/2047  | 137190 | 130941 |
| Ginnie Mae I Pool 4% 8/20/2052  | 956497 | 901351 |
| Ginnie Mae I Pool 4% 9/20/2052  | 484343 | 455813 |
| Ginnie Mae I Pool 4.5% 10/20/2052  | 483801 | 470086 |
| Ginnie Mae I Pool 4.5% 10/20/2054  | 872206 | 841553 |
| Ginnie Mae I Pool 4.5% 11/20/2052  | 1561064 | 1516812 |
| Ginnie Mae I Pool 4.5% 4/20/2053  | 262255 | 254308 |
| Ginnie Mae I Pool 4.5% 5/20/2053  | 346408 | 336345 |
| Ginnie Mae I Pool 4.5% 7/20/2052  | 545427 | 530647 |
| Ginnie Mae I Pool 4.5% 8/20/2052  | 469701 | 456680 |
| Ginnie Mae I Pool 4.5% 9/20/2052  | 639258 | 621336 |
| Ginnie Mae I Pool 5% 10/20/2052  | 310374 | 308722 |
| Ginnie Mae I Pool 5% 11/20/2049  | 101931 | 102630 |
| Ginnie Mae I Pool 5% 11/20/2052  | 709254 | 705479 |
| Ginnie Mae I Pool 5% 4/20/2053  | 1070355 | 1064323 |
| Ginnie Mae I Pool 5% 6/20/2053  | 426829 | 424423 |
| Ginnie Mae I Pool 5% 7/20/2052  | 306132 | 304502 |
| Ginnie Mae I Pool 5% 9/20/2052  | 613263 | 609999 |
| Ginnie Mae I Pool 5.5% 1/20/2053  | 205875 | 208511 |
| Ginnie Mae I Pool 5.5% 10/20/2052  | 427600 | 433344 |
| Ginnie Mae I Pool 5.5% 10/20/2054  | 624040 | 628912 |
| Ginnie Mae I Pool 5.5% 11/20/2052  | 230916 | 234017 |
| Ginnie Mae I Pool 5.5% 12/20/2052  | 993865 | 1006593 |
| Ginnie Mae I Pool 5.5% 5/20/2053  | 397689 | 402782 |
| Ginnie Mae I Pool 5.5% 6/20/2053  | 471875 | 477771 |
| Ginnie Mae I Pool 6% 1/20/2053  | 246122 | 252982 |
| Ginnie Mae I Pool 6% 12/20/2052  | 1002704 | 1031277 |
| Ginnie Mae I Pool 6% 4/20/2053  | 229494 | 235747 |
| Ginnie Mae I Pool 6% 6/20/2053  | 213906 | 219667 |
| Ginnie Mae I Pool 6.5% 12/20/2052  | 207579 | 214458 |
| Ginnie Mae II Pool 1.5% 11/20/2051  | 348932 | 273921 |
| Ginnie Mae II Pool 1.5% 4/20/2051  | 70563 | 55394 |
| Ginnie Mae II Pool 1.5% 5/20/2051  | 87965 | 69055 |
| Ginnie Mae II Pool 2% 1/20/2051  | 2646055 | 2167464 |
| Ginnie Mae II Pool 2% 1/20/2052  | 664575 | 544270 |
| Ginnie Mae II Pool 2% 10/20/2050  | 106950 | 87589 |
| Ginnie Mae II Pool 2% 11/20/2051  | 2471372 | 2025534 |
| Ginnie Mae II Pool 2% 12/20/2050  | 9802441 | 8027179 |
| Ginnie Mae II Pool 2% 12/20/2051  | 336217 | 275353 |
| Ginnie Mae II Pool 2% 2/20/2051  | 2200441 | 1802448 |
| Ginnie Mae II Pool 2% 2/20/2052  | 1417582 | 1160963 |
| Ginnie Mae II Pool 2% 3/20/2051  | 1350511 | 1106245 |
| Ginnie Mae II Pool 2% 3/20/2052  | 308911 | 253086 |
| Ginnie Mae II Pool 2% 4/20/2051  | 2256100 | 1848040 |
| Ginnie Mae II Pool 2% 4/20/2052  | 999900 | 819205 |
| Ginnie Mae II Pool 2% 5/20/2052  | 999900 | 819205 |
| Ginnie Mae II Pool 2% 7/20/2051  | 1841183 | 1507593 |
| Ginnie Mae II Pool 2% 8/20/2051  | 3207711 | 2626531 |
| Ginnie Mae II Pool 2% 9/1/2055 (f) | 250000 | 204655 |
| Ginnie Mae II Pool 2% 9/20/2050  | 436020 | 357293 |
| Ginnie Mae II Pool 2.5% 1/20/2051  | 788418 | 672286 |
| Ginnie Mae II Pool 2.5% 1/20/2052  | 455460 | 388087 |
| Ginnie Mae II Pool 2.5% 10/20/2047  | 21856 | 18931 |
| Ginnie Mae II Pool 2.5% 10/20/2050  | 836199 | 713813 |
| Ginnie Mae II Pool 2.5% 10/20/2053  | 848206 | 723598 |
| Ginnie Mae II Pool 2.5% 11/20/2050  | 560224 | 478229 |
| Ginnie Mae II Pool 2.5% 11/20/2051  | 2945482 | 2509779 |
| Ginnie Mae II Pool 2.5% 12/20/2049  | 569269 | 487196 |
| Ginnie Mae II Pool 2.5% 12/20/2050  | 171922 | 146625 |
| Ginnie Mae II Pool 2.5% 2/20/2051  | 994855 | 848315 |
| Ginnie Mae II Pool 2.5% 2/20/2052  | 1630819 | 1389839 |
| Ginnie Mae II Pool 2.5% 3/20/2047  | 16113 | 14050 |
| Ginnie Mae II Pool 2.5% 3/20/2050  | 121867 | 104297 |
| Ginnie Mae II Pool 2.5% 3/20/2051  | 229633 | 195809 |
| Ginnie Mae II Pool 2.5% 3/20/2052  | 125696 | 107122 |
| Ginnie Mae II Pool 2.5% 4/20/2050  | 86383 | 73821 |
| Ginnie Mae II Pool 2.5% 4/20/2051  | 167832 | 143111 |
| Ginnie Mae II Pool 2.5% 4/20/2052  | 898691 | 765895 |
| Ginnie Mae II Pool 2.5% 5/20/2050  | 473122 | 404320 |
| Ginnie Mae II Pool 2.5% 5/20/2051  | 2520793 | 2149487 |
| Ginnie Mae II Pool 2.5% 5/20/2052  | 2460394 | 2096831 |
| Ginnie Mae II Pool 2.5% 6/20/2050  | 254062 | 217116 |
| Ginnie Mae II Pool 2.5% 6/20/2051  | 1409309 | 1200841 |
| Ginnie Mae II Pool 2.5% 6/20/2052  | 129112 | 110074 |
| Ginnie Mae II Pool 2.5% 7/20/2051  | 7360329 | 6271572 |
| Ginnie Mae II Pool 2.5% 8/20/2050  | 1512804 | 1291548 |
| Ginnie Mae II Pool 2.5% 8/20/2051  | 2372112 | 2021224 |
| Ginnie Mae II Pool 2.5% 9/1/2055 (f) | 375000 | 319425 |
| Ginnie Mae II Pool 2.5% 9/20/2050  | 1321450 | 1128043 |
| Ginnie Mae II Pool 2.5% 9/20/2051  | 1151846 | 981462 |
| Ginnie Mae II Pool 3% 1/20/2043  | 2957 | 2708 |
| Ginnie Mae II Pool 3% 1/20/2048  | 593976 | 531656 |
| Ginnie Mae II Pool 3% 1/20/2050  | 578003 | 513565 |
| Ginnie Mae II Pool 3% 11/20/2051  | 365295 | 323972 |
| Ginnie Mae II Pool 3% 11/20/2054  | 639017 | 566329 |
| Ginnie Mae II Pool 3% 12/20/2049  | 478924 | 425532 |
| Ginnie Mae II Pool 3% 12/20/2051  | 384416 | 340809 |
| Ginnie Mae II Pool 3% 12/20/2054  | 262311 | 232576 |
| Ginnie Mae II Pool 3% 2/20/2046  | 239919 | 215571 |
| Ginnie Mae II Pool 3% 2/20/2050  | 18886 | 16780 |
| Ginnie Mae II Pool 3% 3/20/2043  | 12368 | 11320 |
| Ginnie Mae II Pool 3% 3/20/2051  | 1021484 | 906967 |
| Ginnie Mae II Pool 3% 3/20/2052  | 2326999 | 2062306 |
| Ginnie Mae II Pool 3% 4/20/2050  | 234866 | 208682 |
| Ginnie Mae II Pool 3% 4/20/2051  | 214440 | 190333 |
| Ginnie Mae II Pool 3% 4/20/2052  | 3043898 | 2697658 |
| Ginnie Mae II Pool 3% 5/20/2051  | 1696014 | 1503757 |
| Ginnie Mae II Pool 3% 5/20/2052  | 4861216 | 4308258 |
| Ginnie Mae II Pool 3% 6/20/2050  | 638202 | 566854 |
| Ginnie Mae II Pool 3% 6/20/2052  | 1422902 | 1261049 |
| Ginnie Mae II Pool 3% 7/20/2042  | 43187 | 39609 |
| Ginnie Mae II Pool 3% 7/20/2046  | 97796 | 87840 |
| Ginnie Mae II Pool 3% 7/20/2049  | 263811 | 235390 |
| Ginnie Mae II Pool 3% 7/20/2050  | 494705 | 439400 |
| Ginnie Mae II Pool 3% 8/20/2043  | 3285 | 2999 |
| Ginnie Mae II Pool 3% 8/20/2046  | 900271 | 808627 |
| Ginnie Mae II Pool 3% 8/20/2050  | 411865 | 365820 |
| Ginnie Mae II Pool 3% 8/20/2051  | 591844 | 524939 |
| Ginnie Mae II Pool 3% 9/20/2046  | 229035 | 205720 |
| Ginnie Mae II Pool 3.5% 1/20/2050  | 560211 | 515763 |
| Ginnie Mae II Pool 3.5% 10/1/2055 (f) | 2425000 | 2201290 |
| Ginnie Mae II Pool 3.5% 10/20/2047  | 30175 | 27884 |
| Ginnie Mae II Pool 3.5% 10/20/2051  | 68904 | 62920 |
| Ginnie Mae II Pool 3.5% 11/20/2047  | 96687 | 89348 |
| Ginnie Mae II Pool 3.5% 11/20/2050  | 46813 | 43098 |
| Ginnie Mae II Pool 3.5% 11/20/2053  | 443964 | 406971 |
| Ginnie Mae II Pool 3.5% 12/20/2046  | 51315 | 47517 |
| Ginnie Mae II Pool 3.5% 12/20/2049  | 135743 | 124973 |
| Ginnie Mae II Pool 3.5% 2/20/2046  | 602632 | 559150 |
| Ginnie Mae II Pool 3.5% 2/20/2047  | 79703 | 73803 |
| Ginnie Mae II Pool 3.5% 2/20/2048  | 228652 | 211225 |
| Ginnie Mae II Pool 3.5% 2/20/2049  | 165622 | 152947 |
| Ginnie Mae II Pool 3.5% 2/20/2051  | 1911029 | 1759406 |
| Ginnie Mae II Pool 3.5% 3/20/2048  | 50524 | 46674 |
| Ginnie Mae II Pool 3.5% 3/20/2049  | 242592 | 223648 |
| Ginnie Mae II Pool 3.5% 3/20/2050  | 731559 | 673516 |
| Ginnie Mae II Pool 3.5% 3/20/2051  | 123509 | 113710 |
| Ginnie Mae II Pool 3.5% 4/20/2046  | 96842 | 89854 |
| Ginnie Mae II Pool 3.5% 4/20/2049  | 54760 | 50467 |
| Ginnie Mae II Pool 3.5% 4/20/2050  | 144745 | 133261 |
| Ginnie Mae II Pool 3.5% 5/20/2044  | 3922 | 3645 |
| Ginnie Mae II Pool 3.5% 5/20/2046  | 109802 | 101880 |
| Ginnie Mae II Pool 3.5% 5/20/2050  | 118302 | 108916 |
| Ginnie Mae II Pool 3.5% 5/20/2051  | 1241606 | 1139991 |
| Ginnie Mae II Pool 3.5% 5/20/2052  | 154469 | 141078 |
| Ginnie Mae II Pool 3.5% 5/20/2054  | 440834 | 403688 |
| Ginnie Mae II Pool 3.5% 6/20/2048  | 324816 | 300059 |
| Ginnie Mae II Pool 3.5% 6/20/2049  | 24259 | 22357 |
| Ginnie Mae II Pool 3.5% 6/20/2052  | 1202282 | 1097310 |
| Ginnie Mae II Pool 3.5% 7/20/2046  | 42508 | 39401 |
| Ginnie Mae II Pool 3.5% 7/20/2047  | 13648 | 12629 |
| Ginnie Mae II Pool 3.5% 7/20/2049  | 50898 | 46891 |
| Ginnie Mae II Pool 3.5% 8/20/2046  | 29509 | 27353 |
| Ginnie Mae II Pool 3.5% 8/20/2047  | 528678 | 488880 |
| Ginnie Mae II Pool 3.5% 8/20/2048  | 161184 | 148849 |
| Ginnie Mae II Pool 3.5% 9/1/2055 (f) | 4850000 | 4414136 |
| Ginnie Mae II Pool 3.5% 9/20/2046  | 30077 | 27879 |
| Ginnie Mae II Pool 3.5% 9/20/2047  | 13026 | 12046 |
| Ginnie Mae II Pool 4% 1/20/2047  | 81242 | 77541 |
| Ginnie Mae II Pool 4% 1/20/2049  | 129528 | 123021 |
| Ginnie Mae II Pool 4% 1/20/2051  | 126837 | 119832 |
| Ginnie Mae II Pool 4% 10/20/2048  | 71205 | 67628 |
| Ginnie Mae II Pool 4% 10/20/2049  | 41335 | 39181 |
| Ginnie Mae II Pool 4% 11/20/2047  | 24673 | 23503 |
| Ginnie Mae II Pool 4% 11/20/2054  | 570452 | 531947 |
| Ginnie Mae II Pool 4% 12/20/2045  | 8138 | 7782 |
| Ginnie Mae II Pool 4% 12/20/2047  | 35855 | 34155 |
| Ginnie Mae II Pool 4% 12/20/2049  | 120489 | 114210 |
| Ginnie Mae II Pool 4% 12/20/2050  | 78368 | 74039 |
| Ginnie Mae II Pool 4% 12/20/2053  | 368773 | 346532 |
| Ginnie Mae II Pool 4% 2/20/2050  | 101768 | 96465 |
| Ginnie Mae II Pool 4% 2/20/2054  | 394674 | 370655 |
| Ginnie Mae II Pool 4% 2/20/2055  | 1549998 | 1445376 |
| Ginnie Mae II Pool 4% 3/20/2046  | 14754 | 14110 |
| Ginnie Mae II Pool 4% 3/20/2048  | 144740 | 137876 |
| Ginnie Mae II Pool 4% 3/20/2050  | 696835 | 660524 |
| Ginnie Mae II Pool 4% 4/20/2047  | 52384 | 49998 |
| Ginnie Mae II Pool 4% 4/20/2048  | 27696 | 26348 |
| Ginnie Mae II Pool 4% 4/20/2049  | 55596 | 52699 |
| Ginnie Mae II Pool 4% 4/20/2050  | 66098 | 62530 |
| Ginnie Mae II Pool 4% 4/20/2054  | 572930 | 535019 |
| Ginnie Mae II Pool 4% 5/20/2048  | 9744 | 9270 |
| Ginnie Mae II Pool 4% 5/20/2049  | 75579 | 71641 |
| Ginnie Mae II Pool 4% 5/20/2050  | 253501 | 240292 |
| Ginnie Mae II Pool 4% 5/20/2054  | 144590 | 135113 |
| Ginnie Mae II Pool 4% 6/20/2049  | 145052 | 137494 |
| Ginnie Mae II Pool 4% 6/20/2051  | 214636 | 203452 |
| Ginnie Mae II Pool 4% 6/20/2055  | 104548 | 97491 |
| Ginnie Mae II Pool 4% 7/20/2047  | 80425 | 76661 |
| Ginnie Mae II Pool 4% 8/20/2047  | 12051 | 11487 |
| Ginnie Mae II Pool 4% 8/20/2048  | 51094 | 48528 |
| Ginnie Mae II Pool 4% 8/20/2050  | 152011 | 144090 |
| Ginnie Mae II Pool 4% 8/20/2053  | 705858 | 664666 |
| Ginnie Mae II Pool 4% 8/20/2055  | 299970 | 279722 |
| Ginnie Mae II Pool 4% 9/20/2047  | 12216 | 11645 |
| Ginnie Mae II Pool 4% 9/20/2048  | 50838 | 48284 |
| Ginnie Mae II Pool 4% 9/20/2050  | 134939 | 127654 |
| Ginnie Mae II Pool 4.5% 1/20/2047  | 52528 | 51954 |
| Ginnie Mae II Pool 4.5% 1/20/2050  | 90883 | 89038 |
| Ginnie Mae II Pool 4.5% 1/20/2051  | 64777 | 63705 |
| Ginnie Mae II Pool 4.5% 1/20/2055  | 860680 | 828751 |
| Ginnie Mae II Pool 4.5% 10/20/2047  | 5746 | 5662 |
| Ginnie Mae II Pool 4.5% 10/20/2048  | 33090 | 32481 |
| Ginnie Mae II Pool 4.5% 10/20/2049  | 14107 | 13847 |
| Ginnie Mae II Pool 4.5% 10/20/2050  | 61402 | 60424 |
| Ginnie Mae II Pool 4.5% 11/20/2048  | 24928 | 24469 |
| Ginnie Mae II Pool 4.5% 11/20/2053  | 373086 | 360703 |
| Ginnie Mae II Pool 4.5% 11/20/2054  | 292302 | 281664 |
| Ginnie Mae II Pool 4.5% 12/20/2048  | 15500 | 15200 |
| Ginnie Mae II Pool 4.5% 12/20/2049  | 15438 | 15139 |
| Ginnie Mae II Pool 4.5% 12/20/2050  | 268769 | 263313 |
| Ginnie Mae II Pool 4.5% 2/20/2049  | 8546 | 8373 |
| Ginnie Mae II Pool 4.5% 2/20/2050  | 65922 | 64645 |
| Ginnie Mae II Pool 4.5% 2/20/2055  | 741241 | 713743 |
| Ginnie Mae II Pool 4.5% 3/20/2051  | 43323 | 42525 |
| Ginnie Mae II Pool 4.5% 3/20/2055  | 594287 | 572240 |
| Ginnie Mae II Pool 4.5% 4/20/2050  | 123749 | 121082 |
| Ginnie Mae II Pool 4.5% 4/20/2051  | 52381 | 51416 |
| Ginnie Mae II Pool 4.5% 4/20/2055  | 485081 | 467086 |
| Ginnie Mae II Pool 4.5% 5/20/2049  | 47297 | 46337 |
| Ginnie Mae II Pool 4.5% 5/20/2054  | 577135 | 556130 |
| Ginnie Mae II Pool 4.5% 6/20/2045  | 75165 | 74571 |
| Ginnie Mae II Pool 4.5% 6/20/2049  | 21502 | 21066 |
| Ginnie Mae II Pool 4.5% 6/20/2054  | 1379125 | 1328825 |
| Ginnie Mae II Pool 4.5% 7/20/2053  | 1069750 | 1036667 |
| Ginnie Mae II Pool 4.5% 7/20/2055  | 974405 | 938257 |
| Ginnie Mae II Pool 4.5% 8/20/2048  | 159452 | 156664 |
| Ginnie Mae II Pool 4.5% 8/20/2050  | 55667 | 54589 |
| Ginnie Mae II Pool 4.5% 8/20/2055  | 139919 | 134728 |
| Ginnie Mae II Pool 4.5% 9/20/2047  | 5914 | 5827 |
| Ginnie Mae II Pool 4.5% 9/20/2049  | 48398 | 47506 |
| Ginnie Mae II Pool 4.5% 9/20/2050  | 57474 | 56523 |
| Ginnie Mae II Pool 5% 1/20/2049  | 6293 | 6333 |
| Ginnie Mae II Pool 5% 1/20/2055  | 4417125 | 4371181 |
| Ginnie Mae II Pool 5% 10/20/2047  | 30993 | 31447 |
| Ginnie Mae II Pool 5% 10/20/2048  | 7285 | 7335 |
| Ginnie Mae II Pool 5% 11/20/2045  | 25401 | 25836 |
| Ginnie Mae II Pool 5% 11/20/2048  | 6829 | 6876 |
| Ginnie Mae II Pool 5% 11/20/2049  | 25563 | 25802 |
| Ginnie Mae II Pool 5% 11/20/2050  | 37654 | 38183 |
| Ginnie Mae II Pool 5% 11/20/2053  | 547814 | 544042 |
| Ginnie Mae II Pool 5% 12/20/2053  | 463146 | 459631 |
| Ginnie Mae II Pool 5% 12/20/2054  | 1152435 | 1140448 |
| Ginnie Mae II Pool 5% 2/20/2049  | 46994 | 47287 |
| Ginnie Mae II Pool 5% 2/20/2055  | 1009489 | 998989 |
| Ginnie Mae II Pool 5% 3/20/2048  | 8371 | 8473 |
| Ginnie Mae II Pool 5% 3/20/2050  | 52239 | 52875 |
| Ginnie Mae II Pool 5% 4/20/2048  | 17951 | 18147 |
| Ginnie Mae II Pool 5% 4/20/2049  | 8623 | 8682 |
| Ginnie Mae II Pool 5% 4/20/2055  | 421423 | 417040 |
| Ginnie Mae II Pool 5% 5/20/2049  | 34246 | 34482 |
| Ginnie Mae II Pool 5% 5/20/2054  | 469289 | 464994 |
| Ginnie Mae II Pool 5% 5/20/2055  | 895861 | 886543 |
| Ginnie Mae II Pool 5% 6/20/2054  | 689198 | 682676 |
| Ginnie Mae II Pool 5% 7/20/2048  | 30077 | 30303 |
| Ginnie Mae II Pool 5% 7/20/2050  | 32172 | 32563 |
| Ginnie Mae II Pool 5% 7/20/2053  | 1471304 | 1463013 |
| Ginnie Mae II Pool 5% 7/20/2055  | 1473544 | 1458218 |
| Ginnie Mae II Pool 5% 8/20/2055  | 250000 | 247478 |
| Ginnie Mae II Pool 5% 9/20/2048  | 8073 | 8129 |
| Ginnie Mae II Pool 5% 9/20/2053  | 697869 | 693936 |
| Ginnie Mae II Pool 5.5% 1/20/2055  | 1618757 | 1631520 |
| Ginnie Mae II Pool 5.5% 10/20/2046  | 21692 | 22466 |
| Ginnie Mae II Pool 5.5% 10/20/2048  | 8363 | 8635 |
| Ginnie Mae II Pool 5.5% 10/20/2053  | 1225209 | 1240517 |
| Ginnie Mae II Pool 5.5% 12/20/2044  | 14670 | 15156 |
| Ginnie Mae II Pool 5.5% 12/20/2048  | 11618 | 11995 |
| Ginnie Mae II Pool 5.5% 2/20/2054  | 1158564 | 1170505 |
| Ginnie Mae II Pool 5.5% 3/20/2055  | 3458268 | 3485536 |
| Ginnie Mae II Pool 5.5% 4/20/2055  | 524495 | 528631 |
| Ginnie Mae II Pool 5.5% 6/20/2055  | 4837709 | 4875853 |
| Ginnie Mae II Pool 5.5% 7/20/2054  | 528106 | 532393 |
| Ginnie Mae II Pool 5.5% 8/20/2053  | 478958 | 484493 |
| Ginnie Mae II Pool 5.5% 8/20/2054  | 2058324 | 2075035 |
| Ginnie Mae II Pool 5.5% 9/1/2055 (f) | 475000 | 478504 |
| Ginnie Mae II Pool 5.5% 9/20/2053  | 1106681 | 1120508 |
| Ginnie Mae II Pool 6% 1/20/2055  | 1824779 | 1862095 |
| Ginnie Mae II Pool 6% 10/1/2055 (f) | 4100000 | 4177963 |
| Ginnie Mae II Pool 6% 12/20/2054  | 3601628 | 3672466 |
| Ginnie Mae II Pool 6% 3/20/2055  | 197507 | 201592 |
| Ginnie Mae II Pool 6% 9/1/2055 (f) | 7750000 | 7904635 |
| Ginnie Mae II Pool 6.5% 3/20/2055  | 1754671 | 1807334 |
| Ginnie Mae II Pool 6.5% 5/20/2055  | 794643 | 818492 |
| Ginnie Mae II Pool 6.5% 7/20/2053  | 385171 | 397544 |
| Ginnie Mae II Pool 6.5% 7/20/2054  | 914116 | 940338 |
| Ginnie Mae II Pool 6.5% 9/20/2053  | 308513 | 318399 |
| Uniform Mortgage Backed Securities 2% 9/1/2055 (f) | 12775000 | 10143151 |
| Uniform Mortgage Backed Securities 2.5% 9/1/2040 (f) | 1500000 | 1407305 |
| Uniform Mortgage Backed Securities 2.5% 9/1/2055 (f) | 5375000 | 4462300 |
| Uniform Mortgage Backed Securities 3% 9/1/2055 (f) | 1250000 | 1083008 |
| Uniform Mortgage Backed Securities 3.5% 10/1/2055 (f) | 6850000 | 6186674 |
| Uniform Mortgage Backed Securities 3.5% 9/1/2040 (f) | 500000 | 484101 |
| Uniform Mortgage Backed Securities 3.5% 9/1/2055 (f) | 10700000 | 9668035 |
| Uniform Mortgage Backed Securities 4% 9/1/2055 (f) | 1100000 | 1026652 |
| Uniform Mortgage Backed Securities 4.5% 9/1/2040 (f) | 850000 | 848174 |
| Uniform Mortgage Backed Securities 4.5% 9/1/2055 (f) | 875000 | 841641 |
| Uniform Mortgage Backed Securities 5% 9/1/2040 (f) | 825000 | 833540 |
| Uniform Mortgage Backed Securities 5% 9/1/2055 (f) | 1400000 | 1380695 |
| Uniform Mortgage Backed Securities 5.5% 9/1/2040 (f) | 725000 | 741029 |
| Uniform Mortgage Backed Securities 5.5% 9/1/2055 (f) | 5150000 | 5180176 |
| Uniform Mortgage Backed Securities 6% 10/1/2055 (f) | 3075000 | 3139143 |
| Uniform Mortgage Backed Securities 6% 9/1/2055 (f) | 17325000 | 17701278 |
| Uniform Mortgage Backed Securities 6.5% 9/1/2055 (f) | 5775000 | 5984118 |
| Uniform Mortgage Backed Securities 7% 9/1/2055 (f) | 2125000 | 2235414 |
| TOTAL UNITED STATES |  | 790501906 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $826,519,057) |  | <br> **790501906** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.5%** | &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.5%** | &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.5%  |  |  |
| Financials - 0.4% |  |  |
| Financial Services - 0.4% |  |  |
| Fannie Mae 0.54% 10/27/2025  | 500000 | 497144 |
| Fannie Mae 0.75% 10/8/2027  | 250000 | 235575 |
| Fannie Mae 0.875% 8/5/2030  | 108000 | 94392 |
| Fannie Mae 6.625% 11/15/2030  | 1650000 | 1871442 |
| Federal Farm Credit Banks Funding Corp 1.4% 3/10/2028  | 2230000 | 2109395 |
| Federal Farm Credit Banks Funding Corp 3.8% 4/5/2032  | 1000000 | 967006 |
| Federal Home Loan Bank 0.9% 2/26/2027  | 3290000 | 3152590 |
| Federal Home Loan Bank 0.96% 3/5/2026  | 1300000 | 1279571 |
| Federal Home Loan Bank 3.25% 6/9/2028  | 210000 | 208155 |
| Federal Home Loan Bank 4.375% 9/8/2028  | 30000 | 30650 |
| Federal Home Loan Bank 4.75% 3/10/2034  | 1000000 | 1033304 |
| Freddie Mac Non Gold Pool 6.25% 7/15/2032  | 830000 | 945018 |
| Freddie Mac Non Gold Pool 6.75% 3/15/2031  | 870000 | 997242 |
|  |  | 13421484 |
| Utilities - 0.1% |  |  |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Tennessee Valley Authority 2.875% 2/1/2027  | 145000 | 143297 |
| Tennessee Valley Authority 4.25% 9/15/2052  | 150000 | 123690 |
| Tennessee Valley Authority 4.25% 9/15/2065  | 210000 | 166840 |
| Tennessee Valley Authority 4.375% 8/1/2034  | 269000 | 268529 |
| Tennessee Valley Authority 4.875% 5/15/2035  | 700000 | 716923 |
| Tennessee Valley Authority 5.25% 9/15/2039  | 420000 | 439309 |
| Tennessee Valley Authority 5.88% 4/1/2036  | 110000 | 121847 |
|  |  | 1980435 |
| TOTAL UNITED STATES |  | 15401919 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $15,789,850) |  | <br> **15401919** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 46.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 46.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 46.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 46.4%** |
|  | Yield (%) (i) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bonds 1.125% 5/15/2040  | 1.44 | 2000 | 1244 |
| US Treasury Bonds 1.125% 8/15/2040  | 2.18 | 76000 | 46788 |
| US Treasury Bonds 1.25% 5/15/2050  | 2.33 | 238000 | 112148 |
| US Treasury Bonds 1.375% 11/15/2040  | 1.92 to 2.06 | 1276000 | 813201 |
| US Treasury Bonds 1.375% 8/15/2050  | 2.30 to 2.37 | 290000 | 140106 |
| US Treasury Bonds 1.75% 8/15/2041  | 1.96 to 3.69 | 6137000 | 4065283 |
| US Treasury Bonds 1.875% 11/15/2051  | 2.04 to 3.39 | 1574000 | 856600 |
| US Treasury Bonds 1.875% 2/15/2041  | 1.91 to 2.32 | 14910000 | 10246548 |
| US Treasury Bonds 2% 2/15/2050  | 1.49 to 1.71 | 683000 | 394272 |
| US Treasury Bonds 2% 8/15/2051  | 1.85 to 3.25 | 8892000 | 5018423 |
| US Treasury Bonds 2.25% 5/15/2041  | 2.07 to 3.12 | 6995000 | 5068916 |
| US Treasury Bonds 2.25% 8/15/2046  | 1.93 | 148000 | 95888 |
| US Treasury Bonds 2.25% 8/15/2049  | 2.20 to 2.22 | 267000 | 164768 |
| US Treasury Bonds 2.375% 11/15/2049  | 2.39 | 38000 | 24049 |
| US Treasury Bonds 2.375% 5/15/2051  | 2.60 to 3.09 | 1245000 | 773602 |
| US Treasury Bonds 2.5% 2/15/2046  | 1.27 | 329000 | 225609 |
| US Treasury Bonds 2.5% 5/15/2046  | 3.05 | 122000 | 83408 |
| US Treasury Bonds 2.75% 11/15/2042  | 1.27 to 2.83 | 329000 | 248665 |
| US Treasury Bonds 2.75% 11/15/2047  | 3.32 to 3.37 | 157000 | 110250 |
| US Treasury Bonds 2.75% 8/15/2047  | 3.10 to 3.18 | 177000 | 124667 |
| US Treasury Bonds 2.875% 11/15/2046  | 2.33 to 3.19 | 359000 | 261397 |
| US Treasury Bonds 2.875% 5/15/2049  | 2.23 to 2.58 | 361000 | 255281 |
| US Treasury Bonds 2.875% 5/15/2052  | 2.94 to 3.20 | 2960000 | 2041128 |
| US Treasury Bonds 2.875% 8/15/2045  | 2.82 to 2.91 | 268000 | 198184 |
| US Treasury Bonds 3% 11/15/2044  | 2.28 to 3.31 | 264000 | 201413 |
| US Treasury Bonds 3% 11/15/2045  | 3.08 to 3.17 | 76000 | 57309 |
| US Treasury Bonds 3% 2/15/2047  | 3.00 | 83000 | 61653 |
| US Treasury Bonds 3% 2/15/2048  | 3.07 | 121000 | 88760 |
| US Treasury Bonds 3% 2/15/2049  | 2.52 to 2.57 | 264000 | 191761 |
| US Treasury Bonds 3% 5/15/2042  | 1.10 to 3.04 | 238000 | 188782 |
| US Treasury Bonds 3% 5/15/2047  | 2.77 to 4.98 | 1607000 | 1189996 |
| US Treasury Bonds 3% 8/15/2048  | 3.07 to 3.39 | 188000 | 137196 |
| US Treasury Bonds 3% 8/15/2052  | 3.59 to 4.15 | 7670000 | 5424128 |
| US Treasury Bonds 3.125% 11/15/2041  | 2.27 to 2.52 | 229000 | 186680 |
| US Treasury Bonds 3.125% 2/15/2042  | 1.10 to 2.95 | 264000 | 214118 |
| US Treasury Bonds 3.125% 5/15/2048  | 3.13 | 48000 | 35941 |
| US Treasury Bonds 3.25% 5/15/2042  | 3.21 to 4.49 | 6160000 | 5065397 |
| US Treasury Bonds 3.375% 11/15/2048  | 3.25 | 68000 | 53064 |
| US Treasury Bonds 3.375% 5/15/2044  | 3.04 to 3.33 | 186000 | 151554 |
| US Treasury Bonds 3.375% 8/15/2042  | 3.51 to 4.43 | 14140000 | 11793644 |
| US Treasury Bonds 3.625% 2/15/2053  | 3.66 to 4.11 | 9520000 | 7620091 |
| US Treasury Bonds 3.625% 5/15/2053  | 3.83 to 4.23 | 6910000 | 5525031 |
| US Treasury Bonds 3.625% 8/15/2043  | 2.54 | 86000 | 73349 |
| US Treasury Bonds 3.75% 11/15/2043  | 3.17 | 94000 | 81387 |
| US Treasury Bonds 3.75% 8/15/2041  | 2.47 to 2.94 | 225000 | 200531 |
| US Treasury Bonds 3.875% 2/15/2043  | 3.76 to 4.59 | 10190000 | 9054372 |
| US Treasury Bonds 3.875% 5/15/2043  | 4.02 to 4.24 | 7160000 | 6343732 |
| US Treasury Bonds 3.875% 8/15/2040  | 2.12 | 126000 | 115413 |
| US Treasury Bonds 4% 11/15/2042  | 3.79 to 4.13 | 10370000 | 9394167 |
| US Treasury Bonds 4% 11/15/2052  | 3.60 to 3.88 | 6250000 | 5363770 |
| US Treasury Bonds 4.125% 8/15/2044  | 4.11 to 4.89 | 19240000 | 17477586 |
| US Treasury Bonds 4.125% 8/15/2053 (j) | 4.20 to 5.03 | 4510000 | 3949950 |
| US Treasury Bonds 4.25% 2/15/2054  | 4.27 to 4.79 | 29973000 | 26816468 |
| US Treasury Bonds 4.25% 8/15/2054  | 4.02 to 4.48 | 17950000 | 16059641 |
| US Treasury Bonds 4.375% 11/15/2039  | 3.18 | 5000 | 4883 |
| US Treasury Bonds 4.375% 2/15/2038  | 2.97 to 3.10 | 81000 | 80791 |
| US Treasury Bonds 4.375% 5/15/2041  | 2.97 | 433000 | 417422 |
| US Treasury Bonds 4.375% 8/15/2043  | 4.41 to 5.07 | 4130000 | 3905109 |
| US Treasury Bonds 4.5% 11/15/2054  | 4.37 to 4.84 | 10730000 | 10016203 |
| US Treasury Bonds 4.5% 2/15/2036  | 1.78 to 2.83 | 223000 | 228714 |
| US Treasury Bonds 4.5% 2/15/2044  | 4.36 to 4.85 | 22650000 | 21710379 |
| US Treasury Bonds 4.5% 5/15/2038  | 3.16 | 69000 | 69712 |
| US Treasury Bonds 4.625% 11/15/2044  | 4.86 to 4.90 | 4350000 | 4219840 |
| US Treasury Bonds 4.625% 2/15/2055  | 4.69 to 4.83 | 5390000 | 5137344 |
| US Treasury Bonds 4.625% 5/15/2044  | 4.47 to 4.76 | 8980000 | 8735155 |
| US Treasury Bonds 4.625% 5/15/2054  | 4.34 to 4.68 | 8840000 | 8421827 |
| US Treasury Bonds 4.75% 11/15/2043  | 4.22 to 4.70 | 18010000 | 17843267 |
| US Treasury Bonds 4.75% 5/15/2055  | 4.79 to 5.00 | 18530000 | 18026216 |
| US Treasury Bonds 4.75% 8/15/2045  | 4.74 | 5310000 | 5315808 |
| US Treasury Bonds 4.75% 8/15/2055  | 4.92 | 4270000 | 4155244 |
| US Treasury Bonds 5% 5/15/2037  | 2.94 | 391000 | 415438 |
| US Treasury Bonds 5% 5/15/2045  | 4.79 to 5.05 | 24500000 | 24909609 |
| US Treasury Notes 0.375% 9/30/2027  | 0.54 to 0.73 | 3744000 | 3503272 |
| US Treasury Notes 0.5% 4/30/2027  | 0.54 | 546000 | 518316 |
| US Treasury Notes 0.5% 5/31/2027  | 0.69 | 43000 | 40723 |
| US Treasury Notes 0.5% 6/30/2027  | 0.48 to 0.49 | 856000 | 808786 |
| US Treasury Notes 0.5% 8/31/2027  | 0.46 to 1.19 | 2377000 | 2235309 |
| US Treasury Notes 0.625% 11/30/2027  | 0.63 to 0.76 | 2407000 | 2254212 |
| US Treasury Notes 0.625% 12/31/2027  | 0.76 to 0.84 | 1696000 | 1584038 |
| US Treasury Notes 0.625% 3/31/2027  | 0.63 | 884000 | 842804 |
| US Treasury Notes 0.625% 7/31/2026  | 0.67 to 0.83 | 3960000 | 3844943 |
| US Treasury Notes 0.625% 8/15/2030  | 1.55 to 1.70 | 644000 | 554972 |
| US Treasury Notes 0.75% 1/31/2028  | 0.79 to 1.00 | 4807000 | 4493043 |
| US Treasury Notes 0.75% 4/30/2026  | 0.81 | 3206000 | 3138661 |
| US Treasury Notes 0.75% 5/31/2026  | 0.78 to 0.90 | 3183000 | 3108349 |
| US Treasury Notes 0.875% 9/30/2026  | 1.05 to 1.62 | 6070000 | 5881498 |
| US Treasury Notes 1.125% 10/31/2026  | 1.10 to 1.83 | 8680000 | 8415531 |
| US Treasury Notes 1.125% 2/29/2028  | 1.28 to 1.37 | 5030000 | 4736649 |
| US Treasury Notes 1.125% 8/31/2028  | 1.07 to 1.42 | 5215000 | 4852395 |
| US Treasury Notes 1.25% 12/31/2026  | 1.42 to 2.91 | 7670000 | 7421624 |
| US Treasury Notes 1.25% 3/31/2028  | 1.23 to 1.34 | 4619000 | 4354851 |
| US Treasury Notes 1.25% 4/30/2028  | 1.23 to 1.29 | 3357000 | 3159645 |
| US Treasury Notes 1.25% 5/31/2028  | 1.24 | 2807000 | 2636497 |
| US Treasury Notes 1.25% 6/30/2028  | 0.99 to 1.02 | 3624000 | 3398208 |
| US Treasury Notes 1.25% 8/15/2031  | 3.02 to 3.09 | 3247000 | 2805738 |
| US Treasury Notes 1.25% 9/30/2028  | 1.34 to 1.44 | 2821000 | 2629701 |
| US Treasury Notes 1.375% 10/31/2028  | 1.45 to 2.02 | 7420000 | 6931613 |
| US Treasury Notes 1.375% 12/31/2028  | 1.71 to 2.71 | 2240000 | 2085300 |
| US Treasury Notes 1.375% 8/31/2026  | 1.68 | 366000 | 357162 |
| US Treasury Notes 1.5% 1/31/2027  | 0.69 to 3.03 | 5829000 | 5649804 |
| US Treasury Notes 1.5% 11/30/2028  | 1.77 to 1.79 | 1062000 | 994339 |
| US Treasury Notes 1.5% 2/15/2030  | 1.62 | 724000 | 660537 |
| US Treasury Notes 1.625% 5/15/2031  | 3.75 | 9580000 | 8527323 |
| US Treasury Notes 1.625% 8/15/2029  | 0.69 to 1.93 | 2954000 | 2742258 |
| US Treasury Notes 1.625% 9/30/2026  | 1.68 to 1.84 | 1345000 | 1313844 |
| US Treasury Notes 1.75% 1/31/2029  | 1.86 to 2.36 | 4210000 | 3961182 |
| US Treasury Notes 1.875% 2/28/2029  | 3.07 | 820000 | 773683 |
| US Treasury Notes 1.875% 7/31/2026  | 1.61 to 1.76 | 800000 | 785638 |
| US Treasury Notes 2% 11/15/2026  | 1.54 to 3.18 | 562000 | 550167 |
| US Treasury Notes 2.25% 11/15/2027  | 3.19 | 255000 | 247699 |
| US Treasury Notes 2.25% 2/15/2027  | 2.51 to 4.77 | 4017000 | 3933679 |
| US Treasury Notes 2.25% 8/15/2027  | 2.66 to 3.05 | 1371000 | 1335333 |
| US Treasury Notes 2.375% 5/15/2027  | 2.54 to 2.88 | 1576000 | 1542510 |
| US Treasury Notes 2.375% 5/15/2029  | 1.88 to 2.12 | 473000 | 452787 |
| US Treasury Notes 2.5% 3/31/2027  | 3.06 | 2870000 | 2817533 |
| US Treasury Notes 2.625% 2/15/2029  | 1.60 to 2.72 | 1038000 | 1005157 |
| US Treasury Notes 2.625% 5/31/2027  | 2.84 | 3110000 | 3055089 |
| US Treasury Notes 2.625% 7/31/2029  | 2.87 to 3.15 | 13410000 | 12920744 |
| US Treasury Notes 2.75% 2/15/2028  | 1.53 to 3.24 | 629000 | 616641 |
| US Treasury Notes 2.75% 4/30/2027  | 2.90 to 2.93 | 1920000 | 1891350 |
| US Treasury Notes 2.75% 7/31/2027  | 2.91 to 3.18 | 4190000 | 4120767 |
| US Treasury Notes 2.75% 8/15/2032  | 3.10 to 4.02 | 13225000 | 12279103 |
| US Treasury Notes 2.875% 11/30/2025  | 2.69 to 2.71 | 288000 | 287093 |
| US Treasury Notes 2.875% 4/30/2029  | 3.03 | 290000 | 282659 |
| US Treasury Notes 2.875% 5/15/2028  | 2.48 to 2.72 | 231000 | 226750 |
| US Treasury Notes 2.875% 8/15/2028  | 1.32 to 2.86 | 1186000 | 1162419 |
| US Treasury Notes 3% 10/31/2025  | 2.59 | 535000 | 533828 |
| US Treasury Notes 3.125% 11/15/2028  | 1.98 to 3.01 | 331000 | 326281 |
| US Treasury Notes 3.125% 8/31/2027  | 3.27 to 3.69 | 3090000 | 3060428 |
| US Treasury Notes 3.125% 8/31/2029  | 3.21 to 3.61 | 2250000 | 2207813 |
| US Treasury Notes 3.25% 6/30/2027  | 2.89 to 3.15 | 3320000 | 3296786 |
| US Treasury Notes 3.25% 6/30/2029  | 2.70 to 3.02 | 1750000 | 1726416 |
| US Treasury Notes 3.375% 5/15/2033  | 3.96 | 960000 | 920138 |
| US Treasury Notes 3.375% 9/15/2027  | 3.56 | 3650000 | 3632891 |
| US Treasury Notes 3.5% 1/31/2028  | 3.49 to 3.77 | 5420000 | 5407509 |
| US Treasury Notes 3.5% 1/31/2030  | 3.51 to 4.07 | 5650000 | 5612260 |
| US Treasury Notes 3.5% 2/15/2033  | 3.75 to 4.06 | 7830000 | 7589595 |
| US Treasury Notes 3.5% 4/30/2028  | 3.41 to 4.02 | 4370000 | 4359645 |
| US Treasury Notes 3.5% 4/30/2030  | 3.71 to 4.70 | 7080000 | 7025517 |
| US Treasury Notes 3.5% 9/30/2029  | 3.57 | 1460000 | 1452187 |
| US Treasury Notes 3.625% 3/31/2028  | 3.51 to 3.58 | 2180000 | 2181873 |
| US Treasury Notes 3.625% 3/31/2030  | 3.55 | 410000 | 409103 |
| US Treasury Notes 3.625% 5/31/2028  | 3.74 to 4.11 | 13510000 | 13521082 |
| US Treasury Notes 3.625% 8/15/2028  | 3.68 | 14670000 | 14689484 |
| US Treasury Notes 3.625% 8/31/2029  | 3.71 | 5210000 | 5207558 |
| US Treasury Notes 3.625% 8/31/2030  | 3.69 | 10570000 | 10537794 |
| US Treasury Notes 3.625% 9/30/2031  | 3.66 to 4.15 | 9740000 | 9630425 |
| US Treasury Notes 3.75% 12/31/2028  | 3.84 to 4.06 | 8390000 | 8427689 |
| US Treasury Notes 3.75% 12/31/2030  | 4.09 to 4.11 | 3600000 | 3601266 |
| US Treasury Notes 3.75% 4/15/2028  | 3.58 to 3.82 | 18850000 | 18922160 |
| US Treasury Notes 3.75% 5/15/2028  | 3.83 to 4.00 | 35560000 | 35707638 |
| US Treasury Notes 3.75% 5/31/2030  | 3.92 to 4.23 | 1860000 | 1864941 |
| US Treasury Notes 3.75% 6/30/2030  | 3.86 to 4.23 | 6970000 | 6988786 |
| US Treasury Notes 3.75% 8/31/2031  | 3.63 | 2030000 | 2021991 |
| US Treasury Notes 3.875% 10/15/2027  | 3.86 to 4.16 | 25440000 | 25568194 |
| US Treasury Notes 3.875% 11/30/2029  | 3.45 to 3.80 | 3970000 | 4003807 |
| US Treasury Notes 3.875% 12/31/2029  | 3.58 to 4.05 | 5560000 | 5607998 |
| US Treasury Notes 3.875% 3/15/2028  | 3.88 | 9070000 | 9134482 |
| US Treasury Notes 3.875% 4/30/2030  | 3.72 to 4.11 | 15380000 | 15510369 |
| US Treasury Notes 3.875% 5/31/2027  | 4.01 | 10760000 | 10796147 |
| US Treasury Notes 3.875% 6/15/2028  | 3.68 to 3.86 | 23390000 | 23570907 |
| US Treasury Notes 3.875% 6/30/2030  | 3.79 to 3.96 | 12400000 | 12501719 |
| US Treasury Notes 3.875% 7/15/2028  | 3.84 to 3.88 | 19150000 | 19298113 |
| US Treasury Notes 3.875% 7/31/2030  | 3.95 | 6940000 | 6995845 |
| US Treasury Notes 3.875% 8/15/2033  | 4.27 to 4.71 | 4340000 | 4294566 |
| US Treasury Notes 3.875% 9/30/2029  | 3.96 to 4.11 | 5080000 | 5125045 |
| US Treasury Notes 4% 1/15/2027  | 4.02 to 4.10 | 7640000 | 7663577 |
| US Treasury Notes 4% 1/31/2029  | 3.87 to 4.22 | 11640000 | 11785955 |
| US Treasury Notes 4% 1/31/2031  | 3.91 to 4.34 | 9240000 | 9349725 |
| US Treasury Notes 4% 10/31/2029  | 3.73 to 4.14 | 10290000 | 10429076 |
| US Treasury Notes 4% 12/15/2027  | 4.22 to 4.32 | 32340000 | 32627506 |
| US Treasury Notes 4% 2/15/2034  | 4.35 to 4.69 | 6580000 | 6541445 |
| US Treasury Notes 4% 2/29/2028  | 4.17 | 3620000 | 3654786 |
| US Treasury Notes 4% 3/31/2030  | 3.95 | 8710000 | 8829422 |
| US Treasury Notes 4% 4/30/2032  | 3.93 to 4.29 | 23490000 | 23625802 |
| US Treasury Notes 4% 5/31/2030  | 3.95 to 3.96 | 21070000 | 21362182 |
| US Treasury Notes 4% 6/30/2028  | 4.01 to 4.25 | 9110000 | 9211776 |
| US Treasury Notes 4% 6/30/2032  | 3.99 to 4.18 | 11460000 | 11519091 |
| US Treasury Notes 4% 7/31/2029  | 3.94 | 4650000 | 4711696 |
| US Treasury Notes 4% 7/31/2030  | 4.38 | 1020000 | 1033427 |
| US Treasury Notes 4% 7/31/2032  | 3.92 to 4.14 | 18350000 | 18433148 |
| US Treasury Notes 4.125% 10/31/2027  | 3.82 to 4.25 | 7580000 | 7659057 |
| US Treasury Notes 4.125% 10/31/2029  | 4.15 to 4.31 | 13400000 | 13642352 |
| US Treasury Notes 4.125% 10/31/2031  | 4.13 to 4.38 | 13820000 | 14031079 |
| US Treasury Notes 4.125% 11/15/2027  | 4.11 to 4.20 | 21290000 | 21516206 |
| US Treasury Notes 4.125% 11/15/2032  | 3.36 to 3.95 | 9650000 | 9757809 |
| US Treasury Notes 4.125% 11/30/2029  | 4.08 to 4.44 | 10860000 | 11058959 |
| US Treasury Notes 4.125% 11/30/2031  | 4.08 to 4.32 | 6970000 | 7073461 |
| US Treasury Notes 4.125% 2/15/2027  | 4.30 to 4.48 | 17430000 | 17521916 |
| US Treasury Notes 4.125% 2/29/2032  | 4.10 to 4.12 | 10110000 | 10250197 |
| US Treasury Notes 4.125% 3/31/2029  | 4.20 to 4.66 | 12990000 | 13210729 |
| US Treasury Notes 4.125% 3/31/2031  | 4.43 to 4.66 | 8030000 | 8171780 |
| US Treasury Notes 4.125% 3/31/2032  | 4.08 to 4.11 | 6630000 | 6719350 |
| US Treasury Notes 4.125% 5/31/2032  | 4.13 to 4.29 | 5800000 | 5873115 |
| US Treasury Notes 4.125% 7/31/2031  | 3.68 to 3.96 | 15070000 | 15317012 |
| US Treasury Notes 4.125% 8/31/2030  | 4.63 | 880000 | 896534 |
| US Treasury Notes 4.25% 1/15/2028  | 4.24 to 4.28 | 15030000 | 15247818 |
| US Treasury Notes 4.25% 1/31/2026  | 4.72 | 1410000 | 1410573 |
| US Treasury Notes 4.25% 1/31/2030  | 4.33 | 10630000 | 10880386 |
| US Treasury Notes 4.25% 11/15/2034  | 4.15 to 4.58 | 16370000 | 16477428 |
| US Treasury Notes 4.25% 2/15/2028  | 3.98 to 4.08 | 22760000 | 23106275 |
| US Treasury Notes 4.25% 2/28/2029  | 4.20 to 4.24 | 7430000 | 7585275 |
| US Treasury Notes 4.25% 2/28/2031  | 4.21 to 4.27 | 6710000 | 6871721 |
| US Treasury Notes 4.25% 5/15/2035  | 4.23 to 4.49 | 23610000 | 23683781 |
| US Treasury Notes 4.25% 6/30/2029  | 4.34 | 4530000 | 4629912 |
| US Treasury Notes 4.25% 6/30/2031  | 4.09 to 4.23 | 6210000 | 6353364 |
| US Treasury Notes 4.25% 8/15/2035  | 4.22 | 6800000 | 6813813 |
| US Treasury Notes 4.375% 1/31/2032  | 4.44 | 4670000 | 4800614 |
| US Treasury Notes 4.375% 11/30/2028  | 3.79 to 4.29 | 6830000 | 6990612 |
| US Treasury Notes 4.375% 11/30/2030  | 3.87 to 4.36 | 8470000 | 8725754 |
| US Treasury Notes 4.375% 12/15/2026  | 3.98 to 4.15 | 10500000 | 10577109 |
| US Treasury Notes 4.375% 12/31/2029  | 4.33 to 4.41 | 9890000 | 10170088 |
| US Treasury Notes 4.375% 5/15/2034  | 4.06 to 4.49 | 8680000 | 8849531 |
| US Treasury Notes 4.375% 7/15/2027  | 4.10 to 4.26 | 14500000 | 14687334 |
| US Treasury Notes 4.375% 8/15/2026  | 4.66 | 210000 | 210952 |
| US Treasury Notes 4.5% 11/15/2025  | 4.08 | 2900000 | 2901291 |
| US Treasury Notes 4.5% 12/31/2031  | 4.43 to 4.70 | 14380000 | 14888917 |
| US Treasury Notes 4.5% 4/15/2027  | 4.77 to 4.88 | 10820000 | 10954827 |
| US Treasury Notes 4.5% 5/15/2027  | 4.51 to 4.74 | 16650000 | 16871783 |
| US Treasury Notes 4.5% 5/31/2029  | 4.49 | 990000 | 1019932 |
| US Treasury Notes 4.625% 11/15/2026  | 4.47 to 4.50 | 6220000 | 6278555 |
| US Treasury Notes 4.625% 2/15/2035  | 4.16 to 4.31 | 18370000 | 18998599 |
| US Treasury Notes 4.625% 4/30/2029  | 4.72 | 5660000 | 5853236 |
| US Treasury Notes 4.625% 4/30/2031  | 4.49 to 4.71 | 8070000 | 8413290 |
| US Treasury Notes 4.625% 5/31/2031  | 4.25 to 4.49 | 10900000 | 11361973 |
| US Treasury Notes 4.625% 6/15/2027  | 4.41 to 4.52 | 11480000 | 11667895 |
| US Treasury Notes 4.625% 9/15/2026  | 4.79 | 6990000 | 7045023 |
| US Treasury Notes 4.625% 9/30/2028  | 4.60 to 4.68 | 3820000 | 3934152 |
| US Treasury Notes 4.75% 2/15/2045  | 4.59 to 4.96 | 17470000 | 17210680 |
| US Treasury Notes 4.875% 10/31/2028  | 4.65 to 4.82 | 3722000 | 3862593 |
| US Treasury Notes 4.875% 10/31/2030  | 4.36 to 4.89 | 7650000 | 8058797 |
| US Treasury Notes 4.875% 5/31/2026  | 4.86 | 2910000 | 2928915 |
| US Treasury Notes 5% 10/31/2025  | 5.06 | 3000000 | 3003145 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $1,495,108,094) |  |  | **1468904587** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.1%** | &nbsp;&nbsp;**Money Market Funds - 1.1%** | &nbsp;&nbsp;**Money Market Funds - 1.1%** | &nbsp;&nbsp;**Money Market Funds - 1.1%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (d)<br>(Cost $35,589,876)<br>| 4.36 | 35582760 | **35589876** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 102.0%**<br> (Cost $3,333,375,172)<br>| <br>**3231792733** |
| **NET OTHER ASSETS (LIABILITIES) - (2.0)%**  | **(62364953)** |
| **NET ASSETS - 100.0%** | **3169427780** |

---

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments**  | **TBA Sale Commitments**  | **TBA Sale Commitments**  |
|  | Principal<br> Amount (a) | Value ($) |
| U.S. Government Agency - Mortgage Securities |  |  |
| Ginnie Mae II Pool 3.5% 9/1/2055 | (4850000) | (4414135) |
| Ginnie Mae II Pool 6% 9/1/2055 | (5975000) | (6094219) |
| Uniform Mortgage Backed Securities 2% 9/1/2055 | (500000) | (396992) |
| Uniform Mortgage Backed Securities 2.5% 9/1/2055 | (5275000) | (4379280) |
| Uniform Mortgage Backed Securities 3.5% 9/1/2055 | (6850000) | (6189350) |
| Uniform Mortgage Backed Securities 5% 9/1/2040 | (825000) | (833540) |
| Uniform Mortgage Backed Securities 5.5% 9/1/2055 | (475000) | (477783) |
| Uniform Mortgage Backed Securities 6% 9/1/2055 | (6150000) | (6283571) |
| TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES  |  | (29068870) |
| **TOTAL TBA SALE COMMITMENTS**<br> (Proceeds $28,924,479) |  | <br> **(29068870)** |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(c) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $5,480,024 or 0.2% of net assets.

(d) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request.

(e) Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.

(f) Security or a portion of the security purchased on a delayed delivery or when-issued basis.

(g) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(h) Security is perpetual in nature with no stated maturity date.

(i) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(j) Security or a portion of the security has been segregated as collateral for mortgage-backed or asset-backed securities purchased on a delayed delivery or when-issued basis. At period end, the value of securities pledged amounted to $44,667.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 21756543 | 587516361 | 573683028 | 1064906 | - | - | 35589876 | 35582760 | 0.1% |
| Total | 21756543 | 587516361 | 573683028 | 1064906 | - | - | 35589876 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line item in the Statement of Operations, if applicable.

Amounts included in the purchases and sales proceeds columns may include in-kind transactions, if applicable.

**Investment Valuation**

The following is a summary of the inputs used, as of August 31, 2025, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** |
| **Description** | **Total ($)** | **Level 1 ($)** | **Level 2 ($)** | **Level 3 ($)** |
|  **<u>Investments in Securities:</u>** |  |  |  |  |
|  **Asset-Backed Securities** | 8188514 | - | 8188514 | - |
|  **Bank Notes** |  |  |  |  |
| Financials | 4271803 | - | 4271803 | - |
|  **Commercial Mortgage Securities** | 32499701 | - | 32499701 | - |
|  **Foreign Government and Government Agency Obligations** | 37614386 | - | 37614386 | - |
|  **Municipal Securities** |  |  |  |  |
| Education | 614409 | - | 614409 | - |
| Electric Utilities | 538893 | - | 538893 | - |
| General Obligations | 4184207 | - | 4184207 | - |
| Health Care | 633562 | - | 633562 | - |
| Special Tax | 975104 | - | 975104 | - |
| Transportation | 2155199 | - | 2155199 | - |
| Water & Sewer | 530315 | - | 530315 | - |
|  **Non-Convertible Corporate Bonds** |  |  |  |  |
| Communication Services | 52549372 | - | 52549372 | - |
| Consumer Discretionary | 41857546 | - | 41857546 | - |
| Consumer Staples | 52922846 | - | 52922846 | - |
| Energy | 51924586 | - | 51924586 | - |
| Financials | 304748269 | - | 304748269 | - |
| Health Care | 90485188 | - | 90485188 | - |
| Industrials | 49026971 | - | 49026971 | - |
| Information Technology | 60382026 | - | 60382026 | - |
| Materials | 22426700 | - | 22426700 | - |
| Real Estate | 31212178 | - | 31212178 | - |
| Utilities | 71425110 | - | 71425110 | - |
|  **Preferred Securities** |  |  |  |  |
| Energy | 227560 | - | 227560 | - |
|  **U.S. Government Agency - Mortgage Securities** | 790501906 | - | 790501906 | - |
|  **U.S. Government Agency Obligations** |  |  |  |  |
| Financials | 13421484 | - | 13421484 | - |
| Utilities | 1980435 | - | 1980435 | - |
|  **U.S. Treasury Obligations** | 1468904587 | - | 1468904587 | - |
|  **Money Market Funds** | 35589876 | 35589876 | - | - |
| **Total Investments in Securities:** | 3231792733 | 35589876 | 3196202857 | - |
|  **<u>Other Financial Instruments:</u>** |  |  |  |  |
|  **TBA Sale Commitments** | (29068870) | - | (29068870) | - |
| **Total Other Financial Instruments:** | (29068870) | - | (29068870) | - |

---

**Financial Statements**

---

| | | |
|:---|:---|:---|
| **Statement of Assets and Liabilities** | **Statement of Assets and Liabilities** | **Statement of Assets and Liabilities** |
| **As of August 31, 2025** | **As of August 31, 2025** | **As of August 31, 2025** |
| **Assets**  |  |  |
| Investment in securities, at value - See accompanying schedule: |  |  |
| Unaffiliated issuers (cost $3,297,785,296) | $3196202857 |  |
| Fidelity Central Funds (cost $35,589,876) | 35589876 |  |
| Total Investment in Securities (cost $3,333,375,172) |  | $3231792733 |
| Receivable for investments sold |  |  |
| Regular delivery |  | 32174812 |
| Delayed delivery |  | 5250251 |
| Receivable for TBA sale commitments |  | 28924479 |
| Receivable for fund shares sold |  | 4830542 |
| Interest receivable |  | 25628459 |
| Distributions receivable from Fidelity Central Funds |  | 88155 |
| **Total assets** |  | 3328689431 |
| **Liabilities** |  |  |
| Payable for investments purchased |  |  |
| Regular delivery | $35320436 |  |
| Delayed delivery | 92799743 |  |
| TBA sale commitments, at value | 29068870 |  |
| Payable for fund shares redeemed | 2069312 |  |
| Distributions payable | 3290 |  |
| **Total liabilities** |  | 159261651 |
| **Net Assets**  |  | $3169427780 |
| Net Assets consist of: |  |  |
| Paid in capital |  | $3312633275 |
| Total accumulated earnings (loss) |  | (143205495) |
| **Net Assets** |  | $3169427780 |
| **Net Asset Value**, offering price and redemption price per share ($3,169,427,780 ÷ 345,149,398 shares) |  | $9.18 |

---

---

| | | |
|:---|:---|:---|
| **Statement of Operations** | **Statement of Operations** | **Statement of Operations** |
| <br> **Year ended August 31, 2025** | <br> **Year ended August 31, 2025** | <br> **Year ended August 31, 2025** |
| **Investment Income** |  |  |
| Dividends  |  | $13545 |
| Interest  |  | 110649786 |
| Income from Fidelity Central Funds  |  | 1064906 |
| **Total income** |  | 111728237 |
| **Expenses** |  |  |
| Independent trustees' fees and expenses | $6619 |  |
| **Total expenses** |  | 6619 |
| **Net Investment income (loss)** |  | 111721618 |
| **Realized and Unrealized Gain (Loss)** |  |  |
| Net realized gain (loss) on: |  |  |
| Investment Securities: |  |  |
| Unaffiliated issuers  | (13887189) |  |
| Foreign currency transactions | 2 |  |
| Total net realized gain (loss) |  | (13887187) |
| Change in net unrealized appreciation (depreciation) on: |  |  |
| Investment Securities: |  |  |
| Unaffiliated issuers  | (3801488) |  |
| TBA sale commitments | (185818) |  |
| Total change in net unrealized appreciation (depreciation) |  | (3987306) |
| **Net gain (loss)** |  | (17874493) |
| **Net increase (decrease) in net assets resulting from operations** |  | $93847125 |

---

---

| | | |
|:---|:---|:---|
| **Statement of Changes in Net Assets** | **Statement of Changes in Net Assets** | **Statement of Changes in Net Assets** |
|  | **Year ended**<br> **August 31, 2025** | **Year ended**<br> **August 31, 2024** |
| **Increase (Decrease) in Net Assets** |  |  |
| Operations |  |  |
| &nbsp;&nbsp;Net investment income (loss) | $111721618 | $74816141 |
| &nbsp;&nbsp;Net realized gain (loss) | (13887187)<br>| (16028414)<br>|
| &nbsp;&nbsp;Change in net unrealized appreciation (depreciation) | (3987306) | 91630474<br>|
| &nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations** | 93847125<br>| 150418201<br>|
| Distributions to shareholders | (105107626)<br>| (69215077)<br>|
| Share transactions |  |  |
| &nbsp;&nbsp;Proceeds from sales of shares | 1355305856 | 1000964330 |
| Reinvestment of distributions | 105062649<br>| 69174908<br>|
| &nbsp;&nbsp;Cost of shares redeemed | (692627403) | (449980027) |
| **Net increase (decrease) in net assets resulting from share transactions** | 767741102<br>| 620159211<br>|
| &nbsp;&nbsp;**Total increase (decrease) in net assets** | 756480601<br>| 701362335<br>|
| **Net Assets** |  |  |
| &nbsp;&nbsp;Beginning of period | 2412947179 | 1711584844<br>|
| &nbsp;&nbsp;End of period | $3169427780 | $2412947179 |
| **Other Information** |  |  |
| Shares |  |  |
| &nbsp;&nbsp;Sold | 149088412 | 111630504 |
| Issued in reinvestment of distributions | 11517360<br>| 7709836<br>|
| &nbsp;&nbsp;Redeemed | (76209611) | (50252375) |
| &nbsp;&nbsp;Net increase (decrease) | 84396161 | 69087965 |

---

**Financial Highlights** 

**Fidelity Flex® U.S. Bond Index Fund** <br>

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Years ended August 31,** | **2025**  | **2024**  | **2023**  | **2022**  | **2021**  |
| **Selected Per-Share Data**  |  |  |  |  |  |
| Net asset value, beginning of period  | $9.25 | $8.93 | $9.29 | $10.68 | $10.97 |
| Income from Investment Operations  |  |  |  |  |  |
| Net investment income (loss) A,B | .373  | .335  | .266  | .180  | .159  |
| Net realized and unrealized gain (loss)  | (.092)  | .294  | (.380)  | (1.397)  | (.192)  |
| Total from investment operations  | .281  | .629  | (.114)  | (1.217)  | (.033)  |
| Distributions from net investment income  | (.351)  | (.309)  | (.246)  | (.173)  | (.163)  |
| Distributions from net realized gain  | -  | -  | -  | -  | (.094)  |
| Total distributions  | (.351)  | (.309)  | (.246)  | (.173)  | (.257)  |
| Net asset value, end of period  | $9.18 | $9.25 | $8.93 | $9.29 | $10.68 |
| **Total Return** C | 3.13% <br>| 7.21%  | (1.22)%  | (11.49)%  | (.29)%  |
| **Ratios to Average Net Assets** B,D,E |  |  |  |  |  |
| Expenses before reductions  | -% F | -% F | .01%  | -% F | -% F |
| Expenses net of fee waivers, if any F | -% <br>| -%  | -%  | -%  | -%  |
| Expenses net of all reductions, if any F | -%  | -%  | -%  | -%  | -%  |
| Net investment income (loss)  | 4.11%  | 3.74%  | 2.95%  | 1.81%  | 1.50%  |
| **Supplemental Data** |  |  |  |  |  |
| Net assets, end of period (000 omitted) | $3169428 | $2412947 | $1711585 | $1315374 | $1146646 |
| Portfolio turnover rate G | 68% <br>| 65%  | 49%  | 55%  | 115%  |

---

A*Calculated based on average shares outstanding during the period.*

B*Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any mutual funds or ETFs is not included in the Fund's net investment income (loss) ratio.*

C*Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.*

D*Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.*

E*Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment adviser, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.*

F*Amount represents less than .005%.*

G*Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs), derivatives or securities that mature within one year from acquisition.* 

**Notes to Financial Statements**

For the period ended August 31, 2025

**1. Organization.**

Fidelity Flex U.S. Bond Index Fund (the Fund) is a fund of Fidelity Salem Street Trust (the Trust) and is authorized to issue an unlimited number of shares. Share transactions on the Statement of Changes in Net Assets may contain exchanges between affiliated funds. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust. The Fund is available only to certain fee-based accounts and advisory programs offered by Fidelity.

**2. Investments in Fidelity Central Funds.**

Funds may invest in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Schedule of Investments lists any Fidelity Central Funds held as an investment as of period end, but does not include the underlying holdings of each Fidelity Central Fund. An investing fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.

Based on its investment objective, each Fidelity Central Fund may invest or participate in various investment vehicles or strategies that are similar to those of the investing fund. These strategies are consistent with the investment objectives of the investing fund and may involve certain economic risks which may cause a decline in value of each of the Fidelity Central Funds and thus a decline in the value of the investing fund.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Fidelity Central Fund** | **Investment Manager** | **Investment Objective** | **Investment Practices** | **Expense RatioA** |
| Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% |

---

*A Expenses expressed as a percentage of average net assets and are as of each underlying Central Fund's most recent annual or semi-annual shareholder report.* 

A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds which contain the significant accounting policies (including investment valuation policies) of those funds, and are not covered by the Report of Independent Registered Public Accounting Firm, are available on the Securities and Exchange Commission website or upon request.

**3. Significant Accounting Policies.**

The Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 *Financial Services - Investment Companies*. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. The Fund operates as a single operating segment. The Fund's income, expenses, assets, and performance are regularly monitored and assessed as a whole by the investment adviser and other individuals responsible for oversight functions of the Trust, using the information presented in the financial statements and financial highlights. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The Fund's Schedule of Investments lists any underlying mutual funds or exchange-traded funds but does not include the underlying holdings of these funds. The following summarizes the significant accounting policies of the Fund:

**Investment Valuation.** Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value the Fund's investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Corporate bonds, bank notes, foreign government and government agency obligations, municipal securities, preferred securities and U.S. government and government agency obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset backed securities, commercial mortgage securities and U.S. government agency mortgage securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. The aggregate value of investments by input level as of August 31, 2025 is included at the end of the Fund's Schedule of Investments.

**Foreign Currency.** Certain Funds may use foreign currency contracts to facilitate transactions in foreign-denominated securities. Gains and losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts' terms.

Foreign-denominated assets, including investment securities, and liabilities are translated into U.S. dollars at the exchange rates at period end. Purchases and sales of investment securities, income and dividends received, and expenses denominated in foreign currencies are translated into U.S. dollars at the exchange rate in effect on the transaction date.

The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.

**Investment Transactions and Income.** For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost and include proceeds received from litigation. Dividend income is recorded on the ex-dividend date. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Interest income is accrued as earned and includes coupon interest and amortization of premium and accretion of discount on debt securities as applicable. Investment income is recorded net of foreign taxes withheld where recovery of such taxes is uncertain. Debt obligations may be placed on non-accrual status and related interest income may be reduced by ceasing current accruals and writing off interest receivables when the collection of all or a portion of interest has become doubtful based on consistently applied procedures. A debt obligation is removed from non-accrual status when the issuer resumes interest payments or when collectability of interest is reasonably assured.

**Expenses.** Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expenses included in the accompanying financial statements reflect the expenses of that fund and do not include any expenses associated with any underlying mutual funds or exchange-traded funds. Although not included in a fund's expenses, a fund indirectly bears its proportionate share of these expenses through the net asset value of each underlying mutual fund or exchange-traded fund. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.

**Income Tax Information and Distributions to Shareholders.** Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. As of August 31, 2025, the Fund did not have any unrecognized tax benefits in the financial statements; nor is the Fund aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. The Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction. Foreign taxes are provided for based on the Fund's understanding of the tax rules and rates that exist in the foreign markets in which it invests.

Distributions are declared and recorded daily and paid monthly from net investment income. Distributions from realized gains, if any, are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.

Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.

Book-tax differences are primarily due to foreign currency transactions, market discount, capital loss carryforwards and losses deferred due to wash sales.

As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows:

---

| | |
|:---|:---|
| **Gross unrealized appreciation**  | $40116563 |
| **Gross unrealized depreciation**  | <u>(130926582)</u> |
| **Net unrealized appreciation (depreciation)**  | <u>$(90810019)</u> |
| **Tax Cost**  | <u>$3322458361</u> |

---

The tax-based components of distributable earnings as of period end were as follows:

---

| | |
|:---|:---|
| **Undistributed ordinary income**  | <u>$1353897</u> |
| **Capital loss carryforward**  | <u>$(53749373)</u> |
| **Net unrealized appreciation (depreciation) on securities and other investments**  | <u>$(90810019)</u> |

---

Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited. The capital loss carryforward information presented below, including any applicable limitation, is estimated as of fiscal period end and is subject to adjustment.

---

| | |
|:---|:---|
| Short-term | $(15276162) |
| Long-term | <u>(38473211)</u> |
| **Total capital loss carryforward** | <u>$(53749373)</u> |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | **August 31, 2025** | **August 31, 2024** |
| **Ordinary Income**  | <u>$105107626</u> | <u>$69215077</u> |
| **Total**  | <u>$105107626</u> | <u>$69215077</u> |

---

**Delayed Delivery Transactions and When-Issued Securities.** During the period, certain Funds transacted in securities on a delayed delivery or when-issued basis. Payment and delivery may take place after the customary settlement period for that security. The price of the underlying securities and the date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated. Securities purchased on a delayed delivery or when-issued basis are identified as such in the Schedule of Investments. Compensation for interest forgone in the purchase of a delayed delivery or when-issued debt security may be received. With respect to purchase commitments, each applicable Fund identifies securities as segregated in its records with a value at least equal to the amount of the commitment. Payables and receivables associated with the purchases and sales of delayed delivery securities having the same coupon, settlement date and broker are offset. Delayed delivery or when-issued securities that have been purchased from and sold to different brokers are reflected as both payables and receivables in the Statement of Assets and Liabilities under the caption "Delayed delivery", as applicable. Losses may arise due to changes in the value of the underlying securities or if the counterparty does not perform under the contract's terms, or if the issuer does not issue the securities due to political, economic, or other factors.

**To-Be-Announced (TBA) Securities and Mortgage Dollar Rolls.** TBA securities involve buying or selling mortgage-backed securities (MBS) on a forward commitment basis. A TBA transaction typically does not designate the actual security to be delivered and only includes an approximate principal amount; however delivered securities must meet specified terms defined by industry guidelines, including issuer, rate and current principal amount outstanding on underlying mortgage pools. Funds may enter into a TBA transaction with the intent to take possession of or deliver the underlying MBS, or a fund may elect to extend the settlement by entering into either a mortgage or reverse mortgage dollar roll. Mortgage dollar rolls are transactions where a fund sells TBA securities and simultaneously agrees to repurchase MBS on a later date at a lower price and with the same counterparty. Reverse mortgage dollar rolls involve the purchase and simultaneous agreement to sell TBA securities on a later date at a lower price. Transactions in mortgage dollar rolls and reverse mortgage dollar rolls are accounted for as purchases and sales and may result in an increase to a fund's portfolio turnover rate.

Purchases and sales of TBA securities involve risks similar to those discussed above for delayed delivery and when-issued securities. Also, if the counterparty in a mortgage dollar roll or a reverse mortgage dollar roll transaction files for bankruptcy or becomes insolvent, a fund's right to repurchase or sell securities may be limited. Additionally, when a fund sells TBA securities without already owning or having the right to obtain the deliverable securities (an uncovered forward commitment to sell), it incurs a risk of loss because it could have to purchase the securities at a price that is higher than the price at which it sold them. A fund may be unable to purchase the deliverable securities if the corresponding market is illiquid.

TBA securities subject to a forward commitment to sell at period end are included at the end of the Schedule of Investments under the caption "TBA Sale Commitments." The value of these commitments and proceeds to be received at contractual settlement date are reflected in the Statement of Assets and Liabilities as "TBA sale commitments, at value" and "Receivable for TBA sale commitments," respectively. If the TBA sale commitment is closed through the acquisition of an offsetting TBA purchase commitment, a fund realizes a gain or loss. If a fund delivers securities under the commitment, a fund realizes a gain or loss from the sale of the securities based upon the price established at the date the commitment was entered into.

**Restricted Securities (including Private Placements).** Funds may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities held at period end is included at the end of the Schedule of Investments, if applicable.

**New Accounting Pronouncements.** FASB Accounting Standards Update (ASU) 2023-07 Segment Reporting (Topic 280): Improvements to Reportable Segment Disclosures became effective in this reporting period. ASU 2023-07 enhances segment information disclosure in the notes to financial statements.

In December 2023, the FASB issued ASU 2023-09 Income Taxes (Topic 740): Improvements to Income Tax Disclosures. Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU allows for early adoption and amendments should be applied on a prospective basis. Management is currently evaluating the impact of the ASU but does not expect this guidance to materially impact the financial statements.

**4. Purchases and Sales of Investments.**

Purchases and sales of securities, other than short-term securities, U.S. government securities and in-kind transactions, as applicable, are noted in the table below.

---

| | | |
|:---|:---|:---|
|  | **Purchases ($)** | **Sales ($)** |
| **Fidelity Flex U.S. Bond Index Fund** | 1243986159 | 1071222133 |

---

**5. Fees and Other Transactions with Affiliates.**

**Management Fee.** Fidelity Management & Research Company LLC (the investment adviser) and its affiliates provide the Fund with investment management related services and the Fund does not pay any fees for these services. Under the management contract, the investment adviser or an affiliate pays all other expenses of the Fund, excluding fees and expenses of the independent Trustees, and certain miscellaneous expenses such as proxy and shareholder meeting expenses.

**Interfund Trades.** Funds may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board of Trustees. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. Any interfund trades are included within the respective purchases and sales amounts shown in the Purchases and Sales of Investments note. During the period, there were no interfund trades.

**6. Committed Line of Credit.**

Certain Funds participate with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes.

Commitment fees are charged based on the unused amount of the line of credit at an annual rate of .10%, and then allocated to each participating fund based on its pro-rata portion of the line of credit. The commitment fees are borne by the investment adviser.

Interest is charged to a participating fund based on its borrowings at an annual rate of .75% plus the highest of (i) daily SOFR plus a .10% spread adjustment, (ii) Federal Funds Effective Rate, or (iii) Overnight Bank Funding Rate. During the period, there were no borrowings on this line of credit.

The line of credit agreement will expire in March 2026 unless extended or renewed.

**7. Other.**

A fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the fund. In the normal course of business, a fund may also enter into contracts that provide general indemnifications. A fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against a fund. The risk of material loss from such claims is considered remote.

**8. Risk and Uncertainties.**

Many factors affect a fund's performance. Developments that disrupt global economies and financial markets, such as public health emergencies, military conflicts, terrorism, government restrictions, political changes, and environmental disasters, may significantly affect a fund's investment performance. The effects of these developments to a fund will be impacted by the types of securities in which a fund invests, the financial condition, industry, economic sector, and geographic location of an issuer, and a fund's level of investment in the securities of that issuer. Significant concentrations in security types, issuers, industries, sectors, and geographic locations may magnify the factors that affect a fund's performance.

**Report of Independent Registered Public Accounting Firm**

To the Board of Trustees of Fidelity Salem Street Trust and Shareholders of Fidelity Flex U.S. Bond Index Fund

***Opinion on the Financial Statements***

We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Fidelity Flex U.S. Bond Index Fund (one of the funds constituting Fidelity Salem Street Trust, referred to hereafter as the "Fund") as of August 31, 2025, the related statement of operations for the year ended August 31, 2025, the statement of changes in net assets for each of the two years in the period ended August 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended August 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Fund as of August 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended August 31, 2025 and the financial highlights for each of the five years in the period ended August 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinion***

These financial statements are the responsibility of the Fund's management. Our responsibility is to express an opinion on the Fund's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of August 31, 2025 by correspondence with the custodian and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/ PricewaterhouseCoopers LLP

Boston, Massachusetts

October 15, 2025

We have served as the auditor of one or more investment companies in the Fidelity group of funds since 1932.

**Distributions** **(Unaudited)**

The dividend and capital gains distributions for the fund(s) are available on *Fidelity.com* or *Institutional.Fidelity.com*.

A total of 43.98% of the dividends distributed during the fiscal year was derived from interest on U.S. Government securities which is generally exempt from state income tax.

The fund designates $76,319,016 of distributions paid in the calendar year 2024 as qualifying to be taxed as interest-related dividends for nonresident alien shareholders.

The fund designates $105,107,626 of distributions paid during the fiscal year ended 2025 as qualifying to be taxed as section 163(j) interest dividends.

The fund will notify shareholders in January 2026 of amounts for use in preparing 2025 income tax returns.

**Item 8: Changes in and Disagreements with Accountants for Open-End Management Investment Companies**

**(Unaudited)**

Note: This is not applicable for any fund included in this document.

**Item 9: Proxy Disclosures for Open-End Management Investment Companies**

**(Unaudited)**

Note: This is not applicable for any fund included in this document.

**Item 10: Remuneration Paid to Directors, Officers, and others of Open-End Management Investment Companies**

**(Unaudited)**

Note: This information is disclosed as part of the financial statements for each Fund as part of Item 7: Financial Statements and Financial Highlights for Open-End Management Investment Companies.

**Item 11: Statement Regarding Basis for Approval of Investment Advisory Contract**

**(Unaudited)**

Note: This is not applicable for any fund included in this document.

![](img113722_4.jpg)<br>

1.9881611.108 ZUB-ANN-1025

**Fidelity® Series Bond Index Fund**

**Annual Report**

**August 31, 2025**

![](img113710_1.jpg)

![](img113710_2.jpg)

**Contents**

---

| |
|:---|
| **[Item 7: Financial Statements and Financial Highlights for Open-End Management Investment Companies (Annual Report)](#Sec_Item7_SBX-ANN_0)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Fidelity® Series Bond Index Fund](#Sub_Sec_Fund_3357_SBX-ANN)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Notes to Financial Statements](#Sub_Sec_NotestoFinancialStatements3357_SBX-ANN)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Report of Independent Registered Public Accounting Firm](#Sub_Sec_ReportofIndependentRegisteredPublicAccountingFirm_SBX-ANN_0)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Distributions](#Sub_Sec_Distributions_SBX-ANN)** |
| **[Item 8: Changes in and Disagreements with Accountants for Open-End Management Investment Companies](#Sec_Item8_SBX-ANN)** |
| **[Item 9: Proxy Disclosures for Open-End Management Investment Companies](#Sec_Item9_SBX-ANN)** |
| **[Item 10: Remuneration Paid to Directors, Officers, and others of Open-End Management Investment Companies](#Sec_Item10_SBX-ANN)** |
| **[Item 11: Statement Regarding Basis for Approval of Investment Advisory Contract](#Sec_Item11_SBX-ANN)** |

---

To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.

You may also call 1-800-544-8544 to request a free copy of the proxy voting guidelines.

"BLOOMBERG®" and the Bloomberg indices listed herein (the "Indices") are service marks of Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited ("BISL"), the administrator of the Indices (collectively, "Bloomberg") and have been licensed for use for certain purposes by Fidelity. Bloomberg is not affiliated with Fidelity, and Bloomberg does not approve, endorse, review, or recommend the fund. Bloomberg does not guarantee the timeliness, accuracy, or completeness of any data or information relating to the fund.

Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.

Other third-party marks appearing herein are the property of their respective owners.

All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company.© 2025 FMR LLC. All rights reserved.

*This report and the financial statements contained herein are submitted for the general information of the shareholders of the Fund. This report is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by an effective prospectus.*

*A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC's web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC's Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.*

*For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.*

**NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE**

*Neither the Fund nor Fidelity Distributors Corporation is a bank.*

**Item 7: Financial Statements and Financial Highlights for Open-End Management Investment Companies (Annual Report)**

**Fidelity® Series Bond Index Fund**

**Schedule of Investments August 31, 2025**

Showing Percentage of Net Assets

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.3%  |  |  |
| American Express Credit Account Master Trust Series 2023-4 Class A, 5.15% 9/15/2030  | 2000000 | 2073908 |
| BMW Vehicle Owner Trust Series 2025-A Class A3, 4.56% 9/25/2029  | 1810000 | 1826330 |
| Capital One Multi-Asset Execution Trust Series 2019-A3 Class A3, 2.06% 8/15/2028  | 2360000 | 2316076 |
| Capital One Multi-Asset Execution Trust Series 2021-A2 Class A2, 1.39% 7/15/2030  | 4200000 | 3916996 |
| Capital One Prime Auto Receivables Trust Series 2023-1 Class A3, 4.87% 2/15/2028  | 983666 | 987029 |
| CarMax Auto Owner Trust Series 2022-3 Class A3, 3.97% 4/15/2027  | 2307474 | 2305073 |
| CarMax Auto Owner Trust Series 2023-2 Class A3, 5.05% 1/18/2028  | 4353962 | 4373574 |
| CarMax Auto Owner Trust Series 2024-4 Class A3, 4.6% 10/15/2029  | 9000000 | 9076609 |
| CarMax Auto Owner Trust Series 2025-1 Class A3, 4.84% 1/15/2030  | 2260000 | 2293722 |
| Chase Issuance Trust Series 2023-A2 Class A, 5.08% 9/15/2030  | 7000000 | 7228891 |
| Citibank Credit Card Issuance Trust Series 2007-A3 Class A3, 6.15% 6/15/2039  | 6700000 | 7393360 |
| Citibank Credit Card Issuance Trust Series 2018-A7 Class A7, 3.96% 10/13/2030  | 2750000 | 2750983 |
| Ford Cr Floorplan Mast Own Tr Series 2018-4 Class A, 4.06% 11/15/2030  | 2525000 | 2523444 |
| Ford Credit Auto Owner Trust Series 2023-A Class A3, 4.65% 2/15/2028  | 2553257 | 2558927 |
| Ford Credit Auto Owner Trust Series 2024-D Class A3, 4.61% 8/15/2029  | 7200000 | 7279950 |
| GM Financial Automobile Leasing Trust Series 2025-1 Class A3, 4.66% 2/21/2028  | 1810000 | 1823776 |
| GM Financial Consumer Automobile Receivables Trust Series 2023-2 Class A3, 4.47% 2/16/2028  | 3865222 | 3870011 |
| Honda Auto Receivables Owner Trust Series 2025-1 Class A3, 4.57% 9/21/2029  | 5180000 | 5233465 |
| Hyundai Auto Receivables Trust Series 2022-B Class A3, 3.72% 11/16/2026  | 553944 | 553555 |
| Hyundai Auto Receivables Trust Series 2022-C Class A3, 5.39% 6/15/2027  | 1357366 | 1361956 |
| Hyundai Auto Receivables Trust Series 2023-A Class A3, 4.58% 4/15/2027  | 2560935 | 2562603 |
| MBART Series 2025-1 Class A3, 4.78% 12/17/2029  | 1505000 | 1527730 |
| Nissan Auto Lease Trust Series 2025-A Class A3, 4.75% 3/15/2028  | 1020000 | 1032033 |
| Toyota Auto Receivables Owner Trust Series 2025-A Class A3, 4.64% 8/15/2029  | 4600000 | 4653783 |
| World Omni Auto Receivables Trust Series 2025-A Class A3, 4.73% 3/15/2030  | 1480000 | 1497760 |
| TOTAL UNITED STATES |  | 83021544 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $82,570,933) |  | <br> **83021544** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Bank of America NA 6% 10/15/2036  | 2144000 | 2280263 |
| Capital One NA 2.7% 2/6/2030  | 5000000 | 4683223 |
| Capital One NA 3.45% 7/27/2026  | 2273000 | 2255478 |
| KeyBank NA/Cleveland OH 4.9% 8/8/2032  | 1200000 | 1176734 |
| PNC Bank NA 2.7% 10/22/2029  | 2100000 | 1975832 |
| Regions Bank/Birmingham AL 6.45% 6/26/2037  | 1000000 | 1080833 |
| Truist Bank 3.3% 5/15/2026  | 1355000 | 1344838 |
| Truist Bank 3.8% 10/30/2026  | 427000 | 424362 |
| Truist Bank 4.42% 7/24/2028 (c) | 11000000 | 11033065 |
| Truist Bank 5 year U.S. Treasury Index + 1.15%, 4.632% 9/17/2029 (b)(c) | 5000000 | 5009640 |
| Wells Fargo Bank NA 5.45% 8/7/2026  | 5500000 | 5557767 |
| <br> **TOTAL BANK NOTES**<br> (Cost $37,400,952) |  | <br> **36822035** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 1.2%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.2%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.2%  |  |  |
| BANK Series 2017-BNK4 Class ASB, 3.419% 5/15/2050  | 1106035 | 1099287 |
| BANK Series 2020-BN28 Class A4, 1.844% 3/15/2063  | 6780000 | 5996698 |
| BANK Series 2021-BN35 Class A5, 2.285% 6/15/2064  | 12700000 | 11221551 |
| BANK Series 2022-BNK39 Class A4, 2.928% 2/15/2055  | 1800000 | 1625439 |
| BANK Series 2022-BNK41 Class A4, 3.9158% 4/15/2065 (c) | 9500000 | 9027100 |
| BANK Series 2023-BNK45 Class A5, 5.203% 2/15/2056 (c) | 4000000 | 4093002 |
| BBCMS Mortgage Trust Series 2021-C10 Class A5, 2.492% 7/15/2054  | 11830470 | 10720605 |
| BBCMS Mortgage Trust Series 2021-C12 Class A5, 2.689% 11/15/2054  | 6000000 | 5344089 |
| BBCMS Mortgage Trust Series 2021-C9 Class A5, 2.299% 2/15/2054  | 2000000 | 1784729 |
| BBCMS Mortgage Trust Series 2024-C26 Class A5, 5.829% 5/15/2057 (c) | 8703000 | 9312569 |
| Benchmark Mortgage Trust Series 2019-B12 Class A5, 3.1156% 8/15/2052  | 1772000 | 1675942 |
| Benchmark Mortgage Trust Series 2019-B9 Class A5, 4.0156% 3/15/2052  | 4179000 | 4097882 |
| Benchmark Mortgage Trust Series 2020-B19 Class A5, 1.85% 9/15/2053  | 3100000 | 2709588 |
| Benchmark Mortgage Trust Series 2021-B24 Class A5, 2.5843% 3/15/2054  | 10300000 | 9148952 |
| Benchmark Mortgage Trust Series 2023-B39 Class A5, 5.7536% 7/15/2056  | 3000000 | 3193569 |
| Benchmark Mortgage Trust Series 2025-B41 Class A5, 5.4072% 7/15/2068  | 3750000 | 3862500 |
| BMO Mortgage Trust Series 2022-C1 Class A5, 3.374% 2/15/2055  | 3500000 | 3238399 |
| BMO Mortgage Trust Series 2023-C6 Class A5, 5.9562% 9/15/2056  | 1460000 | 1549838 |
| BMO Mortgage Trust Series 2024-C9 Class A5, 5.7592% 7/15/2057  | 14050000 | 14899778 |
| Citigroup Commercial Mortgage Trust Series 2016-C1 Class A4, 3.209% 5/10/2049  | 3308000 | 3276897 |
| Citigroup Commercial Mortgage Trust Series 2016-P4 Class A4, 2.902% 7/10/2049  | 3832000 | 3766349 |
| Citigroup Commercial Mortgage Trust Series 2018-B2 Class A4, 4.009% 3/10/2051  | 2641000 | 2612521 |
| Computershare Corporate Trust Series 2018-C48 Class A5, 4.302% 1/15/2052  | 3485000 | 3485779 |
| CSAIL Commercial Mortgage Trust Series 2015-C3 Class A4, 3.7182% 8/15/2048  | 58116 | 57917 |
| CSAIL Commercial Mortgage Trust Series 2019-C17 Class A4, 2.7628% 9/17/2052  | 3480000 | 3267919 |
| CSAIL Commercial Mortgage Trust Series 2019-C17 Class A5, 3.0161% 9/17/2052  | 3480000 | 3266464 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K053 Class A2, 2.995% 12/25/2025  | 994178 | 988871 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K056 Class A2, 2.525% 5/25/2026  | 3570484 | 3528398 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K057 Class A2, 2.57% 7/25/2026  | 2618348 | 2582538 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K062 Class A1, 3.032% 9/25/2026  | 93947 | 93612 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K064 Class A2, 3.224% 3/25/2027  | 3075000 | 3037263 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K068 Class A2, 3.244% 8/25/2027  | 4243000 | 4186317 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K079 Class A2, 3.926% 6/25/2028  | 1386000 | 1385099 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K080 Class A2, 3.926% 7/25/2028  | 2957000 | 2955494 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-1510 Class A2, 3.718% 1/25/2031  | 2646000 | 2593415 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-K094 Class A2, 2.903% 6/25/2029  | 9484000 | 9132138 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K104 Class A2, 2.253% 1/25/2030  | 16200000 | 15098097 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K116 Class A2, 1.378% 7/25/2030  | 12400000 | 10954063 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K117 Class A2, 1.406% 8/25/2030  | 12400000 | 10943430 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K118 Class A2, 1.493% 9/25/2030  | 6200000 | 5482310 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K121 Class A2, 1.547% 10/25/2030  | 8900000 | 7859624 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K123 Class A2, 1.621% 12/25/2030  | 8000000 | 7075510 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K125 Class A2, 1.846% 1/25/2031  | 2000000 | 1783918 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K126 Class A2, 2.074% 1/25/2031  | 8200000 | 7408247 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K128 Class A2, 2.02% 3/25/2031  | 6410000 | 5766912 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K129 Class A2, 1.914% 5/25/2031  | 6160000 | 5489884 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K130 Class A2, 1.723% 6/25/2031  | 7200000 | 6319985 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K136 Class A2, 2.127% 11/25/2031  | 7800000 | 6921803 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-151 Class A2, 3.8% 10/25/2032  | 1000000 | 967150 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-152 Class A2, 3.78% 11/25/2032  | 7500000 | 7243623 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K140 Class A2, 2.25% 1/25/2032  | 12000000 | 10672196 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-154 Class A2, 4.35% 1/25/2033  | 9000000 | 8988574 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-156 Class A2, 4.43% 2/25/2033  | 9025000 | 9070002 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-157 Class A2, 4.2% 5/25/2033  | 8500000 | 8399250 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-K751 Class A2, 4.412% 3/25/2030  | 4000000 | 4054931 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-163 Class A2, 5% 3/25/2034 (c) | 3970000 | 4118937 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-165 Class A2, 4.489% 9/25/2034  | 4750000 | 4744725 |
| GS Mortgage Securities Trust Series 2020-GC45 Class A5, 2.9106% 2/13/2053  | 9700000 | 9086186 |
| JPMBB Commercial Mortgage Securities Trust Series 2014-C24 Class A5, 3.6385% 11/15/2047  | 342336 | 335114 |
| JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 Class A5, 2.1798% 5/13/2053  | 8000000 | 6752097 |
| Morgan Stanley Cap I Tr 2020-L4 Series 2020-L4 Class A3, 2.698% 2/15/2053  | 4000000 | 3712262 |
| Morgan Stanley Capital I Trust Series 2021-L6 Class A4, 2.444% 6/15/2054 (c) | 2725000 | 2414390 |
| MSWF Commercial Mortgage Trust Series 2023-2 Class A5, 6.014% 12/15/2056  | 1760000 | 1902092 |
| UBS Commercial Mortgage Trust Series 2019-C16 Class A4, 3.6048% 4/15/2052  | 7470000 | 7202928 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C52 Class A5, 2.892% 8/15/2052  | 5667000 | 5335563 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C54 Class A4, 3.146% 12/15/2052  | 8500000 | 8078544 |
| Wells Fargo Commercial Mortgage Trust Series 2020-C55 Class A5, 2.725% 2/15/2053  | 3600000 | 3354950 |
| TOTAL UNITED STATES |  | 352355805 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $376,876,896) |  | <br> **352355805** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CANADA - 0.3%  |  |  |
| Export Development Canada 4.125% 2/13/2029  | 10570000 | 10723159 |
| Province of Alberta 3.3% 3/15/2028  | 696000 | 688950 |
| Province of British Columbia 2.25% 6/2/2026  | 6672000 | 6588333 |
| Province of British Columbia 4.2% 7/6/2033  | 4140000 | 4101286 |
| Province of British Columbia 4.9% 4/24/2029  | 5000000 | 5190750 |
| Province of Manitoba 4.3% 7/27/2033  | 1400000 | 1389352 |
| Province of Ontario 1.125% 10/7/2030  | 3750000 | 3273713 |
| Province of Ontario 1.8% 10/14/2031  | 10000000 | 8786827 |
| Province of Ontario 2.3% 6/15/2026  | 22624000 | 22328757 |
| Province of Ontario 2.5% 4/27/2026  | 891000 | 882224 |
| Province of Quebec 2.5% 4/20/2026  | 1009000 | 999363 |
| Province of Quebec 2.75% 4/12/2027  | 8846000 | 8694822 |
| Province of Quebec 4.25% 9/5/2034  | 1850000 | 1819938 |
| Province of Quebec 4.5% 9/8/2033  | 3000000 | 3030210 |
| TOTAL CANADA |  | 78497684 |
| CHILE - 0.1%  |  |  |
| Chilean Republic 2.45% 1/31/2031  | 6000000 | 5420640 |
| Chilean Republic 2.55% 7/27/2033  | 7750000 | 6595250 |
| Chilean Republic 3.24% 2/6/2028  | 2067000 | 2025660 |
| Chilean Republic 3.625% 10/30/2042  | 3150000 | 2549925 |
| Chilean Republic 3.86% 6/21/2047  | 3039000 | 2340030 |
| Chilean Republic 4.95% 1/5/2036  | 3440000 | 3412480 |
| Chilean Republic 5.33% 1/5/2054  | 3400000 | 3196000 |
| Chilean Republic 5.65% 1/13/2037  | 3000000 | 3123000 |
| TOTAL CHILE |  | 28662985 |
| HUNGARY - 0.0%  |  |  |
| Hungary Government 7.625% 3/29/2041  | 1500000 | 1730729 |
| INDONESIA - 0.1%  |  |  |
| Indonesia Government 2.85% 2/14/2030  | 5800000 | 5454900 |
| Indonesia Government 3.35% 3/12/2071  | 2160000 | 1383372 |
| Indonesia Government 3.4% 9/18/2029  | 5600000 | 5440120 |
| Indonesia Government 3.5% 2/14/2050  | 4200000 | 3037860 |
| Indonesia Government 4.35% 1/11/2048  | 901000 | 763598 |
| Indonesia Government 4.45% 4/15/2070  | 1300000 | 1038375 |
| Indonesia Government 5.25% 1/15/2030  | 4000000 | 4155720 |
| Indonesia Government 5.35% 2/11/2049  | 5800000 | 5655000 |
| Indonesia Government 5.6% 1/15/2035  | 4000000 | 4205000 |
| TOTAL INDONESIA |  | 31133945 |
| ISRAEL - 0.1%  |  |  |
| Israel Government 2.75% 7/3/2030  | 1310000 | 1200402 |
| Israel Government 3.25% 1/17/2028  | 2565000 | 2496814 |
| Israel Government 3.375% 1/15/2050  | 4900000 | 3200862 |
| Israel Government 3.875% 7/3/2050  | 4660000 | 3295019 |
| Israel Government 5.375% 2/19/2030  | 2850000 | 2924270 |
| Israel Government 5.375% 3/12/2029  | 1400000 | 1436408 |
| Israel Government 5.5% 3/12/2034  | 1400000 | 1427766 |
| Israel Government 5.625% 2/19/2035  | 3000000 | 3072180 |
| Israel Government 5.75% 3/12/2054  | 1400000 | 1293922 |
| TOTAL ISRAEL |  | 20347643 |
| ITALY - 0.0%  |  |  |
| Italian Republic 1.25% 2/17/2026  | 4100000 | 4044314 |
| Italian Republic 2.875% 10/17/2029  | 9060000 | 8629198 |
| Italian Republic 4% 10/17/2049  | 2982000 | 2180736 |
| TOTAL ITALY |  | 14854248 |
| JAPAN - 0.0%  |  |  |
| Japan International Cooperation Agency 1.75% 4/28/2031  | 2622000 | 2302266 |
| KOREA (SOUTH) - 0.0%  |  |  |
| Korean Republic 2.5% 6/19/2029  | 4000000 | 3809684 |
| Korean Republic 2.75% 1/19/2027  | 4000000 | 3941143 |
| TOTAL KOREA (SOUTH) |  | 7750827 |
| MEXICO - 0.2%  |  |  |
| United Mexican States 3.5% 2/12/2034  | 16778000 | 14315829 |
| United Mexican States 3.75% 4/19/2071  | 7000000 | 4038160 |
| United Mexican States 4.28% 8/14/2041  | 3000000 | 2338500 |
| United Mexican States 4.35% 1/15/2047  | 2568000 | 1887480 |
| United Mexican States 4.5% 1/31/2050  | 15110000 | 11151180 |
| United Mexican States 4.6% 1/23/2046  | 1034000 | 794111 |
| United Mexican States 4.6% 2/10/2048  | 3128000 | 2355384 |
| United Mexican States 4.75% 3/8/2044  | 7230000 | 5784000 |
| United Mexican States 4.75% 4/27/2032  | 5000000 | 4820000 |
| United Mexican States 5.55% 1/21/2045  | 2198000 | 1966661 |
| United Mexican States 5.85% 7/2/2032  | 5070000 | 5176470 |
| United Mexican States 6.05% 1/11/2040  | 3556000 | 3438759 |
| TOTAL MEXICO |  | 58066534 |
| PANAMA - 0.0%  |  |  |
| Panamanian Republic 2.252% 9/29/2032  | 6180000 | 4890667 |
| Panamanian Republic 3.16% 1/23/2030  | 3711000 | 3417831 |
| Panamanian Republic 4.3% 4/29/2053  | 1012000 | 694231 |
| Panamanian Republic 4.5% 4/1/2056  | 4200000 | 2883825 |
| Panamanian Republic 4.5% 4/16/2050  | 3012000 | 2140192 |
| Panamanian Republic 6.4% 2/14/2035  | 3800000 | 3822800 |
| Panamanian Republic 6.7% 1/26/2036  | 1760000 | 1807520 |
| TOTAL PANAMA |  | 19657066 |
| PERU - 0.1%  |  |  |
| Peruvian Republic 1.862% 12/1/2032  | 6740000 | 5504019 |
| Peruvian Republic 2.78% 12/1/2060  | 3300000 | 1762200 |
| Peruvian Republic 3.55% 3/10/2051  | 4400000 | 3027200 |
| Peruvian Republic 5.375% 2/8/2035  | 1920000 | 1943040 |
| Peruvian Republic 5.5% 3/30/2036  | 5010000 | 5060100 |
| Peruvian Republic 5.875% 8/8/2054  | 1730000 | 1684155 |
| Peruvian Republic 6.2% 6/30/2055  | 3000000 | 3039000 |
| Peruvian Republic 6.55% 3/14/2037  | 2718000 | 2988441 |
| TOTAL PERU |  | 25008155 |
| PHILIPPINES - 0.1%  |  |  |
| Philippine Republic 1.648% 6/10/2031  | 1850000 | 1597045 |
| Philippine Republic 2.65% 12/10/2045  | 1200000 | 789594 |
| Philippine Republic 3% 2/1/2028  | 3387000 | 3290911 |
| Philippine Republic 3.7% 3/1/2041  | 11200000 | 9318400 |
| Philippine Republic 3.75% 1/14/2029  | 1000000 | 982929 |
| Philippine Republic 3.95% 1/20/2040  | 3734000 | 3298952 |
| Philippine Republic 4.75% 3/5/2035  | 2800000 | 2786000 |
| Philippine Republic 5.17% 10/13/2027  | 5000000 | 5099400 |
| Philippine Republic 5.25% 5/14/2034  | 2500000 | 2577000 |
| Philippine Republic 6.375% 10/23/2034  | 1849000 | 2061635 |
| Philippine Republic 7.75% 1/14/2031  | 3000000 | 3492600 |
| Philippine Republic 9.5% 2/2/2030  | 2500000 | 3015566 |
| TOTAL PHILIPPINES |  | 38310032 |
| POLAND - 0.1%  |  |  |
| Republic of Poland 3.25% 4/6/2026  | 1176000 | 1168168 |
| Republic of Poland 4.625% 3/18/2029  | 1500000 | 1526280 |
| Republic of Poland 4.875% 2/12/2030  | 4000000 | 4104000 |
| Republic of Poland 5.125% 9/18/2034  | 3000000 | 3028350 |
| Republic of Poland 5.375% 2/12/2035  | 4000000 | 4096000 |
| Republic of Poland 5.5% 3/18/2054  | 3000000 | 2813730 |
| Republic of Poland 5.5% 4/4/2053  | 2700000 | 2526147 |
| Republic of Poland 5.75% 11/16/2032  | 3600000 | 3808332 |
| TOTAL POLAND |  | 23071007 |
| URUGUAY - 0.1%  |  |  |
| Uruguay Republic 4.125% 11/20/2045  | 846621 | 726773 |
| Uruguay Republic 4.375% 1/23/2031  | 8324181 | 8356410 |
| Uruguay Republic 4.975% 4/20/2055  | 5889811 | 5234570 |
| Uruguay Republic 5.442% 2/14/2037  | 8400000 | 8667792 |
| Uruguay Republic 7.625% 3/21/2036  | 380000 | 456433 |
| TOTAL URUGUAY |  | 23441978 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $410,247,453) |  | <br> **372835099** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Municipal Securities - 0.3%** | &nbsp;&nbsp;**Municipal Securities - 0.3%** | &nbsp;&nbsp;**Municipal Securities - 0.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| California - 0.2%  |  |  |
| Education - 0.0% |  |  |
| California St Univ Rev 2.719% 11/1/2052  | 3540000 | 2297142 |
| University CA Revs Series 2015 AP, 3.931% 5/15/2045  | 665000 | 601065 |
|  |  | 2898207 |
| General Obligations - 0.2% |  |  |
| Golden State Tobacco Securitization Corp. Tobacco Settlement (State of California Proj.) Series 2021 B, 2.746% 6/1/2034  | 1920000 | 1687170 |
| Golden State Tobacco Securitization Corp. Tobacco Settlement (State of California Proj.) Series 2021 B, 3.293% 6/1/2042  | 1000000 | 760132 |
| Los Angeles CA Ccd 6.75% 8/1/2049  | 1685000 | 1826230 |
| State of California 7.55% 4/1/2039  | 7910000 | 9485157 |
| State of California 7.6% 11/1/2040  | 6390000 | 7784974 |
| State of California Gen. Oblig. 3.5% 4/1/2028  | 2300000 | 2291953 |
|  |  | 23835616 |
| Health Care - 0.0% |  |  |
| Univ CA Regts Med Ctr Pooled Rev (Univ CA Regts Med Ctr Pooled Rev Proj.) Series 2020 N, 3.256% 5/15/2060  | 5400000 | 3373052 |
| Univ CA Regts Med Ctr Pooled Rev Series 2020 N, 3.006% 5/15/2050  | 3000000 | 1913008 |
|  |  | 5286060 |
| Transportation - 0.0% |  |  |
| Bay Area Toll Auth CA Bridge Rev 6.263% 4/1/2049  | 2900000 | 3008686 |
| Bay Area Toll Auth CA Bridge Rev 7.043% 4/1/2050  | 1325000 | 1492409 |
| Los Angeles CA Dept Arpts Rev 6.582% 5/15/2039  | 740000 | 794051 |
|  |  | 5295146 |
| TOTAL CALIFORNIA |  | 37315029 |
| Idaho - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| Idaho Energy Res Auth Transmission Facs Rev (Bonneville Power Administration Proj.) Series 2021, 2.861% 9/1/2046  | 1175000 | 811304 |
| Illinois - 0.1%  |  |  |
| General Obligations - 0.1% |  |  |
| Illinois St Gen. Oblig. 5.1% 6/1/2033  | 11277696 | 11409107 |
| Transportation - 0.0% |  |  |
| Chicago IL O'Hare Intl Arpt Rev 6.395% 1/1/2040  | 5350000 | 5898953 |
| TOTAL ILLINOIS |  | 17308060 |
| Kansas - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| Kansas St Dev Fin Auth Rev (Kansas St Proj.) Series 2015 H, 4.927% 4/15/2045  | 1355000 | 1294058 |
| Massachusetts - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| Massachusetts St Gen. Oblig. Series 2016F, 3.277% 6/1/2046  | 840000 | 653381 |
| Special Tax - 0.0% |  |  |
| Massachusetts St Sch Bldg Auth Dedicated Sales Tax Rev Series 2019 B, 3.395% 10/15/2040  | 2650000 | 2265233 |
| Water & Sewer - 0.0% |  |  |
| Massachusetts St Wtr Res Auth Series 2021C, 2.823% 8/1/2041  | 3000000 | 2401727 |
| TOTAL MASSACHUSETTS |  | 5320341 |
| Michigan - 0.0%  |  |  |
| Education - 0.0% |  |  |
| University MI Univ Revs 4.454% 4/1/2122  | 2900000 | 2241384 |
| General Obligations - 0.0% |  |  |
| Michigan St Strategic Fd Ltd Oblig Rev (State of Michigan Proj.) Series 2021 A, 3.225% 9/1/2047  | 2000000 | 1477695 |
| TOTAL MICHIGAN |  | 3719079 |
| New Jersey - 0.0%  |  |  |
| Transportation - 0.0% |  |  |
| New Jersey Turnpike Authority 7.414% 1/1/2040  | 3537000 | 4246652 |
| New Jersey,New York - 0.0%  |  |  |
| Transportation - 0.0% |  |  |
| Port Auth NY & NJ 4.96% 8/1/2046  | 920000 | 862311 |
| Port Auth NY & NJ 5.647% 11/1/2040  | 930000 | 979768 |
| Port Auth NY & NJ Series 225, 3.175% 7/15/2060  | 6000000 | 3826494 |
|  |  | 5668573 |
| TOTAL NEW JERSEY,NEW YORK |  | 5668573 |
| New York - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| City of New York NY 6.271% 12/1/2037  | 3100000 | 3319448 |
| Special Tax - 0.0% |  |  |
| New York St Dorm Auth St Pers Income Tax Rev (New York State Pit Proj.) 2.202% 3/15/2034  | 6000000 | 5069059 |
| Transportation - 0.0% |  |  |
| Metropolitan Transn Auth NY Rv 6.668% 11/15/2039  | 1095000 | 1178431 |
| Water & Sewer - 0.0% |  |  |
| New York NY Cty Muni Wtr Fin Auth 5.952% 6/15/2042  | 1610000 | 1658710 |
| TOTAL NEW YORK |  | 11225648 |
| North Carolina - 0.0%  |  |  |
| Health Care - 0.0% |  |  |
| Atrium Health (Atrium Health Proj.) 3.204% 1/15/2051  | 2200000 | 1476400 |
| Ohio - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| American Mun Pwr Rev 8.084% 2/15/2050  | 1730000 | 2160827 |
| Oregon - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| Port of Morrow or 2.987% 9/1/2036 (Bonneville Power Administration Guaranteed)  | 1010000 | 877457 |
| Pennsylvania - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| Commonwealth Fing Auth PA Rev (Pennsylvania St Proj.) 4.144% 6/1/2038  | 1365000 | 1272008 |
| South Carolina - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| South Carolina St Svc Auth Rev Series 2013 C, 5.784% 12/1/2041  | 2016000 | 2041714 |
| Texas - 0.0%  |  |  |
| Special Tax - 0.0% |  |  |
| Dallas TX Rapid Transit Sales Tax Rev Series 2021 A, 2.613% 12/1/2048  | 4750000 | 3141281 |
| Transportation - 0.0% |  |  |
| Dallas Fort Worth International Airport 4.507% 11/1/2051  | 1580000 | 1348502 |
| Dallas Fort Worth International Airport Series 2019A, 3.144% 11/1/2045  | 435000 | 324427 |
| Dallas Fort Worth International Airport Series 2021 C, 2.843% 11/1/2046  | 4000000 | 2842272 |
|  |  | 4515201 |
| TOTAL TEXAS |  | 7656482 |
| Virginia - 0.0%  |  |  |
| Education - 0.0% |  |  |
| University VA Univ Revs (University VA Univ Revs Proj.) 2.584% 11/1/2051  | 2400000 | 1451654 |
| University VA Univ Revs Series SER C, 4.179% 9/1/2117  | 845000 | 617689 |
|  |  | 2069343 |
| TOTAL VIRGINIA |  | 2069343 |
| <br> **TOTAL MUNICIPAL SECURITIES**<br> (Cost $130,089,338) |  | <br> **104462975** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 26.1%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 26.1%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 26.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.2%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Australia & New Zealand Banking Group Ltd/New York NY 3.7% 11/16/2025  | 944000 | 942514 |
| Australia & New Zealand Banking Group Ltd/New York NY 4.75% 1/18/2027 (d) | 3700000 | 3738778 |
| National Australia Bank Ltd/New York 4.787% 1/10/2029 (d) | 4100000 | 4200449 |
| Westpac Banking Corp 2.85% 5/13/2026  | 846000 | 838397 |
| Westpac Banking Corp 3.133% 11/18/2041  | 2200000 | 1624658 |
| Westpac Banking Corp 4.043% 8/26/2027  | 6800000 | 6815848 |
| Westpac Banking Corp 4.11% 7/24/2034 (c) | 1590000 | 1556232 |
| Westpac Banking Corp 4.354% 7/1/2030  | 1220000 | 1233563 |
| Westpac Banking Corp 4.421% 7/24/2039  | 1910000 | 1744122 |
| Westpac Banking Corp 5.405% 8/10/2033 (c) | 2000000 | 2043174 |
| Westpac Banking Corp 5.457% 11/18/2027  | 3500000 | 3612575 |
| Westpac Banking Corp 5.535% 11/17/2028  | 2200000 | 2306523 |
| Westpac Banking Corp 5.618% 11/20/2035 (c) | 1200000 | 1221457 |
| Westpac Banking Corp 6.82% 11/17/2033  | 800000 | 888971 |
|  |  | 32767261 |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| BHP Billiton Finance USA Ltd 5% 9/30/2043  | 3615000 | 3430319 |
| BHP Billiton Finance USA Ltd 5.25% 9/8/2033  | 4850000 | 5001069 |
| BHP Billiton Finance USA Ltd 5.3% 2/21/2035  | 1560000 | 1603016 |
| Rio Tinto Finance USA Ltd 5.2% 11/2/2040  | 3917000 | 3864082 |
| Rio Tinto Finance USA Ltd 7.125% 7/15/2028  | 2166000 | 2344838 |
| Rio Tinto Finance USA PLC 4.875% 3/14/2030  | 2590000 | 2655495 |
| Rio Tinto Finance USA PLC 5.125% 3/9/2053  | 2000000 | 1832857 |
| Rio Tinto Finance USA PLC 5.25% 3/14/2035  | 5280000 | 5378910 |
| Rio Tinto Finance USA PLC 5.75% 3/14/2055  | 1395000 | 1395351 |
|  |  | 27505937 |
| TOTAL AUSTRALIA |  | 60273198 |
| BELGIUM - 0.1%  |  |  |
| Consumer Staples - 0.1% |  |  |
| Beverages - 0.1% |  |  |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.7% 2/1/2036 (d) | 5540000 | 5406764 |
| Anheuser-Busch InBev Finance Inc 4.625% 2/1/2044  | 1025000 | 911808 |
| Anheuser-Busch InBev Finance Inc 4.7% 2/1/2036  | 868000 | 847125 |
| Anheuser-Busch InBev Finance Inc 4.9% 2/1/2046  | 3240000 | 2948366 |
| Anheuser-Busch InBev Worldwide Inc 4.439% 10/6/2048  | 1318000 | 1110957 |
| Anheuser-Busch InBev Worldwide Inc 4.6% 4/15/2048  | 3342000 | 2938946 |
| Anheuser-Busch InBev Worldwide Inc 4.75% 4/15/2058  | 2600000 | 2238435 |
| Anheuser-Busch InBev Worldwide Inc 4.95% 1/15/2042  | 2400000 | 2261054 |
| Anheuser-Busch InBev Worldwide Inc 5.55% 1/23/2049  | 10112000 | 9937002 |
| Anheuser-Busch InBev Worldwide Inc 5.8% 1/23/2059  | 5127000 | 5163032 |
| Anheuser-Busch InBev Worldwide Inc 8.2% 1/15/2039  | 499000 | 636439 |
| TOTAL BELGIUM |  | 34399928 |
| BRAZIL - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Vale Overseas Ltd 3.75% 7/8/2030  | 5900000 | 5604410 |
| Vale Overseas Ltd 6.125% 6/12/2033  | 300000 | 316500 |
| Vale Overseas Ltd 6.4% 6/28/2054  | 1270000 | 1264285 |
| Vale Overseas Ltd 6.875% 11/21/2036  | 1700000 | 1868266 |
| Vale SA 5.625% 9/11/2042  | 1176000 | 1167027 |
|  |  | 10220488 |
| Paper & Forest Products - 0.0% |  |  |
| Suzano Austria GmbH 2.5% 9/15/2028  | 3800000 | 3549438 |
| Suzano Austria GmbH 3.125% 1/15/2032  | 1300000 | 1153347 |
| Suzano Austria GmbH 6% 1/15/2029  | 1400000 | 1440236 |
|  |  | 6143021 |
| TOTAL BRAZIL |  | 16363509 |
| CANADA - 0.9%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Bell Canada 3.65% 8/15/2052  | 1000000 | 686054 |
| Bell Canada 4.464% 4/1/2048  | 2540000 | 2057469 |
| Bell Canada 5.2% 2/15/2034  | 4300000 | 4319137 |
| TELUS Corp 3.4% 5/13/2032  | 3000000 | 2749886 |
|  |  | 9812546 |
| Wireless Telecommunication Services - 0.1% |  |  |
| Rogers Communications Inc 2.9% 11/15/2026  | 445000 | 437152 |
| Rogers Communications Inc 3.625% 12/15/2025  | 356000 | 354954 |
| Rogers Communications Inc 3.8% 3/15/2032  | 3100000 | 2909077 |
| Rogers Communications Inc 4.55% 3/15/2052  | 3400000 | 2738206 |
| Rogers Communications Inc 5% 2/15/2029  | 5700000 | 5821385 |
| Rogers Communications Inc 5.3% 2/15/2034  | 3400000 | 3424323 |
| Rogers Communications Inc 5.45% 10/1/2043  | 1029000 | 970091 |
|  |  | 16655188 |
| TOTAL COMMUNICATION SERVICES |  | 26467734 |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| Canadian Natural Resources Ltd 2.95% 7/15/2030  | 4300000 | 4008702 |
| Canadian Natural Resources Ltd 4.95% 6/1/2047  | 1141000 | 985501 |
| Canadian Natural Resources Ltd 5% 12/15/2029 (e) | 3250000 | 3312849 |
| Canadian Natural Resources Ltd 6.25% 3/15/2038  | 1221000 | 1278283 |
| Cenovus Energy Inc 2.65% 1/15/2032  | 3000000 | 2633337 |
| Cenovus Energy Inc 4.25% 4/15/2027  | 1693000 | 1691842 |
| Cenovus Energy Inc 5.4% 6/15/2047  | 997000 | 888495 |
| Cenovus Energy Inc 6.75% 11/15/2039  | 447000 | 484243 |
| Enbridge Inc 3.4% 8/1/2051  | 3030000 | 2002450 |
| Enbridge Inc 4.5% 6/10/2044  | 1000000 | 833169 |
| Enbridge Inc 4.6% 6/20/2028  | 3900000 | 3941658 |
| Enbridge Inc 5.5% 12/1/2046  | 2582000 | 2472623 |
| Enbridge Inc 5.625% 4/5/2034  | 3900000 | 4026324 |
| Enbridge Inc 5.7% 3/8/2033  | 3100000 | 3233902 |
| Enbridge Inc 5.95% 4/5/2054  | 2300000 | 2268867 |
| Enbridge Inc 6% 11/15/2028  | 6000000 | 6322521 |
| Enbridge Inc 8.5% 1/15/2084 (c) | 800000 | 904971 |
| South Bow USA Infrastructure Holdings LLC 5.026% 10/1/2029  | 1140000 | 1154234 |
| South Bow USA Infrastructure Holdings LLC 5.584% 10/1/2034  | 1040000 | 1031681 |
| South Bow USA Infrastructure Holdings LLC 6.176% 10/1/2054  | 1040000 | 987128 |
| Suncor Energy Inc 4% 11/15/2047  | 3021000 | 2228231 |
| Suncor Energy Inc 6.8% 5/15/2038  | 1505000 | 1627988 |
| Suncor Energy Inc 6.85% 6/1/2039  | 356000 | 389305 |
| TransCanada PipeLines Ltd 2.5% 10/12/2031  | 4700000 | 4117889 |
| TransCanada PipeLines Ltd 4.75% 5/15/2038  | 378000 | 347096 |
| TransCanada PipeLines Ltd 4.875% 1/15/2026  | 891000 | 890996 |
| TransCanada PipeLines Ltd 4.875% 5/15/2048  | 877000 | 767890 |
| TransCanada PipeLines Ltd 5.1% 3/15/2049  | 1836000 | 1654830 |
| TransCanada PipeLines Ltd 6.1% 6/1/2040  | 1195000 | 1234080 |
| TransCanada PipeLines Ltd 7.625% 1/15/2039  | 1700000 | 1993529 |
|  |  | 59714614 |
| Financials - 0.5% |  |  |
| Banks - 0.4% |  |  |
| Bank of Montreal 3.088% 1/10/2037 (c) | 1000000 | 878454 |
| Bank of Montreal 3.803% 12/15/2032 (c) | 1720000 | 1685834 |
| Bank of Montreal 4.64% 9/10/2030 (c) | 4200000 | 4257532 |
| Bank of Montreal 4.7% 9/14/2027  | 3700000 | 3742380 |
| Bank of Montreal 5.266% 12/11/2026  | 4900000 | 4967456 |
| Bank of Nova Scotia/The 4.5% 12/16/2025  | 2830000 | 2830721 |
| Bank of Nova Scotia/The 4.588% 5/4/2037 (c) | 1200000 | 1151371 |
| Bank of Nova Scotia/The 4.85% 2/1/2030  | 3400000 | 3479787 |
| Bank of Nova Scotia/The 4.932% 2/14/2029 (c) | 11400000 | 11594865 |
| Bank of Nova Scotia/The 5.25% 6/12/2028  | 3300000 | 3405537 |
| Canadian Imperial Bank of Commerce 3.6% 4/7/2032  | 1285000 | 1210120 |
| Canadian Imperial Bank of Commerce 6.092% 10/3/2033  | 2815000 | 3038748 |
| National Bank of Canada 4.5% 10/10/2029  | 1700000 | 1710104 |
| Royal Bank of Canada 2.05% 1/21/2027  | 5000000 | 4865820 |
| Royal Bank of Canada 4.24% 8/3/2027  | 4200000 | 4220201 |
| Royal Bank of Canada 4.522% 10/18/2028 (c) | 1250000 | 1258938 |
| Royal Bank of Canada 4.65% 10/18/2030 (c) | 2430000 | 2450737 |
| Royal Bank of Canada 4.696% 8/6/2031 (c) | 1190000 | 1201991 |
| Royal Bank of Canada 4.95% 2/1/2029  | 5200000 | 5352099 |
| Royal Bank of Canada 5% 2/1/2033  | 2400000 | 2460278 |
| Royal Bank of Canada 5% 5/2/2033  | 2100000 | 2147203 |
| Royal Bank of Canada 5.153% 2/4/2031 (c) | 2170000 | 2235218 |
| Royal Bank of Canada 6% 11/1/2027  | 8100000 | 8427285 |
| Toronto Dominion Bank 3.2% 3/10/2032  | 3700000 | 3401878 |
| Toronto Dominion Bank 4.108% 6/8/2027  | 5000000 | 5003282 |
| Toronto Dominion Bank 4.693% 9/15/2027  | 2000000 | 2023357 |
| Toronto Dominion Bank 4.808% 6/3/2030  | 2550000 | 2604355 |
| Toronto Dominion Bank 4.98% 4/5/2027  | 8400000 | 8508883 |
| Toronto Dominion Bank 5.146% 9/10/2034 (c) | 2200000 | 2220979 |
| Toronto Dominion Bank 5.264% 12/11/2026  | 4600000 | 4665103 |
| Toronto Dominion Bank 5.523% 7/17/2028  | 1200000 | 1245496 |
|  |  | 108246012 |
| Capital Markets - 0.1% |  |  |
| Brookfield Finance I UK Plc / Brookfield Finance Inc 2.34% 1/30/2032  | 4100000 | 3549634 |
| Brookfield Finance Inc 2.724% 4/15/2031  | 6700000 | 6118657 |
| Brookfield Finance Inc 3.9% 1/25/2028  | 2500000 | 2482265 |
| Brookfield Finance Inc 5.968% 3/4/2054  | 1500000 | 1502370 |
| CI Financial Corp 3.2% 12/17/2030  | 3700000 | 3325325 |
|  |  | 16978251 |
| Insurance - 0.0% |  |  |
| Fairfax Financial Holdings Ltd 4.625% 4/29/2030  | 1800000 | 1805177 |
| Fairfax Financial Holdings Ltd 5.625% 8/16/2032  | 1500000 | 1547387 |
| Fairfax Financial Holdings Ltd 5.75% 5/20/2035 (e) | 1000000 | 1021286 |
| Fairfax Financial Holdings Ltd 6.1% 3/15/2055  | 670000 | 660738 |
| Fairfax Financial Holdings Ltd 6.35% 3/22/2054  | 1500000 | 1528129 |
| Manulife Financial Corp 4.15% 3/4/2026  | 6250000 | 6244193 |
| Manulife Financial Corp 5.375% 3/4/2046  | 600000 | 588011 |
|  |  | 13394921 |
| TOTAL FINANCIALS |  | 138619184 |
| Industrials - 0.1% |  |  |
| Ground Transportation - 0.1% |  |  |
| Canadian National Railway Co 2.45% 5/1/2050  | 1500000 | 876567 |
| Canadian National Railway Co 3.2% 8/2/2046  | 588000 | 416532 |
| Canadian National Railway Co 3.65% 2/3/2048  | 1127000 | 853078 |
| Canadian National Railway Co 4.4% 8/5/2052  | 1400000 | 1170529 |
| Canadian Pacific Railway Co 1.75% 12/2/2026  | 8000000 | 7771952 |
| Canadian Pacific Railway Co 2.45% 12/2/2031  | 3800000 | 3366271 |
| Canadian Pacific Railway Co 3.1% 12/2/2051  | 1800000 | 1170052 |
| Canadian Pacific Railway Co 3.5% 5/1/2050  | 2100000 | 1486958 |
| Canadian Pacific Railway Co 4.2% 11/15/2069  | 1100000 | 823778 |
| Canadian Pacific Railway Co 4.8% 8/1/2045  | 1500000 | 1342694 |
| Canadian Pacific Railway Co 6.125% 9/15/2115  | 1000000 | 1007109 |
|  |  | 20285520 |
| Professional Services - 0.0% |  |  |
| TR Finance LLC 3.35% 5/15/2026  | 1247000 | 1235655 |
| TR Finance LLC 5.5% 8/15/2035  | 1400000 | 1434726 |
|  |  | 2670381 |
| TOTAL INDUSTRIALS |  | 22955901 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Nutrien Ltd 2.95% 5/13/2030  | 2600000 | 2445313 |
| Nutrien Ltd 4% 12/15/2026  | 2032000 | 2024801 |
| Nutrien Ltd 4.9% 3/27/2028  | 5200000 | 5288880 |
| Nutrien Ltd 4.9% 6/1/2043  | 400000 | 358036 |
| Nutrien Ltd 5% 4/1/2049  | 1605000 | 1418270 |
| Nutrien Ltd 5.25% 1/15/2045  | 624000 | 580599 |
| Nutrien Ltd 5.625% 12/1/2040  | 321000 | 319268 |
| Nutrien Ltd 5.8% 3/27/2053  | 1000000 | 983827 |
|  |  | 13418994 |
| Metals & Mining - 0.0% |  |  |
| Barrick Mining Corp 5.25% 4/1/2042  | 802000 | 770289 |
| Barrick North America Finance LLC 5.7% 5/30/2041  | 2354000 | 2372298 |
| Barrick PD Australia Finance Pty Ltd 5.95% 10/15/2039  | 1000000 | 1041141 |
| Rio Tinto Alcan Inc 7.25% 3/15/2031  | 800000 | 923833 |
|  |  | 5107561 |
| TOTAL MATERIALS |  | 18526555 |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| Fortis Inc/Canada 3.055% 10/4/2026  | 1100000 | 1083310 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Emera US Finance LP 2.639% 6/15/2031  | 1000000 | 889954 |
| Emera US Finance LP 3.55% 6/15/2026 (d) | 1000000 | 991628 |
| Emera US Finance LP 4.75% 6/15/2046  | 929000 | 774152 |
|  |  | 2655734 |
| TOTAL UTILITIES |  | 3739044 |
| TOTAL CANADA |  | 270023032 |
| CHINA - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Interactive Media & Services - 0.0% |  |  |
| Baidu Inc 1.72% 4/9/2026  | 8500000 | 8364850 |
| Consumer Discretionary - 0.1% |  |  |
| Broadline Retail - 0.1% |  |  |
| Alibaba Group Holding Ltd 2.125% 2/9/2031  | 4810000 | 4321208 |
| Alibaba Group Holding Ltd 3.15% 2/9/2051  | 4960000 | 3341226 |
| Alibaba Group Holding Ltd 4% 12/6/2037  | 2100000 | 1909319 |
|  |  | 9571753 |
| TOTAL CHINA |  | 17936603 |
| FRANCE - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Orange SA 5.5% 2/6/2044  | 535000 | 529179 |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| TotalEnergies Capital International SA 3.127% 5/29/2050  | 600000 | 394241 |
| TotalEnergies Capital International SA 3.455% 2/19/2029  | 3803000 | 3745705 |
| TotalEnergies Capital International SA 3.461% 7/12/2049  | 1500000 | 1054917 |
| TotalEnergies Capital SA 3.883% 10/11/2028  | 7780000 | 7772773 |
| TotalEnergies Capital SA 5.15% 4/5/2034  | 1700000 | 1752149 |
| TotalEnergies Capital SA 5.425% 9/10/2064  | 2700000 | 2499091 |
| TotalEnergies Capital SA 5.488% 4/5/2054  | 1700000 | 1618195 |
| TotalEnergies Capital SA 5.638% 4/5/2064  | 1200000 | 1151190 |
|  |  | 19988261 |
| TOTAL FRANCE |  | 20517440 |
| GERMANY - 0.2%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Deutsche Telekom International Finance BV 8.75% 6/15/2030 (c) | 4399000 | 5198970 |
| Financials - 0.2% |  |  |
| Capital Markets - 0.1% |  |  |
| Deutsche Bank AG 4.1% 1/13/2026  | 4800000 | 4790742 |
| Deutsche Bank AG/New York NY 2.311% 11/16/2027 (c) | 3500000 | 3414050 |
| Deutsche Bank AG/New York NY 3.729% 1/14/2032 (c) | 4300000 | 4034135 |
| Deutsche Bank AG/New York NY 4.1% 1/13/2026  | 3886000 | 3877890 |
| Deutsche Bank AG/New York NY 4.875% 12/1/2032 (c) | 1600000 | 1594665 |
| Deutsche Bank AG/New York NY 4.95% 8/4/2031 (c) | 1900000 | 1915622 |
| Deutsche Bank AG/New York NY 4.999% 9/11/2030 (c)(d) | 1580000 | 1605563 |
| Deutsche Bank AG/New York NY 5.297% 5/9/2031 (c) | 2000000 | 2049137 |
| Deutsche Bank AG/New York NY 5.373% 1/10/2029 (c) | 2700000 | 2760998 |
| Deutsche Bank AG/New York NY 5.403% 9/11/2035 (c) | 1880000 | 1893790 |
| Deutsche Bank AG/New York NY 5.706% 2/8/2028 (c)(d) | 1400000 | 1426035 |
| Deutsche Bank AG/New York NY 6.819% 11/20/2029 (c)(d) | 4570000 | 4897056 |
| Deutsche Bank AG/New York NY 7.079% 2/10/2034 (c) | 1200000 | 1303019 |
| Deutsche Bank AG/New York NY 7.146% 7/13/2027 (c) | 1600000 | 1636176 |
|  |  | 37198878 |
| Financial Services - 0.1% |  |  |
| KfW 0% 4/18/2036  | 13551000 | 8565934 |
| KfW 2.875% 4/3/2028  | 2738000 | 2690419 |
| KfW 3.875% 5/15/2028  | 5500000 | 5537556 |
| Landwirtschaftliche Rentenbank 1.75% 7/27/2026  | 1515000 | 1486294 |
| Landwirtschaftliche Rentenbank 2.5% 11/15/2027  | 1576000 | 1537023 |
| Landwirtschaftliche Rentenbank 5% 10/24/2033  | 2490000 | 2640407 |
|  |  | 22457633 |
| TOTAL FINANCIALS |  | 59656511 |
| Health Care - 0.0% |  |  |
| Pharmaceuticals - 0.0% |  |  |
| Bayer US Finance II LLC 3.95% 4/15/2045 (e) | 248000 | 179213 |
| TOTAL GERMANY |  | 65034694 |
| HONG KONG - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Insurance - 0.0% |  |  |
| Prudential Funding Asia PLC 3.125% 4/14/2030  | 1200000 | 1146675 |
| IRELAND - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Consumer Finance - 0.1% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026  | 4000000 | 3918079 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028  | 5350000 | 5147367 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.4% 10/29/2033  | 2500000 | 2222129 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.65% 7/21/2027  | 802000 | 793974 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.85% 10/29/2041  | 2500000 | 2012939 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.875% 1/23/2028  | 2798000 | 2777098 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.45% 10/1/2025  | 1756000 | 1755618 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.625% 9/10/2029  | 3000000 | 3024288 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.3% 1/19/2034  | 3100000 | 3141368 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027  | 1531000 | 1580435 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.95% 3/10/2055 (c) | 1400000 | 1465784 |
|  |  | 27839079 |
| Materials - 0.0% |  |  |
| Containers & Packaging - 0.0% |  |  |
| Smurfit Kappa Treasury ULC 5.438% 4/3/2034  | 3600000 | 3695026 |
| Smurfit Westrock Financing DAC 5.418% 1/15/2035  | 267000 | 271853 |
|  |  | 3966879 |
| TOTAL IRELAND |  | 31805958 |
| JAPAN - 0.6%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Automobiles - 0.0% |  |  |
| Honda Motor Co Ltd 2.534% 3/10/2027  | 5000000 | 4882783 |
| Toyota Motor Corp 1.339% 3/25/2026  | 1700000 | 1672818 |
| Toyota Motor Corp 5.053% 6/30/2035  | 2000000 | 2019848 |
|  |  | 8575449 |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| Japan Bank for International Cooperation 1.25% 1/21/2031  | 8076000 | 7016391 |
| Japan Bank for International Cooperation 1.875% 7/21/2026  | 4640000 | 4553751 |
| Japan Bank for International Cooperation 2.25% 11/4/2026  | 744000 | 729403 |
| Japan Bank for International Cooperation 2.375% 4/20/2026  | 470000 | 464885 |
| Japan Bank for International Cooperation 2.75% 1/21/2026  | 450000 | 447367 |
| Japan Bank for International Cooperation 2.875% 6/1/2027  | 13584000 | 13360177 |
| Japan Bank for International Cooperation 3.25% 7/20/2028  | 1604000 | 1580270 |
| Japan Bank for International Cooperation 3.5% 10/31/2028  | 1000000 | 991908 |
| Japan Bank for International Cooperation 4.625% 7/22/2027  | 1800000 | 1825973 |
| Mitsubishi UFJ Financial Group Inc 1.538% 7/20/2027 (c) | 8000000 | 7804916 |
| Mitsubishi UFJ Financial Group Inc 2.309% 7/20/2032 (c) | 7850000 | 6941506 |
| Mitsubishi UFJ Financial Group Inc 2.494% 10/13/2032 (c) | 1300000 | 1156422 |
| Mitsubishi UFJ Financial Group Inc 3.195% 7/18/2029  | 3113000 | 2996108 |
| Mitsubishi UFJ Financial Group Inc 3.751% 7/18/2039  | 3286000 | 2849392 |
| Mitsubishi UFJ Financial Group Inc 3.85% 3/1/2026  | 1173000 | 1169643 |
| Mitsubishi UFJ Financial Group Inc 4.08% 4/19/2028 (c) | 5000000 | 4986389 |
| Mitsubishi UFJ Financial Group Inc 4.153% 3/7/2039  | 4100000 | 3813996 |
| Mitsubishi UFJ Financial Group Inc 5.159% 4/24/2031 (c) | 1200000 | 1237567 |
| Mitsubishi UFJ Financial Group Inc 5.197% 1/16/2031 (c) | 3200000 | 3302011 |
| Mitsubishi UFJ Financial Group Inc 5.422% 2/22/2029 (c) | 4000000 | 4117378 |
| Mitsubishi UFJ Financial Group Inc 5.615% 4/24/2036 (c) | 1200000 | 1250714 |
| Mizuho Financial Group Inc 1.554% 7/9/2027 (c) | 3712000 | 3626395 |
| Mizuho Financial Group Inc 2.26% 7/9/2032 (c) | 3800000 | 3333248 |
| Mizuho Financial Group Inc 2.591% 5/25/2031 (c) | 1400000 | 1290739 |
| Mizuho Financial Group Inc 4.711% 7/8/2031 (c) | 1200000 | 1213807 |
| Mizuho Financial Group Inc 5.098% 5/13/2031 (c) | 4000000 | 4105746 |
| Mizuho Financial Group Inc 5.382% 7/10/2030 (c) | 2970000 | 3075682 |
| Mizuho Financial Group Inc 5.594% 7/10/2035 (c) | 3000000 | 3122020 |
| Mizuho Financial Group Inc 5.748% 7/6/2034 (c) | 3000000 | 3161915 |
| Mizuho Financial Group Inc 5.778% 7/6/2029 (c) | 1500000 | 1562507 |
| Sumitomo Mitsui Financial Group Inc 2.13% 7/8/2030  | 4200000 | 3792022 |
| Sumitomo Mitsui Financial Group Inc 2.174% 1/14/2027  | 8300000 | 8087274 |
| Sumitomo Mitsui Financial Group Inc 2.75% 1/15/2030  | 4800000 | 4491512 |
| Sumitomo Mitsui Financial Group Inc 3.04% 7/16/2029  | 3000000 | 2865750 |
| Sumitomo Mitsui Financial Group Inc 3.05% 1/14/2042  | 4100000 | 3082414 |
| Sumitomo Mitsui Financial Group Inc 3.544% 1/17/2028  | 4800000 | 4739936 |
| Sumitomo Mitsui Financial Group Inc 5.24% 4/15/2030  | 3000000 | 3106144 |
| Sumitomo Mitsui Financial Group Inc 5.246% 7/8/2036 (c) | 3500000 | 3551044 |
| Sumitomo Mitsui Financial Group Inc 5.52% 1/13/2028  | 10200000 | 10537925 |
| Sumitomo Mitsui Financial Group Inc 5.558% 7/9/2034  | 1680000 | 1757512 |
| Sumitomo Mitsui Financial Group Inc 5.776% 7/13/2033  | 4000000 | 4247520 |
|  |  | 147347279 |
| Capital Markets - 0.0% |  |  |
| Nomura Holdings Inc 1.653% 7/14/2026  | 1000000 | 977763 |
| Nomura Holdings Inc 2.172% 7/14/2028  | 1300000 | 1228046 |
| Nomura Holdings Inc 3.103% 1/16/2030  | 6459000 | 6090164 |
| Nomura Holdings Inc 5.386% 7/6/2027  | 2600000 | 2650110 |
| Nomura Holdings Inc 5.783% 7/3/2034  | 2700000 | 2829126 |
| Nomura Holdings Inc 6.07% 7/12/2028  | 1000000 | 1047190 |
| Nomura Holdings Inc 6.181% 1/18/2033  | 1000000 | 1075703 |
|  |  | 15898102 |
| TOTAL FINANCIALS |  | 163245381 |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Takeda Pharmaceutical Co Ltd 2.05% 3/31/2030  | 7010000 | 6362899 |
| Takeda Pharmaceutical Co Ltd 3.025% 7/9/2040  | 3356000 | 2526662 |
| Takeda Pharmaceutical Co Ltd 3.175% 7/9/2050  | 300000 | 195749 |
| Takeda Pharmaceutical Co Ltd 5.3% 7/5/2034  | 2000000 | 2043192 |
| Takeda Pharmaceutical Co Ltd 5.65% 7/5/2044  | 2600000 | 2603477 |
| Takeda Pharmaceutical Co Ltd 5.8% 7/5/2064  | 1600000 | 1557102 |
|  |  | 15289081 |
| TOTAL JAPAN |  | 187109911 |
| KOREA (SOUTH) - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Export-Import Bank of Korea 1.125% 12/29/2026  | 2000000 | 1925028 |
| Export-Import Bank of Korea 2.5% 6/29/2041  | 1660000 | 1183194 |
| Export-Import Bank of Korea 4% 9/11/2029  | 1400000 | 1397675 |
| Export-Import Bank of Korea 5.125% 9/18/2033  | 4000000 | 4168329 |
| Export-Import Bank of Korea 5.25% 1/14/2035  | 1700000 | 1794228 |
| Korea Development Bank/The 1.625% 1/19/2031  | 2750000 | 2434833 |
| Korea Development Bank/The 2% 10/25/2031  | 4500000 | 4011580 |
| TOTAL KOREA (SOUTH) |  | 16914867 |
| LUXEMBOURG - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| ArcelorMittal SA 6.35% 6/17/2054  | 1400000 | 1417885 |
| ArcelorMittal SA 6.8% 11/29/2032  | 3500000 | 3875428 |
| TOTAL LUXEMBOURG |  | 5293313 |
| MEXICO - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| Grupo Televisa SAB 5% 5/13/2045  | 1100000 | 766568 |
| Grupo Televisa SAB 5.25% 5/24/2049  | 2360000 | 1656437 |
|  |  | 2423005 |
| Wireless Telecommunication Services - 0.0% |  |  |
| America Movil SAB de CV 3.625% 4/22/2029  | 1903000 | 1851962 |
| America Movil SAB de CV 4.375% 7/16/2042  | 2510000 | 2142913 |
| America Movil SAB de CV 6.125% 11/15/2037  | 1491000 | 1578595 |
|  |  | 5573470 |
| TOTAL COMMUNICATION SERVICES |  | 7996475 |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Southern Copper Corp 5.25% 11/8/2042  | 1029000 | 965078 |
| Southern Copper Corp 5.875% 4/23/2045  | 3010000 | 3019843 |
| Southern Copper Corp 7.5% 7/27/2035  | 1400000 | 1620500 |
|  |  | 5605421 |
| TOTAL MEXICO |  | 13601896 |
| MULTI-NATIONAL - 0.6%  |  |  |
| Financials - 0.6% |  |  |
| Banks - 0.4% |  |  |
| African Development Bank 0.875% 7/22/2026  | 4400000 | 4283647 |
| Arab Community Center for Economic & Social Service 4.125% 1/7/2028  | 1583000 | 1585669 |
| Arab Community Center for Economic & Social Service 5% 1/22/2030  | 700000 | 725575 |
| Arab Community Center for Economic & Social Service 5% 1/24/2029  | 3930000 | 4051490 |
| Asian Development Bank 0.75% 10/8/2030  | 3000000 | 2583812 |
| Asian Development Bank 1.875% 1/24/2030  | 8574000 | 7940755 |
| Asian Development Bank 2% 4/24/2026  | 1123000 | 1108544 |
| Asian Development Bank 2.5% 11/2/2027  | 1195000 | 1165781 |
| Asian Development Bank 2.625% 1/12/2027  | 1158000 | 1140192 |
| Asian Development Bank 2.75% 1/19/2028  | 11074000 | 10851360 |
| Asian Development Bank 4% 1/12/2033  | 6100000 | 6089317 |
| Asian Development Bank 4.375% 3/6/2029  | 10890000 | 11143309 |
| European Investment Bank 0.75% 9/23/2030  | 7250000 | 6260429 |
| European Investment Bank 0.875% 5/17/2030  | 1760000 | 1546086 |
| European Investment Bank 1.25% 2/14/2031  | 6300000 | 5522507 |
| European Investment Bank 2.375% 5/24/2027  | 713000 | 697147 |
| European Investment Bank 3.625% 7/15/2030  | 16270000 | 16199380 |
| European Investment Bank 3.75% 2/14/2033  | 9300000 | 9150059 |
| European Investment Bank 4.125% 2/13/2034  | 3000000 | 2994973 |
| Inter-American Development Bank 2% 6/2/2026  | 713000 | 702588 |
| Inter-American Development Bank 2% 7/23/2026  | 6000000 | 5898962 |
| Inter-American Development Bank 2.25% 6/18/2029  | 3189000 | 3028382 |
| Inter-American Development Bank 2.375% 7/7/2027  | 1200000 | 1171676 |
| Inter-American Development Bank 3.125% 9/18/2028  | 17330000 | 17070690 |
| Inter-American Development Bank 4.375% 1/24/2044  | 2313000 | 2130814 |
| Inter-American Development Bank 4.5% 9/13/2033  | 4500000 | 4625395 |
|  |  | 129668539 |
| Financial Services - 0.2% |  |  |
| IBRD Discount Notes 0.75% 8/26/2030  | 8100000 | 7004629 |
| IBRD Discount Notes 0.875% 5/14/2030  | 3108000 | 2728548 |
| IBRD Discount Notes 1.875% 10/27/2026  | 849000 | 830225 |
| IBRD Discount Notes 4% 1/10/2031  | 14200000 | 14338674 |
| IBRD Discount Notes 4% 7/25/2030  | 8500000 | 8597358 |
| IBRD Discount Notes 4.5% 6/26/2028  | 10500000 | 10541990 |
| IBRD Discount Notes 4.75% 11/14/2033  | 11300000 | 11804751 |
| International Finance Corp 0.75% 8/27/2030  | 2100000 | 1814076 |
|  |  | 57660251 |
| TOTAL MULTI-NATIONAL |  | 187328790 |
| NETHERLANDS - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Cooperatieve Rabobank UA 3.75% 7/21/2026  | 3431000 | 3408899 |
| Cooperatieve Rabobank UA 5.25% 5/24/2041  | 1635000 | 1613972 |
| Cooperatieve Rabobank UA 5.75% 12/1/2043  | 1590000 | 1587870 |
| Cooperatieve Rabobank UA/NY 4.8% 1/9/2029  | 3700000 | 3784595 |
| ING Groep NV 1.726% 4/1/2027 (c) | 2300000 | 2265768 |
| ING Groep NV 2.727% 4/1/2032 (c) | 2300000 | 2100396 |
| ING Groep NV 4.017% 3/28/2028 (c) | 1800000 | 1793464 |
| ING Groep NV 4.252% 3/28/2033 (c) | 1000000 | 970675 |
| ING Groep NV 5.066% 3/25/2031 (c) | 3000000 | 3071641 |
| ING Groep NV 5.525% 3/25/2036 (c) | 1500000 | 1535475 |
| ING Groep NV 5.55% 3/19/2035 (c) | 3200000 | 3298518 |
|  |  | 25431273 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 2.65% 2/15/2032  | 2200000 | 1936227 |
| NXP BV / NXP Funding LLC / NXP USA Inc 3.25% 5/11/2041  | 1700000 | 1258387 |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.3% 6/18/2029  | 4080000 | 4077102 |
| NXP BV / NXP Funding LLC / NXP USA Inc 5.25% 8/19/2035  | 1920000 | 1907717 |
| NXP BV / NXP Funding LLC 5.55% 12/1/2028  | 1300000 | 1346896 |
|  |  | 10526329 |
| TOTAL NETHERLANDS |  | 35957602 |
| NORWAY - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Equinor ASA 2.375% 5/22/2030  | 2880000 | 2663950 |
| Equinor ASA 3.125% 4/6/2030  | 3353000 | 3215536 |
| Equinor ASA 3.25% 11/18/2049  | 1250000 | 869357 |
| Equinor ASA 3.625% 9/10/2028  | 2153000 | 2133572 |
| Equinor ASA 3.7% 4/6/2050  | 3000000 | 2269141 |
| Equinor ASA 3.95% 5/15/2043  | 1000000 | 839761 |
| Equinor ASA 5.1% 8/17/2040  | 356000 | 353873 |
| TOTAL NORWAY |  | 12345190 |
| SPAIN - 0.2%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Telefonica Emisiones SA 4.103% 3/8/2027  | 2388000 | 2380655 |
| Telefonica Emisiones SA 4.665% 3/6/2038  | 1050000 | 950649 |
| Telefonica Emisiones SA 5.213% 3/8/2047  | 3871000 | 3399221 |
| Telefonica Emisiones SA 5.52% 3/1/2049  | 600000 | 544669 |
| Telefonica Emisiones SA 7.045% 6/20/2036  | 1564000 | 1741523 |
| Telefonica Europe BV 8.25% 9/15/2030  | 1000000 | 1156782 |
|  |  | 10173499 |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Banco Bilbao Vizcaya Argentaria SA 6.033% 3/13/2035 (c) | 1400000 | 1470854 |
| Banco Bilbao Vizcaya Argentaria SA 6.138% 9/14/2028 (c) | 1400000 | 1449394 |
| Banco Bilbao Vizcaya Argentaria SA 7.883% 11/15/2034 (c) | 600000 | 690240 |
| Banco Santander SA 1.722% 9/14/2027 (c) | 7200000 | 7004201 |
| Banco Santander SA 2.749% 12/3/2030  | 1400000 | 1262065 |
| Banco Santander SA 2.958% 3/25/2031  | 4400000 | 4064471 |
| Banco Santander SA 3.225% 11/22/2032 (c) | 1000000 | 909643 |
| Banco Santander SA 3.8% 2/23/2028  | 1000000 | 989776 |
| Banco Santander SA 4.175% 3/24/2028 (c) | 1000000 | 998386 |
| Banco Santander SA 4.25% 4/11/2027  | 2600000 | 2602105 |
| Banco Santander SA 5.294% 8/18/2027  | 11400000 | 11609690 |
| Banco Santander SA 5.538% 3/14/2030 (c) | 2800000 | 2906450 |
| Banco Santander SA 6.033% 1/17/2035  | 1200000 | 1273736 |
| Banco Santander SA 6.35% 3/14/2034  | 1400000 | 1484491 |
| Banco Santander SA 6.921% 8/8/2033  | 2200000 | 2424165 |
|  |  | 41139667 |
| TOTAL SPAIN |  | 51313166 |
| SWEDEN - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Svensk Exportkredit AB 4.875% 10/4/2030  | 5000000 | 5232047 |
| SWITZERLAND - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Capital Markets - 0.0% |  |  |
| UBS AG/London 4.5% 6/26/2048  | 2500000 | 2168130 |
| UBS AG/Stamford CT 5% 7/9/2027  | 1300000 | 1321659 |
| UBS Group AG 4.55% 4/17/2026  | 1515000 | 1517261 |
| UBS Group AG 4.875% 5/15/2045  | 3199000 | 2912896 |
|  |  | 7919946 |
| Information Technology - 0.0% |  |  |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| Tyco Electronics Group SA 2.5% 2/4/2032  | 1500000 | 1332718 |
| Tyco Electronics Group SA 7.125% 10/1/2037  | 441000 | 515574 |
|  |  | 1848292 |
| TOTAL SWITZERLAND |  | 9768238 |
| UNITED KINGDOM - 1.1%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| British Telecommunications PLC 9.625% 12/15/2030 (g) | 3618000 | 4454298 |
| Media - 0.0% |  |  |
| RELX Capital Inc 3% 5/22/2030  | 500000 | 474509 |
| RELX Capital Inc 4% 3/18/2029  | 3200000 | 3189186 |
| RELX Capital Inc 5.25% 3/27/2035  | 1000000 | 1021570 |
|  |  | 4685265 |
| Wireless Telecommunication Services - 0.1% |  |  |
| Vodafone Group PLC 4.375% 5/30/2028  | 6205000 | 6318907 |
| Vodafone Group PLC 5% 5/30/2038  | 701000 | 681874 |
| Vodafone Group PLC 5.125% 6/19/2059  | 3600000 | 3127370 |
| Vodafone Group PLC 5.25% 5/30/2048  | 2907000 | 2672124 |
| Vodafone Group PLC 5.75% 2/10/2063  | 1000000 | 940465 |
| Vodafone Group PLC 5.75% 6/28/2054  | 2220000 | 2120597 |
| Vodafone Group PLC 6.15% 2/27/2037  | 638000 | 687149 |
|  |  | 16548486 |
| TOTAL COMMUNICATION SERVICES |  | 25688049 |
| Consumer Staples - 0.2% |  |  |
| Beverages - 0.0% |  |  |
| Diageo Capital PLC 2% 4/29/2030  | 2600000 | 2364538 |
| Diageo Capital PLC 5.875% 9/30/2036  | 2300000 | 2474270 |
| Diageo Investment Corp 5.156% 8/15/2030  | 6800000 | 7053962 |
|  |  | 11892770 |
| Food Products - 0.0% |  |  |
| Unilever Capital Corp 1.375% 9/14/2030  | 3597000 | 3169818 |
| Unilever Capital Corp 1.75% 8/12/2031 (d) | 4100000 | 3578045 |
| Unilever Capital Corp 2% 7/28/2026 (d) | 284000 | 279048 |
|  |  | 7026911 |
| Tobacco - 0.2% |  |  |
| BAT Capital Corp 2.259% 3/25/2028  | 5200000 | 4954090 |
| BAT Capital Corp 3.462% 9/6/2029 (d) | 3400000 | 3295235 |
| BAT Capital Corp 3.557% 8/15/2027  | 3773000 | 3723939 |
| BAT Capital Corp 4.39% 8/15/2037  | 3200000 | 2890179 |
| BAT Capital Corp 4.54% 8/15/2047  | 6083000 | 4928393 |
| BAT Capital Corp 4.7% 4/2/2027  | 2000000 | 2010635 |
| BAT Capital Corp 4.758% 9/6/2049  | 2900000 | 2390163 |
| BAT Capital Corp 4.906% 4/2/2030 (d) | 2700000 | 2745452 |
| BAT Capital Corp 5.625% 8/15/2035 (d) | 3000000 | 3077907 |
| BAT Capital Corp 6.421% 8/2/2033  | 3000000 | 3270747 |
| BAT International Finance PLC 1.668% 3/25/2026  | 1000000 | 984597 |
| BAT International Finance PLC 5.931% 2/2/2029  | 2460000 | 2585194 |
| Reynolds American Inc 5.7% 8/15/2035  | 1000000 | 1029170 |
| Reynolds American Inc 5.85% 8/15/2045 (d) | 756000 | 729371 |
| Reynolds American Inc 7.25% 6/15/2037  | 1287000 | 1456840 |
|  |  | 40071912 |
| TOTAL CONSUMER STAPLES |  | 58991593 |
| Financials - 0.7% |  |  |
| Banks - 0.7% |  |  |
| Barclays PLC 2.279% 11/24/2027 (c) | 6857000 | 6689026 |
| Barclays PLC 2.894% 11/24/2032 (c) | 4700000 | 4210351 |
| Barclays PLC 3.33% 11/24/2042 (c) | 1000000 | 747131 |
| Barclays PLC 3.564% 9/23/2035 (c) | 2000000 | 1868620 |
| Barclays PLC 4.375% 1/12/2026  | 711000 | 710794 |
| Barclays PLC 4.476% 11/11/2029 (c) | 2000000 | 2003581 |
| Barclays PLC 4.836% 5/9/2028  | 1711000 | 1719450 |
| Barclays PLC 4.95% 1/10/2047  | 3320000 | 2981892 |
| Barclays PLC 4.972% 5/16/2029 (c) | 759000 | 770303 |
| Barclays PLC 5.088% 6/20/2030 (c) | 1000000 | 1014225 |
| Barclays PLC 5.2% 5/12/2026  | 2580000 | 2589891 |
| Barclays PLC 5.25% 8/17/2045  | 998000 | 937160 |
| Barclays PLC 5.367% 2/25/2031 (c) | 2400000 | 2475388 |
| Barclays PLC 5.501% 8/9/2028 (c) | 1080000 | 1103637 |
| Barclays PLC 5.69% 3/12/2030 (c) | 6900000 | 7179646 |
| Barclays PLC 5.785% 2/25/2036 (c) | 2400000 | 2475578 |
| Barclays PLC 5.829% 5/9/2027 (c) | 2000000 | 2018130 |
| Barclays PLC 5.86% 8/11/2046 (c) | 1400000 | 1390844 |
| Barclays PLC 6.036% 3/12/2055 (c) | 300000 | 306854 |
| Barclays PLC 6.224% 5/9/2034 (c) | 1800000 | 1921244 |
| Barclays PLC 6.49% 9/13/2029 (c) | 3000000 | 3179981 |
| Barclays PLC 7.119% 6/27/2034 (c) | 1900000 | 2101151 |
| Barclays PLC 7.437% 11/2/2033 (c) | 5400000 | 6166419 |
| HSBC Holdings PLC 2.013% 9/22/2028 (c) | 1800000 | 1718595 |
| HSBC Holdings PLC 2.206% 8/17/2029 (c) | 5590000 | 5266102 |
| HSBC Holdings PLC 2.804% 5/24/2032 (c) | 5730000 | 5177629 |
| HSBC Holdings PLC 2.848% 6/4/2031 (c) | 1800000 | 1670285 |
| HSBC Holdings PLC 2.871% 11/22/2032 (c) | 3500000 | 3149110 |
| HSBC Holdings PLC 4.292% 9/12/2026 (c) | 13003000 | 13002204 |
| HSBC Holdings PLC 4.762% 3/29/2033 (c) | 2100000 | 2072647 |
| HSBC Holdings PLC 5.13% 3/3/2031 (c) | 1900000 | 1946339 |
| HSBC Holdings PLC 5.24% 5/13/2031 (c) | 2800000 | 2878307 |
| HSBC Holdings PLC 5.25% 3/14/2044  | 1654000 | 1560815 |
| HSBC Holdings PLC 5.45% 3/3/2036 (c) | 1900000 | 1930885 |
| HSBC Holdings PLC 5.597% 5/17/2028 (c) | 3200000 | 3267129 |
| HSBC Holdings PLC 5.719% 3/4/2035 (c) | 500000 | 524561 |
| HSBC Holdings PLC 5.79% 5/13/2036 (c) | 3160000 | 3287682 |
| HSBC Holdings PLC 5.887% 8/14/2027 (c) | 6300000 | 6384788 |
| HSBC Holdings PLC 6.1% 1/14/2042  | 1400000 | 1491536 |
| HSBC Holdings PLC 6.254% 3/9/2034 (c) | 6200000 | 6695444 |
| HSBC Holdings PLC 6.332% 3/9/2044 (c) | 4300000 | 4613548 |
| HSBC Holdings PLC 6.5% 5/2/2036  | 807000 | 864152 |
| HSBC Holdings PLC 6.5% 9/15/2037  | 2564000 | 2715960 |
| HSBC Holdings PLC 6.8% 6/1/2038  | 5300000 | 5819464 |
| HSBC Holdings PLC 7.39% 11/3/2028 (c) | 4700000 | 4995405 |
| HSBC Holdings PLC 7.399% 11/13/2034 (c) | 2100000 | 2366327 |
| HSBC Holdings PLC 8.113% 11/3/2033 (c) | 3700000 | 4304431 |
| Lloyds Banking Group PLC 1.627% 5/11/2027 (c) | 3600000 | 3531823 |
| Lloyds Banking Group PLC 4.344% 1/9/2048  | 2674000 | 2146832 |
| Lloyds Banking Group PLC 4.375% 3/22/2028  | 4000000 | 4016655 |
| Lloyds Banking Group PLC 4.582% 12/10/2025  | 420000 | 419798 |
| Lloyds Banking Group PLC 4.65% 3/24/2026  | 1533000 | 1532615 |
| Lloyds Banking Group PLC 4.818% 6/13/2029 (c) | 3000000 | 3042427 |
| Lloyds Banking Group PLC 4.976% 8/11/2033 (c) | 2500000 | 2506522 |
| Lloyds Banking Group PLC 5.087% 11/26/2028 (c) | 1200000 | 1220064 |
| Lloyds Banking Group PLC 5.59% 11/26/2035 (c) | 1300000 | 1336198 |
| Lloyds Banking Group PLC 5.721% 6/5/2030 (c) | 3100000 | 3242864 |
| Lloyds Banking Group PLC 5.871% 3/6/2029 (c) | 4000000 | 4153471 |
| Lloyds Banking Group PLC 6.068% 6/13/2036 (c) | 2042000 | 2110334 |
| Lloyds Banking Group PLC 7.953% 11/15/2033 (c) | 1900000 | 2192335 |
| NatWest Group PLC 4.445% 5/8/2030 (c) | 252000 | 252823 |
| NatWest Group PLC 4.8% 4/5/2026  | 1176000 | 1179148 |
| NatWest Group PLC 4.892% 5/18/2029 (c) | 2600000 | 2641695 |
| NatWest Group PLC 4.964% 8/15/2030 (c) | 6100000 | 6227402 |
| NatWest Group PLC 5.778% 3/1/2035 (c) | 2300000 | 2404969 |
| NatWest Group PLC 5.808% 9/13/2029 (c) | 2100000 | 2193705 |
| NatWest Group PLC 5.847% 3/2/2027 (c) | 2120000 | 2135054 |
| Santander UK Group Holdings PLC 6.534% 1/10/2029 (c) | 5600000 | 5866135 |
| Santander UK Group Holdings PLC 6.833% 11/21/2026 (c) | 6400000 | 6430686 |
|  |  | 205048196 |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Astrazeneca Finance LLC 1.2% 5/28/2026  | 5100000 | 4990774 |
| Astrazeneca Finance LLC 2.25% 5/28/2031 (d) | 2100000 | 1898369 |
| Astrazeneca Finance LLC 4.875% 3/3/2033  | 4700000 | 4797549 |
| Astrazeneca PLC 3.375% 11/16/2025  | 3000000 | 2993462 |
| Astrazeneca PLC 4.375% 11/16/2045  | 1344000 | 1170350 |
| Astrazeneca PLC 4.375% 8/17/2048  | 2246000 | 1930624 |
| Astrazeneca PLC 6.45% 9/15/2037  | 579000 | 653825 |
| GlaxoSmithKline Capital Inc 3.875% 5/15/2028  | 7800000 | 7797320 |
| GlaxoSmithKline Capital Inc 6.375% 5/15/2038  | 3752000 | 4176816 |
|  |  | 30409089 |
| Utilities - 0.0% |  |  |
| Multi-Utilities - 0.0% |  |  |
| National Grid PLC 5.418% 1/11/2034  | 500000 | 514539 |
| National Grid PLC 5.809% 6/12/2033  | 1300000 | 1377135 |
|  |  | 1891674 |
| TOTAL UNITED KINGDOM |  | 322028601 |
| UNITED STATES - 21.6%  |  |  |
| Communication Services - 1.5% |  |  |
| Diversified Telecommunication Services - 0.6% |  |  |
| AT&T Inc 1.65% 2/1/2028  | 8000000 | 7548890 |
| AT&T Inc 2.25% 2/1/2032  | 3000000 | 2598171 |
| AT&T Inc 2.55% 12/1/2033 (d) | 7900000 | 6649440 |
| AT&T Inc 2.75% 6/1/2031  | 3650000 | 3339262 |
| AT&T Inc 2.95% 7/15/2026  | 1425000 | 1409168 |
| AT&T Inc 3.5% 6/1/2041  | 15600000 | 12212983 |
| AT&T Inc 3.55% 9/15/2055  | 14021000 | 9323255 |
| AT&T Inc 3.65% 6/1/2051  | 5750000 | 4024153 |
| AT&T Inc 3.65% 9/15/2059  | 12327000 | 8160181 |
| AT&T Inc 3.8% 2/15/2027 (d) | 1604000 | 1596284 |
| AT&T Inc 3.85% 6/1/2060  | 2670000 | 1833185 |
| AT&T Inc 4.3% 2/15/2030 (d) | 18240000 | 18267978 |
| AT&T Inc 4.35% 3/1/2029  | 3665000 | 3680692 |
| AT&T Inc 4.35% 6/15/2045  | 1141000 | 945384 |
| AT&T Inc 4.5% 3/9/2048  | 1460000 | 1204539 |
| AT&T Inc 4.65% 6/1/2044  | 1403000 | 1208760 |
| AT&T Inc 5.45% 3/1/2047  | 1500000 | 1411113 |
| AT&T Inc 6.05% 8/15/2056  | 3140000 | 3157098 |
| Sprint Capital Corp 8.75% 3/15/2032  | 3700000 | 4486900 |
| Verizon Communications Inc 1.5% 9/18/2030  | 3600000 | 3138371 |
| Verizon Communications Inc 1.68% 10/30/2030 (d) | 5598000 | 4912241 |
| Verizon Communications Inc 2.1% 3/22/2028  | 12900000 | 12282589 |
| Verizon Communications Inc 2.355% 3/15/2032 (d) | 7035000 | 6107248 |
| Verizon Communications Inc 2.55% 3/21/2031 (d) | 4000000 | 3627628 |
| Verizon Communications Inc 2.987% 10/30/2056  | 10153000 | 6063978 |
| Verizon Communications Inc 3.15% 3/22/2030 (d) | 6172000 | 5891233 |
| Verizon Communications Inc 3.55% 3/22/2051  | 11000000 | 7817978 |
| Verizon Communications Inc 3.7% 3/22/2061  | 1140000 | 781131 |
| Verizon Communications Inc 3.875% 3/1/2052 (d) | 13000000 | 9627212 |
| Verizon Communications Inc 4.016% 12/3/2029 (d) | 5000000 | 4961355 |
| Verizon Communications Inc 4.125% 3/16/2027  | 1247000 | 1248329 |
| Verizon Communications Inc 4.272% 1/15/2036  | 9027000 | 8396205 |
| Verizon Communications Inc 4.4% 11/1/2034 (d) | 673000 | 642749 |
| Verizon Communications Inc 4.75% 11/1/2041  | 178000 | 160727 |
| Verizon Communications Inc 5.012% 4/15/2049  | 205000 | 184396 |
| Verizon Communications Inc 5.012% 8/21/2054  | 2238000 | 1980298 |
| Verizon Communications Inc 5.5% 3/16/2047  | 572000 | 549697 |
|  |  | 171430801 |
| Entertainment - 0.1% |  |  |
| Netflix Inc 4.9% 8/15/2034 (d) | 3790000 | 3873957 |
| Walt Disney Co/The 2% 9/1/2029  | 77000 | 71333 |
| Walt Disney Co/The 2.65% 1/13/2031  | 5000000 | 4648555 |
| Walt Disney Co/The 2.75% 9/1/2049  | 4076000 | 2542467 |
| Walt Disney Co/The 3.5% 5/13/2040  | 1000000 | 825679 |
| Walt Disney Co/The 3.6% 1/13/2051  | 3600000 | 2642245 |
| Walt Disney Co/The 3.8% 5/13/2060  | 4400000 | 3196219 |
| Walt Disney Co/The 4.7% 3/23/2050 (d) | 2257000 | 1998063 |
| Walt Disney Co/The 5.4% 10/1/2043  | 691000 | 688612 |
| Walt Disney Co/The 6.15% 2/15/2041  | 1872000 | 2018869 |
| Walt Disney Co/The 6.15% 3/1/2037  | 705000 | 772726 |
|  |  | 23278725 |
| Interactive Media & Services - 0.1% |  |  |
| Alphabet Inc 1.1% 8/15/2030  | 2700000 | 2360210 |
| Alphabet Inc 1.9% 8/15/2040  | 1792000 | 1198530 |
| Alphabet Inc 1.998% 8/15/2026  | 410000 | 402362 |
| Alphabet Inc 2.05% 8/15/2050  | 5300000 | 2892857 |
| Meta Platforms Inc 3.5% 8/15/2027  | 3600000 | 3578723 |
| Meta Platforms Inc 3.85% 8/15/2032  | 1600000 | 1546354 |
| Meta Platforms Inc 4.3% 8/15/2029 (d) | 3200000 | 3241676 |
| Meta Platforms Inc 4.45% 8/15/2052  | 6000000 | 4998997 |
| Meta Platforms Inc 4.6% 5/15/2028  | 1000000 | 1019535 |
| Meta Platforms Inc 4.65% 8/15/2062  | 1700000 | 1416090 |
| Meta Platforms Inc 4.75% 8/15/2034  | 8300000 | 8342009 |
| Meta Platforms Inc 4.95% 5/15/2033  | 3000000 | 3083763 |
| Meta Platforms Inc 5.4% 8/15/2054  | 1500000 | 1438924 |
| Meta Platforms Inc 5.6% 5/15/2053 (d) | 2400000 | 2372496 |
| Meta Platforms Inc 5.75% 5/15/2063  | 3400000 | 3388775 |
|  |  | 41281301 |
| Media - 0.5% |  |  |
| Charter Communications Operating LLC / Charter Communications Operating Capital 2.3% 2/1/2032 (d) | 5200000 | 4405729 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.5% 3/1/2042  | 3200000 | 2271653 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.5% 6/1/2041  | 7400000 | 5319646 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.7% 4/1/2051  | 700000 | 450791 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.75% 2/15/2028  | 3250000 | 3202178 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.85% 4/1/2061  | 4200000 | 2563011 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.2% 3/15/2028  | 1961000 | 1949413 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 12/1/2061  | 2040000 | 1385252 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 4/1/2033  | 3300000 | 3102566 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.125% 7/1/2049  | 2445000 | 1986990 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 5/1/2047  | 2900000 | 2464340 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.5% 4/1/2063 (d) | 2600000 | 2128149 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.75% 4/1/2048  | 933000 | 831508 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.1% 6/1/2029  | 1000000 | 1051130 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.384% 10/23/2035  | 2397000 | 2497722 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.484% 10/23/2045  | 2036000 | 1980356 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.55% 6/1/2034  | 2500000 | 2651975 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.65% 2/1/2034  | 5000000 | 5333252 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.834% 10/23/2055  | 1300000 | 1298965 |
| Comcast Corp 1.95% 1/15/2031  | 90000 | 79753 |
| Comcast Corp 2.35% 1/15/2027  | 4242000 | 4146431 |
| Comcast Corp 2.65% 2/1/2030  | 12500000 | 11716925 |
| Comcast Corp 2.887% 11/1/2051  | 4521000 | 2706746 |
| Comcast Corp 2.937% 11/1/2056  | 23249000 | 13385633 |
| Comcast Corp 2.987% 11/1/2063  | 6882000 | 3827781 |
| Comcast Corp 3.15% 3/1/2026  | 891000 | 886013 |
| Comcast Corp 3.3% 2/1/2027  | 5722000 | 5657942 |
| Comcast Corp 3.45% 2/1/2050  | 2000000 | 1360342 |
| Comcast Corp 3.9% 3/1/2038  | 2000000 | 1741305 |
| Comcast Corp 3.969% 11/1/2047  | 926000 | 708345 |
| Comcast Corp 4% 3/1/2048  | 2139000 | 1636606 |
| Comcast Corp 4.15% 10/15/2028  | 60000 | 60191 |
| Comcast Corp 4.25% 10/15/2030 (d) | 5000000 | 5007205 |
| Comcast Corp 4.55% 1/15/2029 (d) | 2000000 | 2028567 |
| Comcast Corp 4.65% 2/15/2033 (d) | 6600000 | 6601026 |
| Comcast Corp 4.75% 3/1/2044  | 2100000 | 1843833 |
| Comcast Corp 5.3% 5/15/2035  | 2470000 | 2519886 |
| Comcast Corp 5.35% 5/15/2053  | 2000000 | 1834783 |
| Comcast Corp 6.05% 5/15/2055  | 2100000 | 2124323 |
| Comcast Corp 6.45% 3/15/2037 (d) | 1000000 | 1107441 |
| Fox Corp 3.5% 4/8/2030 (d) | 2400000 | 2319486 |
| Fox Corp 4.709% 1/25/2029  | 5050000 | 5107617 |
| Fox Corp 5.476% 1/25/2039  | 1478000 | 1459978 |
| Fox Corp 5.576% 1/25/2049  | 1660000 | 1564987 |
| Paramount Global 3.375% 2/15/2028  | 1880000 | 1834112 |
| Paramount Global 4.375% 3/15/2043  | 470000 | 357192 |
| Paramount Global 4.6% 1/15/2045  | 1301000 | 1001767 |
| Paramount Global 4.95% 1/15/2031  | 4800000 | 4770488 |
| Paramount Global 4.95% 5/19/2050  | 1440000 | 1124408 |
| Paramount Global 5.85% 9/1/2043  | 2611000 | 2349118 |
| TCI Communications Inc 7.125% 2/15/2028 (d) | 7100000 | 7600832 |
| Time Warner Cable Enterprises LLC 8.375% 7/15/2033  | 2300000 | 2682511 |
| Time Warner Cable LLC 4.5% 9/15/2042  | 1961000 | 1555210 |
| Time Warner Cable LLC 5.875% 11/15/2040  | 2300000 | 2197549 |
| Time Warner Cable LLC 6.55% 5/1/2037  | 1040000 | 1077282 |
| Time Warner Cable LLC 7.3% 7/1/2038  | 713000 | 776503 |
| TWDC Enterprises 18 Corp 1.85% 7/30/2026  | 911000 | 893240 |
| TWDC Enterprises 18 Corp 3% 7/30/2046  | 802000 | 538273 |
| TWDC Enterprises 18 Corp 4.125% 6/1/2044  | 1016000 | 845133 |
|  |  | 157911389 |
| Wireless Telecommunication Services - 0.2% |  |  |
| T-Mobile USA Inc 2.05% 2/15/2028  | 2700000 | 2570812 |
| T-Mobile USA Inc 2.875% 2/15/2031 (d) | 3600000 | 3304952 |
| T-Mobile USA Inc 3.3% 2/15/2051  | 7500000 | 4927918 |
| T-Mobile USA Inc 3.6% 11/15/2060  | 3900000 | 2547524 |
| T-Mobile USA Inc 3.75% 4/15/2027  | 10000000 | 9937003 |
| T-Mobile USA Inc 3.875% 4/15/2030  | 7550000 | 7395163 |
| T-Mobile USA Inc 4.7% 1/15/2035  | 1920000 | 1861212 |
| T-Mobile USA Inc 4.95% 3/15/2028  | 1000000 | 1018820 |
| T-Mobile USA Inc 5.05% 7/15/2033  | 3400000 | 3434878 |
| T-Mobile USA Inc 5.2% 1/15/2033  | 9450000 | 9621184 |
| T-Mobile USA Inc 5.65% 1/15/2053  | 5400000 | 5170502 |
| T-Mobile USA Inc 5.75% 1/15/2054  | 3900000 | 3774335 |
| T-Mobile USA Inc 5.8% 9/15/2062  | 1800000 | 1748022 |
|  |  | 57312325 |
| TOTAL COMMUNICATION SERVICES |  | 451214541 |
| Consumer Discretionary - 1.2% |  |  |
| Automobile Components - 0.0% |  |  |
| Aptiv Swiss Holdings Ltd 4.65% 9/13/2029  | 11400000 | 11445995 |
| Lear Corp 5.25% 5/15/2049 (d) | 1420000 | 1246606 |
|  |  | 12692601 |
| Automobiles - 0.3% |  |  |
| American Honda Finance Corp 1.8% 1/13/2031  | 2300000 | 2007261 |
| American Honda Finance Corp 2.3% 9/9/2026  | 891000 | 873579 |
| American Honda Finance Corp 4.8% 3/5/2030  | 1000000 | 1020377 |
| American Honda Finance Corp 4.85% 10/23/2031  | 2020000 | 2047014 |
| American Honda Finance Corp 4.9% 1/10/2034 (d) | 1500000 | 1496964 |
| American Honda Finance Corp 5.125% 7/7/2028  | 6300000 | 6463039 |
| American Honda Finance Corp 5.15% 7/9/2032  | 2000000 | 2037642 |
| American Honda Finance Corp 5.2% 3/5/2035 (d) | 960000 | 965712 |
| Ford Motor Co 5.291% 12/8/2046 (d) | 3100000 | 2517019 |
| Ford Motor Co 6.1% 8/19/2032  | 6860000 | 6930930 |
| Ford Motor Co 9.625% 4/22/2030  | 6200000 | 7216290 |
| General Motors Co 4.2% 10/1/2027 (d) | 1000000 | 997146 |
| General Motors Co 5% 10/1/2028  | 248000 | 252053 |
| General Motors Co 5.15% 4/1/2038  | 1500000 | 1402944 |
| General Motors Co 5.2% 4/1/2045  | 761000 | 662116 |
| General Motors Co 5.4% 10/15/2029 (d) | 3800000 | 3919806 |
| General Motors Co 5.4% 4/1/2048 (d) | 1800000 | 1580259 |
| General Motors Co 5.6% 10/15/2032 (d) | 1200000 | 1232731 |
| General Motors Co 5.95% 4/1/2049 (d) | 2178000 | 2047901 |
| General Motors Co 6.6% 4/1/2036  | 2041000 | 2165730 |
| General Motors Co 6.75% 4/1/2046  | 3375000 | 3494730 |
| General Motors Financial Co Inc 2.35% 2/26/2027  | 5700000 | 5535860 |
| General Motors Financial Co Inc 2.7% 6/10/2031  | 1100000 | 976340 |
| General Motors Financial Co Inc 2.7% 8/20/2027  | 1000000 | 970193 |
| General Motors Financial Co Inc 3.85% 1/5/2028  | 1247000 | 1231391 |
| General Motors Financial Co Inc 4% 10/6/2026 (d) | 656000 | 652682 |
| General Motors Financial Co Inc 4.35% 1/17/2027  | 1425000 | 1423568 |
| General Motors Financial Co Inc 5% 4/9/2027  | 3300000 | 3326802 |
| General Motors Financial Co Inc 5.45% 7/15/2030 (d) | 4700000 | 4825510 |
| General Motors Financial Co Inc 5.45% 9/6/2034  | 3400000 | 3367077 |
| General Motors Financial Co Inc 5.6% 6/18/2031 (d) | 2600000 | 2685166 |
| General Motors Financial Co Inc 5.625% 4/4/2032 (d) | 3900000 | 3991158 |
| General Motors Financial Co Inc 5.65% 1/17/2029  | 3507000 | 3616076 |
|  |  | 83933066 |
| Broadline Retail - 0.2% |  |  |
| Amazon.com Inc 1% 5/12/2026  | 3900000 | 3818577 |
| Amazon.com Inc 1.5% 6/3/2030  | 4000000 | 3572662 |
| Amazon.com Inc 2.1% 5/12/2031  | 3900000 | 3497981 |
| Amazon.com Inc 2.5% 6/3/2050  | 7197000 | 4284028 |
| Amazon.com Inc 3.1% 5/12/2051  | 3900000 | 2617810 |
| Amazon.com Inc 3.15% 8/22/2027 (d) | 8864000 | 8750028 |
| Amazon.com Inc 3.3% 4/13/2027 (d) | 8600000 | 8529789 |
| Amazon.com Inc 3.875% 8/22/2037 (d) | 9601000 | 8724130 |
| Amazon.com Inc 3.95% 4/13/2052  | 2200000 | 1724039 |
| Amazon.com Inc 4.05% 8/22/2047  | 5346000 | 4408729 |
| Amazon.com Inc 4.1% 4/13/2062  | 2800000 | 2177313 |
| Amazon.com Inc 4.25% 8/22/2057  | 1183000 | 962677 |
| Amazon.com Inc 4.8% 12/5/2034  | 1069000 | 1094649 |
| eBay Inc 1.4% 5/10/2026  | 2926000 | 2868905 |
| eBay Inc 4% 7/15/2042  | 2600000 | 2129099 |
|  |  | 59160416 |
| Distributors - 0.0% |  |  |
| Genuine Parts Co 6.5% 11/1/2028  | 5300000 | 5637747 |
| Diversified Consumer Services - 0.1% |  |  |
| American University/The 3.672% 4/1/2049  | 1000000 | 744046 |
| Duke University 2.832% 10/1/2055  | 850000 | 521004 |
| George Washington University/The 4.126% 9/15/2048  | 3000000 | 2399741 |
| George Washington University/The 4.3% 9/15/2044  | 356000 | 301042 |
| Massachusetts Institute of Technology 2.989% 7/1/2050  | 3250000 | 2159687 |
| Massachusetts Institute of Technology 3.885% 7/1/2116  | 504000 | 343909 |
| Massachusetts Institute of Technology 3.959% 7/1/2038  | 842000 | 767885 |
| Massachusetts Institute of Technology 5.618% 6/1/2055 (d) | 1400000 | 1428875 |
| Northwestern University 3.662% 12/1/2057  | 2000000 | 1429893 |
| Northwestern University 4.643% 12/1/2044  | 597000 | 563588 |
| President and Fellows of Harvard College 3.15% 7/15/2046  | 2500000 | 1797722 |
| President and Fellows of Harvard College 3.3% 7/15/2056  | 865000 | 587431 |
| President and Fellows of Harvard College 3.619% 10/1/2037  | 178000 | 157734 |
| Princeton Univ 5.7% 3/1/2039  | 178000 | 190003 |
| Trane Technologies Global Holding Co Ltd 3.75% 8/21/2028  | 829000 | 825809 |
| Trane Technologies Global Holding Co Ltd 4.3% 2/21/2048  | 886000 | 729163 |
| University of Chicago/The 3% 10/1/2052  | 1100000 | 733844 |
| University of Notre Dame du Lac 3.438% 2/15/2045  | 593000 | 450006 |
| University of Southern California 2.945% 10/1/2051  | 5000000 | 3191075 |
| University of Southern California 5.25% 10/1/2111  | 356000 | 324225 |
| William Marsh Rice University 3.774% 5/15/2055  | 340000 | 253509 |
|  |  | 19900191 |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Darden Restaurants Inc 6.3% 10/10/2033 (d) | 1100000 | 1181039 |
| Expedia Group Inc 2.95% 3/15/2031  | 4240000 | 3916706 |
| Las Vegas Sands Corp 6.2% 8/15/2034  | 2100000 | 2172192 |
| Marriott International Inc/MD 3.5% 10/15/2032  | 4080000 | 3741493 |
| Marriott International Inc/MD 4.2% 7/15/2027  | 1000000 | 1001550 |
| Marriott International Inc/MD 4.875% 5/15/2029 (d) | 2000000 | 2036939 |
| Marriott International Inc/MD 5% 10/15/2027  | 3000000 | 3047681 |
| Marriott International Inc/MD 5.25% 10/15/2035 (d) | 1850000 | 1836331 |
| Marriott International Inc/MD 5.35% 3/15/2035  | 2280000 | 2301930 |
| Marriott International Inc/MD 5.5% 4/15/2037 (d) | 2280000 | 2288117 |
| McDonald's Corp 3.6% 7/1/2030  | 1350000 | 1317576 |
| McDonald's Corp 3.625% 9/1/2049 (d) | 6943000 | 5043138 |
| McDonald's Corp 4.4% 2/12/2031  | 1650000 | 1655468 |
| McDonald's Corp 4.45% 3/1/2047  | 1013000 | 855260 |
| McDonald's Corp 4.6% 5/26/2045  | 1000000 | 875864 |
| McDonald's Corp 4.6% 9/9/2032 (d) | 3200000 | 3232212 |
| McDonald's Corp 4.875% 12/9/2045  | 968000 | 876470 |
| McDonald's Corp 5.45% 8/14/2053 (d) | 2600000 | 2493484 |
| McDonald's Corp 6.3% 3/1/2038  | 1256000 | 1377814 |
| Metropolitan Museum of Art/The 3.4% 7/1/2045  | 535000 | 395691 |
| Starbucks Corp 2.25% 3/12/2030 (d) | 2716000 | 2496520 |
| Starbucks Corp 2.45% 6/15/2026  | 1782000 | 1758382 |
| Starbucks Corp 2.55% 11/15/2030  | 1880000 | 1724306 |
| Starbucks Corp 3% 2/14/2032  | 1200000 | 1096409 |
| Starbucks Corp 3.5% 11/15/2050  | 1700000 | 1169105 |
| Starbucks Corp 3.5% 3/1/2028  | 1000000 | 988170 |
| Starbucks Corp 4% 11/15/2028  | 2547000 | 2545784 |
| Starbucks Corp 4.3% 6/15/2045  | 1400000 | 1146468 |
| Starbucks Corp 4.5% 11/15/2048  | 837000 | 693265 |
| Starbucks Corp 5.4% 5/15/2035 (d) | 2000000 | 2046752 |
|  |  | 57312116 |
| Household Durables - 0.0% |  |  |
| DR Horton Inc 1.3% 10/15/2026  | 1700000 | 1647923 |
| DR Horton Inc 5% 10/15/2034 (d) | 1230000 | 1230345 |
| DR Horton Inc 5.5% 10/15/2035  | 930000 | 952497 |
| Lennar Corp 5% 6/15/2027  | 1700000 | 1712919 |
| Toll Brothers Finance Corp 4.35% 2/15/2028  | 1300000 | 1303057 |
|  |  | 6846741 |
| Leisure Products - 0.0% |  |  |
| Brunswick Corp/DE 4.4% 9/15/2032 (d) | 1800000 | 1692102 |
| Hasbro Inc 3.55% 11/19/2026  | 5340000 | 5285708 |
| Hasbro Inc 3.9% 11/19/2029  | 1100000 | 1073402 |
| Hasbro Inc 6.05% 5/14/2034  | 800000 | 832569 |
| Hasbro Inc 6.35% 3/15/2040  | 600000 | 621963 |
|  |  | 9505744 |
| Specialty Retail - 0.4% |  |  |
| AutoNation Inc 3.85% 3/1/2032  | 1800000 | 1675751 |
| AutoZone Inc 3.75% 6/1/2027  | 1034000 | 1026559 |
| AutoZone Inc 4.75% 8/1/2032  | 2000000 | 2003107 |
| AutoZone Inc 5.1% 7/15/2029 (d) | 1180000 | 1215223 |
| AutoZone Inc 5.4% 7/15/2034 (d) | 1230000 | 1263913 |
| Home Depot Inc/The 1.375% 3/15/2031  | 5900000 | 5068931 |
| Home Depot Inc/The 2.375% 3/15/2051  | 2500000 | 1405582 |
| Home Depot Inc/The 2.5% 4/15/2027  | 3300000 | 3228308 |
| Home Depot Inc/The 2.8% 9/14/2027  | 891000 | 872098 |
| Home Depot Inc/The 2.875% 4/15/2027  | 5000000 | 4919524 |
| Home Depot Inc/The 2.95% 6/15/2029  | 4000000 | 3855333 |
| Home Depot Inc/The 3.125% 12/15/2049  | 1483000 | 995055 |
| Home Depot Inc/The 3.25% 4/15/2032  | 5500000 | 5121779 |
| Home Depot Inc/The 3.625% 4/15/2052  | 2000000 | 1449124 |
| Home Depot Inc/The 3.9% 12/6/2028  | 1027000 | 1028698 |
| Home Depot Inc/The 3.9% 6/15/2047  | 1529000 | 1200618 |
| Home Depot Inc/The 4.2% 4/1/2043  | 281000 | 239897 |
| Home Depot Inc/The 4.25% 4/1/2046  | 584000 | 490493 |
| Home Depot Inc/The 4.5% 12/6/2048  | 4879000 | 4177941 |
| Home Depot Inc/The 4.75% 6/25/2029  | 2240000 | 2292991 |
| Home Depot Inc/The 4.875% 2/15/2044  | 513000 | 474772 |
| Home Depot Inc/The 5.3% 6/25/2054  | 4420000 | 4204572 |
| Home Depot Inc/The 5.875% 12/16/2036  | 3154000 | 3407963 |
| Home Depot Inc/The 5.95% 4/1/2041 (d) | 1300000 | 1374476 |
| Lowe's Cos Inc 1.3% 4/15/2028  | 2000000 | 1865634 |
| Lowe's Cos Inc 1.7% 10/15/2030  | 3300000 | 2900399 |
| Lowe's Cos Inc 3% 10/15/2050  | 2500000 | 1547868 |
| Lowe's Cos Inc 3.65% 4/5/2029  | 4409000 | 4327876 |
| Lowe's Cos Inc 3.7% 4/15/2046  | 624000 | 463206 |
| Lowe's Cos Inc 3.75% 4/1/2032  | 1000000 | 949556 |
| Lowe's Cos Inc 4.05% 5/3/2047  | 2050000 | 1591501 |
| Lowe's Cos Inc 4.4% 9/8/2025  | 9800000 | 9799650 |
| Lowe's Cos Inc 4.55% 4/5/2049  | 1688000 | 1382275 |
| Lowe's Cos Inc 4.65% 4/15/2042  | 1158000 | 1024389 |
| Lowe's Cos Inc 4.8% 4/1/2026 (d) | 2000000 | 2004317 |
| Lowe's Cos Inc 5% 4/15/2040  | 2280000 | 2173796 |
| Lowe's Cos Inc 5.125% 4/15/2050 (d) | 1200000 | 1061796 |
| Lowe's Cos Inc 5.15% 7/1/2033  | 2000000 | 2048174 |
| Lowe's Cos Inc 5.625% 4/15/2053 (d) | 1500000 | 1432076 |
| Lowe's Cos Inc 5.75% 7/1/2053  | 1514000 | 1464831 |
| Lowe's Cos Inc 5.85% 4/1/2063  | 2100000 | 2034964 |
| O'Reilly Automotive Inc 3.9% 6/1/2029  | 3200000 | 3168861 |
| O'Reilly Automotive Inc 4.7% 6/15/2032 (d) | 2300000 | 2302531 |
| Ross Stores Inc 0.875% 4/15/2026  | 1900000 | 1858778 |
| TJX Cos Inc/The 1.6% 5/15/2031 (d) | 5125000 | 4478918 |
|  |  | 102874104 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| NIKE Inc 2.85% 3/27/2030  | 1110000 | 1053720 |
| NIKE Inc 3.25% 3/27/2040 (d) | 4500000 | 3580485 |
| NIKE Inc 3.375% 11/1/2046  | 802000 | 582545 |
| Tapestry Inc 5.1% 3/11/2030 (d) | 1200000 | 1226456 |
| Tapestry Inc 5.5% 3/11/2035  | 1200000 | 1213004 |
| VF Corp 2.8% 4/23/2027  | 2000000 | 1930824 |
|  |  | 9587034 |
| TOTAL CONSUMER DISCRETIONARY |  | 367449760 |
| Consumer Staples - 1.2% |  |  |
| Beverages - 0.3% |  |  |
| Coca-Cola Co/The 1.65% 6/1/2030 (d) | 12900000 | 11578175 |
| Coca-Cola Co/The 2.25% 1/5/2032 (d) | 5370000 | 4779117 |
| Coca-Cola Co/The 2.5% 3/15/2051  | 1500000 | 888048 |
| Coca-Cola Co/The 2.5% 6/1/2040  | 3700000 | 2708306 |
| Coca-Cola Co/The 2.6% 6/1/2050  | 1500000 | 916316 |
| Coca-Cola Co/The 2.75% 6/1/2060  | 1500000 | 879521 |
| Coca-Cola Co/The 5% 5/13/2034 (d) | 4700000 | 4855280 |
| Coca-Cola Co/The 5.2% 1/14/2055  | 3500000 | 3310243 |
| Constellation Brands Inc 2.875% 5/1/2030  | 2300000 | 2151336 |
| Constellation Brands Inc 3.15% 8/1/2029  | 366000 | 351147 |
| Constellation Brands Inc 3.5% 5/9/2027  | 1782000 | 1762034 |
| Constellation Brands Inc 3.7% 12/6/2026  | 1346000 | 1336616 |
| Constellation Brands Inc 4.5% 5/9/2047  | 1400000 | 1154355 |
| Constellation Brands Inc 4.9% 5/1/2033 (d) | 3100000 | 3092118 |
| Keurig Dr Pepper Inc 3.8% 5/1/2050  | 2400000 | 1695488 |
| Keurig Dr Pepper Inc 4.05% 4/15/2032  | 4000000 | 3812163 |
| Keurig Dr Pepper Inc 4.5% 4/15/2052 (d) | 1000000 | 786572 |
| Keurig Dr Pepper Inc 4.597% 5/25/2028 (d) | 3000000 | 3013582 |
| Keurig Dr Pepper Inc 5.15% 5/15/2035  | 2700000 | 2666316 |
| Molson Coors Beverage Co 3% 7/15/2026  | 3101000 | 3065143 |
| Molson Coors Beverage Co 4.2% 7/15/2046  | 2358000 | 1866653 |
| PepsiCo Inc 1.625% 5/1/2030  | 3571000 | 3201982 |
| PepsiCo Inc 2.375% 10/6/2026  | 1203000 | 1183374 |
| PepsiCo Inc 3% 10/15/2027  | 45000 | 44229 |
| PepsiCo Inc 3.875% 3/19/2060  | 2400000 | 1790637 |
| PepsiCo Inc 4% 5/2/2047 (d) | 3200000 | 2585540 |
| PepsiCo Inc 4.2% 7/18/2052  | 2800000 | 2277984 |
| PepsiCo Inc 4.25% 10/22/2044  | 1069000 | 913629 |
| PepsiCo Inc 4.3% 7/23/2030 (d) | 3200000 | 3219957 |
| PepsiCo Inc 4.45% 2/15/2033  | 5000000 | 5014318 |
| PepsiCo Inc 4.45% 4/14/2046  | 1034000 | 905922 |
| PepsiCo Inc 4.65% 7/23/2032 (d) | 4300000 | 4348564 |
| PepsiCo Inc 5% 7/23/2035  | 930000 | 938618 |
| Pepsico Singapore Financing I Pte Ltd 4.55% 2/16/2029  | 9400000 | 9557864 |
|  |  | 92651147 |
| Consumer Staples Distribution & Retail - 0.2% |  |  |
| Costco Wholesale Corp 1.375% 6/20/2027  | 2000000 | 1914367 |
| Dollar General Corp 5% 11/1/2032 (d) | 3000000 | 3025009 |
| Dollar Tree Inc 3.375% 12/1/2051  | 1000000 | 642273 |
| Kroger Co/The 1.7% 1/15/2031  | 4600000 | 4009278 |
| Kroger Co/The 2.65% 10/15/2026 (d) | 508000 | 499568 |
| Kroger Co/The 3.5% 2/1/2026  | 713000 | 710114 |
| Kroger Co/The 4.45% 2/1/2047  | 2100000 | 1738150 |
| Kroger Co/The 5% 9/15/2034 (d) | 1300000 | 1295687 |
| Kroger Co/The 5.15% 8/1/2043  | 485000 | 448212 |
| Kroger Co/The 5.4% 1/15/2049  | 1161000 | 1084152 |
| Kroger Co/The 5.5% 9/15/2054  | 1990000 | 1863330 |
| Kroger Co/The 5.65% 9/15/2064 (d) | 2550000 | 2392298 |
| Sysco Corp 2.4% 2/15/2030  | 2300000 | 2125106 |
| Sysco Corp 2.45% 12/14/2031  | 3100000 | 2754414 |
| Sysco Corp 3.3% 2/15/2050  | 1700000 | 1139841 |
| Sysco Corp 3.3% 7/15/2026  | 584000 | 578898 |
| Sysco Corp 3.75% 10/1/2025  | 1016000 | 1015305 |
| Sysco Corp 6.6% 4/1/2040  | 2600000 | 2867667 |
| Target Corp 3.9% 11/15/2047  | 1549000 | 1200271 |
| Target Corp 4% 7/1/2042  | 1247000 | 1042638 |
| Target Corp 5.25% 2/15/2036 (d) | 6450000 | 6568144 |
| Walmart Inc 1.8% 9/22/2031 (d) | 8300000 | 7323104 |
| Walmart Inc 3.625% 12/15/2047  | 2215000 | 1696171 |
| Walmart Inc 3.7% 6/26/2028  | 2192000 | 2189222 |
| Walmart Inc 3.9% 4/15/2028  | 2000000 | 2006648 |
| Walmart Inc 3.95% 9/9/2027  | 2000000 | 2005191 |
| Walmart Inc 4.05% 6/29/2048  | 4969000 | 4071488 |
| Walmart Inc 4.1% 4/15/2033  | 2000000 | 1964849 |
| Walmart Inc 4.3% 4/22/2044  | 1069000 | 933033 |
| Walmart Inc 4.5% 4/15/2053  | 2800000 | 2433604 |
| Walmart Inc 5.25% 9/1/2035 (d) | 1540000 | 1610806 |
| Walmart Inc 5.625% 4/1/2040  | 356000 | 378498 |
| Walmart Inc 5.625% 4/15/2041  | 820000 | 852674 |
| Walmart Inc 6.5% 8/15/2037  | 1475000 | 1689981 |
|  |  | 68069991 |
| Food Products - 0.4% |  |  |
| Archer-Daniels-Midland Co 3.25% 3/27/2030  | 6980000 | 6714867 |
| Archer-Daniels-Midland Co 4.5% 3/15/2049  | 1300000 | 1094712 |
| Bunge Ltd Finance Corp 2.75% 5/14/2031  | 2000000 | 1827225 |
| Bunge Ltd Finance Corp 4.2% 9/17/2029 (d) | 750000 | 746429 |
| Bunge Ltd Finance Corp 4.65% 9/17/2034  | 750000 | 730419 |
| Conagra Brands Inc 4.85% 11/1/2028  | 2429000 | 2455190 |
| Conagra Brands Inc 5% 8/1/2030  | 750000 | 756315 |
| Conagra Brands Inc 5.3% 11/1/2038  | 2484000 | 2344554 |
| Conagra Brands Inc 5.4% 11/1/2048  | 324000 | 285155 |
| General Mills Inc 2.875% 4/15/2030  | 2600000 | 2446269 |
| General Mills Inc 3% 2/1/2051  | 803000 | 505667 |
| General Mills Inc 4.2% 4/17/2028  | 3066000 | 3068430 |
| General Mills Inc 4.875% 1/30/2030  | 2350000 | 2402784 |
| General Mills Inc 4.95% 3/29/2033 (d) | 3500000 | 3523728 |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co 6.25% 3/1/2056 (e) | 1630000 | 1606288 |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co 6.375% 4/15/2066 (e) | 1600000 | 1577285 |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group 6.375% 2/25/2055 (e) | 1000000 | 1004992 |
| JM Smucker Co 2.375% 3/15/2030 (d) | 3800000 | 3498579 |
| JM Smucker Co 6.5% 11/15/2043 (d) | 3700000 | 3927010 |
| Kellanova 3.25% 4/1/2026  | 663000 | 658937 |
| Kellanova 4.3% 5/15/2028  | 1069000 | 1075715 |
| Kellanova 4.5% 4/1/2046  | 1300000 | 1110622 |
| Kraft Heinz Foods Co 3.75% 4/1/2030  | 2900000 | 2811963 |
| Kraft Heinz Foods Co 3.875% 5/15/2027  | 18800000 | 18675750 |
| Kraft Heinz Foods Co 5% 7/15/2035  | 1700000 | 1665073 |
| Kraft Heinz Foods Co 5.2% 3/15/2032 (d) | 6110000 | 6240913 |
| Kraft Heinz Foods Co 5.4% 3/15/2035 (d) | 1790000 | 1800607 |
| Kraft Heinz Foods Co 5.5% 6/1/2050 (d) | 2100000 | 1899910 |
| Kraft Heinz Foods Co 6.875% 1/26/2039  | 3300000 | 3590595 |
| McCormick & Co Inc/MD 4.95% 4/15/2033  | 1800000 | 1814033 |
| Mondelez International Inc 1.875% 10/15/2032 (d) | 2000000 | 1690955 |
| Mondelez International Inc 2.625% 9/4/2050  | 1900000 | 1114025 |
| Pilgrim's Pride Corp 6.25% 7/1/2033  | 3100000 | 3267065 |
| The Campbell's Company 4.8% 3/15/2048  | 2496000 | 2146949 |
| The Campbell's Company 5.4% 3/21/2034 (d) | 1800000 | 1827259 |
| Tyson Foods Inc 4% 3/1/2026  | 1314000 | 1310906 |
| Tyson Foods Inc 4.35% 3/1/2029 (d) | 4604000 | 4605688 |
| Tyson Foods Inc 5.1% 9/28/2048 (d) | 3036000 | 2723676 |
| Tyson Foods Inc 5.4% 3/15/2029  | 2800000 | 2901006 |
|  |  | 103447545 |
| Household Products - 0.1% |  |  |
| Church & Dwight Co Inc 2.3% 12/15/2031 (d) | 3700000 | 3259809 |
| Colgate-Palmolive Co 3.7% 8/1/2047  | 1200000 | 931591 |
| Colgate-Palmolive Co 4% 8/15/2045  | 1000000 | 816514 |
| Kimberly-Clark Corp 1.05% 9/15/2027  | 3500000 | 3309943 |
| Kimberly-Clark Corp 3.2% 4/25/2029  | 3610000 | 3516517 |
| Kimberly-Clark Corp 3.2% 7/30/2046 (d) | 445000 | 317403 |
| Kimberly-Clark Corp 6.625% 8/1/2037  | 1100000 | 1272569 |
| Procter & Gamble Co/The 2.45% 11/3/2026  | 3400000 | 3344968 |
| Procter & Gamble Co/The 2.8% 3/25/2027  | 4860000 | 4781066 |
| Procter & Gamble Co/The 2.85% 8/11/2027  | 802000 | 788326 |
| Procter & Gamble Co/The 3% 3/25/2030  | 8500000 | 8161447 |
|  |  | 30500153 |
| Personal Care Products - 0.0% |  |  |
| Estee Lauder Cos Inc/The 1.95% 3/15/2031  | 4300000 | 3791921 |
| Estee Lauder Cos Inc/The 4.15% 3/15/2047  | 1300000 | 1022584 |
| Estee Lauder Cos Inc/The 5% 2/14/2034  | 1630000 | 1645267 |
| Estee Lauder Cos Inc/The 5.15% 5/15/2053  | 600000 | 567352 |
| Kenvue Inc 4.9% 3/22/2033 (d) | 1900000 | 1929953 |
| Kenvue Inc 5.05% 3/22/2028 (d) | 1900000 | 1948052 |
| Kenvue Inc 5.05% 3/22/2053 (d) | 2900000 | 2649235 |
| Kenvue Inc 5.1% 3/22/2043 (d) | 1200000 | 1150469 |
|  |  | 14704833 |
| Tobacco - 0.2% |  |  |
| Altria Group Inc 2.45% 2/4/2032  | 2700000 | 2350503 |
| Altria Group Inc 3.4% 5/6/2030 (d) | 1570000 | 1505260 |
| Altria Group Inc 4% 2/4/2061  | 1700000 | 1201997 |
| Altria Group Inc 4.25% 8/9/2042  | 1744000 | 1428911 |
| Altria Group Inc 4.5% 8/6/2030 (d) | 1000000 | 1000246 |
| Altria Group Inc 4.8% 2/14/2029  | 2465000 | 2504168 |
| Altria Group Inc 5.375% 1/31/2044  | 1000000 | 956387 |
| Altria Group Inc 5.625% 2/6/2035  | 3050000 | 3132076 |
| Altria Group Inc 5.8% 2/14/2039  | 4010000 | 4092649 |
| Altria Group Inc 5.95% 2/14/2049  | 3554000 | 3532950 |
| Philip Morris International Inc 2.75% 2/25/2026  | 668000 | 662904 |
| Philip Morris International Inc 3.375% 8/15/2029  | 2800000 | 2718483 |
| Philip Morris International Inc 3.875% 8/21/2042 (d) | 860000 | 696340 |
| Philip Morris International Inc 4.125% 3/4/2043  | 5432000 | 4552429 |
| Philip Morris International Inc 4.625% 11/1/2029  | 1440000 | 1462694 |
| Philip Morris International Inc 4.75% 2/12/2027  | 16100000 | 16245715 |
| Philip Morris International Inc 4.875% 11/15/2043  | 1069000 | 974679 |
| Philip Morris International Inc 4.875% 2/15/2028  | 2200000 | 2240674 |
| Philip Morris International Inc 4.9% 11/1/2034  | 1440000 | 1433747 |
| Philip Morris International Inc 5.125% 11/17/2027  | 2300000 | 2348779 |
| Philip Morris International Inc 5.375% 2/15/2033  | 5400000 | 5590022 |
| Philip Morris International Inc 5.75% 11/17/2032  | 1600000 | 1693889 |
| Philip Morris International Inc 6.375% 5/16/2038  | 258000 | 285668 |
|  |  | 62611170 |
| TOTAL CONSUMER STAPLES |  | 371984839 |
| Energy - 1.6% |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 4.08% 12/15/2047  | 4181000 | 3254255 |
| Baker Hughes Holdings LLC 5.125% 9/15/2040  | 356000 | 342596 |
| Halliburton Co 3.8% 11/15/2025  | 46000 | 45911 |
| Halliburton Co 4.5% 11/15/2041  | 2300000 | 1968152 |
| Halliburton Co 4.85% 11/15/2035  | 700000 | 682156 |
| Halliburton Co 5% 11/15/2045  | 1344000 | 1184784 |
| Halliburton Co 6.7% 9/15/2038 (d) | 2780000 | 3045612 |
| Halliburton Co 7.45% 9/15/2039 (d) | 267000 | 312393 |
|  |  | 10835859 |
| Oil, Gas & Consumable Fuels - 1.6% |  |  |
| APA Corp 5.25% 2/1/2042 (e) | 1230000 | 966436 |
| APA Corp 6.1% 2/15/2035 (e) | 1400000 | 1401477 |
| Boardwalk Pipelines LP 4.45% 7/15/2027  | 4900000 | 4909734 |
| BP Capital Markets PLC 3.279% 9/19/2027  | 670000 | 660590 |
| BP Capital Markets PLC 3.723% 11/28/2028  | 9700000 | 9598535 |
| Cheniere Corpus Christi Holdings LLC 3.7% 11/15/2029  | 3730000 | 3623417 |
| Cheniere Energy Inc 5.65% 4/15/2034 (d) | 1900000 | 1939575 |
| Cheniere Energy Partners LP 4.5% 10/1/2029 (d) | 7700000 | 7683709 |
| Cheniere Energy Partners LP 5.95% 6/30/2033 (d) | 4200000 | 4397541 |
| Chevron Corp 2.236% 5/11/2030  | 100000 | 92219 |
| Chevron Corp 2.954% 5/16/2026  | 1961000 | 1945072 |
| Chevron Corp 2.978% 5/11/2040  | 1300000 | 1013092 |
| Chevron Corp 3.078% 5/11/2050  | 1300000 | 866287 |
| Chevron USA Inc 4.05% 8/13/2028  | 6600000 | 6638905 |
| Chevron USA Inc 4.2% 10/15/2049  | 1100000 | 876537 |
| Chevron USA Inc 4.95% 8/15/2047  | 2459000 | 2223729 |
| ConocoPhillips 4.875% 10/1/2047  | 1400000 | 1246693 |
| ConocoPhillips 5.9% 5/15/2038  | 2200000 | 2330497 |
| ConocoPhillips 6.5% 2/1/2039  | 3342000 | 3731586 |
| ConocoPhillips Co 4.025% 3/15/2062  | 2000000 | 1432675 |
| ConocoPhillips Co 4.7% 1/15/2030  | 1980000 | 2017603 |
| ConocoPhillips Co 5% 1/15/2035 (d) | 2370000 | 2369875 |
| ConocoPhillips Co 5.05% 9/15/2033 (d) | 6500000 | 6639234 |
| ConocoPhillips Co 5.5% 1/15/2055  | 1190000 | 1121306 |
| ConocoPhillips Co 5.55% 3/15/2054  | 1300000 | 1233479 |
| ConocoPhillips Co 5.95% 3/15/2046  | 1069000 | 1121413 |
| Continental Resources Inc/OK 4.9% 6/1/2044  | 1000000 | 788161 |
| Devon Energy Corp 5% 6/15/2045  | 5524000 | 4639290 |
| Devon Energy Corp 5.6% 7/15/2041  | 513000 | 480472 |
| Diamondback Energy Inc 4.25% 3/15/2052  | 3500000 | 2626527 |
| Diamondback Energy Inc 5.4% 4/18/2034  | 1200000 | 1212179 |
| Diamondback Energy Inc 5.9% 4/18/2064  | 2900000 | 2683279 |
| Eastern Gas Transmission & Storage Inc 3.9% 11/15/2049  | 2300000 | 1649861 |
| Energy Transfer LP 3.9% 7/15/2026  | 1340000 | 1335305 |
| Energy Transfer LP 4.95% 6/15/2028  | 1681000 | 1707165 |
| Energy Transfer LP 5% 5/15/2044 (c)(d) | 1200000 | 1036502 |
| Energy Transfer LP 5% 5/15/2050  | 900000 | 746949 |
| Energy Transfer LP 5.15% 2/1/2043 (d) | 1800000 | 1594072 |
| Energy Transfer LP 5.15% 3/15/2045  | 1425000 | 1253346 |
| Energy Transfer LP 5.2% 4/1/2030  | 2500000 | 2571359 |
| Energy Transfer LP 5.25% 4/15/2029 (d) | 3400000 | 3496137 |
| Energy Transfer LP 5.3% 4/1/2044  | 1034000 | 925779 |
| Energy Transfer LP 5.4% 10/1/2047 (d) | 980000 | 873136 |
| Energy Transfer LP 5.5% 6/1/2027 (d) | 9800000 | 9966381 |
| Energy Transfer LP 5.7% 4/1/2035 (d) | 2500000 | 2545070 |
| Energy Transfer LP 5.75% 2/15/2033  | 3500000 | 3638227 |
| Energy Transfer LP 5.8% 6/15/2038  | 5730000 | 5776852 |
| Energy Transfer LP 5.95% 10/1/2043  | 1000000 | 970946 |
| Energy Transfer LP 5.95% 5/15/2054  | 1000000 | 936312 |
| Energy Transfer LP 6% 6/15/2048  | 3656000 | 3505034 |
| Energy Transfer LP 6.125% 12/15/2045 (d) | 4100000 | 4033935 |
| Energy Transfer LP 6.25% 4/15/2049  | 105000 | 102951 |
| Energy Transfer LP 6.625% 10/15/2036  | 2600000 | 2806145 |
| Enterprise Products Operating LLC 3.125% 7/31/2029  | 1000000 | 963585 |
| Enterprise Products Operating LLC 3.2% 2/15/2052  | 1700000 | 1104358 |
| Enterprise Products Operating LLC 3.3% 2/15/2053  | 4600000 | 3016780 |
| Enterprise Products Operating LLC 3.7% 2/15/2026  | 316000 | 314949 |
| Enterprise Products Operating LLC 3.95% 1/31/2060  | 3910000 | 2812459 |
| Enterprise Products Operating LLC 3.95% 2/15/2027  | 4613000 | 4604199 |
| Enterprise Products Operating LLC 4.2% 1/31/2050  | 2500000 | 1966859 |
| Enterprise Products Operating LLC 4.25% 2/15/2048  | 5564000 | 4488484 |
| Enterprise Products Operating LLC 4.8% 2/1/2049  | 265000 | 229064 |
| Enterprise Products Operating LLC 4.85% 3/15/2044  | 891000 | 804785 |
| Enterprise Products Operating LLC 4.85% 8/15/2042  | 445000 | 404740 |
| Enterprise Products Operating LLC 4.9% 5/15/2046  | 763000 | 682059 |
| Enterprise Products Operating LLC 4.95% 2/15/2035  | 310000 | 309393 |
| Enterprise Products Operating LLC 5.35% 1/31/2033 (d) | 3000000 | 3107145 |
| Enterprise Products Operating LLC 5.55% 2/16/2055  | 310000 | 295857 |
| Enterprise Products Operating LLC 5.7% 2/15/2042  | 356000 | 358210 |
| Enterprise Products Operating LLC 6.45% 9/1/2040 (d) | 1000000 | 1098901 |
| Enterprise Products Operating LLC 7.55% 4/15/2038  | 356000 | 421686 |
| EOG Resources Inc 4.15% 1/15/2026  | 998000 | 996900 |
| EOG Resources Inc 5% 7/15/2032  | 2000000 | 2036440 |
| EOG Resources Inc 5.35% 1/15/2036  | 3500000 | 3552215 |
| EOG Resources Inc 5.65% 12/1/2054  | 1610000 | 1556373 |
| EQT Corp 3.9% 10/1/2027  | 3700000 | 3664921 |
| EQT Corp 5.7% 4/1/2028  | 2071000 | 2140438 |
| EQT Corp 7.5% 6/1/2030 (e) | 3900000 | 4295999 |
| Expand Energy Corp 5.375% 3/15/2030  | 6300000 | 6363548 |
| Exxon Mobil Corp 3.043% 3/1/2026  | 1484000 | 1475486 |
| Exxon Mobil Corp 3.452% 4/15/2051  | 8400000 | 5922739 |
| Exxon Mobil Corp 3.482% 3/19/2030  | 12700000 | 12425870 |
| Exxon Mobil Corp 3.567% 3/6/2045  | 1186000 | 909413 |
| Exxon Mobil Corp 4.227% 3/19/2040  | 2310000 | 2078560 |
| Hess Corp 4.3% 4/1/2027  | 2800000 | 2806498 |
| Hess Corp 5.6% 2/15/2041  | 606000 | 614726 |
| Hess Corp 6% 1/15/2040  | 1000000 | 1070792 |
| Hess Corp 7.125% 3/15/2033 (d) | 2500000 | 2877634 |
| HF Sinclair Corp 5.5% 9/1/2032  | 2200000 | 2207453 |
| Kinder Morgan Energy Partners LP 4.7% 11/1/2042  | 677000 | 583389 |
| Kinder Morgan Energy Partners LP 5% 3/1/2043  | 178000 | 159581 |
| Kinder Morgan Energy Partners LP 5.4% 9/1/2044  | 2700000 | 2501362 |
| Kinder Morgan Energy Partners LP 5.5% 3/1/2044  | 1247000 | 1175247 |
| Kinder Morgan Energy Partners LP 5.625% 9/1/2041  | 178000 | 172435 |
| Kinder Morgan Energy Partners LP 6.55% 9/15/2040  | 535000 | 570916 |
| Kinder Morgan Inc 3.6% 2/15/2051  | 1000000 | 679781 |
| Kinder Morgan Inc 4.3% 3/1/2028 (d) | 1776000 | 1782756 |
| Kinder Morgan Inc 5.2% 3/1/2048  | 885000 | 786338 |
| Kinder Morgan Inc 5.2% 6/1/2033  | 6800000 | 6879132 |
| Kinder Morgan Inc 5.3% 12/1/2034  | 1524000 | 1533473 |
| Kinder Morgan Inc 5.4% 2/1/2034  | 3500000 | 3563627 |
| Kinder Morgan Inc 5.45% 8/1/2052  | 300000 | 272200 |
| Kinder Morgan Inc 5.55% 6/1/2045  | 5600000 | 5264340 |
| Kinder Morgan Inc 7.75% 1/15/2032 (d) | 1000000 | 1155900 |
| Kinder Morgan Inc 7.8% 8/1/2031 (d) | 1200000 | 1388361 |
| Marathon Petroleum Corp 4.5% 4/1/2048  | 3210000 | 2493993 |
| Marathon Petroleum Corp 5.15% 3/1/2030  | 1340000 | 1378062 |
| Marathon Petroleum Corp 5.7% 3/1/2035  | 1340000 | 1368446 |
| Marathon Petroleum Corp 6.5% 3/1/2041  | 178000 | 187135 |
| MPLX LP 4.125% 3/1/2027  | 1685000 | 1681570 |
| MPLX LP 4.7% 4/15/2048  | 3476000 | 2818785 |
| MPLX LP 4.8% 2/15/2029  | 2638000 | 2671986 |
| MPLX LP 4.8% 2/15/2031  | 2000000 | 2001504 |
| MPLX LP 5% 3/1/2033 (d) | 4000000 | 3961917 |
| MPLX LP 5.2% 3/1/2047  | 2791000 | 2428799 |
| MPLX LP 5.4% 9/15/2035  | 4000000 | 3948870 |
| MPLX LP 5.5% 2/15/2049  | 1800000 | 1620219 |
| MPLX LP 5.65% 3/1/2053 (d) | 3100000 | 2812995 |
| Occidental Petroleum Corp 4.4% 4/15/2046  | 1000000 | 757638 |
| Occidental Petroleum Corp 6.05% 10/1/2054 (d) | 2680000 | 2502386 |
| Occidental Petroleum Corp 6.375% 9/1/2028 (d) | 6200000 | 6469502 |
| Occidental Petroleum Corp 6.45% 9/15/2036 (d) | 1700000 | 1758548 |
| Occidental Petroleum Corp 7.875% 9/15/2031  | 6500000 | 7337240 |
| ONEOK Inc 3.95% 3/1/2050  | 1590000 | 1128166 |
| ONEOK Inc 4.25% 9/15/2046  | 980000 | 746661 |
| ONEOK Inc 4.25% 9/24/2027  | 660000 | 660595 |
| ONEOK Inc 4.4% 10/15/2029  | 440000 | 439377 |
| ONEOK Inc 4.45% 9/1/2049  | 1110000 | 866018 |
| ONEOK Inc 4.75% 10/15/2031  | 1750000 | 1749976 |
| ONEOK Inc 4.95% 7/13/2047  | 1043000 | 881884 |
| ONEOK Inc 5% 3/1/2026 (d) | 535000 | 535371 |
| ONEOK Inc 5.05% 11/1/2034 (d) | 4710000 | 4592250 |
| ONEOK Inc 5.2% 7/15/2048  | 538000 | 468905 |
| ONEOK Inc 5.45% 6/1/2047  | 1500000 | 1343174 |
| ONEOK Inc 5.65% 11/1/2028  | 900000 | 934890 |
| ONEOK Inc 5.7% 11/1/2054 (d) | 1310000 | 1194369 |
| ONEOK Inc 6% 6/15/2035  | 1100000 | 1138794 |
| ONEOK Inc 6.05% 9/1/2033  | 3200000 | 3366904 |
| ONEOK Inc 6.1% 11/15/2032 (d) | 6000000 | 6367625 |
| ONEOK Inc 6.25% 10/15/2055  | 650000 | 635050 |
| ONEOK Inc 6.35% 1/15/2031 (d) | 5000000 | 5370187 |
| ONEOK Inc 6.625% 9/1/2053  | 1800000 | 1848245 |
| Ovintiv Inc 6.25% 7/15/2033  | 1000000 | 1040554 |
| Ovintiv Inc 6.5% 2/1/2038  | 2591000 | 2665651 |
| Phillips 66 3.9% 3/15/2028  | 4400000 | 4372694 |
| Phillips 66 4.65% 11/15/2034  | 4300000 | 4147867 |
| Phillips 66 4.875% 11/15/2044  | 178000 | 155504 |
| Phillips 66 5.875% 5/1/2042  | 1693000 | 1694050 |
| Phillips 66 Co 3.15% 12/15/2029  | 4300000 | 4117272 |
| Phillips 66 Co 4.95% 3/15/2035  | 780000 | 764328 |
| Phillips 66 Co 5.5% 3/15/2055  | 400000 | 364830 |
| Phillips 66 Co 5.65% 6/15/2054  | 2600000 | 2414699 |
| Pioneer Natural Resources Co 1.9% 8/15/2030  | 3500000 | 3129331 |
| Plains All American Pipeline LP / PAA Finance Corp 3.8% 9/15/2030  | 4890000 | 4718026 |
| Plains All American Pipeline LP / PAA Finance Corp 4.9% 2/15/2045  | 339000 | 287219 |
| Plains All American Pipeline LP / PAA Finance Corp 6.65% 1/15/2037  | 1498000 | 1622381 |
| Sabine Pass Liquefaction LLC 4.5% 5/15/2030  | 3200000 | 3209253 |
| Sabine Pass Liquefaction LLC 5.875% 6/30/2026  | 2800000 | 2810937 |
| Shell Finance US Inc 2.375% 11/7/2029  | 7700000 | 7210225 |
| Shell Finance US Inc 4% 5/10/2046  | 713000 | 568513 |
| Shell Finance US Inc 4.125% 5/11/2035  | 5000000 | 4749369 |
| Shell Finance US Inc 4.375% 5/11/2045  | 3970000 | 3380455 |
| Shell Finance US Inc 4.55% 8/12/2043  | 2800000 | 2470610 |
| Shell International Finance BV 3.125% 11/7/2049  | 3000000 | 1999095 |
| Shell International Finance BV 3.875% 11/13/2028  | 10100000 | 10087164 |
| Shell International Finance BV 6.375% 12/15/2038  | 748000 | 833845 |
| Spectra Energy Partners LP 3.375% 10/15/2026  | 2907000 | 2875701 |
| Targa Resources Corp 4.9% 9/15/2030  | 2200000 | 2233664 |
| Targa Resources Corp 4.95% 4/15/2052  | 1000000 | 827229 |
| Targa Resources Corp 6.125% 3/15/2033  | 6400000 | 6767956 |
| Targa Resources Corp 6.125% 5/15/2055  | 2360000 | 2293790 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp 5% 1/15/2028 (d) | 5000000 | 5004882 |
| Transcontinental Gas Pipe Line Co LLC 3.25% 5/15/2030  | 3970000 | 3776355 |
| Transcontinental Gas Pipe Line Co LLC 3.95% 5/15/2050  | 970000 | 730175 |
| Transcontinental Gas Pipe Line Co LLC 4.45% 8/1/2042  | 2181000 | 1854744 |
| Transcontinental Gas Pipe Line Co LLC 4.6% 3/15/2048  | 2813000 | 2366611 |
| Valero Energy Corp 2.8% 12/1/2031  | 2100000 | 1894790 |
| Valero Energy Corp 3.4% 9/15/2026  | 2720000 | 2695303 |
| Valero Energy Corp 4% 4/1/2029  | 1836000 | 1815378 |
| Valero Energy Corp 4% 6/1/2052  | 1200000 | 857007 |
| Valero Energy Corp 6.625% 6/15/2037  | 966000 | 1053478 |
| Western Gas Partners LP 4.5% 3/1/2028  | 1000000 | 998970 |
| Western Gas Partners LP 4.65% 7/1/2026  | 2900000 | 2897101 |
| Western Gas Partners LP 5.45% 4/1/2044  | 2500000 | 2197638 |
| Western Gas Partners LP 5.5% 8/15/2048  | 900000 | 773457 |
| Williams Cos Inc/The 3.5% 11/15/2030  | 4500000 | 4290994 |
| Williams Cos Inc/The 3.75% 6/15/2027  | 4163000 | 4129973 |
| Williams Cos Inc/The 4.85% 3/1/2048  | 1722000 | 1481105 |
| Williams Cos Inc/The 5.4% 3/2/2026 (d) | 4720000 | 4742051 |
| Williams Cos Inc/The 5.65% 3/15/2033  | 2500000 | 2602189 |
| Williams Cos Inc/The 5.75% 6/24/2044  | 339000 | 330691 |
| Williams Cos Inc/The 5.8% 11/15/2054  | 2700000 | 2615967 |
|  |  | 463820051 |
| TOTAL ENERGY |  | 474655910 |
| Financials - 6.4% |  |  |
| Banks - 2.8% |  |  |
| Bank of America Corp 1.658% 3/11/2027 (c) | 9900000 | 9759416 |
| Bank of America Corp 1.734% 7/22/2027 (c) | 7800000 | 7622077 |
| Bank of America Corp 1.898% 7/23/2031 (c) | 4200000 | 3733787 |
| Bank of America Corp 2.087% 6/14/2029 (c) | 8400000 | 7936789 |
| Bank of America Corp 2.299% 7/21/2032 (c) | 3700000 | 3265228 |
| Bank of America Corp 2.482% 9/21/2036 (c) | 1900000 | 1643714 |
| Bank of America Corp 2.572% 10/20/2032 (c) | 7000000 | 6246930 |
| Bank of America Corp 2.651% 3/11/2032 (c)(d) | 12800000 | 11634334 |
| Bank of America Corp 2.676% 6/19/2041 (c) | 9300000 | 6702921 |
| Bank of America Corp 2.687% 4/22/2032 (c) | 5100000 | 4626649 |
| Bank of America Corp 2.831% 10/24/2051 (c) | 3893000 | 2421070 |
| Bank of America Corp 2.884% 10/22/2030 (c) | 1100000 | 1040459 |
| Bank of America Corp 2.972% 7/21/2052 (c) | 2700000 | 1732799 |
| Bank of America Corp 3.194% 7/23/2030 (c) | 2934000 | 2817835 |
| Bank of America Corp 3.248% 10/21/2027  | 3268000 | 3219658 |
| Bank of America Corp 3.419% 12/20/2028 (c) | 19130000 | 18798833 |
| Bank of America Corp 3.593% 7/21/2028 (c)(d) | 1978000 | 1956592 |
| Bank of America Corp 3.705% 4/24/2028 (c)(d) | 1568000 | 1555096 |
| Bank of America Corp 3.824% 1/20/2028 (c) | 10000000 | 9942223 |
| Bank of America Corp 3.974% 2/7/2030 (c) | 2521000 | 2500032 |
| Bank of America Corp 4.078% 4/23/2040 (c) | 5000000 | 4375043 |
| Bank of America Corp 4.083% 3/20/2051 (c)(d) | 9350000 | 7353074 |
| Bank of America Corp 4.183% 11/25/2027  | 10318000 | 10311136 |
| Bank of America Corp 4.25% 10/22/2026  | 713000 | 713381 |
| Bank of America Corp 4.271% 7/23/2029 (c) | 18650000 | 18696262 |
| Bank of America Corp 4.33% 3/15/2050 (c) | 2333000 | 1923208 |
| Bank of America Corp 4.443% 1/20/2048 (c) | 2718000 | 2313015 |
| Bank of America Corp 4.45% 3/3/2026  | 2317000 | 2318099 |
| Bank of America Corp 4.948% 7/22/2028 (c) | 2800000 | 2836947 |
| Bank of America Corp 5% 1/21/2044  | 958000 | 908425 |
| Bank of America Corp 5.08% 1/20/2027 (c) | 4000000 | 4009443 |
| Bank of America Corp 5.202% 4/25/2029 (c) | 2000000 | 2050732 |
| Bank of America Corp 5.288% 4/25/2034 (c) | 1800000 | 1846375 |
| Bank of America Corp 5.425% 8/15/2035 (c) | 2140000 | 2154024 |
| Bank of America Corp 5.511% 1/24/2036 (c) | 3770000 | 3883828 |
| Bank of America Corp 5.518% 10/25/2035 (c) | 2640000 | 2663531 |
| Bank of America Corp 5.744% 2/12/2036 (c)(d) | 6000000 | 6147219 |
| Bank of America Corp 5.872% 9/15/2034 (c) | 6700000 | 7108470 |
| Bank of America Corp 5.875% 2/7/2042  | 409000 | 427265 |
| Bank of America Corp 6.11% 1/29/2037  | 1224000 | 1300197 |
| Bank of America Corp 7.75% 5/14/2038  | 2324000 | 2795049 |
| Citibank NA 4.838% 8/6/2029 (d) | 2640000 | 2706070 |
| Citibank NA 4.914% 5/29/2030  | 3000000 | 3078592 |
| Citigroup Inc 1.122% 1/28/2027 (c) | 9700000 | 9569680 |
| Citigroup Inc 1.462% 6/9/2027 (c) | 9250000 | 9045604 |
| Citigroup Inc 2.561% 5/1/2032 (c) | 3000000 | 2693950 |
| Citigroup Inc 2.904% 11/3/2042 (c) | 1900000 | 1351051 |
| Citigroup Inc 3.057% 1/25/2033 (c) | 4300000 | 3884042 |
| Citigroup Inc 3.4% 5/1/2026 (d) | 9800000 | 9741096 |
| Citigroup Inc 3.52% 10/27/2028 (c) | 16306000 | 16059551 |
| Citigroup Inc 3.668% 7/24/2028 (c) | 1351000 | 1335992 |
| Citigroup Inc 3.785% 3/17/2033 (c) | 5600000 | 5261624 |
| Citigroup Inc 3.887% 1/10/2028 (c) | 802000 | 797150 |
| Citigroup Inc 3.98% 3/20/2030 (c) | 5278000 | 5212000 |
| Citigroup Inc 4.125% 7/25/2028  | 2752000 | 2748646 |
| Citigroup Inc 4.3% 11/20/2026 (d) | 2984000 | 2984511 |
| Citigroup Inc 4.412% 3/31/2031 (c)(d) | 1800000 | 1795998 |
| Citigroup Inc 4.6% 3/9/2026  | 1069000 | 1069927 |
| Citigroup Inc 4.643% 5/7/2028 (c) | 5500000 | 5530593 |
| Citigroup Inc 4.65% 7/30/2045  | 2930000 | 2566015 |
| Citigroup Inc 4.75% 5/18/2046  | 1403000 | 1222146 |
| Citigroup Inc 5.3% 5/6/2044  | 356000 | 337667 |
| Citigroup Inc 5.316% 3/26/2041 (c) | 3530000 | 3446353 |
| Citigroup Inc 5.333% 3/27/2036 (c) | 11200000 | 11318115 |
| Citigroup Inc 5.411% 9/19/2039 (c) | 8280000 | 8198284 |
| Citigroup Inc 5.449% 6/11/2035 (c) | 3000000 | 3083860 |
| Citigroup Inc 5.5% 9/13/2025  | 891000 | 890617 |
| Citigroup Inc 5.61% 9/29/2026 (c) | 4000000 | 4002855 |
| Citigroup Inc 5.875% 1/30/2042  | 1298000 | 1347259 |
| Citigroup Inc 5.875% 2/22/2033  | 2000000 | 2107987 |
| Citigroup Inc 6.27% 11/17/2033 (c)(d) | 2500000 | 2709416 |
| Citigroup Inc 6.625% 6/15/2032 (d) | 1600000 | 1763994 |
| Citigroup Inc 6.675% 9/13/2043 (d) | 3800000 | 4208679 |
| Citigroup Inc 8.125% 7/15/2039  | 3263000 | 4120669 |
| Citizens Financial Group Inc 2.638% 9/30/2032  | 337000 | 284778 |
| Citizens Financial Group Inc 5.253% 3/5/2031 (c) | 2500000 | 2555956 |
| Citizens Financial Group Inc 5.641% 5/21/2037 (c) | 500000 | 502206 |
| Citizens Financial Group Inc 5.718% 7/23/2032 (c) | 3420000 | 3571933 |
| Comerica Inc 3.8% 7/22/2026  | 651000 | 646419 |
| Comerica Inc 4% 2/1/2029 (d) | 2800000 | 2760463 |
| Fifth Third Bancorp 2.55% 5/5/2027  | 4300000 | 4192488 |
| Fifth Third Bancorp 4.772% 7/28/2030 (c)(d) | 3000000 | 3036511 |
| Fifth Third Bancorp 5.631% 1/29/2032 (c) | 1300000 | 1361351 |
| Fifth Third Bancorp 6.339% 7/27/2029 (c) | 1100000 | 1161075 |
| Fifth Third Bancorp 6.361% 10/27/2028 (c)(d) | 3130000 | 3268963 |
| Fifth Third Bancorp 8.25% 3/1/2038  | 371000 | 454531 |
| First Citizens BancShares Inc/NC 6.254% 3/12/2040 (c) | 1000000 | 1004232 |
| HSBC USA Inc 4.65% 6/3/2028  | 6000000 | 6085097 |
| Huntington Bancshares Inc/OH 4.443% 8/4/2028 (c)(d) | 2000000 | 2005702 |
| Huntington Bancshares Inc/OH 5.272% 1/15/2031 (c) | 3180000 | 3278422 |
| Huntington Bancshares Inc/OH 5.709% 2/2/2035 (c) | 1000000 | 1033346 |
| Huntington Bancshares Inc/OH 6.208% 8/21/2029 (c) | 1500000 | 1580765 |
| Huntington National Bank/The 4.552% 5/17/2028 (c) | 3900000 | 3920137 |
| JPMorgan Chase & Co 1.47% 9/22/2027 (c) | 3400000 | 3301393 |
| JPMorgan Chase & Co 1.578% 4/22/2027 (c) | 7261000 | 7136419 |
| JPMorgan Chase & Co 1.953% 2/4/2032 (c) | 10000000 | 8791697 |
| JPMorgan Chase & Co 2.069% 6/1/2029 (c) | 5500000 | 5202652 |
| JPMorgan Chase & Co 2.525% 11/19/2041 (c) | 1200000 | 854418 |
| JPMorgan Chase & Co 2.545% 11/8/2032 (c) | 4100000 | 3655536 |
| JPMorgan Chase & Co 2.58% 4/22/2032 (c) | 7281000 | 6583750 |
| JPMorgan Chase & Co 2.739% 10/15/2030 (c)(d) | 16600000 | 15635018 |
| JPMorgan Chase & Co 2.95% 10/1/2026  | 4497000 | 4446061 |
| JPMorgan Chase & Co 2.956% 5/13/2031 (c)(d) | 5000000 | 4667746 |
| JPMorgan Chase & Co 2.963% 1/25/2033 (c) | 12800000 | 11611157 |
| JPMorgan Chase & Co 3.109% 4/22/2051 (c) | 300000 | 200614 |
| JPMorgan Chase & Co 3.3% 4/1/2026  | 1604000 | 1595272 |
| JPMorgan Chase & Co 3.328% 4/22/2052 (c) | 1500000 | 1037802 |
| JPMorgan Chase & Co 3.509% 1/23/2029 (c) | 11000000 | 10838482 |
| JPMorgan Chase & Co 3.54% 5/1/2028 (c) | 3030000 | 2997195 |
| JPMorgan Chase & Co 3.882% 7/24/2038 (c) | 2572000 | 2274282 |
| JPMorgan Chase & Co 3.964% 11/15/2048 (c) | 1676000 | 1334738 |
| JPMorgan Chase & Co 4.005% 4/23/2029 (c) | 9586000 | 9548823 |
| JPMorgan Chase & Co 4.125% 12/15/2026  | 1047000 | 1047298 |
| JPMorgan Chase & Co 4.203% 7/23/2029 (c)(d) | 14141000 | 14153512 |
| JPMorgan Chase & Co 4.25% 10/1/2027 (d) | 5400000 | 5431654 |
| JPMorgan Chase & Co 4.323% 4/26/2028 (c) | 1500000 | 1501788 |
| JPMorgan Chase & Co 4.565% 6/14/2030 (c) | 4100000 | 4145158 |
| JPMorgan Chase & Co 4.586% 4/26/2033 (c) | 8600000 | 8563555 |
| JPMorgan Chase & Co 4.603% 10/22/2030 (c) | 4050000 | 4094190 |
| JPMorgan Chase & Co 4.85% 2/1/2044  | 2000000 | 1848914 |
| JPMorgan Chase & Co 4.851% 7/25/2028 (c)(d) | 6200000 | 6276736 |
| JPMorgan Chase & Co 4.946% 10/22/2035 (c) | 3041000 | 3023830 |
| JPMorgan Chase & Co 4.95% 6/1/2045  | 707000 | 646403 |
| JPMorgan Chase & Co 4.995% 7/22/2030 (c) | 5000000 | 5128084 |
| JPMorgan Chase & Co 5.294% 7/22/2035 (c) | 5000000 | 5096730 |
| JPMorgan Chase & Co 5.336% 1/23/2035 (c) | 19400000 | 19927445 |
| JPMorgan Chase & Co 5.35% 6/1/2034 (c) | 8500000 | 8775379 |
| JPMorgan Chase & Co 5.5% 10/15/2040  | 1016000 | 1038398 |
| JPMorgan Chase & Co 5.576% 7/23/2036 (c) | 6000000 | 6120042 |
| JPMorgan Chase & Co 5.6% 7/15/2041  | 267000 | 273818 |
| JPMorgan Chase & Co 5.625% 8/16/2043  | 891000 | 897769 |
| JPMorgan Chase & Co 5.766% 4/22/2035 (c)(d) | 3000000 | 3167977 |
| JPMorgan Chase & Co 6.4% 5/15/2038  | 4660000 | 5204341 |
| KeyBank NA/Cleveland OH 3.4% 5/20/2026  | 711000 | 705743 |
| KeyBank NA/Cleveland OH 5% 1/26/2033  | 3000000 | 2995105 |
| KeyCorp 4.789% 6/1/2033 (c) | 1500000 | 1485475 |
| M&T Bank Corp 5.053% 1/27/2034 (c) | 900000 | 893110 |
| M&T Bank Corp 5.385% 1/16/2036 (c) | 1600000 | 1603443 |
| M&T Bank Corp 7.413% 10/30/2029 (c)(d) | 1200000 | 1306535 |
| Manufacturers & Traders Trust Co 4.7% 1/27/2028 (d) | 4700000 | 4758674 |
| Morgan Stanley Bank NA 4.447% 10/15/2027 (c) | 15700000 | 15712688 |
| Morgan Stanley Private Bank NA 4.734% 7/18/2031 (c) | 6600000 | 6692715 |
| PNC Financial Services Group Inc/The 1.15% 8/13/2026  | 15000000 | 14577720 |
| PNC Financial Services Group Inc/The 4.626% 6/6/2033 (c) | 1100000 | 1082456 |
| PNC Financial Services Group Inc/The 4.812% 10/21/2032 (c)(d) | 8000000 | 8089324 |
| PNC Financial Services Group Inc/The 5.222% 1/29/2031 (c)(d) | 1160000 | 1198707 |
| PNC Financial Services Group Inc/The 5.354% 12/2/2028 (c) | 2250000 | 2307955 |
| PNC Financial Services Group Inc/The 5.373% 7/21/2036 (c) | 3600000 | 3658365 |
| PNC Financial Services Group Inc/The 5.575% 1/29/2036 (c)(d) | 780000 | 805185 |
| PNC Financial Services Group Inc/The 5.582% 6/12/2029 (c) | 3400000 | 3527019 |
| PNC Financial Services Group Inc/The 5.676% 1/22/2035 (c) | 2600000 | 2710631 |
| PNC Financial Services Group Inc/The 5.939% 8/18/2034 (c)(d) | 5300000 | 5632973 |
| Regions Financial Corp 5.502% 9/6/2035 (c)(d) | 1800000 | 1827270 |
| Santander Holdings USA Inc 2.49% 1/6/2028 (c) | 3800000 | 3702279 |
| Santander Holdings USA Inc 5.353% 9/6/2030 (c)(d) | 2000000 | 2054535 |
| Santander Holdings USA Inc 5.741% 3/20/2031 (c) | 2600000 | 2702047 |
| Santander Holdings USA Inc 6.174% 1/9/2030 (c) | 1800000 | 1889252 |
| Santander Holdings USA Inc 6.565% 6/12/2029 (c) | 900000 | 946568 |
| Truist Financial Corp 1.125% 8/3/2027  | 6000000 | 5677166 |
| Truist Financial Corp 3.875% 3/19/2029  | 5000000 | 4925806 |
| Truist Financial Corp 5.153% 8/5/2032 (c) | 1440000 | 1482070 |
| Truist Financial Corp 5.711% 1/24/2035 (c) | 5100000 | 5312593 |
| Truist Financial Corp 5.867% 6/8/2034 (c) | 1200000 | 1261405 |
| US Bancorp 1.375% 7/22/2030  | 6900000 | 6031855 |
| US Bancorp 3.1% 4/27/2026  | 6704000 | 6651649 |
| US Bancorp 3.9% 4/26/2028  | 5500000 | 5493268 |
| US Bancorp 4.548% 7/22/2028 (c) | 5900000 | 5940664 |
| US Bancorp 4.653% 2/1/2029 (c) | 3270000 | 3307248 |
| US Bancorp 4.967% 7/22/2033 (c) | 2300000 | 2284808 |
| US Bancorp 5.046% 2/12/2031 (c) | 1750000 | 1795355 |
| US Bancorp 5.424% 2/12/2036 (c)(d) | 2790000 | 2854940 |
| US Bancorp 5.678% 1/23/2035 (c) | 3400000 | 3543306 |
| US Bancorp 5.775% 6/12/2029 (c) | 2100000 | 2188154 |
| US Bancorp 5.85% 10/21/2033 (c)(d) | 1800000 | 1903251 |
| Wells Fargo & Co 3% 10/23/2026  | 3624000 | 3576529 |
| Wells Fargo & Co 3.068% 4/30/2041 (c) | 7000000 | 5329228 |
| Wells Fargo & Co 3.35% 3/2/2033 (c) | 6500000 | 5993436 |
| Wells Fargo & Co 3.55% 9/29/2025  | 756000 | 755425 |
| Wells Fargo & Co 3.9% 5/1/2045  | 849000 | 675266 |
| Wells Fargo & Co 4.1% 6/3/2026 (d) | 575000 | 573944 |
| Wells Fargo & Co 4.15% 1/24/2029  | 665000 | 664561 |
| Wells Fargo & Co 4.4% 6/14/2046  | 1272000 | 1045885 |
| Wells Fargo & Co 4.611% 4/25/2053 (c) | 11500000 | 9747512 |
| Wells Fargo & Co 4.75% 12/7/2046  | 3496000 | 3014544 |
| Wells Fargo & Co 4.808% 7/25/2028 (c) | 4800000 | 4851286 |
| Wells Fargo & Co 4.897% 7/25/2033 (c) | 3100000 | 3118285 |
| Wells Fargo & Co 4.9% 1/24/2028 (c) | 37800000 | 38128486 |
| Wells Fargo & Co 4.9% 11/17/2045  | 742000 | 657175 |
| Wells Fargo & Co 4.97% 4/23/2029 (c) | 4000000 | 4075895 |
| Wells Fargo & Co 5.013% 4/4/2051 (c) | 3840000 | 3470547 |
| Wells Fargo & Co 5.375% 11/2/2043  | 5130000 | 4892339 |
| Wells Fargo & Co 5.389% 4/24/2034 (c) | 9700000 | 9982046 |
| Wells Fargo & Co 5.557% 7/25/2034 (c) | 3600000 | 3737887 |
| Wells Fargo & Co 5.574% 7/25/2029 (c) | 3150000 | 3265605 |
| Wells Fargo & Co 5.606% 1/15/2044  | 6636000 | 6483343 |
| Wells Fargo & Co 6.491% 10/23/2034 (c) | 6200000 | 6818017 |
|  |  | 856638162 |
| Capital Markets - 1.6% |  |  |
| Ameriprise Financial Inc 5.15% 5/15/2033 (d) | 1300000 | 1335525 |
| Apollo Debt Solutions BDC 6.55% 3/15/2032 (e) | 2500000 | 2604827 |
| Ares Capital Corp 2.15% 7/15/2026  | 4800000 | 4705267 |
| Ares Capital Corp 3.2% 11/15/2031 (d) | 900000 | 801692 |
| Ares Capital Corp 3.875% 1/15/2026 (d) | 1500000 | 1495586 |
| Ares Capital Corp 5.5% 9/1/2030  | 1570000 | 1590036 |
| Ares Capital Corp 5.95% 7/15/2029 (d) | 2300000 | 2378324 |
| Ares Capital Corp 7% 1/15/2027  | 1500000 | 1545595 |
| Ares Management Corp 6.375% 11/10/2028  | 900000 | 953424 |
| Ares Strategic Income Fund 5.6% 2/15/2030  | 2470000 | 2500600 |
| Ares Strategic Income Fund 6.2% 3/21/2032 (d) | 1500000 | 1543032 |
| Bank of New York Mellon Corp/The 1.05% 10/15/2026  | 10900000 | 10549568 |
| Bank of New York Mellon Corp/The 1.8% 7/28/2031 (d) | 6500000 | 5697704 |
| Bank of New York Mellon Corp/The 2.8% 5/4/2026  | 1004000 | 995159 |
| Bank of New York Mellon Corp/The 4.942% 2/11/2031 (c) | 3000000 | 3082653 |
| Bank of New York Mellon Corp/The 4.967% 4/26/2034 (c) | 1700000 | 1716644 |
| Bank of New York Mellon Corp/The 4.975% 3/14/2030 (c) | 3500000 | 3597101 |
| Bank of New York Mellon Corp/The 5.188% 3/14/2035 (c) | 1000000 | 1018982 |
| Bank of New York Mellon Corp/The 5.316% 6/6/2036 (c) | 2210000 | 2266280 |
| Bank of New York Mellon Corp/The 5.834% 10/25/2033 (c)(d) | 2000000 | 2136992 |
| BlackRock Funding Inc 4.6% 7/26/2027  | 1620000 | 1640319 |
| BlackRock Funding Inc 4.9% 1/8/2035  | 500000 | 508765 |
| BlackRock Funding Inc 5% 3/14/2034 (d) | 2100000 | 2157115 |
| BlackRock Funding Inc 5.35% 1/8/2055  | 2750000 | 2652644 |
| Blackrock Inc 1.9% 1/28/2031 (d) | 5500000 | 4900220 |
| Blackstone Private Credit Fund 5.25% 4/1/2030 (d) | 1470000 | 1474504 |
| Blackstone Private Credit Fund 5.95% 7/16/2029  | 1400000 | 1444616 |
| Blackstone Private Credit Fund 6% 1/29/2032  | 1100000 | 1129315 |
| Blackstone Private Credit Fund 6% 11/22/2034  | 870000 | 876213 |
| Blackstone Private Credit Fund 7.3% 11/27/2028  | 1770000 | 1891897 |
| Blackstone Secured Lending Fund 5.3% 6/30/2030  | 1000000 | 1008781 |
| Blackstone Secured Lending Fund 5.35% 4/13/2028 (d) | 2250000 | 2282694 |
| Blue Owl Capital Corp 2.875% 6/11/2028 (d) | 4400000 | 4153383 |
| Blue Owl Capital Corp 5.95% 3/15/2029 (d) | 1100000 | 1117100 |
| Cboe Global Markets Inc 1.625% 12/15/2030  | 1600000 | 1408352 |
| Charles Schwab Corp/The 0.9% 3/11/2026 (d) | 3900000 | 3831984 |
| Charles Schwab Corp/The 1.65% 3/11/2031  | 4520000 | 3924567 |
| Charles Schwab Corp/The 2% 3/20/2028  | 1600000 | 1525188 |
| Charles Schwab Corp/The 2.45% 3/3/2027  | 4600000 | 4496079 |
| Charles Schwab Corp/The 3.2% 3/2/2027  | 5100000 | 5035950 |
| Charles Schwab Corp/The 4% 2/1/2029  | 2100000 | 2099698 |
| Charles Schwab Corp/The 5.643% 5/19/2029 (c) | 1000000 | 1040199 |
| Charles Schwab Corp/The 6.136% 8/24/2034 (c)(d) | 1800000 | 1955924 |
| CME Group Inc 5.3% 9/15/2043  | 1840000 | 1841583 |
| Goldman Sachs Group Inc/The 1.948% 10/21/2027 (c) | 9700000 | 9444957 |
| Goldman Sachs Group Inc/The 2.383% 7/21/2032 (c) | 12700000 | 11249610 |
| Goldman Sachs Group Inc/The 2.615% 4/22/2032 (c) | 16100000 | 14530329 |
| Goldman Sachs Group Inc/The 3.691% 6/5/2028 (c) | 7900000 | 7827266 |
| Goldman Sachs Group Inc/The 3.75% 2/25/2026  | 1038000 | 1035092 |
| Goldman Sachs Group Inc/The 3.8% 3/15/2030  | 1644000 | 1615493 |
| Goldman Sachs Group Inc/The 3.85% 1/26/2027  | 5390000 | 5364936 |
| Goldman Sachs Group Inc/The 4.017% 10/31/2038 (c) | 4100000 | 3606322 |
| Goldman Sachs Group Inc/The 4.223% 5/1/2029 (c) | 17900000 | 17912620 |
| Goldman Sachs Group Inc/The 4.25% 10/21/2025  | 391000 | 390817 |
| Goldman Sachs Group Inc/The 4.411% 4/23/2039 (c) | 3500000 | 3186853 |
| Goldman Sachs Group Inc/The 4.75% 10/21/2045  | 2813000 | 2498600 |
| Goldman Sachs Group Inc/The 5.15% 5/22/2045  | 4190000 | 3834451 |
| Goldman Sachs Group Inc/The 5.207% 1/28/2031 (c) | 2000000 | 2060831 |
| Goldman Sachs Group Inc/The 5.33% 7/23/2035 (c) | 2680000 | 2725640 |
| Goldman Sachs Group Inc/The 5.536% 1/28/2036 (c)(d) | 3100000 | 3196568 |
| Goldman Sachs Group Inc/The 5.561% 11/19/2045 (c) | 8000000 | 7907870 |
| Goldman Sachs Group Inc/The 5.734% 1/28/2056 (c) | 3100000 | 3090039 |
| Goldman Sachs Group Inc/The 5.851% 4/25/2035 (c)(d) | 8000000 | 8435519 |
| Goldman Sachs Group Inc/The 5.95% 1/15/2027  | 2674000 | 2739864 |
| Goldman Sachs Group Inc/The 6.125% 2/15/2033  | 2400000 | 2629309 |
| Goldman Sachs Group Inc/The 6.484% 10/24/2029 (c) | 2700000 | 2873205 |
| Goldman Sachs Group Inc/The 6.75% 10/1/2037  | 5170000 | 5746467 |
| Golub Capital BDC Inc 6% 7/15/2029  | 1230000 | 1258498 |
| HPS Corporate Lending Fund 5.85% 6/5/2030 (d)(e) | 1300000 | 1321365 |
| HPS Corporate Lending Fund 6.25% 9/30/2029 (d) | 1800000 | 1860552 |
| Intercontinental Exchange Inc 1.85% 9/15/2032  | 4020000 | 3369858 |
| Intercontinental Exchange Inc 2.65% 9/15/2040 (d) | 4020000 | 2926780 |
| Intercontinental Exchange Inc 3% 6/15/2050  | 2892000 | 1870633 |
| Intercontinental Exchange Inc 3.75% 12/1/2025  | 1025000 | 1023457 |
| Intercontinental Exchange Inc 4% 9/15/2027  | 4000000 | 3991391 |
| Intercontinental Exchange Inc 4.6% 3/15/2033 (d) | 6200000 | 6199031 |
| Intercontinental Exchange Inc 5.25% 6/15/2031 (d) | 4130000 | 4309652 |
| Invesco Finance PLC 3.75% 1/15/2026  | 3000000 | 2992511 |
| Jefferies Financial Group Inc 2.625% 10/15/2031  | 1000000 | 885659 |
| Jefferies Financial Group Inc 2.75% 10/15/2032  | 2100000 | 1809742 |
| Jefferies Financial Group Inc 4.15% 1/23/2030 (d) | 4700000 | 4638796 |
| Jefferies Financial Group Inc 4.85% 1/15/2027  | 1100000 | 1107944 |
| Jefferies Financial Group Inc 6.2% 4/14/2034  | 1000000 | 1055092 |
| Legg Mason Inc 5.625% 1/15/2044 (d) | 700000 | 688525 |
| LPL Holdings Inc 5.15% 6/15/2030  | 1770000 | 1807279 |
| LPL Holdings Inc 5.65% 3/15/2035  | 1200000 | 1212898 |
| LPL Holdings Inc 6.75% 11/17/2028 (d) | 1000000 | 1070445 |
| Moody's Corp 2% 8/19/2031 (d) | 1100000 | 966339 |
| Moody's Corp 4.25% 8/8/2032 (d) | 1700000 | 1672810 |
| Moody's Corp 4.875% 12/17/2048  | 2500000 | 2216296 |
| Moody's Corp 5% 8/5/2034  | 1150000 | 1164802 |
| Morgan Stanley 1.512% 7/20/2027 (c) | 6100000 | 5949112 |
| Morgan Stanley 1.593% 5/4/2027 (c) | 17500000 | 17173957 |
| Morgan Stanley 1.794% 2/13/2032 (c) | 5470000 | 4744548 |
| Morgan Stanley 2.239% 7/21/2032 (c) | 16300000 | 14320528 |
| Morgan Stanley 2.802% 1/25/2052 (c) | 4700000 | 2895821 |
| Morgan Stanley 3.125% 7/27/2026  | 998000 | 988868 |
| Morgan Stanley 3.591% 7/22/2028 (c) | 1515000 | 1496419 |
| Morgan Stanley 3.772% 1/24/2029 (c)(d) | 20700000 | 20493276 |
| Morgan Stanley 3.875% 1/27/2026  | 935000 | 933264 |
| Morgan Stanley 3.95% 4/23/2027  | 8938000 | 8906110 |
| Morgan Stanley 3.971% 7/22/2038 (c) | 1114000 | 982878 |
| Morgan Stanley 4.21% 4/20/2028 (c)(d) | 6700000 | 6701194 |
| Morgan Stanley 4.3% 1/27/2045 (d) | 356000 | 304326 |
| Morgan Stanley 4.375% 1/22/2047  | 1978000 | 1685162 |
| Morgan Stanley 4.457% 4/22/2039 (c) | 5218000 | 4861073 |
| Morgan Stanley 4.654% 10/18/2030 (c) | 4000000 | 4038443 |
| Morgan Stanley 5.042% 7/19/2030 (c) | 9600000 | 9834287 |
| Morgan Stanley 5.123% 2/1/2029 (c) | 2500000 | 2553359 |
| Morgan Stanley 5.164% 4/20/2029 (c) | 1400000 | 1431309 |
| Morgan Stanley 5.173% 1/16/2030 (c) | 10200000 | 10484619 |
| Morgan Stanley 5.25% 4/21/2034 (c) | 3500000 | 3573203 |
| Morgan Stanley 5.297% 4/20/2037 (c) | 2500000 | 2515314 |
| Morgan Stanley 5.32% 7/19/2035 (c) | 3500000 | 3566688 |
| Morgan Stanley 5.516% 11/19/2055 (c) | 9600000 | 9362221 |
| Morgan Stanley 5.597% 3/24/2051 (c) | 1100000 | 1086145 |
| Morgan Stanley 5.942% 2/7/2039 (c)(d) | 4300000 | 4467442 |
| Morgan Stanley 5.948% 1/19/2038 (c) | 1100000 | 1142972 |
| Morgan Stanley 6.296% 10/18/2028 (c)(d) | 2000000 | 2085315 |
| Morgan Stanley 6.342% 10/18/2033 (c) | 2000000 | 2186062 |
| Morgan Stanley 6.375% 7/24/2042 (d) | 4662000 | 5129518 |
| Morgan Stanley 7.25% 4/1/2032 (d) | 178000 | 205026 |
| MSCI Inc 5.25% 9/1/2035  | 1420000 | 1408634 |
| Nasdaq Inc 1.65% 1/15/2031 (d) | 3450000 | 3018916 |
| Nasdaq Inc 3.85% 6/30/2026 (d) | 1000000 | 997538 |
| Nasdaq Inc 5.35% 6/28/2028 (d) | 2900000 | 2992154 |
| Nasdaq Inc 5.95% 8/15/2053  | 2234000 | 2276647 |
| Northern Trust Corp 1.95% 5/1/2030  | 50000 | 45474 |
| Northern Trust Corp 4% 5/10/2027  | 1100000 | 1100441 |
| Northern Trust Corp 6.125% 11/2/2032 (d) | 1300000 | 1415629 |
| S&P Global Inc 2.45% 3/1/2027  | 3500000 | 3418233 |
| S&P Global Inc 2.7% 3/1/2029  | 2100000 | 2009600 |
| S&P Global Inc 2.9% 3/1/2032  | 7100000 | 6485910 |
| S&P Global Inc 3.25% 12/1/2049  | 2000000 | 1388183 |
| Sixth Street Specialty Lending Inc 6.125% 3/1/2029  | 900000 | 928808 |
| State Street Corp 1.684% 11/18/2027 (c) | 5652000 | 5480726 |
| State Street Corp 2.65% 5/19/2026  | 1346000 | 1332135 |
| State Street Corp 4.729% 2/28/2030  | 2500000 | 2556210 |
| State Street Corp 4.821% 1/26/2034 (c)(d) | 3900000 | 3915238 |
| State Street Corp 4.834% 4/24/2030  | 970000 | 996248 |
| State Street Corp 5.146% 2/28/2036 (c)(d) | 1700000 | 1721521 |
| State Street Corp 5.272% 8/3/2026  | 5800000 | 5851855 |
| State Street Corp 5.684% 11/21/2029 (c)(d) | 1400000 | 1469232 |
| State Street Corp 6.123% 11/21/2034 (c) | 600000 | 644206 |
|  |  | 489787091 |
| Consumer Finance - 0.6% |  |  |
| Ally Financial Inc 4.75% 6/9/2027  | 1100000 | 1105265 |
| Ally Financial Inc 6.184% 7/26/2035 (c) | 2000000 | 2056088 |
| Ally Financial Inc 6.848% 1/3/2030 (c) | 2700000 | 2864742 |
| Ally Financial Inc 6.992% 6/13/2029 (c) | 1500000 | 1587464 |
| Ally Financial Inc 8% 11/1/2031  | 1762000 | 2009021 |
| American Express Co 4.05% 12/3/2042  | 1243000 | 1050529 |
| American Express Co 4.351% 7/20/2029 (c) | 4000000 | 4020626 |
| American Express Co 4.42% 8/3/2033 (c) | 1000000 | 982564 |
| American Express Co 4.918% 7/20/2033 (c) | 3000000 | 3038359 |
| American Express Co 5.098% 2/16/2028 (c) | 10561000 | 10687221 |
| American Express Co 5.282% 7/27/2029 (c) | 9500000 | 9801916 |
| American Express Co 5.284% 7/26/2035 (c) | 3000000 | 3063645 |
| American Express Co 5.442% 1/30/2036 (c) | 2390000 | 2456668 |
| American Express Co 5.85% 11/5/2027  | 2000000 | 2075306 |
| American Express Co 5.915% 4/25/2035 (c) | 1900000 | 2001808 |
| Capital One Financial Corp 3.75% 3/9/2027  | 4135000 | 4109804 |
| Capital One Financial Corp 3.75% 7/28/2026  | 1737000 | 1726247 |
| Capital One Financial Corp 3.8% 1/31/2028  | 2317000 | 2296295 |
| Capital One Financial Corp 4.5% 1/30/2026  | 3354000 | 3352650 |
| Capital One Financial Corp 4.927% 5/10/2028 (c)(d) | 2400000 | 2424221 |
| Capital One Financial Corp 5.247% 7/26/2030 (c)(d) | 4300000 | 4422073 |
| Capital One Financial Corp 5.268% 5/10/2033 (c) | 2100000 | 2135891 |
| Capital One Financial Corp 5.817% 2/1/2034 (c) | 1000000 | 1040921 |
| Capital One Financial Corp 5.884% 7/26/2035 (c) | 1100000 | 1144549 |
| Capital One Financial Corp 6.051% 2/1/2035 (c) | 2300000 | 2423252 |
| Capital One Financial Corp 6.183% 1/30/2036 (c)(d) | 2600000 | 2681786 |
| Capital One Financial Corp 6.377% 6/8/2034 (c) | 2300000 | 2474094 |
| Ford Motor Credit Co LLC 4% 11/13/2030 (d) | 4800000 | 4463266 |
| Ford Motor Credit Co LLC 5.85% 5/17/2027 (d) | 18800000 | 18987796 |
| Ford Motor Credit Co LLC 6.5% 2/7/2035  | 1250000 | 1259893 |
| Ford Motor Credit Co LLC 6.798% 11/7/2028  | 3500000 | 3642707 |
| Ford Motor Credit Co LLC 6.8% 5/12/2028  | 9045000 | 9393257 |
| Ford Motor Credit Co LLC 7.122% 11/7/2033 (d) | 2400000 | 2509261 |
| John Deere Capital Corp 2.65% 6/10/2026  | 891000 | 880843 |
| John Deere Capital Corp 2.8% 9/8/2027  | 47000 | 46022 |
| John Deere Capital Corp 3.05% 1/6/2028  | 5000000 | 4903197 |
| John Deere Capital Corp 3.45% 3/7/2029  | 2779000 | 2727853 |
| John Deere Capital Corp 4.15% 9/15/2027  | 2000000 | 2010093 |
| John Deere Capital Corp 4.35% 9/15/2032 (d) | 2000000 | 1979164 |
| John Deere Capital Corp 4.375% 10/15/2030  | 1200000 | 1209500 |
| John Deere Capital Corp 4.7% 6/10/2030  | 5100000 | 5233593 |
| John Deere Capital Corp 4.9% 3/3/2028  | 2100000 | 2148489 |
| John Deere Capital Corp 5.05% 6/12/2034  | 3740000 | 3818344 |
| Synchrony Financial 3.7% 8/4/2026  | 842000 | 835926 |
| Synchrony Financial 5.15% 3/19/2029  | 5225000 | 5288958 |
| Synchrony Financial 5.45% 3/6/2031 (c) | 1600000 | 1630007 |
| Toyota Motor Credit Corp 1.15% 8/13/2027 (d) | 7300000 | 6919602 |
| Toyota Motor Credit Corp 1.65% 1/10/2031  | 2100000 | 1832927 |
| Toyota Motor Credit Corp 1.9% 4/6/2028  | 1250000 | 1189222 |
| Toyota Motor Credit Corp 2.15% 2/13/2030 (d) | 2000000 | 1837886 |
| Toyota Motor Credit Corp 3.05% 3/22/2027  | 2500000 | 2465150 |
| Toyota Motor Credit Corp 4.45% 6/29/2029  | 2600000 | 2632036 |
| Toyota Motor Credit Corp 4.55% 8/9/2029  | 1120000 | 1138475 |
| Toyota Motor Credit Corp 4.55% 9/20/2027 (d) | 1400000 | 1415777 |
| Toyota Motor Credit Corp 4.6% 10/10/2031  | 950000 | 959055 |
| Toyota Motor Credit Corp 4.8% 1/5/2034 (d) | 1500000 | 1511096 |
| Toyota Motor Credit Corp 5.45% 11/10/2027  | 8200000 | 8447965 |
| Toyota Motor Credit Corp 5.55% 11/20/2030  | 4400000 | 4659882 |
|  |  | 187010247 |
| Financial Services - 0.7% |  |  |
| Aon Corp / Aon Global Holdings PLC 2.05% 8/23/2031  | 900000 | 788380 |
| Aon Corp / Aon Global Holdings PLC 2.6% 12/2/2031  | 4000000 | 3577274 |
| Aon Corp / Aon Global Holdings PLC 2.85% 5/28/2027  | 4500000 | 4408312 |
| Apollo Global Management Inc 5.8% 5/21/2054  | 2000000 | 1967360 |
| Berkshire Hathaway Inc 4.5% 2/11/2043 (d) | 356000 | 330060 |
| Blue Owl Credit Income Corp 4.7% 2/8/2027 (d) | 6000000 | 5983462 |
| Blue Owl Credit Income Corp 5.8% 3/15/2030  | 1100000 | 1114245 |
| Blue Owl Credit Income Corp 6.6% 9/15/2029  | 3000000 | 3119576 |
| BP Capital Markets America Inc 3% 2/24/2050  | 5290000 | 3364912 |
| BP Capital Markets America Inc 3.001% 3/17/2052  | 5300000 | 3318854 |
| BP Capital Markets America Inc 3.017% 1/16/2027 (d) | 1693000 | 1672449 |
| BP Capital Markets America Inc 3.06% 6/17/2041  | 3600000 | 2661862 |
| BP Capital Markets America Inc 3.633% 4/6/2030  | 5000000 | 4891059 |
| BP Capital Markets America Inc 4.812% 2/13/2033  | 2700000 | 2708605 |
| CNH Industrial Capital LLC 5.5% 1/12/2029  | 3440000 | 3566358 |
| Corebridge Financial Inc 4.4% 4/5/2052  | 2000000 | 1597108 |
| Corebridge Financial Inc 5.75% 1/15/2034 (d) | 2800000 | 2925033 |
| Corebridge Financial Inc 6.875% 12/15/2052 (c)(d) | 1800000 | 1861470 |
| CRH SMW Finance DAC 5.125% 1/9/2030  | 3000000 | 3086728 |
| DH Europe Finance II Sarl 2.6% 11/15/2029  | 1500000 | 1411901 |
| DH Europe Finance II Sarl 3.25% 11/15/2039  | 2600000 | 2100738 |
| DH Europe Finance II Sarl 3.4% 11/15/2049  | 1000000 | 709251 |
| Equitable Holdings Inc 5% 4/20/2048  | 2150000 | 1922986 |
| Fidelity National Information Services Inc 1.15% 3/1/2026  | 5023000 | 4943124 |
| Fidelity National Information Services Inc 2.25% 3/1/2031  | 4000000 | 3549725 |
| Fidelity National Information Services Inc 5.625% 7/15/2052 (d) | 600000 | 574860 |
| Fiserv Inc 2.25% 6/1/2027 (d) | 5700000 | 5522655 |
| Fiserv Inc 3.2% 7/1/2026  | 6500000 | 6439863 |
| Fiserv Inc 3.5% 7/1/2029  | 2799000 | 2717881 |
| Fiserv Inc 4.4% 7/1/2049  | 3482000 | 2784359 |
| Fiserv Inc 4.55% 2/15/2031  | 3000000 | 2999463 |
| Fiserv Inc 5.375% 8/21/2028 (d) | 3050000 | 3146202 |
| Fiserv Inc 5.625% 8/21/2033  | 2700000 | 2801206 |
| Global Payments Inc 1.2% 3/1/2026  | 7100000 | 6985955 |
| Global Payments Inc 2.9% 5/15/2030 (d) | 4600000 | 4245748 |
| Global Payments Inc 4.8% 4/1/2026 (d) | 1000000 | 1000204 |
| Global Payments Inc 5.4% 8/15/2032  | 2600000 | 2646481 |
| Global Payments Inc 5.95% 8/15/2052  | 510000 | 485005 |
| Goldman Sachs Private Credit Corp 5.875% 5/6/2028 (d)(e) | 1130000 | 1147747 |
| Golub Capital Private Credit Fund 5.875% 5/1/2030 (d) | 1280000 | 1298403 |
| HA Sustainable Infrastructure Capital Inc 6.75% 7/15/2035 (d) | 2000000 | 2020312 |
| Jackson Financial Inc 4% 11/23/2051  | 1100000 | 759730 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3% 5/15/2032  | 2000000 | 1771162 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.75% 4/1/2033  | 8100000 | 8390871 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 7.25% 11/15/2053  | 2100000 | 2331537 |
| John Deere Capital Corp 4.5% 1/8/2027 (d) | 8200000 | 8262216 |
| Mastercard Inc 3.3% 3/26/2027  | 1600000 | 1585738 |
| Mastercard Inc 3.8% 11/21/2046  | 677000 | 534302 |
| Mastercard Inc 3.85% 3/26/2050  | 4600000 | 3562772 |
| Mastercard Inc 4.85% 3/9/2033  | 1900000 | 1942537 |
| Mastercard Inc 4.875% 5/9/2034 (d) | 5000000 | 5093172 |
| National Rural Utilities Cooperative Finance Corp 4.12% 9/16/2027 (d) | 9500000 | 9521510 |
| National Rural Utilities Cooperative Finance Corp 4.15% 12/15/2032  | 5800000 | 5626039 |
| National Rural Utilities Cooperative Finance Corp 5.8% 1/15/2033 (d) | 1700000 | 1809768 |
| PayPal Holdings Inc 2.3% 6/1/2030  | 2800000 | 2570366 |
| PayPal Holdings Inc 2.85% 10/1/2029  | 3160000 | 3013244 |
| PayPal Holdings Inc 3.25% 6/1/2050  | 1300000 | 883453 |
| PayPal Holdings Inc 5.1% 4/1/2035  | 1200000 | 1213369 |
| PayPal Holdings Inc 5.25% 6/1/2062  | 1400000 | 1285751 |
| Rexford Industrial Realty LP 2.125% 12/1/2030  | 1300000 | 1149590 |
| Sixth Street Lending Partners 6.125% 7/15/2030 (e) | 1100000 | 1134185 |
| Sixth Street Lending Partners 6.5% 3/11/2029 (d) | 1400000 | 1453237 |
| Visa Inc 1.9% 4/15/2027  | 5100000 | 4940106 |
| Visa Inc 2.05% 4/15/2030 (d) | 13400000 | 12307967 |
| Visa Inc 2.7% 4/15/2040  | 1000000 | 759217 |
| Visa Inc 2.75% 9/15/2027  | 2125000 | 2079350 |
| Visa Inc 4.3% 12/14/2045  | 2719000 | 2352517 |
| Voya Financial Inc 3.65% 6/15/2026  | 2814000 | 2799683 |
| Voya Financial Inc 5.7% 7/15/2043  | 668000 | 656912 |
| Western Union Co/The 2.75% 3/15/2031 (d) | 1400000 | 1234174 |
|  |  | 205421651 |
| Insurance - 0.7% |  |  |
| AFLAC Inc 3.6% 4/1/2030 (d) | 4959000 | 4850634 |
| AFLAC Inc 4% 10/15/2046  | 673000 | 530980 |
| Allstate Corp/The 1.45% 12/15/2030  | 7877000 | 6780621 |
| Allstate Corp/The 3.28% 12/15/2026  | 841000 | 831786 |
| Allstate Corp/The 4.2% 12/15/2046  | 1348000 | 1100224 |
| American International Group Inc 3.875% 1/15/2035 (d) | 481000 | 443246 |
| American International Group Inc 4.375% 6/30/2050  | 2590000 | 2125992 |
| American International Group Inc 4.5% 7/16/2044  | 1582000 | 1377049 |
| American International Group Inc 4.75% 4/1/2048  | 923000 | 809685 |
| Aon Global Ltd 4.6% 6/14/2044  | 885000 | 766119 |
| Aon Global Ltd 4.75% 5/15/2045  | 1048000 | 916093 |
| Aon North America Inc 5.45% 3/1/2034  | 3100000 | 3200244 |
| Aon North America Inc 5.75% 3/1/2054  | 3200000 | 3134553 |
| Arch Capital Group Ltd 3.635% 6/30/2050  | 2400000 | 1733319 |
| Arthur J Gallagher & Co 4.85% 12/15/2029  | 1600000 | 1631054 |
| Arthur J Gallagher & Co 5.15% 2/15/2035  | 2220000 | 2226251 |
| Arthur J Gallagher & Co 5.55% 2/15/2055  | 2159000 | 2034239 |
| Arthur J Gallagher & Co 5.75% 3/2/2053  | 1300000 | 1256198 |
| Arthur J Gallagher & Co 5.75% 7/15/2054  | 800000 | 769747 |
| Arthur J Gallagher & Co 6.5% 2/15/2034 (d) | 2300000 | 2523436 |
| Assurant Inc 4.9% 3/27/2028  | 1000000 | 1013777 |
| Athene Holding Ltd 3.45% 5/15/2052  | 2100000 | 1327105 |
| Athene Holding Ltd 3.5% 1/15/2031  | 1100000 | 1041316 |
| Athene Holding Ltd 3.95% 5/25/2051  | 1200000 | 842587 |
| Athene Holding Ltd 5.875% 1/15/2034  | 1700000 | 1761376 |
| Athene Holding Ltd 6.625% 10/15/2054 (c)(d) | 1300000 | 1303974 |
| Athene Holding Ltd 6.625% 5/19/2055  | 700000 | 717423 |
| Baylor Scott & White Holdings 2.839% 11/15/2050  | 4000000 | 2505793 |
| Baylor Scott & White Holdings 3.967% 11/15/2046  | 445000 | 352815 |
| Berkshire Hathaway Fin Corp 1.45% 10/15/2030 (d) | 7300000 | 6447372 |
| Berkshire Hathaway Fin Corp 2.85% 10/15/2050  | 3200000 | 2028863 |
| Berkshire Hathaway Fin Corp 3.85% 3/15/2052 (d) | 3120000 | 2369223 |
| Berkshire Hathaway Fin Corp 4.2% 8/15/2048  | 2116000 | 1753752 |
| Berkshire Hathaway Fin Corp 4.25% 1/15/2049  | 1528000 | 1271407 |
| Berkshire Hathaway Fin Corp 4.4% 5/15/2042 (d) | 2500000 | 2286876 |
| Berkshire Hathaway Fin Corp 5.75% 1/15/2040  | 891000 | 963459 |
| Brighthouse Financial Inc 3.7% 6/22/2027 (d) | 1090000 | 1074890 |
| Brighthouse Financial Inc 3.85% 12/22/2051  | 1800000 | 1114386 |
| Brown & Brown Inc 4.7% 6/23/2028 (d) | 2030000 | 2049444 |
| Brown & Brown Inc 4.9% 6/23/2030  | 1380000 | 1397175 |
| Brown & Brown Inc 4.95% 3/17/2052  | 1000000 | 850156 |
| Brown & Brown Inc 5.55% 6/23/2035  | 3000000 | 3057854 |
| Brown & Brown Inc 6.25% 6/23/2055  | 640000 | 654322 |
| Chubb Corp/The 6% 5/11/2037  | 983000 | 1065796 |
| Chubb Corp/The 6.5% 5/15/2038  | 626000 | 706425 |
| Chubb INA Holdings LLC 1.375% 9/15/2030  | 6000000 | 5252662 |
| Chubb INA Holdings LLC 3.05% 12/15/2061  | 700000 | 423033 |
| Chubb INA Holdings LLC 3.35% 5/3/2026  | 4752000 | 4723872 |
| Chubb INA Holdings LLC 4.35% 11/3/2045 (d) | 713000 | 614105 |
| Chubb INA Holdings LLC 4.9% 8/15/2035  | 1550000 | 1541258 |
| Chubb INA Holdings LLC 5% 3/15/2034 (d) | 3000000 | 3047231 |
| Chubb INA Holdings LLC 6.7% 5/15/2036  | 1100000 | 1249142 |
| CNA Financial Corp 3.45% 8/15/2027  | 4700000 | 4636937 |
| CNA Financial Corp 5.2% 8/15/2035  | 510000 | 504864 |
| CNA Financial Corp 5.5% 6/15/2033  | 1000000 | 1030780 |
| First American Financial Corp 5.45% 9/30/2034  | 1300000 | 1293466 |
| Globe Life Inc 4.8% 6/15/2032 (d) | 1000000 | 996707 |
| Hartford Insurance Group Inc/The 2.8% 8/19/2029  | 1256000 | 1191335 |
| Hartford Insurance Group Inc/The 3.6% 8/19/2049  | 1107000 | 805296 |
| Hartford Insurance Group Inc/The 4.4% 3/15/2048  | 1731000 | 1455713 |
| Lincoln National Corp 3.625% 12/12/2026  | 1069000 | 1061262 |
| Lincoln National Corp 7% 6/15/2040  | 2000000 | 2244650 |
| Markel Group Inc 3.35% 9/17/2029  | 1600000 | 1547994 |
| Markel Group Inc 5% 5/20/2049  | 1700000 | 1481276 |
| Markel Group Inc 6% 5/16/2054  | 1200000 | 1190000 |
| Marsh & McLennan Cos Inc 2.375% 12/15/2031 (d) | 2200000 | 1949026 |
| Marsh & McLennan Cos Inc 3.75% 3/14/2026  | 2000000 | 1993673 |
| Marsh & McLennan Cos Inc 4.2% 3/1/2048  | 868000 | 707649 |
| Marsh & McLennan Cos Inc 4.35% 1/30/2047 (d) | 499000 | 415398 |
| Marsh & McLennan Cos Inc 4.65% 3/15/2030  | 3000000 | 3053417 |
| Marsh & McLennan Cos Inc 4.85% 11/15/2031 (d) | 3000000 | 3069841 |
| Marsh & McLennan Cos Inc 4.9% 3/15/2049  | 1657000 | 1476529 |
| Marsh & McLennan Cos Inc 5% 3/15/2035  | 1300000 | 1305178 |
| Marsh & McLennan Cos Inc 5.35% 11/15/2044  | 850000 | 819690 |
| Marsh & McLennan Cos Inc 5.4% 3/15/2055  | 1150000 | 1091410 |
| Marsh & McLennan Cos Inc 5.7% 9/15/2053 (d) | 5180000 | 5136562 |
| MetLife Inc 4.05% 3/1/2045  | 690000 | 562141 |
| MetLife Inc 4.125% 8/13/2042  | 2600000 | 2181777 |
| MetLife Inc 4.6% 5/13/2046 (d) | 4308000 | 3804107 |
| MetLife Inc 4.721% 12/15/2044 (c) | 891000 | 794906 |
| MetLife Inc 5.375% 7/15/2033 (d) | 6520000 | 6824068 |
| MetLife Inc 5.875% 2/6/2041  | 341000 | 354366 |
| MetLife Inc 6.35% 3/15/2055 (c) | 1000000 | 1041526 |
| MetLife Inc 6.4% 12/15/2066 (c) | 2000000 | 2094318 |
| Principal Financial Group Inc 2.125% 6/15/2030 (d) | 1760000 | 1593509 |
| Principal Financial Group Inc 4.3% 11/15/2046  | 1425000 | 1178623 |
| Principal Financial Group Inc 4.35% 5/15/2043  | 500000 | 426571 |
| Progressive Corp/The 2.45% 1/15/2027  | 2145000 | 2099246 |
| Progressive Corp/The 3.2% 3/26/2030  | 2600000 | 2502953 |
| Progressive Corp/The 4.125% 4/15/2047  | 2390000 | 1957845 |
| Progressive Corp/The 4.2% 3/15/2048  | 1100000 | 907318 |
| Prudential Financial Inc 3.878% 3/27/2028  | 740000 | 739724 |
| Prudential Financial Inc 3.905% 12/7/2047  | 2119000 | 1650180 |
| Prudential Financial Inc 3.935% 12/7/2049  | 1910000 | 1452211 |
| Prudential Financial Inc 4.35% 2/25/2050  | 2633000 | 2157677 |
| Prudential Financial Inc 4.418% 3/27/2048  | 1132000 | 934433 |
| Prudential Financial Inc 4.6% 5/15/2044  | 1400000 | 1233940 |
| Prudential Financial Inc 5.125% 3/1/2052 (c) | 1000000 | 979926 |
| Prudential Financial Inc 5.2% 3/14/2035  | 1000000 | 1017505 |
| Prudential Financial Inc 5.7% 12/14/2036  | 68000 | 71684 |
| Prudential Financial Inc 6% 9/1/2052 (c)(d) | 3450000 | 3559746 |
| Prudential Financial Inc 6.5% 3/15/2054 (c)(d) | 1100000 | 1156166 |
| Reinsurance Group of America Inc 3.9% 5/15/2029  | 1000000 | 986907 |
| Reinsurance Group of America Inc 3.95% 9/15/2026  | 3300000 | 3289350 |
| Reinsurance Group of America Inc 5.75% 9/15/2034  | 1400000 | 1443374 |
| Selective Insurance Group Inc 5.9% 4/15/2035  | 435000 | 448821 |
| Travelers Companies Inc/The 4.05% 3/7/2048  | 600000 | 483306 |
| Travelers Companies Inc/The 4.1% 3/4/2049  | 800000 | 640918 |
| Travelers Companies Inc/The 4.3% 8/25/2045  | 261000 | 219524 |
| Travelers Companies Inc/The 5.7% 7/24/2055  | 1740000 | 1742409 |
| Travelers Companies Inc/The 6.25% 6/15/2037 (d) | 5488000 | 6047563 |
| Unum Group 4.5% 12/15/2049  | 1000000 | 789468 |
| Unum Group 6% 6/15/2054  | 1000000 | 974509 |
| Willis North America Inc 2.95% 9/15/2029  | 3000000 | 2840514 |
| Willis North America Inc 3.875% 9/15/2049  | 1300000 | 955465 |
| Willis North America Inc 4.5% 9/15/2028 (d) | 3479000 | 3509356 |
| Willis North America Inc 5.35% 5/15/2033 (d) | 2000000 | 2057231 |
|  |  | 206014173 |
| TOTAL FINANCIALS |  | 1944871324 |
| Health Care - 2.7% |  |  |
| Biotechnology - 0.4% |  |  |
| AbbVie Inc 2.95% 11/21/2026  | 13300000 | 13125666 |
| AbbVie Inc 3.2% 11/21/2029  | 4000000 | 3854422 |
| AbbVie Inc 4.05% 11/21/2039  | 9370000 | 8245008 |
| AbbVie Inc 4.25% 11/14/2028  | 1478000 | 1490480 |
| AbbVie Inc 4.25% 11/21/2049  | 4700000 | 3829423 |
| AbbVie Inc 4.3% 5/14/2036  | 1116000 | 1057495 |
| AbbVie Inc 4.4% 11/6/2042  | 1851000 | 1626380 |
| AbbVie Inc 4.45% 5/14/2046  | 1247000 | 1071398 |
| AbbVie Inc 4.55% 3/15/2035  | 11386000 | 11147707 |
| AbbVie Inc 4.7% 5/14/2045  | 1752000 | 1570570 |
| AbbVie Inc 4.75% 3/15/2045  | 1128000 | 1018603 |
| AbbVie Inc 4.8% 3/15/2029 (d) | 3450000 | 3532201 |
| AbbVie Inc 4.875% 11/14/2048  | 1710000 | 1543161 |
| AbbVie Inc 5.05% 3/15/2034  | 5000000 | 5093830 |
| AbbVie Inc 5.4% 3/15/2054  | 3570000 | 3426087 |
| Amgen Inc 1.65% 8/15/2028  | 1200000 | 1121355 |
| Amgen Inc 2.6% 8/19/2026 (d) | 1872000 | 1844613 |
| Amgen Inc 2.77% 9/1/2053  | 1460000 | 852251 |
| Amgen Inc 2.8% 8/15/2041  | 5000000 | 3595754 |
| Amgen Inc 3.15% 2/21/2040  | 3890000 | 3011156 |
| Amgen Inc 3.375% 2/21/2050  | 2500000 | 1746042 |
| Amgen Inc 4.2% 2/22/2052  | 1500000 | 1168133 |
| Amgen Inc 4.2% 3/1/2033 (d) | 9330000 | 9015671 |
| Amgen Inc 4.4% 5/1/2045  | 1770000 | 1497213 |
| Amgen Inc 4.663% 6/15/2051  | 2224000 | 1888046 |
| Amgen Inc 4.875% 3/1/2053  | 2000000 | 1727105 |
| Amgen Inc 4.95% 10/1/2041  | 1200000 | 1114006 |
| Amgen Inc 5.15% 3/2/2028 (d) | 5000000 | 5116810 |
| Amgen Inc 5.25% 3/2/2033 (d) | 3000000 | 3079852 |
| Amgen Inc 5.6% 3/2/2043  | 1700000 | 1680068 |
| Amgen Inc 5.65% 3/2/2053  | 10340000 | 10000335 |
| Biogen Inc 3.15% 5/1/2050  | 3250000 | 2026971 |
| Biogen Inc 5.05% 1/15/2031 (d) | 1160000 | 1190473 |
| Biogen Inc 6.45% 5/15/2055 (d) | 1700000 | 1730978 |
| Gilead Sciences Inc 1.65% 10/1/2030  | 3200000 | 2827276 |
| Gilead Sciences Inc 2.8% 10/1/2050  | 1600000 | 997664 |
| Gilead Sciences Inc 3.65% 3/1/2026  | 1102000 | 1098258 |
| Gilead Sciences Inc 4.15% 3/1/2047  | 2217000 | 1809957 |
| Gilead Sciences Inc 4.75% 3/1/2046  | 4393000 | 3939080 |
| Gilead Sciences Inc 4.8% 11/15/2029  | 1000000 | 1026681 |
| Gilead Sciences Inc 4.8% 4/1/2044 (d) | 3000000 | 2739194 |
| Gilead Sciences Inc 5.5% 11/15/2054 (d) | 2500000 | 2431258 |
| Gilead Sciences Inc 5.55% 10/15/2053  | 2400000 | 2347519 |
| Regeneron Pharmaceuticals Inc 1.75% 9/15/2030  | 2100000 | 1848279 |
|  |  | 136104429 |
| Health Care Equipment & Supplies - 0.3% |  |  |
| Abbott Laboratories 1.15% 1/30/2028 (d) | 5000000 | 4701898 |
| Abbott Laboratories 3.75% 11/30/2026  | 7242000 | 7227991 |
| Abbott Laboratories 4.75% 11/30/2036  | 802000 | 797096 |
| Abbott Laboratories 4.9% 11/30/2046 (d) | 2854000 | 2670658 |
| Abbott Laboratories 5.3% 5/27/2040 (d) | 700000 | 716024 |
| Abbott Laboratories 6.15% 11/30/2037  | 1900000 | 2113660 |
| Baxter International Inc 1.915% 2/1/2027  | 4700000 | 4545926 |
| Baxter International Inc 2.539% 2/1/2032  | 4700000 | 4088765 |
| Becton Dickinson & Co 2.823% 5/20/2030  | 1900000 | 1777279 |
| Becton Dickinson & Co 3.7% 6/6/2027 (d) | 7803000 | 7748378 |
| Becton Dickinson & Co 4.669% 6/6/2047  | 256000 | 221175 |
| Becton Dickinson & Co 4.685% 12/15/2044  | 1937000 | 1692718 |
| Becton Dickinson & Co 4.693% 2/13/2028  | 2400000 | 2433124 |
| Becton Dickinson & Co 5.081% 6/7/2029 (d) | 6100000 | 6270294 |
| Boston Scientific Corp 2.65% 6/1/2030  | 1500000 | 1400528 |
| Boston Scientific Corp 4% 3/1/2029  | 1925000 | 1920018 |
| Boston Scientific Corp 4.7% 3/1/2049  | 1257000 | 1114431 |
| GE HealthCare Technologies Inc 5.5% 6/15/2035  | 2610000 | 2679894 |
| GE HealthCare Technologies Inc 5.6% 11/15/2025  | 5100000 | 5107165 |
| GE HealthCare Technologies Inc 5.65% 11/15/2027  | 1600000 | 1649863 |
| GE HealthCare Technologies Inc 5.905% 11/22/2032 (d) | 4800000 | 5128250 |
| Medtronic Inc 4.625% 3/15/2045  | 3404000 | 3052941 |
| Solventum Corp 6% 5/15/2064  | 2800000 | 2792819 |
| Stryker Corp 1.95% 6/15/2030  | 1650000 | 1489075 |
| Stryker Corp 2.9% 6/15/2050  | 1150000 | 749011 |
| Stryker Corp 3.5% 3/15/2026  | 3600000 | 3586932 |
| Stryker Corp 4.1% 4/1/2043  | 1300000 | 1080907 |
| Stryker Corp 4.625% 9/11/2034  | 2650000 | 2612780 |
| Stryker Corp 4.85% 2/10/2030  | 3100000 | 3180671 |
| Zimmer Biomet Holdings Inc 2.6% 11/24/2031  | 2000000 | 1793440 |
| Zimmer Biomet Holdings Inc 5.05% 2/19/2030  | 1100000 | 1132073 |
| Zimmer Biomet Holdings Inc 5.2% 9/15/2034  | 1000000 | 1013300 |
| Zimmer Biomet Holdings Inc 5.5% 2/19/2035  | 1330000 | 1372295 |
|  |  | 89861379 |
| Health Care Providers & Services - 1.2% |  |  |
| Aetna Inc 4.75% 3/15/2044  | 500000 | 419196 |
| Aetna Inc 6.625% 6/15/2036  | 1160000 | 1259329 |
| AHS Hospital Corp 2.78% 7/1/2051  | 3500000 | 2141351 |
| Allina Health System 3.887% 4/15/2049  | 1239000 | 930495 |
| Banner Health 2.907% 1/1/2042  | 1500000 | 1079650 |
| Banner Health 2.913% 1/1/2051  | 2700000 | 1700088 |
| Baptist Healthcare System Obligated Group 3.54% 8/15/2050  | 3000000 | 2095769 |
| Cardinal Health Inc 4.368% 6/15/2047  | 2476000 | 1996669 |
| Cardinal Health Inc 5.45% 2/15/2034 (d) | 3500000 | 3594495 |
| Cencora Inc 2.7% 3/15/2031  | 4100000 | 3757304 |
| Cencora Inc 4.85% 12/15/2029  | 1000000 | 1022796 |
| Cencora Inc 5.15% 2/15/2035  | 1000000 | 1007457 |
| Centene Corp 2.5% 3/1/2031  | 700000 | 596447 |
| Centene Corp 2.625% 8/1/2031  | 5000000 | 4237382 |
| Centene Corp 3% 10/15/2030  | 1300000 | 1148793 |
| Centene Corp 3.375% 2/15/2030  | 5000000 | 4556517 |
| Centene Corp 4.25% 12/15/2027  | 5100000 | 4980427 |
| Children's Hospital Medical Center/Cincinnati OH 4.268% 5/15/2044  | 592000 | 494513 |
| Children's Hospital of Philadelphia/The 2.704% 7/1/2050  | 1964000 | 1197435 |
| Cigna Group/The 1.25% 3/15/2026  | 3645000 | 3584715 |
| Cigna Group/The 2.375% 3/15/2031  | 1500000 | 1345148 |
| Cigna Group/The 2.4% 3/15/2030  | 9400000 | 8664489 |
| Cigna Group/The 3.4% 3/15/2050  | 1000000 | 671169 |
| Cigna Group/The 4.375% 10/15/2028  | 8532000 | 8578266 |
| Cigna Group/The 4.8% 7/15/2046  | 2355000 | 2047700 |
| Cigna Group/The 4.8% 8/15/2038  | 4201000 | 3943484 |
| Cigna Group/The 4.9% 12/15/2048  | 2618000 | 2274687 |
| Cigna Group/The 5.6% 2/15/2054 (d) | 2100000 | 1986403 |
| Cigna Group/The 6.125% 11/15/2041  | 535000 | 552566 |
| CommonSpirit Health 3.91% 10/1/2050  | 3000000 | 2185970 |
| CommonSpirit Health 4.35% 11/1/2042  | 356000 | 300658 |
| CommonSpirit Health 5.548% 12/1/2054  | 2200000 | 2079288 |
| CVS Health Corp 3% 8/15/2026  | 1016000 | 1003010 |
| CVS Health Corp 3.75% 4/1/2030  | 3030000 | 2927285 |
| CVS Health Corp 4.125% 4/1/2040  | 595000 | 498506 |
| CVS Health Corp 4.3% 3/25/2028 (d) | 4260000 | 4257983 |
| CVS Health Corp 4.78% 3/25/2038  | 3600000 | 3312848 |
| CVS Health Corp 4.875% 7/20/2035  | 553000 | 530275 |
| CVS Health Corp 5% 1/30/2029  | 7360000 | 7500774 |
| CVS Health Corp 5% 2/20/2026  | 5000000 | 5011668 |
| CVS Health Corp 5% 9/15/2032 (d) | 4700000 | 4721601 |
| CVS Health Corp 5.05% 3/25/2048  | 8684000 | 7444760 |
| CVS Health Corp 5.125% 7/20/2045  | 4500000 | 3966496 |
| CVS Health Corp 5.25% 2/21/2033 (d) | 4100000 | 4147437 |
| CVS Health Corp 5.3% 12/5/2043  | 4832000 | 4397778 |
| CVS Health Corp 5.4% 6/1/2029 (d) | 2600000 | 2687369 |
| CVS Health Corp 5.625% 2/21/2053  | 1800000 | 1644225 |
| CVS Health Corp 5.7% 6/1/2034  | 1000000 | 1031603 |
| CVS Health Corp 6% 6/1/2063  | 2600000 | 2465163 |
| CVS Health Corp 6.2% 9/15/2055 (d) | 1000000 | 984255 |
| Elevance Health Inc 2.25% 5/15/2030 (d) | 1000000 | 911965 |
| Elevance Health Inc 2.55% 3/15/2031  | 1000000 | 905837 |
| Elevance Health Inc 3.65% 12/1/2027  | 6799000 | 6741212 |
| Elevance Health Inc 3.7% 9/15/2049  | 1140000 | 811387 |
| Elevance Health Inc 4.375% 12/1/2047  | 6457000 | 5222866 |
| Elevance Health Inc 4.625% 5/15/2042  | 464000 | 405959 |
| Elevance Health Inc 4.65% 1/15/2043  | 356000 | 309555 |
| Elevance Health Inc 4.75% 2/15/2030  | 210000 | 213424 |
| Elevance Health Inc 5.125% 2/15/2053  | 3300000 | 2916186 |
| Elevance Health Inc 5.2% 2/15/2035 (d) | 500000 | 503053 |
| Elevance Health Inc 5.375% 6/15/2034 (d) | 2700000 | 2759990 |
| Elevance Health Inc 5.5% 10/15/2032  | 1800000 | 1873543 |
| Elevance Health Inc 5.65% 6/15/2054  | 2600000 | 2464398 |
| Elevance Health Inc 5.7% 2/15/2055  | 1100000 | 1048284 |
| Elevance Health Inc 5.85% 11/1/2064  | 1000000 | 959067 |
| Franciscan Missionaries of Our Lady Health System Inc 3.914% 7/1/2049  | 2400000 | 1772387 |
| HCA Inc 3.625% 3/15/2032  | 5700000 | 5301236 |
| HCA Inc 4.125% 6/15/2029  | 1540000 | 1525251 |
| HCA Inc 4.5% 2/15/2027  | 5500000 | 5504351 |
| HCA Inc 4.625% 3/15/2052  | 4100000 | 3255929 |
| HCA Inc 5.25% 3/1/2030 (d) | 4500000 | 4650105 |
| HCA Inc 5.25% 6/15/2026  | 1499000 | 1501623 |
| HCA Inc 5.25% 6/15/2049  | 3120000 | 2754428 |
| HCA Inc 5.45% 9/15/2034  | 1400000 | 1417939 |
| HCA Inc 5.6% 4/1/2034  | 3000000 | 3083387 |
| HCA Inc 5.75% 3/1/2035  | 4380000 | 4505718 |
| HCA Inc 6% 4/1/2054  | 6200000 | 5983439 |
| Humana Inc 1.35% 2/3/2027  | 1800000 | 1728836 |
| Humana Inc 2.15% 2/3/2032  | 1900000 | 1610911 |
| Humana Inc 3.95% 3/15/2027  | 5493000 | 5476089 |
| Humana Inc 4.95% 10/1/2044  | 445000 | 387079 |
| Humana Inc 5.75% 4/15/2054 (d) | 2400000 | 2229501 |
| Humana Inc 5.95% 3/15/2034  | 2300000 | 2408020 |
| Humana Inc 6% 5/1/2055  | 1600000 | 1537206 |
| Icon Investments Six DAC 5.849% 5/8/2029  | 1340000 | 1401376 |
| Indiana University Health Inc Obligated Group 2.852% 11/1/2051  | 3600000 | 2216935 |
| Integris Baptist Medical Center Inc 3.875% 8/15/2050  | 2292000 | 1612388 |
| Kaiser Foundation Hospitals 2.81% 6/1/2041  | 1107000 | 796964 |
| Kaiser Foundation Hospitals 3.266% 11/1/2049  | 1900000 | 1306083 |
| Kaiser Foundation Hospitals 4.15% 5/1/2047  | 1136000 | 926961 |
| Kaiser Foundation Hospitals 4.875% 4/1/2042  | 321000 | 298543 |
| Laboratory Corp of America Holdings 3.6% 9/1/2027  | 5700000 | 5650850 |
| Mass General Brigham Inc 3.342% 7/1/2060  | 1000000 | 648502 |
| Mass General Brigham Inc 4.117% 7/1/2055  | 624000 | 495707 |
| McKesson Corp 4.65% 5/30/2030  | 1000000 | 1017247 |
| McKesson Corp 5.25% 5/30/2035  | 1800000 | 1834542 |
| Memorial Sloan-Kettering Cancer Center 4.2% 7/1/2055  | 535000 | 424352 |
| Memorial Sloan-Kettering Cancer Center 5% 7/1/2042  | 1600000 | 1514065 |
| MyMichigan Health 3.409% 6/1/2050  | 833000 | 570280 |
| New York and Presbyterian Hospital/The 4.024% 8/1/2045  | 624000 | 509715 |
| New York and Presbyterian Hospital/The 4.063% 8/1/2056  | 469000 | 360064 |
| Novant Health Inc 3.168% 11/1/2051  | 2300000 | 1501887 |
| NYU Langone Hospitals 4.784% 7/1/2044  | 1355000 | 1205435 |
| Orlando Health Obligated Group 3.327% 10/1/2050  | 1481000 | 1028766 |
| Piedmont Healthcare Inc 2.719% 1/1/2042  | 2688000 | 1865871 |
| Providence St Joseph Health Obligated Group 2.7% 10/1/2051  | 3600000 | 2072781 |
| Quest Diagnostics Inc 2.95% 6/30/2030  | 2850000 | 2679217 |
| Quest Diagnostics Inc 5% 12/15/2034 (d) | 2600000 | 2603738 |
| Sabra Health Care LP 3.2% 12/1/2031  | 1300000 | 1174636 |
| Sutter Health 3.361% 8/15/2050  | 3600000 | 2456514 |
| Sutter Health 5.537% 8/15/2035  | 3000000 | 3126279 |
| Trinity Health Corp 2.632% 12/1/2040  | 1000000 | 699805 |
| UnitedHealth Group Inc 1.15% 5/15/2026  | 1800000 | 1761024 |
| UnitedHealth Group Inc 1.25% 1/15/2026  | 1100000 | 1087083 |
| UnitedHealth Group Inc 2% 5/15/2030  | 1500000 | 1357116 |
| UnitedHealth Group Inc 2.75% 5/15/2040  | 5332000 | 3870997 |
| UnitedHealth Group Inc 2.9% 5/15/2050  | 100000 | 61537 |
| UnitedHealth Group Inc 3.125% 5/15/2060  | 1300000 | 767379 |
| UnitedHealth Group Inc 3.25% 5/15/2051  | 1800000 | 1174571 |
| UnitedHealth Group Inc 3.375% 4/15/2027  | 963000 | 952593 |
| UnitedHealth Group Inc 3.7% 8/15/2049  | 1728000 | 1242816 |
| UnitedHealth Group Inc 3.75% 10/15/2047  | 1704000 | 1266525 |
| UnitedHealth Group Inc 3.875% 12/15/2028  | 371000 | 368202 |
| UnitedHealth Group Inc 3.875% 8/15/2059  | 1798000 | 1251775 |
| UnitedHealth Group Inc 4.2% 1/15/2047  | 642000 | 515262 |
| UnitedHealth Group Inc 4.25% 1/15/2029  | 5000000 | 5019921 |
| UnitedHealth Group Inc 4.25% 6/15/2048  | 370000 | 296004 |
| UnitedHealth Group Inc 4.375% 3/15/2042  | 2103000 | 1809401 |
| UnitedHealth Group Inc 4.625% 11/15/2041  | 1000000 | 887143 |
| UnitedHealth Group Inc 4.625% 7/15/2035  | 1100000 | 1068161 |
| UnitedHealth Group Inc 4.7% 4/15/2029  | 7000000 | 7126462 |
| UnitedHealth Group Inc 4.75% 7/15/2045  | 297000 | 262201 |
| UnitedHealth Group Inc 4.8% 1/15/2030 (d) | 5700000 | 5823797 |
| UnitedHealth Group Inc 4.9% 4/15/2031 (d) | 9600000 | 9819641 |
| UnitedHealth Group Inc 4.95% 5/15/2062  | 3100000 | 2622481 |
| UnitedHealth Group Inc 5.05% 4/15/2053 (d) | 4200000 | 3686265 |
| UnitedHealth Group Inc 5.15% 7/15/2034 (d) | 7500000 | 7620108 |
| UnitedHealth Group Inc 5.2% 4/15/2063  | 2100000 | 1845108 |
| UnitedHealth Group Inc 5.25% 2/15/2028 (d) | 2400000 | 2467525 |
| UnitedHealth Group Inc 5.35% 2/15/2033 (d) | 4400000 | 4551622 |
| UnitedHealth Group Inc 5.625% 7/15/2054  | 4000000 | 3807456 |
| UnitedHealth Group Inc 5.8% 3/15/2036  | 1100000 | 1157797 |
| UnitedHealth Group Inc 5.875% 2/15/2053  | 4400000 | 4347922 |
| UnitedHealth Group Inc 6.05% 2/15/2063 (d) | 1000000 | 1002893 |
| UnitedHealth Group Inc 6.625% 11/15/2037  | 1100000 | 1218641 |
| Universal Health Services Inc 2.65% 10/15/2030  | 3500000 | 3141588 |
| West Virginia United Health System Obligated Group 3.129% 6/1/2050  | 1400000 | 856946 |
|  |  | 347759319 |
| Life Sciences Tools & Services - 0.1% |  |  |
| Agilent Technologies Inc 4.2% 9/9/2027 (d) | 1560000 | 1560623 |
| Agilent Technologies Inc 4.75% 9/9/2034 (d) | 1560000 | 1538145 |
| Danaher Corp 4.375% 9/15/2045  | 422000 | 362054 |
| Revvity Inc 2.25% 9/15/2031  | 1900000 | 1643600 |
| Thermo Fisher Scientific Inc 2.6% 10/1/2029  | 788000 | 746583 |
| Thermo Fisher Scientific Inc 2.8% 10/15/2041 (d) | 800000 | 577095 |
| Thermo Fisher Scientific Inc 4.8% 11/21/2027 (d) | 7000000 | 7117612 |
| Thermo Fisher Scientific Inc 5.086% 8/10/2033 (d) | 2400000 | 2469494 |
| Thermo Fisher Scientific Inc 5.3% 2/1/2044  | 1038000 | 1014803 |
| Thermo Fisher Scientific Inc 5.404% 8/10/2043 (d) | 1200000 | 1187526 |
|  |  | 18217535 |
| Pharmaceuticals - 0.7% |  |  |
| Bristol-Myers Squibb Co 2.35% 11/13/2040  | 1356000 | 932319 |
| Bristol-Myers Squibb Co 3.2% 6/15/2026 (d) | 1409000 | 1399382 |
| Bristol-Myers Squibb Co 3.25% 8/1/2042  | 499000 | 375467 |
| Bristol-Myers Squibb Co 3.4% 7/26/2029  | 669000 | 652346 |
| Bristol-Myers Squibb Co 3.7% 3/15/2052  | 1700000 | 1227819 |
| Bristol-Myers Squibb Co 3.9% 2/20/2028 (d) | 5000000 | 4998508 |
| Bristol-Myers Squibb Co 4.125% 6/15/2039 (d) | 7803000 | 6951661 |
| Bristol-Myers Squibb Co 4.25% 10/26/2049  | 3437000 | 2751398 |
| Bristol-Myers Squibb Co 4.35% 11/15/2047  | 3400000 | 2821264 |
| Bristol-Myers Squibb Co 4.55% 2/20/2048  | 269000 | 228771 |
| Bristol-Myers Squibb Co 4.9% 2/22/2029 (d) | 4800000 | 4930346 |
| Bristol-Myers Squibb Co 5% 8/15/2045 (d) | 6800000 | 6323964 |
| Bristol-Myers Squibb Co 5.2% 2/22/2034 (d) | 7200000 | 7392273 |
| Bristol-Myers Squibb Co 5.55% 2/22/2054  | 4952000 | 4775224 |
| Eli Lilly & Co 2.25% 5/15/2050  | 800000 | 448106 |
| Eli Lilly & Co 3.95% 3/15/2049  | 2610000 | 2060400 |
| Eli Lilly & Co 4.2% 8/14/2029  | 2960000 | 2986139 |
| Eli Lilly & Co 4.6% 8/14/2034 (d) | 2960000 | 2943099 |
| Eli Lilly & Co 4.75% 2/12/2030  | 11300000 | 11617964 |
| Eli Lilly & Co 4.875% 2/27/2053  | 2200000 | 1984610 |
| Eli Lilly & Co 4.9% 10/15/2035 (d) | 5000000 | 5028056 |
| Eli Lilly & Co 5% 2/9/2054  | 6900000 | 6324177 |
| Eli Lilly & Co 5.1% 2/12/2035  | 1250000 | 1281145 |
| Eli Lilly & Co 5.5% 2/12/2055  | 1250000 | 1232613 |
| Eli Lilly & Co 5.6% 2/12/2065  | 1250000 | 1238964 |
| Haleon US Capital LLC 3.375% 3/24/2027  | 2700000 | 2668662 |
| Haleon US Capital LLC 3.625% 3/24/2032  | 6000000 | 5657470 |
| Johnson & Johnson 2.1% 9/1/2040  | 5228000 | 3628533 |
| Johnson & Johnson 2.45% 3/1/2026  | 997000 | 988860 |
| Johnson & Johnson 2.45% 9/1/2060  | 1600000 | 877502 |
| Johnson & Johnson 3.4% 1/15/2038  | 1663000 | 1440621 |
| Johnson & Johnson 3.5% 1/15/2048  | 5369000 | 4074161 |
| Johnson & Johnson 3.625% 3/3/2037  | 713000 | 640320 |
| Johnson & Johnson 4.5% 12/5/2043  | 1181000 | 1094631 |
| Johnson & Johnson 4.85% 3/1/2032  | 9000000 | 9326222 |
| Johnson & Johnson 4.85% 5/15/2041  | 760000 | 739238 |
| Johnson & Johnson 4.9% 6/1/2031  | 300000 | 313276 |
| Merck & Co Inc 2.15% 12/10/2031  | 5500000 | 4842397 |
| Merck & Co Inc 2.9% 12/10/2061  | 1600000 | 918732 |
| Merck & Co Inc 3.6% 9/15/2042  | 1356000 | 1073586 |
| Merck & Co Inc 3.7% 2/10/2045  | 1141000 | 893602 |
| Merck & Co Inc 3.9% 3/7/2039  | 4800000 | 4224445 |
| Merck & Co Inc 4% 3/7/2049  | 2900000 | 2284587 |
| Merck & Co Inc 4.05% 5/17/2028  | 2000000 | 2010609 |
| Merck & Co Inc 4.5% 5/17/2033  | 3250000 | 3251428 |
| Merck & Co Inc 5% 5/17/2053  | 3200000 | 2897706 |
| Mylan Inc 5.2% 4/15/2048  | 2735000 | 2194222 |
| Novartis Capital Corp 2% 2/14/2027  | 1400000 | 1364554 |
| Novartis Capital Corp 2.75% 8/14/2050  | 2900000 | 1824240 |
| Novartis Capital Corp 3.1% 5/17/2027  | 49000 | 48415 |
| Novartis Capital Corp 3.7% 9/21/2042  | 1504000 | 1226143 |
| Novartis Capital Corp 4% 11/20/2045  | 934000 | 769195 |
| Pfizer Inc 2.55% 5/28/2040  | 4203000 | 3031107 |
| Pfizer Inc 2.7% 5/28/2050  | 800000 | 487704 |
| Pfizer Inc 3% 12/15/2026  | 1195000 | 1181726 |
| Pfizer Inc 3.45% 3/15/2029 (d) | 12884000 | 12683150 |
| Pfizer Inc 3.9% 3/15/2039  | 1123000 | 979871 |
| Pfizer Inc 4% 12/15/2036 (d) | 2993000 | 2757952 |
| Pfizer Inc 4.125% 12/15/2046  | 2472000 | 2006497 |
| Pfizer Inc 4.2% 9/15/2048  | 1390000 | 1134365 |
| Pfizer Inc 4.3% 6/15/2043  | 442000 | 378992 |
| Pfizer Inc 4.4% 5/15/2044  | 747000 | 650885 |
| Pfizer Inc 7.2% 3/15/2039  | 963000 | 1141694 |
| Pfizer Investment Enterprises Pte Ltd 4.45% 5/19/2028  | 7000000 | 7084867 |
| Pfizer Investment Enterprises Pte Ltd 4.65% 5/19/2030  | 4000000 | 4077691 |
| Pfizer Investment Enterprises Pte Ltd 4.75% 5/19/2033  | 9300000 | 9318599 |
| Pfizer Investment Enterprises Pte Ltd 5.11% 5/19/2043  | 3100000 | 2936778 |
| Pfizer Investment Enterprises Pte Ltd 5.3% 5/19/2053  | 4518000 | 4208687 |
| Pfizer Investment Enterprises Pte Ltd 5.34% 5/19/2063  | 5400000 | 4920331 |
| Royalty Pharma PLC 3.35% 9/2/2051  | 3800000 | 2435301 |
| Royalty Pharma PLC 5.4% 9/2/2034  | 1300000 | 1316542 |
| Shire Acquisitions Investments Ireland DAC 3.2% 9/23/2026  | 160000 | 158341 |
| Utah Acquisition Sub Inc 3.95% 6/15/2026  | 304000 | 302229 |
| Utah Acquisition Sub Inc 5.25% 6/15/2046 (d) | 588000 | 479945 |
| Viatris Inc 2.7% 6/22/2030  | 1780000 | 1600508 |
| Viatris Inc 4% 6/22/2050  | 2280000 | 1502151 |
| Wyeth LLC 5.95% 4/1/2037  | 1000000 | 1066767 |
| Zoetis Inc 3.95% 9/12/2047  | 356000 | 280328 |
| Zoetis Inc 4.15% 8/17/2028  | 3080000 | 3087888 |
| Zoetis Inc 4.7% 2/1/2043  | 3132000 | 2830835 |
|  |  | 218221103 |
| TOTAL HEALTH CARE |  | 810163765 |
| Industrials - 1.7% |  |  |
| Aerospace & Defense - 0.6% |  |  |
| Boeing Co 2.7% 2/1/2027  | 7286000 | 7121647 |
| Boeing Co 2.95% 2/1/2030  | 1666000 | 1562264 |
| Boeing Co 3.65% 3/1/2047  | 492000 | 347364 |
| Boeing Co 3.95% 8/1/2059  | 2100000 | 1445960 |
| Boeing Co 5.04% 5/1/2027  | 3200000 | 3229813 |
| Boeing Co 5.15% 5/1/2030  | 9470000 | 9713667 |
| Boeing Co 5.705% 5/1/2040  | 10164000 | 10198364 |
| Boeing Co 5.805% 5/1/2050  | 4000000 | 3846547 |
| Boeing Co 5.93% 5/1/2060  | 4100000 | 3936910 |
| Boeing Co 6.298% 5/1/2029  | 6200000 | 6583936 |
| Boeing Co 6.388% 5/1/2031  | 1600000 | 1737712 |
| Boeing Co 6.528% 5/1/2034  | 3400000 | 3723497 |
| Boeing Co 6.858% 5/1/2054  | 1980000 | 2171255 |
| Boeing Co 6.875% 3/15/2039  | 588000 | 653068 |
| GE Aerospace 4.35% 5/1/2050  | 2400000 | 2032660 |
| GE Aerospace 4.5% 3/11/2044 (d) | 5413000 | 4825590 |
| General Dynamics Corp 3.75% 5/15/2028  | 1676000 | 1672374 |
| General Dynamics Corp 4.25% 4/1/2040  | 2170000 | 1959014 |
| General Dynamics Corp 4.25% 4/1/2050  | 900000 | 745941 |
| Howmet Aerospace Inc 5.95% 2/1/2037 (d) | 900000 | 957290 |
| Huntington Ingalls Industries Inc 3.483% 12/1/2027  | 6100000 | 5989858 |
| L3Harris Technologies Inc 3.85% 12/15/2026 (d) | 1330000 | 1323324 |
| L3Harris Technologies Inc 4.4% 6/15/2028  | 5400000 | 5430560 |
| L3Harris Technologies Inc 5.054% 4/27/2045  | 2100000 | 1963505 |
| L3Harris Technologies Inc 5.4% 1/15/2027 (d) | 3500000 | 3555240 |
| L3Harris Technologies Inc 5.4% 7/31/2033  | 1000000 | 1032838 |
| L3Harris Technologies Inc 5.6% 7/31/2053 (d) | 1300000 | 1263898 |
| Lockheed Martin Corp 3.55% 1/15/2026  | 7985000 | 7961716 |
| Lockheed Martin Corp 3.8% 3/1/2045  | 1900000 | 1504372 |
| Lockheed Martin Corp 4.09% 9/15/2052  | 2704000 | 2111150 |
| Lockheed Martin Corp 4.7% 5/15/2046  | 2789000 | 2490006 |
| Lockheed Martin Corp 4.75% 2/15/2034 (d) | 3200000 | 3201959 |
| Lockheed Martin Corp 4.8% 8/15/2034  | 3200000 | 3210005 |
| Lockheed Martin Corp 5.2% 2/15/2055  | 1700000 | 1580167 |
| Lockheed Martin Corp 5.9% 11/15/2063  | 2000000 | 2047729 |
| Northrop Grumman Corp 3.25% 1/15/2028  | 1497000 | 1469943 |
| Northrop Grumman Corp 3.85% 4/15/2045  | 335000 | 264303 |
| Northrop Grumman Corp 4.03% 10/15/2047  | 1456000 | 1154710 |
| Northrop Grumman Corp 4.4% 5/1/2030 (d) | 4458000 | 4494908 |
| Northrop Grumman Corp 4.7% 3/15/2033 (d) | 3500000 | 3502473 |
| Northrop Grumman Corp 4.75% 6/1/2043  | 1713000 | 1544011 |
| Northrop Grumman Corp 5.2% 6/1/2054  | 3700000 | 3404287 |
| RTX Corp 1.9% 9/1/2031  | 6600000 | 5719586 |
| RTX Corp 2.82% 9/1/2051  | 1000000 | 608584 |
| RTX Corp 3.75% 11/1/2046  | 186000 | 141151 |
| RTX Corp 4.05% 5/4/2047  | 1448000 | 1148882 |
| RTX Corp 4.15% 5/15/2045  | 3500000 | 2861346 |
| RTX Corp 4.35% 4/15/2047  | 1176000 | 976986 |
| RTX Corp 4.45% 11/16/2038  | 3300000 | 3053266 |
| RTX Corp 4.5% 6/1/2042  | 1315000 | 1158963 |
| RTX Corp 4.625% 11/16/2048  | 1247000 | 1070622 |
| RTX Corp 4.875% 10/15/2040  | 178000 | 168806 |
| RTX Corp 5.15% 2/27/2033  | 5600000 | 5751984 |
| RTX Corp 5.375% 2/27/2053 (d) | 1400000 | 1323891 |
| RTX Corp 5.4% 5/1/2035  | 1060000 | 1097242 |
| RTX Corp 5.7% 4/15/2040  | 1356000 | 1410053 |
| RTX Corp 6.1% 3/15/2034  | 5300000 | 5753656 |
|  |  | 161210853 |
| Air Freight & Logistics - 0.1% |  |  |
| FedEx Corp 3.25% 5/15/2041  | 3300000 | 2369446 |
| FedEx Corp 4.25% 5/15/2030  | 1866000 | 1870685 |
| FedEx Corp 4.4% 1/15/2047  | 1425000 | 1119899 |
| FedEx Corp 4.55% 4/1/2046  | 267000 | 210327 |
| FedEx Corp 4.95% 10/17/2048  | 2731000 | 2301892 |
| FedEx Corp 5.25% 5/15/2050  | 2143000 | 1885254 |
| United Parcel Service Inc 2.4% 11/15/2026  | 1336000 | 1310787 |
| United Parcel Service Inc 3.4% 11/15/2046  | 473000 | 340686 |
| United Parcel Service Inc 3.625% 10/1/2042  | 1100000 | 857648 |
| United Parcel Service Inc 3.75% 11/15/2047  | 1102000 | 832081 |
| United Parcel Service Inc 4.45% 4/1/2030  | 1840000 | 1872513 |
| United Parcel Service Inc 4.875% 3/3/2033 (d) | 7200000 | 7355374 |
| United Parcel Service Inc 5.25% 5/14/2035  | 1000000 | 1025043 |
| United Parcel Service Inc 5.5% 5/22/2054  | 4300000 | 4125574 |
| United Parcel Service Inc 5.95% 5/14/2055  | 1000000 | 1011579 |
| United Parcel Service Inc 6.05% 5/14/2065  | 2100000 | 2123854 |
| United Parcel Service Inc 6.2% 1/15/2038  | 1645000 | 1791215 |
|  |  | 32403857 |
| Building Products - 0.1% |  |  |
| Carrier Global Corp 2.493% 2/15/2027  | 2000000 | 1956836 |
| Carrier Global Corp 2.722% 2/15/2030  | 3000000 | 2818379 |
| Carrier Global Corp 3.377% 4/5/2040 (d) | 2702000 | 2159335 |
| Carrier Global Corp 3.577% 4/5/2050  | 2550000 | 1860278 |
| Carrier Global Corp 5.9% 3/15/2034  | 1620000 | 1726933 |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA 1.75% 9/15/2030  | 6320000 | 5598168 |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA 2% 9/16/2031  | 1000000 | 865181 |
| Masco Corp 2% 2/15/2031  | 2500000 | 2186870 |
| Masco Corp 3.125% 2/15/2051  | 1200000 | 737991 |
| Owens Corning 4.3% 7/15/2047  | 1600000 | 1298271 |
| Owens Corning 5.7% 6/15/2034  | 1200000 | 1255002 |
| Owens Corning 5.95% 6/15/2054  | 1000000 | 999599 |
|  |  | 23462843 |
| Commercial Services & Supplies - 0.1% |  |  |
| Republic Services Inc 1.75% 2/15/2032  | 2300000 | 1955007 |
| Republic Services Inc 2.9% 7/1/2026 (d) | 7752000 | 7678335 |
| Republic Services Inc 3.95% 5/15/2028 (d) | 1872000 | 1871354 |
| Republic Services Inc 5% 12/15/2033  | 2100000 | 2149653 |
| Republic Services Inc 5.2% 11/15/2034  | 2500000 | 2565181 |
| Veralto Corp 5.35% 9/18/2028 (d) | 1700000 | 1755493 |
| Veralto Corp 5.45% 9/18/2033  | 600000 | 619762 |
| Waste Connections Inc 3.05% 4/1/2050  | 2700000 | 1761853 |
| Waste Management Inc 2.5% 11/15/2050  | 3280000 | 1924417 |
| Waste Management Inc 4.15% 4/15/2032 (d) | 3700000 | 3639778 |
| Waste Management Inc 4.15% 7/15/2049  | 462000 | 375909 |
| Waste Management Inc 4.65% 3/15/2030  | 1530000 | 1560301 |
| Waste Management Inc 4.95% 3/15/2035 (d) | 1430000 | 1437151 |
| Waste Management Inc 5.35% 10/15/2054  | 1430000 | 1369932 |
|  |  | 30664126 |
| Electrical Equipment - 0.0% |  |  |
| Emerson Electric Co 2.75% 10/15/2050  | 2800000 | 1755860 |
| Hubbell Inc 3.15% 8/15/2027  | 2200000 | 2156101 |
| Regal Rexnord Corp 6.4% 4/15/2033 (d) | 2700000 | 2872489 |
|  |  | 6784450 |
| Ground Transportation - 0.3% |  |  |
| Burlington Northern Santa Fe LLC 3.05% 2/15/2051  | 2100000 | 1370814 |
| Burlington Northern Santa Fe LLC 3.25% 6/15/2027  | 36000 | 35575 |
| Burlington Northern Santa Fe LLC 3.9% 8/1/2046  | 827000 | 652397 |
| Burlington Northern Santa Fe LLC 4.05% 6/15/2048  | 3755000 | 3001310 |
| Burlington Northern Santa Fe LLC 4.125% 6/15/2047  | 508000 | 415215 |
| Burlington Northern Santa Fe LLC 4.15% 4/1/2045  | 303000 | 252009 |
| Burlington Northern Santa Fe LLC 4.375% 9/1/2042  | 802000 | 698659 |
| Burlington Northern Santa Fe LLC 4.45% 1/15/2053  | 2000000 | 1660692 |
| Burlington Northern Santa Fe LLC 4.55% 9/1/2044  | 535000 | 471705 |
| Burlington Northern Santa Fe LLC 4.7% 9/1/2045  | 418000 | 375682 |
| Burlington Northern Santa Fe LLC 4.9% 4/1/2044  | 713000 | 664991 |
| Burlington Northern Santa Fe LLC 5.15% 9/1/2043  | 2203000 | 2114164 |
| Burlington Northern Santa Fe LLC 5.2% 4/15/2054  | 1000000 | 932996 |
| Burlington Northern Santa Fe LLC 5.5% 3/15/2055 (d) | 2100000 | 2039984 |
| Burlington Northern Santa Fe LLC 5.75% 5/1/2040  | 1100000 | 1149453 |
| Burlington Northern Santa Fe LLC 6.15% 5/1/2037  | 2400000 | 2637460 |
| CSX Corp 2.5% 5/15/2051  | 85000 | 48717 |
| CSX Corp 3.25% 6/1/2027  | 91000 | 89770 |
| CSX Corp 3.35% 11/1/2025  | 4900000 | 4890122 |
| CSX Corp 3.8% 11/1/2046  | 1019000 | 786929 |
| CSX Corp 3.95% 5/1/2050  | 637000 | 490088 |
| CSX Corp 4.1% 11/15/2032  | 5000000 | 4865580 |
| CSX Corp 4.1% 3/15/2044  | 1207000 | 994876 |
| CSX Corp 4.25% 3/15/2029  | 3300000 | 3312847 |
| CSX Corp 4.3% 3/1/2048  | 1600000 | 1319565 |
| CSX Corp 4.5% 11/15/2052 (d) | 2000000 | 1669395 |
| CSX Corp 4.5% 3/15/2049  | 2229000 | 1874989 |
| CSX Corp 4.75% 11/15/2048  | 1032000 | 908450 |
| Norfolk Southern Corp 2.3% 5/15/2031  | 1000000 | 899549 |
| Norfolk Southern Corp 3.8% 8/1/2028  | 1740000 | 1731624 |
| Norfolk Southern Corp 3.95% 10/1/2042  | 339000 | 277575 |
| Norfolk Southern Corp 4.05% 8/15/2052  | 1234000 | 950773 |
| Norfolk Southern Corp 4.1% 5/15/2121  | 1300000 | 895748 |
| Norfolk Southern Corp 4.15% 2/28/2048  | 4436000 | 3575604 |
| Norfolk Southern Corp 4.65% 1/15/2046  | 582000 | 510554 |
| Norfolk Southern Corp 5.35% 8/1/2054 (d) | 3700000 | 3521430 |
| Ryder System Inc 5% 3/15/2030 (d) | 3900000 | 3989720 |
| Uber Technologies Inc 4.3% 1/15/2030  | 1250000 | 1253415 |
| Uber Technologies Inc 4.8% 9/15/2034 (d) | 1250000 | 1235707 |
| Uber Technologies Inc 5.35% 9/15/2054  | 1250000 | 1173678 |
| Union Pacific Corp 2.15% 2/5/2027  | 1800000 | 1754477 |
| Union Pacific Corp 2.891% 4/6/2036  | 7001000 | 5813726 |
| Union Pacific Corp 2.973% 9/16/2062  | 1700000 | 986310 |
| Union Pacific Corp 3% 4/15/2027  | 891000 | 876510 |
| Union Pacific Corp 3.25% 2/5/2050  | 2100000 | 1429153 |
| Union Pacific Corp 3.6% 9/15/2037 (d) | 588000 | 511356 |
| Union Pacific Corp 3.75% 2/5/2070  | 1400000 | 935904 |
| Union Pacific Corp 3.799% 10/1/2051  | 499000 | 371602 |
| Union Pacific Corp 3.799% 4/6/2071  | 4483000 | 3030117 |
| Union Pacific Corp 3.839% 3/20/2060  | 2844000 | 2031359 |
| Union Pacific Corp 4.95% 5/15/2053  | 2500000 | 2247289 |
| Union Pacific Corp 5.1% 2/20/2035  | 1120000 | 1139462 |
| Union Pacific Corp 5.6% 12/1/2054  | 1120000 | 1104239 |
| Union Pacific Corp 6.625% 2/1/2029  | 3500000 | 3780829 |
|  |  | 85752144 |
| Industrial Conglomerates - 0.1% |  |  |
| 3M Co 2.875% 10/15/2027  | 12000 | 11722 |
| 3M Co 3.05% 4/15/2030  | 8000000 | 7604656 |
| 3M Co 3.125% 9/19/2046  | 492000 | 336333 |
| 3M Co 3.25% 8/26/2049  | 108000 | 73040 |
| 3M Co 4% 9/14/2048  | 2000000 | 1574499 |
| 3M Co 5.15% 3/15/2035 (d) | 4100000 | 4165298 |
| Honeywell International Inc 1.95% 6/1/2030  | 100000 | 90419 |
| Honeywell International Inc 2.5% 11/1/2026  | 1276000 | 1253405 |
| Honeywell International Inc 2.7% 8/15/2029  | 3500000 | 3328363 |
| Honeywell International Inc 2.8% 6/1/2050  | 2800000 | 1751013 |
| Honeywell International Inc 3.812% 11/21/2047  | 249000 | 189810 |
| Honeywell International Inc 4.25% 1/15/2029  | 4300000 | 4327481 |
| Honeywell International Inc 4.7% 2/1/2030  | 1880000 | 1915767 |
| Honeywell International Inc 4.875% 9/1/2029  | 1600000 | 1647907 |
| Honeywell International Inc 4.95% 9/1/2031  | 1800000 | 1855921 |
| Honeywell International Inc 5% 2/15/2033  | 2000000 | 2039867 |
| Honeywell International Inc 5% 3/1/2035  | 2780000 | 2798788 |
| Honeywell International Inc 5.25% 3/1/2054  | 1830000 | 1701839 |
| Trane Technologies Financing Ltd 3.8% 3/21/2029  | 2557000 | 2532516 |
| Trane Technologies Financing Ltd 4.65% 11/1/2044  | 1069000 | 947812 |
|  |  | 40146456 |
| Machinery - 0.3% |  |  |
| Caterpillar Financial Services Corp 1.7% 1/8/2027  | 5500000 | 5340719 |
| Caterpillar Financial Services Corp 2.4% 8/9/2026  | 508000 | 500426 |
| Caterpillar Financial Services Corp 3.6% 8/12/2027 (d) | 2000000 | 1988438 |
| Caterpillar Financial Services Corp 4.1% 8/15/2028  | 10000000 | 10033749 |
| Caterpillar Inc 2.6% 4/9/2030 (d) | 10300000 | 9677651 |
| Caterpillar Inc 3.25% 9/19/2049  | 1973000 | 1379344 |
| Caterpillar Inc 3.803% 8/15/2042  | 445000 | 366536 |
| Caterpillar Inc 5.2% 5/15/2035  | 5000000 | 5123159 |
| Caterpillar Inc 5.3% 9/15/2035  | 1247000 | 1289055 |
| Cummins Inc 1.5% 9/1/2030  | 3890000 | 3430309 |
| Cummins Inc 4.7% 2/15/2031  | 2500000 | 2539928 |
| Cummins Inc 5.45% 2/20/2054 (d) | 1500000 | 1452845 |
| Deere & Co 2.875% 9/7/2049  | 2470000 | 1617606 |
| Deere & Co 3.75% 4/15/2050  | 2900000 | 2223033 |
| Deere & Co 5.375% 10/16/2029  | 1278000 | 1342783 |
| Eaton Corp 4% 11/2/2032  | 4139000 | 4018665 |
| Eaton Corp 4.15% 11/2/2042  | 339000 | 290665 |
| Eaton Corp 4.15% 3/15/2033 (d) | 2000000 | 1953355 |
| Illinois Tool Works Inc 3.9% 9/1/2042 (d) | 2300000 | 1909350 |
| Ingersoll Rand Inc 5.176% 6/15/2029  | 3000000 | 3098762 |
| Ingersoll Rand Inc 5.45% 6/15/2034  | 1300000 | 1344906 |
| Ingersoll Rand Inc 5.7% 8/14/2033  | 1400000 | 1475458 |
| Otis Worldwide Corp 2.293% 4/5/2027  | 1400000 | 1362947 |
| Otis Worldwide Corp 2.565% 2/15/2030  | 3000000 | 2796440 |
| Otis Worldwide Corp 3.362% 2/15/2050  | 400000 | 277224 |
| Otis Worldwide Corp 5.25% 8/16/2028  | 1900000 | 1959018 |
| Parker-Hannifin Corp 3.25% 3/1/2027  | 1007000 | 995324 |
| Parker-Hannifin Corp 4% 6/14/2049  | 900000 | 709031 |
| Parker-Hannifin Corp 4.1% 3/1/2047  | 1009000 | 817904 |
| Parker-Hannifin Corp 4.25% 9/15/2027  | 5100000 | 5117963 |
| Parker-Hannifin Corp 4.5% 9/15/2029 (d) | 2200000 | 2230371 |
| Stanley Black & Decker Inc 2.3% 3/15/2030 (d) | 6550000 | 5966224 |
| Stanley Black & Decker Inc 5.2% 9/1/2040  | 500000 | 477356 |
| Westinghouse Air Brake Technologies Corp 3.45% 11/15/2026  | 2600000 | 2574708 |
| Westinghouse Air Brake Technologies Corp 4.9% 5/29/2030  | 3000000 | 3066772 |
|  |  | 90748024 |
| Passenger Airlines - 0.0% |  |  |
| American Airlines 2016-2 Class AA Pass Through Trust equipment trust certificate 3.2% 12/15/2029  | 843730 | 815216 |
| American Airlines 2021-1 Class A Pass Through Trust equipment trust certificate 2.875% 1/11/2036  | 2349565 | 2113065 |
| Southwest Airlines Co 2.625% 2/10/2030  | 1000000 | 919592 |
| United Airlines 2015-1 Class A Pass Through Trust 3.45% 6/1/2029  | 70603 | 68895 |
| United Airlines 2016-1 Class AA Pass Through Trust equipment trust certificate 3.1% 1/7/2030  | 973716 | 939503 |
| United Airlines 2020-1 Class B Pass Through Trust 4.875% 7/15/2027  | 1010700 | 1010306 |
| United Airlines 2023-1 Class A Pass Through Trust equipment trust certificate 5.8% 7/15/2037  | 2145833 | 2206606 |
|  |  | 8073183 |
| Professional Services - 0.0% |  |  |
| Paychex Inc 5.35% 4/15/2032 (d) | 3300000 | 3413660 |
| Paychex Inc 5.6% 4/15/2035  | 1156000 | 1196481 |
| Verisk Analytics Inc 4.5% 8/15/2030  | 1770000 | 1777124 |
| Verisk Analytics Inc 5.125% 2/15/2036  | 1770000 | 1758363 |
| Verisk Analytics Inc 5.25% 3/15/2035  | 2500000 | 2521236 |
|  |  | 10666864 |
| Trading Companies & Distributors - 0.1% |  |  |
| Air Lease Corp 2.875% 1/15/2032 (d) | 1700000 | 1522737 |
| Air Lease Corp 3.125% 12/1/2030  | 1120000 | 1045527 |
| Air Lease Corp 3.625% 12/1/2027  | 4145000 | 4098312 |
| Air Lease Corp 3.75% 6/1/2026 (d) | 3707000 | 3686308 |
| Air Lease Corp 5.2% 7/15/2031  | 2500000 | 2573062 |
| GATX Corp 6.05% 6/5/2054  | 1000000 | 999528 |
| GATX Corp 6.9% 5/1/2034  | 3400000 | 3791469 |
| WW Grainger Inc 4.45% 9/15/2034  | 3000000 | 2934884 |
|  |  | 20651827 |
| TOTAL INDUSTRIALS |  | 510564627 |
| Information Technology - 1.8% |  |  |
| Communications Equipment - 0.1% |  |  |
| Cisco Systems Inc 2.5% 9/20/2026  | 91000 | 89637 |
| Cisco Systems Inc 4.75% 2/24/2030 (d) | 2500000 | 2568760 |
| Cisco Systems Inc 4.8% 2/26/2027 (d) | 5500000 | 5568865 |
| Cisco Systems Inc 4.85% 2/26/2029  | 2500000 | 2567753 |
| Cisco Systems Inc 5.05% 2/26/2034 (d) | 2500000 | 2569762 |
| Cisco Systems Inc 5.1% 2/24/2035 (d) | 2180000 | 2230869 |
| Cisco Systems Inc 5.3% 2/26/2054  | 2900000 | 2788900 |
| Cisco Systems Inc 5.5% 2/24/2055  | 1090000 | 1075816 |
| Cisco Systems Inc 5.9% 2/15/2039  | 4673000 | 5031366 |
| Motorola Solutions Inc 4.6% 5/23/2029 (d) | 3900000 | 3942548 |
| Motorola Solutions Inc 5.2% 8/15/2032  | 1800000 | 1845236 |
| Motorola Solutions Inc 5.5% 9/1/2044 (d) | 1400000 | 1363090 |
|  |  | 31642602 |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |
| Amphenol Corp 2.8% 2/15/2030 (d) | 2300000 | 2175483 |
| Amphenol Corp 5.25% 4/5/2034  | 1700000 | 1756816 |
| Amphenol Corp 5.375% 11/15/2054 (d) | 882000 | 856238 |
| Corning Inc 3.9% 11/15/2049  | 3700000 | 2814156 |
| Corning Inc 4.75% 3/15/2042  | 891000 | 807422 |
| Corning Inc 5.35% 11/15/2048  | 1000000 | 944708 |
| Dell International LLC / EMC Corp 5.3% 10/1/2029  | 6046000 | 6259512 |
| Dell International LLC / EMC Corp 5.5% 4/1/2035 (d) | 3780000 | 3850663 |
| Dell International LLC / EMC Corp 8.1% 7/15/2036  | 3200000 | 3875073 |
| Dell International LLC / EMC Corp 8.35% 7/15/2046  | 1049000 | 1334040 |
| Vontier Corp 1.8% 4/1/2026 (d) | 1300000 | 1279161 |
| Vontier Corp 2.4% 4/1/2028  | 1300000 | 1235575 |
|  |  | 27188847 |
| IT Services - 0.1% |  |  |
| CDW LLC / CDW Finance Corp 2.67% 12/1/2026  | 5500000 | 5380731 |
| CDW LLC / CDW Finance Corp 3.569% 12/1/2031  | 800000 | 744685 |
| CDW LLC / CDW Finance Corp 5.55% 8/22/2034  | 1120000 | 1133709 |
| IBM Corporation 1.95% 5/15/2030  | 2400000 | 2168002 |
| IBM Corporation 2.95% 5/15/2050  | 1500000 | 948126 |
| IBM Corporation 3.5% 5/15/2029  | 111000 | 108822 |
| IBM Corporation 4% 6/20/2042 (d) | 5900000 | 4883787 |
| IBM Corporation 4.15% 5/15/2039  | 353000 | 311254 |
| IBM Corporation 4.15% 7/27/2027  | 7000000 | 7021200 |
| IBM Corporation 4.25% 5/15/2049  | 8481000 | 6795209 |
| IBM Corporation 4.7% 2/19/2046  | 882000 | 776442 |
| IBM Corporation 4.8% 2/10/2030 (d) | 3920000 | 4017060 |
| IBM Corporation 4.9% 7/27/2052 (d) | 1000000 | 880170 |
| IBM Corporation 5.2% 2/10/2035 (d) | 3920000 | 3982712 |
|  |  | 39151909 |
| Semiconductors & Semiconductor Equipment - 0.7% |  |  |
| Advanced Micro Devices Inc 4.393% 6/1/2052 (d) | 600000 | 504552 |
| Analog Devices Inc 2.8% 10/1/2041 (d) | 3500000 | 2538448 |
| Analog Devices Inc 3.5% 12/5/2026 (d) | 1500000 | 1490996 |
| Analog Devices Inc 4.5% 6/15/2030  | 4000000 | 4053909 |
| Applied Materials Inc 2.75% 6/1/2050  | 1200000 | 749582 |
| Applied Materials Inc 4.35% 4/1/2047  | 2303000 | 1962941 |
| Broadcom Corp / Broadcom Cayman Finance Ltd 3.5% 1/15/2028  | 4847000 | 4782210 |
| Broadcom Corp / Broadcom Cayman Finance Ltd 3.875% 1/15/2027  | 3047000 | 3034177 |
| Broadcom Inc 2.45% 2/15/2031 (e) | 3200000 | 2893212 |
| Broadcom Inc 2.6% 2/15/2033 (e) | 3600000 | 3111449 |
| Broadcom Inc 3.137% 11/15/2035 (e) | 1000000 | 846112 |
| Broadcom Inc 3.15% 11/15/2025 (d) | 4600000 | 4588406 |
| Broadcom Inc 3.419% 4/15/2033 (e) | 2500000 | 2278262 |
| Broadcom Inc 3.459% 9/15/2026  | 3250000 | 3227000 |
| Broadcom Inc 3.469% 4/15/2034 (e) | 3397000 | 3046914 |
| Broadcom Inc 3.5% 2/15/2041 (e) | 2900000 | 2298663 |
| Broadcom Inc 3.75% 2/15/2051 (e) | 5800000 | 4331275 |
| Broadcom Inc 4.3% 11/15/2032  | 1700000 | 1656889 |
| Broadcom Inc 4.55% 2/15/2032  | 4880000 | 4857170 |
| Broadcom Inc 4.6% 7/15/2030  | 8200000 | 8278893 |
| Broadcom Inc 4.75% 4/15/2029  | 3167000 | 3225705 |
| Broadcom Inc 4.8% 10/15/2034  | 4880000 | 4826469 |
| Broadcom Inc 4.926% 5/15/2037 (e) | 1600000 | 1556177 |
| Broadcom Inc 5% 4/15/2030 (d) | 4750000 | 4886340 |
| Broadcom Inc 5.15% 11/15/2031  | 3330000 | 3443245 |
| Intel Corp 3.05% 8/12/2051  | 1100000 | 650418 |
| Intel Corp 3.15% 5/11/2027  | 4300000 | 4216891 |
| Intel Corp 3.25% 11/15/2049  | 2050000 | 1280191 |
| Intel Corp 3.734% 12/8/2047  | 583000 | 405661 |
| Intel Corp 3.75% 8/5/2027  | 1400000 | 1385263 |
| Intel Corp 3.9% 3/25/2030  | 4700000 | 4579452 |
| Intel Corp 4.1% 5/11/2047  | 428000 | 315222 |
| Intel Corp 4.1% 5/19/2046  | 1247000 | 933903 |
| Intel Corp 4.6% 3/25/2040  | 1869000 | 1644518 |
| Intel Corp 4.75% 3/25/2050  | 8091000 | 6478850 |
| Intel Corp 4.875% 2/10/2028  | 3000000 | 3039481 |
| Intel Corp 4.95% 3/25/2060 (d) | 1000000 | 800074 |
| Intel Corp 5.05% 8/5/2062 (d) | 2500000 | 2006539 |
| Intel Corp 5.2% 2/10/2033 (d) | 12260000 | 12347473 |
| Intel Corp 5.6% 2/21/2054 (d) | 1000000 | 909446 |
| Intel Corp 5.7% 2/10/2053  | 2210000 | 2032292 |
| KLA Corp 4.65% 7/15/2032 (d) | 3900000 | 3935403 |
| KLA Corp 4.7% 2/1/2034 (d) | 2000000 | 1994018 |
| KLA Corp 5.25% 7/15/2062 (d) | 1300000 | 1208229 |
| Lam Research Corp 2.875% 6/15/2050  | 2800000 | 1782094 |
| Marvell Technology Inc 2.45% 4/15/2028  | 2600000 | 2489173 |
| Marvell Technology Inc 5.45% 7/15/2035  | 600000 | 610200 |
| Marvell Technology Inc 5.95% 9/15/2033 (d) | 1000000 | 1058791 |
| Micron Technology Inc 3.477% 11/1/2051  | 1500000 | 1021575 |
| Micron Technology Inc 4.663% 2/15/2030  | 3400000 | 3420716 |
| Micron Technology Inc 5.327% 2/6/2029 (d) | 2750000 | 2827398 |
| Micron Technology Inc 5.375% 4/15/2028  | 2800000 | 2886841 |
| Micron Technology Inc 5.65% 11/1/2032  | 1300000 | 1359316 |
| Micron Technology Inc 5.8% 1/15/2035  | 1370000 | 1416187 |
| Micron Technology Inc 5.875% 9/15/2033 (d) | 1400000 | 1472165 |
| Micron Technology Inc 6.75% 11/1/2029 (d) | 800000 | 868526 |
| NVIDIA Corp 2% 6/15/2031  | 1200000 | 1073771 |
| NVIDIA Corp 2.85% 4/1/2030  | 88000 | 84104 |
| NVIDIA Corp 3.5% 4/1/2040 (d) | 1000000 | 846465 |
| NVIDIA Corp 3.5% 4/1/2050 (d) | 3900000 | 2903006 |
| QUALCOMM Inc 1.65% 5/20/2032  | 4500000 | 3784821 |
| QUALCOMM Inc 2.15% 5/20/2030 (d) | 1100000 | 1009640 |
| QUALCOMM Inc 3.25% 5/20/2027  | 20000 | 19799 |
| QUALCOMM Inc 4.3% 5/20/2047  | 1800000 | 1500330 |
| QUALCOMM Inc 4.5% 5/20/2030  | 3340000 | 3395832 |
| QUALCOMM Inc 4.65% 5/20/2035 (d) | 1200000 | 1194852 |
| QUALCOMM Inc 4.8% 5/20/2045  | 2790000 | 2547526 |
| QUALCOMM Inc 5% 5/20/2035  | 3340000 | 3373706 |
| QUALCOMM Inc 5.4% 5/20/2033  | 2200000 | 2322941 |
| Texas Instruments Inc 2.9% 11/3/2027  | 2000000 | 1959629 |
| Texas Instruments Inc 4.15% 5/15/2048  | 1613000 | 1321589 |
| Texas Instruments Inc 4.5% 5/23/2030  | 4100000 | 4164246 |
| Texas Instruments Inc 4.6% 2/15/2028 (d) | 5000000 | 5084950 |
| Texas Instruments Inc 5% 3/14/2053  | 1300000 | 1189055 |
| Texas Instruments Inc 5.05% 5/18/2063  | 1400000 | 1257463 |
| Texas Instruments Inc 5.1% 5/23/2035 (d) | 4100000 | 4192683 |
|  |  | 193071710 |
| Software - 0.5% |  |  |
| AppLovin Corp 5.125% 12/1/2029 (d) | 1650000 | 1687490 |
| AppLovin Corp 5.5% 12/1/2034  | 3350000 | 3419368 |
| Cadence Design Systems Inc 4.3% 9/10/2029 (d) | 1930000 | 1943983 |
| Cadence Design Systems Inc 4.7% 9/10/2034 (d) | 950000 | 940514 |
| Microsoft Corp 1.35% 9/15/2030  | 6000000 | 5310407 |
| Microsoft Corp 2.5% 9/15/2050  | 1800000 | 1095105 |
| Microsoft Corp 2.525% 6/1/2050  | 4290000 | 2622581 |
| Microsoft Corp 2.675% 6/1/2060  | 1815000 | 1051456 |
| Microsoft Corp 2.921% 3/17/2052  | 15678000 | 10259174 |
| Microsoft Corp 3.041% 3/17/2062  | 736000 | 464098 |
| Microsoft Corp 3.3% 2/6/2027  | 2000000 | 1985483 |
| Microsoft Corp 3.45% 8/8/2036  | 518000 | 467398 |
| Microsoft Corp 3.5% 11/15/2042  | 1000000 | 810313 |
| Microsoft Corp 4.1% 2/6/2037  | 2900000 | 2793984 |
| Microsoft Corp 4.2% 11/3/2035 (d) | 3800000 | 3765598 |
| Oracle Corp 2.65% 7/15/2026  | 1604000 | 1581633 |
| Oracle Corp 2.8% 4/1/2027  | 17700000 | 17329515 |
| Oracle Corp 2.875% 3/25/2031  | 5200000 | 4767621 |
| Oracle Corp 3.6% 4/1/2050  | 500000 | 341939 |
| Oracle Corp 3.65% 3/25/2041  | 4000000 | 3130079 |
| Oracle Corp 3.85% 4/1/2060  | 3600000 | 2404171 |
| Oracle Corp 3.85% 7/15/2036  | 3105000 | 2728223 |
| Oracle Corp 3.9% 5/15/2035  | 8200000 | 7394430 |
| Oracle Corp 3.95% 3/25/2051  | 5200000 | 3751954 |
| Oracle Corp 4% 11/15/2047  | 4491000 | 3393286 |
| Oracle Corp 4% 7/15/2046  | 1746000 | 1331275 |
| Oracle Corp 4.1% 3/25/2061  | 1520000 | 1065470 |
| Oracle Corp 4.125% 5/15/2045  | 535000 | 420463 |
| Oracle Corp 4.2% 9/27/2029  | 4000000 | 3989569 |
| Oracle Corp 4.3% 7/8/2034 (d) | 1691000 | 1606274 |
| Oracle Corp 4.375% 5/15/2055  | 2781000 | 2116519 |
| Oracle Corp 4.65% 5/6/2030  | 3000000 | 3042799 |
| Oracle Corp 5.375% 7/15/2040  | 10698000 | 10353230 |
| Oracle Corp 5.375% 9/27/2054  | 4500000 | 4008343 |
| Oracle Corp 5.5% 9/27/2064  | 1800000 | 1596316 |
| Oracle Corp 6% 8/3/2055  | 2530000 | 2471503 |
| Oracle Corp 6.25% 11/9/2032 (d) | 4100000 | 4430063 |
| Oracle Corp 6.9% 11/9/2052  | 1500000 | 1624017 |
| Roper Technologies Inc 1% 9/15/2025  | 1810000 | 1807595 |
| Roper Technologies Inc 1.4% 9/15/2027  | 144000 | 136459 |
| Roper Technologies Inc 1.75% 2/15/2031  | 1860000 | 1612786 |
| Roper Technologies Inc 2% 6/30/2030  | 3360000 | 3016831 |
| Roper Technologies Inc 3.8% 12/15/2026  | 1515000 | 1505619 |
| Roper Technologies Inc 4.9% 10/15/2034 (d) | 2420000 | 2395322 |
| Roper Technologies Inc 5.1% 9/15/2035  | 1000000 | 997569 |
| Salesforce Inc 2.7% 7/15/2041  | 2100000 | 1509821 |
| Salesforce Inc 2.9% 7/15/2051  | 4300000 | 2730693 |
| Synopsys Inc 4.65% 4/1/2028  | 6300000 | 6385176 |
| Synopsys Inc 4.85% 4/1/2030  | 1670000 | 1703480 |
| Synopsys Inc 5% 4/1/2032  | 3200000 | 3264575 |
| Synopsys Inc 5.15% 4/1/2035  | 1700000 | 1714752 |
| Synopsys Inc 5.7% 4/1/2055  | 2700000 | 2650942 |
| VMware LLC 1.4% 8/15/2026  | 8200000 | 7972850 |
| VMware LLC 4.65% 5/15/2027 (d) | 2400000 | 2415304 |
|  |  | 165315418 |
| Technology Hardware, Storage & Peripherals - 0.3% |  |  |
| Apple Inc 1.25% 8/20/2030  | 8300000 | 7285009 |
| Apple Inc 1.7% 8/5/2031 (d) | 2700000 | 2372608 |
| Apple Inc 2.2% 9/11/2029  | 6000000 | 5619807 |
| Apple Inc 2.375% 2/8/2041 (d) | 5500000 | 3851250 |
| Apple Inc 2.4% 8/20/2050  | 1000000 | 586582 |
| Apple Inc 2.45% 8/4/2026  | 3672000 | 3620985 |
| Apple Inc 2.55% 8/20/2060  | 3400000 | 1927566 |
| Apple Inc 2.85% 8/5/2061  | 8100000 | 4773906 |
| Apple Inc 2.9% 9/12/2027  | 2004000 | 1972160 |
| Apple Inc 2.95% 9/11/2049  | 2630000 | 1746311 |
| Apple Inc 3% 11/13/2027 (d) | 1782000 | 1756909 |
| Apple Inc 3.2% 5/11/2027  | 8593000 | 8504928 |
| Apple Inc 3.75% 11/13/2047  | 1243000 | 979833 |
| Apple Inc 3.85% 5/4/2043  | 4217000 | 3524281 |
| Apple Inc 3.85% 8/4/2046  | 2500000 | 2020734 |
| Apple Inc 4.1% 8/8/2062  | 1600000 | 1253409 |
| Apple Inc 4.25% 2/9/2047 (d) | 445000 | 381170 |
| Apple Inc 4.3% 5/10/2033  | 400000 | 403053 |
| Apple Inc 4.375% 5/13/2045  | 836000 | 738248 |
| Apple Inc 4.5% 2/23/2036 (d) | 1651000 | 1657402 |
| Apple Inc 4.65% 2/23/2046  | 10307000 | 9427816 |
| Hewlett Packard Enterprise Co 4.55% 10/15/2029 (d) | 8870000 | 8923613 |
| Hewlett Packard Enterprise Co 4.9% 10/15/2025 (c) | 1737000 | 1737089 |
| Hewlett Packard Enterprise Co 5% 10/15/2034  | 2070000 | 2035112 |
| Hewlett Packard Enterprise Co 5.6% 10/15/2054  | 1030000 | 951180 |
| Hewlett Packard Enterprise Co 6.2% 10/15/2035 (c) | 776000 | 830891 |
| Hewlett Packard Enterprise Co 6.35% 10/15/2045 (c) | 1669000 | 1719674 |
| HP Inc 3.4% 6/17/2030  | 5820000 | 5537124 |
| HP Inc 5.5% 1/15/2033  | 1800000 | 1849121 |
| HP Inc 6% 9/15/2041 (d) | 1367000 | 1389712 |
|  |  | 89377483 |
| TOTAL INFORMATION TECHNOLOGY |  | 545747969 |
| Materials - 0.4% |  |  |
| Chemicals - 0.4% |  |  |
| Air Products and Chemicals Inc 1.5% 10/15/2025  | 1500000 | 1494826 |
| Air Products and Chemicals Inc 2.7% 5/15/2040  | 1561000 | 1140773 |
| Air Products and Chemicals Inc 4.3% 6/11/2028  | 3250000 | 3278507 |
| Air Products and Chemicals Inc 4.6% 2/8/2029  | 6500000 | 6620395 |
| Air Products and Chemicals Inc 4.9% 10/11/2032  | 2950000 | 3010175 |
| Albemarle Corp 5.65% 6/1/2052 (d) | 1100000 | 940641 |
| CF Industries Inc 5.375% 3/15/2044 (d) | 2000000 | 1868989 |
| Dow Chemical Co/The 2.1% 11/15/2030 (d) | 4695000 | 4146213 |
| Dow Chemical Co/The 3.6% 11/15/2050  | 283000 | 186613 |
| Dow Chemical Co/The 4.25% 10/1/2034  | 1300000 | 1187237 |
| Dow Chemical Co/The 4.375% 11/15/2042  | 869000 | 697348 |
| Dow Chemical Co/The 4.8% 11/30/2028 (d) | 5624000 | 5701040 |
| Dow Chemical Co/The 4.8% 5/15/2049  | 1277000 | 1015210 |
| Dow Chemical Co/The 5.6% 2/15/2054 (d) | 1200000 | 1067353 |
| Dow Chemical Co/The 6.9% 5/15/2053 (d) | 1800000 | 1890199 |
| Dow Chemical Co/The 9.4% 5/15/2039  | 535000 | 690622 |
| DuPont de Nemours Inc 4.725% 11/15/2028  | 1056000 | 1077039 |
| DuPont de Nemours Inc 5.319% 11/15/2038  | 2238000 | 2334520 |
| DuPont de Nemours Inc 5.419% 11/15/2048  | 2200000 | 2213333 |
| Eastman Chemical Co 4.5% 12/1/2028 (d) | 2700000 | 2714094 |
| Eastman Chemical Co 4.65% 10/15/2044  | 535000 | 446266 |
| Eastman Chemical Co 5% 8/1/2029  | 1000000 | 1018816 |
| Eastman Chemical Co 5.625% 2/20/2034 (d) | 1200000 | 1219555 |
| Eastman Chemical Co 5.75% 3/8/2033 (d) | 600000 | 623902 |
| Ecolab Inc 2.7% 11/1/2026  | 1176000 | 1157588 |
| Ecolab Inc 2.7% 12/15/2051  | 2800000 | 1705762 |
| Ecolab Inc 2.75% 8/18/2055  | 73000 | 43360 |
| Ecolab Inc 3.95% 12/1/2047  | 593000 | 473748 |
| Ecolab Inc 4.8% 3/24/2030  | 1745000 | 1794792 |
| Ecolab Inc 5% 9/1/2035  | 1630000 | 1641257 |
| Huntsman Intl LLC 4.5% 5/1/2029 (d) | 2700000 | 2597706 |
| International Flavors & Fragrances Inc 5% 9/26/2048  | 1500000 | 1289879 |
| Linde Inc/CT 3.2% 1/30/2026  | 1130000 | 1124964 |
| Linde Inc/CT 3.55% 11/7/2042  | 856000 | 679167 |
| LYB International Finance BV 4.875% 3/15/2044  | 1743000 | 1468879 |
| LYB International Finance II BV 3.5% 3/2/2027  | 4361000 | 4306352 |
| LYB International Finance III LLC 3.375% 10/1/2040 (d) | 2400000 | 1760317 |
| LYB International Finance III LLC 4.2% 10/15/2049  | 2700000 | 1943235 |
| LyondellBasell Industries NV 4.625% 2/26/2055  | 2067000 | 1588986 |
| Mosaic Co/The 4.05% 11/15/2027  | 2727000 | 2713037 |
| Mosaic Co/The 5.45% 11/15/2033 (d) | 500000 | 513109 |
| Mosaic Co/The 5.625% 11/15/2043  | 668000 | 640823 |
| PPG Industries Inc 1.2% 3/15/2026 (d) | 3600000 | 3539396 |
| RPM International Inc 4.55% 3/1/2029  | 3000000 | 3015218 |
| Sherwin-Williams Co/The 2.95% 8/15/2029  | 5000000 | 4753960 |
| Sherwin-Williams Co/The 3.45% 6/1/2027  | 6613000 | 6535122 |
| Sherwin-Williams Co/The 4.5% 6/1/2047  | 1520000 | 1280847 |
| Sherwin-Williams Co/The 4.8% 9/1/2031  | 1600000 | 1633548 |
| Westlake Corp 3.375% 6/15/2030  | 1600000 | 1527102 |
| Westlake Corp 3.375% 8/15/2061  | 1200000 | 711230 |
| Westlake Corp 3.6% 8/15/2026  | 10080000 | 10007367 |
| Westlake Corp 5% 8/15/2046  | 356000 | 310019 |
|  |  | 107340436 |
| Construction Materials - 0.0% |  |  |
| Amrize Finance US LLC 5.4% 4/7/2035 (e) | 1100000 | 1116100 |
| CRH America Finance Inc 5.4% 5/21/2034  | 2000000 | 2053702 |
| CRH America Finance Inc 5.5% 1/9/2035 (d) | 3000000 | 3094859 |
| Martin Marietta Materials Inc 3.2% 7/15/2051  | 1000000 | 662741 |
| Martin Marietta Materials Inc 4.25% 12/15/2047  | 1400000 | 1136396 |
| Martin Marietta Materials Inc 5.15% 12/1/2034  | 700000 | 704118 |
| Martin Marietta Materials Inc 5.5% 12/1/2054  | 700000 | 671651 |
| Vulcan Materials Co 5.35% 12/1/2034  | 3110000 | 3185568 |
|  |  | 12625135 |
| Containers & Packaging - 0.0% |  |  |
| Amcor Flexibles North America Inc 5.5% 3/17/2035 (d) | 1190000 | 1216622 |
| Amcor Group Finance PLC 5.45% 5/23/2029  | 5000000 | 5177762 |
| Avery Dennison Corp 4.875% 12/6/2028 (d) | 3100000 | 3157259 |
| International Paper Co 4.4% 8/15/2047  | 854000 | 694257 |
| International Paper Co 5% 9/15/2035  | 2600000 | 2583046 |
| International Paper Co 5.15% 5/15/2046  | 2281000 | 2052540 |
| Packaging Corp of America 5.2% 8/15/2035  | 2300000 | 2313210 |
| Sonoco Products Co 5% 9/1/2034 (d) | 2800000 | 2740300 |
| WRKCo Inc 3% 6/15/2033 (d) | 2820000 | 2483271 |
|  |  | 22418267 |
| Metals & Mining - 0.0% |  |  |
| Freeport-McMoRan Inc 4.375% 8/1/2028  | 5673000 | 5673000 |
| Freeport-McMoRan Inc 4.625% 8/1/2030  | 2300000 | 2305067 |
| Freeport-McMoRan Inc 5.4% 11/14/2034 (d) | 1500000 | 1527773 |
| Freeport-McMoRan Inc 5.45% 3/15/2043 (d) | 1400000 | 1325274 |
| Newmont Corp / Newcrest Finance Pty Ltd 3.25% 5/13/2030 (d) | 867000 | 829906 |
| Newmont Corp / Newcrest Finance Pty Ltd 5.35% 3/15/2034  | 1300000 | 1340375 |
| Newmont Corp 5.45% 6/9/2044  | 1141000 | 1124066 |
| Nucor Corp 2.979% 12/15/2055  | 2013000 | 1220039 |
| Nucor Corp 3.125% 4/1/2032  | 1000000 | 914809 |
| Nucor Corp 4.3% 5/23/2027 (d) | 1800000 | 1804558 |
|  |  | 18064867 |
| TOTAL MATERIALS |  | 160448705 |
| Real Estate - 0.9% |  |  |
| Diversified REITs - 0.1% |  |  |
| Equinix Europe 2 Financing Corp LLC 5.5% 6/15/2034  | 2400000 | 2460230 |
| GLP Capital LP / GLP Financing II Inc 5.25% 2/15/2033  | 2600000 | 2585105 |
| GLP Capital LP / GLP Financing II Inc 5.625% 9/15/2034  | 3960000 | 3972466 |
| Piedmont Operating Partnership LP 3.15% 8/15/2030  | 1200000 | 1085795 |
| Store Capital LLC 2.75% 11/18/2030  | 1200000 | 1082947 |
| VICI Properties LP 4.75% 2/15/2028  | 2000000 | 2015709 |
| VICI Properties LP 4.95% 2/15/2030  | 2145000 | 2169044 |
| VICI Properties LP 5.125% 5/15/2032  | 2000000 | 2006976 |
| VICI Properties LP 5.625% 4/1/2035  | 1600000 | 1618013 |
| VICI Properties LP 6.125% 4/1/2054  | 1300000 | 1263144 |
| WP Carey Inc 2.45% 2/1/2032  | 1200000 | 1039903 |
| WP Carey Inc 5.375% 6/30/2034  | 1000000 | 1012878 |
|  |  | 22312210 |
| Health Care REITs - 0.1% |  |  |
| Alexandria Real Estate Equities Inc 2% 5/18/2032 (d) | 4300000 | 3600960 |
| Alexandria Real Estate Equities Inc 3% 5/18/2051  | 2250000 | 1374721 |
| Alexandria Real Estate Equities Inc 3.55% 3/15/2052  | 1500000 | 1012991 |
| Alexandria Real Estate Equities Inc 4.5% 7/30/2029  | 1900000 | 1906979 |
| Alexandria Real Estate Equities Inc 4.85% 4/15/2049  | 2300000 | 1939377 |
| Healthpeak OP LLC 2.875% 1/15/2031  | 3150000 | 2900583 |
| Healthpeak OP LLC 3% 1/15/2030 (d) | 3700000 | 3501255 |
| Healthpeak OP LLC 4.75% 1/15/2033  | 580000 | 576045 |
| Omega Healthcare Investors Inc 3.375% 2/1/2031  | 2200000 | 2033929 |
| Omega Healthcare Investors Inc 4.5% 4/1/2027 (d) | 3693000 | 3697052 |
| Ventas Realty LP 3.25% 10/15/2026  | 624000 | 616569 |
| Ventas Realty LP 3.85% 4/1/2027  | 1693000 | 1683781 |
| Ventas Realty LP 4% 3/1/2028  | 3744000 | 3725566 |
| Ventas Realty LP 4.125% 1/15/2026  | 258000 | 257473 |
| Ventas Realty LP 4.375% 2/1/2045  | 535000 | 440011 |
| Ventas Realty LP 4.875% 4/15/2049  | 1000000 | 856421 |
| Welltower OP LLC 3.1% 1/15/2030 (d) | 3200000 | 3052428 |
| Welltower OP LLC 4.95% 9/1/2048 (d) | 1782000 | 1634209 |
| Welltower OP LLC 6.5% 3/15/2041  | 1000000 | 1100613 |
|  |  | 35910963 |
| Industrial REITs - 0.1% |  |  |
| LXP Industrial Trust 6.75% 11/15/2028  | 1600000 | 1701022 |
| Prologis LP 1.25% 10/15/2030  | 6800000 | 5886354 |
| Prologis LP 1.75% 2/1/2031  | 4700000 | 4126897 |
| Prologis LP 2.25% 4/15/2030  | 2159000 | 1985339 |
| Prologis LP 3.05% 3/1/2050  | 700000 | 454819 |
| Prologis LP 3.25% 10/1/2026  | 831000 | 823876 |
| Prologis LP 4.875% 6/15/2028  | 1000000 | 1022742 |
| Prologis LP 5.25% 3/15/2054  | 2780000 | 2599714 |
| Prologis LP 5.25% 6/15/2053  | 1000000 | 935102 |
|  |  | 19535865 |
| Office REITs - 0.0% |  |  |
| Boston Properties LP 2.75% 10/1/2026  | 1247000 | 1225293 |
| Boston Properties LP 2.9% 3/15/2030 (d) | 396000 | 367615 |
| Boston Properties LP 3.25% 1/30/2031 (d) | 800000 | 743410 |
| Boston Properties LP 3.4% 6/21/2029  | 3600000 | 3449796 |
| Boston Properties LP 4.5% 12/1/2028  | 2800000 | 2801724 |
| Boston Properties LP 5.75% 1/15/2035  | 1800000 | 1824155 |
| COPT Defense Properties LP 2.75% 4/15/2031  | 1100000 | 991506 |
| Highwoods Realty LP 7.65% 2/1/2034  | 1200000 | 1357868 |
| Kilroy Realty LP 3.05% 2/15/2030 (d) | 3200000 | 2942948 |
| Kilroy Realty LP 5.875% 10/15/2035  | 675000 | 671816 |
|  |  | 16376131 |
| Real Estate Management & Development - 0.1% |  |  |
| Americold Realty Operating Partnership LP 5.6% 5/15/2032 (d) | 1400000 | 1419436 |
| CBRE Services Inc 5.95% 8/15/2034 (d) | 1100000 | 1168260 |
| Digital Realty Trust LP 3.6% 7/1/2029  | 1700000 | 1658996 |
| Digital Realty Trust LP 3.7% 8/15/2027  | 1425000 | 1413833 |
| Essex Portfolio LP 2.65% 3/15/2032  | 4300000 | 3800513 |
| Essex Portfolio LP 5.375% 4/1/2035  | 1300000 | 1328607 |
| Extra Space Storage LP 3.9% 4/1/2029  | 6400000 | 6299966 |
| Extra Space Storage LP 4.95% 1/15/2033  | 1500000 | 1504851 |
| Extra Space Storage LP 5.35% 1/15/2035  | 590000 | 594390 |
| Extra Space Storage LP 5.4% 6/15/2035  | 1070000 | 1080072 |
| Extra Space Storage LP 5.9% 1/15/2031  | 1100000 | 1167712 |
| Mid-America Apartments LP 1.7% 2/15/2031 (d) | 2100000 | 1828220 |
| Mid-America Apartments LP 3.95% 3/15/2029  | 1700000 | 1689278 |
| Tanger Properties LP 3.875% 7/15/2027  | 1105000 | 1092869 |
|  |  | 26047003 |
| Residential REITs - 0.1% |  |  |
| American Homes 4 Rent LP 3.375% 7/15/2051  | 400000 | 262395 |
| American Homes 4 Rent LP 4.95% 6/15/2030  | 1290000 | 1315426 |
| American Homes 4 Rent LP 5.25% 3/15/2035 (d) | 1100000 | 1104388 |
| American Homes 4 Rent LP 5.5% 7/15/2034  | 2100000 | 2149409 |
| AvalonBay Communities Inc 2.45% 1/15/2031  | 2000000 | 1818486 |
| AvalonBay Communities Inc 2.95% 5/11/2026 (d) | 4800000 | 4759863 |
| AvalonBay Communities Inc 5.3% 12/7/2033  | 1100000 | 1135136 |
| Camden Property Trust 4.9% 1/15/2034  | 1800000 | 1806011 |
| ERP Operating LP 1.85% 8/1/2031  | 3100000 | 2709844 |
| ERP Operating LP 3% 7/1/2029  | 1900000 | 1822423 |
| ERP Operating LP 3.25% 8/1/2027  | 2314000 | 2279896 |
| ERP Operating LP 4.95% 6/15/2032  | 2670000 | 2726713 |
| Invitation Homes Operating Partnership LP 2.3% 11/15/2028  | 5100000 | 4813362 |
| Invitation Homes Operating Partnership LP 4.95% 1/15/2033  | 2100000 | 2095359 |
| Sun Communities Operating LP 2.3% 11/1/2028 (d) | 2300000 | 2176418 |
| UDR Inc 2.1% 6/15/2033  | 3800000 | 3108422 |
|  |  | 36083551 |
| Retail REITs - 0.2% |  |  |
| Agree LP 5.625% 6/15/2034  | 1500000 | 1542849 |
| Brixmor Operating Partnership LP 3.9% 3/15/2027  | 1005000 | 999141 |
| Brixmor Operating Partnership LP 4.05% 7/1/2030  | 1138000 | 1115176 |
| Brixmor Operating Partnership LP 4.125% 5/15/2029  | 1216000 | 1205173 |
| Brixmor Operating Partnership LP 4.125% 6/15/2026  | 1346000 | 1342116 |
| Federal Realty OP LP 3.5% 6/1/2030 (d) | 2900000 | 2790903 |
| Kimco Realty OP LLC 1.9% 3/1/2028  | 3000000 | 2848349 |
| Kimco Realty OP LLC 3.8% 4/1/2027  | 713000 | 708523 |
| Kimco Realty OP LLC 4.125% 12/1/2046  | 1782000 | 1413069 |
| Kimco Realty OP LLC 4.45% 9/1/2047  | 924000 | 767277 |
| Kimco Realty OP LLC 5.3% 2/1/2036  | 1200000 | 1212508 |
| Kite Realty Group LP 5.2% 8/15/2032  | 500000 | 508032 |
| Kite Realty Group LP 5.5% 3/1/2034  | 900000 | 920533 |
| NNN REIT Inc 3% 4/15/2052  | 2400000 | 1469790 |
| Phillips Edison Grocery Center Operating Partnership I LP 4.95% 1/15/2035  | 1200000 | 1171411 |
| Phillips Edison Grocery Center Operating Partnership I LP 5.25% 8/15/2032  | 300000 | 306181 |
| Realty Income Corp 2.85% 12/15/2032  | 2610000 | 2320204 |
| Realty Income Corp 3.25% 1/15/2031  | 5250000 | 4963508 |
| Realty Income Corp 4.75% 2/15/2029 (d) | 3200000 | 3261405 |
| Realty Income Corp 4.85% 3/15/2030  | 3900000 | 4000013 |
| Realty Income Corp 4.875% 6/1/2026  | 3700000 | 3709790 |
| Realty Income Corp 4.9% 7/15/2033  | 800000 | 803629 |
| Regency Centers LP 3.7% 6/15/2030  | 2020000 | 1968895 |
| Regency Centers LP 5.1% 1/15/2035  | 1520000 | 1524995 |
| Regency Centers LP 5.25% 1/15/2034 (d) | 1400000 | 1432631 |
| Simon Property Group LP 2.2% 2/1/2031  | 1700000 | 1521760 |
| Simon Property Group LP 2.45% 9/13/2029  | 4940000 | 4634381 |
| Simon Property Group LP 3.25% 9/13/2049  | 1820000 | 1231631 |
| Simon Property Group LP 3.3% 1/15/2026  | 5700000 | 5675682 |
| Simon Property Group LP 3.375% 12/1/2027  | 4210000 | 4157120 |
| Simon Property Group LP 3.8% 7/15/2050  | 2369000 | 1761119 |
| Simon Property Group LP 4.75% 9/26/2034  | 1010000 | 992819 |
| Simon Property Group LP 5.125% 10/1/2035  | 3000000 | 2998765 |
| Simon Property Group LP 6.25% 1/15/2034 (d) | 2100000 | 2297533 |
|  |  | 69576911 |
| Specialized REITs - 0.2% |  |  |
| American Tower Corp 1.3% 9/15/2025  | 900000 | 898803 |
| American Tower Corp 2.1% 6/15/2030  | 1500000 | 1349050 |
| American Tower Corp 3.1% 6/15/2050  | 1500000 | 972407 |
| American Tower Corp 3.55% 7/15/2027 (d) | 4824000 | 4772092 |
| American Tower Corp 3.6% 1/15/2028 (d) | 511000 | 504126 |
| American Tower Corp 3.8% 8/15/2029  | 5241000 | 5136253 |
| American Tower Corp 5.4% 1/31/2035  | 1660000 | 1703762 |
| American Tower Corp 5.55% 7/15/2033  | 4500000 | 4672492 |
| Crown Castle Inc 2.25% 1/15/2031  | 3900000 | 3453836 |
| Crown Castle Inc 3.65% 9/1/2027 (d) | 3123000 | 3084477 |
| Crown Castle Inc 3.8% 2/15/2028 (d) | 3000000 | 2960965 |
| Crown Castle Inc 4.3% 2/15/2029  | 2100000 | 2088391 |
| Crown Castle Inc 4.45% 2/15/2026  | 2000000 | 1995701 |
| Crown Castle Inc 5.1% 5/1/2033  | 2800000 | 2807249 |
| Crown Castle Inc 5.2% 9/1/2034 (d) | 3400000 | 3396998 |
| CubeSmart LP 2.5% 2/15/2032  | 2200000 | 1917017 |
| EPR Properties 4.5% 6/1/2027  | 2800000 | 2791219 |
| Equinix Inc 1.45% 5/15/2026  | 4119000 | 4033962 |
| Equinix Inc 2.5% 5/15/2031  | 3600000 | 3228864 |
| Equinix Inc 3.9% 4/15/2032  | 2000000 | 1904168 |
| Public Storage Operating Co 4.375% 7/1/2030  | 810000 | 815058 |
| Public Storage Operating Co 5% 7/1/2035  | 1070000 | 1067808 |
| Public Storage Operating Co 5.1% 8/1/2033 (d) | 4100000 | 4226681 |
| Weyerhaeuser Co 4% 3/9/2052 (d) | 800000 | 603593 |
| Weyerhaeuser Co 4% 4/15/2030  | 2760000 | 2719318 |
|  |  | 63104290 |
| TOTAL REAL ESTATE |  | 288946924 |
| Utilities - 2.2% |  |  |
| Electric Utilities - 1.7% |  |  |
| AEP Texas Inc 3.45% 1/15/2050  | 1200000 | 810517 |
| AEP Texas Inc 3.45% 5/15/2051  | 1500000 | 998070 |
| AEP Texas Inc 4.15% 5/1/2049  | 1000000 | 760133 |
| AEP Transmission Co LLC 2.75% 8/15/2051  | 3000000 | 1838567 |
| AEP Transmission Co LLC 5.375% 6/15/2035  | 2930000 | 3001525 |
| AEP Transmission Co LLC 5.4% 3/15/2053  | 900000 | 862162 |
| Alabama Power Co 1.45% 9/15/2030  | 3000000 | 2630075 |
| Alabama Power Co 3.7% 12/1/2047  | 1049000 | 792675 |
| Alabama Power Co 3.75% 3/1/2045  | 178000 | 138171 |
| Alabama Power Co 3.75% 9/1/2027  | 2000000 | 1993588 |
| Alabama Power Co 4.15% 8/15/2044  | 829000 | 682490 |
| Alabama Power Co 4.3% 7/15/2048  | 1048000 | 868928 |
| Alabama Power Co 5.2% 6/1/2041 (d) | 686000 | 667344 |
| Alabama Power Co 6% 3/1/2039  | 1800000 | 1929999 |
| American Electric Power Co Inc 3.25% 3/1/2050  | 2003000 | 1307575 |
| American Electric Power Co Inc 4.3% 12/1/2028  | 3117000 | 3132996 |
| American Electric Power Co Inc 6.95% 12/15/2054 (c) | 1500000 | 1594734 |
| Appalachian Power Co 4.45% 6/1/2045  | 1069000 | 875544 |
| Appalachian Power Co 4.5% 8/1/2032 (d) | 2000000 | 1973972 |
| Appalachian Power Co 5.65% 4/1/2034  | 1400000 | 1449445 |
| Arizona Public Service Co 2.95% 9/15/2027  | 5000000 | 4875903 |
| Arizona Public Service Co 3.35% 5/15/2050  | 2900000 | 1976252 |
| Arizona Public Service Co 5.55% 8/1/2033 (d) | 2000000 | 2072986 |
| Arizona Public Service Co 5.9% 8/15/2055  | 1000000 | 996219 |
| Avangrid Inc 3.8% 6/1/2029  | 1000000 | 982984 |
| Baltimore Gas and Electric Co 2.9% 6/15/2050  | 2000000 | 1257698 |
| Baltimore Gas and Electric Co 3.5% 8/15/2046  | 445000 | 326356 |
| Baltimore Gas and Electric Co 5.3% 6/1/2034  | 1600000 | 1649228 |
| Baltimore Gas and Electric Co 5.4% 6/1/2053  | 1200000 | 1134581 |
| CenterPoint Energy Houston Electric LLC 3.35% 4/1/2051  | 3700000 | 2520161 |
| CenterPoint Energy Houston Electric LLC 3.55% 8/1/2042  | 339000 | 261608 |
| CenterPoint Energy Houston Electric LLC 4.45% 10/1/2032 (d) | 2000000 | 1976085 |
| CenterPoint Energy Houston Electric LLC 4.8% 3/15/2030  | 3000000 | 3071870 |
| CenterPoint Energy Houston Electric LLC 4.95% 8/15/2035  | 1700000 | 1685608 |
| Cleco Corporate Holdings LLC 3.743% 5/1/2026  | 1009000 | 1001965 |
| Commonwealth Edison Co 2.75% 9/1/2051  | 3000000 | 1796221 |
| Commonwealth Edison Co 3.2% 11/15/2049  | 1500000 | 1005752 |
| Commonwealth Edison Co 3.65% 6/15/2046  | 510000 | 385985 |
| Commonwealth Edison Co 3.7% 3/1/2045  | 553000 | 428243 |
| Commonwealth Edison Co 3.75% 8/15/2047  | 1096000 | 826988 |
| Commonwealth Edison Co 4% 3/1/2048  | 1217000 | 960113 |
| Commonwealth Edison Co 4% 3/1/2049  | 84000 | 65036 |
| Commonwealth Edison Co 5.3% 2/1/2053  | 1400000 | 1310789 |
| Connecticut Light and Power Co/The 4% 4/1/2048  | 900000 | 709069 |
| Connecticut Light and Power Co/The 5.25% 1/15/2053  | 1400000 | 1307561 |
| Consolidated Edison Co of New York Inc 3.2% 12/1/2051  | 1100000 | 722916 |
| Consolidated Edison Co of New York Inc 3.875% 6/15/2047  | 510000 | 389658 |
| Consolidated Edison Co of New York Inc 3.95% 4/1/2050  | 2695000 | 2083291 |
| Consolidated Edison Co of New York Inc 4.45% 3/15/2044  | 1425000 | 1227707 |
| Consolidated Edison Co of New York Inc 4.5% 5/15/2058  | 2690000 | 2169639 |
| Consolidated Edison Co of New York Inc 4.65% 12/1/2048  | 1866000 | 1605399 |
| Consolidated Edison Co of New York Inc 5.5% 12/1/2039  | 1445000 | 1459959 |
| Consolidated Edison Co of New York Inc 5.5% 3/15/2034 (d) | 5500000 | 5740130 |
| Consolidated Edison Co of New York Inc 5.85% 3/15/2036  | 2800000 | 2972742 |
| Consolidated Edison Co of New York Inc 5.9% 11/15/2053 (d) | 2300000 | 2346647 |
| Consolidated Edison Co of New York Inc 6.15% 11/15/2052  | 1000000 | 1045628 |
| Dominion Energy South Carolina Inc 5.3% 1/15/2035  | 1000000 | 1024977 |
| Dominion Energy South Carolina Inc 6.05% 1/15/2038 (d) | 2800000 | 2984357 |
| DTE Electric Co 4.05% 5/15/2048  | 1570000 | 1265894 |
| DTE Electric Co 5.4% 4/1/2053  | 3700000 | 3577179 |
| Duke Energy Carolinas LLC 2.85% 3/15/2032  | 3900000 | 3530919 |
| Duke Energy Carolinas LLC 2.95% 12/1/2026  | 1069000 | 1056133 |
| Duke Energy Carolinas LLC 3.75% 6/1/2045  | 356000 | 275331 |
| Duke Energy Carolinas LLC 3.875% 3/15/2046  | 696000 | 540160 |
| Duke Energy Carolinas LLC 3.95% 3/15/2048  | 3100000 | 2416722 |
| Duke Energy Carolinas LLC 4% 9/30/2042  | 668000 | 552294 |
| Duke Energy Carolinas LLC 5.35% 1/15/2053  | 4500000 | 4267267 |
| Duke Energy Carolinas LLC 6.05% 4/15/2038  | 111000 | 119175 |
| Duke Energy Corp 2.45% 6/1/2030  | 1300000 | 1195083 |
| Duke Energy Corp 2.65% 9/1/2026  | 2379000 | 2343079 |
| Duke Energy Corp 3.3% 6/15/2041 (d) | 4630000 | 3488633 |
| Duke Energy Corp 3.75% 9/1/2046  | 1627000 | 1212678 |
| Duke Energy Corp 3.95% 8/15/2047  | 1420000 | 1073508 |
| Duke Energy Corp 4.8% 12/15/2045 (d) | 2998000 | 2584071 |
| Duke Energy Corp 5.45% 6/15/2034 (d) | 2280000 | 2353716 |
| Duke Energy Corp 6.45% 9/1/2054 (c) | 1500000 | 1553058 |
| Duke Energy Florida LLC 3.4% 10/1/2046  | 445000 | 319669 |
| Duke Energy Florida LLC 5.875% 11/15/2033 (d) | 4000000 | 4276946 |
| Duke Energy Florida LLC 5.95% 11/15/2052  | 2800000 | 2870634 |
| Duke Energy Indiana LLC 3.25% 10/1/2049  | 3100000 | 2102599 |
| Duke Energy Indiana LLC 5.9% 5/15/2055  | 1000000 | 1017934 |
| Duke Energy Ohio Inc 4.3% 2/1/2049  | 2109000 | 1699146 |
| Duke Energy Progress LLC 2.9% 8/15/2051  | 4000000 | 2474435 |
| Duke Energy Progress LLC 4.1% 3/15/2043  | 1300000 | 1075195 |
| Duke Energy Progress LLC 4.15% 12/1/2044  | 321000 | 264664 |
| Duke Energy Progress LLC 4.375% 3/30/2044  | 356000 | 300775 |
| Duke Energy Progress LLC 5.35% 3/15/2053  | 1000000 | 942106 |
| Edison International 5.25% 3/15/2032 (d) | 1800000 | 1770452 |
| Edison International 5.75% 6/15/2027  | 3541000 | 3604923 |
| Entergy Arkansas LLC 5.3% 9/15/2033  | 2900000 | 2996578 |
| Entergy Arkansas LLC 5.45% 6/1/2034 (d) | 1300000 | 1348277 |
| Entergy Corp 0.9% 9/15/2025  | 3200000 | 3195772 |
| Entergy Corp 2.8% 6/15/2030  | 1211000 | 1127749 |
| Entergy Corp 2.95% 9/1/2026  | 837000 | 825265 |
| Entergy Corp 3.75% 6/15/2050  | 3400000 | 2420747 |
| Entergy Louisiana LLC 2.35% 6/15/2032  | 4500000 | 3919292 |
| Entergy Louisiana LLC 4% 3/15/2033  | 2277000 | 2159518 |
| Entergy Louisiana LLC 4.2% 9/1/2048  | 2100000 | 1685233 |
| Entergy Louisiana LLC 5.7% 3/15/2054 (d) | 1200000 | 1171972 |
| Entergy Mississippi LLC 3.85% 6/1/2049  | 1000000 | 748650 |
| Entergy Mississippi LLC 5.8% 4/15/2055  | 660000 | 657058 |
| Entergy Mississippi LLC 5.85% 6/1/2054  | 600000 | 594988 |
| Entergy Tex Inc 3.55% 9/30/2049  | 1300000 | 918036 |
| Entergy Tex Inc 5.25% 4/15/2035  | 3000000 | 3052431 |
| Evergy Kansas Central Inc 5.25% 3/15/2035  | 3850000 | 3900239 |
| Evergy Metro Inc 5.125% 8/15/2035  | 800000 | 799524 |
| Eversource Energy 2.55% 3/15/2031  | 6400000 | 5768728 |
| Eversource Energy 3.35% 3/15/2026  | 1178000 | 1170125 |
| Eversource Energy 3.45% 1/15/2050  | 1000000 | 694805 |
| Eversource Energy 5.45% 3/1/2028  | 800000 | 822787 |
| Eversource Energy 5.95% 2/1/2029 (d) | 2700000 | 2832386 |
| Exelon Corp 3.4% 4/15/2026  | 2000000 | 1988167 |
| Exelon Corp 4.45% 4/15/2046  | 1100000 | 914882 |
| Exelon Corp 5.1% 6/15/2045  | 196000 | 179072 |
| Exelon Corp 5.125% 3/15/2031  | 970000 | 1001429 |
| Exelon Corp 5.3% 3/15/2033  | 2000000 | 2064405 |
| Exelon Corp 5.6% 3/15/2053  | 2800000 | 2652525 |
| Exelon Corp 5.625% 6/15/2035  | 1400000 | 1447948 |
| Exelon Corp 5.875% 3/15/2055  | 880000 | 870145 |
| FirstEnergy Corp 2.25% 9/1/2030  | 1950000 | 1751101 |
| FirstEnergy Corp 4.85% 7/15/2047 (g) | 1969000 | 1692550 |
| Florida Power & Light Co 2.875% 12/4/2051  | 2600000 | 1625357 |
| Florida Power & Light Co 3.125% 12/1/2025  | 909000 | 905985 |
| Florida Power & Light Co 3.15% 10/1/2049  | 252000 | 168976 |
| Florida Power & Light Co 3.7% 12/1/2047  | 1100000 | 830342 |
| Florida Power & Light Co 3.8% 12/15/2042  | 3600000 | 2922559 |
| Florida Power & Light Co 4.05% 10/1/2044  | 3466000 | 2848211 |
| Florida Power & Light Co 4.125% 6/1/2048  | 2192000 | 1767990 |
| Florida Power & Light Co 5.05% 4/1/2028 (d) | 6500000 | 6673781 |
| Florida Power & Light Co 5.3% 6/15/2034  | 4044000 | 4181917 |
| Florida Power & Light Co 5.8% 3/15/2065 (d) | 1600000 | 1619934 |
| Georgia Power Co 3.25% 3/30/2027  | 6245000 | 6171842 |
| Georgia Power Co 4.3% 3/15/2042 (d) | 2000000 | 1728876 |
| Georgia Power Co 4.95% 5/17/2033  | 1900000 | 1923181 |
| Georgia Power Co 5.125% 5/15/2052  | 1600000 | 1487163 |
| Georgia Power Co 5.2% 3/15/2035  | 2000000 | 2030120 |
| Georgia Power Co 5.25% 3/15/2034 (d) | 600000 | 614994 |
| Indiana Michigan Power Co 3.25% 5/1/2051  | 1500000 | 972780 |
| Indiana Michigan Power Co 5.625% 4/1/2053  | 1100000 | 1066683 |
| Interstate Power and Light Co 2.3% 6/1/2030  | 2510000 | 2288885 |
| Interstate Power and Light Co 4.95% 9/30/2034  | 2900000 | 2858127 |
| IPALCO Enterprises Inc 4.25% 5/1/2030  | 700000 | 683694 |
| IPALCO Enterprises Inc 5.75% 4/1/2034  | 1000000 | 1008476 |
| Jersey Central Power & Light Co 5.1% 1/15/2035  | 1250000 | 1248923 |
| Kentucky Utilities Co 3.3% 6/1/2050  | 500000 | 337336 |
| Kentucky Utilities Co 5.125% 11/1/2040  | 1730000 | 1682012 |
| Kentucky Utilities Co 5.85% 8/15/2055  | 500000 | 496369 |
| Louisville Gas and Electric Co 5.45% 4/15/2033  | 1000000 | 1041146 |
| Louisville Gas and Electric Co 5.85% 8/15/2055  | 600000 | 595380 |
| MidAmerican Energy Co 3.15% 4/15/2050  | 1600000 | 1071198 |
| MidAmerican Energy Co 3.65% 8/1/2048  | 4102000 | 3041393 |
| MidAmerican Energy Co 5.35% 1/15/2034  | 3300000 | 3425066 |
| Nevada Power Co 5.9% 5/1/2053  | 1200000 | 1189451 |
| NextEra Energy Capital Holdings Inc 2.25% 6/1/2030 (d) | 1301000 | 1186061 |
| NextEra Energy Capital Holdings Inc 2.75% 11/1/2029 (d) | 8382000 | 7916225 |
| NextEra Energy Capital Holdings Inc 3% 1/15/2052  | 1500000 | 928563 |
| NextEra Energy Capital Holdings Inc 3.5% 4/1/2029  | 3900000 | 3810233 |
| NextEra Energy Capital Holdings Inc 4.625% 7/15/2027  | 2000000 | 2017167 |
| NextEra Energy Capital Holdings Inc 4.9% 2/28/2028  | 2100000 | 2135767 |
| NextEra Energy Capital Holdings Inc 5.25% 2/28/2053  | 3400000 | 3112328 |
| NextEra Energy Capital Holdings Inc 5.45% 3/15/2035 (d) | 1390000 | 1420860 |
| NextEra Energy Capital Holdings Inc 6.7% 9/1/2054 (c) | 1000000 | 1027210 |
| NextEra Energy Capital Holdings Inc 6.75% 6/15/2054 (c) | 4500000 | 4754291 |
| Northern States Power Co/MN 2.6% 6/1/2051  | 623000 | 374081 |
| Northern States Power Co/MN 3.4% 8/15/2042  | 356000 | 272329 |
| Northern States Power Co/MN 4.125% 5/15/2044  | 802000 | 670012 |
| Northern States Power Co/MN 5.05% 5/15/2035  | 1930000 | 1950769 |
| Northern States Power Co/MN 5.1% 5/15/2053  | 2200000 | 2019380 |
| Northern States Power Co/MN 5.65% 5/15/2055  | 1660000 | 1646278 |
| NSTAR Electric Co 3.2% 5/15/2027  | 1364000 | 1345235 |
| NSTAR Electric Co 4.95% 9/15/2052  | 1000000 | 889279 |
| NSTAR Electric Co 5.2% 3/1/2035  | 1400000 | 1421884 |
| NSTAR Electric Co 5.4% 6/1/2034 (d) | 2000000 | 2067255 |
| Oglethorpe Power Corp 4.5% 4/1/2047  | 1800000 | 1476556 |
| Oglethorpe Power Corp 5.8% 6/1/2054  | 1000000 | 965349 |
| Oglethorpe Power Corp 5.95% 11/1/2039  | 1200000 | 1238294 |
| Ohio Power Co 5% 6/1/2033 (d) | 2000000 | 2011607 |
| Ohio Power Co 5.65% 6/1/2034 (d) | 1400000 | 1450464 |
| Oncor Electric Delivery Co LLC 3.1% 9/15/2049  | 971000 | 635496 |
| Oncor Electric Delivery Co LLC 3.75% 4/1/2045  | 3100000 | 2393587 |
| Oncor Electric Delivery Co LLC 3.8% 9/30/2047  | 2700000 | 2051340 |
| Oncor Electric Delivery Co LLC 4.1% 11/15/2048  | 1000000 | 789981 |
| Oncor Electric Delivery Co LLC 4.55% 9/15/2032 (d) | 1100000 | 1092696 |
| Oncor Electric Delivery Co LLC 5.35% 4/1/2035 (e) | 2500000 | 2570033 |
| Oncor Electric Delivery Co LLC 5.55% 6/15/2054  | 1700000 | 1647555 |
| Pacific Gas and Electric Co 2.1% 8/1/2027  | 3800000 | 3641788 |
| Pacific Gas and Electric Co 2.5% 2/1/2031  | 4200000 | 3724712 |
| Pacific Gas and Electric Co 3.25% 6/1/2031  | 4400000 | 4034636 |
| Pacific Gas and Electric Co 3.3% 8/1/2040  | 2850000 | 2107636 |
| Pacific Gas and Electric Co 4% 12/1/2046  | 2822000 | 2046199 |
| Pacific Gas and Electric Co 4.2% 6/1/2041  | 1000000 | 790726 |
| Pacific Gas and Electric Co 4.3% 3/15/2045 (d) | 5099000 | 3916158 |
| Pacific Gas and Electric Co 4.55% 7/1/2030  | 4496000 | 4452760 |
| Pacific Gas and Electric Co 5.8% 5/15/2034  | 500000 | 511267 |
| Pacific Gas and Electric Co 5.9% 6/15/2032 (d) | 600000 | 623972 |
| Pacific Gas and Electric Co 6% 8/15/2035  | 1300000 | 1344554 |
| Pacific Gas and Electric Co 6.15% 3/1/2055  | 1000000 | 967646 |
| Pacific Gas and Electric Co 6.75% 1/15/2053  | 4900000 | 5058165 |
| Pacific Gas and Electric Co 6.95% 3/15/2034 (d) | 3300000 | 3615158 |
| PacifiCorp 2.9% 6/15/2052  | 1700000 | 1001723 |
| PacifiCorp 4.125% 1/15/2049  | 2399000 | 1820911 |
| PacifiCorp 5.35% 12/1/2053  | 2600000 | 2325443 |
| PacifiCorp 5.45% 2/15/2034  | 340000 | 345594 |
| PacifiCorp 5.8% 1/15/2055  | 2000000 | 1891294 |
| PacifiCorp 6% 1/15/2039  | 1104000 | 1138173 |
| PacifiCorp 6.25% 10/15/2037  | 1100000 | 1163363 |
| PECO Energy Co 3.9% 3/1/2048  | 4200000 | 3282932 |
| PG&E Wildfire Recovery Funding LLC 5.099% 6/1/2054  | 1900000 | 1744620 |
| PG&E Wildfire Recovery Funding LLC 5.212% 12/1/2049  | 3600000 | 3434268 |
| Potomac Electric Power Co 6.5% 11/15/2037  | 678000 | 756450 |
| PPL Capital Funding Inc 3.1% 5/15/2026  | 1425000 | 1410327 |
| PPL Electric Utilities Corp 3% 10/1/2049  | 2479000 | 1615008 |
| PPL Electric Utilities Corp 4.15% 10/1/2045  | 624000 | 518030 |
| PPL Electric Utilities Corp 5.25% 5/15/2053  | 1000000 | 947533 |
| PPL Electric Utilities Corp 5.55% 8/15/2055  | 900000 | 879405 |
| Progress Energy Inc 6% 12/1/2039  | 926000 | 973462 |
| Public Service Co of Colorado 3.7% 6/15/2028  | 2300000 | 2285117 |
| Public Service Co of Colorado 3.8% 6/15/2047  | 825000 | 617267 |
| Public Service Co of Colorado 4.5% 6/1/2052  | 2300000 | 1867565 |
| Public Service Co of Colorado 5.35% 5/15/2034 (d) | 1400000 | 1424702 |
| Public Service Co of Colorado 5.85% 5/15/2055  | 2300000 | 2267263 |
| Public Service Co of Colorado 6.25% 9/1/2037  | 1000000 | 1077840 |
| Public Service Co of New Hampshire 5.35% 10/1/2033 (d) | 900000 | 937290 |
| Public Service Co of Oklahoma 2.2% 8/15/2031 (d) | 1500000 | 1317655 |
| Public Service Co of Oklahoma 5.2% 1/15/2035  | 1630000 | 1634518 |
| Public Service Electric and Gas Co 2.45% 1/15/2030  | 1700000 | 1584821 |
| Public Service Electric and Gas Co 3% 3/1/2051  | 2400000 | 1558517 |
| Public Service Electric and Gas Co 3.1% 3/15/2032  | 2200000 | 2020535 |
| Public Service Electric and Gas Co 3.15% 1/1/2050  | 2300000 | 1546040 |
| Public Service Electric and Gas Co 3.65% 9/1/2042  | 504000 | 396073 |
| Public Service Electric and Gas Co 4% 6/1/2044  | 891000 | 706818 |
| Public Service Electric and Gas Co 5.05% 3/1/2035  | 1100000 | 1114258 |
| Public Service Electric and Gas Co 5.2% 8/1/2033 (d) | 2770000 | 2862718 |
| Public Service Electric and Gas Co 5.3% 8/1/2054  | 1000000 | 949829 |
| Puget Sound Energy Inc 4.3% 5/20/2045  | 2142000 | 1745823 |
| Puget Sound Energy Inc 5.685% 6/15/2054 (d) | 1000000 | 985229 |
| Southern California Edison Co 1.2% 2/1/2026 (d) | 2000000 | 1969939 |
| Southern California Edison Co 2.25% 6/1/2030  | 2054000 | 1847246 |
| Southern California Edison Co 2.85% 8/1/2029  | 6500000 | 6117744 |
| Southern California Edison Co 2.95% 2/1/2051  | 4900000 | 2966056 |
| Southern California Edison Co 3.45% 2/1/2052  | 3200000 | 2080280 |
| Southern California Edison Co 4% 4/1/2047  | 1782000 | 1324941 |
| Southern California Edison Co 4.65% 10/1/2043  | 1805000 | 1518153 |
| Southern California Edison Co 5.7% 3/1/2053 (d) | 1600000 | 1473843 |
| Southern California Edison Co 5.85% 11/1/2027  | 1300000 | 1339251 |
| Southern California Edison Co 5.95% 2/1/2038  | 1300000 | 1328998 |
| Southern California Edison Co 6.05% 3/15/2039  | 1700000 | 1745038 |
| Southern California Edison Co 6.2% 9/15/2055  | 2600000 | 2583471 |
| Southern Co/The 3.7% 4/30/2030  | 5713000 | 5575660 |
| Southern Co/The 4% 1/15/2051 (c) | 3100000 | 3088896 |
| Southern Co/The 4.25% 7/1/2036  | 1000000 | 920367 |
| Southern Co/The 4.4% 7/1/2046  | 1305000 | 1084076 |
| Southern Co/The 5.2% 6/15/2033 (d) | 2600000 | 2656049 |
| Southern Co/The 5.7% 3/15/2034  | 700000 | 733019 |
| Southern Co/The 6.375% 3/15/2055 (c) | 1720000 | 1799694 |
| Southwestern Electric Power Co 1.65% 3/15/2026  | 4000000 | 3944173 |
| Southwestern Electric Power Co 3.85% 2/1/2048  | 1600000 | 1163678 |
| Southwestern Electric Power Co 5.3% 4/1/2033  | 400000 | 406358 |
| Tampa Electric Co 4.45% 6/15/2049  | 2088000 | 1717389 |
| Tampa Electric Co 6.15% 5/15/2037  | 1116000 | 1181278 |
| Tucson Electric Power Co 5.2% 9/15/2034  | 2700000 | 2726300 |
| Union Electric Co 2.625% 3/15/2051  | 1800000 | 1064807 |
| Union Electric Co 3.9% 4/1/2052  | 1200000 | 906951 |
| Union Electric Co 3.9% 9/15/2042  | 659000 | 534087 |
| Union Electric Co 5.45% 3/15/2053  | 300000 | 286812 |
| Virginia Electric and Power Co 2.875% 7/15/2029 (d) | 4800000 | 4594505 |
| Virginia Electric and Power Co 3.8% 4/1/2028  | 2657000 | 2649415 |
| Virginia Electric and Power Co 3.8% 9/15/2047  | 2543000 | 1920532 |
| Virginia Electric and Power Co 4.2% 5/15/2045  | 2128000 | 1741409 |
| Virginia Electric and Power Co 4.45% 2/15/2044  | 490000 | 417533 |
| Virginia Electric and Power Co 4.6% 12/1/2048  | 3452000 | 2935726 |
| Virginia Electric and Power Co 5.05% 8/15/2034  | 2690000 | 2713632 |
| Virginia Electric and Power Co 5.3% 8/15/2033  | 700000 | 720131 |
| Virginia Electric and Power Co 5.45% 4/1/2053  | 1200000 | 1135881 |
| Virginia Electric and Power Co 6% 5/15/2037  | 356000 | 379000 |
| Wisconsin Electric Power Co 1.7% 6/15/2028  | 80000 | 75345 |
| Wisconsin Electric Power Co 4.25% 6/1/2044  | 837000 | 691892 |
| Wisconsin Power and Light Co 4.95% 4/1/2033  | 2400000 | 2420751 |
| Wisconsin Public Service Corp 4.55% 12/1/2029  | 4461000 | 4540865 |
| Xcel Energy Inc 3.35% 12/1/2026  | 535000 | 528918 |
| Xcel Energy Inc 3.4% 6/1/2030  | 1740000 | 1666244 |
| Xcel Energy Inc 4% 6/15/2028 (d) | 13000000 | 12976521 |
|  |  | 511136540 |
| Gas Utilities - 0.1% |  |  |
| Atmos Energy Corp 4.125% 3/15/2049  | 2900000 | 2289866 |
| Atmos Energy Corp 4.3% 10/1/2048  | 1000000 | 825537 |
| Atmos Energy Corp 5.2% 8/15/2035  | 1000000 | 1013349 |
| Atmos Energy Corp 5.45% 10/15/2032  | 1000000 | 1048723 |
| Atmos Energy Corp 5.9% 11/15/2033 (d) | 2200000 | 2369141 |
| Atmos Energy Corp 6.2% 11/15/2053 (d) | 500000 | 532585 |
| CenterPoint Energy Resources Corp 4.4% 7/1/2032  | 2300000 | 2254465 |
| CenterPoint Energy Resources Corp 5.25% 3/1/2028  | 2000000 | 2053274 |
| CenterPoint Energy Resources Corp 5.4% 7/1/2034  | 2000000 | 2045726 |
| Eastern Energy Gas Holdings LLC 5.8% 1/15/2035 (d) | 3000000 | 3127384 |
| Eastern Energy Gas Holdings LLC 6.2% 1/15/2055  | 3000000 | 3067549 |
| ONE Gas Inc 4.658% 2/1/2044  | 1380000 | 1209698 |
| Piedmont Natural Gas Co Inc 3.5% 6/1/2029  | 4457000 | 4344363 |
| Piedmont Natural Gas Co Inc 5.1% 2/15/2035  | 1000000 | 1011334 |
| Piedmont Natural Gas Co Inc 5.4% 6/15/2033 (d) | 800000 | 824664 |
| Southern California Gas Co 2.55% 2/1/2030  | 3200000 | 2981223 |
| Southern California Gas Co 2.6% 6/15/2026  | 2358000 | 2326332 |
| Southern California Gas Co 5.05% 9/1/2034  | 1100000 | 1109681 |
| Southern California Gas Co 5.75% 6/1/2053  | 700000 | 684590 |
| Southern California Gas Co 6.35% 11/15/2052 (d) | 1800000 | 1915381 |
| Southern Co Gas Capital Corp 3.95% 10/1/2046  | 1409000 | 1085436 |
| Southern Co Gas Capital Corp 5.875% 3/15/2041  | 2600000 | 2645495 |
| Southwest Gas Corp 4.05% 3/15/2032  | 1600000 | 1529125 |
| Southwest Gas Corp 5.45% 3/23/2028  | 2163000 | 2224780 |
|  |  | 44519701 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| AES Corp/The 1.375% 1/15/2026  | 5890000 | 5814895 |
| AES Corp/The 5.8% 3/15/2032 (d) | 1360000 | 1399309 |
| Constellation Energy Generation LLC 5.6% 3/1/2028 (d) | 3500000 | 3628060 |
| Constellation Energy Generation LLC 5.75% 3/15/2054  | 600000 | 586674 |
| Constellation Energy Generation LLC 6.25% 10/1/2039  | 1242000 | 1332165 |
| Constellation Energy Generation LLC 6.5% 10/1/2053 (d) | 1900000 | 2047707 |
| Southern Power Co 4.95% 12/15/2046 (d) | 1200000 | 1053051 |
|  |  | 15861861 |
| Multi-Utilities - 0.3% |  |  |
| Ameren Corp 3.5% 1/15/2031  | 8850000 | 8456070 |
| Ameren Illinois Co 4.95% 6/1/2033  | 2400000 | 2441186 |
| Ameren Illinois Co 5.55% 7/1/2054  | 2940000 | 2882788 |
| Berkshire Hathaway Energy Co 3.25% 4/15/2028  | 82000 | 80485 |
| Berkshire Hathaway Energy Co 3.7% 7/15/2030  | 3688000 | 3612498 |
| Berkshire Hathaway Energy Co 3.8% 7/15/2048  | 4048000 | 3039862 |
| Berkshire Hathaway Energy Co 4.5% 2/1/2045  | 1186000 | 1021952 |
| Berkshire Hathaway Energy Co 5.15% 11/15/2043 (d) | 3279000 | 3116253 |
| CenterPoint Energy Inc 6.85% 2/15/2055 (c)(d) | 1300000 | 1362600 |
| CMS Energy Corp 4.75% 6/1/2050 (c) | 1000000 | 967092 |
| CMS Energy Corp 4.875% 3/1/2044  | 891000 | 786821 |
| CMS Energy Corp 6.5% 6/1/2055 (c) | 1300000 | 1326056 |
| Consumers Energy Co 2.65% 8/15/2052  | 574000 | 345411 |
| Consumers Energy Co 4.35% 4/15/2049  | 3810000 | 3162858 |
| Delmarva Power & Light Co 4% 6/1/2042  | 713000 | 585473 |
| Dominion Energy Inc 4.35% 8/15/2032 (d) | 2000000 | 1941219 |
| Dominion Energy Inc 4.85% 8/15/2052  | 2700000 | 2274924 |
| Dominion Energy Inc 4.9% 8/1/2041  | 356000 | 320501 |
| Dominion Energy Inc 5.375% 11/15/2032 (d) | 3200000 | 3302087 |
| Dominion Energy Inc 6.2% 2/15/2056 (c) | 1000000 | 996675 |
| Dominion Energy Inc 6.625% 5/15/2055 (c) | 1800000 | 1843942 |
| Dominion Energy Inc 6.875% 2/1/2055 (c) | 2200000 | 2299623 |
| DTE Energy Co 2.85% 10/1/2026  | 1069000 | 1053535 |
| DTE Energy Co 3.8% 3/15/2027  | 2408000 | 2385172 |
| DTE Energy Co 5.2% 4/1/2030  | 1800000 | 1855365 |
| DTE Energy Co 5.85% 6/1/2034 (d) | 1200000 | 1260148 |
| NiSource Inc 1.7% 2/15/2031  | 3300000 | 2857818 |
| NiSource Inc 2.95% 9/1/2029  | 1420000 | 1354830 |
| NiSource Inc 3.49% 5/15/2027  | 1364000 | 1349628 |
| NiSource Inc 3.95% 3/30/2048  | 1782000 | 1372887 |
| NiSource Inc 4.375% 5/15/2047 (d) | 852000 | 702776 |
| NiSource Inc 4.8% 2/15/2044  | 980000 | 868780 |
| NiSource Inc 5.35% 7/15/2035 (d) | 2000000 | 2019641 |
| NiSource Inc 5.85% 4/1/2055  | 1320000 | 1297977 |
| NiSource Inc 6.375% 3/31/2055 (c)(d) | 1000000 | 1026896 |
| Public Service Enterprise Group Inc 2.45% 11/15/2031  | 1500000 | 1331450 |
| Public Service Enterprise Group Inc 5.45% 4/1/2034  | 600000 | 616655 |
| Public Service Enterprise Group Inc 5.85% 11/15/2027 (d) | 3700000 | 3834261 |
| Puget Energy Inc 4.1% 6/15/2030  | 2600000 | 2534728 |
| San Diego Gas & Electric Co 3.7% 3/15/2052  | 2400000 | 1715794 |
| San Diego Gas & Electric Co 4.5% 8/15/2040 (d) | 1378000 | 1251354 |
| San Diego Gas & Electric Co 5.35% 4/1/2053  | 1700000 | 1584828 |
| Sempra 3.25% 6/15/2027  | 1087000 | 1068397 |
| Sempra 4% 2/1/2048  | 5578000 | 4175352 |
| Sempra 6% 10/15/2039  | 178000 | 181771 |
| Sempra 6.4% 10/1/2054 (c) | 1800000 | 1776717 |
| Sempra 6.55% 4/1/2055 (c) | 1000000 | 984844 |
| WEC Energy Group Inc 4.75% 1/15/2028  | 4400000 | 4467473 |
|  |  | 91095453 |
| Water Utilities - 0.0% |  |  |
| American Water Capital Corp 2.95% 9/1/2027  | 1600000 | 1567628 |
| American Water Capital Corp 3.45% 5/1/2050  | 1200000 | 843188 |
| American Water Capital Corp 3.75% 9/1/2028 (d) | 5687000 | 5650819 |
| American Water Capital Corp 3.75% 9/1/2047  | 3254000 | 2462895 |
| American Water Capital Corp 5.45% 3/1/2054  | 2700000 | 2593452 |
|  |  | 13117982 |
| TOTAL UTILITIES |  | 675731537 |
| TOTAL UNITED STATES |  | 6601779901 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $8,477,357,438) |  | <br> **7966174559** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 25.0%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 25.0%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 25.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 25.0%  |  |  |
| Fannie Mae 2% 2/1/2052  | 4149907 | 3359419 |
| Fannie Mae 2% 4/1/2052  | 4737347 | 3829039 |
| Fannie Mae 2.5% 7/1/2050  | 5631023 | 4727301 |
| Fannie Mae 3% 10/1/2031  | 339100 | 331085 |
| Fannie Mae 3% 3/1/2050  | 1176484 | 1037242 |
| Fannie Mae 3% 3/1/2050  | 5058 | 4458 |
| Fannie Mae 3.5% 11/1/2054  | 1057153 | 955933 |
| Fannie Mae 3.5% 2/1/2045  | 2460729 | 2321294 |
| Fannie Mae 3.5% 4/1/2031  | 135606 | 134232 |
| Fannie Mae 4.5% 1/1/2050  | 186152 | 181315 |
| Fannie Mae 4.5% 12/1/2054  | 395370 | 380588 |
| Fannie Mae 5% 1/1/2055  | 270031 | 266460 |
| Fannie Mae 5% 5/1/2053  | 770806 | 763493 |
| Fannie Mae 5.5% 1/1/2055  | 11839870 | 12019554 |
| Fannie Mae 6% 12/1/2054  | 6760583 | 6909258 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.54%, 6.918% 11/1/2034 (b)(c) | 239242 | 245682 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.88%, 6.924% 11/1/2034 (b)(c) | 16029 | 16547 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2036  | 776318 | 697582 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2037  | 3144849 | 2810168 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2037  | 283253 | 252932 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2052  | 889457 | 674788 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2035  | 47202 | 42415 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036  | 12832691 | 11479041 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036  | 1022544 | 917238 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036  | 932782 | 834388 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036  | 256468 | 230056 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036  | 159464 | 142643 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2050  | 760791 | 578364 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2051  | 37378807 | 28357506 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2051  | 4234366 | 3212410 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2051  | 2361938 | 1791889 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2051  | 1913998 | 1452058 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2051  | 210486 | 159686 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2051  | 39774 | 30174 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 38333069 | 34234420 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 12126039 | 10846930 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 489560 | 437919 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2050  | 25911496 | 19698295 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2050  | 13437834 | 10215636 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2050  | 97248 | 74142 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2051  | 2099838 | 1593046 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2051  | 532519 | 403997 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2051  | 69295 | 52571 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035  | 829124 | 745032 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2036  | 7464278 | 6669915 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2037  | 1499297 | 1339738 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2050  | 957149 | 727639 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2051  | 2429361 | 1843040 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036  | 12238354 | 10977993 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2037  | 11288212 | 10086898 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2051  | 416043 | 315762 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2052  | 118409 | 89831 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2052  | 55741 | 42288 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036  | 81712 | 73297 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2052  | 5947472 | 4512061 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2052  | 3490597 | 2648149 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2052  | 432038 | 327767 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2052  | 390423 | 296195 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2052  | 262165 | 198892 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2052  | 38861 | 29482 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2051  | 750257 | 569418 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2052  | 67381 | 51119 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 7/1/2051  | 235686 | 178878 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 8/1/2037  | 1538997 | 1375214 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 8/1/2051  | 61003 | 46280 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2036  | 342907 | 306200 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051  | 1613314 | 1223944 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051  | 85638 | 64969 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051  | 58267 | 44222 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051  | 57398 | 43814 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051  | 28663 | 21755 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051  | 25001 | 18967 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2031  | 1166432 | 1119734 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2036  | 8215941 | 7566978 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2037  | 14982791 | 13747823 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 16425006 | 13162862 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 14859803 | 11838866 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 4817769 | 3838336 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 2225916 | 1775483 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2030  | 1947521 | 1871597 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035  | 1718260 | 1585759 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2036  | 3591532 | 3297742 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2036  | 362047 | 332092 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2036  | 259572 | 238258 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 6451066 | 5175878 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 4855222 | 3895486 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 79541 | 63570 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2031  | 178629 | 171980 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2031  | 66364 | 63264 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2035  | 1884292 | 1737222 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2035  | 1391644 | 1283026 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2035  | 1079696 | 995425 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2036  | 24709323 | 22680359 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2037  | 328971 | 301855 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2050  | 26603093 | 21344435 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 81334447 | 65002824 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 48346599 | 38638800 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 11341842 | 9036092 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 3361191 | 2677875 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 222381 | 177728 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2031  | 30519 | 29093 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035  | 4589901 | 4227352 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 14198112 | 11391559 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 9324635 | 7487254 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 5951260 | 4732094 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 5829972 | 4681200 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 148710 | 118245 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 24630112 | 19861515 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 20132937 | 16297947 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 17244922 | 13938495 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 1994333 | 1588894 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 961735 | 765016 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 173817 | 138291 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 112478 | 90912 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 85034 | 67959 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036  | 464779 | 428067 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036  | 59985 | 55322 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2037  | 8526113 | 7823342 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2037  | 222266 | 204918 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2038  | 7909645 | 7257687 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 116458474 | 93328843 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 12009342 | 9639198 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 3989739 | 3172407 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 2375301 | 1903546 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 586220 | 465945 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 5967267 | 4789576 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 389605 | 311252 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2036  | 836299 | 770241 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2037  | 15019973 | 13781940 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 19768539 | 15829986 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 3964714 | 3152509 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 26371 | 21282 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 3000000 | 2388238 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 1909106 | 1546647 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 473165 | 376825 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2035  | 282312 | 262924 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2036  | 1079957 | 993641 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2036  | 903593 | 831373 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2037  | 5515584 | 5060958 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 45144334 | 36150074 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 25253050 | 20079750 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 915586 | 728021 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 65466 | 52054 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052  | 28737257 | 22993875 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052  | 3990506 | 3174264 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052  | 374174 | 297989 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2037  | 1979276 | 1816133 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2037  | 927935 | 851449 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2037  | 132441 | 121525 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051  | 54244387 | 43437093 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051  | 6638918 | 5278880 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051  | 6624180 | 5267161 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051  | 3710532 | 2977068 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051  | 3478525 | 2765920 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2052  | 623757 | 498509 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2027  | 104722 | 102867 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2030  | 680104 | 654547 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2031  | 3255745 | 3115343 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2037  | 186176 | 170830 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2051  | 3499855 | 2787255 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2051  | 1788011 | 1423957 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2052  | 2970792 | 2365914 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2052  | 31063 | 24699 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2035  | 1579170 | 1462330 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2035  | 344351 | 318873 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2035  | 83231 | 77073 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2036  | 314038 | 288055 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2036  | 31736 | 29140 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 515155 | 413646 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 159878 | 128375 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 16427261 | 13190336 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 2466152 | 1978665 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 372348 | 298397 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 55415 | 44461 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2028  | 249090 | 242435 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2035  | 1782474 | 1643350 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2035  | 1726393 | 1607831 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2035  | 281545 | 260714 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2035  | 78947 | 73106 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2036  | 181752 | 166885 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050  | 4102270 | 3293934 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050  | 502224 | 403263 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051  | 997467 | 794375 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051  | 499011 | 399279 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051  | 271100 | 216918 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051  | 199999 | 159278 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2028  | 456416 | 444222 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2035  | 9250634 | 8528614 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2035  | 319162 | 294251 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2035  | 64730 | 59678 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050  | 12069226 | 9691034 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050  | 7374489 | 5923681 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050  | 79876 | 64086 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2051  | 3226508 | 2569564 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2051  | 2871671 | 2286975 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2051  | 600313 | 480335 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2028  | 340002 | 333949 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2028  | 3681 | 3617 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2028  | 2649 | 2605 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2028  | 2065 | 2028 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2028  | 968 | 952 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2030  | 4662 | 4539 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2030  | 4338 | 4222 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 64811 | 62758 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 61262 | 59408 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 41357 | 40063 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 35164 | 34036 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 22610 | 21893 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 19743 | 19235 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 18032 | 17487 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 16469 | 15970 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 13855 | 13435 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 6371 | 6172 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 5203 | 5050 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 5059 | 4908 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 3532 | 3458 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 2890 | 2805 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 411060 | 398613 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 389243 | 378206 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 92479 | 89216 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 80308 | 77475 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 52893 | 51064 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 7320 | 7072 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033  | 109308 | 104907 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033  | 63199 | 60709 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033  | 58359 | 56118 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2035  | 446978 | 423618 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2036  | 443069 | 417421 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2043  | 5335 | 4721 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2047  | 194982 | 167345 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2047  | 62316 | 53484 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051  | 6105218 | 5110130 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051  | 1011450 | 840588 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051  | 349507 | 292541 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051  | 94919 | 79834 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 2593626 | 2177376 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 2109813 | 1754067 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 1992273 | 1655724 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 1991494 | 1655077 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 1980121 | 1645625 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 1655144 | 1400889 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 1329777 | 1125503 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 890355 | 753583 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 755528 | 635927 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 20890 | 17367 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2025  | 3507 | 3494 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2027  | 11257 | 11073 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2027  | 4760 | 4684 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2027  | 1836 | 1807 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2028  | 12603 | 12334 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2028  | 8081 | 7912 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2029  | 4684 | 4565 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2030  | 10987 | 10667 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2030  | 6068 | 5876 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 170505 | 164610 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 106926 | 103304 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 105081 | 101449 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 85685 | 82693 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 32827 | 31646 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 30499 | 29466 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 26849 | 25931 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 26359 | 25458 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 7319 | 7064 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 6483 | 6263 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 4307 | 4161 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 2973 | 2871 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2032  | 199702 | 192030 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2034  | 267998 | 255751 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2034  | 21715 | 20634 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2036  | 1196176 | 1123569 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2042  | 11040 | 9795 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2043  | 53306 | 47120 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2046  | 182911 | 156985 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2050  | 3034663 | 2540044 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2050  | 986991 | 819984 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 15520029 | 12966174 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 3594551 | 3017662 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 1991071 | 1654725 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 1138061 | 948739 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 1056755 | 878571 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 966081 | 803186 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 112650 | 93655 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2027  | 35100 | 34492 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2027  | 35062 | 34471 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2027  | 4355 | 4282 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2027  | 2092 | 2058 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2027  | 425 | 417 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2029  | 23245 | 22654 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2029  | 14812 | 14461 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 90739 | 89211 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 16651 | 16172 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 14851 | 14430 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 8657 | 8401 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 8533 | 8285 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 5050 | 4904 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 79680 | 77268 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 71719 | 69265 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 71335 | 68844 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 28185 | 27221 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 21509 | 20773 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 14991 | 14468 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 9067 | 8753 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 42014 | 40375 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 28617 | 27528 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 20732 | 19950 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 6327 | 6092 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2034  | 929613 | 883353 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2036  | 212087 | 198948 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2037  | 1680575 | 1576463 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2037  | 1318334 | 1236663 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2046  | 274964 | 235991 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2046  | 48860 | 41935 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2049  | 539077 | 453740 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2049  | 355811 | 299485 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2049  | 34060 | 28668 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2050  | 3621123 | 3008851 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2050  | 34735 | 28867 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2050  | 18594 | 15564 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 1986472 | 1651523 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 1903777 | 1582772 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 997391 | 829217 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 774510 | 646337 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 45631 | 37937 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 35692 | 29674 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2026  | 244420 | 241661 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 6761 | 6644 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 5770 | 5667 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 2900 | 2850 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 2750 | 2702 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 2723 | 2674 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 2191 | 2151 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 1947 | 1913 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 1837 | 1805 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 1611 | 1583 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2029  | 22015 | 21456 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2029  | 17020 | 16581 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 90174 | 87619 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 19355 | 18777 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 18163 | 17620 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 17874 | 17340 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 16955 | 16481 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 10378 | 10041 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 4502 | 4361 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 69866 | 67354 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 36001 | 34718 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 22383 | 21594 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 18433 | 17756 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 18027 | 17385 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 6876 | 6640 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 82244 | 79009 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 23613 | 22722 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 20919 | 20116 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 11652 | 11220 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2033  | 66337 | 63618 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2034  | 250057 | 236988 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2035  | 87372 | 82588 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2046  | 75033 | 64398 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2049  | 953412 | 802484 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2049  | 86185 | 72542 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2050  | 13769164 | 11524932 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 25276471 | 21330442 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 24076085 | 20219645 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 20936214 | 17628508 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 3795015 | 3153934 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 2115002 | 1758381 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 1985616 | 1650191 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 997834 | 829585 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 993436 | 825618 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 584999 | 490930 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2028  | 77100 | 75655 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2028  | 13211 | 12970 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2028  | 7631 | 7488 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2028  | 2896 | 2843 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2028  | 1421 | 1396 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2030  | 6707 | 6530 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2030  | 4657 | 4534 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2030  | 4531 | 4413 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 546742 | 536682 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 27734 | 26904 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 24744 | 23952 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 20026 | 19428 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 16943 | 16430 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 9922 | 9629 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 4066 | 3944 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2032  | 83892 | 80933 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2032  | 58714 | 56643 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2032  | 50197 | 48408 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2032  | 34850 | 33632 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2032  | 16957 | 16352 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2032  | 13263 | 12798 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035  | 291820 | 276569 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2036  | 1407689 | 1326201 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2037  | 414452 | 389554 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2040  | 58090 | 52467 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2043  | 8115 | 7174 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2047  | 25236 | 21659 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2051  | 29262 | 24347 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2051  | 19685 | 16378 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 993194 | 825417 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 932434 | 789199 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 869601 | 725691 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 102941 | 86774 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 57352 | 47663 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 30641 | 25465 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2027  | 3950 | 3896 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2027  | 1308 | 1292 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2028  | 9996 | 9814 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2028  | 9649 | 9473 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2029  | 25991 | 25446 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2030  | 16725 | 16257 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2032  | 754589 | 727955 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2032  | 51140 | 49335 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2032  | 11975 | 11565 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2033  | 30689 | 29509 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2033  | 5227 | 5021 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2034  | 168541 | 161366 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2035  | 746776 | 707048 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2036  | 997834 | 940072 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2037  | 8184249 | 7679793 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2037  | 3449951 | 3237305 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2040  | 8112629 | 7327339 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2043  | 46944 | 41720 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2043  | 20040 | 17774 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2050  | 111872 | 94197 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2051  | 8555737 | 7155892 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2051  | 2488026 | 2080949 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052  | 5850211 | 4882062 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052  | 992985 | 825243 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052  | 39651 | 33089 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052  | 28211 | 23454 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2027  | 256854 | 253308 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2027  | 1106 | 1091 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2028  | 53670 | 52706 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2028  | 11154 | 10945 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2028  | 3710 | 3641 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2028  | 3497 | 3430 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2028  | 2006 | 1971 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2028  | 1251 | 1228 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2030  | 563965 | 550917 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2030  | 174634 | 170177 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2030  | 15895 | 15471 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2031  | 83122 | 80492 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2031  | 40770 | 39418 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2031  | 7691 | 7448 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2032  | 58206 | 56152 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2032  | 22193 | 21394 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2032  | 9901 | 9548 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2035  | 310981 | 293076 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2036  | 1674416 | 1600512 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043  | 359605 | 318878 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043  | 108730 | 96077 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043  | 24849 | 22178 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043  | 15220 | 13448 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043  | 7164 | 6462 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2046  | 16815 | 14442 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2046  | 8078 | 6938 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2046  | 6607 | 5674 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2046  | 4293 | 3688 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2050  | 780285 | 655057 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051  | 37808868 | 31622781 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051  | 128136 | 106610 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 29941057 | 24967407 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 997006 | 828896 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 991725 | 824505 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 27993 | 23290 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 25078 | 20865 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2027  | 21759 | 21447 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2027  | 5284 | 5208 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2027  | 2117 | 2088 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2027  | 1200 | 1182 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 11370 | 11141 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 7546 | 7394 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 3664 | 3592 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 3551 | 3481 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 2384 | 2339 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 1345 | 1320 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 1109 | 1086 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2029  | 14943 | 14594 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2029  | 5232 | 5103 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2030  | 191007 | 187339 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2030  | 15489 | 15063 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 40182 | 38925 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 23874 | 23100 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 20136 | 19506 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 16885 | 16344 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 3352 | 3245 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2032  | 40296 | 38818 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2032  | 17640 | 17042 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2034  | 165628 | 158318 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2035  | 1814393 | 1717867 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2036  | 296112 | 278600 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2036  | 57538 | 54189 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2037  | 2888862 | 2724341 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2043  | 15993 | 14115 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2046  | 57267 | 49185 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2046  | 19926 | 17121 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 39821073 | 33430201 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 27606036 | 23089283 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 2934137 | 2438481 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 1649341 | 1372269 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 36878 | 30648 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 24953 | 20738 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2052  | 4065147 | 3378433 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2052  | 647141 | 540046 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2053  | 1453051 | 1212586 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2027  | 6241 | 6145 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2027  | 5002 | 4928 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2027  | 649 | 639 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 259629 | 254417 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 97812 | 95848 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 31212 | 30599 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 26617 | 26094 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 5945 | 5828 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 5601 | 5488 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 4695 | 4601 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 3991 | 3906 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 1843 | 1807 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 1805 | 1768 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2030  | 11660 | 11329 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2030  | 5601 | 5436 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 614032 | 593917 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 43122 | 41694 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 30168 | 29167 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 21572 | 20865 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 12565 | 12153 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 12225 | 11855 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 7753 | 7482 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 5585 | 5404 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2032  | 33934 | 32700 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2032  | 16949 | 16369 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2034  | 349473 | 334048 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2034  | 202505 | 193567 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2035  | 3578407 | 3384681 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2035  | 2085029 | 1974106 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2036  | 3012113 | 2833984 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2046  | 84228 | 71685 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2046  | 24379 | 20924 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2046  | 21674 | 18615 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2046  | 15858 | 13610 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2046  | 14558 | 12495 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051  | 30152006 | 25218695 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051  | 951126 | 790455 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2052  | 92920 | 77252 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2052  | 53669 | 44753 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2052  | 26212 | 21792 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2053  | 25731 | 21392 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2026  | 551 | 547 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2027  | 31605 | 31119 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2027  | 3802 | 3746 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2027  | 2384 | 2348 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 66608 | 65330 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 61388 | 60182 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 33392 | 32721 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 32174 | 31528 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 24734 | 24227 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 14080 | 13779 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 13136 | 12878 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 12650 | 12385 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 7271 | 7116 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 6805 | 6669 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 6073 | 5948 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 3575 | 3503 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 3213 | 3149 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 2324 | 2274 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 1830 | 1793 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 1701 | 1666 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 1103 | 1083 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 707 | 692 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2029  | 16330 | 15904 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2030  | 9700 | 9432 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2031  | 55199 | 53411 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2031  | 27977 | 27060 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2031  | 20085 | 19420 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2031  | 7161 | 6926 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2034  | 519201 | 496285 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2035  | 2053099 | 1941950 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2035  | 534325 | 505398 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2036  | 30307 | 28467 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2038  | 194907 | 182832 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2045  | 9242548 | 7842975 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2046  | 240918 | 206770 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2046  | 108798 | 93377 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2046  | 70150 | 60207 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2046  | 24434 | 20971 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2046  | 15308 | 12886 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2046  | 11658 | 10006 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 10045827 | 8490083 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 148900 | 125003 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2051  | 10400335 | 8698688 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2052  | 4708388 | 3914484 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2052  | 29933 | 24980 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2027  | 84760 | 83495 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2027  | 1487 | 1464 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 98664 | 96641 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 21859 | 21401 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 19862 | 19464 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 7602 | 7449 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 5581 | 5462 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 3454 | 3384 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 3444 | 3373 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 2810 | 2752 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 2101 | 2058 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 1547 | 1515 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2029  | 87547 | 85380 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2029  | 50064 | 48791 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2029  | 40398 | 39358 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2029  | 34653 | 33772 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2029  | 25728 | 25082 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2029  | 6115 | 5959 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2030  | 183830 | 178708 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2030  | 9889 | 9605 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2030  | 4703 | 4568 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 178364 | 172518 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 16206 | 15675 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 11085 | 10714 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 10340 | 10001 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 4259 | 4118 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2032  | 61137 | 58851 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2033  | 44239 | 42478 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2034  | 677443 | 646484 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2035  | 3840335 | 3632430 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2035  | 3474812 | 3286694 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2037  | 899861 | 844115 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2037  | 98589 | 92636 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2043  | 22162 | 19508 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2043  | 18028 | 15908 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2043  | 13361 | 11754 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2046  | 61757 | 53004 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2046  | 46399 | 39822 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2046  | 36754 | 31544 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2049  | 17650 | 14889 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2050  | 49457862 | 41427651 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2050  | 440518 | 369957 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2050  | 338104 | 283948 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 81829 | 68031 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 38439 | 31982 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 37903 | 31512 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 23570 | 19596 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2026  | 67908 | 67256 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2027  | 10786 | 10610 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2027  | 4504 | 4432 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 220930 | 215314 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 135213 | 131729 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 52250 | 50887 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 50936 | 49675 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 45098 | 43982 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 28126 | 27375 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 27897 | 27197 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 24099 | 23463 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 23247 | 22656 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 19744 | 19255 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 16551 | 16165 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 15119 | 14734 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2031  | 31630 | 30560 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2031  | 21377 | 20730 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2031  | 5389 | 5207 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2032  | 23086 | 22239 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2034  | 622866 | 594401 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2046  | 36788 | 31574 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2046  | 29436 | 25264 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2046  | 15690 | 13466 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2046  | 15501 | 13304 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050  | 10193481 | 8538420 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051  | 18986275 | 16034105 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051  | 16189766 | 13525704 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051  | 1115928 | 927766 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051  | 948015 | 788166 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051  | 115046 | 96115 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051  | 88843 | 73863 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2052  | 936593 | 781011 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2027  | 40325 | 39953 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2028  | 3253 | 3210 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2030  | 61337 | 60164 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2030  | 16004 | 15700 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2030  | 11570 | 11359 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2030  | 3303 | 3268 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2030  | 2848 | 2793 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2031  | 151622 | 148329 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2031  | 116221 | 113776 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2031  | 4600 | 4503 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2031  | 2936 | 2870 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2032  | 141623 | 138214 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2032  | 16990 | 16570 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2033  | 198280 | 193082 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2033  | 19534 | 19034 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2033  | 17146 | 16704 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035  | 2667940 | 2580695 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035  | 198251 | 191397 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2040  | 1437424 | 1331533 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 286919 | 262655 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 129608 | 119829 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 102920 | 94071 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 83878 | 76707 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 68628 | 62994 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 49612 | 45745 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2044  | 1955284 | 1784203 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2044  | 19717 | 17812 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2045  | 20478 | 18511 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2045  | 9205 | 8378 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2045  | 8739 | 7896 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2046  | 155160 | 138881 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2046  | 94380 | 84478 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2046  | 15591 | 13945 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 704155 | 628297 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 552675 | 493136 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 385816 | 344252 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 353154 | 315109 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 300256 | 268191 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 239789 | 213957 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 214737 | 191603 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 55486 | 49508 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 26545 | 23685 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 14152 | 12628 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 9335 | 8329 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2048  | 69311 | 61541 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2048  | 7571 | 6722 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 3406514 | 2991628 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 3025073 | 2656643 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 2438822 | 2141793 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 298649 | 262276 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 141012 | 124323 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 11492493 | 9970692 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 11101586 | 9631547 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 4353246 | 3776803 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 927774 | 804921 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 84562 | 73365 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2026  | 59810 | 59283 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2026  | 6024 | 5971 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2026  | 528 | 524 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2027  | 1278 | 1263 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2029  | 64348 | 63127 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2029  | 4158 | 4082 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 92920 | 91033 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 31274 | 30648 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 23386 | 22894 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 17048 | 16689 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 16360 | 16028 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 13760 | 13474 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 6689 | 6553 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 5241 | 5135 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 2703 | 2647 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2031  | 94984 | 92773 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2031  | 29054 | 28371 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2031  | 3911 | 3814 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2032  | 275287 | 268184 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2032  | 28405 | 27690 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2033  | 34950 | 34012 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2033  | 16873 | 16353 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2033  | 12114 | 11783 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2033  | 5614 | 5456 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2034  | 164984 | 159537 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2039  | 517499 | 481479 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042  | 415696 | 379144 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042  | 3959 | 3666 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 224793 | 204791 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 118824 | 107734 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 94158 | 85749 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 88170 | 79924 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 84520 | 76905 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 16149 | 14710 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 15006 | 13672 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 6051 | 5523 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2044  | 638801 | 582730 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 821908 | 734135 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 409000 | 365322 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 183300 | 163725 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 78243 | 69887 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 70330 | 62819 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 41102 | 36712 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 40940 | 36568 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 33400 | 29395 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 29479 | 26331 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 26690 | 23840 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2047  | 88095 | 78412 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 19078651 | 16766948 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 7386636 | 6491619 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 3642184 | 3200871 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 3132149 | 2772211 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 2437314 | 2152655 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 1699835 | 1493871 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 662971 | 582848 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 261018 | 229391 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2050  | 19258 | 16876 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051  | 255448 | 221622 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2026  | 34584 | 34265 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2026  | 7675 | 7601 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2027  | 67241 | 66401 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2027  | 2816 | 2780 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 33003 | 32286 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 31676 | 31026 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 29270 | 28661 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 16302 | 15967 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 9934 | 9728 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 7995 | 7831 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 6426 | 6294 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 817 | 801 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2031  | 10031 | 9794 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2031  | 2958 | 2888 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2032  | 296821 | 289101 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2032  | 23507 | 22886 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2033  | 204999 | 199798 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2039  | 294507 | 274008 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 830196 | 757406 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 221983 | 203337 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 120693 | 110502 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 51833 | 47695 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 24838 | 22791 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 8405 | 7727 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2045  | 21660 | 19387 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 2688449 | 2401344 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 1624480 | 1450998 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 879501 | 803505 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 785436 | 701558 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 552979 | 493925 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 488767 | 446084 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 235449 | 210084 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 42646 | 38092 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 35613 | 31810 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 30415 | 27138 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 22038 | 19685 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2047  | 121393 | 107784 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2047  | 51294 | 45544 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2047  | 34312 | 30465 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2047  | 9695 | 8608 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2048  | 317149 | 281595 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2049  | 470008 | 413059 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2049  | 435236 | 382499 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2049  | 419079 | 368301 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2049  | 135961 | 119402 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2050  | 1294000 | 1135996 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2050  | 1091322 | 957385 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 5098666 | 4423516 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2026  | 4471 | 4429 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2026  | 1475 | 1462 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2028  | 796 | 785 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2029  | 104647 | 102700 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2029  | 6081 | 5967 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 44645 | 43728 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 9405 | 9215 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 6128 | 5999 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 5124 | 5018 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2031  | 29292 | 28604 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2031  | 10621 | 10366 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2031  | 2459 | 2403 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032  | 34225 | 33265 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032  | 13928 | 13568 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2033  | 133770 | 130047 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2033  | 26067 | 25290 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034  | 3021138 | 2922343 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034  | 330524 | 319096 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034  | 25447 | 24567 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2039  | 29120 | 26975 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 2963792 | 2707088 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 1198575 | 1095310 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 270245 | 246360 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 239834 | 218543 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 169161 | 155624 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 90236 | 82481 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 50773 | 46397 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 11886 | 10935 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2043  | 14417 | 13159 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2045  | 198987 | 178110 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2045  | 138083 | 123596 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2045  | 117503 | 105175 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 3833041 | 3420109 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 533468 | 476498 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 261925 | 233708 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 166135 | 148237 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 163442 | 145834 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 79165 | 70637 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 44802 | 39976 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 42834 | 38220 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 35717 | 31869 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 34348 | 30648 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 8817 | 7867 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2047  | 54085 | 48022 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2047  | 8785 | 7800 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 2351444 | 2065057 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 2322956 | 2040039 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 2134006 | 1890773 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 1058780 | 929829 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 86540 | 76135 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 29744 | 26242 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2050  | 357436 | 313568 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 27463 | 23826 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 27826 | 27559 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 3097 | 3063 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 691 | 683 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 592 | 586 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2028  | 43513 | 43029 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2028  | 17636 | 17434 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2029  | 211758 | 208222 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2029  | 115719 | 113815 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2030  | 127752 | 125307 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2030  | 63189 | 61999 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2030  | 12034 | 11808 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2030  | 11670 | 11444 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2030  | 6500 | 6378 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2030  | 1722 | 1688 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 133693 | 130755 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 36850 | 36103 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 21272 | 20809 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 5716 | 5589 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 3198 | 3127 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2032  | 80368 | 78479 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2032  | 16085 | 15695 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2033  | 150976 | 147080 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2033  | 56794 | 55282 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2034  | 8730626 | 8499725 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2034  | 653936 | 637323 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2034  | 18492 | 17939 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2040  | 897417 | 831307 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 84284 | 77083 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 40123 | 36536 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 15772 | 14468 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 14393 | 13162 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2045  | 75735 | 68438 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2045  | 10424 | 9403 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2045  | 8570 | 7699 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2046  | 282611 | 252695 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2046  | 94725 | 84698 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2046  | 72569 | 64887 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2046  | 30071 | 26888 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2046  | 12627 | 11290 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 4850460 | 4422720 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 4636678 | 4224491 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 1355123 | 1209137 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 693076 | 631933 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 578363 | 516056 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 405985 | 362248 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 43282 | 38619 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 15650 | 13964 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2048  | 837868 | 743939 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2048  | 6476 | 5750 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050  | 3842632 | 3371028 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050  | 2552716 | 2239422 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050  | 185699 | 162909 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2051  | 18340102 | 16077768 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2051  | 773048 | 677206 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2051  | 478703 | 419653 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 87998 | 76346 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 54022 | 46869 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 37259 | 32325 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2027  | 11861 | 11733 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2028  | 2089 | 2063 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2029  | 157407 | 154669 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2029  | 7954 | 7819 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2030  | 213687 | 209762 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2030  | 14731 | 14445 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2030  | 1007 | 991 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2031  | 12413 | 12137 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2031  | 7759 | 7590 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2031  | 6764 | 6636 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2031  | 5305 | 5193 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2031  | 3838 | 3750 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2031  | 3157 | 3088 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 218759 | 213299 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 131670 | 128443 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 52431 | 51134 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 27816 | 27134 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 15261 | 14887 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 6991 | 6820 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033  | 23270 | 22651 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033  | 7488 | 7292 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2040  | 700566 | 648957 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2042  | 7298 | 6703 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 39720 | 36276 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 7559 | 6917 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 4357 | 3981 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2046  | 81344 | 72733 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2046  | 67383 | 60250 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2046  | 66966 | 59877 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2046  | 20368 | 18212 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2046  | 10623 | 9502 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2046  | 8305 | 7425 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2046  | 5068 | 4536 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2047  | 90026 | 80328 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2047  | 67258 | 60054 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2047  | 48305 | 43101 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2047  | 24239 | 21627 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2048  | 124436 | 110486 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2048  | 29682 | 26354 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 16993619 | 14982348 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 5991905 | 5282736 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 4962788 | 4375420 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 2512835 | 2204436 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 2292660 | 2011283 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 1923492 | 1684447 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 1808297 | 1590887 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 1643527 | 1441818 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 1220786 | 1070959 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 1176122 | 1036923 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 1059916 | 934470 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 898958 | 792563 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 892589 | 786947 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 173917 | 152573 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 42949 | 37678 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2051  | 616929 | 535622 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2051  | 545495 | 477864 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 573533 | 499918 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 45437 | 39605 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 42191 | 36604 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 35793 | 31054 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 33180 | 28786 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 36129 | 35740 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 9184 | 9085 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 1846 | 1826 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 1106 | 1094 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 1082 | 1070 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 375 | 371 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2029  | 8525 | 8380 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2029  | 1881 | 1849 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2030  | 55046 | 53984 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2030  | 2170 | 2128 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2031  | 60523 | 59183 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2031  | 35789 | 34956 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2031  | 33558 | 32812 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2031  | 5380 | 5261 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2032  | 42381 | 41332 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2032  | 41640 | 40619 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2033  | 54909 | 53436 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2033  | 1561 | 1522 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2034  | 18363 | 17791 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2035  | 898739 | 867383 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2040  | 29039 | 26836 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2042  | 979097 | 898568 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 1514918 | 1381506 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 120991 | 110382 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 89816 | 81943 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 41890 | 38217 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 17839 | 16181 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 12660 | 11607 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 11762 | 10735 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 8841 | 8097 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 6599 | 5987 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2045  | 599916 | 542991 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2045  | 31009 | 28102 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2045  | 23214 | 20954 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2045  | 14092 | 12745 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 65248 | 58342 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 44954 | 40196 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 28416 | 25408 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 20280 | 18133 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 19754 | 17663 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 18365 | 16421 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 17051 | 15246 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 16537 | 14792 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 14501 | 12966 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 4779 | 4273 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047  | 8940230 | 8162634 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047  | 1346727 | 1225920 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047  | 35126 | 31341 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 6608478 | 6030690 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 6153897 | 5625540 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 266081 | 235753 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 253022 | 224657 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 8216 | 7279 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 2310715 | 2037231 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 684434 | 600433 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 60315 | 52913 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 11411 | 10011 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2051  | 159562 | 139729 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 5396084 | 4681551 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 880303 | 765386 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 528159 | 458222 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 283231 | 245549 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 253935 | 220786 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2026  | 9958 | 9895 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 4370 | 4323 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 3476 | 3438 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 3378 | 3341 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 2758 | 2726 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 2176 | 2152 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 2084 | 2062 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 691 | 683 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2030  | 168980 | 166565 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2030  | 2383 | 2339 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2031  | 160955 | 157392 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2031  | 75284 | 73646 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2031  | 17994 | 17586 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2031  | 5021 | 4911 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2031  | 3429 | 3360 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2032  | 59933 | 58425 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2032  | 33591 | 32761 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2032  | 27060 | 26379 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2032  | 24511 | 23904 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2032  | 9805 | 9566 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2035  | 116605 | 112537 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2038  | 1568801 | 1500341 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2040  | 17647976 | 16816677 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 2223845 | 2029165 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 2175089 | 1984460 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 784566 | 716126 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 400802 | 364741 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 384997 | 352574 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 263895 | 240160 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 250438 | 228594 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 77331 | 70555 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 27147 | 24747 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 17532 | 15984 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 16333 | 14889 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 15160 | 13828 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 12174 | 11082 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 6303 | 5750 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 5648 | 5145 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2045  | 197262 | 178039 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 141875 | 126857 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 138533 | 123869 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 58516 | 52322 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 31608 | 28262 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 25675 | 22957 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 15959 | 14269 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 13054 | 11672 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 6467 | 5783 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2047  | 12128 | 10821 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2048  | 29690 | 26306 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 10933757 | 9602113 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 3939451 | 3453502 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 1459625 | 1281854 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 138231 | 121179 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 12223 | 10723 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2051  | 908489 | 787906 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 14071002 | 12207762 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 6696075 | 5859621 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 662002 | 575376 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 477367 | 414901 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 62796 | 54442 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2027  | 77968 | 77072 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2027  | 26197 | 25905 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2027  | 4270 | 4223 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2027  | 1566 | 1548 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2027  | 1300 | 1286 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2029  | 72047 | 70834 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2029  | 35139 | 34513 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2029  | 13087 | 12861 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2029  | 3999 | 3929 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2029  | 2166 | 2128 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2030  | 99197 | 97236 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2030  | 93576 | 91770 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2030  | 13679 | 13408 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2030  | 5305 | 5201 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2030  | 3034 | 2972 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2030  | 2986 | 2927 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2031  | 127811 | 124980 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2031  | 9273 | 9062 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2032  | 5600 | 5457 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2033  | 9871 | 9612 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2033  | 9446 | 9189 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2033  | 7449 | 7240 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2033  | 5815 | 5647 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2035  | 1849828 | 1785869 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2035  | 325146 | 313498 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2039  | 64279 | 60066 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2042  | 452872 | 414602 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 1655631 | 1515333 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 371394 | 338859 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 318564 | 290131 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 166194 | 151407 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 96187 | 87654 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 73424 | 66972 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 62100 | 57104 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 60508 | 55165 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 51187 | 46634 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 47506 | 43305 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 42775 | 39239 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 39576 | 36041 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 34271 | 31237 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 26106 | 23763 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 10275 | 9365 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 10200 | 9306 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 7211 | 6580 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 6577 | 6001 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 6353 | 5793 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 6330 | 5777 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 5466 | 4968 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 3837 | 3526 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2045  | 146618 | 132254 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2045  | 87952 | 79329 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2046  | 279801 | 249920 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2047  | 49563 | 44224 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2047  | 23430 | 20906 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2048  | 849812 | 752951 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2049  | 1659548 | 1458984 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2050  | 1202589 | 1056124 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2050  | 485704 | 425790 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2050  | 307660 | 269709 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2050  | 111274 | 97548 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2050  | 12645 | 11085 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2051  | 587932 | 515408 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2051  | 54229 | 47421 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052  | 1672690 | 1457993 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052  | 194192 | 168477 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052  | 80627 | 69900 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052  | 72333 | 62868 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052  | 69120 | 60097 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052  | 23330 | 20226 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2026  | 36610 | 36345 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2027  | 31044 | 30721 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2027  | 20568 | 20354 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 64010 | 62882 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 47536 | 46688 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 26823 | 26351 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 26156 | 25679 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 13840 | 13587 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 7680 | 7543 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 2761 | 2712 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 2662 | 2615 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 2461 | 2416 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 29396 | 28824 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 26883 | 26356 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 22730 | 22291 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 22217 | 21853 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 8422 | 8249 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 7814 | 7658 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 5453 | 5345 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 2947 | 2889 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2031  | 5052 | 4929 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2032  | 216204 | 210762 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2032  | 40458 | 39456 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2032  | 3335 | 3249 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2033  | 61712 | 59978 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2035  | 3765060 | 3640761 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 1562766 | 1427992 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 232348 | 211776 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 231242 | 211052 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 202423 | 184514 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 164866 | 150082 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 163033 | 148733 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 158366 | 144346 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 136634 | 124597 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 98667 | 89817 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 76201 | 69629 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 49590 | 45321 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 46506 | 42361 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 45367 | 41296 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 25967 | 23653 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 18487 | 16873 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 15647 | 14175 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 14486 | 13202 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 12565 | 11446 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 12430 | 11305 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 11197 | 10161 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 11010 | 9980 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 10426 | 9514 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 9491 | 8644 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 7618 | 6945 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 7217 | 6598 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2045  | 931293 | 826018 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2045  | 21211 | 19120 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046  | 2930711 | 2669686 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046  | 48079 | 42945 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046  | 32323 | 28871 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046  | 28690 | 25626 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2047  | 201254 | 179573 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2047  | 106907 | 95156 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2047  | 30555 | 27197 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2048  | 1071386 | 955966 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 25197542 | 22506646 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 10341212 | 9065577 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 2080087 | 1823499 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 1294094 | 1136484 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 42377 | 37150 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2051  | 2343937 | 2049674 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2051  | 594914 | 521528 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2051  | 28404 | 24838 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2052  | 908227 | 787395 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2052  | 748916 | 650917 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2052  | 74816 | 65026 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2053  | 938169 | 815405 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2027  | 2224 | 2196 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2027  | 332 | 328 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 72008 | 70740 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 67321 | 66094 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 24056 | 23613 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 22993 | 22583 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 19715 | 19348 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 18922 | 18577 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 17074 | 16753 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 10330 | 10149 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 4873 | 4786 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 3167 | 3111 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 2781 | 2733 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 2266 | 2226 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 1812 | 1780 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2030  | 13796 | 13520 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2030  | 6254 | 6124 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2031  | 34844 | 34036 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032  | 2338368 | 2279028 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032  | 65765 | 64220 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032  | 43335 | 42208 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2033  | 115167 | 111953 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2033  | 17267 | 16762 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2035  | 225537 | 217457 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2035  | 82819 | 79852 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2039  | 743593 | 694857 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 1733145 | 1579683 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 204015 | 185659 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 89845 | 82000 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 83848 | 76360 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 62604 | 56994 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 55978 | 51025 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 55581 | 50609 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 52597 | 47846 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 29468 | 26828 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 24965 | 22703 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 24833 | 22616 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 18466 | 16910 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 18175 | 16558 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 17641 | 16185 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 15044 | 13619 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 14697 | 13384 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 12333 | 11193 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 5524 | 5006 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 5133 | 4682 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045  | 11173905 | 10056346 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046  | 67858 | 60844 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046  | 57321 | 51199 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046  | 27880 | 24903 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046  | 11652 | 10408 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046  | 4662 | 4164 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2049  | 1656606 | 1456398 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2049  | 18137 | 15945 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2050  | 2104631 | 1848304 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2050  | 519968 | 455828 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2050  | 432009 | 378583 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2050  | 408482 | 358732 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2050  | 53173 | 46614 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051  | 470722 | 408685 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2027  | 5141 | 5077 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2027  | 3919 | 3871 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2027  | 3155 | 3113 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2027  | 2879 | 2847 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2027  | 2504 | 2471 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2027  | 809 | 799 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2028  | 54908 | 54063 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2029  | 12783 | 12555 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2029  | 11196 | 10990 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2029  | 4040 | 3964 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2029  | 1927 | 1893 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 79955 | 78332 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 14618 | 14321 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 13693 | 13415 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 12909 | 12647 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 7895 | 7737 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 6206 | 6083 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2031  | 3406 | 3328 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 159224 | 155953 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 153136 | 149218 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 46380 | 45115 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 37116 | 36105 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 30899 | 30081 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 22737 | 22149 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 22631 | 22025 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 14152 | 13776 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 8758 | 8536 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2033  | 103432 | 100520 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2033  | 83336 | 80902 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2033  | 19453 | 18946 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2034  | 350069 | 338512 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2035  | 158789 | 157020 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2037  | 956206 | 914778 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2039  | 625250 | 584270 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2042  | 25048 | 23056 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 857410 | 782134 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 668676 | 609182 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 110350 | 100701 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 68717 | 62627 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 24491 | 22302 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 17461 | 15911 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 7183 | 6506 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2044  | 325489 | 289508 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2045  | 7426 | 6709 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 4233266 | 3787802 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 2869743 | 2617855 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 790682 | 706244 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 33540 | 29958 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 10433 | 9319 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2047  | 397004 | 353367 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2047  | 82159 | 72948 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2048  | 112536 | 100518 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2048  | 23936 | 21163 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 2564495 | 2267386 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 1896746 | 1667515 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 908560 | 798473 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2050  | 389604 | 342031 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2050  | 348479 | 305929 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2050  | 34588 | 30483 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2050  | 16272 | 14300 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2051  | 471611 | 409014 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2053  | 1003460 | 870114 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 1659 | 1652 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 1242 | 1237 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 1182 | 1177 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 609 | 607 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 476 | 474 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 154 | 153 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 95 | 94 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 93 | 92 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 90 | 89 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 77 | 76 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 60 | 59 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2027  | 6577 | 6532 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2028  | 8149 | 8082 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2028  | 2787 | 2770 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2031  | 7826 | 7739 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2033  | 4952 | 4891 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2034  | 32851 | 32335 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2034  | 23831 | 23457 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2035  | 377263 | 369341 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2038  | 3230225 | 3137156 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2042  | 9651 | 9075 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 1024788 | 966589 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 166143 | 156186 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 71814 | 67559 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 65511 | 61675 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 48930 | 46434 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 26448 | 24998 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 22696 | 21337 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 22667 | 21215 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 6922 | 6510 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 4086 | 3864 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 971820 | 908532 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 830059 | 774505 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 50441 | 47077 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 38060 | 35661 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 36917 | 34455 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 29792 | 27690 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 24067 | 22447 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 10068 | 9404 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 9946 | 9294 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 5295 | 4925 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 232183 | 215249 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 223238 | 207096 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 127220 | 117941 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 125970 | 116703 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 107647 | 99729 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 49622 | 46003 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 15197 | 14088 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 7721 | 7153 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 3951 | 3663 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 3831 | 3552 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 809750 | 748413 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 24511 | 22654 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 647864 | 596360 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 261648 | 240848 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 79649 | 73317 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 55578 | 51159 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 35672 | 32836 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 7779 | 7161 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2050  | 127394 | 116311 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2050  | 19571 | 17868 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2051  | 6184345 | 5648256 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2025  | 1066 | 1062 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2026  | 6469 | 6431 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2026  | 1093 | 1086 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2026  | 370 | 368 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2027  | 9349 | 9270 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2027  | 8238 | 8172 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2028  | 69014 | 68362 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2028  | 19691 | 19507 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2030  | 4244 | 4198 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2030  | 2303 | 2278 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2032  | 114297 | 113544 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2033  | 13393 | 13196 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2037  | 18153 | 17630 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2040  | 1527 | 1450 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 493896 | 465634 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 231789 | 218893 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 141925 | 133758 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 134727 | 126794 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 97774 | 91615 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 24842 | 23427 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 18899 | 17717 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 8025 | 7578 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 5864 | 5517 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 5179 | 4888 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 446258 | 418158 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 38158 | 35609 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 33357 | 31252 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 24190 | 22606 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 9657 | 9050 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 5769 | 5383 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 3537 | 3315 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 1637 | 1529 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045  | 827810 | 757862 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045  | 456812 | 423495 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045  | 120219 | 111451 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045  | 51559 | 48121 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045  | 2021 | 1875 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2046  | 289418 | 267857 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2046  | 89078 | 82442 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2046  | 10480 | 9699 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047  | 155038 | 142713 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047  | 16462 | 15154 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047  | 9756 | 8981 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047  | 4579 | 4238 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2049  | 3429891 | 3172229 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2049  | 47179 | 43089 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2049  | 44630 | 40789 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2049  | 20619 | 18845 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2052  | 2534402 | 2293522 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2025  | 491 | 490 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2026  | 1538 | 1528 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2026  | 593 | 590 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2027  | 14383 | 14261 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2029  | 15642 | 15496 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2029  | 3193 | 3162 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2030  | 29614 | 29450 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2039  | 137223 | 130474 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2041  | 200118 | 188776 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 54954 | 51710 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 45773 | 43142 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 37222 | 35087 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 16326 | 15380 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 14673 | 13806 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 8103 | 7648 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 14440479 | 13387266 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 729059 | 675885 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 694409 | 645065 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 582213 | 540114 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 547627 | 508028 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 515648 | 478362 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 26058 | 24174 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 10246 | 9499 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2046  | 370870 | 342778 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2046  | 45256 | 41828 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2047  | 1360579 | 1252417 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2047  | 202957 | 186823 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2047  | 200611 | 184663 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2047  | 27217 | 25054 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2047  | 9209 | 8477 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048  | 501052 | 460123 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048  | 9567 | 8807 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048  | 8939 | 8214 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2049  | 109736 | 100292 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2050  | 488272 | 445031 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2052  | 865471 | 783145 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 1257 | 1252 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 839 | 835 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 423 | 422 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 342 | 340 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 264 | 263 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 125 | 124 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 71 | 70 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 44 | 43 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 28 | 27 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2026  | 35316 | 35084 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2026  | 10258 | 10188 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2026  | 5968 | 5935 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2026  | 428 | 425 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2029  | 6443 | 6378 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2029  | 2670 | 2641 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2029  | 2522 | 2496 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2033  | 12367 | 12185 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2037  | 682726 | 663056 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2041  | 1495099 | 1414107 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2041  | 608268 | 574736 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 253570 | 239242 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 139783 | 130975 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 66389 | 62680 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 63009 | 59133 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 57273 | 53739 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 37753 | 35343 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 27720 | 26049 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 27051 | 25531 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 17659 | 16548 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 12917 | 12263 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 6173 | 5802 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 5443 | 5177 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 3313 | 3106 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2044  | 29602 | 27598 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 437356 | 405457 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 77902 | 72221 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 46047 | 42717 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 14591 | 13526 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 6765 | 6272 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 6279 | 5821 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 5169 | 4792 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 731625 | 688852 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 250159 | 231210 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 186252 | 172144 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 150248 | 138867 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 76142 | 70375 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 47920 | 44395 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 33216 | 30700 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 10120 | 9353 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047  | 17480949 | 16091261 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047  | 463010 | 427938 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047  | 64008 | 58919 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2049  | 539669 | 492888 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2049  | 322772 | 294792 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2049  | 169686 | 154977 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2049  | 57393 | 52418 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2051  | 28100 | 25429 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2026  | 4156 | 4137 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2026  | 265 | 264 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2026  | 97 | 96 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2026  | 65 | 63 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2026  | 48 | 47 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2027  | 3891 | 3865 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2027  | 378 | 375 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2029  | 61646 | 61045 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2029  | 7356 | 7282 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2031  | 6055 | 5996 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2031  | 2733 | 2699 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2034  | 33186 | 32666 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2034  | 3540 | 3497 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2035  | 883867 | 868069 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2035  | 22727 | 22285 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2041  | 1679 | 1594 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2042  | 18625 | 17563 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 190925 | 179328 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 184843 | 174238 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 135103 | 127463 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 106538 | 100014 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 65899 | 61669 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 61497 | 57579 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 39824 | 37682 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 16394 | 15481 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 15554 | 14567 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 14917 | 14039 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 11163 | 10454 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2045  | 398912 | 371915 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2045  | 47463 | 44231 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2045  | 41830 | 39023 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2045  | 40739 | 37938 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2045  | 15221 | 14173 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2045  | 7000 | 6529 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2045  | 4424 | 4119 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 303462 | 281139 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 45787 | 42419 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 37480 | 34723 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 23111 | 21411 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 6240 | 5781 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 5606 | 5194 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 3267 | 3027 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2047  | 63366 | 58566 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2047  | 56304 | 52039 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2047  | 32580 | 30112 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2048  | 430365 | 396152 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2048  | 79938 | 73583 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2048  | 11085 | 10186 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2049  | 3719 | 3417 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2026  | 1903 | 1894 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2026  | 1117 | 1112 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2026  | 299 | 298 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2026  | 199 | 198 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2027  | 7312 | 7264 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2028  | 7742 | 7678 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2029  | 555871 | 550415 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2029  | 31986 | 31689 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2029  | 10718 | 10613 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2029  | 4211 | 4172 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2029  | 2212 | 2190 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2029  | 1053 | 1043 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2030  | 10651 | 10535 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2031  | 15282 | 15097 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2033  | 43314 | 42730 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2034  | 15456 | 15180 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2034  | 7283 | 7169 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2035  | 638385 | 629767 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2035  | 40401 | 39552 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2036  | 31025 | 30422 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043  | 558738 | 525248 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043  | 25740 | 24232 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043  | 15307 | 14365 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2045  | 83715 | 77935 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2045  | 9376 | 8769 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 11961628 | 11262611 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 733750 | 691319 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 4195 | 3886 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 2709 | 2510 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2048  | 51350 | 47188 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2049  | 489437 | 447622 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2049  | 142566 | 130385 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2050  | 1054901 | 963127 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2050  | 460287 | 420243 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2050  | 260439 | 237782 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2050  | 97550 | 89216 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2050  | 72285 | 65996 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2050  | 27241 | 24871 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2052  | 47479 | 43204 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2052  | 6673 | 6085 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2026  | 1501 | 1494 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2026  | 733 | 729 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2026  | 209 | 208 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2027  | 2260 | 2244 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2027  | 1485 | 1473 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2027  | 1461 | 1452 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2028  | 1720 | 1706 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2029  | 100733 | 99745 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2029  | 2783 | 2755 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2031  | 9161 | 9046 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2031  | 8599 | 8494 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2031  | 7493 | 7401 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2034  | 67319 | 66116 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2034  | 36263 | 35705 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2037  | 25724 | 25031 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042  | 113743 | 107265 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042  | 55578 | 52538 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042  | 41794 | 39439 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042  | 41364 | 39108 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042  | 27565 | 25943 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042  | 10739 | 10100 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 107070 | 100925 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 91562 | 86079 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 30192 | 28554 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 19204 | 18036 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 12326 | 11540 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 4329 | 4067 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2045  | 61189 | 57052 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2045  | 30390 | 28334 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2045  | 16829 | 15729 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2045  | 13289 | 12372 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2045  | 12754 | 11884 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 715833 | 663177 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 60472 | 56024 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 43536 | 40334 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 24113 | 22339 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 23234 | 21525 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 19643 | 18198 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 12469 | 11552 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 7300 | 6763 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2047  | 547582 | 503880 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2047  | 109861 | 101539 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2047  | 29966 | 27696 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2047  | 20454 | 18905 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2048  | 10302 | 9467 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2049  | 28341 | 26026 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2049  | 21065 | 19265 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2050  | 544491 | 497121 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2050  | 480012 | 438102 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2050  | 392009 | 357782 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2051  | 461746 | 420854 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2052  | 35926 | 32534 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2052  | 22335 | 20191 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2027  | 28861 | 28665 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2027  | 19329 | 19197 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2027  | 2289 | 2272 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2028  | 571 | 567 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2030  | 20643 | 20436 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2031  | 16076 | 15880 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2033  | 248715 | 245358 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2033  | 6387 | 6301 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2035  | 1365410 | 1345271 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2037  | 27510 | 26769 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2037  | 23644 | 22971 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2039  | 85224 | 81218 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 106280 | 100323 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 96359 | 91117 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 83157 | 78572 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 13750 | 12914 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 11387 | 10754 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 10784 | 10182 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 9732 | 9146 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 8072 | 7580 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 5880 | 5542 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 3424 | 3215 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 2847 | 2722 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043  | 225442 | 212791 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043  | 97473 | 91166 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043  | 23469 | 22038 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 894577 | 829891 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 184298 | 170741 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 114993 | 106534 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 110129 | 102028 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 80115 | 74222 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 24271 | 22486 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 7969 | 7383 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047  | 70326 | 64889 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047  | 67476 | 62259 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047  | 19620 | 18104 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047  | 8306 | 7687 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2049  | 73163 | 66913 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2050  | 88952 | 81185 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2050  | 47575 | 43480 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 17641252 | 15975579 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 2615471 | 2377511 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 1061946 | 961677 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 1006932 | 910285 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 42542 | 38459 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 34150 | 30925 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2027  | 9878 | 9804 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2029  | 1240 | 1230 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2031  | 9846 | 9725 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2034  | 3926 | 3850 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2037  | 202947 | 197278 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2037  | 60532 | 58795 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2039  | 162616 | 154618 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2041  | 296390 | 282278 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042  | 45046 | 42478 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042  | 15131 | 14266 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042  | 12577 | 11904 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 308078 | 288939 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 188431 | 176960 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 39725 | 37386 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 38939 | 36695 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 15153 | 14222 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 3451 | 3242 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2044  | 29351 | 27699 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2045  | 557798 | 519142 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2045  | 90162 | 84106 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2045  | 74261 | 69221 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2045  | 20502 | 19081 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2045  | 18561 | 17258 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2046  | 400604 | 371136 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2046  | 7822 | 7247 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2048  | 416923 | 383128 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2048  | 36621 | 33653 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2048  | 3214 | 2962 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2049  | 3630096 | 3318825 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2049  | 1995282 | 1844145 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2049  | 804104 | 735155 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2049  | 83482 | 76324 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2049  | 12910 | 11803 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2049  | 4841 | 4449 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2050  | 417231 | 380802 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2050  | 32538 | 29717 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2050  | 11155 | 10195 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2051  | 82252 | 74917 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052  | 5371715 | 4882987 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052  | 102708 | 93043 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2026  | 2590 | 2577 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2026  | 642 | 639 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2027  | 1698 | 1684 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2027  | 1325 | 1317 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2029  | 45544 | 45087 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2030  | 2516 | 2489 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2031  | 22332 | 22142 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2031  | 15503 | 15310 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2032  | 302056 | 298734 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2032  | 2439 | 2412 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2033  | 143879 | 141936 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2037  | 512972 | 498673 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2037  | 163515 | 158958 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 226151 | 213817 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 115477 | 109101 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 63915 | 60469 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 63150 | 59599 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 62181 | 58650 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 49784 | 46771 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 48697 | 46372 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 39848 | 37595 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 39315 | 37419 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 37909 | 35720 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 14116 | 13324 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 7050 | 6636 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 6831 | 6410 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 4766 | 4494 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2043  | 1398740 | 1313991 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2043  | 11901 | 11171 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2043  | 10072 | 9475 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2043  | 8026 | 7538 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2043  | 2647 | 2498 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 227396 | 210455 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 4318 | 3996 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 3826 | 3541 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 18051609 | 16995987 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 1809028 | 1705407 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 1016794 | 938186 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 665282 | 614889 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 13194 | 12174 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 7722 | 7125 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2048  | 94825 | 87139 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2048  | 32944 | 30253 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2048  | 24285 | 22301 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 7036394 | 6501207 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 1197455 | 1094776 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 459748 | 420326 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 83208 | 76073 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 30533 | 27915 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 17370 | 15881 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 15694 | 14348 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2050  | 13744 | 12561 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2052  | 9228624 | 8357264 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2052  | 96016 | 86981 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2026  | 170 | 169 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2028  | 7842 | 7768 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2029  | 6236 | 6173 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2029  | 5748 | 5691 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2029  | 3805 | 3767 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2030  | 12583 | 12522 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2030  | 2488 | 2461 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2033  | 67224 | 66233 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2034  | 53447 | 52409 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2037  | 592043 | 575540 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2037  | 39326 | 38353 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2039  | 62406 | 59337 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 951357 | 897560 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 528348 | 498469 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 93100 | 87692 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 32978 | 31150 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 24018 | 22584 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 13113 | 12464 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 10759 | 10098 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 9628 | 9059 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 5021 | 4736 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 5768989 | 5435486 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 443558 | 417293 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 222566 | 208677 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 9098 | 8558 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2044  | 3741 | 3444 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2045  | 1095041 | 1019160 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2045  | 204680 | 190658 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2045  | 21584 | 20140 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2045  | 12993 | 12053 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2045  | 8143 | 7561 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046  | 3946 | 3652 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2047  | 895084 | 825886 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2047  | 5957 | 5497 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2049  | 3466802 | 3169533 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2049  | 489630 | 447646 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2049  | 483952 | 442455 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2049  | 418392 | 382386 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2049  | 75228 | 68777 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2049  | 19914 | 18206 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2049  | 17518 | 16016 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2050  | 6383341 | 5859924 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2025  | 10 | 9 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2026  | 984 | 979 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2026  | 421 | 418 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2026  | 300 | 298 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2026  | 271 | 269 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2028  | 240810 | 238557 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2028  | 41673 | 41291 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2028  | 3906 | 3874 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2028  | 214 | 212 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2029  | 14405 | 14258 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2029  | 9447 | 9351 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2030  | 8113 | 8024 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2030  | 3838 | 3796 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2032  | 31653 | 31451 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2032  | 15318 | 15150 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2033  | 697835 | 687542 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2033  | 415440 | 409313 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2037  | 338354 | 328712 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 430715 | 406790 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 359406 | 338887 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 136137 | 129260 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 96164 | 90648 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 87438 | 82431 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 64857 | 61339 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 61148 | 57471 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 54495 | 51396 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 50203 | 47157 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 19679 | 18507 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 18740 | 17722 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 16689 | 15799 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 11412 | 10720 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 9342 | 8918 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 8574 | 8114 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 8121 | 7612 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 4780 | 4503 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2043  | 241257 | 225831 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2043  | 123972 | 116477 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2043  | 104143 | 97871 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2043  | 7886 | 7417 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2043  | 1350 | 1281 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2045  | 82092 | 76105 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2045  | 21256 | 19706 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2045  | 20425 | 18936 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2045  | 7145 | 6624 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2046  | 25016 | 23192 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047  | 12071324 | 11111686 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047  | 5042 | 4642 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2048  | 197199 | 181091 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2049  | 967395 | 884141 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2049  | 73960 | 67618 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2049  | 30695 | 28054 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2049  | 27679 | 25297 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2049  | 10528 | 9622 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2050  | 26657 | 24338 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2051  | 20951 | 19122 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2052  | 116439 | 105409 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2052  | 26142 | 23633 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2026  | 1891 | 1884 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2026  | 1597 | 1591 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2026  | 416 | 415 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2026  | 118 | 118 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2026  | 54 | 53 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2026  | 32 | 31 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2027  | 758 | 755 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2033  | 69311 | 69202 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2040  | 4697 | 4578 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 301432 | 293117 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 87545 | 85279 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 85193 | 82875 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 48133 | 46846 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 47822 | 46486 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 3831 | 3732 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042  | 520187 | 504486 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042  | 143753 | 139316 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2043  | 1085844 | 1053177 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2044  | 100076 | 96471 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2044  | 15129 | 14589 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 30333 | 29171 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 27371 | 26327 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 18188 | 17468 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 9541 | 9160 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 8259 | 7938 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 3342 | 3216 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 243648 | 233045 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 60555 | 57920 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 6877 | 6578 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 6802 | 6506 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 6628 | 6340 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 844 | 807 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2047  | 170526 | 162306 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2047  | 4442 | 4228 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2047  | 2682 | 2552 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2048  | 1347861 | 1281205 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2048  | 56624 | 53770 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2049  | 250601 | 237425 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2049  | 11246 | 10648 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2050  | 291193 | 275427 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2053  | 789922 | 738762 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2025  | 226 | 225 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2025  | 8 | 6 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2033  | 49739 | 49889 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2034  | 51638 | 51569 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2037  | 534642 | 527404 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2039  | 2193 | 2142 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 105990 | 103112 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 77631 | 75628 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 66073 | 64292 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 46404 | 45228 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 34547 | 33673 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 28911 | 28222 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 22549 | 21975 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 2316 | 2256 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 1358 | 1323 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 411867 | 400347 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 157412 | 152996 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 112553 | 109546 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 53827 | 52332 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 19804 | 19178 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 11575 | 11243 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 11562 | 11196 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 5109 | 4954 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 292287 | 281945 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 31343 | 30243 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 14209 | 13700 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 13716 | 13259 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 4088 | 3954 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 101198 | 97538 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 68129 | 65561 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 50231 | 48365 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 48610 | 46842 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 6535 | 6293 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 5977 | 5752 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 3736 | 3600 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 3737 | 3598 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 3412 | 3285 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 3066 | 2950 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 333394 | 319302 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 101012 | 96742 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 56523 | 54134 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 56363 | 53981 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 21963 | 21034 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 21560 | 20648 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 20111 | 19261 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 18141 | 17374 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 10632 | 10183 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 7203 | 6898 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 3324 | 3183 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 1865 | 1787 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046  | 263083 | 251388 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046  | 237060 | 226744 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2047  | 1950772 | 1852470 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2047  | 182388 | 173197 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2047  | 44740 | 42527 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048  | 1361520 | 1289933 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048  | 106141 | 100561 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2049  | 844302 | 798854 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2050  | 66215 | 62568 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052  | 7811584 | 7317862 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052  | 4734108 | 4445250 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052  | 1050923 | 983844 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052  | 258219 | 241898 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2054  | 13878371 | 12955666 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2025  | 489 | 488 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2025  | 3 | 2 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2033  | 56414 | 56585 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2037  | 939717 | 926996 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2039  | 15613 | 15296 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 396891 | 386282 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 25128 | 24551 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 1683 | 1633 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 128458 | 124871 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 45152 | 43859 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 5851 | 5678 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 5128 | 4986 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 3678 | 3563 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 3168 | 3073 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 1222 | 1185 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 1098 | 1064 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 1674295 | 1627934 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 612366 | 593620 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 358318 | 345062 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 35639 | 34756 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 7090 | 6839 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 141814 | 136467 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 45523 | 43823 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 13008 | 12514 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 10580 | 10179 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 5574 | 5359 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 2664 | 2562 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 1501 | 1444 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 41636 | 39824 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 25967 | 24870 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 21785 | 20837 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 9249 | 8847 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 6171 | 5910 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 5024 | 4806 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 4137 | 3957 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 2888 | 2766 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 1933 | 1849 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 1835 | 1755 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2047  | 813726 | 772722 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2047  | 154134 | 146367 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2047  | 31574 | 29992 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2048  | 1519547 | 1439651 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2048  | 99092 | 93881 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2048  | 22098 | 20971 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2050  | 441255 | 418055 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2052  | 2653351 | 2485649 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2052  | 2086100 | 1952947 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2025  | 1394 | 1389 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2025  | 544 | 543 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2025  | 20 | 19 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2033  | 86343 | 86523 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2034  | 31281 | 31190 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2037  | 186720 | 184017 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 430025 | 418085 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 25932 | 25238 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 2248 | 2185 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 593873 | 576908 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 51403 | 49849 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 23738 | 23043 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 12289 | 11943 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2042  | 57760 | 55827 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2043  | 304652 | 293347 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2043  | 29553 | 28517 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2043  | 2651 | 2557 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 12091 | 11629 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 9715 | 9354 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 7969 | 7670 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 5035 | 4845 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 4620 | 4448 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 4370 | 4204 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 2227 | 2144 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 522595 | 499854 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 39282 | 37573 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 18686 | 17873 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 12472 | 11929 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 9322 | 8916 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 9147 | 8749 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 7868 | 7526 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 4354 | 4165 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 3708 | 3551 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 2352 | 2252 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 2148 | 2057 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2046  | 9814 | 9350 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 131266 | 124897 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 32859 | 31265 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 23613 | 22467 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 9360 | 8897 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 2521 | 2394 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048  | 931905 | 882907 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048  | 8696 | 8239 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2049  | 242287 | 229169 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2049  | 155820 | 147871 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2026  | 5242 | 5223 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2026  | 367 | 366 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2026  | 204 | 204 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2027  | 1731 | 1724 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2029  | 991 | 987 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2033  | 199654 | 199216 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2034  | 13989 | 14031 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2038  | 2868065 | 2829240 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2039  | 939321 | 917066 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 142878 | 139091 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 109234 | 106318 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 75583 | 73551 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 13343 | 12978 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 2650 | 2579 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 536280 | 521030 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 313425 | 303560 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 220284 | 214006 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 49202 | 47734 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 18236 | 17668 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 5340 | 5197 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 3278 | 3207 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 2479 | 2413 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2044  | 277932 | 267503 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 2529363 | 2461018 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 91020 | 87518 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 23493 | 22568 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 18993 | 18283 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 3379 | 3245 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 3012 | 2896 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 957652 | 915978 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 124404 | 118991 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 46137 | 44129 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 32016 | 30672 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 22600 | 21616 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 18464 | 17660 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 16921 | 16184 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 1287 | 1229 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 89794 | 85466 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 77767 | 74019 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 60985 | 58046 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 28925 | 27531 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 19278 | 18349 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 19067 | 18148 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 6193 | 5895 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2048  | 23721 | 22526 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2048  | 15778 | 14973 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2049  | 21501 | 20357 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2050  | 3142456 | 2987050 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2051  | 357602 | 334788 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2026  | 717 | 715 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2026  | 100 | 99 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2026  | 55 | 54 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2031  | 26225 | 26121 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2032  | 117319 | 117101 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2034  | 53389 | 53181 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2034  | 13010 | 12959 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 271681 | 263381 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 67303 | 65266 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 8434 | 8198 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 7770 | 7535 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 5649 | 5465 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2044  | 484242 | 466959 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2044  | 11126 | 10728 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045  | 30803 | 29591 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045  | 10321 | 9925 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045  | 5210 | 5080 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 118310 | 113014 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 43337 | 41397 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 22774 | 21755 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 15326 | 14640 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 14013 | 13386 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 13844 | 13224 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 13528 | 12922 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 4328 | 4134 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 662 | 635 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2047  | 218721 | 208177 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2047  | 105695 | 100600 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2047  | 19287 | 18357 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2047  | 17113 | 16288 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2047  | 17096 | 16272 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2048  | 37582 | 35747 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2048  | 32191 | 30549 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2048  | 30492 | 28936 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2048  | 29766 | 28247 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049  | 12330637 | 11682307 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049  | 1121866 | 1062879 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049  | 137492 | 130177 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049  | 48916 | 46345 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049  | 8480 | 8029 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049  | 7541 | 7139 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2050  | 606988 | 574314 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2050  | 99425 | 93949 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2051  | 4835239 | 4577986 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2051  | 691335 | 651313 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2051  | 473698 | 448200 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 2094 | 2086 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 1088 | 1084 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 640 | 637 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 321 | 320 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 269 | 268 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 146 | 145 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 64 | 62 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2029  | 119909 | 119567 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2039  | 13590 | 13266 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2041  | 5036 | 4899 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 69914 | 67921 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 49055 | 47661 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 24129 | 23441 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 10748 | 10425 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 8066 | 7819 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2044  | 10305 | 9928 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045  | 18632508 | 17934419 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045  | 31420 | 30202 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045  | 16537 | 15905 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046  | 69835 | 66708 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046  | 15062 | 14388 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046  | 14962 | 14292 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046  | 12651 | 12085 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2047  | 382381 | 363471 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2047  | 292448 | 278350 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2047  | 129309 | 123076 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2047  | 26015 | 24728 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2047  | 24265 | 23065 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2047  | 2065 | 1965 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 641462 | 608737 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 186835 | 177303 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 24922 | 23689 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 11413 | 10831 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 3764 | 3580 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2049  | 1092089 | 1033986 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2050  | 80810 | 76359 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2030  | 749 | 744 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2035  | 268795 | 267592 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2041  | 84886 | 82319 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2041  | 82195 | 79987 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2044  | 1257596 | 1220921 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2044  | 23869 | 23002 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2044  | 4182 | 4030 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2045  | 315841 | 303532 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2045  | 289427 | 278084 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2045  | 6428 | 6181 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2046  | 219988 | 210621 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2046  | 83482 | 79745 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2046  | 21584 | 20665 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 412984 | 392560 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 175205 | 166393 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 47715 | 45355 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 36474 | 34362 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 4750 | 4515 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 3531 | 3356 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 769890 | 731816 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 132499 | 125947 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 65310 | 61978 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 39111 | 37201 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 18573 | 17625 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 14819 | 14063 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 13742 | 13041 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2049  | 1986574 | 1880260 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2049  | 55080 | 52132 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2050  | 381885 | 360732 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2050  | 334377 | 316796 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2050  | 84114 | 79587 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2051  | 1507388 | 1425776 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2051  | 321066 | 302379 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052  | 878185 | 821034 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052  | 319979 | 300055 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2053  | 4240304 | 3967000 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2026  | 3744 | 3729 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2026  | 3118 | 3106 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2034  | 149747 | 150200 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2037  | 168 | 166 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2041  | 347394 | 337909 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2042  | 676900 | 655195 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2042  | 284114 | 275296 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2042  | 14173 | 13717 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2044  | 18710 | 18014 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2044  | 12836 | 12375 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2044  | 12192 | 11736 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2044  | 2514 | 2422 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2045  | 34730 | 33375 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046  | 80573 | 76966 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046  | 11224 | 10739 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046  | 10214 | 9757 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2047  | 347258 | 330085 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2047  | 230205 | 218821 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2047  | 134767 | 128145 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 1525404 | 1447583 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 971609 | 922041 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 697885 | 662282 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 268221 | 254537 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 111634 | 105939 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 74658 | 70966 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 31637 | 29699 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 9940 | 9331 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2049  | 93359 | 88363 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2050  | 683992 | 645891 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2050  | 274966 | 259735 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2055  | 10136679 | 9461949 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2026  | 12294 | 12246 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2026  | 79 | 77 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2030  | 20374 | 20233 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2032  | 2858 | 2847 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2033  | 157447 | 158121 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2034  | 13927 | 13969 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2038  | 2852 | 2779 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2042  | 21665 | 21045 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2044  | 36116 | 34783 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2044  | 19146 | 18440 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2044  | 7491 | 7201 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2044  | 5131 | 4944 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2045  | 13224 | 12689 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2045  | 8181 | 7855 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 1277175 | 1220000 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 213476 | 204253 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 89341 | 85230 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 29084 | 27827 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 11221 | 10705 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 4795 | 4580 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 1622 | 1572 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047  | 780135 | 741555 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047  | 294565 | 279998 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 1824940 | 1731838 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 696075 | 660563 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 386366 | 366655 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 247043 | 234440 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 32233 | 30588 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 12617 | 11973 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 5040025 | 4782902 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 284693 | 269458 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 101606 | 96200 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 89516 | 84725 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 46640 | 44144 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2052  | 5457835 | 5117996 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2052  | 277728 | 260435 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2052  | 22434 | 21128 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2055  | 2133467 | 1991456 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2026  | 13696 | 13642 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2027  | 3852 | 3838 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2037  | 89718 | 88560 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039  | 127704 | 124581 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039  | 31284 | 30530 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2040  | 195763 | 190593 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2041  | 39436 | 38382 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2041  | 35808 | 34778 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2041  | 6589 | 6400 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2041  | 3309 | 3212 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2042  | 442108 | 428432 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043  | 24700 | 23834 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043  | 17542 | 16926 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043  | 11567 | 11155 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043  | 1874 | 1813 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043  | 1693 | 1634 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 144959 | 139501 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 59065 | 56943 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 22073 | 21250 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 16334 | 15864 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 13686 | 13172 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 13535 | 13048 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 12434 | 12069 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 11559 | 11140 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 5850 | 5626 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 5743 | 5528 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 3479 | 3390 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 2023 | 1949 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 1701 | 1639 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 235061 | 226645 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 103014 | 98660 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 84296 | 80968 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 25407 | 24333 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 16798 | 16088 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 15503 | 14929 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 13087 | 12564 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 10218 | 9786 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 9393 | 9021 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 3471 | 3393 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 3403 | 3270 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2046  | 229670 | 219747 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2046  | 5483 | 5231 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2046  | 5199 | 4960 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2047  | 632946 | 601644 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2047  | 61070 | 58050 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2047  | 5554 | 5279 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2048  | 253806 | 240461 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2048  | 112256 | 105326 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2048  | 108910 | 103183 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2048  | 79221 | 75056 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2048  | 33068 | 31330 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2049  | 1273346 | 1204803 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2050  | 2851597 | 2694534 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2050  | 56365 | 53261 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052  | 2585883 | 2423253 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052  | 1615725 | 1514110 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052  | 1056965 | 990161 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052  | 831553 | 779256 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052  | 681555 | 640608 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2055  | 5194204 | 4848461 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2025  | 129 | 129 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2026  | 3498 | 3484 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2026  | 738 | 735 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039  | 137634 | 134411 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039  | 24975 | 24429 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039  | 21833 | 21171 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039  | 13215 | 12918 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039  | 6683 | 6517 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039  | 1621 | 1583 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2040  | 2256 | 2193 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2040  | 2245 | 2185 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 586353 | 570869 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 243655 | 237002 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 215402 | 208962 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 30760 | 29799 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 28383 | 27637 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 27402 | 26626 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 18686 | 18104 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 9464 | 9185 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 9025 | 8757 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 5055 | 4904 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 4433 | 4330 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 1432 | 1389 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2043  | 164856 | 159418 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2043  | 142876 | 138168 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2043  | 75434 | 72758 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 1062136 | 1022715 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 411577 | 396183 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 406973 | 391617 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 26687 | 25701 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 26084 | 25173 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 13705 | 13188 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 2990 | 2877 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 2068 | 1983 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 100975 | 96707 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 55283 | 52946 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 24578 | 23539 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 21754 | 20835 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 9404 | 9006 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 9091 | 8733 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 8572 | 8210 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 4181 | 4005 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046  | 519372 | 499043 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046  | 255404 | 244370 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 6830307 | 6481850 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 237129 | 224661 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 184438 | 174740 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 167922 | 159093 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 31945 | 30266 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 30277 | 28685 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 16924 | 16034 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 11567 | 10977 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 8076 | 7651 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 3262 | 3090 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2049  | 3930583 | 3720232 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2049  | 3105359 | 2942083 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2049  | 144106 | 136349 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2049  | 108894 | 103032 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2050  | 2352238 | 2227090 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2050  | 8226 | 7789 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 2973502 | 2785565 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 1575532 | 1475953 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 997460 | 936598 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2055  | 2999700 | 2800030 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2041  | 34836 | 34798 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2041  | 11182 | 11173 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2041  | 6830 | 6818 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2042  | 8239 | 8217 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2043  | 810280 | 808933 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044  | 36598 | 36441 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044  | 30458 | 30324 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044  | 19109 | 19010 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044  | 2873 | 2859 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2045  | 6289 | 6219 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2046  | 4964 | 4894 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2047  | 292336 | 286750 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2047  | 24772 | 24330 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2047  | 7424 | 7282 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048  | 73164 | 71675 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048  | 3369 | 3299 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 1233718 | 1203977 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 30198 | 29489 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2050  | 1825737 | 1782865 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2053  | 583257 | 563364 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2053  | 579107 | 559356 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2054  | 91275 | 87991 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2055  | 575386 | 553514 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2029  | 1076 | 1075 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2035  | 1078 | 1080 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2039  | 45453 | 45482 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2040  | 23355 | 23331 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2040  | 17659 | 17649 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2040  | 15850 | 15835 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2040  | 1412 | 1411 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2041  | 15134 | 15117 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2041  | 1320 | 1315 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2041  | 606 | 606 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2043  | 49185 | 48936 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2043  | 3938 | 3920 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2043  | 3154 | 3139 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2043  | 2893 | 2880 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2044  | 31033 | 30692 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2044  | 24513 | 24282 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2044  | 22273 | 22063 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2044  | 17427 | 17263 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2045  | 434115 | 433582 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2045  | 3699 | 3647 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2046  | 37762 | 37088 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2046  | 22742 | 22336 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2046  | 21765 | 21410 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2047  | 86859 | 85091 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2047  | 45342 | 44419 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2047  | 38447 | 37664 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2047  | 10984 | 10768 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 1057419 | 1033580 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 835172 | 816344 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 792565 | 774696 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 140417 | 137251 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 63458 | 62027 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 24637 | 24082 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2050  | 5364106 | 5243175 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2050  | 177802 | 173127 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2052  | 399978 | 386461 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2052  | 197509 | 190835 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2052  | 39034 | 37691 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2052  | 33778 | 32609 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2053  | 34100 | 32873 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2054  | 964111 | 927537 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2054  | 902521 | 868848 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2054  | 883108 | 849607 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2054  | 273675 | 263293 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2054  | 92436 | 89016 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2029  | 775 | 775 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 98786 | 98676 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 40604 | 40562 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 33050 | 33009 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 30467 | 30398 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 5596 | 5589 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 3688 | 3685 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 3655 | 3647 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 1871 | 1869 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2043  | 71858 | 71514 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2043  | 11453 | 11388 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 21880 | 21640 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 21154 | 20922 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 15867 | 15693 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 11742 | 11613 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 910 | 900 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2045  | 44012 | 43391 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2046  | 176739 | 173583 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2047  | 123574 | 121058 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 1769759 | 1728201 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 712176 | 695453 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 421163 | 411668 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 415085 | 405727 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 258053 | 251993 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 250275 | 244398 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 238116 | 232525 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 124078 | 121164 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 43748 | 42721 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 28998 | 28345 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 13008 | 12691 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 5908 | 5778 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 3576 | 3492 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2052  | 443964 | 428960 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2052  | 287685 | 277872 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2054  | 998391 | 961375 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2054  | 929170 | 894140 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2054  | 435517 | 419506 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2035  | 475 | 476 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2039  | 154790 | 154710 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 7903 | 7890 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 5402 | 5394 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2041  | 3596 | 3589 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2043  | 6938 | 6917 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 21541 | 21304 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 17789 | 17593 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 16855 | 16670 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 11291 | 11167 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 4166 | 4120 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 3805 | 3763 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2045  | 39970 | 39407 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046  | 37262 | 36550 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046  | 10553 | 10351 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046  | 9487 | 9317 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 410884 | 401236 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 179531 | 175315 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 93681 | 91481 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 58947 | 57563 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 25965 | 25339 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 17435 | 17025 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 2433 | 2375 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2050  | 612452 | 596731 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2050  | 51898 | 50533 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2052  | 2590275 | 2502738 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2053  | 76809 | 74021 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2054  | 984874 | 950535 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2054  | 924620 | 889472 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2054  | 377750 | 363390 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2054  | 25672 | 24705 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2040  | 13435 | 13422 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2040  | 5987 | 5981 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 58158 | 58113 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 42678 | 42632 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 9772 | 9747 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 6315 | 6309 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 5329 | 5323 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2044  | 107014 | 106496 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2044  | 34685 | 34477 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2044  | 21533 | 21418 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2044  | 6158 | 6121 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2045  | 21203 | 20970 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 1096045 | 1085720 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 108716 | 106639 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 93583 | 91795 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 40456 | 39683 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 13386 | 13131 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 10141 | 9947 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048  | 82797 | 81008 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048  | 65112 | 63705 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 3517531 | 3440428 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 4447 | 4340 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2050  | 683203 | 665665 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2053  | 3387341 | 3271809 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2053  | 1774794 | 1712597 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2055  | 13058951 | 12627832 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2055  | 344371 | 331388 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2035  | 822 | 823 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2040  | 46580 | 46507 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2040  | 10456 | 10446 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2040  | 2734 | 2732 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 78239 | 78097 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 13870 | 13854 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 10504 | 10485 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 9753 | 9737 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 8621 | 8625 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 5680 | 5667 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 2306 | 2301 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 39032 | 38843 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 34574 | 34398 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 27220 | 27071 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 21011 | 20897 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 20550 | 20455 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 8100 | 8075 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 246549 | 245360 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 216715 | 216500 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 2272 | 2239 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 1926 | 1895 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047  | 119518 | 117234 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047  | 2265 | 2221 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2048  | 73746 | 72153 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2048  | 4636 | 4534 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2049  | 1281727 | 1250828 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2049  | 800971 | 781662 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2049  | 277595 | 270903 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2049  | 246469 | 240527 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2049  | 34920 | 34133 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2050  | 235975 | 229844 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2050  | 136025 | 132958 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2053  | 769379 | 743138 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2053  | 597699 | 576753 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2054  | 832390 | 801854 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2035  | 1390 | 1392 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2035  | 679 | 678 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2035  | 565 | 566 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2040  | 9795 | 9787 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2040  | 2312 | 2310 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2040  | 635 | 635 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 326208 | 325592 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 13204 | 13190 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 4880 | 4869 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 56452 | 56164 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 34104 | 33995 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 18065 | 17974 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 13857 | 13797 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 2593 | 2580 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 1873 | 1862 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2045  | 6387 | 6317 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047  | 67224 | 65939 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047  | 9982 | 9786 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 89628 | 87663 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 72788 | 71193 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 3741 | 3636 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2049  | 598655 | 584223 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2049  | 496957 | 485287 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2050  | 202994 | 197719 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2053  | 887046 | 855960 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2053  | 361156 | 349741 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2053  | 204450 | 197285 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2053  | 29132 | 28111 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2054  | 2779979 | 2675345 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2054  | 693928 | 667810 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2054  | 429799 | 413622 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2035  | 842 | 844 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2039  | 14679 | 14677 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2040  | 18522 | 18511 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 117251 | 116613 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 35433 | 35245 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 28472 | 28203 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 17743 | 17576 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 14473 | 14396 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 7692 | 7658 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 2994 | 2979 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2045  | 22359 | 22079 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2046  | 13788 | 13563 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2046  | 4897 | 4870 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047  | 37819 | 37073 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047  | 2440 | 2391 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 108620 | 106239 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 16415 | 16056 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 10858 | 10620 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 5874 | 5745 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2049  | 648726 | 634101 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2049  | 49343 | 48153 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2050  | 1067526 | 1040123 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2053  | 1132438 | 1092398 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2053  | 777001 | 752443 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2053  | 737437 | 712515 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2053  | 342595 | 331124 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2053  | 290341 | 280438 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2028  | 199 | 198 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039  | 2631736 | 2626659 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039  | 2958 | 2957 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2040  | 937 | 937 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2042  | 15467 | 15414 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2044  | 9143 | 9057 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2044  | 629 | 623 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2045  | 26958 | 26704 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2045  | 1531 | 1513 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2045  | 1150 | 1142 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 18061 | 17705 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 16212 | 15892 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 7457 | 7310 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 466925 | 456691 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 442038 | 430235 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 325385 | 318253 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 103975 | 101696 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 68099 | 66607 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 16597 | 16128 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 11504 | 11252 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 8287 | 8053 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 6049 | 5916 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 5140 | 5028 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2049  | 2699375 | 2634301 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2049  | 76744 | 74894 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2049  | 11659 | 11378 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2053  | 729214 | 703431 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2053  | 194017 | 187278 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2035  | 367 | 367 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2038  | 2051623 | 2053435 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 420158 | 419929 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 156474 | 156370 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 11896 | 11889 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 11128 | 11124 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 9769 | 9758 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 4980 | 4977 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 3727 | 3725 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 2578 | 2577 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 1737 | 1737 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 1208 | 1208 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 863 | 862 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 449 | 450 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2040  | 12723 | 12710 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2040  | 9552 | 9543 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2040  | 4385 | 4381 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2040  | 1527 | 1525 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2040  | 1504 | 1501 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2041  | 23282 | 23260 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2041  | 640 | 639 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2044  | 10300 | 10232 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2044  | 6486 | 6425 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2044  | 3244 | 3214 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2045  | 18845 | 18609 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047  | 88528 | 86781 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047  | 51178 | 50169 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 1612760 | 1577913 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 640693 | 624607 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 208177 | 203614 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 174563 | 170737 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 77633 | 75931 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 6856 | 6702 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 2520 | 2465 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2049  | 107287 | 104667 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2052  | 889049 | 859837 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2052  | 456555 | 441554 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2052  | 38347 | 37059 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2053  | 878133 | 847084 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2053  | 573624 | 555493 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2053  | 408661 | 394468 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2053  | 120250 | 115999 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2027  | 784 | 781 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2035  | 1499 | 1501 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 149871 | 149774 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 142603 | 142484 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 15188 | 15171 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 14165 | 14170 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 14176 | 14166 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 11371 | 11365 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 10078 | 10072 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 6100 | 6095 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 5159 | 5160 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 3492 | 3490 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 2622 | 2625 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 395416 | 395089 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 312961 | 312667 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 28415 | 28381 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 24165 | 24144 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 18702 | 18692 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 7459 | 7460 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 1245 | 1243 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 73529 | 73439 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 17456 | 17426 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 10339 | 10321 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 9570 | 9552 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 2794 | 2786 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 30567 | 30279 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 30016 | 29733 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 29529 | 29251 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 16037 | 15885 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 6800 | 6735 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2046  | 607582 | 604543 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2046  | 249030 | 244583 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2046  | 6155 | 6045 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2046  | 4960 | 4872 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 175047 | 171100 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 159580 | 155983 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 12987 | 12694 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 4421 | 4322 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2052  | 32623 | 31633 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2053  | 1644347 | 1586208 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2053  | 79616 | 76801 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2029  | 2149 | 2148 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 32650 | 32697 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2035  | 979 | 980 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2039  | 259384 | 259262 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2039  | 1835 | 1834 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040  | 131655 | 131515 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040  | 8974 | 8966 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040  | 1388 | 1386 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2043  | 32499 | 32401 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2043  | 17287 | 17212 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2044  | 2456 | 2433 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2045  | 1170 | 1161 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2046  | 21016 | 20641 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047  | 23669 | 23202 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047  | 10238 | 10039 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047  | 4936 | 4839 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2048  | 318374 | 311197 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2048  | 199482 | 194984 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2048  | 8340 | 8152 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2050  | 246174 | 240624 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2050  | 197666 | 193210 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2050  | 179216 | 174503 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2050  | 159335 | 155146 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2052  | 403819 | 390172 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2054  | 58576 | 56372 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2037  | 8502 | 8622 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2038  | 7102 | 7207 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2040  | 8186 | 8312 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2041  | 15556 | 15797 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 27058 | 27411 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 24381 | 24693 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 23279 | 23583 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 14676 | 14877 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 12788 | 12957 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 10937 | 11080 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 5346 | 5426 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2049  | 94554 | 95194 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2053  | 755550 | 749326 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2054  | 4288930 | 4240196 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2025  | 103 | 102 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2035  | 114415 | 115958 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2035  | 351 | 357 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2041  | 70383 | 71486 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2043  | 15642 | 15856 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2044  | 25490 | 25878 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2045  | 85610 | 86939 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2047  | 32788 | 33113 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2048  | 7104637 | 7235846 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2049  | 74335 | 74628 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2050  | 886587 | 890089 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 589092 | 583908 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 348482 | 345437 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 328213 | 325714 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 217766 | 215972 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2053  | 5975067 | 5922112 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2033  | 180815 | 183128 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2034  | 53679 | 54403 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2035  | 19453 | 19736 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2036  | 542 | 549 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2039  | 59268 | 60151 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2039  | 2655 | 2693 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2040  | 28572 | 29014 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2043  | 79181 | 80226 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2044  | 59543 | 60472 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2044  | 7010 | 7121 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2048  | 67012 | 67528 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2049  | 339174 | 340513 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2049  | 147619 | 148618 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2049  | 14748 | 14848 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 22026497 | 21858816 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 317896 | 316370 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2053  | 342954 | 338950 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2054  | 931209 | 918591 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2054  | 174384 | 172239 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2029  | 10243 | 10341 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2039  | 14674 | 14900 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2039  | 6259 | 6356 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2043  | 45681 | 46365 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2043  | 29318 | 29717 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2044  | 4760 | 4833 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2048  | 330164 | 332706 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2049  | 411943 | 413570 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2049  | 57258 | 57645 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052  | 2828568 | 2802261 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052  | 444295 | 440635 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052  | 365749 | 362736 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052  | 307159 | 304628 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2032  | 105705 | 106860 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2036  | 504 | 512 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2037  | 166199 | 168479 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2038  | 9100 | 9226 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2038  | 702 | 713 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2038  | 646 | 655 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2040  | 3597 | 3653 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2041  | 1010 | 1026 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2045  | 3682 | 3738 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2047  | 13899 | 14054 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 1116252 | 1124847 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 465680 | 465991 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 201454 | 202816 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 52568 | 52924 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2053  | 2573009 | 2543772 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2053  | 933986 | 926000 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2053  | 210048 | 208252 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2053  | 191845 | 190085 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2053  | 121560 | 120521 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2053  | 80334 | 79597 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2054  | 2814784 | 2781041 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2055  | 19543100 | 19278287 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2030  | 22010 | 22227 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2035  | 445 | 451 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2036  | 498 | 505 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2037  | 581 | 590 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2038  | 10286 | 10434 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2038  | 5843 | 5932 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2038  | 623 | 633 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2038  | 563 | 572 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2039  | 430 | 436 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2040  | 999901 | 1010159 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2040  | 10193 | 10351 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2041  | 25454 | 25852 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2041  | 2504 | 2544 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2042  | 17999 | 18249 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2044  | 26000 | 26348 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2044  | 15440 | 15647 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2044  | 11201 | 11343 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2044  | 3448 | 3492 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2049  | 196390 | 197718 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2049  | 115900 | 116684 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2053  | 569215 | 564206 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2053  | 28801 | 28555 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2054  | 185401 | 183063 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2035  | 112787 | 114368 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2035  | 32584 | 33045 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2035  | 15880 | 16109 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2038  | 11938 | 12116 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2039  | 1346 | 1365 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2040  | 11422686 | 11539878 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2040  | 101666 | 103240 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2040  | 28493 | 28931 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2040  | 2792 | 2836 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 116564 | 118391 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 57309 | 58196 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 56386 | 57259 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 36122 | 36691 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 32602 | 33111 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 31057 | 31543 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 9605 | 9754 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2042  | 471795 | 479210 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2044  | 14810 | 14999 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2047  | 28530 | 28830 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2047  | 14711 | 14875 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2048  | 174055 | 174830 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2049  | 32609 | 32829 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2050  | 167778 | 168493 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2053  | 11840857 | 11728515 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2054  | 216100 | 213645 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2030  | 2459 | 2483 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2035  | 636 | 644 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2036  | 7873 | 7988 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2038  | 3144 | 3191 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2038  | 680 | 691 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2039  | 1246246 | 1259811 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2039  | 18840 | 19123 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2039  | 2895 | 2939 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2040  | 152085 | 153646 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2040  | 7812 | 7932 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2040  | 6669 | 6772 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2040  | 1882 | 1912 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2040  | 927 | 941 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2041  | 58624 | 59542 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2041  | 14725 | 14956 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2041  | 1241 | 1260 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2042  | 4501 | 4571 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2042  | 3840 | 3900 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2047  | 14828 | 14984 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2048  | 70056 | 70793 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2048  | 28584 | 28840 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2053  | 8056736 | 7963931 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2053  | 919136 | 910128 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2053  | 796825 | 789265 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2053  | 778416 | 772490 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2053  | 711130 | 704160 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2053  | 686321 | 682008 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2053  | 451244 | 446822 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2053  | 129221 | 127954 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2053  | 128203 | 126946 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2054  | 9464357 | 9344986 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2035  | 9042 | 9165 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2035  | 2831 | 2870 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2036  | 3521 | 3573 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2037  | 1199 | 1216 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2038  | 2212 | 2245 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2038  | 990 | 1004 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039  | 211575 | 214340 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039  | 10095 | 10245 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039  | 4596 | 4663 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2040  | 18680 | 18970 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2040  | 2123 | 2156 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2040  | 276 | 280 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041  | 101132 | 102713 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041  | 33800 | 34324 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041  | 31073 | 31555 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041  | 6867 | 6973 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2044  | 8625 | 8760 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2048  | 338392 | 341420 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2048  | 90953 | 91767 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2048  | 3256 | 3285 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2053  | 678199 | 670917 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2053  | 625447 | 619317 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2055  | 400000 | 394548 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2030  | 15971 | 16156 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2033  | 393 | 398 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2034  | 339038 | 343582 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2034  | 12063 | 12227 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2035  | 230396 | 233465 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2035  | 134889 | 136740 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2037  | 10970 | 11111 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2037  | 3174 | 3220 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2039  | 9960 | 10114 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2039  | 2030 | 2061 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040  | 1469 | 1491 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040  | 995 | 1010 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040  | 954 | 968 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2041  | 36601 | 37170 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2041  | 20856 | 21181 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2044  | 20440 | 20764 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2047  | 29554 | 29865 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2047  | 17368 | 17551 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2048  | 188042 | 189725 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2053  | 7681228 | 7605950 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2054  | 196505 | 193966 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2055  | 2999997 | 2959113 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2030  | 5470 | 5540 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2030  | 876 | 886 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2033  | 33163 | 33585 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2035  | 676 | 685 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2035  | 384 | 389 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2039  | 12233 | 12420 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2040  | 2800002 | 2828729 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2040  | 1866 | 1895 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2040  | 1408 | 1430 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2041  | 21812 | 22143 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2041  | 15949 | 16198 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2043  | 32077 | 32522 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2044  | 28660 | 29113 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2047  | 95703 | 96709 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2047  | 22524 | 22761 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2048  | 953885 | 961230 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2048  | 43819 | 44157 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2049  | 348463 | 350820 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2049  | 22439 | 22508 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2053  | 13048500 | 13026641 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2054  | 757028 | 746770 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2055  | 8642864 | 8525077 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2035  | 20962 | 21235 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2040  | 1999900 | 2020418 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2041  | 16497 | 16756 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2041  | 13900 | 14118 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2043  | 181963 | 184452 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2043  | 1154 | 1170 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2044  | 2694 | 2736 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2048  | 92240 | 92950 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2048  | 19221 | 19369 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2048  | 3521 | 3511 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052  | 133586 | 132212 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052  | 85795 | 84939 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052  | 37295 | 36985 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052  | 19203 | 19029 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2053  | 3277698 | 3244552 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2034  | 734 | 755 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2037  | 7022 | 7279 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2037  | 4066 | 4221 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2037  | 4064 | 4219 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2038  | 8078 | 8394 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2038  | 7529 | 7826 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2038  | 4133 | 4293 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2038  | 2590 | 2688 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2039  | 3582 | 3718 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2039  | 2667 | 2770 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2040  | 42365 | 44020 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2040  | 4321 | 4483 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2041  | 74783 | 77685 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2049  | 414421 | 426797 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2049  | 111475 | 114275 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2053  | 981834 | 993052 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2053  | 872270 | 882237 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2054  | 2116045 | 2134271 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2035  | 3372 | 3494 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2035  | 2268 | 2346 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2035  | 175 | 181 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2036  | 2033 | 2108 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2037  | 15084 | 15674 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2052  | 10009315 | 10133067 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 18180062 | 18507096 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 1729360 | 1744256 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 701016 | 707931 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 134688 | 136017 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 123424 | 124487 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2033  | 8722 | 8982 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2033  | 2190 | 2256 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2035  | 1177 | 1220 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2036  | 167845 | 173941 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2036  | 100228 | 103809 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2036  | 46418 | 48077 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2036  | 5550 | 5758 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2036  | 2134 | 2211 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2036  | 170 | 176 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2036  | 158 | 163 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2038  | 119296 | 123580 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2039  | 9729 | 10099 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2052  | 809592 | 819602 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2053  | 904847 | 912641 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2034  | 2005 | 2073 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2035  | 56644 | 58668 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2035  | 36798 | 38119 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2035  | 12097 | 12532 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2035  | 2217 | 2297 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2035  | 931 | 962 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2036  | 81244 | 84230 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2037  | 14674 | 15248 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2037  | 4568 | 4741 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2037  | 1011 | 1043 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2038  | 5117 | 5312 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2038  | 1209 | 1253 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2039  | 36126 | 37557 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2039  | 35067 | 36457 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2039  | 28501 | 29618 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2041  | 16503 | 17158 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2041  | 15399 | 15980 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2048  | 14670 | 15186 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2053  | 2209323 | 2228353 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2053  | 2114764 | 2132979 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2033  | 3268 | 3361 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2034  | 115908 | 119504 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2034  | 3545 | 3655 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2035  | 47170 | 48770 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2035  | 27740 | 28681 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2035  | 15753 | 16281 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2035  | 12132 | 12563 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2037  | 39586 | 41047 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2037  | 7246 | 7517 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2037  | 6320 | 6554 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2038  | 28621 | 29743 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2038  | 25268 | 26176 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2038  | 6607 | 6829 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2038  | 5313 | 5504 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2039  | 146076 | 151245 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2041  | 7948 | 8265 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2042  | 73403 | 76189 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2042  | 68065 | 70801 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2042  | 21092 | 21885 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2042  | 21040 | 21838 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2042  | 3033 | 3155 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2049  | 296374 | 305225 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2053  | 2511234 | 2539927 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2055  | 4852653 | 4882320 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2035  | 5176 | 5360 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2036  | 4932 | 5110 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2038  | 179159 | 185878 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2038  | 5929 | 6159 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2038  | 4824 | 5014 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2039  | 20548 | 21336 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2040  | 51539 | 53210 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2053  | 26012500 | 26407268 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2054  | 267972 | 270113 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2031  | 3848 | 3873 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2033  | 955 | 985 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2034  | 83810 | 86505 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2034  | 4050 | 4177 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2036  | 10912 | 11311 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2037  | 698 | 719 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2038  | 4671 | 4852 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2039  | 64853 | 67395 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2040  | 22604 | 23502 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2053  | 831937 | 839883 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 769791 | 775940 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2033  | 28942 | 29786 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2033  | 12849 | 13220 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2034  | 23524 | 24260 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2034  | 5551 | 5709 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2035  | 230077 | 238026 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2036  | 12925 | 13400 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2037  | 19711 | 20439 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2038  | 36011 | 37404 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2038  | 16870 | 17527 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2038  | 5534 | 5747 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2038  | 5470 | 5681 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2038  | 3636 | 3778 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2038  | 1678 | 1742 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2039  | 32031 | 33264 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2040  | 164262 | 170721 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2040  | 60256 | 62676 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2041  | 7654 | 7955 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2044  | 368081 | 380876 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2044  | 19593 | 20312 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2044  | 17727 | 18422 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 17960783 | 18104265 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2027  | 7696 | 7743 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2033  | 32874 | 33844 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2033  | 30471 | 31379 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2033  | 12775 | 13102 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2036  | 900 | 934 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2037  | 13824 | 14357 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2038  | 45943 | 47686 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2038  | 12259 | 12719 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2038  | 11354 | 11798 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2038  | 2823 | 2931 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2038  | 2114 | 2195 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2040  | 28355 | 29481 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2040  | 7472 | 7758 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2040  | 4136 | 4294 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2040  | 2262 | 2351 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2041  | 15471 | 16058 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2041  | 14700 | 15290 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2048  | 5435 | 5626 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2049  | 6564 | 6740 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 1492872 | 1508064 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 474275 | 478509 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 421360 | 426175 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 385155 | 388593 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 60369 | 60806 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054  | 7440901 | 7491043 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2033  | 15592 | 16076 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2033  | 7416 | 7635 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2033  | 5610 | 5777 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2033  | 4094 | 4215 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2034  | 232955 | 240555 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2035  | 75559 | 78217 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2036  | 21283 | 22005 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2037  | 4762 | 4939 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2037  | 3314 | 3437 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2037  | 1983 | 2057 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2037  | 1955 | 2030 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2037  | 1632 | 1695 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2038  | 2566 | 2665 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2038  | 2293 | 2383 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2039  | 11528 | 11953 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2039  | 7412 | 7709 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2039  | 1821 | 1892 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2041  | 16790 | 17465 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 9055909 | 9215982 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 1973250 | 1990864 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 1305003 | 1316652 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 428204 | 432026 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 206956 | 209644 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 143875 | 144917 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 85251 | 86012 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 78637 | 79339 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 23072 | 23307 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2054  | 4598592 | 4668380 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2055  | 6146591 | 6184169 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2029  | 13192 | 13441 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2037  | 21863 | 22666 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2037  | 3904 | 4040 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2037  | 3840 | 3971 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2037  | 3386 | 3504 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2039  | 29643 | 30798 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2039  | 2487 | 2587 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2040  | 14380 | 14924 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 17730958 | 17889226 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 7083229 | 7144241 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 2221546 | 2241376 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 923201 | 931153 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 741542 | 748161 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 45430 | 45782 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 30103 | 30409 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2034  | 5962 | 6156 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2036  | 61290 | 63156 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2037  | 33143 | 34391 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2037  | 11029 | 11462 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2037  | 5146 | 5340 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2038  | 5231 | 5434 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2039  | 124125 | 128981 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2040  | 42288 | 43953 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2041  | 276537 | 285813 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2041  | 91207 | 94707 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2041  | 17476 | 18151 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 2117138 | 2135374 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 1148368 | 1158259 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 975239 | 983640 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 708107 | 714207 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 560811 | 568025 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 368132 | 371763 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 169383 | 171107 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 164257 | 165631 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 117622 | 118635 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 84638 | 85367 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 77240 | 77905 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2035  | 395 | 413 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2040  | 8219 | 8689 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2053  | 3798802 | 3896440 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2055  | 2445085 | 2498760 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2033  | 114333 | 119083 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2036  | 149 | 157 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2036  | 48 | 49 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2038  | 65828 | 69541 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2038  | 1570 | 1659 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2038  | 235 | 248 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2038  | 207 | 218 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2053  | 7691769 | 7877447 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2054  | 217124 | 221955 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2032  | 115653 | 120091 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2032  | 19310 | 20051 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035  | 37886 | 39574 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2036  | 25012 | 26380 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2036  | 222 | 234 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2037  | 937 | 992 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2038  | 43290 | 45809 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2038  | 29769 | 31475 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053  | 16894414 | 17302242 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053  | 5245992 | 5371354 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2038  | 37477 | 39597 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2038  | 467 | 494 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2052  | 12982256 | 13332158 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2053  | 17269547 | 17686430 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054  | 8377560 | 8632152 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054  | 3115909 | 3184311 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054  | 2907524 | 2971351 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054  | 79001 | 80735 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2034  | 56039 | 58491 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2037  | 51168 | 53918 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2037  | 35956 | 37923 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2037  | 2197 | 2313 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2038  | 16476 | 17394 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2039  | 2527 | 2671 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2053  | 801159 | 822752 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055  | 2895025 | 2958578 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055  | 989157 | 1010872 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2034  | 21276 | 22198 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2037  | 4381 | 4610 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2038  | 13222 | 13974 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2054  | 7449277 | 7708250 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2055  | 5574805 | 5697184 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2055  | 1977803 | 2021221 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2055  | 760558 | 777254 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2035  | 130422 | 136607 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2035  | 128934 | 134951 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2036  | 28766 | 30284 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2036  | 412 | 434 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2039  | 3499 | 3703 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2040  | 53978 | 57072 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2040  | 24495 | 25894 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2053  | 300805 | 308537 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2054  | 3350265 | 3429935 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2055  | 5298454 | 5414767 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2055  | 1636778 | 1672710 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2041  | 16283 | 17201 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2053  | 4828744 | 4952853 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2055  | 2931788 | 2996147 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2055  | 310143 | 316951 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035  | 56620 | 58817 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2037  | 15407 | 16303 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2040  | 30235 | 31982 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2040  | 29754 | 31459 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2040  | 400 | 423 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054  | 5792268 | 5920688 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2037  | 5903 | 6236 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2038  | 19652 | 20782 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2038  | 2211 | 2337 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2039  | 8119696 | 8383589 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2041  | 67270 | 71123 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053  | 10264852 | 10512643 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2055  | 810256 | 828059 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2036  | 141 | 148 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2039  | 3275 | 3465 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2053  | 3732968 | 3820631 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2055  | 463499 | 473674 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2036  | 69794 | 73491 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2036  | 560 | 591 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2037  | 33622 | 35411 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2037  | 15839 | 16728 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2038  | 31633 | 33404 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2039  | 50367 | 53196 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2039  | 18952 | 20038 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2039  | 16159 | 17098 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054  | 7875479 | 8049243 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054  | 1238435 | 1265757 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2033  | 4465 | 4690 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2036  | 16029 | 16737 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2037  | 4126 | 4406 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2053  | 258046 | 268479 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2053  | 60832 | 63324 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2054  | 885644 | 918739 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2027  | 5264 | 5317 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2032  | 3521 | 3695 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2035  | 2908 | 3035 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2036  | 12521 | 13333 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2037  | 118331 | 125936 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2037  | 2042 | 2183 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2037  | 1686 | 1803 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2038  | 2288 | 2454 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2038  | 368 | 394 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2039  | 43126 | 46067 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2039  | 17474 | 18602 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2039  | 5585 | 5970 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2039  | 1205 | 1287 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2053  | 3876793 | 4024088 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2028  | 2076 | 2087 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2036  | 2142 | 2287 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2037  | 26853 | 28708 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2053  | 400729 | 415954 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2032  | 15369 | 16048 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2032  | 992 | 1036 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2034  | 18486 | 19526 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2036  | 1978 | 2106 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2037  | 11405 | 12155 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2037  | 3793 | 4049 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2037  | 300 | 319 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2037  | 165 | 176 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2053  | 22119877 | 22960297 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2053  | 222892 | 232214 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2037  | 1116 | 1192 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2039  | 684 | 731 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2053  | 592454 | 615519 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2053  | 521908 | 543409 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2053  | 32779 | 34238 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2035  | 823 | 864 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2037  | 1691 | 1804 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2035  | 4981 | 5288 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2053  | 617076 | 640627 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2053  | 352034 | 366372 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2054  | 334101 | 346466 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2031  | 880 | 914 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2038  | 3395 | 3626 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2039  | 3828 | 4086 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2035  | 23575 | 24910 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2035  | 16900 | 17789 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2036  | 2322 | 2472 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2040  | 603 | 643 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032  | 12497 | 13042 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032  | 8692 | 9094 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035  | 24197 | 25401 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035  | 22461 | 23674 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035  | 8265 | 8745 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035  | 815 | 850 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2036  | 3993 | 4259 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2036  | 690 | 732 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2026  | 490 | 491 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2031  | 1424 | 1479 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2032  | 1250 | 1305 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2032  | 1035 | 1079 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036  | 68778 | 71959 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2037  | 2834 | 3030 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2037  | 942 | 1005 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2032  | 13616 | 14225 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2032  | 1541 | 1608 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2036  | 13457 | 14305 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2036  | 1256 | 1302 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2037  | 174 | 185 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2038  | 4251 | 4406 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053  | 354350 | 367796 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2054  | 283254 | 297823 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2053  | 31075440 | 32756367 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053  | 1768024 | 1868493 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053  | 1739401 | 1833638 |
| Freddie Mac Gold Pool 1.5% 1/1/2037  | 2770441 | 2475605 |
| Freddie Mac Gold Pool 1.5% 1/1/2051  | 99284 | 75353 |
| Freddie Mac Gold Pool 1.5% 1/1/2052  | 850438 | 645186 |
| Freddie Mac Gold Pool 1.5% 1/1/2052  | 782285 | 593482 |
| Freddie Mac Gold Pool 1.5% 10/1/2036  | 1494275 | 1336652 |
| Freddie Mac Gold Pool 1.5% 10/1/2036  | 823572 | 736698 |
| Freddie Mac Gold Pool 1.5% 10/1/2036  | 689208 | 616507 |
| Freddie Mac Gold Pool 1.5% 10/1/2036  | 354687 | 317273 |
| Freddie Mac Gold Pool 1.5% 10/1/2036  | 218593 | 195534 |
| Freddie Mac Gold Pool 1.5% 10/1/2036  | 109109 | 97600 |
| Freddie Mac Gold Pool 1.5% 10/1/2041  | 5300561 | 4399554 |
| Freddie Mac Gold Pool 1.5% 10/1/2051  | 9266532 | 7030073 |
| Freddie Mac Gold Pool 1.5% 10/1/2051  | 2812193 | 2133476 |
| Freddie Mac Gold Pool 1.5% 10/1/2051  | 133635 | 101383 |
| Freddie Mac Gold Pool 1.5% 11/1/2035  | 251134 | 225663 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 12376021 | 11070542 |
| Freddie Mac Gold Pool 1.5% 11/1/2037  | 1473038 | 1316274 |
| Freddie Mac Gold Pool 1.5% 11/1/2051  | 8577683 | 6507477 |
| Freddie Mac Gold Pool 1.5% 12/1/2050  | 14781253 | 11236923 |
| Freddie Mac Gold Pool 1.5% 12/1/2051  | 7541035 | 5721021 |
| Freddie Mac Gold Pool 1.5% 2/1/2037  | 203497 | 181840 |
| Freddie Mac Gold Pool 1.5% 3/1/2037  | 1073864 | 959581 |
| Freddie Mac Gold Pool 1.5% 3/1/2052  | 2873096 | 2179680 |
| Freddie Mac Gold Pool 1.5% 4/1/2052  | 3095428 | 2348353 |
| Freddie Mac Gold Pool 1.5% 4/1/2052  | 1499977 | 1137961 |
| Freddie Mac Gold Pool 1.5% 5/1/2036  | 2765421 | 2480625 |
| Freddie Mac Gold Pool 1.5% 5/1/2051  | 437333 | 331920 |
| Freddie Mac Gold Pool 1.5% 6/1/2036  | 787063 | 706008 |
| Freddie Mac Gold Pool 1.5% 6/1/2051  | 185037 | 140437 |
| Freddie Mac Gold Pool 1.5% 6/1/2051  | 181056 | 137415 |
| Freddie Mac Gold Pool 1.5% 7/1/2036  | 13681136 | 12263640 |
| Freddie Mac Gold Pool 1.5% 7/1/2041  | 13706053 | 11411967 |
| Freddie Mac Gold Pool 1.5% 8/1/2035  | 212382 | 191638 |
| Freddie Mac Gold Pool 1.5% 9/1/2051  | 935237 | 709519 |
| Freddie Mac Gold Pool 2% 1/1/2029  | 18532 | 18037 |
| Freddie Mac Gold Pool 2% 1/1/2032  | 56042 | 53482 |
| Freddie Mac Gold Pool 2% 1/1/2036  | 1003407 | 924150 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 208053780 | 166732552 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 10792108 | 8662194 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 1329221 | 1056503 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 459855 | 368524 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 2992795 | 2380631 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 1942636 | 1573203 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 135053 | 107724 |
| Freddie Mac Gold Pool 2% 10/1/2036  | 560828 | 514952 |
| Freddie Mac Gold Pool 2% 10/1/2036  | 392620 | 360810 |
| Freddie Mac Gold Pool 2% 10/1/2036  | 363469 | 333737 |
| Freddie Mac Gold Pool 2% 10/1/2050  | 3679063 | 2951819 |
| Freddie Mac Gold Pool 2% 10/1/2050  | 63790 | 51360 |
| Freddie Mac Gold Pool 2% 11/1/2035  | 9760462 | 8989500 |
| Freddie Mac Gold Pool 2% 11/1/2035  | 91817 | 84564 |
| Freddie Mac Gold Pool 2% 11/1/2035  | 91719 | 84560 |
| Freddie Mac Gold Pool 2% 11/1/2036  | 4146507 | 3806024 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 8872822 | 7118923 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 4203013 | 3372200 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 3386311 | 2716936 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 1960911 | 1588616 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 1789917 | 1436103 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 1381215 | 1108189 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 216134 | 173410 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 18954226 | 15195681 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 18989504 | 15176490 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 15655336 | 12550947 |
| Freddie Mac Gold Pool 2% 12/1/2035  | 111311 | 102518 |
| Freddie Mac Gold Pool 2% 12/1/2036  | 262444 | 240729 |
| Freddie Mac Gold Pool 2% 12/1/2040  | 4852470 | 4210768 |
| Freddie Mac Gold Pool 2% 12/1/2050  | 9346802 | 7499211 |
| Freddie Mac Gold Pool 2% 12/1/2050  | 2941692 | 2360205 |
| Freddie Mac Gold Pool 2% 12/1/2050  | 1998488 | 1589081 |
| Freddie Mac Gold Pool 2% 12/1/2050  | 781376 | 621060 |
| Freddie Mac Gold Pool 2% 12/1/2050  | 28006 | 22487 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 23801481 | 19237942 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 2759903 | 2234187 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 289113 | 231060 |
| Freddie Mac Gold Pool 2% 2/1/2028  | 27116 | 26492 |
| Freddie Mac Gold Pool 2% 2/1/2036  | 10989803 | 10121737 |
| Freddie Mac Gold Pool 2% 2/1/2051  | 6186280 | 4957633 |
| Freddie Mac Gold Pool 2% 2/1/2051  | 4043279 | 3214980 |
| Freddie Mac Gold Pool 2% 2/1/2052  | 392333 | 312083 |
| Freddie Mac Gold Pool 2% 2/1/2052  | 93738 | 74564 |
| Freddie Mac Gold Pool 2% 3/1/2028  | 35446 | 34607 |
| Freddie Mac Gold Pool 2% 3/1/2036  | 1182440 | 1089041 |
| Freddie Mac Gold Pool 2% 3/1/2037  | 2571259 | 2358919 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 46950391 | 37596305 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 10185316 | 8156061 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 7964915 | 6395461 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 996554 | 792402 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 21982473 | 17506657 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 12341487 | 9967498 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 6237554 | 4961688 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 3764527 | 3021566 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 84207 | 67167 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 28006 | 22584 |
| Freddie Mac Gold Pool 2% 4/1/2036  | 35505208 | 32667426 |
| Freddie Mac Gold Pool 2% 4/1/2037  | 6252440 | 5737077 |
| Freddie Mac Gold Pool 2% 4/1/2042  | 19634534 | 17041531 |
| Freddie Mac Gold Pool 2% 4/1/2052  | 8670269 | 6959118 |
| Freddie Mac Gold Pool 2% 4/1/2052  | 4594715 | 3702268 |
| Freddie Mac Gold Pool 2% 5/1/2028  | 32049 | 31250 |
| Freddie Mac Gold Pool 2% 5/1/2035  | 16663 | 15519 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 22519083 | 18032530 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 639925 | 518430 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 618573 | 491853 |
| Freddie Mac Gold Pool 2% 6/1/2028  | 23281 | 22687 |
| Freddie Mac Gold Pool 2% 6/1/2050  | 71770 | 57650 |
| Freddie Mac Gold Pool 2% 6/1/2051  | 569254 | 453349 |
| Freddie Mac Gold Pool 2% 7/1/2038  | 4631915 | 4250126 |
| Freddie Mac Gold Pool 2% 7/1/2051  | 26119207 | 21029660 |
| Freddie Mac Gold Pool 2% 7/1/2051  | 2674374 | 2174144 |
| Freddie Mac Gold Pool 2% 8/1/2031  | 51662 | 49328 |
| Freddie Mac Gold Pool 2% 8/1/2037  | 173618 | 159307 |
| Freddie Mac Gold Pool 2% 8/1/2050  | 1889535 | 1517210 |
| Freddie Mac Gold Pool 2% 8/1/2051  | 889536 | 711754 |
| Freddie Mac Gold Pool 2% 8/1/2051  | 741582 | 594993 |
| Freddie Mac Gold Pool 2% 8/1/2051  | 244849 | 195914 |
| Freddie Mac Gold Pool 2% 9/1/2035  | 24384525 | 22481294 |
| Freddie Mac Gold Pool 2% 9/1/2041  | 56799382 | 49003638 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 12105241 | 9719953 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 2274118 | 1826013 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 101459 | 81404 |
| Freddie Mac Gold Pool 2% 9/1/2051  | 30244854 | 24200166 |
| Freddie Mac Gold Pool 2% 9/1/2051  | 366245 | 293048 |
| Freddie Mac Gold Pool 2.5% 1/1/2030  | 6141 | 5985 |
| Freddie Mac Gold Pool 2.5% 1/1/2031  | 124885 | 121231 |
| Freddie Mac Gold Pool 2.5% 1/1/2032  | 24713 | 23875 |
| Freddie Mac Gold Pool 2.5% 1/1/2035  | 841921 | 797921 |
| Freddie Mac Gold Pool 2.5% 1/1/2037  | 16739 | 15717 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 6747279 | 5607480 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 944501 | 784949 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 942415 | 783510 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 777468 | 648805 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 768234 | 638458 |
| Freddie Mac Gold Pool 2.5% 1/1/2053  | 1994732 | 1659637 |
| Freddie Mac Gold Pool 2.5% 10/1/2029  | 80940 | 78959 |
| Freddie Mac Gold Pool 2.5% 10/1/2031  | 77040 | 74510 |
| Freddie Mac Gold Pool 2.5% 10/1/2031  | 28105 | 27154 |
| Freddie Mac Gold Pool 2.5% 10/1/2031  | 7830 | 7573 |
| Freddie Mac Gold Pool 2.5% 10/1/2032  | 367515 | 354003 |
| Freddie Mac Gold Pool 2.5% 10/1/2034  | 489021 | 466673 |
| Freddie Mac Gold Pool 2.5% 10/1/2034  | 289854 | 276608 |
| Freddie Mac Gold Pool 2.5% 10/1/2034  | 7895 | 7534 |
| Freddie Mac Gold Pool 2.5% 10/1/2039  | 15798 | 14296 |
| Freddie Mac Gold Pool 2.5% 10/1/2049  | 574020 | 484228 |
| Freddie Mac Gold Pool 2.5% 10/1/2049  | 421809 | 356486 |
| Freddie Mac Gold Pool 2.5% 10/1/2050  | 22272594 | 18642390 |
| Freddie Mac Gold Pool 2.5% 10/1/2050  | 21954949 | 18616651 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 22990774 | 19114192 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 10992007 | 9183248 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 3985675 | 3313632 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 2248675 | 1878650 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 1007092 | 837281 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 106909 | 89317 |
| Freddie Mac Gold Pool 2.5% 10/1/2053  | 13609300 | 11357101 |
| Freddie Mac Gold Pool 2.5% 11/1/2034  | 558551 | 530757 |
| Freddie Mac Gold Pool 2.5% 11/1/2035  | 742199 | 701090 |
| Freddie Mac Gold Pool 2.5% 11/1/2037  | 903840 | 847847 |
| Freddie Mac Gold Pool 2.5% 11/1/2037  | 138172 | 129613 |
| Freddie Mac Gold Pool 2.5% 11/1/2037  | 117205 | 109981 |
| Freddie Mac Gold Pool 2.5% 11/1/2049  | 750611 | 631787 |
| Freddie Mac Gold Pool 2.5% 11/1/2050  | 11512642 | 9729740 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 11805933 | 9863241 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 9942584 | 8297189 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 3030129 | 2568444 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 1926316 | 1609337 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 928327 | 771797 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 107986 | 89778 |
| Freddie Mac Gold Pool 2.5% 12/1/2029  | 177670 | 173137 |
| Freddie Mac Gold Pool 2.5% 12/1/2032  | 11619 | 11185 |
| Freddie Mac Gold Pool 2.5% 12/1/2034  | 48500 | 46086 |
| Freddie Mac Gold Pool 2.5% 12/1/2035  | 312222 | 294929 |
| Freddie Mac Gold Pool 2.5% 12/1/2049  | 4015301 | 3379670 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 20310558 | 17057270 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 2323553 | 1931042 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 1810458 | 1505188 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 1685330 | 1428019 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 1193064 | 991896 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 1091564 | 907170 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 997531 | 829333 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 931333 | 774297 |
| Freddie Mac Gold Pool 2.5% 2/1/2030  | 195109 | 189956 |
| Freddie Mac Gold Pool 2.5% 2/1/2032  | 153216 | 147810 |
| Freddie Mac Gold Pool 2.5% 2/1/2032  | 15978 | 15431 |
| Freddie Mac Gold Pool 2.5% 2/1/2032  | 11745 | 11350 |
| Freddie Mac Gold Pool 2.5% 2/1/2033  | 358597 | 345056 |
| Freddie Mac Gold Pool 2.5% 2/1/2035  | 152089 | 144141 |
| Freddie Mac Gold Pool 2.5% 2/1/2037  | 428824 | 402661 |
| Freddie Mac Gold Pool 2.5% 2/1/2050  | 404317 | 340313 |
| Freddie Mac Gold Pool 2.5% 2/1/2051  | 668906 | 562598 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 46526295 | 38826672 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 1951902 | 1622783 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 799636 | 667304 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 780798 | 651584 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 775031 | 646771 |
| Freddie Mac Gold Pool 2.5% 3/1/2028  | 141065 | 138568 |
| Freddie Mac Gold Pool 2.5% 3/1/2028  | 21410 | 21009 |
| Freddie Mac Gold Pool 2.5% 3/1/2030  | 2255 | 2197 |
| Freddie Mac Gold Pool 2.5% 3/1/2031  | 18355 | 17793 |
| Freddie Mac Gold Pool 2.5% 3/1/2032  | 1912141 | 1845926 |
| Freddie Mac Gold Pool 2.5% 3/1/2033  | 331104 | 318482 |
| Freddie Mac Gold Pool 2.5% 3/1/2033  | 39572 | 38105 |
| Freddie Mac Gold Pool 2.5% 3/1/2035  | 1183991 | 1121003 |
| Freddie Mac Gold Pool 2.5% 3/1/2037  | 144230 | 135340 |
| Freddie Mac Gold Pool 2.5% 3/1/2052  | 18656614 | 15569137 |
| Freddie Mac Gold Pool 2.5% 3/1/2052  | 39655 | 33092 |
| Freddie Mac Gold Pool 2.5% 4/1/2027  | 82740 | 81806 |
| Freddie Mac Gold Pool 2.5% 4/1/2027  | 72048 | 71156 |
| Freddie Mac Gold Pool 2.5% 4/1/2031  | 468804 | 454267 |
| Freddie Mac Gold Pool 2.5% 4/1/2032  | 12481 | 12045 |
| Freddie Mac Gold Pool 2.5% 4/1/2033  | 99274 | 95422 |
| Freddie Mac Gold Pool 2.5% 4/1/2033  | 6822 | 6571 |
| Freddie Mac Gold Pool 2.5% 4/1/2035  | 552547 | 523151 |
| Freddie Mac Gold Pool 2.5% 4/1/2042  | 8990544 | 7993349 |
| Freddie Mac Gold Pool 2.5% 4/1/2051  | 1994957 | 1657955 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 21156092 | 17674810 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 10634616 | 8868050 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 3342699 | 2829211 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 2863454 | 2387792 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 556467 | 462464 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 92483 | 77120 |
| Freddie Mac Gold Pool 2.5% 5/1/2035  | 895124 | 847503 |
| Freddie Mac Gold Pool 2.5% 5/1/2051  | 28411225 | 23762731 |
| Freddie Mac Gold Pool 2.5% 5/1/2051  | 3158272 | 2677063 |
| Freddie Mac Gold Pool 2.5% 5/1/2051  | 18879 | 15707 |
| Freddie Mac Gold Pool 2.5% 5/1/2052  | 1788783 | 1492758 |
| Freddie Mac Gold Pool 2.5% 5/1/2052  | 397986 | 331875 |
| Freddie Mac Gold Pool 2.5% 6/1/2030  | 72109 | 70168 |
| Freddie Mac Gold Pool 2.5% 6/1/2031  | 18609 | 18018 |
| Freddie Mac Gold Pool 2.5% 6/1/2032  | 37260 | 35865 |
| Freddie Mac Gold Pool 2.5% 6/1/2034  | 39155 | 37427 |
| Freddie Mac Gold Pool 2.5% 6/1/2035  | 2038823 | 1928447 |
| Freddie Mac Gold Pool 2.5% 6/1/2035  | 71989 | 68092 |
| Freddie Mac Gold Pool 2.5% 6/1/2037  | 163843 | 153745 |
| Freddie Mac Gold Pool 2.5% 6/1/2050  | 3651658 | 3065605 |
| Freddie Mac Gold Pool 2.5% 7/1/2028  | 3081 | 3021 |
| Freddie Mac Gold Pool 2.5% 7/1/2030  | 1297106 | 1262173 |
| Freddie Mac Gold Pool 2.5% 7/1/2030  | 18601 | 18122 |
| Freddie Mac Gold Pool 2.5% 7/1/2031  | 32080 | 31062 |
| Freddie Mac Gold Pool 2.5% 7/1/2031  | 9063 | 8778 |
| Freddie Mac Gold Pool 2.5% 7/1/2033  | 102517 | 98715 |
| Freddie Mac Gold Pool 2.5% 7/1/2035  | 2962570 | 2802185 |
| Freddie Mac Gold Pool 2.5% 7/1/2049  | 85804 | 72382 |
| Freddie Mac Gold Pool 2.5% 7/1/2050  | 12252146 | 10285803 |
| Freddie Mac Gold Pool 2.5% 7/1/2050  | 1574786 | 1322049 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 56415686 | 47185250 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 7928018 | 6623445 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 68754 | 57440 |
| Freddie Mac Gold Pool 2.5% 7/1/2052  | 2047687 | 1701777 |
| Freddie Mac Gold Pool 2.5% 8/1/2031  | 396457 | 383717 |
| Freddie Mac Gold Pool 2.5% 8/1/2031  | 54321 | 52576 |
| Freddie Mac Gold Pool 2.5% 8/1/2031  | 8327 | 8051 |
| Freddie Mac Gold Pool 2.5% 8/1/2034  | 312387 | 298111 |
| Freddie Mac Gold Pool 2.5% 8/1/2035  | 4968975 | 4699968 |
| Freddie Mac Gold Pool 2.5% 8/1/2046  | 6659 | 5715 |
| Freddie Mac Gold Pool 2.5% 8/1/2051  | 14942582 | 12483747 |
| Freddie Mac Gold Pool 2.5% 8/1/2051  | 12804841 | 10697776 |
| Freddie Mac Gold Pool 2.5% 8/1/2051  | 1524769 | 1267194 |
| Freddie Mac Gold Pool 2.5% 8/1/2052  | 56821 | 47382 |
| Freddie Mac Gold Pool 2.5% 9/1/2026  | 5444 | 5391 |
| Freddie Mac Gold Pool 2.5% 9/1/2031  | 264736 | 256038 |
| Freddie Mac Gold Pool 2.5% 9/1/2031  | 11519 | 11145 |
| Freddie Mac Gold Pool 2.5% 9/1/2031  | 9142 | 8839 |
| Freddie Mac Gold Pool 2.5% 9/1/2032  | 34193 | 32926 |
| Freddie Mac Gold Pool 2.5% 9/1/2032  | 6855 | 6610 |
| Freddie Mac Gold Pool 2.5% 9/1/2032  | 6805 | 6557 |
| Freddie Mac Gold Pool 2.5% 9/1/2034  | 48424 | 46211 |
| Freddie Mac Gold Pool 2.5% 9/1/2035  | 5325359 | 5033729 |
| Freddie Mac Gold Pool 2.5% 9/1/2050  | 23371723 | 19576980 |
| Freddie Mac Gold Pool 2.5% 9/1/2051  | 10476352 | 8752445 |
| Freddie Mac Gold Pool 2.5% 9/1/2051  | 2399927 | 2005014 |
| Freddie Mac Gold Pool 2.5% 9/1/2051  | 1922949 | 1606523 |
| Freddie Mac Gold Pool 2.5% 9/1/2051  | 925552 | 769490 |
| Freddie Mac Gold Pool 3% 1/1/2027  | 22752 | 22533 |
| Freddie Mac Gold Pool 3% 1/1/2027  | 1973 | 1954 |
| Freddie Mac Gold Pool 3% 1/1/2028  | 3491 | 3446 |
| Freddie Mac Gold Pool 3% 1/1/2028  | 3230 | 3189 |
| Freddie Mac Gold Pool 3% 1/1/2029  | 4959 | 4888 |
| Freddie Mac Gold Pool 3% 1/1/2031  | 7871 | 7723 |
| Freddie Mac Gold Pool 3% 1/1/2033  | 1627748 | 1584084 |
| Freddie Mac Gold Pool 3% 1/1/2033  | 169873 | 165382 |
| Freddie Mac Gold Pool 3% 1/1/2040  | 18700 | 17323 |
| Freddie Mac Gold Pool 3% 1/1/2043  | 241926 | 221663 |
| Freddie Mac Gold Pool 3% 1/1/2043  | 33620 | 30713 |
| Freddie Mac Gold Pool 3% 1/1/2043  | 10237 | 9368 |
| Freddie Mac Gold Pool 3% 1/1/2044  | 479762 | 438447 |
| Freddie Mac Gold Pool 3% 1/1/2045  | 231373 | 209279 |
| Freddie Mac Gold Pool 3% 1/1/2047  | 9875188 | 8831950 |
| Freddie Mac Gold Pool 3% 1/1/2048  | 205211 | 182442 |
| Freddie Mac Gold Pool 3% 1/1/2050  | 2183021 | 1917146 |
| Freddie Mac Gold Pool 3% 1/1/2050  | 1202325 | 1054764 |
| Freddie Mac Gold Pool 3% 1/1/2050  | 336776 | 295760 |
| Freddie Mac Gold Pool 3% 1/1/2050  | 132363 | 116325 |
| Freddie Mac Gold Pool 3% 1/1/2052  | 4168124 | 3616193 |
| Freddie Mac Gold Pool 3% 1/1/2053  | 879125 | 762302 |
| Freddie Mac Gold Pool 3% 10/1/2026  | 15470 | 15334 |
| Freddie Mac Gold Pool 3% 10/1/2028  | 187895 | 185139 |
| Freddie Mac Gold Pool 3% 10/1/2028  | 145505 | 143370 |
| Freddie Mac Gold Pool 3% 10/1/2028  | 2387 | 2361 |
| Freddie Mac Gold Pool 3% 10/1/2028  | 2240 | 2207 |
| Freddie Mac Gold Pool 3% 10/1/2029  | 26662 | 26197 |
| Freddie Mac Gold Pool 3% 10/1/2029  | 18598 | 18278 |
| Freddie Mac Gold Pool 3% 10/1/2030  | 110478 | 108352 |
| Freddie Mac Gold Pool 3% 10/1/2030  | 49696 | 48670 |
| Freddie Mac Gold Pool 3% 10/1/2030  | 32242 | 31583 |
| Freddie Mac Gold Pool 3% 10/1/2032  | 23851 | 23259 |
| Freddie Mac Gold Pool 3% 10/1/2033  | 28800 | 27974 |
| Freddie Mac Gold Pool 3% 10/1/2039  | 18997 | 17675 |
| Freddie Mac Gold Pool 3% 10/1/2042  | 226004 | 206861 |
| Freddie Mac Gold Pool 3% 10/1/2042  | 134088 | 122613 |
| Freddie Mac Gold Pool 3% 10/1/2042  | 24063 | 22054 |
| Freddie Mac Gold Pool 3% 10/1/2042  | 13327 | 12190 |
| Freddie Mac Gold Pool 3% 10/1/2042  | 9265 | 8508 |
| Freddie Mac Gold Pool 3% 10/1/2043  | 223415 | 204544 |
| Freddie Mac Gold Pool 3% 10/1/2043  | 17683 | 16189 |
| Freddie Mac Gold Pool 3% 10/1/2043  | 6643 | 6061 |
| Freddie Mac Gold Pool 3% 10/1/2047  | 265499 | 236622 |
| Freddie Mac Gold Pool 3% 10/1/2049  | 3273838 | 2877157 |
| Freddie Mac Gold Pool 3% 10/1/2049  | 1188804 | 1044760 |
| Freddie Mac Gold Pool 3% 10/1/2049  | 554205 | 487054 |
| Freddie Mac Gold Pool 3% 10/1/2049  | 11578 | 10175 |
| Freddie Mac Gold Pool 3% 10/1/2050  | 15698666 | 13757259 |
| Freddie Mac Gold Pool 3% 10/1/2050  | 547257 | 480435 |
| Freddie Mac Gold Pool 3% 11/1/2029  | 4069 | 3998 |
| Freddie Mac Gold Pool 3% 11/1/2030  | 271053 | 266767 |
| Freddie Mac Gold Pool 3% 11/1/2031  | 136121 | 133427 |
| Freddie Mac Gold Pool 3% 11/1/2032  | 61119 | 59666 |
| Freddie Mac Gold Pool 3% 11/1/2032  | 25842 | 25196 |
| Freddie Mac Gold Pool 3% 11/1/2042  | 48645 | 44381 |
| Freddie Mac Gold Pool 3% 11/1/2042  | 31933 | 29310 |
| Freddie Mac Gold Pool 3% 11/1/2047  | 13497 | 11999 |
| Freddie Mac Gold Pool 3% 11/1/2049  | 16051 | 14106 |
| Freddie Mac Gold Pool 3% 11/1/2050  | 6512218 | 5706872 |
| Freddie Mac Gold Pool 3% 12/1/2026  | 480 | 475 |
| Freddie Mac Gold Pool 3% 12/1/2029  | 285859 | 280768 |
| Freddie Mac Gold Pool 3% 12/1/2032  | 171132 | 166746 |
| Freddie Mac Gold Pool 3% 12/1/2032  | 138725 | 135230 |
| Freddie Mac Gold Pool 3% 12/1/2032  | 34335 | 33443 |
| Freddie Mac Gold Pool 3% 12/1/2042  | 4702357 | 4326017 |
| Freddie Mac Gold Pool 3% 12/1/2042  | 32039 | 29344 |
| Freddie Mac Gold Pool 3% 12/1/2042  | 13038 | 11925 |
| Freddie Mac Gold Pool 3% 12/1/2042  | 11065 | 10136 |
| Freddie Mac Gold Pool 3% 12/1/2047  | 57423 | 51052 |
| Freddie Mac Gold Pool 3% 12/1/2049  | 2021540 | 1775333 |
| Freddie Mac Gold Pool 3% 12/1/2049  | 826293 | 725657 |
| Freddie Mac Gold Pool 3% 12/1/2049  | 336895 | 296391 |
| Freddie Mac Gold Pool 3% 12/1/2049  | 214584 | 188450 |
| Freddie Mac Gold Pool 3% 12/1/2050  | 135101 | 118393 |
| Freddie Mac Gold Pool 3% 2/1/2027  | 71083 | 70370 |
| Freddie Mac Gold Pool 3% 2/1/2027  | 43815 | 43375 |
| Freddie Mac Gold Pool 3% 2/1/2028  | 3822 | 3773 |
| Freddie Mac Gold Pool 3% 2/1/2030  | 23448 | 23025 |
| Freddie Mac Gold Pool 3% 2/1/2030  | 20437 | 20069 |
| Freddie Mac Gold Pool 3% 2/1/2030  | 15545 | 15285 |
| Freddie Mac Gold Pool 3% 2/1/2030  | 2049 | 2012 |
| Freddie Mac Gold Pool 3% 2/1/2033  | 402794 | 392643 |
| Freddie Mac Gold Pool 3% 2/1/2033  | 105731 | 102914 |
| Freddie Mac Gold Pool 3% 2/1/2033  | 17872 | 17381 |
| Freddie Mac Gold Pool 3% 2/1/2037  | 33862 | 32500 |
| Freddie Mac Gold Pool 3% 2/1/2040  | 69229 | 64129 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 246004 | 224759 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 183410 | 168639 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 116272 | 106706 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 34197 | 31364 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 7232 | 6627 |
| Freddie Mac Gold Pool 3% 2/1/2047  | 879784 | 786016 |
| Freddie Mac Gold Pool 3% 2/1/2047  | 719641 | 642942 |
| Freddie Mac Gold Pool 3% 2/1/2048  | 11130 | 9883 |
| Freddie Mac Gold Pool 3% 2/1/2050  | 572377 | 504634 |
| Freddie Mac Gold Pool 3% 2/1/2050  | 156323 | 137284 |
| Freddie Mac Gold Pool 3% 2/1/2052  | 3980291 | 3453232 |
| Freddie Mac Gold Pool 3% 3/1/2032  | 596664 | 582647 |
| Freddie Mac Gold Pool 3% 3/1/2033  | 209175 | 203602 |
| Freddie Mac Gold Pool 3% 3/1/2033  | 33013 | 32181 |
| Freddie Mac Gold Pool 3% 3/1/2033  | 7483 | 7285 |
| Freddie Mac Gold Pool 3% 3/1/2040  | 449728 | 416597 |
| Freddie Mac Gold Pool 3% 3/1/2043  | 121160 | 111598 |
| Freddie Mac Gold Pool 3% 3/1/2043  | 116549 | 106866 |
| Freddie Mac Gold Pool 3% 3/1/2043  | 74704 | 68254 |
| Freddie Mac Gold Pool 3% 3/1/2043  | 21890 | 20021 |
| Freddie Mac Gold Pool 3% 3/1/2043  | 5810 | 5335 |
| Freddie Mac Gold Pool 3% 3/1/2045  | 195144 | 176692 |
| Freddie Mac Gold Pool 3% 3/1/2045  | 190807 | 172108 |
| Freddie Mac Gold Pool 3% 3/1/2045  | 111286 | 100654 |
| Freddie Mac Gold Pool 3% 3/1/2047  | 2020054 | 1804757 |
| Freddie Mac Gold Pool 3% 3/1/2048  | 138659 | 123115 |
| Freddie Mac Gold Pool 3% 3/1/2050  | 1176800 | 1037521 |
| Freddie Mac Gold Pool 3% 3/1/2050  | 817457 | 717131 |
| Freddie Mac Gold Pool 3% 3/1/2050  | 290391 | 254751 |
| Freddie Mac Gold Pool 3% 3/1/2051  | 50964 | 44725 |
| Freddie Mac Gold Pool 3% 4/1/2027  | 6802 | 6737 |
| Freddie Mac Gold Pool 3% 4/1/2027  | 3300 | 3269 |
| Freddie Mac Gold Pool 3% 4/1/2028  | 8116 | 8006 |
| Freddie Mac Gold Pool 3% 4/1/2028  | 3198 | 3154 |
| Freddie Mac Gold Pool 3% 4/1/2029  | 1951 | 1919 |
| Freddie Mac Gold Pool 3% 4/1/2030  | 165493 | 162397 |
| Freddie Mac Gold Pool 3% 4/1/2030  | 26626 | 26133 |
| Freddie Mac Gold Pool 3% 4/1/2030  | 4866 | 4775 |
| Freddie Mac Gold Pool 3% 4/1/2033  | 18134 | 17647 |
| Freddie Mac Gold Pool 3% 4/1/2034  | 16051 | 15568 |
| Freddie Mac Gold Pool 3% 4/1/2035  | 461131 | 445043 |
| Freddie Mac Gold Pool 3% 4/1/2038  | 1702126 | 1627316 |
| Freddie Mac Gold Pool 3% 4/1/2043  | 413826 | 378693 |
| Freddie Mac Gold Pool 3% 4/1/2043  | 18894 | 17331 |
| Freddie Mac Gold Pool 3% 4/1/2043  | 4670 | 4269 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 141331 | 127730 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 10293 | 9282 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 4956 | 4453 |
| Freddie Mac Gold Pool 3% 4/1/2047  | 58826 | 52556 |
| Freddie Mac Gold Pool 3% 4/1/2050  | 2714023 | 2392806 |
| Freddie Mac Gold Pool 3% 4/1/2050  | 204531 | 179429 |
| Freddie Mac Gold Pool 3% 4/1/2051  | 358774 | 314182 |
| Freddie Mac Gold Pool 3% 4/1/2052  | 5221860 | 4540188 |
| Freddie Mac Gold Pool 3% 4/1/2052  | 1001903 | 868608 |
| Freddie Mac Gold Pool 3% 4/1/2052  | 728702 | 636308 |
| Freddie Mac Gold Pool 3% 5/1/2027  | 2803 | 2772 |
| Freddie Mac Gold Pool 3% 5/1/2028  | 9005 | 8886 |
| Freddie Mac Gold Pool 3% 5/1/2029  | 69733 | 68796 |
| Freddie Mac Gold Pool 3% 5/1/2030  | 7233 | 7107 |
| Freddie Mac Gold Pool 3% 5/1/2030  | 5408 | 5306 |
| Freddie Mac Gold Pool 3% 5/1/2032  | 656379 | 640811 |
| Freddie Mac Gold Pool 3% 5/1/2043  | 1021192 | 932375 |
| Freddie Mac Gold Pool 3% 5/1/2043  | 156682 | 143138 |
| Freddie Mac Gold Pool 3% 5/1/2043  | 147004 | 134672 |
| Freddie Mac Gold Pool 3% 5/1/2043  | 84872 | 77519 |
| Freddie Mac Gold Pool 3% 5/1/2043  | 51133 | 46501 |
| Freddie Mac Gold Pool 3% 5/1/2043  | 45745 | 41951 |
| Freddie Mac Gold Pool 3% 5/1/2045  | 341061 | 308107 |
| Freddie Mac Gold Pool 3% 5/1/2049  | 17847 | 15690 |
| Freddie Mac Gold Pool 3% 5/1/2050  | 299528 | 262580 |
| Freddie Mac Gold Pool 3% 5/1/2052  | 784345 | 681955 |
| Freddie Mac Gold Pool 3% 5/1/2052  | 109848 | 95233 |
| Freddie Mac Gold Pool 3% 5/1/2052  | 81740 | 71069 |
| Freddie Mac Gold Pool 3% 5/1/2052  | 66007 | 57225 |
| Freddie Mac Gold Pool 3% 6/1/2028  | 79986 | 78991 |
| Freddie Mac Gold Pool 3% 6/1/2028  | 20904 | 20626 |
| Freddie Mac Gold Pool 3% 6/1/2030  | 138883 | 136273 |
| Freddie Mac Gold Pool 3% 6/1/2030  | 5258 | 5160 |
| Freddie Mac Gold Pool 3% 6/1/2031  | 5774 | 5648 |
| Freddie Mac Gold Pool 3% 6/1/2038  | 861352 | 823495 |
| Freddie Mac Gold Pool 3% 6/1/2039  | 51963 | 48557 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 521523 | 477408 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 90402 | 83195 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 90866 | 83133 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 63170 | 57812 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 61830 | 56459 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 42237 | 38552 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 10794 | 9849 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 6818 | 6219 |
| Freddie Mac Gold Pool 3% 6/1/2045  | 909042 | 820898 |
| Freddie Mac Gold Pool 3% 6/1/2045  | 21567 | 19513 |
| Freddie Mac Gold Pool 3% 6/1/2049  | 62088 | 54584 |
| Freddie Mac Gold Pool 3% 6/1/2049  | 18939 | 16650 |
| Freddie Mac Gold Pool 3% 6/1/2050  | 12093 | 10601 |
| Freddie Mac Gold Pool 3% 6/1/2052  | 659329 | 573053 |
| Freddie Mac Gold Pool 3% 6/1/2052  | 564318 | 490474 |
| Freddie Mac Gold Pool 3% 6/1/2053  | 868101 | 752472 |
| Freddie Mac Gold Pool 3% 7/1/2027  | 112964 | 111632 |
| Freddie Mac Gold Pool 3% 7/1/2028  | 4180 | 4117 |
| Freddie Mac Gold Pool 3% 7/1/2028  | 2592 | 2556 |
| Freddie Mac Gold Pool 3% 7/1/2028  | 2423 | 2389 |
| Freddie Mac Gold Pool 3% 7/1/2028  | 1823 | 1798 |
| Freddie Mac Gold Pool 3% 7/1/2029  | 88372 | 86924 |
| Freddie Mac Gold Pool 3% 7/1/2032  | 286011 | 279909 |
| Freddie Mac Gold Pool 3% 7/1/2032  | 129162 | 125956 |
| Freddie Mac Gold Pool 3% 7/1/2033  | 205266 | 199656 |
| Freddie Mac Gold Pool 3% 7/1/2038  | 656871 | 628206 |
| Freddie Mac Gold Pool 3% 7/1/2038  | 281659 | 269280 |
| Freddie Mac Gold Pool 3% 7/1/2042  | 289091 | 265340 |
| Freddie Mac Gold Pool 3% 7/1/2042  | 16361 | 15037 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 2042786 | 1864651 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 117010 | 106927 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 115709 | 106099 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 102513 | 93657 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 52350 | 47606 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 39088 | 35750 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 9216 | 8410 |
| Freddie Mac Gold Pool 3% 7/1/2045  | 1450500 | 1309163 |
| Freddie Mac Gold Pool 3% 7/1/2045  | 35361 | 31941 |
| Freddie Mac Gold Pool 3% 7/1/2045  | 30936 | 27973 |
| Freddie Mac Gold Pool 3% 7/1/2047  | 7499 | 6683 |
| Freddie Mac Gold Pool 3% 7/1/2049  | 1363468 | 1198687 |
| Freddie Mac Gold Pool 3% 7/1/2049  | 12176 | 10704 |
| Freddie Mac Gold Pool 3% 7/1/2051  | 219856 | 192255 |
| Freddie Mac Gold Pool 3% 7/1/2052  | 503952 | 437220 |
| Freddie Mac Gold Pool 3% 7/1/2052  | 78697 | 68276 |
| Freddie Mac Gold Pool 3% 8/1/2027  | 4827 | 4772 |
| Freddie Mac Gold Pool 3% 8/1/2028  | 1581 | 1558 |
| Freddie Mac Gold Pool 3% 8/1/2028  | 703 | 694 |
| Freddie Mac Gold Pool 3% 8/1/2030  | 227495 | 223216 |
| Freddie Mac Gold Pool 3% 8/1/2030  | 8691 | 8516 |
| Freddie Mac Gold Pool 3% 8/1/2031  | 10273 | 10048 |
| Freddie Mac Gold Pool 3% 8/1/2032  | 475333 | 463743 |
| Freddie Mac Gold Pool 3% 8/1/2033  | 299418 | 291065 |
| Freddie Mac Gold Pool 3% 8/1/2042  | 19678 | 18051 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 57606 | 52523 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 29825 | 27233 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 29273 | 26707 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 23815 | 21729 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 16889 | 15465 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 14194 | 12990 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 9985 | 9106 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 7599 | 6931 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 6764 | 6209 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 6557 | 5993 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 5228 | 4761 |
| Freddie Mac Gold Pool 3% 8/1/2047  | 32900 | 29321 |
| Freddie Mac Gold Pool 3% 8/1/2047  | 14006 | 12483 |
| Freddie Mac Gold Pool 3% 8/1/2049  | 251125 | 220775 |
| Freddie Mac Gold Pool 3% 8/1/2050  | 36325 | 31900 |
| Freddie Mac Gold Pool 3% 8/1/2051  | 1283179 | 1112863 |
| Freddie Mac Gold Pool 3% 8/1/2051  | 251343 | 217982 |
| Freddie Mac Gold Pool 3% 8/1/2051  | 26207 | 22917 |
| Freddie Mac Gold Pool 3% 8/1/2052  | 38218645 | 33731126 |
| Freddie Mac Gold Pool 3% 8/1/2052  | 8724573 | 7569291 |
| Freddie Mac Gold Pool 3% 8/1/2052  | 992984 | 863048 |
| Freddie Mac Gold Pool 3% 9/1/2028  | 17083 | 16837 |
| Freddie Mac Gold Pool 3% 9/1/2029  | 15265 | 14988 |
| Freddie Mac Gold Pool 3% 9/1/2030  | 134041 | 131461 |
| Freddie Mac Gold Pool 3% 9/1/2032  | 75146 | 73206 |
| Freddie Mac Gold Pool 3% 9/1/2032  | 15716 | 15329 |
| Freddie Mac Gold Pool 3% 9/1/2033  | 386232 | 375557 |
| Freddie Mac Gold Pool 3% 9/1/2034  | 157515 | 152315 |
| Freddie Mac Gold Pool 3% 9/1/2042  | 39818 | 36525 |
| Freddie Mac Gold Pool 3% 9/1/2043  | 211149 | 192559 |
| Freddie Mac Gold Pool 3% 9/1/2043  | 55834 | 50745 |
| Freddie Mac Gold Pool 3% 9/1/2043  | 50004 | 45587 |
| Freddie Mac Gold Pool 3% 9/1/2043  | 39005 | 35639 |
| Freddie Mac Gold Pool 3% 9/1/2043  | 24223 | 22032 |
| Freddie Mac Gold Pool 3% 9/1/2043  | 11113 | 10074 |
| Freddie Mac Gold Pool 3% 9/1/2043  | 1795 | 1625 |
| Freddie Mac Gold Pool 3% 9/1/2046  | 731294 | 665796 |
| Freddie Mac Gold Pool 3% 9/1/2049  | 5824985 | 5121009 |
| Freddie Mac Gold Pool 3% 9/1/2049  | 359023 | 315634 |
| Freddie Mac Gold Pool 3% 9/1/2049  | 302519 | 265958 |
| Freddie Mac Gold Pool 3% 9/1/2051  | 26374 | 22874 |
| Freddie Mac Gold Pool 3.5% 1/1/2029  | 2675 | 2651 |
| Freddie Mac Gold Pool 3.5% 1/1/2030  | 25605 | 25374 |
| Freddie Mac Gold Pool 3.5% 1/1/2030  | 4533 | 4502 |
| Freddie Mac Gold Pool 3.5% 1/1/2031  | 22767 | 22511 |
| Freddie Mac Gold Pool 3.5% 1/1/2034  | 4634 | 4561 |
| Freddie Mac Gold Pool 3.5% 1/1/2044  | 1697439 | 1599905 |
| Freddie Mac Gold Pool 3.5% 1/1/2044  | 298600 | 281808 |
| Freddie Mac Gold Pool 3.5% 1/1/2044  | 16581 | 15630 |
| Freddie Mac Gold Pool 3.5% 1/1/2045  | 98404 | 92225 |
| Freddie Mac Gold Pool 3.5% 1/1/2047  | 23169 | 21442 |
| Freddie Mac Gold Pool 3.5% 1/1/2048  | 348092 | 320833 |
| Freddie Mac Gold Pool 3.5% 1/1/2048  | 95943 | 88430 |
| Freddie Mac Gold Pool 3.5% 1/1/2048  | 7552 | 6961 |
| Freddie Mac Gold Pool 3.5% 1/1/2050  | 3677372 | 3358600 |
| Freddie Mac Gold Pool 3.5% 1/1/2050  | 744005 | 679278 |
| Freddie Mac Gold Pool 3.5% 1/1/2050  | 34359 | 31370 |
| Freddie Mac Gold Pool 3.5% 10/1/2033  | 361208 | 356262 |
| Freddie Mac Gold Pool 3.5% 10/1/2034  | 22850 | 22491 |
| Freddie Mac Gold Pool 3.5% 10/1/2042  | 55612 | 52417 |
| Freddie Mac Gold Pool 3.5% 10/1/2042  | 30200 | 28535 |
| Freddie Mac Gold Pool 3.5% 10/1/2042  | 5273 | 4980 |
| Freddie Mac Gold Pool 3.5% 10/1/2045  | 921806 | 855669 |
| Freddie Mac Gold Pool 3.5% 10/1/2047  | 473541 | 436458 |
| Freddie Mac Gold Pool 3.5% 10/1/2047  | 58979 | 54361 |
| Freddie Mac Gold Pool 3.5% 10/1/2047  | 47060 | 43375 |
| Freddie Mac Gold Pool 3.5% 10/1/2049  | 549539 | 502245 |
| Freddie Mac Gold Pool 3.5% 10/1/2049  | 9662 | 8825 |
| Freddie Mac Gold Pool 3.5% 10/1/2051  | 34788 | 31482 |
| Freddie Mac Gold Pool 3.5% 11/1/2037  | 21097 | 20489 |
| Freddie Mac Gold Pool 3.5% 11/1/2044  | 65189 | 60969 |
| Freddie Mac Gold Pool 3.5% 11/1/2045  | 1411719 | 1313080 |
| Freddie Mac Gold Pool 3.5% 11/1/2046  | 7787 | 7216 |
| Freddie Mac Gold Pool 3.5% 11/1/2047  | 199994 | 184332 |
| Freddie Mac Gold Pool 3.5% 11/1/2047  | 39291 | 36215 |
| Freddie Mac Gold Pool 3.5% 11/1/2048  | 328131 | 301020 |
| Freddie Mac Gold Pool 3.5% 11/1/2048  | 22174 | 20368 |
| Freddie Mac Gold Pool 3.5% 11/1/2048  | 3915 | 3591 |
| Freddie Mac Gold Pool 3.5% 11/1/2049  | 514319 | 469735 |
| Freddie Mac Gold Pool 3.5% 11/1/2049  | 179911 | 164428 |
| Freddie Mac Gold Pool 3.5% 11/1/2053  | 970067 | 876882 |
| Freddie Mac Gold Pool 3.5% 12/1/2029  | 51396 | 50888 |
| Freddie Mac Gold Pool 3.5% 12/1/2033  | 66726 | 65742 |
| Freddie Mac Gold Pool 3.5% 12/1/2037  | 1639606 | 1592366 |
| Freddie Mac Gold Pool 3.5% 12/1/2042  | 40283 | 37955 |
| Freddie Mac Gold Pool 3.5% 12/1/2042  | 26491 | 24993 |
| Freddie Mac Gold Pool 3.5% 12/1/2044  | 327211 | 309001 |
| Freddie Mac Gold Pool 3.5% 12/1/2045  | 455086 | 422435 |
| Freddie Mac Gold Pool 3.5% 12/1/2046  | 107866 | 99824 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 928514 | 855803 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 579548 | 534164 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 227150 | 209362 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 41278 | 38046 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 5310 | 4894 |
| Freddie Mac Gold Pool 3.5% 12/1/2048  | 96791 | 88794 |
| Freddie Mac Gold Pool 3.5% 12/1/2048  | 31286 | 28750 |
| Freddie Mac Gold Pool 3.5% 12/1/2048  | 3363 | 3089 |
| Freddie Mac Gold Pool 3.5% 12/1/2049  | 668169 | 610249 |
| Freddie Mac Gold Pool 3.5% 12/1/2049  | 614104 | 561062 |
| Freddie Mac Gold Pool 3.5% 12/1/2051  | 886701 | 802425 |
| Freddie Mac Gold Pool 3.5% 12/1/2051  | 76264 | 69469 |
| Freddie Mac Gold Pool 3.5% 12/1/2052  | 41731 | 37791 |
| Freddie Mac Gold Pool 3.5% 12/1/2054  | 28928 | 26159 |
| Freddie Mac Gold Pool 3.5% 2/1/2033  | 4902 | 4847 |
| Freddie Mac Gold Pool 3.5% 2/1/2042  | 620793 | 586985 |
| Freddie Mac Gold Pool 3.5% 2/1/2043  | 938692 | 885468 |
| Freddie Mac Gold Pool 3.5% 2/1/2043  | 295398 | 276875 |
| Freddie Mac Gold Pool 3.5% 2/1/2043  | 32430 | 30655 |
| Freddie Mac Gold Pool 3.5% 2/1/2043  | 9989 | 9410 |
| Freddie Mac Gold Pool 3.5% 2/1/2044  | 215503 | 202860 |
| Freddie Mac Gold Pool 3.5% 2/1/2045  | 1194031 | 1115505 |
| Freddie Mac Gold Pool 3.5% 2/1/2045  | 221595 | 206778 |
| Freddie Mac Gold Pool 3.5% 2/1/2046  | 5302 | 4918 |
| Freddie Mac Gold Pool 3.5% 2/1/2048  | 175282 | 161556 |
| Freddie Mac Gold Pool 3.5% 2/1/2048  | 107496 | 99078 |
| Freddie Mac Gold Pool 3.5% 2/1/2048  | 10009 | 9225 |
| Freddie Mac Gold Pool 3.5% 2/1/2050  | 45638 | 41340 |
| Freddie Mac Gold Pool 3.5% 2/1/2050  | 22357 | 20412 |
| Freddie Mac Gold Pool 3.5% 2/1/2050  | 15288 | 13958 |
| Freddie Mac Gold Pool 3.5% 2/1/2051  | 28233 | 25715 |
| Freddie Mac Gold Pool 3.5% 3/1/2032  | 18110 | 17941 |
| Freddie Mac Gold Pool 3.5% 3/1/2033  | 28994 | 28633 |
| Freddie Mac Gold Pool 3.5% 3/1/2034  | 37010 | 36430 |
| Freddie Mac Gold Pool 3.5% 3/1/2035  | 16670 | 16320 |
| Freddie Mac Gold Pool 3.5% 3/1/2045  | 245717 | 229375 |
| Freddie Mac Gold Pool 3.5% 3/1/2046  | 1581806 | 1467329 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 915842 | 846127 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 329755 | 303417 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 142807 | 131624 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 128885 | 118591 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 68650 | 63167 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 13079 | 12035 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 7130 | 6560 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 4462 | 4105 |
| Freddie Mac Gold Pool 3.5% 3/1/2049  | 13476 | 12337 |
| Freddie Mac Gold Pool 3.5% 3/1/2049  | 4055 | 3717 |
| Freddie Mac Gold Pool 3.5% 3/1/2050  | 17764996 | 16441551 |
| Freddie Mac Gold Pool 3.5% 3/1/2050  | 3000358 | 2739335 |
| Freddie Mac Gold Pool 3.5% 3/1/2050  | 251906 | 229991 |
| Freddie Mac Gold Pool 3.5% 3/1/2052  | 176669 | 159712 |
| Freddie Mac Gold Pool 3.5% 4/1/2028  | 24071 | 23882 |
| Freddie Mac Gold Pool 3.5% 4/1/2029  | 525 | 521 |
| Freddie Mac Gold Pool 3.5% 4/1/2030  | 65760 | 65109 |
| Freddie Mac Gold Pool 3.5% 4/1/2030  | 42214 | 41827 |
| Freddie Mac Gold Pool 3.5% 4/1/2030  | 16130 | 15954 |
| Freddie Mac Gold Pool 3.5% 4/1/2033  | 35656 | 35212 |
| Freddie Mac Gold Pool 3.5% 4/1/2034  | 158877 | 156037 |
| Freddie Mac Gold Pool 3.5% 4/1/2037  | 642543 | 625075 |
| Freddie Mac Gold Pool 3.5% 4/1/2037  | 142449 | 138923 |
| Freddie Mac Gold Pool 3.5% 4/1/2037  | 35046 | 34069 |
| Freddie Mac Gold Pool 3.5% 4/1/2042  | 1158006 | 1095078 |
| Freddie Mac Gold Pool 3.5% 4/1/2046  | 1053851 | 977583 |
| Freddie Mac Gold Pool 3.5% 4/1/2047  | 24334 | 22520 |
| Freddie Mac Gold Pool 3.5% 4/1/2048  | 23516 | 21638 |
| Freddie Mac Gold Pool 3.5% 4/1/2048  | 4979 | 4581 |
| Freddie Mac Gold Pool 3.5% 4/1/2049  | 200069 | 182976 |
| Freddie Mac Gold Pool 3.5% 4/1/2049  | 3364 | 3081 |
| Freddie Mac Gold Pool 3.5% 4/1/2051  | 1057520 | 963866 |
| Freddie Mac Gold Pool 3.5% 4/1/2052  | 34916 | 31565 |
| Freddie Mac Gold Pool 3.5% 4/1/2052  | 25008 | 22748 |
| Freddie Mac Gold Pool 3.5% 5/1/2032  | 185833 | 183602 |
| Freddie Mac Gold Pool 3.5% 5/1/2033  | 7190 | 7101 |
| Freddie Mac Gold Pool 3.5% 5/1/2037  | 471633 | 458390 |
| Freddie Mac Gold Pool 3.5% 5/1/2038  | 111476 | 107108 |
| Freddie Mac Gold Pool 3.5% 5/1/2039  | 89506 | 85300 |
| Freddie Mac Gold Pool 3.5% 5/1/2042  | 41044 | 38637 |
| Freddie Mac Gold Pool 3.5% 5/1/2043  | 431974 | 406001 |
| Freddie Mac Gold Pool 3.5% 5/1/2043  | 426512 | 400542 |
| Freddie Mac Gold Pool 3.5% 5/1/2043  | 47794 | 44960 |
| Freddie Mac Gold Pool 3.5% 5/1/2043  | 46149 | 43334 |
| Freddie Mac Gold Pool 3.5% 5/1/2045  | 572196 | 533859 |
| Freddie Mac Gold Pool 3.5% 5/1/2046  | 423579 | 393454 |
| Freddie Mac Gold Pool 3.5% 5/1/2046  | 55641 | 51614 |
| Freddie Mac Gold Pool 3.5% 5/1/2047  | 71896 | 66423 |
| Freddie Mac Gold Pool 3.5% 5/1/2047  | 6531 | 6034 |
| Freddie Mac Gold Pool 3.5% 5/1/2048  | 108023 | 99395 |
| Freddie Mac Gold Pool 3.5% 5/1/2048  | 23036 | 21196 |
| Freddie Mac Gold Pool 3.5% 5/1/2048  | 10746 | 9875 |
| Freddie Mac Gold Pool 3.5% 5/1/2049  | 480360 | 439321 |
| Freddie Mac Gold Pool 3.5% 5/1/2049  | 25410 | 23072 |
| Freddie Mac Gold Pool 3.5% 5/1/2052  | 999023 | 904696 |
| Freddie Mac Gold Pool 3.5% 5/1/2052  | 829137 | 750851 |
| Freddie Mac Gold Pool 3.5% 5/1/2052  | 740000 | 670130 |
| Freddie Mac Gold Pool 3.5% 6/1/2030  | 67544 | 66927 |
| Freddie Mac Gold Pool 3.5% 6/1/2032  | 3993 | 3953 |
| Freddie Mac Gold Pool 3.5% 6/1/2034  | 49514 | 48552 |
| Freddie Mac Gold Pool 3.5% 6/1/2037  | 32636 | 31828 |
| Freddie Mac Gold Pool 3.5% 6/1/2043  | 6454 | 6088 |
| Freddie Mac Gold Pool 3.5% 6/1/2043  | 3801 | 3574 |
| Freddie Mac Gold Pool 3.5% 6/1/2047  | 226649 | 209396 |
| Freddie Mac Gold Pool 3.5% 6/1/2047  | 90753 | 84100 |
| Freddie Mac Gold Pool 3.5% 6/1/2048  | 388604 | 357104 |
| Freddie Mac Gold Pool 3.5% 6/1/2048  | 206611 | 189864 |
| Freddie Mac Gold Pool 3.5% 6/1/2048  | 150264 | 138262 |
| Freddie Mac Gold Pool 3.5% 6/1/2048  | 3158 | 2902 |
| Freddie Mac Gold Pool 3.5% 6/1/2049  | 1017537 | 930286 |
| Freddie Mac Gold Pool 3.5% 6/1/2052  | 1075509 | 973960 |
| Freddie Mac Gold Pool 3.5% 6/1/2052  | 959738 | 867620 |
| Freddie Mac Gold Pool 3.5% 6/1/2052  | 28749 | 26083 |
| Freddie Mac Gold Pool 3.5% 7/1/2029  | 103416 | 102495 |
| Freddie Mac Gold Pool 3.5% 7/1/2032  | 144780 | 143341 |
| Freddie Mac Gold Pool 3.5% 7/1/2033  | 259787 | 256280 |
| Freddie Mac Gold Pool 3.5% 7/1/2037  | 473044 | 459858 |
| Freddie Mac Gold Pool 3.5% 7/1/2043  | 21640 | 20363 |
| Freddie Mac Gold Pool 3.5% 7/1/2043  | 9610 | 8987 |
| Freddie Mac Gold Pool 3.5% 7/1/2045  | 1661769 | 1549346 |
| Freddie Mac Gold Pool 3.5% 7/1/2046  | 9827576 | 9166084 |
| Freddie Mac Gold Pool 3.5% 7/1/2047  | 718151 | 663485 |
| Freddie Mac Gold Pool 3.5% 7/1/2048  | 1505425 | 1385184 |
| Freddie Mac Gold Pool 3.5% 7/1/2048  | 194103 | 178369 |
| Freddie Mac Gold Pool 3.5% 7/1/2048  | 19223 | 17687 |
| Freddie Mac Gold Pool 3.5% 7/1/2048  | 6686 | 6144 |
| Freddie Mac Gold Pool 3.5% 7/1/2049  | 829573 | 758440 |
| Freddie Mac Gold Pool 3.5% 7/1/2049  | 500336 | 457433 |
| Freddie Mac Gold Pool 3.5% 7/1/2049  | 24615 | 22504 |
| Freddie Mac Gold Pool 3.5% 7/1/2049  | 8713 | 7966 |
| Freddie Mac Gold Pool 3.5% 7/1/2052  | 998578 | 903981 |
| Freddie Mac Gold Pool 3.5% 7/1/2052  | 962523 | 870139 |
| Freddie Mac Gold Pool 3.5% 7/1/2052  | 30861 | 27918 |
| Freddie Mac Gold Pool 3.5% 8/1/2026  | 1205 | 1197 |
| Freddie Mac Gold Pool 3.5% 8/1/2028  | 56943 | 56460 |
| Freddie Mac Gold Pool 3.5% 8/1/2032  | 291699 | 288799 |
| Freddie Mac Gold Pool 3.5% 8/1/2033  | 4123 | 4067 |
| Freddie Mac Gold Pool 3.5% 8/1/2037  | 103501 | 100616 |
| Freddie Mac Gold Pool 3.5% 8/1/2042  | 493566 | 465943 |
| Freddie Mac Gold Pool 3.5% 8/1/2042  | 44406 | 41812 |
| Freddie Mac Gold Pool 3.5% 8/1/2042  | 13402 | 12669 |
| Freddie Mac Gold Pool 3.5% 8/1/2043  | 173425 | 163051 |
| Freddie Mac Gold Pool 3.5% 8/1/2043  | 60160 | 56571 |
| Freddie Mac Gold Pool 3.5% 8/1/2043  | 19679 | 18422 |
| Freddie Mac Gold Pool 3.5% 8/1/2045  | 854525 | 793216 |
| Freddie Mac Gold Pool 3.5% 8/1/2045  | 18932 | 17574 |
| Freddie Mac Gold Pool 3.5% 8/1/2045  | 17371 | 16216 |
| Freddie Mac Gold Pool 3.5% 8/1/2046  | 1806296 | 1673879 |
| Freddie Mac Gold Pool 3.5% 8/1/2047  | 32108 | 29593 |
| Freddie Mac Gold Pool 3.5% 8/1/2048  | 2614671 | 2405834 |
| Freddie Mac Gold Pool 3.5% 8/1/2048  | 37474 | 34413 |
| Freddie Mac Gold Pool 3.5% 8/1/2048  | 14915 | 13697 |
| Freddie Mac Gold Pool 3.5% 8/1/2048  | 5726 | 5294 |
| Freddie Mac Gold Pool 3.5% 8/1/2049  | 2792940 | 2553453 |
| Freddie Mac Gold Pool 3.5% 8/1/2049  | 31885 | 29141 |
| Freddie Mac Gold Pool 3.5% 9/1/2025  | 3 | 2 |
| Freddie Mac Gold Pool 3.5% 9/1/2033  | 605467 | 596537 |
| Freddie Mac Gold Pool 3.5% 9/1/2033  | 84749 | 83589 |
| Freddie Mac Gold Pool 3.5% 9/1/2037  | 56253 | 54633 |
| Freddie Mac Gold Pool 3.5% 9/1/2042  | 1323676 | 1247966 |
| Freddie Mac Gold Pool 3.5% 9/1/2043  | 186773 | 175769 |
| Freddie Mac Gold Pool 3.5% 9/1/2043  | 81267 | 76166 |
| Freddie Mac Gold Pool 3.5% 9/1/2043  | 54529 | 51091 |
| Freddie Mac Gold Pool 3.5% 9/1/2043  | 7354 | 6917 |
| Freddie Mac Gold Pool 3.5% 9/1/2044  | 8338 | 7784 |
| Freddie Mac Gold Pool 3.5% 9/1/2045  | 392900 | 364711 |
| Freddie Mac Gold Pool 3.5% 9/1/2045  | 20403 | 19062 |
| Freddie Mac Gold Pool 3.5% 9/1/2045  | 16878 | 15667 |
| Freddie Mac Gold Pool 3.5% 9/1/2046  | 365795 | 338979 |
| Freddie Mac Gold Pool 3.5% 9/1/2047  | 1362249 | 1265364 |
| Freddie Mac Gold Pool 3.5% 9/1/2047  | 1223426 | 1127620 |
| Freddie Mac Gold Pool 3.5% 9/1/2047  | 17077 | 15739 |
| Freddie Mac Gold Pool 3.5% 9/1/2047  | 14586 | 13443 |
| Freddie Mac Gold Pool 3.5% 9/1/2048  | 122218 | 112234 |
| Freddie Mac Gold Pool 3.5% 9/1/2048  | 4756 | 4368 |
| Freddie Mac Gold Pool 3.5% 9/1/2049  | 488886 | 446812 |
| Freddie Mac Gold Pool 3.5% 9/1/2050  | 61420 | 56000 |
| Freddie Mac Gold Pool 3.5% 9/1/2050  | 28527 | 26009 |
| Freddie Mac Gold Pool 3.5% 9/1/2052  | 14247244 | 12897578 |
| Freddie Mac Gold Pool 3.5% 9/1/2052  | 1763384 | 1594132 |
| Freddie Mac Gold Pool 3.5% 9/1/2052  | 62354 | 56370 |
| Freddie Mac Gold Pool 4% 1/1/2039  | 149012 | 145228 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 569527 | 555217 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 280448 | 273404 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 66927 | 65248 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 25151 | 24526 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 15510 | 15116 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 12613 | 12299 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 5142 | 5011 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 2118 | 2062 |
| Freddie Mac Gold Pool 4% 1/1/2042  | 206943 | 201192 |
| Freddie Mac Gold Pool 4% 1/1/2042  | 20704 | 20162 |
| Freddie Mac Gold Pool 4% 1/1/2043  | 14331 | 13861 |
| Freddie Mac Gold Pool 4% 1/1/2044  | 343646 | 331360 |
| Freddie Mac Gold Pool 4% 1/1/2044  | 6181 | 5959 |
| Freddie Mac Gold Pool 4% 1/1/2044  | 5341 | 5153 |
| Freddie Mac Gold Pool 4% 1/1/2045  | 49354 | 47557 |
| Freddie Mac Gold Pool 4% 1/1/2047  | 4597866 | 4402094 |
| Freddie Mac Gold Pool 4% 1/1/2047  | 15491 | 14744 |
| Freddie Mac Gold Pool 4% 1/1/2052  | 27365 | 25721 |
| Freddie Mac Gold Pool 4% 1/1/2053  | 2908409 | 2720042 |
| Freddie Mac Gold Pool 4% 1/1/2055  | 9632682 | 8991500 |
| Freddie Mac Gold Pool 4% 10/1/2034  | 137217 | 137504 |
| Freddie Mac Gold Pool 4% 10/1/2037  | 168573 | 166291 |
| Freddie Mac Gold Pool 4% 10/1/2039  | 395653 | 386893 |
| Freddie Mac Gold Pool 4% 10/1/2040  | 46764 | 45553 |
| Freddie Mac Gold Pool 4% 10/1/2040  | 36066 | 35178 |
| Freddie Mac Gold Pool 4% 10/1/2040  | 19485 | 19005 |
| Freddie Mac Gold Pool 4% 10/1/2040  | 10387 | 10122 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 528164 | 513945 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 148079 | 143775 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 15813 | 15372 |
| Freddie Mac Gold Pool 4% 10/1/2042  | 123055 | 119406 |
| Freddie Mac Gold Pool 4% 10/1/2043  | 5353 | 5172 |
| Freddie Mac Gold Pool 4% 10/1/2044  | 65368 | 62911 |
| Freddie Mac Gold Pool 4% 10/1/2044  | 1519 | 1465 |
| Freddie Mac Gold Pool 4% 10/1/2045  | 595907 | 571445 |
| Freddie Mac Gold Pool 4% 10/1/2045  | 310245 | 297510 |
| Freddie Mac Gold Pool 4% 10/1/2045  | 11240 | 10779 |
| Freddie Mac Gold Pool 4% 10/1/2045  | 1152 | 1105 |
| Freddie Mac Gold Pool 4% 10/1/2047  | 274167 | 260684 |
| Freddie Mac Gold Pool 4% 10/1/2048  | 460288 | 436646 |
| Freddie Mac Gold Pool 4% 10/1/2048  | 110671 | 104986 |
| Freddie Mac Gold Pool 4% 10/1/2048  | 24404 | 23174 |
| Freddie Mac Gold Pool 4% 10/1/2048  | 23042 | 21831 |
| Freddie Mac Gold Pool 4% 10/1/2048  | 10952 | 10390 |
| Freddie Mac Gold Pool 4% 10/1/2049  | 430492 | 407319 |
| Freddie Mac Gold Pool 4% 10/1/2049  | 149677 | 141573 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 2147368 | 2010304 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 1832739 | 1716902 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 815355 | 763312 |
| Freddie Mac Gold Pool 4% 11/1/2033  | 65442 | 65640 |
| Freddie Mac Gold Pool 4% 11/1/2033  | 20 | 20 |
| Freddie Mac Gold Pool 4% 11/1/2036  | 648078 | 636179 |
| Freddie Mac Gold Pool 4% 11/1/2037  | 2471971 | 2438508 |
| Freddie Mac Gold Pool 4% 11/1/2039  | 40640 | 39679 |
| Freddie Mac Gold Pool 4% 11/1/2039  | 9510 | 9294 |
| Freddie Mac Gold Pool 4% 11/1/2040  | 69021 | 67282 |
| Freddie Mac Gold Pool 4% 11/1/2040  | 20384 | 19940 |
| Freddie Mac Gold Pool 4% 11/1/2040  | 13849 | 13499 |
| Freddie Mac Gold Pool 4% 11/1/2040  | 1251 | 1219 |
| Freddie Mac Gold Pool 4% 11/1/2041  | 578562 | 563065 |
| Freddie Mac Gold Pool 4% 11/1/2041  | 3554 | 3454 |
| Freddie Mac Gold Pool 4% 11/1/2045  | 179147 | 171570 |
| Freddie Mac Gold Pool 4% 11/1/2046  | 757903 | 723002 |
| Freddie Mac Gold Pool 4% 11/1/2048  | 1980840 | 1876690 |
| Freddie Mac Gold Pool 4% 11/1/2048  | 217322 | 205895 |
| Freddie Mac Gold Pool 4% 11/1/2048  | 87837 | 83326 |
| Freddie Mac Gold Pool 4% 11/1/2048  | 41771 | 39575 |
| Freddie Mac Gold Pool 4% 11/1/2049  | 117254 | 110942 |
| Freddie Mac Gold Pool 4% 11/1/2052  | 3393963 | 3177330 |
| Freddie Mac Gold Pool 4% 11/1/2052  | 2513190 | 2352776 |
| Freddie Mac Gold Pool 4% 11/1/2052  | 2196582 | 2056377 |
| Freddie Mac Gold Pool 4% 11/1/2052  | 1735508 | 1630156 |
| Freddie Mac Gold Pool 4% 12/1/2026  | 1183 | 1178 |
| Freddie Mac Gold Pool 4% 12/1/2039  | 19046 | 18589 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 302771 | 295171 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 130590 | 127394 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 46089 | 44855 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 7171 | 6985 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 4381 | 4269 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 4163 | 4055 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 3450 | 3364 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 2878 | 2804 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 2785 | 2717 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 2336 | 2278 |
| Freddie Mac Gold Pool 4% 12/1/2041  | 48701 | 47348 |
| Freddie Mac Gold Pool 4% 12/1/2041  | 3148 | 3057 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 84663 | 81082 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 70145 | 67178 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 10406 | 9966 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 5002 | 4790 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 3812 | 3650 |
| Freddie Mac Gold Pool 4% 12/1/2046  | 396320 | 378069 |
| Freddie Mac Gold Pool 4% 12/1/2047  | 24175 | 22986 |
| Freddie Mac Gold Pool 4% 12/1/2048  | 215399 | 204074 |
| Freddie Mac Gold Pool 4% 12/1/2048  | 66138 | 62764 |
| Freddie Mac Gold Pool 4% 12/1/2048  | 54381 | 51588 |
| Freddie Mac Gold Pool 4% 12/1/2049  | 187085 | 176956 |
| Freddie Mac Gold Pool 4% 12/1/2051  | 723123 | 676063 |
| Freddie Mac Gold Pool 4% 2/1/2040  | 1774 | 1736 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 371701 | 362500 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 170886 | 166496 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 100326 | 97654 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 88276 | 86068 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 53311 | 51803 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 38271 | 37319 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 4932 | 4803 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 2153 | 2098 |
| Freddie Mac Gold Pool 4% 2/1/2043  | 502075 | 484932 |
| Freddie Mac Gold Pool 4% 2/1/2044  | 861362 | 831869 |
| Freddie Mac Gold Pool 4% 2/1/2045  | 250779 | 241654 |
| Freddie Mac Gold Pool 4% 2/1/2045  | 4645 | 4474 |
| Freddie Mac Gold Pool 4% 2/1/2046  | 896221 | 858311 |
| Freddie Mac Gold Pool 4% 2/1/2046  | 23625 | 22626 |
| Freddie Mac Gold Pool 4% 2/1/2046  | 5552 | 5310 |
| Freddie Mac Gold Pool 4% 2/1/2047  | 335423 | 319662 |
| Freddie Mac Gold Pool 4% 2/1/2047  | 18787 | 17882 |
| Freddie Mac Gold Pool 4% 2/1/2050  | 38855 | 36751 |
| Freddie Mac Gold Pool 4% 3/1/2026  | 2645 | 2638 |
| Freddie Mac Gold Pool 4% 3/1/2029  | 20467 | 20415 |
| Freddie Mac Gold Pool 4% 3/1/2034  | 28210 | 28216 |
| Freddie Mac Gold Pool 4% 3/1/2040  | 697 | 679 |
| Freddie Mac Gold Pool 4% 3/1/2041  | 191623 | 186495 |
| Freddie Mac Gold Pool 4% 3/1/2041  | 1287 | 1253 |
| Freddie Mac Gold Pool 4% 3/1/2042  | 6336 | 6159 |
| Freddie Mac Gold Pool 4% 3/1/2045  | 13345 | 12824 |
| Freddie Mac Gold Pool 4% 3/1/2046  | 95864 | 91689 |
| Freddie Mac Gold Pool 4% 3/1/2046  | 10312 | 9863 |
| Freddie Mac Gold Pool 4% 3/1/2049  | 5674 | 5372 |
| Freddie Mac Gold Pool 4% 3/1/2050  | 115240 | 108532 |
| Freddie Mac Gold Pool 4% 4/1/2035  | 107852 | 107369 |
| Freddie Mac Gold Pool 4% 4/1/2041  | 23237 | 22666 |
| Freddie Mac Gold Pool 4% 4/1/2041  | 2961 | 2885 |
| Freddie Mac Gold Pool 4% 4/1/2042  | 223030 | 217313 |
| Freddie Mac Gold Pool 4% 4/1/2047  | 752431 | 717076 |
| Freddie Mac Gold Pool 4% 4/1/2047  | 167614 | 159529 |
| Freddie Mac Gold Pool 4% 4/1/2048  | 260543 | 247568 |
| Freddie Mac Gold Pool 4% 4/1/2049  | 8662101 | 8255382 |
| Freddie Mac Gold Pool 4% 4/1/2049  | 17472 | 16543 |
| Freddie Mac Gold Pool 4% 4/1/2050  | 122304 | 115300 |
| Freddie Mac Gold Pool 4% 5/1/2042  | 102474 | 99505 |
| Freddie Mac Gold Pool 4% 5/1/2043  | 3088 | 2984 |
| Freddie Mac Gold Pool 4% 5/1/2045  | 7518 | 7232 |
| Freddie Mac Gold Pool 4% 5/1/2046  | 35222 | 33688 |
| Freddie Mac Gold Pool 4% 5/1/2046  | 3338 | 3193 |
| Freddie Mac Gold Pool 4% 5/1/2047  | 223463 | 212684 |
| Freddie Mac Gold Pool 4% 5/1/2048  | 706746 | 671550 |
| Freddie Mac Gold Pool 4% 5/1/2048  | 87867 | 83491 |
| Freddie Mac Gold Pool 4% 5/1/2048  | 12531 | 11892 |
| Freddie Mac Gold Pool 4% 5/1/2048  | 3618 | 3416 |
| Freddie Mac Gold Pool 4% 5/1/2052  | 22231 | 20770 |
| Freddie Mac Gold Pool 4% 6/1/2034  | 145664 | 146286 |
| Freddie Mac Gold Pool 4% 6/1/2034  | 127575 | 127602 |
| Freddie Mac Gold Pool 4% 6/1/2037  | 14688 | 14498 |
| Freddie Mac Gold Pool 4% 6/1/2044  | 18623 | 18257 |
| Freddie Mac Gold Pool 4% 6/1/2045  | 6466 | 6216 |
| Freddie Mac Gold Pool 4% 6/1/2046  | 1146558 | 1111525 |
| Freddie Mac Gold Pool 4% 6/1/2047  | 18769439 | 17737353 |
| Freddie Mac Gold Pool 4% 6/1/2047  | 234014 | 222726 |
| Freddie Mac Gold Pool 4% 6/1/2048  | 75437 | 71656 |
| Freddie Mac Gold Pool 4% 6/1/2048  | 74767 | 71043 |
| Freddie Mac Gold Pool 4% 6/1/2048  | 7755 | 7360 |
| Freddie Mac Gold Pool 4% 6/1/2048  | 4539 | 4308 |
| Freddie Mac Gold Pool 4% 6/1/2049  | 225523 | 213454 |
| Freddie Mac Gold Pool 4% 6/1/2055  | 24585 | 22948 |
| Freddie Mac Gold Pool 4% 7/1/2039  | 70537 | 68944 |
| Freddie Mac Gold Pool 4% 7/1/2039  | 15082 | 14762 |
| Freddie Mac Gold Pool 4% 7/1/2040  | 1894 | 1842 |
| Freddie Mac Gold Pool 4% 7/1/2042  | 108446 | 105682 |
| Freddie Mac Gold Pool 4% 7/1/2042  | 8527 | 8269 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 9962 | 9659 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 2444 | 2390 |
| Freddie Mac Gold Pool 4% 7/1/2044  | 172513 | 166453 |
| Freddie Mac Gold Pool 4% 7/1/2044  | 32905 | 31988 |
| Freddie Mac Gold Pool 4% 7/1/2045  | 474194 | 461641 |
| Freddie Mac Gold Pool 4% 7/1/2046  | 10009 | 9561 |
| Freddie Mac Gold Pool 4% 7/1/2047  | 1136770 | 1081935 |
| Freddie Mac Gold Pool 4% 7/1/2047  | 41034 | 39055 |
| Freddie Mac Gold Pool 4% 7/1/2048  | 795248 | 755645 |
| Freddie Mac Gold Pool 4% 7/1/2048  | 508301 | 482370 |
| Freddie Mac Gold Pool 4% 7/1/2048  | 332767 | 315675 |
| Freddie Mac Gold Pool 4% 7/1/2048  | 71742 | 68082 |
| Freddie Mac Gold Pool 4% 7/1/2048  | 6230 | 5910 |
| Freddie Mac Gold Pool 4% 7/1/2048  | 3646 | 3458 |
| Freddie Mac Gold Pool 4% 7/1/2049  | 994344 | 941131 |
| Freddie Mac Gold Pool 4% 7/1/2049  | 308869 | 292340 |
| Freddie Mac Gold Pool 4% 7/1/2052  | 198886 | 187496 |
| Freddie Mac Gold Pool 4% 8/1/2031  | 2494 | 2476 |
| Freddie Mac Gold Pool 4% 8/1/2033  | 49878 | 50091 |
| Freddie Mac Gold Pool 4% 8/1/2037  | 168043 | 165873 |
| Freddie Mac Gold Pool 4% 8/1/2040  | 15166 | 14543 |
| Freddie Mac Gold Pool 4% 8/1/2042  | 88488 | 85730 |
| Freddie Mac Gold Pool 4% 8/1/2043  | 38717 | 37355 |
| Freddie Mac Gold Pool 4% 8/1/2043  | 10030 | 9713 |
| Freddie Mac Gold Pool 4% 8/1/2043  | 4738 | 4576 |
| Freddie Mac Gold Pool 4% 8/1/2044  | 326845 | 315313 |
| Freddie Mac Gold Pool 4% 8/1/2044  | 24659 | 23777 |
| Freddie Mac Gold Pool 4% 8/1/2044  | 12864 | 12401 |
| Freddie Mac Gold Pool 4% 8/1/2045  | 3319 | 3183 |
| Freddie Mac Gold Pool 4% 8/1/2045  | 3313 | 3177 |
| Freddie Mac Gold Pool 4% 8/1/2046  | 3557 | 3398 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 1187428 | 1128294 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 237159 | 223059 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 201866 | 189587 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 82799 | 78546 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 13284 | 12610 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 12709 | 12048 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 3475 | 3296 |
| Freddie Mac Gold Pool 4% 8/1/2049  | 1415696 | 1339934 |
| Freddie Mac Gold Pool 4% 9/1/2038  | 66982 | 65281 |
| Freddie Mac Gold Pool 4% 9/1/2039  | 110344 | 107818 |
| Freddie Mac Gold Pool 4% 9/1/2040  | 93740 | 91411 |
| Freddie Mac Gold Pool 4% 9/1/2041  | 3584 | 3487 |
| Freddie Mac Gold Pool 4% 9/1/2041  | 1750 | 1700 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 5999 | 5810 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 5983 | 5778 |
| Freddie Mac Gold Pool 4% 9/1/2044  | 38416 | 37075 |
| Freddie Mac Gold Pool 4% 9/1/2044  | 28040 | 26986 |
| Freddie Mac Gold Pool 4% 9/1/2044  | 27630 | 26651 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 1276240 | 1223850 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 102330 | 98129 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 67410 | 64966 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 16659 | 15975 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 12732 | 12209 |
| Freddie Mac Gold Pool 4% 9/1/2046  | 7268 | 6943 |
| Freddie Mac Gold Pool 4% 9/1/2047  | 140052 | 133297 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 2771422 | 2625704 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 141074 | 133828 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 132851 | 126318 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 124488 | 118016 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 108874 | 103149 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 105322 | 99913 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 79207 | 75139 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 75296 | 71452 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 9380 | 8898 |
| Freddie Mac Gold Pool 4% 9/1/2049  | 397448 | 376054 |
| Freddie Mac Gold Pool 4% 9/1/2052  | 11813001 | 11066374 |
| Freddie Mac Gold Pool 4% 9/1/2052  | 3698218 | 3472566 |
| Freddie Mac Gold Pool 4.5% 1/1/2041  | 105669 | 105696 |
| Freddie Mac Gold Pool 4.5% 1/1/2042  | 74790 | 74799 |
| Freddie Mac Gold Pool 4.5% 1/1/2044  | 262249 | 261396 |
| Freddie Mac Gold Pool 4.5% 1/1/2048  | 28474 | 27894 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 832464 | 812396 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 186790 | 182520 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 164515 | 160652 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 121828 | 119081 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 119609 | 116726 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 15977 | 15612 |
| Freddie Mac Gold Pool 4.5% 1/1/2050  | 62969 | 61353 |
| Freddie Mac Gold Pool 4.5% 1/1/2053  | 1045760 | 1010092 |
| Freddie Mac Gold Pool 4.5% 1/1/2053  | 265444 | 256391 |
| Freddie Mac Gold Pool 4.5% 10/1/2039  | 22845 | 22863 |
| Freddie Mac Gold Pool 4.5% 10/1/2040  | 48818 | 48789 |
| Freddie Mac Gold Pool 4.5% 10/1/2041  | 243711 | 243653 |
| Freddie Mac Gold Pool 4.5% 10/1/2043  | 76004 | 75696 |
| Freddie Mac Gold Pool 4.5% 10/1/2044  | 2934 | 2911 |
| Freddie Mac Gold Pool 4.5% 10/1/2047  | 8731 | 8569 |
| Freddie Mac Gold Pool 4.5% 10/1/2048  | 56743 | 55464 |
| Freddie Mac Gold Pool 4.5% 10/1/2048  | 29637 | 29006 |
| Freddie Mac Gold Pool 4.5% 10/1/2052  | 3327051 | 3214615 |
| Freddie Mac Gold Pool 4.5% 10/1/2052  | 1792404 | 1731830 |
| Freddie Mac Gold Pool 4.5% 10/1/2052  | 70197 | 67825 |
| Freddie Mac Gold Pool 4.5% 10/1/2052  | 40795 | 39454 |
| Freddie Mac Gold Pool 4.5% 10/1/2054  | 1003472 | 965405 |
| Freddie Mac Gold Pool 4.5% 10/1/2054  | 999346 | 962373 |
| Freddie Mac Gold Pool 4.5% 10/1/2054  | 968803 | 932052 |
| Freddie Mac Gold Pool 4.5% 10/1/2054  | 866558 | 833685 |
| Freddie Mac Gold Pool 4.5% 10/1/2054  | 236642 | 227721 |
| Freddie Mac Gold Pool 4.5% 11/1/2039  | 414792 | 415049 |
| Freddie Mac Gold Pool 4.5% 11/1/2040  | 9850968 | 9841977 |
| Freddie Mac Gold Pool 4.5% 11/1/2041  | 277583 | 277471 |
| Freddie Mac Gold Pool 4.5% 11/1/2044  | 7038 | 6969 |
| Freddie Mac Gold Pool 4.5% 11/1/2047  | 132467 | 129936 |
| Freddie Mac Gold Pool 4.5% 11/1/2047  | 104744 | 102742 |
| Freddie Mac Gold Pool 4.5% 11/1/2047  | 24703 | 24231 |
| Freddie Mac Gold Pool 4.5% 11/1/2047  | 23644 | 23193 |
| Freddie Mac Gold Pool 4.5% 11/1/2047  | 9483 | 9302 |
| Freddie Mac Gold Pool 4.5% 11/1/2047  | 9199 | 9023 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 295120 | 288190 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 145062 | 141656 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 78675 | 76827 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 15136 | 14799 |
| Freddie Mac Gold Pool 4.5% 11/1/2052  | 219839 | 212410 |
| Freddie Mac Gold Pool 4.5% 11/1/2052  | 194010 | 187283 |
| Freddie Mac Gold Pool 4.5% 11/1/2053  | 382239 | 368485 |
| Freddie Mac Gold Pool 4.5% 11/1/2054  | 992501 | 955083 |
| Freddie Mac Gold Pool 4.5% 11/1/2054  | 105570 | 101556 |
| Freddie Mac Gold Pool 4.5% 12/1/2043  | 253985 | 253142 |
| Freddie Mac Gold Pool 4.5% 12/1/2044  | 15219 | 15071 |
| Freddie Mac Gold Pool 4.5% 12/1/2048  | 728602 | 711038 |
| Freddie Mac Gold Pool 4.5% 12/1/2048  | 159863 | 156559 |
| Freddie Mac Gold Pool 4.5% 12/1/2048  | 35675 | 34815 |
| Freddie Mac Gold Pool 4.5% 12/1/2048  | 4371 | 4269 |
| Freddie Mac Gold Pool 4.5% 12/1/2052  | 27846312 | 26905257 |
| Freddie Mac Gold Pool 4.5% 12/1/2054  | 296240 | 285044 |
| Freddie Mac Gold Pool 4.5% 2/1/2031  | 2959 | 2967 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 21397 | 21373 |
| Freddie Mac Gold Pool 4.5% 2/1/2045  | 4005 | 3990 |
| Freddie Mac Gold Pool 4.5% 2/1/2046  | 18785 | 18503 |
| Freddie Mac Gold Pool 4.5% 2/1/2047  | 30533 | 29988 |
| Freddie Mac Gold Pool 4.5% 2/1/2048  | 30765 | 30138 |
| Freddie Mac Gold Pool 4.5% 2/1/2049  | 292032 | 284992 |
| Freddie Mac Gold Pool 4.5% 2/1/2049  | 11065 | 10812 |
| Freddie Mac Gold Pool 4.5% 2/1/2053  | 3727540 | 3610888 |
| Freddie Mac Gold Pool 4.5% 2/1/2053  | 770001 | 743738 |
| Freddie Mac Gold Pool 4.5% 2/1/2054  | 976288 | 940473 |
| Freddie Mac Gold Pool 4.5% 3/1/2047  | 7191 | 7063 |
| Freddie Mac Gold Pool 4.5% 3/1/2049  | 475097 | 463644 |
| Freddie Mac Gold Pool 4.5% 3/1/2049  | 189098 | 184539 |
| Freddie Mac Gold Pool 4.5% 3/1/2053  | 515491 | 497426 |
| Freddie Mac Gold Pool 4.5% 3/1/2053  | 483797 | 467153 |
| Freddie Mac Gold Pool 4.5% 3/1/2053  | 70978 | 68579 |
| Freddie Mac Gold Pool 4.5% 4/1/2041  | 29084 | 29049 |
| Freddie Mac Gold Pool 4.5% 4/1/2041  | 28491 | 28478 |
| Freddie Mac Gold Pool 4.5% 4/1/2044  | 108341 | 107935 |
| Freddie Mac Gold Pool 4.5% 4/1/2044  | 12109 | 12065 |
| Freddie Mac Gold Pool 4.5% 4/1/2046  | 4843 | 4770 |
| Freddie Mac Gold Pool 4.5% 4/1/2047  | 74810 | 73334 |
| Freddie Mac Gold Pool 4.5% 4/1/2047  | 13905 | 13648 |
| Freddie Mac Gold Pool 4.5% 4/1/2047  | 6578 | 6457 |
| Freddie Mac Gold Pool 4.5% 4/1/2048  | 91255 | 89369 |
| Freddie Mac Gold Pool 4.5% 4/1/2048  | 25391 | 24874 |
| Freddie Mac Gold Pool 4.5% 4/1/2049  | 248219 | 242235 |
| Freddie Mac Gold Pool 4.5% 4/1/2049  | 150637 | 148465 |
| Freddie Mac Gold Pool 4.5% 4/1/2049  | 2827 | 2760 |
| Freddie Mac Gold Pool 4.5% 4/1/2052  | 48566 | 46986 |
| Freddie Mac Gold Pool 4.5% 4/1/2053  | 5122646 | 4943125 |
| Freddie Mac Gold Pool 4.5% 4/1/2054  | 576269 | 554589 |
| Freddie Mac Gold Pool 4.5% 4/1/2054  | 495986 | 477325 |
| Freddie Mac Gold Pool 4.5% 5/1/2039  | 162406 | 162754 |
| Freddie Mac Gold Pool 4.5% 5/1/2039  | 129367 | 129500 |
| Freddie Mac Gold Pool 4.5% 5/1/2041  | 30987 | 30966 |
| Freddie Mac Gold Pool 4.5% 5/1/2041  | 30428 | 30390 |
| Freddie Mac Gold Pool 4.5% 5/1/2041  | 27196 | 27196 |
| Freddie Mac Gold Pool 4.5% 5/1/2044  | 40022 | 39908 |
| Freddie Mac Gold Pool 4.5% 5/1/2047  | 8779 | 8617 |
| Freddie Mac Gold Pool 4.5% 5/1/2047  | 4919 | 4828 |
| Freddie Mac Gold Pool 4.5% 5/1/2047  | 4165 | 4088 |
| Freddie Mac Gold Pool 4.5% 5/1/2048  | 778042 | 761961 |
| Freddie Mac Gold Pool 4.5% 5/1/2049  | 338316 | 330160 |
| Freddie Mac Gold Pool 4.5% 5/1/2049  | 169717 | 166103 |
| Freddie Mac Gold Pool 4.5% 5/1/2053  | 38189 | 36851 |
| Freddie Mac Gold Pool 4.5% 5/1/2053  | 25524 | 24630 |
| Freddie Mac Gold Pool 4.5% 5/1/2054  | 1029785 | 993294 |
| Freddie Mac Gold Pool 4.5% 5/1/2054  | 173663 | 167127 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 32452 | 32470 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 23559 | 23539 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 20048 | 20060 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 13256 | 13244 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 9601 | 9617 |
| Freddie Mac Gold Pool 4.5% 6/1/2047  | 61929 | 60784 |
| Freddie Mac Gold Pool 4.5% 6/1/2047  | 61459 | 60246 |
| Freddie Mac Gold Pool 4.5% 6/1/2047  | 6139 | 6026 |
| Freddie Mac Gold Pool 4.5% 6/1/2048  | 130046 | 127359 |
| Freddie Mac Gold Pool 4.5% 6/1/2048  | 53154 | 51988 |
| Freddie Mac Gold Pool 4.5% 6/1/2048  | 37445 | 36671 |
| Freddie Mac Gold Pool 4.5% 6/1/2048  | 3930 | 3844 |
| Freddie Mac Gold Pool 4.5% 6/1/2049  | 15375 | 15004 |
| Freddie Mac Gold Pool 4.5% 6/1/2053  | 1922338 | 1854370 |
| Freddie Mac Gold Pool 4.5% 6/1/2053  | 729703 | 703903 |
| Freddie Mac Gold Pool 4.5% 6/1/2053  | 356540 | 343934 |
| Freddie Mac Gold Pool 4.5% 6/1/2054  | 885126 | 851812 |
| Freddie Mac Gold Pool 4.5% 6/1/2055  | 64844 | 62379 |
| Freddie Mac Gold Pool 4.5% 7/1/2030  | 3770 | 3777 |
| Freddie Mac Gold Pool 4.5% 7/1/2039  | 159926 | 160051 |
| Freddie Mac Gold Pool 4.5% 7/1/2041  | 114238 | 114139 |
| Freddie Mac Gold Pool 4.5% 7/1/2047  | 253123 | 248445 |
| Freddie Mac Gold Pool 4.5% 7/1/2047  | 77608 | 75822 |
| Freddie Mac Gold Pool 4.5% 7/1/2048  | 14232 | 13938 |
| Freddie Mac Gold Pool 4.5% 7/1/2048  | 6186 | 6050 |
| Freddie Mac Gold Pool 4.5% 7/1/2048  | 5488 | 5364 |
| Freddie Mac Gold Pool 4.5% 7/1/2049  | 17825 | 17390 |
| Freddie Mac Gold Pool 4.5% 7/1/2053  | 924340 | 891658 |
| Freddie Mac Gold Pool 4.5% 7/1/2053  | 463010 | 446639 |
| Freddie Mac Gold Pool 4.5% 7/1/2053  | 295398 | 284954 |
| Freddie Mac Gold Pool 4.5% 7/1/2053  | 35199 | 33937 |
| Freddie Mac Gold Pool 4.5% 7/1/2055  | 785155 | 755309 |
| Freddie Mac Gold Pool 4.5% 8/1/2039  | 32945 | 32971 |
| Freddie Mac Gold Pool 4.5% 8/1/2047  | 679318 | 666763 |
| Freddie Mac Gold Pool 4.5% 8/1/2048  | 2582539 | 2524316 |
| Freddie Mac Gold Pool 4.5% 8/1/2048  | 442189 | 432773 |
| Freddie Mac Gold Pool 4.5% 8/1/2048  | 84225 | 82327 |
| Freddie Mac Gold Pool 4.5% 8/1/2048  | 71761 | 70143 |
| Freddie Mac Gold Pool 4.5% 8/1/2052  | 17762746 | 17179113 |
| Freddie Mac Gold Pool 4.5% 8/1/2053  | 2815095 | 2715561 |
| Freddie Mac Gold Pool 4.5% 8/1/2053  | 346405 | 333940 |
| Freddie Mac Gold Pool 4.5% 8/1/2053  | 247953 | 239574 |
| Freddie Mac Gold Pool 4.5% 8/1/2054  | 519120 | 499589 |
| Freddie Mac Gold Pool 4.5% 9/1/2038  | 254 | 254 |
| Freddie Mac Gold Pool 4.5% 9/1/2044  | 7131 | 7073 |
| Freddie Mac Gold Pool 4.5% 9/1/2044  | 2485 | 2464 |
| Freddie Mac Gold Pool 4.5% 9/1/2046  | 26014 | 25582 |
| Freddie Mac Gold Pool 4.5% 9/1/2046  | 9311 | 9192 |
| Freddie Mac Gold Pool 4.5% 9/1/2047  | 90793 | 89115 |
| Freddie Mac Gold Pool 4.5% 9/1/2047  | 62119 | 60971 |
| Freddie Mac Gold Pool 4.5% 9/1/2047  | 18530 | 18188 |
| Freddie Mac Gold Pool 4.5% 9/1/2047  | 14648 | 14378 |
| Freddie Mac Gold Pool 4.5% 9/1/2048  | 413579 | 404772 |
| Freddie Mac Gold Pool 4.5% 9/1/2048  | 235155 | 230147 |
| Freddie Mac Gold Pool 4.5% 9/1/2052  | 29167029 | 28181341 |
| Freddie Mac Gold Pool 4.5% 9/1/2052  | 479422 | 463221 |
| Freddie Mac Gold Pool 4.5% 9/1/2052  | 163931 | 158391 |
| Freddie Mac Gold Pool 4.5% 9/1/2054  | 1479253 | 1423600 |
| Freddie Mac Gold Pool 4.5% 9/1/2054  | 744126 | 716072 |
| Freddie Mac Gold Pool 5% 1/1/2037  | 1502 | 1526 |
| Freddie Mac Gold Pool 5% 1/1/2039  | 1890 | 1921 |
| Freddie Mac Gold Pool 5% 1/1/2039  | 342 | 347 |
| Freddie Mac Gold Pool 5% 1/1/2040  | 11598 | 11790 |
| Freddie Mac Gold Pool 5% 1/1/2049  | 48215 | 48541 |
| Freddie Mac Gold Pool 5% 1/1/2053  | 779458 | 771710 |
| Freddie Mac Gold Pool 5% 1/1/2053  | 588625 | 583776 |
| Freddie Mac Gold Pool 5% 1/1/2053  | 361054 | 357713 |
| Freddie Mac Gold Pool 5% 1/1/2053  | 131860 | 131516 |
| Freddie Mac Gold Pool 5% 1/1/2054  | 464971 | 459397 |
| Freddie Mac Gold Pool 5% 10/1/2026  | 8 | 7 |
| Freddie Mac Gold Pool 5% 10/1/2038  | 3545 | 3603 |
| Freddie Mac Gold Pool 5% 10/1/2039  | 1135 | 1154 |
| Freddie Mac Gold Pool 5% 10/1/2048  | 431274 | 434595 |
| Freddie Mac Gold Pool 5% 10/1/2049  | 6042032 | 6082890 |
| Freddie Mac Gold Pool 5% 10/1/2052  | 630555 | 622217 |
| Freddie Mac Gold Pool 5% 10/1/2052  | 145767 | 145067 |
| Freddie Mac Gold Pool 5% 10/1/2052  | 106241 | 105433 |
| Freddie Mac Gold Pool 5% 10/1/2052  | 28295 | 28062 |
| Freddie Mac Gold Pool 5% 11/1/2038  | 8545 | 8683 |
| Freddie Mac Gold Pool 5% 11/1/2038  | 6839 | 6952 |
| Freddie Mac Gold Pool 5% 11/1/2048  | 3348 | 3374 |
| Freddie Mac Gold Pool 5% 11/1/2052  | 718876 | 712954 |
| Freddie Mac Gold Pool 5% 11/1/2052  | 527935 | 524411 |
| Freddie Mac Gold Pool 5% 11/1/2053  | 9933240 | 9832788 |
| Freddie Mac Gold Pool 5% 11/1/2054  | 20153380 | 19880297 |
| Freddie Mac Gold Pool 5% 11/1/2054  | 261477 | 258142 |
| Freddie Mac Gold Pool 5% 11/1/2054  | 38813 | 38287 |
| Freddie Mac Gold Pool 5% 11/1/2054  | 28813 | 28423 |
| Freddie Mac Gold Pool 5% 12/1/2036  | 10221 | 10386 |
| Freddie Mac Gold Pool 5% 12/1/2038  | 80129 | 81421 |
| Freddie Mac Gold Pool 5% 12/1/2038  | 2430 | 2470 |
| Freddie Mac Gold Pool 5% 12/1/2048  | 158983 | 160208 |
| Freddie Mac Gold Pool 5% 12/1/2048  | 25413 | 25608 |
| Freddie Mac Gold Pool 5% 12/1/2049  | 153298 | 153712 |
| Freddie Mac Gold Pool 5% 12/1/2052  | 9470637 | 9401500 |
| Freddie Mac Gold Pool 5% 12/1/2053  | 12194053 | 12200300 |
| Freddie Mac Gold Pool 5% 12/1/2053  | 2090559 | 2066151 |
| Freddie Mac Gold Pool 5% 2/1/2037  | 6040 | 6136 |
| Freddie Mac Gold Pool 5% 2/1/2038  | 112761 | 114446 |
| Freddie Mac Gold Pool 5% 2/1/2038  | 21336 | 21684 |
| Freddie Mac Gold Pool 5% 2/1/2038  | 1928 | 1959 |
| Freddie Mac Gold Pool 5% 2/1/2039  | 76729 | 77996 |
| Freddie Mac Gold Pool 5% 2/1/2039  | 2211 | 2247 |
| Freddie Mac Gold Pool 5% 2/1/2049  | 409977 | 413267 |
| Freddie Mac Gold Pool 5% 2/1/2049  | 360221 | 362657 |
| Freddie Mac Gold Pool 5% 2/1/2053  | 8262593 | 8186782 |
| Freddie Mac Gold Pool 5% 2/1/2053  | 781926 | 774752 |
| Freddie Mac Gold Pool 5% 2/1/2053  | 700370 | 692566 |
| Freddie Mac Gold Pool 5% 2/1/2053  | 181061 | 179569 |
| Freddie Mac Gold Pool 5% 2/1/2053  | 85465 | 84647 |
| Freddie Mac Gold Pool 5% 2/1/2055  | 27088986 | 26721925 |
| Freddie Mac Gold Pool 5% 3/1/2027  | 101 | 101 |
| Freddie Mac Gold Pool 5% 3/1/2037  | 915 | 930 |
| Freddie Mac Gold Pool 5% 3/1/2037  | 132 | 134 |
| Freddie Mac Gold Pool 5% 3/1/2038  | 7968 | 8096 |
| Freddie Mac Gold Pool 5% 3/1/2038  | 403 | 409 |
| Freddie Mac Gold Pool 5% 3/1/2039  | 2863 | 2910 |
| Freddie Mac Gold Pool 5% 3/1/2050  | 470263 | 471532 |
| Freddie Mac Gold Pool 5% 3/1/2053  | 729801 | 724462 |
| Freddie Mac Gold Pool 5% 3/1/2053  | 252856 | 249983 |
| Freddie Mac Gold Pool 5% 3/1/2054  | 1168381 | 1154374 |
| Freddie Mac Gold Pool 5% 4/1/2028  | 88 | 88 |
| Freddie Mac Gold Pool 5% 4/1/2038  | 40918 | 41582 |
| Freddie Mac Gold Pool 5% 4/1/2038  | 33157 | 33703 |
| Freddie Mac Gold Pool 5% 4/1/2038  | 2657 | 2701 |
| Freddie Mac Gold Pool 5% 4/1/2039  | 214 | 218 |
| Freddie Mac Gold Pool 5% 4/1/2040  | 755190 | 764531 |
| Freddie Mac Gold Pool 5% 4/1/2049  | 86227 | 86810 |
| Freddie Mac Gold Pool 5% 4/1/2050  | 47102 | 47185 |
| Freddie Mac Gold Pool 5% 4/1/2053  | 9734123 | 9699565 |
| Freddie Mac Gold Pool 5% 4/1/2053  | 644385 | 638272 |
| Freddie Mac Gold Pool 5% 4/1/2053  | 57445 | 56841 |
| Freddie Mac Gold Pool 5% 4/1/2054  | 1139909 | 1127669 |
| Freddie Mac Gold Pool 5% 5/1/2028  | 2836 | 2851 |
| Freddie Mac Gold Pool 5% 5/1/2035  | 90445 | 91849 |
| Freddie Mac Gold Pool 5% 5/1/2037  | 1317 | 1338 |
| Freddie Mac Gold Pool 5% 5/1/2039  | 2837164 | 2868045 |
| Freddie Mac Gold Pool 5% 5/1/2050  | 411404 | 412515 |
| Freddie Mac Gold Pool 5% 5/1/2053  | 1043067 | 1032845 |
| Freddie Mac Gold Pool 5% 5/1/2053  | 284297 | 281022 |
| Freddie Mac Gold Pool 5% 5/1/2053  | 172159 | 170903 |
| Freddie Mac Gold Pool 5% 5/1/2053  | 122843 | 121639 |
| Freddie Mac Gold Pool 5% 5/1/2054  | 1823811 | 1800238 |
| Freddie Mac Gold Pool 5% 6/1/2037  | 1792 | 1821 |
| Freddie Mac Gold Pool 5% 6/1/2037  | 1488 | 1512 |
| Freddie Mac Gold Pool 5% 6/1/2038  | 55319 | 56222 |
| Freddie Mac Gold Pool 5% 6/1/2038  | 13201 | 13412 |
| Freddie Mac Gold Pool 5% 6/1/2038  | 4353 | 4423 |
| Freddie Mac Gold Pool 5% 6/1/2040  | 999900 | 1010159 |
| Freddie Mac Gold Pool 5% 6/1/2048  | 192933 | 194660 |
| Freddie Mac Gold Pool 5% 6/1/2050  | 439999 | 440775 |
| Freddie Mac Gold Pool 5% 6/1/2053  | 3697133 | 3660901 |
| Freddie Mac Gold Pool 5% 6/1/2054  | 487752 | 481448 |
| Freddie Mac Gold Pool 5% 7/1/2031  | 530 | 533 |
| Freddie Mac Gold Pool 5% 7/1/2036  | 566 | 575 |
| Freddie Mac Gold Pool 5% 7/1/2038  | 489 | 497 |
| Freddie Mac Gold Pool 5% 7/1/2040  | 999901 | 1010159 |
| Freddie Mac Gold Pool 5% 7/1/2040  | 325000 | 328334 |
| Freddie Mac Gold Pool 5% 7/1/2040  | 20374 | 20708 |
| Freddie Mac Gold Pool 5% 7/1/2049  | 2460 | 2457 |
| Freddie Mac Gold Pool 5% 7/1/2052  | 10295442 | 10229935 |
| Freddie Mac Gold Pool 5% 7/1/2054  | 197125 | 194515 |
| Freddie Mac Gold Pool 5% 8/1/2037  | 4046 | 4110 |
| Freddie Mac Gold Pool 5% 8/1/2038  | 10239 | 10405 |
| Freddie Mac Gold Pool 5% 8/1/2038  | 7296 | 7415 |
| Freddie Mac Gold Pool 5% 8/1/2040  | 252142 | 256398 |
| Freddie Mac Gold Pool 5% 8/1/2040  | 90151 | 91638 |
| Freddie Mac Gold Pool 5% 8/1/2040  | 9809 | 9975 |
| Freddie Mac Gold Pool 5% 8/1/2040  | 2330 | 2369 |
| Freddie Mac Gold Pool 5% 8/1/2048  | 361852 | 364638 |
| Freddie Mac Gold Pool 5% 8/1/2048  | 11985 | 12077 |
| Freddie Mac Gold Pool 5% 8/1/2049  | 3943 | 3958 |
| Freddie Mac Gold Pool 5% 8/1/2052  | 2761257 | 2736958 |
| Freddie Mac Gold Pool 5% 8/1/2052  | 311306 | 309812 |
| Freddie Mac Gold Pool 5% 8/1/2053  | 568734 | 562982 |
| Freddie Mac Gold Pool 5% 8/1/2053  | 356072 | 352582 |
| Freddie Mac Gold Pool 5% 8/1/2055  | 4515700 | 4476737 |
| Freddie Mac Gold Pool 5% 9/1/2031  | 782 | 789 |
| Freddie Mac Gold Pool 5% 9/1/2038  | 169998 | 172767 |
| Freddie Mac Gold Pool 5% 9/1/2038  | 97482 | 98726 |
| Freddie Mac Gold Pool 5% 9/1/2039  | 150413 | 152864 |
| Freddie Mac Gold Pool 5% 9/1/2039  | 113805 | 115672 |
| Freddie Mac Gold Pool 5% 9/1/2039  | 3532 | 3591 |
| Freddie Mac Gold Pool 5% 9/1/2052  | 6192930 | 6145785 |
| Freddie Mac Gold Pool 5% 9/1/2052  | 774809 | 766840 |
| Freddie Mac Gold Pool 5% 9/1/2052  | 621270 | 620617 |
| Freddie Mac Gold Pool 5% 9/1/2052  | 355701 | 352615 |
| Freddie Mac Gold Pool 5% 9/1/2054  | 41937 | 41369 |
| Freddie Mac Gold Pool 5.5% 1/1/2036  | 26860 | 27869 |
| Freddie Mac Gold Pool 5.5% 1/1/2037  | 3618 | 3758 |
| Freddie Mac Gold Pool 5.5% 1/1/2037  | 2714 | 2816 |
| Freddie Mac Gold Pool 5.5% 1/1/2038  | 11685 | 12157 |
| Freddie Mac Gold Pool 5.5% 1/1/2038  | 4400 | 4564 |
| Freddie Mac Gold Pool 5.5% 1/1/2038  | 2038 | 2114 |
| Freddie Mac Gold Pool 5.5% 1/1/2039  | 56381 | 58342 |
| Freddie Mac Gold Pool 5.5% 1/1/2039  | 5259 | 5468 |
| Freddie Mac Gold Pool 5.5% 1/1/2041  | 10380 | 10801 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 6660123 | 6716762 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 5085458 | 5143565 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 317315 | 320013 |
| Freddie Mac Gold Pool 5.5% 1/1/2054  | 2815550 | 2839802 |
| Freddie Mac Gold Pool 5.5% 1/1/2054  | 585745 | 589711 |
| Freddie Mac Gold Pool 5.5% 1/1/2055  | 2799739 | 2816856 |
| Freddie Mac Gold Pool 5.5% 10/1/2033  | 1666 | 1721 |
| Freddie Mac Gold Pool 5.5% 10/1/2035  | 12297 | 12759 |
| Freddie Mac Gold Pool 5.5% 10/1/2036  | 727 | 754 |
| Freddie Mac Gold Pool 5.5% 10/1/2053  | 319217 | 321967 |
| Freddie Mac Gold Pool 5.5% 10/1/2054  | 9181505 | 9338060 |
| Freddie Mac Gold Pool 5.5% 11/1/2028  | 1868 | 1893 |
| Freddie Mac Gold Pool 5.5% 11/1/2037  | 9912 | 10284 |
| Freddie Mac Gold Pool 5.5% 11/1/2038  | 1998 | 2079 |
| Freddie Mac Gold Pool 5.5% 11/1/2052  | 158495 | 161098 |
| Freddie Mac Gold Pool 5.5% 11/1/2053  | 2470740 | 2492022 |
| Freddie Mac Gold Pool 5.5% 11/1/2053  | 35202 | 35473 |
| Freddie Mac Gold Pool 5.5% 11/1/2054  | 8444602 | 8614981 |
| Freddie Mac Gold Pool 5.5% 11/1/2054  | 5922677 | 5958885 |
| Freddie Mac Gold Pool 5.5% 12/1/2035  | 1391 | 1444 |
| Freddie Mac Gold Pool 5.5% 12/1/2037  | 787 | 819 |
| Freddie Mac Gold Pool 5.5% 12/1/2039  | 25939 | 26996 |
| Freddie Mac Gold Pool 5.5% 12/1/2052  | 10386978 | 10515399 |
| Freddie Mac Gold Pool 5.5% 12/1/2053  | 19647282 | 19816516 |
| Freddie Mac Gold Pool 5.5% 12/1/2054  | 21247176 | 21377073 |
| Freddie Mac Gold Pool 5.5% 2/1/2028  | 72 | 72 |
| Freddie Mac Gold Pool 5.5% 2/1/2036  | 614 | 637 |
| Freddie Mac Gold Pool 5.5% 2/1/2038  | 2192 | 2281 |
| Freddie Mac Gold Pool 5.5% 2/1/2039  | 2897 | 3013 |
| Freddie Mac Gold Pool 5.5% 3/1/2034  | 120818 | 124775 |
| Freddie Mac Gold Pool 5.5% 3/1/2037  | 1026 | 1065 |
| Freddie Mac Gold Pool 5.5% 3/1/2038  | 4022 | 4187 |
| Freddie Mac Gold Pool 5.5% 3/1/2039  | 252922 | 263067 |
| Freddie Mac Gold Pool 5.5% 3/1/2039  | 7220 | 7506 |
| Freddie Mac Gold Pool 5.5% 3/1/2053  | 10205069 | 10321673 |
| Freddie Mac Gold Pool 5.5% 3/1/2053  | 705133 | 710414 |
| Freddie Mac Gold Pool 5.5% 3/1/2054  | 8616001 | 8684831 |
| Freddie Mac Gold Pool 5.5% 4/1/2027  | 98 | 98 |
| Freddie Mac Gold Pool 5.5% 4/1/2038  | 23299 | 24245 |
| Freddie Mac Gold Pool 5.5% 4/1/2038  | 3995 | 4154 |
| Freddie Mac Gold Pool 5.5% 4/1/2038  | 1956 | 2034 |
| Freddie Mac Gold Pool 5.5% 4/1/2038  | 1657 | 1723 |
| Freddie Mac Gold Pool 5.5% 4/1/2039  | 18562 | 19312 |
| Freddie Mac Gold Pool 5.5% 4/1/2040  | 61529 | 63940 |
| Freddie Mac Gold Pool 5.5% 4/1/2053  | 17288622 | 17475358 |
| Freddie Mac Gold Pool 5.5% 4/1/2053  | 12151081 | 12282326 |
| Freddie Mac Gold Pool 5.5% 4/1/2053  | 100380 | 101339 |
| Freddie Mac Gold Pool 5.5% 4/1/2054  | 262093 | 264187 |
| Freddie Mac Gold Pool 5.5% 5/1/2028  | 905 | 916 |
| Freddie Mac Gold Pool 5.5% 5/1/2036  | 3755 | 3888 |
| Freddie Mac Gold Pool 5.5% 5/1/2036  | 2059 | 2137 |
| Freddie Mac Gold Pool 5.5% 5/1/2036  | 649 | 674 |
| Freddie Mac Gold Pool 5.5% 5/1/2036  | 560 | 581 |
| Freddie Mac Gold Pool 5.5% 5/1/2037  | 72348 | 75088 |
| Freddie Mac Gold Pool 5.5% 5/1/2037  | 2069 | 2150 |
| Freddie Mac Gold Pool 5.5% 5/1/2037  | 592 | 615 |
| Freddie Mac Gold Pool 5.5% 5/1/2038  | 40078 | 41643 |
| Freddie Mac Gold Pool 5.5% 5/1/2038  | 1759 | 1830 |
| Freddie Mac Gold Pool 5.5% 5/1/2038  | 1623 | 1686 |
| Freddie Mac Gold Pool 5.5% 5/1/2038  | 1558 | 1621 |
| Freddie Mac Gold Pool 5.5% 5/1/2040  | 1482 | 1542 |
| Freddie Mac Gold Pool 5.5% 5/1/2040  | 1442 | 1501 |
| Freddie Mac Gold Pool 5.5% 5/1/2054  | 13065670 | 13170047 |
| Freddie Mac Gold Pool 5.5% 5/1/2055  | 11181628 | 11249988 |
| Freddie Mac Gold Pool 5.5% 6/1/2027  | 1898 | 1913 |
| Freddie Mac Gold Pool 5.5% 6/1/2030  | 3663 | 3685 |
| Freddie Mac Gold Pool 5.5% 6/1/2038  | 19395 | 20180 |
| Freddie Mac Gold Pool 5.5% 6/1/2038  | 4365 | 4540 |
| Freddie Mac Gold Pool 5.5% 6/1/2038  | 2971 | 3089 |
| Freddie Mac Gold Pool 5.5% 6/1/2038  | 2364 | 2456 |
| Freddie Mac Gold Pool 5.5% 6/1/2040  | 12339 | 12825 |
| Freddie Mac Gold Pool 5.5% 6/1/2041  | 131124 | 135540 |
| Freddie Mac Gold Pool 5.5% 6/1/2041  | 85841 | 89224 |
| Freddie Mac Gold Pool 5.5% 6/1/2041  | 41667 | 43194 |
| Freddie Mac Gold Pool 5.5% 6/1/2049  | 897353 | 924151 |
| Freddie Mac Gold Pool 5.5% 6/1/2053  | 660661 | 669160 |
| Freddie Mac Gold Pool 5.5% 6/1/2053  | 643154 | 651247 |
| Freddie Mac Gold Pool 5.5% 6/1/2053  | 468711 | 474638 |
| Freddie Mac Gold Pool 5.5% 6/1/2053  | 390236 | 393719 |
| Freddie Mac Gold Pool 5.5% 6/1/2053  | 311376 | 314156 |
| Freddie Mac Gold Pool 5.5% 6/1/2054  | 7041267 | 7088715 |
| Freddie Mac Gold Pool 5.5% 6/1/2055  | 6873384 | 6915405 |
| Freddie Mac Gold Pool 5.5% 7/1/2028  | 994 | 1006 |
| Freddie Mac Gold Pool 5.5% 7/1/2035  | 76246 | 78725 |
| Freddie Mac Gold Pool 5.5% 7/1/2036  | 36696 | 38116 |
| Freddie Mac Gold Pool 5.5% 7/1/2038  | 2015 | 2095 |
| Freddie Mac Gold Pool 5.5% 7/1/2038  | 1241 | 1291 |
| Freddie Mac Gold Pool 5.5% 7/1/2039  | 1448 | 1506 |
| Freddie Mac Gold Pool 5.5% 7/1/2053  | 5390203 | 5438317 |
| Freddie Mac Gold Pool 5.5% 7/1/2053  | 2386623 | 2410909 |
| Freddie Mac Gold Pool 5.5% 7/1/2053  | 728217 | 734717 |
| Freddie Mac Gold Pool 5.5% 7/1/2053  | 430817 | 435201 |
| Freddie Mac Gold Pool 5.5% 7/1/2053  | 36294 | 36663 |
| Freddie Mac Gold Pool 5.5% 7/1/2053  | 22611 | 22813 |
| Freddie Mac Gold Pool 5.5% 7/1/2054  | 380413 | 382977 |
| Freddie Mac Gold Pool 5.5% 7/1/2055  | 495316 | 498345 |
| Freddie Mac Gold Pool 5.5% 8/1/2038  | 4461 | 4632 |
| Freddie Mac Gold Pool 5.5% 8/1/2038  | 2994 | 3107 |
| Freddie Mac Gold Pool 5.5% 8/1/2038  | 1874 | 1951 |
| Freddie Mac Gold Pool 5.5% 8/1/2038  | 791 | 820 |
| Freddie Mac Gold Pool 5.5% 8/1/2039  | 10743559 | 10986254 |
| Freddie Mac Gold Pool 5.5% 8/1/2039  | 30997 | 32244 |
| Freddie Mac Gold Pool 5.5% 8/1/2040  | 7761 | 8076 |
| Freddie Mac Gold Pool 5.5% 8/1/2053  | 4590054 | 4631025 |
| Freddie Mac Gold Pool 5.5% 8/1/2053  | 1673764 | 1688181 |
| Freddie Mac Gold Pool 5.5% 8/1/2053  | 1241967 | 1253053 |
| Freddie Mac Gold Pool 5.5% 8/1/2053  | 1154111 | 1164052 |
| Freddie Mac Gold Pool 5.5% 8/1/2053  | 158237 | 159848 |
| Freddie Mac Gold Pool 5.5% 8/1/2053  | 42306 | 42670 |
| Freddie Mac Gold Pool 5.5% 8/1/2054  | 11394345 | 11471127 |
| Freddie Mac Gold Pool 5.5% 8/1/2055  | 3603652 | 3625684 |
| Freddie Mac Gold Pool 5.5% 9/1/2038  | 27419 | 28536 |
| Freddie Mac Gold Pool 5.5% 9/1/2038  | 3866 | 4017 |
| Freddie Mac Gold Pool 5.5% 9/1/2038  | 1904 | 1979 |
| Freddie Mac Gold Pool 5.5% 9/1/2040  | 124655 | 129749 |
| Freddie Mac Gold Pool 5.5% 9/1/2053  | 8624178 | 8795485 |
| Freddie Mac Gold Pool 5.5% 9/1/2053  | 2593794 | 2616136 |
| Freddie Mac Gold Pool 5.5% 9/1/2053  | 2072489 | 2090340 |
| Freddie Mac Gold Pool 5.5% 9/1/2053  | 1033114 | 1042013 |
| Freddie Mac Gold Pool 5.5% 9/1/2053  | 689221 | 694555 |
| Freddie Mac Gold Pool 5.5% 9/1/2053  | 275551 | 277924 |
| Freddie Mac Gold Pool 5.5% 9/1/2053  | 117346 | 118283 |
| Freddie Mac Gold Pool 5.5% 9/1/2054  | 19371272 | 19489700 |
| Freddie Mac Gold Pool 6% 1/1/2053  | 2591597 | 2658596 |
| Freddie Mac Gold Pool 6% 1/1/2055  | 7194653 | 7352593 |
| Freddie Mac Gold Pool 6% 10/1/2054  | 776388 | 794402 |
| Freddie Mac Gold Pool 6% 11/1/2053  | 20919302 | 21424290 |
| Freddie Mac Gold Pool 6% 11/1/2053  | 2797471 | 2865002 |
| Freddie Mac Gold Pool 6% 11/1/2053  | 445073 | 456095 |
| Freddie Mac Gold Pool 6% 12/1/2052  | 12151082 | 12478582 |
| Freddie Mac Gold Pool 6% 12/1/2053  | 11092942 | 11467216 |
| Freddie Mac Gold Pool 6% 12/1/2054  | 515714 | 527035 |
| Freddie Mac Gold Pool 6% 12/1/2054  | 178492 | 182411 |
| Freddie Mac Gold Pool 6% 2/1/2054  | 4397696 | 4496296 |
| Freddie Mac Gold Pool 6% 2/1/2054  | 1568966 | 1605860 |
| Freddie Mac Gold Pool 6% 3/1/2053  | 2994991 | 3071969 |
| Freddie Mac Gold Pool 6% 3/1/2055  | 4006319 | 4094267 |
| Freddie Mac Gold Pool 6% 4/1/2032  | 41915 | 43514 |
| Freddie Mac Gold Pool 6% 4/1/2053  | 7112279 | 7295081 |
| Freddie Mac Gold Pool 6% 4/1/2053  | 2959519 | 3035585 |
| Freddie Mac Gold Pool 6% 4/1/2054  | 19751384 | 20481243 |
| Freddie Mac Gold Pool 6% 4/1/2054  | 1621854 | 1659992 |
| Freddie Mac Gold Pool 6% 4/1/2055  | 19615828 | 20046441 |
| Freddie Mac Gold Pool 6% 5/1/2053  | 3118054 | 3198195 |
| Freddie Mac Gold Pool 6% 5/1/2054  | 23720305 | 24633888 |
| Freddie Mac Gold Pool 6% 5/1/2055  | 1176174 | 1201994 |
| Freddie Mac Gold Pool 6% 6/1/2053  | 14483727 | 14855992 |
| Freddie Mac Gold Pool 6% 6/1/2054  | 806592 | 825760 |
| Freddie Mac Gold Pool 6% 7/1/2053  | 156456 | 160233 |
| Freddie Mac Gold Pool 6% 7/1/2055  | 1383697 | 1414289 |
| Freddie Mac Gold Pool 6% 8/1/2037  | 5425 | 5724 |
| Freddie Mac Gold Pool 6% 8/1/2053  | 4027864 | 4125096 |
| Freddie Mac Gold Pool 6% 8/1/2055  | 1999801 | 2043702 |
| Freddie Mac Gold Pool 6% 9/1/2027  | 10216 | 10331 |
| Freddie Mac Gold Pool 6.5% 1/1/2053  | 4531263 | 4716521 |
| Freddie Mac Gold Pool 6.5% 1/1/2053  | 81218 | 84881 |
| Freddie Mac Gold Pool 6.5% 1/1/2053  | 33100 | 34604 |
| Freddie Mac Gold Pool 6.5% 1/1/2054  | 1204620 | 1249635 |
| Freddie Mac Gold Pool 6.5% 10/1/2037  | 2393 | 2558 |
| Freddie Mac Gold Pool 6.5% 11/1/2036  | 1202 | 1283 |
| Freddie Mac Gold Pool 6.5% 11/1/2052  | 9190 | 9554 |
| Freddie Mac Gold Pool 6.5% 11/1/2053  | 189012 | 196105 |
| Freddie Mac Gold Pool 6.5% 12/1/2037  | 2029 | 2172 |
| Freddie Mac Gold Pool 6.5% 12/1/2052  | 209114 | 217664 |
| Freddie Mac Gold Pool 6.5% 12/1/2053  | 18495580 | 19198300 |
| Freddie Mac Gold Pool 6.5% 12/1/2053  | 6770118 | 7092926 |
| Freddie Mac Gold Pool 6.5% 2/1/2053  | 3785554 | 3940325 |
| Freddie Mac Gold Pool 6.5% 2/1/2053  | 546651 | 567164 |
| Freddie Mac Gold Pool 6.5% 2/1/2054  | 10628235 | 11117567 |
| Freddie Mac Gold Pool 6.5% 5/1/2055  | 42518649 | 44054376 |
| Freddie Mac Gold Pool 6.5% 6/1/2054  | 10753710 | 11320230 |
| Freddie Mac Gold Pool 6.5% 6/1/2054  | 5343474 | 5636664 |
| Freddie Mac Gold Pool 6.5% 8/1/2053  | 4041734 | 4195296 |
| Freddie Mac Gold Pool 6.5% 9/1/2033  | 1045 | 1083 |
| Freddie Mac Gold Pool 6.5% 9/1/2037  | 1403 | 1487 |
| Freddie Mac Gold Pool 6.5% 9/1/2053  | 488490 | 507049 |
| Freddie Mac Gold Pool 6.5% 9/1/2054  | 6349612 | 6699993 |
| Freddie Mac Gold Pool 7% 1/1/2054  | 2026082 | 2140127 |
| Freddie Mac Manufactured Housing participation certificates 6% 1/1/2055  | 3232763 | 3303730 |
| Freddie Mac Manufactured Housing participation certificates 6% 4/1/2055  | 22557276 | 23293893 |
| Freddie Mac Multiclass Mortgage participation certificates 2.5% 2/1/2032  | 5514 | 5329 |
| Freddie Mac Multifamily Structured pass-thru certificates 4.5% 9/1/2054  | 730276 | 702573 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.887%, 6.618% 9/1/2037 (b)(c) | 9123 | 9436 |
| Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 1.699%, 6.022% 3/1/2036 (b)(c) | 183906 | 186153 |
| Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.233%, 6.524% 12/1/2035 (b)(c) | 76832 | 78433 |
| Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.25%, 6.432% 3/1/2035 (b)(c) | 40865 | 41733 |
| Freddie Mac Non Gold Pool 4% 10/1/2040  | 44087 | 42888 |
| Freddie Mac Non Gold Pool 4% 10/1/2040  | 437 | 429 |
| Freddie Mac Non Gold Pool 4% 9/1/2040  | 81647 | 79518 |
| Freddie Mac Non Gold Pool 4% 9/1/2040  | 26678 | 26027 |
| Freddie Mac Non Gold Pool 4% 9/1/2040  | 2074 | 2024 |
| Freddie Mac Non Gold Pool 4% 9/1/2040  | 1733 | 1691 |
| Freddie Mac Non Gold Pool 4.5% 1/1/2055  | 762415 | 734148 |
| Freddie Mac Non Gold Pool 4.5% 3/1/2055  | 1040401 | 1002153 |
| Freddie Mac Non Gold Pool 4.5% 9/1/2040  | 154802 | 154735 |
| Freddie Mac Non Gold Pool 5% 7/1/2055  | 99999 | 98665 |
| Freddie Mac Non Gold Pool 5% 9/1/2040  | 25965 | 26406 |
| Freddie Mac Non Gold Pool 5.5% 1/1/2054  | 2428786 | 2446822 |
| Freddie Mac Non Gold Pool 5.5% 3/1/2054  | 474550 | 478341 |
| Freddie Mac Non Gold Pool 5.5% 4/1/2054  | 6282113 | 6340151 |
| Freddie Mac Non Gold Pool 5.5% 8/1/2053  | 35532 | 36005 |
| Freddie Mac Non Gold Pool 6% 1/1/2055  | 807328 | 825050 |
| Freddie Mac Non Gold Pool 6% 10/1/2054  | 1710376 | 1748457 |
| Freddie Mac Non Gold Pool 6% 12/1/2054  | 2947194 | 3011892 |
| Freddie Mac Non Gold Pool 6% 2/1/2055  | 3278809 | 3350787 |
| Freddie Mac Non Gold Pool 6% 2/1/2055  | 924455 | 945038 |
| Freddie Mac Non Gold Pool 6% 4/1/2055  | 1187294 | 1213357 |
| Freddie Mac Non Gold Pool 6% 6/1/2055  | 2412147 | 2465476 |
| Freddie Mac Non Gold Pool 6% 7/1/2055  | 2434359 | 2487799 |
| Ginnie Mae I Pool 2.5% 7/20/2052  | 620052 | 528623 |
| Ginnie Mae I Pool 2.5% 8/20/2052  | 179938 | 153575 |
| Ginnie Mae I Pool 2.5% 9/20/2052  | 519429 | 443893 |
| Ginnie Mae I Pool 3% 1/15/2043  | 39475 | 35896 |
| Ginnie Mae I Pool 3% 1/15/2045  | 14166 | 12760 |
| Ginnie Mae I Pool 3% 1/15/2045  | 14012 | 12625 |
| Ginnie Mae I Pool 3% 1/15/2045  | 12531 | 11322 |
| Ginnie Mae I Pool 3% 1/15/2045  | 9003 | 8100 |
| Ginnie Mae I Pool 3% 1/15/2045  | 3937 | 3541 |
| Ginnie Mae I Pool 3% 10/20/2042  | 463570 | 424826 |
| Ginnie Mae I Pool 3% 10/20/2052  | 12465428 | 11071847 |
| Ginnie Mae I Pool 3% 11/15/2042  | 11009 | 10036 |
| Ginnie Mae I Pool 3% 11/20/2052  | 837673 | 746643 |
| Ginnie Mae I Pool 3% 2/15/2045  | 51617 | 46509 |
| Ginnie Mae I Pool 3% 2/15/2045  | 23697 | 21344 |
| Ginnie Mae I Pool 3% 2/15/2045  | 9641 | 8677 |
| Ginnie Mae I Pool 3% 2/20/2046  | 38944 | 34992 |
| Ginnie Mae I Pool 3% 3/15/2045  | 100172 | 90120 |
| Ginnie Mae I Pool 3% 3/15/2045  | 63098 | 56702 |
| Ginnie Mae I Pool 3% 3/15/2045  | 58152 | 52520 |
| Ginnie Mae I Pool 3% 3/15/2045  | 48778 | 43900 |
| Ginnie Mae I Pool 3% 3/15/2045  | 44602 | 40330 |
| Ginnie Mae I Pool 3% 3/15/2045  | 29883 | 26905 |
| Ginnie Mae I Pool 3% 3/15/2045  | 19066 | 17140 |
| Ginnie Mae I Pool 3% 3/15/2045  | 16941 | 15276 |
| Ginnie Mae I Pool 3% 3/15/2045  | 16584 | 15008 |
| Ginnie Mae I Pool 3% 3/15/2045  | 11532 | 10543 |
| Ginnie Mae I Pool 3% 3/15/2045  | 7758 | 6964 |
| Ginnie Mae I Pool 3% 3/15/2045  | 6490 | 5884 |
| Ginnie Mae I Pool 3% 3/15/2045  | 3919 | 3525 |
| Ginnie Mae I Pool 3% 4/15/2042  | 23990 | 21924 |
| Ginnie Mae I Pool 3% 5/15/2042  | 14133 | 12971 |
| Ginnie Mae I Pool 3% 5/15/2045  | 32655 | 29400 |
| Ginnie Mae I Pool 3% 6/15/2042  | 14988 | 13697 |
| Ginnie Mae I Pool 3% 6/15/2043  | 331153 | 300634 |
| Ginnie Mae I Pool 3% 6/15/2043  | 60318 | 54540 |
| Ginnie Mae I Pool 3% 6/15/2043  | 52932 | 48192 |
| Ginnie Mae I Pool 3% 6/15/2045  | 32993 | 29928 |
| Ginnie Mae I Pool 3% 6/15/2045  | 5564 | 4996 |
| Ginnie Mae I Pool 3% 6/15/2045  | 3464 | 3113 |
| Ginnie Mae I Pool 3% 6/20/2053  | 202478 | 180933 |
| Ginnie Mae I Pool 3% 7/15/2042  | 14998 | 13819 |
| Ginnie Mae I Pool 3% 7/15/2043  | 88740 | 80627 |
| Ginnie Mae I Pool 3% 7/15/2045  | 62909 | 56365 |
| Ginnie Mae I Pool 3% 7/15/2045  | 38905 | 34858 |
| Ginnie Mae I Pool 3% 7/15/2045  | 36517 | 32803 |
| Ginnie Mae I Pool 3% 7/15/2045  | 16240 | 14561 |
| Ginnie Mae I Pool 3% 7/15/2045  | 15577 | 14068 |
| Ginnie Mae I Pool 3% 7/15/2045  | 14723 | 13205 |
| Ginnie Mae I Pool 3% 7/15/2045  | 14034 | 12574 |
| Ginnie Mae I Pool 3% 7/15/2045  | 13817 | 12474 |
| Ginnie Mae I Pool 3% 7/15/2045  | 13429 | 12045 |
| Ginnie Mae I Pool 3% 7/15/2045  | 10640 | 9591 |
| Ginnie Mae I Pool 3% 7/15/2045  | 4000 | 3584 |
| Ginnie Mae I Pool 3% 7/20/2052  | 696968 | 618342 |
| Ginnie Mae I Pool 3% 9/20/2052  | 24261 | 21596 |
| Ginnie Mae I Pool 3.5% 1/15/2041  | 13125 | 12374 |
| Ginnie Mae I Pool 3.5% 1/15/2041  | 10223 | 9687 |
| Ginnie Mae I Pool 3.5% 1/15/2042  | 32089 | 30073 |
| Ginnie Mae I Pool 3.5% 1/15/2042  | 12100 | 11337 |
| Ginnie Mae I Pool 3.5% 1/20/2053  | 1056368 | 963229 |
| Ginnie Mae I Pool 3.5% 10/15/2042  | 10244 | 9608 |
| Ginnie Mae I Pool 3.5% 10/15/2042  | 3346 | 3142 |
| Ginnie Mae I Pool 3.5% 10/20/2052  | 9283170 | 8472656 |
| Ginnie Mae I Pool 3.5% 11/15/2040  | 8142 | 7683 |
| Ginnie Mae I Pool 3.5% 11/15/2041  | 93797 | 88148 |
| Ginnie Mae I Pool 3.5% 11/15/2041  | 22798 | 21524 |
| Ginnie Mae I Pool 3.5% 11/15/2041  | 20749 | 19647 |
| Ginnie Mae I Pool 3.5% 11/15/2042  | 8097 | 7564 |
| Ginnie Mae I Pool 3.5% 11/20/2052  | 3142267 | 2867915 |
| Ginnie Mae I Pool 3.5% 12/15/2040  | 13764 | 12991 |
| Ginnie Mae I Pool 3.5% 12/15/2041  | 21076 | 19846 |
| Ginnie Mae I Pool 3.5% 12/15/2041  | 2596 | 2443 |
| Ginnie Mae I Pool 3.5% 12/15/2042  | 7156 | 6713 |
| Ginnie Mae I Pool 3.5% 12/15/2043  | 1983 | 1848 |
| Ginnie Mae I Pool 3.5% 12/20/2052  | 3977824 | 3628033 |
| Ginnie Mae I Pool 3.5% 2/15/2042  | 71549 | 67221 |
| Ginnie Mae I Pool 3.5% 2/15/2042  | 61005 | 57315 |
| Ginnie Mae I Pool 3.5% 2/15/2042  | 16435 | 15402 |
| Ginnie Mae I Pool 3.5% 2/15/2043  | 45680 | 42787 |
| Ginnie Mae I Pool 3.5% 2/15/2043  | 27705 | 25881 |
| Ginnie Mae I Pool 3.5% 3/15/2042  | 23327 | 21985 |
| Ginnie Mae I Pool 3.5% 3/15/2042  | 9215 | 8665 |
| Ginnie Mae I Pool 3.5% 4/15/2042  | 20081 | 18877 |
| Ginnie Mae I Pool 3.5% 4/15/2042  | 3604 | 3373 |
| Ginnie Mae I Pool 3.5% 5/15/2042  | 51492 | 48377 |
| Ginnie Mae I Pool 3.5% 5/15/2042  | 25584 | 24070 |
| Ginnie Mae I Pool 3.5% 5/15/2042  | 14615 | 13746 |
| Ginnie Mae I Pool 3.5% 5/15/2042  | 11736 | 11032 |
| Ginnie Mae I Pool 3.5% 5/15/2042  | 2027 | 1906 |
| Ginnie Mae I Pool 3.5% 5/15/2043  | 71410 | 67034 |
| Ginnie Mae I Pool 3.5% 5/15/2043  | 49731 | 46469 |
| Ginnie Mae I Pool 3.5% 5/15/2043  | 24740 | 23142 |
| Ginnie Mae I Pool 3.5% 5/15/2043  | 16415 | 15359 |
| Ginnie Mae I Pool 3.5% 6/15/2042  | 78188 | 73541 |
| Ginnie Mae I Pool 3.5% 6/15/2042  | 10903 | 10205 |
| Ginnie Mae I Pool 3.5% 6/15/2042  | 7253 | 6788 |
| Ginnie Mae I Pool 3.5% 6/15/2043  | 82297 | 76960 |
| Ginnie Mae I Pool 3.5% 6/15/2043  | 24866 | 23323 |
| Ginnie Mae I Pool 3.5% 6/20/2042  | 410418 | 384448 |
| Ginnie Mae I Pool 3.5% 6/20/2053  | 45500 | 41708 |
| Ginnie Mae I Pool 3.5% 7/15/2042  | 168173 | 157867 |
| Ginnie Mae I Pool 3.5% 7/15/2042  | 7752 | 7289 |
| Ginnie Mae I Pool 3.5% 7/15/2042  | 5873 | 5494 |
| Ginnie Mae I Pool 3.5% 7/15/2042  | 5825 | 5454 |
| Ginnie Mae I Pool 3.5% 7/15/2042  | 3906 | 3654 |
| Ginnie Mae I Pool 3.5% 7/20/2052  | 1464909 | 1337008 |
| Ginnie Mae I Pool 3.5% 8/15/2042  | 544076 | 510453 |
| Ginnie Mae I Pool 3.5% 8/15/2042  | 7387 | 6927 |
| Ginnie Mae I Pool 3.5% 8/15/2042  | 6088 | 5720 |
| Ginnie Mae I Pool 3.5% 8/15/2042  | 1379 | 1294 |
| Ginnie Mae I Pool 3.5% 8/15/2043  | 3801 | 3545 |
| Ginnie Mae I Pool 3.5% 8/20/2052  | 1962200 | 1790880 |
| Ginnie Mae I Pool 3.5% 9/15/2041  | 21012 | 19820 |
| Ginnie Mae I Pool 3.5% 9/15/2043  | 5017 | 4754 |
| Ginnie Mae I Pool 3.5% 9/20/2052  | 353844 | 322950 |
| Ginnie Mae I Pool 4% 1/15/2040  | 3305 | 3214 |
| Ginnie Mae I Pool 4% 1/15/2041  | 190920 | 185203 |
| Ginnie Mae I Pool 4% 1/15/2041  | 94845 | 92020 |
| Ginnie Mae I Pool 4% 1/15/2041  | 4997 | 4848 |
| Ginnie Mae I Pool 4% 1/15/2041  | 4191 | 4064 |
| Ginnie Mae I Pool 4% 10/15/2040  | 128491 | 124748 |
| Ginnie Mae I Pool 4% 10/15/2041  | 99957 | 96894 |
| Ginnie Mae I Pool 4% 10/15/2041  | 54938 | 53274 |
| Ginnie Mae I Pool 4% 10/15/2041  | 25553 | 24812 |
| Ginnie Mae I Pool 4% 10/15/2041  | 17294 | 16752 |
| Ginnie Mae I Pool 4% 10/15/2041  | 10393 | 10079 |
| Ginnie Mae I Pool 4% 10/15/2041  | 8147 | 7908 |
| Ginnie Mae I Pool 4% 10/15/2041  | 4765 | 4620 |
| Ginnie Mae I Pool 4% 10/20/2052  | 16628749 | 15644039 |
| Ginnie Mae I Pool 4% 11/15/2040  | 46518 | 45126 |
| Ginnie Mae I Pool 4% 11/15/2040  | 4672 | 4531 |
| Ginnie Mae I Pool 4% 11/15/2041  | 5936 | 5748 |
| Ginnie Mae I Pool 4% 11/15/2044  | 7892 | 7595 |
| Ginnie Mae I Pool 4% 11/20/2052  | 7092827 | 6672808 |
| Ginnie Mae I Pool 4% 12/15/2040  | 10722 | 10404 |
| Ginnie Mae I Pool 4% 12/15/2040  | 6453 | 6272 |
| Ginnie Mae I Pool 4% 12/15/2041  | 62336 | 60361 |
| Ginnie Mae I Pool 4% 12/15/2041  | 35112 | 34000 |
| Ginnie Mae I Pool 4% 12/15/2041  | 6571 | 6357 |
| Ginnie Mae I Pool 4% 12/15/2041  | 6218 | 6043 |
| Ginnie Mae I Pool 4% 12/15/2041  | 6067 | 5890 |
| Ginnie Mae I Pool 4% 12/20/2052  | 101499 | 95520 |
| Ginnie Mae I Pool 4% 2/15/2041  | 33457 | 32483 |
| Ginnie Mae I Pool 4% 2/15/2041  | 23680 | 22926 |
| Ginnie Mae I Pool 4% 2/15/2041  | 3307 | 3207 |
| Ginnie Mae I Pool 4% 3/15/2040  | 12059 | 11729 |
| Ginnie Mae I Pool 4% 3/15/2041  | 38828 | 37697 |
| Ginnie Mae I Pool 4% 3/15/2041  | 8420 | 8172 |
| Ginnie Mae I Pool 4% 3/15/2044  | 12703 | 12301 |
| Ginnie Mae I Pool 4% 3/20/2047  | 1600545 | 1527647 |
| Ginnie Mae I Pool 4% 3/20/2053  | 777118 | 732678 |
| Ginnie Mae I Pool 4% 4/15/2040  | 51024 | 49544 |
| Ginnie Mae I Pool 4% 4/15/2040  | 38207 | 37079 |
| Ginnie Mae I Pool 4% 4/15/2041  | 4955 | 4808 |
| Ginnie Mae I Pool 4% 4/15/2041  | 4538 | 4392 |
| Ginnie Mae I Pool 4% 4/15/2045  | 32914 | 31699 |
| Ginnie Mae I Pool 4% 5/15/2040  | 65666 | 63710 |
| Ginnie Mae I Pool 4% 5/15/2041  | 3853 | 3740 |
| Ginnie Mae I Pool 4% 5/15/2044  | 3016 | 2919 |
| Ginnie Mae I Pool 4% 6/15/2039  | 145585 | 141581 |
| Ginnie Mae I Pool 4% 6/15/2039  | 6795 | 6603 |
| Ginnie Mae I Pool 4% 6/15/2045  | 266088 | 256143 |
| Ginnie Mae I Pool 4% 6/20/2053  | 6064112 | 5713539 |
| Ginnie Mae I Pool 4% 7/15/2041  | 114217 | 110483 |
| Ginnie Mae I Pool 4% 7/15/2041  | 7912 | 7667 |
| Ginnie Mae I Pool 4% 8/15/2039  | 10433 | 10129 |
| Ginnie Mae I Pool 4% 8/15/2040  | 1137 | 1104 |
| Ginnie Mae I Pool 4% 8/15/2041  | 11364 | 11018 |
| Ginnie Mae I Pool 4% 8/15/2041  | 3445 | 3352 |
| Ginnie Mae I Pool 4% 8/20/2052  | 5181028 | 4882316 |
| Ginnie Mae I Pool 4% 9/15/2025  | 26 | 26 |
| Ginnie Mae I Pool 4% 9/15/2041  | 11100 | 10761 |
| Ginnie Mae I Pool 4% 9/15/2041  | 9759 | 9474 |
| Ginnie Mae I Pool 4% 9/15/2041  | 8020 | 7777 |
| Ginnie Mae I Pool 4% 9/15/2041  | 2453 | 2375 |
| Ginnie Mae I Pool 4% 9/15/2041  | 2401 | 2326 |
| Ginnie Mae I Pool 4% 9/15/2041  | 1173 | 1141 |
| Ginnie Mae I Pool 4% 9/15/2044  | 1578 | 1526 |
| Ginnie Mae I Pool 4% 9/20/2052  | 5217460 | 4910126 |
| Ginnie Mae I Pool 4.5% 10/15/2040  | 4870 | 4852 |
| Ginnie Mae I Pool 4.5% 10/15/2041  | 7758 | 7713 |
| Ginnie Mae I Pool 4.5% 10/20/2052  | 5321811 | 5170950 |
| Ginnie Mae I Pool 4.5% 10/20/2054  | 68960 | 66536 |
| Ginnie Mae I Pool 4.5% 11/20/2052  | 13878427 | 13485005 |
| Ginnie Mae I Pool 4.5% 2/15/2039  | 19707 | 19652 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 3141 | 3131 |
| Ginnie Mae I Pool 4.5% 2/20/2053  | 7684487 | 7463647 |
| Ginnie Mae I Pool 4.5% 3/15/2040  | 33655 | 33494 |
| Ginnie Mae I Pool 4.5% 3/15/2041  | 157165 | 156611 |
| Ginnie Mae I Pool 4.5% 3/15/2041  | 22859 | 22758 |
| Ginnie Mae I Pool 4.5% 3/15/2041  | 3717 | 3702 |
| Ginnie Mae I Pool 4.5% 4/15/2041  | 2369 | 2359 |
| Ginnie Mae I Pool 4.5% 5/15/2040  | 59922 | 59633 |
| Ginnie Mae I Pool 4.5% 5/15/2041  | 2691 | 2684 |
| Ginnie Mae I Pool 4.5% 5/15/2041  | 377 | 376 |
| Ginnie Mae I Pool 4.5% 5/20/2053  | 4070295 | 3952049 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 104565 | 104196 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 43367 | 43219 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 14392 | 14348 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 6008 | 5985 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 4504 | 4487 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 2385 | 2376 |
| Ginnie Mae I Pool 4.5% 6/15/2041  | 3261 | 3248 |
| Ginnie Mae I Pool 4.5% 6/15/2041  | 3072 | 3060 |
| Ginnie Mae I Pool 4.5% 6/15/2041  | 1350 | 1342 |
| Ginnie Mae I Pool 4.5% 7/15/2039  | 2078 | 2070 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 18794 | 18729 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 17306 | 17246 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 16110 | 16052 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 13740 | 13689 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 3820 | 3807 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 1970 | 1963 |
| Ginnie Mae I Pool 4.5% 7/15/2041  | 3922 | 3899 |
| Ginnie Mae I Pool 4.5% 7/20/2041  | 703605 | 699763 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 8097 | 8078 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 3381 | 3369 |
| Ginnie Mae I Pool 4.5% 8/20/2052  | 78283 | 76113 |
| Ginnie Mae I Pool 4.5% 9/15/2040  | 7548 | 7518 |
| Ginnie Mae I Pool 4.5% 9/15/2040  | 7259 | 7232 |
| Ginnie Mae I Pool 4.5% 9/15/2041  | 2622 | 2612 |
| Ginnie Mae I Pool 4.5% 9/20/2052  | 10262717 | 9974999 |
| Ginnie Mae I Pool 4.5% 9/20/2054  | 96925 | 93398 |
| Ginnie Mae I Pool 5% 1/20/2053  | 3173167 | 3156276 |
| Ginnie Mae I Pool 5% 10/20/2052  | 3491705 | 3473118 |
| Ginnie Mae I Pool 5% 11/15/2039  | 54663 | 55539 |
| Ginnie Mae I Pool 5% 11/20/2049  | 415879 | 418733 |
| Ginnie Mae I Pool 5% 11/20/2052  | 15684690 | 15601200 |
| Ginnie Mae I Pool 5% 12/20/2052  | 8818891 | 8771947 |
| Ginnie Mae I Pool 5% 2/20/2041  | 15495 | 15755 |
| Ginnie Mae I Pool 5% 3/15/2044  | 84216 | 85540 |
| Ginnie Mae I Pool 5% 3/20/2053  | 3188318 | 3170350 |
| Ginnie Mae I Pool 5% 4/15/2039  | 61356 | 62311 |
| Ginnie Mae I Pool 5% 4/15/2039  | 15985 | 16231 |
| Ginnie Mae I Pool 5% 4/15/2040  | 24861 | 25257 |
| Ginnie Mae I Pool 5% 5/15/2039  | 70277 | 71395 |
| Ginnie Mae I Pool 5% 5/15/2039  | 28655 | 29109 |
| Ginnie Mae I Pool 5% 5/15/2040  | 31732 | 32234 |
| Ginnie Mae I Pool 5% 5/15/2040  | 13442 | 13653 |
| Ginnie Mae I Pool 5% 5/20/2053  | 2335219 | 2322059 |
| Ginnie Mae I Pool 5% 6/15/2040  | 39528 | 40154 |
| Ginnie Mae I Pool 5% 6/20/2040  | 1520 | 1546 |
| Ginnie Mae I Pool 5% 6/20/2053  | 5805462 | 5772745 |
| Ginnie Mae I Pool 5% 7/15/2040  | 150404 | 152783 |
| Ginnie Mae I Pool 5% 7/15/2040  | 144292 | 146619 |
| Ginnie Mae I Pool 5% 7/15/2040  | 112534 | 114315 |
| Ginnie Mae I Pool 5% 7/15/2040  | 86451 | 87820 |
| Ginnie Mae I Pool 5% 7/15/2040  | 85654 | 87010 |
| Ginnie Mae I Pool 5% 7/15/2040  | 77128 | 78363 |
| Ginnie Mae I Pool 5% 7/15/2040  | 72418 | 73553 |
| Ginnie Mae I Pool 5% 7/15/2040  | 33801 | 34347 |
| Ginnie Mae I Pool 5% 7/15/2040  | 25697 | 26110 |
| Ginnie Mae I Pool 5% 7/20/2041  | 12312 | 12518 |
| Ginnie Mae I Pool 5% 7/20/2052  | 382665 | 380628 |
| Ginnie Mae I Pool 5% 8/15/2039  | 79105 | 80345 |
| Ginnie Mae I Pool 5% 8/15/2039  | 50407 | 51198 |
| Ginnie Mae I Pool 5% 8/15/2039  | 33007 | 33529 |
| Ginnie Mae I Pool 5% 8/15/2039  | 8720 | 8856 |
| Ginnie Mae I Pool 5% 9/15/2039  | 112263 | 114013 |
| Ginnie Mae I Pool 5% 9/15/2039  | 98943 | 100476 |
| Ginnie Mae I Pool 5% 9/15/2039  | 40293 | 40935 |
| Ginnie Mae I Pool 5% 9/15/2039  | 39860 | 40497 |
| Ginnie Mae I Pool 5% 9/15/2041  | 435757 | 442599 |
| Ginnie Mae I Pool 5% 9/20/2052  | 1154712 | 1148566 |
| Ginnie Mae I Pool 5.5% 1/15/2038  | 5938 | 6105 |
| Ginnie Mae I Pool 5.5% 1/20/2053  | 3196950 | 3237892 |
| Ginnie Mae I Pool 5.5% 10/15/2035  | 75375 | 77275 |
| Ginnie Mae I Pool 5.5% 10/15/2038  | 2526 | 2600 |
| Ginnie Mae I Pool 5.5% 10/20/2052  | 888514 | 900448 |
| Ginnie Mae I Pool 5.5% 10/20/2054  | 5279821 | 5321038 |
| Ginnie Mae I Pool 5.5% 11/15/2038  | 25548 | 26291 |
| Ginnie Mae I Pool 5.5% 11/15/2038  | 10696 | 11005 |
| Ginnie Mae I Pool 5.5% 11/15/2038  | 1409 | 1450 |
| Ginnie Mae I Pool 5.5% 11/20/2052  | 4539842 | 4600820 |
| Ginnie Mae I Pool 5.5% 12/15/2038  | 65984 | 67831 |
| Ginnie Mae I Pool 5.5% 12/20/2041  | 26075 | 27019 |
| Ginnie Mae I Pool 5.5% 12/20/2052  | 9815769 | 9941476 |
| Ginnie Mae I Pool 5.5% 2/15/2038  | 5620 | 5783 |
| Ginnie Mae I Pool 5.5% 2/15/2039  | 48129 | 49558 |
| Ginnie Mae I Pool 5.5% 2/15/2039  | 11752 | 12105 |
| Ginnie Mae I Pool 5.5% 2/20/2053  | 147556 | 149399 |
| Ginnie Mae I Pool 5.5% 3/15/2039  | 134522 | 138403 |
| Ginnie Mae I Pool 5.5% 3/15/2039  | 34774 | 35785 |
| Ginnie Mae I Pool 5.5% 3/15/2040  | 831 | 854 |
| Ginnie Mae I Pool 5.5% 3/20/2053  | 1476748 | 1495198 |
| Ginnie Mae I Pool 5.5% 4/15/2039  | 45843 | 47210 |
| Ginnie Mae I Pool 5.5% 4/15/2041  | 5389 | 5543 |
| Ginnie Mae I Pool 5.5% 4/20/2053  | 7254722 | 7345363 |
| Ginnie Mae I Pool 5.5% 5/15/2039  | 62546 | 64403 |
| Ginnie Mae I Pool 5.5% 5/15/2039  | 25960 | 26739 |
| Ginnie Mae I Pool 5.5% 5/20/2045  | 70233 | 72712 |
| Ginnie Mae I Pool 5.5% 5/20/2053  | 205393 | 208023 |
| Ginnie Mae I Pool 5.5% 6/15/2038  | 8254 | 8493 |
| Ginnie Mae I Pool 5.5% 6/15/2038  | 1261 | 1298 |
| Ginnie Mae I Pool 5.5% 6/20/2053  | 3145836 | 3185140 |
| Ginnie Mae I Pool 5.5% 8/15/2039  | 22142 | 22805 |
| Ginnie Mae I Pool 5.5% 9/15/2034  | 2131 | 2181 |
| Ginnie Mae I Pool 5.5% 9/15/2038  | 4055 | 4171 |
| Ginnie Mae I Pool 5.5% 9/15/2039  | 97969 | 100910 |
| Ginnie Mae I Pool 5.5% 9/20/2052  | 4937463 | 5003781 |
| Ginnie Mae I Pool 5.5% 9/20/2054  | 2095985 | 2113002 |
| Ginnie Mae I Pool 6% 1/15/2038  | 13923 | 14506 |
| Ginnie Mae I Pool 6% 1/15/2038  | 3214 | 3355 |
| Ginnie Mae I Pool 6% 1/20/2053  | 5266113 | 5412887 |
| Ginnie Mae I Pool 6% 10/15/2039  | 5935 | 6216 |
| Ginnie Mae I Pool 6% 11/15/2034  | 52353 | 54134 |
| Ginnie Mae I Pool 6% 11/15/2039  | 17085 | 17907 |
| Ginnie Mae I Pool 6% 11/15/2039  | 16253 | 16983 |
| Ginnie Mae I Pool 6% 11/15/2039  | 9842 | 10313 |
| Ginnie Mae I Pool 6% 11/15/2039  | 6458 | 6761 |
| Ginnie Mae I Pool 6% 11/15/2039  | 3047 | 3184 |
| Ginnie Mae I Pool 6% 11/15/2039  | 2620 | 2722 |
| Ginnie Mae I Pool 6% 11/15/2039  | 2526 | 2641 |
| Ginnie Mae I Pool 6% 11/15/2039  | 1620 | 1694 |
| Ginnie Mae I Pool 6% 11/15/2039  | 1169 | 1224 |
| Ginnie Mae I Pool 6% 12/15/2040  | 15011 | 15677 |
| Ginnie Mae I Pool 6% 12/20/2052  | 8187511 | 8420825 |
| Ginnie Mae I Pool 6% 3/20/2053  | 303426 | 311764 |
| Ginnie Mae I Pool 6% 6/15/2036  | 102796 | 106795 |
| Ginnie Mae I Pool 6% 8/15/2037  | 3321 | 3469 |
| Ginnie Mae I Pool 6.5% 1/15/2039  | 44322 | 46620 |
| Ginnie Mae I Pool 6.5% 1/15/2039  | 1413 | 1489 |
| Ginnie Mae I Pool 6.5% 10/15/2038  | 84 | 89 |
| Ginnie Mae I Pool 6.5% 11/15/2038  | 1353 | 1423 |
| Ginnie Mae I Pool 6.5% 12/20/2052  | 2740048 | 2830848 |
| Ginnie Mae I Pool 6.5% 2/15/2038  | 9702 | 10173 |
| Ginnie Mae II Pool 1.5% 10/20/2050  | 170862 | 134238 |
| Ginnie Mae II Pool 1.5% 12/20/2051  | 798666 | 626975 |
| Ginnie Mae II Pool 1.5% 2/20/2051  | 138314 | 108581 |
| Ginnie Mae II Pool 1.5% 4/20/2051  | 315634 | 247781 |
| Ginnie Mae II Pool 1.5% 5/20/2051  | 1401411 | 1100146 |
| Ginnie Mae II Pool 1.5% 6/20/2045  | 65994 | 54062 |
| Ginnie Mae II Pool 1.5% 6/20/2051  | 327658 | 257221 |
| Ginnie Mae II Pool 1.5% 8/20/2051  | 72846 | 57186 |
| Ginnie Mae II Pool 2% 1/20/2051  | 24411892 | 19996520 |
| Ginnie Mae II Pool 2% 1/20/2052  | 1999800 | 1637785 |
| Ginnie Mae II Pool 2% 1/20/2054  | 522997 | 427912 |
| Ginnie Mae II Pool 2% 10/20/2050  | 314589 | 257640 |
| Ginnie Mae II Pool 2% 11/20/2051  | 31877161 | 26126493 |
| Ginnie Mae II Pool 2% 12/20/2050  | 61440219 | 50313144 |
| Ginnie Mae II Pool 2% 12/20/2051  | 4707031 | 3854937 |
| Ginnie Mae II Pool 2% 2/20/2051  | 6726766 | 5510098 |
| Ginnie Mae II Pool 2% 3/20/2051  | 29306102 | 24005516 |
| Ginnie Mae II Pool 2% 3/20/2052  | 2219027 | 1818019 |
| Ginnie Mae II Pool 2% 4/20/2051  | 40050949 | 32806946 |
| Ginnie Mae II Pool 2% 4/20/2052  | 5524450 | 4526107 |
| Ginnie Mae II Pool 2% 5/20/2052  | 4999502 | 4096025 |
| Ginnie Mae II Pool 2% 7/20/2051  | 81540709 | 66766984 |
| Ginnie Mae II Pool 2% 8/20/2051  | 2466093 | 2019280 |
| Ginnie Mae II Pool 2% 9/20/2050  | 3924186 | 3215646 |
| Ginnie Mae II Pool 2% 9/20/2051  | 5378906 | 4406866 |
| Ginnie Mae II Pool 2.5% 1/20/2045  | 11253 | 9927 |
| Ginnie Mae II Pool 2.5% 1/20/2047  | 184271 | 160564 |
| Ginnie Mae II Pool 2.5% 1/20/2048  | 23577 | 20421 |
| Ginnie Mae II Pool 2.5% 1/20/2051  | 17611252 | 15017162 |
| Ginnie Mae II Pool 2.5% 1/20/2052  | 9161980 | 7806719 |
| Ginnie Mae II Pool 2.5% 10/20/2042  | 12392 | 11078 |
| Ginnie Mae II Pool 2.5% 10/20/2043  | 39326 | 35037 |
| Ginnie Mae II Pool 2.5% 10/20/2047  | 51579 | 44675 |
| Ginnie Mae II Pool 2.5% 10/20/2050  | 18278067 | 15602893 |
| Ginnie Mae II Pool 2.5% 10/20/2051  | 2878591 | 2452783 |
| Ginnie Mae II Pool 2.5% 10/20/2053  | 3223352 | 2749820 |
| Ginnie Mae II Pool 2.5% 11/20/2046  | 121792 | 106256 |
| Ginnie Mae II Pool 2.5% 11/20/2050  | 8974145 | 7660691 |
| Ginnie Mae II Pool 2.5% 11/20/2051  | 12668175 | 10794269 |
| Ginnie Mae II Pool 2.5% 12/20/2042  | 5138 | 4597 |
| Ginnie Mae II Pool 2.5% 12/20/2045  | 6776 | 5926 |
| Ginnie Mae II Pool 2.5% 12/20/2046  | 87567 | 76339 |
| Ginnie Mae II Pool 2.5% 12/20/2047  | 53213 | 46090 |
| Ginnie Mae II Pool 2.5% 12/20/2049  | 31950 | 27344 |
| Ginnie Mae II Pool 2.5% 12/20/2050  | 20139346 | 17176021 |
| Ginnie Mae II Pool 2.5% 12/20/2051  | 6495343 | 5534537 |
| Ginnie Mae II Pool 2.5% 12/20/2053  | 952976 | 813349 |
| Ginnie Mae II Pool 2.5% 2/20/2044  | 10659 | 9421 |
| Ginnie Mae II Pool 2.5% 2/20/2047  | 97337 | 84805 |
| Ginnie Mae II Pool 2.5% 2/20/2050  | 1222909 | 1046599 |
| Ginnie Mae II Pool 2.5% 2/20/2052  | 6555523 | 5586839 |
| Ginnie Mae II Pool 2.5% 3/20/2045  | 7853 | 6911 |
| Ginnie Mae II Pool 2.5% 3/20/2046  | 14792 | 13048 |
| Ginnie Mae II Pool 2.5% 3/20/2047  | 8570 | 7473 |
| Ginnie Mae II Pool 2.5% 3/20/2050  | 3528528 | 3019812 |
| Ginnie Mae II Pool 2.5% 3/20/2051  | 3218283 | 2744239 |
| Ginnie Mae II Pool 2.5% 3/20/2052  | 13518679 | 11521076 |
| Ginnie Mae II Pool 2.5% 4/20/2043  | 10738 | 9578 |
| Ginnie Mae II Pool 2.5% 4/20/2045  | 30707 | 27004 |
| Ginnie Mae II Pool 2.5% 4/20/2046  | 23382 | 20460 |
| Ginnie Mae II Pool 2.5% 4/20/2048  | 24036 | 20773 |
| Ginnie Mae II Pool 2.5% 4/20/2050  | 3313088 | 2831291 |
| Ginnie Mae II Pool 2.5% 4/20/2052  | 3475338 | 2961801 |
| Ginnie Mae II Pool 2.5% 5/20/2043  | 8897 | 7927 |
| Ginnie Mae II Pool 2.5% 5/20/2046  | 6373 | 5573 |
| Ginnie Mae II Pool 2.5% 5/20/2050  | 11026169 | 9422718 |
| Ginnie Mae II Pool 2.5% 5/20/2051  | 32241439 | 27492362 |
| Ginnie Mae II Pool 2.5% 5/20/2052  | 12635732 | 10768599 |
| Ginnie Mae II Pool 2.5% 6/20/2046  | 21714 | 19006 |
| Ginnie Mae II Pool 2.5% 6/20/2049  | 94417 | 82505 |
| Ginnie Mae II Pool 2.5% 6/20/2050  | 2903342 | 2481131 |
| Ginnie Mae II Pool 2.5% 6/20/2051  | 9789222 | 8341178 |
| Ginnie Mae II Pool 2.5% 6/20/2052  | 766228 | 653245 |
| Ginnie Mae II Pool 2.5% 7/20/2043  | 148877 | 132382 |
| Ginnie Mae II Pool 2.5% 7/20/2046  | 59514 | 52120 |
| Ginnie Mae II Pool 2.5% 7/20/2050  | 1882776 | 1608978 |
| Ginnie Mae II Pool 2.5% 7/20/2051  | 65322370 | 55659735 |
| Ginnie Mae II Pool 2.5% 8/20/2050  | 2459739 | 2099988 |
| Ginnie Mae II Pool 2.5% 8/20/2051  | 15867386 | 13520245 |
| Ginnie Mae II Pool 2.5% 9/20/2043  | 29516 | 26249 |
| Ginnie Mae II Pool 2.5% 9/20/2046  | 85638 | 74716 |
| Ginnie Mae II Pool 2.5% 9/20/2050  | 22580236 | 19275397 |
| Ginnie Mae II Pool 2.5% 9/20/2051  | 5478908 | 4668455 |
| Ginnie Mae II Pool 3% 1/20/2043  | 3785 | 3467 |
| Ginnie Mae II Pool 3% 1/20/2044  | 92404 | 84408 |
| Ginnie Mae II Pool 3% 1/20/2045  | 155914 | 141277 |
| Ginnie Mae II Pool 3% 1/20/2047  | 1271336 | 1141920 |
| Ginnie Mae II Pool 3% 1/20/2048  | 761690 | 681773 |
| Ginnie Mae II Pool 3% 1/20/2050  | 11473989 | 10194832 |
| Ginnie Mae II Pool 3% 1/20/2051  | 10881 | 9661 |
| Ginnie Mae II Pool 3% 1/20/2052  | 99266 | 87975 |
| Ginnie Mae II Pool 3% 1/20/2055  | 65259 | 57861 |
| Ginnie Mae II Pool 3% 10/20/2043  | 20329 | 18562 |
| Ginnie Mae II Pool 3% 10/20/2045  | 144423 | 129766 |
| Ginnie Mae II Pool 3% 10/20/2046  | 473306 | 425126 |
| Ginnie Mae II Pool 3% 10/20/2047  | 558311 | 499733 |
| Ginnie Mae II Pool 3% 11/20/2045  | 9376 | 8424 |
| Ginnie Mae II Pool 3% 11/20/2046  | 4389327 | 3942512 |
| Ginnie Mae II Pool 3% 11/20/2047  | 961409 | 860537 |
| Ginnie Mae II Pool 3% 11/20/2051  | 201949 | 179104 |
| Ginnie Mae II Pool 3% 11/20/2054  | 405127 | 359044 |
| Ginnie Mae II Pool 3% 12/20/2044  | 49287 | 44689 |
| Ginnie Mae II Pool 3% 12/20/2045  | 861604 | 774165 |
| Ginnie Mae II Pool 3% 12/20/2046  | 225251 | 202321 |
| Ginnie Mae II Pool 3% 12/20/2047  | 1592708 | 1425600 |
| Ginnie Mae II Pool 3% 12/20/2049  | 4660881 | 4141271 |
| Ginnie Mae II Pool 3% 12/20/2054  | 2300034 | 2039306 |
| Ginnie Mae II Pool 3% 2/20/2044  | 141066 | 128713 |
| Ginnie Mae II Pool 3% 2/20/2045  | 1149290 | 1041408 |
| Ginnie Mae II Pool 3% 2/20/2046  | 5344544 | 4802163 |
| Ginnie Mae II Pool 3% 2/20/2047  | 1152075 | 1034799 |
| Ginnie Mae II Pool 3% 2/20/2048  | 168637 | 150944 |
| Ginnie Mae II Pool 3% 2/20/2049  | 18263 | 16375 |
| Ginnie Mae II Pool 3% 2/20/2050  | 1378632 | 1224938 |
| Ginnie Mae II Pool 3% 2/20/2051  | 430770 | 382477 |
| Ginnie Mae II Pool 3% 2/20/2052  | 336067 | 297945 |
| Ginnie Mae II Pool 3% 3/20/2043  | 19288 | 17653 |
| Ginnie Mae II Pool 3% 3/20/2045  | 17223 | 15597 |
| Ginnie Mae II Pool 3% 3/20/2046  | 11249 | 10107 |
| Ginnie Mae II Pool 3% 3/20/2047  | 59304 | 53267 |
| Ginnie Mae II Pool 3% 3/20/2048  | 184548 | 165185 |
| Ginnie Mae II Pool 3% 3/20/2050  | 3700820 | 3288240 |
| Ginnie Mae II Pool 3% 3/20/2051  | 15833003 | 14057994 |
| Ginnie Mae II Pool 3% 3/20/2052  | 11037942 | 9782389 |
| Ginnie Mae II Pool 3% 4/20/2043  | 562200 | 514338 |
| Ginnie Mae II Pool 3% 4/20/2047  | 332221 | 298402 |
| Ginnie Mae II Pool 3% 4/20/2048  | 126581 | 113300 |
| Ginnie Mae II Pool 3% 4/20/2049  | 218855 | 195892 |
| Ginnie Mae II Pool 3% 4/20/2050  | 5275259 | 4687156 |
| Ginnie Mae II Pool 3% 4/20/2051  | 4419330 | 3922506 |
| Ginnie Mae II Pool 3% 4/20/2052  | 12098788 | 10722565 |
| Ginnie Mae II Pool 3% 5/20/2045  | 486682 | 440283 |
| Ginnie Mae II Pool 3% 5/20/2046  | 8253 | 7415 |
| Ginnie Mae II Pool 3% 5/20/2047  | 185698 | 166795 |
| Ginnie Mae II Pool 3% 5/20/2048  | 17347 | 15527 |
| Ginnie Mae II Pool 3% 5/20/2051  | 21597487 | 19149235 |
| Ginnie Mae II Pool 3% 5/20/2052  | 31852914 | 28229683 |
| Ginnie Mae II Pool 3% 6/20/2045  | 691508 | 625380 |
| Ginnie Mae II Pool 3% 6/20/2046  | 526805 | 473179 |
| Ginnie Mae II Pool 3% 6/20/2049  | 523030 | 468154 |
| Ginnie Mae II Pool 3% 6/20/2050  | 7999913 | 7105557 |
| Ginnie Mae II Pool 3% 6/20/2052  | 9298820 | 8241091 |
| Ginnie Mae II Pool 3% 7/20/2042  | 64757 | 59392 |
| Ginnie Mae II Pool 3% 7/20/2044  | 114611 | 104211 |
| Ginnie Mae II Pool 3% 7/20/2045  | 657147 | 594110 |
| Ginnie Mae II Pool 3% 7/20/2046  | 2494992 | 2241013 |
| Ginnie Mae II Pool 3% 7/20/2047  | 7405 | 6639 |
| Ginnie Mae II Pool 3% 7/20/2049  | 4256187 | 3797655 |
| Ginnie Mae II Pool 3% 7/20/2050  | 9388266 | 8338698 |
| Ginnie Mae II Pool 3% 8/20/2042  | 3855861 | 3535457 |
| Ginnie Mae II Pool 3% 8/20/2043  | 6832 | 6239 |
| Ginnie Mae II Pool 3% 8/20/2044  | 67227 | 61253 |
| Ginnie Mae II Pool 3% 8/20/2045  | 148848 | 134515 |
| Ginnie Mae II Pool 3% 8/20/2046  | 15033117 | 13502810 |
| Ginnie Mae II Pool 3% 8/20/2047  | 173961 | 155981 |
| Ginnie Mae II Pool 3% 8/20/2050  | 4240602 | 3766521 |
| Ginnie Mae II Pool 3% 8/20/2051  | 45526 | 40380 |
| Ginnie Mae II Pool 3% 9/20/2043  | 670215 | 611751 |
| Ginnie Mae II Pool 3% 9/20/2045  | 20265 | 18313 |
| Ginnie Mae II Pool 3% 9/20/2046  | 1370802 | 1231260 |
| Ginnie Mae II Pool 3% 9/20/2047  | 1145771 | 1027346 |
| Ginnie Mae II Pool 3% 9/20/2049  | 1019344 | 906979 |
| Ginnie Mae II Pool 3% 9/20/2051  | 382058 | 338778 |
| Ginnie Mae II Pool 3.5% 1/20/2045  | 632769 | 586715 |
| Ginnie Mae II Pool 3.5% 1/20/2046  | 734113 | 681144 |
| Ginnie Mae II Pool 3.5% 1/20/2048  | 1480803 | 1367941 |
| Ginnie Mae II Pool 3.5% 1/20/2050  | 7657332 | 7049788 |
| Ginnie Mae II Pool 3.5% 10/1/2055 (h) | 14275000 | 12958107 |
| Ginnie Mae II Pool 3.5% 10/20/2045  | 642416 | 596063 |
| Ginnie Mae II Pool 3.5% 10/20/2046  | 296383 | 274720 |
| Ginnie Mae II Pool 3.5% 10/20/2047  | 494985 | 457414 |
| Ginnie Mae II Pool 3.5% 10/20/2048  | 511457 | 471836 |
| Ginnie Mae II Pool 3.5% 10/20/2049  | 4423 | 4075 |
| Ginnie Mae II Pool 3.5% 11/20/2042  | 1510647 | 1413104 |
| Ginnie Mae II Pool 3.5% 11/20/2045  | 503276 | 466962 |
| Ginnie Mae II Pool 3.5% 11/20/2046  | 21190 | 19641 |
| Ginnie Mae II Pool 3.5% 11/20/2047  | 1330166 | 1229201 |
| Ginnie Mae II Pool 3.5% 11/20/2050  | 179215 | 164996 |
| Ginnie Mae II Pool 3.5% 12/20/2041  | 512364 | 480875 |
| Ginnie Mae II Pool 3.5% 12/20/2042  | 746996 | 698753 |
| Ginnie Mae II Pool 3.5% 12/20/2043  | 60393 | 56229 |
| Ginnie Mae II Pool 3.5% 12/20/2044  | 5549 | 5147 |
| Ginnie Mae II Pool 3.5% 12/20/2045  | 187488 | 173960 |
| Ginnie Mae II Pool 3.5% 12/20/2047  | 277149 | 256719 |
| Ginnie Mae II Pool 3.5% 12/20/2049  | 6501530 | 5985689 |
| Ginnie Mae II Pool 3.5% 2/20/2043  | 941537 | 880230 |
| Ginnie Mae II Pool 3.5% 2/20/2044  | 58317 | 54266 |
| Ginnie Mae II Pool 3.5% 2/20/2045  | 408625 | 378890 |
| Ginnie Mae II Pool 3.5% 2/20/2046  | 2222887 | 2062497 |
| Ginnie Mae II Pool 3.5% 2/20/2047  | 296533 | 274581 |
| Ginnie Mae II Pool 3.5% 2/20/2048  | 846382 | 781874 |
| Ginnie Mae II Pool 3.5% 2/20/2049  | 616986 | 569769 |
| Ginnie Mae II Pool 3.5% 2/20/2051  | 8620061 | 7936133 |
| Ginnie Mae II Pool 3.5% 3/20/2043  | 776579 | 725826 |
| Ginnie Mae II Pool 3.5% 3/20/2046  | 899655 | 834741 |
| Ginnie Mae II Pool 3.5% 3/20/2048  | 268516 | 248051 |
| Ginnie Mae II Pool 3.5% 3/20/2049  | 6507463 | 5999286 |
| Ginnie Mae II Pool 3.5% 3/20/2050  | 19174241 | 17652930 |
| Ginnie Mae II Pool 3.5% 3/20/2051  | 3252087 | 2994062 |
| Ginnie Mae II Pool 3.5% 3/20/2052  | 5816169 | 5311539 |
| Ginnie Mae II Pool 3.5% 4/20/2042  | 499789 | 468562 |
| Ginnie Mae II Pool 3.5% 4/20/2043  | 1437802 | 1343487 |
| Ginnie Mae II Pool 3.5% 4/20/2045  | 434444 | 402415 |
| Ginnie Mae II Pool 3.5% 4/20/2046  | 2948543 | 2735794 |
| Ginnie Mae II Pool 3.5% 4/20/2047  | 67691 | 62680 |
| Ginnie Mae II Pool 3.5% 4/20/2049  | 1544233 | 1423160 |
| Ginnie Mae II Pool 3.5% 4/20/2050  | 3377379 | 3109413 |
| Ginnie Mae II Pool 3.5% 5/20/2042  | 1458791 | 1367267 |
| Ginnie Mae II Pool 3.5% 5/20/2043  | 1201208 | 1117320 |
| Ginnie Mae II Pool 3.5% 5/20/2045  | 103773 | 96099 |
| Ginnie Mae II Pool 3.5% 5/20/2046  | 648372 | 601590 |
| Ginnie Mae II Pool 3.5% 5/20/2047  | 5303620 | 4907684 |
| Ginnie Mae II Pool 3.5% 5/20/2048  | 858762 | 793311 |
| Ginnie Mae II Pool 3.5% 5/20/2051  | 5779280 | 5306296 |
| Ginnie Mae II Pool 3.5% 5/20/2052  | 2451829 | 2239292 |
| Ginnie Mae II Pool 3.5% 6/20/2043  | 58779 | 54893 |
| Ginnie Mae II Pool 3.5% 6/20/2045  | 570873 | 528527 |
| Ginnie Mae II Pool 3.5% 6/20/2046  | 1656996 | 1537437 |
| Ginnie Mae II Pool 3.5% 6/20/2047  | 408200 | 377726 |
| Ginnie Mae II Pool 3.5% 6/20/2048  | 1210741 | 1118463 |
| Ginnie Mae II Pool 3.5% 6/20/2049  | 135234 | 124632 |
| Ginnie Mae II Pool 3.5% 6/20/2051  | 1702198 | 1562888 |
| Ginnie Mae II Pool 3.5% 6/20/2052  | 13203309 | 12050527 |
| Ginnie Mae II Pool 3.5% 7/20/2042  | 534121 | 500193 |
| Ginnie Mae II Pool 3.5% 7/20/2043  | 340102 | 317689 |
| Ginnie Mae II Pool 3.5% 7/20/2045  | 1435700 | 1328888 |
| Ginnie Mae II Pool 3.5% 7/20/2046  | 1065729 | 987833 |
| Ginnie Mae II Pool 3.5% 7/20/2047  | 1160361 | 1073735 |
| Ginnie Mae II Pool 3.5% 7/20/2050  | 468355 | 431195 |
| Ginnie Mae II Pool 3.5% 8/20/2042  | 184338 | 172582 |
| Ginnie Mae II Pool 3.5% 8/20/2043  | 72909 | 68048 |
| Ginnie Mae II Pool 3.5% 8/20/2045  | 889217 | 822842 |
| Ginnie Mae II Pool 3.5% 8/20/2046  | 586422 | 543559 |
| Ginnie Mae II Pool 3.5% 8/20/2047  | 1900768 | 1757680 |
| Ginnie Mae II Pool 3.5% 8/20/2048  | 1402168 | 1294862 |
| Ginnie Mae II Pool 3.5% 9/1/2055 (h) | 28550000 | 25984243 |
| Ginnie Mae II Pool 3.5% 9/20/2043  | 1673244 | 1560707 |
| Ginnie Mae II Pool 3.5% 9/20/2045  | 49942 | 46201 |
| Ginnie Mae II Pool 3.5% 9/20/2046  | 404678 | 375099 |
| Ginnie Mae II Pool 3.5% 9/20/2047  | 146580 | 135546 |
| Ginnie Mae II Pool 3.5% 9/20/2048  | 120587 | 111397 |
| Ginnie Mae II Pool 3.5% 9/20/2049  | 3789015 | 3490758 |
| Ginnie Mae II Pool 4% 1/20/2041  | 488528 | 473507 |
| Ginnie Mae II Pool 4% 1/20/2046  | 191784 | 183409 |
| Ginnie Mae II Pool 4% 1/20/2047  | 1320664 | 1260513 |
| Ginnie Mae II Pool 4% 1/20/2048  | 268942 | 256189 |
| Ginnie Mae II Pool 4% 1/20/2049  | 1907693 | 1811864 |
| Ginnie Mae II Pool 4% 1/20/2050  | 567287 | 537727 |
| Ginnie Mae II Pool 4% 1/20/2051  | 1268375 | 1198319 |
| Ginnie Mae II Pool 4% 10/20/2025  | 22 | 21 |
| Ginnie Mae II Pool 4% 10/20/2040  | 289992 | 281138 |
| Ginnie Mae II Pool 4% 10/20/2044  | 160795 | 154418 |
| Ginnie Mae II Pool 4% 10/20/2045  | 441409 | 422795 |
| Ginnie Mae II Pool 4% 10/20/2047  | 87006 | 82935 |
| Ginnie Mae II Pool 4% 10/20/2048  | 1331031 | 1264170 |
| Ginnie Mae II Pool 4% 10/20/2049  | 833510 | 790078 |
| Ginnie Mae II Pool 4% 10/20/2050  | 534938 | 507064 |
| Ginnie Mae II Pool 4% 11/20/2039  | 19087 | 18526 |
| Ginnie Mae II Pool 4% 11/20/2040  | 388519 | 376615 |
| Ginnie Mae II Pool 4% 11/20/2044  | 335230 | 321881 |
| Ginnie Mae II Pool 4% 11/20/2045  | 187328 | 179147 |
| Ginnie Mae II Pool 4% 11/20/2047  | 185983 | 177164 |
| Ginnie Mae II Pool 4% 11/20/2049  | 497378 | 470528 |
| Ginnie Mae II Pool 4% 11/20/2050  | 182611 | 172353 |
| Ginnie Mae II Pool 4% 12/20/2041  | 113081 | 109406 |
| Ginnie Mae II Pool 4% 12/20/2044  | 7286 | 6996 |
| Ginnie Mae II Pool 4% 12/20/2045  | 368929 | 352818 |
| Ginnie Mae II Pool 4% 12/20/2047  | 784923 | 747702 |
| Ginnie Mae II Pool 4% 12/20/2049  | 61231 | 58040 |
| Ginnie Mae II Pool 4% 12/20/2050  | 587755 | 555292 |
| Ginnie Mae II Pool 4% 2/20/2041  | 53294 | 51648 |
| Ginnie Mae II Pool 4% 2/20/2044  | 16664 | 16025 |
| Ginnie Mae II Pool 4% 2/20/2046  | 357330 | 341725 |
| Ginnie Mae II Pool 4% 2/20/2048  | 23168 | 22070 |
| Ginnie Mae II Pool 4% 2/20/2049  | 11861 | 11243 |
| Ginnie Mae II Pool 4% 2/20/2050  | 2090511 | 1981579 |
| Ginnie Mae II Pool 4% 2/20/2055  | 15199986 | 14174009 |
| Ginnie Mae II Pool 4% 3/20/2045  | 1154120 | 1108340 |
| Ginnie Mae II Pool 4% 3/20/2046  | 331387 | 316915 |
| Ginnie Mae II Pool 4% 3/20/2048  | 12195 | 11616 |
| Ginnie Mae II Pool 4% 3/20/2049  | 618036 | 585831 |
| Ginnie Mae II Pool 4% 3/20/2050  | 6787174 | 6433508 |
| Ginnie Mae II Pool 4% 3/20/2054  | 3570246 | 3338464 |
| Ginnie Mae II Pool 4% 4/20/2044  | 3762 | 3617 |
| Ginnie Mae II Pool 4% 4/20/2045  | 878880 | 843732 |
| Ginnie Mae II Pool 4% 4/20/2046  | 482047 | 460996 |
| Ginnie Mae II Pool 4% 4/20/2048  | 631552 | 600814 |
| Ginnie Mae II Pool 4% 4/20/2050  | 1586208 | 1500579 |
| Ginnie Mae II Pool 4% 4/20/2051  | 2875470 | 2716649 |
| Ginnie Mae II Pool 4% 4/20/2054  | 2676004 | 2498931 |
| Ginnie Mae II Pool 4% 5/20/2044  | 1699 | 1633 |
| Ginnie Mae II Pool 4% 5/20/2047  | 1336998 | 1276104 |
| Ginnie Mae II Pool 4% 5/20/2048  | 887435 | 844243 |
| Ginnie Mae II Pool 4% 5/20/2049  | 548868 | 520268 |
| Ginnie Mae II Pool 4% 5/20/2050  | 1988811 | 1885178 |
| Ginnie Mae II Pool 4% 6/20/2045  | 9089 | 8717 |
| Ginnie Mae II Pool 4% 6/20/2047  | 76024 | 72467 |
| Ginnie Mae II Pool 4% 6/20/2048  | 1113910 | 1059695 |
| Ginnie Mae II Pool 4% 6/20/2049  | 1909084 | 1809605 |
| Ginnie Mae II Pool 4% 7/20/2043  | 202668 | 195726 |
| Ginnie Mae II Pool 4% 7/20/2044  | 8851 | 8505 |
| Ginnie Mae II Pool 4% 7/20/2045  | 604372 | 579266 |
| Ginnie Mae II Pool 4% 7/20/2047  | 1509203 | 1438579 |
| Ginnie Mae II Pool 4% 7/20/2048  | 625564 | 595117 |
| Ginnie Mae II Pool 4% 7/20/2050  | 838742 | 795037 |
| Ginnie Mae II Pool 4% 7/20/2053  | 171219 | 161348 |
| Ginnie Mae II Pool 4% 8/20/2040  | 22053 | 21385 |
| Ginnie Mae II Pool 4% 8/20/2041  | 380439 | 368234 |
| Ginnie Mae II Pool 4% 8/20/2044  | 21833 | 20978 |
| Ginnie Mae II Pool 4% 8/20/2045  | 88428 | 84742 |
| Ginnie Mae II Pool 4% 8/20/2047  | 41890 | 39929 |
| Ginnie Mae II Pool 4% 8/20/2048  | 1222730 | 1161309 |
| Ginnie Mae II Pool 4% 8/20/2050  | 1114476 | 1056403 |
| Ginnie Mae II Pool 4% 8/20/2055  | 2549745 | 2377641 |
| Ginnie Mae II Pool 4% 9/20/2040  | 25299 | 24526 |
| Ginnie Mae II Pool 4% 9/20/2041  | 1222907 | 1183484 |
| Ginnie Mae II Pool 4% 9/20/2044  | 142235 | 136639 |
| Ginnie Mae II Pool 4% 9/20/2045  | 213799 | 204851 |
| Ginnie Mae II Pool 4% 9/20/2046  | 86504 | 82672 |
| Ginnie Mae II Pool 4% 9/20/2048  | 376980 | 358043 |
| Ginnie Mae II Pool 4% 9/20/2049  | 981598 | 930449 |
| Ginnie Mae II Pool 4% 9/20/2050  | 1787939 | 1691421 |
| Ginnie Mae II Pool 4% 9/20/2053  | 3371122 | 3174127 |
| Ginnie Mae II Pool 4.5% 1/20/2041  | 68555 | 68198 |
| Ginnie Mae II Pool 4.5% 1/20/2042  | 13304 | 13231 |
| Ginnie Mae II Pool 4.5% 1/20/2045  | 33132 | 32770 |
| Ginnie Mae II Pool 4.5% 1/20/2046  | 86885 | 85936 |
| Ginnie Mae II Pool 4.5% 1/20/2047  | 373183 | 369105 |
| Ginnie Mae II Pool 4.5% 1/20/2049  | 187929 | 184290 |
| Ginnie Mae II Pool 4.5% 1/20/2050  | 1017850 | 997187 |
| Ginnie Mae II Pool 4.5% 1/20/2051  | 161960 | 159279 |
| Ginnie Mae II Pool 4.5% 1/20/2055  | 11016705 | 10608009 |
| Ginnie Mae II Pool 4.5% 10/20/2040  | 5839 | 5810 |
| Ginnie Mae II Pool 4.5% 10/20/2046  | 4525 | 4495 |
| Ginnie Mae II Pool 4.5% 10/20/2047  | 272418 | 268420 |
| Ginnie Mae II Pool 4.5% 10/20/2048  | 597409 | 586401 |
| Ginnie Mae II Pool 4.5% 10/20/2049  | 346126 | 339748 |
| Ginnie Mae II Pool 4.5% 10/20/2050  | 142657 | 140385 |
| Ginnie Mae II Pool 4.5% 11/20/2033  | 4129 | 4120 |
| Ginnie Mae II Pool 4.5% 11/20/2040  | 216234 | 215119 |
| Ginnie Mae II Pool 4.5% 11/20/2044  | 33938 | 33567 |
| Ginnie Mae II Pool 4.5% 11/20/2046  | 8742 | 8673 |
| Ginnie Mae II Pool 4.5% 11/20/2048  | 397406 | 390083 |
| Ginnie Mae II Pool 4.5% 11/20/2050  | 330578 | 324487 |
| Ginnie Mae II Pool 4.5% 11/20/2054  | 2825597 | 2722761 |
| Ginnie Mae II Pool 4.5% 12/20/2040  | 3772 | 3752 |
| Ginnie Mae II Pool 4.5% 12/20/2049  | 302059 | 296211 |
| Ginnie Mae II Pool 4.5% 12/20/2050  | 2076587 | 2034430 |
| Ginnie Mae II Pool 4.5% 12/20/2053  | 5072941 | 4900995 |
| Ginnie Mae II Pool 4.5% 12/20/2054  | 4804228 | 4627503 |
| Ginnie Mae II Pool 4.5% 2/20/2041  | 88244 | 87782 |
| Ginnie Mae II Pool 4.5% 2/20/2046  | 206046 | 203795 |
| Ginnie Mae II Pool 4.5% 2/20/2050  | 1054745 | 1034322 |
| Ginnie Mae II Pool 4.5% 2/20/2054  | 5935179 | 5724734 |
| Ginnie Mae II Pool 4.5% 2/20/2055  | 7165332 | 6899514 |
| Ginnie Mae II Pool 4.5% 3/20/2033  | 559 | 558 |
| Ginnie Mae II Pool 4.5% 3/20/2034  | 4891 | 4881 |
| Ginnie Mae II Pool 4.5% 3/20/2041  | 202095 | 201035 |
| Ginnie Mae II Pool 4.5% 3/20/2045  | 91432 | 90736 |
| Ginnie Mae II Pool 4.5% 3/20/2046  | 17906 | 17761 |
| Ginnie Mae II Pool 4.5% 3/20/2047  | 468842 | 462986 |
| Ginnie Mae II Pool 4.5% 3/20/2049  | 148499 | 145623 |
| Ginnie Mae II Pool 4.5% 3/20/2050  | 378991 | 371297 |
| Ginnie Mae II Pool 4.5% 3/20/2054  | 1922811 | 1853431 |
| Ginnie Mae II Pool 4.5% 4/20/2041  | 19309 | 19207 |
| Ginnie Mae II Pool 4.5% 4/20/2045  | 114857 | 114086 |
| Ginnie Mae II Pool 4.5% 4/20/2046  | 43309 | 42836 |
| Ginnie Mae II Pool 4.5% 4/20/2047  | 217679 | 214961 |
| Ginnie Mae II Pool 4.5% 4/20/2050  | 2133022 | 2087053 |
| Ginnie Mae II Pool 4.5% 4/20/2054  | 33915 | 32691 |
| Ginnie Mae II Pool 4.5% 5/20/2034  | 5838 | 5826 |
| Ginnie Mae II Pool 4.5% 5/20/2040  | 93602 | 93145 |
| Ginnie Mae II Pool 4.5% 5/20/2041  | 1910022 | 1899833 |
| Ginnie Mae II Pool 4.5% 5/20/2044  | 17594 | 17477 |
| Ginnie Mae II Pool 4.5% 5/20/2045  | 61208 | 60540 |
| Ginnie Mae II Pool 4.5% 5/20/2046  | 30787 | 30537 |
| Ginnie Mae II Pool 4.5% 5/20/2049  | 835589 | 818626 |
| Ginnie Mae II Pool 4.5% 5/20/2051  | 354447 | 347584 |
| Ginnie Mae II Pool 4.5% 6/20/2040  | 1114 | 1108 |
| Ginnie Mae II Pool 4.5% 6/20/2045  | 405726 | 402517 |
| Ginnie Mae II Pool 4.5% 6/20/2046  | 143792 | 142640 |
| Ginnie Mae II Pool 4.5% 6/20/2054  | 7452115 | 7180315 |
| Ginnie Mae II Pool 4.5% 6/20/2055  | 6811361 | 6558674 |
| Ginnie Mae II Pool 4.5% 7/20/2033  | 407 | 406 |
| Ginnie Mae II Pool 4.5% 7/20/2040  | 1187 | 1181 |
| Ginnie Mae II Pool 4.5% 7/20/2041  | 3138 | 3121 |
| Ginnie Mae II Pool 4.5% 7/20/2042  | 10824 | 10764 |
| Ginnie Mae II Pool 4.5% 7/20/2045  | 13405 | 13259 |
| Ginnie Mae II Pool 4.5% 7/20/2046  | 83254 | 82345 |
| Ginnie Mae II Pool 4.5% 7/20/2050  | 852511 | 838401 |
| Ginnie Mae II Pool 4.5% 7/20/2053  | 11822941 | 11457306 |
| Ginnie Mae II Pool 4.5% 7/20/2054  | 110115 | 106099 |
| Ginnie Mae II Pool 4.5% 7/20/2055  | 4204009 | 4048050 |
| Ginnie Mae II Pool 4.5% 8/20/2035  | 325 | 323 |
| Ginnie Mae II Pool 4.5% 8/20/2041  | 30597 | 30428 |
| Ginnie Mae II Pool 4.5% 8/20/2046  | 226052 | 224240 |
| Ginnie Mae II Pool 4.5% 8/20/2048  | 3347422 | 3288881 |
| Ginnie Mae II Pool 4.5% 8/20/2050  | 584174 | 572862 |
| Ginnie Mae II Pool 4.5% 9/20/2040  | 1930 | 1920 |
| Ginnie Mae II Pool 4.5% 9/20/2042  | 12495 | 12425 |
| Ginnie Mae II Pool 4.5% 9/20/2046  | 122189 | 121435 |
| Ginnie Mae II Pool 4.5% 9/20/2047  | 339661 | 334676 |
| Ginnie Mae II Pool 4.5% 9/20/2049  | 175766 | 172527 |
| Ginnie Mae II Pool 4.5% 9/20/2050  | 722195 | 710242 |
| Ginnie Mae II Pool 4.5% 9/20/2053  | 47157 | 45695 |
| Ginnie Mae II Pool 5% 1/20/2039  | 6298 | 6401 |
| Ginnie Mae II Pool 5% 1/20/2046  | 5435 | 5528 |
| Ginnie Mae II Pool 5% 1/20/2047  | 74054 | 75290 |
| Ginnie Mae II Pool 5% 1/20/2054  | 6219639 | 6172925 |
| Ginnie Mae II Pool 5% 1/20/2055  | 34985840 | 34621946 |
| Ginnie Mae II Pool 5% 10/20/2039  | 144451 | 146842 |
| Ginnie Mae II Pool 5% 10/20/2046  | 17657 | 17953 |
| Ginnie Mae II Pool 5% 10/20/2047  | 24992 | 25358 |
| Ginnie Mae II Pool 5% 10/20/2048  | 91483 | 92111 |
| Ginnie Mae II Pool 5% 11/20/2043  | 2211 | 2249 |
| Ginnie Mae II Pool 5% 11/20/2044  | 59526 | 60546 |
| Ginnie Mae II Pool 5% 11/20/2045  | 3959 | 4026 |
| Ginnie Mae II Pool 5% 11/20/2047  | 89663 | 90979 |
| Ginnie Mae II Pool 5% 11/20/2049  | 178941 | 180617 |
| Ginnie Mae II Pool 5% 11/20/2053  | 10699637 | 10625964 |
| Ginnie Mae II Pool 5% 11/20/2054  | 5984590 | 5924213 |
| Ginnie Mae II Pool 5% 12/20/2044  | 24693 | 25113 |
| Ginnie Mae II Pool 5% 12/20/2046  | 5155 | 5242 |
| Ginnie Mae II Pool 5% 12/20/2047  | 93007 | 94314 |
| Ginnie Mae II Pool 5% 12/20/2054  | 2464197 | 2438566 |
| Ginnie Mae II Pool 5% 2/20/2035  | 393 | 399 |
| Ginnie Mae II Pool 5% 2/20/2045  | 45632 | 46413 |
| Ginnie Mae II Pool 5% 2/20/2048  | 20227 | 20474 |
| Ginnie Mae II Pool 5% 2/20/2049  | 310458 | 312395 |
| Ginnie Mae II Pool 5% 2/20/2055  | 9011537 | 8917806 |
| Ginnie Mae II Pool 5% 3/20/2042  | 7433 | 7556 |
| Ginnie Mae II Pool 5% 3/20/2044  | 56129 | 57078 |
| Ginnie Mae II Pool 5% 3/20/2046  | 29370 | 29873 |
| Ginnie Mae II Pool 5% 3/20/2048  | 195428 | 197807 |
| Ginnie Mae II Pool 5% 3/20/2049  | 72123 | 72573 |
| Ginnie Mae II Pool 5% 3/20/2050  | 500399 | 506492 |
| Ginnie Mae II Pool 5% 4/20/2038  | 344 | 349 |
| Ginnie Mae II Pool 5% 4/20/2040  | 13170 | 13390 |
| Ginnie Mae II Pool 5% 4/20/2044  | 44987 | 45756 |
| Ginnie Mae II Pool 5% 4/20/2046  | 15683 | 15949 |
| Ginnie Mae II Pool 5% 4/20/2047  | 61797 | 62871 |
| Ginnie Mae II Pool 5% 4/20/2048  | 273457 | 276445 |
| Ginnie Mae II Pool 5% 4/20/2050  | 451429 | 456361 |
| Ginnie Mae II Pool 5% 5/20/2044  | 107700 | 109515 |
| Ginnie Mae II Pool 5% 5/20/2046  | 23478 | 23880 |
| Ginnie Mae II Pool 5% 5/20/2047  | 32506 | 33035 |
| Ginnie Mae II Pool 5% 5/20/2048  | 53378 | 53912 |
| Ginnie Mae II Pool 5% 5/20/2050  | 102783 | 104131 |
| Ginnie Mae II Pool 5% 5/20/2052  | 17324 | 17233 |
| Ginnie Mae II Pool 5% 5/20/2055  | 16896930 | 16721182 |
| Ginnie Mae II Pool 5% 6/20/2033  | 415 | 420 |
| Ginnie Mae II Pool 5% 6/20/2040  | 48674 | 49489 |
| Ginnie Mae II Pool 5% 6/20/2043  | 4472 | 4546 |
| Ginnie Mae II Pool 5% 6/20/2044  | 2902 | 2950 |
| Ginnie Mae II Pool 5% 6/20/2045  | 22015 | 22393 |
| Ginnie Mae II Pool 5% 6/20/2046  | 12162 | 12369 |
| Ginnie Mae II Pool 5% 6/20/2048  | 276567 | 278898 |
| Ginnie Mae II Pool 5% 6/20/2054  | 9292372 | 9204432 |
| Ginnie Mae II Pool 5% 6/20/2055  | 7982461 | 7899434 |
| Ginnie Mae II Pool 5% 7/20/2034  | 601 | 609 |
| Ginnie Mae II Pool 5% 7/20/2040  | 25614 | 26043 |
| Ginnie Mae II Pool 5% 7/20/2045  | 26254 | 26707 |
| Ginnie Mae II Pool 5% 7/20/2046  | 6315 | 6423 |
| Ginnie Mae II Pool 5% 7/20/2047  | 4212 | 4273 |
| Ginnie Mae II Pool 5% 7/20/2048  | 529799 | 533767 |
| Ginnie Mae II Pool 5% 7/20/2050  | 49890 | 50497 |
| Ginnie Mae II Pool 5% 7/20/2053  | 13892320 | 13814029 |
| Ginnie Mae II Pool 5% 7/20/2055  | 6274511 | 6209248 |
| Ginnie Mae II Pool 5% 8/20/2034  | 282 | 285 |
| Ginnie Mae II Pool 5% 8/20/2040  | 40060 | 40733 |
| Ginnie Mae II Pool 5% 8/20/2044  | 3709 | 3772 |
| Ginnie Mae II Pool 5% 8/20/2046  | 63979 | 65069 |
| Ginnie Mae II Pool 5% 8/20/2047  | 7554 | 7665 |
| Ginnie Mae II Pool 5% 8/20/2050  | 394411 | 398967 |
| Ginnie Mae II Pool 5% 9/20/2040  | 1841 | 1872 |
| Ginnie Mae II Pool 5% 9/20/2045  | 21098 | 21462 |
| Ginnie Mae II Pool 5% 9/20/2048  | 188231 | 189523 |
| Ginnie Mae II Pool 5.5% 1/20/2033  | 38869 | 39857 |
| Ginnie Mae II Pool 5.5% 1/20/2049  | 20992 | 21647 |
| Ginnie Mae II Pool 5.5% 1/20/2054  | 5060139 | 5112291 |
| Ginnie Mae II Pool 5.5% 1/20/2055  | 9958555 | 10037075 |
| Ginnie Mae II Pool 5.5% 10/20/2043  | 4247 | 4390 |
| Ginnie Mae II Pool 5.5% 10/20/2048  | 20539 | 21206 |
| Ginnie Mae II Pool 5.5% 10/20/2053  | 5258457 | 5324157 |
| Ginnie Mae II Pool 5.5% 11/20/2033  | 4040 | 4153 |
| Ginnie Mae II Pool 5.5% 11/20/2046  | 32962 | 34117 |
| Ginnie Mae II Pool 5.5% 11/20/2053  | 219230 | 221764 |
| Ginnie Mae II Pool 5.5% 12/20/2032  | 5299 | 5434 |
| Ginnie Mae II Pool 5.5% 12/20/2043  | 10212 | 10543 |
| Ginnie Mae II Pool 5.5% 12/20/2048  | 43114 | 44515 |
| Ginnie Mae II Pool 5.5% 2/20/2033  | 20231 | 20745 |
| Ginnie Mae II Pool 5.5% 2/20/2054  | 11151180 | 11266110 |
| Ginnie Mae II Pool 5.5% 2/20/2055  | 4282585 | 4316352 |
| Ginnie Mae II Pool 5.5% 3/20/2041  | 3045 | 3155 |
| Ginnie Mae II Pool 5.5% 3/20/2045  | 12450 | 12891 |
| Ginnie Mae II Pool 5.5% 3/20/2055  | 24957478 | 25154260 |
| Ginnie Mae II Pool 5.5% 4/20/2033  | 307 | 314 |
| Ginnie Mae II Pool 5.5% 4/20/2045  | 54102 | 55975 |
| Ginnie Mae II Pool 5.5% 4/20/2048  | 15468 | 16072 |
| Ginnie Mae II Pool 5.5% 4/20/2049  | 38400 | 39684 |
| Ginnie Mae II Pool 5.5% 4/20/2055  | 8455698 | 8522369 |
| Ginnie Mae II Pool 5.5% 5/20/2044  | 12912 | 13348 |
| Ginnie Mae II Pool 5.5% 5/20/2046  | 18348 | 19014 |
| Ginnie Mae II Pool 5.5% 5/20/2055  | 4984464 | 5023765 |
| Ginnie Mae II Pool 5.5% 6/20/2033  | 4661 | 4786 |
| Ginnie Mae II Pool 5.5% 6/20/2045  | 25143 | 26040 |
| Ginnie Mae II Pool 5.5% 6/20/2049  | 12129 | 12524 |
| Ginnie Mae II Pool 5.5% 6/20/2054  | 5318917 | 5365426 |
| Ginnie Mae II Pool 5.5% 6/20/2055  | 40201385 | 40518361 |
| Ginnie Mae II Pool 5.5% 7/20/2038  | 28389 | 29436 |
| Ginnie Mae II Pool 5.5% 7/20/2048  | 56460 | 58453 |
| Ginnie Mae II Pool 5.5% 7/20/2053  | 3672258 | 3718139 |
| Ginnie Mae II Pool 5.5% 7/20/2054  | 1561355 | 1574032 |
| Ginnie Mae II Pool 5.5% 8/20/2044  | 17052 | 17660 |
| Ginnie Mae II Pool 5.5% 8/20/2048  | 2582 | 2673 |
| Ginnie Mae II Pool 5.5% 8/20/2053  | 18844947 | 19062731 |
| Ginnie Mae II Pool 5.5% 8/20/2054  | 12266559 | 12366153 |
| Ginnie Mae II Pool 5.5% 9/20/2048  | 46666 | 48270 |
| Ginnie Mae II Pool 5.5% 9/20/2053  | 300142 | 303892 |
| Ginnie Mae II Pool 6% 1/20/2037  | 3100 | 3243 |
| Ginnie Mae II Pool 6% 1/20/2055  | 18685740 | 19067854 |
| Ginnie Mae II Pool 6% 10/1/2055 (h) | 38900000 | 39639695 |
| Ginnie Mae II Pool 6% 10/20/2035  | 12644 | 13188 |
| Ginnie Mae II Pool 6% 10/20/2037  | 22370 | 23442 |
| Ginnie Mae II Pool 6% 11/20/2037  | 78263 | 82042 |
| Ginnie Mae II Pool 6% 12/20/2036  | 9886 | 10343 |
| Ginnie Mae II Pool 6% 12/20/2037  | 26011 | 27277 |
| Ginnie Mae II Pool 6% 12/20/2054  | 37072759 | 37801917 |
| Ginnie Mae II Pool 6% 4/20/2037  | 5275 | 5522 |
| Ginnie Mae II Pool 6% 5/20/2034  | 6698 | 6960 |
| Ginnie Mae II Pool 6% 7/20/2036  | 15590 | 16299 |
| Ginnie Mae II Pool 6% 7/20/2053  | 520807 | 534834 |
| Ginnie Mae II Pool 6% 8/20/2054  | 3031782 | 3097097 |
| Ginnie Mae II Pool 6% 9/1/2055 (h) | 77600000 | 79148345 |
| Ginnie Mae II Pool 6% 9/20/2037  | 22518 | 23599 |
| Ginnie Mae II Pool 6% 9/20/2038  | 3619 | 3800 |
| Ginnie Mae II Pool 6.5% 3/20/2038  | 24270 | 25648 |
| Ginnie Mae II Pool 6.5% 3/20/2055  | 19464944 | 20049148 |
| Ginnie Mae II Pool 6.5% 5/20/2055  | 8915093 | 9182662 |
| Ginnie Mae II Pool 6.5% 7/20/2053  | 4910932 | 5068683 |
| Ginnie Mae II Pool 6.5% 7/20/2054  | 10140497 | 10431376 |
| Ginnie Mae II Pool 6.5% 8/20/2036  | 9497 | 9998 |
| Uniform Mortgage Backed Securities 2% 9/1/2055 (h) | 51300000 | 40731400 |
| Uniform Mortgage Backed Securities 2.5% 9/1/2040 (h) | 6500000 | 6098320 |
| Uniform Mortgage Backed Securities 2.5% 9/1/2055 (h) | 37325000 | 30987040 |
| Uniform Mortgage Backed Securities 3% 9/1/2055 (h) | 4850000 | 4202070 |
| Uniform Mortgage Backed Securities 3.5% 10/1/2055 (h) | 46450000 | 41951972 |
| Uniform Mortgage Backed Securities 3.5% 9/1/2040 (h) | 3225000 | 3122455 |
| Uniform Mortgage Backed Securities 3.5% 9/1/2055 (h) | 68825000 | 62187152 |
| Uniform Mortgage Backed Securities 4% 9/1/2055 (h) | 2400000 | 2239969 |
| Uniform Mortgage Backed Securities 4.5% 9/1/2040 (h) | 8125000 | 8107544 |
| Uniform Mortgage Backed Securities 4.5% 9/1/2055 (h) | 3925000 | 3775359 |
| Uniform Mortgage Backed Securities 5% 9/1/2040 (h) | 8125000 | 8209107 |
| Uniform Mortgage Backed Securities 5% 9/1/2055 (h) | 7275000 | 7174684 |
| Uniform Mortgage Backed Securities 5.5% 9/1/2040 (h) | 7100000 | 7256977 |
| Uniform Mortgage Backed Securities 5.5% 9/1/2055 (h) | 26500000 | 26655274 |
| Uniform Mortgage Backed Securities 6% 10/1/2055 (h) | 16800000 | 17150438 |
| Uniform Mortgage Backed Securities 6% 9/1/2055 (h) | 111375000 | 113793932 |
| Uniform Mortgage Backed Securities 6.5% 9/1/2055 (h) | 70500000 | 73052868 |
| Uniform Mortgage Backed Securities 7% 9/1/2055 (h) | 16425000 | 17278435 |
| TOTAL UNITED STATES |  | 7619077013 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $8,199,060,004) |  | <br> **7619077013** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.3%** | &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.3%** | &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.3%  |  |  |
| Financials - 0.2% |  |  |
| Financial Services - 0.2% |  |  |
| Fannie Mae 0.75% 10/8/2027  | 11000000 | 10365291 |
| Fannie Mae 0.875% 8/5/2030  | 9584000 | 8376429 |
| Fannie Mae 6.25% 5/15/2029  | 2000000 | 2178405 |
| Fannie Mae 7.25% 5/15/2030  | 5220000 | 6018623 |
| Federal Home Loan Bank 3.25% 6/9/2028  | 1700000 | 1685065 |
| Federal Home Loan Bank 4.375% 9/8/2028  | 2630000 | 2687005 |
| Federal Home Loan Bank 5.5% 7/15/2036  | 11370000 | 12391889 |
| Freddie Mac Non Gold Pool 0% 11/15/2038  | 3200000 | 1692249 |
| Freddie Mac Non Gold Pool 6.25% 7/15/2032  | 9453000 | 10762962 |
| Freddie Mac Non Gold Pool 6.75% 3/15/2031  | 5634000 | 6458004 |
|  |  | 62615922 |
| Utilities - 0.1% |  |  |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Tennessee Valley Authority 4.375% 8/1/2034  | 4738000 | 4729707 |
| Tennessee Valley Authority 4.875% 5/15/2035  | 6000000 | 6145049 |
| Tennessee Valley Authority 5.25% 9/15/2039  | 3565000 | 3728899 |
| Tennessee Valley Authority 5.375% 4/1/2056  | 961000 | 948087 |
| Tennessee Valley Authority 5.88% 4/1/2036  | 7540000 | 8352048 |
|  |  | 23903790 |
| TOTAL UNITED STATES |  | 86519712 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $92,868,707) |  | <br> **86519712** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 46.5%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 46.5%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 46.5%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 46.5%** |
|  | Yield (%) (i) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bonds 1.125% 5/15/2040  | 1.23 | 15433000 | 9604028 |
| US Treasury Bonds 1.125% 8/15/2040  | 1.35 to 1.88 | 65011000 | 40022397 |
| US Treasury Bonds 1.375% 11/15/2040  | 1.65 to 2.09 | 89071000 | 56765366 |
| US Treasury Bonds 1.375% 8/15/2050  | 2.30 to 5.03 | 25274000 | 12210501 |
| US Treasury Bonds 1.625% 11/15/2050  | 1.57 to 1.98 | 100569000 | 51887318 |
| US Treasury Bonds 1.75% 8/15/2041  | 2.01 to 2.33 | 5202000 | 3445919 |
| US Treasury Bonds 1.875% 11/15/2051  | 1.89 to 2.07 | 29202000 | 15892276 |
| US Treasury Bonds 1.875% 2/15/2041  | 2.18 to 2.31 | 171299000 | 117721223 |
| US Treasury Bonds 1.875% 2/15/2051  | 2.11 to 2.41 | 157669000 | 86736427 |
| US Treasury Bonds 2% 11/15/2041  | 1.92 to 2.17 | 49533000 | 33962998 |
| US Treasury Bonds 2% 2/15/2050  | 1.71 | 130000 | 75045 |
| US Treasury Bonds 2% 8/15/2051  | 2.04 to 2.31 | 3587000 | 2024413 |
| US Treasury Bonds 2.25% 2/15/2052  | 2.44 to 3.03 | 54100000 | 32339543 |
| US Treasury Bonds 2.25% 5/15/2041  | 2.03 to 2.07 | 15212000 | 11023352 |
| US Treasury Bonds 2.25% 8/15/2046  | 2.93 | 8327300 | 5395180 |
| US Treasury Bonds 2.25% 8/15/2049  | 2.22 | 936600 | 577985 |
| US Treasury Bonds 2.375% 11/15/2049  | 1.57 to 2.39 | 7928000 | 5017557 |
| US Treasury Bonds 2.375% 5/15/2051  | 2.29 | 8194000 | 5091483 |
| US Treasury Bonds 2.5% 2/15/2046  | 2.92 | 12667600 | 8686708 |
| US Treasury Bonds 2.5% 5/15/2046  | 2.92 | 4826500 | 3299742 |
| US Treasury Bonds 2.75% 11/15/2047  | 2.13 to 2.93 | 3369900 | 2366433 |
| US Treasury Bonds 2.75% 8/15/2047  | 2.93 | 1857800 | 1308515 |
| US Treasury Bonds 2.875% 11/15/2046  | 2.33 | 2461500 | 1792280 |
| US Treasury Bonds 2.875% 5/15/2043  | 2.89 | 1252400 | 957792 |
| US Treasury Bonds 2.875% 5/15/2049  | 2.38 | 400 | 282 |
| US Treasury Bonds 2.875% 5/15/2052  | 3.12 to 3.28 | 13900000 | 9585027 |
| US Treasury Bonds 2.875% 8/15/2045  | 2.91 | 91000 | 67293 |
| US Treasury Bonds 3% 11/15/2044  | 2.11 to 2.91 | 41796400 | 31887715 |
| US Treasury Bonds 3% 2/15/2047  | 2.91 | 7118100 | 5287414 |
| US Treasury Bonds 3% 2/15/2048  | 1.33 to 2.93 | 4353000 | 3193164 |
| US Treasury Bonds 3% 5/15/2045  | 2.38 to 2.90 | 16727200 | 12681309 |
| US Treasury Bonds 3% 5/15/2047  | 2.92 | 519600 | 384768 |
| US Treasury Bonds 3% 8/15/2052  | 3.75 to 4.15 | 69100000 | 48866656 |
| US Treasury Bonds 3.125% 11/15/2041  | 2.13 | 1577000 | 1285563 |
| US Treasury Bonds 3.125% 5/15/2048  | 2.13 | 466400 | 349235 |
| US Treasury Bonds 3.125% 8/15/2044  | 2.91 | 76300 | 59626 |
| US Treasury Bonds 3.25% 5/15/2042  | 3.23 to 3.41 | 49500000 | 40704082 |
| US Treasury Bonds 3.375% 11/15/2048  | 2.92 | 4431700 | 3458284 |
| US Treasury Bonds 3.375% 5/15/2044  | 2.90 | 2243400 | 1827933 |
| US Treasury Bonds 3.375% 8/15/2042  | 3.70 to 4.43 | 213700000 | 178239156 |
| US Treasury Bonds 3.625% 2/15/2044  | 2.89 | 1062700 | 901385 |
| US Treasury Bonds 3.625% 2/15/2053  | 3.84 to 4.03 | 197700000 | 158244950 |
| US Treasury Bonds 3.625% 8/15/2043  | 2.89 | 320900 | 273693 |
| US Treasury Bonds 3.875% 2/15/2043  | 3.80 to 4.09 | 100400000 | 89210891 |
| US Treasury Bonds 3.875% 5/15/2043  | 4.05 to 4.21 | 135950000 | 120451170 |
| US Treasury Bonds 3.875% 8/15/2040  | 2.80 | 1400 | 1281 |
| US Treasury Bonds 4% 11/15/2042  | 3.74 to 4.13 | 97300000 | 88143918 |
| US Treasury Bonds 4% 11/15/2052  | 3.62 to 3.88 | 64100000 | 55010820 |
| US Treasury Bonds 4.125% 8/15/2044  | 4.18 to 4.60 | 110810000 | 100659631 |
| US Treasury Bonds 4.125% 8/15/2053  | 4.20 to 5.03 | 39100000 | 34244574 |
| US Treasury Bonds 4.25% 11/15/2040  | 2.00 to 2.80 | 144500 | 137873 |
| US Treasury Bonds 4.25% 2/15/2054  | 4.34 to 4.78 | 226017000 | 202214585 |
| US Treasury Bonds 4.25% 5/15/2039  | 1.94 to 2.75 | 1432500 | 1391148 |
| US Treasury Bonds 4.25% 8/15/2054  | 4.13 to 4.48 | 88190000 | 78902491 |
| US Treasury Bonds 4.375% 11/15/2039  | 1.95 to 2.77 | 17800 | 17387 |
| US Treasury Bonds 4.375% 8/15/2043  | 4.39 to 5.12 | 40800000 | 38578313 |
| US Treasury Bonds 4.5% 11/15/2054  | 4.37 to 4.80 | 68150000 | 63616428 |
| US Treasury Bonds 4.5% 2/15/2044  | 4.44 to 4.90 | 130700000 | 125277992 |
| US Treasury Bonds 4.5% 5/15/2038  | 1.02 to 2.70 | 4680500 | 4728768 |
| US Treasury Bonds 4.5% 8/15/2039  | 2.75 | 73900 | 73374 |
| US Treasury Bonds 4.625% 11/15/2044  | 4.47 to 4.86 | 50660000 | 49144158 |
| US Treasury Bonds 4.625% 2/15/2055  | 4.49 to 4.69 | 40900000 | 38982813 |
| US Treasury Bonds 4.625% 5/15/2044  | 4.62 to 4.71 | 61100000 | 59434071 |
| US Treasury Bonds 4.625% 5/15/2054  | 4.34 to 4.63 | 96600000 | 92030367 |
| US Treasury Bonds 4.75% 11/15/2043  | 4.17 to 4.69 | 145800000 | 144450211 |
| US Treasury Bonds 4.75% 2/15/2037  | 2.67 | 5326400 | 5542161 |
| US Treasury Bonds 4.75% 2/15/2041  | 2.00 to 4.87 | 491600 | 495556 |
| US Treasury Bonds 4.75% 5/15/2055  | 4.79 to 4.91 | 183300000 | 178316531 |
| US Treasury Bonds 4.75% 8/15/2045  | 4.74 | 55200000 | 55260375 |
| US Treasury Bonds 4.75% 8/15/2055  | 4.92 | 48900000 | 47585813 |
| US Treasury Bonds 5% 5/15/2045  | 4.79 to 4.92 | 231880000 | 235756744 |
| US Treasury Notes 0.375% 7/31/2027  | 0.48 to 0.49 | 41405000 | 38936874 |
| US Treasury Notes 0.375% 9/30/2027  | 0.62 | 4380000 | 4098380 |
| US Treasury Notes 0.5% 10/31/2027  | 0.61 | 69435000 | 64975971 |
| US Treasury Notes 0.5% 4/30/2027  | 0.49 to 1.04 | 76857000 | 72960110 |
| US Treasury Notes 0.5% 6/30/2027  | 0.39 | 6547000 | 6185892 |
| US Treasury Notes 0.625% 11/30/2027  | 0.63 | 1471000 | 1377626 |
| US Treasury Notes 0.625% 12/31/2027  | 0.63 | 11851000 | 11068649 |
| US Treasury Notes 0.625% 3/31/2027  | 0.52 | 798000 | 760812 |
| US Treasury Notes 0.625% 5/15/2030  | 1.69 | 6869000 | 5969322 |
| US Treasury Notes 0.625% 8/15/2030  | 0.78 | 9936000 | 8562426 |
| US Treasury Notes 0.75% 1/31/2028  | 1.15 | 5976000 | 5585693 |
| US Treasury Notes 0.875% 9/30/2026  | 0.95 to 0.97 | 57100000 | 55326777 |
| US Treasury Notes 1.125% 10/31/2026  | 1.18 to 1.42 | 167200000 | 162105625 |
| US Treasury Notes 1.125% 2/29/2028  | 1.28 to 1.39 | 119508000 | 112538256 |
| US Treasury Notes 1.25% 11/30/2026  | 1.14 | 106012000 | 102765383 |
| US Treasury Notes 1.25% 12/31/2026  | 1.55 | 14400000 | 13933688 |
| US Treasury Notes 1.25% 3/31/2028  | 1.36 | 15582000 | 14690904 |
| US Treasury Notes 1.25% 4/30/2028  | 1.25 | 53309000 | 50175014 |
| US Treasury Notes 1.25% 5/31/2028  | 1.21 | 39296000 | 36909075 |
| US Treasury Notes 1.25% 6/30/2028  | 0.99 | 77172000 | 72363822 |
| US Treasury Notes 1.25% 8/15/2031  | 1.48 to 1.80 | 121027000 | 104579620 |
| US Treasury Notes 1.25% 9/30/2028  | 1.27 to 1.70 | 70716000 | 65920571 |
| US Treasury Notes 1.375% 12/31/2028  | 1.56 to 1.71 | 22700000 | 21132281 |
| US Treasury Notes 1.375% 8/31/2026  | 1.63 | 2670800 | 2606304 |
| US Treasury Notes 1.5% 1/31/2027  | 1.62 to 1.81 | 50200000 | 48656742 |
| US Treasury Notes 1.5% 11/30/2028  | 1.31 to 1.42 | 113349000 | 106127429 |
| US Treasury Notes 1.5% 2/15/2030  | 1.35 to 1.50 | 87477000 | 79809094 |
| US Treasury Notes 1.625% 10/31/2026  | 1.82 | 1670000 | 1628772 |
| US Treasury Notes 1.625% 5/15/2031  | 3.75 | 38120000 | 33931267 |
| US Treasury Notes 1.625% 8/15/2029  | 0.94 to 1.80 | 29838600 | 27699778 |
| US Treasury Notes 1.625% 9/30/2026  | 1.58 to 1.83 | 1274000 | 1244489 |
| US Treasury Notes 2% 11/15/2026  | 2.42 | 11997900 | 11745288 |
| US Treasury Notes 2.25% 11/15/2025  | 1.62 to 2.38 | 18937500 | 18860566 |
| US Treasury Notes 2.25% 11/15/2027  | 1.81 to 2.48 | 27839100 | 27041988 |
| US Treasury Notes 2.25% 2/15/2027  | 2.43 | 944000 | 924419 |
| US Treasury Notes 2.25% 8/15/2027  | 2.46 | 5291000 | 5153351 |
| US Treasury Notes 2.375% 5/15/2027  | 1.63 to 2.45 | 68262000 | 66811433 |
| US Treasury Notes 2.5% 3/31/2027  | 2.45 to 2.83 | 39000000 | 38287031 |
| US Treasury Notes 2.625% 2/15/2029  | 1.68 to 2.51 | 20536100 | 19886325 |
| US Treasury Notes 2.625% 5/31/2027  | 3.34 | 7200000 | 7072875 |
| US Treasury Notes 2.625% 7/31/2029  | 2.64 to 2.92 | 155300000 | 149633976 |
| US Treasury Notes 2.75% 4/30/2027  | 2.85 to 3.03 | 35700000 | 35167289 |
| US Treasury Notes 2.75% 7/31/2027  | 2.67 | 85000000 | 83595508 |
| US Treasury Notes 2.75% 8/15/2032  | 2.78 to 4.05 | 238719800 | 221645739 |
| US Treasury Notes 2.875% 4/30/2029  | 3.05 | 11600000 | 11306375 |
| US Treasury Notes 2.875% 5/15/2028  | 1.67 to 2.48 | 46361100 | 45508128 |
| US Treasury Notes 2.875% 5/15/2032  | 2.91 to 2.93 | 1900000 | 1784664 |
| US Treasury Notes 2.875% 8/15/2028  | 1.76 | 38531600 | 37765484 |
| US Treasury Notes 3% 10/31/2025  | 1.62 to 2.38 | 7767100 | 7750079 |
| US Treasury Notes 3.125% 11/15/2028  | 1.68 to 2.50 | 3802200 | 3747989 |
| US Treasury Notes 3.125% 8/31/2027  | 3.33 | 41900000 | 41499004 |
| US Treasury Notes 3.125% 8/31/2029  | 3.29 | 43000000 | 42193750 |
| US Treasury Notes 3.25% 6/30/2027  | 2.86 to 2.97 | 37300000 | 37039191 |
| US Treasury Notes 3.25% 6/30/2029  | 2.99 | 11400000 | 11246367 |
| US Treasury Notes 3.375% 5/15/2033  | 3.96 | 13600000 | 13035281 |
| US Treasury Notes 3.375% 9/15/2027  | 3.56 | 94700000 | 94256094 |
| US Treasury Notes 3.5% 1/31/2028  | 3.60 to 4.20 | 99800000 | 99569992 |
| US Treasury Notes 3.5% 1/31/2030  | 4.07 | 51100000 | 50758668 |
| US Treasury Notes 3.5% 2/15/2033  | 3.82 | 120900000 | 117187993 |
| US Treasury Notes 3.5% 4/30/2028  | 3.51 to 3.76 | 126400000 | 126100483 |
| US Treasury Notes 3.5% 4/30/2030  | 3.71 | 67900000 | 67377488 |
| US Treasury Notes 3.5% 9/30/2029  | 3.57 | 40400000 | 40183797 |
| US Treasury Notes 3.625% 3/31/2028  | 3.58 | 49700000 | 49742711 |
| US Treasury Notes 3.625% 3/31/2030  | 3.48 to 3.55 | 78900000 | 78727406 |
| US Treasury Notes 3.625% 5/31/2028  | 3.74 to 4.11 | 30400000 | 30424937 |
| US Treasury Notes 3.625% 8/15/2028  | 3.58 | 168800000 | 169024187 |
| US Treasury Notes 3.625% 8/31/2029  | 3.71 | 17060000 | 17052003 |
| US Treasury Notes 3.625% 8/31/2030  | 3.69 | 147200000 | 146751499 |
| US Treasury Notes 3.625% 9/30/2031  | 3.66 to 3.97 | 96800000 | 95711000 |
| US Treasury Notes 3.75% 12/31/2028  | 3.84 to 3.92 | 33000000 | 33148242 |
| US Treasury Notes 3.75% 12/31/2030  | 4.11 | 2400000 | 2400844 |
| US Treasury Notes 3.75% 4/15/2028  | 3.58 to 3.80 | 103880000 | 104277665 |
| US Treasury Notes 3.75% 5/15/2028  | 3.85 | 382900000 | 384489724 |
| US Treasury Notes 3.75% 6/30/2030  | 3.96 to 4.08 | 167850000 | 168302408 |
| US Treasury Notes 3.75% 8/15/2027  | 3.79 | 82100000 | 82263559 |
| US Treasury Notes 3.75% 8/31/2031  | 3.73 | 30500000 | 30379668 |
| US Treasury Notes 3.875% 10/15/2027  | 3.86 to 4.12 | 189500000 | 190454902 |
| US Treasury Notes 3.875% 11/30/2027  | 3.66 to 3.93 | 118900000 | 119564168 |
| US Treasury Notes 3.875% 11/30/2029  | 3.59 to 3.80 | 73000000 | 73621640 |
| US Treasury Notes 3.875% 12/31/2027  | 3.50 to 3.64 | 69900000 | 70322119 |
| US Treasury Notes 3.875% 12/31/2029  | 3.58 | 29300000 | 29552941 |
| US Treasury Notes 3.875% 3/15/2028  | 3.68 | 65100000 | 65562821 |
| US Treasury Notes 3.875% 4/30/2030  | 3.72 | 83400000 | 84106945 |
| US Treasury Notes 3.875% 5/31/2027  | 3.89 | 25900000 | 25987008 |
| US Treasury Notes 3.875% 6/15/2028  | 3.68 to 3.86 | 271600000 | 273700658 |
| US Treasury Notes 3.875% 6/30/2030  | 3.79 | 61600000 | 62105312 |
| US Treasury Notes 3.875% 7/15/2028  | 3.88 | 106900000 | 107726805 |
| US Treasury Notes 3.875% 7/31/2030  | 3.95 | 120790000 | 121761983 |
| US Treasury Notes 3.875% 8/15/2033  | 4.10 to 4.88 | 67600000 | 66892313 |
| US Treasury Notes 3.875% 8/15/2034  | 3.92 to 4.28 | 46530000 | 45621213 |
| US Treasury Notes 3.875% 9/30/2029  | 3.76 to 3.87 | 27400000 | 27642961 |
| US Treasury Notes 4% 1/15/2027  | 4.01 | 58600000 | 58780836 |
| US Treasury Notes 4% 1/31/2029  | 3.87 | 107000000 | 108341679 |
| US Treasury Notes 4% 1/31/2031  | 3.91 to 4.28 | 11600000 | 11737750 |
| US Treasury Notes 4% 10/31/2029  | 3.74 to 4.14 | 128400000 | 130135406 |
| US Treasury Notes 4% 12/15/2027  | 4.28 to 4.48 | 37600000 | 37934268 |
| US Treasury Notes 4% 2/15/2034  | 4.19 to 4.69 | 139400000 | 138583202 |
| US Treasury Notes 4% 2/28/2030  | 3.69 | 11800000 | 11965477 |
| US Treasury Notes 4% 4/30/2032  | 4.11 to 4.16 | 230000000 | 231329688 |
| US Treasury Notes 4% 5/31/2030  | 3.95 | 208400000 | 211289922 |
| US Treasury Notes 4% 6/30/2028  | 4.13 | 126700000 | 128115477 |
| US Treasury Notes 4% 6/30/2032  | 3.99 | 61120000 | 61435150 |
| US Treasury Notes 4% 7/31/2029  | 3.94 | 53800000 | 54513818 |
| US Treasury Notes 4% 7/31/2032  | 3.92 to 4.14 | 178620000 | 179429372 |
| US Treasury Notes 4.125% 1/31/2027  | 4.20 | 15300000 | 15375902 |
| US Treasury Notes 4.125% 10/31/2026  | 4.16 | 78200000 | 78450484 |
| US Treasury Notes 4.125% 10/31/2027  | 3.82 to 4.24 | 153700000 | 155303043 |
| US Treasury Notes 4.125% 10/31/2029  | 4.15 | 83700000 | 85213793 |
| US Treasury Notes 4.125% 10/31/2031  | 4.11 to 4.22 | 197040000 | 200049479 |
| US Treasury Notes 4.125% 11/15/2027  | 4.09 to 4.11 | 178200000 | 180093375 |
| US Treasury Notes 4.125% 11/30/2029  | 4.05 | 25750000 | 26221748 |
| US Treasury Notes 4.125% 2/15/2027  | 4.42 | 131100000 | 131791348 |
| US Treasury Notes 4.125% 3/31/2029  | 4.20 | 78700000 | 80037285 |
| US Treasury Notes 4.125% 3/31/2032  | 3.88 | 27500000 | 27870605 |
| US Treasury Notes 4.125% 5/31/2032  | 4.16 | 15600000 | 15796655 |
| US Treasury Notes 4.125% 7/31/2028  | 4.18 | 99300000 | 100758469 |
| US Treasury Notes 4.125% 7/31/2031  | 3.81 to 3.96 | 129500000 | 131622635 |
| US Treasury Notes 4.125% 8/31/2030  | 4.63 | 69700000 | 71009597 |
| US Treasury Notes 4.125% 9/30/2027  | 3.96 | 27300000 | 27575133 |
| US Treasury Notes 4.25% 1/15/2028  | 4.24 | 209100000 | 212130317 |
| US Treasury Notes 4.25% 1/31/2030  | 4.33 | 127600000 | 130605578 |
| US Treasury Notes 4.25% 11/15/2034  | 4.55 | 44900000 | 45194656 |
| US Treasury Notes 4.25% 12/31/2026  | 4.25 | 62000000 | 62370547 |
| US Treasury Notes 4.25% 2/15/2028  | 3.96 | 38900000 | 39491832 |
| US Treasury Notes 4.25% 2/28/2029  | 4.24 | 80600000 | 82284414 |
| US Treasury Notes 4.25% 2/28/2031  | 4.21 to 4.27 | 163500000 | 167440605 |
| US Treasury Notes 4.25% 3/15/2027  | 4.40 | 65200000 | 65711922 |
| US Treasury Notes 4.25% 5/15/2035  | 4.23 to 4.39 | 227960000 | 228672375 |
| US Treasury Notes 4.25% 6/30/2029  | 4.34 | 42200000 | 43130751 |
| US Treasury Notes 4.25% 8/15/2035  | 4.22 | 87000000 | 87176719 |
| US Treasury Notes 4.375% 1/31/2032  | 4.44 | 107300000 | 110301047 |
| US Treasury Notes 4.375% 11/30/2028  | 4.29 | 116300000 | 119034867 |
| US Treasury Notes 4.375% 11/30/2030  | 3.87 to 4.36 | 171900000 | 177090574 |
| US Treasury Notes 4.375% 12/15/2026  | 4.01 to 4.09 | 66200000 | 66686156 |
| US Treasury Notes 4.375% 5/15/2034  | 4.37 to 4.49 | 10400000 | 10603125 |
| US Treasury Notes 4.375% 7/15/2027  | 4.10 | 103200000 | 104533303 |
| US Treasury Notes 4.375% 7/31/2026  | 4.26 | 800000 | 803281 |
| US Treasury Notes 4.5% 11/15/2033  | 3.95 to 4.34 | 118800000 | 122503219 |
| US Treasury Notes 4.5% 12/31/2031  | 4.49 | 42500000 | 44004101 |
| US Treasury Notes 4.5% 4/15/2027  | 4.87 | 36800000 | 37258563 |
| US Treasury Notes 4.5% 5/15/2027  | 4.67 | 122300000 | 123929074 |
| US Treasury Notes 4.5% 5/31/2029  | 4.49 | 18500000 | 19059336 |
| US Treasury Notes 4.625% 10/15/2026  | 4.81 | 32300000 | 32580102 |
| US Treasury Notes 4.625% 11/15/2026  | 4.47 | 114600000 | 115678851 |
| US Treasury Notes 4.625% 2/15/2035  | 4.05 to 4.31 | 126340000 | 130663203 |
| US Treasury Notes 4.625% 4/30/2029  | 4.72 | 67000000 | 69287422 |
| US Treasury Notes 4.625% 4/30/2031  | 4.70 | 48000000 | 50041875 |
| US Treasury Notes 4.625% 5/31/2031  | 4.37 to 4.49 | 143700000 | 149790410 |
| US Treasury Notes 4.625% 6/15/2027  | 4.52 | 67900000 | 69011332 |
| US Treasury Notes 4.625% 9/15/2026  | 4.79 | 52500000 | 52913263 |
| US Treasury Notes 4.625% 9/30/2028  | 4.60 | 96400000 | 99280703 |
| US Treasury Notes 4.625% 9/30/2030  | 4.65 | 11900000 | 12395523 |
| US Treasury Notes 4.75% 2/15/2045  | 4.70 to 4.81 | 33740000 | 33239172 |
| US Treasury Notes 4.875% 10/31/2028  | 4.82 | 5440000 | 5645488 |
| US Treasury Notes 5% 9/30/2025  | 5.05 | 14100000 | 14105798 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $14,643,762,302) |  |  | **14166655463** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.1%** | &nbsp;&nbsp;**Money Market Funds - 1.1%** | &nbsp;&nbsp;**Money Market Funds - 1.1%** | &nbsp;&nbsp;**Money Market Funds - 1.1%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (j) | 4.36 | 116686119 | 116709456 |
| Fidelity Securities Lending Cash Central Fund (f)(j) | 4.36 | 211409392 | 211430533 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $328,139,989) |  |  | **328139989** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 102.1%**<br> (Cost $32,778,374,012)<br>| <br>**31116064194** |
| **NET OTHER ASSETS (LIABILITIES) - (2.1)%**  | **(622500907)** |
| **NET ASSETS - 100.0%** | **30493563287** |

---

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments**  | **TBA Sale Commitments**  | **TBA Sale Commitments**  |
|  | Principal<br> Amount (a) | Value ($) |
| U.S. Government Agency - Mortgage Securities |  |  |
| Ginnie Mae II Pool 3.5% 9/1/2055 | (28550000) | (25984243) |
| Ginnie Mae II Pool 6% 9/1/2055 | (60675000) | (61885642) |
| Uniform Mortgage Backed Securities 2% 9/1/2055 | (10575000) | (8396385) |
| Uniform Mortgage Backed Securities 2.5% 9/1/2055 | (34150000) | (28351170) |
| Uniform Mortgage Backed Securities 3.5% 9/1/2055 | (46450000) | (41970116) |
| Uniform Mortgage Backed Securities 5% 9/1/2040 | (8125000) | (8209106) |
| Uniform Mortgage Backed Securities 6% 9/1/2055 | (33600000) | (34329752) |
| TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES  |  | (209126414) |
| **TOTAL TBA SALE COMMITMENTS**<br> (Proceeds $208,092,661) |  | <br> **(209126414)** |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(c) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(d) Security or a portion of the security is on loan at period end.

(e) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $45,622,146 or 0.1% of net assets.

(f) Investment made with cash collateral received from securities on loan.

(g) Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.

(h) Security or a portion of the security purchased on a delayed delivery or when-issued basis.

(i) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(j) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 57950160 | 3577155540 | 3518396244 | 5445415 | - | - | 116709456 | 116686119 | 0.2% |
| Fidelity Securities Lending Cash Central Fund | 25812500 | 3137037865 | 2951419832 | 520585 | - | - | 211430533 | 211409392 | 0.7% |
| Total | 83762660 | 6714193405 | 6469816076 | 5966000 | - | - | 328139989 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line item in the Statement of Operations, if applicable.

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

Amounts included in the purchases and sales proceeds columns may include in-kind transactions, if applicable.

**Investment Valuation**

The following is a summary of the inputs used, as of August 31, 2025, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** |
| **Description** | **Total ($)** | **Level 1 ($)** | **Level 2 ($)** | **Level 3 ($)** |
|  **<u>Investments in Securities:</u>** |  |  |  |  |
|  **Asset-Backed Securities** | 83021544 | - | 83021544 | - |
|  **Bank Notes** |  |  |  |  |
| Financials | 36822035 | - | 36822035 | - |
|  **Commercial Mortgage Securities** | 352355805 | - | 352355805 | - |
|  **Foreign Government and Government Agency Obligations** | 372835099 | - | 372835099 | - |
|  **Municipal Securities** |  |  |  |  |
| Education | 7208934 | - | 7208934 | - |
| Electric Utilities | 5891302 | - | 5891302 | - |
| General Obligations | 43261313 | - | 43261313 | - |
| Health Care | 6762460 | - | 6762460 | - |
| Special Tax | 10475573 | - | 10475573 | - |
| Transportation | 26802956 | - | 26802956 | - |
| Water & Sewer | 4060437 | - | 4060437 | - |
|  **Non-Convertible Corporate Bonds** |  |  |  |  |
| Communication Services | 535633297 | - | 535633297 | - |
| Consumer Discretionary | 385596962 | - | 385596962 | - |
| Consumer Staples | 465376360 | - | 465376360 | - |
| Energy | 566703975 | - | 566703975 | - |
| Financials | 2857160201 | - | 2857160201 | - |
| Health Care | 856041148 | - | 856041148 | - |
| Industrials | 533520528 | - | 533520528 | - |
| Information Technology | 558122590 | - | 558122590 | - |
| Materials | 237710319 | - | 237710319 | - |
| Real Estate | 288946924 | - | 288946924 | - |
| Utilities | 681362255 | - | 681362255 | - |
|  **U.S. Government Agency - Mortgage Securities** | 7619077013 | - | 7619077013 | - |
|  **U.S. Government Agency Obligations** |  |  |  |  |
| Financials | 62615922 | - | 62615922 | - |
| Utilities | 23903790 | - | 23903790 | - |
|  **U.S. Treasury Obligations** | 14166655463 | - | 14166655463 | - |
|  **Money Market Funds** | 328139989 | 328139989 | - | - |
| **Total Investments in Securities:** | 31116064194 | 328139989 | 30787924205 | - |
|  **<u>Other Financial Instruments:</u>** |  |  |  |  |
|  **TBA Sale Commitments** | (209126414) | - | (209126414) | - |
| **Total Other Financial Instruments:** | (209126414) | - | (209126414) | - |

---

**Financial Statements**

---

| | | |
|:---|:---|:---|
| **Statement of Assets and Liabilities** | **Statement of Assets and Liabilities** | **Statement of Assets and Liabilities** |
| **As of August 31, 2025** | **As of August 31, 2025** | **As of August 31, 2025** |
| **Assets**  |  |  |
| Investment in securities, at value (including securities loaned of $203,925,040) - See accompanying schedule: |  |  |
| Unaffiliated issuers (cost $32,450,234,023) | $30787924205 |  |
| Fidelity Central Funds (cost $328,139,989) | 328139989 |  |
| Total Investment in Securities (cost $32,778,374,012) |  | $31116064194 |
| Foreign currency held at value (cost $1,181) |  | 1225 |
| Receivable for investments sold |  |  |
| Regular delivery |  | 213192243 |
| Delayed delivery |  | 33790021 |
| Receivable for TBA sale commitments |  | 208092661 |
| Receivable for fund shares sold |  | 357426562 |
| Interest receivable |  | 240964877 |
| Distributions receivable from Fidelity Central Funds |  | 275281 |
| Other receivables |  | 124178 |
| **Total assets** |  | 32169931242 |
| **Liabilities** |  |  |
| Payable for investments purchased |  |  |
| Regular delivery | $625767292 |  |
| Delayed delivery | 629074379 |  |
| TBA sale commitments, at value | 209126414 |  |
| Payable for fund shares redeemed | 797859 |  |
| Other payables and accrued expenses | 171478 |  |
| Collateral on securities loaned | 211430533 |  |
| **Total liabilities** |  | 1676367955 |
| **Net Assets**  |  | $30493563287 |
| Net Assets consist of: |  |  |
| Paid in capital |  | $32952532409 |
| Total accumulated earnings (loss) |  | (2458969122) |
| **Net Assets** |  | $30493563287 |
| **Net Asset Value**, offering price and redemption price per share ($30,493,563,287 ÷ 3,360,396,531 shares) |  | $9.07 |

---

---

| | | |
|:---|:---|:---|
| **Statement of Operations** | **Statement of Operations** | **Statement of Operations** |
| <br> **Year ended August 31, 2025** | <br> **Year ended August 31, 2025** | <br> **Year ended August 31, 2025** |
| **Investment Income** |  |  |
| Interest  |  | $1041577451 |
| Income from Fidelity Central Funds (including $520,585 from security lending)  |  | 5966000 |
| **Total income** |  | 1047543451 |
| **Expenses** |  |  |
| Custodian fees and expenses | $205994 |  |
| Independent trustees' fees and expenses | 67420 |  |
| Total expenses before reductions | 273414 |  |
| Expense reductions | (15383) |  |
| Total expenses after reductions |  | 258031 |
| **Net Investment income (loss)** |  | 1047285420 |
| **Realized and Unrealized Gain (Loss)** |  |  |
| Net realized gain (loss) on: |  |  |
| Investment Securities: |  |  |
| Unaffiliated issuers  | (97400707) |  |
| Foreign currency transactions | 3 |  |
| Total net realized gain (loss) |  | (97400704) |
| Change in net unrealized appreciation (depreciation) on: |  |  |
| Investment Securities: |  |  |
| Unaffiliated issuers  | (48814446) |  |
| Assets and liabilities in foreign currencies | 34 |  |
| TBA sale commitments | (1374916) |  |
| Total change in net unrealized appreciation (depreciation) |  | (50189328) |
| **Net gain (loss)** |  | (147590032) |
| **Net increase (decrease) in net assets resulting from operations** |  | $899695388 |

---

---

| | | |
|:---|:---|:---|
| **Statement of Changes in Net Assets** | **Statement of Changes in Net Assets** | **Statement of Changes in Net Assets** |
|  | **Year ended**<br> **August 31, 2025** | **Year ended**<br> **August 31, 2024** |
| **Increase (Decrease) in Net Assets** |  |  |
| Operations |  |  |
| &nbsp;&nbsp;Net investment income (loss) | $1047285420 | $824386454 |
| &nbsp;&nbsp;Net realized gain (loss) | (97400704)<br>| (171789818)<br>|
| &nbsp;&nbsp;Change in net unrealized appreciation (depreciation) | (50189328) | 1026290811<br>|
| &nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations** | 899695388<br>| 1678887447<br>|
| Distributions to shareholders | (1046198641)<br>| (824021691)<br>|
| Share transactions |  |  |
| &nbsp;&nbsp;Proceeds from sales of shares | 7041604393 | 5001016662 |
| Reinvestment of distributions | 1046197807<br>| 823866684<br>|
| &nbsp;&nbsp;Cost of shares redeemed | (3385074828) | (2164097679) |
| **Net increase (decrease) in net assets resulting from share transactions** | 4702727372<br>| 3660785667<br>|
| &nbsp;&nbsp;**Total increase (decrease) in net assets** | 4556224119<br>| 4515651423<br>|
| **Net Assets** |  |  |
| &nbsp;&nbsp;Beginning of period | 25937339168 | 21421687745<br>|
| &nbsp;&nbsp;End of period | $30493563287 | $25937339168 |
| **Other Information** |  |  |
| Shares |  |  |
| &nbsp;&nbsp;Sold | 782328818 | 552175268 |
| Issued in reinvestment of distributions | 116048038<br>| 93012350<br>|
| &nbsp;&nbsp;Redeemed | (375976134) | (233969619) |
| &nbsp;&nbsp;Net increase (decrease) | 522400722 | 411217999 |

---

**Financial Highlights** 

**Fidelity® Series Bond Index Fund** <br>

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Years ended August 31,** | **2025**  | **2024**  | **2023**  | **2022**  | **2021**  |
| **Selected Per-Share Data**  |  |  |  |  |  |
| Net asset value, beginning of period  | $9.14 | $8.83 | $9.19 | $10.59 | $10.90 |
| Income from Investment Operations  |  |  |  |  |  |
| Net investment income (loss) A,B | .344  | .314  | .258  | .181  | .165  |
| Net realized and unrealized gain (loss)  | (.070)  | .309  | (.361)  | (1.396)  | (.182)  |
| Total from investment operations  | .274  | .623  | (.103)  | (1.215)  | (.017)  |
| Distributions from net investment income  | (.344)  | (.313)  | (.257)  | (.185)  | (.174)  |
| Distributions from net realized gain  | -  | -  | -  | -  | (.119)  |
| Total distributions  | (.344)  | (.313)  | (.257)  | (.185)  | (.293)  |
| Net asset value, end of period  | $9.07 | $9.14 | $8.83 | $9.19 | $10.59 |
| **Total Return** C | 3.08% <br>| 7.24%  | (1.12)%  | (11.57)%  | (.14)%  |
| **Ratios to Average Net Assets** B,D,E |  |  |  |  |  |
| Expenses before reductions F | -%  | -%  | -%  | -%  | -%  |
| Expenses net of fee waivers, if any F | -% <br>| -%  | -%  | -%  | -%  |
| Expenses net of all reductions, if any F | -%  | -%  | -%  | -%  | -%  |
| Net investment income (loss)  | 3.83%  | 3.55%  | 2.89%  | 1.82%  | 1.56%  |
| **Supplemental Data** |  |  |  |  |  |
| Net assets, end of period (000 omitted) | $30493563 | $25937339 | $21421688 | $17763199 | $20808897 |
| Portfolio turnover rate G | 55% <br>| 50%  | 42%  | 61%  | 108%  |

---

A*Calculated based on average shares outstanding during the period.*

B*Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any mutual funds or ETFs is not included in the Fund's net investment income (loss) ratio.*

C*Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.*

D*Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.*

E*Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment adviser, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.*

F*Amount represents less than .005%.*

G*Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs), derivatives or securities that mature within one year from acquisition.* 

**Notes to Financial Statements**

For the period ended August 31, 2025

**1. Organization.**

Fidelity Series Bond Index Fund (the Fund) is a fund of Fidelity Salem Street Trust (the Trust) and is authorized to issue an unlimited number of shares. Shares are offered only to certain other Fidelity funds, Fidelity managed 529 plans, and Fidelity managed collective investment trusts. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust.

**2. Investments in Fidelity Central Funds.**

Funds may invest in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Schedule of Investments lists any Fidelity Central Funds held as an investment as of period end, but does not include the underlying holdings of each Fidelity Central Fund. An investing fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.

Based on its investment objective, each Fidelity Central Fund may invest or participate in various investment vehicles or strategies that are similar to those of the investing fund. These strategies are consistent with the investment objectives of the investing fund and may involve certain economic risks which may cause a decline in value of each of the Fidelity Central Funds and thus a decline in the value of the investing fund.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Fidelity Central Fund** | **Investment Manager** | **Investment Objective** | **Investment Practices** | **Expense RatioA** |
| Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% |

---

*A Expenses expressed as a percentage of average net assets and are as of each underlying Central Fund's most recent annual or semi-annual shareholder report.* 

A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds which contain the significant accounting policies (including investment valuation policies) of those funds, and are not covered by the Report of Independent Registered Public Accounting Firm, are available on the Securities and Exchange Commission website or upon request.

**3. Significant Accounting Policies.**

The Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 *Financial Services - Investment Companies*. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. The Fund operates as a single operating segment. The Fund's income, expenses, assets, and performance are regularly monitored and assessed as a whole by the investment adviser and other individuals responsible for oversight functions of the Trust, using the information presented in the financial statements and financial highlights. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The Fund's Schedule of Investments lists any underlying mutual funds or exchange-traded funds but does not include the underlying holdings of these funds. The following summarizes the significant accounting policies of the Fund:

**Investment Valuation.** Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value the Fund's investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Corporate bonds, bank notes, foreign government and government agency obligations, municipal securities and U.S. government and government agency obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset backed securities, commercial mortgage securities and U.S. government agency mortgage securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. The aggregate value of investments by input level as of August 31, 2025 is included at the end of the Fund's Schedule of Investments.

**Foreign Currency.** Certain Funds may use foreign currency contracts to facilitate transactions in foreign-denominated securities. Gains and losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts' terms.

Foreign-denominated assets, including investment securities, and liabilities are translated into U.S. dollars at the exchange rates at period end. Purchases and sales of investment securities, income and dividends received, and expenses denominated in foreign currencies are translated into U.S. dollars at the exchange rate in effect on the transaction date.

The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.

**Investment Transactions and Income.** For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Interest income is accrued as earned and includes coupon interest and amortization of premium and accretion of discount on debt securities as applicable. Investment income is recorded net of foreign taxes withheld where recovery of such taxes is uncertain. Debt obligations may be placed on non-accrual status and related interest income may be reduced by ceasing current accruals and writing off interest receivables when the collection of all or a portion of interest has become doubtful based on consistently applied procedures. A debt obligation is removed from non-accrual status when the issuer resumes interest payments or when collectability of interest is reasonably assured.

**Expenses.** Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expenses included in the accompanying financial statements reflect the expenses of that fund and do not include any expenses associated with any underlying mutual funds or exchange-traded funds. Although not included in a fund's expenses, a fund indirectly bears its proportionate share of these expenses through the net asset value of each underlying mutual fund or exchange-traded fund. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.

**Deferred Trustee Compensation.** Under a Deferred Compensation Plan (the Plan) for certain Funds, certain independent Trustees have elected to defer receipt of a portion of their annual compensation. Deferred amounts are invested in affiliated mutual funds, are marked-to-market and remain in a fund until distributed in accordance with the Plan. The investment of deferred amounts and the offsetting payable to the Trustees presented below are included in the accompanying Statement of Assets and Liabilities in other receivables and other payables and accrued expenses, as applicable.

---

| | |
|:---|:---|
| **Fidelity Series Bond Index Fund** | $124177 |

---

**Income Tax Information and Distributions to Shareholders.** Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. As of August 31, 2025, the Fund did not have any unrecognized tax benefits in the financial statements; nor is the Fund aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. The Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction. Foreign taxes are provided for based on the Fund's understanding of the tax rules and rates that exist in the foreign markets in which it invests.

Distributions are declared and recorded daily and paid monthly from net investment income. Distributions from realized gains, if any, are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.

Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.

Book-tax differences are primarily due to foreign currency transactions, capital loss carryforwards and losses deferred due to wash sales.

As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows:

---

| | |
|:---|:---|
| **Gross unrealized appreciation**  | $242695783 |
| **Gross unrealized depreciation**  | <u>(1920382142)</u> |
| **Net unrealized appreciation (depreciation)**  | <u>$(1677686359)</u> |
| **Tax Cost**  | <u>$32792716800</u> |

---

The tax-based components of distributable earnings as of period end were as follows:

---

| | |
|:---|:---|
| **Undistributed ordinary income**  | <u>$-</u> |
| **Capital loss carryforward**  | <u>$(756225319)</u> |
| **Net unrealized appreciation (depreciation) on securities and other investments**  | <u>$(1677686315)</u> |

---

Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited. The capital loss carryforward information presented below, including any applicable limitation, is estimated as of fiscal period end and is subject to adjustment.

---

| | |
|:---|:---|
| Short-term | $(246279333) |
| Long-term | <u>(509945986)</u> |
| **Total capital loss carryforward** | <u>$(756225319)</u> |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | **August 31, 2025** | **August 31, 2024** |
| **Ordinary Income**  | $1046198641 | $824021691 |

---

**Delayed Delivery Transactions and When-Issued Securities.** During the period, certain Funds transacted in securities on a delayed delivery or when-issued basis. Payment and delivery may take place after the customary settlement period for that security. The price of the underlying securities and the date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated. Securities purchased on a delayed delivery or when-issued basis are identified as such in the Schedule of Investments. Compensation for interest forgone in the purchase of a delayed delivery or when-issued debt security may be received. With respect to purchase commitments, each applicable Fund identifies securities as segregated in its records with a value at least equal to the amount of the commitment. Payables and receivables associated with the purchases and sales of delayed delivery securities having the same coupon, settlement date and broker are offset. Delayed delivery or when-issued securities that have been purchased from and sold to different brokers are reflected as both payables and receivables in the Statement of Assets and Liabilities under the caption "Delayed delivery", as applicable. Losses may arise due to changes in the value of the underlying securities or if the counterparty does not perform under the contract's terms, or if the issuer does not issue the securities due to political, economic, or other factors.

**To-Be-Announced (TBA) Securities and Mortgage Dollar Rolls.** TBA securities involve buying or selling mortgage-backed securities (MBS) on a forward commitment basis. A TBA transaction typically does not designate the actual security to be delivered and only includes an approximate principal amount; however delivered securities must meet specified terms defined by industry guidelines, including issuer, rate and current principal amount outstanding on underlying mortgage pools. Funds may enter into a TBA transaction with the intent to take possession of or deliver the underlying MBS, or a fund may elect to extend the settlement by entering into either a mortgage or reverse mortgage dollar roll. Mortgage dollar rolls are transactions where a fund sells TBA securities and simultaneously agrees to repurchase MBS on a later date at a lower price and with the same counterparty. Reverse mortgage dollar rolls involve the purchase and simultaneous agreement to sell TBA securities on a later date at a lower price. Transactions in mortgage dollar rolls and reverse mortgage dollar rolls are accounted for as purchases and sales and may result in an increase to a fund's portfolio turnover rate.

Purchases and sales of TBA securities involve risks similar to those discussed above for delayed delivery and when-issued securities. Also, if the counterparty in a mortgage dollar roll or a reverse mortgage dollar roll transaction files for bankruptcy or becomes insolvent, a fund's right to repurchase or sell securities may be limited. Additionally, when a fund sells TBA securities without already owning or having the right to obtain the deliverable securities (an uncovered forward commitment to sell), it incurs a risk of loss because it could have to purchase the securities at a price that is higher than the price at which it sold them. A fund may be unable to purchase the deliverable securities if the corresponding market is illiquid.

TBA securities subject to a forward commitment to sell at period end are included at the end of the Schedule of Investments under the caption "TBA Sale Commitments." The value of these commitments and proceeds to be received at contractual settlement date are reflected in the Statement of Assets and Liabilities as "TBA sale commitments, at value" and "Receivable for TBA sale commitments," respectively. If the TBA sale commitment is closed through the acquisition of an offsetting TBA purchase commitment, a fund realizes a gain or loss. If a fund delivers securities under the commitment, a fund realizes a gain or loss from the sale of the securities based upon the price established at the date the commitment was entered into.

**Restricted Securities (including Private Placements).** Funds may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities held at period end is included at the end of the Schedule of Investments, if applicable.

**New Accounting Pronouncements.** FASB Accounting Standards Update (ASU) 2023-07 Segment Reporting (Topic 280): Improvements to Reportable Segment Disclosures became effective in this reporting period. ASU 2023-07 enhances segment information disclosure in the notes to financial statements.

In December 2023, the FASB issued ASU 2023-09 Income Taxes (Topic 740): Improvements to Income Tax Disclosures. Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU allows for early adoption and amendments should be applied on a prospective basis. Management is currently evaluating the impact of the ASU but does not expect this guidance to materially impact the financial statements.

**4. Purchases and Sales of Investments.**

Purchases and sales of securities, other than short-term securities, U.S. government securities and in-kind transactions, as applicable, are noted in the table below.

---

| | | |
|:---|:---|:---|
|  | **Purchases ($)** | **Sales ($)** |
| **Fidelity Series Bond Index Fund** | 8537183603 | 7377063093 |

---

**5. Fees and Other Transactions with Affiliates.**

**Management Fee.** Fidelity Management & Research Company LLC (the investment adviser) and its affiliates provide the Fund with investment management related services for which the Fund does not pay a management fee. Under the management contract, the investment adviser or an affiliate pays all ordinary operating expenses of the Fund, except custody fees, fees and expenses of the independent Trustees, and certain miscellaneous expenses such as proxy and shareholder meeting expenses.

**Interfund Trades.** Funds may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board of Trustees. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. Any interfund trades are included within the respective purchases and sales amounts shown in the Purchases and Sales of Investments note. During the period, there were no interfund trades.

**6. Committed Line of Credit.**

Certain Funds participate with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes.

Commitment fees are charged based on the unused amount of the line of credit at an annual rate of .10%, and then allocated to each participating fund based on its pro-rata portion of the line of credit. The commitment fees are borne by the investment adviser.

Interest is charged to a participating fund based on its borrowings at an annual rate of .75% plus the highest of (i) daily SOFR plus a .10% spread adjustment, (ii) Federal Funds Effective Rate, or (iii) Overnight Bank Funding Rate. During the period, there were no borrowings on this line of credit.

The line of credit agreement will expire in March 2026 unless extended or renewed.

**7. Security Lending.** 

Funds lend portfolio securities from time to time in order to earn additional income. Lending agents are used, including National Financial Services (NFS), an affiliate of the investment adviser. Pursuant to a securities lending agreement, NFS will receive a fee, which is capped at 9.9% of a fund's daily lending revenue, for its services as lending agent. A fund may lend securities to certain qualified borrowers, including NFS. On the settlement date of the loan, the borrowers provide collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the fair value of the loaned securities during the period of the loan. The fair value of the loaned securities is determined at the close of business of a fund and any additional required collateral is delivered to a fund on the next business day. A fund or borrower may terminate the loan at any time, and if the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, a fund may apply collateral received from the borrower against the obligation. A fund may experience delays and costs in recovering the securities loaned or gaining access to non-cash collateral. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. Any loaned securities are identified as such in the Schedule of Investments, and the value of loaned securities and cash collateral at period end, as applicable, are presented in the Statement of Assets and Liabilities. Security lending income represents the income earned on investing cash collateral less rebates paid to borrowers, plus any premium income received, or for non-cash collateral, fees received from borrowers as compensation for the securities loaned. Securities lending income is reduced by any lending agent fees associated with the loan. Any security lending income earned on investing cash collateral is presented in the Statement of Operations as a component of income from Fidelity Central Funds. Any security lending income earned on non-cash collateral is presented in the Statement of Operations as a component of interest. Affiliated security lending activity, if any, was as follows:

---

| | | | |
|:---|:---|:---|:---|
|  | **Total Security Lending Fees Paid to NFS ($)** | **Security Lending Income From Securities Loaned to NFS ($)** | **Value of Securities Loaned to NFS at Period End ($)** |
| **Fidelity Series Bond Index Fund** | 52780 | - | - |

---

**8. Expense Reductions.** 

Through arrangements with the Fund's custodian, credits realized as a result of certain uninvested cash balances were used to reduce the Fund's expenses by $15,383.

**9. Other.**

A fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the fund. In the normal course of business, a fund may also enter into contracts that provide general indemnifications. A fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against a fund. The risk of material loss from such claims is considered remote.

At the end of the period, mutual funds and accounts managed by the investment adviser or its affiliates were the owners of record of all of the outstanding shares of the Fund.

**10. Risk and Uncertainties.**

Many factors affect a fund's performance. Developments that disrupt global economies and financial markets, such as public health emergencies, military conflicts, terrorism, government restrictions, political changes, and environmental disasters, may significantly affect a fund's investment performance. The effects of these developments to a fund will be impacted by the types of securities in which a fund invests, the financial condition, industry, economic sector, and geographic location of an issuer, and a fund's level of investment in the securities of that issuer. Significant concentrations in security types, issuers, industries, sectors, and geographic locations may magnify the factors that affect a fund's performance.

**Report of Independent Registered Public Accounting Firm**

To the Board of Trustees of Fidelity Salem Street Trust and Shareholders of Fidelity Series Bond Index Fund

***Opinion on the Financial Statements***

We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Fidelity Series Bond Index Fund (one of the funds constituting Fidelity Salem Street Trust, referred to hereafter as the "Fund") as of August 31, 2025, the related statement of operations for the year ended August 31, 2025, the statement of changes in net assets for each of the two years in the period ended August 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended August 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Fund as of August 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended August 31, 2025 and the financial highlights for each of the five years in the period ended August 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinion***

These financial statements are the responsibility of the Fund's management. Our responsibility is to express an opinion on the Fund's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of August 31, 2025 by correspondence with the custodian and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/ PricewaterhouseCoopers LLP

Boston, Massachusetts

October 15, 2025

We have served as the auditor of one or more investment companies in the Fidelity group of funds since 1932.

**Distributions** **(Unaudited)**

The dividend and capital gains distributions for the fund(s) are available on *Fidelity.com* or *Institutional.Fidelity.com*.

A total of 43.57% of the dividends distributed during the fiscal year was derived from interest on U.S. Government securities which is generally exempt from state income tax.

The fund designates $1,046,198,641 of distributions paid during the fiscal year ended 2025 as qualifying to be taxed as section 163(j) interest dividends.

The fund will notify shareholders in January 2026 of amounts for use in preparing 2025 income tax returns.

**Item 8: Changes in and Disagreements with Accountants for Open-End Management Investment Companies**

**(Unaudited)**

Note: This is not applicable for any fund included in this document.

**Item 9: Proxy Disclosures for Open-End Management Investment Companies**

**(Unaudited)**

Note: This is not applicable for any fund included in this document.

**Item 10: Remuneration Paid to Directors, Officers, and others of Open-End Management Investment Companies**

**(Unaudited)**

Note: This information is disclosed as part of the financial statements for each Fund as part of Item 7: Financial Statements and Financial Highlights for Open-End Management Investment Companies.

**Item 11: Statement Regarding Basis for Approval of Investment Advisory Contract**

**(Unaudited)**

Note: This is not applicable for any fund included in this document.

![](img113710_4.jpg)<br>

1.9892975.106 SBX-ANN-1025

**Fidelity® Series Investment Grade Bond Fund**

**Annual Report**

**August 31, 2025**

![](img113706_1.jpg)

![](img113706_2.jpg)

**Contents**

---

| |
|:---|
| **[Item 7: Financial Statements and Financial Highlights for Open-End Management Investment Companies (Annual Report)](#Sec_Item7_LIG-ANN_0)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Fidelity® Series Investment Grade Bond Fund](#Sub_Sec_Fund_2114_LIG-ANN)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Notes to Financial Statements](#Sub_Sec_NotestoFinancialStatements2114_LIG-ANN)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Report of Independent Registered Public Accounting Firm](#Sub_Sec_ReportofIndependentRegisteredPublicAccountingFirm_LIG-ANN_0)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Distributions](#Sub_Sec_Distributions_LIG-ANN)** |
| **[Item 8: Changes in and Disagreements with Accountants for Open-End Management Investment Companies](#Sec_Item8_LIG-ANN)** |
| **[Item 9: Proxy Disclosures for Open-End Management Investment Companies](#Sec_Item9_LIG-ANN)** |
| **[Item 10: Remuneration Paid to Directors, Officers, and others of Open-End Management Investment Companies](#Sec_Item10_LIG-ANN)** |
| **[Item 11: Statement Regarding Basis for Approval of Investment Advisory Contract](#Sec_Item11_LIG-ANN)** |

---

To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.

You may also call 1-800-544-8544 to request a free copy of the proxy voting guidelines.

Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.

Other third-party marks appearing herein are the property of their respective owners.

All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company.© 2025 FMR LLC. All rights reserved.

*This report and the financial statements contained herein are submitted for the general information of the shareholders of the Fund. This report is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by an effective prospectus.*

*A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC's web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC's Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.*

*For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.*

**NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE**

*Neither the Fund nor Fidelity Distributors Corporation is a bank.*

**Item 7: Financial Statements and Financial Highlights for Open-End Management Investment Companies (Annual Report)**

**Fidelity® Series Investment Grade Bond Fund**

**Schedule of Investments August 31, 2025**

Showing Percentage of Net Assets

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 8.7%** | &nbsp;&nbsp;**Asset-Backed Securities - 8.7%** | &nbsp;&nbsp;**Asset-Backed Securities - 8.7%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAILIWICK OF JERSEY - 0.4%  |  |  |
| Aimco Clo 17 Ltd / Aimco Clo 17 LLC Series 2024-17A Class A1R, CME Term SOFR 3 month Index + 1.35%, 5.682% 7/20/2037 (b)(c)(d) | 24948049 | 25039084 |
| Aimco Clo 19 Ltd / Aimco Clo 19 LLC Series 2024-19A Class A, CME Term SOFR 3 month Index + 1.35%, 5.6755% 10/20/2037 (b)(c)(d) | 9150000 | 9181897 |
| Bain Cap Cr Clo Ltd / Bain Cap Cr Clo LLC Series 2025-2A Class A1R, CME Term SOFR 3 month Index + 1.32%, 5.5543% 7/18/2038 (b)(c)(d) | 28560000 | 28661074 |
| Blueberry Park Clo Ltd Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.35%, 5.6755% 10/20/2037 (b)(c)(d) | 28952000 | 29024381 |
| Flatiron Clo 26 Ltd / Flatiron Clo 26 LLC Series 2024-4A Class A, CME Term SOFR 3 month Index + 1.33%, 5.6476% 1/15/2038 (b)(c)(d) | 24517000 | 24607124 |
| Hamlin Pk Clo Ltd / Hamlin Pk Clo LLC Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.34%, 5.6655% 10/20/2037 (b)(c)(d) | 25065000 | 25135307 |
| Invesco US CLO Ltd Series 2024-3A Class A, CME Term SOFR 3 month Index + 1.51%, 5.8355% 7/20/2037 (b)(c)(d) | 22457000 | 22539552 |
| TOTAL BAILIWICK OF JERSEY |  | 164188419 |
| CANADA - 0.0%  |  |  |
| Chesapeake Funding II LLC Series 2023-2A Class A1, 6.16% 10/15/2035 (d) | 5202511 | 5271636 |
| Chesapeake Funding II LLC Series 2024-1A Class A1, 5.52% 5/15/2036 (d) | 8804191 | 8912932 |
| TOTAL CANADA |  | 14184568 |
| GRAND CAYMAN (UK OVERSEAS TER) - 5.3%  |  |  |
| Aimco CDO Series 2024-10A Class ARR, CME Term SOFR 3 month Index + 1.41%, 5.742% 7/22/2037 (b)(c)(d) | 15020000 | 15070092 |
| Aimco CLO 11 Ltd Series 2024-11A Class A1R2, CME Term SOFR 3 month Index + 1.34%, 5.6624% 7/17/2037 (b)(c)(d) | 25958000 | 26059652 |
| Aimco Clo 14 Ltd / Aimco Clo 14 LLC Series 2021-14A Class A, CME Term SOFR 3 month Index + 1.2516%, 5.5771% 4/20/2034 (b)(c)(d) | 56239000 | 56254410 |
| Allegro Clo Ltd Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.34%, 5.6577% 7/20/2038 (b)(c)(d) | 27167000 | 27260808 |
| Allegro Clo Xii Ltd Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.44%, 5.7655% 7/21/2037 (b)(c)(d) | 39309000 | 39421660 |
| Ares LIV CLO Ltd Series 2025-54A Class AR2, CME Term SOFR 3 month Index + 1.31%, 5.6215% 7/15/2038 (b)(c)(d) | 32133000 | 32282194 |
| Ares Lix Clo Ltd Series 2021-59A Class A, CME Term SOFR 3 month Index + 1.2916%, 5.6101% 4/25/2034 (b)(c)(d) | 18644000 | 18663744 |
| Ares Lv Clo Ltd Series 2024-55A Class A1R2, CME Term SOFR 3 month Index + 1.37%, 5.6876% 10/15/2037 (b)(c)(d) | 24631000 | 24715952 |
| Ares Lviii Clo Ltd / Ares Lviii Clo LLC Series 2025-58A Class A1R2, CME Term SOFR 3 month Index + 1.24%, 5.5576% 4/15/2038 (b)(c)(d) | 25460000 | 25581113 |
| Ares XLI Clo Ltd Series 2021-41A Class AR2, CME Term SOFR 3 month Index + 1.3316%, 5.6492% 4/15/2034 (b)(c)(d) | 37984000 | 38021338 |
| Babson CLO Ltd/Cayman Islands Series 2025-1A Class A1R2, CME Term SOFR 3 month Index + 1.26%, 5.5776% 1/15/2038 (b)(c)(d) | 21905000 | 21941910 |
| Barings Clo Ltd Series 2024-4A Class AR, CME Term SOFR 3 month Index + 1.37%, 5.6955% 10/20/2037 (b)(c)(d) | 32719000 | 32873172 |
| Barings Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.2816%, 5.6001% 4/25/2034 (b)(c)(d) | 40974000 | 41042510 |
| BCRED BSL Static Clo Ltd / LLC Series 2025-1A Class AR, CME Term SOFR 3 month Index + 1.25%, 5.5413% 7/24/2035 (b)(c)(d) | 24873000 | 24826363 |
| Benefit Street Partners CLO Ltd Series 2025-43A Class A, CME Term SOFR 3 month Index + 1.27%, 0% 10/20/2038 (b)(c)(d)(f) | 26312000 | 26312000 |
| BETHP Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.3916%, 5.7092% 1/15/2035 (b)(c)(d) | 27130000 | 27179784 |
| Carlyle US CLO Ltd Series 2024-10A Class A1R, CME Term SOFR 3 month Index + 1.31%, 5.6355% 1/20/2038 (b)(c)(d) | 19837000 | 19889826 |
| Carlyle US CLO Ltd Series 2024-11A Class A1R, CME Term SOFR 3 month Index + 1.41%, 5.7285% 7/25/2037 (b)(c)(d) | 33779000 | 33888140 |
| Cedar Fdg Xii Clo Ltd / Cedar Fdg Xii Clo LLC Series 2025-12A Class ARR, CME Term SOFR 3 month Index + 1.2%, 5.5185% 1/25/2038 (b)(c)(d) | 23883000 | 23902106 |
| Cedar Funding Ltd Series 2022-15A Class A, CME Term SOFR 3 month Index + 1.32%, 5.6455% 4/20/2035 (b)(c)(d) | 39364000 | 39363606 |
| Cedar Funding Ltd Series 2024-10A Class AR2, CME Term SOFR 3 month Index + 1.36%, 5.6855% 10/20/2037 (b)(c)(d) | 26444000 | 26525342 |
| CEDF Series 2021-6A Class ARR, CME Term SOFR 3 month Index + 1.3116%, 5.6371% 4/20/2034 (b)(c)(d) | 32995000 | 33010310 |
| CIFC Funding Ltd Series 2025-5A Class A1R2, CME Term SOFR 3 month Index + 1.27%, 0% 10/15/2038 (b)(c)(d) | 25062000 | 25062000 |
| Clover Clo Ltd Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1%, 5.2695% 4/18/2035 (b)(c)(d) | 29512000 | 29510613 |
| Dryden 70 Clo Ltd Series 2018-70X Class A1, CME Term SOFR 3 month Index + 1.4316%, 5.7494% 1/16/2032 (b)(c)(e) | 206696 | 206932 |
| Dryden CLO Ltd Series 2022-98A Class A, CME Term SOFR 3 month Index + 1.3%, 5.6255% 4/20/2035 (b)(c)(d) | 22130000 | 22133275 |
| Dryden CLO Ltd Series 2024-83A Class AR, CME Term SOFR 3 month Index + 1.53%, 5.859% 4/18/2037 (b)(c)(d) | 28334000 | 28418945 |
| Dryden CLO Ltd Series 2024-85A Class A1R2, CME Term SOFR 3 month Index + 1.38%, 5.6976% 7/15/2037 (b)(c)(d) | 33269000 | 33396254 |
| Dryden Senior Loan Fund Series 2021-90A Class A1A, CME Term SOFR 3 month Index + 1.3916%, 5.5952% 2/20/2035 (b)(c)(d) | 16803000 | 16813250 |
| Eaton Vance CLO Ltd Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.39%, 5.7076% 10/15/2037 (b)(c)(d) | 26302000 | 26371542 |
| Eaton Vance CLO Ltd Series 2024-2A Class AR2, CME Term SOFR 3 month Index + 1.38%, 5.6976% 10/15/2037 (b)(c)(d) | 37869000 | 37963407 |
| Flat Series 2025-30A Class A1, CME Term SOFR 3 month Index + 1.16%, 5.4434% 4/15/2038 (b)(c)(d) | 25377000 | 25361419 |
| Flatiron Clo 32 Ltd Series 2025-32A Class A1, CME Term SOFR 3 month Index + 1.29%, 5.6063% 10/22/2038 (b)(c)(d) | 25053000 | 25172703 |
| Flatiron Clo Ltd Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.36%, 5.6855% 10/19/2037 (b)(c)(d) | 36883000 | 36986014 |
| Horizon Aircraft Finance Ltd Series 2019-1 Class A, 3.721% 7/15/2039 (d) | 4518326 | 4393891 |
| Invesco Clo Ltd Series 2021-3A Class A, CME Term SOFR 3 month Index + 1.3916%, 5.7236% 10/22/2034 (b)(c)(d) | 22628000 | 22644179 |
| Invesco US CLO Series 2024-1RA Class AR, CME Term SOFR 3 month Index + 1.55%, 5.8676% 4/15/2037 (b)(c)(d) | 10710000 | 10740416 |
| Lakeside Pk Clo Ltd / Lakeside Pk Clo LLC Series 2025-1A Class A, CME Term SOFR 3 month Index + 1.15%, 5.4061% 4/15/2038 (b)(c)(d) | 18397000 | 18395823 |
| Madison Park Funding 2015 Series 2024-19A Class AR3, CME Term SOFR 3 month Index + 1.6%, 5.932% 1/22/2037 (b)(c)(d) | 17772000 | 17816625 |
| Madison Pk Fdg L Ltd / Madison Pk Fdg L LLC Series 2021-50A Class A, CME Term SOFR 3 month Index + 1.4016%, 5.7271% 4/19/2034 (b)(c)(d) | 38620000 | 38662173 |
| Madison Pk Fdg Lii Ltd / Madison Pk Fdg Lii LLC Series 2021-52A Class A, CME Term SOFR 3 month Index + 1.3616%, 5.6936% 1/22/2035 (b)(c)(d) | 31044000 | 31043938 |
| Madison Pk Fdg Xlv Ltd / Madison Pk Fdg Xlv LLC Series 2024-45A Class ARR, CME Term SOFR 3 month Index + 1.08%, 5.3976% 7/15/2034 (b)(c)(d) | 24703000 | 24726122 |
| Magnetite CLO LTD Series 2025-36A Class AR, CME Term SOFR 3 month Index + 1.32%, 5.6385% 7/25/2038 (b)(c)(d) | 24445000 | 24520291 |
| Magnetite CLO Ltd Series 2024-30A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.6685% 10/25/2037 (b)(c)(d) | 39908000 | 40015073 |
| Magnetite Clo Ltd Series 2025-45A Class A1, CME Term SOFR 3 month Index + 1.15%, 5.435% 4/15/2038 (b)(c)(d) | 17781000 | 17786334 |
| Magnetite Xli Ltd Series 2024-41A Class A, CME Term SOFR 3 month Index + 1.29%, 5.6085% 1/25/2038 (b)(c)(d) | 15750000 | 15787832 |
| Magnetite XXI Ltd Series 2021-21A Class AR, CME Term SOFR 3 month Index + 1.2816%, 5.6071% 4/20/2034 (b)(c)(d) | 31864000 | 31881493 |
| Magnetite Xxiii Ltd Series 2021-23A Class AR, CME Term SOFR 3 month Index + 1.3916%, 5.7101% 1/25/2035 (b)(c)(d) | 26894000 | 26974117 |
| Magnetite Xxix Ltd / Magnetite Xxix LLC Series 2024-29A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.6676% 7/15/2037 (b)(c)(d) | 33543000 | 33641549 |
| Magnetite Xxvi Ltd / Magnetite Xxvi LLC Series 2025-26A Class AR2, CME Term SOFR 3 month Index + 1.15%, 5.4685% 1/25/2038 (b)(c)(d) | 23627000 | 23637230 |
| Magnetite Xxviii Ltd Series 2025-28A Class A1RR, CME Term SOFR 3 month Index + 1.24%, 5.5576% 1/15/2038 (b)(c)(d) | 32159000 | 32187847 |
| Morgan Stanley Eaton Vance CLO Ltd / LLC Series 2025-21A Class A1, CME Term SOFR 3 month Index + 1.17%, 5.2849% 4/15/2038 (b)(c)(d) | 30359000 | 30415225 |
| Neuberger Berman Loan Advisers Clo 25 Ltd Series 2024-25A Class AR2, CME Term SOFR 3 month Index + 1.4%, 5.729% 7/18/2038 (b)(c)(d) | 25542000 | 25611627 |
| Oak Hill Credit Partners Series 2024-13A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.6755% 7/20/2037 (b)(c)(d) | 42834000 | 42927807 |
| OCP Clo Ltd Series 2025-44A Class A, CME Term SOFR 3 month Index + 1.3%, 5.5622% 10/24/2038 (b)(c)(d) | 26907000 | 26966195 |
| Oha Cr Fdg 4 Ltd / Oha Cr Fdg 4 LLC Series 2024-4A Class AR2, CME Term SOFR 3 month Index + 1.29%, 5.622% 1/22/2038 (b)(c)(d) | 28787000 | 28880730 |
| Oha Credit Funding 14-R Ltd Series 2025-14RA Class A, CME Term SOFR 3 month Index + 1.23%, 5.5555% 4/20/2038 (b)(c)(d) | 16705000 | 16730058 |
| OHA Credit Funding 6 Ltd Series 2024-6A Class AR2, CME Term SOFR 3 month Index + 1.33%, 5.6555% 10/20/2037 (b)(c)(d) | 23091000 | 23146349 |
| Oha Credit Partners VII Ltd Series 2025-7A Class AR4, CME Term SOFR 3 month Index + 1.14%, 5.3435% 2/20/2038 (b)(c)(d) | 22830000 | 22823151 |
| OHA Credit Partners XVII Ltd Series 2024-17A Class A, CME Term SOFR 3 month Index + 1.32%, 5.649% 1/18/2038 (b)(c)(d) | 9939000 | 9963400 |
| Palmer Square Ln Fdg 2025-2 Ltd / Palmer Square Ln Fdg 2025-2 LLC Series 2025-2A Class A1, CME Term SOFR 3 month Index + 0.94%, 5.2277% 7/15/2033 (b)(c)(d) | 25112000 | 25117675 |
| Palmer Square Loan Funding Ltd Series 2024-2A Class A1N, CME Term SOFR 3 month Index + 1%, 5.3176% 1/15/2033 (b)(c)(d) | 12887381 | 12902846 |
| Palmer Square Loan Funding Ltd Series 2025-1A Class A1, CME Term SOFR 3 month Index + 0.8%, 5.0114% 2/15/2033 (b)(c)(d) | 27629997 | 27543017 |
| Peace Park Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.3916%, 5.7171% 10/20/2034 (b)(c)(d) | 13185000 | 13185000 |
| Peace Park Clo Ltd Series 2025-1A Class AR, CME Term SOFR 3 month Index + 1.25%, 0% 10/20/2038 (b)(c)(d) | 13185000 | 13185000 |
| Project Silver Series 2019-1 Class A, 3.967% 7/15/2044 (d) | 17734369 | 17166337 |
| Rr 34 Ltd Series 2024-34RA Class A1R, CME Term SOFR 3 month Index + 1.35%, 5.6676% 10/15/2039 (b)(c)(d) | 12702000 | 12746457 |
| Rr 7 Ltd Series 2022-7A Class A1AB, CME Term SOFR 3 month Index + 1.34%, 5.6576% 1/15/2037 (b)(c)(d) | 42692000 | 42748354 |
| Sixth Street Clo Xix Ltd Series 2025-19A Class A1R, CME Term SOFR 3 month Index + 1.28%, 5.5639% 7/17/2038 (b)(c)(d) | 16395000 | 16411461 |
| Sixth Street Clo Xviii Ltd Series 2025-18A Class A1R, CME Term SOFR 3 month Index + 1.25%, 0% 10/17/2038 (b)(c)(d) | 24947000 | 24947000 |
| Sixth Street CLO XX Ltd Series 2025-20A Class A1R, CME Term SOFR 3 month Index + 1.32%, 5.5829% 7/17/2038 (b)(c)(d) | 20825000 | 20895430 |
| Symphony Clo 43 Ltd Series 2024-43A Class A1, CME Term SOFR 3 month Index + 1.52%, 5.8376% 4/15/2037 (b)(c)(d) | 22556000 | 22638690 |
| Symphony Clo Xxvi Ltd / Symphony Clo Xxvi LLC Series 2021-26A Class AR, CME Term SOFR 3 month Index + 1.3416%, 5.6671% 4/20/2033 (b)(c)(d) | 27919252 | 27928801 |
| Thunderbolt Aircraft Lease Series 2018-A Class A, 5.96% 9/15/2038 (b)(d) | 12149023 | 12121931 |
| Thunderbolt III Aircraft Lease Ltd Series 2019-1 Class A, 3.671% 11/15/2039 (d) | 19422570 | 18852906 |
| Trapeza Cdo Xii Ltd Series 2007-12A Class B, CME Term SOFR 3 month Index + 0.8216%, 5.1074% 4/6/2042 (b)(c)(d) | 2720000 | 2138687 |
| Voya CLO Ltd/Voya CLO LLC Series 2025-2A Class A1RR, CME Term SOFR 3 month Index + 1.31%, 5.6355% 1/20/2038 (b)(c)(d) | 10821000 | 10842447 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  | 1925173900 |
| IRELAND - 0.0%  |  |  |
| Volofin Finance Designated Activity Co Series 2024-1A Class A, 5.935% 6/15/2037 (d) | 10294163 | 10449337 |
| MULTI-NATIONAL - 0.3%  |  |  |
| Aimco Clo 21 Ltd / Aimco Clo 21 LLC Series 2024-21A Class A1, CME Term SOFR 3 month Index + 1.5%, 5.829% 4/18/2037 (b)(c)(d) | 21260000 | 21320038 |
| Allegro Clo Xv Ltd / Allegro Clo Vx LLC Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.18%, 5.5055% 4/20/2038 (b)(c)(d) | 28071000 | 28074790 |
| Ares Ln Fdg V Ltd / Ares Ln Fdg V LLC Series 2024-ALF5A Class A1, CME Term SOFR 3 month Index + 1.5%, 5.8185% 7/27/2037 (b)(c)(d) | 28926000 | 29021861 |
| Ocp Clo 2018-15 Ltd Series 2025-15A Class AR, CME Term SOFR 3 month Index + 1.25%, 5.5755% 1/20/2038 (b)(c)(d) | 16668000 | 16693718 |
| TOTAL MULTI-NATIONAL |  | 95110407 |
| UNITED STATES - 2.7%  |  |  |
| Aaset 2024-1 US Ltd / Aaset 2024-1 Intl Ltd Series 2024-1A Class A1, 6.261% 5/16/2049 (d) | 18627052 | 19304073 |
| Aaset 2024-1 US Ltd / Aaset 2024-1 Intl Ltd Series 2024-1A Class A2, 6.261% 5/16/2049 (d) | 16954614 | 17570848 |
| Aaset 2025-1 Ltd / Aaset 2025-1 LLC Series 2025-1A Class A, 5.943% 2/16/2050 (d) | 15139346 | 15515574 |
| AASET Trust Series 2019-2 Class A, 3.376% 10/16/2039 (d) | 3878563 | 3839777 |
| AASET Trust Series 2019-2 Class B, 4.458% 10/16/2039 (d) | 1246163 | 1215148 |
| AASET Trust Series 2021-1A Class A, 2.95% 11/16/2041 (d) | 15473826 | 14802641 |
| AASET Trust Series 2021-2A Class A, 2.798% 1/15/2047 (d) | 39530455 | 37222146 |
| Affirm Asset Securitization Trust Series 2024-A Class 1A, 5.61% 2/15/2029 (d) | 6200000 | 6231642 |
| Altde Trust Series 2025-1A Class A, 5.9% 8/15/2050 (d) | 21162496 | 21692123 |
| Apollo Aviation Securitization Equity Trust Series 2020-1A Class A, 3.351% 1/16/2040 (d) | 3361150 | 3307170 |
| Apollo Aviation Securitization Equity Trust Series 2020-1A Class B, 4.335% 1/16/2040 (d) | 691178 | 666081 |
| BHG Series 2025-2CON Class A, 4.84% 9/17/2036 (d) | 5800000 | 5846424 |
| Blackbird Cap II Aircraft Lease Ltd / Blackbird Cap II Aircraft Lease Us L Series 2021-1A Class A, 2.443% 7/15/2046 (d) | 32701974 | 30822628 |
| Blackbird Capital Aircraft Lease Securitization Ltd Series 2016-1A Class A, 4.213% 12/16/2041 (d)(g) | 9261216 | 9264179 |
| BofA Auto Trust Series 2025-1A Class A3, 4.35% 11/20/2029 (d) | 5400000 | 5435200 |
| Castlelake Aircraft Securitization Series 2018-1 Class A, 4.125% 6/15/2043 (d) | 4304934 | 4190380 |
| Castlelake Aircraft Securitization Trust Series 2019-1A Class A, 3.967% 4/15/2039 (d) | 11122320 | 10707346 |
| Castlelake Aircraft Securitization Trust Series 2019-1A Class B, 5.095% 4/15/2039 (d) | 11988233 | 10519675 |
| Castlelake Aircraft Structured Trust Series 2021-1A Class A, 3.474% 1/15/2046 (d) | 932489 | 926943 |
| Ccg Receivables Trust. Series 2025-1 Class A2, 4.48% 10/14/2032 (d) | 6985000 | 7013928 |
| CFMT LLC Series 2023-HB12 Class A, 4.25% 4/25/2033 (d) | 432711 | 432194 |
| DB Master Finance LLC Series 2017-1A Class A2II, 4.03% 11/20/2047 (d) | 29342850 | 28916226 |
| DB Master Finance LLC Series 2019-1A Class A23, 4.352% 5/20/2049 (d) | 2664900 | 2636838 |
| DB Master Finance LLC Series 2021-1A Class A2I, 2.045% 11/20/2051 (d) | 10101438 | 9787461 |
| DLLAA Series 2023-1A Class A2, 5.93% 7/20/2026 (d) | 1790 | 1791 |
| DLLAA Series 2023-1A Class A3, 5.64% 2/22/2028 (d) | 6812000 | 6890952 |
| Dllad LLC Series 2025-1A Class A3, 4.42% 9/20/2030 (d) | 5300000 | 5344701 |
| DLLAD Series 2023-1A Class A3, 4.79% 1/20/2028 (d) | 5830414 | 5851967 |
| Eaton Vance CLO Ltd Series 2024-1A Class AR2, CME Term SOFR 3 month Index + 1.51%, 5.8276% 7/15/2037 (b)(c)(d) | 27328000 | 27411842 |
| Enterprise Fleet Financing Series 2024-2 Class A2, 5.74% 12/20/2026 (d) | 6380173 | 6411841 |
| Exeter Select Automobile Receivables Trust Series 2025-1 Class A2, 4.83% 10/16/2028  | 3519926 | 3530326 |
| Exeter Select Automobile Receivables Trust Series 2025-1 Class A3, 4.69% 4/15/2030  | 3040000 | 3065430 |
| Exeter Select Automobile Receivables Trust Series 2025-2 Class A3, 4.43% 8/15/2030  | 2810000 | 2825114 |
| Ford Credit Auto Owner Trust Series 2020-2 Class A, 1.06% 4/15/2033 (d) | 9900000 | 9859513 |
| Ford Credit Floorplan Master Owner Trust A Series 2023-1 Class A1, 4.92% 5/15/2028 (d) | 43366000 | 43566195 |
| Gilead Aviation LLC Series 2025-1A Class A, 5.789% 3/15/2050 (d) | 35921486 | 36710200 |
| GM Financial Leasing Trust Series 2023-3 Class A3, 5.38% 11/20/2026  | 2260222 | 2263049 |
| GMF Floorplan Owner Revolving Trust Series 2024-4A Class A1, 4.73% 11/15/2029 (d) | 19865000 | 20133414 |
| Green Lakes Park Clo LLC Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1.18%, 5.4985% 1/25/2038 (b)(c)(d) | 24660000 | 24647670 |
| Greensky Home Improvement Issuer Trust Series 2025-2A Class A2, 4.93% 6/25/2060 (d) | 8205000 | 8227671 |
| Horizon Aircraft Finance I Limited Series 2018-1 Class A, 4.458% 12/15/2038 (d) | 5787838 | 5621322 |
| Hyundai Auto Lease Securitization Trust Series 2024-C Class A3, 4.62% 4/17/2028 (d) | 12800000 | 12868723 |
| Jersey Mike's Funding Series 2024-1A Class A2, 5.636% 2/15/2055 (d) | 21452200 | 21865308 |
| Jersey Mike's Funding Series 2025-1A Class A2, 5.61% 8/16/2055 (d) | 15935000 | 16209276 |
| Marlette Funding Trust 2025-1 Series 2025-1A Class A, 4.75% 7/16/2035 (d) | 8217000 | 8225305 |
| Merchants Fleet Funding LLC Series 2024-1A Class A, 5.82% 4/20/2037 (d) | 13508461 | 13612310 |
| Onemain Financial Issuance Trust 2025-1 Series 2025-1A Class A, 4.82% 7/14/2038 (d) | 24200000 | 24550174 |
| Oportun Issuance Trust 2025-B Series 2025-B Class A, 4.88% 5/9/2033 (d) | 6500000 | 6538815 |
| Oportun Issuance Trust Series 2025-C Class A, 4.49% 7/8/2033 (d) | 21600000 | 21625821 |
| Pk Alift Loan Funding 3 LP Series 2024-1 Class A1, 5.842% 9/15/2039 (d) | 4723006 | 4837599 |
| Planet Fitness Master Issuer LLC Series 2019-1A Class A2, 3.858% 12/5/2049 (d) | 26800200 | 25757763 |
| Planet Fitness Master Issuer LLC Series 2022-1A Class A2I, 3.251% 12/5/2051 (d) | 25667775 | 25128046 |
| Planet Fitness Master Issuer LLC Series 2022-1A Class A2II, 4.008% 12/5/2051 (d) | 22936523 | 21367839 |
| PRMI Securitization Trust Series 2024-CMG1 Class A1, U.S. 30-Day Avg. SOFR Index + 1.3%, 5.7953% 7/25/2054 (b)(c)(d) | 9288075 | 9269062 |
| PRPM Trust Series 2023-RCF2 Class A1, 4% 11/25/2053 (d) | 6579040 | 6477127 |
| Reach Abs Trust Series 2025-2A Class A, 4.93% 8/18/2032 (d) | 11438741 | 11470097 |
| SAPPHIRE AVIATION FINANCE Series 2020-1A Class A, 3.228% 3/15/2040 (d) | 17064294 | 16299643 |
| SAPPHIRE AVIATION FINANCE Series 2020-1A Class B, 4.335% 3/15/2040 (d) | 1590632 | 1460296 |
| SBA Tower Trust Series 2020, 1.884% 7/15/2050 (d) | 12544000 | 12401064 |
| SBA Tower Trust Series 2020, 2.328% 7/15/2052 (d) | 9591000 | 9123435 |
| SLAM Ltd Series 2025-1A Class A, 5.807% 5/15/2050 (d) | 16847598 | 17307528 |
| Subway Funding LLC Series 2024-1A Class A23, 6.505% 7/30/2054 (d) | 23231448 | 23903087 |
| Subway Funding LLC Series 2024-1A Class A2I, 6.028% 7/30/2054 (d) | 44559280 | 45254877 |
| Subway Funding LLC Series 2024-1A Class A2II, 6.268% 7/30/2054 (d) | 26489825 | 27115009 |
| Subway Funding LLC Series 2024-3A Class A23, 5.914% 7/30/2054 (d) | 32000185 | 31781509 |
| Subway Funding LLC Series 2024-3A Class A2I, 5.246% 7/30/2054 (d) | 33365865 | 33343176 |
| Subway Funding LLC Series 2024-3A Class A2II, 5.566% 7/30/2054 (d) | 15781743 | 15799429 |
| Terwin Mortgage Trust Series 2003-4HE Class A1, CME Term SOFR 1 month Index + 0.9745%, 5.297% 9/25/2034 (b)(c) | 77812 | 81056 |
| Tesla Auto Lease Trust Series 2023-B Class A3, 6.13% 9/21/2026 (d) | 5602090 | 5616281 |
| TOWD Point Mortgage Trust Series 2018-1 Class A1, 3% 1/25/2058 (d) | 521600 | 516243 |
| Toyota Auto Loan Extended Note Trust 2025-1a Series 2025-1A Class A, 4.65% 5/25/2038 (d) | 6300000 | 6429253 |
| Upgrade Receivables Trust Series 2024-1A Class A, 5.37% 2/18/2031 (d) | 1294624 | 1295458 |
| Westf 2025-A Series 2025-A Class A, 5.582% 6/15/2050 (d) | 20889703 | 21206224 |
| Wheels Fleet Lease Funding 1 LLC Series 2024-2A Class A1, 4.87% 6/21/2039 (d) | 16220072 | 16346772 |
| Willis Engine Structured Tr VII Series 2023-A Class A, 8% 10/15/2048 (d) | 9962922 | 10333570 |
| World Omni Auto Receivables Trust 2023-C Series 2023-C Class A3, 5.15% 11/15/2028  | 7136587 | 7177315 |
| TOTAL UNITED STATES |  | 1012824133 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $3,219,764,449) |  | <br> **3221930764** |

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| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.2%** | &nbsp;&nbsp;**Bank Notes - 0.2%** | &nbsp;&nbsp;**Bank Notes - 0.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Capital One NA ICE IBA - USD SOFR SPREAD-ADJ ICE SWAP RATE 5Y + 1.73%, 5.974% 8/9/2028 (b)(c) | 15090000 | 15434583 |
| KeyBank NA/Cleveland OH 6.95% 2/1/2028  | 3200000 | 3376653 |
| Regions Bank/Birmingham AL 6.45% 6/26/2037  | 42478000 | 45911648 |
| <br> **TOTAL BANK NOTES**<br> (Cost $58,973,115) |  | <br> **64722884** |

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| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Collateralized Mortgage Obligations - 2.3%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 2.3%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 2.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 2.3%  |  |  |
| Bravo Residential Funding Trust Series 2023-RPL1 Class A1, 5% 5/25/2063 (d) | 14162017 | 14205487 |
| CFMT LLC Series 2022-HB10 Class A, 3.25% 11/25/2035 (d) | 3993401 | 3979351 |
| CFMT LLC Series 2024-HB13 Class A, 3% 5/25/2034 (b)(d) | 5314738 | 5227871 |
| CFMT LLC Series 2024-HB15 Class A, 4% 8/25/2034 (b)(d) | 4367489 | 4344224 |
| CSMC Trust Series 2014-3R Class 2A1, CME Term SOFR 1 month Index + 0.8145%, 0% 5/27/2037 (b)(c)(d)(k) | 316680 | 32 |
| CSMC Trust Series 2014-3R Class 4A1, CME Term SOFR 1 month Index + 0.3945%, 4.3477% 5/27/2037 (b)(c)(d) | 216954 | 210027 |
| CSMC Trust Series 2015-1R Class 6A1, CME Term SOFR 1 month Index + 0.3945%, 4.3477% 5/27/2037 (b)(c)(d) | 17270 | 17162 |
| Fannie Mae Guaranteed REMIC Series 1999-17 Class PG, 6% 4/25/2029  | 68245 | 69297 |
| Fannie Mae Guaranteed REMIC Series 1999-25 Class Z, 6% 6/25/2029  | 75504 | 76047 |
| Fannie Mae Guaranteed REMIC Series 1999-32 Class PL, 6% 7/25/2029  | 104708 | 106702 |
| Fannie Mae Guaranteed REMIC Series 1999-33 Class PK, 6% 7/25/2029  | 74339 | 75680 |
| Fannie Mae Guaranteed REMIC Series 2001-20 Class Z, 6% 5/25/2031  | 104426 | 106385 |
| Fannie Mae Guaranteed REMIC Series 2001-31 Class ZC, 6.5% 7/25/2031  | 41922 | 42547 |
| Fannie Mae Guaranteed REMIC Series 2001-52 Class YZ, 6.5% 10/25/2031  | 16251 | 16861 |
| Fannie Mae Guaranteed REMIC Series 2002-16 Class ZD, 6.5% 4/25/2032  | 51312 | 53239 |
| Fannie Mae Guaranteed REMIC Series 2002-18 Class FD, U.S. 30-Day Avg. SOFR Index + 0.9145%, 5.2629% 2/25/2032 (b)(c) | 10458 | 10486 |
| Fannie Mae Guaranteed REMIC Series 2002-39 Class FD, U.S. 30-Day Avg. SOFR Index + 1.1145%, 5.4572% 3/18/2032 (b)(c) | 18636 | 18793 |
| Fannie Mae Guaranteed REMIC Series 2002-60 Class FV, U.S. 30-Day Avg. SOFR Index + 1.1145%, 5.4629% 4/25/2032 (b)(c) | 20066 | 20208 |
| Fannie Mae Guaranteed REMIC Series 2002-63 Class FN, U.S. 30-Day Avg. SOFR Index + 1.1145%, 5.4629% 10/25/2032 (b)(c) | 23365 | 23541 |
| Fannie Mae Guaranteed REMIC Series 2002-7 Class FC, U.S. 30-Day Avg. SOFR Index + 0.8645%, 5.2129% 1/25/2032 (b)(c) | 9552 | 9563 |
| Fannie Mae Guaranteed REMIC Series 2002-74 Class SV, 7.4355% - U.S. 30-Day Avg. SOFR Index 3.0871% 11/25/2032 (b)(h) | 19440 | 532 |
| Fannie Mae Guaranteed REMIC Series 2003-118 Class S, 7.9855% - U.S. 30-Day Avg. SOFR Index 3.6371% 12/25/2033 (b)(h) | 409729 | 51977 |
| Fannie Mae Guaranteed REMIC Series 2003-21 Class SK, 7.9855% - U.S. 30-Day Avg. SOFR Index 3.6371% 3/25/2033 (b)(h) | 23058 | 2559 |
| Fannie Mae Guaranteed REMIC Series 2005-102 Class CO, 0% 11/25/2035 (i) | 53722 | 46717 |
| Fannie Mae Guaranteed REMIC Series 2005-39 Class TE, 5% 5/25/2035  | 16086 | 16381 |
| Fannie Mae Guaranteed REMIC Series 2005-47 Class SW, 6.6055% - U.S. 30-Day Avg. SOFR Index 2.2571% 6/25/2035 (b)(h) | 506188 | 36123 |
| Fannie Mae Guaranteed REMIC Series 2005-72 Class ZC, 5.5% 8/25/2035  | 1555553 | 1615792 |
| Fannie Mae Guaranteed REMIC Series 2005-73 Class SA, U.S. 30-Day Avg. SOFR Index x 17.2524%, 5.9465% 8/25/2035 (b)(c) | 10175 | 10753 |
| Fannie Mae Guaranteed REMIC Series 2005-79 Class ZC, 5.9% 9/25/2035  | 715910 | 725952 |
| Fannie Mae Guaranteed REMIC Series 2005-81 Class PC, 5.5% 9/25/2035  | 198766 | 204543 |
| Fannie Mae Guaranteed REMIC Series 2006-104 Class GI, 6.5655% - U.S. 30-Day Avg. SOFR Index 2.2171% 11/25/2036 (b)(h) | 298181 | 25978 |
| Fannie Mae Guaranteed REMIC Series 2006-116 Class SG, 6.5255% - U.S. 30-Day Avg. SOFR Index 2.1771% 12/25/2036 (b)(h) | 179952 | 18126 |
| Fannie Mae Guaranteed REMIC Series 2006-12 Class BO, 0% 10/25/2035 (i) | 235070 | 211113 |
| Fannie Mae Guaranteed REMIC Series 2006-15 Class OP, 0% 3/25/2036 (i) | 390275 | 335897 |
| Fannie Mae Guaranteed REMIC Series 2006-37 Class OW, 0% 5/25/2036 (i) | 43248 | 35805 |
| Fannie Mae Guaranteed REMIC Series 2007-40 Class SE, 6.3255% - U.S. 30-Day Avg. SOFR Index 1.9771% 5/25/2037 (b)(h) | 106794 | 10089 |
| Fannie Mae Guaranteed REMIC Series 2007-57 Class SA, U.S. 30-Day Avg. SOFR Index x 39.9331%, 13.8428% 6/25/2037 (b)(c) | 88088 | 120489 |
| Fannie Mae Guaranteed REMIC Series 2007-66 Class SA, U.S. 30-Day Avg. SOFR Index x 38.9131%, 12.8228% 7/25/2037 (b)(c) | 120295 | 162497 |
| Fannie Mae Guaranteed REMIC Series 2007-66 Class SB, U.S. 30-Day Avg. SOFR Index x 38.9131%, 12.8228% 7/25/2037 (b)(c) | 22779 | 26170 |
| Fannie Mae Guaranteed REMIC Series 2010-135 Class ZA, 4.5% 12/25/2040  | 1619869 | 1559398 |
| Fannie Mae Guaranteed REMIC Series 2010-150 Class ZC, 4.75% 1/25/2041  | 3095749 | 3065968 |
| Fannie Mae Guaranteed REMIC Series 2011-39 Class ZA, 6% 11/25/2032  | 447371 | 462003 |
| Fannie Mae Guaranteed REMIC Series 2011-4 Class PZ, 5% 2/25/2041  | 1194824 | 1190102 |
| Fannie Mae Guaranteed REMIC Series 2011-67 Class AI, 4% 7/25/2026 (h) | 706 | 0 |
| Fannie Mae Guaranteed REMIC Series 2012-100 Class WI, 3% 9/25/2027 (h) | 474820 | 9406 |
| Fannie Mae Guaranteed REMIC Series 2012-149 Class DA, 1.75% 1/25/2043  | 1323588 | 1236831 |
| Fannie Mae Guaranteed REMIC Series 2012-149 Class GA, 1.75% 6/25/2042  | 1726857 | 1615742 |
| Fannie Mae Guaranteed REMIC Series 2012-67 Class AI, 4.5% 7/25/2027 (h) | 2580 | 21 |
| Fannie Mae Guaranteed REMIC Series 2012-70 Class FB, U.S. 30-Day Avg. SOFR Index + 0.5645%, 4.9129% 7/25/2042 (b)(c) | 10463572 | 10378261 |
| Fannie Mae Guaranteed REMIC Series 2013-133 Class IB, 3% 4/25/2032 (h) | 6646 | 30 |
| Fannie Mae Guaranteed REMIC Series 2013-134 Class SA, 5.9355% - U.S. 30-Day Avg. SOFR Index 1.5871% 1/25/2044 (b)(h) | 378071 | 43878 |
| Fannie Mae Guaranteed REMIC Series 2015-42 Class IL, 6% 6/25/2045 (h) | 1848079 | 265067 |
| Fannie Mae Guaranteed REMIC Series 2015-70 Class JC, 3% 10/25/2045  | 2784645 | 2662661 |
| Fannie Mae Guaranteed REMIC Series 2017-30 Class AI, 5.5% 5/25/2047 (h) | 1119602 | 159058 |
| Fannie Mae Guaranteed REMIC Series 2017-32 Class PA, 2.7% 5/25/2047  | 15329934 | 14036222 |
| Fannie Mae Guaranteed REMIC Series 2017-37 Class AB, 2.55% 9/25/2046  | 3831728 | 3540786 |
| Fannie Mae Guaranteed REMIC Series 2019-76 Class FC, U.S. 30-Day Avg. SOFR Index + 0.6145%, 4.9629% 12/25/2049 (b)(c) | 5660912 | 5570266 |
| Fannie Mae Guaranteed REMIC Series 2021-66 Class DA, 2% 1/25/2048  | 2337975 | 1957562 |
| Fannie Mae Guaranteed REMIC Series 2021-66 Class DM, 2% 1/25/2048  | 2484597 | 2080328 |
| Fannie Mae Guaranteed REMIC Series 2021-69 Class JK, 1.5% 10/25/2051  | 3501060 | 3016527 |
| Fannie Mae Guaranteed REMIC Series 2021-85 Class L, 2.5% 8/25/2048  | 2046898 | 1816019 |
| Fannie Mae Guaranteed REMIC Series 2021-95 Class BA, 2.5% 6/25/2049  | 14659434 | 12857826 |
| Fannie Mae Guaranteed REMIC Series 2021-95, 2.5% 9/25/2048  | 9667231 | 8607575 |
| Fannie Mae Guaranteed REMIC Series 2021-96 Class HA, 2.5% 2/25/2050  | 3259887 | 2843088 |
| Fannie Mae Guaranteed REMIC Series 2022-1 Class KA, 3% 5/25/2048  | 3106281 | 2863277 |
| Fannie Mae Guaranteed REMIC Series 2022-11 Class B, 3% 6/25/2049  | 4362914 | 4060048 |
| Fannie Mae Guaranteed REMIC Series 2022-13 Class HA, 3% 8/25/2046  | 3488614 | 3278303 |
| Fannie Mae Guaranteed REMIC Series 2022-13 Class JA, 3% 5/25/2048  | 6048577 | 5582198 |
| Fannie Mae Guaranteed REMIC Series 2022-15 Class GC, 3% 1/25/2047  | 4822247 | 4536996 |
| Fannie Mae Guaranteed REMIC Series 2022-17 Class BH, 3% 5/25/2047  | 5214678 | 4970712 |
| Fannie Mae Guaranteed REMIC Series 2022-2 Class TH, 2.5% 2/25/2052  | 1962462 | 1804676 |
| Fannie Mae Guaranteed REMIC Series 2022-25 Class AB, 4% 9/25/2047  | 5224898 | 5154467 |
| Fannie Mae Guaranteed REMIC Series 2022-3 Class D, 2% 2/25/2048  | 14237221 | 12716724 |
| Fannie Mae Guaranteed REMIC Series 2022-3 Class N, 2% 10/25/2047  | 36746326 | 32475863 |
| Fannie Mae Guaranteed REMIC Series 2022-35 Class CK, 4% 3/25/2047  | 11275437 | 10995313 |
| Fannie Mae Guaranteed REMIC Series 2022-4 Class B, 2.5% 5/25/2049  | 2345914 | 2062628 |
| Fannie Mae Guaranteed REMIC Series 2022-49 Class TC, 4% 12/25/2048  | 2460839 | 2418768 |
| Fannie Mae Guaranteed REMIC Series 2022-5 Class DA, 2.25% 11/25/2047  | 12049578 | 10767982 |
| Fannie Mae Guaranteed REMIC Series 2022-7 Class A, 3% 5/25/2048  | 4394201 | 4051914 |
| Fannie Mae Guaranteed REMIC Series 2022-7 Class E, 2.5% 11/25/2047  | 13981840 | 12645023 |
| Fannie Mae Guaranteed REMIC Series 2023-13 Class CK, 1.5% 11/25/2050  | 11206887 | 9078635 |
| Fannie Mae Guaranteed REMIC Series 2023-54 Class FD, U.S. 30-Day Avg. SOFR Index + 1.45%, 5.7984% 11/25/2053 (b)(c) | 12994237 | 13105424 |
| Fannie Mae Guaranteed REMIC Series 2024-41 Class FB, U.S. 30-Day Avg. SOFR Index + 1.53%, 5.8784% 7/25/2054 (b)(c) | 3475649 | 3498319 |
| Fannie Mae Guaranteed REMIC Series 2024-90 Class FD, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.5484% 12/25/2054 (b)(c) | 23892030 | 23921183 |
| Fannie Mae Guaranteed REMIC Series 2024-93 Class FG, U.S. 30-Day Avg. SOFR Index + 1.1%, 5.4484% 12/25/2054 (b)(c) | 6517310 | 6521373 |
| Fannie Mae Mortgage pass-thru certificates Series 1997-41 Class J, 7.5% 6/18/2027  | 8044 | 8193 |
| Fannie Mae Mortgage pass-thru certificates Series 2006-45 Class OP, 0% 6/25/2036 (i) | 126544 | 107071 |
| Fannie Mae Mortgage pass-thru certificates Series 2006-62 Class KP, 0% 4/25/2036 (i) | 197820 | 167868 |
| Fannie Mae Mortgage pass-thru certificates Series 2013-51 Class GI, 3% 10/25/2032 (h) | 874198 | 31443 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-4 Class FH, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.5484% 9/25/2054 (b)(c) | 5319946 | 5325898 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class AF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.7484% 2/25/2055 (b)(c) | 8380906 | 8414708 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class DF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.7484% 9/25/2054 (b)(c) | 8508494 | 8539427 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class FB, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.5484% 2/25/2055 (b)(c) | 11005378 | 11037097 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class FE, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.4984% 2/25/2055 (b)(c) | 4708587 | 4713981 |
| Fannie Mae Series 2010-95 Class ZC, 5% 9/25/2040  | 6460360 | 6372080 |
| Fannie Mae Series 2022-28 Class A, 2.5% 2/25/2052  | 9789828 | 9304068 |
| Fannie Mae Series 2022-30 Class E, 4.5% 7/25/2048  | 7983479 | 7943385 |
| Fannie Mae Series 2022-9 Class BA, 3% 5/25/2048  | 4733795 | 4364482 |
| Fannie Mae Stripped Mortgage-Backed Securities Series 2003-339 Class 5, 5.5% 7/25/2033 (h) | 99000 | 13940 |
| Fannie Mae Stripped Mortgage-Backed Securities Series 2003-343 Class 16, 5.5% 5/25/2034 (h) | 93534 | 13509 |
| Fannie Mae Stripped Mortgage-Backed Securities Series 2003-348 Class 14, 6.5% 8/25/2034 (b)(h) | 65922 | 11630 |
| Fannie Mae Stripped Mortgage-Backed Securities Series 2004-351 Class 12, 5.5% 4/25/2034 (b)(h) | 39984 | 6019 |
| Fannie Mae Stripped Mortgage-Backed Securities Series 2004-351 Class 13, 6% 3/25/2034 (h) | 62570 | 10423 |
| Fannie Mae Stripped Mortgage-Backed Securities Series 2005-359 Class 19, 6% 7/25/2035 (b)(h) | 36251 | 6316 |
| Fannie Mae Stripped Mortgage-Backed Securities Series 2007-384 Class 6, 5% 7/25/2037 (h) | 407436 | 65310 |
| Freddie Mac Manufactured Housing participation certificates Series 1998-2043 Class CJ, 6.5% 4/15/2028  | 2162 | 2186 |
| Freddie Mac Manufactured Housing participation certificates Series 1998-2043 Class ZH, 6% 4/15/2028  | 20061 | 20375 |
| Freddie Mac Manufactured Housing participation certificates Series 1998-2056 Class Z, 6% 5/15/2028  | 72208 | 73443 |
| Freddie Mac Multiclass Mortgage participation certificates Series 2014-4386 Class AZ, 4.5% 11/15/2040  | 4306076 | 4243323 |
| Freddie Mac Multiclass Mortgage participation certificates Series 2021-5159 Class EA, 2.5% 8/25/2048  | 3104835 | 2756648 |
| Freddie Mac Multiclass Mortgage participation certificates Series 2021-5159 Class GC, 2% 11/25/2047  | 1868051 | 1645010 |
| Freddie Mac Multiclass Mortgage participation certificates Series 2021-5164 Class M, 2.5% 7/25/2048  | 3168540 | 2816071 |
| Freddie Mac Multiclass Mortgage participation certificates Series 2021-5165 Class PC, 1.5% 11/25/2051  | 4388891 | 3777429 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2121 Class MG, 6% 2/15/2029  | 37815 | 38616 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2131 Class BG, 6% 3/15/2029  | 271606 | 277577 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2135 Class JE, 6% 3/15/2029  | 16489 | 16871 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2137 Class PG, 6% 3/15/2029  | 37805 | 38556 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2154 Class PT, 6% 5/15/2029  | 80879 | 82646 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2000-2218 Class ZB, 6% 3/15/2030  | 46585 | 47587 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2274 Class ZM, 6.5% 1/15/2031  | 26736 | 27126 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2303 Class ZV, 6% 4/15/2031  | 26627 | 27335 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2357 Class ZB, 6.5% 9/15/2031  | 287697 | 296242 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2380 Class SY, 8.0855% - U.S. 30-Day Avg. SOFR Index 3.7428% 11/15/2031 (b)(h) | 2643 | 128 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2412 Class FK, U.S. 30-Day Avg. SOFR Index + 0.9145%, 5.2572% 1/15/2032 (b)(c) | 7852 | 7871 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2423 Class FA, U.S. 30-Day Avg. SOFR Index + 1.0145%, 5.3572% 3/15/2032 (b)(c) | 10821 | 10870 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2424 Class FM, U.S. 30-Day Avg. SOFR Index + 1.1145%, 5.4572% 3/15/2032 (b)(c) | 10204 | 10276 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2432 Class FE, U.S. 30-Day Avg. SOFR Index + 1.0145%, 5.3572% 6/15/2031 (b)(c) | 16519 | 16586 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2432 Class FG, U.S. 30-Day Avg. SOFR Index + 1.0145%, 5.3572% 3/15/2032 (b)(c) | 5606 | 5632 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2502 Class ZC, 6% 9/15/2032  | 78498 | 80981 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2519 Class ZD, 5.5% 11/15/2032  | 103920 | 105797 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2520 Class BE, 6% 11/15/2032  | 206224 | 213241 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2587 Class IM, 6.5% 3/15/2033 (h) | 2674 | 388 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2693 Class MD, 5.5% 10/15/2033  | 546189 | 558384 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2004-2802 Class OB, 6% 5/15/2034  | 107293 | 110042 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2933 Class ZM, 5.75% 2/15/2035  | 1576328 | 1607533 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2947 Class XZ, 6% 3/15/2035  | 851754 | 881103 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2996 Class ZD, 5.5% 6/15/2035  | 995047 | 1009219 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2005-3002 Class NE, 5% 7/15/2035  | 443133 | 455374 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3110 Class OP, 0% 9/15/2035 (i) | 9219 | 9163 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3115 Class SM, 6.4855% - U.S. 30-Day Avg. SOFR Index 2.1428% 2/15/2036 (b)(h) | 136798 | 12732 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3119 Class PO, 0% 2/15/2036 (i) | 476749 | 394800 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3121 Class KO, 0% 3/15/2036 (i) | 69080 | 60790 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3123 Class LO, 0% 3/15/2036 (i) | 261538 | 219718 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3145 Class GO, 0% 4/15/2036 (i) | 292049 | 246303 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3189 Class PD, 6% 7/15/2036  | 452159 | 472853 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3237 Class C, 5.5% 11/15/2036  | 1308900 | 1345007 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3244 Class SG, 6.5455% - U.S. 30-Day Avg. SOFR Index 2.2028% 11/15/2036 (b)(h) | 616604 | 57266 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3258 Class PM, 5.5% 12/15/2036  | 132092 | 136241 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2007-3336 Class LI, 6.4655% - U.S. 30-Day Avg. SOFR Index 2.1228% 6/15/2037 (b)(h) | 450023 | 45206 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2007-3366 Class FD, U.S. 30-Day Avg. SOFR Index + 0.3645%, 4.7072% 5/15/2037 (b)(c) | 506595 | 500369 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2008-3415 Class PC, 5% 12/15/2037  | 213566 | 216767 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3832 Class PE, 5% 3/15/2041  | 2118675 | 2156031 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3949 Class MK, 4.5% 10/15/2034  | 318965 | 317917 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2012-4135 Class AB, 1.75% 6/15/2042  | 1343564 | 1262876 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2013-4149 Class IO, 3% 1/15/2033 (h) | 532686 | 34496 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2013-4281 Class AI, 4% 12/15/2028 (h) | 30 | 0 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2014-4314 Class AI, 5% 3/15/2034 (h) | 218 | 1 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2015-4427 Class LI, 3.5% 2/15/2034 (h) | 722915 | 23178 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2015-4471 Class PA, 4% 12/15/2040  | 845300 | 840035 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4683 Class LM, 3% 5/15/2047  | 2654069 | 2559846 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5018 Class LC, 3% 10/25/2040  | 2145254 | 1943543 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5050 Class KP, 1% 12/25/2050  | 2321137 | 1965726 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5058 Class BE, 3% 11/25/2050  | 7748848 | 6636124 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5059 Class GA, 1% 1/25/2051  | 4005880 | 3093461 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5066 Class A, 1.5% 11/25/2044  | 2328672 | 2029361 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5115 Class A, 2% 3/25/2040  | 2031555 | 1830909 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5139 Class JC, 2% 8/25/2040  | 1963676 | 1730271 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5141 Class JM, 1.5% 4/25/2051  | 2670201 | 2267564 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5147 Class WN, 2% 1/25/2040  | 2072708 | 1845244 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5148 Class AD, 1.5% 10/25/2051  | 3479709 | 2988181 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5148 Class PC, 1.5% 10/25/2051  | 3448197 | 2930158 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5169 Class BA, 2.5% 5/25/2049  | 13492041 | 11836973 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5169 Class TP, 2.5% 6/25/2049  | 3147434 | 2753838 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5175 Class CB, 2.5% 4/25/2050  | 11874111 | 10416329 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5178 Class CT, 2% 11/25/2040  | 2136082 | 1872360 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5178 Class TP, 2.5% 4/25/2049  | 7770314 | 6820835 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5180 Class KA, 2.5% 10/25/2047  | 2333731 | 2102050 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5182 Class A, 2.5% 10/25/2048  | 15722605 | 13984298 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5189 Class DA, 2.5% 5/25/2049  | 2514695 | 2205637 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5189 Class TP, 2.5% 5/25/2049  | 5402805 | 4738380 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5190 Class BA, 2.5% 11/25/2047  | 2330500 | 2097585 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5190 Class CA, 2.5% 5/25/2049  | 4530909 | 3972550 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5191 Class CA, 2.5% 4/25/2050  | 2741893 | 2367028 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5197 Class A, 2.5% 6/25/2049  | 4530929 | 3972554 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5197 Class DA, 2.5% 11/25/2047  | 1767910 | 1592765 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5198 Class BA, 2.5% 11/25/2047  | 7776460 | 7049286 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5199 Class PH, 2.25% 3/25/2052  | 258496 | 227665 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5200 Class C, 3% 5/25/2048  | 10680857 | 10034714 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class AG, 3% 1/25/2049  | 2417455 | 2217892 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class BC, 3% 5/25/2048  | 9574681 | 8827793 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class LB, 2.5% 10/25/2047  | 1897615 | 1712198 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class UA, 3% 4/25/2050  | 3661001 | 3294078 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5210 Class AB, 3% 1/25/2042  | 5774698 | 5429990 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5210 Class TA, 3.5% 11/25/2046  | 3244277 | 3092700 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5213 Class AH, 2.25% 4/25/2037  | 7862244 | 7464105 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5236 Class P, 5% 4/25/2048  | 3474718 | 3503086 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5266 Class CD, 4.5% 10/25/2044  | 7961276 | 7931317 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-5330 Class FA, U.S. 30-Day Avg. SOFR Index + 1.05%, 5.3984% 8/25/2053 (b)(c) | 24476989 | 24452872 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5425 Class FK, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.5484% 6/25/2054 (b)(c) | 17776751 | 17822864 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5459 Class FD, U.S. 30-Day Avg. SOFR Index + 1%, 5.3484% 10/25/2054 (b)(c) | 4641472 | 4637147 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5499 Class NF, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.4984% 2/25/2055 (b)(c) | 7150430 | 7158466 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5499 Class WF, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.5484% 2/25/2055 (b)(c) | 4368259 | 4357405 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5500 Class FV, U.S. 30-Day Avg. SOFR Index + 1.25%, 5.5984% 10/25/2054 (b)(c) | 8218106 | 8237078 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5529 Class CF, U.S. 30-Day Avg. SOFR Index + 1.05%, 5.3984% 4/25/2055 (b)(c) | 20779158 | 20733066 |
| Freddie Mac Non Gold Pool Series 1998-2095 Class PE, 6% 11/15/2028  | 90855 | 92638 |
| Freddie Mac Non Gold Pool Series 1998-2101 Class PD, 6% 11/15/2028  | 8307 | 8458 |
| Freddie Mac Non Gold Pool Series 1998-2104 Class PG, 6% 12/15/2028  | 1954 | 1994 |
| Freddie Mac Non Gold Pool Series 1999-2114 Class ZM, 6% 1/15/2029  | 821 | 839 |
| Freddie Mac Non Gold Pool Series 1999-2162 Class PH, 6% 6/15/2029  | 13569 | 13800 |
| Freddie Mac Non Gold Pool Series 2006-3225 Class EO, 0% 10/15/2036 (i) | 148214 | 122981 |
| Ginnie Mae Mortgage pass-thru certificates Series 2010-H10 Class FA, CME Term SOFR 1 month Index + 0.4445%, 4.7993% 5/20/2060 (b)(c)(j) | 678962 | 678203 |
| Ginnie Mae Mortgage pass-thru certificates Series 2010-H19 Class FG, CME Term SOFR 1 month Index + 0.4145%, 4.7417% 8/20/2060 (b)(c)(j) | 163265 | 162796 |
| Ginnie Mae Mortgage pass-thru certificates Series 2010-H27 Class FA, CME Term SOFR 1 month Index + 0.38%, 4.8217% 12/20/2060 (b)(c)(j) | 520756 | 519935 |
| Ginnie Mae Mortgage pass-thru certificates Series 2011-H05 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.9417% 12/20/2060 (b)(c)(j) | 392860 | 392945 |
| Ginnie Mae Mortgage pass-thru certificates Series 2011-H07 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.9417% 2/20/2061 (b)(c)(j) | 433649 | 433727 |
| Ginnie Mae Mortgage pass-thru certificates Series 2011-H12 Class FA, CME Term SOFR 1 month Index + 0.6045%, 4.9317% 2/20/2061 (b)(c)(j) | 465225 | 465227 |
| Ginnie Mae Mortgage pass-thru certificates Series 2011-H13 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.9417% 4/20/2061 (b)(c)(j) | 434249 | 434352 |
| Ginnie Mae Mortgage pass-thru certificates Series 2011-H14 Class FB, CME Term SOFR 1 month Index + 0.6145%, 4.9417% 5/20/2061 (b)(c)(j) | 519601 | 519660 |
| Ginnie Mae Mortgage pass-thru certificates Series 2011-H14 Class FC, CME Term SOFR 1 month Index + 0.6145%, 4.9417% 5/20/2061 (b)(c)(j) | 438396 | 438477 |
| Ginnie Mae Mortgage pass-thru certificates Series 2011-H17 Class FA, CME Term SOFR 1 month Index + 0.6445%, 4.9717% 6/20/2061 (b)(c)(j) | 427494 | 427757 |
| Ginnie Mae Mortgage pass-thru certificates Series 2011-H20 Class FA, CME Term SOFR 1 month Index + 0.6645%, 4.9917% 9/20/2061 (b)(c)(j) | 86118 | 86194 |
| Ginnie Mae Mortgage pass-thru certificates Series 2011-H21 Class FA, CME Term SOFR 1 month Index + 0.7145%, 5.0417% 10/20/2061 (b)(c)(j) | 507207 | 508020 |
| Ginnie Mae Mortgage pass-thru certificates Series 2012-H01 Class FA, CME Term SOFR 1 month Index + 0.8145%, 5.1417% 11/20/2061 (b)(c)(j) | 536517 | 537916 |
| Ginnie Mae Mortgage pass-thru certificates Series 2012-H03 Class FA, CME Term SOFR 1 month Index + 0.8145%, 5.1417% 1/20/2062 (b)(c)(j) | 308623 | 309459 |
| Ginnie Mae Mortgage pass-thru certificates Series 2012-H06 Class FA, CME Term SOFR 1 month Index + 0.7445%, 5.0717% 1/20/2062 (b)(c)(j) | 558113 | 559336 |
| Ginnie Mae Mortgage pass-thru certificates Series 2012-H07 Class FA, CME Term SOFR 1 month Index + 0.7445%, 5.0717% 3/20/2062 (b)(c)(j) | 317173 | 317596 |
| Ginnie Mae Mortgage pass-thru certificates Series 2012-H21 Class DF, CME Term SOFR 1 month Index + 0.7645%, 5.0917% 5/20/2061 (b)(c)(j) | 1402 | 1401 |
| Ginnie Mae Mortgage pass-thru certificates Series 2012-H23 Class WA, CME Term SOFR 1 month Index + 0.6345%, 4.9617% 10/20/2062 (b)(c)(j) | 71616 | 71715 |
| Ginnie Mae Mortgage pass-thru certificates Series 2013-H07 Class BA, CME Term SOFR 1 month Index + 0.36%, 4.8017% 3/20/2063 (b)(c)(j) | 86255 | 86058 |
| Ginnie Mae Mortgage pass-thru certificates Series 2014-H03 Class FA, CME Term SOFR 1 month Index + 0.7145%, 5.0417% 1/20/2064 (b)(c)(j) | 250509 | 250947 |
| Ginnie Mae Mortgage pass-thru certificates Series 2014-H05 Class FB, CME Term SOFR 1 month Index + 0.7145%, 5.0417% 12/20/2063 (b)(c)(j) | 540441 | 541355 |
| Ginnie Mae Mortgage pass-thru certificates Series 2014-H11 Class BA, CME Term SOFR 1 month Index + 0.6145%, 4.9417% 6/20/2064 (b)(c)(j) | 394172 | 394281 |
| Ginnie Mae Mortgage pass-thru certificates Series 2015-H13 Class FL, CME Term SOFR 1 month Index + 0.3945%, 4.7217% 5/20/2063 (b)(c)(j) | 19895 | 19809 |
| Ginnie Mae Mortgage pass-thru certificates Series 2015-H13 Class HA, 2.5% 8/20/2064 (j) | 15641 | 14712 |
| Ginnie Mae Mortgage pass-thru certificates Series 2015-H19 Class FA, CME Term SOFR 1 month Index + 0.3145%, 4.6417% 4/20/2063 (b)(c)(j) | 18532 | 18204 |
| Ginnie Mae Mortgage pass-thru certificates Series 2016-H13 Class FB, 1 year U.S. Treasury Index + 0.5%, 4.48% 5/20/2066 (b)(c)(j) | 77370 | 77185 |
| Ginnie Mae Mortgage pass-thru certificates Series 2016-H20 Class FM, CME Term SOFR 1 month Index + 0.5145%, 4.8417% 12/20/2062 (b)(c)(j) | 5572 | 5545 |
| Ginnie Mae Mortgage pass-thru certificates Series 2017-134 Class BA, 2.5% 11/20/2046  | 2123764 | 1944618 |
| Ginnie Mae Mortgage pass-thru certificates Series 2017-H06 Class FA, 1 year U.S. Treasury Index + 0.35%, 4.33% 8/20/2066 (b)(c)(j) | 978547 | 974443 |
| Ginnie Mae REMIC pass-thru certificates Series 2004-24 Class ZM, 5% 4/20/2034  | 698805 | 699133 |
| Ginnie Mae REMIC pass-thru certificates Series 2004-32 Class GS, 6.3855% - CME Term SOFR 1 month Index 2.0256% 5/16/2034 (b)(h) | 145621 | 8516 |
| Ginnie Mae REMIC pass-thru certificates Series 2004-73 Class AL, 7.0855% - CME Term SOFR 1 month Index 2.7256% 8/17/2034 (b)(h) | 138486 | 13440 |
| Ginnie Mae REMIC pass-thru certificates Series 2007-35 Class SC, CME Term SOFR 1 month Index x 39.5131%, 13.3535% 6/16/2037 (b)(c) | 4135 | 4798 |
| Ginnie Mae REMIC pass-thru certificates Series 2007-37 Class TS, 6.5755% - CME Term SOFR 1 month Index 2.2156% 6/16/2037 (b)(h) | 262751 | 23149 |
| Ginnie Mae REMIC pass-thru certificates Series 2010-116 Class QB, 4% 9/16/2040  | 1025060 | 984440 |
| Ginnie Mae REMIC pass-thru certificates Series 2010-160 Class DY, 4% 12/20/2040  | 4423804 | 4341664 |
| Ginnie Mae REMIC pass-thru certificates Series 2010-170 Class B, 4% 12/20/2040  | 979261 | 960159 |
| Ginnie Mae REMIC pass-thru certificates Series 2010-H03 Class FA, CME Term SOFR 1 month Index + 0.6645%, 5.0193% 3/20/2060 (b)(c)(j) | 852047 | 852904 |
| Ginnie Mae REMIC pass-thru certificates Series 2011-136 Class WI, 4.5% 5/20/2040 (h) | 55600 | 1994 |
| Ginnie Mae REMIC pass-thru certificates Series 2011-52 Class HI, 7% 4/16/2041 (h) | 28111 | 3304 |
| Ginnie Mae REMIC pass-thru certificates Series 2011-94 Class SA, 5.9855% - CME Term SOFR 1 month Index 1.6451% 7/20/2041 (b)(h) | 424266 | 43545 |
| Ginnie Mae REMIC pass-thru certificates Series 2012-98 Class FA, CME Term SOFR 1 month Index + 0.5145%, 4.8549% 8/20/2042 (b)(c) | 160788 | 158502 |
| Ginnie Mae REMIC pass-thru certificates Series 2013-149 Class MA, 2.5% 5/20/2040  | 1573225 | 1549770 |
| Ginnie Mae REMIC pass-thru certificates Series 2014-2 Class BA, 3% 1/20/2044  | 7490275 | 6811650 |
| Ginnie Mae REMIC pass-thru certificates Series 2014-21 Class HA, 3% 2/20/2044  | 2861696 | 2672205 |
| Ginnie Mae REMIC pass-thru certificates Series 2014-25 Class HC, 3% 2/20/2044  | 4882648 | 4475716 |
| Ginnie Mae REMIC pass-thru certificates Series 2014-5 Class A, 3% 1/20/2044  | 3881726 | 3537118 |
| Ginnie Mae REMIC pass-thru certificates Series 2016-69 Class WA, 3% 2/20/2046  | 3674211 | 3400805 |
| Ginnie Mae REMIC pass-thru certificates Series 2017-139 Class BA, 3% 9/20/2047  | 7624814 | 6804142 |
| Ginnie Mae REMIC pass-thru certificates Series 2017-153 Class GA, 3% 9/20/2047  | 4194109 | 3800746 |
| Ginnie Mae REMIC pass-thru certificates Series 2017-182 Class KA, 3% 10/20/2047  | 3349746 | 3048271 |
| Ginnie Mae REMIC pass-thru certificates Series 2017-186 Class HK, 3% 11/16/2045  | 474232 | 442441 |
| Ginnie Mae REMIC pass-thru certificates Series 2018-13 Class Q, 3% 4/20/2047  | 3814545 | 3582633 |
| Ginnie Mae REMIC pass-thru certificates Series 2019-11 Class F, CME Term SOFR 1 month Index + 0.5145%, 4.8549% 1/20/2049 (b)(c) | 3959233 | 3935149 |
| Ginnie Mae REMIC pass-thru certificates Series 2019-128 Class FH, CME Term SOFR 1 month Index + 0.6145%, 4.9549% 10/20/2049 (b)(c) | 1587964 | 1557731 |
| Ginnie Mae REMIC pass-thru certificates Series 2019-23 Class NF, CME Term SOFR 1 month Index + 0.5645%, 4.9049% 2/20/2049 (b)(c) | 3175943 | 3126185 |
| Ginnie Mae REMIC Trust Series 2015-H17 Class GZ, 4.2647% 5/20/2065 (b)(j) | 292897 | 287347 |
| GS Mortgage-Backed Securities Trust Series 2024-RPL2 Class A1, 3.75% 7/25/2061 (d) | 4734546 | 4626715 |
| GS Mortgage-Backed Securities Trust Series 2024-RPL4 Class A1, 3.9% 9/25/2061 (d)(g) | 1350141 | 1322674 |
| JPMorgan Mortgage Trust Series 2025-NQM2 Class A1, 5.567% 9/25/2065 (b)(d) | 5429738 | 5470964 |
| MFRA Trust Series 2024-RPL1 Class A1, 4.25% 2/25/2066 (b)(d) | 4517246 | 4273127 |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3 Series 2025-NQM3 Class A1, 5.53% 5/25/2070 (b)(d) | 9210213 | 9272489 |
| New Residential Mortgage Loan Trust Series 2019-1A Class A1B, 3.5% 10/25/2059 (d) | 8787210 | 8285315 |
| NYMT Loan Trust Series 2021-CP1 Class A1, 2.0424% 7/25/2061 (d) | 3254533 | 3044665 |
| NYMT Loan Trust Series 2024-CP1 Class A1, 3.75% 2/25/2068 (d) | 5661907 | 5336723 |
| OBX Series 2025-NQM14 Class A1, 5.162% 7/25/2065 (d)(g) | 3559644 | 3566914 |
| OBX Trust Series 2025-NQM10 Class A1, 5.453% 5/25/2065 (d)(g) | 11129380 | 11206287 |
| Ocwen Loan Investment Trust Series 2023-HB1 Class A, 3% 6/25/2036 (d) | 1085618 | 1076905 |
| Ocwen Loan Investment Trust Series 2024-HB1 Class A, 3% 2/25/2037 (d) | 1242725 | 1222657 |
| Ocwen Loan Investment Trust Series 2025-HB1 Class A, 3% 6/25/2038 (b)(d) | 18704596 | 18177126 |
| Onity Loan Investment Trust 2024-Hb2 Series 2024-HB2 Class A, 5% 8/25/2037 (d) | 3197936 | 3200802 |
| Pret 2025-Rpl3 Series 2025-RPL3 Class A1, 4.15% 4/25/2065 (d)(g) | 7435036 | 7222219 |
| PRET Trust Series 2024-RPL1 Class A1, 3.9% 10/25/2063 (d) | 9319210 | 8910531 |
| Prpm 2025-Rcf3 LLC Series 2025-RCF3 Class A1, 5.25% 7/25/2055 (b)(d) | 4537489 | 4552977 |
| PRPM LLC Series 2024-RCF4 Class A1, 4% 7/25/2054 (d) | 2787921 | 2741051 |
| PRPM LLC Series 2024-RPL2 Class A1, 3.5% 5/25/2054 (b)(d) | 10809746 | 10519371 |
| PRPM LLC Series 2024-RPL4 Class A1, 4% 12/25/2054 (d)(g) | 2770906 | 2715595 |
| RMF Buyout Issuance Trust Series 2020-HB1 Class A1, 1.7188% 10/25/2050 (d) | 3544600 | 3330079 |
| Sequoia Mortgage Trust Series 2004-6 Class A3B, CME Term SOFR 6 month Index + 1.3083%, 5.5468% 7/20/2034 (b)(c) | 3054 | 2842 |
| Thornburg Mortgage Securities Trust Series 2003-4 Class A1, CME Term SOFR 1 month Index + 0.7545%, 5.077% 9/25/2043 (b)(c) | 63647 | 61620 |
| Towd Point Mortgage Trust Series 2022-1 Class A1, 3.75% 7/25/2062 (d) | 13829057 | 13134720 |
| Verus Securitization Trust Series 2025-5 Class A1, 5.427% 6/25/2070 (b)(d) | 7304843 | 7342771 |
| Verus Securitization Trust Series 2025-6 Class A1, 5.417% 7/25/2070 (d)(g) | 25537763 | 25735423 |
| Wells Fargo Mortgage Backed Securities Trust Series 2003-I Class A1, 6.399% 9/25/2033 (b) | 6560 | 6502 |
| TOTAL UNITED STATES |  | 869480906 |
| <br> **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> (Cost $866,047,646) |  | <br> **869480906** |

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| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 4.4%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 4.4%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 4.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 4.4%  |  |  |
| ALA Trust Series 2025-OANA Class A, CME Term SOFR 1 month Index + 1.7426%, 6.1066% 6/15/2040 (b)(c)(d) | 18010000 | 18088794 |
| BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class ANM, 3.112% 11/5/2032 (d) | 17395805 | 16699293 |
| BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class BNM, 3.465% 11/5/2032 (d) | 3815000 | 3585951 |
| BANK Series 2019-BN20 Class ASB, 2.933% 9/15/2062  | 654861 | 635557 |
| BANK Series 2019-BN21 Class A5, 2.851% 10/17/2052  | 26963000 | 25228778 |
| BANK Series 2019-BN23 Class ASB, 2.846% 12/15/2052  | 1989879 | 1933880 |
| BANK Series 2020-BN25 Class XB, 0.5289% 1/15/2063 (b)(h) | 27800000 | 504273 |
| BANK Series 2021-BN33 Class XA, 1.155% 5/15/2064 (b)(h) | 14415004 | 581101 |
| BANK5 Series 2025-5YR16 Class XB, 0.5531% 8/15/2063 (b)(h) | 40100000 | 770698 |
| Bayview Commercial Asset Trust Series 2005-3A Class A2, CME Term SOFR 1 month Index + 0.7145%, 5.037% 11/25/2035 (b)(c)(d) | 9997 | 9715 |
| Bayview Commercial Asset Trust Series 2005-4A Class A2, CME Term SOFR 1 month Index + 0.6995%, 5.022% 1/25/2036 (b)(c)(d) | 23939 | 22621 |
| Bayview Commercial Asset Trust Series 2005-4A Class M1, CME Term SOFR 1 month Index + 0.7895%, 5.112% 1/25/2036 (b)(c)(d) | 7722 | 7306 |
| Bayview Commercial Asset Trust Series 2006-4A Class A2, CME Term SOFR 1 month Index + 0.5195%, 4.842% 12/25/2036 (b)(c)(d) | 51876 | 49039 |
| Bayview Commercial Asset Trust Series 2007-1 Class A2, CME Term SOFR 1 month Index + 0.5195%, 4.842% 3/25/2037 (b)(c)(d) | 12935 | 12245 |
| Bayview Commercial Asset Trust Series 2007-2A Class A1, CME Term SOFR 1 month Index + 0.3845%, 4.842% 7/25/2037 (b)(c)(d) | 43321 | 39995 |
| Bayview Commercial Asset Trust Series 2007-2A Class A2, CME Term SOFR 1 month Index + 0.4345%, 4.917% 7/25/2037 (b)(c)(d) | 40607 | 37411 |
| Bayview Commercial Asset Trust Series 2007-2A Class M1, CME Term SOFR 1 month Index + 0.4845%, 4.992% 7/25/2037 (b)(c)(d) | 13859 | 13489 |
| Bayview Commercial Asset Trust Series 2007-3 Class A2, CME Term SOFR 1 month Index + 0.5495%, 4.872% 7/25/2037 (b)(c)(d) | 13855 | 13013 |
| Bayview Commercial Asset Trust Series 2007-3 Class M1, CME Term SOFR 1 month Index + 0.5795%, 4.902% 7/25/2037 (b)(c)(d) | 7350 | 6892 |
| Bayview Commercial Asset Trust Series 2007-3 Class M2, CME Term SOFR 1 month Index + 0.6245%, 4.947% 7/25/2037 (b)(c)(d) | 7871 | 7309 |
| Bayview Commercial Asset Trust Series 2007-3 Class M3, CME Term SOFR 1 month Index + 0.6695%, 4.992% 7/25/2037 (b)(c)(d) | 12619 | 11792 |
| Bayview Commercial Asset Trust Series 2007-3 Class M4, CME Term SOFR 1 month Index + 0.8645%, 5.187% 7/25/2037 (b)(c)(d) | 19904 | 18582 |
| Bayview Commercial Asset Trust Series 2007-3 Class M5, CME Term SOFR 1 month Index + 1.0145%, 5.337% 7/25/2037 (b)(c)(d) | 13257 | 14081 |
| Benchmark Mortgage Trust Series 2018-B4 Class A5, 4.121% 7/15/2051  | 3988000 | 3947769 |
| Benchmark Mortgage Trust Series 2018-B7 Class A4, 4.51% 5/15/2053  | 2500000 | 2506371 |
| Benchmark Mortgage Trust Series 2018-B8 Class A5, 4.2317% 1/15/2052  | 49694000 | 48981254 |
| Benchmark Mortgage Trust Series 2019-B10 Class A4, 3.717% 3/15/2062  | 6658000 | 6475908 |
| Benchmark Mortgage Trust Series 2019-B13 Class A4, 2.952% 8/15/2057  | 25034000 | 23622130 |
| Benchmark Mortgage Trust Series 2019-B14 Class XA, 0.8756% 12/15/2062 (b)(h) | 135648680 | 2771208 |
| Benchmark Mortgage Trust Series 2020-B17 Class XA, 1.4938% 3/15/2053 (b)(h) | 118109374 | 5027231 |
| BLP Commercial Mortgage Trust Series 2024-IND2 Class A, CME Term SOFR 1 month Index + 1.3422%, 5.7053% 3/15/2041 (b)(c)(d) | 14420278 | 14447316 |
| BMP Series 2024-MF23 Class A, CME Term SOFR 1 month Index + 1.3719%, 5.735% 6/15/2041 (b)(c)(d) | 19969000 | 20006442 |
| BMP Series 2024-MF23 Class B, CME Term SOFR 1 month Index + 1.6416%, 6.0047% 6/15/2041 (b)(c)(d) | 9859000 | 9886728 |
| BMP Series 2024-MF23 Class C, CME Term SOFR 1 month Index + 1.8413%, 6.2044% 6/15/2041 (b)(c)(d) | 6971000 | 6990606 |
| BX Commercial Mortgage Trust 2024-XL5 Series 2024-XL5 Class A, CME Term SOFR 1 month Index + 1.3917%, 5.7548% 3/15/2041 (b)(c)(d) | 63409338 | 63488530 |
| BX Commercial Mortgage Trust 21-SOAR Series 2022-IND Class A, CME Term SOFR 1 month Index + 1.491%, 5.8541% 4/15/2037 (b)(c)(d) | 22385738 | 22392734 |
| BX Commercial Mortgage Trust 24-MDHS Series 2024-MDHS Class A, 6.0044% 5/15/2041 (b)(d) | 35398847 | 35487344 |
| BX Commercial Mortgage Trust Series 2019-IMC Class A, CME Term SOFR 1 month Index + 1.0463%, 5.4093% 4/15/2034 (b)(c)(d) | 15288935 | 15193379 |
| BX Commercial Mortgage Trust Series 2019-IMC Class B, CME Term SOFR 1 month Index + 1.3463%, 5.7093% 4/15/2034 (b)(c)(d) | 16075000 | 15884109 |
| BX Commercial Mortgage Trust Series 2019-IMC Class C, CME Term SOFR 1 month Index + 1.6463%, 6.0093% 4/15/2034 (b)(c)(d) | 10627000 | 10467595 |
| BX Commercial Mortgage Trust Series 2019-IMC Class D, CME Term SOFR 1 month Index + 1.9463%, 6.3093% 4/15/2034 (b)(c)(d) | 11156000 | 10960770 |
| BX Commercial Mortgage Trust Series 2021-PAC Class A, CME Term SOFR 1 month Index + 0.8036%, 5.1666% 10/15/2036 (b)(c)(d) | 43844000 | 43816711 |
| BX Commercial Mortgage Trust Series 2021-PAC Class B, CME Term SOFR 1 month Index + 1.0133%, 5.3763% 10/15/2036 (b)(c)(d) | 6559000 | 6538551 |
| BX Commercial Mortgage Trust Series 2021-PAC Class C, CME Term SOFR 1 month Index + 1.2131%, 5.5761% 10/15/2036 (b)(c)(d) | 8779000 | 8746156 |
| BX Commercial Mortgage Trust Series 2021-PAC Class D, CME Term SOFR 1 month Index + 1.4128%, 5.7758% 10/15/2036 (b)(c)(d) | 8523000 | 8491113 |
| BX Commercial Mortgage Trust Series 2021-PAC Class E, CME Term SOFR 1 month Index + 2.062%, 6.425% 10/15/2036 (b)(c)(d) | 29632000 | 29521138 |
| BX Commercial Mortgage Trust Series 2022-LP2 Class A, CME Term SOFR 1 month Index + 1.0129%, 5.376% 2/15/2039 (b)(c)(d) | 29946956 | 29946956 |
| BX Commercial Mortgage Trust Series 2022-LP2 Class B, CME Term SOFR 1 month Index + 1.3123%, 5.6754% 2/15/2039 (b)(c)(d) | 14239400 | 14230500 |
| BX Commercial Mortgage Trust Series 2022-LP2 Class C, CME Term SOFR 1 month Index + 1.5617%, 5.9248% 2/15/2039 (b)(c)(d) | 12294100 | 12282574 |
| BX Commercial Mortgage Trust Series 2022-LP2 Class D, CME Term SOFR 1 month Index + 1.9608%, 6.3239% 2/15/2039 (b)(c)(d) | 12294100 | 12278748 |
| BX Commercial Mortgage Trust Series 2023-XL3 Class A, CME Term SOFR 1 month Index + 1.7614%, 6.1245% 12/9/2040 (b)(c)(d) | 16682289 | 16713569 |
| BX Commercial Mortgage Trust Series 2023-XL3 Class B, CME Term SOFR 1 month Index + 2.1908%, 6.5539% 12/9/2040 (b)(c)(d) | 3688161 | 3695077 |
| BX Commercial Mortgage Trust Series 2023-XL3 Class C, CME Term SOFR 1 month Index + 2.6402%, 7.0033% 12/9/2040 (b)(c)(d) | 1997665 | 2002034 |
| BX Commercial Mortgage Trust Series 2024-GPA3 Class A, CME Term SOFR 1 month Index + 1.2928%, 5.6559% 12/15/2039 (b)(c)(d) | 11182305 | 11213734 |
| BX Commercial Mortgage Trust Series 2025-SPOT Class A, CME Term SOFR 1 month Index + 1.4434%, 5.8065% 4/15/2040 (b)(c)(d) | 55507221 | 55628643 |
| Bx Tr 2025-Tail Series 2025-TAIL Class A, CME Term SOFR 1 month Index + 1.4%, 5.7631% 6/15/2035 (b)(c)(d) | 9529000 | 9540911 |
| BX Trust 2024-CNY Series 2024-CNYN Class A, CME Term SOFR 1 month Index + 1.4419%, 5.805% 4/15/2041 (b)(c)(d) | 41912696 | 42017477 |
| BX Trust 2024-CNY Series 2024-CNYN Class B, CME Term SOFR 1 month Index + 1.6915%, 6.0546% 4/15/2041 (b)(c)(d) | 6680276 | 6694889 |
| BX Trust 2024-CNY Series 2024-CNYN Class C, CME Term SOFR 1 month Index + 1.9412%, 6.3043% 4/15/2041 (b)(c)(d) | 5545800 | 5557932 |
| BX Trust 2025-ROIC Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 5.5069% 3/15/2030 (b)(c)(d) | 73729444 | 73637312 |
| BX Trust 2025-ROIC Series 2025-ROIC Class B, CME Term SOFR 1 month Index + 1.3935%, 5.7566% 3/15/2030 (b)(c)(d) | 10795894 | 10749396 |
| BX Trust 2025-ROIC Series 2025-ROIC Class C, CME Term SOFR 1 month Index + 1.69%, 5.9064% 3/15/2030 (b)(c)(d) | 15208684 | 15137393 |
| BX Trust Series 2021-ACNT Class B, CME Term SOFR 1 month Index + 1.3645%, 5.7275% 11/15/2038 (b)(c)(d) | 4611409 | 4608526 |
| BX Trust Series 2021-LBA Class AJV, CME Term SOFR 1 month Index + 0.9145%, 5.2785% 2/15/2036 (b)(c)(d) | 2800000 | 2799125 |
| BX Trust Series 2021-MFM1 Class A, CME Term SOFR 1 month Index + 0.8145%, 5.1775% 1/15/2034 (b)(c)(d) | 1252377 | 1251986 |
| BX Trust Series 2021-SOAR Class A, CME Term SOFR 1 month Index + 0.7845%, 5.1485% 6/15/2038 (b)(c)(d)(k) | 14203152 | 14198714 |
| BX Trust Series 2022-IND Class B, CME Term SOFR 1 month Index + 1.94%, 6.3031% 4/15/2037 (b)(c)(d) | 15775200 | 15785060 |
| BX Trust Series 2022-IND Class C, CME Term SOFR 1 month Index + 2.29%, 6.6531% 4/15/2037 (b)(c)(d) | 3559500 | 3565062 |
| BX Trust Series 2022-IND Class D, CME Term SOFR 1 month Index + 2.839%, 7.2021% 4/15/2037 (b)(c)(d) | 2980600 | 2986188 |
| BX Trust Series 2024-XL4 Class A, CME Term SOFR 1 month Index + 1.442%, 5.8051% 2/15/2039 (b)(c)(d) | 33818176 | 33871017 |
| BX Trust Series 2024-XL4 Class B, CME Term SOFR 1 month Index + 1.7915%, 6.1546% 2/15/2039 (b)(c)(d) | 4232007 | 4243909 |
| BX Trust Series 2024-XL5 Class B, CME Term SOFR 1 month Index + 1.6912%, 6.0543% 3/15/2041 (b)(c)(d) | 10833215 | 10850142 |
| BX Trust Series 2024-XL5 Class C, CME Term SOFR 1 month Index + 1.9409%, 6.304% 3/15/2041 (b)(c)(d) | 14381609 | 14408574 |
| BX Trust Series 2025-DIME Class A, CME Term SOFR 1 month Index + 1.15%, 5.5131% 2/15/2035 (b)(c)(d) | 25207000 | 25210932 |
| CD Mortgage Trust Series 2017-CD5 Class AAB, 3.22% 8/15/2050  | 1074627 | 1065678 |
| Cent Trust Series 2025-CITY Class A, 5.0909% 7/10/2040 (b)(d) | 21673000 | 21951775 |
| Cent Trust Series 2025-CITY Class X, 0.2082% 7/10/2040 (d) | 210000000 | 1557717 |
| CF Hippolyta Issuer LLC Series 2021-1A Class A1, 1.53% 3/15/2061 (d) | 52080284 | 43515562 |
| CFCRE Commercial Mortgage Trust Series 2016-C7 Class A2, 3.5853% 12/10/2054  | 12956350 | 12752807 |
| CGMS Commercial Mortgage Trust Series 2017-B1 Class A3, 3.197% 8/15/2050  | 4567643 | 4475346 |
| Citigroup Commercial Mortgage Trust Series 2015-GC33 Class XA, 0.8379% 9/10/2058 (b)(h) | 415004 | 13 |
| Citigroup Commercial Mortgage Trust Series 2016-P6 Class XA, 0.6857% 12/10/2049 (b)(h) | 1999870 | 9186 |
| Citigroup Commercial Mortgage Trust Series 2019-GC41 Class XA, 1.1594% 8/10/2056 (b)(h) | 13703353 | 412194 |
| Computershare Corporate Trust Series 2018-C48 Class A5, 4.302% 1/15/2052  | 12901000 | 12903883 |
| CSAIL Commercial Mortgage Trust Series 2018-CX12 Class A3, 3.9585% 8/15/2051  | 4890000 | 4842511 |
| DTP Commercial Mortgage Trust Series 2023-STE2 Class A, 6.038% 1/15/2041 (b)(d) | 6955000 | 7149500 |
| ELP Commercial Mortgage Trust Series 2021-ELP Class A, CME Term SOFR 1 month Index + 0.8155%, 5.1795% 11/15/2038 (b)(c)(d) | 59320723 | 59283647 |
| Extended Stay America Trust Series 2021-ESH Class A, CME Term SOFR 1 month Index + 1.1945%, 5.5575% 7/15/2038 (b)(c)(d) | 18333400 | 18327674 |
| Extended Stay America Trust Series 2021-ESH Class B, CME Term SOFR 1 month Index + 1.4945%, 5.8575% 7/15/2038 (b)(c)(d) | 10441342 | 10438081 |
| Extended Stay America Trust Series 2021-ESH Class C, CME Term SOFR 1 month Index + 1.8145%, 6.1775% 7/15/2038 (b)(c)(d) | 7698054 | 7695650 |
| Extended Stay America Trust Series 2021-ESH Class D, CME Term SOFR 1 month Index + 2.3645%, 6.7275% 7/15/2038 (b)(c)(d) | 15427591 | 15422771 |
| Fannie Mae Guaranteed REMIC Series 2018-M10 Class A2, 3.4661% 7/25/2028 (b) | 847475 | 835595 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K059 Class A2, 3.12% 9/25/2026 (b) | 1675000 | 1656576 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-K735 Class A2, 2.862% 5/25/2026  | 3813557 | 3776940 |
| GS Mortgage Securities Trust Series 2015-GC34 Class XA, 1.2179% 10/10/2048 (b)(h) | 513319 | 30 |
| GS Mortgage Securities Trust Series 2017-GS6 Class A2, 3.164% 5/10/2050  | 2402063 | 2372221 |
| GS Mortgage Securities Trust Series 2018-GS10 Class A5, 4.155% 7/10/2051  | 3600000 | 3537133 |
| GS Mortgage Securities Trust Series 2021-IP Class A, CME Term SOFR 1 month Index + 1.0645%, 5.4285% 10/15/2036 (b)(c)(d) | 26417000 | 26400558 |
| GS Mortgage Securities Trust Series 2021-IP Class B, CME Term SOFR 1 month Index + 1.2645%, 5.6285% 10/15/2036 (b)(c)(d) | 4084000 | 4063628 |
| GS Mortgage Securities Trust Series 2021-IP Class C, CME Term SOFR 1 month Index + 1.6645%, 6.0285% 10/15/2036 (b)(c)(d) | 3365000 | 3348175 |
| JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 Class ASB, 3.2829% 7/15/2050  | 1172259 | 1161379 |
| JPMDB Commercial Mortgage Securities Trust Series 2016-C4 Class A2, 2.8822% 12/15/2049  | 3599341 | 3549089 |
| JPMDB Commercial Mortgage Securities Trust Series 2019-COR6 Class A4, 3.0565% 11/13/2052  | 8383000 | 7579157 |
| JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 Class A5, 2.1798% 5/13/2053  | 1100000 | 928413 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class AFX, 4.2475% 7/5/2033 (d) | 11968000 | 11369600 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class CFX, 4.9498% 7/5/2033 (d) | 4047000 | 2954310 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class DFX, 5.3503% 7/5/2033 (d)(k) | 6993000 | 3986010 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class XAFX, 1.2948% 7/5/2033 (b)(d)(h) | 1280000 | 27812 |
| Life Financial Services Trust Series 2022-BMR2 Class A1, CME Term SOFR 1 month Index + 1.2952%, 5.6583% 5/15/2039 (b)(c)(d) | 54000000 | 52515000 |
| Life Financial Services Trust Series 2022-BMR2 Class B, CME Term SOFR 1 month Index + 1.7939%, 6.157% 5/15/2039 (b)(c)(d) | 37495000 | 35029738 |
| Life Financial Services Trust Series 2022-BMR2 Class C, CME Term SOFR 1 month Index + 2.0931%, 6.4562% 5/15/2039 (b)(c)(d) | 21010000 | 19197888 |
| Life Financial Services Trust Series 2022-BMR2 Class D, CME Term SOFR 1 month Index + 2.5419%, 6.905% 5/15/2039 (b)(c)(d) | 18672000 | 16975629 |
| LIFE Mortgage Trust Series 2021-BMR Class C, CME Term SOFR 1 month Index + 1.2145%, 5.5775% 3/15/2038 (b)(c)(d) | 648382 | 645545 |
| LIFE Mortgage Trust Series 2021-BMR Class D, CME Term SOFR 1 month Index + 1.5145%, 5.8775% 3/15/2038 (b)(c)(d) | 5911500 | 5874553 |
| LIFE Mortgage Trust Series 2021-BMR Class E, CME Term SOFR 1 month Index + 1.8645%, 6.2275% 3/15/2038 (b)(c)(d) | 5164600 | 5119410 |
| Morgan Stanley Capital I Trust Series 2018-BOP Class A, CME Term SOFR 1 month Index + 0.897%, 5.261% 8/15/2033 (b)(c)(d) | 236691 | 193377 |
| Morgan Stanley Capital I Trust Series 2018-H4 Class A4, 4.31% 12/15/2051  | 11199000 | 11170118 |
| Morgan Stanley Capital I Trust Series 2019-NUGS Class A, CME Term SOFR 1 month Index + 1.0645%, 5.4285% 12/15/2036 (b)(c)(d) | 34300000 | 25983217 |
| Morgan Stanley Capital I Trust Series 2021-L6 Class XA, 1.2876% 6/15/2054 (b)(h) | 40280978 | 1619738 |
| OPEN Trust Series 2023-AIR Class A, CME Term SOFR 1 month Index + 3.0891%, 7.4522% 11/15/2040 (b)(c)(d) | 1333208 | 1334040 |
| OPEN Trust Series 2023-AIR Class B, CME Term SOFR 1 month Index + 3.838%, 8.2011% 11/15/2040 (b)(c)(d) | 9884800 | 9890972 |
| SCG Trust Series 2025-FLWR Class A, CME Term SOFR 1 month Index + 1.25%, 5.6% 8/15/2042 (b)(c)(d) | 6000000 | 6007506 |
| SPGN Mortgage Trust Series 2022-TFLM Class B, CME Term SOFR 1 month Index + 2%, 6.3631% 2/15/2039 (b)(c)(d) | 10413000 | 10257327 |
| SPGN Mortgage Trust Series 2022-TFLM Class C, CME Term SOFR 1 month Index + 2.65%, 7.0131% 2/15/2039 (b)(c)(d) | 5415000 | 5307058 |
| SREIT Trust Series 2021-MFP Class A, CME Term SOFR 1 month Index + 0.8453%, 5.2084% 11/15/2038 (b)(c)(d) | 37847690 | 37835863 |
| SREIT Trust Series 2021-MFP Class B, CME Term SOFR 1 month Index + 1.1943%, 5.5574% 11/15/2038 (b)(c)(d) | 19513131 | 19507033 |
| SREIT Trust Series 2021-MFP Class C, CME Term SOFR 1 month Index + 1.4435%, 5.8066% 11/15/2038 (b)(c)(d) | 12119583 | 12115795 |
| SREIT Trust Series 2021-MFP Class D, CME Term SOFR 1 month Index + 1.6927%, 6.0558% 11/15/2038 (b)(c)(d) | 7964800 | 7962311 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class A, CME Term SOFR 1 month Index + 1.2429%, 5.606% 12/15/2039 (b)(c)(d) | 30282000 | 30282001 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class B, CME Term SOFR 1 month Index + 1.5924%, 5.9555% 12/15/2039 (b)(c)(d) | 7376000 | 7375987 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class C, CME Term SOFR 1 month Index + 1.9919%, 6.355% 12/15/2039 (b)(c)(d) | 5437000 | 5450554 |
| UBS Commercial Mortgage Trust Series 2017-C7 Class XA, 1.1229% 12/15/2050 (b)(h) | 1651182 | 30901 |
| UBS Commercial Mortgage Trust Series 2018-C9 Class A4, 4.117% 3/15/2051  | 3100000 | 3038319 |
| VLS Commercial Mortgage Trust Series 2020-LAB Class A, 2.13% 10/10/2042 (d) | 30230000 | 25864434 |
| VLS Commercial Mortgage Trust Series 2020-LAB Class B, 2.453% 10/10/2042 (d) | 1800000 | 1467440 |
| VLS Commercial Mortgage Trust Series 2020-LAB Class X, 0.5162% 10/10/2042 (b)(d) | 57900000 | 1071978 |
| Wells Fargo Commercial Mortgage Trust Series 2015-C31 Class XA, 1.0312% 11/15/2048 (b)(h) | 627180 | 34 |
| Wells Fargo Commercial Mortgage Trust Series 2017-C40 Class A3, 3.317% 10/15/2050  | 2600000 | 2558610 |
| Wells Fargo Commercial Mortgage Trust Series 2017-C42 Class XA, 0.9783% 12/15/2050 (b)(h) | 2244813 | 34889 |
| Wells Fargo Commercial Mortgage Trust Series 2018-C46 Class XA, 1.0657% 8/15/2051 (b)(h) | 10786743 | 191972 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C50 Class ASB, 3.635% 5/15/2052  | 1507667 | 1489871 |
| Wells Fargo Commercial Mortgage Trust Series 2021-FCMT Class A, CME Term SOFR 1 month Index + 1.3145%, 5.6785% 5/15/2031 (b)(c)(d) | 25318000 | 25252740 |
| Wells Fargo Commercial Mortgage Trust Series 2024-MGP Class A11, CME Term SOFR 1 month Index + 1.9907%, 6.3538% 8/15/2041 (b)(c)(d) | 5900000 | 5889467 |
| Wells Fargo Commercial Mortgage Trust Series 2024-MGP Class A12, CME Term SOFR 1 month Index + 1.6912%, 6.0543% 8/15/2041 (b)(c)(d) | 14200000 | 14190184 |
| TOTAL UNITED STATES |  | 1647131408 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $1,695,048,375) |  | <br> **1647131408** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.1%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.1%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| SAUDI ARABIA - 0.1%  |  |  |
| Kingdom of Saudi Arabia 3.25% 10/22/2030 (d) | 14315000 | 13548002 |
| Kingdom of Saudi Arabia 4.5% 4/22/2060 (d) | 9380000 | 7444484 |
| TOTAL SAUDI ARABIA |  | 20992486 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $23,556,584) |  | <br> **20992486** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 21.1%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 21.1%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 21.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Commonwealth Bank of Australia 3.61% 9/12/2034 (b)(d) | 14950000 | 14370605 |
| Commonwealth Bank of Australia 3.784% 3/14/2032 (d) | 11585000 | 10881679 |
| Westpac Banking Corp 4.11% 7/24/2034 (b) | 20547000 | 20110623 |
| TOTAL AUSTRALIA |  | 45362907 |
| CANADA - 0.1%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Canadian Natural Resources Ltd 5.85% 2/1/2035  | 12899000 | 13235105 |
| Cenovus Energy Inc 3.75% 2/15/2052  | 23742000 | 16132154 |
| Cenovus Energy Inc 5.4% 6/15/2047  | 3321000 | 2959570 |
| Cenovus Energy Inc 6.75% 11/15/2039  | 3701000 | 4009364 |
|  |  | 36336193 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Emera US Finance LP 3.55% 6/15/2026  | 9377000 | 9298495 |
| TOTAL CANADA |  | 45634688 |
| FRANCE - 0.4%  |  |  |
| Financials - 0.4% |  |  |
| Banks - 0.4% |  |  |
| BNP Paribas SA 5.786% 1/13/2033 (b)(d) | 35232000 | 36711104 |
| BPCE SA 4.875% 4/1/2026 (d) | 3984000 | 3987776 |
| Societe Generale SA 1.488% 12/14/2026 (b)(d) | 51731000 | 51259154 |
| Societe Generale SA 3.337% 1/21/2033 (b)(d) | 21000000 | 18907352 |
| Societe Generale SA 5.5% 4/13/2029 (b)(d) | 24058000 | 24590654 |
| TOTAL FRANCE |  | 135456040 |
| GERMANY - 0.3%  |  |  |
| Financials - 0.2% |  |  |
| Capital Markets - 0.2% |  |  |
| Deutsche Bank AG/New York NY 3.035% 5/28/2032 (b) | 9360000 | 8541358 |
| Deutsche Bank AG/New York NY 4.1% 1/13/2026  | 4496000 | 4486617 |
| Deutsche Bank AG/New York NY 6.72% 1/18/2029 (b) | 20750000 | 21832290 |
| Deutsche Bank AG/New York NY 6.819% 11/20/2029 (b) | 34596000 | 37071892 |
|  |  | 71932157 |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Bayer US Finance II LLC 4.25% 12/15/2025 (d) | 46388000 | 46315106 |
| TOTAL GERMANY |  | 118247263 |
| IRELAND - 0.7%  |  |  |
| Financials - 0.4% |  |  |
| Consumer Finance - 0.4% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026  | 20465000 | 20045873 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028  | 21434000 | 20622180 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.3% 1/30/2032  | 22930000 | 20993133 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.45% 4/3/2026  | 16892000 | 16877374 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027  | 70156000 | 72421297 |
|  |  | 150959857 |
| Industrials - 0.3% |  |  |
| Transportation Infrastructure - 0.3% |  |  |
| Avolon Holdings Funding Ltd 4.25% 4/15/2026 (d) | 8740000 | 8717606 |
| Avolon Holdings Funding Ltd 4.375% 5/1/2026 (d) | 25641000 | 25597371 |
| Avolon Holdings Funding Ltd 4.95% 1/15/2028 (d) | 31738000 | 32054623 |
| Avolon Holdings Funding Ltd 5.15% 1/15/2030 (d) | 2584000 | 2627731 |
| Avolon Holdings Funding Ltd 5.375% 5/30/2030 (d) | 14109000 | 14476822 |
| Avolon Holdings Funding Ltd 6.375% 5/4/2028 (d) | 34721000 | 36314617 |
|  |  | 119788770 |
| TOTAL IRELAND |  | 270748627 |
| ITALY - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Intesa Sanpaolo SpA 5.71% 1/15/2026 (d) | 81601000 | 81783445 |
| JAPAN - 0.1%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| NTT Finance Corp 4.567% 7/16/2027 (d) | 5064000 | 5096119 |
| NTT Finance Corp 4.62% 7/16/2028 (d) | 5122000 | 5176652 |
| NTT Finance Corp 4.876% 7/16/2030 (d) | 13477000 | 13685054 |
| TOTAL JAPAN |  | 23957825 |
| MEXICO - 0.9%  |  |  |
| Energy - 0.9% |  |  |
| Oil, Gas & Consumable Fuels - 0.9% |  |  |
| Petroleos Mexicanos 4.5% 1/23/2026  | 20014000 | 19862894 |
| Petroleos Mexicanos 5.95% 1/28/2031  | 37031000 | 34698047 |
| Petroleos Mexicanos 6.35% 2/12/2048  | 13566000 | 10157677 |
| Petroleos Mexicanos 6.7% 2/16/2032  | 80790000 | 77473571 |
| Petroleos Mexicanos 6.75% 9/21/2047  | 95358000 | 74431687 |
| Petroleos Mexicanos 6.95% 1/28/2060  | 19817000 | 15348267 |
| Petroleos Mexicanos 7.69% 1/23/2050  | 124733000 | 106371055 |
| TOTAL MEXICO |  | 338343198 |
| NETHERLANDS - 0.1%  |  |  |
| Information Technology - 0.1% |  |  |
| Semiconductors & Semiconductor Equipment - 0.1% |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.85% 8/19/2032  | 11078000 | 11071956 |
| NXP BV / NXP Funding LLC / NXP USA Inc 5.25% 8/19/2035  | 31935000 | 31730701 |
| TOTAL NETHERLANDS |  | 42802657 |
| QATAR - 0.0%  |  |  |
| Utilities - 0.0% |  |  |
| Gas Utilities - 0.0% |  |  |
| Nakilat Inc 6.067% 12/31/2033 (d) | 4489061 | 4750009 |
| SWITZERLAND - 0.4%  |  |  |
| Financials - 0.4% |  |  |
| Capital Markets - 0.4% |  |  |
| UBS Group AG 1.494% 8/10/2027 (b)(d) | 31236000 | 30401814 |
| UBS Group AG 3.091% 5/14/2032 (b)(d) | 15102000 | 13900393 |
| UBS Group AG 3.869% 1/12/2029 (b)(d) | 19608000 | 19422830 |
| UBS Group AG 4.125% 9/24/2025 (d) | 27816000 | 27805579 |
| UBS Group AG 4.194% 4/1/2031 (b)(d) | 52365000 | 51748989 |
| UBS Group AG 4.55% 4/17/2026  | 1588000 | 1590369 |
|  |  | 144869974 |
| Insurance - 0.0% |  |  |
| Swiss Re Finance Luxembourg SA 5% 4/2/2049 (b)(d) | 4000000 | 4012524 |
| TOTAL SWITZERLAND |  | 148882498 |
| UNITED KINGDOM - 1.0%  |  |  |
| Consumer Staples - 0.3% |  |  |
| Tobacco - 0.3% |  |  |
| BAT Capital Corp 6.421% 8/2/2033  | 15947000 | 17386201 |
| Imperial Brands Finance PLC 6.125% 7/27/2027 (d) | 16185000 | 16711907 |
| Reynolds American Inc 5.7% 8/15/2035  | 6607000 | 6799723 |
| Reynolds American Inc 5.85% 8/15/2045  | 50684000 | 48898759 |
| Reynolds American Inc 6.15% 9/15/2043  | 11136000 | 11179561 |
| Reynolds American Inc 7.25% 6/15/2037  | 15680000 | 17749228 |
|  |  | 118725379 |
| Financials - 0.7% |  |  |
| Banks - 0.7% |  |  |
| Barclays PLC 2.894% 11/24/2032 (b) | 14928000 | 13372791 |
| Barclays PLC 4.836% 5/9/2028  | 3148000 | 3163546 |
| Barclays PLC 5.088% 6/20/2030 (b) | 44892000 | 45530596 |
| Barclays PLC 5.2% 5/12/2026  | 41312000 | 41470382 |
| Barclays PLC 5.69% 3/12/2030 (b) | 34049000 | 35428945 |
| Barclays PLC 6.49% 9/13/2029 (b) | 37876000 | 40148326 |
| NatWest Group PLC 3.073% 5/22/2028 (b) | 24822000 | 24348703 |
| NatWest Group PLC 4.8% 4/5/2026  | 20881000 | 20936890 |
| NatWest Group PLC 4.892% 5/18/2029 (b) | 10000000 | 10160364 |
|  |  | 234560543 |
| Industrials - 0.0% |  |  |
| Aerospace & Defense - 0.0% |  |  |
| BAE Systems PLC 3.4% 4/15/2030 (d) | 11875000 | 11466521 |
| TOTAL UNITED KINGDOM |  | 364752443 |
| UNITED STATES - 16.8%  |  |  |
| Communication Services - 1.6% |  |  |
| Diversified Telecommunication Services - 0.4% |  |  |
| AT&T Inc 3.8% 12/1/2057  | 74998000 | 51609091 |
| AT&T Inc 4.3% 2/15/2030  | 15664000 | 15688026 |
| AT&T Inc 4.75% 5/15/2046  | 20994000 | 18278976 |
| Verizon Communications Inc 2.55% 3/21/2031  | 30343000 | 27518278 |
| Verizon Communications Inc 4.5% 8/10/2033  | 17268000 | 16891109 |
| Verizon Communications Inc 4.78% 2/15/2035  | 37359000 | 36427736 |
|  |  | 166413216 |
| Media - 1.0% |  |  |
| Charter Communications Operating LLC / Charter Communications Operating Capital 2.25% 1/15/2029  | 16500000 | 15351372 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 2.3% 2/1/2032  | 4411000 | 3737244 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 4/1/2033  | 9969000 | 9372570 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.05% 3/30/2029  | 9500000 | 9648578 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.25% 4/1/2053  | 12130000 | 9914794 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 5/1/2047  | 67888000 | 57689357 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.5% 4/1/2063  | 9969000 | 8159813 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.75% 4/1/2048  | 9412000 | 8388155 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.1% 6/1/2029  | 18588000 | 19538405 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.484% 10/23/2045  | 39593000 | 38510929 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.55% 6/1/2034  | 12828000 | 13607815 |
| Time Warner Cable LLC 4.5% 9/15/2042  | 21984000 | 17434848 |
| Time Warner Cable LLC 5.5% 9/1/2041  | 15667000 | 14155993 |
| Time Warner Cable LLC 5.875% 11/15/2040  | 11331000 | 10826268 |
| Time Warner Cable LLC 6.55% 5/1/2037  | 50619000 | 52433601 |
| Time Warner Cable LLC 6.75% 6/15/2039  | 13940000 | 14434308 |
| Time Warner Cable LLC 7.3% 7/1/2038  | 32280000 | 35155021 |
|  |  | 338359071 |
| Wireless Telecommunication Services - 0.2% |  |  |
| T-Mobile USA Inc 3.75% 4/15/2027  | 32520000 | 32315132 |
| T-Mobile USA Inc 3.875% 4/15/2030  | 47090000 | 46124270 |
|  |  | 78439402 |
| TOTAL COMMUNICATION SERVICES |  | 583211689 |
| Consumer Discretionary - 0.2% |  |  |
| Automobiles - 0.1% |  |  |
| General Motors Financial Co Inc 2.35% 2/26/2027  | 21000000 | 20395271 |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| McDonald's Corp 3.5% 7/1/2027  | 9188000 | 9106234 |
| Household Durables - 0.0% |  |  |
| Lennar Corp 5% 6/15/2027  | 2921000 | 2943198 |
| Specialty Retail - 0.1% |  |  |
| AutoNation Inc 4.75% 6/1/2030  | 4077000 | 4091506 |
| AutoZone Inc 4% 4/15/2030  | 28926000 | 28538175 |
| Lowe's Cos Inc 3.35% 4/1/2027  | 3413000 | 3373737 |
| Lowe's Cos Inc 3.75% 4/1/2032  | 10505000 | 9975086 |
| O'Reilly Automotive Inc 4.2% 4/1/2030  | 6418000 | 6401936 |
|  |  | 52380440 |
| TOTAL CONSUMER DISCRETIONARY |  | 84825143 |
| Consumer Staples - 0.3% |  |  |
| Consumer Staples Distribution & Retail - 0.2% |  |  |
| Mars Inc 4.8% 3/1/2030 (d) | 25111000 | 25590836 |
| Mars Inc 5% 3/1/2032 (d) | 18852000 | 19241532 |
| Sysco Corp 5.95% 4/1/2030  | 19674000 | 20925585 |
|  |  | 65757953 |
| Tobacco - 0.1% |  |  |
| Altria Group Inc 4.25% 8/9/2042  | 26130000 | 21409081 |
| Altria Group Inc 4.5% 5/2/2043  | 17568000 | 14688174 |
| Altria Group Inc 4.8% 2/14/2029  | 4818000 | 4894557 |
| Altria Group Inc 5.95% 2/14/2049  | 6241000 | 6204036 |
|  |  | 47195848 |
| TOTAL CONSUMER STAPLES |  | 112953801 |
| Energy - 1.9% |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| Halliburton Co 3.8% 11/15/2025  | 315000 | 314387 |
| Halliburton Co 4.85% 11/15/2035  | 11266000 | 10978811 |
|  |  | 11293198 |
| Oil, Gas & Consumable Fuels - 1.9% |  |  |
| Columbia Pipelines Operating Co LLC 5.927% 8/15/2030 (d) | 4934000 | 5247117 |
| Columbia Pipelines Operating Co LLC 6.036% 11/15/2033 (d) | 13297000 | 14075817 |
| Columbia Pipelines Operating Co LLC 6.497% 8/15/2043 (d) | 3976000 | 4132829 |
| Columbia Pipelines Operating Co LLC 6.544% 11/15/2053 (d) | 7158000 | 7405066 |
| Columbia Pipelines Operating Co LLC 6.714% 8/15/2063 (d) | 4285000 | 4525081 |
| DCP Midstream Operating LP 5.6% 4/1/2044  | 1458000 | 1358941 |
| DCP Midstream Operating LP 6.45% 11/3/2036 (d) | 7882000 | 8248129 |
| DCP Midstream Operating LP 6.75% 9/15/2037 (d) | 2991000 | 3177174 |
| Energy Transfer LP 3.75% 5/15/2030  | 34654000 | 33595268 |
| Energy Transfer LP 4.95% 6/15/2028  | 22521000 | 22871547 |
| Energy Transfer LP 5% 5/15/2050  | 37928000 | 31478116 |
| Energy Transfer LP 5.25% 4/15/2029  | 11043000 | 11355246 |
| Energy Transfer LP 5.4% 10/1/2047  | 7311000 | 6513774 |
| Energy Transfer LP 5.8% 6/15/2038  | 12558000 | 12660682 |
| Energy Transfer LP 6% 6/15/2048  | 8178000 | 7840309 |
| Energy Transfer LP 6.25% 4/15/2049  | 7585000 | 7437027 |
| Hess Corp 5.8% 4/1/2047  | 19267000 | 19473139 |
| Hess Corp 7.125% 3/15/2033  | 5555000 | 6394103 |
| Hess Corp 7.3% 8/15/2031  | 7267000 | 8377982 |
| Hess Corp 7.875% 10/1/2029  | 2497000 | 2838842 |
| Kinder Morgan Energy Partners LP 6.55% 9/15/2040  | 2324000 | 2480018 |
| Kinder Morgan Inc 3.6% 2/15/2051  | 45000000 | 30590164 |
| Kinder Morgan Inc 5.55% 6/1/2045  | 13098000 | 12312915 |
| MPLX LP 2.65% 8/15/2030  | 10000000 | 9142543 |
| MPLX LP 4.8% 2/15/2029  | 5907000 | 5983101 |
| MPLX LP 4.95% 9/1/2032  | 30643000 | 30459907 |
| MPLX LP 5.5% 2/15/2049  | 17721000 | 15951059 |
| Occidental Petroleum Corp 6.45% 9/15/2036  | 24570000 | 25416191 |
| Occidental Petroleum Corp 6.6% 3/15/2046  | 53949000 | 54173266 |
| Occidental Petroleum Corp 7.5% 5/1/2031  | 40626000 | 45357588 |
| ONEOK Inc 4.25% 9/24/2027  | 9097000 | 9105201 |
| ONEOK Inc 4.4% 10/15/2029  | 9513000 | 9499523 |
| ONEOK Inc 4.75% 10/15/2031  | 18504000 | 18503750 |
| Ovintiv Inc 8.125% 9/15/2030  | 2868000 | 3289423 |
| Plains All American Pipeline LP / PAA Finance Corp 3.55% 12/15/2029  | 7628000 | 7349149 |
| Sabine Pass Liquefaction LLC 4.5% 5/15/2030  | 42700000 | 42823463 |
| Targa Resources Corp 4.9% 9/15/2030  | 13306000 | 13509606 |
| Targa Resources Corp 5.65% 2/15/2036  | 32042000 | 32362720 |
| Transcontinental Gas Pipe Line Co LLC 3.25% 5/15/2030  | 5447000 | 5181311 |
| Western Gas Partners LP 4.65% 7/1/2026  | 8954000 | 8945048 |
| Western Gas Partners LP 4.75% 8/15/2028  | 6312000 | 6348576 |
| Williams Cos Inc/The 2.6% 3/15/2031  | 21000000 | 18999861 |
| Williams Cos Inc/The 3.5% 11/15/2030  | 55862000 | 53267441 |
| Williams Cos Inc/The 4.65% 8/15/2032  | 32008000 | 31601489 |
|  |  | 711659502 |
| TOTAL ENERGY |  | 722952700 |
| Financials - 6.9% |  |  |
| Banks - 3.3% |  |  |
| Bank of America Corp 2.299% 7/21/2032 (b) | 42030000 | 37091223 |
| Bank of America Corp 2.972% 2/4/2033 (b) | 21000000 | 18965951 |
| Bank of America Corp 3.419% 12/20/2028 (b) | 32593000 | 32028771 |
| Bank of America Corp 4.183% 11/25/2027  | 3728000 | 3725519 |
| Bank of America Corp 4.25% 10/22/2026  | 45120000 | 45144082 |
| Bank of America Corp 5.015% 7/22/2033 (b) | 152527000 | 154941798 |
| Citigroup Inc 3.785% 3/17/2033 (b) | 21000000 | 19731089 |
| Citigroup Inc 4.075% 4/23/2029 (b) | 14005000 | 13955195 |
| Citigroup Inc 4.125% 7/25/2028  | 3728000 | 3723456 |
| Citigroup Inc 4.3% 11/20/2026  | 9646000 | 9647650 |
| Citigroup Inc 4.412% 3/31/2031 (b) | 57587000 | 57458963 |
| Citigroup Inc 4.45% 9/29/2027  | 48296000 | 48427719 |
| Citigroup Inc 4.6% 3/9/2026  | 10087000 | 10095745 |
| Citigroup Inc 4.91% 5/24/2033 (b) | 5636000 | 5661232 |
| Citigroup Inc 5.3% 5/6/2044  | 5127000 | 4862976 |
| Citizens Financial Group Inc 2.638% 9/30/2032  | 32329000 | 27319265 |
| JPMorgan Chase & Co 2.739% 10/15/2030 (b) | 55000000 | 51802773 |
| JPMorgan Chase & Co 2.956% 5/13/2031 (b) | 23105000 | 21569655 |
| JPMorgan Chase & Co 2.963% 1/25/2033 (b) | 21000000 | 19049554 |
| JPMorgan Chase & Co 4.586% 4/26/2033 (b) | 155774000 | 155113857 |
| JPMorgan Chase & Co 4.912% 7/25/2033 (b) | 38769000 | 39307589 |
| JPMorgan Chase & Co 5.103% 4/22/2031 (b) | 25894000 | 26714625 |
| JPMorgan Chase & Co 5.299% 7/24/2029 (b) | 34500000 | 35537434 |
| JPMorgan Chase & Co 5.572% 4/22/2036 (b) | 30756000 | 31974980 |
| Santander Holdings USA Inc 2.49% 1/6/2028 (b) | 29541000 | 28781320 |
| Wells Fargo & Co 3.196% 6/17/2027 (b) | 34559000 | 34259636 |
| Wells Fargo & Co 3.526% 3/24/2028 (b) | 46819000 | 46319801 |
| Wells Fargo & Co 4.478% 4/4/2031 (b) | 77500000 | 77774649 |
| Wells Fargo & Co 5.15% 4/23/2031 (b) | 35065000 | 36113219 |
| Wells Fargo & Co 5.499% 1/23/2035 (b) | 27292000 | 28163511 |
| Wells Fargo & Co 5.574% 7/25/2029 (b) | 38000000 | 39394595 |
| Wells Fargo & Co 5.605% 4/23/2036 (b) | 30968000 | 32152062 |
|  |  | 1196809894 |
| Capital Markets - 1.7% |  |  |
| Athene Global Funding 5.339% 1/15/2027 (d) | 51492000 | 52165407 |
| Athene Global Funding 5.583% 1/9/2029 (d) | 25932000 | 26829383 |
| Blackstone Private Credit Fund 7.05% 9/29/2025  | 38296000 | 38352081 |
| Goldman Sachs Group Inc/The 2.383% 7/21/2032 (b) | 50634000 | 44851397 |
| Goldman Sachs Group Inc/The 3.102% 2/24/2033 (b) | 39600000 | 36009319 |
| Goldman Sachs Group Inc/The 3.8% 3/15/2030  | 57860000 | 56856718 |
| Goldman Sachs Group Inc/The 4.25% 10/21/2025  | 32884000 | 32868629 |
| Goldman Sachs Group Inc/The 6.75% 10/1/2037  | 31825000 | 35373559 |
| Moody's Corp 3.25% 1/15/2028  | 12370000 | 12173808 |
| Morgan Stanley 2.943% 1/21/2033 (b) | 21000000 | 18916607 |
| Morgan Stanley 3.622% 4/1/2031 (b) | 54679000 | 52905411 |
| Morgan Stanley 4.431% 1/23/2030 (b) | 23749000 | 23853402 |
| Morgan Stanley 4.889% 7/20/2033 (b) | 94211000 | 94979732 |
| Morgan Stanley 5.192% 4/17/2031 (b) | 23472000 | 24194349 |
| Morgan Stanley 5.449% 7/20/2029 (b) | 21363000 | 22044726 |
| Morgan Stanley 5.664% 4/17/2036 (b) | 18616000 | 19376953 |
| MSCI Inc 5.25% 9/1/2035  | 22218000 | 22040167 |
|  |  | 613791648 |
| Consumer Finance - 0.8% |  |  |
| Ally Financial Inc 7.1% 11/15/2027  | 36750000 | 38757898 |
| Ally Financial Inc 8% 11/1/2031  | 16083000 | 18406274 |
| Capital One Financial Corp 3.273% 3/1/2030 (b) | 35931000 | 34626780 |
| Capital One Financial Corp 3.65% 5/11/2027  | 72123000 | 71477707 |
| Capital One Financial Corp 3.8% 1/31/2028  | 34796000 | 34485052 |
| Capital One Financial Corp 4.1% 2/9/2027  | 1920000 | 1915642 |
| Capital One Financial Corp 4.5% 1/30/2026  | 25399000 | 25388778 |
| Capital One Financial Corp 5.247% 7/26/2030 (b) | 39510000 | 40631647 |
| Synchrony Financial 3.95% 12/1/2027  | 42034000 | 41465891 |
|  |  | 307155669 |
| Financial Services - 0.6% |  |  |
| Corebridge Financial Inc 3.65% 4/5/2027  | 35355000 | 35029871 |
| Corebridge Financial Inc 3.85% 4/5/2029  | 14571000 | 14362776 |
| Corebridge Financial Inc 3.9% 4/5/2032  | 17347000 | 16404861 |
| Corebridge Financial Inc 4.35% 4/5/2042  | 3946000 | 3320165 |
| Corebridge Global Funding 5.9% 9/19/2028 (d) | 20514000 | 21454550 |
| Equitable Holdings Inc 4.572% 2/15/2029 (d) | 8015000 | 8026632 |
| Jackson Financial Inc 3.125% 11/23/2031  | 3876000 | 3502826 |
| Jackson Financial Inc 5.17% 6/8/2027  | 15288000 | 15484887 |
| Jackson Financial Inc 5.67% 6/8/2032  | 16451000 | 17026422 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3% 5/15/2032  | 51930000 | 45988222 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3.625% 1/15/2032  | 19632000 | 18094174 |
| Pine Street Trust II 5.568% 2/15/2049 (d) | 31271000 | 28754150 |
|  |  | 227449536 |
| Insurance - 0.5% |  |  |
| Five Corners Funding Trust II 2.85% 5/15/2030 (d) | 58620000 | 54807711 |
| Hartford Insurance Group Inc/The 2.8% 8/19/2029  | 6834000 | 6482150 |
| Liberty Mutual Group Inc 4.569% 2/1/2029 (d) | 17650000 | 17754664 |
| Marsh & McLennan Cos Inc 4.375% 3/15/2029  | 21405000 | 21591306 |
| Unum Group 3.875% 11/5/2025  | 25368000 | 25311697 |
| Unum Group 4% 6/15/2029  | 24228000 | 23868912 |
| Unum Group 4.046% 8/15/2041 (d) | 1193000 | 948588 |
| Unum Group 5.75% 8/15/2042  | 39437000 | 38361724 |
| Western-Southern Global Funding 4.9% 5/1/2030 (d) | 10237000 | 10435956 |
|  |  | 199562708 |
| TOTAL FINANCIALS |  | 2544769455 |
| Health Care - 1.1% |  |  |
| Health Care Providers & Services - 1.0% |  |  |
| Centene Corp 2.45% 7/15/2028  | 43675000 | 40348555 |
| Centene Corp 2.625% 8/1/2031  | 20375000 | 17267332 |
| Centene Corp 3.375% 2/15/2030  | 21905000 | 19962101 |
| Centene Corp 4.25% 12/15/2027  | 25155000 | 24565218 |
| Centene Corp 4.625% 12/15/2029  | 39085000 | 37643475 |
| Cigna Group/The 3.05% 10/15/2027  | 17500000 | 17131427 |
| Cigna Group/The 4.8% 8/15/2038  | 20493000 | 19236804 |
| CVS Health Corp 3% 8/15/2026  | 3494000 | 3449328 |
| CVS Health Corp 3.625% 4/1/2027  | 9782000 | 9688766 |
| CVS Health Corp 4.78% 3/25/2038  | 33481000 | 30810405 |
| CVS Health Corp 5% 1/30/2029  | 14082000 | 14351342 |
| CVS Health Corp 5.25% 1/30/2031  | 5774000 | 5937545 |
| HCA Inc 3.5% 9/1/2030  | 15777000 | 15036180 |
| HCA Inc 3.625% 3/15/2032  | 4163000 | 3871763 |
| HCA Inc 5.625% 9/1/2028  | 19767000 | 20386147 |
| HCA Inc 5.875% 2/1/2029  | 21543000 | 22455432 |
| Humana Inc 3.7% 3/23/2029  | 13384000 | 13117593 |
| Sabra Health Care LP 3.2% 12/1/2031  | 48562000 | 43878974 |
| Toledo Hospital/The Series 2018 B, 5.325% 11/15/2028  | 11480000 | 11575173 |
|  |  | 370713560 |
| Pharmaceuticals - 0.1% |  |  |
| Elanco Animal Health Inc 6.65% 8/28/2028 (b) | 7291000 | 7590725 |
| Utah Acquisition Sub Inc 3.95% 6/15/2026  | 23040000 | 22905768 |
|  |  | 30496493 |
| TOTAL HEALTH CARE |  | 401210053 |
| Industrials - 0.5% |  |  |
| Aerospace & Defense - 0.4% |  |  |
| Boeing Co 5.15% 5/1/2030  | 21453000 | 22004993 |
| Boeing Co 5.705% 5/1/2040  | 15530000 | 15582506 |
| Boeing Co 5.805% 5/1/2050  | 36500000 | 35099746 |
| Boeing Co 5.93% 5/1/2060  | 15530000 | 14912246 |
| Boeing Co 6.259% 5/1/2027  | 3461000 | 3561428 |
| Boeing Co 6.298% 5/1/2029  | 9888000 | 10500316 |
| Boeing Co 6.388% 5/1/2031  | 7489000 | 8133578 |
| Boeing Co 6.528% 5/1/2034  | 8015000 | 8777598 |
| Boeing Co 6.858% 5/1/2054  | 12066000 | 13231499 |
| Boeing Co 7.008% 5/1/2064  | 11387000 | 12616604 |
|  |  | 144420514 |
| Building Products - 0.0% |  |  |
| Carrier Global Corp 5.9% 3/15/2034  | 3229000 | 3442140 |
| Professional Services - 0.1% |  |  |
| Paychex Inc 5.1% 4/15/2030  | 3161000 | 3253463 |
| Paychex Inc 5.35% 4/15/2032  | 4396000 | 4547409 |
| Paychex Inc 5.6% 4/15/2035  | 3443000 | 3563569 |
| Verisk Analytics Inc 4.5% 8/15/2030  | 8976000 | 9012126 |
| Verisk Analytics Inc 5.125% 2/15/2036  | 20175000 | 20042358 |
|  |  | 40418925 |
| TOTAL INDUSTRIALS |  | 188281579 |
| Information Technology - 0.5% |  |  |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |
| Dell International LLC / EMC Corp 5.3% 10/1/2029  | 12450000 | 12889667 |
| Dell International LLC / EMC Corp 6.2% 7/15/2030  | 10663000 | 11463817 |
|  |  | 24353484 |
| Semiconductors & Semiconductor Equipment - 0.4% |  |  |
| Broadcom Inc 1.95% 2/15/2028 (d) | 8829000 | 8399605 |
| Broadcom Inc 2.45% 2/15/2031 (d) | 75132000 | 67929011 |
| Broadcom Inc 2.6% 2/15/2033 (d) | 75132000 | 64935947 |
| Broadcom Inc 3.419% 4/15/2033 (d) | 6780000 | 6178646 |
|  |  | 147443209 |
| TOTAL INFORMATION TECHNOLOGY |  | 171796693 |
| Materials - 0.1% |  |  |
| Chemicals - 0.1% |  |  |
| Celanese US Holdings LLC 6.85% 11/15/2028 (b) | 17220000 | 17946443 |
| Celanese US Holdings LLC 7.05% 11/15/2030 (b) | 17466000 | 18160221 |
| Celanese US Holdings LLC 7.2% 11/15/2033 (b) | 10208000 | 10621567 |
|  |  | 46728231 |
| Real Estate - 2.8% |  |  |
| Diversified REITs - 0.4% |  |  |
| GLP Capital LP / GLP Financing II Inc 5.625% 9/15/2034  | 4481000 | 4495106 |
| Piedmont Operating Partnership LP 2.75% 4/1/2032  | 7712000 | 6519142 |
| Store Capital LLC 2.75% 11/18/2030  | 10084000 | 9100368 |
| Store Capital LLC 4.625% 3/15/2029  | 9743000 | 9671579 |
| VICI Properties LP 4.75% 2/15/2028  | 32852000 | 33110034 |
| VICI Properties LP 4.75% 4/1/2028  | 5929000 | 5993465 |
| VICI Properties LP 4.95% 2/15/2030  | 42556000 | 43033007 |
| VICI Properties LP 5.125% 5/15/2032  | 10727000 | 10764413 |
| Vornado Realty LP 2.15% 6/1/2026  | 10254000 | 10030855 |
| WP Carey Inc 3.85% 7/15/2029  | 7008000 | 6892966 |
|  |  | 139610935 |
| Health Care REITs - 1.0% |  |  |
| Alexandria Real Estate Equities Inc 4.9% 12/15/2030  | 22618000 | 22982763 |
| Healthcare Realty Holdings LP 3.1% 2/15/2030  | 7500000 | 7048858 |
| Healthcare Realty Holdings LP 3.5% 8/1/2026  | 7811000 | 7741827 |
| Healthpeak OP LLC 3.25% 7/15/2026  | 3144000 | 3114836 |
| Healthpeak OP LLC 3.5% 7/15/2029  | 3594000 | 3491975 |
| Omega Healthcare Investors Inc 3.25% 4/15/2033  | 32018000 | 27862856 |
| Omega Healthcare Investors Inc 3.625% 10/1/2029  | 33134000 | 31711065 |
| Omega Healthcare Investors Inc 4.5% 4/1/2027  | 74033000 | 74114221 |
| Omega Healthcare Investors Inc 4.75% 1/15/2028  | 36570000 | 36865637 |
| Omega Healthcare Investors Inc 5.25% 1/15/2026  | 31863000 | 31865554 |
| Ventas Realty LP 3% 1/15/2030  | 43597000 | 41226237 |
| Ventas Realty LP 4% 3/1/2028  | 12591000 | 12529005 |
| Ventas Realty LP 4.125% 1/15/2026  | 8982000 | 8963683 |
| Ventas Realty LP 4.75% 11/15/2030  | 53358000 | 53836210 |
|  |  | 363354727 |
| Industrial REITs - 0.0% |  |  |
| LXP Industrial Trust 2.7% 9/15/2030  | 9405000 | 8557760 |
| Prologis LP 3.25% 6/30/2026  | 318000 | 315205 |
|  |  | 8872965 |
| Office REITs - 0.3% |  |  |
| Boston Properties LP 3.25% 1/30/2031  | 20338000 | 18899332 |
| Boston Properties LP 4.5% 12/1/2028  | 20395000 | 20407561 |
| Boston Properties LP 6.75% 12/1/2027  | 23825000 | 25069450 |
| COPT Defense Properties LP 2.25% 3/15/2026  | 8922000 | 8795938 |
| COPT Defense Properties LP 2.75% 4/15/2031  | 6692000 | 6031964 |
| Hudson Pacific Properties LP 4.65% 4/1/2029  | 42373000 | 38944321 |
|  |  | 118148566 |
| Real Estate Management & Development - 0.4% |  |  |
| Brandywine Operating Partnership LP 3.95% 11/15/2027  | 24749000 | 24097000 |
| Brandywine Operating Partnership LP 4.55% 10/1/2029  | 31499000 | 30205531 |
| Brandywine Operating Partnership LP 8.3% 3/15/2028  | 32475000 | 34534143 |
| CBRE Services Inc 2.5% 4/1/2031  | 30503000 | 27415807 |
| Tanger Properties LP 2.75% 9/1/2031  | 23464000 | 20913728 |
| Tanger Properties LP 3.125% 9/1/2026  | 16163000 | 15914359 |
| Tanger Properties LP 3.875% 7/15/2027  | 8715000 | 8619327 |
|  |  | 161699895 |
| Residential REITs - 0.2% |  |  |
| American Homes 4 Rent LP 2.375% 7/15/2031  | 4099000 | 3620107 |
| American Homes 4 Rent LP 3.625% 4/15/2032  | 15949000 | 14836770 |
| Invitation Homes Operating Partnership LP 4.15% 4/15/2032  | 23566000 | 22542136 |
| Sun Communities Operating LP 2.3% 11/1/2028  | 8675000 | 8208879 |
| Sun Communities Operating LP 2.7% 7/15/2031  | 23304000 | 21091422 |
|  |  | 70299314 |
| Retail REITs - 0.5% |  |  |
| Brixmor Operating Partnership LP 4.05% 7/1/2030  | 26564000 | 26031224 |
| Brixmor Operating Partnership LP 4.125% 5/15/2029  | 28249000 | 27997472 |
| Brixmor Operating Partnership LP 4.125% 6/15/2026  | 25594000 | 25520138 |
| Kite Realty Group LP 5.5% 3/1/2034  | 5710000 | 5840272 |
| Kite Realty Group Trust 4.75% 9/15/2030  | 50933000 | 51098597 |
| Phillips Edison Grocery Center Operating Partnership I LP 5.75% 7/15/2034  | 5694000 | 5880242 |
| Realty Income Corp 2.2% 6/15/2028  | 4085000 | 3890803 |
| Realty Income Corp 2.85% 12/15/2032  | 5025000 | 4467060 |
| Realty Income Corp 3.25% 1/15/2031  | 5362000 | 5069395 |
| Realty Income Corp 3.4% 1/15/2028  | 8338000 | 8231833 |
| Simon Property Group LP 2.45% 9/13/2029  | 8537000 | 8008848 |
| Simon Property Group LP 3.375% 12/1/2027  | 17457000 | 17237732 |
|  |  | 189273616 |
| TOTAL REAL ESTATE |  | 1051260018 |
| Utilities - 0.9% |  |  |
| Electric Utilities - 0.3% |  |  |
| Alabama Power Co 3.05% 3/15/2032  | 33143000 | 30377812 |
| Cleco Corporate Holdings LLC 3.375% 9/15/2029  | 19437000 | 18153291 |
| Duke Energy Corp 2.45% 6/1/2030  | 14856000 | 13657042 |
| Duquesne Light Holdings Inc 2.532% 10/1/2030 (d) | 7078000 | 6319833 |
| Duquesne Light Holdings Inc 2.775% 1/7/2032 (d) | 24917000 | 21913894 |
| Exelon Corp 3.35% 3/15/2032  | 8906000 | 8268408 |
| Exelon Corp 4.05% 4/15/2030  | 9268000 | 9167340 |
|  |  | 107857620 |
| Independent Power and Renewable Electricity Producers - 0.2% |  |  |
| AES Corp/The 2.45% 1/15/2031  | 9656000 | 8651473 |
| AES Corp/The 3.95% 7/15/2030 (d) | 66879000 | 64543040 |
|  |  | 73194513 |
| Multi-Utilities - 0.4% |  |  |
| NiSource Inc 2.95% 9/1/2029  | 47860000 | 45663496 |
| NiSource Inc 3.6% 5/1/2030  | 21965000 | 21284997 |
| NiSource Inc 5.8% 2/1/2042  | 11523000 | 11832485 |
| NiSource Inc 5.95% 6/15/2041  | 17565000 | 17849036 |
| Puget Energy Inc 4.1% 6/15/2030  | 17963000 | 17512042 |
| Puget Energy Inc 4.224% 3/15/2032  | 30357000 | 28789306 |
| Sempra 6% 10/15/2039  | 1481000 | 1512372 |
|  |  | 144443734 |
| TOTAL UTILITIES |  | 325495867 |
| TOTAL UNITED STATES |  | 6233485229 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $8,128,298,779) |  | <br> **7854206829** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.0%** | &nbsp;&nbsp;**Preferred Securities - 0.0%** | &nbsp;&nbsp;**Preferred Securities - 0.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CANADA - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| Bank of Nova Scotia/The CME Term SOFR 3 month Index + 2.9096%, 7.2299% (b)(c)(l)<br>(Cost $7,052,334)<br>| 6962000 | **7002834** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 28.8%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 28.8%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 28.8%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 28.8%  |  |  |
| Fannie Mae 2.5% 1/1/2052  | 3402480 | 2847911 |
| Fannie Mae 2.5% 4/1/2052  | 4767849 | 4017558 |
| Fannie Mae 2.5% 5/1/2052  | 8530395 | 7169352 |
| Fannie Mae 3% 12/1/2051  | 42006616 | 36824911 |
| Fannie Mae 3.5% 12/1/2036  | 3553868 | 3470268 |
| Fannie Mae 3.5% 5/1/2036  | 2758603 | 2696501 |
| Fannie Mae 6.5% 7/1/2054  | 3333124 | 3504239 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.365%, 6.801% 10/1/2035 (b)(c) | 21599 | 22045 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.445%, 6.32% 4/1/2037 (b)(c) | 38162 | 39256 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.462%, 6.71% 1/1/2035 (b)(c) | 9580 | 9838 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.48%, 6.105% 7/1/2034 (b)(c) | 8370 | 8549 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.553%, 6.178% 6/1/2036 (b)(c) | 11261 | 11560 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.565%, 6.44% 3/1/2037 (b)(c) | 41724 | 43069 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.596%, 6.596% 3/1/2036 (b)(c) | 1822 | 1879 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.609%, 6.359% 8/1/2035 (b)(c) | 4869 | 5003 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.63%, 7.065% 9/1/2036 (b)(c) | 8671 | 8915 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.63%, 7.069% 5/1/2035 (b)(c) | 62779 | 64438 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.667%, 6.464% 11/1/2036 (b)(c) | 35205 | 36216 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.673%, 6.709% 3/1/2033 (b)(c) | 19677 | 20184 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.683%, 6.511% 5/1/2036 (b)(c) | 27319 | 28157 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.697%, 6.622% 7/1/2043 (b)(c) | 36036 | 37462 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.7%, 6.563% 6/1/2042 (b)(c) | 218166 | 227013 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.73%, 6.753% 3/1/2040 (b)(c) | 71677 | 74312 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 6.694% 7/1/2035 (b)(c) | 23494 | 24166 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 7.211% 8/1/2041 (b)(c) | 124036 | 129219 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.8%, 6.478% 7/1/2041 (b)(c) | 53818 | 56116 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.8%, 6.636% 1/1/2042 (b)(c) | 158652 | 165224 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.807%, 6.818% 12/1/2040 (b)(c) | 1445292 | 1505429 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.81%, 6.685% 12/1/2039 (b)(c) | 24811 | 25740 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.818%, 6.505% 7/1/2041 (b)(c) | 111600 | 116412 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.818%, 6.713% 2/1/2042 (b)(c) | 70330 | 73363 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.818%, 7.318% 9/1/2041 (b)(c) | 98818 | 102984 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.825%, 6.724% 2/1/2035 (b)(c) | 6867 | 7088 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.83%, 7.33% 10/1/2041 (b)(c) | 31841 | 32820 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.95%, 7.173% 9/1/2036 (b)(c) | 37775 | 39182 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.955%, 6.705% 7/1/2037 (b)(c) | 38983 | 40514 |
| Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.208%, 6.458% 3/1/2035 (b)(c) | 23939 | 24505 |
| Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.224%, 6.369% 12/1/2033 (b)(c) | 108486 | 110792 |
| Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.27%, 6.913% 6/1/2036 (b)(c) | 55602 | 56788 |
| Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.277%, 7.235% 10/1/2033 (b)(c) | 33611 | 34251 |
| Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.46%, 6.701% 7/1/2034 (b)(c) | 29674 | 30373 |
| Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.464%, 6.711% 5/1/2035 (b)(c) | 8393 | 8600 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2036  | 12579509 | 11303670 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2041  | 1515039 | 1267927 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2051  | 30907500 | 23457695 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035  | 8473237 | 7613864 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035  | 8069789 | 7251334 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035  | 4372026 | 3928606 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035  | 262169 | 235579 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035  | 179251 | 161071 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2040  | 1481176 | 1241630 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2041  | 30916070 | 25642119 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035  | 8686548 | 7805541 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035  | 181635 | 163213 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2040  | 1512987 | 1267232 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036  | 4069051 | 3650002 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036  | 388959 | 348902 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036  | 382267 | 342899 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2041  | 1541958 | 1289379 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2051  | 24976963 | 18956628 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036  | 502450 | 450706 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036  | 496704 | 445551 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036  | 159248 | 142848 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2041  | 1575275 | 1316291 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2051  | 2851753 | 2164379 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2036  | 5166575 | 4634498 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2036  | 518491 | 465094 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2052  | 10103379 | 7664949 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 5/1/2036  | 270771 | 242886 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2036  | 548748 | 491892 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2036  | 539294 | 483755 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2051  | 9381361 | 7120120 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2051  | 939258 | 721375 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 7/1/2036  | 384768 | 344903 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 8/1/2036  | 551373 | 494245 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 8/1/2050  | 63801 | 48622 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 8/1/2051  | 732630 | 556040 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2036  | 12036891 | 10804801 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2036  | 571767 | 512527 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051  | 33657811 | 25545084 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051  | 4978063 | 3776617 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 7193574 | 5764870 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 35480 | 28200 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 31496920 | 25438223 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 23292877 | 18666716 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 1874962 | 1493790 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 782754 | 622645 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 706495 | 565958 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 685928 | 545839 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 48541 | 38718 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 32200 | 25634 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035  | 5900931 | 5440359 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2040  | 1354705 | 1179800 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041  | 12328725 | 10615216 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041  | 17595 | 15171 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 7804469 | 6337359 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 1605362 | 1288028 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 26375777 | 21318660 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 19636766 | 15896288 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2052  | 43503388 | 34836060 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2040  | 14452 | 12570 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041  | 8939676 | 7708476 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041  | 7158779 | 6171833 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2050  | 5749699 | 4629322 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 30830381 | 24957705 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 19441755 | 15714122 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 2376098 | 1904928 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 1305899 | 1040415 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 394329 | 315149 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 87676 | 70071 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035  | 10753723 | 9904304 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040  | 6286616 | 5459215 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040  | 4568620 | 3971015 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040  | 1753644 | 1529155 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 1185144 | 951617 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 638277 | 507361 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 76011 | 60986 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 20816028 | 16824900 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 13396002 | 10802424 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 9374756 | 7577303 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 5223814 | 4228764 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 4242585 | 3429139 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 3655599 | 2921570 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 2253157 | 1797212 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 1805432 | 1438395 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2028  | 4604703 | 4504709 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2041  | 15423450 | 13387105 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 2441316 | 1959502 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 90063 | 72288 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 13561 | 10884 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 10800355 | 8651939 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 349371 | 283149 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 65146 | 52024 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2041  | 2039717 | 1769283 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2042  | 17881226 | 15369139 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 44609330 | 35721661 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 772993 | 614639 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 152058 | 122048 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 15450296 | 12516927 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 15463710 | 12474638 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 5259272 | 4195014 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 4442183 | 3587691 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 4374685 | 3524975 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 3939880 | 3162312 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 1728779 | 1399475 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 275299 | 220020 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 260479 | 208664 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2041  | 1601867 | 1401559 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2041  | 1501010 | 1300974 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 33124198 | 26524751 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 10903086 | 8822822 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 3975593 | 3161159 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 3084849 | 2452892 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 2897026 | 2303546 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052  | 89489 | 71296 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2041  | 7434492 | 6434746 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051  | 29018668 | 23237180 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051  | 2957999 | 2352028 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2035  | 30650480 | 28382703 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2035  | 562304 | 520700 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2041  | 1169767 | 1022691 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2041  | 17337 | 15002 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2050  | 1387261 | 1114340 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2035  | 13196582 | 12220190 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2041  | 8481591 | 7330346 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2041  | 5703607 | 4951944 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 43674665 | 35068752 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 5654246 | 4564837 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 2743244 | 2202699 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 2182329 | 1760494 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 1088409 | 880405 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 372627 | 298970 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 362086 | 290512 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 105620 | 84742 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 44160 | 35431 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2041  | 11959516 | 10329416 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050  | 104894 | 84225 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051  | 10682247 | 8640780 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2051  | 528306 | 422224 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2051  | 207584 | 165902 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2051  | 173862 | 139114 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 2270205 | 2191736 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2037  | 13768122 | 13001239 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051  | 5873262 | 4928829 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 3093440 | 2581507 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 2302156 | 2223417 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 1045246 | 1010249 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 19476 | 18816 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2032  | 41939 | 40356 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2037  | 1932741 | 1783766 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2041  | 5704683 | 5111673 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2050  | 38378225 | 32542731 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 22239259 | 18579740 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 2247423 | 1888842 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 1462559 | 1412517 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 22835 | 22062 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 6179 | 5958 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2036  | 7968719 | 7485019 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2040  | 4834544 | 4351152 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041  | 3151854 | 2809876 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041  | 1126242 | 1006687 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 30798070 | 25990038 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 24806540 | 20724569 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 10417525 | 8748875 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 7908933 | 6701420 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 7934378 | 6668431 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 4075593 | 3933281 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 153561 | 148473 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 5049 | 4870 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 20716198 | 17397936 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 13436245 | 11338650 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 11897984 | 10018225 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 256578 | 214117 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 40091 | 33744 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035  | 4281950 | 4058165 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035  | 2788207 | 2644231 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035  | 1382359 | 1311410 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035  | 1240374 | 1198375 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2041  | 3182814 | 2853299 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 426410 | 355844 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2040  | 988878 | 891577 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2041  | 1749180 | 1577029 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2047  | 380443 | 322952 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2050  | 5789327 | 4872864 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052  | 6935450 | 5852724 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2031  | 78501 | 76307 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2036  | 2242193 | 2165441 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2041  | 2990161 | 2679674 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051  | 105596 | 88319 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 1735140 | 1463717 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 1046090 | 1012946 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2040  | 717895 | 647167 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041  | 2012718 | 1809243 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041  | 1600665 | 1437741 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041  | 1581357 | 1421399 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2042  | 451307 | 402507 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2042  | 179526 | 160275 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2046  | 154061 | 130780 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 31124306 | 26129176 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 17702894 | 14961341 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 17497931 | 14831864 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 13758156 | 11627503 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 8391748 | 7018734 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 2746686 | 2305871 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2052  | 16107470 | 13612991 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2052  | 823377 | 687116 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2050  | 15965390 | 13537817 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051  | 26385796 | 22365532 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2031  | 1329758 | 1286173 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2031  | 75070 | 72553 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2040  | 4815054 | 4333696 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041  | 6036345 | 5410953 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041  | 2039117 | 1823055 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041  | 1607602 | 1442410 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 22823219 | 19352898 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 12707809 | 10739818 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 1444964 | 1398102 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 856588 | 828527 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2035  | 7685301 | 7283649 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2041  | 9684271 | 8678121 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 11672019 | 9795133 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 9387805 | 7878225 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 9074729 | 7615493 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 1401949 | 1171255 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2031  | 183653 | 177437 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2031  | 37497 | 36228 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050  | 12023153 | 10195006 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051  | 470379 | 392977 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2033  | 19989 | 19466 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035  | 6720169 | 6487811 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035  | 650714 | 629435 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 4155823 | 3816888 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 496188 | 455060 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 474137 | 435246 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 447636 | 410892 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 398061 | 364572 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 322618 | 295502 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 243872 | 225317 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 187890 | 173803 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 116307 | 107355 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 95088 | 87203 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 91618 | 83831 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 90916 | 83522 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 85997 | 78763 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 81322 | 75208 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 75076 | 68797 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 72115 | 66106 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 63632 | 58348 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 58192 | 53425 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 57391 | 52710 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 43043 | 39690 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 29777 | 27144 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 5945 | 5438 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 4975 | 4580 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2045  | 129283 | 119385 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2051  | 13390070 | 11729976 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 338689 | 295217 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 177822 | 155720 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042  | 95771 | 87812 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042  | 6405 | 5895 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042  | 4814 | 4430 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 1477808 | 1325994 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 91847 | 82038 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2050  | 58288 | 51572 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051  | 1472620 | 1290966 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051  | 209748 | 183351 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2032  | 289655 | 282109 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2034  | 1547862 | 1515292 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 2125422 | 1953770 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 238090 | 219118 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 74708 | 68733 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 67019 | 61517 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 66269 | 61267 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 63028 | 58692 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 26716 | 24573 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 22835 | 20954 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 12165 | 11097 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 4170 | 3800 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 1882201 | 1688843 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 1820909 | 1633848 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 138878 | 124177 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2050  | 2645292 | 2318157 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 11766404 | 10417921 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 10454755 | 9187984 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 8192866 | 7192481 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 7965222 | 6980187 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 1182702 | 1033854 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 375202 | 328919 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 124152 | 109613 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 90482 | 79886 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 7070 | 6930 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032  | 4127251 | 4032598 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032  | 612341 | 598228 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034  | 9181567 | 8864104 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034  | 2612569 | 2524686 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2039  | 259836 | 240694 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 1180760 | 1086271 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 502146 | 460995 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 294689 | 270688 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 213287 | 195072 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 209652 | 192553 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 206192 | 189132 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 203803 | 186102 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 195191 | 179280 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 84723 | 78519 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 56093 | 51541 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 39300 | 36078 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 37255 | 34460 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 25904 | 24002 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 25531 | 23463 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 18363 | 16839 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 15634 | 14354 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 4625 | 4246 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 3018 | 2749 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2044  | 18233 | 16451 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 89097 | 79499 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 3412 | 3045 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2050  | 24472275 | 21445862 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 4576454 | 4021939 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 3129631 | 2747489 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 1614693 | 1415514 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 2655455 | 2605084 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2035  | 1067037 | 1045110 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 3247546 | 2976603 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 1780392 | 1634937 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 1369208 | 1256539 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 1157505 | 1061361 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 718704 | 660453 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 613132 | 562074 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 535730 | 489958 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 341622 | 314703 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 268413 | 246261 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 231359 | 212148 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 43361 | 39597 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 40269 | 37011 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 23970 | 21979 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 18034 | 16443 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 12690 | 11585 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 12400 | 11335 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 12099 | 11129 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 11435 | 10516 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 1394 | 1314 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2048  | 39672 | 35224 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2049  | 5676 | 5004 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050  | 9067123 | 7993988 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2051  | 264380 | 231603 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052 (m)(n) | 24266811 | 21250640 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 8681460 | 7602424 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 8362632 | 7323224 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 1146635 | 1004117 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 987215 | 864512 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033  | 1092964 | 1066824 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2035  | 59000 | 56590 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 984358 | 904236 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 263444 | 241764 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 56534 | 51858 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 41116 | 37706 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 35112 | 32285 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 12885 | 11811 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 11921 | 10917 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 6134 | 5626 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2044  | 18978 | 17224 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2045  | 240519 | 219371 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2045  | 95640 | 86269 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2046  | 125954 | 112660 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2047  | 676763 | 607239 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 12168832 | 10728596 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 7772914 | 6814090 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 2165170 | 1896057 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2029  | 4388 | 4313 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 646316 | 593064 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 38541 | 35326 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 19727 | 18064 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 10055 | 9208 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 9495 | 8705 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 209026 | 188140 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 16842730 | 14859844 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 10454701 | 9230408 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 3136480 | 2872340 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 2497501 | 2290711 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 171284 | 157033 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 93035 | 85305 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 92726 | 84442 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 48996 | 45123 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 45196 | 41254 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 37996 | 34594 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 27062 | 24806 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 24292 | 22262 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 19131 | 17524 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 12091 | 11071 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2045  | 1367716 | 1238411 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2045  | 94258 | 86022 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2045  | 48796 | 44882 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 606909 | 544751 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 2313148 | 2039377 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 6005 | 5270 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 137508 | 125945 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 37428 | 34191 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 26862 | 24447 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 6594 | 6055 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2044  | 2382816 | 2184416 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2045  | 92414 | 83779 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2046  | 124769 | 111601 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2050  | 314616 | 273153 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2051  | 11086111 | 9722054 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2051  | 455054 | 400059 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2034  | 3065198 | 3004547 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2036  | 129303 | 123373 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2037  | 289867 | 274854 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2042  | 593988 | 546818 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2042  | 10659 | 9778 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 568351 | 519336 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 18530 | 16918 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 16780 | 15387 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2045  | 535916 | 486337 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2045  | 478015 | 434642 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046  | 2078605 | 1863772 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046  | 170061 | 152060 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046  | 18025 | 16174 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 15160167 | 13361155 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2051  | 482176 | 421643 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2051  | 18279 | 15984 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2039  | 444895 | 415736 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2042  | 15109 | 13768 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 735733 | 672324 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 518171 | 474581 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 165852 | 151677 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 7101 | 6479 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045  | 2934293 | 2653193 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045  | 515733 | 466007 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045  | 268863 | 242820 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045  | 98704 | 88565 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046  | 35173 | 31450 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2050  | 32284097 | 28453040 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051  | 6258752 | 5506265 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051  | 2086279 | 1827623 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 450225 | 438795 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2035  | 6587643 | 6436536 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 1927038 | 1767899 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 315414 | 288464 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 115307 | 105454 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 88167 | 80492 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 10677582 | 9553985 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 9253076 | 8279379 |
| Fannie Mae Mortgage pass-thru certificates 3.4% 7/1/2042  | 6518 | 6095 |
| Fannie Mae Mortgage pass-thru certificates 3.4% 8/1/2042  | 30987 | 28946 |
| Fannie Mae Mortgage pass-thru certificates 3.4% 9/1/2042  | 20253 | 18973 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2041  | 3412 | 3240 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2041  | 1743 | 1652 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2042  | 38248 | 36114 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2042  | 9904 | 9346 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 1012348 | 953758 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 227561 | 214815 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 1064590 | 984283 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 8897 | 8226 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 5804 | 5366 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 3810172 | 3534660 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 6491 | 5975 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052  | 962487 | 877926 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052  | 461309 | 419771 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2040  | 67793 | 64342 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2040  | 14454 | 13726 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2041  | 1299 | 1229 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 4017257 | 3787384 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 1286029 | 1212022 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 918871 | 871460 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 366994 | 346005 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 225816 | 212955 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 65152 | 61292 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 7515 | 7117 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045  | 1057148 | 980706 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047  | 3541250 | 3285183 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2048  | 14353932 | 13342915 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2051  | 25211850 | 22965305 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2034  | 777596 | 765398 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 247655 | 232594 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 226424 | 213037 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 120143 | 112571 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 75213 | 70847 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 31760 | 29890 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 155378 | 144143 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 139156 | 129833 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2036  | 12107863 | 11872525 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2040  | 31935 | 30356 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2040  | 2675 | 2540 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2041  | 35069 | 33287 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2041  | 15588 | 14700 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2041  | 3750 | 3549 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2041  | 2683 | 2534 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2041  | 2266 | 2143 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 318916 | 300999 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 122469 | 115260 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2044  | 3972 | 3721 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 11369 | 10579 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 4087817 | 3846308 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 1259490 | 1164480 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 478570 | 442469 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047  | 2178518 | 2010097 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2051  | 13201572 | 11996345 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2035  | 2693630 | 2637066 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2041  | 9528 | 9046 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2041  | 3075 | 2918 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 801449 | 752675 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 174717 | 164605 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 159677 | 149366 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 44735 | 41500 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 23067 | 21399 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2052  | 1897625 | 1727348 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2041  | 8933 | 8481 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043  | 866389 | 813362 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043  | 754653 | 710323 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2052  | 8794299 | 7994179 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042  | 20567 | 19396 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 1924143 | 1808632 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 1458491 | 1369509 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 273174 | 256805 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 193458 | 182012 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 17584 | 16549 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2045  | 16838 | 15746 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 6704417 | 6219622 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 5448177 | 5054220 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043  | 1558868 | 1465215 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043  | 929415 | 873012 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043  | 53248 | 49790 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 8212377 | 7608276 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 907270 | 841665 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2051  | 541893 | 493564 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2051  | 139085 | 126681 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2041  | 3095 | 2932 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042  | 143324 | 135236 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042  | 49449 | 46629 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042  | 6279 | 5927 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 2134959 | 2006225 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 40415 | 38083 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 15621 | 14719 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2043  | 218577 | 204776 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 517555 | 478998 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 322551 | 298522 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 7855 | 7270 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 6281899 | 5922073 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 2538642 | 2320960 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2034  | 3983672 | 3906242 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2040  | 3504 | 3311 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 1628511 | 1536840 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 546540 | 516904 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 156700 | 147448 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 1232733 | 1163961 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 317966 | 299485 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 4635 | 4357 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2044  | 8039 | 7506 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046  | 5703248 | 5283719 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046  | 1341824 | 1241862 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046  | 546853 | 506627 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2050  | 13712919 | 12588497 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 963763 | 908055 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 872311 | 822815 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 491082 | 463156 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 225122 | 212858 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 213633 | 202018 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 89283 | 84170 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 75750 | 71679 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 21018 | 19806 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 11151 | 10506 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2046  | 1105278 | 1025356 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2046  | 370369 | 343125 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047  | 2257072 | 2093864 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2051  | 307644 | 280135 |
| Fannie Mae Mortgage pass-thru certificates 3.65% 5/1/2042  | 3800 | 3592 |
| Fannie Mae Mortgage pass-thru certificates 3.65% 8/1/2042  | 10016 | 9489 |
| Fannie Mae Mortgage pass-thru certificates 3.9% 4/1/2042  | 4921 | 4739 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 3049350 | 2968626 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 294280 | 286158 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 116777 | 113598 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 96003 | 93523 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 79090 | 76911 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 36574 | 35560 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 32124 | 31257 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 31975 | 31119 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 31024 | 30201 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 30421 | 29662 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 29679 | 28977 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 15353 | 14936 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 14509 | 14076 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 13437 | 13198 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 11342 | 11063 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 9320 | 9094 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042  | 323529 | 314850 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042  | 149295 | 145057 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042  | 16160 | 15979 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042  | 3295 | 3191 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2043  | 2464129 | 2392299 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2043  | 105333 | 101911 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2043  | 56879 | 55119 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 70451 | 67698 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2052  | 234326 | 222592 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2039  | 2221 | 2165 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 174437 | 169904 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 92176 | 89845 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 56480 | 55040 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 28441 | 27760 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 28498 | 27658 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 22501 | 21948 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 17335 | 16922 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 3776011 | 3670401 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 182554 | 177389 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 153466 | 148829 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 47628 | 46315 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 21970 | 21383 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 13747 | 13513 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2042  | 63937 | 61886 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2042  | 14692 | 14306 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 933408 | 906259 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 153319 | 148176 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 1069951 | 1028419 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 214426 | 205363 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046  | 234929 | 224706 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 4699952 | 4576211 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 95078 | 92072 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 90301 | 87940 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 89005 | 86353 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 61214 | 59688 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 42182 | 41160 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 37562 | 36518 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 35888 | 34951 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 35215 | 34331 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 35140 | 34142 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 33275 | 32367 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 32495 | 31623 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 32220 | 31378 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 32174 | 31359 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 28934 | 28164 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 27887 | 27157 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 27193 | 26389 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 25303 | 24618 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 23386 | 22720 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 21755 | 21178 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 16902 | 16427 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 15794 | 15324 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 14175 | 13831 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 14119 | 13732 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 11139 | 10809 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 9607 | 9406 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 6605 | 6412 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 3692 | 3609 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 2332784 | 2267641 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 91530 | 88956 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 75523 | 73360 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 52435 | 50774 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 12720 | 12357 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2042  | 36010 | 34996 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 3448299 | 3302553 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2046  | 529952 | 505897 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2051  | 318811 | 302969 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2051  | 38773 | 36846 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 554319 | 539809 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 128377 | 124923 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 98401 | 95850 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 85611 | 83264 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 57621 | 56043 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 46278 | 45058 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 39173 | 38305 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 32171 | 31292 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 31953 | 31198 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 20571 | 20022 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 18356 | 17893 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 17892 | 17447 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 16955 | 16501 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 13209 | 12829 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 11598 | 11309 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 11504 | 11254 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 9626 | 9382 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 8725 | 8516 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 5346 | 5197 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 3992 | 3887 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 2070 | 2000 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 707449 | 686876 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 357855 | 347791 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 102698 | 99781 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 69634 | 67676 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 31793 | 30863 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2042  | 244740 | 238225 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2042  | 17795 | 17299 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 47578 | 45820 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 16731 | 16110 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 2094119 | 2006263 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 279227 | 267076 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 276658 | 264619 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 623789 | 593915 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2051  | 177323 | 168443 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 2524578 | 2457625 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 360510 | 350843 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 111143 | 108163 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 106810 | 104453 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 66256 | 64387 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 34480 | 33598 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 29540 | 28752 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 28171 | 27409 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 26301 | 25575 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 22230 | 21625 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 15909 | 15482 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 8767 | 8527 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 257480 | 249924 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 207147 | 201586 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 39639 | 38427 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 34370 | 33454 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 19096 | 18541 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 18371 | 17799 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 7091 | 6937 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2044  | 52388 | 50653 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 779616 | 745690 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 3822550 | 3656207 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2048  | 21873 | 20826 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2052  | 154555 | 146767 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2036  | 81721 | 80229 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2039  | 13610 | 13279 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2039  | 5538 | 5405 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 295148 | 286939 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 150163 | 146055 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 141818 | 137554 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 110158 | 106850 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 80594 | 78400 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 69873 | 68221 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 62088 | 60422 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 54637 | 53008 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 38308 | 37324 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 29335 | 28662 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 26986 | 26265 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 19694 | 19183 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 14726 | 14321 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 13616 | 13267 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 2320 | 2258 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 144465 | 140360 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 131397 | 127419 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 112276 | 108625 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 106725 | 103487 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 18707 | 18184 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045  | 27631 | 26551 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 5767640 | 5527468 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 1713818 | 1663193 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 277806 | 265456 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 22191 | 21205 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 1113800 | 1082044 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 782815 | 760576 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 384996 | 374011 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 215038 | 208584 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 160658 | 155747 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 156446 | 151460 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 61615 | 59780 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 58908 | 57138 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 52980 | 51391 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 22303 | 21763 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 10899 | 10565 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2044  | 377488 | 364976 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045  | 37373990 | 35973728 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045  | 25824 | 24819 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045  | 24654 | 23651 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045  | 16847 | 16164 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046  | 156115 | 149419 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 3453744 | 3291578 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 813379 | 773663 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 789902 | 751332 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052  | 5199728 | 4911708 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052  | 37822 | 35916 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2045  | 123991 | 118933 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 3546761 | 3383552 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 1448390 | 1377667 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2039  | 8595 | 8393 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2039  | 6941 | 6773 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2039  | 3642 | 3551 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2041  | 29953 | 29158 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2045  | 378961 | 364462 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046  | 366253 | 349971 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2052  | 3779637 | 3554924 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2052  | 3651560 | 3434461 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2039  | 9984 | 9762 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2039  | 3456 | 3372 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2042  | 11167 | 10831 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2043  | 93677 | 90376 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2045  | 86117 | 82686 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 329519 | 315282 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 295577 | 282714 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 78480 | 74967 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047  | 1941917 | 1850736 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047  | 311225 | 296612 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2052  | 41448 | 39359 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039  | 77003 | 75248 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039  | 25822 | 25227 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039  | 4454 | 4344 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043  | 363520 | 351461 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043  | 110886 | 106995 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043  | 93956 | 90630 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 60511 | 57953 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 37306 | 35729 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 36645 | 35096 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039  | 374072 | 364971 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039  | 196454 | 191158 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2040  | 170385 | 165631 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2040  | 69871 | 67929 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 165254 | 160571 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 74798 | 72470 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 42881 | 41841 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 17737 | 17246 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 4619 | 4480 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046  | 394104 | 377077 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2051  | 240511 | 228636 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2051  | 26897 | 25569 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 395555 | 375622 |
| Fannie Mae Mortgage pass-thru certificates 4.25% 11/1/2041  | 9068 | 8916 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2034  | 114245 | 114396 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2034  | 772 | 773 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2035  | 12271 | 12286 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2035  | 8914 | 8924 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2036  | 196889 | 197153 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2036  | 15771 | 15788 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2036  | 14979 | 14997 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2036  | 7210 | 7219 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2036  | 3231 | 3231 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2041  | 58946 | 58919 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2042  | 229166 | 228620 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2042  | 91976 | 91690 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2042  | 6468 | 6451 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044  | 27121 | 26998 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044  | 3781 | 3766 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2047  | 73288 | 72162 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2047  | 47553 | 46703 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048  | 90337 | 88498 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048  | 12598 | 12326 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 10698 | 10447 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2033  | 165632 | 165876 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2033  | 112740 | 112904 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2033  | 38660 | 38655 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2033  | 37636 | 37689 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2033  | 2012 | 2004 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2034  | 57107 | 57183 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2039  | 74201 | 74111 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2039  | 14325 | 14334 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2039  | 9323 | 9313 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2040  | 93226 | 93142 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2040  | 10867 | 10864 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2041  | 1239338 | 1236934 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2041  | 24095 | 24046 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2044  | 266067 | 263561 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2045  | 26940 | 26972 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2046  | 103056 | 101216 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2047  | 36458 | 35716 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2052  | 6037235 | 5833209 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2034  | 59717 | 59783 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2034  | 42364 | 42413 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2037  | 42823 | 42855 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2039  | 77215 | 77120 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2039  | 29611 | 29591 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2039  | 25328 | 25303 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2039  | 1317 | 1316 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 381836 | 381412 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 45075 | 45030 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 21670 | 21688 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2042  | 695007 | 694153 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2042  | 21635 | 21583 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2043  | 2287 | 2274 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 34423 | 34045 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 5752 | 5689 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2045  | 1799750 | 1797047 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2046  | 129644 | 127370 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2047  | 11758 | 11526 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2047  | 4049 | 3967 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 51506 | 50248 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2052  | 14973743 | 14467711 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2052  | 4550906 | 4397110 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2033  | 10295 | 10310 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2033  | 3150 | 3154 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2034  | 1567 | 1569 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2034  | 955 | 956 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2035  | 6248 | 6253 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2035  | 5105 | 5110 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2038  | 25979 | 26005 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2039  | 723217 | 722845 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2039  | 538 | 538 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 486989 | 486280 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 144541 | 144436 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 32333 | 32263 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 29497 | 29472 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 24126 | 24097 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 21667 | 21643 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 19018 | 18987 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2041  | 487891 | 486814 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2041  | 41185 | 41075 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2043  | 726333 | 723336 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 8782 | 8708 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 4478 | 4437 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046  | 406824 | 399559 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046  | 171671 | 168659 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 13478683 | 13246417 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2052  | 3386155 | 3291827 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2033  | 2913 | 2916 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2035  | 17723 | 17745 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2036  | 5795 | 5802 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2040  | 31157 | 31135 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 67414 | 67331 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 44488 | 44439 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 6675 | 6666 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 3441 | 3440 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2045  | 60026 | 59460 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2046  | 4306013 | 4301246 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2046  | 58523 | 58442 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 81377 | 80127 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048  | 59099 | 57822 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048  | 46427 | 45424 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 28552 | 27863 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2034  | 103215 | 103367 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2035  | 92008 | 92107 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2035  | 50252 | 50307 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2039  | 3597286 | 3607243 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2039  | 66657 | 66746 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2039  | 19994 | 20022 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 212718 | 212218 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 10461 | 10439 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 4914 | 4916 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 4536 | 4530 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2045  | 34832 | 34395 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 1789395 | 1787638 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 431804 | 431474 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 257930 | 253727 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047  | 262586 | 257569 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047  | 64445 | 63214 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047  | 51324 | 50536 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2048  | 52622 | 51485 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2048  | 10417 | 10188 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034  | 129425 | 129609 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034  | 86366 | 86485 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034  | 80234 | 80344 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034  | 69729 | 69826 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034  | 57244 | 57326 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034  | 38875 | 38924 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034  | 36679 | 36725 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034  | 25853 | 25888 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039  | 2587990 | 2591587 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039  | 446249 | 446898 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039  | 102202 | 102348 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039  | 13578 | 13571 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039  | 1893 | 1892 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 155000 | 154901 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 36846 | 36790 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 11547 | 11516 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 11523 | 11500 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 3394 | 3393 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 203567 | 202769 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 21573 | 21585 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2045  | 17710 | 17516 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047  | 265697 | 260371 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047  | 176725 | 173238 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047  | 146111 | 143274 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047  | 63054 | 61850 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047  | 35961 | 35274 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047  | 7792 | 7643 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 36047 | 35257 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 13758 | 13371 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 123362 | 123530 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 95820 | 95960 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 87979 | 88101 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 86983 | 87110 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 83386 | 83488 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 63993 | 64084 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 59697 | 59783 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 57324 | 57398 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 53878 | 53945 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 51219 | 51290 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 48761 | 48822 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 45827 | 45886 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 40344 | 40402 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 38507 | 38557 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 30443 | 30484 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 22313 | 22341 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 19950 | 19977 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 12295 | 12313 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 11460 | 11461 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 2642 | 2644 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2037  | 87989 | 88118 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2039  | 7735541 | 7756952 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2039  | 6079 | 6076 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2040  | 31164 | 31133 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2041  | 100713 | 100568 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2041  | 60967 | 60792 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2041  | 56234 | 56107 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047  | 242592 | 237805 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047  | 147844 | 144927 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047  | 96046 | 94541 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047  | 44031 | 43341 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 228407 | 223401 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2033  | 86248 | 86280 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2033  | 62695 | 62750 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2033  | 42235 | 42294 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2034  | 123596 | 123767 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2034  | 88038 | 88158 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2034  | 83356 | 83477 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2034  | 36528 | 36578 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2034  | 26869 | 26907 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2034  | 15167 | 15186 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2034  | 14112 | 14130 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039  | 1919105 | 1923217 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039  | 5071 | 5070 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2041  | 117553 | 117225 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2041  | 97038 | 97166 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2041  | 42501 | 42461 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2044  | 915105 | 910475 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2045  | 30068 | 29691 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2046  | 149751 | 147311 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2046  | 40302 | 39695 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 4518984 | 4436876 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 183058 | 179446 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 135902 | 133432 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 73648 | 72195 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 45651 | 44936 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2026  | 202 | 201 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033  | 80654 | 80755 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033  | 47814 | 47880 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033  | 15246 | 15266 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033  | 13499 | 13481 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033  | 968 | 968 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033  | 483 | 483 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 977181 | 976647 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 155061 | 154988 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 38001 | 37981 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 21975 | 21962 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 8356 | 8350 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 6291 | 6288 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2040  | 78885 | 78820 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2040  | 26943 | 26888 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2041  | 93364 | 93070 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2041  | 24094 | 24019 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2041  | 2685 | 2678 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2045  | 14069 | 13915 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047  | 332673 | 326629 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047  | 59233 | 58064 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 170625 | 170867 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 145843 | 146053 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 145502 | 145655 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 139644 | 139845 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 130758 | 130946 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 114906 | 115074 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 113435 | 113596 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 105897 | 106051 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 104864 | 104993 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 102937 | 103013 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 99362 | 99502 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 95410 | 95546 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 89592 | 89698 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 85706 | 85802 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 60026 | 60114 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 57464 | 57540 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 56244 | 56326 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 53235 | 53309 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 47259 | 47321 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 44022 | 44085 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 41573 | 41634 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 38178 | 38194 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 37135 | 37133 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 36999 | 37054 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 34646 | 34635 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 32707 | 32737 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 21175 | 21203 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 6956 | 6966 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 4920 | 4927 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 4605 | 4611 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 2183 | 2186 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 1836 | 1836 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 1125 | 1125 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 1065 | 1066 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 639 | 639 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2037  | 15055 | 15056 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 5056798 | 5067634 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 10086 | 10080 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 9157 | 9152 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 5938 | 5932 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 38828 | 38761 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 23914 | 23883 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 3182 | 3181 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 40615 | 40543 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 29669 | 29595 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 27642 | 27636 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 2502 | 2498 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2042  | 1699675 | 1695487 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 1845 | 1833 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2047  | 3232 | 3169 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2049  | 4068447 | 3970369 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 192878 | 193155 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 176988 | 177229 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 176506 | 176752 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 176361 | 176567 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 142071 | 142278 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 123055 | 123235 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 116537 | 116709 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 109569 | 109697 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 109083 | 109233 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 95728 | 95865 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 86254 | 86381 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 84457 | 84551 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 77461 | 77571 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 73166 | 73271 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 71554 | 71655 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 55593 | 55675 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 53766 | 53840 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 50794 | 50865 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 47606 | 47597 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 42584 | 42647 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 39130 | 39185 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 31633 | 31676 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 23411 | 23442 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 19859 | 19878 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 7143 | 7153 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 2359 | 2363 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2035  | 253880 | 254199 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2035  | 18102 | 18128 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2039  | 13779 | 13797 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040  | 121174 | 121007 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040  | 52706 | 52690 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040  | 13550 | 13521 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040  | 10828 | 10835 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2042  | 156234 | 156055 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2043  | 8948 | 8951 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2044  | 270275 | 267729 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047  | 62287 | 61058 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047  | 13729 | 13449 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2049  | 7506903 | 7370505 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2029  | 799 | 806 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2041  | 72174 | 73301 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 11929260 | 11905548 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 9074384 | 9064854 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 683533 | 678330 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2044  | 101255 | 102578 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 5704478 | 5710965 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 4447281 | 4442611 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 2789480 | 2782192 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052  | 36814086 | 36533831 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052  | 3061114 | 3056943 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2035  | 336838 | 341272 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2038  | 54985 | 55743 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 6413573 | 6478990 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2033  | 8053 | 8147 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2044  | 5375 | 5444 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 6830 | 6936 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 2978 | 3024 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2053  | 7631762 | 7707220 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2053  | 415881 | 412195 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2044  | 6039 | 6134 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2052  | 2097196 | 2103513 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039  | 1332747 | 1350163 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039  | 115258 | 116755 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041  | 10587 | 10752 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2044  | 4281 | 4349 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2052  | 770830 | 773152 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2033  | 11902 | 12043 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2033  | 6239 | 6316 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2035  | 114667 | 116256 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2044  | 9121 | 9265 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2044  | 4216 | 4283 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2041  | 1608 | 1633 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2044  | 3541 | 3597 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052  | 875773 | 884979 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052  | 529948 | 535519 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052  | 389164 | 393255 |
| Fannie Mae Mortgage pass-thru certificates 5.311% 8/1/2041 (b) | 1006960 | 1019714 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2055  | 26045159 | 26204388 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2052  | 15583913 | 15835026 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 10756310 | 10969969 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 10722186 | 10915063 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2054  | 14083066 | 14199970 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2053  | 2245440 | 2279517 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2053  | 11541003 | 11723363 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 23531899 | 23947851 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 10094607 | 10273040 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 6316556 | 6443999 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054  | 5301952 | 5349278 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2055  | 1596093 | 1608345 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 16854143 | 17146791 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2055  | 31592886 | 31835396 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 21629808 | 22066213 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2054  | 7939710 | 8114789 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2052  | 11675483 | 11863617 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2054  | 9785878 | 9867111 |
| Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.475%, 6.155% 10/1/2033 (b)(c) | 8058 | 8169 |
| Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.505%, 6.005% 1/1/2035 (b)(c) | 10865 | 11035 |
| Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.51%, 6.149% 2/1/2033 (b)(c) | 5578 | 5654 |
| Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.535%, 6.285% 12/1/2034 (b)(c) | 16914 | 17198 |
| Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.535%, 6.285% 3/1/2035 (b)(c) | 13734 | 13974 |
| Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.55%, 6.199% 10/1/2033 (b)(c) | 6332 | 6430 |
| Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.565%, 6.206% 7/1/2035 (b)(c) | 8939 | 9106 |
| Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.96%, 6.585% 9/1/2035 (b)(c) | 9737 | 10012 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2036  | 19865 | 20884 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2036  | 19452 | 20506 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2036  | 3693 | 3877 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2038  | 394049 | 416064 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2040  | 372383 | 393883 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2042  | 30009 | 31764 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2034  | 146480 | 153419 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2034  | 20374 | 21318 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035  | 22939 | 24156 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035  | 20737 | 21828 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035  | 3774 | 3958 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035  | 3328 | 3480 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035  | 2198 | 2315 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035  | 2134 | 2248 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035  | 1637 | 1722 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035  | 1052 | 1109 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035  | 306 | 321 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2037  | 363967 | 383686 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2054  | 6081246 | 6317364 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035  | 122980 | 128963 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035  | 49785 | 52154 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035  | 48463 | 50675 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035  | 9478 | 9990 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035  | 4926 | 5191 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035  | 1715 | 1804 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035  | 1502 | 1583 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2037  | 60667 | 64128 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053  | 20767872 | 21354612 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054  | 16283179 | 16879792 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054  | 6060638 | 6297850 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054  | 2295048 | 2386311 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2038  | 145859 | 154281 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2036  | 14835 | 15497 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2038  | 131787 | 139424 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2039  | 10919 | 11559 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2054  | 8401480 | 8609541 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2055  | 7613485 | 7900174 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2054  | 95170 | 97408 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2032  | 5325 | 5548 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2036  | 7345 | 7720 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2037  | 22929 | 24161 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2040  | 453370 | 479063 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2054  | 21067809 | 21576382 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2055  | 11112460 | 11510068 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2032  | 580 | 605 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035  | 39338 | 41166 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035  | 16470 | 17341 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035  | 9426 | 9889 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035  | 266 | 275 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2036  | 228307 | 240147 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053  | 12087858 | 12511867 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053  | 8843313 | 9147985 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054  | 26417891 | 27055613 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2055  | 21755799 | 22636211 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035  | 61625 | 64762 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035  | 29432 | 30869 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035  | 21702 | 22790 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035  | 3122 | 3275 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035  | 2219 | 2328 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035  | 1397 | 1465 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2036  | 727 | 743 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2038  | 63239 | 66907 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2041  | 1190182 | 1258358 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053  | 2631690 | 2724003 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054  | 18279457 | 18949212 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054  | 16270571 | 16663339 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054  | 8479223 | 8736905 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2055  | 38529718 | 39550119 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035  | 15934 | 16714 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035  | 13127 | 13757 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035  | 10534 | 11053 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035  | 9284 | 9757 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035  | 852 | 895 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035  | 443 | 465 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2037  | 73981 | 77217 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2054  | 29295109 | 29993132 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2026  | 1523 | 1528 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2029  | 20083 | 20590 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035  | 87166 | 91158 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035  | 49732 | 52284 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035  | 30215 | 31747 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035  | 26182 | 27424 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035  | 7049 | 7428 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035  | 4064 | 4277 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035  | 3076 | 3224 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035  | 415 | 432 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2037  | 31117 | 32901 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2053  | 5805371 | 5983610 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054  | 47934975 | 49077137 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054  | 5541037 | 5759644 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2036  | 7120 | 7577 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2036  | 1468 | 1551 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2036  | 1322 | 1405 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2035  | 30645 | 32593 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2036  | 893 | 951 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2053  | 11586364 | 12138818 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2032  | 68386 | 71408 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2035  | 672704 | 704523 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2036  | 4138 | 4409 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2053  | 2591776 | 2724832 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2036  | 1421 | 1507 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2037  | 9482 | 10093 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2054  | 3734130 | 3879213 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2036  | 207 | 219 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2037  | 2469 | 2640 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2035  | 3963 | 4162 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2038  | 271 | 290 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2053  | 12071474 | 12699871 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2036  | 3012 | 3196 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2054  | 8453336 | 8778474 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2054  | 6070824 | 6390644 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032  | 195680 | 204326 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032  | 37437 | 39072 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035  | 80633 | 84645 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035  | 2076 | 2206 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054  | 14314051 | 15072608 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054  | 10898816 | 11318013 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054  | 4241460 | 4443367 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2055 (f) | 10218306 | 10783762 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2035  | 16719 | 17780 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2035  | 3587 | 3816 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2035  | 595 | 633 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036  | 594966 | 623098 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036  | 469088 | 491027 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036  | 110384 | 115653 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2054  | 4848126 | 5098381 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2055  | 16387697 | 17299674 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2055  | 12586282 | 13294576 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2035  | 1402 | 1490 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2035  | 347 | 367 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053  | 12165098 | 12752750 |
| Fannie Mae Mortgage pass-thru certificates 6.773% 2/1/2039 (b) | 286762 | 297915 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2026  | 26 | 26 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2026  | 9 | 9 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2027  | 2702 | 2720 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2028  | 129 | 136 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2028  | 90 | 94 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2029  | 381 | 401 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2029  | 4 | 4 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2032  | 4601 | 4837 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2032  | 750 | 793 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2033  | 50 | 53 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2025  | 1 | 1 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2026  | 2103 | 2115 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2026  | 4 | 4 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2027  | 48 | 50 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2028  | 220 | 221 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2028  | 194 | 204 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2028  | 113 | 119 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2029  | 1765 | 1856 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2029  | 652 | 686 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2029  | 511 | 537 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2031  | 683 | 722 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2031  | 673 | 709 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2032  | 1162 | 1238 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2032  | 1031 | 1084 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2032  | 121 | 128 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2025  | 33 | 32 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2025  | 4 | 4 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2026  | 195 | 195 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2027  | 320 | 337 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2027  | 197 | 207 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2028  | 490 | 515 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2028  | 329 | 346 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2028  | 301 | 317 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2029  | 3873 | 4072 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2032  | 732 | 780 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2025  | 3 | 3 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2026  | 1408 | 1417 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2026  | 11 | 11 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2026  | 10 | 11 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2028  | 159 | 162 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2031  | 4486 | 4717 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2031  | 1622 | 1711 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2032  | 742 | 787 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2026  | 58 | 58 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2027  | 96 | 101 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028  | 1776 | 1868 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028  | 1082 | 1138 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028  | 741 | 779 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2029  | 4027 | 4234 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2030  | 1905 | 2002 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2030  | 114 | 120 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2031  | 2222 | 2231 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2032  | 966 | 1015 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2033  | 5901 | 6288 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2033  | 291 | 310 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2026  | 95 | 95 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2026  | 62 | 62 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2026  | 17 | 17 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2026  | 5 | 5 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2028  | 92 | 97 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2028  | 18 | 18 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2032  | 24354 | 25701 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2032  | 1480 | 1565 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2032  | 734 | 772 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2032  | 293 | 310 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2033  | 3855 | 4089 |
| Fannie Mae Mortgage pass-thru certificates 7% 4/1/2026  | 539 | 539 |
| Fannie Mae Mortgage pass-thru certificates 7% 4/1/2026  | 29 | 29 |
| Fannie Mae Mortgage pass-thru certificates 7% 4/1/2026  | 20 | 20 |
| Fannie Mae Mortgage pass-thru certificates 7% 4/1/2028  | 242 | 255 |
| Fannie Mae Mortgage pass-thru certificates 7% 4/1/2031  | 724 | 761 |
| Fannie Mae Mortgage pass-thru certificates 7% 4/1/2032  | 1953 | 2074 |
| Fannie Mae Mortgage pass-thru certificates 7% 4/1/2032  | 1324 | 1406 |
| Fannie Mae Mortgage pass-thru certificates 7% 4/1/2032  | 122 | 129 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2026  | 53 | 53 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2026  | 41 | 41 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2026  | 13 | 13 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2029  | 15523 | 16321 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2029  | 212 | 222 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2030  | 41666 | 43810 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2032  | 1091 | 1147 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2032  | 989 | 1048 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2032  | 244 | 257 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2032  | 226 | 238 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2032  | 158 | 167 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2032  | 32 | 33 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2026  | 3 | 3 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2028  | 6612 | 6952 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2028  | 30 | 32 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2029  | 4342 | 4565 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2031  | 994 | 1045 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032  | 20925 | 22216 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032  | 9343 | 9823 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032  | 4372 | 4596 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032  | 3727 | 3962 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032  | 731 | 776 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032  | 597 | 633 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032  | 75 | 79 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032  | 53 | 57 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2033  | 1237 | 1315 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2026  | 32 | 32 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2028  | 6929 | 7286 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2028  | 124 | 130 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2028  | 6 | 6 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2029  | 3068 | 3226 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2029  | 511 | 538 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2029  | 50 | 52 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2031  | 1266 | 1333 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2031  | 495 | 521 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2032  | 2880 | 3062 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2032  | 2841 | 3004 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2032  | 684 | 721 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2032  | 332 | 351 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2037  | 10666 | 11512 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2026  | 3404 | 3421 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2026  | 14 | 14 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2027  | 2583 | 2716 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2028  | 770 | 809 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2028  | 669 | 704 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2029  | 1293 | 1360 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2029  | 779 | 819 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2029  | 278 | 292 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2029  | 66 | 66 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2031  | 2184 | 2296 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2031  | 264 | 278 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2032  | 37248 | 39569 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2032  | 9403 | 9983 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2032  | 2826 | 2971 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2032  | 2397 | 2550 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2032  | 305 | 321 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2032  | 57 | 61 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2026  | 3988 | 4011 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2026  | 26 | 26 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2027  | 460 | 484 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2027  | 6 | 6 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2028  | 2011 | 2114 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2028  | 1474 | 1550 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2028  | 1148 | 1207 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2028  | 29 | 31 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2029  | 309 | 325 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2030  | 5893 | 6196 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031  | 9728 | 10228 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031  | 880 | 925 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031  | 419 | 442 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031  | 309 | 325 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2032  | 7095 | 7546 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2026  | 54 | 54 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2027  | 2301 | 2324 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2027  | 40 | 41 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 2718 | 2777 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 2578 | 2628 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 1450 | 1475 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 943 | 964 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 862 | 882 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 512 | 524 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 300 | 307 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 240 | 245 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 209 | 213 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 113 | 114 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 106 | 107 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2026  | 85 | 85 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2026  | 76 | 77 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2026  | 37 | 37 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027  | 935 | 957 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027  | 713 | 726 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027  | 199 | 203 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027  | 164 | 168 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027  | 24 | 24 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2028  | 471 | 485 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2028  | 120 | 123 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2029  | 6971 | 7301 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2029  | 918 | 955 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2026  | 27 | 27 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 1657 | 1694 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 1179 | 1201 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 756 | 770 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 737 | 742 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 605 | 616 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 225 | 230 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 161 | 163 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 150 | 154 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 145 | 147 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 9 | 9 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2028  | 769 | 782 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2029  | 482 | 502 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2029  | 150 | 155 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2031  | 2167 | 2278 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2025  | 2 | 2 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2027  | 870 | 893 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2027  | 657 | 672 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2027  | 109 | 110 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2028  | 1273 | 1302 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2029  | 651 | 675 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2029  | 23 | 24 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2030  | 3377 | 3575 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2027  | 998 | 1011 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2027  | 827 | 840 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2028  | 449 | 461 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2028  | 154 | 157 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2028  | 66 | 68 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2028  | 17 | 18 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2030  | 2982 | 3104 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2030  | 164 | 171 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2031  | 1444 | 1526 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2028  | 3649 | 3709 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2028  | 679 | 697 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2029  | 1179 | 1201 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2032  | 401 | 426 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2026  | 101 | 101 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2028  | 831 | 851 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2029  | 84 | 86 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2032  | 2343 | 2508 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2032  | 428 | 457 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027  | 2912 | 2963 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027  | 241 | 243 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027  | 235 | 239 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027  | 143 | 144 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2028  | 286 | 294 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2028  | 48 | 49 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2029  | 329 | 341 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2029  | 42 | 43 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2032  | 1223 | 1300 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2032  | 1034 | 1106 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2026  | 803 | 807 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2026  | 91 | 91 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2027  | 1266 | 1287 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2027  | 323 | 328 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2027  | 27 | 28 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2028  | 1340 | 1380 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2032  | 487 | 521 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2032  | 263 | 280 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2032  | 142 | 151 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2032  | 106 | 113 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2032  | 90 | 97 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2026  | 15 | 15 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027  | 580 | 589 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027  | 495 | 502 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027  | 134 | 136 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027  | 90 | 91 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2029  | 501 | 515 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2029  | 414 | 432 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027  | 408 | 414 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027  | 125 | 127 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027  | 69 | 70 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027  | 69 | 70 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027  | 43 | 43 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027  | 29 | 30 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2028  | 369 | 380 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2028  | 32 | 33 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029  | 2370 | 2469 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029  | 498 | 513 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029  | 309 | 317 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029  | 103 | 108 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029  | 74 | 77 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2030  | 36487 | 37352 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2030  | 833 | 878 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2032  | 6441 | 6887 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2026  | 431 | 435 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2026  | 22 | 22 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 1969 | 2014 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 751 | 767 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 494 | 499 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 216 | 220 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 211 | 216 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 143 | 145 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 79 | 81 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 53 | 54 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 17 | 17 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 10 | 10 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029  | 2429 | 2530 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029  | 1350 | 1402 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029  | 221 | 231 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029  | 159 | 166 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029  | 59 | 60 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2030  | 28 | 30 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2032  | 1619 | 1736 |
| Fannie Mae Mortgage pass-thru certificates 8% 3/1/2037  | 22849 | 24660 |
| Fannie Mae Mortgage pass-thru certificates 9% 10/1/2030  | 4291 | 4573 |
| Freddie Mac Gold Pool 1.5% 1/1/2036  | 7587634 | 6818081 |
| Freddie Mac Gold Pool 1.5% 1/1/2051  | 30640217 | 23254837 |
| Freddie Mac Gold Pool 1.5% 1/1/2051  | 4512009 | 3448424 |
| Freddie Mac Gold Pool 1.5% 11/1/2035  | 7422922 | 6670075 |
| Freddie Mac Gold Pool 1.5% 11/1/2035  | 647012 | 581391 |
| Freddie Mac Gold Pool 1.5% 11/1/2050  | 401462 | 307958 |
| Freddie Mac Gold Pool 1.5% 12/1/2035  | 8428993 | 7574107 |
| Freddie Mac Gold Pool 1.5% 12/1/2040  | 901625 | 755155 |
| Freddie Mac Gold Pool 1.5% 12/1/2050  | 273675 | 209933 |
| Freddie Mac Gold Pool 1.5% 12/1/2050  | 93010 | 71434 |
| Freddie Mac Gold Pool 1.5% 2/1/2036  | 475599 | 426620 |
| Freddie Mac Gold Pool 1.5% 2/1/2041  | 1557588 | 1302326 |
| Freddie Mac Gold Pool 1.5% 2/1/2051  | 31127032 | 23624312 |
| Freddie Mac Gold Pool 1.5% 3/1/2036  | 300366 | 269433 |
| Freddie Mac Gold Pool 1.5% 3/1/2041  | 1578453 | 1319851 |
| Freddie Mac Gold Pool 1.5% 3/1/2051  | 99141 | 76143 |
| Freddie Mac Gold Pool 1.5% 4/1/2036  | 516874 | 463644 |
| Freddie Mac Gold Pool 1.5% 4/1/2041  | 1613528 | 1346974 |
| Freddie Mac Gold Pool 1.5% 4/1/2051 (m) | 46052243 | 34952018 |
| Freddie Mac Gold Pool 1.5% 5/1/2036  | 10112726 | 9071272 |
| Freddie Mac Gold Pool 1.5% 5/1/2036  | 530096 | 475504 |
| Freddie Mac Gold Pool 1.5% 6/1/2036  | 538465 | 483011 |
| Freddie Mac Gold Pool 1.5% 6/1/2051  | 244059 | 187444 |
| Freddie Mac Gold Pool 1.5% 7/1/2035  | 2659945 | 2400143 |
| Freddie Mac Gold Pool 1.5% 7/1/2036  | 437328 | 392017 |
| Freddie Mac Gold Pool 1.5% 8/1/2035  | 6095021 | 5499708 |
| Freddie Mac Gold Pool 1.5% 8/1/2036  | 327453 | 293526 |
| Freddie Mac Gold Pool 1.5% 8/1/2051  | 178834 | 136399 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 2193871 | 1760892 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 176969 | 140660 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 2735552 | 2181990 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 260032 | 207819 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 32667 | 25985 |
| Freddie Mac Gold Pool 2% 10/1/2041  | 815555 | 703234 |
| Freddie Mac Gold Pool 2% 10/1/2051  | 25935254 | 20913971 |
| Freddie Mac Gold Pool 2% 10/1/2051  | 5166969 | 4166600 |
| Freddie Mac Gold Pool 2% 10/1/2051  | 4564374 | 3689231 |
| Freddie Mac Gold Pool 2% 10/1/2051  | 1437246 | 1161678 |
| Freddie Mac Gold Pool 2% 11/1/2041  | 6586575 | 5676791 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 35779005 | 28706537 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 28033 | 22509 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 37873651 | 30540994 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 16721628 | 13431926 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 5188944 | 4194050 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 4288745 | 3438305 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 4273234 | 3415186 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 2967444 | 2371593 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 1946991 | 1573688 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 1233514 | 997008 |
| Freddie Mac Gold Pool 2% 12/1/2035  | 1469560 | 1353482 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 17870879 | 14444434 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 3275928 | 2647823 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 2436286 | 1943283 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 1511264 | 1220560 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 1482606 | 1194635 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 1460779 | 1172482 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 821463 | 656516 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 567111 | 454655 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 356770 | 284575 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 21511 | 17192 |
| Freddie Mac Gold Pool 2% 2/1/2042  | 1999677 | 1720127 |
| Freddie Mac Gold Pool 2% 2/1/2051  | 25884108 | 20977882 |
| Freddie Mac Gold Pool 2% 2/1/2051  | 10361342 | 8303493 |
| Freddie Mac Gold Pool 2% 2/1/2051  | 140361 | 111607 |
| Freddie Mac Gold Pool 2% 2/1/2052  | 21023569 | 16940090 |
| Freddie Mac Gold Pool 2% 3/1/2041  | 3791588 | 3306213 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 17316850 | 13866755 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 1962261 | 1560275 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 498422 | 400210 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 730926 | 581418 |
| Freddie Mac Gold Pool 2% 4/1/2041  | 16716 | 14481 |
| Freddie Mac Gold Pool 2% 4/1/2042  | 18941194 | 16439755 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 20287369 | 16435642 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 17357353 | 13899189 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 2377089 | 1923550 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 2097791 | 1683119 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 872369 | 699927 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 37102 | 29687 |
| Freddie Mac Gold Pool 2% 6/1/2035  | 35399860 | 32780685 |
| Freddie Mac Gold Pool 2% 6/1/2035  | 1284948 | 1189877 |
| Freddie Mac Gold Pool 2% 6/1/2050  | 63221663 | 50783850 |
| Freddie Mac Gold Pool 2% 6/1/2050  | 16940897 | 13713937 |
| Freddie Mac Gold Pool 2% 7/1/2041  | 20867929 | 18135591 |
| Freddie Mac Gold Pool 2% 7/1/2041  | 17236 | 14901 |
| Freddie Mac Gold Pool 2% 7/1/2050  | 109118 | 87617 |
| Freddie Mac Gold Pool 2% 7/1/2051  | 1338558 | 1082748 |
| Freddie Mac Gold Pool 2% 8/1/2051  | 1713653 | 1374913 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 60045139 | 48213490 |
| Freddie Mac Gold Pool 2.5% 1/1/2031  | 17841 | 17301 |
| Freddie Mac Gold Pool 2.5% 1/1/2032  | 159473 | 153904 |
| Freddie Mac Gold Pool 2.5% 1/1/2033  | 56128 | 54007 |
| Freddie Mac Gold Pool 2.5% 1/1/2041  | 8212551 | 7365764 |
| Freddie Mac Gold Pool 2.5% 1/1/2042  | 4744313 | 4221564 |
| Freddie Mac Gold Pool 2.5% 10/1/2031  | 1730357 | 1674786 |
| Freddie Mac Gold Pool 2.5% 10/1/2041  | 2319165 | 2067658 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 3604384 | 3029297 |
| Freddie Mac Gold Pool 2.5% 11/1/2031  | 1906098 | 1840843 |
| Freddie Mac Gold Pool 2.5% 11/1/2032  | 840517 | 808784 |
| Freddie Mac Gold Pool 2.5% 11/1/2041  | 14027857 | 12557536 |
| Freddie Mac Gold Pool 2.5% 11/1/2041  | 1527667 | 1365455 |
| Freddie Mac Gold Pool 2.5% 11/1/2041  | 1335723 | 1196697 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 5811613 | 4855300 |
| Freddie Mac Gold Pool 2.5% 12/1/2031  | 12579 | 12144 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 21104383 | 17770108 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 15779131 | 13251674 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 2815835 | 2349844 |
| Freddie Mac Gold Pool 2.5% 2/1/2035  | 3544246 | 3361230 |
| Freddie Mac Gold Pool 2.5% 2/1/2042  | 2666374 | 2385439 |
| Freddie Mac Gold Pool 2.5% 2/1/2051  | 23813129 | 19991367 |
| Freddie Mac Gold Pool 2.5% 2/1/2051  | 22533740 | 19107436 |
| Freddie Mac Gold Pool 2.5% 3/1/2050  | 3385868 | 2849878 |
| Freddie Mac Gold Pool 2.5% 3/1/2051  | 22238979 | 18669852 |
| Freddie Mac Gold Pool 2.5% 4/1/2042  | 969159 | 863595 |
| Freddie Mac Gold Pool 2.5% 4/1/2047  | 4365324 | 3702931 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 2875236 | 2433558 |
| Freddie Mac Gold Pool 2.5% 5/1/2030  | 7769 | 7559 |
| Freddie Mac Gold Pool 2.5% 5/1/2035  | 9718660 | 9201629 |
| Freddie Mac Gold Pool 2.5% 5/1/2041  | 5683572 | 5119360 |
| Freddie Mac Gold Pool 2.5% 5/1/2051  | 51281528 | 43468033 |
| Freddie Mac Gold Pool 2.5% 6/1/2031  | 922604 | 894355 |
| Freddie Mac Gold Pool 2.5% 6/1/2031  | 282383 | 273414 |
| Freddie Mac Gold Pool 2.5% 6/1/2040  | 828034 | 748103 |
| Freddie Mac Gold Pool 2.5% 6/1/2041  | 1156919 | 1037314 |
| Freddie Mac Gold Pool 2.5% 7/1/2031  | 488162 | 472663 |
| Freddie Mac Gold Pool 2.5% 7/1/2036  | 3961547 | 3738413 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 14565602 | 12282594 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 12897088 | 10875602 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 7323208 | 6207410 |
| Freddie Mac Gold Pool 2.5% 8/1/2031  | 825337 | 798824 |
| Freddie Mac Gold Pool 2.5% 8/1/2041  | 1100801 | 987543 |
| Freddie Mac Gold Pool 2.5% 8/1/2050  | 11460128 | 9717591 |
| Freddie Mac Gold Pool 2.5% 9/1/2041  | 2430745 | 2178388 |
| Freddie Mac Gold Pool 2.5% 9/1/2051  | 125586 | 104920 |
| Freddie Mac Gold Pool 3% 1/1/2033  | 8060 | 7842 |
| Freddie Mac Gold Pool 3% 1/1/2033  | 6023 | 5870 |
| Freddie Mac Gold Pool 3% 1/1/2034  | 39177 | 38149 |
| Freddie Mac Gold Pool 3% 1/1/2043  | 327363 | 300842 |
| Freddie Mac Gold Pool 3% 1/1/2043  | 26617 | 24287 |
| Freddie Mac Gold Pool 3% 1/1/2052  | 6805681 | 5964043 |
| Freddie Mac Gold Pool 3% 1/1/2052  | 1139759 | 998096 |
| Freddie Mac Gold Pool 3% 1/1/2052  | 728817 | 638231 |
| Freddie Mac Gold Pool 3% 10/1/2042  | 52586 | 48145 |
| Freddie Mac Gold Pool 3% 10/1/2049  | 20503 | 18019 |
| Freddie Mac Gold Pool 3% 10/1/2051  | 9524404 | 8367385 |
| Freddie Mac Gold Pool 3% 11/1/2042  | 52896 | 48804 |
| Freddie Mac Gold Pool 3% 11/1/2049  | 35153058 | 31113374 |
| Freddie Mac Gold Pool 3% 11/1/2050  | 1787283 | 1566255 |
| Freddie Mac Gold Pool 3% 11/1/2051  | 6622850 | 5805892 |
| Freddie Mac Gold Pool 3% 11/1/2051  | 6072753 | 5321754 |
| Freddie Mac Gold Pool 3% 12/1/2030  | 797809 | 781021 |
| Freddie Mac Gold Pool 3% 12/1/2032  | 2581066 | 2521867 |
| Freddie Mac Gold Pool 3% 12/1/2032  | 329012 | 320859 |
| Freddie Mac Gold Pool 3% 12/1/2042  | 4107516 | 3778782 |
| Freddie Mac Gold Pool 3% 12/1/2042  | 34887 | 32087 |
| Freddie Mac Gold Pool 3% 12/1/2042  | 12897 | 11869 |
| Freddie Mac Gold Pool 3% 12/1/2046  | 24375229 | 21838260 |
| Freddie Mac Gold Pool 3% 12/1/2050  | 14570638 | 12768731 |
| Freddie Mac Gold Pool 3% 2/1/2032  | 80074 | 78192 |
| Freddie Mac Gold Pool 3% 2/1/2032  | 70592 | 68934 |
| Freddie Mac Gold Pool 3% 2/1/2033  | 775590 | 759654 |
| Freddie Mac Gold Pool 3% 2/1/2034  | 3663 | 3557 |
| Freddie Mac Gold Pool 3% 2/1/2037  | 1026759 | 976649 |
| Freddie Mac Gold Pool 3% 2/1/2037  | 57730 | 54912 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 378168 | 349056 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 184537 | 169755 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 90479 | 82818 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 19614 | 18008 |
| Freddie Mac Gold Pool 3% 2/1/2050  | 81256 | 71360 |
| Freddie Mac Gold Pool 3% 2/1/2052  | 2778190 | 2429410 |
| Freddie Mac Gold Pool 3% 2/1/2052  | 1580099 | 1383705 |
| Freddie Mac Gold Pool 3% 3/1/2032  | 35296 | 34465 |
| Freddie Mac Gold Pool 3% 3/1/2033  | 585535 | 570539 |
| Freddie Mac Gold Pool 3% 3/1/2043  | 90009 | 82753 |
| Freddie Mac Gold Pool 3% 3/1/2052  | 15240332 | 13307980 |
| Freddie Mac Gold Pool 3% 3/1/2052  | 6642712 | 5817076 |
| Freddie Mac Gold Pool 3% 3/1/2052  | 583954 | 511373 |
| Freddie Mac Gold Pool 3% 3/1/2052  | 46321 | 40564 |
| Freddie Mac Gold Pool 3% 4/1/2032  | 75515 | 73869 |
| Freddie Mac Gold Pool 3% 4/1/2032  | 26398 | 25829 |
| Freddie Mac Gold Pool 3% 4/1/2033  | 24365 | 23736 |
| Freddie Mac Gold Pool 3% 4/1/2033  | 12111 | 11800 |
| Freddie Mac Gold Pool 3% 4/1/2034  | 1275911 | 1237517 |
| Freddie Mac Gold Pool 3% 4/1/2038  | 233407 | 220224 |
| Freddie Mac Gold Pool 3% 4/1/2043  | 34009 | 31285 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 194708 | 175575 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 130739 | 117698 |
| Freddie Mac Gold Pool 3% 4/1/2046  | 446560 | 401059 |
| Freddie Mac Gold Pool 3% 4/1/2046  | 370730 | 332956 |
| Freddie Mac Gold Pool 3% 4/1/2051  | 9785017 | 8568817 |
| Freddie Mac Gold Pool 3% 4/1/2052  | 12474731 | 11041172 |
| Freddie Mac Gold Pool 3% 5/1/2033  | 37858 | 36881 |
| Freddie Mac Gold Pool 3% 5/1/2035  | 9733637 | 9394044 |
| Freddie Mac Gold Pool 3% 5/1/2045  | 209375 | 189569 |
| Freddie Mac Gold Pool 3% 5/1/2046  | 6723234 | 6038188 |
| Freddie Mac Gold Pool 3% 5/1/2046  | 1069888 | 960875 |
| Freddie Mac Gold Pool 3% 5/1/2051  | 6186211 | 5419248 |
| Freddie Mac Gold Pool 3% 5/1/2052  | 12979318 | 11374205 |
| Freddie Mac Gold Pool 3% 6/1/2031  | 558039 | 546263 |
| Freddie Mac Gold Pool 3% 6/1/2031  | 201492 | 197241 |
| Freddie Mac Gold Pool 3% 6/1/2031  | 119523 | 116891 |
| Freddie Mac Gold Pool 3% 6/1/2031  | 70543 | 69136 |
| Freddie Mac Gold Pool 3% 6/1/2031  | 63647 | 62246 |
| Freddie Mac Gold Pool 3% 6/1/2031  | 49174 | 48081 |
| Freddie Mac Gold Pool 3% 6/1/2031  | 44240 | 43357 |
| Freddie Mac Gold Pool 3% 6/1/2046  | 6649921 | 5972345 |
| Freddie Mac Gold Pool 3% 6/1/2050  | 16701923 | 14756492 |
| Freddie Mac Gold Pool 3% 6/1/2052  | 1898020 | 1662111 |
| Freddie Mac Gold Pool 3% 7/1/2032  | 145569 | 142141 |
| Freddie Mac Gold Pool 3% 7/1/2033  | 18496 | 18034 |
| Freddie Mac Gold Pool 3% 7/1/2045  | 477095 | 431889 |
| Freddie Mac Gold Pool 3% 7/1/2045  | 165588 | 153239 |
| Freddie Mac Gold Pool 3% 7/1/2045  | 31258 | 28421 |
| Freddie Mac Gold Pool 3% 8/1/2032  | 165615 | 161753 |
| Freddie Mac Gold Pool 3% 8/1/2032  | 114649 | 111926 |
| Freddie Mac Gold Pool 3% 8/1/2042  | 73785 | 67968 |
| Freddie Mac Gold Pool 3% 8/1/2042  | 56650 | 51984 |
| Freddie Mac Gold Pool 3% 8/1/2045  | 239933 | 216311 |
| Freddie Mac Gold Pool 3% 8/1/2045  | 131839 | 119914 |
| Freddie Mac Gold Pool 3% 9/1/2033  | 22777 | 22143 |
| Freddie Mac Gold Pool 3% 9/1/2049  | 76708 | 68013 |
| Freddie Mac Gold Pool 3% 9/1/2051  | 6486120 | 5686028 |
| Freddie Mac Gold Pool 3% 9/1/2051  | 5974399 | 5233696 |
| Freddie Mac Gold Pool 3% 9/1/2051  | 60635 | 53022 |
| Freddie Mac Gold Pool 3.5% 1/1/2032  | 127732 | 125871 |
| Freddie Mac Gold Pool 3.5% 1/1/2046  | 897730 | 833322 |
| Freddie Mac Gold Pool 3.5% 1/1/2046  | 30572 | 28397 |
| Freddie Mac Gold Pool 3.5% 1/1/2046  | 26344 | 24503 |
| Freddie Mac Gold Pool 3.5% 1/1/2048  | 25866 | 23996 |
| Freddie Mac Gold Pool 3.5% 10/1/2040  | 51709 | 48322 |
| Freddie Mac Gold Pool 3.5% 10/1/2042  | 254641 | 240321 |
| Freddie Mac Gold Pool 3.5% 10/1/2042  | 44172 | 41730 |
| Freddie Mac Gold Pool 3.5% 10/1/2042  | 32152 | 30302 |
| Freddie Mac Gold Pool 3.5% 10/1/2044  | 71253 | 66737 |
| Freddie Mac Gold Pool 3.5% 10/1/2045  | 180398 | 167455 |
| Freddie Mac Gold Pool 3.5% 10/1/2047  | 116354 | 107941 |
| Freddie Mac Gold Pool 3.5% 10/1/2051  | 5440723 | 4972920 |
| Freddie Mac Gold Pool 3.5% 11/1/2033  | 1008335 | 989130 |
| Freddie Mac Gold Pool 3.5% 11/1/2040  | 108047 | 100971 |
| Freddie Mac Gold Pool 3.5% 11/1/2044  | 1656556 | 1550034 |
| Freddie Mac Gold Pool 3.5% 11/1/2044  | 11282 | 10644 |
| Freddie Mac Gold Pool 3.5% 11/1/2045  | 107532 | 100019 |
| Freddie Mac Gold Pool 3.5% 11/1/2047  | 791190 | 733980 |
| Freddie Mac Gold Pool 3.5% 11/1/2047  | 116568 | 108023 |
| Freddie Mac Gold Pool 3.5% 11/1/2051  | 577243 | 522596 |
| Freddie Mac Gold Pool 3.5% 12/1/2033  | 860502 | 845302 |
| Freddie Mac Gold Pool 3.5% 12/1/2040  | 104707 | 97849 |
| Freddie Mac Gold Pool 3.5% 12/1/2045  | 3982723 | 3696977 |
| Freddie Mac Gold Pool 3.5% 12/1/2045  | 750719 | 696858 |
| Freddie Mac Gold Pool 3.5% 12/1/2046  | 1245777 | 1153283 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 177183 | 164371 |
| Freddie Mac Gold Pool 3.5% 2/1/2034  | 5025320 | 4938732 |
| Freddie Mac Gold Pool 3.5% 2/1/2043  | 3259633 | 3074811 |
| Freddie Mac Gold Pool 3.5% 2/1/2043  | 1150358 | 1087861 |
| Freddie Mac Gold Pool 3.5% 2/1/2043  | 438817 | 416769 |
| Freddie Mac Gold Pool 3.5% 2/1/2045  | 8793 | 8267 |
| Freddie Mac Gold Pool 3.5% 2/1/2046  | 2967011 | 2755993 |
| Freddie Mac Gold Pool 3.5% 2/1/2052  | 1591885 | 1452027 |
| Freddie Mac Gold Pool 3.5% 3/1/2032  | 2301284 | 2267454 |
| Freddie Mac Gold Pool 3.5% 3/1/2045  | 2225754 | 2080262 |
| Freddie Mac Gold Pool 3.5% 3/1/2045  | 565358 | 529580 |
| Freddie Mac Gold Pool 3.5% 3/1/2045  | 426301 | 399241 |
| Freddie Mac Gold Pool 3.5% 3/1/2045  | 205084 | 192890 |
| Freddie Mac Gold Pool 3.5% 3/1/2046  | 1018308 | 948112 |
| Freddie Mac Gold Pool 3.5% 3/1/2052  | 19634638 | 17903467 |
| Freddie Mac Gold Pool 3.5% 3/1/2052  | 16714970 | 15215107 |
| Freddie Mac Gold Pool 3.5% 3/1/2052  | 7715483 | 7037808 |
| Freddie Mac Gold Pool 3.5% 4/1/2033  | 2473190 | 2445987 |
| Freddie Mac Gold Pool 3.5% 4/1/2040  | 128070 | 121641 |
| Freddie Mac Gold Pool 3.5% 4/1/2042  | 10076943 | 9549456 |
| Freddie Mac Gold Pool 3.5% 4/1/2042  | 93207 | 88216 |
| Freddie Mac Gold Pool 3.5% 4/1/2043  | 1487667 | 1401641 |
| Freddie Mac Gold Pool 3.5% 4/1/2043  | 591630 | 558454 |
| Freddie Mac Gold Pool 3.5% 4/1/2046  | 4504970 | 4184570 |
| Freddie Mac Gold Pool 3.5% 4/1/2046  | 1685682 | 1565794 |
| Freddie Mac Gold Pool 3.5% 4/1/2046  | 1443723 | 1339239 |
| Freddie Mac Gold Pool 3.5% 5/1/2033  | 642691 | 632224 |
| Freddie Mac Gold Pool 3.5% 5/1/2034  | 1004811 | 984115 |
| Freddie Mac Gold Pool 3.5% 5/1/2034  | 376768 | 369755 |
| Freddie Mac Gold Pool 3.5% 5/1/2040  | 252119 | 239642 |
| Freddie Mac Gold Pool 3.5% 5/1/2040  | 25527 | 24239 |
| Freddie Mac Gold Pool 3.5% 5/1/2045  | 4951055 | 4620615 |
| Freddie Mac Gold Pool 3.5% 5/1/2045  | 281571 | 262765 |
| Freddie Mac Gold Pool 3.5% 5/1/2045  | 151354 | 141320 |
| Freddie Mac Gold Pool 3.5% 5/1/2045  | 68035 | 64281 |
| Freddie Mac Gold Pool 3.5% 5/1/2045  | 48496 | 45082 |
| Freddie Mac Gold Pool 3.5% 5/1/2046  | 5920645 | 5508811 |
| Freddie Mac Gold Pool 3.5% 5/1/2046  | 3860711 | 3586132 |
| Freddie Mac Gold Pool 3.5% 5/1/2046  | 2002265 | 1857359 |
| Freddie Mac Gold Pool 3.5% 5/1/2046  | 5297 | 4926 |
| Freddie Mac Gold Pool 3.5% 6/1/2032  | 4812988 | 4740374 |
| Freddie Mac Gold Pool 3.5% 6/1/2040  | 217389 | 206967 |
| Freddie Mac Gold Pool 3.5% 6/1/2042  | 42904 | 40568 |
| Freddie Mac Gold Pool 3.5% 6/1/2043  | 34875 | 32828 |
| Freddie Mac Gold Pool 3.5% 6/1/2045  | 8376010 | 7833167 |
| Freddie Mac Gold Pool 3.5% 6/1/2045  | 5915828 | 5527414 |
| Freddie Mac Gold Pool 3.5% 6/1/2045  | 962134 | 901484 |
| Freddie Mac Gold Pool 3.5% 6/1/2045  | 483460 | 452865 |
| Freddie Mac Gold Pool 3.5% 6/1/2045  | 10309 | 9644 |
| Freddie Mac Gold Pool 3.5% 7/1/2032  | 5372679 | 5290285 |
| Freddie Mac Gold Pool 3.5% 7/1/2032  | 3289973 | 3240366 |
| Freddie Mac Gold Pool 3.5% 7/1/2040  | 20592 | 19533 |
| Freddie Mac Gold Pool 3.5% 7/1/2042  | 1092325 | 1030513 |
| Freddie Mac Gold Pool 3.5% 7/1/2045  | 11263 | 10507 |
| Freddie Mac Gold Pool 3.5% 7/1/2046  | 222928 | 206585 |
| Freddie Mac Gold Pool 3.5% 7/1/2046  | 7223 | 6709 |
| Freddie Mac Gold Pool 3.5% 7/1/2047  | 1913313 | 1777354 |
| Freddie Mac Gold Pool 3.5% 8/1/2034  | 1688228 | 1652814 |
| Freddie Mac Gold Pool 3.5% 8/1/2034  | 296135 | 289981 |
| Freddie Mac Gold Pool 3.5% 8/1/2038  | 46426 | 44607 |
| Freddie Mac Gold Pool 3.5% 8/1/2040  | 140800 | 133718 |
| Freddie Mac Gold Pool 3.5% 8/1/2042  | 899938 | 850320 |
| Freddie Mac Gold Pool 3.5% 8/1/2046  | 18238 | 17015 |
| Freddie Mac Gold Pool 3.5% 8/1/2047  | 2943296 | 2734146 |
| Freddie Mac Gold Pool 3.5% 8/1/2047  | 341944 | 317219 |
| Freddie Mac Gold Pool 3.5% 8/1/2047  | 230988 | 214574 |
| Freddie Mac Gold Pool 3.5% 8/1/2051  | 7201115 | 6581951 |
| Freddie Mac Gold Pool 3.5% 9/1/2040  | 112626 | 104616 |
| Freddie Mac Gold Pool 3.5% 9/1/2042  | 4596501 | 4333595 |
| Freddie Mac Gold Pool 3.5% 9/1/2042  | 1385388 | 1305425 |
| Freddie Mac Gold Pool 3.5% 9/1/2042  | 12779 | 12042 |
| Freddie Mac Gold Pool 3.5% 9/1/2046  | 5837415 | 5414953 |
| Freddie Mac Gold Pool 3.5% 9/1/2046  | 2435003 | 2256496 |
| Freddie Mac Gold Pool 3.5% 9/1/2046  | 1925315 | 1796164 |
| Freddie Mac Gold Pool 3.5% 9/1/2047  | 66748 | 61922 |
| Freddie Mac Gold Pool 3.5% 9/1/2047  | 54722 | 50765 |
| Freddie Mac Gold Pool 3.5% 9/1/2051  | 968426 | 882133 |
| Freddie Mac Gold Pool 4% 1/1/2036  | 6257905 | 6188401 |
| Freddie Mac Gold Pool 4% 1/1/2039  | 37575 | 36605 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 171126 | 167174 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 44773 | 43552 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 26543 | 25877 |
| Freddie Mac Gold Pool 4% 1/1/2042  | 32573 | 31666 |
| Freddie Mac Gold Pool 4% 1/1/2043  | 85672 | 82805 |
| Freddie Mac Gold Pool 4% 1/1/2044  | 241055 | 232404 |
| Freddie Mac Gold Pool 4% 1/1/2044  | 192890 | 186328 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 2923949 | 2845236 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 353797 | 344371 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 144094 | 140315 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 19473 | 18958 |
| Freddie Mac Gold Pool 4% 10/1/2042  | 122310 | 118730 |
| Freddie Mac Gold Pool 4% 10/1/2042  | 65160 | 63773 |
| Freddie Mac Gold Pool 4% 10/1/2042  | 45075 | 43571 |
| Freddie Mac Gold Pool 4% 10/1/2043  | 616065 | 595275 |
| Freddie Mac Gold Pool 4% 10/1/2043  | 251606 | 242591 |
| Freddie Mac Gold Pool 4% 10/1/2043  | 91932 | 88655 |
| Freddie Mac Gold Pool 4% 10/1/2043  | 84433 | 81861 |
| Freddie Mac Gold Pool 4% 10/1/2044  | 34423 | 33129 |
| Freddie Mac Gold Pool 4% 10/1/2045  | 13042 | 12507 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 5491966 | 5194624 |
| Freddie Mac Gold Pool 4% 11/1/2040  | 2669332 | 2600541 |
| Freddie Mac Gold Pool 4% 11/1/2041  | 473467 | 460158 |
| Freddie Mac Gold Pool 4% 11/1/2041  | 51327 | 50365 |
| Freddie Mac Gold Pool 4% 11/1/2041  | 18958 | 18453 |
| Freddie Mac Gold Pool 4% 11/1/2042  | 5265773 | 5126206 |
| Freddie Mac Gold Pool 4% 11/1/2042  | 532429 | 516896 |
| Freddie Mac Gold Pool 4% 11/1/2042  | 458787 | 444625 |
| Freddie Mac Gold Pool 4% 11/1/2042  | 438752 | 426481 |
| Freddie Mac Gold Pool 4% 11/1/2042  | 289752 | 281246 |
| Freddie Mac Gold Pool 4% 11/1/2042  | 164589 | 159356 |
| Freddie Mac Gold Pool 4% 11/1/2042  | 16020 | 15779 |
| Freddie Mac Gold Pool 4% 11/1/2043  | 630422 | 611125 |
| Freddie Mac Gold Pool 4% 11/1/2047  | 265048 | 252014 |
| Freddie Mac Gold Pool 4% 11/1/2051  | 62821 | 59699 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 87798 | 85713 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 37247 | 36328 |
| Freddie Mac Gold Pool 4% 12/1/2042  | 935953 | 910647 |
| Freddie Mac Gold Pool 4% 12/1/2042  | 244139 | 236606 |
| Freddie Mac Gold Pool 4% 12/1/2042  | 131765 | 128353 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 1268152 | 1219806 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 421892 | 409089 |
| Freddie Mac Gold Pool 4% 12/1/2047  | 7147465 | 6795988 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 133898 | 130569 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 3484 | 3391 |
| Freddie Mac Gold Pool 4% 2/1/2042  | 6177816 | 5999881 |
| Freddie Mac Gold Pool 4% 2/1/2042  | 213527 | 208001 |
| Freddie Mac Gold Pool 4% 2/1/2043  | 434779 | 421267 |
| Freddie Mac Gold Pool 4% 2/1/2043  | 328747 | 317801 |
| Freddie Mac Gold Pool 4% 2/1/2043  | 279389 | 270520 |
| Freddie Mac Gold Pool 4% 2/1/2043  | 141361 | 136563 |
| Freddie Mac Gold Pool 4% 2/1/2044  | 254166 | 245519 |
| Freddie Mac Gold Pool 4% 2/1/2044  | 138545 | 134249 |
| Freddie Mac Gold Pool 4% 2/1/2044  | 137476 | 132421 |
| Freddie Mac Gold Pool 4% 2/1/2045  | 2830924 | 2731757 |
| Freddie Mac Gold Pool 4% 2/1/2046  | 1421141 | 1371169 |
| Freddie Mac Gold Pool 4% 2/1/2046  | 75627 | 72428 |
| Freddie Mac Gold Pool 4% 2/1/2048  | 355048 | 338254 |
| Freddie Mac Gold Pool 4% 2/1/2048  | 226638 | 215848 |
| Freddie Mac Gold Pool 4% 2/1/2052  | 31709 | 30111 |
| Freddie Mac Gold Pool 4% 2/1/2052  | 28432 | 26999 |
| Freddie Mac Gold Pool 4% 2/1/2053  | 9369765 | 8844905 |
| Freddie Mac Gold Pool 4% 3/1/2042  | 249322 | 242548 |
| Freddie Mac Gold Pool 4% 3/1/2042  | 229076 | 222448 |
| Freddie Mac Gold Pool 4% 3/1/2042  | 52887 | 51232 |
| Freddie Mac Gold Pool 4% 3/1/2043  | 149888 | 145847 |
| Freddie Mac Gold Pool 4% 3/1/2043  | 87496 | 84537 |
| Freddie Mac Gold Pool 4% 3/1/2044  | 304476 | 293597 |
| Freddie Mac Gold Pool 4% 4/1/2040  | 6659 | 6544 |
| Freddie Mac Gold Pool 4% 4/1/2042  | 3482638 | 3382417 |
| Freddie Mac Gold Pool 4% 4/1/2042  | 2481441 | 2413807 |
| Freddie Mac Gold Pool 4% 4/1/2042  | 98041 | 94980 |
| Freddie Mac Gold Pool 4% 4/1/2042  | 90010 | 87879 |
| Freddie Mac Gold Pool 4% 4/1/2042  | 75974 | 73922 |
| Freddie Mac Gold Pool 4% 4/1/2042  | 71279 | 69550 |
| Freddie Mac Gold Pool 4% 4/1/2043  | 349843 | 339519 |
| Freddie Mac Gold Pool 4% 4/1/2043  | 228833 | 222016 |
| Freddie Mac Gold Pool 4% 4/1/2043  | 86791 | 84931 |
| Freddie Mac Gold Pool 4% 4/1/2045  | 6319 | 6083 |
| Freddie Mac Gold Pool 4% 4/1/2046  | 1087620 | 1040594 |
| Freddie Mac Gold Pool 4% 4/1/2048  | 1001505 | 953195 |
| Freddie Mac Gold Pool 4% 4/1/2048  | 836952 | 796579 |
| Freddie Mac Gold Pool 4% 4/1/2048  | 452286 | 430469 |
| Freddie Mac Gold Pool 4% 4/1/2048  | 178846 | 170219 |
| Freddie Mac Gold Pool 4% 4/1/2048  | 48219 | 45893 |
| Freddie Mac Gold Pool 4% 4/1/2052  | 71890 | 68268 |
| Freddie Mac Gold Pool 4% 4/1/2052  | 47892 | 45478 |
| Freddie Mac Gold Pool 4% 5/1/2037  | 714958 | 699198 |
| Freddie Mac Gold Pool 4% 5/1/2042  | 440123 | 428657 |
| Freddie Mac Gold Pool 4% 5/1/2043  | 280134 | 270667 |
| Freddie Mac Gold Pool 4% 5/1/2043  | 103624 | 99995 |
| Freddie Mac Gold Pool 4% 5/1/2043  | 101899 | 98345 |
| Freddie Mac Gold Pool 4% 5/1/2043  | 91211 | 88041 |
| Freddie Mac Gold Pool 4% 5/1/2043  | 30007 | 29003 |
| Freddie Mac Gold Pool 4% 5/1/2045  | 2582165 | 2513215 |
| Freddie Mac Gold Pool 4% 5/1/2045  | 460317 | 442302 |
| Freddie Mac Gold Pool 4% 5/1/2048  | 5925196 | 5643082 |
| Freddie Mac Gold Pool 4% 5/1/2053  | 15602049 | 14693951 |
| Freddie Mac Gold Pool 4% 6/1/2038  | 19176 | 18711 |
| Freddie Mac Gold Pool 4% 6/1/2038  | 14363 | 14015 |
| Freddie Mac Gold Pool 4% 6/1/2041  | 126136 | 122562 |
| Freddie Mac Gold Pool 4% 6/1/2041  | 21742 | 21475 |
| Freddie Mac Gold Pool 4% 6/1/2042  | 119449 | 116088 |
| Freddie Mac Gold Pool 4% 6/1/2043  | 254840 | 248093 |
| Freddie Mac Gold Pool 4% 6/1/2043  | 156304 | 150925 |
| Freddie Mac Gold Pool 4% 6/1/2045  | 35409 | 34091 |
| Freddie Mac Gold Pool 4% 6/1/2047  | 5734055 | 5480752 |
| Freddie Mac Gold Pool 4% 6/1/2047  | 1666600 | 1590373 |
| Freddie Mac Gold Pool 4% 6/1/2052  | 36718 | 34867 |
| Freddie Mac Gold Pool 4% 7/1/2041  | 1998 | 1941 |
| Freddie Mac Gold Pool 4% 7/1/2042  | 1533047 | 1486744 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 587839 | 567923 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 532038 | 515977 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 255405 | 247645 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 190792 | 184120 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 165302 | 159549 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 143372 | 138334 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 56198 | 54247 |
| Freddie Mac Gold Pool 4% 7/1/2044  | 1415532 | 1378811 |
| Freddie Mac Gold Pool 4% 7/1/2045  | 100664 | 96874 |
| Freddie Mac Gold Pool 4% 7/1/2048  | 4671186 | 4473594 |
| Freddie Mac Gold Pool 4% 7/1/2052  | 57017 | 54144 |
| Freddie Mac Gold Pool 4% 8/1/2038  | 108750 | 106115 |
| Freddie Mac Gold Pool 4% 8/1/2038  | 76842 | 74980 |
| Freddie Mac Gold Pool 4% 8/1/2043  | 277821 | 268352 |
| Freddie Mac Gold Pool 4% 8/1/2043  | 220982 | 215070 |
| Freddie Mac Gold Pool 4% 8/1/2043  | 191850 | 186712 |
| Freddie Mac Gold Pool 4% 8/1/2043  | 51045 | 49254 |
| Freddie Mac Gold Pool 4% 8/1/2044  | 67256 | 65288 |
| Freddie Mac Gold Pool 4% 8/1/2044  | 66606 | 64225 |
| Freddie Mac Gold Pool 4% 8/1/2052  | 35446 | 33659 |
| Freddie Mac Gold Pool 4% 9/1/2041  | 369242 | 359472 |
| Freddie Mac Gold Pool 4% 9/1/2041  | 131785 | 128271 |
| Freddie Mac Gold Pool 4% 9/1/2041  | 120023 | 116618 |
| Freddie Mac Gold Pool 4% 9/1/2041  | 74197 | 72408 |
| Freddie Mac Gold Pool 4% 9/1/2042  | 1805273 | 1753382 |
| Freddie Mac Gold Pool 4% 9/1/2042  | 336497 | 328095 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 450621 | 436483 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 404807 | 391892 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 386701 | 374656 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 340024 | 328366 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 329013 | 317430 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 233474 | 226170 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 120668 | 116341 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 52317 | 50840 |
| Freddie Mac Gold Pool 4% 9/1/2044  | 24165 | 23321 |
| Freddie Mac Gold Pool 4% 9/1/2051  | 75952 | 72202 |
| Freddie Mac Gold Pool 4.5% 1/1/2040  | 8769 | 8775 |
| Freddie Mac Gold Pool 4.5% 1/1/2041  | 112473 | 112510 |
| Freddie Mac Gold Pool 4.5% 1/1/2041  | 75153 | 75221 |
| Freddie Mac Gold Pool 4.5% 1/1/2041  | 42156 | 42166 |
| Freddie Mac Gold Pool 4.5% 1/1/2041  | 2402 | 2403 |
| Freddie Mac Gold Pool 4.5% 1/1/2042  | 259000 | 259030 |
| Freddie Mac Gold Pool 4.5% 1/1/2045  | 9426 | 9335 |
| Freddie Mac Gold Pool 4.5% 1/1/2047  | 202057 | 198702 |
| Freddie Mac Gold Pool 4.5% 10/1/2035  | 1863 | 1867 |
| Freddie Mac Gold Pool 4.5% 10/1/2039  | 279012 | 279196 |
| Freddie Mac Gold Pool 4.5% 10/1/2039  | 57408 | 57429 |
| Freddie Mac Gold Pool 4.5% 10/1/2039  | 4871 | 4874 |
| Freddie Mac Gold Pool 4.5% 10/1/2039  | 3153 | 3154 |
| Freddie Mac Gold Pool 4.5% 10/1/2040  | 340478 | 340505 |
| Freddie Mac Gold Pool 4.5% 10/1/2040  | 189305 | 189191 |
| Freddie Mac Gold Pool 4.5% 10/1/2041  | 904804 | 904586 |
| Freddie Mac Gold Pool 4.5% 10/1/2043  | 13859 | 13798 |
| Freddie Mac Gold Pool 4.5% 10/1/2047  | 245240 | 240554 |
| Freddie Mac Gold Pool 4.5% 10/1/2048  | 530343 | 519050 |
| Freddie Mac Gold Pool 4.5% 10/1/2048  | 400946 | 394663 |
| Freddie Mac Gold Pool 4.5% 11/1/2031  | 1886 | 1885 |
| Freddie Mac Gold Pool 4.5% 11/1/2039  | 5697 | 5702 |
| Freddie Mac Gold Pool 4.5% 11/1/2039  | 2167 | 2169 |
| Freddie Mac Gold Pool 4.5% 11/1/2040  | 28551 | 28555 |
| Freddie Mac Gold Pool 4.5% 11/1/2040  | 15833 | 15836 |
| Freddie Mac Gold Pool 4.5% 11/1/2043  | 1094762 | 1090723 |
| Freddie Mac Gold Pool 4.5% 11/1/2044  | 72645 | 71938 |
| Freddie Mac Gold Pool 4.5% 11/1/2044  | 2872 | 2849 |
| Freddie Mac Gold Pool 4.5% 11/1/2047  | 624338 | 610224 |
| Freddie Mac Gold Pool 4.5% 12/1/2039  | 2722 | 2724 |
| Freddie Mac Gold Pool 4.5% 12/1/2039  | 1860 | 1860 |
| Freddie Mac Gold Pool 4.5% 12/1/2039  | 690 | 691 |
| Freddie Mac Gold Pool 4.5% 12/1/2040  | 92713 | 92653 |
| Freddie Mac Gold Pool 4.5% 12/1/2040  | 54072 | 54035 |
| Freddie Mac Gold Pool 4.5% 12/1/2040  | 6675 | 6673 |
| Freddie Mac Gold Pool 4.5% 12/1/2044  | 16480 | 16320 |
| Freddie Mac Gold Pool 4.5% 12/1/2044  | 2942 | 2919 |
| Freddie Mac Gold Pool 4.5% 12/1/2045  | 469701 | 470061 |
| Freddie Mac Gold Pool 4.5% 12/1/2046  | 204323 | 200930 |
| Freddie Mac Gold Pool 4.5% 12/1/2048  | 3271333 | 3203719 |
| Freddie Mac Gold Pool 4.5% 12/1/2052  | 7372100 | 7122963 |
| Freddie Mac Gold Pool 4.5% 2/1/2037  | 626 | 628 |
| Freddie Mac Gold Pool 4.5% 2/1/2040  | 23787 | 23805 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 544835 | 544970 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 147168 | 147034 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 145908 | 145743 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 141862 | 141864 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 138843 | 138861 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 110135 | 110178 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 87096 | 87158 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 66445 | 66461 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 63446 | 63397 |
| Freddie Mac Gold Pool 4.5% 2/1/2044  | 93125 | 92817 |
| Freddie Mac Gold Pool 4.5% 2/1/2047  | 990651 | 974200 |
| Freddie Mac Gold Pool 4.5% 2/1/2047  | 365379 | 358855 |
| Freddie Mac Gold Pool 4.5% 3/1/2041  | 585009 | 585080 |
| Freddie Mac Gold Pool 4.5% 3/1/2041  | 135967 | 135983 |
| Freddie Mac Gold Pool 4.5% 3/1/2041  | 103604 | 103608 |
| Freddie Mac Gold Pool 4.5% 3/1/2041  | 84552 | 84549 |
| Freddie Mac Gold Pool 4.5% 3/1/2041  | 27890 | 27893 |
| Freddie Mac Gold Pool 4.5% 3/1/2041  | 10114 | 10117 |
| Freddie Mac Gold Pool 4.5% 3/1/2042  | 13717 | 13721 |
| Freddie Mac Gold Pool 4.5% 3/1/2044  | 76343 | 76011 |
| Freddie Mac Gold Pool 4.5% 3/1/2047  | 287487 | 282353 |
| Freddie Mac Gold Pool 4.5% 4/1/2041  | 197081 | 196844 |
| Freddie Mac Gold Pool 4.5% 4/1/2041  | 187509 | 187419 |
| Freddie Mac Gold Pool 4.5% 4/1/2041  | 130766 | 130763 |
| Freddie Mac Gold Pool 4.5% 4/1/2041  | 19835 | 19810 |
| Freddie Mac Gold Pool 4.5% 4/1/2041  | 7669 | 7670 |
| Freddie Mac Gold Pool 4.5% 5/1/2035  | 4245 | 4255 |
| Freddie Mac Gold Pool 4.5% 5/1/2039  | 480391 | 480884 |
| Freddie Mac Gold Pool 4.5% 5/1/2039  | 80210 | 80278 |
| Freddie Mac Gold Pool 4.5% 5/1/2039  | 60227 | 60320 |
| Freddie Mac Gold Pool 4.5% 5/1/2039  | 2248 | 2250 |
| Freddie Mac Gold Pool 4.5% 5/1/2040  | 18755 | 18763 |
| Freddie Mac Gold Pool 4.5% 5/1/2040  | 9139 | 9153 |
| Freddie Mac Gold Pool 4.5% 5/1/2041  | 210665 | 210524 |
| Freddie Mac Gold Pool 4.5% 5/1/2041  | 207279 | 207020 |
| Freddie Mac Gold Pool 4.5% 5/1/2041  | 81081 | 81081 |
| Freddie Mac Gold Pool 4.5% 5/1/2045  | 81297 | 80379 |
| Freddie Mac Gold Pool 4.5% 5/1/2047  | 2420609 | 2379655 |
| Freddie Mac Gold Pool 4.5% 5/1/2047  | 1868713 | 1837681 |
| Freddie Mac Gold Pool 4.5% 5/1/2047  | 809724 | 796277 |
| Freddie Mac Gold Pool 4.5% 6/1/2038  | 5251 | 5264 |
| Freddie Mac Gold Pool 4.5% 6/1/2039  | 1854 | 1855 |
| Freddie Mac Gold Pool 4.5% 6/1/2040  | 39611 | 39630 |
| Freddie Mac Gold Pool 4.5% 6/1/2040  | 987 | 988 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 224311 | 224436 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 155255 | 155127 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 136734 | 136818 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 96715 | 96628 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 64381 | 64483 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 61877 | 61848 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 15886 | 15877 |
| Freddie Mac Gold Pool 4.5% 6/1/2047  | 3675319 | 3607394 |
| Freddie Mac Gold Pool 4.5% 6/1/2047  | 3513296 | 3453856 |
| Freddie Mac Gold Pool 4.5% 6/1/2047  | 798481 | 786968 |
| Freddie Mac Gold Pool 4.5% 7/1/2040  | 257101 | 257259 |
| Freddie Mac Gold Pool 4.5% 7/1/2040  | 113154 | 113115 |
| Freddie Mac Gold Pool 4.5% 7/1/2040  | 100826 | 100850 |
| Freddie Mac Gold Pool 4.5% 7/1/2040  | 4705 | 4706 |
| Freddie Mac Gold Pool 4.5% 7/1/2041  | 11569 | 11569 |
| Freddie Mac Gold Pool 4.5% 7/1/2044  | 21616 | 21439 |
| Freddie Mac Gold Pool 4.5% 7/1/2047  | 1459680 | 1440002 |
| Freddie Mac Gold Pool 4.5% 7/1/2047  | 1430481 | 1406280 |
| Freddie Mac Gold Pool 4.5% 7/1/2047  | 644204 | 634915 |
| Freddie Mac Gold Pool 4.5% 7/1/2047  | 258294 | 253521 |
| Freddie Mac Gold Pool 4.5% 8/1/2033  | 28535 | 28612 |
| Freddie Mac Gold Pool 4.5% 8/1/2035  | 770 | 772 |
| Freddie Mac Gold Pool 4.5% 8/1/2035  | 566 | 567 |
| Freddie Mac Gold Pool 4.5% 8/1/2039  | 3625 | 3626 |
| Freddie Mac Gold Pool 4.5% 8/1/2040  | 55513 | 55517 |
| Freddie Mac Gold Pool 4.5% 8/1/2040  | 30791 | 30798 |
| Freddie Mac Gold Pool 4.5% 8/1/2040  | 14234 | 14236 |
| Freddie Mac Gold Pool 4.5% 8/1/2040  | 8997 | 9000 |
| Freddie Mac Gold Pool 4.5% 8/1/2041  | 643579 | 643536 |
| Freddie Mac Gold Pool 4.5% 8/1/2041  | 90524 | 90437 |
| Freddie Mac Gold Pool 4.5% 8/1/2041  | 68687 | 68708 |
| Freddie Mac Gold Pool 4.5% 8/1/2041  | 16581 | 16582 |
| Freddie Mac Gold Pool 4.5% 8/1/2041  | 2000 | 2000 |
| Freddie Mac Gold Pool 4.5% 8/1/2041  | 818 | 818 |
| Freddie Mac Gold Pool 4.5% 9/1/2039  | 373998 | 374672 |
| Freddie Mac Gold Pool 4.5% 9/1/2039  | 25597 | 25616 |
| Freddie Mac Gold Pool 4.5% 9/1/2039  | 5154 | 5158 |
| Freddie Mac Gold Pool 4.5% 9/1/2039  | 1273 | 1275 |
| Freddie Mac Gold Pool 4.5% 9/1/2039  | 598 | 599 |
| Freddie Mac Gold Pool 4.5% 9/1/2040  | 915462 | 915667 |
| Freddie Mac Gold Pool 4.5% 9/1/2041  | 3169506 | 3171142 |
| Freddie Mac Gold Pool 4.5% 9/1/2041  | 894336 | 894374 |
| Freddie Mac Gold Pool 4.5% 9/1/2041  | 665717 | 665596 |
| Freddie Mac Gold Pool 4.5% 9/1/2041  | 89889 | 89907 |
| Freddie Mac Gold Pool 4.5% 9/1/2041  | 17733 | 17734 |
| Freddie Mac Gold Pool 4.5% 9/1/2043  | 15003 | 14974 |
| Freddie Mac Gold Pool 5% 1/1/2035  | 657205 | 666639 |
| Freddie Mac Gold Pool 5% 1/1/2037  | 30773 | 31259 |
| Freddie Mac Gold Pool 5% 1/1/2040  | 292213 | 297071 |
| Freddie Mac Gold Pool 5% 1/1/2041  | 6333 | 6441 |
| Freddie Mac Gold Pool 5% 1/1/2053  | 7898374 | 7875270 |
| Freddie Mac Gold Pool 5% 10/1/2033  | 77407 | 78531 |
| Freddie Mac Gold Pool 5% 10/1/2033  | 53873 | 54632 |
| Freddie Mac Gold Pool 5% 10/1/2033  | 2497 | 2532 |
| Freddie Mac Gold Pool 5% 10/1/2033  | 826 | 837 |
| Freddie Mac Gold Pool 5% 10/1/2052  | 7754514 | 7746370 |
| Freddie Mac Gold Pool 5% 11/1/2033  | 36882 | 37391 |
| Freddie Mac Gold Pool 5% 11/1/2034  | 261 | 263 |
| Freddie Mac Gold Pool 5% 11/1/2035  | 44051 | 44746 |
| Freddie Mac Gold Pool 5% 11/1/2037  | 3517 | 3573 |
| Freddie Mac Gold Pool 5% 11/1/2040  | 17631 | 17923 |
| Freddie Mac Gold Pool 5% 11/1/2052  | 17460339 | 17436546 |
| Freddie Mac Gold Pool 5% 11/1/2052  | 3444472 | 3448389 |
| Freddie Mac Gold Pool 5% 12/1/2033  | 51254 | 52012 |
| Freddie Mac Gold Pool 5% 12/1/2033  | 30034 | 30470 |
| Freddie Mac Gold Pool 5% 12/1/2033  | 9680 | 9813 |
| Freddie Mac Gold Pool 5% 12/1/2034  | 14989 | 15212 |
| Freddie Mac Gold Pool 5% 12/1/2034  | 4737 | 4811 |
| Freddie Mac Gold Pool 5% 12/1/2034  | 3190 | 3240 |
| Freddie Mac Gold Pool 5% 12/1/2035  | 119182 | 121094 |
| Freddie Mac Gold Pool 5% 12/1/2052  | 8159301 | 8148182 |
| Freddie Mac Gold Pool 5% 12/1/2052  | 2334485 | 2328385 |
| Freddie Mac Gold Pool 5% 12/1/2052  | 2111201 | 2108324 |
| Freddie Mac Gold Pool 5% 12/1/2052  | 1936458 | 1931399 |
| Freddie Mac Gold Pool 5% 2/1/2035  | 70905 | 71826 |
| Freddie Mac Gold Pool 5% 2/1/2040  | 63743 | 64826 |
| Freddie Mac Gold Pool 5% 2/1/2041  | 44379 | 45136 |
| Freddie Mac Gold Pool 5% 2/1/2041  | 14215 | 14457 |
| Freddie Mac Gold Pool 5% 3/1/2041  | 29312 | 29809 |
| Freddie Mac Gold Pool 5% 3/1/2041  | 28898 | 29390 |
| Freddie Mac Gold Pool 5% 3/1/2041  | 4042 | 4062 |
| Freddie Mac Gold Pool 5% 4/1/2034  | 25005 | 25375 |
| Freddie Mac Gold Pool 5% 4/1/2035  | 177329 | 179906 |
| Freddie Mac Gold Pool 5% 4/1/2035  | 63381 | 64374 |
| Freddie Mac Gold Pool 5% 4/1/2035  | 45786 | 46497 |
| Freddie Mac Gold Pool 5% 4/1/2036  | 375462 | 381355 |
| Freddie Mac Gold Pool 5% 4/1/2038  | 30284 | 30775 |
| Freddie Mac Gold Pool 5% 4/1/2040  | 399746 | 406511 |
| Freddie Mac Gold Pool 5% 4/1/2041  | 10646 | 10826 |
| Freddie Mac Gold Pool 5% 5/1/2034  | 30185 | 30620 |
| Freddie Mac Gold Pool 5% 5/1/2034  | 14990 | 15206 |
| Freddie Mac Gold Pool 5% 5/1/2034  | 10995 | 11164 |
| Freddie Mac Gold Pool 5% 5/1/2034  | 2403 | 2435 |
| Freddie Mac Gold Pool 5% 5/1/2035  | 172869 | 175551 |
| Freddie Mac Gold Pool 5% 5/1/2035  | 6159 | 6248 |
| Freddie Mac Gold Pool 5% 5/1/2040  | 56422 | 57360 |
| Freddie Mac Gold Pool 5% 5/1/2041  | 25761 | 26198 |
| Freddie Mac Gold Pool 5% 5/1/2052  | 297933 | 298831 |
| Freddie Mac Gold Pool 5% 6/1/2035  | 31910 | 32389 |
| Freddie Mac Gold Pool 5% 6/1/2035  | 14018 | 14237 |
| Freddie Mac Gold Pool 5% 6/1/2038  | 9861 | 10025 |
| Freddie Mac Gold Pool 5% 6/1/2038  | 9223 | 9375 |
| Freddie Mac Gold Pool 5% 6/1/2040  | 255381 | 259678 |
| Freddie Mac Gold Pool 5% 6/1/2040  | 203665 | 207099 |
| Freddie Mac Gold Pool 5% 6/1/2041  | 4371568 | 4445909 |
| Freddie Mac Gold Pool 5% 6/1/2041  | 31959 | 32497 |
| Freddie Mac Gold Pool 5% 6/1/2052  | 3904252 | 3911133 |
| Freddie Mac Gold Pool 5% 6/1/2052  | 932747 | 935557 |
| Freddie Mac Gold Pool 5% 6/1/2053  | 5715797 | 5772311 |
| Freddie Mac Gold Pool 5% 7/1/2033  | 1906 | 1908 |
| Freddie Mac Gold Pool 5% 7/1/2034  | 415 | 421 |
| Freddie Mac Gold Pool 5% 7/1/2035  | 1119930 | 1136834 |
| Freddie Mac Gold Pool 5% 7/1/2035  | 156839 | 159314 |
| Freddie Mac Gold Pool 5% 7/1/2035  | 7742 | 7865 |
| Freddie Mac Gold Pool 5% 7/1/2035  | 5732 | 5823 |
| Freddie Mac Gold Pool 5% 7/1/2035  | 2428 | 2468 |
| Freddie Mac Gold Pool 5% 7/1/2035  | 2106 | 2140 |
| Freddie Mac Gold Pool 5% 7/1/2035  | 1756 | 1784 |
| Freddie Mac Gold Pool 5% 7/1/2035  | 856 | 869 |
| Freddie Mac Gold Pool 5% 7/1/2040  | 47496 | 48274 |
| Freddie Mac Gold Pool 5% 7/1/2040  | 3004 | 3054 |
| Freddie Mac Gold Pool 5% 7/1/2041  | 26573 | 27024 |
| Freddie Mac Gold Pool 5% 7/1/2041  | 21386 | 21736 |
| Freddie Mac Gold Pool 5% 7/1/2041  | 20167 | 20510 |
| Freddie Mac Gold Pool 5% 7/1/2041  | 19826 | 20161 |
| Freddie Mac Gold Pool 5% 7/1/2041  | 13276 | 13502 |
| Freddie Mac Gold Pool 5% 7/1/2041  | 13158 | 13324 |
| Freddie Mac Gold Pool 5% 7/1/2041  | 7586 | 7704 |
| Freddie Mac Gold Pool 5% 8/1/2033  | 20476 | 20772 |
| Freddie Mac Gold Pool 5% 8/1/2033  | 6084 | 6169 |
| Freddie Mac Gold Pool 5% 8/1/2034  | 272785 | 276795 |
| Freddie Mac Gold Pool 5% 8/1/2035  | 22476 | 22803 |
| Freddie Mac Gold Pool 5% 8/1/2035  | 2850 | 2895 |
| Freddie Mac Gold Pool 5% 8/1/2036  | 21967 | 22321 |
| Freddie Mac Gold Pool 5% 8/1/2036  | 6348 | 6451 |
| Freddie Mac Gold Pool 5% 8/1/2040  | 209700 | 213159 |
| Freddie Mac Gold Pool 5% 8/1/2040  | 11236 | 11419 |
| Freddie Mac Gold Pool 5% 9/1/2033  | 64062 | 64964 |
| Freddie Mac Gold Pool 5% 9/1/2035  | 146125 | 148473 |
| Freddie Mac Gold Pool 5% 9/1/2035  | 6527 | 6627 |
| Freddie Mac Gold Pool 5% 9/1/2035  | 706 | 717 |
| Freddie Mac Gold Pool 5% 9/1/2052  | 1270380 | 1261106 |
| Freddie Mac Gold Pool 5.5% 1/1/2055  | 18205862 | 18601632 |
| Freddie Mac Gold Pool 5.5% 2/1/2054  | 1255245 | 1267234 |
| Freddie Mac Gold Pool 5.5% 3/1/2053 (o)(p) | 26921211 | 27498028 |
| Freddie Mac Gold Pool 5.5% 5/1/2053  | 10657121 | 10822184 |
| Freddie Mac Gold Pool 5.5% 5/1/2055  | 389773 | 392156 |
| Freddie Mac Gold Pool 5.5% 6/1/2055  | 2264370 | 2284582 |
| Freddie Mac Gold Pool 5.5% 9/1/2052  | 17995313 | 18285282 |
| Freddie Mac Gold Pool 6% 1/1/2029  | 1801 | 1841 |
| Freddie Mac Gold Pool 6% 1/1/2029  | 886 | 906 |
| Freddie Mac Gold Pool 6% 1/1/2029  | 184 | 188 |
| Freddie Mac Gold Pool 6% 1/1/2032  | 15490 | 16066 |
| Freddie Mac Gold Pool 6% 1/1/2032  | 9627 | 9985 |
| Freddie Mac Gold Pool 6% 10/1/2032  | 7889 | 8205 |
| Freddie Mac Gold Pool 6% 10/1/2034  | 3810 | 3940 |
| Freddie Mac Gold Pool 6% 11/1/2028  | 212 | 217 |
| Freddie Mac Gold Pool 6% 11/1/2029  | 751 | 768 |
| Freddie Mac Gold Pool 6% 11/1/2031  | 10463 | 10858 |
| Freddie Mac Gold Pool 6% 11/1/2032  | 6192 | 6428 |
| Freddie Mac Gold Pool 6% 11/1/2052  | 1456571 | 1495828 |
| Freddie Mac Gold Pool 6% 11/1/2053  | 3821499 | 3938828 |
| Freddie Mac Gold Pool 6% 12/1/2032  | 4244 | 4412 |
| Freddie Mac Gold Pool 6% 12/1/2037  | 230860 | 244722 |
| Freddie Mac Gold Pool 6% 12/1/2037  | 59379 | 62786 |
| Freddie Mac Gold Pool 6% 12/1/2052  | 1728949 | 1789596 |
| Freddie Mac Gold Pool 6% 2/1/2029  | 511 | 522 |
| Freddie Mac Gold Pool 6% 2/1/2029  | 318 | 325 |
| Freddie Mac Gold Pool 6% 2/1/2029  | 238 | 244 |
| Freddie Mac Gold Pool 6% 2/1/2029  | 186 | 190 |
| Freddie Mac Gold Pool 6% 2/1/2029  | 163 | 167 |
| Freddie Mac Gold Pool 6% 2/1/2029  | 9 | 8 |
| Freddie Mac Gold Pool 6% 2/1/2055  | 4895030 | 5085091 |
| Freddie Mac Gold Pool 6% 3/1/2029  | 1147 | 1173 |
| Freddie Mac Gold Pool 6% 3/1/2029  | 654 | 668 |
| Freddie Mac Gold Pool 6% 3/1/2029  | 206 | 211 |
| Freddie Mac Gold Pool 6% 3/1/2029  | 169 | 172 |
| Freddie Mac Gold Pool 6% 3/1/2053  | 8028345 | 8335047 |
| Freddie Mac Gold Pool 6% 4/1/2029  | 191 | 191 |
| Freddie Mac Gold Pool 6% 4/1/2029  | 75 | 77 |
| Freddie Mac Gold Pool 6% 4/1/2031  | 7955 | 8224 |
| Freddie Mac Gold Pool 6% 4/1/2032  | 5004 | 5195 |
| Freddie Mac Gold Pool 6% 4/1/2033  | 27674 | 28768 |
| Freddie Mac Gold Pool 6% 4/1/2054  | 9538897 | 9891381 |
| Freddie Mac Gold Pool 6% 5/1/2029  | 1581 | 1615 |
| Freddie Mac Gold Pool 6% 5/1/2029  | 299 | 306 |
| Freddie Mac Gold Pool 6% 5/1/2033  | 199080 | 205909 |
| Freddie Mac Gold Pool 6% 5/1/2054  | 13524909 | 14045818 |
| Freddie Mac Gold Pool 6% 6/1/2029  | 3459 | 3535 |
| Freddie Mac Gold Pool 6% 6/1/2029  | 649 | 663 |
| Freddie Mac Gold Pool 6% 6/1/2029  | 321 | 328 |
| Freddie Mac Gold Pool 6% 6/1/2029  | 189 | 194 |
| Freddie Mac Gold Pool 6% 6/1/2029  | 70 | 72 |
| Freddie Mac Gold Pool 6% 6/1/2031  | 2697 | 2795 |
| Freddie Mac Gold Pool 6% 7/1/2028  | 85 | 87 |
| Freddie Mac Gold Pool 6% 7/1/2029  | 1169 | 1195 |
| Freddie Mac Gold Pool 6% 7/1/2029  | 725 | 741 |
| Freddie Mac Gold Pool 6% 7/1/2029  | 518 | 530 |
| Freddie Mac Gold Pool 6% 7/1/2029  | 494 | 505 |
| Freddie Mac Gold Pool 6% 7/1/2029  | 412 | 422 |
| Freddie Mac Gold Pool 6% 7/1/2029  | 355 | 363 |
| Freddie Mac Gold Pool 6% 7/1/2029  | 131 | 134 |
| Freddie Mac Gold Pool 6% 7/1/2029  | 107 | 109 |
| Freddie Mac Gold Pool 6% 7/1/2029  | 57 | 59 |
| Freddie Mac Gold Pool 6% 7/1/2032  | 20465 | 21198 |
| Freddie Mac Gold Pool 6% 7/1/2033  | 26727 | 27869 |
| Freddie Mac Gold Pool 6% 7/1/2037  | 13735 | 14527 |
| Freddie Mac Gold Pool 6% 7/1/2039  | 33571984 | 34663087 |
| Freddie Mac Gold Pool 6% 8/1/2029  | 91 | 93 |
| Freddie Mac Gold Pool 6% 8/1/2037  | 110621 | 116730 |
| Freddie Mac Gold Pool 6% 8/1/2054  | 47118 | 48241 |
| Freddie Mac Gold Pool 6% 8/1/2055  | 22000000 | 22849044 |
| Freddie Mac Gold Pool 6% 9/1/2033  | 162136 | 168924 |
| Freddie Mac Gold Pool 6% 9/1/2036  | 16712 | 17643 |
| Freddie Mac Gold Pool 6% 9/1/2054  | 5534706 | 5753063 |
| Freddie Mac Gold Pool 6% 9/1/2054  | 1828799 | 1890091 |
| Freddie Mac Gold Pool 6.5% 1/1/2032  | 66233 | 69135 |
| Freddie Mac Gold Pool 6.5% 1/1/2054  | 18031256 | 18906506 |
| Freddie Mac Gold Pool 6.5% 1/1/2054  | 6405887 | 6732949 |
| Freddie Mac Gold Pool 6.5% 10/1/2032  | 63145 | 66204 |
| Freddie Mac Gold Pool 6.5% 10/1/2053  | 5137496 | 5385670 |
| Freddie Mac Gold Pool 6.5% 10/1/2053  | 5116622 | 5360590 |
| Freddie Mac Gold Pool 6.5% 12/1/2053  | 2452796 | 2578716 |
| Freddie Mac Gold Pool 6.5% 2/1/2037  | 6192 | 6562 |
| Freddie Mac Gold Pool 6.5% 3/1/2032  | 687 | 718 |
| Freddie Mac Gold Pool 6.5% 3/1/2032  | 495 | 520 |
| Freddie Mac Gold Pool 6.5% 3/1/2036  | 310874 | 324992 |
| Freddie Mac Gold Pool 6.5% 3/1/2037  | 6308 | 6749 |
| Freddie Mac Gold Pool 6.5% 4/1/2032  | 6201 | 6483 |
| Freddie Mac Gold Pool 6.5% 4/1/2032  | 338 | 354 |
| Freddie Mac Gold Pool 6.5% 5/1/2031  | 777 | 812 |
| Freddie Mac Gold Pool 6.5% 5/1/2033  | 8924 | 9249 |
| Freddie Mac Gold Pool 6.5% 6/1/2054  | 16755702 | 17638416 |
| Freddie Mac Gold Pool 6.5% 6/1/2054  | 3527528 | 3721080 |
| Freddie Mac Gold Pool 6.5% 7/1/2032  | 1548 | 1620 |
| Freddie Mac Gold Pool 6.5% 8/1/2032  | 23318 | 24389 |
| Freddie Mac Gold Pool 6.5% 8/1/2032  | 15768 | 16524 |
| Freddie Mac Gold Pool 6.5% 8/1/2032  | 15151 | 15869 |
| Freddie Mac Gold Pool 6.5% 9/1/2039  | 672371 | 719798 |
| Freddie Mac Gold Pool 6.5% 9/1/2053  | 5434681 | 5720988 |
| Freddie Mac Gold Pool 6.5% 9/1/2053  | 5188142 | 5435520 |
| Freddie Mac Gold Pool 6.5% 9/1/2054  | 4191737 | 4423043 |
| Freddie Mac Gold Pool 7% 1/1/2036  | 32338 | 34195 |
| Freddie Mac Gold Pool 7% 11/1/2026  | 1044 | 1054 |
| Freddie Mac Gold Pool 7% 11/1/2034  | 52786 | 55803 |
| Freddie Mac Gold Pool 7% 11/1/2034  | 47651 | 50682 |
| Freddie Mac Gold Pool 7% 12/1/2026  | 4421 | 4460 |
| Freddie Mac Gold Pool 7% 3/1/2026  | 1068 | 1068 |
| Freddie Mac Gold Pool 7% 4/1/2032  | 19243 | 20233 |
| Freddie Mac Gold Pool 7% 4/1/2032  | 8806 | 9332 |
| Freddie Mac Gold Pool 7% 7/1/2026  | 511 | 511 |
| Freddie Mac Gold Pool 7% 7/1/2029  | 85289 | 89676 |
| Freddie Mac Gold Pool 7% 8/1/2026  | 5350 | 5379 |
| Freddie Mac Gold Pool 7% 8/1/2034  | 1547 | 1662 |
| Freddie Mac Gold Pool 7% 9/1/2026  | 7117 | 7168 |
| Freddie Mac Gold Pool 7% 9/1/2035  | 136102 | 144321 |
| Freddie Mac Gold Pool 7.5% 1/1/2027  | 177 | 179 |
| Freddie Mac Gold Pool 7.5% 11/1/2029  | 295 | 308 |
| Freddie Mac Gold Pool 7.5% 11/1/2029  | 59 | 61 |
| Freddie Mac Gold Pool 7.5% 11/1/2030  | 717 | 759 |
| Freddie Mac Gold Pool 7.5% 11/1/2030  | 33 | 35 |
| Freddie Mac Gold Pool 7.5% 11/1/2031  | 854 | 912 |
| Freddie Mac Gold Pool 7.5% 2/1/2032  | 24068 | 25635 |
| Freddie Mac Gold Pool 7.5% 5/1/2031  | 858 | 901 |
| Freddie Mac Gold Pool 7.5% 6/1/2027  | 81 | 82 |
| Freddie Mac Gold Pool 7.5% 7/1/2027  | 4 | 3 |
| Freddie Mac Gold Pool 7.5% 7/1/2034  | 9668 | 10092 |
| Freddie Mac Gold Pool 7.5% 8/1/2030  | 211 | 222 |
| Freddie Mac Gold Pool 7.5% 9/1/2030  | 950 | 1004 |
| Freddie Mac Gold Pool 7.5% 9/1/2030  | 64 | 68 |
| Freddie Mac Gold Pool 7.5% 9/1/2031  | 661 | 700 |
| Freddie Mac Gold Pool 8% 11/1/2031  | 2213 | 2329 |
| Freddie Mac Gold Pool 8% 2/1/2030  | 221 | 231 |
| Freddie Mac Gold Pool 8% 4/1/2032  | 302 | 317 |
| Freddie Mac Gold Pool 8% 7/1/2030  | 2208 | 2331 |
| Freddie Mac Gold Pool 8% 8/1/2030  | 5075 | 5301 |
| Freddie Mac Gold Pool 8% 8/1/2030  | 177 | 187 |
| Freddie Mac Gold Pool 8% 8/1/2030  | 61 | 64 |
| Freddie Mac Gold Pool 8% 9/1/2030  | 150 | 158 |
| Freddie Mac Gold Pool 8.5% 1/1/2028  | 27 | 27 |
| Freddie Mac Gold Pool 8.5% 11/1/2026  | 8 | 7 |
| Freddie Mac Gold Pool 8.5% 12/1/2027  | 46 | 47 |
| Freddie Mac Gold Pool 8.5% 2/1/2027  | 713 | 720 |
| Freddie Mac Gold Pool 8.5% 5/1/2027  | 76 | 77 |
| Freddie Mac Gold Pool 8.5% 5/1/2027  | 23 | 22 |
| Freddie Mac Gold Pool 8.5% 8/1/2026  | 123 | 124 |
| Freddie Mac Gold Pool 8.5% 8/1/2027  | 1929 | 1964 |
| Freddie Mac Gold Pool 8.5% 8/1/2027  | 689 | 705 |
| Freddie Mac Gold Pool 8.5% 8/1/2027  | 98 | 100 |
| Freddie Mac Gold Pool 8.5% 8/1/2027  | 40 | 40 |
| Freddie Mac Gold Pool 8.5% 9/1/2026  | 43 | 43 |
| Freddie Mac Manufactured Housing participation certificates 5.5% 4/1/2055  | 9925386 | 10001574 |
| Freddie Mac Manufactured Housing participation certificates 6% 3/1/2055  | 6520412 | 6753715 |
| Freddie Mac Manufactured Housing participation certificates 6% 4/1/2055  | 19707958 | 20388482 |
| Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055  | 3298039 | 3475134 |
| Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055  | 3000708 | 3162775 |
| Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055  | 950025 | 1006457 |
| Freddie Mac Manufactured Housing participation certificates 6.5% 6/1/2055  | 13170548 | 13899374 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.325%, 6.133% 1/1/2036 (b)(c) | 26808 | 27240 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.375%, 6.381% 3/1/2036 (b)(c) | 140049 | 142486 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.5%, 6.5% 3/1/2036 (b)(c) | 89519 | 91811 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 6.432% 7/1/2041 (b)(c) | 199176 | 206792 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 6.608% 12/1/2040 (b)(c) | 884472 | 916785 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 7.315% 9/1/2041 (b)(c) | 199589 | 206885 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.864%, 6.864% 4/1/2036 (b)(c) | 58082 | 60083 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.88%, 6.88% 4/1/2041 (b)(c) | 19041 | 19862 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.88%, 7.601% 9/1/2041 (b)(c) | 146114 | 151649 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 6.535% 6/1/2041 (b)(c) | 75261 | 78418 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 6.672% 6/1/2041 (b)(c) | 260464 | 271677 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 6.777% 5/1/2041 (b)(c) | 182913 | 190801 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 6.837% 5/1/2041 (b)(c) | 270763 | 282440 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.932%, 7.003% 10/1/2042 (b)(c) | 94155 | 97845 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.961%, 6.711% 6/1/2033 (b)(c) | 4437 | 4562 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.01%, 7.009% 4/1/2038 (b)(c) | 47338 | 49380 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.031%, 7.658% 3/1/2033 (b)(c) | 1356 | 1383 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.045%, 6.684% 7/1/2036 (b)(c) | 41852 | 43329 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.16%, 6.785% 11/1/2035 (b)(c) | 2164 | 2241 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.2%, 6.825% 12/1/2036 (b)(c) | 74365 | 77533 |
| Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.035%, 6.196% 6/1/2033 (b)(c) | 85882 | 87217 |
| Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.247%, 6.496% 1/1/2035 (b)(c) | 1593 | 1625 |
| Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.26%, 6.32% 6/1/2033 (b)(c) | 115128 | 117132 |
| Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.375%, 6.887% 3/1/2035 (b)(c) | 253985 | 258965 |
| Freddie Mac Non Gold Pool 4% 9/1/2040  | 32574 | 31791 |
| Freddie Mac Non Gold Pool 4.5% 9/1/2040  | 865 | 864 |
| Freddie Mac Non Gold Pool 5% 8/1/2053  | 10050775 | 9989966 |
| Freddie Mac Non Gold Pool 5.5% 11/1/2054  | 11787698 | 11885549 |
| Freddie Mac Non Gold Pool 5.5% 5/1/2053  | 37758846 | 38485273 |
| Freddie Mac Non Gold Pool 5.5% 6/1/2053  | 18740683 | 19071946 |
| Freddie Mac Non Gold Pool 5.5% 8/1/2053  | 7559150 | 7690404 |
| Freddie Mac Non Gold Pool 5.5% 8/1/2053  | 3790737 | 3861296 |
| Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.125%, 5.625% 8/1/2037 (b)(c) | 34204 | 34334 |
| Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.655%, 6.303% 4/1/2035 (b)(c) | 35330 | 35947 |
| Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.665%, 6.29% 10/1/2036 (b)(c) | 57427 | 58426 |
| Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.994%, 6.661% 10/1/2035 (b)(c) | 65911 | 67411 |
| Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 2.02%, 6.635% 6/1/2037 (b)(c) | 48351 | 49712 |
| Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 3.645%, 8.27% 10/1/2035 (b)(c) | 1588 | 1657 |
| Freddie Mac Non Gold Pool 6% 11/1/2054  | 8315263 | 8609538 |
| Freddie Mac Non Gold Pool 6% 6/1/2053  | 6382673 | 6592598 |
| Freddie Mac Non Gold Pool 6% 6/1/2053  | 6327826 | 6547812 |
| Freddie Mac Non Gold Pool 6% 6/1/2053  | 5286232 | 5466703 |
| Freddie Mac Non Gold Pool 6% 7/1/2053  | 6656108 | 6887507 |
| Freddie Mac Non Gold Pool 6% 7/1/2053  | 5854084 | 6053942 |
| Freddie Mac Non Gold Pool 6% 9/1/2053  | 7678892 | 7914652 |
| Ginnie Mae I Pool 2.5% 1/20/2052  | 8907847 | 7523369 |
| Ginnie Mae I Pool 2.5% 12/20/2051  | 13918034 | 11754862 |
| Ginnie Mae I Pool 2.5% 12/20/2051  | 9157190 | 7733958 |
| Ginnie Mae I Pool 2.5% 12/20/2051  | 7354407 | 6211368 |
| Ginnie Mae I Pool 2.5% 8/20/2051  | 51564619 | 43550329 |
| Ginnie Mae I Pool 2.5% 8/20/2051  | 13430105 | 11342768 |
| Ginnie Mae I Pool 2.5% 8/20/2051  | 7742917 | 6539495 |
| Ginnie Mae I Pool 2.5% 9/20/2051  | 22839067 | 19289368 |
| Ginnie Mae I Pool 2.5% 9/20/2051  | 13234015 | 11177155 |
| Ginnie Mae I Pool 3% 1/15/2045  | 54423 | 49019 |
| Ginnie Mae I Pool 3% 1/15/2045  | 42948 | 38698 |
| Ginnie Mae I Pool 3% 1/15/2045  | 38461 | 34750 |
| Ginnie Mae I Pool 3% 1/15/2045  | 33658 | 30281 |
| Ginnie Mae I Pool 3% 1/15/2045  | 15196 | 13666 |
| Ginnie Mae I Pool 3% 12/15/2042  | 1283171 | 1167290 |
| Ginnie Mae I Pool 3% 12/20/2042  | 3918850 | 3600913 |
| Ginnie Mae I Pool 3% 2/15/2045  | 388097 | 349288 |
| Ginnie Mae I Pool 3% 2/15/2045  | 158736 | 143028 |
| Ginnie Mae I Pool 3% 2/15/2045  | 72629 | 65416 |
| Ginnie Mae I Pool 3% 2/15/2045  | 55609 | 50144 |
| Ginnie Mae I Pool 3% 2/15/2045  | 36414 | 32773 |
| Ginnie Mae I Pool 3% 2/20/2050  | 3285836 | 2910279 |
| Ginnie Mae I Pool 3% 3/15/2045  | 307617 | 276749 |
| Ginnie Mae I Pool 3% 3/15/2045  | 193571 | 173949 |
| Ginnie Mae I Pool 3% 3/15/2045  | 178464 | 161179 |
| Ginnie Mae I Pool 3% 3/15/2045  | 149713 | 134742 |
| Ginnie Mae I Pool 3% 3/15/2045  | 136959 | 123841 |
| Ginnie Mae I Pool 3% 3/15/2045  | 91926 | 82766 |
| Ginnie Mae I Pool 3% 3/15/2045  | 79574 | 71644 |
| Ginnie Mae I Pool 3% 3/15/2045  | 58485 | 52576 |
| Ginnie Mae I Pool 3% 3/15/2045  | 52132 | 47009 |
| Ginnie Mae I Pool 3% 3/15/2045  | 50982 | 46135 |
| Ginnie Mae I Pool 3% 3/15/2045  | 35418 | 32381 |
| Ginnie Mae I Pool 3% 3/15/2045  | 29777 | 26729 |
| Ginnie Mae I Pool 3% 3/15/2045  | 24715 | 22410 |
| Ginnie Mae I Pool 3% 3/15/2045  | 14994 | 13485 |
| Ginnie Mae I Pool 3% 3/20/2043  | 2553500 | 2347463 |
| Ginnie Mae I Pool 3% 3/20/2043  | 1054278 | 969968 |
| Ginnie Mae I Pool 3% 4/15/2042  | 18131 | 16611 |
| Ginnie Mae I Pool 3% 4/15/2043  | 150785 | 136668 |
| Ginnie Mae I Pool 3% 4/15/2043  | 128255 | 116865 |
| Ginnie Mae I Pool 3% 4/15/2043  | 14926 | 13612 |
| Ginnie Mae I Pool 3% 4/15/2043  | 14228 | 13138 |
| Ginnie Mae I Pool 3% 4/15/2045  | 30565 | 27498 |
| Ginnie Mae I Pool 3% 4/15/2045  | 22539 | 20224 |
| Ginnie Mae I Pool 3% 5/15/2042  | 13625 | 12457 |
| Ginnie Mae I Pool 3% 5/15/2043  | 747860 | 677300 |
| Ginnie Mae I Pool 3% 5/15/2043  | 705917 | 643761 |
| Ginnie Mae I Pool 3% 5/15/2043  | 268532 | 246236 |
| Ginnie Mae I Pool 3% 5/15/2043  | 246002 | 223150 |
| Ginnie Mae I Pool 3% 5/15/2043  | 146343 | 131468 |
| Ginnie Mae I Pool 3% 5/15/2043  | 115004 | 104576 |
| Ginnie Mae I Pool 3% 5/15/2043  | 42725 | 38709 |
| Ginnie Mae I Pool 3% 5/15/2043  | 38773 | 35171 |
| Ginnie Mae I Pool 3% 5/15/2043  | 8381 | 7615 |
| Ginnie Mae I Pool 3% 5/15/2045  | 100063 | 90092 |
| Ginnie Mae I Pool 3% 5/15/2045  | 70555 | 63307 |
| Ginnie Mae I Pool 3% 6/15/2042  | 281735 | 257035 |
| Ginnie Mae I Pool 3% 6/15/2043  | 457472 | 415819 |
| Ginnie Mae I Pool 3% 6/15/2043  | 146478 | 132658 |
| Ginnie Mae I Pool 3% 6/15/2043  | 27099 | 24881 |
| Ginnie Mae I Pool 3% 6/15/2043  | 24704 | 22557 |
| Ginnie Mae I Pool 3% 6/15/2043  | 12520 | 11348 |
| Ginnie Mae I Pool 3% 6/15/2045  | 101419 | 91998 |
| Ginnie Mae I Pool 3% 6/15/2045  | 21333 | 19156 |
| Ginnie Mae I Pool 3% 6/15/2045  | 13129 | 11798 |
| Ginnie Mae I Pool 3% 6/20/2042  | 63220 | 57997 |
| Ginnie Mae I Pool 3% 7/15/2042  | 13617 | 12455 |
| Ginnie Mae I Pool 3% 7/15/2043  | 3197 | 2905 |
| Ginnie Mae I Pool 3% 7/15/2045  | 193060 | 172978 |
| Ginnie Mae I Pool 3% 7/15/2045  | 119260 | 106855 |
| Ginnie Mae I Pool 3% 7/15/2045  | 112079 | 100679 |
| Ginnie Mae I Pool 3% 7/15/2045  | 59957 | 54150 |
| Ginnie Mae I Pool 3% 7/15/2045  | 56552 | 50724 |
| Ginnie Mae I Pool 3% 7/15/2045  | 52838 | 47702 |
| Ginnie Mae I Pool 3% 7/15/2045  | 51394 | 46098 |
| Ginnie Mae I Pool 3% 7/15/2045  | 49776 | 44630 |
| Ginnie Mae I Pool 3% 7/15/2045  | 43121 | 38635 |
| Ginnie Mae I Pool 3% 7/15/2045  | 41041 | 36994 |
| Ginnie Mae I Pool 3% 7/15/2045  | 15415 | 13811 |
| Ginnie Mae I Pool 3% 8/15/2042  | 33768 | 30655 |
| Ginnie Mae I Pool 3% 8/15/2043  | 33172 | 30152 |
| Ginnie Mae I Pool 3% 9/15/2042  | 31268 | 28353 |
| Ginnie Mae I Pool 3.5% 1/15/2041  | 43328 | 40895 |
| Ginnie Mae I Pool 3.5% 1/15/2042  | 565296 | 529493 |
| Ginnie Mae I Pool 3.5% 1/15/2042  | 440206 | 413116 |
| Ginnie Mae I Pool 3.5% 1/15/2042  | 10456 | 9840 |
| Ginnie Mae I Pool 3.5% 1/15/2042  | 5509 | 5179 |
| Ginnie Mae I Pool 3.5% 1/15/2043  | 627893 | 588766 |
| Ginnie Mae I Pool 3.5% 1/15/2043  | 19058 | 17895 |
| Ginnie Mae I Pool 3.5% 10/20/2052  | 6524996 | 5955298 |
| Ginnie Mae I Pool 3.5% 11/15/2040  | 75602 | 71335 |
| Ginnie Mae I Pool 3.5% 11/15/2042  | 1446806 | 1357396 |
| Ginnie Mae I Pool 3.5% 12/15/2040  | 14543 | 13735 |
| Ginnie Mae I Pool 3.5% 12/15/2041  | 552986 | 519244 |
| Ginnie Mae I Pool 3.5% 12/15/2041  | 503094 | 471874 |
| Ginnie Mae I Pool 3.5% 12/15/2041  | 312411 | 294434 |
| Ginnie Mae I Pool 3.5% 12/15/2041  | 45028 | 42437 |
| Ginnie Mae I Pool 3.5% 12/20/2049  | 278265 | 255231 |
| Ginnie Mae I Pool 3.5% 12/20/2049  | 126949 | 116162 |
| Ginnie Mae I Pool 3.5% 12/20/2049  | 98835 | 90684 |
| Ginnie Mae I Pool 3.5% 12/20/2049  | 29551 | 27047 |
| Ginnie Mae I Pool 3.5% 2/15/2042  | 519516 | 488640 |
| Ginnie Mae I Pool 3.5% 2/15/2042  | 492474 | 461659 |
| Ginnie Mae I Pool 3.5% 2/15/2042  | 388506 | 364098 |
| Ginnie Mae I Pool 3.5% 2/15/2042  | 181910 | 171148 |
| Ginnie Mae I Pool 3.5% 2/15/2042  | 23022 | 21648 |
| Ginnie Mae I Pool 3.5% 2/15/2043  | 2742837 | 2579094 |
| Ginnie Mae I Pool 3.5% 2/15/2043  | 114414 | 107373 |
| Ginnie Mae I Pool 3.5% 2/15/2043  | 69279 | 64891 |
| Ginnie Mae I Pool 3.5% 2/15/2044  | 416668 | 388042 |
| Ginnie Mae I Pool 3.5% 2/20/2043  | 1420236 | 1334890 |
| Ginnie Mae I Pool 3.5% 3/15/2042  | 1960655 | 1844129 |
| Ginnie Mae I Pool 3.5% 3/15/2042  | 8054 | 7586 |
| Ginnie Mae I Pool 3.5% 3/15/2042  | 3282 | 3079 |
| Ginnie Mae I Pool 3.5% 3/15/2043  | 47208 | 44327 |
| Ginnie Mae I Pool 3.5% 3/15/2043  | 19116 | 17919 |
| Ginnie Mae I Pool 3.5% 3/20/2043  | 650047 | 610652 |
| Ginnie Mae I Pool 3.5% 4/15/2043  | 2378205 | 2237498 |
| Ginnie Mae I Pool 3.5% 4/15/2043  | 444200 | 415069 |
| Ginnie Mae I Pool 3.5% 5/15/2042  | 150491 | 141587 |
| Ginnie Mae I Pool 3.5% 5/15/2042  | 107542 | 101150 |
| Ginnie Mae I Pool 3.5% 5/15/2043  | 103908 | 97197 |
| Ginnie Mae I Pool 3.5% 5/15/2043  | 91566 | 86297 |
| Ginnie Mae I Pool 3.5% 5/15/2043  | 75152 | 70450 |
| Ginnie Mae I Pool 3.5% 5/15/2043  | 32720 | 30715 |
| Ginnie Mae I Pool 3.5% 5/20/2046  | 253557 | 233995 |
| Ginnie Mae I Pool 3.5% 5/20/2046  | 172017 | 158745 |
| Ginnie Mae I Pool 3.5% 5/20/2046  | 135545 | 125087 |
| Ginnie Mae I Pool 3.5% 5/20/2046  | 127024 | 117223 |
| Ginnie Mae I Pool 3.5% 5/20/2046  | 123915 | 114355 |
| Ginnie Mae I Pool 3.5% 5/20/2046  | 67709 | 62400 |
| Ginnie Mae I Pool 3.5% 6/15/2042  | 19979 | 18739 |
| Ginnie Mae I Pool 3.5% 6/15/2043  | 193822 | 181206 |
| Ginnie Mae I Pool 3.5% 6/15/2043  | 159382 | 148774 |
| Ginnie Mae I Pool 3.5% 6/15/2043  | 129166 | 121218 |
| Ginnie Mae I Pool 3.5% 6/15/2043  | 82569 | 78106 |
| Ginnie Mae I Pool 3.5% 6/15/2043  | 65193 | 61015 |
| Ginnie Mae I Pool 3.5% 6/15/2043  | 15867 | 14830 |
| Ginnie Mae I Pool 3.5% 6/15/2043  | 5984 | 5633 |
| Ginnie Mae I Pool 3.5% 6/20/2046  | 639450 | 590314 |
| Ginnie Mae I Pool 3.5% 6/20/2046  | 178802 | 165063 |
| Ginnie Mae I Pool 3.5% 6/20/2046  | 168601 | 155592 |
| Ginnie Mae I Pool 3.5% 6/20/2046  | 160060 | 147711 |
| Ginnie Mae I Pool 3.5% 6/20/2046  | 151119 | 139507 |
| Ginnie Mae I Pool 3.5% 6/20/2046  | 86089 | 79447 |
| Ginnie Mae I Pool 3.5% 6/20/2046  | 58078 | 53615 |
| Ginnie Mae I Pool 3.5% 7/15/2042  | 414265 | 388880 |
| Ginnie Mae I Pool 3.5% 7/15/2042  | 138203 | 129734 |
| Ginnie Mae I Pool 3.5% 7/15/2042  | 35460 | 33259 |
| Ginnie Mae I Pool 3.5% 7/15/2043  | 74083 | 69335 |
| Ginnie Mae I Pool 3.5% 7/15/2043  | 5567 | 5226 |
| Ginnie Mae I Pool 3.5% 7/20/2043  | 575654 | 538290 |
| Ginnie Mae I Pool 3.5% 7/20/2046  | 19046095 | 17576615 |
| Ginnie Mae I Pool 3.5% 7/20/2052  | 35188976 | 32116624 |
| Ginnie Mae I Pool 3.5% 8/15/2042  | 35578 | 33361 |
| Ginnie Mae I Pool 3.5% 8/15/2043  | 41477 | 38746 |
| Ginnie Mae I Pool 3.5% 8/15/2043  | 2201 | 2055 |
| Ginnie Mae I Pool 3.5% 8/20/2052  | 20799422 | 18983424 |
| Ginnie Mae I Pool 3.5% 9/15/2041  | 5384 | 5079 |
| Ginnie Mae I Pool 3.5% 9/15/2042  | 99594 | 93261 |
| Ginnie Mae I Pool 3.5% 9/15/2042  | 46941 | 44381 |
| Ginnie Mae I Pool 3.5% 9/15/2042  | 46680 | 43759 |
| Ginnie Mae I Pool 3.5% 9/15/2042  | 43716 | 40947 |
| Ginnie Mae I Pool 3.5% 9/15/2042  | 6444 | 6043 |
| Ginnie Mae I Pool 3.5% 9/15/2043  | 37533 | 35118 |
| Ginnie Mae I Pool 3.5% 9/20/2052  | 31947180 | 29157870 |
| Ginnie Mae I Pool 4% 1/15/2040  | 103459 | 100716 |
| Ginnie Mae I Pool 4% 1/15/2040  | 101573 | 98655 |
| Ginnie Mae I Pool 4% 1/15/2041  | 533805 | 517823 |
| Ginnie Mae I Pool 4% 1/15/2041  | 19991 | 19396 |
| Ginnie Mae I Pool 4% 1/15/2041  | 10271 | 9960 |
| Ginnie Mae I Pool 4% 1/15/2042  | 9144 | 8851 |
| Ginnie Mae I Pool 4% 1/15/2043  | 32469 | 31375 |
| Ginnie Mae I Pool 4% 1/15/2047  | 202639 | 191386 |
| Ginnie Mae I Pool 4% 1/15/2047  | 195498 | 184641 |
| Ginnie Mae I Pool 4% 1/15/2047  | 150138 | 141800 |
| Ginnie Mae I Pool 4% 1/15/2047  | 71506 | 67535 |
| Ginnie Mae I Pool 4% 10/15/2039  | 123515 | 120241 |
| Ginnie Mae I Pool 4% 10/15/2040  | 584676 | 567490 |
| Ginnie Mae I Pool 4% 10/15/2040  | 542226 | 526577 |
| Ginnie Mae I Pool 4% 10/15/2040  | 529663 | 514164 |
| Ginnie Mae I Pool 4% 10/15/2040  | 55016 | 53428 |
| Ginnie Mae I Pool 4% 10/15/2040  | 11084 | 10761 |
| Ginnie Mae I Pool 4% 10/15/2040  | 10424 | 10125 |
| Ginnie Mae I Pool 4% 10/15/2041  | 1162366 | 1125350 |
| Ginnie Mae I Pool 4% 10/15/2041  | 529604 | 513378 |
| Ginnie Mae I Pool 4% 10/15/2041  | 291606 | 282773 |
| Ginnie Mae I Pool 4% 10/15/2041  | 137943 | 133944 |
| Ginnie Mae I Pool 4% 10/15/2041  | 101664 | 98602 |
| Ginnie Mae I Pool 4% 10/15/2041  | 91523 | 88656 |
| Ginnie Mae I Pool 4% 10/15/2041  | 68795 | 66711 |
| Ginnie Mae I Pool 4% 10/15/2041  | 55915 | 54125 |
| Ginnie Mae I Pool 4% 10/15/2041  | 50003 | 48533 |
| Ginnie Mae I Pool 4% 10/15/2041  | 35066 | 33907 |
| Ginnie Mae I Pool 4% 10/15/2041  | 29241 | 28351 |
| Ginnie Mae I Pool 4% 10/15/2041  | 5764 | 5589 |
| Ginnie Mae I Pool 4% 10/20/2042  | 133794 | 129377 |
| Ginnie Mae I Pool 4% 11/15/2039  | 92279 | 89912 |
| Ginnie Mae I Pool 4% 11/15/2040  | 145136 | 140790 |
| Ginnie Mae I Pool 4% 11/15/2040  | 18586 | 18093 |
| Ginnie Mae I Pool 4% 11/15/2041  | 261948 | 253876 |
| Ginnie Mae I Pool 4% 11/15/2041  | 168946 | 163338 |
| Ginnie Mae I Pool 4% 11/15/2041  | 20216 | 19575 |
| Ginnie Mae I Pool 4% 11/15/2041  | 9859 | 9568 |
| Ginnie Mae I Pool 4% 11/15/2041  | 1286 | 1249 |
| Ginnie Mae I Pool 4% 11/15/2042  | 11211 | 10837 |
| Ginnie Mae I Pool 4% 12/15/2039  | 294414 | 285996 |
| Ginnie Mae I Pool 4% 12/15/2039  | 47707 | 46362 |
| Ginnie Mae I Pool 4% 12/15/2040  | 35157 | 34055 |
| Ginnie Mae I Pool 4% 12/15/2040  | 23865 | 23121 |
| Ginnie Mae I Pool 4% 12/15/2040  | 4957 | 4826 |
| Ginnie Mae I Pool 4% 12/15/2040  | 3943 | 3824 |
| Ginnie Mae I Pool 4% 12/15/2040  | 2280 | 2213 |
| Ginnie Mae I Pool 4% 12/15/2041  | 181172 | 175433 |
| Ginnie Mae I Pool 4% 12/15/2041  | 122004 | 118330 |
| Ginnie Mae I Pool 4% 12/15/2041  | 101900 | 98673 |
| Ginnie Mae I Pool 4% 12/15/2041  | 83322 | 80654 |
| Ginnie Mae I Pool 4% 12/15/2041  | 22248 | 21524 |
| Ginnie Mae I Pool 4% 12/15/2041  | 20863 | 20275 |
| Ginnie Mae I Pool 4% 12/15/2041  | 4277 | 4144 |
| Ginnie Mae I Pool 4% 12/15/2042  | 8310 | 8043 |
| Ginnie Mae I Pool 4% 12/15/2046  | 38725 | 36647 |
| Ginnie Mae I Pool 4% 2/15/2040  | 442372 | 429486 |
| Ginnie Mae I Pool 4% 2/15/2040  | 273168 | 265175 |
| Ginnie Mae I Pool 4% 2/15/2040  | 257157 | 249980 |
| Ginnie Mae I Pool 4% 2/15/2040  | 44513 | 43240 |
| Ginnie Mae I Pool 4% 2/15/2041  | 76840 | 74406 |
| Ginnie Mae I Pool 4% 2/15/2041  | 36912 | 35832 |
| Ginnie Mae I Pool 4% 2/15/2041  | 5116 | 4955 |
| Ginnie Mae I Pool 4% 2/15/2042  | 33476 | 32410 |
| Ginnie Mae I Pool 4% 2/15/2042  | 24337 | 23570 |
| Ginnie Mae I Pool 4% 2/15/2045  | 34239 | 32959 |
| Ginnie Mae I Pool 4% 3/15/2040  | 2214503 | 2150589 |
| Ginnie Mae I Pool 4% 3/15/2041  | 1098928 | 1066917 |
| Ginnie Mae I Pool 4% 3/15/2041  | 18783 | 18338 |
| Ginnie Mae I Pool 4% 3/15/2041  | 13528 | 13132 |
| Ginnie Mae I Pool 4% 3/15/2042  | 133764 | 129436 |
| Ginnie Mae I Pool 4% 3/15/2042  | 63043 | 61046 |
| Ginnie Mae I Pool 4% 3/15/2042  | 20228 | 19554 |
| Ginnie Mae I Pool 4% 3/15/2042  | 15817 | 15300 |
| Ginnie Mae I Pool 4% 4/15/2040  | 175201 | 170006 |
| Ginnie Mae I Pool 4% 4/15/2040  | 72509 | 70505 |
| Ginnie Mae I Pool 4% 4/15/2041  | 2565 | 2489 |
| Ginnie Mae I Pool 4% 4/15/2042  | 21715 | 21005 |
| Ginnie Mae I Pool 4% 4/15/2043  | 33259 | 32122 |
| Ginnie Mae I Pool 4% 4/15/2043  | 9017 | 8736 |
| Ginnie Mae I Pool 4% 4/15/2046  | 2178136 | 2095067 |
| Ginnie Mae I Pool 4% 4/20/2048  | 512820 | 484015 |
| Ginnie Mae I Pool 4% 4/20/2048  | 487244 | 459875 |
| Ginnie Mae I Pool 4% 5/15/2040  | 151831 | 147308 |
| Ginnie Mae I Pool 4% 5/15/2041  | 21585 | 21086 |
| Ginnie Mae I Pool 4% 5/15/2042  | 4262 | 4191 |
| Ginnie Mae I Pool 4% 5/15/2043  | 42162 | 40645 |
| Ginnie Mae I Pool 4% 5/15/2043  | 13955 | 13453 |
| Ginnie Mae I Pool 4% 5/15/2045  | 31846 | 30608 |
| Ginnie Mae I Pool 4% 5/20/2049  | 823113 | 772763 |
| Ginnie Mae I Pool 4% 6/15/2041  | 29119 | 28226 |
| Ginnie Mae I Pool 4% 6/15/2041  | 18784 | 18208 |
| Ginnie Mae I Pool 4% 6/15/2041  | 12652 | 12242 |
| Ginnie Mae I Pool 4% 6/15/2042  | 6759 | 6527 |
| Ginnie Mae I Pool 4% 6/15/2042  | 4485 | 4334 |
| Ginnie Mae I Pool 4% 6/15/2043  | 34639 | 33438 |
| Ginnie Mae I Pool 4% 6/15/2043  | 16318 | 15796 |
| Ginnie Mae I Pool 4% 6/15/2045  | 8557 | 8242 |
| Ginnie Mae I Pool 4% 7/15/2039  | 114619 | 111404 |
| Ginnie Mae I Pool 4% 7/15/2041  | 56701 | 54838 |
| Ginnie Mae I Pool 4% 7/15/2041  | 52427 | 50803 |
| Ginnie Mae I Pool 4% 7/15/2041  | 17408 | 16912 |
| Ginnie Mae I Pool 4% 7/15/2041  | 3004 | 2906 |
| Ginnie Mae I Pool 4% 7/15/2045  | 23300 | 22387 |
| Ginnie Mae I Pool 4% 7/15/2046  | 170477 | 161330 |
| Ginnie Mae I Pool 4% 7/15/2046  | 109521 | 103816 |
| Ginnie Mae I Pool 4% 8/15/2039  | 45276 | 43988 |
| Ginnie Mae I Pool 4% 8/15/2039  | 33418 | 32444 |
| Ginnie Mae I Pool 4% 8/15/2039  | 5833 | 5676 |
| Ginnie Mae I Pool 4% 8/15/2040  | 25505 | 24775 |
| Ginnie Mae I Pool 4% 8/15/2041  | 75665 | 73360 |
| Ginnie Mae I Pool 4% 8/15/2041  | 20562 | 20008 |
| Ginnie Mae I Pool 4% 8/15/2041  | 16418 | 15942 |
| Ginnie Mae I Pool 4% 8/15/2042  | 245852 | 237447 |
| Ginnie Mae I Pool 4% 8/15/2042  | 30393 | 29488 |
| Ginnie Mae I Pool 4% 8/15/2042  | 8452 | 8208 |
| Ginnie Mae I Pool 4% 8/15/2043  | 13608 | 13108 |
| Ginnie Mae I Pool 4% 8/15/2043  | 9415 | 9067 |
| Ginnie Mae I Pool 4% 9/15/2039  | 75666 | 73736 |
| Ginnie Mae I Pool 4% 9/15/2040  | 4214 | 4094 |
| Ginnie Mae I Pool 4% 9/15/2041  | 122326 | 118494 |
| Ginnie Mae I Pool 4% 9/15/2041  | 73556 | 71315 |
| Ginnie Mae I Pool 4% 9/15/2041  | 64942 | 63042 |
| Ginnie Mae I Pool 4% 9/15/2041  | 15001 | 14520 |
| Ginnie Mae I Pool 4% 9/15/2041  | 8827 | 8534 |
| Ginnie Mae I Pool 4% 9/15/2041  | 7165 | 6972 |
| Ginnie Mae I Pool 4% 9/15/2041  | 3811 | 3694 |
| Ginnie Mae I Pool 4.5% 1/15/2041  | 2412 | 2402 |
| Ginnie Mae I Pool 4.5% 10/15/2039  | 54787 | 54541 |
| Ginnie Mae I Pool 4.5% 10/15/2039  | 10336 | 10302 |
| Ginnie Mae I Pool 4.5% 10/15/2039  | 3256 | 3246 |
| Ginnie Mae I Pool 4.5% 10/15/2040  | 6298 | 6274 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 333567 | 332069 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 136028 | 135500 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 99570 | 99214 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 86106 | 85916 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 50463 | 50287 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 41046 | 40906 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 11483 | 11448 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 8007 | 7978 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 7648 | 7622 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 5883 | 5862 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 4640 | 4625 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 3941 | 3926 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 1556 | 1551 |
| Ginnie Mae I Pool 4.5% 12/15/2039  | 6967 | 6950 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 273162 | 272211 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 254744 | 253464 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 193960 | 193284 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 89735 | 89426 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 55721 | 55566 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 20165 | 20101 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 15954 | 15900 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 7501 | 7481 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 6330 | 6308 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 5784 | 5763 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 1875 | 1870 |
| Ginnie Mae I Pool 4.5% 2/15/2041  | 63368 | 63012 |
| Ginnie Mae I Pool 4.5% 3/15/2040  | 730464 | 728010 |
| Ginnie Mae I Pool 4.5% 3/15/2040  | 32307 | 32199 |
| Ginnie Mae I Pool 4.5% 3/15/2040  | 10295 | 10260 |
| Ginnie Mae I Pool 4.5% 3/15/2040  | 10231 | 10193 |
| Ginnie Mae I Pool 4.5% 3/15/2040  | 3356 | 3344 |
| Ginnie Mae I Pool 4.5% 3/15/2041  | 127266 | 126701 |
| Ginnie Mae I Pool 4.5% 3/15/2041  | 36133 | 36001 |
| Ginnie Mae I Pool 4.5% 3/15/2041  | 9548 | 9510 |
| Ginnie Mae I Pool 4.5% 3/15/2041  | 2780 | 2769 |
| Ginnie Mae I Pool 4.5% 4/15/2040  | 143852 | 143174 |
| Ginnie Mae I Pool 4.5% 4/15/2040  | 109942 | 109461 |
| Ginnie Mae I Pool 4.5% 4/15/2040  | 64129 | 63866 |
| Ginnie Mae I Pool 4.5% 4/15/2040  | 25612 | 25478 |
| Ginnie Mae I Pool 4.5% 4/15/2040  | 25041 | 24910 |
| Ginnie Mae I Pool 4.5% 4/15/2040  | 20514 | 20450 |
| Ginnie Mae I Pool 4.5% 5/15/2039  | 52817 | 52659 |
| Ginnie Mae I Pool 4.5% 5/15/2040  | 359568 | 358315 |
| Ginnie Mae I Pool 4.5% 5/15/2040  | 34083 | 33937 |
| Ginnie Mae I Pool 4.5% 5/15/2041  | 280 | 279 |
| Ginnie Mae I Pool 4.5% 6/15/2039  | 184141 | 183674 |
| Ginnie Mae I Pool 4.5% 6/15/2039  | 165206 | 164685 |
| Ginnie Mae I Pool 4.5% 6/15/2039  | 26062 | 25982 |
| Ginnie Mae I Pool 4.5% 6/15/2039  | 2274 | 2267 |
| Ginnie Mae I Pool 4.5% 6/15/2039  | 1619 | 1615 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 1307128 | 1300964 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 371774 | 370417 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 217254 | 216516 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 184097 | 183463 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 149257 | 148724 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 81976 | 81694 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 34952 | 34829 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 22875 | 22794 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 17328 | 17266 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 15135 | 15076 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 8911 | 8881 |
| Ginnie Mae I Pool 4.5% 6/15/2041  | 261980 | 260917 |
| Ginnie Mae I Pool 4.5% 7/15/2039  | 144398 | 143979 |
| Ginnie Mae I Pool 4.5% 7/15/2039  | 5375 | 5355 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 578923 | 576907 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 389985 | 388691 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 285443 | 284461 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 40872 | 40721 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 35589 | 35465 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 32591 | 32477 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 27889 | 27794 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 27871 | 27774 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 23930 | 23839 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 17437 | 17372 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 9552 | 9517 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 7726 | 7698 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 1455 | 1449 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 1202 | 1198 |
| Ginnie Mae I Pool 4.5% 8/15/2039  | 1505878 | 1501256 |
| Ginnie Mae I Pool 4.5% 8/15/2039  | 924660 | 921860 |
| Ginnie Mae I Pool 4.5% 8/15/2039  | 757862 | 755598 |
| Ginnie Mae I Pool 4.5% 8/15/2039  | 326407 | 325337 |
| Ginnie Mae I Pool 4.5% 8/15/2039  | 150492 | 150049 |
| Ginnie Mae I Pool 4.5% 8/15/2039  | 39739 | 39605 |
| Ginnie Mae I Pool 4.5% 8/15/2039  | 24721 | 24643 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 96224 | 95881 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 40931 | 40580 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 16536 | 16471 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 16032 | 15966 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 12193 | 12152 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 4606 | 4589 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 2606 | 2600 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 2579 | 2569 |
| Ginnie Mae I Pool 4.5% 8/15/2041  | 31552 | 31447 |
| Ginnie Mae I Pool 4.5% 9/15/2039  | 276038 | 275157 |
| Ginnie Mae I Pool 4.5% 9/15/2039  | 133565 | 133161 |
| Ginnie Mae I Pool 4.5% 9/15/2039  | 3964 | 3952 |
| Ginnie Mae I Pool 4.5% 9/15/2039  | 3836 | 3824 |
| Ginnie Mae I Pool 4.5% 9/15/2040  | 43179 | 43034 |
| Ginnie Mae I Pool 4.5% 9/15/2040  | 18629 | 18559 |
| Ginnie Mae I Pool 5% 1/15/2034  | 10523 | 10670 |
| Ginnie Mae I Pool 5% 1/15/2040  | 4276 | 4331 |
| Ginnie Mae I Pool 5% 1/15/2040  | 3290 | 3341 |
| Ginnie Mae I Pool 5% 10/15/2033  | 5629 | 5705 |
| Ginnie Mae I Pool 5% 10/15/2034  | 8741 | 8858 |
| Ginnie Mae I Pool 5% 10/15/2039  | 105456 | 107103 |
| Ginnie Mae I Pool 5% 10/15/2039  | 79172 | 80420 |
| Ginnie Mae I Pool 5% 10/15/2039  | 65392 | 66426 |
| Ginnie Mae I Pool 5% 10/15/2039  | 36270 | 36836 |
| Ginnie Mae I Pool 5% 10/15/2039  | 19962 | 20272 |
| Ginnie Mae I Pool 5% 11/15/2033  | 3414 | 3462 |
| Ginnie Mae I Pool 5% 11/15/2039  | 108123 | 109835 |
| Ginnie Mae I Pool 5% 11/15/2039  | 81350 | 82605 |
| Ginnie Mae I Pool 5% 11/15/2039  | 41679 | 42336 |
| Ginnie Mae I Pool 5% 11/15/2039  | 36991 | 37576 |
| Ginnie Mae I Pool 5% 11/15/2039  | 8738 | 8876 |
| Ginnie Mae I Pool 5% 11/15/2039  | 7403 | 7520 |
| Ginnie Mae I Pool 5% 11/15/2040  | 37606 | 38200 |
| Ginnie Mae I Pool 5% 11/15/2040  | 10190 | 10355 |
| Ginnie Mae I Pool 5% 12/15/2032  | 1175 | 1189 |
| Ginnie Mae I Pool 5% 12/15/2037  | 28128 | 28567 |
| Ginnie Mae I Pool 5% 12/15/2038  | 12694 | 12888 |
| Ginnie Mae I Pool 5% 12/15/2039  | 99386 | 100958 |
| Ginnie Mae I Pool 5% 12/15/2039  | 50858 | 51657 |
| Ginnie Mae I Pool 5% 12/15/2039  | 42991 | 43679 |
| Ginnie Mae I Pool 5% 2/15/2039  | 176359 | 179112 |
| Ginnie Mae I Pool 5% 2/15/2039  | 1377 | 1399 |
| Ginnie Mae I Pool 5% 2/15/2040  | 8392 | 8524 |
| Ginnie Mae I Pool 5% 3/15/2039  | 20011 | 20317 |
| Ginnie Mae I Pool 5% 3/15/2040  | 16458 | 16715 |
| Ginnie Mae I Pool 5% 3/15/2041  | 84138 | 85491 |
| Ginnie Mae I Pool 5% 3/15/2041  | 49099 | 49882 |
| Ginnie Mae I Pool 5% 3/15/2041  | 6920 | 7030 |
| Ginnie Mae I Pool 5% 4/15/2033  | 9713 | 9839 |
| Ginnie Mae I Pool 5% 4/15/2038  | 139 | 139 |
| Ginnie Mae I Pool 5% 4/15/2039  | 44465 | 45158 |
| Ginnie Mae I Pool 5% 4/15/2039  | 17436 | 17704 |
| Ginnie Mae I Pool 5% 4/15/2040  | 739217 | 750852 |
| Ginnie Mae I Pool 5% 4/15/2040  | 717300 | 728632 |
| Ginnie Mae I Pool 5% 4/15/2040  | 42714 | 43393 |
| Ginnie Mae I Pool 5% 4/15/2040  | 13896 | 14117 |
| Ginnie Mae I Pool 5% 4/15/2040  | 9009 | 9152 |
| Ginnie Mae I Pool 5% 4/15/2040  | 4730 | 4806 |
| Ginnie Mae I Pool 5% 4/15/2040  | 1099 | 1116 |
| Ginnie Mae I Pool 5% 4/15/2041  | 143657 | 145993 |
| Ginnie Mae I Pool 5% 4/15/2041  | 33849 | 34394 |
| Ginnie Mae I Pool 5% 4/15/2041  | 13596 | 13815 |
| Ginnie Mae I Pool 5% 4/15/2041  | 5412 | 5497 |
| Ginnie Mae I Pool 5% 4/20/2048  | 820292 | 832331 |
| Ginnie Mae I Pool 5% 5/15/2039  | 143075 | 145306 |
| Ginnie Mae I Pool 5% 5/15/2039  | 124235 | 126172 |
| Ginnie Mae I Pool 5% 5/15/2039  | 17064 | 17329 |
| Ginnie Mae I Pool 5% 5/15/2040  | 43013 | 43694 |
| Ginnie Mae I Pool 5% 5/15/2040  | 25974 | 26377 |
| Ginnie Mae I Pool 5% 5/15/2040  | 9168 | 9317 |
| Ginnie Mae I Pool 5% 6/15/2033  | 789 | 800 |
| Ginnie Mae I Pool 5% 6/15/2039  | 15144 | 15379 |
| Ginnie Mae I Pool 5% 6/15/2039  | 2751 | 2794 |
| Ginnie Mae I Pool 5% 6/15/2040  | 2234331 | 2269629 |
| Ginnie Mae I Pool 5% 6/15/2040  | 56898 | 57798 |
| Ginnie Mae I Pool 5% 6/15/2040  | 44337 | 45057 |
| Ginnie Mae I Pool 5% 6/15/2040  | 37790 | 38396 |
| Ginnie Mae I Pool 5% 6/15/2040  | 7717 | 7843 |
| Ginnie Mae I Pool 5% 6/15/2040  | 4760 | 4836 |
| Ginnie Mae I Pool 5% 6/15/2041  | 102219 | 103850 |
| Ginnie Mae I Pool 5% 6/15/2041  | 14321 | 14551 |
| Ginnie Mae I Pool 5% 6/15/2041  | 13747 | 13962 |
| Ginnie Mae I Pool 5% 6/15/2041  | 2936 | 2981 |
| Ginnie Mae I Pool 5% 7/15/2039  | 189721 | 192670 |
| Ginnie Mae I Pool 5% 7/15/2039  | 107023 | 108694 |
| Ginnie Mae I Pool 5% 7/15/2039  | 4138 | 4202 |
| Ginnie Mae I Pool 5% 7/15/2040  | 118862 | 120742 |
| Ginnie Mae I Pool 5% 7/15/2040  | 94417 | 95913 |
| Ginnie Mae I Pool 5% 7/15/2040  | 54254 | 55116 |
| Ginnie Mae I Pool 5% 7/15/2040  | 47791 | 48556 |
| Ginnie Mae I Pool 5% 7/15/2040  | 38662 | 39276 |
| Ginnie Mae I Pool 5% 7/15/2040  | 36646 | 37222 |
| Ginnie Mae I Pool 5% 7/15/2040  | 7510 | 7629 |
| Ginnie Mae I Pool 5% 7/15/2040  | 7333 | 7450 |
| Ginnie Mae I Pool 5% 8/15/2039  | 95040 | 96528 |
| Ginnie Mae I Pool 5% 8/15/2039  | 76087 | 77278 |
| Ginnie Mae I Pool 5% 8/15/2039  | 34061 | 34596 |
| Ginnie Mae I Pool 5% 8/15/2039  | 23894 | 24271 |
| Ginnie Mae I Pool 5% 8/15/2039  | 14476 | 14703 |
| Ginnie Mae I Pool 5% 8/15/2039  | 8185 | 8313 |
| Ginnie Mae I Pool 5% 8/15/2039  | 7378 | 7491 |
| Ginnie Mae I Pool 5% 8/15/2039  | 2925 | 2972 |
| Ginnie Mae I Pool 5% 8/15/2039  | 2104 | 2137 |
| Ginnie Mae I Pool 5% 8/15/2040  | 179811 | 182670 |
| Ginnie Mae I Pool 5% 8/15/2040  | 156165 | 158640 |
| Ginnie Mae I Pool 5% 8/15/2040  | 149679 | 152063 |
| Ginnie Mae I Pool 5% 8/15/2040  | 40691 | 41340 |
| Ginnie Mae I Pool 5% 8/15/2040  | 3041 | 3089 |
| Ginnie Mae I Pool 5% 8/15/2041  | 3300 | 3352 |
| Ginnie Mae I Pool 5% 9/15/2033  | 234 | 234 |
| Ginnie Mae I Pool 5% 9/15/2037  | 5774 | 5865 |
| Ginnie Mae I Pool 5% 9/15/2039  | 608910 | 618404 |
| Ginnie Mae I Pool 5% 9/15/2039  | 116846 | 118678 |
| Ginnie Mae I Pool 5% 9/15/2039  | 86452 | 87809 |
| Ginnie Mae I Pool 5% 9/15/2039  | 38368 | 38971 |
| Ginnie Mae I Pool 5% 9/15/2039  | 37908 | 38501 |
| Ginnie Mae I Pool 5% 9/15/2039  | 35355 | 35916 |
| Ginnie Mae I Pool 5% 9/15/2039  | 31781 | 32278 |
| Ginnie Mae I Pool 5% 9/15/2039  | 24368 | 24752 |
| Ginnie Mae I Pool 5% 9/15/2039  | 20974 | 21302 |
| Ginnie Mae I Pool 5% 9/15/2039  | 10519 | 10685 |
| Ginnie Mae I Pool 5% 9/15/2039  | 8138 | 8266 |
| Ginnie Mae I Pool 5% 9/15/2039  | 5113 | 5193 |
| Ginnie Mae I Pool 5% 9/15/2039  | 4738 | 4812 |
| Ginnie Mae I Pool 5% 9/15/2040  | 86602 | 87970 |
| Ginnie Mae I Pool 5% 9/15/2040  | 64280 | 65305 |
| Ginnie Mae I Pool 5% 9/15/2040  | 26704 | 27138 |
| Ginnie Mae I Pool 5% 9/15/2040  | 17855 | 18138 |
| Ginnie Mae I Pool 5% 9/15/2041  | 1613025 | 1638350 |
| Ginnie Mae I Pool 5.5% 1/15/2034  | 1196 | 1224 |
| Ginnie Mae I Pool 5.5% 1/15/2039  | 7030 | 7237 |
| Ginnie Mae I Pool 5.5% 10/15/2035  | 77328 | 79324 |
| Ginnie Mae I Pool 5.5% 11/15/2033  | 482 | 492 |
| Ginnie Mae I Pool 5.5% 12/15/2038  | 2154 | 2214 |
| Ginnie Mae I Pool 5.5% 12/15/2038  | 341 | 351 |
| Ginnie Mae I Pool 5.5% 3/15/2034  | 4483 | 4587 |
| Ginnie Mae I Pool 5.5% 3/15/2034  | 1084 | 1107 |
| Ginnie Mae I Pool 5.5% 3/15/2039  | 6237 | 6416 |
| Ginnie Mae I Pool 5.5% 4/15/2034  | 5844 | 5976 |
| Ginnie Mae I Pool 5.5% 4/15/2034  | 968 | 991 |
| Ginnie Mae I Pool 5.5% 5/15/2034  | 19236 | 19708 |
| Ginnie Mae I Pool 5.5% 5/15/2034  | 5654 | 5787 |
| Ginnie Mae I Pool 5.5% 5/15/2034  | 1809 | 1851 |
| Ginnie Mae I Pool 5.5% 5/15/2034  | 1561 | 1600 |
| Ginnie Mae I Pool 5.5% 5/15/2034  | 1031 | 1056 |
| Ginnie Mae I Pool 5.5% 5/15/2034  | 1005 | 1027 |
| Ginnie Mae I Pool 5.5% 5/15/2039  | 57485 | 59170 |
| Ginnie Mae I Pool 5.5% 6/15/2033  | 657 | 671 |
| Ginnie Mae I Pool 5.5% 6/15/2039  | 4706 | 4840 |
| Ginnie Mae I Pool 5.5% 6/15/2039  | 1684 | 1720 |
| Ginnie Mae I Pool 5.5% 7/15/2033  | 4131 | 4229 |
| Ginnie Mae I Pool 5.5% 7/15/2037  | 400 | 412 |
| Ginnie Mae I Pool 5.5% 7/15/2038  | 1142 | 1175 |
| Ginnie Mae I Pool 5.5% 7/15/2038  | 1128 | 1153 |
| Ginnie Mae I Pool 5.5% 7/15/2039  | 47911 | 49353 |
| Ginnie Mae I Pool 5.5% 8/15/2033  | 14544 | 14887 |
| Ginnie Mae I Pool 5.5% 9/15/2039  | 383430 | 394967 |
| Ginnie Mae I Pool 5.5% 9/15/2039  | 337733 | 347873 |
| Ginnie Mae I Pool 6% 10/15/2030  | 22796 | 23326 |
| Ginnie Mae I Pool 6% 10/15/2039  | 14105 | 14773 |
| Ginnie Mae I Pool 6% 11/15/2037  | 3103 | 3237 |
| Ginnie Mae I Pool 6% 11/15/2039  | 40417 | 42361 |
| Ginnie Mae I Pool 6% 11/15/2039  | 21565 | 22598 |
| Ginnie Mae I Pool 6% 11/15/2039  | 15335 | 16054 |
| Ginnie Mae I Pool 6% 11/15/2039  | 8435 | 8813 |
| Ginnie Mae I Pool 6% 11/15/2039  | 7194 | 7472 |
| Ginnie Mae I Pool 6% 11/15/2039  | 5973 | 6244 |
| Ginnie Mae I Pool 6% 11/15/2039  | 3252 | 3404 |
| Ginnie Mae I Pool 6% 12/15/2034  | 3653 | 3786 |
| Ginnie Mae I Pool 6% 5/15/2040  | 1276835 | 1333863 |
| Ginnie Mae I Pool 6% 6/15/2036  | 150468 | 156320 |
| Ginnie Mae I Pool 6.5% 10/15/2034  | 50598 | 52718 |
| Ginnie Mae I Pool 6.5% 10/15/2034  | 9086 | 9427 |
| Ginnie Mae I Pool 6.5% 10/15/2034  | 6264 | 6513 |
| Ginnie Mae I Pool 6.5% 10/15/2034  | 3335 | 3480 |
| Ginnie Mae I Pool 6.5% 10/15/2034  | 481 | 500 |
| Ginnie Mae I Pool 6.5% 10/15/2035  | 32970 | 34492 |
| Ginnie Mae I Pool 6.5% 10/15/2036  | 13650 | 14266 |
| Ginnie Mae I Pool 6.5% 11/15/2034  | 12698 | 13076 |
| Ginnie Mae I Pool 6.5% 2/15/2035  | 1493 | 1556 |
| Ginnie Mae I Pool 6.5% 3/15/2035  | 1330 | 1372 |
| Ginnie Mae I Pool 6.5% 6/15/2037  | 11902 | 12473 |
| Ginnie Mae I Pool 6.5% 7/15/2035  | 3608 | 3764 |
| Ginnie Mae I Pool 6.5% 8/15/2034  | 57076 | 59442 |
| Ginnie Mae I Pool 6.5% 8/15/2034  | 1242 | 1280 |
| Ginnie Mae I Pool 6.5% 8/15/2036  | 9411 | 9868 |
| Ginnie Mae I Pool 6.5% 9/15/2034  | 21928 | 22844 |
| Ginnie Mae I Pool 6.5% 9/15/2034  | 174 | 182 |
| Ginnie Mae I Pool 6.5% 9/15/2035  | 901 | 927 |
| Ginnie Mae I Pool 7% 1/15/2026  | 11 | 11 |
| Ginnie Mae I Pool 7% 1/15/2027  | 67 | 68 |
| Ginnie Mae I Pool 7% 1/15/2028  | 1390 | 1397 |
| Ginnie Mae I Pool 7% 1/15/2028  | 799 | 804 |
| Ginnie Mae I Pool 7% 1/15/2028  | 602 | 610 |
| Ginnie Mae I Pool 7% 1/15/2028  | 590 | 598 |
| Ginnie Mae I Pool 7% 1/15/2028  | 539 | 544 |
| Ginnie Mae I Pool 7% 1/15/2028  | 523 | 527 |
| Ginnie Mae I Pool 7% 1/15/2028  | 495 | 501 |
| Ginnie Mae I Pool 7% 1/15/2028  | 223 | 224 |
| Ginnie Mae I Pool 7% 1/15/2028  | 178 | 179 |
| Ginnie Mae I Pool 7% 1/15/2028  | 173 | 175 |
| Ginnie Mae I Pool 7% 1/15/2028  | 116 | 118 |
| Ginnie Mae I Pool 7% 1/15/2028  | 108 | 109 |
| Ginnie Mae I Pool 7% 1/15/2028  | 40 | 41 |
| Ginnie Mae I Pool 7% 1/15/2029  | 1499 | 1530 |
| Ginnie Mae I Pool 7% 1/15/2029  | 1140 | 1162 |
| Ginnie Mae I Pool 7% 1/15/2029  | 818 | 830 |
| Ginnie Mae I Pool 7% 1/15/2029  | 586 | 597 |
| Ginnie Mae I Pool 7% 1/15/2029  | 425 | 433 |
| Ginnie Mae I Pool 7% 1/15/2029  | 85 | 86 |
| Ginnie Mae I Pool 7% 1/15/2029  | 70 | 71 |
| Ginnie Mae I Pool 7% 1/15/2030  | 5110 | 5221 |
| Ginnie Mae I Pool 7% 1/15/2030  | 481 | 491 |
| Ginnie Mae I Pool 7% 1/15/2031  | 6979 | 7158 |
| Ginnie Mae I Pool 7% 1/15/2031  | 3012 | 3110 |
| Ginnie Mae I Pool 7% 1/15/2031  | 1609 | 1654 |
| Ginnie Mae I Pool 7% 1/15/2032  | 10229 | 10574 |
| Ginnie Mae I Pool 7% 1/15/2032  | 486 | 496 |
| Ginnie Mae I Pool 7% 10/15/2026  | 344 | 344 |
| Ginnie Mae I Pool 7% 10/15/2028  | 4613 | 4690 |
| Ginnie Mae I Pool 7% 10/15/2028  | 3182 | 3233 |
| Ginnie Mae I Pool 7% 10/15/2028  | 1537 | 1549 |
| Ginnie Mae I Pool 7% 10/15/2028  | 834 | 846 |
| Ginnie Mae I Pool 7% 10/15/2028  | 543 | 544 |
| Ginnie Mae I Pool 7% 10/15/2028  | 145 | 146 |
| Ginnie Mae I Pool 7% 10/15/2028  | 78 | 80 |
| Ginnie Mae I Pool 7% 10/15/2028  | 70 | 71 |
| Ginnie Mae I Pool 7% 10/15/2029  | 1097 | 1124 |
| Ginnie Mae I Pool 7% 10/15/2029  | 160 | 164 |
| Ginnie Mae I Pool 7% 10/15/2030  | 1381 | 1413 |
| Ginnie Mae I Pool 7% 10/15/2030  | 805 | 830 |
| Ginnie Mae I Pool 7% 10/15/2031  | 8735 | 9050 |
| Ginnie Mae I Pool 7% 10/15/2031  | 2146 | 2211 |
| Ginnie Mae I Pool 7% 10/15/2031  | 1886 | 1917 |
| Ginnie Mae I Pool 7% 10/15/2031  | 1728 | 1788 |
| Ginnie Mae I Pool 7% 10/15/2031  | 1188 | 1230 |
| Ginnie Mae I Pool 7% 10/15/2031  | 323 | 334 |
| Ginnie Mae I Pool 7% 10/15/2031  | 178 | 184 |
| Ginnie Mae I Pool 7% 10/15/2031  | 43 | 44 |
| Ginnie Mae I Pool 7% 10/15/2032  | 2751 | 2839 |
| Ginnie Mae I Pool 7% 11/15/2027  | 109 | 110 |
| Ginnie Mae I Pool 7% 11/15/2028  | 2334 | 2368 |
| Ginnie Mae I Pool 7% 11/15/2028  | 1092 | 1113 |
| Ginnie Mae I Pool 7% 11/15/2028  | 662 | 675 |
| Ginnie Mae I Pool 7% 11/15/2028  | 555 | 565 |
| Ginnie Mae I Pool 7% 11/15/2028  | 434 | 440 |
| Ginnie Mae I Pool 7% 11/15/2029  | 4389 | 4501 |
| Ginnie Mae I Pool 7% 11/15/2031  | 5091 | 5210 |
| Ginnie Mae I Pool 7% 11/15/2031  | 4966 | 5137 |
| Ginnie Mae I Pool 7% 11/15/2031  | 772 | 799 |
| Ginnie Mae I Pool 7% 11/15/2031  | 62 | 64 |
| Ginnie Mae I Pool 7% 11/15/2032  | 2009 | 2073 |
| Ginnie Mae I Pool 7% 12/15/2025  | 23 | 23 |
| Ginnie Mae I Pool 7% 12/15/2026  | 15 | 15 |
| Ginnie Mae I Pool 7% 12/15/2027  | 1329 | 1346 |
| Ginnie Mae I Pool 7% 12/15/2027  | 966 | 979 |
| Ginnie Mae I Pool 7% 12/15/2027  | 367 | 371 |
| Ginnie Mae I Pool 7% 12/15/2027  | 219 | 221 |
| Ginnie Mae I Pool 7% 12/15/2027  | 149 | 151 |
| Ginnie Mae I Pool 7% 12/15/2027  | 109 | 111 |
| Ginnie Mae I Pool 7% 12/15/2027  | 33 | 33 |
| Ginnie Mae I Pool 7% 12/15/2028  | 4940 | 5033 |
| Ginnie Mae I Pool 7% 12/15/2028  | 1775 | 1808 |
| Ginnie Mae I Pool 7% 12/15/2028  | 1508 | 1536 |
| Ginnie Mae I Pool 7% 12/15/2028  | 775 | 790 |
| Ginnie Mae I Pool 7% 12/15/2028  | 646 | 655 |
| Ginnie Mae I Pool 7% 12/15/2028  | 280 | 284 |
| Ginnie Mae I Pool 7% 12/15/2028  | 263 | 266 |
| Ginnie Mae I Pool 7% 12/15/2028  | 119 | 121 |
| Ginnie Mae I Pool 7% 12/15/2028  | 31 | 31 |
| Ginnie Mae I Pool 7% 12/15/2030  | 2133 | 2200 |
| Ginnie Mae I Pool 7% 12/15/2031  | 7739 | 8002 |
| Ginnie Mae I Pool 7% 12/15/2031  | 3947 | 4088 |
| Ginnie Mae I Pool 7% 12/15/2031  | 354 | 366 |
| Ginnie Mae I Pool 7% 2/15/2026  | 2 | 2 |
| Ginnie Mae I Pool 7% 2/15/2028  | 4538 | 4601 |
| Ginnie Mae I Pool 7% 2/15/2028  | 1983 | 2008 |
| Ginnie Mae I Pool 7% 2/15/2028  | 803 | 809 |
| Ginnie Mae I Pool 7% 2/15/2028  | 765 | 771 |
| Ginnie Mae I Pool 7% 2/15/2028  | 706 | 716 |
| Ginnie Mae I Pool 7% 2/15/2028  | 577 | 586 |
| Ginnie Mae I Pool 7% 2/15/2028  | 510 | 517 |
| Ginnie Mae I Pool 7% 2/15/2028  | 333 | 335 |
| Ginnie Mae I Pool 7% 2/15/2028  | 262 | 266 |
| Ginnie Mae I Pool 7% 2/15/2028  | 151 | 152 |
| Ginnie Mae I Pool 7% 2/15/2028  | 83 | 84 |
| Ginnie Mae I Pool 7% 2/15/2028  | 78 | 79 |
| Ginnie Mae I Pool 7% 2/15/2028  | 66 | 67 |
| Ginnie Mae I Pool 7% 2/15/2028  | 50 | 51 |
| Ginnie Mae I Pool 7% 2/15/2028  | 33 | 33 |
| Ginnie Mae I Pool 7% 2/15/2028  | 28 | 28 |
| Ginnie Mae I Pool 7% 2/15/2029  | 321 | 328 |
| Ginnie Mae I Pool 7% 2/15/2029  | 278 | 281 |
| Ginnie Mae I Pool 7% 2/15/2029  | 128 | 131 |
| Ginnie Mae I Pool 7% 2/15/2030  | 1194 | 1226 |
| Ginnie Mae I Pool 7% 2/15/2032  | 12939 | 13419 |
| Ginnie Mae I Pool 7% 2/15/2032  | 9650 | 9827 |
| Ginnie Mae I Pool 7% 2/15/2032  | 3571 | 3697 |
| Ginnie Mae I Pool 7% 2/15/2032  | 1213 | 1254 |
| Ginnie Mae I Pool 7% 2/15/2032  | 1078 | 1096 |
| Ginnie Mae I Pool 7% 2/15/2032  | 801 | 828 |
| Ginnie Mae I Pool 7% 2/15/2032  | 282 | 293 |
| Ginnie Mae I Pool 7% 3/15/2028  | 3043 | 3089 |
| Ginnie Mae I Pool 7% 3/15/2028  | 1743 | 1765 |
| Ginnie Mae I Pool 7% 3/15/2028  | 915 | 927 |
| Ginnie Mae I Pool 7% 3/15/2028  | 872 | 883 |
| Ginnie Mae I Pool 7% 3/15/2028  | 826 | 831 |
| Ginnie Mae I Pool 7% 3/15/2028  | 821 | 830 |
| Ginnie Mae I Pool 7% 3/15/2028  | 474 | 478 |
| Ginnie Mae I Pool 7% 3/15/2028  | 306 | 310 |
| Ginnie Mae I Pool 7% 3/15/2028  | 211 | 213 |
| Ginnie Mae I Pool 7% 3/15/2028  | 170 | 173 |
| Ginnie Mae I Pool 7% 3/15/2028  | 167 | 169 |
| Ginnie Mae I Pool 7% 3/15/2028  | 17 | 17 |
| Ginnie Mae I Pool 7% 3/15/2029  | 2249 | 2293 |
| Ginnie Mae I Pool 7% 3/15/2029  | 927 | 946 |
| Ginnie Mae I Pool 7% 3/15/2029  | 617 | 628 |
| Ginnie Mae I Pool 7% 3/15/2029  | 299 | 303 |
| Ginnie Mae I Pool 7% 3/15/2029  | 200 | 201 |
| Ginnie Mae I Pool 7% 3/15/2029  | 153 | 155 |
| Ginnie Mae I Pool 7% 3/15/2031  | 828 | 855 |
| Ginnie Mae I Pool 7% 3/15/2031  | 808 | 833 |
| Ginnie Mae I Pool 7% 3/15/2031  | 589 | 608 |
| Ginnie Mae I Pool 7% 3/15/2031  | 280 | 284 |
| Ginnie Mae I Pool 7% 3/15/2031  | 62 | 64 |
| Ginnie Mae I Pool 7% 3/15/2032  | 5110 | 5300 |
| Ginnie Mae I Pool 7% 3/15/2032  | 2346 | 2433 |
| Ginnie Mae I Pool 7% 3/15/2032  | 2216 | 2297 |
| Ginnie Mae I Pool 7% 3/15/2032  | 1231 | 1268 |
| Ginnie Mae I Pool 7% 3/15/2032  | 592 | 610 |
| Ginnie Mae I Pool 7% 3/15/2032  | 417 | 432 |
| Ginnie Mae I Pool 7% 3/15/2032  | 289 | 299 |
| Ginnie Mae I Pool 7% 3/15/2032  | 69 | 72 |
| Ginnie Mae I Pool 7% 4/15/2028  | 3012 | 3055 |
| Ginnie Mae I Pool 7% 4/15/2028  | 1542 | 1565 |
| Ginnie Mae I Pool 7% 4/15/2028  | 976 | 990 |
| Ginnie Mae I Pool 7% 4/15/2028  | 748 | 759 |
| Ginnie Mae I Pool 7% 4/15/2028  | 584 | 593 |
| Ginnie Mae I Pool 7% 4/15/2028  | 452 | 459 |
| Ginnie Mae I Pool 7% 4/15/2028  | 409 | 413 |
| Ginnie Mae I Pool 7% 4/15/2028  | 304 | 308 |
| Ginnie Mae I Pool 7% 4/15/2028  | 170 | 172 |
| Ginnie Mae I Pool 7% 4/15/2028  | 161 | 163 |
| Ginnie Mae I Pool 7% 4/15/2028  | 88 | 89 |
| Ginnie Mae I Pool 7% 4/15/2028  | 71 | 72 |
| Ginnie Mae I Pool 7% 4/15/2028  | 57 | 57 |
| Ginnie Mae I Pool 7% 4/15/2028  | 49 | 49 |
| Ginnie Mae I Pool 7% 4/15/2028  | 44 | 45 |
| Ginnie Mae I Pool 7% 4/15/2028  | 29 | 30 |
| Ginnie Mae I Pool 7% 4/15/2028  | 21 | 21 |
| Ginnie Mae I Pool 7% 4/15/2029  | 1555 | 1585 |
| Ginnie Mae I Pool 7% 4/15/2029  | 200 | 203 |
| Ginnie Mae I Pool 7% 4/15/2029  | 145 | 148 |
| Ginnie Mae I Pool 7% 4/15/2030  | 1057 | 1087 |
| Ginnie Mae I Pool 7% 4/15/2031  | 5778 | 5962 |
| Ginnie Mae I Pool 7% 4/15/2031  | 2463 | 2544 |
| Ginnie Mae I Pool 7% 4/15/2031  | 1424 | 1471 |
| Ginnie Mae I Pool 7% 4/15/2031  | 597 | 616 |
| Ginnie Mae I Pool 7% 4/15/2031  | 320 | 330 |
| Ginnie Mae I Pool 7% 4/15/2032  | 7362 | 7641 |
| Ginnie Mae I Pool 7% 4/15/2032  | 4159 | 4306 |
| Ginnie Mae I Pool 7% 4/15/2032  | 2858 | 2963 |
| Ginnie Mae I Pool 7% 4/15/2032  | 2670 | 2752 |
| Ginnie Mae I Pool 7% 4/15/2032  | 1279 | 1327 |
| Ginnie Mae I Pool 7% 4/15/2032  | 1154 | 1191 |
| Ginnie Mae I Pool 7% 4/15/2032  | 1026 | 1062 |
| Ginnie Mae I Pool 7% 4/15/2032  | 1016 | 1050 |
| Ginnie Mae I Pool 7% 4/15/2032  | 854 | 880 |
| Ginnie Mae I Pool 7% 4/15/2032  | 680 | 701 |
| Ginnie Mae I Pool 7% 4/15/2032  | 671 | 693 |
| Ginnie Mae I Pool 7% 4/15/2032  | 661 | 685 |
| Ginnie Mae I Pool 7% 4/15/2032  | 346 | 350 |
| Ginnie Mae I Pool 7% 4/20/2032  | 113433 | 118039 |
| Ginnie Mae I Pool 7% 5/15/2027  | 36 | 36 |
| Ginnie Mae I Pool 7% 5/15/2028  | 1390 | 1408 |
| Ginnie Mae I Pool 7% 5/15/2028  | 1236 | 1246 |
| Ginnie Mae I Pool 7% 5/15/2028  | 855 | 868 |
| Ginnie Mae I Pool 7% 5/15/2028  | 745 | 753 |
| Ginnie Mae I Pool 7% 5/15/2028  | 171 | 173 |
| Ginnie Mae I Pool 7% 5/15/2028  | 162 | 165 |
| Ginnie Mae I Pool 7% 5/15/2028  | 162 | 163 |
| Ginnie Mae I Pool 7% 5/15/2028  | 125 | 126 |
| Ginnie Mae I Pool 7% 5/15/2028  | 117 | 119 |
| Ginnie Mae I Pool 7% 5/15/2028  | 64 | 65 |
| Ginnie Mae I Pool 7% 5/15/2028  | 63 | 64 |
| Ginnie Mae I Pool 7% 5/15/2029  | 999 | 1022 |
| Ginnie Mae I Pool 7% 5/15/2029  | 368 | 375 |
| Ginnie Mae I Pool 7% 5/15/2030  | 809 | 825 |
| Ginnie Mae I Pool 7% 5/15/2031  | 2743 | 2817 |
| Ginnie Mae I Pool 7% 5/15/2031  | 1270 | 1312 |
| Ginnie Mae I Pool 7% 5/15/2031  | 729 | 739 |
| Ginnie Mae I Pool 7% 5/15/2031  | 357 | 363 |
| Ginnie Mae I Pool 7% 5/15/2032  | 11580 | 12019 |
| Ginnie Mae I Pool 7% 5/15/2032  | 3936 | 4062 |
| Ginnie Mae I Pool 7% 5/15/2032  | 3894 | 4044 |
| Ginnie Mae I Pool 7% 5/15/2032  | 3645 | 3762 |
| Ginnie Mae I Pool 7% 5/15/2032  | 1586 | 1613 |
| Ginnie Mae I Pool 7% 5/15/2032  | 1482 | 1531 |
| Ginnie Mae I Pool 7% 5/15/2032  | 1353 | 1401 |
| Ginnie Mae I Pool 7% 5/15/2032  | 1133 | 1163 |
| Ginnie Mae I Pool 7% 5/15/2032  | 1022 | 1061 |
| Ginnie Mae I Pool 7% 5/15/2032  | 907 | 942 |
| Ginnie Mae I Pool 7% 5/15/2032  | 892 | 926 |
| Ginnie Mae I Pool 7% 5/15/2032  | 880 | 912 |
| Ginnie Mae I Pool 7% 5/15/2032  | 795 | 819 |
| Ginnie Mae I Pool 7% 5/15/2032  | 301 | 311 |
| Ginnie Mae I Pool 7% 5/15/2032  | 268 | 278 |
| Ginnie Mae I Pool 7% 5/15/2032  | 115 | 119 |
| Ginnie Mae I Pool 7% 5/15/2032  | 87 | 90 |
| Ginnie Mae I Pool 7% 5/15/2032  | 64 | 67 |
| Ginnie Mae I Pool 7% 5/15/2032  | 28 | 29 |
| Ginnie Mae I Pool 7% 6/15/2028  | 3077 | 3122 |
| Ginnie Mae I Pool 7% 6/15/2028  | 2375 | 2410 |
| Ginnie Mae I Pool 7% 6/15/2028  | 1654 | 1678 |
| Ginnie Mae I Pool 7% 6/15/2028  | 1450 | 1469 |
| Ginnie Mae I Pool 7% 6/15/2028  | 1075 | 1092 |
| Ginnie Mae I Pool 7% 6/15/2028  | 695 | 705 |
| Ginnie Mae I Pool 7% 6/15/2028  | 612 | 620 |
| Ginnie Mae I Pool 7% 6/15/2028  | 527 | 535 |
| Ginnie Mae I Pool 7% 6/15/2028  | 508 | 515 |
| Ginnie Mae I Pool 7% 6/15/2028  | 462 | 469 |
| Ginnie Mae I Pool 7% 6/15/2028  | 437 | 443 |
| Ginnie Mae I Pool 7% 6/15/2028  | 412 | 417 |
| Ginnie Mae I Pool 7% 6/15/2028  | 320 | 325 |
| Ginnie Mae I Pool 7% 6/15/2028  | 262 | 266 |
| Ginnie Mae I Pool 7% 6/15/2028  | 183 | 186 |
| Ginnie Mae I Pool 7% 6/15/2028  | 157 | 160 |
| Ginnie Mae I Pool 7% 6/15/2028  | 156 | 158 |
| Ginnie Mae I Pool 7% 6/15/2028  | 98 | 98 |
| Ginnie Mae I Pool 7% 6/15/2028  | 76 | 77 |
| Ginnie Mae I Pool 7% 6/15/2028  | 36 | 36 |
| Ginnie Mae I Pool 7% 6/15/2028  | 23 | 24 |
| Ginnie Mae I Pool 7% 6/15/2029  | 1136 | 1162 |
| Ginnie Mae I Pool 7% 6/15/2029  | 511 | 523 |
| Ginnie Mae I Pool 7% 6/15/2029  | 354 | 361 |
| Ginnie Mae I Pool 7% 6/15/2029  | 318 | 325 |
| Ginnie Mae I Pool 7% 6/15/2029  | 15 | 15 |
| Ginnie Mae I Pool 7% 6/15/2031  | 7518 | 7769 |
| Ginnie Mae I Pool 7% 6/15/2031  | 3351 | 3464 |
| Ginnie Mae I Pool 7% 6/15/2031  | 2999 | 3102 |
| Ginnie Mae I Pool 7% 6/15/2031  | 1267 | 1310 |
| Ginnie Mae I Pool 7% 6/15/2031  | 76 | 78 |
| Ginnie Mae I Pool 7% 6/15/2032  | 23604 | 24481 |
| Ginnie Mae I Pool 7% 6/15/2032  | 23132 | 24017 |
| Ginnie Mae I Pool 7% 6/15/2032  | 14897 | 15467 |
| Ginnie Mae I Pool 7% 6/15/2032  | 10107 | 10435 |
| Ginnie Mae I Pool 7% 6/15/2032  | 7152 | 7420 |
| Ginnie Mae I Pool 7% 6/15/2032  | 6173 | 6407 |
| Ginnie Mae I Pool 7% 6/15/2032  | 3772 | 3919 |
| Ginnie Mae I Pool 7% 6/15/2032  | 3692 | 3823 |
| Ginnie Mae I Pool 7% 6/15/2032  | 2985 | 3076 |
| Ginnie Mae I Pool 7% 6/15/2032  | 2345 | 2431 |
| Ginnie Mae I Pool 7% 6/15/2032  | 2112 | 2194 |
| Ginnie Mae I Pool 7% 6/15/2032  | 1942 | 2006 |
| Ginnie Mae I Pool 7% 6/15/2032  | 1419 | 1460 |
| Ginnie Mae I Pool 7% 6/15/2032  | 1407 | 1455 |
| Ginnie Mae I Pool 7% 6/15/2032  | 942 | 974 |
| Ginnie Mae I Pool 7% 6/15/2032  | 807 | 836 |
| Ginnie Mae I Pool 7% 6/15/2032  | 798 | 828 |
| Ginnie Mae I Pool 7% 6/15/2032  | 573 | 592 |
| Ginnie Mae I Pool 7% 6/15/2032  | 363 | 376 |
| Ginnie Mae I Pool 7% 6/15/2032  | 173 | 178 |
| Ginnie Mae I Pool 7% 6/15/2032  | 31 | 32 |
| Ginnie Mae I Pool 7% 7/15/2028  | 1881 | 1906 |
| Ginnie Mae I Pool 7% 7/15/2028  | 1849 | 1877 |
| Ginnie Mae I Pool 7% 7/15/2028  | 1105 | 1121 |
| Ginnie Mae I Pool 7% 7/15/2028  | 938 | 941 |
| Ginnie Mae I Pool 7% 7/15/2028  | 898 | 912 |
| Ginnie Mae I Pool 7% 7/15/2028  | 720 | 731 |
| Ginnie Mae I Pool 7% 7/15/2028  | 364 | 370 |
| Ginnie Mae I Pool 7% 7/15/2028  | 353 | 358 |
| Ginnie Mae I Pool 7% 7/15/2028  | 350 | 353 |
| Ginnie Mae I Pool 7% 7/15/2028  | 303 | 308 |
| Ginnie Mae I Pool 7% 7/15/2028  | 302 | 307 |
| Ginnie Mae I Pool 7% 7/15/2028  | 284 | 288 |
| Ginnie Mae I Pool 7% 7/15/2028  | 284 | 287 |
| Ginnie Mae I Pool 7% 7/15/2028  | 275 | 276 |
| Ginnie Mae I Pool 7% 7/15/2028  | 178 | 181 |
| Ginnie Mae I Pool 7% 7/15/2028  | 172 | 174 |
| Ginnie Mae I Pool 7% 7/15/2028  | 127 | 129 |
| Ginnie Mae I Pool 7% 7/15/2028  | 126 | 126 |
| Ginnie Mae I Pool 7% 7/15/2028  | 104 | 105 |
| Ginnie Mae I Pool 7% 7/15/2028  | 88 | 88 |
| Ginnie Mae I Pool 7% 7/15/2028  | 73 | 75 |
| Ginnie Mae I Pool 7% 7/15/2028  | 29 | 29 |
| Ginnie Mae I Pool 7% 7/15/2028  | 5 | 5 |
| Ginnie Mae I Pool 7% 7/15/2029  | 1402 | 1433 |
| Ginnie Mae I Pool 7% 7/15/2029  | 1144 | 1164 |
| Ginnie Mae I Pool 7% 7/15/2029  | 709 | 723 |
| Ginnie Mae I Pool 7% 7/15/2029  | 683 | 697 |
| Ginnie Mae I Pool 7% 7/15/2029  | 121 | 123 |
| Ginnie Mae I Pool 7% 7/15/2029  | 29 | 30 |
| Ginnie Mae I Pool 7% 7/15/2030  | 1130 | 1153 |
| Ginnie Mae I Pool 7% 7/15/2031  | 5123 | 5292 |
| Ginnie Mae I Pool 7% 7/15/2031  | 5096 | 5274 |
| Ginnie Mae I Pool 7% 7/15/2031  | 3517 | 3627 |
| Ginnie Mae I Pool 7% 7/15/2031  | 1426 | 1467 |
| Ginnie Mae I Pool 7% 7/15/2031  | 475 | 488 |
| Ginnie Mae I Pool 7% 7/15/2031  | 209 | 216 |
| Ginnie Mae I Pool 7% 7/15/2031  | 37 | 38 |
| Ginnie Mae I Pool 7% 7/15/2031  | 16 | 16 |
| Ginnie Mae I Pool 7% 7/15/2032  | 13857 | 14372 |
| Ginnie Mae I Pool 7% 7/15/2032  | 12423 | 12852 |
| Ginnie Mae I Pool 7% 7/15/2032  | 2758 | 2866 |
| Ginnie Mae I Pool 7% 7/15/2032  | 2317 | 2389 |
| Ginnie Mae I Pool 7% 7/15/2032  | 2170 | 2255 |
| Ginnie Mae I Pool 7% 7/15/2032  | 1714 | 1770 |
| Ginnie Mae I Pool 7% 7/15/2032  | 1521 | 1570 |
| Ginnie Mae I Pool 7% 7/15/2032  | 1453 | 1502 |
| Ginnie Mae I Pool 7% 7/15/2032  | 199 | 206 |
| Ginnie Mae I Pool 7% 7/15/2032  | 144 | 149 |
| Ginnie Mae I Pool 7% 8/15/2028  | 832 | 841 |
| Ginnie Mae I Pool 7% 8/15/2028  | 125 | 128 |
| Ginnie Mae I Pool 7% 8/15/2029  | 283 | 287 |
| Ginnie Mae I Pool 7% 8/15/2029  | 169 | 170 |
| Ginnie Mae I Pool 7% 8/15/2029  | 34 | 35 |
| Ginnie Mae I Pool 7% 8/15/2031  | 4304 | 4451 |
| Ginnie Mae I Pool 7% 8/15/2031  | 2680 | 2774 |
| Ginnie Mae I Pool 7% 8/15/2031  | 1244 | 1287 |
| Ginnie Mae I Pool 7% 8/15/2031  | 784 | 811 |
| Ginnie Mae I Pool 7% 8/15/2031  | 684 | 707 |
| Ginnie Mae I Pool 7% 8/15/2031  | 212 | 219 |
| Ginnie Mae I Pool 7% 8/15/2031  | 188 | 194 |
| Ginnie Mae I Pool 7% 8/15/2031  | 78 | 80 |
| Ginnie Mae I Pool 7% 8/15/2031  | 77 | 78 |
| Ginnie Mae I Pool 7% 8/15/2032  | 3667 | 3789 |
| Ginnie Mae I Pool 7% 8/15/2032  | 2200 | 2261 |
| Ginnie Mae I Pool 7% 8/15/2032  | 1351 | 1403 |
| Ginnie Mae I Pool 7% 8/15/2032  | 1155 | 1198 |
| Ginnie Mae I Pool 7% 8/15/2032  | 848 | 881 |
| Ginnie Mae I Pool 7% 8/15/2032  | 758 | 784 |
| Ginnie Mae I Pool 7% 8/15/2032  | 669 | 693 |
| Ginnie Mae I Pool 7% 8/15/2032  | 374 | 377 |
| Ginnie Mae I Pool 7% 9/15/2027  | 101 | 102 |
| Ginnie Mae I Pool 7% 9/15/2028  | 1571 | 1597 |
| Ginnie Mae I Pool 7% 9/15/2028  | 1532 | 1559 |
| Ginnie Mae I Pool 7% 9/15/2028  | 1259 | 1278 |
| Ginnie Mae I Pool 7% 9/15/2028  | 755 | 766 |
| Ginnie Mae I Pool 7% 9/15/2028  | 359 | 365 |
| Ginnie Mae I Pool 7% 9/15/2028  | 315 | 318 |
| Ginnie Mae I Pool 7% 9/15/2028  | 256 | 258 |
| Ginnie Mae I Pool 7% 9/15/2028  | 228 | 232 |
| Ginnie Mae I Pool 7% 9/15/2028  | 206 | 209 |
| Ginnie Mae I Pool 7% 9/15/2028  | 187 | 189 |
| Ginnie Mae I Pool 7% 9/15/2028  | 177 | 179 |
| Ginnie Mae I Pool 7% 9/15/2028  | 133 | 135 |
| Ginnie Mae I Pool 7% 9/15/2028  | 77 | 79 |
| Ginnie Mae I Pool 7% 9/15/2029  | 181 | 182 |
| Ginnie Mae I Pool 7% 9/15/2030  | 2186 | 2254 |
| Ginnie Mae I Pool 7% 9/15/2031  | 8712 | 8964 |
| Ginnie Mae I Pool 7% 9/15/2031  | 4994 | 5168 |
| Ginnie Mae I Pool 7% 9/15/2031  | 4156 | 4301 |
| Ginnie Mae I Pool 7% 9/15/2031  | 3317 | 3431 |
| Ginnie Mae I Pool 7% 9/15/2031  | 2710 | 2805 |
| Ginnie Mae I Pool 7% 9/15/2031  | 1765 | 1826 |
| Ginnie Mae I Pool 7% 9/15/2031  | 1239 | 1278 |
| Ginnie Mae I Pool 7% 9/15/2031  | 471 | 485 |
| Ginnie Mae I Pool 7% 9/15/2031  | 361 | 374 |
| Ginnie Mae I Pool 7% 9/15/2031  | 119 | 123 |
| Ginnie Mae I Pool 7% 9/15/2031  | 38 | 40 |
| Ginnie Mae I Pool 7.5% 1/15/2027  | 18 | 18 |
| Ginnie Mae I Pool 7.5% 1/15/2028  | 1072 | 1087 |
| Ginnie Mae I Pool 7.5% 1/15/2031  | 737 | 766 |
| Ginnie Mae I Pool 7.5% 1/15/2031  | 232 | 241 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 2569 | 2596 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 1989 | 2024 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 1543 | 1572 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 1480 | 1507 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 531 | 539 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 300 | 306 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 207 | 211 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 186 | 189 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 157 | 159 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 143 | 145 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 133 | 134 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 121 | 123 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 91 | 91 |
| Ginnie Mae I Pool 7.5% 10/15/2028  | 343 | 351 |
| Ginnie Mae I Pool 7.5% 10/15/2028  | 163 | 167 |
| Ginnie Mae I Pool 7.5% 11/15/2025  | 99 | 99 |
| Ginnie Mae I Pool 7.5% 11/15/2025  | 87 | 87 |
| Ginnie Mae I Pool 7.5% 11/15/2025  | 30 | 30 |
| Ginnie Mae I Pool 7.5% 11/15/2025  | 14 | 14 |
| Ginnie Mae I Pool 7.5% 11/15/2025  | 3 | 3 |
| Ginnie Mae I Pool 7.5% 11/15/2027  | 174 | 177 |
| Ginnie Mae I Pool 7.5% 11/15/2027  | 120 | 122 |
| Ginnie Mae I Pool 7.5% 11/15/2027  | 105 | 106 |
| Ginnie Mae I Pool 7.5% 11/15/2029  | 222 | 230 |
| Ginnie Mae I Pool 7.5% 12/15/2026  | 3 | 3 |
| Ginnie Mae I Pool 7.5% 12/15/2027  | 1046 | 1067 |
| Ginnie Mae I Pool 7.5% 12/15/2027  | 783 | 795 |
| Ginnie Mae I Pool 7.5% 12/15/2027  | 655 | 667 |
| Ginnie Mae I Pool 7.5% 12/15/2027  | 342 | 346 |
| Ginnie Mae I Pool 7.5% 12/15/2027  | 159 | 162 |
| Ginnie Mae I Pool 7.5% 12/15/2027  | 93 | 95 |
| Ginnie Mae I Pool 7.5% 12/15/2027  | 75 | 75 |
| Ginnie Mae I Pool 7.5% 12/15/2027  | 49 | 49 |
| Ginnie Mae I Pool 7.5% 12/15/2027  | 22 | 23 |
| Ginnie Mae I Pool 7.5% 12/15/2027  | 20 | 20 |
| Ginnie Mae I Pool 7.5% 12/15/2028  | 148 | 151 |
| Ginnie Mae I Pool 7.5% 2/15/2027  | 237 | 239 |
| Ginnie Mae I Pool 7.5% 2/15/2027  | 123 | 125 |
| Ginnie Mae I Pool 7.5% 3/15/2026  | 34 | 34 |
| Ginnie Mae I Pool 7.5% 3/15/2026  | 18 | 18 |
| Ginnie Mae I Pool 7.5% 3/15/2027  | 82 | 83 |
| Ginnie Mae I Pool 7.5% 3/15/2028  | 738 | 755 |
| Ginnie Mae I Pool 7.5% 3/15/2031  | 2533 | 2653 |
| Ginnie Mae I Pool 7.5% 4/15/2027  | 873 | 881 |
| Ginnie Mae I Pool 7.5% 4/15/2027  | 385 | 389 |
| Ginnie Mae I Pool 7.5% 4/15/2027  | 249 | 252 |
| Ginnie Mae I Pool 7.5% 4/15/2027  | 200 | 202 |
| Ginnie Mae I Pool 7.5% 4/15/2027  | 188 | 190 |
| Ginnie Mae I Pool 7.5% 4/15/2027  | 137 | 139 |
| Ginnie Mae I Pool 7.5% 4/15/2027  | 69 | 70 |
| Ginnie Mae I Pool 7.5% 4/15/2027  | 37 | 37 |
| Ginnie Mae I Pool 7.5% 4/15/2028  | 86 | 88 |
| Ginnie Mae I Pool 7.5% 4/15/2028  | 13 | 13 |
| Ginnie Mae I Pool 7.5% 5/15/2027  | 496 | 500 |
| Ginnie Mae I Pool 7.5% 5/15/2027  | 152 | 154 |
| Ginnie Mae I Pool 7.5% 5/15/2027  | 95 | 96 |
| Ginnie Mae I Pool 7.5% 5/15/2027  | 16 | 17 |
| Ginnie Mae I Pool 7.5% 6/15/2027  | 1878 | 1900 |
| Ginnie Mae I Pool 7.5% 6/15/2027  | 463 | 467 |
| Ginnie Mae I Pool 7.5% 6/15/2027  | 195 | 197 |
| Ginnie Mae I Pool 7.5% 6/15/2027  | 84 | 85 |
| Ginnie Mae I Pool 7.5% 6/15/2027  | 72 | 73 |
| Ginnie Mae I Pool 7.5% 6/15/2027  | 55 | 55 |
| Ginnie Mae I Pool 7.5% 6/15/2027  | 1 | 1 |
| Ginnie Mae I Pool 7.5% 6/15/2029  | 55 | 55 |
| Ginnie Mae I Pool 7.5% 7/15/2027  | 2218 | 2252 |
| Ginnie Mae I Pool 7.5% 7/15/2027  | 1029 | 1042 |
| Ginnie Mae I Pool 7.5% 7/15/2027  | 988 | 997 |
| Ginnie Mae I Pool 7.5% 7/15/2027  | 799 | 812 |
| Ginnie Mae I Pool 7.5% 7/15/2027  | 525 | 532 |
| Ginnie Mae I Pool 7.5% 7/15/2027  | 344 | 347 |
| Ginnie Mae I Pool 7.5% 7/15/2027  | 157 | 159 |
| Ginnie Mae I Pool 7.5% 7/15/2027  | 126 | 127 |
| Ginnie Mae I Pool 7.5% 7/15/2027  | 89 | 90 |
| Ginnie Mae I Pool 7.5% 7/15/2028  | 4158 | 4260 |
| Ginnie Mae I Pool 7.5% 7/15/2029  | 1493 | 1545 |
| Ginnie Mae I Pool 7.5% 7/15/2029  | 686 | 704 |
| Ginnie Mae I Pool 7.5% 8/15/2027  | 1235 | 1255 |
| Ginnie Mae I Pool 7.5% 8/15/2027  | 443 | 450 |
| Ginnie Mae I Pool 7.5% 8/15/2027  | 261 | 263 |
| Ginnie Mae I Pool 7.5% 8/15/2027  | 141 | 143 |
| Ginnie Mae I Pool 7.5% 8/15/2027  | 138 | 140 |
| Ginnie Mae I Pool 7.5% 8/15/2027  | 105 | 106 |
| Ginnie Mae I Pool 7.5% 8/15/2027  | 32 | 32 |
| Ginnie Mae I Pool 7.5% 8/15/2028  | 2106 | 2162 |
| Ginnie Mae I Pool 7.5% 8/15/2028  | 911 | 935 |
| Ginnie Mae I Pool 7.5% 8/15/2028  | 330 | 337 |
| Ginnie Mae I Pool 7.5% 8/15/2028  | 98 | 98 |
| Ginnie Mae I Pool 7.5% 8/15/2029  | 174 | 180 |
| Ginnie Mae I Pool 7.5% 9/15/2027  | 2566 | 2612 |
| Ginnie Mae I Pool 7.5% 9/15/2027  | 238 | 242 |
| Ginnie Mae I Pool 7.5% 9/15/2027  | 124 | 126 |
| Ginnie Mae I Pool 7.5% 9/15/2027  | 87 | 87 |
| Ginnie Mae I Pool 7.5% 9/15/2027  | 64 | 64 |
| Ginnie Mae I Pool 7.5% 9/15/2027  | 5 | 5 |
| Ginnie Mae I Pool 7.5% 9/15/2028  | 2492 | 2557 |
| Ginnie Mae I Pool 7.5% 9/15/2028  | 1410 | 1433 |
| Ginnie Mae I Pool 7.5% 9/15/2031  | 5689 | 5917 |
| Ginnie Mae I Pool 8% 1/15/2028  | 1396 | 1420 |
| Ginnie Mae I Pool 8% 10/15/2025  | 1 | 1 |
| Ginnie Mae I Pool 8% 10/15/2029  | 421 | 433 |
| Ginnie Mae I Pool 8% 11/15/2027  | 310 | 315 |
| Ginnie Mae I Pool 8% 12/15/2027  | 1520 | 1543 |
| Ginnie Mae I Pool 8% 12/15/2027  | 546 | 553 |
| Ginnie Mae I Pool 8% 12/15/2027  | 452 | 457 |
| Ginnie Mae I Pool 8% 12/15/2027  | 179 | 181 |
| Ginnie Mae I Pool 8% 4/15/2026  | 69 | 69 |
| Ginnie Mae I Pool 8% 7/15/2027  | 505 | 512 |
| Ginnie Mae I Pool 8% 8/15/2027  | 213 | 215 |
| Ginnie Mae I Pool 8% 8/15/2027  | 143 | 145 |
| Ginnie Mae I Pool 8% 9/15/2026  | 30 | 30 |
| Ginnie Mae I Pool 8% 9/15/2029  | 188 | 193 |
| Ginnie Mae I Pool 8.5% 1/15/2031  | 6984 | 7256 |
| Ginnie Mae I Pool 8.5% 10/15/2028  | 238 | 242 |
| Ginnie Mae I Pool 8.5% 11/15/2027  | 152 | 155 |
| Ginnie Mae I Pool 8.5% 11/15/2027  | 128 | 130 |
| Ginnie Mae I Pool 8.5% 12/15/2029  | 378 | 388 |
| Ginnie Mae I Pool 8.5% 7/15/2030  | 582 | 601 |
| Ginnie Mae I Pool 8.5% 8/15/2029  | 503 | 515 |
| Ginnie Mae II Pool 2% 1/20/2051  | 95071449 | 77875905 |
| Ginnie Mae II Pool 2% 10/1/2055 (f) | 194975000 | 159572512 |
| Ginnie Mae II Pool 2% 11/20/2050  | 28176133 | 23079925 |
| Ginnie Mae II Pool 2% 12/20/2050  | 29268635 | 23967966 |
| Ginnie Mae II Pool 2% 12/20/2051  | 111718 | 91494 |
| Ginnie Mae II Pool 2% 2/20/2051  | 61813057 | 50632948 |
| Ginnie Mae II Pool 2% 4/20/2051  | 2262685 | 1853434 |
| Ginnie Mae II Pool 2% 9/1/2055 (f) | 529900000 | 433787163 |
| Ginnie Mae II Pool 2% 9/20/2050  | 15309168 | 12544987 |
| Ginnie Mae II Pool 2.5% 11/20/2051  | 6451016 | 5496767 |
| Ginnie Mae II Pool 2.5% 12/20/2051  | 45724287 | 38960645 |
| Ginnie Mae II Pool 2.5% 3/20/2052  | 6152805 | 5243629 |
| Ginnie Mae II Pool 2.5% 5/20/2052  | 37870862 | 32274833 |
| Ginnie Mae II Pool 2.5% 6/20/2051  | 10411136 | 8871097 |
| Ginnie Mae II Pool 2.5% 6/20/2052  | 18269817 | 15575867 |
| Ginnie Mae II Pool 2.5% 7/20/2051  | 44722316 | 38106888 |
| Ginnie Mae II Pool 2.5% 8/20/2053  | 198519 | 169433 |
| Ginnie Mae II Pool 2.5% 9/1/2055 (f) | 101100000 | 86116859 |
| Ginnie Mae II Pool 3% 1/20/2032  | 3048030 | 2974168 |
| Ginnie Mae II Pool 3% 1/20/2043  | 3825962 | 3504235 |
| Ginnie Mae II Pool 3% 10/20/2031  | 1003691 | 979835 |
| Ginnie Mae II Pool 3% 10/20/2043  | 49844 | 45510 |
| Ginnie Mae II Pool 3% 11/20/2031  | 1070382 | 1044441 |
| Ginnie Mae II Pool 3% 12/20/2031  | 1625136 | 1586133 |
| Ginnie Mae II Pool 3% 12/20/2042  | 54060 | 49512 |
| Ginnie Mae II Pool 3% 12/20/2046  | 19135579 | 17187659 |
| Ginnie Mae II Pool 3% 12/20/2054  | 570346 | 505692 |
| Ginnie Mae II Pool 3% 2/20/2031  | 130431 | 127619 |
| Ginnie Mae II Pool 3% 3/20/2031  | 263212 | 257405 |
| Ginnie Mae II Pool 3% 3/20/2050  | 7161002 | 6362670 |
| Ginnie Mae II Pool 3% 3/20/2052  | 7997462 | 7087760 |
| Ginnie Mae II Pool 3% 4/20/2031  | 981931 | 960267 |
| Ginnie Mae II Pool 3% 4/20/2052  | 132838536 | 117728312 |
| Ginnie Mae II Pool 3% 5/20/2031  | 2098336 | 2051512 |
| Ginnie Mae II Pool 3% 5/20/2052  | 94016037 | 83321826 |
| Ginnie Mae II Pool 3% 7/20/2031  | 27540 | 26906 |
| Ginnie Mae II Pool 3% 8/20/2031  | 320638 | 313247 |
| Ginnie Mae II Pool 3% 8/20/2042  | 7503 | 6879 |
| Ginnie Mae II Pool 3% 9/20/2031  | 128814 | 125814 |
| Ginnie Mae II Pool 3.5% 1/20/2042  | 4798 | 4502 |
| Ginnie Mae II Pool 3.5% 1/20/2044  | 7590 | 7065 |
| Ginnie Mae II Pool 3.5% 10/20/2040  | 1999 | 1881 |
| Ginnie Mae II Pool 3.5% 10/20/2041  | 3343 | 3137 |
| Ginnie Mae II Pool 3.5% 11/20/2041  | 313921 | 294623 |
| Ginnie Mae II Pool 3.5% 11/20/2043  | 3000 | 2797 |
| Ginnie Mae II Pool 3.5% 12/20/2041  | 6485450 | 6086867 |
| Ginnie Mae II Pool 3.5% 2/20/2043  | 98759 | 92329 |
| Ginnie Mae II Pool 3.5% 3/20/2043  | 98493 | 92056 |
| Ginnie Mae II Pool 3.5% 4/20/2043  | 126213 | 117934 |
| Ginnie Mae II Pool 3.5% 4/20/2046  | 180937 | 166977 |
| Ginnie Mae II Pool 3.5% 5/20/2043  | 5710433 | 5311639 |
| Ginnie Mae II Pool 3.5% 5/20/2046  | 249951 | 230666 |
| Ginnie Mae II Pool 3.5% 5/20/2046  | 63385 | 58495 |
| Ginnie Mae II Pool 3.5% 8/20/2043  | 3439 | 3210 |
| Ginnie Mae II Pool 3.5% 9/20/2043  | 745931 | 695763 |
| Ginnie Mae II Pool 4% 1/20/2041  | 874822 | 847924 |
| Ginnie Mae II Pool 4% 1/20/2042  | 457952 | 442992 |
| Ginnie Mae II Pool 4% 1/20/2046  | 91865 | 87854 |
| Ginnie Mae II Pool 4% 10/1/2055 (f) | 12300000 | 11467463 |
| Ginnie Mae II Pool 4% 10/20/2040  | 500686 | 485400 |
| Ginnie Mae II Pool 4% 10/20/2041  | 5011747 | 4850430 |
| Ginnie Mae II Pool 4% 11/20/2040  | 5732026 | 5556395 |
| Ginnie Mae II Pool 4% 11/20/2041  | 19672 | 19032 |
| Ginnie Mae II Pool 4% 2/20/2041  | 126531 | 122623 |
| Ginnie Mae II Pool 4% 3/20/2041  | 528479 | 512141 |
| Ginnie Mae II Pool 4% 3/20/2047  | 385141 | 367599 |
| Ginnie Mae II Pool 4% 4/20/2042  | 119175 | 115218 |
| Ginnie Mae II Pool 4% 4/20/2043  | 2643 | 2554 |
| Ginnie Mae II Pool 4% 4/20/2047  | 25470025 | 24309980 |
| Ginnie Mae II Pool 4% 5/20/2046  | 1794851 | 1715347 |
| Ginnie Mae II Pool 4% 6/20/2042  | 7785 | 7524 |
| Ginnie Mae II Pool 4% 7/20/2033  | 1911 | 1879 |
| Ginnie Mae II Pool 4% 8/20/2041  | 59570 | 57659 |
| Ginnie Mae II Pool 4% 8/20/2043  | 393805 | 379656 |
| Ginnie Mae II Pool 4% 8/20/2048  | 4510043 | 4283490 |
| Ginnie Mae II Pool 4% 9/1/2055 (f) | 24600000 | 22940691 |
| Ginnie Mae II Pool 4% 9/20/2040  | 2567571 | 2489079 |
| Ginnie Mae II Pool 4.5% 1/20/2041  | 567772 | 564819 |
| Ginnie Mae II Pool 4.5% 10/1/2055 (f) | 23325000 | 22446832 |
| Ginnie Mae II Pool 4.5% 10/20/2035  | 5328 | 5315 |
| Ginnie Mae II Pool 4.5% 10/20/2039  | 6069 | 5953 |
| Ginnie Mae II Pool 4.5% 10/20/2040  | 120203 | 119593 |
| Ginnie Mae II Pool 4.5% 10/20/2040  | 85581 | 83934 |
| Ginnie Mae II Pool 4.5% 11/20/2040  | 160345 | 159518 |
| Ginnie Mae II Pool 4.5% 11/20/2040  | 35891 | 35167 |
| Ginnie Mae II Pool 4.5% 11/20/2054  | 64553552 | 62204145 |
| Ginnie Mae II Pool 4.5% 12/20/2039  | 33914 | 33276 |
| Ginnie Mae II Pool 4.5% 12/20/2040  | 18668 | 18293 |
| Ginnie Mae II Pool 4.5% 2/20/2041  | 2053992 | 2043223 |
| Ginnie Mae II Pool 4.5% 2/20/2041  | 1666 | 1632 |
| Ginnie Mae II Pool 4.5% 2/20/2055  | 3672528 | 3536285 |
| Ginnie Mae II Pool 4.5% 3/20/2036  | 41780 | 41668 |
| Ginnie Mae II Pool 4.5% 3/20/2041  | 136181 | 135467 |
| Ginnie Mae II Pool 4.5% 4/20/2035  | 2076 | 2070 |
| Ginnie Mae II Pool 4.5% 4/20/2040  | 16047 | 15733 |
| Ginnie Mae II Pool 4.5% 4/20/2041  | 933317 | 928379 |
| Ginnie Mae II Pool 4.5% 4/20/2055  | 24152301 | 23256303 |
| Ginnie Mae II Pool 4.5% 5/20/2040  | 143462 | 142762 |
| Ginnie Mae II Pool 4.5% 5/20/2041  | 2910853 | 2895325 |
| Ginnie Mae II Pool 4.5% 5/20/2042  | 2941 | 2925 |
| Ginnie Mae II Pool 4.5% 6/20/2033  | 19485 | 19441 |
| Ginnie Mae II Pool 4.5% 6/20/2039  | 6699 | 6576 |
| Ginnie Mae II Pool 4.5% 6/20/2040  | 15612 | 15319 |
| Ginnie Mae II Pool 4.5% 6/20/2041  | 2760308 | 2745345 |
| Ginnie Mae II Pool 4.5% 7/20/2039  | 1417 | 1404 |
| Ginnie Mae II Pool 4.5% 7/20/2040  | 231770 | 230611 |
| Ginnie Mae II Pool 4.5% 7/20/2040  | 1370 | 1344 |
| Ginnie Mae II Pool 4.5% 8/20/2040  | 26962 | 26828 |
| Ginnie Mae II Pool 4.5% 9/20/2040  | 1266314 | 1259885 |
| Ginnie Mae II Pool 5% 1/20/2055  | 50944172 | 50414291 |
| Ginnie Mae II Pool 5% 10/1/2055 (f) | 20000000 | 19770998 |
| Ginnie Mae II Pool 5% 12/20/2054  | 9759425 | 9670877 |
| Ginnie Mae II Pool 5% 5/20/2055  | 85413838 | 84525432 |
| Ginnie Mae II Pool 5% 9/1/2055 (f) | 40000000 | 39573248 |
| Ginnie Mae II Pool 5% 9/20/2033  | 917011 | 928364 |
| Ginnie Mae II Pool 5.5% 10/1/2055 (f) | 182825000 | 184009505 |
| Ginnie Mae II Pool 5.5% 12/20/2054  | 8802233 | 8871636 |
| Ginnie Mae II Pool 5.5% 9/1/2055 (f) | 365650000 | 368347510 |
| Ginnie Mae II Pool 6% 10/1/2055 (f) | 329575000 | 335841968 |
| Ginnie Mae II Pool 6% 11/20/2031  | 25555 | 26314 |
| Ginnie Mae II Pool 6% 12/20/2054  | 11813340 | 12045688 |
| Ginnie Mae II Pool 6% 5/20/2032  | 120566 | 124435 |
| Ginnie Mae II Pool 6% 9/1/2055 (f) | 644675000 | 657538137 |
| Ginnie Mae II Pool 6.5% 1/20/2032  | 1104 | 1142 |
| Ginnie Mae II Pool 6.5% 11/20/2031  | 4516 | 4672 |
| Ginnie Mae II Pool 6.5% 3/20/2031  | 5718 | 5898 |
| Ginnie Mae II Pool 6.5% 4/20/2031  | 700 | 722 |
| Ginnie Mae II Pool 6.5% 5/20/2055  | 21853100 | 22508980 |
| Ginnie Mae II Pool 6.5% 6/20/2031  | 647 | 668 |
| Ginnie Mae II Pool 6.5% 7/20/2031  | 811 | 839 |
| Ginnie Mae II Pool 6.5% 8/20/2031  | 787 | 813 |
| Ginnie Mae II Pool 7% 2/20/2032  | 34846 | 36314 |
| Ginnie Mae II Pool 7% 3/20/2032  | 17010 | 17735 |
| Uniform Mortgage Backed Securities 2% 10/1/2055 (f) | 555800000 | 441383401 |
| Uniform Mortgage Backed Securities 2% 9/1/2055 (f) | 919225000 | 729850310 |
| Uniform Mortgage Backed Securities 2.5% 10/1/2055 (f) | 116825000 | 97001258 |
| Uniform Mortgage Backed Securities 2.5% 9/1/2055 (f) | 183200000 | 152091779 |
| Uniform Mortgage Backed Securities 3% 9/1/2055 (f) | 3650000 | 3162382 |
| Uniform Mortgage Backed Securities 3.5% 10/1/2055 (f) | 60050000 | 54235004 |
| Uniform Mortgage Backed Securities 3.5% 9/1/2055 (f) | 117750000 | 106393566 |
| Uniform Mortgage Backed Securities 4% 10/1/2055 (f) | 41000000 | 38251717 |
| Uniform Mortgage Backed Securities 4% 9/1/2055 (f) | 80100000 | 74758956 |
| Uniform Mortgage Backed Securities 4.5% 10/1/2055 (f) | 77875000 | 74848217 |
| Uniform Mortgage Backed Securities 4.5% 9/1/2055 (f) | 98175000 | 94432078 |
| Uniform Mortgage Backed Securities 5.5% 9/1/2055 (f) | 120925000 | 121633548 |
| Uniform Mortgage Backed Securities 6% 10/1/2055 (f) | 16325000 | 16665530 |
| Uniform Mortgage Backed Securities 6% 9/1/2055 (f) | 52425000 | 53563608 |
| Uniform Mortgage Backed Securities 6.5% 9/1/2055 (f) | 229175000 | 237473633 |
| TOTAL UNITED STATES |  | 10736062814 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $10,977,082,093) |  | <br> **10736062814** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 43.8%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 43.8%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 43.8%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 43.8%** |
|  | Yield (%) (q) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bonds 1.75% 8/15/2041  | 1.94 to 2.00 | 238590000 | 158047236 |
| US Treasury Bonds 1.875% 11/15/2051  | 1.92 to 2.15 | 440986000 | 239992850 |
| US Treasury Bonds 2% 11/15/2041  | 1.95 to 2.18 | 311610000 | 213659778 |
| US Treasury Bonds 2% 8/15/2051  | 1.96 to 2.13 | 482950000 | 272564906 |
| US Treasury Bonds 2.25% 2/15/2052  | 2.29 to 2.47 | 196840000 | 117665724 |
| US Treasury Bonds 3% 2/15/2047  | 1.16 to 1.19 | 442997000 | 329063709 |
| US Treasury Bonds 3.25% 5/15/2042  | 3.39 to 3.44 | 163800000 | 134693508 |
| US Treasury Bonds 3.625% 2/15/2053  | 4.01 to 4.02 | 200000000 | 160085938 |
| US Treasury Bonds 3.625% 5/15/2053  | 3.91 to 4.29 | 150000000 | 119935547 |
| US Treasury Bonds 4% 11/15/2052  | 4.95 to 5.00 | 56211000 | 48240456 |
| US Treasury Bonds 4.125% 8/15/2053  | 4.20 to 5.00 | 811778000 | 710971660 |
| US Treasury Bonds 4.25% 2/15/2054  | 4.31 to 4.68 | 449203000 | 401896309 |
| US Treasury Bonds 4.25% 8/15/2054  | 3.96 | 48104000 | 43038048 |
| US Treasury Bonds 4.5% 11/15/2054  | 4.39 to 4.82 | 235200000 | 219553687 |
| US Treasury Bonds 4.625% 11/15/2044  | 4.61 to 5.12 | 67520000 | 65499675 |
| US Treasury Bonds 4.75% 5/15/2055  | 4.79 to 4.98 | 520549000 | 506396574 |
| US Treasury Bonds 5% 5/15/2045  | 4.91 | 2540000 | 2582465 |
| US Treasury Bonds Inflation-Indexed 2.375% 2/15/2055  | 2.58 to 2.66 | 25023946 | 23684437 |
| US Treasury Notes 2.75% 8/15/2032  | 2.75 to 2.79 | 478773000 | 444529508 |
| US Treasury Notes 2.875% 5/15/2032  | 2.97 to 3.02 | 580926000 | 545661979 |
| US Treasury Notes 3.125% 8/31/2029  | 3.34 to 3.35 | 150000000 | 147187500 |
| US Treasury Notes 3.375% 5/15/2033  | 3.73 to 3.83 | 1000000 | 958477 |
| US Treasury Notes 3.5% 2/15/2033  | 3.56 to 3.57 | 597900000 | 579542605 |
| US Treasury Notes 3.5% 9/30/2029  | 3.91 | 147300000 | 146511715 |
| US Treasury Notes 3.625% 8/31/2029  | 3.44 | 148800000 | 148730250 |
| US Treasury Notes 3.75% 4/15/2028  | 3.69 | 34930000 | 35063716 |
| US Treasury Notes 3.75% 5/15/2028  | 3.77 | 79250000 | 79579030 |
| US Treasury Notes 3.75% 8/31/2031  | 3.54 | 95000000 | 94625196 |
| US Treasury Notes 3.875% 11/30/2029  | 3.72 to 3.76 | 375000000 | 378193358 |
| US Treasury Notes 3.875% 6/30/2030  | 3.79 | 74000000 | 74607031 |
| US Treasury Notes 3.875% 8/15/2033  | 4.02 to 4.77 | 692088000 | 684842704 |
| US Treasury Notes 3.875% 8/15/2034  | 3.64 to 3.85 | 198000000 | 194132822 |
| US Treasury Notes 4% 10/31/2029  | 4.12 to 4.13 | 1270000000 | 1287164837 |
| US Treasury Notes 4% 2/15/2034  | 4.19 to 4.30 | 480000000 | 477187498 |
| US Treasury Notes 4% 2/28/2030  | 3.58 | 12900000 | 13080902 |
| US Treasury Notes 4% 4/30/2032  | 4.16 | 212000000 | 213225625 |
| US Treasury Notes 4% 5/31/2030  | 4.04 | 157000000 | 159177149 |
| US Treasury Notes 4% 6/30/2032  | 3.99 | 201000000 | 202036406 |
| US Treasury Notes 4% 7/31/2030 (n) | 4.05 to 4.06 | 500000000 | 506582030 |
| US Treasury Notes 4% 7/31/2032  | 3.92 to 4.11 | 277600000 | 278857875 |
| US Treasury Notes 4.125% 10/31/2031  | 4.13 to 4.14 | 91000000 | 92389883 |
| US Treasury Notes 4.125% 11/15/2032  | 3.50 to 3.53 | 515112000 | 520866769 |
| US Treasury Notes 4.125% 11/30/2029  | 4.08 | 468000000 | 476573905 |
| US Treasury Notes 4.125% 5/31/2032  | 4.05 to 4.23 | 116255000 | 117720522 |
| US Treasury Notes 4.125% 7/31/2031  | 3.85 | 175000000 | 177868425 |
| US Treasury Notes 4.25% 1/31/2030  | 4.34 to 4.37 | 215000000 | 220064258 |
| US Treasury Notes 4.25% 11/15/2034  | 4.30 to 4.33 | 557000000 | 560655313 |
| US Treasury Notes 4.25% 2/28/2031  | 4.20 to 4.31 | 380000000 | 389158593 |
| US Treasury Notes 4.25% 5/15/2035  | 4.23 to 4.46 | 480000000 | 481500000 |
| US Treasury Notes 4.375% 1/31/2032  | 4.44 | 602000000 | 618837188 |
| US Treasury Notes 4.375% 11/30/2030  | 4.28 to 4.34 | 580000000 | 597513280 |
| US Treasury Notes 4.5% 11/15/2033  | 3.88 to 3.95 | 450000000 | 464027346 |
| US Treasury Notes 4.625% 2/15/2035  | 4.29 | 128000000 | 132380006 |
| US Treasury Notes 4.625% 4/30/2031  | 4.70 to 4.71 | 276000000 | 287740781 |
| US Treasury Notes 4.75% 2/15/2045  | 4.42 to 4.97 | 125010000 | 123154383 |
| US Treasury Notes 4.875% 10/31/2030  | 4.07 to 4.83 | 558000000 | 587818125 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $17,345,550,803) |  |  | **16307319497** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 2.6%** | &nbsp;&nbsp;**Money Market Funds - 2.6%** | &nbsp;&nbsp;**Money Market Funds - 2.6%** | &nbsp;&nbsp;**Money Market Funds - 2.6%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (r)<br>(Cost $952,169,129)<br>| 4.36 | 951984946 | **952175343** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Purchased Swaptions - 0.1%** | &nbsp;&nbsp;**Purchased Swaptions - 0.1%** | &nbsp;&nbsp;**Purchased Swaptions - 0.1%** | &nbsp;&nbsp;**Purchased Swaptions - 0.1%** |
|  | Expiration<br> Date | Notional<br> Amount  | Value ($) |
| Put Swaptions - 0.0% |  |  |  |
| Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 4.108% and receive annually a floating rate based on US SOFR Index, expiring January 2036 | 1/28/2026 | 59960000 | 379322 |
| Option on an interest rate swap with Morgan Stanley Capital Services LLC to pay annually a fixed rate of 4.075% and receive annually a floating rate based on US SOFR Index, expiring April 2035 | 4/24/2030 | 10960000 | 376846 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.08% and receive annually a floating rate based on US SOFR Index, expiring April 2035 | 4/24/2030 | 32030000 | 1097934 |
| Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 4.03% and receive annually a floating rate based on US SOFR Index, expiring April 2035 | 4/25/2030 | 30100000 | 1057775 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.95% and receive annually a floating rate based on US SOFR Index, expiring May 2035 | 4/29/2030 | 25490000 | 934583 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.065% and receive annually a floating rate based on US SOFR Index, expiring May 2035 | 5/2/2030 | 30780000 | 1069619 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.01% and receive annually a floating rate based on US SOFR Index, expiring May 2035 | 5/7/2030 | 12810000 | 458661 |
| Option on an interest rate swap with JPMorgan Chase Bank NA to pay annually a fixed rate of 3.837% and receive annually a floating rate based on US SOFR Index, expiring July 2036 | 7/22/2026 | 23430000 | 542571 |
| Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 4.146% and receive annually a floating rate based on US SOFR Index, expiring August 2035 | 7/30/2030 | 59370000 | 2053359 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.8% and receive annually a floating rate based on US SOFR Index, expiring August 2036 | 8/10/2026 | 21270000 | 541372 |
| Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.804% and receive annually a floating rate based on US SOFR Index, expiring August 2036 | 8/25/2026 | 53660000 | 1397958 |
| TOTAL PUT SWAPTIONS |  |  | 9910000 |
| Call Swaptions - 0.1% |  |  |  |
| Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 4.108% and pay annually a floating rate based on US SOFR Index, expiring January 2036 | 1/28/2026 | 59960000 | 2416157 |
| Option on an interest rate swap with Morgan Stanley Capital Services LLC to receive annually a fixed rate of 4.075% and pay annually a floating rate based on US SOFR Index, expiring April 2035 | 4/24/2030 | 10960000 | 386364 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.08% and pay annually a floating rate based on US SOFR Index, expiring April 2035 | 4/24/2030 | 32030000 | 1131968 |
| Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 4.03% and pay annually a floating rate based on US SOFR Index, expiring April 2035 | 4/25/2030 | 30100000 | 1029204 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.95% and pay annually a floating rate based on US SOFR Index, expiring May 2035 | 4/29/2030 | 25490000 | 830512 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.065% and pay annually a floating rate based on US SOFR Index, expiring May 2035 | 5/2/2030 | 30780000 | 1077896 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.01% and pay annually a floating rate based on US SOFR Index, expiring May 2035 | 5/7/2030 | 12810000 | 434149 |
| Option on an interest rate swap with JPMorgan Chase Bank NA to receive annually a fixed rate of 3.837% and pay annually a floating rate based on US SOFR Index, expiring July 2036 | 7/22/2026 | 23430000 | 723222 |
| Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 4.146% and pay anually a floating rate based on US SOFR Index, expiring August 2035 | 7/30/2030 | 59370000 | 2153818 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.8% and pay annually a floating rate based on US SOFR Index, expiring August 2036 | 8/10/2026 | 21270000 | 629399 |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.804% and pay annually a floating rate based on US SOFR Index, expiring August 2036 | 8/25/2026 | 53660000 | 1612877 |
| TOTAL CALL SWAPTIONS |  |  | 12425566 |
| **TOTAL PURCHASED SWAPTIONS**<br> (Cost $25,426,682) |  |  | <br> **22335566** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 112.1%**<br> (Cost $43,298,969,989)<br>| <br>**41703361331** |
| **NET OTHER ASSETS (LIABILITIES) - (12.1)%**  | **(4469454582)** |
| **NET ASSETS - 100.0%** | **37233906749** |

---

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments**  | **TBA Sale Commitments**  | **TBA Sale Commitments**  |
|  | Principal<br> Amount (a) | Value ($) |
| U.S. Government Agency - Mortgage Securities |  |  |
| Ginnie Mae II Pool 2% 9/1/2055 | (389950000) | (319221181) |
| Ginnie Mae II Pool 4% 9/1/2055 | (24600000) | (22940691) |
| Ginnie Mae II Pool 4.5% 9/1/2055 | (23325000) | (22457764) |
| Ginnie Mae II Pool 5% 9/1/2055 | (40000000) | (39573248) |
| Ginnie Mae II Pool 5.5% 9/1/2055 | (365650000) | (368347510) |
| Ginnie Mae II Pool 6% 9/1/2055 | (506175000) | (516274659) |
| Uniform Mortgage Backed Securities 2% 9/1/2055 | (892975000) | (709008221) |
| Uniform Mortgage Backed Securities 2.5% 9/1/2055 | (196700000) | (163299416) |
| Uniform Mortgage Backed Securities 3.5% 9/1/2055 | (109850000) | (99255484) |
| Uniform Mortgage Backed Securities 4% 10/1/2055 | (13500000) | (12595077) |
| Uniform Mortgage Backed Securities 4% 9/1/2055 | (80100000) | (74758956) |
| Uniform Mortgage Backed Securities 4.5% 9/1/2055 | (98175000) | (94432078) |
| Uniform Mortgage Backed Securities 5.5% 9/1/2055 | (16000000) | (16093750) |
| Uniform Mortgage Backed Securities 6% 9/1/2055 | (32650000) | (33359119) |
| Uniform Mortgage Backed Securities 6.5% 9/1/2055 | (104350000) | (108128607) |
| TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES  |  | (2599745761) |
| **TOTAL TBA SALE COMMITMENTS**<br> (Proceeds $2,585,364,665) |  | <br> **(2599745761)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| CBOT 10Y US Treasury Notes Contracts (United States) | 7251 | 12/19/2025 | 815850797 | 4607394 | 4607394 |
| CBOT 2Y US Treasury Notes Contracts (United States) | 3279 | 12/31/2025 | 683953289 | 1265961 | 1265961 |
| CBOT 5Y US Treasury Notes Contracts (United States) | 6542 | 12/31/2025 | 716349000 | 3476026 | 3476026 |
| CBOT US Treasury Long Bond Contracts (United States) | 909 | 12/19/2025 | 103910063 | 569426 | 569426 |
| TOTAL PURCHASED |  |  |  |  | 9918807 |
| Sold |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| CBOT 10Y US Treasury Notes Contracts (United States) | 3015 | 12/19/2025 | 339234609 | (1937122) | (1937122) |
| CBOT 5Y US Treasury Notes Contracts (United States) | 1187 | 12/31/2025 | 129976500 | (641906) | (641906) |
| CBOT US Treasury Ultra Bond Contracts (United States) | 20 | 12/19/2025 | 2328750 | 8710 | 8710 |
| TOTAL SOLD |  |  |  |  | (2570318) |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **7348489** |
| The notional amount of futures purchased as a percentage of Net Assets is 6.2% | The notional amount of futures purchased as a percentage of Net Assets is 6.2% | The notional amount of futures purchased as a percentage of Net Assets is 6.2% | The notional amount of futures purchased as a percentage of Net Assets is 6.2% | The notional amount of futures purchased as a percentage of Net Assets is 6.2% | The notional amount of futures purchased as a percentage of Net Assets is 6.2% |
| The notional amount of futures sold as a percentage of Net Assets is 1.3% | The notional amount of futures sold as a percentage of Net Assets is 1.3% | The notional amount of futures sold as a percentage of Net Assets is 1.3% | The notional amount of futures sold as a percentage of Net Assets is 1.3% | The notional amount of futures sold as a percentage of Net Assets is 1.3% | The notional amount of futures sold as a percentage of Net Assets is 1.3% |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** |
| Underlying Reference | Rating(2) | Maturity <br> Date | Clearinghouse / <br> Counterparty | Fixed<br> Payment<br> Received/<br> (Paid) | Payment<br> Frequency | Notional<br> Amount(3)(1) | Value ($)(2) | Upfront<br> Premium<br> Received/<br> (Paid) ($) | Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| Buy Protection |  |  |  |  |  |  |  |  |  |
| CMBX AAA Series 13 Index |  | 12/16/2072 | Citigroup Global Markets Ltd | (0.5%) | Monthly | 2890000 | (10291) | (30235) | (40526) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Citigroup Global Markets Ltd | (3%) | Monthly | 1970000 | 315020 | (467018) | (151998) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly | 2520000 | 402970 | (618119) | (215149) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Goldman Sachs & Co LLC | (3%) | Monthly | 810000 | 129526 | (206541) | (77015) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Citigroup Global Markets Ltd | (3%) | Monthly | 1380000 | 220674 | (352069) | (131395) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Goldman Sachs & Co LLC | (3%) | Monthly | 1400000 | 223872 | (403867) | (179995) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | JPMorgan Securities LLC | (3%) | Monthly | 470000 | 75157 | (137969) | (62812) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Goldman Sachs & Co LLC | (3%) | Monthly | 2850000 | 455740 | (810003) | (354263) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Citigroup Global Markets Ltd | (3%) | Monthly | 150000 | 23986 | (41567) | (17581) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | JPMorgan Securities LLC | (3%) | Monthly | 1870000 | 299029 | (512249) | (213220) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Goldman Sachs & Co LLC | (3%) | Monthly | 1230000 | 196688 | (286297) | (89609) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly | 2430000 | 388578 | (564787) | (176209) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly | 690000 | 110337 | (165432) | (55095) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly | 1510000 | 241462 | (363819) | (122357) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Citigroup Global Markets Ltd | (3%) | Monthly | 190000 | 30383 | (41126) | (10743) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Citigroup Global Markets Ltd | (3%) | Monthly | 900000 | 143918 | (196235) | (52317) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Goldman Sachs & Co LLC | (3%) | Monthly | 220000 | 35180 | (54626) | (19446) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Citigroup Global Markets Ltd | (3%) | Monthly | 630000 | 100743 | (167959) | (67216) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly | 560000 | 89549 | (128438) | (38889) |
| CMBX BBB- Series 18 Index |  | 12/17/2057 | Goldman Sachs & Co LLC | (3%) | Monthly | 6100000 | 405446 | (231884) | 173562 |
| CMBX BBB- Series 18 Index |  | 12/17/2057 | Citigroup Global Markets Ltd | (3%) | Monthly | 2000000 | 132933 | (78212) | 54721 |
| CMBX BBB- Series 18 Index |  | 12/17/2057 | Goldman Sachs & Co LLC | (3%) | Monthly | 1000000 | 66467 | (38528) | 27939 |
| CMBX BBB- Series 18 Index |  | 12/17/2057 | Citigroup Global Markets Ltd | (3%) | Monthly | 7000000 | 465266 | (253374) | 211892 |
| CMBX BB Series 18 Index |  | 12/17/2057 | Morgan Stanley Capital Services LLC | (5%) | Monthly | 2800000 | 330202 | (181900) | 148302 |
| CMBX BB Series 18 Index |  | 12/17/2057 | JPMorgan Securities LLC | (5%) | Monthly | 2900000 | 341995 | (192123) | 149872 |
| CMBX BB Series 18 Index |  | 12/17/2057 | JPMorgan Securities LLC | (5%) | Monthly | 700000 | 82550 | (49647) | 32903 |
| CMBX BBB- Series 17 Index |  | 12/15/2056 | Citigroup Global Markets Ltd | (3%) | Monthly | 2195000 | 276790 | (274047) | 2743 |
| CMBX BBB- Series 18 Index |  | 12/17/2057 | JPMorgan Securities LLC | (3%) | Monthly | 2100000 | 139580 | (103574) | 36006 |
| CMBX BBB Series 15 Index |  | 11/18/2064 | Citigroup Global Markets Ltd | (3%) | Monthly | 1400000 | 197703 | (223179) | (25476) |
| CMBX BBB- Series 17 Index |  | 12/15/2056 | Goldman Sachs & Co LLC | (3%) | Monthly | 3800000 | 479182 | (614560) | (135378) |
| CMBX BB Series 18 Index |  | 12/17/2057 | Goldman Sachs & Co LLC | (5%) | Monthly | 600000 | 70758 | (89004) | (18246) |
| CMBX BBB- Series 17 Index |  | 12/15/2056 | Morgan Stanley Capital Services LLC | (3%) | Monthly | 1500000 | 189151 | (217033) | (27882) |
| CMBX BBB- Series 17 Index |  | 12/15/2056 | Morgan Stanley Capital Services LLC | (3%) | Monthly | 400000 | 50440 | (57457) | (7017) |
| CMBX BBB- Series 18 Index |  | 12/17/2057 | Citigroup Global Markets Ltd | (3%) | Monthly | 1500000 | 99700 | (111313) | (11613) |
| CMBX BBB- Series 17 Index |  | 12/15/2056 | Citigroup Global Markets Ltd | (3%) | Monthly | 2700000 | 340471 | (354427) | (13956) |
| CMBX BBB- Series 18 Index |  | 12/17/2057 | Goldman Sachs & Co LLC | (3%) | Monthly | 3100000 | 206046 | (222909) | (16863) |
| CMBX AAA Series 18 Index |  | 12/17/2057 | Citigroup Global Markets Ltd | (0.5%) | Monthly | 24600000 | (16421) | 23799 | 7378 |
| **TOTAL BUY PROTECTION** |  |  |  |  |  |  | 7330780 | (8817728) | (1486948) |
| Sell Protection |  |  |  |  |  |  |  |  |  |
| CMBX AAA Series 13 Index | NR | 12/16/2072 | Morgan Stanley Capital Services LLC | 0.5% | Monthly | 2890000 | 10291 | 65617 | 75908 |
| CMBX AAA Series 17 Index | NR | 12/15/2056 | Goldman Sachs & Co LLC | 0.5% | Monthly | 13200000 | (177170) | 288771 | 111601 |
| CMBX AAA Series 17 Index | NR | 12/15/2056 | Citigroup Global Markets Ltd | 0.5% | Monthly | 14800000 | (198646) | 358008 | 159362 |
| CMBX AAA Series 17 Index | NR | 12/15/2056 | Citigroup Global Markets Ltd | 0.5% | Monthly | 12125000 | (162742) | 295177 | 132435 |
| CMBX AAA Series 15 Index | NR | 11/18/2064 | Morgan Stanley Capital Services LLC | 0.5% | Monthly | 9899347 | (33044) | 151145 | 118101 |
| CMBX AAA Series 17 Index | NR | 12/15/2056 | Citigroup Global Markets Ltd | 0.5% | Monthly | 14000000 | (187908) | 278585 | 90677 |
| CMBX AAA Series 17 Index | NR | 12/15/2056 | Morgan Stanley Capital Services LLC | 0.5% | Monthly | 3100000 | (41608) | 49425 | 7817 |
| CMBX AAA Series 17 Index | NR | 12/15/2056 | Citigroup Global Markets Ltd | 0.5% | Monthly | 8500000 | (114087) | 132931 | 18844 |
| CMBX AAA Series 15 Index | NR | 11/18/2064 | Goldman Sachs & Co LLC | 0.5% | Monthly | 6399578 | (21362) | 48094 | 26732 |
| CMBX AAA Series 17 Index | NR | 12/15/2056 | Citigroup Global Markets Ltd | 0.5% | Monthly | 5100000 | (68452) | 79759 | 11307 |
| CMBX AAA Series 17 Index | NR | 12/15/2056 | Citigroup Global Markets Ltd | 0.5% | Monthly | 3800000 | (51004) | 50710 | (294) |
| CMBX AAA Series 17 Index | NR | 12/15/2056 | Citigroup Global Markets Ltd | 0.5% | Monthly | 7200000 | (96638) | 92327 | (4311) |
| CMBX AAA Series 17 Index | NR | 12/15/2056 | Citigroup Global Markets Ltd | 0.5% | Monthly | 17300000 | (232201) | 321505 | 89304 |
| CMBX AAA Series 17 Index | NR | 12/15/2056 | Goldman Sachs & Co LLC | 0.5% | Monthly | 10200000 | (136904) | 184178 | 47274 |
| CMBX AAA Series 17 Index | NR | 12/15/2056 | Goldman Sachs & Co LLC | 0.5% | Monthly | 9800000 | (131536) | 240593 | 109057 |
| CMBX AAA Series 17 Index | NR | 12/15/2056 | Goldman Sachs & Co LLC | 0.5% | Monthly | 600000 | (8053) | 16252 | 8199 |
| CMBX AAA Series 17 Index | NR | 12/15/2056 | Citigroup Global Markets Ltd | 0.5% | Monthly | 1600000 | (21475) | 27384 | 5909 |
| **TOTAL SELL PROTECTION** |  |  |  |  |  |  | (1672539) | 2680461 | 1007922 |
| **TOTAL CREDIT DEFAULT SWAPS** |  |  |  |  |  |  | **5658241** | **(6137267)** | **(479026)** |

---

(1)Notional amount is stated in U.S. Dollars unless otherwise noted.

(2)Ratings are presented for credit default swaps in which the Fund has sold protection on the underlying referenced debt. Ratings for an underlying index represent a weighted average of the ratings of all securities included in the index. The credit rating or value can be measures of the current payment/performance risk. Ratings are from Moody's Investors Service, Inc. Where Moody's® ratings are not available, S&P® ratings are disclosed and are indicated as such. All ratings are as of the report date and do not reflect subsequent changes.

(3)The notional amount of each credit default swap where the Fund has sold protection approximates the maximum potential amount of future payments that the Fund could be required to make if a credit event were to occur.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** |
| Payment Received | Payment<br> Frequency | Payment Paid | Payment<br> Frequency | Clearinghouse /<br> Counterparty(1) | Maturity<br> Date | Notional<br> Amount(3) | Value ($)<br>| Upfront<br> Premium<br> Received/<br> (Paid) ($)(2) | Unrealized <br> Appreciation/<br> (Depreciation) ($)<br>|
| U.S. SOFR Index(4) | Annual | 3.75% | Annual | LCH | 9/17/2030 | 24866000 | (376814) | 0 | (376814) |
| U.S. SOFR Index(4) | Annual | 3.75% | Annual | LCH | 9/17/2032 | 108877000 | (1209937) | 0 | (1209937) |
| U.S. SOFR Index(4) | Annual | 3.75% | Annual | LCH | 9/17/2028 | 608669000 | (5101289) | 0 | (5101289) |
| U.S. SOFR Index(4) | Annual | 3.75% | Annual | LCH | 9/17/2027 | 400547000 | (1946357) | 0 | (1946357) |
| U.S. SOFR Index(4) | Annual | 3.75% | Annual | LCH | 9/17/2029 | 212511000 | (2292815) | 0 | (2292815) |
| U.S. SOFR Index(4) | Annual | 3.75% | Annual | LCH | 9/17/2045 | 104771000 | (665822) | 0 | (665822) |
| **TOTAL INTEREST RATE SWAPS** |  |  |  |  |  |  | **(11593034)** | **0** | **(11593034)** |

---

(1)Swaps with LCH Clearnet Group (LCH) are centrally cleared swaps.

(2)Any premiums for centrally cleared swaps are recorded periodically throughout the term of the swap to variation margin and included in unrealized appreciation (depreciation).

(3)Notional amount is stated in U.S. Dollars unless otherwise noted.

(4)Represents floating rate.

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(c) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(d) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $6,026,013,563 or 16.2% of net assets.

(e) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $206,932 or 0.0% of net assets.

(f) Security or a portion of the security purchased on a delayed delivery or when-issued basis.

(g) Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.

(h) Interest Only (IO) security represents the right to receive only monthly interest payments on an underlying pool of assets. Principal shown is the outstanding par amount of the pool as of the end of the period.

(i) Principal Only Strips represent the right to receive the monthly principal payments.

(j) Represents an investment in an underlying pool of reverse mortgages which typically do not require regular principal and interest payments as repayment is deferred until a maturity event.

(k) Level 3 security

(l) Security is perpetual in nature with no stated maturity date.

(m) Security or a portion of the security was pledged to cover margin requirements for centrally cleared swaps. At period end, the value of securities pledged amounted to $36,690,295.

(n) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $29,767,188.

(o) Security or a portion of the security has been segregated as collateral for over the counter (OTC) derivatives. At period end, the value of securities pledged amounts to $2,986,812.

(p) Security or a portion of the security has been segregated as collateral for mortgage-backed or asset-backed securities purchased on a delayed delivery or when-issued basis. At period end, the value of securities pledged amounted to $238,977.

(q) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(r) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 501967787 | 9260246964 | 8810039408 | 39294151 | - | - | 952175343 | 951984946 | 1.8% |
| Fidelity Securities Lending Cash Central Fund | - | 4134514314 | 4134514314 | 252272 | - | - | - | - | 0.0% |
| Total | 501967787 | 13394761278 | 12944553722 | 39546423 | - | - | 952175343 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line item in the Statement of Operations, if applicable.

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

Amounts included in the purchases and sales proceeds columns may include in-kind transactions, if applicable.

**Investment Valuation**

The following is a summary of the inputs used, as of August 31, 2025, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** |
| **Description** | **Total ($)** | **Level 1 ($)** | **Level 2 ($)** | **Level 3 ($)** |
|  **<u>Investments in Securities:</u>** |  |  |  |  |
|  **Asset-Backed Securities** | 3221930764 | - | 3221930764 | - |
|  **Bank Notes** |  |  |  |  |
| Financials | 64722884 | - | 64722884 | - |
|  **Collateralized Mortgage Obligations** | 869480906 | - | 869480874 | 32 |
|  **Commercial Mortgage Securities** | 1647131408 | - | 1628946684 | 18184724 |
|  **Foreign Government and Government Agency Obligations** | 20992486 | - | 20992486 | - |
|  **Non-Convertible Corporate Bonds** |  |  |  |  |
| Communication Services | 607169514 | - | 607169514 | - |
| Consumer Discretionary | 84825143 | - | 84825143 | - |
| Consumer Staples | 231679180 | - | 231679180 | - |
| Energy | 1097632091 | - | 1097632091 | - |
| Financials | 3413706902 | - | 3413706902 | - |
| Health Care | 447525159 | - | 447525159 | - |
| Industrials | 319536870 | - | 319536870 | - |
| Information Technology | 214599350 | - | 214599350 | - |
| Materials | 46728231 | - | 46728231 | - |
| Real Estate | 1051260018 | - | 1051260018 | - |
| Utilities | 339544371 | - | 339544371 | - |
|  **Preferred Securities** |  |  |  |  |
| Financials | 7002834 | - | 7002834 | - |
|  **U.S. Government Agency - Mortgage Securities** | 10736062814 | - | 10736062814 | - |
|  **U.S. Treasury Obligations** | 16307319497 | - | 16307319497 | - |
|  **Money Market Funds** | 952175343 | 952175343 | - | - |
|  **Purchased Swaptions** | 22335566 | - | 22335566 | - |
| **Total Investments in Securities:** | 41703361331 | 952175343 | 40733001232 | 18184756 |
|  **<u>Derivative Instruments:</u>** |  |  |  |  |
|  **Assets** |  |  |  |  |
| Futures Contracts | 9927517 | 9927517 | - | - |
| Swaps | 7367783 | - | 7367783 | - |
| Total Assets | 17295300 | 9927517 | 7367783 | - |
|  **Liabilities** |  |  |  |  |
| Futures Contracts | (2579028) | (2579028) | - | - |
| Swaps | (13302576) | - | (13302576) | - |
| Total Liabilities | (15881604) | (2579028) | (13302576) | - |
| **Total Derivative Instruments:** | 1413696 | 7348489 | (5934793) | - |
|  **<u>Other Financial Instruments:</u>** |  |  |  |  |
|  **TBA Sale Commitments** | (2599745761) | - | (2599745761) | - |
| **Total Other Financial Instruments:** | (2599745761) | - | (2599745761) | - |

---

**Value of Derivative Instruments**

The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of August 31, 2025. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.

---

| | | |
|:---|:---|:---|
| **Primary Risk Exposure / Derivative Type** <br>| **Value** | **Value** |
|  | **Asset ($)** | **Liability ($)** |
| **Credit Risk** |  |  |
| Swaps (a)  | 7367783 | (1709542) |
| **Total Credit Risk**  | 7367783 | (1709542) |
| **Interest Rate Risk** |  |  |
| Futures Contracts (b)  | 9927517 | (2579028) |
| Purchased Swaptions (c)  | 22335566 | - |
| Swaps (d)  | - | (11593034) |
| **Total Interest Rate Risk**  | 32263083 | (14172062) |
| **Total Value of Derivatives** | 39630866 | (15881604) |

---

(a)For bi-lateral over-the-counter (OTC) swaps, reflects gross value which is presented in the Statement of Assets and Liabilities in the bi-lateral OTC swaps, at value line-item(s).

(b)Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in Total accumulated earnings (loss).

(c)Gross value is included in the Statement of Assets and Liabilities in the investments in securities, at value line-item.

(d)For centrally cleared swaps, reflects gross cumulative appreciation (depreciation) as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin for centrally cleared swaps is included in receivable or payable for daily variation margin on centrally cleared swaps, and the net cumulative appreciation (depreciation) for centrally cleared swaps is included in Total accumulated earnings (loss).

**Financial Statements**

---

| | | |
|:---|:---|:---|
| **Statement of Assets and Liabilities** | **Statement of Assets and Liabilities** | **Statement of Assets and Liabilities** |
| **As of August 31, 2025** | **As of August 31, 2025** | **As of August 31, 2025** |
| **Assets**  |  |  |
| Investment in securities, at value - See accompanying schedule: |  |  |
| Unaffiliated issuers (cost $42,346,800,860) | $40751185988 |  |
| Fidelity Central Funds (cost $952,169,129) | 952175343 |  |
| Total Investment in Securities (cost $43,298,969,989) |  | $41703361331 |
| Cash |  | 18064 |
| Receivable for investments sold |  | 1197754 |
| Receivable for TBA sale commitments |  | 2585364665 |
| Receivable for fund shares sold |  | 104845204 |
| Interest receivable |  | 280993646 |
| Distributions receivable from Fidelity Central Funds |  | 3086960 |
| Receivable for daily variation margin on futures contracts |  | 141907 |
| Receivable for daily variation margin on centrally cleared swaps |  | 473567 |
| Bi-lateral OTC swaps, at value |  | 7367783 |
| Other receivables |  | 83973 |
| **Total assets** |  | 44686934854 |
| **Liabilities** |  |  |
| Payable for investments purchased |  |  |
| Regular delivery | $175541972 |  |
| Delayed delivery | 4642669299 |  |
| TBA sale commitments, at value | 2599745761 |  |
| Payable for fund shares redeemed | 32704428 |  |
| Bi-lateral OTC swaps, at value | 1709542 |  |
| Payable for daily variation margin on futures contracts | 413157 |  |
| Other payables and accrued expenses | 243946 |  |
| **Total liabilities** |  | 7453028105 |
| **Net Assets**  |  | $37233906749 |
| Net Assets consist of: |  |  |
| Paid in capital |  | $41316245208 |
| Total accumulated earnings (loss) |  | (4082338459) |
| **Net Assets** |  | $37233906749 |
| **Net Asset Value**, offering price and redemption price per share ($37,233,906,749 ÷ 3,674,352,056 shares) |  | $10.13 |

---

---

| | | |
|:---|:---|:---|
| **Statement of Operations** | **Statement of Operations** | **Statement of Operations** |
| <br> **Year ended August 31, 2025** | <br> **Year ended August 31, 2025** | <br> **Year ended August 31, 2025** |
| **Investment Income** |  |  |
| Dividends  |  | $531883 |
| Interest  |  | 1531374442 |
| Income from Fidelity Central Funds (including $252,272 from security lending)  |  | 39546423 |
| **Total income** |  | 1571452748 |
| **Expenses** |  |  |
| Custodian fees and expenses | $520832 |  |
| Independent trustees' fees and expenses | 88927 |  |
| Total expenses before reductions | 609759 |  |
| Expense reductions | (89128) |  |
| Total expenses after reductions |  | 520631 |
| **Net Investment income (loss)** |  | 1570932117 |
| **Realized and Unrealized Gain (Loss)** |  |  |
| Net realized gain (loss) on: |  |  |
| Investment Securities: |  |  |
| Unaffiliated issuers  | (344111073) |  |
| Futures contracts | (15584434) |  |
| Swaps | 10170476 |  |
| Written options | 994449 |  |
| Total net realized gain (loss) |  | (348530582) |
| Change in net unrealized appreciation (depreciation) on: |  |  |
| Investment Securities: |  |  |
| Unaffiliated issuers  | 114817558 |  |
| Futures contracts | 10740152 |  |
| Swaps | 9816898 |  |
| TBA sale commitments | (740757) |  |
| Total change in net unrealized appreciation (depreciation) |  | 134633851 |
| **Net gain (loss)** |  | (213896731) |
| **Net increase (decrease) in net assets resulting from operations** |  | $1357035386 |

---

---

| | | |
|:---|:---|:---|
| **Statement of Changes in Net Assets** | **Statement of Changes in Net Assets** | **Statement of Changes in Net Assets** |
|  | **Year ended**<br> **August 31, 2025** | **Year ended**<br> **August 31, 2024** |
| **Increase (Decrease) in Net Assets** |  |  |
| Operations |  |  |
| &nbsp;&nbsp;Net investment income (loss) | $1570932117 | $1532494971 |
| &nbsp;&nbsp;Net realized gain (loss) | (348530582)<br>| (601727768)<br>|
| &nbsp;&nbsp;Change in net unrealized appreciation (depreciation) | 134633851 | 1848699562<br>|
| &nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations** | 1357035386<br>| 2779466765<br>|
| Distributions to shareholders | (1557399628)<br>| (1496948909)<br>|
| Share transactions |  |  |
| &nbsp;&nbsp;Proceeds from sales of shares | 7117016704 | 5781881932 |
| Reinvestment of distributions | 1557389339<br>| 1496205845<br>|
| &nbsp;&nbsp;Cost of shares redeemed | (7537921703) | (6739123188) |
| **Net increase (decrease) in net assets resulting from share transactions** | 1136484340<br>| 538964589<br>|
| &nbsp;&nbsp;**Total increase (decrease) in net assets** | 936120098<br>| 1821482445<br>|
| **Net Assets** |  |  |
| &nbsp;&nbsp;Beginning of period | 36297786651 | 34476304206<br>|
| &nbsp;&nbsp;End of period | $37233906749 | $36297786651 |
| **Other Information** |  |  |
| Shares |  |  |
| &nbsp;&nbsp;Sold | 709643605 | 585124141 |
| Issued in reinvestment of distributions | 154863267<br>| 151767192<br>|
| &nbsp;&nbsp;Redeemed | (750299161) | (682503219) |
| &nbsp;&nbsp;Net increase (decrease) | 114207711 | 54388114 |

---

**Financial Highlights** 

**Fidelity® Series Investment Grade Bond Fund** <br>

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Years ended August 31,** | **2025**  | **2024**  | **2023**  | **2022**  | **2021**  |
| **Selected Per-Share Data**  |  |  |  |  |  |
| Net asset value, beginning of period  | $10.20 | $9.83 | $10.22 | $11.80 | $12.28 |
| Income from Investment Operations  |  |  |  |  |  |
| Net investment income (loss) A,B | .443  | .432  | .391  | .273  | .267  |
| Net realized and unrealized gain (loss)  | (.074)  | .360  | (.395)  | (1.568)  | (.028)  |
| Total from investment operations  | .369  | .792  | (.004)  | (1.295)  | .239  |
| Distributions from net investment income  | (.439)  | (.422)  | (.386)  | (.276)  | (.251)  |
| Distributions from net realized gain  | -  | -  | -  | (.009)  | (.468)  |
| Total distributions  | (.439)  | (.422)  | (.386)  | (.285)  | (.719)  |
| Net asset value, end of period  | $10.13 | $10.20 | $9.83 | $10.22 | $11.80 |
| **Total Return** C | 3.74% <br>| 8.29%  | (.01)%  | (11.11)%  | 2.06%  |
| **Ratios to Average Net Assets** B,D,E |  |  |  |  |  |
| Expenses before reductions F | -%  | -%  | -%  | -%  | -%  |
| Expenses net of fee waivers, if any F | -% <br>| -%  | -%  | -%  | -%  |
| Expenses net of all reductions, if any F | -%  | -%  | -%  | -%  | -%  |
| Net investment income (loss)  | 4.41%  | 4.38%  | 3.94%  | 2.47%  | 2.27%  |
| **Supplemental Data** |  |  |  |  |  |
| Net assets, end of period (000 omitted) | $37233907 | $36297787 | $34476304 | $32875472 | $40477064 |
| Portfolio turnover rate G | 203% <br>| 219%  | 202%  | 159%  | 248%  |

---

A*Calculated based on average shares outstanding during the period.*

B*Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any mutual funds or ETFs is not included in the Fund's net investment income (loss) ratio.*

C*Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.*

D*Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.*

E*Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment adviser, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.*

F*Amount represents less than .005%.*

G*Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs), derivatives or securities that mature within one year from acquisition.* 

**Notes to Financial Statements**

For the period ended August 31, 2025

**1. Organization.**

Fidelity Series Investment Grade Bond Fund (the Fund) is a fund of Fidelity Salem Street Trust (the Trust) and is authorized to issue an unlimited number of shares. Shares are offered only to certain other Fidelity funds, Fidelity managed 529 plans, and Fidelity managed collective investment trusts. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust.

**2. Investments in Fidelity Central Funds.**

Funds may invest in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Schedule of Investments lists any Fidelity Central Funds held as an investment as of period end, but does not include the underlying holdings of each Fidelity Central Fund. An investing fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.

Based on its investment objective, each Fidelity Central Fund may invest or participate in various investment vehicles or strategies that are similar to those of the investing fund. These strategies are consistent with the investment objectives of the investing fund and may involve certain economic risks which may cause a decline in value of each of the Fidelity Central Funds and thus a decline in the value of the investing fund.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Fidelity Central Fund** | **Investment Manager** | **Investment Objective** | **Investment Practices** | **Expense RatioA** |
| Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% |

---

*A Expenses expressed as a percentage of average net assets and are as of each underlying Central Fund's most recent annual or semi-annual shareholder report.* 

A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds which contain the significant accounting policies (including investment valuation policies) of those funds, and are not covered by the Report of Independent Registered Public Accounting Firm, are available on the Securities and Exchange Commission website or upon request.

**3. Significant Accounting Policies.**

The Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 *Financial Services - Investment Companies*. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. The Fund operates as a single operating segment. The Fund's income, expenses, assets, and performance are regularly monitored and assessed as a whole by the investment adviser and other individuals responsible for oversight functions of the Trust, using the information presented in the financial statements and financial highlights. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The Fund's Schedule of Investments lists any underlying mutual funds or exchange-traded funds but does not include the underlying holdings of these funds. The following summarizes the significant accounting policies of the Fund:

**Investment Valuation.** Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value the Fund's investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Corporate bonds, bank notes, foreign government and government agency obligations, preferred securities and U.S. government and government agency obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset backed securities, collateralized mortgage obligations, commercial mortgage securities and U.S. government agency mortgage securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Swaps are marked-to-market daily based on valuations from third party pricing services, registered derivatives clearing organizations (clearinghouses) or broker-supplied valuations. These pricing sources may utilize inputs such as interest rate curves, credit spread curves, default possibilities and recovery rates. When independent prices are unavailable or unreliable, debt securities and swaps may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities and swaps are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy. Options traded over-the-counter are valued using service or broker-supplied valuations and are categorized as Level 2 in the hierarchy. Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. The aggregate value of investments by input level as of August 31, 2025 is included at the end of the Fund's Schedule of Investments.

**Investment Transactions and Income.** For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost and include proceeds received from litigation. Dividend income is recorded on the ex-dividend date. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Interest income is accrued as earned and includes coupon interest and amortization of premium and accretion of discount on debt securities as applicable. The principal amount on inflation-indexed securities is periodically adjusted to the rate of inflation and interest is accrued based on the principal amount. The adjustments to principal due to inflation are reflected as increases or decreases to Interest in the accompanying Statement of Operations. Debt obligations may be placed on non-accrual status and related interest income may be reduced by ceasing current accruals and writing off interest receivables when the collection of all or a portion of interest has become doubtful based on consistently applied procedures. A debt obligation is removed from non-accrual status when the issuer resumes interest payments or when collectability of interest is reasonably assured.

**Expenses.** Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expenses included in the accompanying financial statements reflect the expenses of that fund and do not include any expenses associated with any underlying mutual funds or exchange-traded funds. Although not included in a fund's expenses, a fund indirectly bears its proportionate share of these expenses through the net asset value of each underlying mutual fund or exchange-traded fund. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.

**Deferred Trustee Compensation.** Under a Deferred Compensation Plan (the Plan) for certain Funds, certain independent Trustees have elected to defer receipt of a portion of their annual compensation. Deferred amounts are invested in affiliated mutual funds, are marked-to-market and remain in a fund until distributed in accordance with the Plan. The investment of deferred amounts and the offsetting payable to the Trustees presented below are included in the accompanying Statement of Assets and Liabilities in other receivables and other payables and accrued expenses, as applicable.

---

| | |
|:---|:---|
| **Fidelity Series Investment Grade Bond Fund** | $83843 |

---

**Income Tax Information and Distributions to Shareholders.** Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. As of August 31, 2025, the Fund did not have any unrecognized tax benefits in the financial statements; nor is the Fund aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. The Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction.

Distributions are declared and recorded daily and paid monthly from net investment income. Distributions from realized gains, if any, are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.

Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.

Book-tax differences are primarily due to futures contracts, swaps, options, market discount, capital loss carryforwards and losses deferred due to wash sales and futures contracts.

As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows:

---

| | |
|:---|:---|
| **Gross unrealized appreciation**  | $430143826 |
| **Gross unrealized depreciation**  | <u>(1982098312)</u> |
| **Net unrealized appreciation (depreciation)**  | <u>$(1551954486)</u> |
| **Tax Cost**  | <u>$43235024630</u> |

---

The tax-based components of distributable earnings as of period end were as follows:

---

| | |
|:---|:---|
| **Capital loss carryforward**  | <u>$(2449415967)</u> |
| **Net unrealized appreciation (depreciation) on securities and other investments**  | <u>$(1624499202)</u> |

---

Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited. The capital loss carryforward information presented below, including any applicable limitation, is estimated as of fiscal period end and is subject to adjustment.

---

| | |
|:---|:---|
| Short-term | $(1014843406) |
| Long-term | <u>(1434572561)</u> |
| **Total capital loss carryforward** | <u>$(2449415967)</u> |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | **August 31, 2025** | **August 31, 2024** |
| **Ordinary Income**  | $1557399628 | $1496948909 |

---

**Delayed Delivery Transactions and When-Issued Securities.** During the period, certain Funds transacted in securities on a delayed delivery or when-issued basis. Payment and delivery may take place after the customary settlement period for that security. The price of the underlying securities and the date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated. Securities purchased on a delayed delivery or when-issued basis are identified as such in the Schedule of Investments. Compensation for interest forgone in the purchase of a delayed delivery or when-issued debt security may be received. With respect to purchase commitments, each applicable Fund identifies securities as segregated in its records with a value at least equal to the amount of the commitment. Payables and receivables associated with the purchases and sales of delayed delivery securities having the same coupon, settlement date and broker are offset. Delayed delivery or when-issued securities that have been purchased from and sold to different brokers are reflected as both payables and receivables in the Statement of Assets and Liabilities under the caption "Delayed delivery", as applicable. Losses may arise due to changes in the value of the underlying securities or if the counterparty does not perform under the contract's terms, or if the issuer does not issue the securities due to political, economic, or other factors.

**To-Be-Announced (TBA) Securities and Mortgage Dollar Rolls.** TBA securities involve buying or selling mortgage-backed securities (MBS) on a forward commitment basis. A TBA transaction typically does not designate the actual security to be delivered and only includes an approximate principal amount; however delivered securities must meet specified terms defined by industry guidelines, including issuer, rate and current principal amount outstanding on underlying mortgage pools. Funds may enter into a TBA transaction with the intent to take possession of or deliver the underlying MBS, or a fund may elect to extend the settlement by entering into either a mortgage or reverse mortgage dollar roll. Mortgage dollar rolls are transactions where a fund sells TBA securities and simultaneously agrees to repurchase MBS on a later date at a lower price and with the same counterparty. Reverse mortgage dollar rolls involve the purchase and simultaneous agreement to sell TBA securities on a later date at a lower price. Transactions in mortgage dollar rolls and reverse mortgage dollar rolls are accounted for as purchases and sales and may result in an increase to a fund's portfolio turnover rate.

Purchases and sales of TBA securities involve risks similar to those discussed above for delayed delivery and when-issued securities. Also, if the counterparty in a mortgage dollar roll or a reverse mortgage dollar roll transaction files for bankruptcy or becomes insolvent, a fund's right to repurchase or sell securities may be limited. Additionally, when a fund sells TBA securities without already owning or having the right to obtain the deliverable securities (an uncovered forward commitment to sell), it incurs a risk of loss because it could have to purchase the securities at a price that is higher than the price at which it sold them. A fund may be unable to purchase the deliverable securities if the corresponding market is illiquid.

TBA securities subject to a forward commitment to sell at period end are included at the end of the Schedule of Investments under the caption "TBA Sale Commitments." The value of these commitments and proceeds to be received at contractual settlement date are reflected in the Statement of Assets and Liabilities as "TBA sale commitments, at value" and "Receivable for TBA sale commitments," respectively. If the TBA sale commitment is closed through the acquisition of an offsetting TBA purchase commitment, a fund realizes a gain or loss. If a fund delivers securities under the commitment, a fund realizes a gain or loss from the sale of the securities based upon the price established at the date the commitment was entered into.

**Restricted Securities (including Private Placements).** Funds may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities held at period end is included at the end of the Schedule of Investments, if applicable.

**New Accounting Pronouncements.** FASB Accounting Standards Update (ASU) 2023-07 Segment Reporting (Topic 280): Improvements to Reportable Segment Disclosures became effective in this reporting period. ASU 2023-07 enhances segment information disclosure in the notes to financial statements.

In December 2023, the FASB issued ASU 2023-09 Income Taxes (Topic 740): Improvements to Income Tax Disclosures. Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU allows for early adoption and amendments should be applied on a prospective basis. Management is currently evaluating the impact of the ASU but does not expect this guidance to materially impact the financial statements.

**4. Derivative Instruments.**

**Risk Exposures and the Use of Derivative Instruments.** The Fund's investment objectives allow for various types of derivative instruments, including futures contracts, swaps and options. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

Derivatives were used to increase returns, to gain exposure to certain types of assets and to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the objectives may not be achieved.

Derivatives were used to increase or decrease exposure to the following risk(s):

---

| | |
|:---|:---|
| Credit Risk | Credit risk relates to the ability of the issuer of a financial instrument to make further principal or interest payments on an obligation or commitment that it has to a fund.<br>|
| Interest Rate Risk  | Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates. |

---

Funds are also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that a fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to a fund. Derivative counterparty credit risk is managed through formal evaluation of the creditworthiness of all potential counterparties. On certain OTC derivatives such as options and bi-lateral swaps, a fund attempts to reduce its exposure to counterparty credit risk by entering into an International Swaps and Derivatives Association, Inc. (ISDA) Master Agreement with each of its counterparties. The ISDA Master Agreement gives a fund the right to terminate all transactions traded under such agreement upon the deterioration in the credit quality of the counterparty beyond specified levels. The ISDA Master Agreement gives each party the right, upon an event of default by the other party or a termination of the agreement, to close out all transactions traded under such agreement and to net amounts owed under each transaction to one net payable by one party to the other. To mitigate counterparty credit risk on bi-lateral OTC derivatives, a fund receives collateral in the form of cash or securities once net unrealized appreciation on outstanding derivative contracts under an ISDA Master Agreement exceeds certain applicable thresholds, subject to certain minimum transfer provisions. The collateral received is held in segregated accounts with the custodian bank in accordance with the collateral agreements entered into between a fund, the counterparty and the custodian bank. A fund could experience delays and costs in gaining access to the collateral even though it is held by the custodian bank. The maximum risk of loss to a fund from counterparty credit risk related to bi-lateral OTC derivatives is generally the aggregate unrealized appreciation and unpaid counterparty payments in excess of any collateral pledged by the counterparty to a fund. For OTC written options with upfront premiums received, a fund is obligated to perform and therefore does not have counterparty risk. For OTC written options with premiums to be received at a future date, the maximum risk of loss from counterparty credit risk is the amount of the premium in excess of any collateral pledged by the counterparty. A fund may be required to pledge collateral for the benefit of the counterparties on bi-lateral OTC derivatives in an amount not less than each counterparty's unrealized appreciation on outstanding derivative contracts, subject to certain minimum transfer provisions, and any such pledged collateral is identified in the Schedule of Investments. Exchange-traded contracts are not covered by the ISDA Master Agreement; however counterparty credit risk related to these contracts may be mitigated by the protection provided by the exchange on which they trade. Counterparty credit risk related to centrally cleared swaps may be mitigated by the protection provided by the clearinghouse.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received and amounts recognized in the Statement of Assets and Liabilities. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

**Net Realized Gain (Loss) and Change in Net Unrealized Appreciation (Depreciation) on Derivatives.** The table below, which reflects the impacts of derivatives on the financial performance, summarizes the net realized gain (loss) and change in net unrealized appreciation (depreciation) for derivatives during the period as presented in the Statement of Operations.

---

| | | |
|:---|:---|:---|
| **Primary Risk Exposure / Derivative Type** | **Net Realized Gain (Loss)($)** | **Change in Net Unrealized Appreciation (Depreciation)($)** |
| **Fidelity Series Investment Grade Bond Fund** |  |  |
| **Credit Risk** |  |  |
| Swaps | &nbsp;&nbsp;&nbsp;&nbsp; <u>(5717843)</u> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <u>6001603</u> |
| **Total Credit Risk** | &nbsp;&nbsp;&nbsp;&nbsp; <u>(5717843)</u> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <u>6001603</u> |
| **Interest Rate Risk** |  |  |
| Futures Contracts | (15584434) | 10740152 |
| Purchased Options | (6338611) | (1703296) |
| Written Options | 994449 | - |
| Swaps | &nbsp;&nbsp;&nbsp;&nbsp; <u>15888319</u> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <u>3815295</u> |
| **Total Interest Rate Risk** | &nbsp;&nbsp;&nbsp;&nbsp; <u>(5040277)</u> | &nbsp;&nbsp;&nbsp;&nbsp; <u>12852151</u> |
| Totals | &nbsp;&nbsp;&nbsp;&nbsp; <u>(10758120)</u> | &nbsp;&nbsp;&nbsp;&nbsp; <u>18853754</u> |

---

If there are any open positions at period end, a summary of the value of derivatives by primary risk exposure is included at the end of the Schedule of Investments.

**Futures Contracts.** A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a fixed price at a specified future date. Futures contracts were used to manage exposure to the bond market and fluctuations in interest rates.

Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent daily payments are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). This receivable and/or payable, if any, is included in daily variation margin on futures contracts in the Statement of Assets and Liabilities. Realized gain or (loss) is recorded upon the expiration or closing of a futures contract. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on futures contracts during the period is presented in the Statement of Operations.

Any open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The notional amount at value reflects each contract's exposure to the underlying instrument or index at period end, and is representative of volume of activity during the period.

Any securities deposited to meet initial margin requirements are identified in the Schedule of Investments. Any cash deposited to meet initial margin requirements is presented as segregated cash with brokers for derivative instruments in the Statement of Assets and Liabilities.

**Options.** Options give the purchaser the right, but not the obligation, to buy (call) or sell (put) an underlying security or financial instrument at an agreed exercise or strike price between or on certain dates. Options obligate the seller (writer) to buy (put) or sell (call) an underlying instrument at the exercise or strike price or cash settle an underlying derivative instrument if the holder exercises the option on or before the expiration date. OTC options, such as swaptions, which are options where the underlying instrument is a swap, were used to manage exposure to fluctuations in interest rates.

Upon entering into an options contract, a fund will pay or receive a premium. Premiums paid on purchased options are reflected as cost of investments and premiums received on written options are reflected as a liability on the Statement of Assets and Liabilities. Certain options may be purchased or written with premiums to be paid or received on a future date. Options are valued daily and any unrealized appreciation (depreciation) is reflected in total accumulated earnings (loss) in the Statement of Assets and Liabilities. When an option is exercised, the cost or proceeds of the underlying instrument purchased or sold is adjusted by the amount of the premium. When an option is closed, a gain or loss is realized depending on whether the proceeds or amount paid for the closing sale transaction is greater or less than the premium received or paid. When an option expires, gains and losses are realized to the extent of premiums received and paid, respectively. The net realized and unrealized gains (losses) on purchased options are included in the Statement of Operations in net realized gain (loss) and change in net unrealized appreciation (depreciation) on investment securities. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on written options are presented in the Statement of Operations.

Any open options at period end are presented in the Schedule of Investments under the captions "Purchased Options," "Purchased Swaptions," "Written Options" and "Written Swaptions," as applicable, and are representative of volume of activity during the period.

Writing puts and buying calls tend to increase exposure to the underlying instrument while buying puts and writing calls tend to decrease exposure to the underlying instrument. For purchased options, risk of loss is limited to the premium paid, and for written options, risk of loss is the change in value in excess of the premium received.

**Swaps.** A swap is a contract between two parties to exchange future cash flows at periodic intervals based on a notional principal amount. A bi-lateral OTC swap is a transaction between a fund and a dealer counterparty where cash flows are exchanged between the two parties for the life of the swap. A centrally cleared swap is a transaction executed between a fund and a dealer counterparty, then cleared by a futures commission merchant (FCM) through a clearinghouse. Once cleared, the clearinghouse serves as a central counterparty, with whom a fund exchanges cash flows for the life of the transaction, similar to transactions in futures contracts.

Bi-lateral OTC swaps are marked-to-market daily and changes in value are reflected in the Statement of Assets and Liabilities in the bi-lateral OTC swaps at value line items. Any upfront premiums paid or received upon entering a bi-lateral OTC swap to compensate for differences between stated terms of the swap and prevailing market conditions (e.g. credit spreads, interest rates or other factors) are recorded in total accumulated earnings (loss) in the Statement of Assets and Liabilities and amortized to realized gain or (loss) ratably over the term of the swap. Any unamortized upfront premiums are presented in the Schedule of Investments.

Centrally cleared swaps require a fund to deposit either cash or securities (initial margin) with the FCM, at the instruction of and for the benefit of the clearinghouse. Any securities deposited to meet initial margin requirements are identified in the Schedule of Investments. Any cash deposited to meet initial margin requirements is presented in segregated cash with brokers for derivative instruments in the Statement of Assets and Liabilities. Centrally cleared swaps are marked-to-market daily and subsequent payments (variation margin) are made or received depending on the daily fluctuations in the value of the swaps and are recorded as unrealized appreciation or (depreciation). These daily payments, if any, are included in receivable or payable for daily variation margin on centrally cleared swaps in the Statement of Assets and Liabilities. Any premiums for centrally cleared swaps are recorded periodically throughout the term of the swap to variation margin and included in total accumulated earnings (loss) in the Statement of Assets and Liabilities. Any premiums are recognized as realized gain (loss) upon termination or maturity of the swap.

For both bi-lateral and centrally cleared swaps, payments are exchanged at specified intervals, accrued daily commencing with the effective date of the contract and recorded as realized gain or (loss). Some swaps may be terminated prior to the effective date and realize a gain or loss upon termination. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on swaps during the period is presented in the Statement of Operations.

Any open swaps at period end are included in the Schedule of Investments under the caption "Swaps", and are representative of volume of activity during the period.

**Credit Default Swaps.** Credit default swaps enable a fund to buy or sell protection against specified credit events on a single-name issuer or a traded credit index. Under the terms of a credit default swap the buyer of protection (buyer) receives credit protection in exchange for making periodic payments to the seller of protection (seller) based on a fixed percentage applied to a notional principal amount. In return for these payments, the seller will be required to make a payment upon the occurrence of one or more specified credit events. A fund enters into credit default swaps as a seller to gain credit exposure to an issuer and/or as a buyer to obtain a measure of protection against defaults of an issuer. Periodic payments are made over the life of the contract by the buyer provided that no credit event occurs.

For credit default swaps on most corporate and sovereign issuers, credit events include bankruptcy, failure to pay or repudiation/moratorium. For credit default swaps on corporate or sovereign issuers, the obligation that may be put to the seller is not limited to the specific reference obligation described in the Schedule of Investments. For credit default swaps on asset-backed securities, a credit event may be triggered by events such as failure to pay principal, maturity extension, rating downgrade or write-down. For credit default swaps on asset-backed securities, the reference obligation described represents the security that may be put to the seller. For credit default swaps on a traded credit index, a specified credit event may affect all or individual underlying securities included in the index.

As a seller, if an underlying credit event occurs, a fund will pay a net settlement amount of cash equal to the notional amount of the swap less the recovery value of the reference obligation or underlying securities comprising an index. Only in the event of the industry's inability to value the underlying asset will a fund be required to take delivery of the reference obligation or underlying securities comprising an index and pay an amount equal to the notional amount of the swap.

As a buyer, if an underlying credit event occurs, a fund will receive a net settlement amount of cash equal to the notional amount of the swap less the recovery value of the reference obligation or underlying securities comprising an index. Only in the event of the industry's inability to value the underlying asset will a fund be required to deliver the reference obligation or underlying securities comprising an index in exchange for payment of an amount equal to the notional amount of the swap.

Typically, the value of each credit default swap and credit rating disclosed for each reference obligation in the Schedule of Investments, where a fund is the seller, can be used as measures of the current payment/performance risk of the swap. As the value of the swap changes as a positive or negative percentage of the total notional amount, the payment/performance risk may decrease or increase, respectively. In addition to these measures, the investment adviser monitors a variety of factors including cash flow assumptions, market activity and market sentiment as part of its ongoing process of assessing payment/performance risk.

**Interest Rate Swaps.** Interest rate swaps are agreements between counterparties to exchange cash flows, one based on a fixed rate, and the other on a floating rate. A fund enters into interest rate swaps to manage its exposure to interest rate changes. Changes in interest rates can have an effect on both the value of bond holdings as well as the amount of interest income earned. In general, the value of bonds can fall when interest rates rise and can rise when interest rates fall.

**5. Purchases and Sales of Investments.**

Purchases and sales of securities, other than short-term securities, U.S. government securities and in-kind transactions, as applicable, are noted in the table below.

---

| | | |
|:---|:---|:---|
|  | **Purchases ($)** | **Sales ($)** |
| **Fidelity Series Investment Grade Bond Fund** | 33513057319 | 35884610015 |

---

**6. Fees and Other Transactions with Affiliates.**

**Management Fee.** Fidelity Management & Research Company LLC (the investment adviser) and its affiliates provide the Fund with investment management related services for which the Fund does not pay a management fee. Under the management contract, the investment adviser or an affiliate pays all ordinary operating expenses of the Fund, except custody fees, fees and expenses of the independent Trustees, and certain miscellaneous expenses such as proxy and shareholder meeting expenses.

**Interfund Trades.** Funds may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board of Trustees. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. Any interfund trades are included within the respective purchases and sales amounts shown in the Purchases and Sales of Investments note. During the period, there were no interfund trades.

**Other.** During the period, the investment adviser reimbursed the Fund for certain losses as follows:

---

| | |
|:---|:---|
|  | **Amount ($)** |
| **Fidelity Series Investment Grade Bond Fund** | 2748 |

---

**7. Committed Line of Credit.**

Certain Funds participate with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes.

Commitment fees are charged based on the unused amount of the line of credit at an annual rate of .10%, and then allocated to each participating fund based on its pro-rata portion of the line of credit. The commitment fees are borne by the investment adviser.

Interest is charged to a participating fund based on its borrowings at an annual rate of .75% plus the highest of (i) daily SOFR plus a .10% spread adjustment, (ii) Federal Funds Effective Rate, or (iii) Overnight Bank Funding Rate. During the period, there were no borrowings on this line of credit.

The line of credit agreement will expire in March 2026 unless extended or renewed.

**8. Security Lending.** 

Funds lend portfolio securities from time to time in order to earn additional income. Lending agents are used, including National Financial Services (NFS), an affiliate of the investment adviser. Pursuant to a securities lending agreement, NFS will receive a fee, which is capped at 9.9% of a fund's daily lending revenue, for its services as lending agent. A fund may lend securities to certain qualified borrowers, including NFS. On the settlement date of the loan, the borrowers provide collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the fair value of the loaned securities during the period of the loan. The fair value of the loaned securities is determined at the close of business of a fund and any additional required collateral is delivered to a fund on the next business day. A fund or borrower may terminate the loan at any time, and if the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, a fund may apply collateral received from the borrower against the obligation. A fund may experience delays and costs in recovering the securities loaned or gaining access to non-cash collateral. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. Any loaned securities are identified as such in the Schedule of Investments, and the value of loaned securities and cash collateral at period end, as applicable, are presented in the Statement of Assets and Liabilities. Security lending income represents the income earned on investing cash collateral less rebates paid to borrowers, plus any premium income received, or for non-cash collateral, fees received from borrowers as compensation for the securities loaned. Securities lending income is reduced by any lending agent fees associated with the loan. Any security lending income earned on investing cash collateral is presented in the Statement of Operations as a component of income from Fidelity Central Funds. Any security lending income earned on non-cash collateral is presented in the Statement of Operations as a component of interest. Affiliated security lending activity, if any, was as follows:

---

| | | | |
|:---|:---|:---|:---|
|  | **Total Security Lending Fees Paid to NFS ($)** | **Security Lending Income From Securities Loaned to NFS ($)** | **Value of Securities Loaned to NFS at Period End ($)** |
| **Fidelity Series Investment Grade Bond Fund** | 27215 | - | - |

---

**9. Expense Reductions.** 

Through arrangements with the Fund's custodian, credits realized as a result of certain uninvested cash balances were used to reduce the Fund's expenses by $89,128.

**10. Other.**

A fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the fund. In the normal course of business, a fund may also enter into contracts that provide general indemnifications. A fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against a fund. The risk of material loss from such claims is considered remote.

At the end of the period, mutual funds and accounts managed by the investment adviser or its affiliates were the owners of record of all of the outstanding shares of the Fund.

**11. Risk and Uncertainties.**

Many factors affect a fund's performance. Developments that disrupt global economies and financial markets, such as public health emergencies, military conflicts, terrorism, government restrictions, political changes, and environmental disasters, may significantly affect a fund's investment performance. The effects of these developments to a fund will be impacted by the types of securities in which a fund invests, the financial condition, industry, economic sector, and geographic location of an issuer, and a fund's level of investment in the securities of that issuer. Significant concentrations in security types, issuers, industries, sectors, and geographic locations may magnify the factors that affect a fund's performance.

**Report of Independent Registered Public Accounting Firm**

To the Board of Trustees of Fidelity Salem Street Trust and Shareholders of Fidelity Series Investment Grade Bond Fund

***Opinion on the Financial Statements***

We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Fidelity Series Investment Grade Bond Fund (one of the funds constituting Fidelity Salem Street Trust, referred to hereafter as the "Fund") as of August 31, 2025, the related statement of operations for the year ended August 31, 2025, the statement of changes in net assets for each of the two years in the period ended August 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended August 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Fund as of August 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended August 31, 2025 and the financial highlights for each of the five years in the period ended August 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinion***

These financial statements are the responsibility of the Fund's management. Our responsibility is to express an opinion on the Fund's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of August 31, 2025 by correspondence with the custodian and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/ PricewaterhouseCoopers LLP

Boston, Massachusetts

October 15, 2025

We have served as the auditor of one or more investment companies in the Fidelity group of funds since 1932.

**Distributions** **(Unaudited)**

The dividend and capital gains distributions for the fund(s) are available on *Fidelity.com* or *Institutional.Fidelity.com*.

A total of 38.13% of the dividends distributed during the fiscal year was derived from interest on U.S. Government securities which is generally exempt from state income tax.

The fund designates $1,557,399,628 of distributions paid during the fiscal year ended 2025 as qualifying to be taxed as section 163(j) interest dividends.

The fund will notify shareholders in January 2026 of amounts for use in preparing 2025 income tax returns.

**Item 8: Changes in and Disagreements with Accountants for Open-End Management Investment Companies**

**(Unaudited)**

Note: This is not applicable for any fund included in this document.

**Item 9: Proxy Disclosures for Open-End Management Investment Companies**

**(Unaudited)**

Note: This is not applicable for any fund included in this document.

**Item 10: Remuneration Paid to Directors, Officers, and others of Open-End Management Investment Companies**

**(Unaudited)**

Note: This information is disclosed as part of the financial statements for each Fund as part of Item 7: Financial Statements and Financial Highlights for Open-End Management Investment Companies.

**Item 11: Statement Regarding Basis for Approval of Investment Advisory Contract**

**(Unaudited)**

Note: This is not applicable for any fund included in this document.

![](img113706_4.jpg)<br>

1.873109.116 LIG-ANN-1025

**Fidelity® U.S. Bond Index Fund**

**Annual Report**

**August 31, 2025**

![](img113697_1.jpg)

![](img113697_2.jpg)

**Contents**

---

| |
|:---|
| **[Item 7: Financial Statements and Financial Highlights for Open-End Management Investment Companies (Annual Report)](#Sec_Item7_UII-UDV-ANN_0)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Fidelity® U.S. Bond Index Fund](#Sub_Sec_Fund_651_UII-UDV-ANN)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Notes to Financial Statements](#Sub_Sec_NotestoFinancialStatements651_UII-UDV-ANN)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Report of Independent Registered Public Accounting Firm](#Sub_Sec_ReportofIndependentRegisteredPublicAccountingFirm_UII-UDV-ANN_0)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Distributions](#Sub_Sec_Distributions_UII-UDV-ANN)** |
| **[Item 8: Changes in and Disagreements with Accountants for Open-End Management Investment Companies](#Sec_Item8_UII-UDV-ANN)** |
| **[Item 9: Proxy Disclosures for Open-End Management Investment Companies](#Sec_Item9_UII-UDV-ANN)** |
| **[Item 10: Remuneration Paid to Directors, Officers, and others of Open-End Management Investment Companies](#Sec_Item10_UII-UDV-ANN)** |
| **[Item 11: Statement Regarding Basis for Approval of Investment Advisory Contract](#Sec_Item11_UII-UDV-ANN)** |

---

To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.

You may also call 1-800-544-8544 to request a free copy of the proxy voting guidelines.

"BLOOMBERG®" and the Bloomberg indices listed herein (the "Indices") are service marks of Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited ("BISL"), the administrator of the Indices (collectively, "Bloomberg") and have been licensed for use for certain purposes by Fidelity. Bloomberg is not affiliated with Fidelity, and Bloomberg does not approve, endorse, review, or recommend the fund. Bloomberg does not guarantee the timeliness, accuracy, or completeness of any data or information relating to the fund.

Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.

Other third-party marks appearing herein are the property of their respective owners.

All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company.© 2025 FMR LLC. All rights reserved.

*This report and the financial statements contained herein are submitted for the general information of the shareholders of the Fund. This report is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by an effective prospectus.*

*A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC's web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC's Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.*

*For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.*

**NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE**

*Neither the Fund nor Fidelity Distributors Corporation is a bank.*

**Item 7: Financial Statements and Financial Highlights for Open-End Management Investment Companies (Annual Report)**

**Fidelity® U.S. Bond Index Fund**

**Schedule of Investments August 31, 2025**

Showing Percentage of Net Assets

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.3%  |  |  |
| American Express Credit Account Master Trust Series 2023-4 Class A, 5.15% 9/15/2030  | 6500000 | 6740202 |
| BMW Vehicle Owner Trust Series 2025-A Class A3, 4.56% 9/25/2029  | 4060000 | 4096629 |
| Capital One Multi-Asset Execution Trust Series 2019-A3 Class A3, 2.06% 8/15/2028  | 8197000 | 8044438 |
| Capital One Multi-Asset Execution Trust Series 2021-A2 Class A2, 1.39% 7/15/2030  | 13710000 | 12786196 |
| Capital One Prime Auto Receivables Trust Series 2023-1 Class A3, 4.87% 2/15/2028  | 2910255 | 2920204 |
| CarMax Auto Owner Trust Series 2022-3 Class A3, 3.97% 4/15/2027  | 6269042 | 6262521 |
| CarMax Auto Owner Trust Series 2023-2 Class A3, 5.05% 1/18/2028  | 13396805 | 13457151 |
| CarMax Auto Owner Trust Series 2024-4 Class A3, 4.6% 10/15/2029  | 14190000 | 14310787 |
| CarMax Auto Owner Trust Series 2025-1 Class A3, 4.84% 1/15/2030  | 5160000 | 5236994 |
| Chase Issuance Trust Series 2023-A2 Class A, 5.08% 9/15/2030  | 18550000 | 19156561 |
| Citibank Credit Card Issuance Trust Series 2007-A3 Class A3, 6.15% 6/15/2039  | 9616000 | 10611126 |
| Citibank Credit Card Issuance Trust Series 2018-A7 Class A7, 3.96% 10/13/2030  | 12808000 | 12812580 |
| Ford Cr Floorplan Mast Own Tr Series 2018-4 Class A, 4.06% 11/15/2030  | 5000000 | 4996917 |
| Ford Credit Auto Owner Trust Series 2023-A Class A3, 4.65% 2/15/2028  | 7799738 | 7817058 |
| Ford Credit Auto Owner Trust Series 2024-D Class A3, 4.61% 8/15/2029  | 16700000 | 16885440 |
| GM Financial Automobile Leasing Trust Series 2025-1 Class A3, 4.66% 2/21/2028  | 4060000 | 4090900 |
| GM Financial Consumer Automobile Receivables Trust Series 2023-2 Class A3, 4.47% 2/16/2028  | 11892990 | 11907726 |
| Honda Auto Receivables Owner Trust Series 2025-1 Class A3, 4.57% 9/21/2029  | 11580000 | 11699523 |
| Hyundai Auto Receivables Trust Series 2022-B Class A3, 3.72% 11/16/2026  | 1505116 | 1504061 |
| Hyundai Auto Receivables Trust Series 2022-C Class A3, 5.39% 6/15/2027  | 4055809 | 4069524 |
| Hyundai Auto Receivables Trust Series 2023-A Class A3, 4.58% 4/15/2027  | 7879799 | 7884933 |
| MBART Series 2025-1 Class A3, 4.78% 12/17/2029  | 3435000 | 3486878 |
| Nissan Auto Lease Trust Series 2025-A Class A3, 4.75% 3/15/2028  | 2335000 | 2362546 |
| Toyota Auto Receivables Owner Trust Series 2025-A Class A3, 4.64% 8/15/2029  | 10510000 | 10632883 |
| World Omni Auto Receivables Trust Series 2025-A Class A3, 4.73% 3/15/2030  | 3380000 | 3420559 |
| TOTAL UNITED STATES |  | 207194337 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $207,105,117) |  | <br> **207194337** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Bank of America NA 6% 10/15/2036  | 4075000 | 4333990 |
| Capital One NA 3.45% 7/27/2026  | 10127000 | 10048935 |
| Citizens Bank NA/Providence RI 3.75% 2/18/2026  | 10723000 | 10676673 |
| KeyBank NA/Cleveland OH 3.9% 4/13/2029  | 1400000 | 1366296 |
| KeyBank NA/Cleveland OH 4.9% 8/8/2032  | 2000000 | 1961223 |
| Regions Bank/Birmingham AL 6.45% 6/26/2037  | 1850000 | 1999542 |
| Truist Bank 3.3% 5/15/2026  | 6037000 | 5991723 |
| Truist Bank 3.8% 10/30/2026  | 2573000 | 2557108 |
| Truist Bank 4.42% 7/24/2028 (c) | 13000000 | 13039078 |
| Truist Bank 5 year U.S. Treasury Index + 1.15%, 4.632% 9/17/2029 (b)(c) | 9000000 | 9017351 |
| Wells Fargo Bank NA 5.45% 8/7/2026  | 5000000 | 5052515 |
| <br> **TOTAL BANK NOTES**<br> (Cost $65,740,890) |  | <br> **66044434** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 1.3%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.3%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.3%  |  |  |
| BANK Series 2017-BNK4 Class ASB, 3.419% 5/15/2050  | 4928596 | 4898527 |
| BANK Series 2020-BN28 Class A4, 1.844% 3/15/2063  | 33271649 | 29427735 |
| BANK Series 2021-BN35 Class A5, 2.285% 6/15/2064  | 16432831 | 14519831 |
| BANK Series 2022-BNK39 Class A4, 2.928% 2/15/2055  | 6000000 | 5418129 |
| BANK Series 2022-BNK41 Class A4, 3.9158% 4/15/2065 (c) | 27916479 | 26526827 |
| BANK Series 2023-BNK45 Class A5, 5.203% 2/15/2056 (c) | 5000000 | 5116252 |
| BBCMS Mortgage Trust Series 2021-C11 Class A5, 2.322% 9/15/2054  | 20927693 | 18472236 |
| BBCMS Mortgage Trust Series 2021-C12 Class A5, 2.689% 11/15/2054  | 20880000 | 18597430 |
| BBCMS Mortgage Trust Series 2021-C9 Class A5, 2.299% 2/15/2054  | 7000000 | 6246551 |
| BBCMS Mortgage Trust Series 2024-C26 Class A5, 5.829% 5/15/2057 (c) | 18028000 | 19290703 |
| Benchmark Mortgage Trust Series 2019-B12 Class A5, 3.1156% 8/15/2052  | 7924856 | 7495257 |
| Benchmark Mortgage Trust Series 2019-B9 Class A5, 4.0156% 3/15/2052  | 18628064 | 18266478 |
| Benchmark Mortgage Trust Series 2020-B19 Class A5, 1.85% 9/15/2053  | 13581251 | 11870838 |
| Benchmark Mortgage Trust Series 2021-B24 Class A5, 2.5843% 3/15/2054  | 20299379 | 18030879 |
| Benchmark Mortgage Trust Series 2023-B39 Class A5, 5.7536% 7/15/2056  | 3500000 | 3725831 |
| Benchmark Mortgage Trust Series 2025-B41 Class A5, 5.4072% 7/15/2068  | 3000000 | 3090000 |
| BMO Mortgage Trust Series 2022-C1 Class A5, 3.374% 2/15/2055  | 9440000 | 8734424 |
| BMO Mortgage Trust Series 2023-C6 Class A5, 5.9562% 9/15/2056  | 3320000 | 3524290 |
| BMO Mortgage Trust Series 2024-C9 Class A5, 5.7592% 7/15/2057  | 15860000 | 16819251 |
| Citigroup Commercial Mortgage Trust Series 2016-C1 Class A4, 3.209% 5/10/2049  | 14743149 | 14604528 |
| Citigroup Commercial Mortgage Trust Series 2016-P4 Class A4, 2.902% 7/10/2049  | 17078544 | 16785948 |
| Computershare Corporate Trust Series 2018-C48 Class A5, 4.302% 1/15/2052  | 15529025 | 15532496 |
| CSAIL Commercial Mortgage Trust Series 2015-C3 Class A4, 3.7182% 8/15/2048  | 258942 | 258057 |
| CSAIL Commercial Mortgage Trust Series 2019-C17 Class A4, 2.7628% 9/17/2052  | 14978042 | 14065240 |
| CSAIL Commercial Mortgage Trust Series 2019-C17 Class A5, 3.0161% 9/17/2052  | 14978042 | 14058974 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K053 Class A2, 2.995% 12/25/2025  | 4432626 | 4408964 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K056 Class A2, 2.525% 5/25/2026  | 15914719 | 15727131 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K057 Class A2, 2.57% 7/25/2026  | 11668549 | 11508963 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K062 Class A1, 3.032% 9/25/2026  | 418711 | 417221 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K064 Class A2, 3.224% 3/25/2027  | 13702081 | 13533925 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K068 Class A2, 3.244% 8/25/2027  | 18911288 | 18658648 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K079 Class A2, 3.926% 6/25/2028  | 6180678 | 6176659 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K080 Class A2, 3.926% 7/25/2028  | 13178164 | 13171451 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-1510 Class A2, 3.718% 1/25/2031  | 11796839 | 11562396 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-K094 Class A2, 2.903% 6/25/2029  | 40855884 | 39340106 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K104 Class A2, 2.253% 1/25/2030  | 59506180 | 55458648 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K116 Class A2, 1.378% 7/25/2030  | 50584119 | 44685616 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K117 Class A2, 1.406% 8/25/2030  | 25809211 | 22777524 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K118 Class A2, 1.493% 9/25/2030  | 12256958 | 10838137 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K121 Class A2, 1.547% 10/25/2030  | 17206140 | 15194808 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K123 Class A2, 1.621% 12/25/2030  | 22648307 | 20031039 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K125 Class A2, 1.846% 1/25/2031  | 6669796 | 5949185 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K126 Class A2, 2.074% 1/25/2031  | 9492376 | 8575838 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K130 Class A2, 1.723% 6/25/2031  | 8168083 | 7169745 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K136 Class A2, 2.127% 11/25/2031  | 22338983 | 19823853 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-151 Class A2, 3.8% 10/25/2032  | 4000000 | 3868599 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-152 Class A2, 3.78% 11/25/2032  | 30500000 | 29457400 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K140 Class A2, 2.25% 1/25/2032  | 2600000 | 2312309 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K145 Class A2, 2.58% 5/25/2032  | 6900000 | 6226796 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-154 Class A2, 4.35% 1/25/2033  | 15000000 | 14980956 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-157 Class A2, 4.2% 5/25/2033  | 10300000 | 10177914 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-K-153 Class A2, 3.82% 12/25/2032  | 15000000 | 14548742 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-K751 Class A2, 4.412% 3/25/2030  | 12675000 | 12849063 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-163 Class A2, 5% 3/25/2034 (c) | 9080000 | 9420641 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-165 Class A2, 4.489% 9/25/2034  | 7346955 | 7338796 |
| GS Mortgage Securities Trust Series 2020-GC45 Class A5, 2.9106% 2/13/2053  | 36094229 | 33810193 |
| JPMBB Commercial Mortgage Securities Trust Series 2014-C24 Class A5, 3.6385% 11/15/2047  | 1525585 | 1493403 |
| Morgan Stanley Cap I Tr 2020-L4 Series 2020-L4 Class A3, 2.698% 2/15/2053  | 14132234 | 13115639 |
| Morgan Stanley Capital I Trust Series 2021-L6 Class A4, 2.444% 6/15/2054 (c) | 6181000 | 5476457 |
| MSWF Commercial Mortgage Trust Series 2023-2 Class A5, 6.014% 12/15/2056  | 4026000 | 4351035 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C52 Class A5, 2.892% 8/15/2052  | 25720280 | 24216017 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C54 Class A4, 3.146% 12/15/2052  | 1836610 | 1745545 |
| Wells Fargo Commercial Mortgage Trust Series 2020-C55 Class A5, 2.725% 2/15/2053  | 12719011 | 11853234 |
| TOTAL UNITED STATES |  | 867629308 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $922,233,523) |  | <br> **867629308** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CANADA - 0.2%  |  |  |
| Province of Alberta 3.3% 3/15/2028  | 7930000 | 7849669 |
| Province of British Columbia 2.25% 6/2/2026  | 18944000 | 18706443 |
| Province of British Columbia 4.2% 7/6/2033  | 7700000 | 7627995 |
| Province of British Columbia 4.9% 4/24/2029  | 12800000 | 13288320 |
| Province of Ontario 1.125% 10/7/2030  | 19052000 | 16632205 |
| Province of Ontario 2.3% 6/15/2026  | 11337000 | 11189052 |
| Province of Ontario 2.5% 4/27/2026  | 3972000 | 3932876 |
| Province of Quebec 2.5% 4/20/2026  | 9329000 | 9239908 |
| Province of Quebec 2.75% 4/12/2027  | 10154000 | 9980468 |
| Province of Quebec 4.25% 9/5/2034  | 4100000 | 4033375 |
| Province of Quebec 4.5% 9/8/2033  | 7800000 | 7878546 |
| TOTAL CANADA |  | 110358857 |
| CHILE - 0.1%  |  |  |
| Chilean Republic 2.55% 7/27/2033  | 24746000 | 21058846 |
| Chilean Republic 3.125% 1/21/2026  | 1000000 | 994375 |
| Chilean Republic 3.24% 2/6/2028  | 9215000 | 9030700 |
| Chilean Republic 3.625% 10/30/2042  | 10385000 | 8406658 |
| Chilean Republic 3.86% 6/21/2047  | 4931000 | 3796870 |
| Chilean Republic 4.95% 1/5/2036  | 9000000 | 8928000 |
| Chilean Republic 5.33% 1/5/2054  | 8800000 | 8272000 |
| Chilean Republic 5.65% 1/13/2037  | 3100000 | 3227100 |
| TOTAL CHILE |  | 63714549 |
| HUNGARY - 0.0%  |  |  |
| Hungary Government 7.625% 3/29/2041  | 5792000 | 6682925 |
| INDONESIA - 0.1%  |  |  |
| Indonesia Government 2.85% 2/14/2030  | 27839000 | 26182580 |
| Indonesia Government 3.4% 9/18/2029  | 12400000 | 12045980 |
| Indonesia Government 3.5% 2/14/2050  | 21266000 | 15381698 |
| Indonesia Government 5.25% 1/15/2030  | 5000000 | 5194649 |
| Indonesia Government 5.35% 2/11/2049  | 13600000 | 13260000 |
| Indonesia Government 5.6% 1/15/2035  | 5500000 | 5781875 |
| TOTAL INDONESIA |  | 77846782 |
| ISRAEL - 0.1%  |  |  |
| Israel Government 3.25% 1/17/2028  | 11430000 | 11126153 |
| Israel Government 3.375% 1/15/2050  | 23561000 | 15390919 |
| Israel Government 5.375% 2/19/2030  | 4500000 | 4617268 |
| Israel Government 5.375% 3/12/2029  | 3700000 | 3796222 |
| Israel Government 5.5% 3/12/2034  | 3500000 | 3569415 |
| Israel Government 5.625% 2/19/2035  | 5000000 | 5120300 |
| Israel Government 5.75% 3/12/2054  | 3700000 | 3419651 |
| TOTAL ISRAEL |  | 47039928 |
| ITALY - 0.0%  |  |  |
| Italian Republic 2.875% 10/17/2029  | 21266000 | 20254804 |
| Italian Republic 3.875% 5/6/2051  | 3300000 | 2256081 |
| Italian Republic 4% 10/17/2049  | 9200000 | 6727960 |
| TOTAL ITALY |  | 29238845 |
| JAPAN - 0.0%  |  |  |
| Japan International Cooperation Agency 1.75% 4/28/2031  | 7910000 | 6945432 |
| MEXICO - 0.2%  |  |  |
| United Mexican States 3.5% 2/12/2034  | 32290000 | 27551443 |
| United Mexican States 4.28% 8/14/2041  | 34799000 | 27125821 |
| United Mexican States 4.35% 1/15/2047  | 11447000 | 8413545 |
| United Mexican States 4.5% 1/31/2050  | 7346000 | 5421348 |
| United Mexican States 4.6% 1/23/2046  | 4766000 | 3660288 |
| United Mexican States 4.6% 2/10/2048  | 13941000 | 10497573 |
| United Mexican States 4.75% 3/8/2044  | 15804000 | 12643200 |
| United Mexican States 5.55% 1/21/2045  | 3111000 | 2783567 |
| United Mexican States 5.85% 7/2/2032  | 9040000 | 9229840 |
| United Mexican States 6.05% 1/11/2040  | 3812000 | 3686318 |
| United Mexican States 6.35% 2/9/2035  | 18700000 | 19354500 |
| United Mexican States 6.625% 1/29/2038  | 9798000 | 10042950 |
| TOTAL MEXICO |  | 140410393 |
| PANAMA - 0.1%  |  |  |
| Panamanian Republic 3.16% 1/23/2030  | 14972000 | 13789212 |
| Panamanian Republic 4.3% 4/29/2053  | 4663000 | 3198818 |
| Panamanian Republic 4.5% 4/1/2056  | 15853000 | 10885066 |
| Panamanian Republic 4.5% 4/16/2050  | 10235000 | 7272530 |
| Panamanian Republic 6.4% 2/14/2035  | 16340000 | 16438041 |
| TOTAL PANAMA |  | 51583667 |
| PERU - 0.1%  |  |  |
| Peruvian Republic 1.862% 12/1/2032  | 19951000 | 16292386 |
| Peruvian Republic 2.78% 12/1/2060  | 3287000 | 1755257 |
| Peruvian Republic 3.55% 3/10/2051  | 14983000 | 10308304 |
| Peruvian Republic 5.5% 3/30/2036  | 18847000 | 19035470 |
| Peruvian Republic 5.875% 8/8/2054  | 5450000 | 5305575 |
| Peruvian Republic 6.2% 6/30/2055  | 4080000 | 4133040 |
| Peruvian Republic 6.55% 3/14/2037  | 2443000 | 2686079 |
| TOTAL PERU |  | 59516111 |
| PHILIPPINES - 0.1%  |  |  |
| Philippine Republic 1.648% 6/10/2031  | 14500000 | 12517382 |
| Philippine Republic 2.65% 12/10/2045  | 18269000 | 12020911 |
| Philippine Republic 3% 2/1/2028  | 15092000 | 14663840 |
| Philippine Republic 3.95% 1/20/2040  | 12692000 | 11213255 |
| Philippine Republic 5.17% 10/13/2027  | 6800000 | 6935183 |
| Philippine Republic 6.375% 10/23/2034  | 25842000 | 28813830 |
| TOTAL PHILIPPINES |  | 86164401 |
| POLAND - 0.1%  |  |  |
| Republic of Poland 3.25% 4/6/2026  | 5243000 | 5208082 |
| Republic of Poland 4.625% 3/18/2029  | 4160000 | 4232883 |
| Republic of Poland 4.875% 2/12/2030  | 9050000 | 9285300 |
| Republic of Poland 5.125% 9/18/2034  | 9500000 | 9589775 |
| Republic of Poland 5.375% 2/12/2035  | 9850000 | 10086400 |
| Republic of Poland 5.5% 3/18/2054  | 5660000 | 5308571 |
| Republic of Poland 5.5% 4/4/2053  | 8010000 | 7494236 |
| TOTAL POLAND |  | 51205247 |
| URUGUAY - 0.1%  |  |  |
| Uruguay Republic 4.125% 11/20/2045  | 3773151 | 3239024 |
| Uruguay Republic 4.375% 1/23/2031  | 12586574 | 12635305 |
| Uruguay Republic 4.375% 10/27/2027  | 966637 | 972437 |
| Uruguay Republic 4.975% 4/20/2055  | 16418564 | 14591999 |
| Uruguay Republic 5.442% 2/14/2037  | 13900000 | 14343132 |
| TOTAL URUGUAY |  | 45781897 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $879,215,223) |  | <br> **776489034** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Municipal Securities - 0.4%** | &nbsp;&nbsp;**Municipal Securities - 0.4%** | &nbsp;&nbsp;**Municipal Securities - 0.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| California - 0.2%  |  |  |
| Education - 0.0% |  |  |
| California St Univ Rev 2.719% 11/1/2052  | 6750000 | 4380145 |
| University CA Revs Series 2015 AP, 3.931% 5/15/2045  | 2970000 | 2684456 |
|  |  | 7064601 |
| General Obligations - 0.2% |  |  |
| Golden State Tobacco Securitization Corp. Tobacco Settlement (State of California Proj.) Series 2021 B, 2.746% 6/1/2034  | 5025000 | 4415642 |
| Golden State Tobacco Securitization Corp. Tobacco Settlement (State of California Proj.) Series 2021 B, 3.293% 6/1/2042  | 2435000 | 1850920 |
| Los Angeles CA Ccd 6.75% 8/1/2049  | 7505000 | 8134038 |
| State of California 7.55% 4/1/2039  | 19660000 | 23574991 |
| State of California 7.6% 11/1/2040  | 10305000 | 12554641 |
| State of California Gen. Oblig. 3.5% 4/1/2028  | 10235000 | 10199189 |
|  |  | 60729421 |
| Health Care - 0.0% |  |  |
| Univ CA Regts Med Ctr Pooled Rev (Univ CA Regts Med Ctr Pooled Rev Proj.) Series 2020 N, 3.256% 5/15/2060  | 10635000 | 6643039 |
| Univ CA Regts Med Ctr Pooled Rev Series 2020 N, 3.006% 5/15/2050  | 10465000 | 6673209 |
|  |  | 13316248 |
| Transportation - 0.0% |  |  |
| Bay Area Toll Auth CA Bridge Rev 6.263% 4/1/2049  | 3750000 | 3890541 |
| Bay Area Toll Auth CA Bridge Rev 7.043% 4/1/2050  | 5635000 | 6346964 |
| Los Angeles CA Dept Arpts Rev 6.582% 5/15/2039  | 3270000 | 3508847 |
|  |  | 13746352 |
| TOTAL CALIFORNIA |  | 94856622 |
| Idaho - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| Idaho Energy Res Auth Transmission Facs Rev (Bonneville Power Administration Proj.) Series 2021, 2.861% 9/1/2046  | 2955000 | 2040344 |
| Illinois - 0.1%  |  |  |
| General Obligations - 0.1% |  |  |
| Illinois St Gen. Oblig. 5.1% 6/1/2033  | 18973578 | 19194663 |
| Transportation - 0.0% |  |  |
| Chicago IL O'Hare Intl Arpt Rev 6.395% 1/1/2040  | 7250000 | 7993907 |
| TOTAL ILLINOIS |  | 27188570 |
| Kansas - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| Kansas St Dev Fin Auth Rev (Kansas St Proj.) Series 2015 H, 4.927% 4/15/2045  | 6035000 | 5763571 |
| Massachusetts - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| Massachusetts St Gen. Oblig. Series 2016F, 3.277% 6/1/2046  | 3750000 | 2916881 |
| Water & Sewer - 0.0% |  |  |
| Massachusetts St Wtr Res Auth Series 2021C, 2.823% 8/1/2041  | 4445000 | 3558559 |
| TOTAL MASSACHUSETTS |  | 6475440 |
| Michigan - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| Michigan St Strategic Fd Ltd Oblig Rev (State of Michigan Proj.) Series 2021 A, 3.225% 9/1/2047  | 6815000 | 5035246 |
| New Jersey - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| New Jersey Eco Dev Auth St Pen (New Jersey St Proj.) 7.425% 2/15/2029 (National Public Finance Guarantee Corporation Insured)  | 967000 | 1019369 |
| Transportation - 0.0% |  |  |
| New Jersey Turnpike Authority 7.414% 1/1/2040  | 3734000 | 4483177 |
| TOTAL NEW JERSEY |  | 5502546 |
| New Jersey,New York - 0.1%  |  |  |
| Transportation - 0.1% |  |  |
| Port Auth NY & NJ 4.96% 8/1/2046  | 4115000 | 3856969 |
| Port Auth NY & NJ 5.647% 11/1/2040  | 4135000 | 4356280 |
| Port Auth NY & NJ Series 225, 3.175% 7/15/2060  | 18365000 | 11712261 |
|  |  | 19925510 |
| TOTAL NEW JERSEY,NEW YORK |  | 19925510 |
| New York - 0.0%  |  |  |
| Special Tax - 0.0% |  |  |
| New York St Dorm Auth St Pers Income Tax Rev (New York State Pit Proj.) 2.202% 3/15/2034  | 16190000 | 13678011 |
| Transportation - 0.0% |  |  |
| Metropolitan Transn Auth NY Rv 6.668% 11/15/2039  | 4895000 | 5267965 |
| Water & Sewer - 0.0% |  |  |
| New York NY Cty Muni Wtr Fin Auth 5.952% 6/15/2042  | 7170000 | 7386925 |
| TOTAL NEW YORK |  | 26332901 |
| Ohio - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| American Mun Pwr Rev 8.084% 2/15/2050  | 7725000 | 9648781 |
| Oregon - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| Port of Morrow or 2.987% 9/1/2036 (Bonneville Power Administration Guaranteed)  | 4495000 | 3905119 |
| Pennsylvania - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| Commonwealth Fing Auth PA Rev (Pennsylvania St Proj.) 4.144% 6/1/2038  | 6095000 | 5679773 |
| South Carolina - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| South Carolina St Svc Auth Rev Series 2013 C, 5.784% 12/1/2041  | 8986000 | 9100615 |
| Texas - 0.0%  |  |  |
| Special Tax - 0.0% |  |  |
| Dallas TX Rapid Transit Sales Tax Rev Series 2021 A, 2.613% 12/1/2048  | 12565000 | 8309516 |
| Transportation - 0.0% |  |  |
| Dallas Fort Worth International Airport 4.507% 11/1/2051  | 4485000 | 3827868 |
| Dallas Fort Worth International Airport Series 2019A, 3.144% 11/1/2045  | 1850000 | 1379750 |
| Dallas Fort Worth International Airport Series 2021 C, 2.843% 11/1/2046  | 11600000 | 8242588 |
|  |  | 13450206 |
| TOTAL TEXAS |  | 21759722 |
| Virginia - 0.0%  |  |  |
| Education - 0.0% |  |  |
| University VA Univ Revs (University VA Univ Revs Proj.) 2.584% 11/1/2051  | 1885000 | 1140153 |
| University VA Univ Revs Series SER C, 4.179% 9/1/2117  | 3775000 | 2759498 |
|  |  | 3899651 |
| TOTAL VIRGINIA |  | 3899651 |
| <br> **TOTAL MUNICIPAL SECURITIES**<br> (Cost $301,878,278) |  | <br> **247114411** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 25.3%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 25.3%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 25.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.2%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Australia & New Zealand Banking Group Ltd/New York NY 3.7% 11/16/2025  | 5696000 | 5687034 |
| Westpac Banking Corp 1.953% 11/20/2028  | 5800000 | 5455774 |
| Westpac Banking Corp 2.668% 11/15/2035 (c) | 2000000 | 1792335 |
| Westpac Banking Corp 2.85% 5/13/2026  | 3774000 | 3740089 |
| Westpac Banking Corp 3.02% 11/18/2036 (c) | 2000000 | 1780160 |
| Westpac Banking Corp 4.11% 7/24/2034 (c) | 11666000 | 11418237 |
| Westpac Banking Corp 4.354% 7/1/2030  | 5720000 | 5783589 |
| Westpac Banking Corp 4.421% 7/24/2039  | 6630000 | 6054205 |
| Westpac Banking Corp 5.405% 8/10/2033 (c) | 2000000 | 2043174 |
| Westpac Banking Corp 5.457% 11/18/2027  | 10000000 | 10321644 |
| Westpac Banking Corp 5.618% 11/20/2035 (c) | 2400000 | 2442914 |
|  |  | 56519155 |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| BHP Billiton Finance USA Ltd 4.75% 2/28/2028  | 7460000 | 7593928 |
| BHP Billiton Finance USA Ltd 4.9% 2/28/2033  | 8000000 | 8094656 |
| BHP Billiton Finance USA Ltd 5% 9/30/2043  | 3783000 | 3589736 |
| BHP Billiton Finance USA Ltd 5.3% 2/21/2035  | 14660000 | 15064238 |
| Rio Tinto Finance USA Ltd 5.2% 11/2/2040  | 10343000 | 10203269 |
| Rio Tinto Finance USA Ltd 7.125% 7/15/2028  | 1589000 | 1720197 |
| Rio Tinto Finance USA PLC 4.875% 3/14/2030  | 4320000 | 4429242 |
| Rio Tinto Finance USA PLC 5.125% 3/9/2053  | 5600000 | 5131999 |
| Rio Tinto Finance USA PLC 5.25% 3/14/2035  | 8780000 | 8944475 |
| Rio Tinto Finance USA PLC 5.75% 3/14/2055  | 2370000 | 2370597 |
|  |  | 67142337 |
| TOTAL AUSTRALIA |  | 123661492 |
| BELGIUM - 0.2%  |  |  |
| Consumer Staples - 0.2% |  |  |
| Beverages - 0.2% |  |  |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.7% 2/1/2036 (d) | 10000000 | 9759501 |
| Anheuser-Busch InBev Finance Inc 4.625% 2/1/2044  | 4567000 | 4062662 |
| Anheuser-Busch InBev Finance Inc 4.7% 2/1/2036  | 3868000 | 3774975 |
| Anheuser-Busch InBev Finance Inc 4.9% 2/1/2046  | 14442000 | 13142069 |
| Anheuser-Busch InBev Worldwide Inc 3.5% 6/1/2030  | 5000000 | 4865924 |
| Anheuser-Busch InBev Worldwide Inc 4.439% 10/6/2048  | 5873000 | 4950419 |
| Anheuser-Busch InBev Worldwide Inc 4.6% 4/15/2048  | 14894000 | 13097745 |
| Anheuser-Busch InBev Worldwide Inc 5.55% 1/23/2049 (d) | 33724000 | 33140371 |
| Anheuser-Busch InBev Worldwide Inc 5.8% 1/23/2059  | 11081000 | 11158876 |
| Anheuser-Busch InBev Worldwide Inc 8.2% 1/15/2039  | 3624000 | 4622157 |
| TOTAL BELGIUM |  | 102574699 |
| BRAZIL - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Vale Overseas Ltd 3.75% 7/8/2030  | 19333000 | 18364417 |
| Vale Overseas Ltd 6.125% 6/12/2033  | 2150000 | 2268250 |
| Vale Overseas Ltd 6.4% 6/28/2054  | 1770000 | 1762035 |
| Vale SA 5.625% 9/11/2042  | 5243000 | 5202996 |
|  |  | 27597698 |
| Paper & Forest Products - 0.0% |  |  |
| Suzano Austria GmbH 2.5% 9/15/2028  | 11930000 | 11143366 |
| Suzano Austria GmbH 6% 1/15/2029  | 9570000 | 9845041 |
|  |  | 20988407 |
| TOTAL BRAZIL |  | 48586105 |
| CANADA - 0.8%  |  |  |
| Communication Services - 0.0% |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |
| Rogers Communications Inc 2.9% 11/15/2026  | 1986000 | 1950976 |
| Rogers Communications Inc 3.625% 12/15/2025  | 1589000 | 1584330 |
| Rogers Communications Inc 3.8% 3/15/2032  | 23199000 | 21770218 |
| Rogers Communications Inc 5.45% 10/1/2043  | 4588000 | 4325341 |
|  |  | 29630865 |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| Canadian Natural Resources Ltd 4.95% 6/1/2047  | 5084000 | 4391137 |
| Canadian Natural Resources Ltd 5.85% 2/1/2035  | 9570000 | 9819363 |
| Canadian Natural Resources Ltd 6.25% 3/15/2038  | 5441000 | 5696264 |
| Cenovus Energy Inc 2.65% 1/15/2032  | 5664000 | 4971740 |
| Cenovus Energy Inc 4.25% 4/15/2027  | 7547000 | 7541837 |
| Cenovus Energy Inc 5.4% 6/15/2047  | 4439000 | 3955896 |
| Cenovus Energy Inc 6.75% 11/15/2039  | 457000 | 495076 |
| Enbridge Inc 5.5% 12/1/2046  | 11511000 | 11023381 |
| Enbridge Inc 5.55% 6/20/2035  | 12800000 | 13035646 |
| Enbridge Inc 5.625% 4/5/2034  | 5500000 | 5678150 |
| Enbridge Inc 5.7% 3/8/2033  | 3480000 | 3630315 |
| Enbridge Inc 5.95% 4/5/2054  | 2820000 | 2781828 |
| Enbridge Inc 7.2% 6/27/2054 (c) | 1674000 | 1740712 |
| Enbridge Inc 8.5% 1/15/2084 (c) | 1880000 | 2126682 |
| South Bow USA Infrastructure Holdings LLC 5.026% 10/1/2029  | 2620000 | 2652713 |
| South Bow USA Infrastructure Holdings LLC 5.584% 10/1/2034  | 2320000 | 2301442 |
| South Bow USA Infrastructure Holdings LLC 6.176% 10/1/2054  | 2320000 | 2202055 |
| Suncor Energy Inc 4% 11/15/2047  | 3972000 | 2929670 |
| Suncor Energy Inc 6.8% 5/15/2038  | 6708000 | 7256176 |
| Suncor Energy Inc 6.85% 6/1/2039  | 1589000 | 1737657 |
| TransCanada PipeLines Ltd 4.625% 3/1/2034  | 10000000 | 9639016 |
| TransCanada PipeLines Ltd 4.75% 5/15/2038  | 8334000 | 7652646 |
| TransCanada PipeLines Ltd 4.875% 1/15/2026  | 3972000 | 3971983 |
| TransCanada PipeLines Ltd 4.875% 5/15/2048  | 3908000 | 3421795 |
| TransCanada PipeLines Ltd 5.1% 3/15/2049  | 2778000 | 2503877 |
| TransCanada PipeLines Ltd 6.1% 6/1/2040  | 5321000 | 5495011 |
|  |  | 128652068 |
| Financials - 0.5% |  |  |
| Banks - 0.4% |  |  |
| Bank of Montreal 3.803% 12/15/2032 (c) | 9260000 | 9076059 |
| Bank of Montreal 4.7% 9/14/2027  | 9700000 | 9811105 |
| Bank of Montreal 5.266% 12/11/2026  | 5200000 | 5271586 |
| Bank of Nova Scotia/The 4.5% 12/16/2025  | 12615000 | 12618213 |
| Bank of Nova Scotia/The 4.588% 5/4/2037 (c) | 2700000 | 2590584 |
| Bank of Nova Scotia/The 4.75% 2/2/2026  | 3500000 | 3506697 |
| Bank of Nova Scotia/The 4.85% 2/1/2030  | 12240000 | 12527235 |
| Bank of Nova Scotia/The 5.25% 6/12/2028  | 3450000 | 3560334 |
| Canadian Imperial Bank of Commerce 3.6% 4/7/2032  | 3614000 | 3403405 |
| Canadian Imperial Bank of Commerce 6.092% 10/3/2033  | 7914000 | 8543036 |
| National Bank of Canada 4.5% 10/10/2029  | 4150000 | 4174665 |
| Royal Bank of Canada 1.2% 4/27/2026  | 23522000 | 23066286 |
| Royal Bank of Canada 2.05% 1/21/2027  | 16433000 | 15992005 |
| Royal Bank of Canada 3.625% 5/4/2027  | 7900000 | 7852562 |
| Royal Bank of Canada 4.522% 10/18/2028 (c) | 7180000 | 7231339 |
| Royal Bank of Canada 4.65% 10/18/2030 (c) | 14550000 | 14674168 |
| Royal Bank of Canada 4.696% 8/6/2031 (c) | 3800000 | 3838290 |
| Royal Bank of Canada 5% 5/2/2033  | 4070000 | 4161484 |
| Royal Bank of Canada 5.153% 2/4/2031 (c) | 6000000 | 6180327 |
| Royal Bank of Canada 6% 11/1/2027  | 10000000 | 10404055 |
| Toronto Dominion Bank 4.108% 6/8/2027  | 9800000 | 9806433 |
| Toronto Dominion Bank 4.693% 9/15/2027  | 10000000 | 10116785 |
| Toronto Dominion Bank 4.808% 6/3/2030  | 16000000 | 16341049 |
| Toronto Dominion Bank 5.156% 1/10/2028  | 22920000 | 23454634 |
|  |  | 228202336 |
| Capital Markets - 0.1% |  |  |
| Brookfield Finance Inc 2.724% 4/15/2031  | 19988000 | 18253688 |
| Brookfield Finance Inc 3.625% 2/15/2052  | 1600000 | 1110293 |
| Brookfield Finance Inc 5.968% 3/4/2054  | 4350000 | 4356873 |
| CI Financial Corp 3.2% 12/17/2030  | 4250000 | 3819631 |
|  |  | 27540485 |
| Insurance - 0.0% |  |  |
| Fairfax Financial Holdings Ltd 4.625% 4/29/2030  | 5123000 | 5137733 |
| Fairfax Financial Holdings Ltd 4.85% 4/17/2028  | 1700000 | 1723375 |
| Fairfax Financial Holdings Ltd 5.625% 8/16/2032  | 1900000 | 1960023 |
| Fairfax Financial Holdings Ltd 5.75% 5/20/2035 (e) | 2010000 | 2052784 |
| Fairfax Financial Holdings Ltd 6.1% 3/15/2055  | 5000000 | 4930886 |
| Manulife Financial Corp 4.15% 3/4/2026  | 9666000 | 9657018 |
|  |  | 25461819 |
| TOTAL FINANCIALS |  | 281204640 |
| Industrials - 0.1% |  |  |
| Ground Transportation - 0.1% |  |  |
| Canadian National Railway Co 2.45% 5/1/2050  | 13253000 | 7744761 |
| Canadian National Railway Co 3.2% 8/2/2046  | 2622000 | 1857393 |
| Canadian National Railway Co 3.85% 8/5/2032  | 2000000 | 1911683 |
| Canadian Pacific Railway Co 1.75% 12/2/2026  | 8990000 | 8733731 |
| Canadian Pacific Railway Co 2.05% 3/5/2030  | 1800000 | 1637848 |
| Canadian Pacific Railway Co 2.45% 12/2/2031  | 20546000 | 18200894 |
| Canadian Pacific Railway Co 3.1% 12/2/2051  | 9405000 | 6113519 |
|  |  | 46199829 |
| Professional Services - 0.0% |  |  |
| TR Finance LLC 3.35% 5/15/2026  | 5561000 | 5510407 |
| TR Finance LLC 5.5% 8/15/2035 (d) | 2000000 | 2049608 |
|  |  | 7560015 |
| TOTAL INDUSTRIALS |  | 53759844 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Nutrien Ltd 4% 12/15/2026  | 9055000 | 9022922 |
| Nutrien Ltd 4.2% 4/1/2029  | 4109000 | 4100569 |
| Nutrien Ltd 5% 4/1/2049  | 7152000 | 6319916 |
| Nutrien Ltd 5.25% 1/15/2045  | 2780000 | 2586643 |
| Nutrien Ltd 5.625% 12/1/2040  | 1430000 | 1422281 |
|  |  | 23452331 |
| Metals & Mining - 0.0% |  |  |
| Barrick Mining Corp 5.25% 4/1/2042  | 3575000 | 3433645 |
| Barrick North America Finance LLC 5.75% 5/1/2043  | 2000000 | 2029217 |
| Barrick PD Australia Finance Pty Ltd 5.95% 10/15/2039  | 2000000 | 2082283 |
|  |  | 7545145 |
| TOTAL MATERIALS |  | 30997476 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Emera US Finance LP 3.55% 6/15/2026  | 2100000 | 2082419 |
| Emera US Finance LP 4.75% 6/15/2046  | 4138000 | 3448267 |
|  |  | 5530686 |
| TOTAL CANADA |  | 529775579 |
| CHINA - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Interactive Media & Services - 0.0% |  |  |
| Baidu Inc 3.425% 4/7/2030  | 9666000 | 9349439 |
| Consumer Discretionary - 0.1% |  |  |
| Broadline Retail - 0.1% |  |  |
| Alibaba Group Holding Ltd 2.125% 2/9/2031  | 16568000 | 14884360 |
| Alibaba Group Holding Ltd 3.15% 2/9/2051  | 17076000 | 11502977 |
|  |  | 26387337 |
| TOTAL CHINA |  | 35736776 |
| FRANCE - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Orange SA 5.5% 2/6/2044  | 2383000 | 2357072 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| TotalEnergies Capital International SA 3.127% 5/29/2050  | 2832000 | 1860820 |
| TotalEnergies Capital International SA 3.455% 2/19/2029  | 16952000 | 16696605 |
| TotalEnergies Capital International SA 3.461% 7/12/2049  | 5181000 | 3643682 |
| TotalEnergies Capital SA 5.15% 4/5/2034  | 2040000 | 2102579 |
| TotalEnergies Capital SA 5.488% 4/5/2054  | 2040000 | 1941834 |
| TotalEnergies Capital SA 5.638% 4/5/2064  | 1020000 | 978511 |
|  |  | 27224031 |
| TOTAL FRANCE |  | 29581103 |
| GERMANY - 0.2%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Automobiles - 0.0% |  |  |
| Mercedes-Benz Finance North America LLC 8.5% 1/18/2031  | 2000000 | 2391166 |
| Financials - 0.2% |  |  |
| Capital Markets - 0.1% |  |  |
| Deutsche Bank AG 4.1% 1/13/2026  | 9570000 | 9551541 |
| Deutsche Bank AG/New York NY 2.311% 11/16/2027 (c) | 4949000 | 4827466 |
| Deutsche Bank AG/New York NY 3.035% 5/28/2032 (c)(d) | 9100000 | 8304098 |
| Deutsche Bank AG/New York NY 3.729% 1/14/2032 (c) | 10100000 | 9475527 |
| Deutsche Bank AG/New York NY 4.1% 1/13/2026  | 17316000 | 17279860 |
| Deutsche Bank AG/New York NY 4.95% 8/4/2031 (c) | 2000000 | 2016444 |
| Deutsche Bank AG/New York NY 4.999% 9/11/2030 (c)(d) | 5100000 | 5182514 |
| Deutsche Bank AG/New York NY 5.297% 5/9/2031 (c) | 2000000 | 2049137 |
| Deutsche Bank AG/New York NY 5.373% 1/10/2029 (c) | 8940000 | 9141972 |
| Deutsche Bank AG/New York NY 5.403% 9/11/2035 (c)(d) | 3270000 | 3293985 |
| Deutsche Bank AG/New York NY 7.079% 2/10/2034 (c)(d) | 3050000 | 3311842 |
|  |  | 74434386 |
| Financial Services - 0.1% |  |  |
| KfW 2.875% 4/3/2028  | 12201000 | 11988972 |
| KfW 3.875% 5/15/2028  | 10000000 | 10068284 |
| Landwirtschaftliche Rentenbank 1.75% 7/27/2026  | 6752000 | 6624070 |
| Landwirtschaftliche Rentenbank 2.5% 11/15/2027  | 7022000 | 6848333 |
|  |  | 35529659 |
| TOTAL FINANCIALS |  | 109964045 |
| Health Care - 0.0% |  |  |
| Pharmaceuticals - 0.0% |  |  |
| Bayer US Finance II LLC 3.95% 4/15/2045 (e) | 1104000 | 797785 |
| TOTAL GERMANY |  | 113152996 |
| IRELAND - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Consumer Finance - 0.1% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026  | 10778000 | 10557265 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028  | 5800000 | 5580323 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.4% 10/29/2033  | 5896000 | 5240669 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.65% 7/21/2027  | 3698000 | 3660991 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.85% 10/29/2041  | 7876000 | 6341562 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.875% 1/23/2028  | 12472000 | 12378829 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.45% 10/1/2025  | 7824000 | 7822299 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.625% 9/10/2029  | 4450000 | 4486028 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.3% 1/19/2034  | 2050000 | 2077356 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027  | 23302000 | 24054408 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.95% 3/10/2055 (c) | 3750000 | 3926206 |
|  |  | 86125936 |
| Materials - 0.0% |  |  |
| Containers & Packaging - 0.0% |  |  |
| Smurfit Kappa Treasury ULC 5.777% 4/3/2054  | 1400000 | 1377335 |
| Smurfit Westrock Financing DAC 5.418% 1/15/2035  | 4274000 | 4351698 |
|  |  | 5729033 |
| TOTAL IRELAND |  | 91854969 |
| JAPAN - 0.6%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Automobiles - 0.0% |  |  |
| Honda Motor Co Ltd 2.534% 3/10/2027  | 14164000 | 13831948 |
| Toyota Motor Corp 2.362% 3/25/2031  | 10633000 | 9640902 |
| Toyota Motor Corp 4.45% 6/30/2030  | 2000000 | 2022734 |
| Toyota Motor Corp 5.053% 6/30/2035  | 6000000 | 6059542 |
| Toyota Motor Corp 5.118% 7/13/2028  | 2000000 | 2063519 |
|  |  | 33618645 |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| Japan Bank for International Cooperation 1.25% 1/21/2031  | 31080000 | 27002158 |
| Japan Bank for International Cooperation 1.875% 7/21/2026  | 3260000 | 3199403 |
| Japan Bank for International Cooperation 2.25% 11/4/2026  | 4486000 | 4397985 |
| Japan Bank for International Cooperation 2.375% 4/20/2026  | 10372000 | 10259121 |
| Japan Bank for International Cooperation 2.75% 1/21/2026  | 2720000 | 2704084 |
| Japan Bank for International Cooperation 2.875% 6/1/2027  | 6038000 | 5938512 |
| Japan Bank for International Cooperation 3.25% 7/20/2028  | 7150000 | 7044223 |
| Mitsubishi UFJ Financial Group Inc 1.538% 7/20/2027 (c) | 8941000 | 8722969 |
| Mitsubishi UFJ Financial Group Inc 2.309% 7/20/2032 (c) | 8700000 | 7693134 |
| Mitsubishi UFJ Financial Group Inc 3.195% 7/18/2029  | 11297000 | 10872800 |
| Mitsubishi UFJ Financial Group Inc 3.751% 7/18/2039  | 6297000 | 5460323 |
| Mitsubishi UFJ Financial Group Inc 3.85% 3/1/2026  | 538000 | 536461 |
| Mitsubishi UFJ Financial Group Inc 3.961% 3/2/2028  | 17476000 | 17441992 |
| Mitsubishi UFJ Financial Group Inc 5.159% 4/24/2031 (c) | 4600000 | 4744007 |
| Mitsubishi UFJ Financial Group Inc 5.197% 1/16/2031 (c) | 5000000 | 5159392 |
| Mitsubishi UFJ Financial Group Inc 5.242% 4/19/2029 (c) | 17500000 | 17957394 |
| Mitsubishi UFJ Financial Group Inc 5.422% 2/22/2029 (c) | 12500000 | 12866806 |
| Mitsubishi UFJ Financial Group Inc 5.441% 2/22/2034 (c) | 6660000 | 6935965 |
| Mitsubishi UFJ Financial Group Inc 5.615% 4/24/2036 (c) | 4140000 | 4314962 |
| Mizuho Financial Group Inc 1.554% 7/9/2027 (c) | 9183000 | 8971224 |
| Mizuho Financial Group Inc 2.26% 7/9/2032 (c) | 9086000 | 7969971 |
| Mizuho Financial Group Inc 2.591% 5/25/2031 (c) | 13146000 | 12120039 |
| Mizuho Financial Group Inc 5.098% 5/13/2031 (c) | 7400000 | 7595629 |
| Mizuho Financial Group Inc 5.323% 7/8/2036 (c) | 2000000 | 2031071 |
| Mizuho Financial Group Inc 5.382% 7/10/2030 (c) | 4120000 | 4266603 |
| Mizuho Financial Group Inc 5.594% 7/10/2035 (c) | 4300000 | 4474895 |
| Mizuho Financial Group Inc 5.748% 7/6/2034 (c) | 4000000 | 4215886 |
| Mizuho Financial Group Inc 5.778% 7/6/2029 (c) | 5120000 | 5333359 |
| Sumitomo Mitsui Financial Group Inc 2.13% 7/8/2030  | 14000000 | 12640074 |
| Sumitomo Mitsui Financial Group Inc 2.174% 1/14/2027  | 22619000 | 22039284 |
| Sumitomo Mitsui Financial Group Inc 2.75% 1/15/2030  | 13875000 | 12983277 |
| Sumitomo Mitsui Financial Group Inc 3.04% 7/16/2029  | 11000000 | 10507751 |
| Sumitomo Mitsui Financial Group Inc 3.05% 1/14/2042  | 11600000 | 8720976 |
| Sumitomo Mitsui Financial Group Inc 5.24% 4/15/2030  | 5400000 | 5591059 |
| Sumitomo Mitsui Financial Group Inc 5.52% 1/13/2028  | 26700000 | 27584569 |
| Sumitomo Mitsui Financial Group Inc 5.558% 7/9/2034  | 2320000 | 2427040 |
| Sumitomo Mitsui Financial Group Inc 5.766% 1/13/2033  | 7800000 | 8278497 |
| Sumitomo Mitsui Financial Group Inc 5.776% 7/13/2033  | 5600000 | 5946528 |
|  |  | 336949423 |
| Capital Markets - 0.0% |  |  |
| Nomura Holdings Inc 2.608% 7/14/2031  | 1000000 | 895978 |
| Nomura Holdings Inc 3.103% 1/16/2030  | 19128000 | 18035711 |
| Nomura Holdings Inc 5.605% 7/6/2029  | 7500000 | 7816130 |
| Nomura Holdings Inc 6.07% 7/12/2028  | 5700000 | 5968981 |
|  |  | 32716800 |
| TOTAL FINANCIALS |  | 369666223 |
| Health Care - 0.0% |  |  |
| Pharmaceuticals - 0.0% |  |  |
| Takeda Pharmaceutical Co Ltd 2.05% 3/31/2030  | 12000000 | 10892266 |
| TOTAL JAPAN |  | 414177134 |
| KOREA (SOUTH) - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| Export-Import Bank of Korea 1.125% 12/29/2026  | 3300000 | 3176297 |
| Export-Import Bank of Korea 4% 9/11/2029  | 7000000 | 6988375 |
| Export-Import Bank of Korea 5.125% 9/18/2033  | 10400000 | 10837655 |
| Export-Import Bank of Korea 5.25% 1/14/2035  | 3300000 | 3482912 |
| Korea Development Bank/The 1.625% 1/19/2031  | 10633000 | 9414394 |
| TOTAL KOREA (SOUTH) |  | 33899633 |
| LUXEMBOURG - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| ArcelorMittal SA 6.35% 6/17/2054  | 2810000 | 2845898 |
| ArcelorMittal SA 6.8% 11/29/2032  | 9000000 | 9965387 |
| TOTAL LUXEMBOURG |  | 12811285 |
| MEXICO - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |
| America Movil SAB de CV 3.625% 4/22/2029  | 6667000 | 6488191 |
| America Movil SAB de CV 6.125% 11/15/2037  | 6645000 | 7035394 |
|  |  | 13523585 |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Southern Copper Corp 5.25% 11/8/2042  | 5448000 | 5109570 |
| Southern Copper Corp 5.875% 4/23/2045  | 1000000 | 1003270 |
| Southern Copper Corp 7.5% 7/27/2035  | 4833000 | 5594198 |
|  |  | 11707038 |
| TOTAL MEXICO |  | 25230623 |
| MULTI-NATIONAL - 0.4%  |  |  |
| Financials - 0.4% |  |  |
| Banks - 0.2% |  |  |
| African Development Bank 0.875% 7/22/2026  | 12141000 | 11819946 |
| Arab Community Center for Economic & Social Service 4.125% 1/7/2028  | 3608000 | 3614083 |
| Arab Community Center for Economic & Social Service 5% 1/22/2030  | 5550000 | 5752775 |
| Arab Community Center for Economic & Social Service 5% 1/24/2029  | 4395000 | 4530865 |
| Asian Development Bank 0.75% 10/8/2030  | 15466000 | 13320412 |
| Asian Development Bank 2% 4/24/2026  | 5004000 | 4939584 |
| Asian Development Bank 2.5% 11/2/2027  | 5321000 | 5190896 |
| Asian Development Bank 2.625% 1/12/2027  | 5164000 | 5084587 |
| Asian Development Bank 2.75% 1/19/2028  | 29894000 | 29292990 |
| European Investment Bank 0.75% 9/23/2030  | 22088000 | 19073152 |
| European Investment Bank 0.875% 5/17/2030  | 5299000 | 4654948 |
| European Investment Bank 1.25% 2/14/2031  | 9586000 | 8402976 |
| European Investment Bank 2.375% 5/24/2027  | 3177000 | 3106365 |
| Inter-American Development Bank 2% 6/2/2026  | 3177000 | 3130605 |
| Inter-American Development Bank 2.25% 6/18/2029  | 15187000 | 14422087 |
| Inter-American Development Bank 2.375% 7/7/2027  | 5346000 | 5219818 |
| Inter-American Development Bank 4.375% 1/24/2044  | 6926000 | 6380465 |
|  |  | 147936554 |
| Financial Services - 0.2% |  |  |
| IBRD Discount Notes 0.75% 8/26/2030  | 13146000 | 11368253 |
| IBRD Discount Notes 0.875% 5/14/2030  | 16078000 | 14115055 |
| IBRD Discount Notes 1.25% 2/10/2031  | 14403000 | 12603036 |
| IBRD Discount Notes 1.875% 10/27/2026  | 3781000 | 3697389 |
| IBRD Discount Notes 4% 7/25/2030  | 26650000 | 26955245 |
| IBRD Discount Notes 4.75% 11/14/2033  | 28960000 | 30253592 |
| International Finance Corp 0.75% 8/27/2030  | 8767000 | 7573335 |
|  |  | 106565905 |
| TOTAL MULTI-NATIONAL |  | 254502459 |
| NETHERLANDS - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Cooperatieve Rabobank UA 3.75% 7/21/2026  | 15291000 | 15192500 |
| Cooperatieve Rabobank UA 5.25% 5/24/2041  | 4583000 | 4524057 |
| ING Groep NV 1.726% 4/1/2027 (c) | 7323000 | 7214007 |
| ING Groep NV 2.727% 4/1/2032 (c) | 7404000 | 6761447 |
| ING Groep NV 4.252% 3/28/2033 (c) | 7800000 | 7571272 |
| ING Groep NV 5.066% 3/25/2031 (c) | 8500000 | 8702984 |
| ING Groep NV 5.525% 3/25/2036 (c) | 4800000 | 4913519 |
|  |  | 54879786 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 2.65% 2/15/2032  | 17641000 | 15525902 |
| NXP BV / NXP Funding LLC / NXP USA Inc 5% 1/15/2033  | 8500000 | 8510720 |
|  |  | 24036622 |
| TOTAL NETHERLANDS |  | 78916408 |
| NORWAY - 0.1%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Equinor ASA 2.375% 5/22/2030  | 9144000 | 8458040 |
| Equinor ASA 3.125% 4/6/2030  | 7926000 | 7601054 |
| Equinor ASA 3.625% 9/10/2028  | 9596000 | 9509407 |
| Equinor ASA 3.7% 4/6/2050  | 12681000 | 9591661 |
| Equinor ASA 5.1% 8/17/2040  | 1589000 | 1579507 |
| TOTAL NORWAY |  | 36739669 |
| SPAIN - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Telefonica Emisiones SA 4.103% 3/8/2027  | 10645000 | 10612257 |
| Telefonica Emisiones SA 4.895% 3/6/2048  | 3000000 | 2521244 |
| Telefonica Emisiones SA 5.213% 3/8/2047  | 5203000 | 4568883 |
| Telefonica Emisiones SA 5.52% 3/1/2049  | 2700000 | 2451010 |
| Telefonica Emisiones SA 7.045% 6/20/2036  | 6065000 | 6753414 |
|  |  | 26906808 |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Banco Bilbao Vizcaya Argentaria SA 6.033% 3/13/2035 (c) | 3200000 | 3361951 |
| Banco Bilbao Vizcaya Argentaria SA 6.138% 9/14/2028 (c) | 2000000 | 2070563 |
| Banco Bilbao Vizcaya Argentaria SA 7.883% 11/15/2034 (c) | 2000000 | 2300801 |
| Banco Santander SA 2.749% 12/3/2030  | 1000000 | 901475 |
| Banco Santander SA 2.958% 3/25/2031  | 14400000 | 13301907 |
| Banco Santander SA 3.225% 11/22/2032 (c) | 7800000 | 7095221 |
| Banco Santander SA 4.175% 3/24/2028 (c) | 6000000 | 5990313 |
| Banco Santander SA 5.294% 8/18/2027  | 2000000 | 2036788 |
| Banco Santander SA 5.538% 3/14/2030 (c) | 13600000 | 14117044 |
| Banco Santander SA 5.565% 1/17/2030  | 8000000 | 8345838 |
| Banco Santander SA 6.35% 3/14/2034  | 3400000 | 3605192 |
| Banco Santander SA 6.921% 8/8/2033  | 2600000 | 2864922 |
|  |  | 65992015 |
| TOTAL SPAIN |  | 92898823 |
| SWITZERLAND - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Capital Markets - 0.1% |  |  |
| UBS AG/Stamford CT 5% 7/9/2027 (d) | 2000000 | 2033322 |
| UBS AG/Stamford CT 7.5% 2/15/2028  | 15400000 | 16618434 |
| UBS Group AG 4.55% 4/17/2026  | 8685000 | 8697961 |
| UBS Group AG 4.875% 5/15/2045  | 8979000 | 8175959 |
|  |  | 35525676 |
| Information Technology - 0.0% |  |  |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| Tyco Electronics Group SA 3.7% 2/15/2026  | 4253000 | 4240136 |
| Tyco Electronics Group SA 7.125% 10/1/2037  | 1966000 | 2298456 |
|  |  | 6538592 |
| TOTAL SWITZERLAND |  | 42064268 |
| UNITED KINGDOM - 1.0%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| British Telecommunications PLC 9.625% 12/15/2030 (f) | 12479000 | 15363512 |
| Media - 0.0% |  |  |
| RELX Capital Inc 3% 5/22/2030  | 5750000 | 5456858 |
| RELX Capital Inc 5.25% 3/27/2035 (d) | 2300000 | 2349610 |
|  |  | 7806468 |
| Wireless Telecommunication Services - 0.1% |  |  |
| Vodafone Group PLC 4.375% 5/30/2028  | 20333000 | 20706259 |
| Vodafone Group PLC 5.125% 6/19/2059  | 5220000 | 4534687 |
| Vodafone Group PLC 5.25% 5/30/2048  | 18988000 | 17453830 |
| Vodafone Group PLC 5.75% 6/28/2054  | 2470000 | 2359403 |
|  |  | 45054179 |
| TOTAL COMMUNICATION SERVICES |  | 68224159 |
| Consumer Staples - 0.2% |  |  |
| Beverages - 0.0% |  |  |
| Diageo Capital PLC 2% 4/29/2030  | 11793000 | 10725004 |
| Diageo Capital PLC 2.125% 4/29/2032  | 10633000 | 9151847 |
| Diageo Investment Corp 5.625% 4/15/2035  | 3200000 | 3368746 |
|  |  | 23245597 |
| Food Products - 0.0% |  |  |
| Unilever Capital Corp 1.375% 9/14/2030  | 14582000 | 12850234 |
| Unilever Capital Corp 1.75% 8/12/2031  | 2000000 | 1745388 |
| Unilever Capital Corp 2% 7/28/2026  | 1716000 | 1686077 |
|  |  | 16281699 |
| Tobacco - 0.2% |  |  |
| BAT Capital Corp 3.557% 8/15/2027  | 16817000 | 16598324 |
| BAT Capital Corp 3.984% 9/25/2050  | 2900000 | 2087388 |
| BAT Capital Corp 4.39% 8/15/2037  | 8622000 | 7787225 |
| BAT Capital Corp 4.54% 8/15/2047  | 13298000 | 10773923 |
| BAT Capital Corp 4.758% 9/6/2049  | 9666000 | 7966662 |
| BAT Capital Corp 6.421% 8/2/2033  | 5000000 | 5451245 |
| BAT International Finance PLC 5.931% 2/2/2029  | 3000000 | 3152675 |
| Reynolds American Inc 5.85% 8/15/2045 (d) | 3368000 | 3249369 |
| Reynolds American Inc 7.25% 6/15/2037  | 5735000 | 6491825 |
|  |  | 63558636 |
| TOTAL CONSUMER STAPLES |  | 103085932 |
| Financials - 0.7% |  |  |
| Banks - 0.7% |  |  |
| Barclays PLC 2.279% 11/24/2027 (c) | 14500000 | 14144798 |
| Barclays PLC 2.894% 11/24/2032 (c) | 15080000 | 13508956 |
| Barclays PLC 3.564% 9/23/2035 (c) | 7500000 | 7007324 |
| Barclays PLC 4.375% 1/12/2026  | 4289000 | 4287757 |
| Barclays PLC 4.476% 11/11/2029 (c) | 4800000 | 4808595 |
| Barclays PLC 4.836% 5/9/2028  | 7626000 | 7663660 |
| Barclays PLC 4.95% 1/10/2047  | 12837000 | 11529682 |
| Barclays PLC 5.25% 8/17/2045  | 4602000 | 4321453 |
| Barclays PLC 5.335% 9/10/2035 (c) | 6250000 | 6257204 |
| Barclays PLC 5.367% 2/25/2031 (c) | 6800000 | 7013599 |
| Barclays PLC 5.501% 8/9/2028 (c) | 4980000 | 5088992 |
| Barclays PLC 5.785% 2/25/2036 (c) | 6100000 | 6292094 |
| Barclays PLC 5.86% 8/11/2046 (c) | 2000000 | 1986921 |
| Barclays PLC 6.224% 5/9/2034 (c) | 6500000 | 6937826 |
| Barclays PLC 7.119% 6/27/2034 (c) | 6000000 | 6635214 |
| HSBC Holdings PLC 2.013% 9/22/2028 (c) | 38714000 | 36963157 |
| HSBC Holdings PLC 2.804% 5/24/2032 (c) | 22528000 | 20356305 |
| HSBC Holdings PLC 4.292% 9/12/2026 (c) | 38971000 | 38968611 |
| HSBC Holdings PLC 4.755% 6/9/2028 (c) | 7000000 | 7051998 |
| HSBC Holdings PLC 4.762% 3/29/2033 (c) | 8100000 | 7994497 |
| HSBC Holdings PLC 5.13% 3/3/2031 (c) | 4800000 | 4917067 |
| HSBC Holdings PLC 5.21% 8/11/2028 (c) | 2000000 | 2031845 |
| HSBC Holdings PLC 5.24% 5/13/2031 (c) | 7800000 | 8018141 |
| HSBC Holdings PLC 5.25% 3/14/2044  | 3946000 | 3723685 |
| HSBC Holdings PLC 5.45% 3/3/2036 (c) | 4700000 | 4776400 |
| HSBC Holdings PLC 5.597% 5/17/2028 (c) | 3610000 | 3685730 |
| HSBC Holdings PLC 5.733% 5/17/2032 (c) | 10000000 | 10488858 |
| HSBC Holdings PLC 5.79% 5/13/2036 (c) | 8220000 | 8552134 |
| HSBC Holdings PLC 5.874% 11/18/2035 (c) | 7950000 | 8162695 |
| HSBC Holdings PLC 5.887% 8/14/2027 (c) | 5500000 | 5574022 |
| HSBC Holdings PLC 6.254% 3/9/2034 (c) | 16000000 | 17278566 |
| HSBC Holdings PLC 6.332% 3/9/2044 (c) | 5100000 | 5471882 |
| HSBC Holdings PLC 6.5% 9/15/2037  | 8340000 | 8834284 |
| HSBC Holdings PLC 6.8% 6/1/2038  | 4833000 | 5306692 |
| HSBC Holdings PLC 7.399% 11/13/2034 (c) | 8800000 | 9916038 |
| Lloyds Banking Group PLC 3.574% 11/7/2028 (c) | 2000000 | 1970145 |
| Lloyds Banking Group PLC 3.75% 3/18/2028 (c) | 2000000 | 1983104 |
| Lloyds Banking Group PLC 4.344% 1/9/2048  | 11915000 | 9566008 |
| Lloyds Banking Group PLC 4.582% 12/10/2025  | 9260000 | 9255547 |
| Lloyds Banking Group PLC 4.65% 3/24/2026  | 6831000 | 6829286 |
| Lloyds Banking Group PLC 4.818% 6/13/2029 (c) | 5200000 | 5273540 |
| Lloyds Banking Group PLC 4.976% 8/11/2033 (c) | 2000000 | 2005218 |
| Lloyds Banking Group PLC 5.087% 11/26/2028 (c) | 5350000 | 5439453 |
| Lloyds Banking Group PLC 5.59% 11/26/2035 (c) | 5940000 | 6105395 |
| Lloyds Banking Group PLC 5.721% 6/5/2030 (c) | 8400000 | 8787117 |
| Lloyds Banking Group PLC 5.871% 3/6/2029 (c) | 10800000 | 11214370 |
| Lloyds Banking Group PLC 6.068% 6/13/2036 (c) | 1180000 | 1219487 |
| NatWest Group PLC 4.445% 5/8/2030 (c) | 5748000 | 5766788 |
| NatWest Group PLC 4.8% 4/5/2026  | 10366000 | 10393746 |
| NatWest Group PLC 4.892% 5/18/2029 (c) | 6766000 | 6874502 |
| NatWest Group PLC 5.516% 9/30/2028 (c) | 9700000 | 9938575 |
| NatWest Group PLC 5.778% 3/1/2035 (c) | 2300000 | 2404969 |
| NatWest Group PLC 5.808% 9/13/2029 (c) | 5200000 | 5432032 |
| Santander UK Group Holdings PLC 2.469% 1/11/2028 (c) | 9666000 | 9415893 |
| Santander UK Group Holdings PLC 2.896% 3/15/2032 (c) | 1600000 | 1457916 |
| Santander UK Group Holdings PLC 6.534% 1/10/2029 (c) | 8050000 | 8432570 |
|  |  | 455322343 |
| Health Care - 0.0% |  |  |
| Pharmaceuticals - 0.0% |  |  |
| Astrazeneca Finance LLC 1.2% 5/28/2026  | 7201000 | 7046777 |
| Astrazeneca Finance LLC 2.25% 5/28/2031 (d) | 7008000 | 6335132 |
| Astrazeneca Finance LLC 4.875% 3/3/2033  | 4110000 | 4195303 |
| Astrazeneca PLC 4.375% 11/16/2045  | 5989000 | 5215197 |
| Astrazeneca PLC 4.375% 8/17/2048  | 9825000 | 8445406 |
| Astrazeneca PLC 6.45% 9/15/2037  | 4582000 | 5174144 |
| GlaxoSmithKline Capital Inc 6.375% 5/15/2038  | 5734000 | 6383225 |
|  |  | 42795184 |
| TOTAL UNITED KINGDOM |  | 669427618 |
| UNITED STATES - 21.2%  |  |  |
| Communication Services - 1.5% |  |  |
| Diversified Telecommunication Services - 0.5% |  |  |
| AT&T Inc 1.65% 2/1/2028  | 8216000 | 7752710 |
| AT&T Inc 2.25% 2/1/2032 (d) | 13533000 | 11720351 |
| AT&T Inc 2.75% 6/1/2031  | 14741000 | 13486046 |
| AT&T Inc 2.95% 7/15/2026 (d) | 6356000 | 6285385 |
| AT&T Inc 3.3% 2/1/2052  | 14016000 | 9048862 |
| AT&T Inc 3.5% 2/1/2061  | 3800000 | 2420294 |
| AT&T Inc 3.5% 6/1/2041  | 7559000 | 5917817 |
| AT&T Inc 3.5% 9/15/2053  | 25048000 | 16768930 |
| AT&T Inc 3.55% 9/15/2055  | 54468000 | 36218463 |
| AT&T Inc 3.65% 6/1/2051  | 11600000 | 8118292 |
| AT&T Inc 3.65% 9/15/2059  | 31190000 | 20647039 |
| AT&T Inc 3.8% 2/15/2027 (d) | 7149000 | 7114611 |
| AT&T Inc 4.35% 6/15/2045  | 5085000 | 4213214 |
| AT&T Inc 4.5% 3/9/2048  | 6502000 | 5364322 |
| AT&T Inc 4.65% 6/1/2044  | 6251000 | 5385574 |
| Sprint Capital Corp 8.75% 3/15/2032  | 10000000 | 12126758 |
| Verizon Communications Inc 1.5% 9/18/2030  | 3190000 | 2780946 |
| Verizon Communications Inc 1.68% 10/30/2030  | 2665000 | 2338536 |
| Verizon Communications Inc 2.355% 3/15/2032  | 19271000 | 16729606 |
| Verizon Communications Inc 2.55% 3/21/2031  | 41913000 | 38011191 |
| Verizon Communications Inc 2.987% 10/30/2056  | 69319000 | 41401449 |
| Verizon Communications Inc 3.55% 3/22/2051  | 8661000 | 6155592 |
| Verizon Communications Inc 4.125% 3/16/2027 (d) | 5561000 | 5566925 |
| Verizon Communications Inc 4.272% 1/15/2036  | 19285000 | 17937389 |
| Verizon Communications Inc 4.329% 9/21/2028 (d) | 12151000 | 12235007 |
| Verizon Communications Inc 4.4% 11/1/2034  | 2999000 | 2864198 |
| Verizon Communications Inc 4.75% 11/1/2041  | 795000 | 717851 |
| Verizon Communications Inc 5.012% 4/15/2049  | 913000 | 821237 |
| Verizon Communications Inc 5.012% 8/21/2054  | 9975000 | 8826396 |
|  |  | 328974991 |
| Entertainment - 0.0% |  |  |
| Netflix Inc 4.9% 8/15/2034 (d) | 8610000 | 8800732 |
| Walt Disney Co/The 2% 9/1/2029  | 8297000 | 7686341 |
| Walt Disney Co/The 2.65% 1/13/2031  | 12615000 | 11728305 |
| Walt Disney Co/The 2.75% 9/1/2049  | 8288000 | 5169767 |
| Walt Disney Co/The 3.5% 5/13/2040 (d) | 5423000 | 4477655 |
| Walt Disney Co/The 3.6% 1/13/2051  | 5404000 | 3966303 |
| Walt Disney Co/The 3.8% 5/13/2060 (d) | 5423000 | 3939339 |
| Walt Disney Co/The 4.7% 3/23/2050 (d) | 3867000 | 3423354 |
| Walt Disney Co/The 5.4% 10/1/2043  | 3078000 | 3067365 |
| Walt Disney Co/The 6.15% 2/15/2041  | 8340000 | 8994319 |
| Walt Disney Co/The 6.15% 3/1/2037  | 3142000 | 3443837 |
|  |  | 64697317 |
| Interactive Media & Services - 0.2% |  |  |
| Alphabet Inc 1.1% 8/15/2030  | 11696000 | 10224079 |
| Alphabet Inc 1.998% 8/15/2026  | 1827000 | 1792967 |
| Alphabet Inc 2.05% 8/15/2050  | 11696000 | 6383935 |
| Alphabet Inc 4% 5/15/2030  | 4720000 | 4750511 |
| Alphabet Inc 4.5% 5/15/2035 (d) | 970000 | 962082 |
| Alphabet Inc 5.25% 5/15/2055  | 6130000 | 5971033 |
| Meta Platforms Inc 3.5% 8/15/2027 (d) | 6820000 | 6779693 |
| Meta Platforms Inc 3.85% 8/15/2032 (d) | 7620000 | 7364512 |
| Meta Platforms Inc 4.3% 8/15/2029 (d) | 14300000 | 14486238 |
| Meta Platforms Inc 4.45% 8/15/2052  | 12000000 | 9997994 |
| Meta Platforms Inc 4.6% 5/15/2028 (d) | 4630000 | 4720450 |
| Meta Platforms Inc 4.65% 8/15/2062  | 1800000 | 1499388 |
| Meta Platforms Inc 4.75% 8/15/2034  | 3000000 | 3015184 |
| Meta Platforms Inc 4.95% 5/15/2033 (d) | 6700000 | 6887070 |
| Meta Platforms Inc 5.4% 8/15/2054  | 16808000 | 16123624 |
| Meta Platforms Inc 5.6% 5/15/2053  | 6190000 | 6119061 |
|  |  | 107077821 |
| Media - 0.6% |  |  |
| Charter Communications Operating LLC / Charter Communications Operating Capital 2.8% 4/1/2031  | 20299000 | 18265252 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.5% 6/1/2041 (d) | 26758000 | 19235554 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.7% 4/1/2051  | 7027000 | 4525304 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.2% 3/15/2028  | 8737000 | 8685375 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 4/1/2033  | 5700000 | 5358978 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.05% 3/30/2029  | 4833000 | 4908587 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.125% 7/1/2049  | 9816000 | 7977216 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 5/1/2047  | 4534000 | 3852869 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.75% 4/1/2048  | 4154000 | 3702125 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.1% 6/1/2029  | 3000000 | 3153389 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.384% 10/23/2035  | 10684000 | 11132940 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.484% 10/23/2045  | 3725000 | 3623196 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.55% 6/1/2034  | 12650000 | 13418995 |
| Comcast Corp 1.5% 2/15/2031 (d) | 11310000 | 9752020 |
| Comcast Corp 1.95% 1/15/2031 (d) | 2030000 | 1798863 |
| Comcast Corp 2.35% 1/15/2027  | 18905000 | 18479085 |
| Comcast Corp 2.45% 8/15/2052  | 11310000 | 6049405 |
| Comcast Corp 2.65% 2/1/2030 (d) | 26264000 | 24618664 |
| Comcast Corp 2.8% 1/15/2051  | 6476000 | 3838773 |
| Comcast Corp 2.887% 11/1/2051  | 15309000 | 9165577 |
| Comcast Corp 2.937% 11/1/2056  | 57662000 | 33198949 |
| Comcast Corp 3.15% 3/1/2026 (d) | 3972000 | 3949768 |
| Comcast Corp 3.3% 2/1/2027  | 9461000 | 9355084 |
| Comcast Corp 3.4% 4/1/2030  | 5800000 | 5609380 |
| Comcast Corp 3.45% 2/1/2050  | 5896000 | 4010288 |
| Comcast Corp 3.75% 4/1/2040  | 4644000 | 3857731 |
| Comcast Corp 3.969% 11/1/2047  | 4131000 | 3160015 |
| Comcast Corp 4% 3/1/2048  | 9532000 | 7293187 |
| Comcast Corp 4.15% 10/15/2028  | 14973000 | 15020751 |
| Comcast Corp 4.4% 8/15/2035 (d) | 7700000 | 7332147 |
| Comcast Corp 5.3% 5/15/2035 (d) | 2000000 | 2040393 |
| Fox Corp 4.709% 1/25/2029  | 8245000 | 8339071 |
| Fox Corp 5.476% 1/25/2039  | 3027000 | 2990090 |
| Fox Corp 5.576% 1/25/2049 (d) | 7398000 | 6974562 |
| Paramount Global 3.375% 2/15/2028 (d) | 8381000 | 8176433 |
| Paramount Global 4.2% 6/1/2029 (d) | 7143000 | 7037897 |
| Paramount Global 4.375% 3/15/2043  | 2093000 | 1590644 |
| Paramount Global 4.6% 1/15/2045  | 5799000 | 4465216 |
| Paramount Global 4.95% 1/15/2031  | 13185000 | 13103934 |
| Time Warner Cable LLC 4.5% 9/15/2042  | 16137000 | 12797769 |
| Time Warner Cable LLC 6.55% 5/1/2037  | 7500000 | 7768862 |
| Time Warner Cable LLC 7.3% 7/1/2038  | 3177000 | 3459959 |
| TWDC Enterprises 18 Corp 1.85% 7/30/2026  | 4059000 | 3979868 |
| TWDC Enterprises 18 Corp 3% 7/30/2046  | 3575000 | 2399410 |
| TWDC Enterprises 18 Corp 4.125% 6/1/2044  | 4528000 | 3766499 |
| TWDC Enterprises 18 Corp 4.375% 8/16/2041 (d) | 5200000 | 4584131 |
|  |  | 367804205 |
| Wireless Telecommunication Services - 0.2% |  |  |
| T-Mobile USA Inc 2.05% 2/15/2028 (d) | 11928000 | 11357278 |
| T-Mobile USA Inc 3.3% 2/15/2051  | 11928000 | 7837361 |
| T-Mobile USA Inc 3.75% 4/15/2027  | 6689000 | 6646861 |
| T-Mobile USA Inc 3.875% 4/15/2030  | 6689000 | 6551821 |
| T-Mobile USA Inc 4.375% 4/15/2040  | 6689000 | 5942600 |
| T-Mobile USA Inc 4.5% 4/15/2050 (d) | 11522000 | 9416668 |
| T-Mobile USA Inc 4.7% 1/15/2035  | 980000 | 949994 |
| T-Mobile USA Inc 4.8% 7/15/2028 (d) | 6375000 | 6494138 |
| T-Mobile USA Inc 4.95% 3/15/2028 (d) | 14700000 | 14976649 |
| T-Mobile USA Inc 5.05% 7/15/2033  | 30475000 | 30787617 |
| T-Mobile USA Inc 5.2% 1/15/2033  | 7265000 | 7396603 |
| T-Mobile USA Inc 5.25% 6/15/2055  | 4500000 | 4047144 |
| T-Mobile USA Inc 5.65% 1/15/2053  | 10210000 | 9776078 |
|  |  | 122180812 |
| TOTAL COMMUNICATION SERVICES |  | 990735146 |
| Consumer Discretionary - 1.2% |  |  |
| Automobile Components - 0.0% |  |  |
| Lear Corp 3.55% 1/15/2052  | 2600000 | 1696699 |
| Automobiles - 0.3% |  |  |
| American Honda Finance Corp 2% 3/24/2028  | 2000000 | 1896362 |
| American Honda Finance Corp 2.25% 1/12/2029  | 1900000 | 1783541 |
| American Honda Finance Corp 2.3% 9/9/2026  | 3972000 | 3894343 |
| American Honda Finance Corp 4.8% 3/5/2030 (d) | 4640000 | 4734550 |
| American Honda Finance Corp 4.85% 10/23/2031  | 10690000 | 10832962 |
| American Honda Finance Corp 5.125% 7/7/2028 (d) | 4550000 | 4667751 |
| American Honda Finance Corp 5.15% 7/9/2032  | 4000000 | 4075283 |
| American Honda Finance Corp 5.2% 3/5/2035 (d) | 3210000 | 3229098 |
| Ford Motor Co 5.291% 12/8/2046 (d) | 8130000 | 6601085 |
| Ford Motor Co 6.1% 8/19/2032 (d) | 17360000 | 17539497 |
| General Motors Co 5% 10/1/2028  | 5463000 | 5552285 |
| General Motors Co 5.15% 4/1/2038  | 1300000 | 1215884 |
| General Motors Co 5.2% 4/1/2045  | 3392000 | 2951244 |
| General Motors Co 5.6% 10/15/2032 (d) | 4900000 | 5033652 |
| General Motors Co 5.625% 4/15/2030 (d) | 10000000 | 10328581 |
| General Motors Co 5.95% 4/1/2049 (d) | 5027000 | 4726721 |
| General Motors Co 6.6% 4/1/2036  | 8489000 | 9007781 |
| General Motors Co 6.75% 4/1/2046  | 5684000 | 5885644 |
| General Motors Co 6.8% 10/1/2027  | 10536000 | 10996489 |
| General Motors Financial Co Inc 2.35% 1/8/2031 (d) | 2000000 | 1762279 |
| General Motors Financial Co Inc 2.4% 10/15/2028  | 1700000 | 1601486 |
| General Motors Financial Co Inc 2.4% 4/10/2028  | 2000000 | 1904506 |
| General Motors Financial Co Inc 3.85% 1/5/2028  | 5561000 | 5491392 |
| General Motors Financial Co Inc 4% 10/6/2026  | 2923000 | 2908215 |
| General Motors Financial Co Inc 4.35% 1/17/2027  | 6356000 | 6349613 |
| General Motors Financial Co Inc 5.45% 7/15/2030  | 5000000 | 5133521 |
| General Motors Financial Co Inc 5.6% 6/18/2031  | 4220000 | 4358231 |
| General Motors Financial Co Inc 5.625% 4/4/2032  | 6000000 | 6140243 |
| General Motors Financial Co Inc 5.65% 1/17/2029 (d) | 16996000 | 17524618 |
| General Motors Financial Co Inc 6.4% 1/9/2033 (d) | 10000000 | 10603300 |
|  |  | 178730157 |
| Broadline Retail - 0.2% |  |  |
| Amazon.com Inc 1% 5/12/2026  | 5087000 | 4980795 |
| Amazon.com Inc 1.5% 6/3/2030 (d) | 15466000 | 13813699 |
| Amazon.com Inc 2.1% 5/12/2031  | 7251000 | 6503553 |
| Amazon.com Inc 2.5% 6/3/2050  | 5085000 | 3026856 |
| Amazon.com Inc 2.875% 5/12/2041 (d) | 27600000 | 20705904 |
| Amazon.com Inc 3.1% 5/12/2051  | 5251000 | 3524647 |
| Amazon.com Inc 3.15% 8/22/2027 (d) | 8309000 | 8202163 |
| Amazon.com Inc 3.6% 4/13/2032  | 2000000 | 1925286 |
| Amazon.com Inc 3.875% 8/22/2037  | 8728000 | 7930863 |
| Amazon.com Inc 4.05% 8/22/2047  | 15112000 | 12462536 |
| Amazon.com Inc 4.25% 8/22/2057  | 7208000 | 5865573 |
| Amazon.com Inc 4.55% 12/1/2027  | 10000000 | 10141499 |
| Amazon.com Inc 4.7% 12/1/2032  | 28300000 | 28929751 |
| Amazon.com Inc 4.8% 12/5/2034 (d) | 6766000 | 6928341 |
| eBay Inc 2.6% 5/10/2031 (d) | 2000000 | 1817133 |
| eBay Inc 2.7% 3/11/2030 (d) | 2000000 | 1870744 |
| eBay Inc 5.95% 11/22/2027 (d) | 8000000 | 8302340 |
|  |  | 146931683 |
| Distributors - 0.0% |  |  |
| Genuine Parts Co 2.75% 2/1/2032  | 2000000 | 1767085 |
| Diversified Consumer Services - 0.1% |  |  |
| American University/The 3.672% 4/1/2049  | 1903000 | 1415919 |
| Duke University 2.832% 10/1/2055  | 3714000 | 2276480 |
| George Washington University/The 4.126% 9/15/2048  | 5575000 | 4459518 |
| George Washington University/The 4.3% 9/15/2044  | 1589000 | 1343699 |
| Massachusetts Institute of Technology 2.989% 7/1/2050  | 3722000 | 2473339 |
| Massachusetts Institute of Technology 3.885% 7/1/2116  | 2248000 | 1533945 |
| Massachusetts Institute of Technology 3.959% 7/1/2038  | 3753000 | 3422651 |
| Northwestern University 3.662% 12/1/2057  | 4398000 | 3144336 |
| Northwestern University 4.643% 12/1/2044  | 2661000 | 2512073 |
| President and Fellows of Harvard College 3.15% 7/15/2046  | 3000000 | 2157267 |
| President and Fellows of Harvard College 3.3% 7/15/2056  | 3852000 | 2615935 |
| President and Fellows of Harvard College 3.619% 10/1/2037  | 795000 | 704485 |
| Princeton Univ 5.7% 3/1/2039  | 795000 | 848609 |
| Trane Technologies Global Holding Co Ltd 3.75% 8/21/2028  | 3694000 | 3679781 |
| Trane Technologies Global Holding Co Ltd 4.3% 2/21/2048  | 3948000 | 3249136 |
| University of Chicago/The 3% 10/1/2052  | 5027000 | 3353667 |
| University of Notre Dame du Lac 3.438% 2/15/2045  | 2646000 | 2007953 |
| University of Southern California 2.945% 10/1/2051  | 9096000 | 5805203 |
| University of Southern California 5.25% 10/1/2111  | 1589000 | 1447176 |
| William Marsh Rice University 3.774% 5/15/2055  | 1510000 | 1125878 |
|  |  | 49577050 |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Expedia Group Inc 2.95% 3/15/2031  | 2000000 | 1847503 |
| Expedia Group Inc 3.25% 2/15/2030  | 6863000 | 6540510 |
| Expedia Group Inc 4.625% 8/1/2027  | 2000000 | 2012751 |
| Marriott International Inc/MD 2.85% 4/15/2031 (d) | 17100000 | 15685270 |
| Marriott International Inc/MD 4.2% 7/15/2027  | 4000000 | 4006201 |
| Marriott International Inc/MD 4.875% 5/15/2029  | 6000000 | 6110816 |
| Marriott International Inc/MD 5.25% 10/15/2035  | 4000000 | 3970446 |
| Marriott International Inc/MD 5.35% 3/15/2035 (d) | 3450000 | 3483184 |
| Marriott International Inc/MD 5.5% 4/15/2037  | 5110000 | 5128192 |
| McDonald's Corp 3.5% 7/1/2027 (d) | 7617000 | 7549215 |
| McDonald's Corp 3.6% 7/1/2030  | 5684000 | 5547483 |
| McDonald's Corp 3.625% 9/1/2049 (d) | 9831000 | 7140874 |
| McDonald's Corp 4.2% 4/1/2050  | 6666000 | 5312053 |
| McDonald's Corp 4.4% 2/12/2031  | 7600000 | 7625187 |
| McDonald's Corp 4.45% 3/1/2047  | 4511000 | 3808566 |
| McDonald's Corp 4.875% 12/9/2045 (d) | 4313000 | 3905181 |
| McDonald's Corp 6.3% 3/1/2038  | 5596000 | 6138733 |
| Metropolitan Museum of Art/The 3.4% 7/1/2045  | 2383000 | 1762487 |
| Starbucks Corp 2% 3/12/2027 (d) | 9502000 | 9207754 |
| Starbucks Corp 2.45% 6/15/2026  | 7944000 | 7838713 |
| Starbucks Corp 3% 2/14/2032 (d) | 4900000 | 4477002 |
| Starbucks Corp 3.5% 11/15/2050  | 3287000 | 2260500 |
| Starbucks Corp 4% 11/15/2028 (d) | 5561000 | 5558344 |
| Starbucks Corp 4.5% 11/15/2048  | 3734000 | 3092777 |
| Starbucks Corp 5.4% 5/15/2035 (d) | 6390000 | 6539374 |
|  |  | 136549116 |
| Household Durables - 0.0% |  |  |
| DR Horton Inc 1.3% 10/15/2026  | 2000000 | 1938731 |
| DR Horton Inc 5% 10/15/2034 (d) | 3000000 | 3000843 |
| DR Horton Inc 5.5% 10/15/2035  | 1940000 | 1986929 |
| Lennar Corp 4.75% 11/29/2027  | 6283000 | 6330365 |
| Toll Brothers Finance Corp 4.35% 2/15/2028  | 1900000 | 1904468 |
|  |  | 15161336 |
| Leisure Products - 0.0% |  |  |
| Brunswick Corp/DE 5.1% 4/1/2052  | 2100000 | 1593328 |
| Hasbro Inc 3.9% 11/19/2029  | 2000000 | 1951640 |
| Hasbro Inc 5.1% 5/15/2044  | 3400000 | 2996373 |
|  |  | 6541341 |
| Specialty Retail - 0.4% |  |  |
| AutoNation Inc 2.4% 8/1/2031  | 1000000 | 871864 |
| AutoNation Inc 3.85% 3/1/2032  | 6090000 | 5669626 |
| AutoZone Inc 3.75% 6/1/2027 (d) | 4611000 | 4577817 |
| AutoZone Inc 4% 4/15/2030 (d) | 9521000 | 9393347 |
| AutoZone Inc 5.1% 7/15/2029  | 1730000 | 1781641 |
| AutoZone Inc 5.165% 6/15/2030  | 2680000 | 2766057 |
| AutoZone Inc 5.4% 7/15/2034 (d) | 1530000 | 1572185 |
| Home Depot Inc/The 2.375% 3/15/2051  | 13507000 | 7594080 |
| Home Depot Inc/The 2.5% 4/15/2027  | 9637000 | 9427637 |
| Home Depot Inc/The 2.8% 9/14/2027  | 3972000 | 3887738 |
| Home Depot Inc/The 2.95% 6/15/2029 (d) | 16616000 | 16015055 |
| Home Depot Inc/The 3.125% 12/15/2049  | 5317000 | 3567570 |
| Home Depot Inc/The 3.3% 4/15/2040  | 6833000 | 5487272 |
| Home Depot Inc/The 3.9% 12/6/2028 (d) | 4575000 | 4582565 |
| Home Depot Inc/The 3.9% 6/15/2047  | 6813000 | 5349776 |
| Home Depot Inc/The 4.2% 4/1/2043 (d) | 1251000 | 1068010 |
| Home Depot Inc/The 4.25% 4/1/2046 (d) | 2606000 | 2188741 |
| Home Depot Inc/The 4.5% 12/6/2048  | 10434000 | 8934748 |
| Home Depot Inc/The 4.75% 6/25/2029  | 2000000 | 2047313 |
| Home Depot Inc/The 4.875% 2/15/2044  | 2283000 | 2112875 |
| Home Depot Inc/The 4.95% 6/25/2034  | 11600000 | 11798847 |
| Home Depot Inc/The 5.875% 12/16/2036 (d) | 13741000 | 14847440 |
| Lowe's Cos Inc 1.3% 4/15/2028  | 6380000 | 5951374 |
| Lowe's Cos Inc 1.7% 10/15/2030 (d) | 9666000 | 8495532 |
| Lowe's Cos Inc 3.65% 4/5/2029 (d) | 10507000 | 10313674 |
| Lowe's Cos Inc 3.7% 4/15/2046  | 2780000 | 2063646 |
| Lowe's Cos Inc 3.75% 4/1/2032  | 32063000 | 30445615 |
| Lowe's Cos Inc 4.05% 5/3/2047  | 9135000 | 7091882 |
| Lowe's Cos Inc 4.5% 4/15/2030 (d) | 9618000 | 9739717 |
| Lowe's Cos Inc 4.8% 4/1/2026 (d) | 8100000 | 8117485 |
| Lowe's Cos Inc 5.625% 4/15/2053 (d) | 8000000 | 7637739 |
| Lowe's Cos Inc 5.75% 7/1/2053 (d) | 4623000 | 4472861 |
| O'Reilly Automotive Inc 4.7% 6/15/2032  | 8100000 | 8108914 |
|  |  | 227980643 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| NIKE Inc 2.85% 3/27/2030  | 4775000 | 4532893 |
| NIKE Inc 3.25% 3/27/2040 (d) | 9666000 | 7690882 |
| NIKE Inc 3.375% 11/1/2046  | 3575000 | 2596754 |
| NIKE Inc 3.375% 3/27/2050  | 4775000 | 3348520 |
| Tapestry Inc 3.05% 3/15/2032 (d) | 2320000 | 2077561 |
| Tapestry Inc 5.1% 3/11/2030 (d) | 2000000 | 2044093 |
| Tapestry Inc 5.5% 3/11/2035  | 2000000 | 2021675 |
|  |  | 24312378 |
| TOTAL CONSUMER DISCRETIONARY |  | 789247488 |
| Consumer Staples - 1.2% |  |  |
| Beverages - 0.3% |  |  |
| Coca-Cola Co/The 1.375% 3/15/2031 (d) | 9666000 | 8371415 |
| Coca-Cola Co/The 1.45% 6/1/2027 (d) | 6650000 | 6389125 |
| Coca-Cola Co/The 1.65% 6/1/2030 (d) | 13650000 | 12251325 |
| Coca-Cola Co/The 2.5% 3/15/2051  | 4833000 | 2861291 |
| Coca-Cola Co/The 2.5% 6/1/2040 (d) | 6660000 | 4874950 |
| Coca-Cola Co/The 2.6% 6/1/2050  | 6660000 | 4068443 |
| Coca-Cola Co/The 2.75% 6/1/2060  | 6660000 | 3905074 |
| Coca-Cola Co/The 5% 5/13/2034  | 6760000 | 6983339 |
| Coca-Cola Co/The 5.2% 1/14/2055  | 7790000 | 7367656 |
| Constellation Brands Inc 3.5% 5/9/2027  | 7944000 | 7854995 |
| Constellation Brands Inc 3.7% 12/6/2026  | 5997000 | 5955192 |
| Constellation Brands Inc 4.75% 5/9/2032 (d) | 5000000 | 4998134 |
| Constellation Brands Inc 5.25% 11/15/2048  | 5751000 | 5207975 |
| Keurig Dr Pepper Inc 2.25% 3/15/2031  | 2000000 | 1762210 |
| Keurig Dr Pepper Inc 3.2% 5/1/2030  | 2000000 | 1884749 |
| Keurig Dr Pepper Inc 3.8% 5/1/2050  | 2513000 | 1775317 |
| Keurig Dr Pepper Inc 4.05% 4/15/2032 (d) | 11200000 | 10674055 |
| Keurig Dr Pepper Inc 4.5% 4/15/2052  | 1000000 | 786572 |
| Keurig Dr Pepper Inc 4.6% 5/15/2030  | 7880000 | 7880915 |
| Keurig Dr Pepper Inc 5.15% 5/15/2035  | 7080000 | 6991673 |
| Molson Coors Beverage Co 3% 7/15/2026  | 13822000 | 13662176 |
| Molson Coors Beverage Co 4.2% 7/15/2046  | 10509000 | 8319195 |
| PepsiCo Inc 1.4% 2/25/2031 (d) | 12450000 | 10780918 |
| PepsiCo Inc 1.625% 5/1/2030 (d) | 34299000 | 30754631 |
| PepsiCo Inc 2.375% 10/6/2026 (d) | 5362000 | 5274523 |
| PepsiCo Inc 3% 10/15/2027  | 14466000 | 14218496 |
| PepsiCo Inc 3.6% 8/13/2042  | 2383000 | 1902841 |
| PepsiCo Inc 3.875% 3/19/2060  | 4833000 | 3605896 |
| PepsiCo Inc 4.25% 10/22/2044  | 4766000 | 4073296 |
| PepsiCo Inc 4.45% 4/14/2046  | 4607000 | 4036347 |
| PepsiCo Inc 5% 2/7/2035  | 4770000 | 4854949 |
| PepsiCo Inc 5% 7/23/2035  | 11000000 | 11101929 |
|  |  | 225429602 |
| Consumer Staples Distribution & Retail - 0.3% |  |  |
| Costco Wholesale Corp 1.375% 6/20/2027 (d) | 13997000 | 13397695 |
| Costco Wholesale Corp 1.6% 4/20/2030  | 2000000 | 1799304 |
| Costco Wholesale Corp 1.75% 4/20/2032 (d) | 2000000 | 1717962 |
| Dollar General Corp 5% 11/1/2032 (d) | 9230000 | 9306943 |
| Dollar Tree Inc 4.2% 5/15/2028  | 8178000 | 8157671 |
| Kroger Co/The 1.7% 1/15/2031  | 5315000 | 4632460 |
| Kroger Co/The 2.2% 5/1/2030  | 2780000 | 2543339 |
| Kroger Co/The 2.65% 10/15/2026  | 2264000 | 2226419 |
| Kroger Co/The 3.5% 2/1/2026 (d) | 3177000 | 3164142 |
| Kroger Co/The 3.95% 1/15/2050  | 2900000 | 2168336 |
| Kroger Co/The 5% 9/15/2034 (d) | 4540000 | 4524939 |
| Kroger Co/The 5.15% 8/1/2043  | 2165000 | 2000783 |
| Kroger Co/The 5.4% 1/15/2049 (d) | 5171000 | 4828725 |
| Kroger Co/The 5.5% 9/15/2054 (d) | 5170000 | 4840913 |
| Kroger Co/The 5.65% 9/15/2064  | 2660000 | 2495495 |
| Sysco Corp 3.3% 2/15/2050  | 11213000 | 7518255 |
| Sysco Corp 3.3% 7/15/2026  | 2606000 | 2583237 |
| Sysco Corp 3.75% 10/1/2025  | 4528000 | 4524902 |
| Sysco Corp 6.6% 4/1/2040  | 7830000 | 8636090 |
| Target Corp 3.9% 11/15/2047  | 11736000 | 9093851 |
| Target Corp 4% 7/1/2042 (d) | 5561000 | 4649649 |
| Target Corp 4.4% 1/15/2033 (d) | 8300000 | 8227205 |
| Walmart Inc 2.95% 9/24/2049  | 5027000 | 3363158 |
| Walmart Inc 3.7% 6/26/2028  | 9771000 | 9758616 |
| Walmart Inc 3.9% 4/15/2028  | 7300000 | 7324264 |
| Walmart Inc 4.05% 6/29/2048  | 14433000 | 11826079 |
| Walmart Inc 4.1% 4/15/2033 (d) | 7300000 | 7171700 |
| Walmart Inc 4.3% 4/22/2044  | 4766000 | 4159810 |
| Walmart Inc 5.625% 4/1/2040  | 1589000 | 1689417 |
| Walmart Inc 5.625% 4/15/2041 (d) | 3654000 | 3799599 |
| Walmart Inc 6.5% 8/15/2037  | 6573000 | 7531016 |
|  |  | 169661974 |
| Food Products - 0.3% |  |  |
| Archer-Daniels-Midland Co 4.5% 8/15/2033 (d) | 16900000 | 16682283 |
| Bunge Ltd Finance Corp 2.75% 5/14/2031 (d) | 2000000 | 1827224 |
| Bunge Ltd Finance Corp 4.2% 9/17/2029 (d) | 3260000 | 3244480 |
| Bunge Ltd Finance Corp 4.65% 9/17/2034  | 2540000 | 2473687 |
| Conagra Brands Inc 4.85% 11/1/2028 (d) | 10827000 | 10943738 |
| Conagra Brands Inc 5.3% 11/1/2038  | 3936000 | 3715041 |
| Conagra Brands Inc 5.4% 11/1/2048 (d) | 7130000 | 6275171 |
| General Mills Inc 2.875% 4/15/2030  | 5778000 | 5436363 |
| General Mills Inc 3% 2/1/2051  | 4854000 | 3056673 |
| General Mills Inc 4.2% 4/17/2028  | 13662000 | 13672828 |
| General Mills Inc 4.875% 1/30/2030 (d) | 2540000 | 2597051 |
| General Mills Inc 4.95% 3/29/2033 (d) | 3670000 | 3694881 |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co 5.5% 1/15/2036 (e) | 8100000 | 8126726 |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co 6.25% 3/1/2056 (e) | 5400000 | 5321445 |
| Kellanova 3.25% 4/1/2026  | 2955000 | 2936893 |
| Kellanova 4.3% 5/15/2028  | 4766000 | 4795938 |
| Kraft Heinz Foods Co 3.875% 5/15/2027  | 28999000 | 28807343 |
| Kraft Heinz Foods Co 4.375% 6/1/2046  | 14500000 | 11546629 |
| Kraft Heinz Foods Co 5% 6/4/2042  | 9800000 | 8765846 |
| Kraft Heinz Foods Co 5% 7/15/2035  | 1000000 | 979455 |
| Kraft Heinz Foods Co 6.875% 1/26/2039  | 2000000 | 2176118 |
| The Campbell's Company 4.8% 3/15/2048 (d) | 11120000 | 9564934 |
| Tyson Foods Inc 4% 3/1/2026 (d) | 5854000 | 5840215 |
| Tyson Foods Inc 4.35% 3/1/2029 (d) | 7149000 | 7151621 |
| Tyson Foods Inc 5.1% 9/28/2048  | 7408000 | 6645912 |
|  |  | 176278495 |
| Household Products - 0.1% |  |  |
| Colgate-Palmolive Co 3.25% 8/15/2032 (d) | 2000000 | 1868312 |
| Kimberly-Clark Corp 1.05% 9/15/2027  | 16774000 | 15863138 |
| Kimberly-Clark Corp 3.1% 3/26/2030  | 3346000 | 3206254 |
| Kimberly-Clark Corp 3.2% 7/30/2046  | 1986000 | 1416546 |
| Kimberly-Clark Corp 3.95% 11/1/2028  | 6766000 | 6774881 |
| Kimberly-Clark Corp 6.625% 8/1/2037  | 1200000 | 1388256 |
| Procter & Gamble Co/The 1% 4/23/2026  | 9135000 | 8956376 |
| Procter & Gamble Co/The 1.95% 4/23/2031 (d) | 14500000 | 13026392 |
| Procter & Gamble Co/The 2.3% 2/1/2032 (d) | 2000000 | 1804419 |
| Procter & Gamble Co/The 2.85% 8/11/2027  | 3575000 | 3514049 |
| Procter & Gamble Co/The 3% 3/25/2030  | 9868000 | 9474959 |
| Procter & Gamble Co/The 5.55% 3/5/2037 (d) | 2000000 | 2156303 |
|  |  | 69449885 |
| Personal Care Products - 0.0% |  |  |
| Estee Lauder Cos Inc/The 1.95% 3/15/2031 (d) | 13533000 | 11933968 |
| Estee Lauder Cos Inc/The 5% 2/14/2034  | 2600000 | 2624353 |
| Estee Lauder Cos Inc/The 5.15% 5/15/2053  | 4000000 | 3782352 |
| Kenvue Inc 4.9% 3/22/2033  | 6173000 | 6270316 |
| Kenvue Inc 5.05% 3/22/2028 (d) | 5583000 | 5724198 |
| Kenvue Inc 5.05% 3/22/2053 (d) | 6173000 | 5639214 |
|  |  | 35974401 |
| Tobacco - 0.2% |  |  |
| Altria Group Inc 3.4% 2/4/2041  | 10000000 | 7501306 |
| Altria Group Inc 3.875% 9/16/2046 (d) | 7944000 | 5914305 |
| Altria Group Inc 4.25% 8/9/2042  | 7768000 | 6364552 |
| Altria Group Inc 4.8% 2/14/2029  | 10541000 | 10708494 |
| Altria Group Inc 5.8% 2/14/2039  | 7428000 | 7581097 |
| Altria Group Inc 5.95% 2/14/2049  | 8261000 | 8212072 |
| Philip Morris International Inc 2.75% 2/25/2026  | 2979000 | 2956272 |
| Philip Morris International Inc 3.875% 8/21/2042  | 3833000 | 3103573 |
| Philip Morris International Inc 4.125% 3/4/2043  | 7944000 | 6657676 |
| Philip Morris International Inc 4.625% 11/1/2029  | 5360000 | 5444472 |
| Philip Morris International Inc 4.875% 11/15/2043  | 4766000 | 4345482 |
| Philip Morris International Inc 4.875% 2/15/2028  | 6100000 | 6212779 |
| Philip Morris International Inc 4.9% 11/1/2034 (d) | 5660000 | 5635424 |
| Philip Morris International Inc 5.125% 11/17/2027  | 8330000 | 8506664 |
| Philip Morris International Inc 5.375% 2/15/2033  | 6430000 | 6656266 |
| Philip Morris International Inc 5.75% 11/17/2032  | 5880000 | 6225043 |
| Philip Morris International Inc 6.375% 5/16/2038  | 1152000 | 1275540 |
|  |  | 103301017 |
| TOTAL CONSUMER STAPLES |  | 780095374 |
| Energy - 1.4% |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 4.08% 12/15/2047  | 19106000 | 14871036 |
| Baker Hughes Holdings LLC 5.125% 9/15/2040  | 1589000 | 1529171 |
| Halliburton Co 2.92% 3/1/2030  | 7656000 | 7199581 |
| Halliburton Co 3.8% 11/15/2025  | 203000 | 202604 |
| Halliburton Co 4.85% 11/15/2035  | 9000000 | 8770575 |
| Halliburton Co 5% 11/15/2045 (d) | 5989000 | 5279519 |
| Halliburton Co 7.45% 9/15/2039 (d) | 1192000 | 1394653 |
|  |  | 39247139 |
| Oil, Gas & Consumable Fuels - 1.3% |  |  |
| APA Corp 6.1% 2/15/2035 (e) | 6200000 | 6206541 |
| Boardwalk Pipelines LP 3.4% 2/15/2031  | 2000000 | 1863522 |
| BP Capital Markets PLC 3.279% 9/19/2027  | 10121000 | 9978858 |
| Cheniere Energy Inc 5.65% 4/15/2034  | 4400000 | 4491647 |
| Cheniere Energy Partners LP 5.75% 8/15/2034  | 11150000 | 11452025 |
| Chevron Corp 1.995% 5/11/2027  | 4949000 | 4802833 |
| Chevron Corp 2.236% 5/11/2030 (d) | 5916000 | 5455672 |
| Chevron Corp 2.954% 5/16/2026 (d) | 8737000 | 8666037 |
| Chevron Corp 2.978% 5/11/2040  | 4949000 | 3856763 |
| Chevron Corp 3.078% 5/11/2050  | 5916000 | 3942271 |
| Chevron USA Inc 4.2% 10/15/2049  | 3480000 | 2773046 |
| Chevron USA Inc 4.95% 8/15/2047  | 10963000 | 9914086 |
| ConocoPhillips 6.5% 2/1/2039  | 5981000 | 6678221 |
| ConocoPhillips Co 4.7% 1/15/2030  | 5480000 | 5584074 |
| ConocoPhillips Co 5% 1/15/2035 (d) | 6290000 | 6289668 |
| ConocoPhillips Co 5.05% 9/15/2033 (d) | 9450000 | 9652425 |
| ConocoPhillips Co 5.5% 1/15/2055  | 3140000 | 2958740 |
| ConocoPhillips Co 5.55% 3/15/2054  | 9450000 | 8966440 |
| ConocoPhillips Co 5.95% 3/15/2046  | 4766000 | 4999676 |
| DCP Midstream Operating LP 3.25% 2/15/2032 (d) | 1000000 | 899427 |
| DCP Midstream Operating LP 8.125% 8/16/2030  | 2000000 | 2295083 |
| Devon Energy Corp 5% 6/15/2045  | 13220000 | 11102717 |
| Devon Energy Corp 5.6% 7/15/2041 (d) | 2283000 | 2138244 |
| Diamondback Energy Inc 5.9% 4/18/2064  | 7900000 | 7309622 |
| Diamondback Energy Inc 6.25% 3/15/2033 (d) | 11200000 | 11969073 |
| Eastern Gas Transmission & Storage Inc 3.9% 11/15/2049  | 9666000 | 6933720 |
| Energy Transfer LP 3.75% 5/15/2030  | 13291000 | 12884940 |
| Energy Transfer LP 3.9% 7/15/2026  | 5974000 | 5953067 |
| Energy Transfer LP 4.95% 6/15/2028  | 7490000 | 7606584 |
| Energy Transfer LP 5% 5/15/2050  | 14074000 | 11680632 |
| Energy Transfer LP 5.15% 3/15/2045  | 6356000 | 5590363 |
| Energy Transfer LP 5.2% 4/1/2030  | 6700000 | 6891242 |
| Energy Transfer LP 5.3% 4/1/2044  | 4607000 | 4124820 |
| Energy Transfer LP 5.4% 10/1/2047  | 4369000 | 3892583 |
| Energy Transfer LP 5.7% 4/1/2035  | 5000000 | 5090141 |
| Energy Transfer LP 5.8% 6/15/2038  | 6960000 | 7016909 |
| Energy Transfer LP 6% 6/15/2048  | 15589000 | 14945290 |
| Energy Transfer LP 6.25% 4/15/2049 (d) | 2315000 | 2269838 |
| Enterprise Products Operating LLC 3.3% 2/15/2053  | 3026000 | 1984516 |
| Enterprise Products Operating LLC 3.7% 2/15/2026  | 1405000 | 1400326 |
| Enterprise Products Operating LLC 3.95% 2/15/2027  | 20557000 | 20517780 |
| Enterprise Products Operating LLC 4.2% 1/31/2050  | 4727000 | 3718938 |
| Enterprise Products Operating LLC 4.25% 2/15/2048  | 15839000 | 12777337 |
| Enterprise Products Operating LLC 4.8% 2/1/2049  | 5834000 | 5042871 |
| Enterprise Products Operating LLC 4.85% 3/15/2044  | 3972000 | 3587662 |
| Enterprise Products Operating LLC 4.85% 8/15/2042  | 1986000 | 1806322 |
| Enterprise Products Operating LLC 4.9% 5/15/2046  | 3400000 | 3039320 |
| Enterprise Products Operating LLC 4.95% 2/15/2035  | 2230000 | 2225635 |
| Enterprise Products Operating LLC 5.2% 1/15/2036 (d) | 1000000 | 1009102 |
| Enterprise Products Operating LLC 5.35% 1/31/2033 (d) | 7800000 | 8078576 |
| Enterprise Products Operating LLC 5.55% 2/16/2055  | 2230000 | 2128258 |
| Enterprise Products Operating LLC 5.7% 2/15/2042  | 1589000 | 1598865 |
| Enterprise Products Operating LLC 7.55% 4/15/2038  | 1589000 | 1882189 |
| EOG Resources Inc 4.15% 1/15/2026  | 4448000 | 4443098 |
| EOG Resources Inc 5% 7/15/2032  | 4150000 | 4225612 |
| EOG Resources Inc 5.35% 1/15/2036  | 4800000 | 4871610 |
| EOG Resources Inc 5.65% 12/1/2054  | 3760000 | 3634760 |
| EQT Corp 5.7% 4/1/2028  | 6471000 | 6687966 |
| Exxon Mobil Corp 3.043% 3/1/2026 (d) | 6618000 | 6580030 |
| Exxon Mobil Corp 3.452% 4/15/2051  | 4616000 | 3254686 |
| Exxon Mobil Corp 3.482% 3/19/2030  | 19333000 | 18915696 |
| Exxon Mobil Corp 3.567% 3/6/2045  | 5282000 | 4050186 |
| Exxon Mobil Corp 4.227% 3/19/2040  | 20900000 | 18806023 |
| Hess Corp 5.6% 2/15/2041  | 2701000 | 2739893 |
| Hess Corp 5.8% 4/1/2047  | 3383000 | 3419195 |
| Hess Corp 6% 1/15/2040  | 2000000 | 2141584 |
| Hess Corp 7.875% 10/1/2029  | 3300000 | 3751775 |
| HF Sinclair Corp 5.5% 9/1/2032  | 4800000 | 4816261 |
| Kinder Morgan Energy Partners LP 4.7% 11/1/2042  | 3019000 | 2601551 |
| Kinder Morgan Energy Partners LP 5% 3/1/2043  | 795000 | 712735 |
| Kinder Morgan Energy Partners LP 5.5% 3/1/2044  | 5558000 | 5238191 |
| Kinder Morgan Energy Partners LP 5.625% 9/1/2041  | 795000 | 770143 |
| Kinder Morgan Energy Partners LP 6.55% 9/15/2040  | 2383000 | 2542979 |
| Kinder Morgan Inc 4.3% 3/1/2028  | 7919000 | 7949124 |
| Kinder Morgan Inc 4.8% 2/1/2033 (d) | 2000000 | 1977152 |
| Kinder Morgan Inc 5.2% 3/1/2048  | 6974000 | 6196523 |
| Kinder Morgan Inc 5.2% 6/1/2033  | 5970000 | 6039473 |
| Kinder Morgan Inc 5.3% 12/1/2034  | 6792000 | 6834219 |
| Kinder Morgan Inc 5.55% 6/1/2045  | 12933000 | 12157806 |
| Marathon Petroleum Corp 4.5% 4/1/2048  | 4630000 | 3597254 |
| Marathon Petroleum Corp 5.15% 3/1/2030  | 5260000 | 5409408 |
| Marathon Petroleum Corp 5.7% 3/1/2035  | 5480000 | 5596330 |
| Marathon Petroleum Corp 6.5% 3/1/2041  | 795000 | 835800 |
| MPLX LP 4.125% 3/1/2027  | 7506000 | 7490723 |
| MPLX LP 4.7% 4/15/2048  | 15489000 | 12560462 |
| MPLX LP 4.8% 2/15/2029  | 7300000 | 7394047 |
| MPLX LP 4.8% 2/15/2031 (d) | 5120000 | 5123851 |
| MPLX LP 5.2% 3/1/2047  | 4861000 | 4230164 |
| MPLX LP 5.4% 9/15/2035  | 10670000 | 10533611 |
| MPLX LP 5.5% 2/15/2049  | 6892000 | 6203640 |
| Occidental Petroleum Corp 6.6% 3/15/2046 (d) | 19100000 | 19179399 |
| ONEOK Inc 3.1% 3/15/2030  | 2000000 | 1883468 |
| ONEOK Inc 3.4% 9/1/2029  | 1300000 | 1248098 |
| ONEOK Inc 4.25% 9/15/2046  | 4369000 | 3328738 |
| ONEOK Inc 4.25% 9/24/2027  | 1000000 | 1000902 |
| ONEOK Inc 4.35% 3/15/2029  | 2000000 | 1995974 |
| ONEOK Inc 4.45% 9/1/2049 (d) | 4640000 | 3620109 |
| ONEOK Inc 4.5% 3/15/2050  | 1100000 | 857664 |
| ONEOK Inc 4.75% 10/15/2031  | 3460000 | 3459953 |
| ONEOK Inc 4.95% 10/15/2032 (d) | 2000000 | 1987579 |
| ONEOK Inc 4.95% 7/13/2047  | 4647000 | 3929163 |
| ONEOK Inc 5% 3/1/2026  | 2383000 | 2384651 |
| ONEOK Inc 5.05% 11/1/2034  | 2470000 | 2408250 |
| ONEOK Inc 5.2% 7/15/2048  | 2399000 | 2090896 |
| ONEOK Inc 5.65% 11/1/2028  | 3550000 | 3687624 |
| ONEOK Inc 5.7% 11/1/2054  | 2470000 | 2251978 |
| ONEOK Inc 5.85% 11/1/2064 (d) | 6300000 | 5735337 |
| ONEOK Inc 6.1% 11/15/2032 (d) | 8780000 | 9317957 |
| ONEOK Inc 6.625% 9/1/2053  | 6710000 | 6889846 |
| Ovintiv Inc 6.5% 2/1/2038  | 7055000 | 7258265 |
| Phillips 66 3.9% 3/15/2028  | 2000000 | 1987588 |
| Phillips 66 4.65% 11/15/2034  | 2000000 | 1929241 |
| Phillips 66 4.875% 11/15/2044 (d) | 795000 | 694528 |
| Phillips 66 5.875% 5/1/2042  | 7547000 | 7551680 |
| Phillips 66 Co 4.95% 3/15/2035 (d) | 7530000 | 7378703 |
| Phillips 66 Co 5.5% 3/15/2055 (d) | 4340000 | 3958409 |
| Plains All American Pipeline LP / PAA Finance Corp 3.55% 12/15/2029  | 1000000 | 963444 |
| Plains All American Pipeline LP / PAA Finance Corp 4.65% 10/15/2025  | 9730000 | 9729765 |
| Plains All American Pipeline LP / PAA Finance Corp 4.9% 2/15/2045  | 1509000 | 1278506 |
| Plains All American Pipeline LP / PAA Finance Corp 6.65% 1/15/2037  | 4220000 | 4570393 |
| Sabine Pass Liquefaction LLC 4.5% 5/15/2030 (d) | 15000000 | 15043371 |
| Shell Finance US Inc 2.375% 11/7/2029  | 26293000 | 24620577 |
| Shell Finance US Inc 4% 5/10/2046  | 3177000 | 2533193 |
| Shell Finance US Inc 4.375% 5/11/2045  | 10565000 | 8996097 |
| Shell International Finance BV 3.125% 11/7/2049  | 11116000 | 7407315 |
| Shell International Finance BV 3.875% 11/13/2028  | 6766000 | 6757401 |
| Shell International Finance BV 6.375% 12/15/2038  | 5337000 | 5949505 |
| Spectra Energy Partners LP 3.375% 10/15/2026  | 12956000 | 12816505 |
| Targa Resources Corp 4.9% 9/15/2030  | 3400000 | 3452026 |
| Targa Resources Corp 4.95% 4/15/2052  | 6000000 | 4963371 |
| Targa Resources Corp 6.125% 3/15/2033  | 9100000 | 9623188 |
| Targa Resources Corp 6.125% 5/15/2055  | 3640000 | 3537880 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp 4% 1/15/2032  | 2000000 | 1880203 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp 4.875% 2/1/2031  | 2000000 | 1992249 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp 5% 1/15/2028  | 1300000 | 1301269 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp 5.5% 3/1/2030 (d) | 2000000 | 2038137 |
| Transcontinental Gas Pipe Line Co LLC 3.25% 5/15/2030  | 4640000 | 4413674 |
| Transcontinental Gas Pipe Line Co LLC 3.95% 5/15/2050 (d) | 4640000 | 3492796 |
| Transcontinental Gas Pipe Line Co LLC 4.45% 8/1/2042  | 6157000 | 5235975 |
| Transcontinental Gas Pipe Line Co LLC 4.6% 3/15/2048  | 3177000 | 2672848 |
| Valero Energy Corp 4% 4/1/2029  | 7408000 | 7324792 |
| Valero Energy Corp 4% 6/1/2052  | 5100000 | 3642283 |
| Valero Energy Corp 6.625% 6/15/2037  | 7605000 | 8293685 |
| Western Gas Partners LP 4.05% 2/1/2030 (f) | 10100000 | 9820330 |
| Western Gas Partners LP 5.45% 11/15/2034  | 12000000 | 11852636 |
| Williams Cos Inc/The 3.75% 6/15/2027  | 18557000 | 18409781 |
| Williams Cos Inc/The 4.625% 6/30/2030  | 6000000 | 6031572 |
| Williams Cos Inc/The 4.85% 3/1/2048  | 6697000 | 5760140 |
| Williams Cos Inc/The 5.3% 9/30/2035  | 10000000 | 10008710 |
| Williams Cos Inc/The 5.4% 3/2/2026  | 3600000 | 3616818 |
| Williams Cos Inc/The 5.65% 3/15/2033  | 2610000 | 2716685 |
| Williams Cos Inc/The 5.75% 6/24/2044  | 1509000 | 1472015 |
|  |  | 876493233 |
| TOTAL ENERGY |  | 915740372 |
| Financials - 6.2% |  |  |
| Banks - 2.7% |  |  |
| Bank of America Corp 1.658% 3/11/2027 (c) | 15408000 | 15189200 |
| Bank of America Corp 1.734% 7/22/2027 (c) | 19987000 | 19531085 |
| Bank of America Corp 2.087% 6/14/2029 (c) | 4543000 | 4292480 |
| Bank of America Corp 2.299% 7/21/2032 (c)(d) | 7772000 | 6858743 |
| Bank of America Corp 2.482% 9/21/2036 (c) | 7000000 | 6055788 |
| Bank of America Corp 2.651% 3/11/2032 (c) | 14674000 | 13337673 |
| Bank of America Corp 2.676% 6/19/2041 (c) | 18560000 | 13377013 |
| Bank of America Corp 2.687% 4/22/2032 (c) | 7115000 | 6454629 |
| Bank of America Corp 2.831% 10/24/2051 (c) | 7984000 | 4965277 |
| Bank of America Corp 2.972% 7/21/2052 (c) | 7772000 | 4987893 |
| Bank of America Corp 3.194% 7/23/2030 (c) | 38178000 | 36666425 |
| Bank of America Corp 3.248% 10/21/2027 (d) | 2979000 | 2934933 |
| Bank of America Corp 3.311% 4/22/2042 (c) | 15200000 | 11715744 |
| Bank of America Corp 3.419% 12/20/2028 (c) | 24064000 | 23647420 |
| Bank of America Corp 3.593% 7/21/2028 (c) | 8818000 | 8722561 |
| Bank of America Corp 3.705% 4/24/2028 (c) | 6991000 | 6933466 |
| Bank of America Corp 3.824% 1/20/2028 (c) | 17200000 | 17100623 |
| Bank of America Corp 3.846% 3/8/2037 (c) | 4603000 | 4251278 |
| Bank of America Corp 3.97% 3/5/2029 (c) | 17399000 | 17294743 |
| Bank of America Corp 3.974% 2/7/2030 (c)(d) | 11231000 | 11137588 |
| Bank of America Corp 4.083% 3/20/2051 (c) | 5027000 | 3953359 |
| Bank of America Corp 4.183% 11/25/2027 (d) | 12307000 | 12298813 |
| Bank of America Corp 4.244% 4/24/2038 (c) | 2000000 | 1835203 |
| Bank of America Corp 4.25% 10/22/2026  | 3177000 | 3178696 |
| Bank of America Corp 4.271% 7/23/2029 (c) | 14306000 | 14341487 |
| Bank of America Corp 4.33% 3/15/2050 (c) | 10398000 | 8571587 |
| Bank of America Corp 4.443% 1/20/2048 (c) | 12114000 | 10309002 |
| Bank of America Corp 4.45% 3/3/2026  | 10327000 | 10331900 |
| Bank of America Corp 4.623% 5/9/2029 (c) | 6000000 | 6067680 |
| Bank of America Corp 4.948% 7/22/2028 (c) | 5000000 | 5065976 |
| Bank of America Corp 5% 1/21/2044  | 4265000 | 4044291 |
| Bank of America Corp 5.015% 7/22/2033 (c)(d) | 8900000 | 9040904 |
| Bank of America Corp 5.08% 1/20/2027 (c) | 22900000 | 22954060 |
| Bank of America Corp 5.288% 4/25/2034 (c) | 6160000 | 6318705 |
| Bank of America Corp 5.425% 8/15/2035 (c) | 3410000 | 3432346 |
| Bank of America Corp 5.464% 5/9/2036 (c) | 18000000 | 18489355 |
| Bank of America Corp 5.511% 1/24/2036 (c) | 19750000 | 20346315 |
| Bank of America Corp 5.518% 10/25/2035 (c) | 2100000 | 2118718 |
| Bank of America Corp 5.744% 2/12/2036 (c)(d) | 12060000 | 12355910 |
| Bank of America Corp 5.872% 9/15/2034 (c) | 1240000 | 1315598 |
| Bank of America Corp 5.875% 2/7/2042 (d) | 2610000 | 2726563 |
| Bank of America Corp 6.11% 1/29/2037  | 6621000 | 7033173 |
| Bank of America Corp 6.204% 11/10/2028 (c) | 7700000 | 8024727 |
| Bank of America Corp 7.75% 5/14/2038  | 3317000 | 3989319 |
| Citibank NA 4.914% 5/29/2030  | 25000000 | 25654934 |
| Citigroup Inc 1.122% 1/28/2027 (c) | 14113000 | 13923391 |
| Citigroup Inc 2.561% 5/1/2032 (c) | 11986000 | 10763229 |
| Citigroup Inc 2.904% 11/3/2042 (c) | 9400000 | 6684146 |
| Citigroup Inc 3.52% 10/27/2028 (c) | 18312000 | 18035232 |
| Citigroup Inc 3.668% 7/24/2028 (c) | 32410000 | 32049958 |
| Citigroup Inc 3.785% 3/17/2033 (c) | 7100000 | 6670987 |
| Citigroup Inc 3.887% 1/10/2028 (c) | 3575000 | 3553380 |
| Citigroup Inc 3.98% 3/20/2030 (c) | 28276000 | 27922413 |
| Citigroup Inc 4.125% 7/25/2028 (d) | 17365000 | 17343837 |
| Citigroup Inc 4.412% 3/31/2031 (c) | 7733000 | 7715807 |
| Citigroup Inc 4.45% 9/29/2027  | 28129000 | 28205717 |
| Citigroup Inc 4.6% 3/9/2026  | 4766000 | 4770132 |
| Citigroup Inc 4.643% 5/7/2028 (c) | 5500000 | 5530593 |
| Citigroup Inc 4.65% 7/23/2048 (d) | 11261000 | 9762687 |
| Citigroup Inc 4.75% 5/18/2046  | 9151000 | 7971391 |
| Citigroup Inc 5.3% 5/6/2044  | 1589000 | 1507172 |
| Citigroup Inc 5.316% 3/26/2041 (c) | 3000000 | 2928912 |
| Citigroup Inc 5.333% 3/27/2036 (c)(d) | 12800000 | 12934988 |
| Citigroup Inc 5.411% 9/19/2039 (c) | 17720000 | 17545120 |
| Citigroup Inc 5.449% 6/11/2035 (c)(d) | 12600000 | 12952213 |
| Citigroup Inc 5.5% 9/13/2025  | 3972000 | 3970293 |
| Citigroup Inc 5.875% 1/30/2042 (d) | 4328000 | 4492246 |
| Citigroup Inc 8.125% 7/15/2039  | 6356000 | 8026655 |
| Citizens Financial Group Inc 2.638% 9/30/2032  | 3302000 | 2790318 |
| Citizens Financial Group Inc 5.253% 3/5/2031 (c)(d) | 6360000 | 6502353 |
| Citizens Financial Group Inc 5.718% 7/23/2032 (c) | 5800000 | 6057663 |
| Comerica Bank 5.332% 8/25/2033 (c) | 1500000 | 1478015 |
| Comerica Inc 3.8% 7/22/2026  | 2899000 | 2878604 |
| Fifth Third Bancorp 2.55% 5/5/2027  | 11793000 | 11498143 |
| Fifth Third Bancorp 4.772% 7/28/2030 (c) | 6100000 | 6174239 |
| Fifth Third Bancorp 8.25% 3/1/2038  | 3651000 | 4473022 |
| First Citizens BancShares Inc/NC 6.254% 3/12/2040 (c) | 2250000 | 2259524 |
| Huntington Bancshares Inc/OH 2.487% 8/15/2036 (c) | 1850000 | 1574144 |
| Huntington Bancshares Inc/OH 4.443% 8/4/2028 (c)(d) | 3100000 | 3108838 |
| Huntington Bancshares Inc/OH 5.272% 1/15/2031 (c) | 10000000 | 10309503 |
| Huntington Bancshares Inc/OH 6.208% 8/21/2029 (c) | 7490000 | 7893286 |
| Huntington National Bank/The 4.552% 5/17/2028 (c) | 10000000 | 10051632 |
| JPMorgan Chase & Co 1.47% 9/22/2027 (c) | 23779000 | 23089362 |
| JPMorgan Chase & Co 1.953% 2/4/2032 (c) | 12760000 | 11218205 |
| JPMorgan Chase & Co 2.522% 4/22/2031 (c) | 9521000 | 8797526 |
| JPMorgan Chase & Co 2.545% 11/8/2032 (c) | 18588000 | 16572950 |
| JPMorgan Chase & Co 2.95% 10/1/2026  | 20041000 | 19813990 |
| JPMorgan Chase & Co 2.956% 5/13/2031 (c) | 9908000 | 9249606 |
| JPMorgan Chase & Co 3.109% 4/22/2051 (c) | 11841000 | 7918220 |
| JPMorgan Chase & Co 3.3% 4/1/2026  | 7149000 | 7110100 |
| JPMorgan Chase & Co 3.328% 4/22/2052 (c) | 5000000 | 3459339 |
| JPMorgan Chase & Co 3.509% 1/23/2029 (c)(d) | 25133000 | 24763962 |
| JPMorgan Chase & Co 3.54% 5/1/2028 (c) | 13504000 | 13357796 |
| JPMorgan Chase & Co 3.882% 7/24/2038 (c) | 13575000 | 12003649 |
| JPMorgan Chase & Co 3.96% 1/29/2027 (c) | 9666000 | 9651463 |
| JPMorgan Chase & Co 3.964% 11/15/2048 (c) | 7466000 | 5945798 |
| JPMorgan Chase & Co 4.005% 4/23/2029 (c) | 16311000 | 16247741 |
| JPMorgan Chase & Co 4.125% 12/15/2026  | 4667000 | 4668329 |
| JPMorgan Chase & Co 4.203% 7/23/2029 (c) | 34701000 | 34731703 |
| JPMorgan Chase & Co 4.452% 12/5/2029 (c) | 9705000 | 9781301 |
| JPMorgan Chase & Co 4.586% 4/26/2033 (c)(d) | 9454000 | 9413936 |
| JPMorgan Chase & Co 4.603% 10/22/2030 (c) | 14550000 | 14708758 |
| JPMorgan Chase & Co 4.85% 2/1/2044  | 3972000 | 3671943 |
| JPMorgan Chase & Co 4.912% 7/25/2033 (c) | 20900000 | 21190348 |
| JPMorgan Chase & Co 4.946% 10/22/2035 (c) | 9883000 | 9827200 |
| JPMorgan Chase & Co 4.95% 6/1/2045  | 7581000 | 6931232 |
| JPMorgan Chase & Co 4.995% 7/22/2030 (c)(d) | 6050000 | 6204981 |
| JPMorgan Chase & Co 5.012% 1/23/2030 (c) | 12500000 | 12803614 |
| JPMorgan Chase & Co 5.103% 4/22/2031 (c) | 8690000 | 8965401 |
| JPMorgan Chase & Co 5.294% 7/22/2035 (c) | 5350000 | 5453501 |
| JPMorgan Chase & Co 5.336% 1/23/2035 (c) | 15000000 | 15407818 |
| JPMorgan Chase & Co 5.35% 6/1/2034 (c) | 8400000 | 8672139 |
| JPMorgan Chase & Co 5.5% 10/15/2040  | 4528000 | 4627820 |
| JPMorgan Chase & Co 5.502% 1/24/2036 (c)(d) | 7500000 | 7744204 |
| JPMorgan Chase & Co 5.572% 4/22/2036 (c)(d) | 23700000 | 24639323 |
| JPMorgan Chase & Co 5.576% 7/23/2036 (c) | 6400000 | 6528045 |
| JPMorgan Chase & Co 5.6% 7/15/2041  | 1192000 | 1222439 |
| JPMorgan Chase & Co 5.625% 8/16/2043 (d) | 3972000 | 4002174 |
| JPMorgan Chase & Co 6.4% 5/15/2038  | 10000000 | 11168114 |
| KeyBank NA/Cleveland OH 3.4% 5/20/2026  | 4289000 | 4257291 |
| KeyCorp 4.789% 6/1/2033 (c) | 7300000 | 7229315 |
| KeyCorp 5.121% 4/4/2031 (c)(d) | 3830000 | 3917863 |
| M&T Bank Corp 5.053% 1/27/2034 (c) | 5000000 | 4961722 |
| M&T Bank Corp 5.179% 7/8/2031 (c) | 6400000 | 6548233 |
| Morgan Stanley Private Bank NA 4.466% 7/6/2028 (c) | 20000000 | 20090987 |
| Morgan Stanley Private Bank NA 4.734% 7/18/2031 (c) | 7000000 | 7098335 |
| PNC Financial Services Group Inc/The 1.15% 8/13/2026  | 10008000 | 9726255 |
| PNC Financial Services Group Inc/The 2.6% 7/23/2026  | 19333000 | 19086836 |
| PNC Financial Services Group Inc/The 4.626% 6/6/2033 (c) | 5000000 | 4920254 |
| PNC Financial Services Group Inc/The 4.812% 10/21/2032 (c) | 14050000 | 14206875 |
| PNC Financial Services Group Inc/The 4.899% 5/13/2031 (c) | 4000000 | 4081969 |
| PNC Financial Services Group Inc/The 5.222% 1/29/2031 (c) | 3520000 | 3637455 |
| PNC Financial Services Group Inc/The 5.354% 12/2/2028 (c) | 11710000 | 12011625 |
| PNC Financial Services Group Inc/The 5.373% 7/21/2036 (c) | 8100000 | 8231320 |
| PNC Financial Services Group Inc/The 5.575% 1/29/2036 (c)(d) | 2100000 | 2167808 |
| PNC Financial Services Group Inc/The 5.582% 6/12/2029 (c) | 9650000 | 10010510 |
| PNC Financial Services Group Inc/The 5.676% 1/22/2035 (c)(d) | 4700000 | 4899986 |
| PNC Financial Services Group Inc/The 5.939% 8/18/2034 (c)(d) | 10750000 | 11425369 |
| Regions Financial Corp 5.502% 9/6/2035 (c)(d) | 4200000 | 4263630 |
| Santander Holdings USA Inc 2.49% 1/6/2028 (c)(d) | 2000000 | 1948568 |
| Santander Holdings USA Inc 4.4% 7/13/2027 (d) | 4600000 | 4610762 |
| Santander Holdings USA Inc 5.741% 3/20/2031 (c)(d) | 2830000 | 2941074 |
| Santander Holdings USA Inc 6.342% 5/31/2035 (c)(d) | 5250000 | 5578906 |
| Santander Holdings USA Inc 6.565% 6/12/2029 (c) | 2900000 | 3050052 |
| Truist Financial Corp 1.267% 3/2/2027 (c)(d) | 26042000 | 25648419 |
| Truist Financial Corp 4.916% 7/28/2033 (c) | 4850000 | 4778713 |
| Truist Financial Corp 5.122% 1/26/2034 (c) | 7900000 | 7955957 |
| Truist Financial Corp 5.153% 8/5/2032 (c) | 3000000 | 3087645 |
| Truist Financial Corp 5.711% 1/24/2035 (c) | 4420000 | 4604248 |
| Truist Financial Corp 5.867% 6/8/2034 (c) | 3770000 | 3962914 |
| US Bancorp 1.375% 7/22/2030 (d) | 9666000 | 8449842 |
| US Bancorp 2.677% 1/27/2033 (c) | 6900000 | 6089909 |
| US Bancorp 3% 7/30/2029  | 8603000 | 8218921 |
| US Bancorp 3.1% 4/27/2026  | 7149000 | 7093174 |
| US Bancorp 4.653% 2/1/2029 (c) | 11310000 | 11438831 |
| US Bancorp 4.839% 2/1/2034 (c)(d) | 12000000 | 11928109 |
| US Bancorp 5.046% 2/12/2031 (c) | 4820000 | 4944920 |
| US Bancorp 5.1% 7/23/2030 (c)(d) | 4100000 | 4217928 |
| US Bancorp 5.424% 2/12/2036 (c)(d) | 4250000 | 4348923 |
| US Bancorp 5.775% 6/12/2029 (c) | 8900000 | 9273606 |
| Wells Fargo & Co 2.572% 2/11/2031 (c) | 18666000 | 17300548 |
| Wells Fargo & Co 3% 10/23/2026  | 16149000 | 15937465 |
| Wells Fargo & Co 3.068% 4/30/2041 (c) | 14113000 | 10744485 |
| Wells Fargo & Co 3.35% 3/2/2033 (c) | 4543000 | 4188951 |
| Wells Fargo & Co 3.526% 3/24/2028 (c) | 5000000 | 4946688 |
| Wells Fargo & Co 3.55% 9/29/2025  | 3368000 | 3365436 |
| Wells Fargo & Co 3.584% 5/22/2028 (c) | 8313000 | 8223783 |
| Wells Fargo & Co 3.9% 5/1/2045  | 3781000 | 3007281 |
| Wells Fargo & Co 4.1% 6/3/2026 (d) | 2562000 | 2557298 |
| Wells Fargo & Co 4.4% 6/14/2046 (d) | 5672000 | 4663728 |
| Wells Fargo & Co 4.75% 12/7/2046 (d) | 12709000 | 10958763 |
| Wells Fargo & Co 4.808% 7/25/2028 (c) | 16500000 | 16676296 |
| Wells Fargo & Co 4.897% 7/25/2033 (c) | 19800000 | 19916787 |
| Wells Fargo & Co 4.9% 11/17/2045  | 7663000 | 6786970 |
| Wells Fargo & Co 5.013% 4/4/2051 (c) | 4814000 | 4350836 |
| Wells Fargo & Co 5.15% 4/23/2031 (c)(d) | 10580000 | 10896274 |
| Wells Fargo & Co 5.198% 1/23/2030 (c) | 8500000 | 8755068 |
| Wells Fargo & Co 5.244% 1/24/2031 (c) | 10000000 | 10329944 |
| Wells Fargo & Co 5.375% 11/2/2043 (d) | 5336000 | 5088796 |
| Wells Fargo & Co 5.389% 4/24/2034 (c) | 25070000 | 25798959 |
| Wells Fargo & Co 5.499% 1/23/2035 (c) | 9000000 | 9287396 |
| Wells Fargo & Co 5.557% 7/25/2034 (c) | 9000000 | 9344717 |
| Wells Fargo & Co 5.574% 7/25/2029 (c) | 12000000 | 12440398 |
| Wells Fargo & Co 5.605% 4/23/2036 (c) | 10900000 | 11316762 |
| Wells Fargo & Co 5.606% 1/15/2044  | 9040000 | 8832040 |
|  |  | 1775787724 |
| Capital Markets - 1.6% |  |  |
| Ameriprise Financial Inc 5.15% 5/15/2033 (d) | 2900000 | 2979248 |
| Apollo Debt Solutions BDC 6.55% 3/15/2032 (e) | 5950000 | 6199488 |
| Ares Capital Corp 2.15% 7/15/2026  | 20441000 | 20037576 |
| Ares Capital Corp 5.5% 9/1/2030  | 4000000 | 4051046 |
| Ares Capital Corp 5.95% 7/15/2029 (d) | 7200000 | 7445187 |
| Ares Strategic Income Fund 5.6% 2/15/2030  | 7760000 | 7856135 |
| Ares Strategic Income Fund 6.2% 3/21/2032 (d) | 2600000 | 2674589 |
| Bank of New York Mellon Corp/The 1.8% 7/28/2031  | 16619000 | 14567714 |
| Bank of New York Mellon Corp/The 2.8% 5/4/2026 (d) | 4472000 | 4432619 |
| Bank of New York Mellon Corp/The 4.543% 2/1/2029 (c) | 7200000 | 7285889 |
| Bank of New York Mellon Corp/The 4.942% 2/11/2031 (c) | 5220000 | 5363816 |
| Bank of New York Mellon Corp/The 4.975% 3/14/2030 (c) | 9000000 | 9249688 |
| Bank of New York Mellon Corp/The 5.188% 3/14/2035 (c)(d) | 9740000 | 9924885 |
| Bank of New York Mellon Corp/The 5.316% 6/6/2036 (c) | 4000000 | 4101865 |
| BlackRock Funding Inc 4.6% 7/26/2027  | 4530000 | 4586818 |
| BlackRock Funding Inc 4.9% 1/8/2035 (d) | 5700000 | 5799917 |
| BlackRock Funding Inc 5.35% 1/8/2055  | 5390000 | 5199183 |
| Blackrock Inc 2.1% 2/25/2032  | 11503000 | 10029389 |
| Blackstone Private Credit Fund 5.25% 4/1/2030  | 2590000 | 2597935 |
| Blackstone Private Credit Fund 5.95% 7/16/2029  | 7400000 | 7635827 |
| Blackstone Private Credit Fund 6% 1/29/2032 (d) | 2260000 | 2320230 |
| Blackstone Private Credit Fund 6% 11/22/2034  | 2100000 | 2114996 |
| Blackstone Secured Lending Fund 5.3% 6/30/2030  | 2200000 | 2219319 |
| Blackstone Secured Lending Fund 5.35% 4/13/2028  | 5340000 | 5417592 |
| Blue Owl Capital Corp 2.875% 6/11/2028 (d) | 6800000 | 6418864 |
| Blue Owl Capital Corp 5.95% 3/15/2029  | 2850000 | 2894306 |
| Charles Schwab Corp/The 2% 3/20/2028  | 16771000 | 15986827 |
| Charles Schwab Corp/The 2.45% 3/3/2027 (d) | 19333000 | 18896239 |
| Charles Schwab Corp/The 2.9% 3/3/2032 (d) | 7200000 | 6527281 |
| Charles Schwab Corp/The 6.136% 8/24/2034 (c)(d) | 4350000 | 4726816 |
| CME Group Inc 2.65% 3/15/2032  | 2803000 | 2527794 |
| CME Group Inc 5.3% 9/15/2043  | 4930000 | 4934242 |
| Franklin Resources Inc 1.6% 10/30/2030  | 2000000 | 1755607 |
| GE Capital Funding LLC 4.4% 5/15/2030  | 5000000 | 4982928 |
| Goldman Sachs Group Inc/The 1.093% 12/9/2026 (c) | 33156000 | 32854602 |
| Goldman Sachs Group Inc/The 2.383% 7/21/2032 (c) | 22445000 | 19881692 |
| Goldman Sachs Group Inc/The 2.6% 2/7/2030  | 9666000 | 9039507 |
| Goldman Sachs Group Inc/The 2.615% 4/22/2032 (c) | 24562000 | 22167326 |
| Goldman Sachs Group Inc/The 2.65% 10/21/2032 (c) | 12566000 | 11234894 |
| Goldman Sachs Group Inc/The 3.102% 2/24/2033 (c) | 5000000 | 4546631 |
| Goldman Sachs Group Inc/The 3.436% 2/24/2043 (c) | 5063000 | 3874303 |
| Goldman Sachs Group Inc/The 3.691% 6/5/2028 (c) | 14113000 | 13983065 |
| Goldman Sachs Group Inc/The 3.75% 2/25/2026  | 4622000 | 4609052 |
| Goldman Sachs Group Inc/The 3.85% 1/26/2027  | 24021000 | 23909302 |
| Goldman Sachs Group Inc/The 4.017% 10/31/2038 (c) | 1000000 | 879591 |
| Goldman Sachs Group Inc/The 4.25% 10/21/2025  | 3972000 | 3970143 |
| Goldman Sachs Group Inc/The 4.411% 4/23/2039 (c) | 5770000 | 5253754 |
| Goldman Sachs Group Inc/The 4.75% 10/21/2045  | 12534000 | 11133115 |
| Goldman Sachs Group Inc/The 4.937% 4/23/2028 (c) | 9600000 | 9700627 |
| Goldman Sachs Group Inc/The 5.049% 7/23/2030 (c)(d) | 20500000 | 20987334 |
| Goldman Sachs Group Inc/The 5.207% 1/28/2031 (c) | 5550000 | 5718806 |
| Goldman Sachs Group Inc/The 5.33% 7/23/2035 (c) | 13150000 | 13373942 |
| Goldman Sachs Group Inc/The 5.536% 1/28/2036 (c)(d) | 6950000 | 7166499 |
| Goldman Sachs Group Inc/The 5.561% 11/19/2045 (c) | 9800000 | 9687141 |
| Goldman Sachs Group Inc/The 5.734% 1/28/2056 (c)(d) | 7150000 | 7127026 |
| Goldman Sachs Group Inc/The 5.95% 1/15/2027  | 11915000 | 12208480 |
| Goldman Sachs Group Inc/The 6.25% 2/1/2041  | 5900000 | 6332636 |
| Goldman Sachs Group Inc/The 6.75% 10/1/2037  | 20049000 | 22284509 |
| Golub Capital BDC Inc 6% 7/15/2029  | 2550000 | 2609080 |
| HPS Corporate Lending Fund 5.85% 6/5/2030 (d)(e) | 2900000 | 2947661 |
| HPS Corporate Lending Fund 6.25% 9/30/2029 (d) | 4100000 | 4237924 |
| Intercontinental Exchange Inc 1.85% 9/15/2032  | 8990000 | 7536075 |
| Intercontinental Exchange Inc 2.65% 9/15/2040  | 10990000 | 8001322 |
| Intercontinental Exchange Inc 3.75% 12/1/2025  | 4567000 | 4560126 |
| Intercontinental Exchange Inc 3.75% 9/21/2028 (d) | 7411000 | 7337773 |
| Intercontinental Exchange Inc 4% 9/15/2027  | 11200000 | 11175895 |
| Intercontinental Exchange Inc 4.25% 9/21/2048  | 8390000 | 6893795 |
| Intercontinental Exchange Inc 4.6% 3/15/2033  | 4600000 | 4599281 |
| Intercontinental Exchange Inc 5.25% 6/15/2031 (d) | 5030000 | 5248801 |
| Jefferies Financial Group Inc 2.625% 10/15/2031  | 1933000 | 1711978 |
| Jefferies Financial Group Inc 4.15% 1/23/2030 (d) | 11213000 | 11066983 |
| Jefferies Financial Group Inc 6.2% 4/14/2034  | 5370000 | 5665845 |
| LPL Holdings Inc 5.15% 6/15/2030  | 4110000 | 4196562 |
| LPL Holdings Inc 5.65% 3/15/2035 (d) | 3400000 | 3436545 |
| Moody's Corp 2% 8/19/2031 (d) | 1400000 | 1229886 |
| Moody's Corp 3.25% 1/15/2028  | 12663000 | 12462162 |
| Moody's Corp 4.25% 8/8/2032  | 1000000 | 984006 |
| Moody's Corp 4.875% 12/17/2048  | 8233000 | 7298706 |
| Morgan Stanley 1.512% 7/20/2027 (c) | 7810000 | 7616814 |
| Morgan Stanley 1.593% 5/4/2027 (c) | 11397000 | 11184661 |
| Morgan Stanley 2.239% 7/21/2032 (c) | 21895000 | 19236070 |
| Morgan Stanley 2.475% 1/21/2028 (c) | 2000000 | 1952253 |
| Morgan Stanley 2.484% 9/16/2036 (c) | 1600000 | 1387304 |
| Morgan Stanley 2.511% 10/20/2032 (c) | 3963000 | 3516537 |
| Morgan Stanley 3.125% 7/27/2026  | 4448000 | 4407298 |
| Morgan Stanley 3.217% 4/22/2042 (c) | 14442000 | 11002101 |
| Morgan Stanley 3.591% 7/22/2028 (c) | 47701000 | 47115979 |
| Morgan Stanley 3.772% 1/24/2029 (c) | 9753000 | 9655600 |
| Morgan Stanley 3.875% 1/27/2026  | 6171000 | 6159544 |
| Morgan Stanley 3.95% 4/23/2027  | 27155000 | 27058115 |
| Morgan Stanley 3.971% 7/22/2038 (c) | 18965000 | 16732754 |
| Morgan Stanley 4.3% 1/27/2045  | 1589000 | 1358355 |
| Morgan Stanley 4.375% 1/22/2047  | 8818000 | 7512519 |
| Morgan Stanley 4.457% 4/22/2039 (c) | 6005000 | 5594240 |
| Morgan Stanley 4.654% 10/18/2030 (c) | 15300000 | 15447043 |
| Morgan Stanley 5.042% 7/19/2030 (c) | 8300000 | 8502561 |
| Morgan Stanley 5.123% 2/1/2029 (c) | 14400000 | 14707347 |
| Morgan Stanley 5.192% 4/17/2031 (c)(d) | 4340000 | 4473563 |
| Morgan Stanley 5.297% 4/20/2037 (c)(d) | 7300000 | 7344718 |
| Morgan Stanley 5.32% 7/19/2035 (c)(d) | 8400000 | 8560051 |
| Morgan Stanley 5.587% 1/18/2036 (c) | 24850000 | 25692671 |
| Morgan Stanley 5.597% 3/24/2051 (c) | 10295000 | 10165328 |
| Morgan Stanley 5.664% 4/17/2036 (c)(d) | 4540000 | 4725578 |
| Morgan Stanley 5.948% 1/19/2038 (c) | 8870000 | 9216509 |
| Morgan Stanley 6.296% 10/18/2028 (c) | 24000000 | 25023785 |
| Morgan Stanley 6.375% 7/24/2042  | 2303000 | 2533951 |
| Morgan Stanley 7.25% 4/1/2032  | 795000 | 915705 |
| MSCI Inc 5.25% 9/1/2035  | 3130000 | 3104947 |
| Nasdaq Inc 2.5% 12/21/2040  | 2000000 | 1392244 |
| Nasdaq Inc 5.35% 6/28/2028  | 4280000 | 4416007 |
| Nasdaq Inc 5.55% 2/15/2034 (d) | 3920000 | 4087062 |
| Nasdaq Inc 5.95% 8/15/2053 (d) | 1232000 | 1255519 |
| Nasdaq Inc 6.1% 6/28/2063  | 4600000 | 4717276 |
| Northern Trust Corp 1.95% 5/1/2030  | 17158000 | 15604998 |
| S&P Global Inc 2.9% 3/1/2032 (d) | 34219000 | 31259346 |
| S&P Global Inc 2.95% 1/22/2027  | 4833000 | 4757002 |
| Sixth Street Specialty Lending Inc 5.625% 8/15/2030  | 2700000 | 2733163 |
| State Street Corp 1.684% 11/18/2027 (c) | 15869000 | 15388118 |
| State Street Corp 2.65% 5/19/2026  | 5997000 | 5935227 |
| State Street Corp 4.729% 2/28/2030  | 7000000 | 7157388 |
| State Street Corp 4.821% 1/26/2034 (c) | 5200000 | 5220317 |
| State Street Corp 4.834% 4/24/2030 (d) | 4760000 | 4888805 |
| State Street Corp 5.146% 2/28/2036 (c) | 7000000 | 7088615 |
|  |  | 1056671226 |
| Consumer Finance - 0.5% |  |  |
| Ally Financial Inc 2.2% 11/2/2028  | 11270000 | 10522514 |
| Ally Financial Inc 6.184% 7/26/2035 (c) | 6930000 | 7124345 |
| Ally Financial Inc 6.848% 1/3/2030 (c)(d) | 2900000 | 3076945 |
| Ally Financial Inc 6.992% 6/13/2029 (c) | 2870000 | 3037348 |
| Ally Financial Inc 8% 11/1/2031 (d) | 2000000 | 2288911 |
| American Express Co 4.05% 12/3/2042  | 5541000 | 4683010 |
| American Express Co 4.351% 7/20/2029 (c) | 20000000 | 20103130 |
| American Express Co 4.918% 7/20/2033 (c) | 2000000 | 2025573 |
| American Express Co 5.282% 7/27/2029 (c)(d) | 12000000 | 12381368 |
| American Express Co 5.284% 7/26/2035 (c)(d) | 10480000 | 10702334 |
| American Express Co 5.442% 1/30/2036 (c) | 4700000 | 4831104 |
| Capital One Financial Corp 2.359% 7/29/2032 (c) | 3300000 | 2839173 |
| Capital One Financial Corp 3.75% 3/9/2027  | 28095000 | 27923810 |
| Capital One Financial Corp 3.75% 7/28/2026  | 7746000 | 7698047 |
| Capital One Financial Corp 3.8% 1/31/2028  | 10327000 | 10234715 |
| Capital One Financial Corp 4.5% 1/30/2026 (d) | 14948000 | 14941984 |
| Capital One Financial Corp 5.247% 7/26/2030 (c)(d) | 5600000 | 5758978 |
| Capital One Financial Corp 5.817% 2/1/2034 (c) | 3450000 | 3591179 |
| Capital One Financial Corp 5.884% 7/26/2035 (c)(d) | 3450000 | 3589721 |
| Capital One Financial Corp 6.051% 2/1/2035 (c) | 6850000 | 7217075 |
| Capital One Financial Corp 6.183% 1/30/2036 (c)(d) | 3950000 | 4074252 |
| Capital One Financial Corp 6.377% 6/8/2034 (c) | 3470000 | 3732655 |
| Ford Motor Credit Co LLC 5.85% 5/17/2027  | 9000000 | 9089902 |
| Ford Motor Credit Co LLC 5.918% 3/20/2028 (d) | 4680000 | 4749737 |
| Ford Motor Credit Co LLC 6.125% 3/8/2034 (d) | 5000000 | 4915717 |
| Ford Motor Credit Co LLC 6.5% 2/7/2035 (d) | 3750000 | 3779679 |
| Ford Motor Credit Co LLC 6.798% 11/7/2028 (d) | 10510000 | 10938528 |
| Ford Motor Credit Co LLC 6.8% 5/12/2028 (d) | 23835000 | 24752713 |
| Ford Motor Credit Co LLC 7.122% 11/7/2033 (d) | 11340000 | 11856261 |
| John Deere Capital Corp 2.65% 6/10/2026 (d) | 3972000 | 3926724 |
| John Deere Capital Corp 2.8% 9/8/2027  | 5561000 | 5445355 |
| John Deere Capital Corp 3.45% 3/7/2029  | 15887000 | 15594601 |
| John Deere Capital Corp 4.375% 10/15/2030  | 17000000 | 17134581 |
| John Deere Capital Corp 5.05% 6/12/2034  | 6740000 | 6881186 |
| Synchrony Financial 3.7% 8/4/2026  | 3752000 | 3724939 |
| Synchrony Financial 5.15% 3/19/2029  | 21635000 | 21899828 |
| Toyota Motor Credit Corp 1.15% 8/13/2027  | 16723000 | 15851577 |
| Toyota Motor Credit Corp 1.9% 1/13/2027  | 8796000 | 8555970 |
| Toyota Motor Credit Corp 3.05% 3/22/2027  | 11570000 | 11408716 |
| Toyota Motor Credit Corp 4.45% 6/29/2029  | 2000000 | 2024642 |
| Toyota Motor Credit Corp 4.55% 8/9/2029 (d) | 17190000 | 17473558 |
| Toyota Motor Credit Corp 4.6% 10/10/2031  | 4270000 | 4310699 |
|  |  | 376693084 |
| Financial Services - 0.7% |  |  |
| Aon Corp / Aon Global Holdings PLC 2.6% 12/2/2031  | 15853000 | 14177630 |
| Apollo Global Management Inc 5.15% 8/12/2035  | 7500000 | 7467340 |
| Berkshire Hathaway Inc 4.5% 2/11/2043 (d) | 1589000 | 1473215 |
| Blue Owl Credit Income Corp 5.8% 3/15/2030  | 6935000 | 7024810 |
| Blue Owl Credit Income Corp 6.6% 9/15/2029  | 6921000 | 7196862 |
| BP Capital Markets America Inc 2.721% 1/12/2032  | 28999000 | 26122184 |
| BP Capital Markets America Inc 3% 2/24/2050  | 11116000 | 7070767 |
| BP Capital Markets America Inc 3.017% 1/16/2027 (d) | 7547000 | 7455393 |
| BP Capital Markets America Inc 3.06% 6/17/2041  | 6766000 | 5002821 |
| BP Capital Markets America Inc 4.812% 2/13/2033  | 5950000 | 5968962 |
| BP Capital Markets America Inc 5.017% 11/17/2027 (d) | 4820000 | 4917165 |
| BP Capital Markets America Inc 5.227% 11/17/2034 (d) | 7410000 | 7569149 |
| CNH Industrial Capital LLC 4.75% 3/21/2028 (d) | 5320000 | 5379459 |
| Corebridge Financial Inc 3.9% 4/5/2032  | 4549000 | 4301938 |
| Corebridge Financial Inc 4.35% 4/5/2042  | 4800000 | 4038720 |
| Corebridge Financial Inc 6.875% 12/15/2052 (c)(d) | 5300000 | 5480996 |
| CRH SMW Finance DAC 5.125% 1/9/2030  | 5700000 | 5864782 |
| DH Europe Finance II Sarl 2.6% 11/15/2029  | 7675000 | 7224229 |
| DH Europe Finance II Sarl 3.4% 11/15/2049  | 8313000 | 5896003 |
| Equitable Holdings Inc 4.35% 4/20/2028  | 6519000 | 6544028 |
| Equitable Holdings Inc 5% 4/20/2048  | 2000000 | 1788825 |
| Equitable Holdings Inc 5.594% 1/11/2033 (d) | 2700000 | 2807878 |
| Equitable Holdings Inc 6.7% 3/28/2055 (c) | 1500000 | 1531195 |
| Fidelity National Information Services Inc 1.15% 3/1/2026 (d) | 16937000 | 16667668 |
| Fidelity National Information Services Inc 2.25% 3/1/2031 (d) | 16065000 | 14256584 |
| Fiserv Inc 3.5% 7/1/2029  | 8797000 | 8542052 |
| Fiserv Inc 4.4% 7/1/2049  | 14614000 | 11685991 |
| Fiserv Inc 4.55% 2/15/2031  | 1250000 | 1249776 |
| Global Payments Inc 1.2% 3/1/2026  | 23465000 | 23088088 |
| Global Payments Inc 2.15% 1/15/2027 (d) | 10000000 | 9721336 |
| Global Payments Inc 2.9% 5/15/2030  | 2000000 | 1845978 |
| Global Payments Inc 4.45% 6/1/2028  | 2000000 | 2004810 |
| Global Payments Inc 5.95% 8/15/2052 (d) | 5500000 | 5230443 |
| Goldman Sachs Private Credit Corp 5.875% 5/6/2028 (d)(e) | 2730000 | 2772876 |
| Golub Capital Private Credit Fund 5.875% 5/1/2030  | 3010000 | 3053277 |
| HA Sustainable Infrastructure Capital Inc 6.75% 7/15/2035  | 4690000 | 4737632 |
| Jackson Financial Inc 5.17% 6/8/2027  | 9500000 | 9622346 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3% 5/15/2032  | 8000000 | 7084647 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.75% 4/1/2033  | 19650000 | 20355632 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 6.75% 3/15/2034  | 8400000 | 9211768 |
| Mastercard Inc 3.3% 3/26/2027  | 5744000 | 5692800 |
| Mastercard Inc 3.35% 3/26/2030 (d) | 7992000 | 7776820 |
| Mastercard Inc 3.8% 11/21/2046  | 3019000 | 2382657 |
| Mastercard Inc 3.85% 3/26/2050  | 14152000 | 10960946 |
| National Rural Utilities Cooperative Finance Corp 4.15% 12/15/2032  | 14810000 | 14365800 |
| National Rural Utilities Cooperative Finance Corp 5.8% 1/15/2033 (d) | 5500000 | 5855132 |
| PayPal Holdings Inc 2.3% 6/1/2030 (d) | 12566000 | 11535435 |
| PayPal Holdings Inc 4.4% 6/1/2032 (d) | 10000000 | 9938340 |
| PayPal Holdings Inc 5.1% 4/1/2035 (d) | 8900000 | 8999155 |
| Sixth Street Lending Partners 6.125% 7/15/2030 (d)(e) | 1900000 | 1959047 |
| Sixth Street Lending Partners 6.5% 3/11/2029 (d) | 3790000 | 3934119 |
| Visa Inc 1.1% 2/15/2031  | 16240000 | 13977105 |
| Visa Inc 1.9% 4/15/2027  | 11387000 | 11029998 |
| Visa Inc 2.05% 4/15/2030  | 16761000 | 15395062 |
| Visa Inc 2.7% 4/15/2040  | 9473000 | 7192064 |
| Visa Inc 2.75% 9/15/2027  | 9468000 | 9264606 |
| Visa Inc 4.3% 12/14/2045  | 5275000 | 4564004 |
| Voya Financial Inc 3.65% 6/15/2026  | 12542000 | 12478190 |
| Voya Financial Inc 5.7% 7/15/2043  | 2979000 | 2929553 |
|  |  | 463666088 |
| Insurance - 0.7% |  |  |
| AFLAC Inc 3.6% 4/1/2030  | 4833000 | 4727388 |
| AFLAC Inc 4% 10/15/2046  | 3003000 | 2369291 |
| Allstate Corp/The 3.28% 12/15/2026  | 3750000 | 3708917 |
| Allstate Corp/The 4.2% 12/15/2046  | 6005000 | 4901220 |
| American International Group Inc 3.875% 1/15/2035  | 2145000 | 1976637 |
| American International Group Inc 4.375% 6/30/2050  | 4543000 | 3729106 |
| American International Group Inc 4.5% 7/16/2044  | 7050000 | 6136658 |
| American International Group Inc 4.75% 4/1/2048 (d) | 7808000 | 6849422 |
| Aon Corp 3.75% 5/2/2029 (d) | 1800000 | 1773786 |
| Aon Global Ltd 4.6% 6/14/2044  | 1271000 | 1100268 |
| Aon Global Ltd 4.75% 5/15/2045  | 4671000 | 4083081 |
| Aon North America Inc 5.45% 3/1/2034  | 5950000 | 6142403 |
| Aon North America Inc 5.75% 3/1/2054  | 3200000 | 3134553 |
| Arthur J Gallagher & Co 3.5% 5/20/2051  | 1200000 | 826071 |
| Arthur J Gallagher & Co 4.85% 12/15/2029  | 4910000 | 5005298 |
| Arthur J Gallagher & Co 5.15% 2/15/2035  | 10640000 | 10669957 |
| Arthur J Gallagher & Co 5.55% 2/15/2055  | 3949000 | 3720801 |
| Arthur J Gallagher & Co 5.75% 3/2/2053  | 4060000 | 3923204 |
| Assurant Inc 4.9% 3/27/2028 (d) | 3900000 | 3953729 |
| Athene Holding Ltd 3.5% 1/15/2031  | 5413000 | 5124223 |
| Athene Holding Ltd 3.95% 5/25/2051  | 2000000 | 1404311 |
| Athene Holding Ltd 4.125% 1/12/2028  | 2000000 | 1995367 |
| Athene Holding Ltd 5.875% 1/15/2034 (d) | 9850000 | 10205621 |
| Athene Holding Ltd 6.625% 10/15/2054 (c)(d) | 2940000 | 2948988 |
| Athene Holding Ltd 6.625% 5/19/2055  | 1750000 | 1793557 |
| Baylor Scott & White Holdings 2.839% 11/15/2050  | 14016000 | 8780298 |
| Baylor Scott & White Holdings 3.967% 11/15/2046  | 1986000 | 1574587 |
| Berkshire Hathaway Fin Corp 1.45% 10/15/2030  | 7588000 | 6701733 |
| Berkshire Hathaway Fin Corp 2.85% 10/15/2050  | 10633000 | 6741532 |
| Berkshire Hathaway Fin Corp 2.875% 3/15/2032 (d) | 2000000 | 1858681 |
| Berkshire Hathaway Fin Corp 3.85% 3/15/2052  | 1350000 | 1025145 |
| Berkshire Hathaway Fin Corp 4.2% 8/15/2048  | 9429000 | 7814807 |
| Berkshire Hathaway Fin Corp 5.75% 1/15/2040 (d) | 11222000 | 12134605 |
| Brighthouse Financial Inc 3.85% 12/22/2051  | 7600000 | 4705185 |
| Brown & Brown Inc 4.2% 3/17/2032  | 6283000 | 6017837 |
| Brown & Brown Inc 4.7% 6/23/2028  | 4630000 | 4674348 |
| Brown & Brown Inc 5.55% 6/23/2035  | 3080000 | 3139396 |
| Brown & Brown Inc 6.25% 6/23/2055  | 3450000 | 3527207 |
| Chubb Corp/The 6.5% 5/15/2038 (d) | 2788000 | 3146189 |
| Chubb INA Holdings LLC 1.375% 9/15/2030 (d) | 21411000 | 18744126 |
| Chubb INA Holdings LLC 3.35% 5/3/2026  | 7152000 | 7109665 |
| Chubb INA Holdings LLC 4.35% 11/3/2045 (d) | 3177000 | 2736341 |
| Chubb INA Holdings LLC 4.9% 8/15/2035  | 7700000 | 7656571 |
| Chubb INA Holdings LLC 5% 3/15/2034  | 3100000 | 3148805 |
| CNA Financial Corp 5.2% 8/15/2035  | 1400000 | 1385900 |
| CNA Financial Corp 5.5% 6/15/2033  | 3100000 | 3195417 |
| First American Financial Corp 5.45% 9/30/2034  | 3050000 | 3034671 |
| Hartford Insurance Group Inc/The 2.8% 8/19/2029  | 5649000 | 5358161 |
| Hartford Insurance Group Inc/The 3.6% 8/19/2049  | 6760000 | 4917617 |
| Hartford Insurance Group Inc/The 4.4% 3/15/2048 (d) | 7713000 | 6486374 |
| Lincoln National Corp 3.625% 12/12/2026  | 4766000 | 4731503 |
| Markel Group Inc 3.35% 9/17/2029  | 4833000 | 4675909 |
| Markel Group Inc 3.5% 11/1/2027  | 4000000 | 3938580 |
| Markel Group Inc 6% 5/16/2054 (d) | 5200000 | 5156672 |
| Marsh & McLennan Cos Inc 4.2% 3/1/2048  | 3868000 | 3153440 |
| Marsh & McLennan Cos Inc 4.35% 1/30/2047 (d) | 2224000 | 1851392 |
| Marsh & McLennan Cos Inc 4.375% 3/15/2029 (d) | 6116000 | 6169233 |
| Marsh & McLennan Cos Inc 4.65% 3/15/2030  | 4930000 | 5017782 |
| Marsh & McLennan Cos Inc 4.85% 11/15/2031  | 5430000 | 5556413 |
| Marsh & McLennan Cos Inc 4.9% 3/15/2049  | 7388000 | 6583341 |
| Marsh & McLennan Cos Inc 5% 3/15/2035  | 5500000 | 5521908 |
| Marsh & McLennan Cos Inc 5.35% 11/15/2044  | 4170000 | 4021304 |
| Marsh & McLennan Cos Inc 5.4% 3/15/2055 (d) | 5520000 | 5238768 |
| MetLife Inc 4.125% 8/13/2042  | 6959000 | 5839610 |
| MetLife Inc 4.55% 3/23/2030 (d) | 8990000 | 9159067 |
| MetLife Inc 4.6% 5/13/2046  | 3589000 | 3169206 |
| MetLife Inc 4.721% 12/15/2044 (c) | 3972000 | 3543619 |
| MetLife Inc 5.25% 1/15/2054  | 2050000 | 1925492 |
| MetLife Inc 5.375% 7/15/2033  | 5845000 | 6117588 |
| MetLife Inc 5.875% 2/6/2041  | 2059000 | 2139713 |
| MetLife Inc 6.35% 3/15/2055 (c) | 593000 | 617625 |
| MetLife Inc 6.375% 6/15/2034  | 2000000 | 2218576 |
| MetLife Inc 6.4% 12/15/2066 (c) | 6050000 | 6335312 |
| Principal Financial Group Inc 4.3% 11/15/2046  | 6356000 | 5257071 |
| Principal Financial Group Inc 5.375% 3/15/2033  | 1200000 | 1238990 |
| Progressive Corp/The 2.45% 1/15/2027  | 3765000 | 3684690 |
| Progressive Corp/The 2.5% 3/15/2027  | 7346000 | 7176460 |
| Progressive Corp/The 3% 3/15/2032  | 13862000 | 12737094 |
| Progressive Corp/The 4.2% 3/15/2048  | 4398000 | 3627624 |
| Prudential Financial Inc 3.878% 3/27/2028  | 3305000 | 3303769 |
| Prudential Financial Inc 3.905% 12/7/2047  | 437000 | 340316 |
| Prudential Financial Inc 3.935% 12/7/2049  | 8515000 | 6474122 |
| Prudential Financial Inc 4.35% 2/25/2050  | 9924000 | 8132469 |
| Prudential Financial Inc 4.418% 3/27/2048  | 5044000 | 4163674 |
| Prudential Financial Inc 5.125% 3/1/2052 (c) | 3335000 | 3268054 |
| Prudential Financial Inc 5.7% 12/14/2036 (d) | 302000 | 318360 |
| Prudential Financial Inc 6% 9/1/2052 (c)(d) | 7060000 | 7284579 |
| Prudential Financial Inc 6.75% 3/1/2053 (c)(d) | 1800000 | 1898487 |
| Reinsurance Group of America Inc 6.65% 9/15/2055 (c) | 1950000 | 1986290 |
| Selective Insurance Group Inc 5.9% 4/15/2035  | 982000 | 1013201 |
| Travelers Companies Inc/The 4.1% 3/4/2049  | 4833000 | 3871946 |
| Travelers Companies Inc/The 4.3% 8/25/2045  | 1159000 | 974822 |
| Travelers Companies Inc/The 5.45% 5/25/2053  | 2300000 | 2234692 |
| Travelers Companies Inc/The 5.7% 7/24/2055  | 1000000 | 1001384 |
| Travelers Companies Inc/The 6.25% 6/15/2037  | 6633000 | 7309308 |
| Travelers Companies Inc/The 6.75% 6/20/2036  | 4500000 | 5165301 |
| Unum Group 6% 6/15/2054  | 4580000 | 4463250 |
| Willis North America Inc 4.65% 6/15/2027  | 5827000 | 5864889 |
| Willis North America Inc 5.35% 5/15/2033 (d) | 6000000 | 6171693 |
|  |  | 449463643 |
| TOTAL FINANCIALS |  | 4122281765 |
| Health Care - 2.6% |  |  |
| Biotechnology - 0.5% |  |  |
| AbbVie Inc 2.95% 11/21/2026  | 8990000 | 8872160 |
| AbbVie Inc 3.2% 11/21/2029 (d) | 15370000 | 14810615 |
| AbbVie Inc 4.05% 11/21/2039  | 8990000 | 7910632 |
| AbbVie Inc 4.25% 11/14/2028 (d) | 6585000 | 6640601 |
| AbbVie Inc 4.25% 11/21/2049  | 14886000 | 12128680 |
| AbbVie Inc 4.3% 5/14/2036 (d) | 4972000 | 4711348 |
| AbbVie Inc 4.4% 11/6/2042  | 3793000 | 3332717 |
| AbbVie Inc 4.45% 5/14/2046  | 5561000 | 4777904 |
| AbbVie Inc 4.5% 5/14/2035  | 10000000 | 9690023 |
| AbbVie Inc 4.55% 3/15/2035  | 5282000 | 5171455 |
| AbbVie Inc 4.7% 5/14/2045  | 10467000 | 9383082 |
| AbbVie Inc 4.75% 3/15/2045  | 5028000 | 4540368 |
| AbbVie Inc 4.8% 3/15/2029 (d) | 6500000 | 6654871 |
| AbbVie Inc 4.875% 11/14/2048  | 4630000 | 4178266 |
| AbbVie Inc 5.05% 3/15/2034  | 9930000 | 10116347 |
| AbbVie Inc 5.4% 3/15/2054  | 6500000 | 6237974 |
| Amgen Inc 1.65% 8/15/2028 (d) | 15418000 | 14407547 |
| Amgen Inc 2.3% 2/25/2031  | 16400000 | 14732327 |
| Amgen Inc 2.6% 8/19/2026  | 8340000 | 8217986 |
| Amgen Inc 2.8% 8/15/2041  | 15756000 | 11330939 |
| Amgen Inc 3.35% 2/22/2032 (d) | 5640000 | 5259247 |
| Amgen Inc 3.375% 2/21/2050  | 8893000 | 6211022 |
| Amgen Inc 4.4% 5/1/2045  | 7888000 | 6672326 |
| Amgen Inc 4.663% 6/15/2051  | 9908000 | 8411315 |
| Amgen Inc 4.875% 3/1/2053  | 8280000 | 7150213 |
| Amgen Inc 5.15% 3/2/2028 (d) | 12880000 | 13180902 |
| Amgen Inc 5.25% 3/2/2033 (d) | 8730000 | 8962369 |
| Amgen Inc 5.6% 3/2/2043  | 10000000 | 9882754 |
| Amgen Inc 5.65% 3/2/2053  | 11643000 | 11260532 |
| Biogen Inc 2.25% 5/1/2030 (d) | 1600000 | 1456622 |
| Biogen Inc 6.45% 5/15/2055  | 8050000 | 8196690 |
| Gilead Sciences Inc 1.65% 10/1/2030 (d) | 11928000 | 10538670 |
| Gilead Sciences Inc 2.8% 10/1/2050  | 11832000 | 7377727 |
| Gilead Sciences Inc 3.65% 3/1/2026  | 4909000 | 4892332 |
| Gilead Sciences Inc 4.15% 3/1/2047 (d) | 9882000 | 8067659 |
| Gilead Sciences Inc 4.75% 3/1/2046  | 8737000 | 7834221 |
| Gilead Sciences Inc 4.8% 11/15/2029  | 4900000 | 5030735 |
| Gilead Sciences Inc 5.5% 11/15/2054  | 4500000 | 4376264 |
| Regeneron Pharmaceuticals Inc 1.75% 9/15/2030  | 2000000 | 1760266 |
|  |  | 304367708 |
| Health Care Equipment & Supplies - 0.3% |  |  |
| Abbott Laboratories 3.75% 11/30/2026  | 5539000 | 5528285 |
| Abbott Laboratories 4.75% 11/30/2036  | 3575000 | 3553141 |
| Abbott Laboratories 4.9% 11/30/2046  | 8261000 | 7730311 |
| Baxter International Inc 1.915% 2/1/2027  | 11725000 | 11340635 |
| Baxter International Inc 2.539% 2/1/2032 (d) | 12914000 | 11234533 |
| Becton Dickinson & Co 2.823% 5/20/2030  | 6989000 | 6537580 |
| Becton Dickinson & Co 3.7% 6/6/2027  | 22048000 | 21893662 |
| Becton Dickinson & Co 4.685% 12/15/2044  | 8630000 | 7541639 |
| Becton Dickinson & Co 5.081% 6/7/2029  | 6000000 | 6167502 |
| Boston Scientific Corp 4% 3/1/2029  | 8579000 | 8556796 |
| Boston Scientific Corp 4.7% 3/1/2049 (d) | 13845000 | 12274697 |
| GE HealthCare Technologies Inc 5.5% 6/15/2035  | 5700000 | 5852642 |
| GE HealthCare Technologies Inc 5.65% 11/15/2027  | 5180000 | 5341431 |
| GE HealthCare Technologies Inc 5.905% 11/22/2032 (d) | 10170000 | 10865479 |
| Medtronic Inc 4.625% 3/15/2045  | 10267000 | 9208150 |
| Solventum Corp 5.6% 3/23/2034  | 16050000 | 16667691 |
| Stryker Corp 1.95% 6/15/2030  | 7395000 | 6673766 |
| Stryker Corp 2.9% 6/15/2050  | 7395000 | 4816469 |
| Stryker Corp 4.25% 9/11/2029  | 4400000 | 4414772 |
| Stryker Corp 4.625% 9/11/2034  | 2000000 | 1971909 |
| Zimmer Biomet Holdings Inc 5.05% 2/19/2030  | 3800000 | 3910796 |
| Zimmer Biomet Holdings Inc 5.5% 2/19/2035  | 4000000 | 4127202 |
|  |  | 176209088 |
| Health Care Providers & Services - 1.1% |  |  |
| Allina Health System 3.887% 4/15/2049  | 5269000 | 3957046 |
| Banner Health 2.907% 1/1/2042  | 1305000 | 939296 |
| Banner Health 2.913% 1/1/2051  | 10923000 | 6877799 |
| Baptist Healthcare System Obligated Group 3.54% 8/15/2050  | 10657000 | 7444868 |
| Cardinal Health Inc 4.368% 6/15/2047  | 11033000 | 8897113 |
| Cencora Inc 4.85% 12/15/2029  | 5700000 | 5829937 |
| Cencora Inc 5.15% 2/15/2035 (d) | 5500000 | 5541015 |
| Centene Corp 2.5% 3/1/2031  | 2000000 | 1704135 |
| Centene Corp 2.625% 8/1/2031  | 14500000 | 12288408 |
| Centene Corp 3.375% 2/15/2030  | 16200000 | 14763115 |
| Children's Hospital Medical Center/Cincinnati OH 4.268% 5/15/2044  | 2637000 | 2202758 |
| Children's Hospital of Philadelphia/The 2.704% 7/1/2050  | 8032000 | 4897047 |
| Cigna Group/The 4.375% 10/15/2028  | 21090000 | 21204365 |
| Cigna Group/The 4.5% 2/25/2026  | 9262000 | 9265525 |
| Cigna Group/The 4.8% 7/15/2046  | 6037000 | 5249241 |
| Cigna Group/The 4.8% 8/15/2038  | 18723000 | 17575302 |
| Cigna Group/The 4.9% 12/15/2048  | 6764000 | 5876999 |
| Cigna Group/The 5.25% 2/15/2034 (d) | 5000000 | 5098856 |
| Cigna Group/The 6.125% 11/15/2041  | 2383000 | 2461247 |
| CommonSpirit Health 3.91% 10/1/2050  | 12300000 | 8962477 |
| CommonSpirit Health 4.35% 11/1/2042  | 1589000 | 1341984 |
| CVS Health Corp 2.875% 6/1/2026  | 5958000 | 5887559 |
| CVS Health Corp 3% 8/15/2026 (d) | 13153000 | 12984835 |
| CVS Health Corp 3.25% 8/15/2029  | 13963000 | 13357163 |
| CVS Health Corp 4.3% 3/25/2028 (d) | 18985000 | 18976013 |
| CVS Health Corp 4.875% 7/20/2035  | 2462000 | 2360828 |
| CVS Health Corp 5% 1/30/2029  | 19800000 | 20178710 |
| CVS Health Corp 5.05% 3/25/2048  | 21765000 | 18659051 |
| CVS Health Corp 5.125% 7/20/2045  | 6997000 | 6167461 |
| CVS Health Corp 5.3% 12/5/2043  | 3489000 | 3175465 |
| CVS Health Corp 5.3% 6/1/2033  | 15530000 | 15737807 |
| CVS Health Corp 5.45% 9/15/2035  | 10000000 | 10022445 |
| CVS Health Corp 5.625% 2/21/2053  | 3100000 | 2831721 |
| CVS Health Corp 5.7% 6/1/2034 (d) | 6850000 | 7066480 |
| CVS Health Corp 6% 6/1/2063  | 3900000 | 3697745 |
| CVS Health Corp 6.05% 6/1/2054 (d) | 6650000 | 6459131 |
| CVS Health Corp 6.2% 9/15/2055  | 2040000 | 2007881 |
| Elevance Health Inc 2.55% 3/15/2031  | 1100000 | 996421 |
| Elevance Health Inc 3.125% 5/15/2050  | 6766000 | 4332924 |
| Elevance Health Inc 3.65% 12/1/2027  | 27589000 | 27354507 |
| Elevance Health Inc 4.1% 5/15/2032  | 9100000 | 8759236 |
| Elevance Health Inc 4.375% 12/1/2047  | 8311000 | 6722509 |
| Elevance Health Inc 4.55% 3/1/2048  | 3741000 | 3080692 |
| Elevance Health Inc 4.625% 5/15/2042  | 2065000 | 1806694 |
| Elevance Health Inc 4.65% 1/15/2043  | 1589000 | 1381694 |
| Elevance Health Inc 4.75% 2/15/2030 (d) | 1000000 | 1016304 |
| Elevance Health Inc 4.75% 2/15/2033  | 10000000 | 9958786 |
| Elevance Health Inc 5.2% 2/15/2035  | 1000000 | 1006105 |
| Elevance Health Inc 5.7% 2/15/2055  | 7340000 | 6994911 |
| Franciscan Missionaries of Our Lady Health System Inc 3.914% 7/1/2049  | 8468000 | 6253572 |
| HCA Inc 3.625% 3/15/2032  | 2000000 | 1860083 |
| HCA Inc 4.125% 6/15/2029  | 11900000 | 11786029 |
| HCA Inc 4.375% 3/15/2042  | 10000000 | 8366270 |
| HCA Inc 5.25% 3/1/2030 (d) | 7430000 | 7677840 |
| HCA Inc 5.25% 6/15/2049  | 18865000 | 16654580 |
| HCA Inc 5.6% 4/1/2034  | 10000000 | 10277956 |
| HCA Inc 5.75% 3/1/2035  | 7500000 | 7715271 |
| HCA Inc 6.2% 3/1/2055 (d) | 7440000 | 7386312 |
| Humana Inc 1.35% 2/3/2027 (d) | 10039000 | 9642103 |
| Humana Inc 2.15% 2/3/2032  | 11863000 | 10058021 |
| Humana Inc 3.125% 8/15/2029  | 6457000 | 6141536 |
| Humana Inc 4.95% 10/1/2044  | 1986000 | 1727502 |
| Humana Inc 5.95% 3/15/2034  | 10850000 | 11359575 |
| Humana Inc 6% 5/1/2055  | 3260000 | 3132057 |
| Icon Investments Six DAC 5.849% 5/8/2029  | 3056000 | 3195973 |
| Integris Baptist Medical Center Inc 3.875% 8/15/2050  | 9083000 | 6389754 |
| Kaiser Foundation Hospitals 3.266% 11/1/2049  | 7259000 | 4989925 |
| Kaiser Foundation Hospitals 4.15% 5/1/2047  | 5204000 | 4246395 |
| Kaiser Foundation Hospitals 4.875% 4/1/2042  | 1430000 | 1329958 |
| Mass General Brigham Inc 4.117% 7/1/2055  | 2780000 | 2208440 |
| McKesson Corp 4.65% 5/30/2030  | 2200000 | 2237944 |
| McKesson Corp 5.25% 5/30/2035 (d) | 4290000 | 4372325 |
| Memorial Sloan-Kettering Cancer Center 4.2% 7/1/2055  | 2383000 | 1890151 |
| MyMichigan Health 3.409% 6/1/2050  | 3730000 | 2553594 |
| New York and Presbyterian Hospital/The 4.024% 8/1/2045  | 2780000 | 2270847 |
| New York and Presbyterian Hospital/The 4.063% 8/1/2056  | 2089000 | 1603782 |
| Novant Health Inc 3.168% 11/1/2051  | 6588000 | 4301928 |
| NYU Langone Hospitals 4.784% 7/1/2044  | 6037000 | 5370635 |
| Orlando Health Obligated Group 3.327% 10/1/2050  | 6016000 | 4178971 |
| Piedmont Healthcare Inc 2.719% 1/1/2042  | 1208000 | 838531 |
| Providence St Joseph Health Obligated Group 2.7% 10/1/2051  | 2136000 | 1229850 |
| Sabra Health Care LP 3.2% 12/1/2031  | 2000000 | 1807132 |
| Sutter Health 3.361% 8/15/2050  | 14596000 | 9959800 |
| Sutter Health 5.537% 8/15/2035  | 460000 | 479362 |
| Trinity Health Corp 2.632% 12/1/2040  | 3512000 | 2457714 |
| UnitedHealth Group Inc 1.15% 5/15/2026 (d) | 3155000 | 3086684 |
| UnitedHealth Group Inc 1.25% 1/15/2026 (d) | 6254000 | 6180563 |
| UnitedHealth Group Inc 2% 5/15/2030  | 2900000 | 2623757 |
| UnitedHealth Group Inc 2.3% 5/15/2031  | 2662000 | 2377016 |
| UnitedHealth Group Inc 2.9% 5/15/2050  | 6273000 | 3860202 |
| UnitedHealth Group Inc 3.05% 5/15/2041  | 16300000 | 12006246 |
| UnitedHealth Group Inc 3.25% 5/15/2051  | 3045000 | 1986982 |
| UnitedHealth Group Inc 3.375% 4/15/2027  | 4289000 | 4242648 |
| UnitedHealth Group Inc 3.7% 8/15/2049  | 8334000 | 5993996 |
| UnitedHealth Group Inc 3.75% 10/15/2047  | 7594000 | 5644363 |
| UnitedHealth Group Inc 3.85% 6/15/2028 (d) | 9222000 | 9183337 |
| UnitedHealth Group Inc 3.875% 12/15/2028 (d) | 11908000 | 11818197 |
| UnitedHealth Group Inc 3.875% 8/15/2059  | 9958000 | 6932799 |
| UnitedHealth Group Inc 4.2% 1/15/2047  | 2859000 | 2294601 |
| UnitedHealth Group Inc 4.375% 3/15/2042  | 9373000 | 8064440 |
| UnitedHealth Group Inc 4.625% 7/15/2035  | 7300000 | 7088702 |
| UnitedHealth Group Inc 4.65% 1/15/2031  | 6500000 | 6587697 |
| UnitedHealth Group Inc 4.75% 7/15/2045  | 1327000 | 1171519 |
| UnitedHealth Group Inc 4.95% 1/15/2032  | 23450000 | 23928246 |
| UnitedHealth Group Inc 4.95% 5/15/2062  | 4700000 | 3976020 |
| UnitedHealth Group Inc 5.15% 7/15/2034  | 7200000 | 7315303 |
| UnitedHealth Group Inc 5.25% 2/15/2028 (d) | 8360000 | 8595214 |
| UnitedHealth Group Inc 5.35% 2/15/2033  | 7610000 | 7872238 |
| UnitedHealth Group Inc 5.625% 7/15/2054  | 12470000 | 11869744 |
| UnitedHealth Group Inc 5.8% 3/15/2036  | 1000000 | 1052543 |
| UnitedHealth Group Inc 5.875% 2/15/2053  | 7600000 | 7510047 |
| UnitedHealth Group Inc 6.625% 11/15/2037  | 2000000 | 2215710 |
| UnitedHealth Group Inc 6.875% 2/15/2038  | 1300000 | 1476890 |
| Universal Health Services Inc 2.65% 10/15/2030  | 4000000 | 3590386 |
| West Virginia United Health System Obligated Group 3.129% 6/1/2050  | 4940000 | 3023796 |
|  |  | 746881215 |
| Life Sciences Tools & Services - 0.0% |  |  |
| Agilent Technologies Inc 4.2% 9/9/2027 (d) | 3810000 | 3811520 |
| Agilent Technologies Inc 4.75% 9/9/2034  | 3550000 | 3500266 |
| Danaher Corp 4.375% 9/15/2045  | 1883000 | 1615520 |
| Revvity Inc 2.25% 9/15/2031  | 5519000 | 4774225 |
| Thermo Fisher Scientific Inc 2.6% 10/1/2029  | 12965000 | 12283571 |
| Thermo Fisher Scientific Inc 5.086% 8/10/2033 (d) | 2820000 | 2901655 |
| Thermo Fisher Scientific Inc 5.3% 2/1/2044  | 4622000 | 4518707 |
|  |  | 33405464 |
| Pharmaceuticals - 0.7% |  |  |
| Bristol-Myers Squibb Co 3.2% 6/15/2026 (d) | 2128000 | 2113473 |
| Bristol-Myers Squibb Co 3.25% 8/1/2042  | 2224000 | 1673425 |
| Bristol-Myers Squibb Co 3.4% 7/26/2029  | 4508000 | 4395778 |
| Bristol-Myers Squibb Co 3.55% 3/15/2042  | 18866000 | 14887029 |
| Bristol-Myers Squibb Co 4.125% 6/15/2039  | 3769000 | 3357787 |
| Bristol-Myers Squibb Co 4.25% 10/26/2049  | 9631000 | 7709838 |
| Bristol-Myers Squibb Co 4.35% 11/15/2047  | 5317000 | 4411959 |
| Bristol-Myers Squibb Co 4.55% 2/20/2048  | 11255000 | 9571804 |
| Bristol-Myers Squibb Co 4.9% 2/22/2029 (d) | 7530000 | 7734480 |
| Bristol-Myers Squibb Co 5.2% 2/22/2034  | 24270000 | 24918120 |
| Bristol-Myers Squibb Co 5.55% 2/22/2054  | 8543000 | 8238033 |
| Eli Lilly & Co 2.25% 5/15/2050  | 17138000 | 9599545 |
| Eli Lilly & Co 4% 10/15/2028  | 10000000 | 10024124 |
| Eli Lilly & Co 4.2% 8/14/2029  | 6460000 | 6517046 |
| Eli Lilly & Co 4.6% 8/14/2034  | 5440000 | 5408938 |
| Eli Lilly & Co 4.75% 2/12/2030 (d) | 3250000 | 3341450 |
| Eli Lilly & Co 4.875% 2/27/2053  | 4640000 | 4185723 |
| Eli Lilly & Co 4.9% 10/15/2035  | 14500000 | 14581363 |
| Eli Lilly & Co 4.95% 2/27/2063  | 3300000 | 2934570 |
| Eli Lilly & Co 5.05% 8/14/2054  | 7780000 | 7199729 |
| Eli Lilly & Co 5.1% 2/12/2035  | 3000000 | 3074747 |
| Eli Lilly & Co 5.5% 2/12/2055  | 2820000 | 2780774 |
| Eli Lilly & Co 5.6% 2/12/2065  | 3000000 | 2973514 |
| Haleon US Capital LLC 3.375% 3/24/2027  | 14422000 | 14254609 |
| Haleon US Capital LLC 3.625% 3/24/2032 (d) | 14451000 | 13626016 |
| Johnson & Johnson 2.1% 9/1/2040  | 7409000 | 5142273 |
| Johnson & Johnson 2.45% 3/1/2026  | 4440000 | 4403749 |
| Johnson & Johnson 2.45% 9/1/2060  | 7409000 | 4063382 |
| Johnson & Johnson 3.4% 1/15/2038  | 7411000 | 6419990 |
| Johnson & Johnson 3.5% 1/15/2048  | 4766000 | 3616586 |
| Johnson & Johnson 3.625% 3/3/2037  | 3177000 | 2853150 |
| Johnson & Johnson 4.375% 12/5/2033 (d) | 2600000 | 2608714 |
| Johnson & Johnson 4.5% 12/5/2043 (d) | 5262000 | 4877179 |
| Johnson & Johnson 4.5% 9/1/2040 (d) | 1800000 | 1723211 |
| Johnson & Johnson 4.85% 5/15/2041  | 3383000 | 3290584 |
| Johnson & Johnson 4.9% 6/1/2031  | 5000000 | 5221267 |
| Johnson & Johnson 5% 3/1/2035 (d) | 2000000 | 2056833 |
| Merck & Co Inc 2.35% 6/24/2040 (d) | 10000000 | 7048789 |
| Merck & Co Inc 2.45% 6/24/2050  | 4418000 | 2552494 |
| Merck & Co Inc 3.6% 9/15/2042  | 1589000 | 1258058 |
| Merck & Co Inc 3.7% 2/10/2045  | 5084000 | 3981662 |
| Merck & Co Inc 3.9% 3/7/2039 (d) | 11666000 | 10267161 |
| Merck & Co Inc 4.05% 5/17/2028  | 7500000 | 7539783 |
| Merck & Co Inc 4.5% 5/17/2033 (d) | 11325000 | 11329975 |
| Merck & Co Inc 5% 5/17/2053 (d) | 11000000 | 9960865 |
| Mylan Inc 5.2% 4/15/2048  | 2383000 | 1911822 |
| Novartis Capital Corp 2.75% 8/14/2050  | 10923000 | 6871096 |
| Novartis Capital Corp 3.1% 5/17/2027 (d) | 4679000 | 4623166 |
| Novartis Capital Corp 3.7% 9/21/2042  | 2244000 | 1829431 |
| Novartis Capital Corp 4% 11/20/2045  | 4162000 | 3427610 |
| Pfizer Inc 2.55% 5/28/2040  | 7297000 | 5262430 |
| Pfizer Inc 2.7% 5/28/2050  | 3596000 | 2192230 |
| Pfizer Inc 3% 12/15/2026  | 5321000 | 5261893 |
| Pfizer Inc 3.45% 3/15/2029  | 6618000 | 6514831 |
| Pfizer Inc 3.9% 3/15/2039  | 5004000 | 4366228 |
| Pfizer Inc 4% 12/15/2036 (d) | 9447000 | 8705103 |
| Pfizer Inc 4.1% 9/15/2038  | 2000000 | 1798523 |
| Pfizer Inc 4.125% 12/15/2046  | 2613000 | 2120946 |
| Pfizer Inc 4.2% 9/15/2048  | 6196000 | 5056492 |
| Pfizer Inc 4.4% 5/15/2044  | 3328000 | 2899792 |
| Pfizer Inc 7.2% 3/15/2039  | 4289000 | 5084864 |
| Pfizer Investment Enterprises Pte Ltd 4.45% 5/19/2028  | 20080000 | 20323448 |
| Pfizer Investment Enterprises Pte Ltd 4.65% 5/19/2030  | 9923000 | 10115732 |
| Pfizer Investment Enterprises Pte Ltd 4.75% 5/19/2033  | 6140000 | 6152280 |
| Pfizer Investment Enterprises Pte Ltd 5.11% 5/19/2043  | 10390000 | 9842943 |
| Pfizer Investment Enterprises Pte Ltd 5.34% 5/19/2063  | 17600000 | 16036633 |
| Royalty Pharma PLC 3.35% 9/2/2051  | 8800000 | 5639643 |
| Shire Acquisitions Investments Ireland DAC 3.2% 9/23/2026  | 710000 | 702637 |
| Utah Acquisition Sub Inc 3.95% 6/15/2026  | 1355000 | 1347105 |
| Utah Acquisition Sub Inc 5.25% 6/15/2046  | 2622000 | 2140162 |
| Viatris Inc 2.7% 6/22/2030  | 12760000 | 11473307 |
| Viatris Inc 4% 6/22/2050  | 8750000 | 5764834 |
| Wyeth LLC 5.95% 4/1/2037  | 2000000 | 2133535 |
| Zoetis Inc 3.95% 9/12/2047  | 1589000 | 1251240 |
| Zoetis Inc 4.7% 2/1/2043  | 1032000 | 932766 |
| Zoetis Inc 5% 8/17/2035  | 7600000 | 7568940 |
|  |  | 459081241 |
| TOTAL HEALTH CARE |  | 1719944716 |
| Industrials - 1.5% |  |  |
| Aerospace & Defense - 0.5% |  |  |
| Boeing Co 2.7% 2/1/2027  | 6297000 | 6154956 |
| Boeing Co 2.95% 2/1/2030  | 8056000 | 7554383 |
| Boeing Co 3.625% 3/1/2048  | 3177000 | 2213334 |
| Boeing Co 3.65% 3/1/2047  | 2192000 | 1547605 |
| Boeing Co 3.75% 2/1/2050  | 12276000 | 8742461 |
| Boeing Co 5.15% 5/1/2030  | 9666000 | 9914710 |
| Boeing Co 5.705% 5/1/2040  | 31541000 | 31647639 |
| Boeing Co 5.805% 5/1/2050  | 14268000 | 13720635 |
| Boeing Co 6.298% 5/1/2029  | 5180000 | 5500772 |
| Boeing Co 6.528% 5/1/2034  | 5200000 | 5694761 |
| Boeing Co 6.858% 5/1/2054  | 1030000 | 1129491 |
| Boeing Co 6.875% 3/15/2039  | 2622000 | 2912149 |
| GE Aerospace 3.625% 5/1/2030  | 9492000 | 9240711 |
| GE Aerospace 4.9% 1/29/2036  | 9000000 | 9039339 |
| GE Aerospace 6.875% 1/10/2039  | 119000 | 139436 |
| General Dynamics Corp 3.75% 5/15/2028  | 7466000 | 7449849 |
| General Dynamics Corp 4.25% 4/1/2050  | 3867000 | 3205062 |
| General Dynamics Corp 4.95% 8/15/2035 (d) | 4440000 | 4486870 |
| Huntington Ingalls Industries Inc 4.2% 5/1/2030 (d) | 2000000 | 1971693 |
| L3Harris Technologies Inc 2.9% 12/15/2029  | 1000000 | 944342 |
| L3Harris Technologies Inc 5.05% 6/1/2029  | 9560000 | 9815861 |
| L3Harris Technologies Inc 5.4% 7/31/2033  | 7000000 | 7229869 |
| L3Harris Technologies Inc 5.5% 8/15/2054  | 3950000 | 3801831 |
| Lockheed Martin Corp 3.55% 1/15/2026  | 3017000 | 3008202 |
| Lockheed Martin Corp 4.09% 9/15/2052  | 12077000 | 9429127 |
| Lockheed Martin Corp 4.7% 12/15/2031 (d) | 7790000 | 7952497 |
| Lockheed Martin Corp 4.95% 10/15/2025  | 10000000 | 10001410 |
| Lockheed Martin Corp 5.2% 2/15/2055  | 8200000 | 7621984 |
| Lockheed Martin Corp 5.25% 1/15/2033 (d) | 10000000 | 10421112 |
| Lockheed Martin Corp 5.7% 11/15/2054  | 5000000 | 4980515 |
| Northrop Grumman Corp 3.25% 1/15/2028 (d) | 6673000 | 6552390 |
| Northrop Grumman Corp 3.85% 4/15/2045  | 1489000 | 1174771 |
| Northrop Grumman Corp 4.03% 10/15/2047  | 14958000 | 11862739 |
| Northrop Grumman Corp 4.75% 6/1/2043  | 3177000 | 2863586 |
| RTX Corp 1.9% 9/1/2031  | 9570000 | 8293399 |
| RTX Corp 3.75% 11/1/2046 (d) | 5929000 | 4499395 |
| RTX Corp 4.05% 5/4/2047  | 1851000 | 1468633 |
| RTX Corp 4.125% 11/16/2028 (d) | 11685000 | 11697593 |
| RTX Corp 4.35% 4/15/2047 (d) | 5243000 | 4355728 |
| RTX Corp 4.45% 11/16/2038  | 12715000 | 11764325 |
| RTX Corp 4.5% 6/1/2042  | 5863000 | 5167302 |
| RTX Corp 4.625% 11/16/2048  | 10491000 | 9007136 |
| RTX Corp 4.875% 10/15/2040  | 795000 | 753940 |
| RTX Corp 5.15% 2/27/2033  | 9600000 | 9860544 |
| RTX Corp 5.4% 5/1/2035  | 1800000 | 1863240 |
| RTX Corp 5.7% 4/15/2040  | 1589000 | 1652340 |
|  |  | 300309667 |
| Air Freight & Logistics - 0.1% |  |  |
| FedEx Corp 2.4% 5/15/2031 (d) | 6900000 | 6131595 |
| FedEx Corp 3.1% 8/5/2029 (d) | 5027000 | 4797974 |
| FedEx Corp 4.05% 2/15/2048  | 2900000 | 2147952 |
| FedEx Corp 4.4% 1/15/2047  | 6356000 | 4995144 |
| FedEx Corp 4.55% 4/1/2046  | 1192000 | 938991 |
| FedEx Corp 4.95% 10/17/2048  | 6273000 | 5287355 |
| FedEx Corp 5.25% 5/15/2050  | 3383000 | 2976115 |
| United Parcel Service Inc 2.4% 11/15/2026  | 5958000 | 5845559 |
| United Parcel Service Inc 3.4% 11/15/2046  | 2104000 | 1515446 |
| United Parcel Service Inc 3.625% 10/1/2042  | 1100000 | 857648 |
| United Parcel Service Inc 3.75% 11/15/2047  | 6842000 | 5166157 |
| United Parcel Service Inc 4.25% 3/15/2049  | 3190000 | 2576484 |
| United Parcel Service Inc 4.45% 4/1/2030 (d) | 4833000 | 4918399 |
| United Parcel Service Inc 5.25% 5/14/2035 (d) | 5220000 | 5350726 |
| United Parcel Service Inc 5.5% 5/22/2054  | 3600000 | 3453969 |
| United Parcel Service Inc 5.95% 5/14/2055  | 4300000 | 4349788 |
| United Parcel Service Inc 6.2% 1/15/2038  | 6986000 | 7606946 |
|  |  | 68916248 |
| Building Products - 0.1% |  |  |
| Carrier Global Corp 2.493% 2/15/2027  | 7105000 | 6951661 |
| Carrier Global Corp 2.722% 2/15/2030  | 12373000 | 11623932 |
| Carrier Global Corp 3.377% 4/5/2040  | 4959000 | 3963043 |
| Carrier Global Corp 3.577% 4/5/2050 (d) | 11213000 | 8180116 |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA 4.9% 12/1/2032  | 11850000 | 11974680 |
| Masco Corp 2% 2/15/2031  | 7383000 | 6458263 |
| Masco Corp 3.125% 2/15/2051  | 3735000 | 2297000 |
| Owens Corning 3.95% 8/15/2029  | 5413000 | 5352085 |
| Owens Corning 5.95% 6/15/2054 (d) | 4330000 | 4328265 |
|  |  | 61129045 |
| Commercial Services & Supplies - 0.1% |  |  |
| Republic Services Inc 1.45% 2/15/2031  | 17786000 | 15311932 |
| Republic Services Inc 2.9% 7/1/2026  | 3352000 | 3320147 |
| Republic Services Inc 3.95% 5/15/2028  | 8340000 | 8337123 |
| Republic Services Inc 5.2% 11/15/2034  | 4520000 | 4637847 |
| Waste Management Inc 4.15% 7/15/2049  | 10186000 | 8287898 |
| Waste Management Inc 4.65% 3/15/2030  | 2700000 | 2753472 |
| Waste Management Inc 4.95% 3/15/2035  | 2700000 | 2713502 |
| Waste Management Inc 4.95% 7/3/2027 (d) | 1920000 | 1954042 |
| Waste Management Inc 4.95% 7/3/2031 (d) | 1860000 | 1924413 |
| Waste Management Inc 5.35% 10/15/2054  | 2700000 | 2586584 |
|  |  | 51826960 |
| Ground Transportation - 0.3% |  |  |
| Burlington Northern Santa Fe LLC 3.05% 2/15/2051  | 3499000 | 2284037 |
| Burlington Northern Santa Fe LLC 3.25% 6/15/2027 (d) | 5958000 | 5887774 |
| Burlington Northern Santa Fe LLC 3.55% 2/15/2050  | 4833000 | 3490057 |
| Burlington Northern Santa Fe LLC 3.9% 8/1/2046  | 3686000 | 2907784 |
| Burlington Northern Santa Fe LLC 4.05% 6/15/2048  | 13373000 | 10688820 |
| Burlington Northern Santa Fe LLC 4.125% 6/15/2047 (d) | 2264000 | 1850485 |
| Burlington Northern Santa Fe LLC 4.15% 4/1/2045  | 1350000 | 1122815 |
| Burlington Northern Santa Fe LLC 4.375% 9/1/2042  | 3575000 | 3114345 |
| Burlington Northern Santa Fe LLC 4.45% 3/15/2043  | 2000000 | 1754874 |
| Burlington Northern Santa Fe LLC 4.55% 9/1/2044  | 2383000 | 2101070 |
| Burlington Northern Santa Fe LLC 4.9% 4/1/2044  | 3177000 | 2963079 |
| Burlington Northern Santa Fe LLC 5.2% 4/15/2054  | 2400000 | 2239191 |
| Burlington Northern Santa Fe LLC 5.8% 3/15/2056  | 2000000 | 2028818 |
| Burlington Northern Santa Fe LLC 6.15% 5/1/2037  | 2000000 | 2197884 |
| CSX Corp 3.25% 6/1/2027  | 3972000 | 3918316 |
| CSX Corp 3.8% 11/1/2046  | 4544000 | 3509133 |
| CSX Corp 3.95% 5/1/2050  | 2840000 | 2185006 |
| CSX Corp 4.1% 11/15/2032 (d) | 13500000 | 13137065 |
| CSX Corp 4.1% 3/15/2044  | 5382000 | 4436143 |
| CSX Corp 4.5% 3/15/2049  | 10963000 | 9221851 |
| CSX Corp 4.75% 11/15/2048  | 4599000 | 4048413 |
| Norfolk Southern Corp 3% 3/15/2032 (d) | 4000000 | 3640369 |
| Norfolk Southern Corp 3.8% 8/1/2028  | 9444000 | 9398536 |
| Norfolk Southern Corp 3.95% 10/1/2042  | 1509000 | 1235576 |
| Norfolk Southern Corp 4.05% 8/15/2052 (d) | 6859000 | 5284726 |
| Norfolk Southern Corp 4.45% 3/1/2033 (d) | 22050000 | 21654544 |
| Norfolk Southern Corp 4.65% 1/15/2046  | 2589000 | 2271174 |
| Norfolk Southern Corp 5.1% 5/1/2035  | 6130000 | 6199249 |
| Ryder System Inc 4.85% 6/15/2030 (d) | 10230000 | 10436733 |
| Uber Technologies Inc 4.3% 1/15/2030  | 2980000 | 2988142 |
| Uber Technologies Inc 4.8% 9/15/2034  | 2980000 | 2945926 |
| Uber Technologies Inc 5.35% 9/15/2054 (d) | 2980000 | 2798047 |
| Union Pacific Corp 2.15% 2/5/2027  | 7153000 | 6972097 |
| Union Pacific Corp 2.375% 5/20/2031 (d) | 2000000 | 1817242 |
| Union Pacific Corp 2.4% 2/5/2030 (d) | 2000000 | 1862801 |
| Union Pacific Corp 2.8% 2/14/2032  | 11666000 | 10580710 |
| Union Pacific Corp 2.891% 4/6/2036  | 7292000 | 6055376 |
| Union Pacific Corp 3% 4/15/2027 (d) | 3972000 | 3907403 |
| Union Pacific Corp 3.25% 2/5/2050  | 10720000 | 7295488 |
| Union Pacific Corp 3.35% 8/15/2046  | 3750000 | 2686930 |
| Union Pacific Corp 3.375% 2/14/2042  | 4000000 | 3073662 |
| Union Pacific Corp 3.6% 9/15/2037  | 2622000 | 2280230 |
| Union Pacific Corp 3.799% 10/1/2051  | 2224000 | 1656197 |
| Union Pacific Corp 3.839% 3/20/2060  | 11170000 | 7978300 |
| Union Pacific Corp 3.95% 9/10/2028  | 2000000 | 1999227 |
| Union Pacific Corp 4.95% 5/15/2053  | 3730000 | 3352956 |
| Union Pacific Corp 5.1% 2/20/2035 (d) | 3370000 | 3428559 |
| Union Pacific Corp 5.6% 12/1/2054 (d) | 3370000 | 3322575 |
|  |  | 222209735 |
| Industrial Conglomerates - 0.1% |  |  |
| 3M Co 2.375% 8/26/2029  | 8822000 | 8263212 |
| 3M Co 2.875% 10/15/2027  | 3177000 | 3103372 |
| 3M Co 3.05% 4/15/2030  | 2912000 | 2768095 |
| 3M Co 3.125% 9/19/2046  | 2192000 | 1498459 |
| 3M Co 3.25% 8/26/2049  | 6797000 | 4596801 |
| 3M Co 3.7% 4/15/2050 (d) | 3595000 | 2612853 |
| 3M Co 5.7% 3/15/2037 (d) | 1900000 | 1998783 |
| Honeywell International Inc 1.95% 6/1/2030  | 8796000 | 7953317 |
| Honeywell International Inc 2.5% 11/1/2026  | 5688000 | 5587277 |
| Honeywell International Inc 2.8% 6/1/2050  | 8168000 | 5107955 |
| Honeywell International Inc 3.812% 11/21/2047  | 1113000 | 848428 |
| Honeywell International Inc 4.7% 2/1/2030  | 3540000 | 3607348 |
| Honeywell International Inc 4.875% 9/1/2029  | 4580000 | 4717135 |
| Honeywell International Inc 4.95% 9/1/2031  | 1800000 | 1855921 |
| Honeywell International Inc 5% 3/1/2035  | 6720000 | 6765416 |
| Honeywell International Inc 5.25% 3/1/2054  | 4580000 | 4259248 |
| Trane Technologies Financing Ltd 3.8% 3/21/2029  | 11400000 | 11290839 |
| Trane Technologies Financing Ltd 4.65% 11/1/2044  | 4766000 | 4225699 |
|  |  | 81060158 |
| Machinery - 0.2% |  |  |
| Caterpillar Financial Services Corp 1.1% 9/14/2027  | 11416000 | 10809756 |
| Caterpillar Financial Services Corp 2.4% 8/9/2026 (d) | 2264000 | 2230246 |
| Caterpillar Financial Services Corp 4.1% 8/15/2028  | 10000000 | 10033748 |
| Caterpillar Inc 3.25% 9/19/2049  | 13214000 | 9238042 |
| Caterpillar Inc 3.803% 8/15/2042  | 1986000 | 1635821 |
| Caterpillar Inc 5.2% 5/15/2035  | 5050000 | 5174390 |
| Caterpillar Inc 5.3% 9/15/2035  | 5561000 | 5748546 |
| Cummins Inc 1.5% 9/1/2030 (d) | 4833000 | 4261872 |
| Cummins Inc 5.3% 5/9/2035  | 10000000 | 10215985 |
| Deere & Co 2.875% 9/7/2049  | 9579000 | 6273299 |
| Deere & Co 3.9% 6/9/2042  | 7000000 | 5929299 |
| Deere & Co 5.375% 10/16/2029  | 795000 | 835299 |
| Eaton Corp 4% 11/2/2032  | 1509000 | 1465128 |
| Eaton Corp 4.15% 11/2/2042  | 1509000 | 1293843 |
| Eaton Corp 4.7% 8/23/2052 (d) | 5800000 | 5141209 |
| Otis Worldwide Corp 2.565% 2/15/2030  | 10633000 | 9911514 |
| Otis Worldwide Corp 3.362% 2/15/2050  | 8091000 | 5607557 |
| Parker-Hannifin Corp 3.25% 3/1/2027  | 4488000 | 4435962 |
| Parker-Hannifin Corp 4% 6/14/2049  | 4727000 | 3723990 |
| Parker-Hannifin Corp 4.1% 3/1/2047  | 4496000 | 3644494 |
| Parker-Hannifin Corp 4.5% 9/15/2029  | 2000000 | 2027610 |
| Stanley Black & Decker Inc 4.25% 11/15/2028 (d) | 4000000 | 4008068 |
| Stanley Black & Decker Inc 5.2% 9/1/2040  | 7100000 | 6778463 |
|  |  | 120424141 |
| Passenger Airlines - 0.0% |  |  |
| American Airlines 2016-2 Class AA Pass Through Trust equipment trust certificate 3.2% 12/15/2029  | 3760972 | 3633870 |
| American Airlines 2021-1 Class A Pass Through Trust equipment trust certificate 2.875% 1/11/2036  | 5531547 | 4974760 |
| Southwest Airlines Co 2.625% 2/10/2030  | 2000000 | 1839184 |
| Southwest Airlines Co 5.125% 6/15/2027 (d) | 8833000 | 8933146 |
| United Airlines 2015-1 Class A Pass Through Trust 3.45% 6/1/2029  | 317431 | 309754 |
| United Airlines 2016-1 Class AA Pass Through Trust equipment trust certificate 3.1% 1/7/2030  | 7186428 | 6933920 |
| United Airlines 2023-1 Class A Pass Through Trust equipment trust certificate 5.8% 7/15/2037  | 7277174 | 7483271 |
|  |  | 34107905 |
| Professional Services - 0.0% |  |  |
| Leidos Inc 2.3% 2/15/2031 (d) | 1300000 | 1155793 |
| Paychex Inc 5.6% 4/15/2035  | 6265000 | 6484391 |
| Verisk Analytics Inc 4.5% 8/15/2030  | 3660000 | 3674731 |
| Verisk Analytics Inc 5.125% 2/15/2036  | 4030000 | 4003504 |
| Verisk Analytics Inc 5.25% 3/15/2035  | 5830000 | 5879522 |
|  |  | 21197941 |
| Trading Companies & Distributors - 0.1% |  |  |
| Air Lease Corp 2.2% 1/15/2027  | 6863000 | 6679265 |
| Air Lease Corp 3% 2/1/2030  | 1900000 | 1794943 |
| Air Lease Corp 3.125% 12/1/2030  | 9666000 | 9023272 |
| Air Lease Corp 3.625% 12/1/2027  | 7593000 | 7507474 |
| Air Lease Corp 5.2% 7/15/2031  | 2600000 | 2675985 |
| GATX Corp 5.45% 9/15/2033  | 6450000 | 6617208 |
| WW Grainger Inc 4.45% 9/15/2034  | 7480000 | 7317644 |
|  |  | 41615791 |
| TOTAL INDUSTRIALS |  | 1002797591 |
| Information Technology - 1.8% |  |  |
| Communications Equipment - 0.1% |  |  |
| Cisco Systems Inc 2.5% 9/20/2026  | 3972000 | 3912492 |
| Cisco Systems Inc 4.75% 2/24/2030  | 7550000 | 7757655 |
| Cisco Systems Inc 4.85% 2/26/2029  | 7570000 | 7775156 |
| Cisco Systems Inc 5.05% 2/26/2034  | 7300000 | 7503705 |
| Cisco Systems Inc 5.1% 2/24/2035 (d) | 7680000 | 7859209 |
| Cisco Systems Inc 5.3% 2/26/2054  | 3650000 | 3510167 |
| Cisco Systems Inc 5.5% 2/24/2055  | 4110000 | 4056517 |
| Cisco Systems Inc 5.9% 2/15/2039  | 9863000 | 10619380 |
| Motorola Solutions Inc 5.2% 8/15/2032  | 14200000 | 14556859 |
|  |  | 67551140 |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |
| Amphenol Corp 5.25% 4/5/2034  | 5710000 | 5900837 |
| Amphenol Corp 5.375% 11/15/2054 (d) | 3098000 | 3007510 |
| Corning Inc 3.9% 11/15/2049  | 4833000 | 3675896 |
| Corning Inc 4.75% 3/15/2042  | 3972000 | 3599416 |
| Dell International LLC / EMC Corp 4.9% 10/1/2026 (d) | 7506000 | 7537125 |
| Dell International LLC / EMC Corp 5.3% 10/1/2029  | 19994000 | 20700080 |
| Dell International LLC / EMC Corp 8.1% 7/15/2036 (d) | 8303000 | 10054602 |
| Dell International LLC / EMC Corp 8.35% 7/15/2046 (d) | 9542000 | 12134815 |
| Vontier Corp 2.95% 4/1/2031  | 3500000 | 3179731 |
|  |  | 69790012 |
| IT Services - 0.1% |  |  |
| CDW LLC / CDW Finance Corp 2.67% 12/1/2026  | 11406000 | 11158657 |
| CDW LLC / CDW Finance Corp 5.55% 8/22/2034  | 3740000 | 3785778 |
| IBM Corporation 1.95% 5/15/2030 (d) | 11102000 | 10028816 |
| IBM Corporation 2.95% 5/15/2050  | 11005000 | 6956082 |
| IBM Corporation 3.3% 5/15/2026  | 9666000 | 9604042 |
| IBM Corporation 3.5% 5/15/2029  | 13474000 | 13209725 |
| IBM Corporation 4.25% 5/15/2049  | 8612000 | 6900170 |
| IBM Corporation 4.4% 7/27/2032 (d) | 8100000 | 8047629 |
| IBM Corporation 4.7% 2/19/2046 (d) | 3932000 | 3461415 |
| IBM Corporation 4.8% 2/10/2030 (d) | 5380000 | 5513209 |
| IBM Corporation 5.2% 2/10/2035 (d) | 5720000 | 5811508 |
| IBM Corporation 5.6% 11/30/2039  | 6500000 | 6707164 |
| IBM Corporation 5.7% 2/10/2055  | 5500000 | 5401110 |
|  |  | 96585305 |
| Semiconductors & Semiconductor Equipment - 0.6% |  |  |
| Analog Devices Inc 2.8% 10/1/2041  | 11812000 | 8566899 |
| Analog Devices Inc 3.5% 12/5/2026 (d) | 1700000 | 1689795 |
| Applied Materials Inc 4.35% 4/1/2047  | 10263000 | 8747575 |
| Broadcom Corp / Broadcom Cayman Finance Ltd 3.5% 1/15/2028  | 5561000 | 5486665 |
| Broadcom Corp / Broadcom Cayman Finance Ltd 3.875% 1/15/2027  | 3043000 | 3030194 |
| Broadcom Inc 2.45% 2/15/2031 (d)(e) | 28182000 | 25480160 |
| Broadcom Inc 2.6% 2/15/2033 (e) | 9400000 | 8124340 |
| Broadcom Inc 3.187% 11/15/2036 (e) | 1000000 | 834738 |
| Broadcom Inc 3.419% 4/15/2033 (d)(e) | 11000000 | 10024352 |
| Broadcom Inc 3.459% 9/15/2026 (d) | 10027000 | 9956040 |
| Broadcom Inc 3.469% 4/15/2034 (e) | 3391000 | 3041533 |
| Broadcom Inc 3.75% 2/15/2051 (e) | 17216000 | 12856419 |
| Broadcom Inc 4.3% 11/15/2032 (d) | 9956000 | 9703521 |
| Broadcom Inc 4.55% 2/15/2032  | 8980000 | 8937989 |
| Broadcom Inc 4.6% 7/15/2030  | 11080000 | 11186601 |
| Broadcom Inc 4.75% 4/15/2029 (d) | 13584000 | 13835800 |
| Broadcom Inc 4.8% 10/15/2034  | 8980000 | 8881495 |
| Intel Corp 2% 8/12/2031 (d) | 7124000 | 6173239 |
| Intel Corp 2.45% 11/15/2029  | 10216000 | 9424300 |
| Intel Corp 2.8% 8/12/2041  | 10000000 | 6702219 |
| Intel Corp 3.05% 8/12/2051  | 7124000 | 4212343 |
| Intel Corp 3.25% 11/15/2049  | 8313000 | 5191332 |
| Intel Corp 3.734% 12/8/2047  | 2594000 | 1804949 |
| Intel Corp 3.9% 3/25/2030  | 9048000 | 8815932 |
| Intel Corp 4% 8/5/2029  | 2000000 | 1969194 |
| Intel Corp 4.1% 5/11/2047 (d) | 1906000 | 1403773 |
| Intel Corp 4.1% 5/19/2046  | 5561000 | 4164745 |
| Intel Corp 4.15% 8/5/2032  | 2000000 | 1903500 |
| Intel Corp 4.6% 3/25/2040  | 2000000 | 1759783 |
| Intel Corp 4.75% 3/25/2050  | 9512000 | 7616712 |
| Intel Corp 4.875% 2/10/2028 (d) | 10180000 | 10313973 |
| Intel Corp 5.625% 2/10/2043  | 5000000 | 4737410 |
| Intel Corp 5.7% 2/10/2053  | 8000000 | 7356711 |
| Intel Corp 5.9% 2/10/2063  | 1600000 | 1476481 |
| Lam Research Corp 2.875% 6/15/2050  | 11648000 | 7413510 |
| Marvell Technology Inc 2.95% 4/15/2031  | 2000000 | 1837140 |
| Marvell Technology Inc 4.75% 7/15/2030 (d) | 7015000 | 7078942 |
| Micron Technology Inc 2.703% 4/15/2032  | 8400000 | 7393994 |
| Micron Technology Inc 4.663% 2/15/2030  | 6573000 | 6613048 |
| Micron Technology Inc 5.375% 4/15/2028  | 8560000 | 8825486 |
| Micron Technology Inc 5.65% 11/1/2032  | 2810000 | 2938214 |
| Micron Technology Inc 5.8% 1/15/2035  | 4310000 | 4455304 |
| Micron Technology Inc 6.05% 11/1/2035  | 1900000 | 1996269 |
| NVIDIA Corp 2% 6/15/2031 (d) | 20182000 | 18059030 |
| NVIDIA Corp 2.85% 4/1/2030 (d) | 8603000 | 8222169 |
| NVIDIA Corp 3.5% 4/1/2050  | 4785000 | 3561765 |
| QUALCOMM Inc 1.65% 5/20/2032 (d) | 14000000 | 11774998 |
| QUALCOMM Inc 4.3% 5/20/2047 (d) | 8023000 | 6687302 |
| QUALCOMM Inc 4.5% 5/20/2030 (d) | 2720000 | 2765468 |
| QUALCOMM Inc 4.8% 5/20/2045 (d) | 2000000 | 1826182 |
| QUALCOMM Inc 5% 5/20/2035  | 3290000 | 3323202 |
| QUALCOMM Inc 5.4% 5/20/2033 (d) | 18000000 | 19005880 |
| Texas Instruments Inc 1.9% 9/15/2031 (d) | 2000000 | 1760891 |
| Texas Instruments Inc 3.65% 8/16/2032 (d) | 2000000 | 1903754 |
| Texas Instruments Inc 4.15% 5/15/2048 (d) | 5526000 | 4527651 |
| Texas Instruments Inc 4.5% 5/23/2030  | 3810000 | 3869702 |
| Texas Instruments Inc 4.6% 2/15/2028 (d) | 10000000 | 10169898 |
| Texas Instruments Inc 5.05% 5/18/2063  | 7000000 | 6287317 |
| Texas Instruments Inc 5.1% 5/23/2035 (d) | 3610000 | 3691607 |
|  |  | 391399435 |
| Software - 0.6% |  |  |
| AppLovin Corp 5.125% 12/1/2029  | 3730000 | 3814751 |
| AppLovin Corp 5.5% 12/1/2034  | 7170000 | 7318467 |
| Cadence Design Systems Inc 4.3% 9/10/2029 (d) | 4300000 | 4331153 |
| Cadence Design Systems Inc 4.7% 9/10/2034  | 2470000 | 2445337 |
| Fortinet Inc 2.2% 3/15/2031  | 2000000 | 1781291 |
| Microsoft Corp 2.525% 6/1/2050  | 32153000 | 19655905 |
| Microsoft Corp 2.675% 6/1/2060  | 5334000 | 3090063 |
| Microsoft Corp 2.921% 3/17/2052  | 36922000 | 24160559 |
| Microsoft Corp 3.041% 3/17/2062  | 3278000 | 2067005 |
| Microsoft Corp 3.45% 8/8/2036 (d) | 2307000 | 2081637 |
| Microsoft Corp 4.2% 11/3/2035  | 1700000 | 1684610 |
| Oracle Corp 1.65% 3/25/2026  | 9109000 | 8972373 |
| Oracle Corp 2.65% 7/15/2026 (d) | 7149000 | 7049311 |
| Oracle Corp 2.875% 3/25/2031  | 11675000 | 10704227 |
| Oracle Corp 2.95% 4/1/2030  | 12477000 | 11749502 |
| Oracle Corp 3.25% 11/15/2027  | 13584000 | 13323282 |
| Oracle Corp 3.6% 4/1/2040  | 13600000 | 10780623 |
| Oracle Corp 3.6% 4/1/2050  | 12383000 | 8468469 |
| Oracle Corp 3.85% 4/1/2060  | 14393000 | 9612011 |
| Oracle Corp 3.85% 7/15/2036 (d) | 13797000 | 12122800 |
| Oracle Corp 3.95% 3/25/2051 (d) | 10575000 | 7630175 |
| Oracle Corp 4% 11/15/2047  | 13899000 | 10501733 |
| Oracle Corp 4% 7/15/2046  | 7785000 | 5935838 |
| Oracle Corp 4.125% 5/15/2045  | 2383000 | 1872828 |
| Oracle Corp 4.2% 9/27/2029 (d) | 10770000 | 10741915 |
| Oracle Corp 4.3% 7/8/2034  | 3078000 | 2923779 |
| Oracle Corp 4.7% 9/27/2034  | 3160000 | 3054695 |
| Oracle Corp 4.9% 2/6/2033 (d) | 15000000 | 15005910 |
| Oracle Corp 5.375% 7/15/2040  | 19029000 | 18415741 |
| Oracle Corp 5.375% 9/27/2054  | 2780000 | 2476265 |
| Oracle Corp 5.5% 8/3/2035 (d) | 4000000 | 4077200 |
| Oracle Corp 6% 8/3/2055  | 8100000 | 7912716 |
| Oracle Corp 6.125% 7/8/2039  | 1800000 | 1880849 |
| Roper Technologies Inc 1% 9/15/2025  | 7443000 | 7433109 |
| Roper Technologies Inc 1.4% 9/15/2027  | 7250000 | 6870324 |
| Roper Technologies Inc 1.75% 2/15/2031  | 7250000 | 6286399 |
| Roper Technologies Inc 2% 6/30/2030  | 14306000 | 12844876 |
| Roper Technologies Inc 3.8% 12/15/2026  | 6752000 | 6710193 |
| Roper Technologies Inc 5.1% 9/15/2035 (d) | 2080000 | 2074943 |
| Salesforce Inc 1.95% 7/15/2031 (d) | 10300000 | 9121175 |
| Salesforce Inc 2.7% 7/15/2041 (d) | 12000000 | 8627551 |
| Synopsys Inc 4.65% 4/1/2028  | 14440000 | 14635229 |
| Synopsys Inc 4.85% 4/1/2030  | 3700000 | 3774179 |
| Synopsys Inc 5% 4/1/2032  | 6440000 | 6569958 |
| Synopsys Inc 5.15% 4/1/2035  | 4240000 | 4276793 |
| Synopsys Inc 5.7% 4/1/2055  | 5840000 | 5733888 |
| VMware LLC 1.4% 8/15/2026  | 22344000 | 21725045 |
| VMware LLC 4.65% 5/15/2027  | 2000000 | 2012753 |
| VMware LLC 4.7% 5/15/2030  | 2000000 | 2024802 |
|  |  | 378364237 |
| Technology Hardware, Storage & Peripherals - 0.3% |  |  |
| Apple Inc 1.2% 2/8/2028  | 10000000 | 9405476 |
| Apple Inc 1.25% 8/20/2030  | 13098000 | 11496271 |
| Apple Inc 1.7% 8/5/2031 (d) | 7886000 | 6929773 |
| Apple Inc 2.375% 2/8/2041  | 13368000 | 9360639 |
| Apple Inc 2.45% 8/4/2026 (d) | 16363000 | 16135670 |
| Apple Inc 2.55% 8/20/2060  | 5162000 | 2926498 |
| Apple Inc 2.65% 5/11/2050  | 4157000 | 2574466 |
| Apple Inc 2.85% 8/5/2061  | 7887000 | 4648370 |
| Apple Inc 2.9% 9/12/2027 (d) | 11161000 | 10983673 |
| Apple Inc 2.95% 9/11/2049  | 21247000 | 14107938 |
| Apple Inc 3% 11/13/2027 (d) | 7944000 | 7832145 |
| Apple Inc 3.2% 5/11/2027  | 13008000 | 12874676 |
| Apple Inc 3.35% 8/8/2032 (d) | 7000000 | 6638990 |
| Apple Inc 3.75% 11/13/2047  | 5541000 | 4367865 |
| Apple Inc 3.75% 9/12/2047  | 4833000 | 3790986 |
| Apple Inc 3.85% 5/4/2043  | 10327000 | 8630601 |
| Apple Inc 4% 5/10/2028  | 3300000 | 3322296 |
| Apple Inc 4.25% 2/9/2047  | 1986000 | 1701130 |
| Apple Inc 4.3% 5/10/2033 (d) | 3300000 | 3325190 |
| Apple Inc 4.375% 5/13/2045  | 3725000 | 3289441 |
| Apple Inc 4.5% 2/23/2036 (d) | 7355000 | 7383522 |
| Apple Inc 4.65% 2/23/2046  | 14788000 | 13526587 |
| Hewlett Packard Enterprise Co 4.55% 10/15/2029  | 4530000 | 4557380 |
| Hewlett Packard Enterprise Co 4.9% 10/15/2025 (c) | 7746000 | 7746398 |
| Hewlett Packard Enterprise Co 5% 10/15/2034  | 4240000 | 4168537 |
| Hewlett Packard Enterprise Co 5.6% 10/15/2054  | 2140000 | 1976239 |
| Hewlett Packard Enterprise Co 6.2% 10/15/2035 (c)(d) | 6390000 | 6842005 |
| Hewlett Packard Enterprise Co 6.35% 10/15/2045 (c) | 1493000 | 1538331 |
| HP Inc 4.2% 4/15/2032  | 6450000 | 6217935 |
| HP Inc 5.5% 1/15/2033 (d) | 2000000 | 2054578 |
| HP Inc 6% 9/15/2041 (d) | 3192000 | 3245034 |
|  |  | 203598640 |
| TOTAL INFORMATION TECHNOLOGY |  | 1207288769 |
| Materials - 0.5% |  |  |
| Chemicals - 0.3% |  |  |
| Air Products and Chemicals Inc 1.5% 10/15/2025  | 4785000 | 4768496 |
| Air Products and Chemicals Inc 2.05% 5/15/2030  | 5220000 | 4762030 |
| Air Products and Chemicals Inc 2.7% 5/15/2040  | 4495000 | 3284929 |
| Air Products and Chemicals Inc 2.8% 5/15/2050  | 5346000 | 3331772 |
| CF Industries Inc 4.95% 6/1/2043  | 5900000 | 5275087 |
| Dow Chemical Co/The 2.1% 11/15/2030 (d) | 6863000 | 6060800 |
| Dow Chemical Co/The 3.6% 11/15/2050  | 7056000 | 4652785 |
| Dow Chemical Co/The 4.375% 11/15/2042  | 3872000 | 3107171 |
| Dow Chemical Co/The 4.8% 11/30/2028 (d) | 6792000 | 6885040 |
| Dow Chemical Co/The 4.8% 5/15/2049  | 6112000 | 4859014 |
| Dow Chemical Co/The 9.4% 5/15/2039  | 2383000 | 3076174 |
| DuPont de Nemours Inc 4.725% 11/15/2028 (d) | 13619000 | 13890344 |
| DuPont de Nemours Inc 5.319% 11/15/2038 (d) | 5128000 | 5349158 |
| Eastman Chemical Co 4.65% 10/15/2044  | 2383000 | 1987760 |
| Eastman Chemical Co 5% 8/1/2029  | 3000000 | 3056448 |
| Ecolab Inc 1.3% 1/30/2031  | 6356000 | 5464395 |
| Ecolab Inc 2.7% 11/1/2026  | 5243000 | 5160912 |
| Ecolab Inc 2.75% 8/18/2055  | 8768000 | 5208045 |
| Huntsman Intl LLC 5.7% 10/15/2034 (d) | 2400000 | 2222037 |
| Linde Inc/CT 3.2% 1/30/2026  | 5036000 | 5013555 |
| Linde Inc/CT 3.55% 11/7/2042  | 1589000 | 1260743 |
| LYB International Finance BV 4.875% 3/15/2044  | 4647000 | 3916169 |
| LYB International Finance II BV 3.5% 3/2/2027  | 19438000 | 19194420 |
| LYB International Finance III LLC 3.375% 10/1/2040  | 7366000 | 5402705 |
| LYB International Finance III LLC 3.625% 4/1/2051  | 7366000 | 4777683 |
| LyondellBasell Industries NV 4.625% 2/26/2055  | 2970000 | 2283158 |
| Mosaic Co/The 4.05% 11/15/2027  | 4575000 | 4551575 |
| Mosaic Co/The 5.625% 11/15/2043  | 2979000 | 2857803 |
| Sherwin-Williams Co/The 2.95% 8/15/2029  | 2000000 | 1901583 |
| Sherwin-Williams Co/The 3.45% 6/1/2027 (d) | 17609000 | 17401628 |
| Sherwin-Williams Co/The 3.8% 8/15/2049  | 2919000 | 2161570 |
| Sherwin-Williams Co/The 4.5% 6/1/2047  | 6776000 | 5709880 |
| Westlake Corp 3.125% 8/15/2051  | 6500000 | 3957446 |
| Westlake Corp 5% 8/15/2046 (d) | 1589000 | 1383767 |
|  |  | 174176082 |
| Construction Materials - 0.1% |  |  |
| Amrize Finance US LLC 4.7% 4/7/2028 (e) | 15050000 | 15236363 |
| CRH America Finance Inc 5.4% 5/21/2034 (d) | 4800000 | 4928885 |
| CRH America Finance Inc 5.5% 1/9/2035  | 5300000 | 5467583 |
| Martin Marietta Materials Inc 3.5% 12/15/2027 (d) | 2000000 | 1972488 |
| Martin Marietta Materials Inc 5.15% 12/1/2034  | 3800000 | 3822354 |
| Martin Marietta Materials Inc 5.5% 12/1/2054 (d) | 3800000 | 3646104 |
| Vulcan Materials Co 5.35% 12/1/2034  | 7110000 | 7282762 |
|  |  | 42356539 |
| Containers & Packaging - 0.0% |  |  |
| Amcor Flexibles North America Inc 5.5% 3/17/2035 (d) | 1870000 | 1911836 |
| Amcor Group Finance PLC 5.45% 5/23/2029  | 13600000 | 14083514 |
| International Paper Co 4.4% 8/15/2047  | 6908000 | 5615839 |
| International Paper Co 5.15% 5/15/2046  | 1438000 | 1293973 |
| Packaging Corp of America 5.2% 8/15/2035  | 5000000 | 5028716 |
| WestRock MWV LLC 8.2% 1/15/2030  | 1580000 | 1817879 |
| WRKCo Inc 3% 6/15/2033 (d) | 2000000 | 1761185 |
| WRKCo Inc 3.375% 9/15/2027  | 2000000 | 1973039 |
| WRKCo Inc 4.2% 6/1/2032  | 4833000 | 4661013 |
|  |  | 38146994 |
| Metals & Mining - 0.1% |  |  |
| Freeport-McMoRan Inc 4.625% 8/1/2030  | 32382000 | 32453338 |
| Freeport-McMoRan Inc 5.45% 3/15/2043 (d) | 1000000 | 946624 |
| Newmont Corp 5.45% 6/9/2044  | 5093000 | 5017413 |
| Nucor Corp 2.7% 6/1/2030 (d) | 3900000 | 3639763 |
| Nucor Corp 2.979% 12/15/2055  | 3177000 | 1925517 |
| Nucor Corp 6.4% 12/1/2037  | 4833000 | 5320767 |
|  |  | 49303422 |
| TOTAL MATERIALS |  | 303983037 |
| Real Estate - 0.9% |  |  |
| Diversified REITs - 0.1% |  |  |
| Equinix Europe 2 Financing Corp LLC 5.5% 6/15/2034  | 12510000 | 12823948 |
| GLP Capital LP / GLP Financing II Inc 5.25% 2/15/2033  | 5400000 | 5369064 |
| GLP Capital LP / GLP Financing II Inc 5.625% 9/15/2034  | 9020000 | 9048395 |
| Piedmont Operating Partnership LP 9.25% 7/20/2028  | 3850000 | 4279186 |
| Safehold GL Holdings LLC 5.65% 1/15/2035  | 3100000 | 3131282 |
| VICI Properties LP 4.75% 2/15/2028  | 11117000 | 11204318 |
| VICI Properties LP 5.125% 5/15/2032  | 5838000 | 5858362 |
| VICI Properties LP 6.125% 4/1/2054  | 3000000 | 2914947 |
| Vornado Realty LP 3.4% 6/1/2031  | 2000000 | 1783346 |
| WP Carey Inc 2.45% 2/1/2032  | 2000000 | 1733172 |
|  |  | 58146020 |
| Health Care REITs - 0.1% |  |  |
| Alexandria Real Estate Equities Inc 2% 5/18/2032 (d) | 7371000 | 6172715 |
| Alexandria Real Estate Equities Inc 3% 5/18/2051  | 5582000 | 3410531 |
| Alexandria Real Estate Equities Inc 4.85% 4/15/2049  | 9154000 | 7718722 |
| Healthpeak OP LLC 3% 1/15/2030  | 9937000 | 9403235 |
| Healthpeak OP LLC 4.75% 1/15/2033  | 1750000 | 1738066 |
| Healthpeak OP LLC 5.25% 12/15/2032  | 3000000 | 3067330 |
| Omega Healthcare Investors Inc 3.375% 2/1/2031  | 3093000 | 2859519 |
| Omega Healthcare Investors Inc 4.5% 4/1/2027 (d) | 7547000 | 7555280 |
| Omega Healthcare Investors Inc 5.2% 7/1/2030 (d) | 1700000 | 1724503 |
| Ventas Realty LP 3.25% 10/15/2026  | 2780000 | 2746895 |
| Ventas Realty LP 3.85% 4/1/2027  | 7547000 | 7505904 |
| Ventas Realty LP 4% 3/1/2028  | 17202000 | 17117302 |
| Ventas Realty LP 4.125% 1/15/2026  | 1152000 | 1149651 |
| Ventas Realty LP 4.375% 2/1/2045  | 2383000 | 1959898 |
| Ventas Realty LP 4.875% 4/15/2049  | 2262000 | 1937224 |
| Welltower OP LLC 4.95% 9/1/2048 (d) | 7944000 | 7285162 |
| Welltower OP LLC 6.5% 3/15/2041  | 1100000 | 1210674 |
|  |  | 84562611 |
| Industrial REITs - 0.1% |  |  |
| LXP Industrial Trust 2.375% 10/1/2031  | 2417000 | 2088120 |
| Prologis LP 1.625% 3/15/2031 (d) | 11425000 | 9938495 |
| Prologis LP 1.75% 2/1/2031 (d) | 23383000 | 20531754 |
| Prologis LP 2.125% 4/15/2027  | 9502000 | 9223225 |
| Prologis LP 3.25% 10/1/2026  | 3701000 | 3669272 |
| Prologis LP 4.875% 6/15/2028  | 2700000 | 2761401 |
| Prologis LP 5.25% 3/15/2054  | 4520000 | 4226874 |
| Prologis LP 5.25% 6/15/2053  | 3300000 | 3085838 |
|  |  | 55524979 |
| Office REITs - 0.0% |  |  |
| Boston Properties LP 2.55% 4/1/2032  | 1100000 | 944126 |
| Boston Properties LP 2.75% 10/1/2026  | 5561000 | 5464196 |
| Boston Properties LP 2.9% 3/15/2030  | 1400000 | 1299649 |
| Boston Properties LP 3.25% 1/30/2031 (d) | 15176000 | 14102481 |
| Boston Properties LP 3.4% 6/21/2029  | 2300000 | 2204036 |
| COPT Defense Properties LP 2.75% 4/15/2031 (d) | 4000000 | 3605477 |
| Kilroy Realty LP 2.5% 11/15/2032  | 2100000 | 1721550 |
| Kilroy Realty LP 2.65% 11/15/2033  | 1700000 | 1373825 |
| Kilroy Realty LP 5.875% 10/15/2035  | 2018000 | 2008483 |
|  |  | 32723823 |
| Real Estate Management & Development - 0.1% |  |  |
| Americold Realty Operating Partnership LP 5.6% 5/15/2032 (d) | 3150000 | 3193732 |
| Digital Realty Trust LP 3.7% 8/15/2027  | 8356000 | 8290517 |
| Digital Realty Trust LP 4.45% 7/15/2028 (d) | 2000000 | 2015447 |
| Essex Portfolio LP 1.65% 1/15/2031 (d) | 2000000 | 1715509 |
| Essex Portfolio LP 1.7% 3/1/2028 (d) | 2000000 | 1881936 |
| Essex Portfolio LP 2.55% 6/15/2031  | 2000000 | 1787960 |
| Essex Portfolio LP 3% 1/15/2030  | 1477000 | 1395680 |
| Essex Portfolio LP 3.375% 4/15/2026  | 2000000 | 1986361 |
| Essex Portfolio LP 4% 3/1/2029 (d) | 4833000 | 4780885 |
| Essex Portfolio LP 5.375% 4/1/2035 (d) | 3720000 | 3801861 |
| Extra Space Storage LP 4.95% 1/15/2033  | 1500000 | 1504851 |
| Extra Space Storage LP 5.35% 1/15/2035  | 9180000 | 9248312 |
| Extra Space Storage LP 5.4% 6/15/2035 (d) | 1030000 | 1039695 |
| Mid-America Apartments LP 1.1% 9/15/2026  | 2000000 | 1938436 |
| Mid-America Apartments LP 3.95% 3/15/2029  | 5510000 | 5475250 |
| Tanger Properties LP 3.875% 7/15/2027  | 4925000 | 4870933 |
|  |  | 54927365 |
| Residential REITs - 0.1% |  |  |
| American Homes 4 Rent LP 4.25% 2/15/2028  | 7636000 | 7614270 |
| American Homes 4 Rent LP 5.5% 7/15/2034  | 3900000 | 3991760 |
| AvalonBay Communities Inc 2.05% 1/15/2032  | 2000000 | 1736808 |
| AvalonBay Communities Inc 2.3% 3/1/2030  | 4833000 | 4449677 |
| AvalonBay Communities Inc 5% 2/15/2033  | 3800000 | 3866868 |
| Camden Property Trust 4.1% 10/15/2028 (d) | 2000000 | 2001858 |
| ERP Operating LP 1.85% 8/1/2031 (d) | 14500000 | 12675076 |
| ERP Operating LP 3.25% 8/1/2027  | 10314000 | 10161989 |
| ERP Operating LP 4.95% 6/15/2032  | 2360000 | 2410129 |
| Invitation Homes Operating Partnership LP 4.15% 4/15/2032  | 6186000 | 5917239 |
| Invitation Homes Operating Partnership LP 4.95% 1/15/2033  | 2300000 | 2294917 |
| UDR Inc 2.1% 6/15/2033 (d) | 12929000 | 10575998 |
|  |  | 67696589 |
| Retail REITs - 0.3% |  |  |
| Agree LP 5.625% 6/15/2034  | 4500000 | 4628546 |
| Brixmor Operating Partnership LP 3.9% 3/15/2027 (d) | 4480000 | 4453885 |
| Brixmor Operating Partnership LP 4.05% 7/1/2030  | 4868000 | 4770366 |
| Brixmor Operating Partnership LP 4.125% 5/15/2029 (d) | 5363000 | 5315248 |
| Brixmor Operating Partnership LP 4.125% 6/15/2026  | 5997000 | 5979693 |
| Kimco Realty OP LLC 1.9% 3/1/2028  | 8216000 | 7800678 |
| Kimco Realty OP LLC 3.8% 4/1/2027  | 3177000 | 3157054 |
| Kimco Realty OP LLC 4.125% 12/1/2046  | 7944000 | 6299336 |
| Kimco Realty OP LLC 4.45% 9/1/2047 (d) | 4114000 | 3416210 |
| Kite Realty Group LP 5.2% 8/15/2032  | 3300000 | 3353009 |
| NNN REIT Inc 3% 4/15/2052  | 6766000 | 4143584 |
| Phillips Edison Grocery Center Operating Partnership I LP 5.25% 8/15/2032  | 4280000 | 4368184 |
| Realty Income Corp 3.4% 1/15/2030  | 2000000 | 1929991 |
| Realty Income Corp 3.95% 8/15/2027 (d) | 6200000 | 6187427 |
| Realty Income Corp 4.7% 12/15/2028  | 4500000 | 4572695 |
| Realty Income Corp 4.85% 3/15/2030 (d) | 15000000 | 15384666 |
| Realty Income Corp 4.9% 7/15/2033  | 6450000 | 6479260 |
| Realty Income Corp 5.05% 1/13/2026  | 4500000 | 4500391 |
| Regency Centers LP 5% 7/15/2032  | 7500000 | 7650503 |
| Simon Property Group LP 2.2% 2/1/2031 (d) | 21169000 | 18949493 |
| Simon Property Group LP 3.25% 9/13/2049  | 9260000 | 6266431 |
| Simon Property Group LP 3.375% 12/1/2027  | 17551000 | 17330551 |
| Simon Property Group LP 4.75% 9/26/2034  | 3730000 | 3666548 |
| Simon Property Group LP 5.125% 10/1/2035  | 4600000 | 4598106 |
|  |  | 155201855 |
| Specialized REITs - 0.1% |  |  |
| American Tower Corp 1.3% 9/15/2025  | 7221000 | 7211396 |
| American Tower Corp 2.1% 6/15/2030  | 12189000 | 10962378 |
| American Tower Corp 3.1% 6/15/2050  | 4456000 | 2888697 |
| American Tower Corp 3.55% 7/15/2027  | 6792000 | 6718916 |
| American Tower Corp 3.7% 10/15/2049  | 4833000 | 3498718 |
| Crown Castle Inc 2.25% 1/15/2031  | 5771000 | 5110792 |
| Crown Castle Inc 3.25% 1/15/2051  | 5220000 | 3418064 |
| Crown Castle Inc 5.1% 5/1/2033  | 12860000 | 12893294 |
| EPR Properties 4.5% 6/1/2027  | 2000000 | 1993728 |
| EPR Properties 4.95% 4/15/2028  | 4000000 | 4021739 |
| Public Storage Operating Co 4.375% 7/1/2030  | 3780000 | 3803606 |
| Public Storage Operating Co 5% 7/1/2035 (d) | 7040000 | 7025575 |
| Weyerhaeuser Co 4% 4/15/2030  | 12223000 | 12042833 |
|  |  | 81589736 |
| TOTAL REAL ESTATE |  | 590372978 |
| Utilities - 2.4% |  |  |
| Electric Utilities - 1.8% |  |  |
| AEP Texas Inc 2.1% 7/1/2030 (d) | 3020000 | 2721684 |
| AEP Texas Inc 3.8% 10/1/2047  | 3383000 | 2485776 |
| AEP Texas Inc 3.95% 6/1/2028  | 10450000 | 10374139 |
| AEP Texas Inc 4.7% 5/15/2032 (d) | 4000000 | 3969921 |
| AEP Transmission Co LLC 2.75% 8/15/2051  | 5703000 | 3495117 |
| AEP Transmission Co LLC 4% 12/1/2046  | 3000000 | 2368011 |
| AEP Transmission Co LLC 5.4% 3/15/2053  | 3440000 | 3295373 |
| Alabama Power Co 1.45% 9/15/2030  | 14500000 | 12712027 |
| Alabama Power Co 3.7% 12/1/2047  | 4679000 | 3535678 |
| Alabama Power Co 3.75% 3/1/2045  | 795000 | 617113 |
| Alabama Power Co 4.15% 8/15/2044  | 3694000 | 3041156 |
| Alabama Power Co 4.3% 7/15/2048  | 4671000 | 3872866 |
| Alabama Power Co 5.2% 6/1/2041 (d) | 3058000 | 2974837 |
| American Electric Power Co Inc 3.25% 3/1/2050  | 2494000 | 1628104 |
| American Electric Power Co Inc 4.3% 12/1/2028  | 13893000 | 13964293 |
| American Electric Power Co Inc 6.95% 12/15/2054 (c)(d) | 3300000 | 3508415 |
| Appalachian Power Co 4.45% 6/1/2045  | 4766000 | 3903502 |
| Appalachian Power Co 4.5% 3/1/2049  | 7259000 | 5893400 |
| Arizona Public Service Co 2.95% 9/15/2027  | 5861000 | 5715533 |
| Arizona Public Service Co 5.55% 8/1/2033 (d) | 8900000 | 9224789 |
| Arizona Public Service Co 5.9% 8/15/2055 (d) | 3000000 | 2988659 |
| Arizona Public Service Co 6.35% 12/15/2032 (d) | 4000000 | 4352296 |
| Baltimore Gas and Electric Co 2.25% 6/15/2031  | 2000000 | 1792015 |
| Baltimore Gas and Electric Co 2.9% 6/15/2050  | 6360000 | 3999479 |
| Baltimore Gas and Electric Co 3.5% 8/15/2046  | 1986000 | 1456500 |
| Baltimore Gas and Electric Co 5.4% 6/1/2053  | 2300000 | 2174614 |
| CenterPoint Energy Houston Electric LLC 3.35% 4/1/2051  | 9077000 | 6182569 |
| CenterPoint Energy Houston Electric LLC 3.55% 8/1/2042 (d) | 1509000 | 1164503 |
| CenterPoint Energy Houston Electric LLC 4.25% 2/1/2049  | 2068000 | 1677299 |
| CenterPoint Energy Houston Electric LLC 4.8% 3/15/2030  | 3350000 | 3430255 |
| CenterPoint Energy Houston Electric LLC 4.95% 4/1/2033 (d) | 4500000 | 4554397 |
| Cleco Corporate Holdings LLC 3.743% 5/1/2026  | 4496000 | 4464653 |
| Commonwealth Edison Co 3.2% 11/15/2049  | 13533000 | 9073899 |
| Commonwealth Edison Co 3.65% 6/15/2046  | 2272000 | 1719526 |
| Commonwealth Edison Co 3.7% 3/1/2045  | 2462000 | 1906574 |
| Commonwealth Edison Co 3.75% 8/15/2047  | 4885000 | 3685981 |
| Commonwealth Edison Co 4% 3/1/2048  | 5426000 | 4280667 |
| Commonwealth Edison Co 4% 3/1/2049  | 4762000 | 3686909 |
| Connecticut Light and Power Co/The 5.25% 1/15/2053  | 4200000 | 3922684 |
| Consolidated Edison Co of New York Inc 3.875% 6/15/2047  | 2272000 | 1735890 |
| Consolidated Edison Co of New York Inc 4.45% 3/15/2044  | 6356000 | 5476004 |
| Consolidated Edison Co of New York Inc 4.5% 5/15/2058  | 7530000 | 6073375 |
| Consolidated Edison Co of New York Inc 4.65% 12/1/2048  | 8317000 | 7155468 |
| Consolidated Edison Co of New York Inc 5.2% 3/1/2033 (d) | 30000000 | 30990921 |
| Consolidated Edison Co of New York Inc 5.5% 12/1/2039  | 1986000 | 2006560 |
| Dayton Power & Light Co/The 3.95% 6/15/2049  | 1400000 | 1021094 |
| Dominion Energy South Carolina Inc 5.3% 1/15/2035  | 12850000 | 13170953 |
| DTE Electric Co 1.9% 4/1/2028  | 7800000 | 7400951 |
| DTE Electric Co 3.95% 3/1/2049  | 2900000 | 2268501 |
| DTE Electric Co 5.2% 3/1/2034 (d) | 5700000 | 5864322 |
| DTE Electric Co 5.4% 4/1/2053  | 4690000 | 4534316 |
| Duke Energy Carolinas LLC 2.85% 3/15/2032 (d) | 2417000 | 2188265 |
| Duke Energy Carolinas LLC 2.95% 12/1/2026  | 4766000 | 4708635 |
| Duke Energy Carolinas LLC 3.2% 8/15/2049  | 6345000 | 4273605 |
| Duke Energy Carolinas LLC 3.75% 6/1/2045  | 1589000 | 1228935 |
| Duke Energy Carolinas LLC 3.875% 3/15/2046  | 3097000 | 2403558 |
| Duke Energy Carolinas LLC 4% 9/30/2042  | 2979000 | 2463000 |
| Duke Energy Carolinas LLC 4.95% 1/15/2033 (d) | 8000000 | 8179114 |
| Duke Energy Carolinas LLC 5.4% 1/15/2054 (d) | 4800000 | 4626687 |
| Duke Energy Carolinas LLC 6% 1/15/2038  | 1800000 | 1929672 |
| Duke Energy Corp 2.45% 6/1/2030  | 5220000 | 4798718 |
| Duke Energy Corp 2.65% 9/1/2026 (d) | 10605000 | 10444875 |
| Duke Energy Corp 3.75% 9/1/2046  | 7253000 | 5405993 |
| Duke Energy Corp 4.2% 6/15/2049  | 7520000 | 5812074 |
| Duke Energy Corp 4.5% 8/15/2032 (d) | 1000000 | 986665 |
| Duke Energy Corp 4.8% 12/15/2045  | 2216000 | 1910041 |
| Duke Energy Corp 5% 8/15/2052  | 1600000 | 1395554 |
| Duke Energy Corp 5.45% 6/15/2034 (d) | 8340000 | 8609647 |
| Duke Energy Corp 6.45% 9/1/2054 (c)(d) | 3500000 | 3623802 |
| Duke Energy Florida LLC 3.4% 10/1/2046  | 1986000 | 1426660 |
| Duke Energy Indiana LLC 5.9% 5/15/2055  | 4850000 | 4936982 |
| Duke Energy Ohio Inc 4.3% 2/1/2049  | 21562000 | 17371736 |
| Duke Energy Progress LLC 3.4% 4/1/2032 (d) | 9666000 | 9086569 |
| Duke Energy Progress LLC 4.15% 12/1/2044  | 1430000 | 1179038 |
| Duke Energy Progress LLC 4.375% 3/30/2044  | 1589000 | 1342503 |
| Duke Energy Progress LLC 5.35% 3/15/2053  | 7000000 | 6594740 |
| Edison International 4.125% 3/15/2028  | 2000000 | 1967566 |
| Edison International 5.45% 6/15/2029 (d) | 8400000 | 8492615 |
| Edison International 5.75% 6/15/2027  | 897000 | 913192 |
| Entergy Arkansas LLC 5.15% 1/15/2033  | 3100000 | 3190585 |
| Entergy Arkansas LLC 5.3% 9/15/2033  | 5730000 | 5920825 |
| Entergy Corp 0.9% 9/15/2025  | 13436000 | 13418248 |
| Entergy Corp 2.95% 9/1/2026 (d) | 3734000 | 3681648 |
| Entergy Corp 3.75% 6/15/2050  | 3287000 | 2340293 |
| Entergy Corp 7.125% 12/1/2054 (c)(d) | 3300000 | 3436796 |
| Entergy Louisiana LLC 2.35% 6/15/2032  | 18700000 | 16286835 |
| Entergy Louisiana LLC 3.12% 9/1/2027  | 1600000 | 1572262 |
| Entergy Louisiana LLC 4.2% 9/1/2048  | 2526000 | 2027094 |
| Entergy Mississippi LLC 5.8% 4/15/2055  | 1400000 | 1393759 |
| Entergy Mississippi LLC 5.85% 6/1/2054  | 3120000 | 3093943 |
| Entergy Tex Inc 3.55% 9/30/2049  | 3211000 | 2267550 |
| Entergy Tex Inc 4% 3/30/2029  | 14040000 | 13975112 |
| Entergy Tex Inc 5.25% 4/15/2035  | 3170000 | 3225402 |
| Evergy Inc 6.65% 6/1/2055 (c)(d) | 1650000 | 1674117 |
| Evergy Kansas Central Inc 5.25% 3/15/2035  | 8760000 | 8874310 |
| Evergy Metro Inc 5.125% 8/15/2035  | 1600000 | 1599047 |
| Eversource Energy 2.55% 3/15/2031  | 12735000 | 11478868 |
| Eversource Energy 3.35% 3/15/2026  | 5251000 | 5215899 |
| Eversource Energy 3.45% 1/15/2050  | 3548000 | 2465169 |
| Exelon Corp 4.05% 4/15/2030  | 2000000 | 1978278 |
| Exelon Corp 5.1% 6/15/2045  | 874000 | 798519 |
| Exelon Corp 5.3% 3/15/2033  | 12280000 | 12675444 |
| Exelon Corp 5.875% 3/15/2055  | 8930000 | 8829999 |
| FirstEnergy Corp 1.6% 1/15/2026  | 9970000 | 9851903 |
| FirstEnergy Corp 2.25% 9/1/2030  | 10730000 | 9635546 |
| FirstEnergy Corp 3.4% 3/1/2050  | 2900000 | 1947275 |
| FirstEnergy Corp 3.9% 7/15/2027 (f) | 6752000 | 6702708 |
| FirstEnergy Corp 4.85% 7/15/2047 (f) | 3732000 | 3208022 |
| Florida Power & Light Co 2.45% 2/3/2032 (d) | 2000000 | 1783684 |
| Florida Power & Light Co 3.125% 12/1/2025  | 4051000 | 4037565 |
| Florida Power & Light Co 3.15% 10/1/2049  | 5556000 | 3725540 |
| Florida Power & Light Co 3.8% 12/15/2042  | 8900000 | 7225214 |
| Florida Power & Light Co 4.05% 10/1/2044  | 4304000 | 3536844 |
| Florida Power & Light Co 4.125% 6/1/2048  | 9771000 | 7880945 |
| Florida Power & Light Co 5.1% 4/1/2033  | 7400000 | 7588661 |
| Florida Power & Light Co 5.3% 6/15/2034  | 9012000 | 9319345 |
| Georgia Power Co 3.25% 3/30/2027  | 6781000 | 6701563 |
| Georgia Power Co 4.65% 5/16/2028 (d) | 4830000 | 4901451 |
| Georgia Power Co 4.7% 5/15/2032  | 4000000 | 4016590 |
| Georgia Power Co 4.95% 5/17/2033  | 10160000 | 10283956 |
| Georgia Power Co 5.2% 3/15/2035 (d) | 7030000 | 7135872 |
| Georgia Power Co 5.25% 3/15/2034  | 5700000 | 5842450 |
| Indiana Michigan Power Co 3.25% 5/1/2051  | 3867000 | 2507828 |
| Interstate Power and Light Co 2.3% 6/1/2030  | 11051000 | 10077478 |
| Interstate Power and Light Co 5.7% 10/15/2033  | 5100000 | 5287035 |
| IPALCO Enterprises Inc 5.75% 4/1/2034  | 4000000 | 4033901 |
| ITC Holdings Corp 3.35% 11/15/2027 (d) | 2000000 | 1961048 |
| Jersey Central Power & Light Co 5.1% 1/15/2035  | 2960000 | 2957450 |
| Kentucky Utilities Co 5.85% 8/15/2055  | 3470000 | 3444802 |
| Louisville Gas and Electric Co 5.85% 8/15/2055  | 1970000 | 1954831 |
| MidAmerican Energy Co 3.15% 4/15/2050  | 7100000 | 4753439 |
| Nevada Power Co 3.125% 8/1/2050  | 5300000 | 3365361 |
| NextEra Energy Capital Holdings Inc 1.875% 1/15/2027  | 13726000 | 13303272 |
| NextEra Energy Capital Holdings Inc 1.9% 6/15/2028  | 9666000 | 9117136 |
| NextEra Energy Capital Holdings Inc 2.44% 1/15/2032 (d) | 13630000 | 11949325 |
| NextEra Energy Capital Holdings Inc 5% 7/15/2032  | 8800000 | 8943343 |
| NextEra Energy Capital Holdings Inc 5.05% 2/28/2033  | 9100000 | 9231627 |
| NextEra Energy Capital Holdings Inc 5.9% 3/15/2055  | 4320000 | 4303037 |
| NextEra Energy Capital Holdings Inc 6.75% 6/15/2054 (c) | 7350000 | 7765341 |
| Northern States Power Co/MN 2.6% 6/1/2051  | 6500000 | 3902927 |
| Northern States Power Co/MN 2.9% 3/1/2050  | 9483000 | 6124649 |
| Northern States Power Co/MN 3.4% 8/15/2042  | 1589000 | 1215537 |
| Northern States Power Co/MN 4.125% 5/15/2044  | 3575000 | 2986648 |
| Northern States Power Co/MN 5.05% 5/15/2035  | 1550000 | 1566680 |
| NSTAR Electric Co 3.2% 5/15/2027  | 6076000 | 5992412 |
| NSTAR Electric Co 4.95% 9/15/2052  | 3710000 | 3299224 |
| NSTAR Electric Co 5.2% 3/1/2035  | 3850000 | 3910181 |
| Oglethorpe Power Corp 4.5% 4/1/2047  | 2500000 | 2050771 |
| Oglethorpe Power Corp 5.05% 10/1/2048  | 2000000 | 1775447 |
| Oglethorpe Power Corp 5.8% 6/1/2054  | 4250000 | 4102735 |
| Oncor Electric Delivery Co LLC 3.1% 9/15/2049  | 15204000 | 9950670 |
| Oncor Electric Delivery Co LLC 3.8% 9/30/2047  | 7733000 | 5875189 |
| Oncor Electric Delivery Co LLC 5.35% 4/1/2035 (e) | 7960000 | 8182985 |
| Pacific Gas and Electric Co 3.15% 1/1/2026  | 11599645 | 11529535 |
| Pacific Gas and Electric Co 3.25% 6/1/2031  | 4833000 | 4431681 |
| Pacific Gas and Electric Co 4.2% 3/1/2029  | 1000000 | 990175 |
| Pacific Gas and Electric Co 4.2% 6/1/2041 (d) | 24166000 | 19108678 |
| Pacific Gas and Electric Co 4.55% 7/1/2030 (d) | 30062414 | 29773290 |
| Pacific Gas and Electric Co 4.75% 2/15/2044  | 967000 | 800948 |
| Pacific Gas and Electric Co 5.45% 6/15/2027  | 1100000 | 1116493 |
| Pacific Gas and Electric Co 6% 8/15/2035  | 6250000 | 6464204 |
| Pacific Gas and Electric Co 6.4% 6/15/2033 (d) | 15000000 | 15933106 |
| Pacific Gas and Electric Co 6.7% 4/1/2053  | 5910000 | 6105430 |
| PacifiCorp 4.125% 1/15/2049  | 10692000 | 8115542 |
| PacifiCorp 4.15% 2/15/2050  | 2900000 | 2197097 |
| PacifiCorp 5.45% 2/15/2034  | 8250000 | 8385741 |
| PacifiCorp 5.8% 1/15/2055  | 2000000 | 1891293 |
| PacifiCorp 6% 1/15/2039  | 4919000 | 5071262 |
| PG&E Wildfire Recovery Funding LLC 5.081% 6/1/2043  | 1000000 | 990770 |
| PG&E Wildfire Recovery Funding LLC 5.099% 6/1/2054  | 5100000 | 4682927 |
| PG&E Wildfire Recovery Funding LLC 5.212% 12/1/2049  | 11120000 | 10608072 |
| Potomac Electric Power Co 6.5% 11/15/2037  | 3024000 | 3373902 |
| PPL Capital Funding Inc 3.1% 5/15/2026  | 6356000 | 6290554 |
| PPL Electric Utilities Corp 3% 10/1/2049  | 10557000 | 6877628 |
| PPL Electric Utilities Corp 4.15% 10/1/2045  | 2780000 | 2307889 |
| Progress Energy Inc 6% 12/1/2039 (d) | 4131000 | 4342734 |
| Public Service Co of Colorado 3.8% 6/15/2047  | 3678000 | 2751887 |
| Public Service Co of Colorado 4.1% 6/1/2032  | 2000000 | 1942082 |
| Public Service Co of Colorado 4.1% 6/15/2048  | 2000000 | 1542617 |
| Public Service Co of Colorado 5.35% 5/15/2034 (d) | 2800000 | 2849404 |
| Public Service Co of Colorado 5.85% 5/15/2055  | 6370000 | 6279332 |
| Public Service Co of Colorado 6.25% 9/1/2037  | 2000000 | 2155681 |
| Public Service Co of Oklahoma 5.2% 1/15/2035  | 5540000 | 5555355 |
| Public Service Electric and Gas Co 2.45% 1/15/2030  | 8071000 | 7524171 |
| Public Service Electric and Gas Co 3.15% 1/1/2050  | 9135000 | 6140469 |
| Public Service Electric and Gas Co 3.65% 9/1/2042  | 2244000 | 1763466 |
| Public Service Electric and Gas Co 4% 6/1/2044  | 3972000 | 3150935 |
| Public Service Electric and Gas Co 5.2% 8/1/2033  | 3300000 | 3410458 |
| Public Service Electric and Gas Co 5.3% 8/1/2054  | 2870000 | 2726008 |
| Puget Sound Energy Inc 4.3% 5/20/2045  | 5092000 | 4150202 |
| Southern California Edison Co 2.25% 6/1/2030  | 7198000 | 6473454 |
| Southern California Edison Co 2.95% 2/1/2051  | 15950000 | 9654815 |
| Southern California Edison Co 4% 4/1/2047  | 7944000 | 5906476 |
| Southern California Edison Co 4.125% 3/1/2048 (d) | 5606000 | 4233513 |
| Southern California Edison Co 4.875% 3/1/2049  | 8000000 | 6662197 |
| Southern California Edison Co 5.7% 3/1/2053 (d) | 3300000 | 3039800 |
| Southern California Edison Co 5.85% 11/1/2027  | 9900000 | 10198913 |
| Southern Co/The 3.25% 7/1/2026  | 10737000 | 10639684 |
| Southern Co/The 3.7% 4/30/2030  | 10000000 | 9759598 |
| Southern Co/The 4.4% 7/1/2046  | 5814000 | 4829747 |
| Southern Co/The 5.15% 10/6/2025  | 8000000 | 8002451 |
| Southern Co/The 6.375% 3/15/2055 (c) | 5650000 | 5911787 |
| Southwestern Electric Power Co 1.65% 3/15/2026  | 10000000 | 9860434 |
| Southwestern Electric Power Co 5.3% 4/1/2033  | 5310000 | 5394401 |
| Tampa Electric Co 4.45% 6/15/2049  | 9306000 | 7654224 |
| Tampa Electric Co 6.15% 5/15/2037  | 4972000 | 5262828 |
| Tucson Electric Power Co 5.2% 9/15/2034  | 6200000 | 6260393 |
| Union Electric Co 3.9% 9/15/2042  | 2940000 | 2382725 |
| Union Electric Co 5.45% 3/15/2053  | 7400000 | 7074712 |
| Virginia Electric and Power Co 3.3% 12/1/2049  | 5800000 | 3886909 |
| Virginia Electric and Power Co 3.8% 4/1/2028  | 11844000 | 11810190 |
| Virginia Electric and Power Co 3.8% 9/15/2047  | 6522000 | 4925565 |
| Virginia Electric and Power Co 4.2% 5/15/2045  | 8383000 | 6860070 |
| Virginia Electric and Power Co 4.45% 2/15/2044  | 2185000 | 1861856 |
| Virginia Electric and Power Co 4.6% 12/1/2048  | 5624000 | 4782886 |
| Virginia Electric and Power Co 5.05% 8/15/2034  | 2170000 | 2189063 |
| Virginia Electric and Power Co 6% 5/15/2037  | 1589000 | 1691666 |
| Wisconsin Electric Power Co 4.25% 6/1/2044  | 3734000 | 3086646 |
| Wisconsin Public Service Corp 4.55% 12/1/2029  | 10274000 | 10457934 |
| Xcel Energy Inc 3.35% 12/1/2026 (d) | 2383000 | 2355909 |
| Xcel Energy Inc 4% 6/15/2028  | 1900000 | 1896568 |
| Xcel Energy Inc 4.6% 6/1/2032 (d) | 11300000 | 11126630 |
|  |  | 1203916516 |
| Gas Utilities - 0.2% |  |  |
| Atmos Energy Corp 1.5% 1/15/2031  | 2000000 | 1729387 |
| Atmos Energy Corp 5.2% 8/15/2035 (d) | 6450000 | 6536101 |
| Atmos Energy Corp 5.45% 10/15/2032  | 13820000 | 14493354 |
| Atmos Energy Corp 5.9% 11/15/2033  | 7550000 | 8130460 |
| CenterPoint Energy Resources Corp 4% 4/1/2028  | 7400000 | 7370178 |
| CenterPoint Energy Resources Corp 4.4% 7/1/2032  | 2000000 | 1960404 |
| CenterPoint Energy Resources Corp 5.25% 3/1/2028  | 2400000 | 2463929 |
| CenterPoint Energy Resources Corp 5.4% 7/1/2034  | 5710000 | 5840548 |
| Eastern Energy Gas Holdings LLC 5.8% 1/15/2035  | 7100000 | 7401477 |
| Eastern Energy Gas Holdings LLC 6.2% 1/15/2055  | 7100000 | 7259865 |
| Piedmont Natural Gas Co Inc 3.5% 6/1/2029  | 10000000 | 9747279 |
| Piedmont Natural Gas Co Inc 5.1% 2/15/2035  | 2450000 | 2477768 |
| Southern California Gas Co 2.6% 6/15/2026  | 10509000 | 10367863 |
| Southern California Gas Co 5.05% 9/1/2034 (d) | 8300000 | 8373045 |
| Southern California Gas Co 6.35% 11/15/2052 (d) | 4200000 | 4469223 |
| Southern Co Gas Capital Corp 3.95% 10/1/2046  | 10740000 | 8273660 |
| Southwest Gas Corp 5.45% 3/23/2028  | 6606000 | 6794680 |
| Washington Gas Light Co 3.796% 9/15/2046  | 2400000 | 1802810 |
|  |  | 115492031 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| AES Corp/The 5.8% 3/15/2032 (d) | 3830000 | 3940701 |
| Constellation Energy Generation LLC 5.75% 3/15/2054  | 7400000 | 7235647 |
| Constellation Energy Generation LLC 6.125% 1/15/2034 (d) | 2000000 | 2169362 |
| Constellation Energy Generation LLC 6.25% 10/1/2039  | 2000000 | 2145194 |
|  |  | 15490904 |
| Multi-Utilities - 0.3% |  |  |
| Ameren Corp 1.95% 3/15/2027  | 8995000 | 8692931 |
| Ameren Illinois Co 3.8% 5/15/2028  | 1500000 | 1494034 |
| Ameren Illinois Co 4.5% 3/15/2049  | 5993000 | 5057175 |
| Ameren Illinois Co 4.95% 6/1/2033 (d) | 4600000 | 4678942 |
| Ameren Illinois Co 5.55% 7/1/2054  | 2700000 | 2647458 |
| Berkshire Hathaway Energy Co 3.25% 4/15/2028 (d) | 7944000 | 7797264 |
| Berkshire Hathaway Energy Co 3.7% 7/15/2030 (d) | 7954000 | 7791162 |
| Berkshire Hathaway Energy Co 3.8% 7/15/2048  | 7944000 | 5965580 |
| Berkshire Hathaway Energy Co 4.25% 10/15/2050  | 6859000 | 5429197 |
| Berkshire Hathaway Energy Co 4.5% 2/1/2045  | 5282000 | 4551391 |
| Berkshire Hathaway Energy Co 5.15% 11/15/2043  | 6144000 | 5839054 |
| CMS Energy Corp 4.875% 3/1/2044  | 3972000 | 3507581 |
| Consumers Energy Co 2.65% 8/15/2052  | 5707000 | 3434253 |
| Consumers Energy Co 3.5% 8/1/2051  | 2900000 | 2105486 |
| Consumers Energy Co 4.5% 1/15/2031 (d) | 5910000 | 5965275 |
| Consumers Energy Co 4.7% 1/15/2030 (d) | 7660000 | 7820020 |
| Consumers Energy Co 5.05% 5/15/2035 (d) | 6310000 | 6359721 |
| Delmarva Power & Light Co 4% 6/1/2042  | 3177000 | 2608765 |
| Dominion Energy Inc 3.375% 4/1/2030 (d) | 20308000 | 19486564 |
| Dominion Energy Inc 4.35% 8/15/2032  | 2000000 | 1941219 |
| Dominion Energy Inc 4.9% 8/1/2041  | 1589000 | 1430550 |
| Dominion Energy Inc 6% 2/15/2056 (c) | 4270000 | 4311494 |
| Dominion Energy Inc 6.2% 2/15/2056 (c) | 2900000 | 2890359 |
| Dominion Energy Inc 7% 6/1/2054 (c) | 3700000 | 3959888 |
| DTE Energy Co 2.85% 10/1/2026  | 4766000 | 4697052 |
| DTE Energy Co 3.8% 3/15/2027  | 10732000 | 10630257 |
| DTE Energy Co 4.95% 7/1/2027  | 5690000 | 5765830 |
| DTE Energy Co 5.2% 4/1/2030  | 4410000 | 4545645 |
| NiSource Inc 1.7% 2/15/2031  | 12856000 | 11133366 |
| NiSource Inc 3.49% 5/15/2027  | 6076000 | 6011979 |
| NiSource Inc 3.95% 3/30/2048  | 7944000 | 6120209 |
| NiSource Inc 4.375% 5/15/2047  | 3797000 | 3131976 |
| NiSource Inc 4.8% 2/15/2044  | 4369000 | 3873161 |
| Public Service Enterprise Group Inc 2.45% 11/15/2031  | 5100000 | 4526931 |
| Puget Energy Inc 4.1% 6/15/2030 (d) | 11406000 | 11119655 |
| San Diego Gas & Electric Co 4.5% 8/15/2040  | 795000 | 721935 |
| San Diego Gas & Electric Co 5.35% 4/1/2053  | 1300000 | 1211928 |
| Sempra 3.25% 6/15/2027  | 4846000 | 4763065 |
| Sempra 3.8% 2/1/2038  | 6737000 | 5675883 |
| Sempra 4% 2/1/2048  | 17508000 | 13105426 |
| Sempra 4.125% 4/1/2052 (c)(d) | 3250000 | 3149760 |
| Sempra 6% 10/15/2039  | 795000 | 811840 |
|  |  | 226761261 |
| Water Utilities - 0.1% |  |  |
| American Water Capital Corp 2.8% 5/1/2030 (d) | 2000000 | 1878096 |
| American Water Capital Corp 2.95% 9/1/2027  | 4833000 | 4735218 |
| American Water Capital Corp 3.45% 6/1/2029  | 4833000 | 4722530 |
| American Water Capital Corp 4.45% 6/1/2032 (d) | 12000000 | 11935965 |
| American Water Capital Corp 5.25% 3/1/2035  | 7000000 | 7121580 |
| American Water Capital Corp 6.593% 10/15/2037  | 5173000 | 5819141 |
|  |  | 36212530 |
| TOTAL UTILITIES |  | 1597873242 |
| TOTAL UNITED STATES |  | 14020360478 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $18,046,390,898) |  | <br> **16755952117** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 24.9%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 24.9%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 24.9%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 24.9%  |  |  |
| Fannie Mae 2% 2/1/2052  | 9492316 | 7684187 |
| Fannie Mae 2% 4/1/2052  | 10814551 | 8741040 |
| Fannie Mae 2.5% 11/1/2031  | 9239 | 8930 |
| Fannie Mae 2.5% 7/1/2050  | 5435344 | 4563027 |
| Fannie Mae 3% 10/1/2031  | 1511263 | 1475543 |
| Fannie Mae 3% 10/1/2046  | 18795 | 16788 |
| Fannie Mae 3% 11/1/2047  | 314933 | 279628 |
| Fannie Mae 3% 2/1/2050  | 173103 | 151858 |
| Fannie Mae 3% 7/1/2050  | 7457 | 6537 |
| Fannie Mae 3.5% 2/1/2045  | 10966976 | 10345543 |
| Fannie Mae 3.5% 4/1/2031  | 604241 | 598121 |
| Fannie Mae 4% 4/1/2050  | 447708 | 422909 |
| Fannie Mae 4.5% 1/1/2055  | 1125312 | 1086403 |
| Fannie Mae 4.5% 1/1/2055  | 53563 | 51544 |
| Fannie Mae 5.5% 1/1/2055  | 21216700 | 21538687 |
| Fannie Mae 5.5% 4/1/2053  | 921645 | 929497 |
| Fannie Mae 6% 1/1/2055  | 1108808 | 1133149 |
| Fannie Mae 6% 12/1/2054  | 6979532 | 7133021 |
| Fannie Mae 6% 6/1/2053  | 1842080 | 1887354 |
| Fannie Mae 6% 7/1/2054  | 2670385 | 2730675 |
| Fannie Mae 6% 7/1/2054  | 1124248 | 1152793 |
| Fannie Mae 6.5% 5/1/2053  | 24418 | 25360 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.54%, 6.918% 11/1/2034 (b)(c) | 1066270 | 1094971 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.88%, 6.924% 11/1/2034 (b)(c) | 71435 | 73743 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2036  | 5166410 | 4642422 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2037  | 8348206 | 7459773 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2037  | 681525 | 608996 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2037  | 445888 | 400804 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036  | 7328223 | 6555209 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036  | 1749755 | 1568464 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036  | 1015226 | 908135 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036  | 400991 | 358693 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2050  | 128436 | 97639 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2051  | 37661202 | 28571746 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2051  | 714388 | 541972 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 36868630 | 32979561 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 17851718 | 15996532 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 7800908 | 6966819 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 3527572 | 3165390 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 3222268 | 2896466 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 3187749 | 2867430 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 2826920 | 2533141 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 1019617 | 914931 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 538365 | 481072 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 473227 | 423309 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 134397 | 120220 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2050  | 35498724 | 26986645 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2050  | 23880393 | 18154221 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2051  | 21609336 | 16393966 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035  | 266599 | 239560 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2036  | 7309208 | 6531348 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2036  | 665945 | 595074 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2036  | 343488 | 306718 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2036  | 216235 | 193763 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2036  | 155491 | 138943 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2050  | 34048118 | 25883873 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2050  | 14657429 | 11142790 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036  | 29784833 | 26717457 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036  | 5252833 | 4711873 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2037  | 11762731 | 10510918 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036  | 14412835 | 12928536 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2037  | 358216 | 320094 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2037  | 322610 | 288277 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2037  | 297658 | 265980 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2051  | 536304 | 407036 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2036  | 469374 | 421036 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2037  | 287010 | 256466 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 5/1/2037  | 335289 | 299607 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2051  | 583893 | 443154 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 8/1/2031  | 27145 | 25577 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 8/1/2036  | 1266288 | 1135880 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2035  | 598315 | 537633 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051  | 5069661 | 3846109 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051  | 263412 | 199838 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051  | 24747 | 18774 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2028  | 21636 | 21152 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2031  | 18382 | 17736 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2036  | 43628022 | 40181918 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2036  | 550131 | 506677 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2036  | 535202 | 492927 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2036  | 23206 | 21591 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 105285451 | 84374876 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 709478 | 564800 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 139975 | 112306 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 4114393 | 3277953 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 2918200 | 2324942 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 2604104 | 2077142 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 821071 | 654151 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 646467 | 515649 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 610961 | 487328 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2054  | 977148 | 780941 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2026  | 10116 | 9984 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2030  | 221427 | 212795 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035  | 8719900 | 8047480 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035  | 542124 | 500319 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035  | 363993 | 335583 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035  | 356706 | 329199 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035  | 320203 | 295211 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035  | 21796 | 20183 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2036  | 606893 | 559714 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2036  | 224833 | 206442 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2036  | 185048 | 169853 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2036  | 112741 | 103483 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2036  | 48811 | 44772 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 8834979 | 7088560 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 7789019 | 6249357 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 2136502 | 1714178 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 47950972 | 38322614 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 1780162 | 1422712 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 766180 | 612334 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 157802 | 126116 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2052  | 206987 | 165102 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2053  | 24933 | 19809 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2031  | 125011 | 120357 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2035  | 38653824 | 35636863 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2035  | 23609655 | 21766902 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2035  | 25687 | 23658 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2036  | 14530972 | 13337786 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2036  | 335064 | 308179 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2036  | 117966 | 108316 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2036  | 71576 | 65654 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2038  | 796809 | 731131 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 94953323 | 75887085 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 93047192 | 74363697 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 3037493 | 2419983 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 95351 | 75877 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 43434 | 34713 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 30987 | 24843 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035  | 44593504 | 41071139 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035  | 1426907 | 1314198 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035  | 493741 | 453507 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2036  | 3661054 | 3375305 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2036  | 1697914 | 1558492 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2036  | 342131 | 314144 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 73961017 | 59341076 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 29464892 | 23640540 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 16583178 | 13315531 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 575204 | 460964 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 70716115 | 57024881 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 57997593 | 46950014 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 49449364 | 39968270 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 2364658 | 1889844 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 1756405 | 1397139 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 1740622 | 1384857 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 446492 | 359210 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 142212 | 113656 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 92119 | 73622 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 18460 | 14800 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036  | 8268532 | 7615415 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036  | 149758 | 138350 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036  | 60518 | 55851 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036  | 30691 | 28191 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2037  | 11907129 | 10925674 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 310992349 | 249226656 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 34160208 | 27418404 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 2992304 | 2379306 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 539645 | 429094 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 156867 | 124879 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 6831083 | 5482911 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 1117586 | 891433 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 171663 | 136926 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 47231 | 37718 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 38369 | 30605 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 31334 | 24993 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2036  | 39366785 | 36257269 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2036  | 475310 | 437766 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2036  | 437086 | 402152 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2036  | 370147 | 340909 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2036  | 42207 | 39269 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2037  | 20722398 | 19014338 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2037  | 165084 | 152199 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2040  | 68340 | 59810 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 14216889 | 11384410 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 3502601 | 2810239 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 2992231 | 2379248 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 30093 | 23928 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 4140109 | 3308792 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 1859519 | 1506474 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 1015906 | 810329 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 693860 | 551934 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 137311 | 109525 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 109218 | 87117 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 92623 | 73880 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 46766 | 37303 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2027  | 1569 | 1544 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2035  | 196877 | 183356 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2036  | 451263 | 416747 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2036  | 364771 | 335616 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 620599 | 496955 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 30406 | 24177 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052  | 2992879 | 2380698 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052  | 1152191 | 917595 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052  | 938618 | 749561 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052  | 821100 | 653917 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052  | 185923 | 148300 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052  | 158092 | 125903 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052  | 138429 | 110417 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052  | 103392 | 82340 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2030  | 63638 | 61340 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2035  | 200229 | 185415 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2035  | 143293 | 133452 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2035  | 29863 | 27812 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2036  | 286354 | 264004 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2036  | 125422 | 115280 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2036  | 44773 | 41642 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2036  | 28691 | 26470 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2037  | 835100 | 766266 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2037  | 822479 | 754686 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2037  | 29745 | 27293 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051  | 344460152 | 275832185 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051  | 12067880 | 9682411 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051  | 2984772 | 2373316 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051  | 2981593 | 2370789 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051  | 2975565 | 2365995 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2052  | 819474 | 654927 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2052  | 763932 | 608389 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2030  | 22121 | 21297 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2035  | 173573 | 160731 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2050  | 4696398 | 3772459 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2051  | 11155872 | 8926277 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2051  | 1985603 | 1581318 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2052  | 2970792 | 2365914 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2052  | 855096 | 680189 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2052  | 27862 | 22189 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2035  | 4546391 | 4210011 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2035  | 1990171 | 1842922 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2035  | 1534737 | 1421184 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2036  | 2249288 | 2063186 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2036  | 26447 | 24283 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 1588250 | 1275292 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 1099673 | 882987 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 2223345 | 1778991 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2052  | 740017 | 589343 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2028  | 162743 | 158395 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2035  | 4738264 | 4368439 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2035  | 4045128 | 3745836 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2035  | 1401020 | 1297361 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2035  | 361239 | 334060 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2035  | 188870 | 175899 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2036  | 29080 | 26702 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050  | 507215 | 407270 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051  | 8379770 | 6705003 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051  | 1704232 | 1357236 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051  | 674971 | 537541 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2035  | 29487960 | 27186401 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2035  | 810396 | 747144 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2035  | 718054 | 662010 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2036  | 847954 | 778591 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2036  | 125173 | 115286 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050  | 38272666 | 30743155 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050  | 864533 | 694180 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2051  | 3006155 | 2405349 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2051  | 306140 | 243808 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2051  | 157148 | 125594 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2052  | 41436 | 32999 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2028  | 1515379 | 1488398 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2028  | 45072 | 44270 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2028  | 16025 | 15755 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2028  | 11003 | 10810 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2028  | 7244 | 7115 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2028  | 5755 | 5656 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2030  | 28056 | 27316 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2030  | 26161 | 25462 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 288371 | 279238 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 272481 | 264232 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 184319 | 178552 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 156890 | 151861 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 100915 | 97718 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 88034 | 85767 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 83439 | 80913 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 76096 | 73792 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 64127 | 62186 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 38206 | 37012 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 31190 | 30269 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 30528 | 29616 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 17265 | 16756 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 15759 | 15429 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 12777 | 12405 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 10261 | 9958 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 9290 | 9012 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 7341 | 7118 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 1831985 | 1776514 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 1734583 | 1685396 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 412132 | 397593 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 358470 | 345824 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 235755 | 227606 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 43872 | 42386 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 18258 | 17626 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 7569 | 7308 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033  | 486454 | 466868 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033  | 281840 | 270738 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033  | 260394 | 250393 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2035  | 2215074 | 2099309 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2040  | 31737 | 28672 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2043  | 32843 | 29061 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2046  | 17463 | 15004 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2047  | 869770 | 746489 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2047  | 278382 | 238925 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2050  | 1509085 | 1270193 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051  | 23294162 | 19497454 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051  | 1639362 | 1375749 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 2970182 | 2468438 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 2486451 | 2087401 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 2505334 | 2082115 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 2190965 | 1844130 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 1991494 | 1655077 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 1978873 | 1645206 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 1370104 | 1159636 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 1100941 | 931820 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 946085 | 786561 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 737403 | 624127 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 502896 | 418100 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 385073 | 320144 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2027  | 72191 | 71010 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2027  | 50144 | 49324 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2027  | 40669 | 40024 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2027  | 22029 | 21679 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2028  | 57844 | 56609 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2029  | 28047 | 27334 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2030  | 66822 | 64876 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2030  | 36481 | 35326 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2030  | 16521 | 16039 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 760277 | 733993 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 476133 | 460005 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 468103 | 451924 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 381386 | 368070 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 150226 | 144823 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 135867 | 131266 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 119411 | 115326 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 117702 | 113676 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 44367 | 42819 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 39142 | 37817 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 25703 | 24833 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 23882 | 23091 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 17599 | 16997 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 9075 | 8754 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 7590 | 7333 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 6389 | 6175 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 2931 | 2825 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2032  | 888904 | 854757 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2034  | 777171 | 741655 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2036  | 21524 | 19918 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2039  | 152842 | 138307 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2039  | 142155 | 133349 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2042  | 67181 | 59604 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2043  | 237068 | 209558 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2050  | 111116389 | 93005562 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2050  | 35326 | 29667 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 76493990 | 63768825 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 3446016 | 2892966 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 1993939 | 1657732 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 1991071 | 1654725 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 188768 | 156939 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 24502 | 20371 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2027  | 156352 | 153642 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2027  | 55478 | 54543 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2027  | 26328 | 25885 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2027  | 12499 | 12294 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2027  | 3685 | 3623 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2029  | 103876 | 101236 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2029  | 66247 | 64677 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2029  | 1885 | 1835 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 402300 | 395523 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 76161 | 73972 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 68680 | 66733 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 52551 | 51000 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 38043 | 36935 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 30392 | 29519 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 12838 | 12459 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 5609 | 5445 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 5274 | 5120 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 355243 | 344491 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 319239 | 308316 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 318210 | 307100 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 125383 | 121095 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 95760 | 92483 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 90269 | 87117 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 54774 | 52878 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 11912 | 11496 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 5016 | 4844 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 186935 | 179642 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 127748 | 122886 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 125241 | 120515 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 38547 | 37120 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 12415 | 11946 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2034  | 3112518 | 2957632 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2035  | 1880060 | 1775928 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2036  | 1625717 | 1525004 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2036  | 100618 | 93016 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2037  | 922191 | 865061 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2037  | 129349 | 121336 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2039  | 278248 | 251844 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2046  | 62192 | 53377 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2049  | 2179131 | 1834169 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2049  | 316750 | 266608 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2049  | 172192 | 144934 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2050  | 452199 | 379485 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2050  | 221724 | 186694 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2050  | 164903 | 138025 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 2327921 | 1935399 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 2246011 | 1874319 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 1994783 | 1658433 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 440826 | 367874 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2026  | 32167 | 31804 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 40803 | 40096 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 30223 | 29699 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 26688 | 26213 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 17617 | 17312 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 16655 | 16367 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 16454 | 16154 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 13119 | 12880 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 11712 | 11509 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 9646 | 9474 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 5651 | 5553 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2029  | 98186 | 95692 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2029  | 75895 | 73939 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 402008 | 390615 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 89399 | 86730 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 83390 | 80896 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 82080 | 79626 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 75294 | 73189 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 47933 | 46380 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 26906 | 26064 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 12961 | 12568 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 12431 | 12032 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 11102 | 10770 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 7335 | 7113 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 4062 | 3939 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 311224 | 300031 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 160431 | 154713 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 109501 | 105601 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 103132 | 99496 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 85434 | 82300 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 41330 | 39916 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 8691 | 8393 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 2277 | 2195 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 366019 | 351623 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 105361 | 101385 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 70385 | 67776 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 59077 | 56809 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 26246 | 25237 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 13694 | 13134 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2033  | 296508 | 284353 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2040  | 41976 | 37696 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2046  | 158515 | 136047 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2050  | 5767466 | 4827428 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2050  | 88564 | 74323 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2050  | 18380 | 15275 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 73730067 | 62219720 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 69151328 | 58074862 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 60132994 | 50632600 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 3976703 | 3306172 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 1995668 | 1659169 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 992808 | 825096 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 747633 | 623907 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 653510 | 543319 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 323690 | 269111 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 240122 | 199634 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 22077 | 18354 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2028  | 343491 | 337055 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2028  | 58869 | 57793 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2028  | 17273 | 16958 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2028  | 8620 | 8467 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2028  | 5390 | 5289 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2028  | 3573 | 3507 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2030  | 40376 | 39311 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2030  | 27930 | 27193 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2030  | 27333 | 26620 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 708904 | 695859 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 123353 | 119665 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 110285 | 106752 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 89443 | 86768 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 78221 | 75850 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 45913 | 44557 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 24237 | 23512 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 10193 | 9892 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 10062 | 9743 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 8627 | 8357 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 5258 | 5089 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2032  | 374061 | 360869 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2032  | 261326 | 252106 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2032  | 223868 | 215889 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2032  | 154679 | 149275 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2032  | 102569 | 98912 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2032  | 59055 | 56987 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2033  | 39684 | 37710 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2033  | 16805 | 16109 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035  | 520018 | 492840 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2040  | 12072 | 10904 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2041  | 48444 | 43429 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2043  | 49526 | 43786 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2047  | 151479 | 130008 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2050  | 946877 | 796984 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2051  | 991397 | 829190 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2051  | 845442 | 702623 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2051  | 123295 | 103122 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 3505226 | 2914193 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 2318153 | 1934522 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 2293273 | 1913760 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 1986388 | 1650833 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 1567995 | 1308508 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 1512723 | 1269002 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 1449004 | 1209208 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 919903 | 764794 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 772273 | 653641 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 762500 | 636314 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 750980 | 630220 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 738750 | 619958 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2027  | 17631 | 17387 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2028  | 44521 | 43707 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2028  | 42983 | 42198 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2028  | 2472 | 2426 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2029  | 173121 | 170288 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2029  | 115839 | 113414 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2030  | 77063 | 74907 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2030  | 2480 | 2414 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2031  | 9773 | 9464 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2031  | 2413 | 2337 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2032  | 3362883 | 3244186 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2032  | 227757 | 219719 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2032  | 72506 | 70024 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2032  | 8376 | 8081 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2033  | 140652 | 135242 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2033  | 31395 | 30158 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2035  | 468077 | 443175 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2037  | 10359839 | 9721286 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2037  | 3730169 | 3500251 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2043  | 216465 | 192377 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2043  | 120822 | 107160 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2043  | 14067 | 12570 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2050  | 89683 | 75290 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2050  | 65180 | 54862 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2051  | 12586573 | 10535091 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2051  | 5132274 | 4292559 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2051  | 153010 | 127975 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2051  | 39430 | 32769 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2051  | 32123 | 26697 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052  | 10531405 | 8788566 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052  | 2480587 | 2061548 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2027  | 1144785 | 1128979 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2027  | 6643 | 6557 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2028  | 81808 | 80275 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2028  | 49686 | 48754 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2028  | 21130 | 20724 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2028  | 12053 | 11844 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2028  | 7617 | 7474 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2030  | 326278 | 318729 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2030  | 84084 | 81837 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2030  | 70699 | 68813 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2031  | 370455 | 358732 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2031  | 181618 | 175598 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2031  | 46956 | 45469 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2032  | 259334 | 250180 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2032  | 101980 | 98307 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2032  | 59338 | 57223 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2032  | 18439 | 17781 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2036  | 10300913 | 9846257 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2036  | 386668 | 363197 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2037  | 556290 | 522697 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2040  | 1895012 | 1708873 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043  | 1602675 | 1421163 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043  | 484588 | 428194 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043  | 150617 | 134425 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043  | 91618 | 80951 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043  | 43215 | 38981 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043  | 30061 | 26609 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2045  | 10227 | 8801 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2046  | 101537 | 87208 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2046  | 48254 | 41445 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2046  | 43522 | 37381 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2046  | 39688 | 34088 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2046  | 21283 | 18280 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2046  | 19167 | 16468 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2046  | 16917 | 14530 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2046  | 10488 | 9008 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2050  | 579538 | 486528 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2050  | 93090 | 78150 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2050  | 30086 | 25258 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051  | 125246417 | 104754262 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051  | 38296 | 31863 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 3110719 | 2586206 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 921434 | 765779 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 361105 | 300443 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 27217 | 22645 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 21652 | 18055 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2053  | 164567 | 136767 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2027  | 97001 | 95610 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2027  | 23548 | 23210 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2027  | 12708 | 12532 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2027  | 7294 | 7185 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2027  | 3430 | 3381 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2027  | 1167 | 1149 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 81181 | 79587 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 50617 | 49601 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 33661 | 32985 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 23905 | 23447 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 21478 | 21056 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 14455 | 14184 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 8099 | 7947 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 6729 | 6588 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 5325 | 5238 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2029  | 66484 | 64934 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2029  | 23302 | 22725 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2030  | 851216 | 834873 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2030  | 93865 | 91279 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2030  | 7934 | 7720 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 179371 | 173758 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 106114 | 102676 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 89575 | 86771 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 77927 | 75429 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 19854 | 19219 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 18685 | 18087 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2032  | 187166 | 180303 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2032  | 106947 | 103326 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2035  | 1039461 | 984162 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2035  | 585886 | 554717 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2040  | 4527135 | 4081113 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2043  | 96832 | 85466 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2046  | 255350 | 219316 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2046  | 89010 | 76478 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2046  | 62403 | 53597 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2046  | 52027 | 44685 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2050  | 4497747 | 3775905 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2050  | 1664743 | 1397569 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2050  | 887119 | 744745 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2050  | 462508 | 388280 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 80090155 | 66986228 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 37794554 | 31728918 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 990487 | 823167 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 304598 | 253429 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 29993 | 25086 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2052  | 13545696 | 11304023 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2052  | 133845 | 111611 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2052  | 55083 | 45830 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2027  | 27849 | 27421 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2027  | 22350 | 22018 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2027  | 3865 | 3807 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 1156902 | 1133677 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 435840 | 427091 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 139100 | 136368 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 118808 | 116474 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 28473 | 27902 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 25907 | 25386 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 23905 | 23395 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 18866 | 18495 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 11135 | 10916 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 11086 | 10864 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 7723 | 7571 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 6853 | 6728 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 4623 | 4532 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 3235 | 3171 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 1151 | 1126 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2030  | 53863 | 52336 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2030  | 25771 | 25010 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2030  | 10372 | 10086 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 2736669 | 2647018 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 192785 | 186397 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 181530 | 175505 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 99016 | 95773 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 57980 | 56081 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 54599 | 52946 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 46847 | 45211 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 33603 | 32513 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2032  | 151408 | 145905 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2032  | 102707 | 99192 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2032  | 11557 | 11141 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2035  | 13657286 | 12917916 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2035  | 699729 | 662503 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2036  | 404054 | 379528 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2040  | 7026932 | 6331587 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2040  | 213637 | 192044 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2043  | 8981 | 7966 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2046  | 374775 | 318961 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2046  | 350176 | 300542 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2046  | 131303 | 112774 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2050  | 1221580 | 1025529 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2050  | 418479 | 351318 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2050  | 239304 | 200898 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2050  | 153985 | 129272 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2050  | 33283 | 27942 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2050  | 31907 | 26866 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051  | 922725 | 766852 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051  | 915157 | 760562 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051  | 454908 | 378488 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051  | 227668 | 189209 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051  | 28828 | 23958 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2053  | 688477 | 574111 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2026  | 19143 | 18980 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2027  | 140890 | 138723 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2027  | 52297 | 51520 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2027  | 17493 | 17233 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2027  | 3823 | 3760 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 296798 | 291103 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 273639 | 268263 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 148963 | 145972 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 143485 | 140604 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 110261 | 108001 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 62809 | 61468 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 58684 | 57532 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 56467 | 55286 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 44094 | 43153 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 36694 | 35942 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 31391 | 30761 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 21544 | 21112 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 19400 | 19011 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 13983 | 13684 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 11264 | 11033 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 10168 | 9955 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 8393 | 8221 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 8199 | 8024 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 6587 | 6464 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 5845 | 5721 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 4202 | 4111 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 2761 | 2706 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 2512 | 2462 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2029  | 72786 | 70889 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2029  | 1218 | 1187 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2030  | 58238 | 56633 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2030  | 9494 | 9232 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2030  | 5970 | 5801 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2030  | 5541 | 5375 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2031  | 245832 | 237869 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2031  | 42851 | 41447 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2031  | 16730 | 16176 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2035  | 7525832 | 7118403 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2035  | 488961 | 462490 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2035  | 420672 | 397898 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2037  | 2306570 | 2163678 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2037  | 1082641 | 1020308 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2037  | 286932 | 269157 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2038  | 366493 | 343789 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2040  | 544673 | 490208 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2045  | 2543312 | 2158186 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2046  | 2398802 | 2058797 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2046  | 1072834 | 920770 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2046  | 311942 | 267727 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 40687163 | 34386157 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 7530247 | 6321720 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 259822 | 217636 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2051  | 8294949 | 6929997 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2052  | 12030158 | 10001696 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2052  | 48457 | 40286 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2027  | 32556 | 32039 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2027  | 4953 | 4877 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2027  | 2181 | 2146 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2027  | 998 | 982 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 97224 | 95190 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 88367 | 86593 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 33867 | 33187 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 24826 | 24296 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 20957 | 20537 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 20584 | 20161 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 16928 | 16581 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 12585 | 12327 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 9208 | 9015 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 6625 | 6489 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2029  | 389909 | 380256 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2029  | 223077 | 217407 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2029  | 180060 | 175424 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2029  | 154450 | 150522 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2029  | 114788 | 111907 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2029  | 27256 | 26562 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2029  | 4135 | 4029 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2029  | 1319 | 1286 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2030  | 59533 | 57823 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2030  | 28320 | 27506 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 794777 | 768727 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 228377 | 220896 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 74667 | 72220 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 66390 | 64166 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 7097 | 6864 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2032  | 272898 | 262694 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2032  | 38263 | 36794 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2032  | 2690 | 2584 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2033  | 197279 | 189427 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2034  | 44461 | 42429 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2035  | 13598813 | 12862608 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2035  | 12287338 | 11622134 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2035  | 1728080 | 1634527 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2036  | 127115 | 119399 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2039  | 22361 | 20279 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2043  | 109625 | 96731 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2043  | 102068 | 89841 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2043  | 81233 | 71464 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2050  | 48519875 | 40641960 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2050  | 18454972 | 15493139 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2050  | 2660476 | 2232666 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2050  | 432519 | 363240 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 10930247 | 9131651 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 42623 | 35516 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 28427 | 23634 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2027  | 48200 | 47411 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2027  | 20809 | 20479 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2027  | 6186 | 6082 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 984867 | 959834 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 602519 | 586995 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 232894 | 226821 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 226985 | 221365 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 201152 | 196172 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 125553 | 122201 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 124245 | 121129 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 107577 | 104739 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 103773 | 101133 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 87792 | 85619 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 73839 | 72118 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 67378 | 65665 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 12344 | 12015 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 5618 | 5477 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2031  | 140405 | 135654 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2031  | 98087 | 95117 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2031  | 33061 | 31942 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2031  | 16159 | 15617 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2031  | 5249 | 5073 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2032  | 105783 | 101899 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2032  | 1099 | 1055 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2034  | 485547 | 463358 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2040  | 240865 | 216658 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2046  | 164227 | 140949 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050  | 24405224 | 20442677 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050  | 5122953 | 4287965 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050  | 2096645 | 1756224 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050  | 683322 | 571948 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050  | 424070 | 354951 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050  | 74029 | 61569 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051  | 55342502 | 46737313 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051  | 35292273 | 29484852 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051  | 1285807 | 1069001 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051  | 64384 | 53790 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051  | 13179 | 10957 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2052  | 706811 | 589400 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2052  | 484052 | 403039 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2027  | 58729 | 58163 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2027  | 57079 | 56553 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2027  | 17048 | 16884 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2027  | 5986 | 5928 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2027  | 4938 | 4889 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2027  | 2638 | 2612 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2027  | 1891 | 1872 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2027  | 986 | 977 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2029  | 10338 | 10163 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2029  | 2676 | 2632 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2030  | 273368 | 268136 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2030  | 71295 | 69940 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2030  | 61005 | 60095 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2030  | 51602 | 50661 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2030  | 17394 | 17061 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2030  | 14720 | 14562 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2030  | 824 | 819 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2031  | 675753 | 661077 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2031  | 517774 | 506879 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2031  | 28119 | 27527 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2031  | 17772 | 17370 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2031  | 13021 | 12744 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2031  | 11222 | 10983 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2032  | 631242 | 616050 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2032  | 75770 | 73897 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2032  | 6193 | 6045 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2033  | 886978 | 863723 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2033  | 86789 | 84566 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2033  | 76301 | 74333 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035  | 11925903 | 11535913 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2040  | 628446 | 582150 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 1279249 | 1171064 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 577709 | 534120 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 459237 | 419751 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 373979 | 342004 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 306587 | 281421 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 221488 | 204223 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 10360 | 9466 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 8048 | 7357 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2044  | 1802414 | 1644708 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2044  | 118986 | 107486 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2045  | 91698 | 82888 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2045  | 55462 | 50481 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2045  | 52902 | 47796 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2045  | 9790 | 8803 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2046  | 691637 | 619073 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2046  | 420298 | 376202 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2046  | 69494 | 62160 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2046  | 7833 | 7011 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 3243284 | 2893887 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 2463405 | 2198023 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 1719943 | 1534655 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 1609380 | 1436002 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 1337852 | 1194981 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 1069344 | 954144 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 956269 | 853250 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 247822 | 221124 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 151715 | 135371 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 134044 | 119603 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 118138 | 105411 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 55842 | 49826 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2048  | 308501 | 273917 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2048  | 46277 | 41089 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 9676533 | 8498008 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 5144607 | 4518035 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 701983 | 616487 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 548278 | 481502 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 102644 | 90143 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 95823 | 84153 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 56473 | 49789 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 52255 | 45973 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 38067 | 33562 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 12855 | 11289 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2051  | 31838 | 27961 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2051  | 16602 | 14549 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2051  | 14688 | 12747 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 1277731 | 1118919 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 1228278 | 1075613 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 1070881 | 937779 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 897316 | 785787 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 562466 | 487986 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 256383 | 224517 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 64518 | 56358 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2026  | 5440 | 5392 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2026  | 589 | 583 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2027  | 252617 | 249548 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2027  | 50456 | 49826 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2027  | 7552 | 7463 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2029  | 287013 | 281569 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2029  | 24863 | 24409 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2029  | 2888 | 2835 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 414287 | 405874 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 139878 | 137075 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 104145 | 101953 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 83373 | 81640 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 75950 | 74352 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 75607 | 74071 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 40146 | 39332 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 31503 | 30864 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 17522 | 17148 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 16072 | 15742 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 3982 | 3900 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2031  | 423415 | 413561 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2031  | 129908 | 126857 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2031  | 23248 | 22671 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2032  | 1226465 | 1194820 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2032  | 126219 | 123041 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2032  | 12131 | 11815 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2033  | 266796 | 259509 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2033  | 100743 | 97641 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2033  | 34460 | 33490 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2034  | 194938 | 189112 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2034  | 17100 | 16536 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2039  | 4717 | 4388 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042  | 383205 | 349510 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042  | 24027 | 22248 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 1001139 | 912055 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 530332 | 480834 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 419883 | 382384 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 393790 | 356964 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 376754 | 342810 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 97125 | 88469 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 90946 | 82857 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 35968 | 32824 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 6138 | 5589 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2044  | 14076654 | 12841063 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2044  | 222630 | 198020 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 1307492 | 1167862 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 1175509 | 1049974 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 1059627 | 946467 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 948754 | 847435 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 916711 | 818813 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 662777 | 591997 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 316420 | 282629 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 313505 | 280025 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 198046 | 176896 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 200617 | 176559 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 189311 | 169094 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 160208 | 143099 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 25871 | 23108 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 22205 | 19834 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 21135 | 18878 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 20153 | 18001 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 15913 | 14239 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 5375 | 4801 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2047  | 392482 | 349341 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2048  | 40063 | 35421 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 22858054 | 20088412 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 13476284 | 11927630 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 10486709 | 9261945 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 7352756 | 6461845 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 1313441 | 1154295 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 391292 | 343881 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 213617 | 187801 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 78305 | 68817 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051  | 6610515 | 5780618 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051  | 19371 | 16933 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2026  | 103606 | 102693 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2026  | 36273 | 35924 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2026  | 34242 | 33912 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2027  | 299676 | 295932 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2027  | 86036 | 84963 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2027  | 19455 | 19218 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2027  | 13011 | 12844 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2029  | 15848 | 15542 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2029  | 5614 | 5508 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2029  | 4730 | 4639 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2029  | 2568 | 2520 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 147076 | 143880 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 141714 | 138804 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 130523 | 127809 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 98075 | 96061 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 59997 | 58750 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 39076 | 38273 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 37065 | 36304 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 8449 | 8288 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 4990 | 4890 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2031  | 60879 | 59441 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2031  | 17708 | 17286 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2031  | 1957 | 1933 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2032  | 1323010 | 1288600 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2032  | 107925 | 105075 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2033  | 913117 | 889952 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2034  | 349095 | 337024 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 989554 | 906437 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 765297 | 698197 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 537798 | 492387 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 230423 | 212031 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 115050 | 105566 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 51117 | 46997 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2043  | 14693 | 13367 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2045  | 96671 | 86529 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 11982587 | 10702943 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 10769358 | 9828901 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 7239448 | 6466333 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 6695246 | 5980247 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 3500281 | 3126479 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 1049988 | 936873 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 810691 | 740640 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 190135 | 169830 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 158599 | 141662 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 149946 | 133933 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 136137 | 121471 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 101639 | 90785 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 18089 | 16140 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 10138 | 9055 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2047  | 541066 | 480410 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2047  | 228130 | 202556 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2047  | 158204 | 140468 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2047  | 74398 | 66057 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2048  | 5038050 | 4473262 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2049  | 1391575 | 1222962 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2049  | 1189033 | 1044962 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2049  | 511178 | 449240 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2049  | 184116 | 161808 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2050  | 668206 | 585571 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2050  | 371235 | 327066 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2050  | 372019 | 326361 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2050  | 280915 | 246614 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2050  | 19010 | 16659 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 6554842 | 5686870 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 377372 | 329642 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2026  | 28779 | 28502 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2026  | 14712 | 14576 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2026  | 10582 | 10484 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2026  | 7298 | 7231 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2026  | 6807 | 6744 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2026  | 5896 | 5840 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2026  | 4696 | 4652 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2027  | 1832 | 1807 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2027  | 978 | 966 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2028  | 4838 | 4766 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2029  | 466380 | 457704 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2029  | 28071 | 27543 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2029  | 10035 | 9845 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2029  | 7168 | 7038 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 199222 | 195130 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 41910 | 41060 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 36948 | 36171 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 30675 | 30037 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 24042 | 23520 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 15335 | 15016 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 9419 | 9223 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 8416 | 8239 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 8159 | 7987 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 6465 | 6328 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 2657 | 2601 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2031  | 130661 | 127591 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2031  | 64226 | 62679 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2031  | 16049 | 15670 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2031  | 14719 | 14385 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2031  | 13825 | 13496 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032  | 205554 | 199791 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032  | 83242 | 81092 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2033  | 595801 | 579222 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2033  | 120144 | 116562 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2033  | 26653 | 25856 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034  | 13504727 | 13063108 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2039  | 61988 | 57421 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 13208303 | 12064289 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 5341116 | 4880942 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 1068894 | 974005 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 753183 | 692911 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 402133 | 367576 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 249016 | 227007 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 226388 | 206877 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 71477 | 65755 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 27814 | 25444 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2043  | 87419 | 79793 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2044  | 619128 | 550108 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2045  | 887394 | 794292 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2045  | 615192 | 550648 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2045  | 523157 | 468269 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 8540379 | 7620328 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 2377645 | 2123732 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 1168481 | 1042601 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 739899 | 660190 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 727904 | 649487 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 352176 | 314236 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 206242 | 184024 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 191130 | 170539 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 179913 | 160531 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 164946 | 147176 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 54161 | 48327 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 28349 | 25295 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 24947 | 22259 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 18857 | 16825 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 7212 | 6435 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2047  | 408561 | 362759 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2047  | 240849 | 213849 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2047  | 53292 | 47318 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 8889179 | 7875995 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 1762739 | 1548052 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 886881 | 778866 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 746433 | 655990 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 531250 | 466548 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 280682 | 246497 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 273971 | 240604 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2050  | 1336401 | 1172385 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2050  | 132746 | 116329 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 2932480 | 2544170 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 1349775 | 1184540 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 861286 | 747776 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 640426 | 559025 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 30030 | 26269 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 55802 | 55244 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 47916 | 47436 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 27183 | 26911 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 13850 | 13701 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 6043 | 5982 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 4170 | 4127 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 3605 | 3570 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 2912 | 2884 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 521 | 516 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2029  | 943893 | 928131 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2029  | 515540 | 507055 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2030  | 569503 | 558602 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2030  | 281507 | 276207 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2030  | 53718 | 52708 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2030  | 53631 | 52595 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2030  | 29000 | 28458 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2030  | 10341 | 10134 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2030  | 5943 | 5824 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 595787 | 582695 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 164496 | 161159 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 95018 | 92953 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 34825 | 34051 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 33870 | 33149 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 19485 | 19057 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 14911 | 14587 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 10264 | 10041 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 9099 | 8899 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 7166 | 7003 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 3729 | 3648 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 3557 | 3482 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2032  | 357998 | 349585 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2032  | 74353 | 72546 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2032  | 17143 | 16719 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2032  | 8691 | 8480 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2033  | 1251260 | 1217948 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2033  | 672206 | 654861 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2034  | 13047409 | 12702340 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2034  | 421413 | 410707 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2034  | 82444 | 79980 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2034  | 70668 | 68556 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2040  | 4341078 | 4021284 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2040  | 108114 | 100149 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 375721 | 343620 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 178514 | 162556 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 94704 | 86873 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 87533 | 80046 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 10561 | 9610 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2045  | 337591 | 305064 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2045  | 62533 | 56412 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2045  | 51729 | 46474 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2046  | 1259251 | 1125954 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2046  | 421872 | 377215 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2046  | 323506 | 289261 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2046  | 134220 | 120012 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2046  | 75781 | 67759 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 6038898 | 5388331 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 4471217 | 4076921 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 4274153 | 3894194 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 2577173 | 2299536 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 1809188 | 1614285 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 638887 | 582524 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 192401 | 171674 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 94226 | 84075 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2048  | 269971 | 239706 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2048  | 39080 | 34699 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2049  | 161296 | 142206 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050  | 3563349 | 3126021 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050  | 308444 | 270589 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050  | 296024 | 259693 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050  | 169334 | 148711 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050  | 26877 | 23578 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2051  | 4295941 | 3766017 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2051  | 533062 | 467306 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2051  | 50284 | 44049 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 1225067 | 1072801 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 57920 | 50251 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2026  | 1830 | 1820 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2026  | 479 | 476 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2027  | 128582 | 127244 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2027  | 52874 | 52304 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2027  | 7386 | 7312 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2027  | 2734 | 2706 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2027  | 1535 | 1519 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2028  | 12563 | 12406 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2028  | 4989 | 4919 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2028  | 4139 | 4080 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2029  | 701464 | 689264 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2029  | 35652 | 35048 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2030  | 147476 | 145887 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2030  | 65659 | 64382 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2030  | 6036 | 5939 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2031  | 75323 | 73648 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2031  | 46758 | 45741 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2031  | 31694 | 31027 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2031  | 30120 | 29547 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2031  | 18732 | 18320 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2031  | 17699 | 17291 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2031  | 10317 | 10092 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2031  | 3862 | 3772 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 974952 | 950616 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 587086 | 572699 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 233906 | 228117 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 123982 | 120942 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 91943 | 89689 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 42016 | 40987 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 18382 | 17927 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 14380 | 14016 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 11798 | 11509 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033  | 103808 | 101044 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033  | 44642 | 43471 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2035  | 1418048 | 1368574 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2038  | 397934 | 377075 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2042  | 44041 | 40452 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 176537 | 161231 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 45368 | 41516 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 25771 | 23548 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 23039 | 21013 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 20896 | 19105 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 6608 | 6032 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 5714 | 5209 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2046  | 362542 | 324165 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2046  | 300532 | 268719 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2046  | 298855 | 267220 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2046  | 93937 | 83994 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2046  | 63952 | 57202 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2046  | 50279 | 44957 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2046  | 30452 | 27257 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2047  | 401581 | 358319 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2047  | 299663 | 267568 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2047  | 215278 | 192086 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2047  | 146361 | 130593 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2048  | 788821 | 700390 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2048  | 554827 | 492629 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2048  | 395208 | 350903 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2048  | 15694 | 13910 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 64862217 | 57185481 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 23551231 | 20763837 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 22870242 | 20163446 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 4286902 | 3779528 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 3929421 | 3464356 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 3541177 | 3122062 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 2982138 | 2629189 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 824783 | 723557 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 579484 | 507468 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 267098 | 234318 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 157052 | 137777 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 33020 | 28967 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 27504 | 24197 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 23404 | 20532 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 19143 | 16794 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 9826 | 8621 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2051  | 225515 | 197979 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 14789214 | 12890952 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 3342516 | 2899910 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 1019214 | 884252 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 190372 | 165164 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2053  | 45655 | 39695 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 161028 | 159293 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 71007 | 70271 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 40885 | 40444 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 38255 | 37843 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 11121 | 11001 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 7288 | 7213 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 7032 | 6956 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 6653 | 6581 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 6508 | 6440 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 2277 | 2254 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2029  | 52997 | 52093 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2029  | 38127 | 37481 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2029  | 23358 | 22946 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2029  | 11407 | 11212 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2030  | 245341 | 240607 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2030  | 13051 | 12797 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2030  | 7113 | 6981 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2030  | 5157 | 5060 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2030  | 4591 | 4506 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2030  | 2014 | 1976 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2031  | 270219 | 264235 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2031  | 159205 | 155501 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2031  | 149915 | 146582 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2031  | 32551 | 31835 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2031  | 15107 | 14797 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2031  | 5732 | 5606 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2031  | 3969 | 3884 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2032  | 189159 | 184481 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2032  | 185001 | 180464 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2032  | 10267 | 10011 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2033  | 369107 | 359202 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2033  | 9308 | 9080 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2034  | 2197 | 2129 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2039  | 114612 | 107243 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2040  | 37798 | 34931 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2042  | 4363586 | 4004689 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2042  | 15626 | 14418 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 1396479 | 1273497 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 539200 | 491923 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 400130 | 365054 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 192210 | 175359 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 108407 | 98327 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 76062 | 69735 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 71182 | 64964 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 53185 | 48708 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 39578 | 35910 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 18464 | 16841 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 11413 | 10422 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2045  | 2672867 | 2419246 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2045  | 138421 | 125444 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2045  | 103624 | 93538 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2045  | 62651 | 56663 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2045  | 12333 | 11142 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2045  | 12009 | 10858 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2045  | 9417 | 8517 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 290324 | 259592 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 200648 | 179408 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 126830 | 113405 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 103327 | 92389 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 99921 | 89375 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 90516 | 80934 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 88167 | 78834 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 81970 | 73293 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 64721 | 57870 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 28643 | 25611 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 13505 | 12076 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 2885 | 2581 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047  | 1241414 | 1130054 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047  | 161864 | 144427 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 6091778 | 5559166 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 5672741 | 5185694 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 1185687 | 1050543 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 1126987 | 1000647 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 59792 | 52977 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 49468 | 43829 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2049  | 96548 | 85121 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2049  | 33949 | 29931 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 11019205 | 9715033 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 8355953 | 7330431 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 1622199 | 1408913 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 804083 | 705398 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 137740 | 120835 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 110484 | 96925 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 10522 | 9247 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 1124158 | 975300 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 1105849 | 961489 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2026  | 926 | 920 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 29391 | 29076 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 20473 | 20252 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 19439 | 19230 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 16584 | 16394 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 15977 | 15805 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 15062 | 14899 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 10037 | 9926 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 9582 | 9479 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 4132 | 4084 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 3527 | 3487 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 1922 | 1900 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 1703 | 1685 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 657 | 649 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 162 | 159 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2030  | 14644 | 14368 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2031  | 717309 | 701428 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2031  | 335451 | 328154 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2031  | 80304 | 78482 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2031  | 29967 | 29308 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2031  | 20813 | 20396 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2031  | 3284 | 3211 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2032  | 267073 | 260351 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2032  | 149759 | 146055 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2032  | 120250 | 117221 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2032  | 109613 | 106901 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2032  | 58674 | 57249 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2034  | 341459 | 330826 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2034  | 11664 | 11301 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2035  | 518488 | 500399 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2040  | 32914257 | 31363847 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 9911371 | 9043708 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 3495994 | 3191031 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 2005032 | 1829308 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 1786116 | 1625415 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 1715368 | 1570907 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 1176365 | 1070563 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 1116287 | 1018917 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 344638 | 314436 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 121660 | 110904 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 98446 | 89739 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 92009 | 83924 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 80463 | 73355 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 73937 | 67303 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 37860 | 34535 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 34050 | 31017 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 8363 | 7676 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 5760 | 5260 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 5327 | 4882 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2045  | 877452 | 791947 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 631951 | 565056 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 617351 | 552001 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 261110 | 233470 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 140487 | 125615 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 114598 | 102468 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 96134 | 85958 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 78877 | 70528 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 38932 | 34811 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 17539 | 15683 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 17420 | 15576 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 13905 | 12433 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 11727 | 10486 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 4928 | 4406 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 3215 | 2875 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2047  | 72406 | 64606 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2048  | 137317 | 121665 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2049  | 69659 | 61415 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2049  | 44526 | 39145 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 1464421 | 1286066 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 1352748 | 1187994 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 1030579 | 905063 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 686149 | 601509 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 256268 | 224656 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 155041 | 136013 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 120096 | 105282 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2051  | 2039340 | 1786504 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 55821658 | 48848584 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 38903880 | 33825290 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 5798630 | 5030793 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 73214 | 63656 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 24389 | 21173 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2027  | 149009 | 147297 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2027  | 116783 | 115483 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2027  | 19641 | 19422 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2027  | 7889 | 7801 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2027  | 4541 | 4487 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2027  | 959 | 948 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2028  | 56080 | 55456 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2029  | 320922 | 315522 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2029  | 156355 | 153569 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2029  | 130216 | 127971 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2029  | 58207 | 57201 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2029  | 24206 | 23785 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2029  | 13054 | 12826 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2029  | 11802 | 11597 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2029  | 2671 | 2625 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2030  | 442227 | 433483 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2030  | 416939 | 408895 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2030  | 62767 | 61526 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2030  | 32079 | 31450 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2030  | 18542 | 18165 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2030  | 18341 | 17978 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2030  | 8858 | 8672 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2031  | 569200 | 556592 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2031  | 56261 | 54982 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2031  | 6984 | 6823 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2032  | 34379 | 33500 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2032  | 20080 | 19554 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2032  | 12839 | 12522 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2033  | 60208 | 58567 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2033  | 59806 | 58238 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2033  | 34888 | 33883 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2034  | 131324 | 127235 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2034  | 11900 | 11530 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2035  | 2001373 | 1932173 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2042  | 2018368 | 1847809 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 7379513 | 6754175 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 1654750 | 1509792 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 1419701 | 1292987 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 740624 | 674729 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 428694 | 390663 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 327757 | 298955 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 277168 | 254868 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 270104 | 246251 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 227486 | 207251 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 212056 | 193303 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 196526 | 180282 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 181827 | 165589 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 153194 | 139633 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 120820 | 109977 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 61807 | 56387 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 61782 | 56310 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 44975 | 40732 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 42950 | 39193 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 39577 | 36111 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 38465 | 35074 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 37833 | 34530 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 32649 | 29671 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 22957 | 21100 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 20313 | 18832 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 12289 | 11215 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 7864 | 7159 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 5422 | 4949 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 4652 | 4211 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2045  | 653316 | 589309 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2045  | 391983 | 353550 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2046  | 1247487 | 1114265 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2046  | 6507 | 5820 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2047  | 221279 | 197441 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2047  | 140912 | 125731 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2048  | 3787204 | 3355540 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2049  | 792553 | 696769 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2049  | 60075 | 52814 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2050  | 4562008 | 4009243 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2050  | 469110 | 411243 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2050  | 66900 | 58104 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2050  | 65750 | 57639 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2050  | 34886 | 30582 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2050  | 10321 | 9048 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2051  | 1131589 | 981393 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2051  | 71024 | 61575 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052  | 5013299 | 4349453 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052  | 784132 | 679810 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052  | 267135 | 231761 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2026  | 1716 | 1703 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2027  | 91707 | 90753 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2027  | 82095 | 81210 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2027  | 3880 | 3840 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2027  | 352 | 349 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 285197 | 280171 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 211909 | 208133 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 119630 | 117522 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 116593 | 114468 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 63749 | 62587 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 35554 | 34920 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 16789 | 16490 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 16154 | 15873 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 14810 | 14543 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 10528 | 10340 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 7139 | 7012 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 5380 | 5285 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 130749 | 128204 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 119870 | 117520 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 101293 | 99337 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 51113 | 50063 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 46983 | 46041 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 32696 | 32050 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 17993 | 17640 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 13015 | 12764 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2031  | 30387 | 29648 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2031  | 14638 | 14295 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2032  | 1233843 | 1202788 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2032  | 180209 | 175748 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2032  | 19988 | 19472 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2032  | 5326 | 5192 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2033  | 275155 | 267425 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2033  | 45285 | 44023 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2035  | 2090251 | 2021244 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2039  | 2422014 | 2263271 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 6965222 | 6364539 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 1035296 | 943630 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 1030320 | 940361 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 902373 | 822537 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 734999 | 669090 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 726938 | 663180 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 705691 | 643215 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 609376 | 555689 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 439479 | 400061 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 340199 | 310856 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 222275 | 203137 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 207357 | 188876 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 202805 | 184608 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 115372 | 105093 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 87616 | 79849 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 82436 | 75239 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 75461 | 68742 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 75005 | 68219 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 69845 | 63274 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 68113 | 61816 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 65842 | 59680 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 63427 | 57882 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 57349 | 52230 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 45979 | 41915 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 43760 | 40007 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 22130 | 20180 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 17407 | 15873 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 17101 | 15512 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 12956 | 11784 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2045  | 97566 | 87948 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2045  | 7405 | 6672 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046  | 2701573 | 2460957 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046  | 214982 | 192024 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046  | 143653 | 128312 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046  | 132595 | 118435 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2047  | 897266 | 800604 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2047  | 734172 | 655080 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2047  | 476690 | 424293 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2047  | 183699 | 163507 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2047  | 21801 | 19405 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2049  | 1149685 | 1010741 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2049  | 803676 | 706548 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2049  | 533457 | 468986 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2049  | 325374 | 286051 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 48552440 | 42563278 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 43260593 | 38640708 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 1175013 | 1031906 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 856444 | 750798 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 291842 | 255842 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 27295 | 23970 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2051  | 882788 | 765616 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2051  | 631660 | 552360 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2051  | 61408 | 53871 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2051  | 22670 | 19859 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2052  | 199481 | 173378 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2053  | 327169 | 284357 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2026  | 26881 | 26676 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2027  | 24847 | 24553 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2027  | 10248 | 10118 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2027  | 4106 | 4060 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2027  | 2399 | 2371 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2027  | 1975 | 1951 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2027  | 1361 | 1346 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 320847 | 315195 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 300190 | 294720 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 107327 | 105349 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 102712 | 100881 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 88021 | 86382 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 84545 | 83004 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 76216 | 74785 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 47599 | 46766 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 29336 | 28813 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 19083 | 18745 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 16956 | 16661 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 10777 | 10585 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 10102 | 9923 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 9004 | 8842 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 1525 | 1500 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2030  | 61516 | 60284 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2030  | 37914 | 37124 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2031  | 155277 | 151676 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2031  | 3337 | 3286 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032  | 4952907 | 4827218 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032  | 292924 | 286044 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032  | 192961 | 187942 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032  | 8921 | 8686 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2033  | 291430 | 283298 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2033  | 101720 | 98745 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2033  | 68735 | 66765 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2033  | 1940 | 1888 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2037  | 3299174 | 3158296 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2039  | 287534 | 268688 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 1953579 | 1780599 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 908997 | 827214 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 400097 | 365162 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 373195 | 339871 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 279773 | 254705 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 249540 | 227457 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 246976 | 224883 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 234463 | 213285 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 150287 | 136670 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 135782 | 123616 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 114922 | 104659 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 110868 | 101525 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 110012 | 100228 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 91177 | 82543 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 88946 | 81003 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 81099 | 74403 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 74424 | 67541 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 33208 | 30091 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 30913 | 28192 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 26828 | 24409 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 9825 | 8994 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 8829 | 7999 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2044  | 818487 | 728010 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045  | 9723822 | 8751293 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046  | 302777 | 271484 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046  | 255595 | 228300 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046  | 230576 | 205953 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046  | 145789 | 130220 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046  | 70517 | 62986 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2049  | 1026475 | 902421 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2049  | 398786 | 350591 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2050  | 2777248 | 2439001 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2050  | 457808 | 401192 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2050  | 405705 | 355660 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2050  | 404591 | 354683 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051  | 1923851 | 1682327 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051  | 211867 | 185864 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2052  | 60759 | 52808 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2053  | 38456 | 33334 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2027  | 22878 | 22592 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2027  | 17416 | 17204 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2027  | 16066 | 15893 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2027  | 15016 | 14819 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2027  | 14097 | 13912 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2027  | 12839 | 12696 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2027  | 5582 | 5514 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2027  | 4784 | 4725 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2029  | 58642 | 57596 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2029  | 51538 | 50589 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2029  | 24717 | 24252 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2029  | 11840 | 11628 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2029  | 10948 | 10752 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2029  | 2549 | 2502 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 356619 | 349382 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 65418 | 64091 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 61281 | 60036 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 59409 | 58203 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 37715 | 36969 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 35305 | 34598 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 23806 | 23317 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 7607 | 7458 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 7289 | 7143 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 4291 | 4204 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2031  | 20388 | 19920 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 710136 | 695544 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 682327 | 664869 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 207750 | 202085 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 187307 | 182351 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 165600 | 161088 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 101295 | 98678 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 100854 | 98152 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 63287 | 61603 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 52592 | 51258 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2033  | 427999 | 416835 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2033  | 426335 | 413886 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2033  | 342380 | 332739 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2033  | 18694 | 18172 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2038  | 23260 | 21873 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2042  | 115042 | 105895 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 3819859 | 3484498 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 2979738 | 2714625 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 491697 | 448702 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 305986 | 278869 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 147166 | 134011 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 105583 | 96208 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 43287 | 39205 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 30352 | 27570 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 14101 | 12759 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2045  | 44934 | 40595 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 18866727 | 16881391 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 3523110 | 3146870 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 2645371 | 2413177 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 342731 | 306130 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 265579 | 237217 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 184063 | 164407 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 149068 | 133149 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 26111 | 23322 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 14831 | 13248 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 13980 | 12487 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 4034 | 3603 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2047  | 1769033 | 1574586 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2047  | 367005 | 325862 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2047  | 15977 | 14266 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2047  | 15105 | 13445 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2048  | 574563 | 513204 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2048  | 109855 | 97127 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 11033914 | 9755586 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 2658895 | 2337556 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 526759 | 463098 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 361785 | 317949 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 132292 | 116304 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 71385 | 62758 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2050  | 2120177 | 1861294 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2050  | 143513 | 125990 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2050  | 124452 | 109256 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2051  | 1447310 | 1267873 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2051  | 1341957 | 1173485 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2051  | 195762 | 171186 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2051  | 58402 | 50632 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 7399 | 7368 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 5535 | 5512 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 2712 | 2701 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 2477 | 2468 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 930 | 926 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 570 | 567 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 561 | 559 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 549 | 547 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 462 | 460 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 357 | 355 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 149 | 147 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 98 | 96 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 61 | 60 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 53 | 52 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2027  | 97 | 95 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2028  | 12412 | 12336 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2028  | 125 | 123 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2029  | 742 | 735 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2031  | 47493 | 46961 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2031  | 3686 | 3641 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2033  | 30299 | 29928 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2034  | 515299 | 507216 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2034  | 106033 | 104370 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2035  | 1677514 | 1642288 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2035  | 13534 | 13250 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2042  | 43109 | 40536 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2042  | 8589 | 8106 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 4567245 | 4307863 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 739905 | 695564 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 319660 | 300720 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 292017 | 274917 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 226425 | 214873 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 117855 | 111396 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 101174 | 95114 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 100983 | 94514 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 41759 | 39272 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 24373 | 23046 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 19351 | 18206 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 9470 | 8939 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 6592 | 6209 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2044  | 344910 | 325374 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 4330842 | 4048807 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 3699131 | 3451554 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 224780 | 209788 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 169253 | 158585 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 164500 | 153529 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 132705 | 123343 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 107283 | 100061 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 60819 | 56808 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 60267 | 56315 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 31895 | 29666 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 10248 | 9555 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 1034924 | 959442 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 995084 | 923130 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 566847 | 525504 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 561726 | 520406 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 479962 | 444657 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 220681 | 204586 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 91947 | 85241 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 46208 | 42809 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 24087 | 22330 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 23084 | 21400 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 11618 | 10778 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 10026 | 9289 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 3608722 | 3335371 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 113482 | 104886 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 15457 | 14286 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 2847929 | 2621526 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 1166609 | 1073867 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 355225 | 326985 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 159445 | 146769 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 35935 | 33079 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2050  | 95144 | 86867 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052  | 230655 | 209886 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2025  | 21 | 20 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2026  | 28804 | 28633 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2026  | 4863 | 4831 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2026  | 2247 | 2233 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2026  | 523 | 519 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2026  | 236 | 235 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2027  | 41710 | 41358 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2028  | 307667 | 304761 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2028  | 4329 | 4286 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2028  | 2267 | 2246 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2028  | 187 | 185 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2030  | 25657 | 25376 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2030  | 13660 | 13511 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2033  | 81216 | 80018 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2033  | 69583 | 68557 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2033  | 39113 | 38536 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2033  | 25371 | 24997 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2040  | 9065 | 8608 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 2201861 | 2075867 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 1032488 | 975044 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 633066 | 596635 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 600457 | 565099 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 435809 | 408355 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 110967 | 104647 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 84218 | 78948 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 48738 | 46026 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 35354 | 33259 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 31247 | 29490 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 1988827 | 1863593 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 176443 | 164656 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 148774 | 139385 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 108016 | 100943 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 58516 | 54843 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 34649 | 32326 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 21316 | 19978 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 9745 | 9101 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045  | 3689217 | 3377488 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045  | 2035722 | 1887247 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045  | 535824 | 496744 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045  | 230080 | 214738 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045  | 12227 | 11342 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045  | 4807 | 4456 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2046  | 1289455 | 1193394 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2046  | 396557 | 367014 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2046  | 63231 | 58520 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047  | 691188 | 636240 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047  | 99613 | 91694 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047  | 58083 | 53465 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047  | 27781 | 25711 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2048  | 284986 | 262241 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2049  | 11186930 | 10346542 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2049  | 174033 | 159055 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2025  | 10834 | 10793 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2025  | 70 | 69 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2025  | 36 | 35 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2026  | 6852 | 6808 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2026  | 3578 | 3555 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2026  | 933 | 927 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2026  | 264 | 262 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2027  | 64088 | 63548 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2028  | 3381 | 3350 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2028  | 3369 | 3338 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2029  | 69698 | 69045 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2029  | 19377 | 19184 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2031  | 5164 | 5113 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2031  | 2132 | 2111 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2032  | 3736 | 3690 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2033  | 186691 | 183937 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2033  | 7885 | 7769 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2037  | 1500606 | 1457370 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2041  | 891786 | 841239 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 244599 | 230161 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 204162 | 192428 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 165792 | 156280 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 97988 | 92312 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 65586 | 61710 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 48770 | 46033 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2043  | 705193 | 664341 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2043  | 595203 | 561472 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2043  | 7297 | 6844 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 14796225 | 13717066 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 3249111 | 3012138 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 3094212 | 2874338 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 2594934 | 2407295 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 2440782 | 2264290 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 2298253 | 2132067 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 116806 | 108359 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 61543 | 57055 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 13381 | 12405 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2046  | 1652633 | 1527451 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2046  | 201590 | 186320 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2046  | 13547 | 12538 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2047  | 6063742 | 5581690 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2047  | 904653 | 832736 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2047  | 894394 | 823292 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2047  | 121178 | 111545 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2047  | 55458 | 51049 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048  | 1943334 | 1784593 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048  | 703532 | 646504 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2051  | 2003212 | 1824713 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 5601 | 5580 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 3739 | 3725 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 3434 | 3421 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 1524 | 1518 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 1180 | 1175 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 748 | 745 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 427 | 425 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 268 | 267 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 172 | 171 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 92 | 91 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2026  | 157384 | 156347 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2026  | 45712 | 45401 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2026  | 2573 | 2557 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2026  | 507 | 504 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2029  | 38955 | 38561 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2029  | 16089 | 15914 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2029  | 15204 | 15050 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2029  | 2006 | 1986 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2030  | 3626 | 3582 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2033  | 54942 | 54132 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2033  | 4698 | 4629 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2034  | 343548 | 336334 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2040  | 7060 | 6693 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2041  | 6663364 | 6302401 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2041  | 2710971 | 2561522 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 1130065 | 1066209 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 623145 | 583879 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 295842 | 279311 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 280457 | 263203 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 255712 | 239934 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 168290 | 157548 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 124655 | 117652 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 123607 | 116154 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 78837 | 73874 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 57692 | 54772 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 37486 | 35235 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 24234 | 23047 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 19850 | 18610 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 3851 | 3609 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2044  | 135455 | 126286 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 1949277 | 1807107 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 346960 | 321654 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 205120 | 190288 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 88407 | 81959 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 40804 | 37828 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 38010 | 35237 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 30880 | 28627 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 5796 | 5374 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 2130952 | 2006372 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 1115269 | 1030791 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 830107 | 767229 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 669564 | 618846 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 338771 | 313110 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 213773 | 198048 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 147933 | 136728 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047  | 9211536 | 8479244 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047  | 2064044 | 1907699 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047  | 284969 | 262315 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2048  | 125799 | 115287 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2051  | 733458 | 665810 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2026  | 18517 | 18434 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2026  | 1221 | 1216 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2026  | 579 | 576 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2026  | 395 | 393 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2026  | 290 | 289 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2027  | 17347 | 17229 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2027  | 2254 | 2239 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2029  | 274761 | 272082 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2029  | 32963 | 32634 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2029  | 2126 | 2105 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2029  | 407 | 403 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2031  | 36305 | 35948 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2031  | 16345 | 16140 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2031  | 6182 | 6126 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2032  | 9478 | 9379 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2033  | 11518 | 11377 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2033  | 6813 | 6721 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2034  | 255387 | 251381 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2034  | 87940 | 86863 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2035  | 2085481 | 2048204 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2041  | 9992 | 9486 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2041  | 3742 | 3557 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2042  | 82997 | 78265 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 850638 | 798972 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 824303 | 777011 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 602454 | 568387 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 475050 | 445961 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 293573 | 274729 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 273552 | 256126 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 177829 | 168264 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 98604 | 93114 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 93794 | 87840 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 89648 | 84369 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 66997 | 62745 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2045  | 1777557 | 1657260 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2045  | 211276 | 196887 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2045  | 186480 | 173966 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2045  | 181388 | 168917 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2045  | 69937 | 65118 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2045  | 42111 | 39279 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2045  | 26575 | 24741 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 1352437 | 1252952 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 203887 | 188889 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 167440 | 155123 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 107170 | 99287 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 37637 | 34868 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 33944 | 31447 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 19436 | 18006 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 11602 | 10749 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2047  | 282660 | 261249 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2047  | 210513 | 194567 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2047  | 145052 | 134065 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2047  | 9500 | 8781 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2048  | 1917899 | 1765431 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2048  | 356486 | 328146 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2048  | 83552 | 76779 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2048  | 66583 | 61185 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2048  | 33233 | 30591 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2026  | 8478 | 8441 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2026  | 4991 | 4969 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2026  | 1796 | 1787 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2026  | 1377 | 1371 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2026  | 887 | 882 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2026  | 167 | 166 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2027  | 97846 | 97201 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2027  | 1646 | 1633 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2027  | 1188 | 1180 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2028  | 34517 | 34235 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2029  | 1616735 | 1600866 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2029  | 47763 | 47294 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2029  | 25334 | 25099 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2029  | 13416 | 13284 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2029  | 6257 | 6197 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2030  | 47578 | 47057 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2031  | 68442 | 67612 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2033  | 193061 | 190455 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2034  | 159645 | 157141 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2034  | 93503 | 91832 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2035  | 474682 | 468274 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2035  | 70701 | 69216 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043  | 2490011 | 2340763 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043  | 114971 | 108237 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043  | 92333 | 86647 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2045  | 372849 | 347103 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2045  | 42968 | 40184 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2045  | 10003 | 9329 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 25242721 | 23767579 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 3269883 | 3080791 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 25402 | 23534 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 16408 | 15201 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 2683 | 2485 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2048  | 236886 | 217684 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2050  | 20867 | 19182 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2052  | 71139 | 64486 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2026  | 31654 | 31524 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2026  | 4430 | 4407 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2026  | 1258 | 1252 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2027  | 13768 | 13667 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2027  | 8990 | 8921 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2027  | 6518 | 6481 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2027  | 1618 | 1606 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2028  | 10324 | 10237 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2028  | 3674 | 3644 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2029  | 448728 | 444324 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2029  | 16919 | 16749 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2029  | 5419 | 5365 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2030  | 7158 | 7081 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2031  | 55365 | 54667 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2031  | 51671 | 51040 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2031  | 45716 | 45158 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2031  | 4982 | 4921 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2033  | 30844 | 30427 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2033  | 6002 | 5921 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2033  | 5070 | 5002 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2034  | 300508 | 295136 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2034  | 147289 | 144657 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2039  | 298279 | 284261 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042  | 506431 | 477589 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042  | 248069 | 234500 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042  | 186856 | 176329 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042  | 183992 | 173958 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042  | 122976 | 115739 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042  | 64909 | 61045 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 477791 | 450369 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 407911 | 383483 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 134435 | 127144 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 116206 | 109139 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 56892 | 53264 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 26419 | 24822 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2045  | 272493 | 254071 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2045  | 135437 | 126276 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2045  | 75078 | 70173 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2045  | 61538 | 57294 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2045  | 58586 | 54590 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2045  | 11467 | 10679 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 3190584 | 2955885 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 269288 | 249479 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 194430 | 180128 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 107607 | 99691 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 103044 | 95464 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 87597 | 81153 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 74837 | 69332 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 43965 | 40731 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 20199 | 18713 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 15952 | 14779 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2047  | 2440351 | 2245587 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2047  | 489199 | 452143 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2047  | 134033 | 123880 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2047  | 90974 | 84083 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2049  | 6991 | 6394 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2052  | 914441 | 826672 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2052  | 135255 | 122484 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2026  | 162 | 160 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2027  | 128690 | 127815 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2027  | 86123 | 85538 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2027  | 10169 | 10096 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2028  | 51099 | 50659 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2028  | 3417 | 3389 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2029  | 23089 | 22872 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2030  | 91709 | 90790 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2031  | 76514 | 75579 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2033  | 1108651 | 1093685 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2033  | 883876 | 871944 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2033  | 29468 | 29070 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2035  | 196107 | 193215 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2037  | 664785 | 647501 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2037  | 318173 | 309901 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2039  | 406621 | 387511 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 473038 | 446521 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 429457 | 406095 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 370348 | 349925 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 69033 | 65195 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 64541 | 60940 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 63233 | 59388 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 58742 | 55206 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 48645 | 45679 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 35331 | 33300 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 20535 | 19279 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 17100 | 16350 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043  | 1004425 | 948059 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043  | 434181 | 406086 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043  | 104453 | 98085 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 3986053 | 3697823 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 821941 | 761479 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 512845 | 475120 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 490543 | 454458 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 357448 | 331154 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 108051 | 100102 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 35448 | 32840 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 6830 | 6327 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047  | 313076 | 288872 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047  | 301014 | 277742 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047  | 87341 | 80589 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047  | 49798 | 46088 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047  | 13305 | 12276 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047  | 9081 | 8393 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047  | 4455 | 4118 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047  | 3216 | 2967 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2048  | 87290 | 80215 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2048  | 63898 | 58719 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2048  | 21693 | 19934 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2049  | 65907 | 60276 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2051  | 72128 | 65763 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 16030338 | 14516766 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 1656453 | 1500052 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 1426416 | 1296638 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 621463 | 562785 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2053  | 27147 | 24563 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2027  | 43989 | 43657 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2028  | 2881 | 2856 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2029  | 10873 | 10764 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2029  | 7437 | 7373 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2030  | 18286 | 18086 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2031  | 59239 | 58509 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2032  | 9296 | 9199 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2033  | 661658 | 652726 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2033  | 55042 | 54299 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2034  | 110017 | 107637 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2034  | 85810 | 84142 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2035  | 2014929 | 1983321 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2037  | 740161 | 721148 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2037  | 731031 | 710654 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2037  | 185254 | 180669 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2037  | 39254 | 38197 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2037  | 24351 | 23672 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2041  | 1320725 | 1257841 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042  | 200999 | 189542 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042  | 90901 | 85705 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042  | 76138 | 72065 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 1373217 | 1287906 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 839703 | 788583 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 177161 | 166732 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 173329 | 163341 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 91094 | 85500 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 20831 | 19570 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 3935 | 3693 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 3287 | 3072 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 1752 | 1660 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2044  | 130306 | 122974 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2045  | 2485797 | 2313528 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2045  | 401798 | 374810 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2045  | 330831 | 308376 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2045  | 91096 | 84782 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2045  | 85311 | 79322 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2046  | 1785625 | 1654275 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2046  | 47330 | 43849 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2047  | 25636 | 23654 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2047  | 13719 | 12659 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2047  | 5053 | 4663 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2048  | 908244 | 834622 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2048  | 163175 | 149948 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2048  | 14803 | 13645 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2049  | 6515923 | 6022360 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2049  | 169072 | 155367 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2049  | 24742 | 22621 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2051  | 10961 | 9983 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052  | 52479691 | 47524600 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052  | 10834970 | 9849186 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052  | 708263 | 641389 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2026  | 11501 | 11440 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2026  | 2957 | 2940 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2027  | 29195 | 29021 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2027  | 7577 | 7517 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2027  | 231 | 230 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2029  | 202915 | 200881 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2029  | 6202 | 6140 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2029  | 2023 | 2003 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2030  | 14997 | 14833 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2030  | 4929 | 4875 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2031  | 133707 | 132570 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2031  | 71510 | 70622 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2032  | 1346413 | 1331603 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2032  | 15290 | 15122 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2032  | 14758 | 14596 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2033  | 641222 | 632566 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2037  | 145496 | 141577 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2039  | 359931 | 342228 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 1007983 | 953009 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 514355 | 485954 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 284853 | 269494 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 281703 | 265866 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 276851 | 261132 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 221955 | 208525 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 216372 | 206043 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 177730 | 167680 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 175546 | 167083 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 169102 | 159339 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 62978 | 59443 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 42338 | 39853 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 40877 | 38354 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 28588 | 26955 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 4711 | 4445 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 4396 | 4142 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2043  | 4074012 | 3827170 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2043  | 71349 | 66972 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2043  | 60611 | 57016 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2043  | 48056 | 45133 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2043  | 15922 | 15026 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2044  | 12440 | 11632 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2045  | 3732 | 3473 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 1013597 | 938087 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 26346 | 24384 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 22801 | 21102 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 6584 | 6093 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 41181602 | 38773385 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 3579077 | 3302380 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 2964804 | 2740228 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 58837 | 54288 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 45775 | 42236 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2048  | 536350 | 492538 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2048  | 278514 | 255938 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2048  | 152692 | 140219 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2048  | 11701 | 10753 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 6437947 | 5885911 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 5328849 | 4871915 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 769204 | 703247 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 57585 | 52648 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 9168 | 8382 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2052  | 2005551 | 1817442 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2052  | 932807 | 844441 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2052  | 49742 | 45076 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2026  | 1040 | 1034 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2026  | 779 | 774 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2026  | 207 | 206 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2026  | 191 | 190 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2028  | 34853 | 34527 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2029  | 37542 | 37161 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2029  | 26385 | 26123 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2029  | 22823 | 22595 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2030  | 15158 | 14992 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2031  | 14834 | 14708 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2031  | 12389 | 12284 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2032  | 14602 | 14442 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2033  | 497549 | 490211 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2033  | 299592 | 295173 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2033  | 23958 | 23605 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2033  | 23794 | 23443 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2034  | 362443 | 355965 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2039  | 160522 | 152627 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 4239931 | 4000171 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 2354575 | 2221418 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 414994 | 390887 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 146778 | 138643 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 107034 | 100643 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 64886 | 60900 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 58547 | 55650 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 42851 | 40316 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 30166 | 28454 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 16763 | 15822 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 12174346 | 11470550 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 1976399 | 1859366 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 992302 | 930382 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 54966 | 51707 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 3814 | 3573 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2044  | 4194 | 3917 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2045  | 4880561 | 4542360 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2045  | 912220 | 849729 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2045  | 99829 | 93149 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2045  | 77924 | 72289 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2045  | 49358 | 45830 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046  | 23835 | 22060 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046  | 18513 | 17134 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2047  | 3988814 | 3680440 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2047  | 61846 | 57065 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2047  | 35889 | 33114 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2047  | 11251 | 10381 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2048  | 972429 | 893604 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2049  | 50465119 | 46137871 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2049  | 90976 | 83146 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2049  | 12097 | 11056 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2050  | 16869062 | 15485844 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2025  | 42 | 41 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2026  | 6606 | 6572 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2026  | 4394 | 4368 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2026  | 2518 | 2503 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2026  | 1621 | 1611 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2026  | 224 | 222 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2027  | 2336 | 2318 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2028  | 1073287 | 1063246 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2028  | 185821 | 184119 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2028  | 17435 | 17293 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2028  | 1310 | 1300 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2029  | 86459 | 85581 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2029  | 42123 | 41695 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2029  | 8838 | 8742 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2030  | 48997 | 48461 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2030  | 23036 | 22784 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2030  | 2662 | 2632 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2033  | 1269299 | 1250578 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2033  | 919748 | 906182 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2033  | 5839 | 5753 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2036  | 423476 | 412863 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2037  | 223567 | 217335 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2037  | 42254 | 41050 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2039  | 873434 | 830474 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 1919530 | 1812910 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 1602065 | 1510602 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 606862 | 576206 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 428581 | 404000 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 389951 | 367619 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 288979 | 273301 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 272905 | 256493 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 242954 | 229139 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 224412 | 210798 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 219851 | 206953 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 119056 | 111969 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 113362 | 107199 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 74089 | 70133 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 69676 | 65452 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 41542 | 39656 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 39568 | 37442 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 36043 | 33786 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 29001 | 27322 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2043  | 1075275 | 1006522 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2043  | 552466 | 519067 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2043  | 463950 | 436010 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2043  | 47936 | 45083 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2043  | 7993 | 7584 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2045  | 365858 | 339174 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2045  | 95034 | 88103 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2045  | 90945 | 84312 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2045  | 53701 | 49784 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2045  | 42822 | 39699 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2045  | 15607 | 14469 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2045  | 8813 | 8170 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2046  | 111402 | 103277 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047  | 345662 | 318183 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047  | 29972 | 27590 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047  | 6103 | 5618 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047  | 2915 | 2684 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2048  | 53100 | 48763 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2048  | 11515 | 10563 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2048  | 6537 | 6003 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2049  | 423899 | 387418 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2050  | 35484840 | 32431021 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2026  | 7118 | 7093 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2026  | 3592 | 3579 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2026  | 1925 | 1918 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2026  | 716 | 713 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2026  | 324 | 323 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2026  | 192 | 192 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2026  | 38 | 37 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2027  | 2448 | 2439 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2033  | 308463 | 307979 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2040  | 28171 | 27460 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2040  | 1929 | 1881 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 1343304 | 1306247 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 390230 | 380131 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 379680 | 369350 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 214460 | 208728 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 63534 | 61759 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 23477 | 22871 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 11940 | 11624 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042  | 691106 | 670246 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042  | 640613 | 620841 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2043  | 4839067 | 4693484 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2044  | 445908 | 429845 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2044  | 91769 | 88493 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 135278 | 130093 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 122025 | 117369 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 81385 | 78162 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 57810 | 55501 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 49976 | 48036 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 46444 | 44934 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 19814 | 19070 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 5769 | 5552 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 5708 | 5493 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 4659 | 4504 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 4353 | 4192 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 1085323 | 1038094 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 269986 | 258237 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 41565 | 39756 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 41296 | 39499 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 40177 | 38429 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 5125 | 4902 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 4540 | 4342 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2047  | 760002 | 723367 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2047  | 26936 | 25638 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2047  | 16185 | 15405 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2047  | 3202 | 3048 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2048  | 6159851 | 5855223 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2048  | 252667 | 239935 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2049  | 741471 | 702022 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2049  | 548987 | 520122 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2049  | 71732 | 67915 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2049  | 11531 | 10925 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2049  | 6348 | 6010 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2050  | 503980 | 476694 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2050  | 224829 | 212656 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2050  | 27995 | 26559 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2051  | 464530 | 435025 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2052  | 1654895 | 1556117 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2025  | 1006 | 1003 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2025  | 45 | 44 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2025  | 5 | 4 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2033  | 221493 | 222163 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2034  | 744326 | 743322 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2037  | 879498 | 867593 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2037  | 392165 | 386856 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2037  | 40556 | 40007 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2038  | 1373754 | 1338872 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2039  | 13094 | 12795 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 294540 | 286604 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 154335 | 150431 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 140816 | 136991 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 128874 | 125802 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 103138 | 100478 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 100555 | 97991 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 61651 | 60088 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 13904 | 13542 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 8110 | 7902 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 1835768 | 1784423 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 701614 | 681932 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 501574 | 488173 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 239948 | 233284 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 88163 | 85376 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 51551 | 50073 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 51290 | 49669 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 31046 | 30108 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 388324 | 374584 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 139623 | 134721 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 65492 | 63142 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 63399 | 61288 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 24632 | 23822 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 451265 | 434945 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 303959 | 292503 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 224218 | 215887 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 216708 | 208826 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 39524 | 38063 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 35794 | 34451 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 22482 | 21643 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 22420 | 21599 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 20606 | 19839 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 18694 | 17986 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 7678 | 7395 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 1567 | 1509 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 1485791 | 1422992 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 450071 | 431048 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 251722 | 241083 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 251436 | 240809 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 97681 | 93552 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 95922 | 91868 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 89812 | 86016 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 80923 | 77502 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 48926 | 46858 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 43576 | 41734 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 27068 | 25924 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 20214 | 19360 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 11282 | 10805 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 7514 | 7196 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046  | 1172013 | 1119913 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046  | 1057048 | 1011049 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046  | 3658 | 3485 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2047  | 8694447 | 8256323 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2047  | 813010 | 772042 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2047  | 89704 | 85184 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2047  | 83472 | 79344 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048  | 5538192 | 5247001 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048  | 202370 | 191730 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048  | 199627 | 189006 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048  | 21345 | 20222 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048  | 6884 | 6522 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2049  | 976887 | 924302 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2051  | 214862 | 202037 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052  | 2252097 | 2109756 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052  | 2031662 | 1905158 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052  | 1641087 | 1537364 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052  | 869917 | 814391 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052  | 680251 | 637257 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2025  | 2176 | 2169 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2025  | 112 | 111 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2025  | 17 | 16 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2033  | 326845 | 327834 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2033  | 2707 | 2697 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2037  | 1051216 | 1036000 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2037  | 269609 | 265707 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2039  | 69608 | 68193 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 1768803 | 1721520 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 112141 | 109565 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 10154 | 9855 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 572225 | 556245 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 201207 | 195444 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 35470 | 34424 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 31500 | 30628 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 22256 | 21559 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 19116 | 18547 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 17620 | 17061 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 7316 | 7092 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 6745 | 6535 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 4919 | 4780 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 7462181 | 7255558 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 813572 | 788666 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 476051 | 458440 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 31560 | 30442 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 631889 | 608062 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 202824 | 195248 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 57857 | 55658 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 48827 | 46980 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 33462 | 32173 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 16200 | 15580 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 9097 | 8756 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 6490 | 6231 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 185609 | 177532 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 119579 | 114525 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 97039 | 92816 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 55030 | 52636 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 37102 | 35534 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 25375 | 24270 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 23325 | 22310 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 17232 | 16503 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 12209 | 11693 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 11715 | 11205 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 11256 | 10767 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 11004 | 10539 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 7093 | 6793 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2047  | 3605085 | 3423420 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2047  | 140926 | 133869 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2048  | 661373 | 626599 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2048  | 85883 | 81368 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2048  | 25210 | 23924 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2048  | 7516 | 7124 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2048  | 6070 | 5751 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2049  | 475681 | 449927 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2049  | 92655 | 87667 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2049  | 53984 | 51146 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2050  | 638460 | 604890 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2052  | 254216 | 238149 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2025  | 6197 | 6175 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2025  | 2504 | 2495 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2025  | 232 | 231 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2025  | 119 | 118 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2034  | 118920 | 118574 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2037  | 3055178 | 3010956 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 571319 | 555455 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 115342 | 112254 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 13407 | 13034 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 789003 | 766463 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 228880 | 221958 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 105338 | 102257 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 56250 | 54668 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 1318 | 1280 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2042  | 257108 | 248505 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2043  | 404752 | 389733 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2043  | 131724 | 127109 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2043  | 16026 | 15461 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 72680 | 69905 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 48644 | 46819 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 43445 | 41830 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 30165 | 29024 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 27746 | 26711 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 26375 | 25375 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 13608 | 13101 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 2328952 | 2227605 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 175291 | 167663 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 86066 | 82320 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 81432 | 77991 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 55832 | 53403 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 55559 | 53141 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 55440 | 53028 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 46895 | 44855 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 25965 | 24835 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 22192 | 21254 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 14159 | 13561 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 13063 | 12511 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2046  | 59738 | 56915 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 585302 | 556905 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 146523 | 139414 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 105285 | 100177 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 56752 | 53945 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 15136 | 14373 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048  | 2204544 | 2088632 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048  | 235834 | 223434 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048  | 149754 | 141926 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048  | 85612 | 81110 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048  | 6135 | 5813 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2049  | 770271 | 730975 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2049  | 572557 | 541558 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2049  | 304861 | 288355 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2049  | 5591 | 5288 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2050  | 776347 | 732131 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2026  | 23369 | 23281 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2026  | 2228 | 2219 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2026  | 910 | 906 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2026  | 33 | 32 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2027  | 7727 | 7696 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2029  | 4418 | 4400 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2033  | 889368 | 887416 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2034  | 13856 | 13898 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2038  | 8962066 | 8840747 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2039  | 1247954 | 1218388 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 636943 | 620058 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 337067 | 328004 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 145125 | 141251 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 59668 | 58033 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 15988 | 15559 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 14028 | 13656 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 1396608 | 1352650 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 982151 | 954157 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 712487 | 692225 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 219228 | 212686 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 84109 | 81488 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 32431 | 31561 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 19882 | 19450 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 15126 | 14722 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2044  | 369253 | 355396 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 7751093 | 7541654 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 405392 | 389793 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 141970 | 136381 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 84784 | 81613 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 20380 | 19573 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 19688 | 18929 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 18423 | 17715 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 16459 | 15871 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 15133 | 14578 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 8264 | 7931 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 4268053 | 4082323 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 554058 | 529948 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 205648 | 196699 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 143422 | 137405 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 100388 | 96019 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 82556 | 78963 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 78045 | 74648 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 7755 | 7408 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 5019 | 4801 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 400691 | 381376 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 346941 | 330217 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 271769 | 258669 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 128761 | 122555 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 114430 | 108914 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 85911 | 81770 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 37157 | 35366 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 5056 | 4836 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2048  | 74726 | 70961 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2048  | 70148 | 66569 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2049  | 13300492 | 12592855 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2049  | 1754377 | 1661038 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2049  | 893169 | 845649 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2049  | 171941 | 162901 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2049  | 138782 | 131399 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2049  | 11176 | 10581 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2050  | 3731667 | 3547122 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2050  | 323852 | 306319 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2050  | 283673 | 268049 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2050  | 205806 | 194471 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2051  | 364563 | 344256 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2051  | 159627 | 149443 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2026  | 3196 | 3184 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2026  | 460 | 458 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2026  | 331 | 330 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2026  | 214 | 213 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2031  | 116800 | 116337 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2032  | 522664 | 521691 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2034  | 51696 | 51804 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2034  | 6966 | 6938 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2035  | 8310 | 8295 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 4671 | 4548 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 1210957 | 1173960 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 300255 | 291166 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 50818 | 49396 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 46739 | 45321 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 33765 | 32667 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2044  | 643349 | 620389 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2044  | 67461 | 65050 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2044  | 13614 | 13169 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045  | 4322464 | 4193675 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045  | 137262 | 131862 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045  | 61837 | 59465 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045  | 30099 | 28990 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045  | 23943 | 23344 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045  | 909 | 875 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 527257 | 503653 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 192961 | 184322 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 101513 | 96969 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 92748 | 88596 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 82088 | 78414 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 62502 | 59704 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 61706 | 58944 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 26101 | 24933 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 4014 | 3853 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2047  | 974769 | 927781 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2047  | 470944 | 448243 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2047  | 86111 | 81960 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2047  | 78885 | 75082 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2047  | 75756 | 72104 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2047  | 5102 | 4856 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2048  | 143610 | 136284 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2048  | 135954 | 129018 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049  | 14610879 | 13842657 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049  | 690230 | 653507 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049  | 216719 | 205324 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049  | 125292 | 118626 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2050  | 3615540 | 3420920 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2050  | 2001064 | 1890222 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2050  | 232189 | 219835 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2050  | 172493 | 162992 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2051  | 488306 | 462021 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2051  | 131597 | 124595 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2051  | 106896 | 100707 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2053  | 231861 | 216845 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2055  | 2964011 | 2766717 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 9342 | 9307 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 4853 | 4834 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 2855 | 2844 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 1927 | 1919 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 1623 | 1617 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 877 | 874 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 403 | 402 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 282 | 281 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 204 | 204 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 149 | 148 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2034  | 2463 | 2464 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2039  | 60628 | 59183 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2039  | 15600 | 15180 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2041  | 22518 | 21904 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2041  | 16412 | 15992 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 311578 | 302694 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 219078 | 212854 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 111465 | 108285 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 64970 | 63020 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 48476 | 46993 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2044  | 47592 | 45848 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2044  | 9644 | 9304 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045  | 19656747 | 18920284 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045  | 188643 | 181331 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045  | 73393 | 70587 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046  | 310801 | 296888 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046  | 90511 | 86460 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046  | 76154 | 72745 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046  | 69191 | 66094 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046  | 8980 | 8578 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2047  | 1704210 | 1619931 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2047  | 1303522 | 1240687 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2047  | 576175 | 548401 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2047  | 116373 | 110618 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2047  | 107606 | 102285 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2047  | 12316 | 11722 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2047  | 2469 | 2350 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 2858887 | 2713038 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 832869 | 790379 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 204120 | 193706 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 73579 | 69825 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 43026 | 40831 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 42409 | 40245 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 23123 | 21994 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2049  | 11421113 | 10813467 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2049  | 1314129 | 1244212 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2049  | 118607 | 112556 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2049  | 55244 | 52305 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2050  | 269499 | 254571 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2050  | 35290 | 33335 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052  | 457398 | 427488 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052  | 208440 | 195787 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2054  | 610024 | 569657 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2055  | 738224 | 689086 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2029  | 4470 | 4452 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2030  | 4496 | 4465 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2041  | 378201 | 366763 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2041  | 109202 | 106268 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2044  | 5604982 | 5441523 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2044  | 106277 | 102419 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2044  | 25557 | 24629 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2045  | 1407653 | 1352794 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2045  | 1290113 | 1239551 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2045  | 38482 | 36999 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2045  | 13149 | 12638 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2046  | 981277 | 939495 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2046  | 372111 | 355453 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2046  | 130151 | 124610 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 1840501 | 1749482 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 780992 | 741710 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 414501 | 390505 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 171913 | 163412 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 167339 | 158972 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 103760 | 98628 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 21188 | 20140 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 3431254 | 3261566 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 1120154 | 1063008 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 589510 | 560357 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 455265 | 432039 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 326889 | 310212 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 303353 | 287877 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 82792 | 78569 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 78662 | 74649 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 39351 | 37343 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2049  | 299799 | 284036 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2049  | 161692 | 152521 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2049  | 158347 | 149873 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2049  | 153687 | 145847 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2049  | 76317 | 72233 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2049  | 13396 | 12679 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2050  | 1589091 | 1505538 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2050  | 546715 | 516261 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2050  | 516260 | 487503 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2050  | 125383 | 118713 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2050  | 50772 | 47960 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052  | 3644608 | 3417672 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052  | 543911 | 508174 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2053  | 5871190 | 5492770 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2054  | 19302993 | 18019632 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2026  | 16684 | 16618 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2026  | 13900 | 13846 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2026  | 11284 | 11240 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2026  | 1582 | 1576 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2034  | 502658 | 504179 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2037  | 1014 | 1006 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2041  | 461538 | 448936 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2042  | 3016518 | 2919793 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2042  | 1266250 | 1226946 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2042  | 63210 | 61175 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2042  | 7283 | 7057 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2044  | 83556 | 80447 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2044  | 57255 | 55201 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2044  | 54308 | 52274 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2044  | 15196 | 14644 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2044  | 4855 | 4676 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2045  | 155004 | 148957 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2045  | 13862 | 13333 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046  | 359681 | 343579 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046  | 67006 | 64111 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046  | 61295 | 58551 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046  | 20464 | 19548 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046  | 7948 | 7582 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046  | 7173 | 6852 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2047  | 1547686 | 1471147 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2047  | 1026466 | 975704 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2047  | 600518 | 571007 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 2871017 | 2724549 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 2414948 | 2291746 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 1195315 | 1134334 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 332941 | 316476 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 218125 | 204762 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 141124 | 132478 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 14584 | 13683 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2049  | 2457491 | 2325976 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2049  | 195666 | 185194 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2049  | 24083 | 22794 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2050  | 1135677 | 1072416 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2052  | 733144 | 686452 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2052  | 24353 | 22836 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2030  | 90780 | 90150 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2033  | 413231 | 414997 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2033  | 32155 | 32293 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2034  | 6963 | 6984 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2042  | 96711 | 93945 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2043  | 14133 | 13687 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2044  | 161063 | 155117 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2044  | 84935 | 81804 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2044  | 45074 | 43332 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2044  | 30819 | 29697 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2044  | 3957 | 3816 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2044  | 1160 | 1119 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2045  | 79043 | 75847 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2045  | 49230 | 47269 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 5691569 | 5436779 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 950957 | 909872 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 397797 | 379492 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 134152 | 128356 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 67421 | 64319 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 28587 | 27307 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 9743 | 9441 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 1601 | 1527 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047  | 3476858 | 3304914 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047  | 1312263 | 1247367 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047  | 14941 | 14230 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047  | 7926 | 7534 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 1824764 | 1731671 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 1241665 | 1178320 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 278591 | 264379 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 231782 | 219958 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 227481 | 215876 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 179234 | 170090 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 72220 | 68535 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 15597011 | 14801309 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 1690827 | 1600340 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 380708 | 360453 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 192806 | 182488 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 71986 | 68133 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 35623 | 33717 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 6896 | 6525 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2050  | 119067 | 112434 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2052  | 21637759 | 20290456 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2052  | 17652698 | 16553530 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2055  | 5814125 | 5427118 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2055  | 39580 | 36945 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2026  | 61078 | 60837 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2027  | 17169 | 17106 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2037  | 594148 | 586476 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039  | 169664 | 165514 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039  | 139475 | 136112 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2041  | 175789 | 171088 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2041  | 159493 | 154903 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2041  | 29411 | 28567 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2041  | 14801 | 14368 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2042  | 1970279 | 1909333 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043  | 110318 | 106450 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043  | 80888 | 78050 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043  | 51611 | 49772 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043  | 11372 | 11001 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043  | 10196 | 9841 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 646061 | 621740 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 263404 | 253940 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 101125 | 97351 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 72683 | 70591 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 63337 | 60960 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 62220 | 59980 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 55361 | 53738 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 51510 | 49640 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 35075 | 33731 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 34750 | 33452 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 20977 | 20439 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 12250 | 11800 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 10281 | 9904 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 2764 | 2667 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 1177 | 1140 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 1047459 | 1009958 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 458654 | 439269 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 375884 | 361042 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 113276 | 108489 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 101889 | 97583 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 79331 | 76162 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 71606 | 68954 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 61283 | 58693 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 56688 | 54440 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 21016 | 20544 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 20415 | 19620 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2046  | 1024362 | 980106 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2046  | 33181 | 31654 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2046  | 31526 | 30075 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2047  | 2820850 | 2681348 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2047  | 140889 | 133921 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2047  | 33252 | 31608 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2048  | 3132466 | 2967764 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2048  | 683743 | 647793 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2048  | 589431 | 558439 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2048  | 406400 | 381311 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2049  | 1833143 | 1735040 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2049  | 839153 | 793982 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2049  | 463136 | 438206 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2050  | 1344612 | 1270553 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2050  | 188966 | 178558 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2051  | 626662 | 591362 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2051  | 301307 | 283605 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2051  | 146047 | 137330 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052  | 27597426 | 25861788 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052  | 9451993 | 8857545 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052  | 8315529 | 7792555 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052  | 795532 | 746494 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2055  | 1697176 | 1584207 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2025  | 576 | 574 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2026  | 15592 | 15531 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2026  | 3292 | 3279 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039  | 613319 | 598954 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039  | 132056 | 128051 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039  | 111403 | 108969 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039  | 59001 | 57675 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039  | 40169 | 39176 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039  | 9882 | 9651 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2040  | 13645 | 13280 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2040  | 13587 | 13208 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 2613033 | 2544028 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 1085687 | 1056039 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 959810 | 931115 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 137360 | 133070 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 126459 | 123135 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 122081 | 118622 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 83413 | 80816 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 42298 | 41047 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 40288 | 39093 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 30688 | 29774 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 19765 | 19306 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 8663 | 8407 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2043  | 734463 | 710238 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2043  | 637019 | 616027 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2043  | 336352 | 324419 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2043  | 2464 | 2382 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 4733610 | 4557920 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 1833893 | 1765304 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 1813522 | 1745094 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 118663 | 114279 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 116209 | 112151 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 61106 | 58801 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 17779 | 17107 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 12473 | 11958 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 3435 | 3311 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 1479 | 1439 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 450026 | 431005 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 246429 | 236014 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 109661 | 105026 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 97051 | 92949 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 56895 | 54491 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 55192 | 53016 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 51605 | 49424 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 25032 | 23974 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 10295 | 9860 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046  | 2314615 | 2224015 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046  | 1137701 | 1088548 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2047  | 3690 | 3509 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 21804235 | 20691863 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 623109 | 590347 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 578700 | 548273 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 255663 | 242620 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 245821 | 232896 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 142825 | 135316 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 88638 | 83977 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 85144 | 80667 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 72101 | 68310 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 19621 | 18498 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 11676 | 11062 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2049  | 13545577 | 12820668 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2049  | 6007016 | 5691174 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2049  | 1005195 | 951086 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2049  | 107552 | 101796 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2050  | 2866529 | 2714019 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2050  | 126733 | 119634 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 7877661 | 7379763 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 2494349 | 2336697 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 2421386 | 2275913 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 1327543 | 1246542 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 639696 | 600664 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 393157 | 368308 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2027  | 6373 | 6360 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2027  | 1790 | 1787 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2041  | 155071 | 154900 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2041  | 49832 | 49789 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2041  | 30432 | 30378 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2042  | 36913 | 36815 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2043  | 3610963 | 3604963 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044  | 163005 | 162305 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044  | 135662 | 135064 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044  | 85169 | 84728 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044  | 17217 | 17133 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044  | 2257 | 2246 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044  | 2244 | 2234 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044  | 940 | 935 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2045  | 37706 | 37292 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2045  | 9396 | 9310 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2045  | 4743 | 4726 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2046  | 30076 | 29652 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2047  | 1302724 | 1277833 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2047  | 110469 | 108497 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2047  | 44401 | 43553 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2047  | 3210 | 3148 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048  | 326009 | 319372 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048  | 15013 | 14698 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 592775 | 578077 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 243453 | 237584 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 221572 | 216231 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 160210 | 156448 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 28214 | 27533 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 20450 | 19957 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 15178 | 14836 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 10148 | 9932 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 5742 | 5604 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2050  | 6046387 | 5904405 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2050  | 339968 | 331241 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2050  | 121154 | 118044 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2050  | 27659 | 26958 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2055  | 423819 | 407708 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2055  | 55148 | 53052 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2055  | 24910 | 23979 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2026  | 420 | 419 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2029  | 6457 | 6454 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2035  | 6500 | 6509 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2039  | 1589113 | 1588303 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2039  | 202762 | 202890 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2040  | 104052 | 103946 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2040  | 78693 | 78648 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2040  | 70678 | 70614 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2040  | 8474 | 8464 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2041  | 67317 | 67240 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2041  | 10557 | 10554 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2041  | 7941 | 7915 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2041  | 7548 | 7542 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2041  | 6335 | 6325 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2041  | 3604 | 3599 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2043  | 219158 | 218051 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2043  | 23668 | 23561 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2043  | 18991 | 18898 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2043  | 17751 | 17673 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2043  | 8899 | 8849 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2043  | 3697 | 3676 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2043  | 1374 | 1369 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2044  | 138239 | 136720 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2044  | 109226 | 108197 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2044  | 99302 | 98367 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2044  | 77723 | 76991 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2045  | 1935099 | 1932722 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2045  | 22360 | 22045 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2046  | 168489 | 165480 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2046  | 105128 | 103251 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2046  | 96946 | 95366 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2046  | 26125 | 25659 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2046  | 9681 | 9655 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2046  | 2100 | 2062 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2047  | 387193 | 379311 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2047  | 202123 | 198009 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2047  | 171280 | 167793 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2047  | 48953 | 47987 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 3098287 | 3028438 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 1392073 | 1360690 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 543103 | 530859 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 270318 | 264223 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 113262 | 110708 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 10618 | 10391 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 1457 | 1424 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2049  | 626669 | 610974 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2049  | 131639 | 128754 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2049  | 16198 | 15807 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2050  | 298239 | 290397 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2050  | 21359 | 20797 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2050  | 12640 | 12355 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2052  | 21129118 | 20415068 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2029  | 4682 | 4680 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2037  | 947412 | 949433 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2038  | 88991 | 89014 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 440510 | 440021 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 181028 | 180843 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 147397 | 147217 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 135758 | 135447 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 33530 | 33487 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 22254 | 22232 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 22073 | 22026 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 11421 | 11405 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2041  | 8162 | 8155 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2043  | 320132 | 318600 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2043  | 51049 | 50759 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2043  | 6822 | 6789 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 97500 | 96429 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 94300 | 93265 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 70518 | 69744 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 52342 | 51767 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 6593 | 6533 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 5466 | 5406 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 3148 | 3134 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 2716 | 2686 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 1324 | 1309 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2045  | 196606 | 193832 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2045  | 968 | 959 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2046  | 787246 | 773188 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2047  | 551093 | 539875 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2047  | 28521 | 27941 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 1285307 | 1255125 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 1133346 | 1106733 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 687972 | 671817 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 454313 | 444354 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 423971 | 414015 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 166681 | 162767 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 155108 | 151466 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 129419 | 126501 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 68333 | 66400 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 58046 | 56628 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 38481 | 37578 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 34834 | 34016 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 25279 | 24686 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 6687 | 6530 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2049  | 986373 | 961670 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2052  | 11732946 | 11336435 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2054  | 1380335 | 1328296 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2054  | 1288551 | 1241179 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2054  | 1199918 | 1154305 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2054  | 1190321 | 1145817 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2054  | 1090995 | 1049608 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2054  | 1065460 | 1025624 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2054  | 1035708 | 996661 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2054  | 879980 | 846529 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2054  | 823497 | 792193 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2028  | 534 | 533 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2035  | 2847 | 2851 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2039  | 689939 | 689584 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 47187 | 47111 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 25001 | 24961 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 1676 | 1674 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2041  | 21617 | 21578 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2043  | 30928 | 30834 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2043  | 2143 | 2137 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2043  | 1923 | 1914 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 96073 | 95018 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 79198 | 78328 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 75269 | 74443 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 68215 | 67466 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 23023 | 22771 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 18615 | 18411 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 4251 | 4204 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 4222 | 4175 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 2622 | 2610 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2045  | 178278 | 175763 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046  | 166151 | 162976 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046  | 63690 | 62473 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046  | 55992 | 54992 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046  | 4316 | 4233 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046  | 4181 | 4101 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 1207808 | 1179446 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 1034819 | 1010519 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 408186 | 398601 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 309819 | 302544 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 255510 | 249510 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 254230 | 248260 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 248487 | 242652 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 60394 | 58975 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 53286 | 52035 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 52662 | 51705 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 38627 | 37669 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 32669 | 31994 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 32646 | 31879 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 25726 | 25106 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 23352 | 22825 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 22491 | 21963 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 16592 | 16202 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2050  | 338547 | 329857 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2052  | 6957871 | 6722732 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2054  | 1340651 | 1289688 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2054  | 1053698 | 1013972 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2040  | 59878 | 59819 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2040  | 26650 | 26625 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 258986 | 258785 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 190362 | 190159 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 43663 | 43553 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 29320 | 29290 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 24533 | 24508 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2044  | 477109 | 474799 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2044  | 154939 | 154010 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2044  | 95747 | 95233 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2044  | 28352 | 28183 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2045  | 94369 | 93332 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2045  | 2547 | 2519 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 4884503 | 4838493 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 484503 | 475245 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 416362 | 408406 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 180276 | 176831 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 59757 | 58615 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 46932 | 46035 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048  | 368960 | 360988 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048  | 290269 | 283997 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 5155724 | 5031435 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 427883 | 417568 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 316072 | 308453 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 253145 | 246869 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 134007 | 130777 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 97226 | 94882 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 96382 | 94058 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 91469 | 88847 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 23577 | 23023 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 10878 | 10616 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2050  | 3282319 | 3198063 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2050  | 195038 | 190336 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2050  | 22597 | 22017 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2055  | 28282501 | 27348802 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2055  | 1298228 | 1250501 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2055  | 1089268 | 1050244 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2035  | 4952 | 4958 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2040  | 207834 | 207506 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2040  | 46498 | 46454 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2040  | 16402 | 16389 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 348876 | 348243 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 61757 | 61687 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 46707 | 46622 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 43465 | 43393 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 38256 | 38275 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 34441 | 34364 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 13756 | 13727 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 5859 | 5852 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 3468 | 3459 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 174048 | 173206 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 154054 | 153269 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 121532 | 120870 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 93734 | 93228 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 91614 | 91193 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 36009 | 35897 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 17449 | 17344 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 11057 | 10989 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 3899 | 3888 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2045  | 23142 | 22888 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 1098579 | 1093281 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 965698 | 964743 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 13820 | 13617 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 11553 | 11365 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 2578 | 2538 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047  | 533180 | 522992 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047  | 13759 | 13496 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2048  | 544771 | 533000 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2048  | 107158 | 104809 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2048  | 38373 | 37532 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2049  | 820679 | 800894 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2049  | 392580 | 383116 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2049  | 164146 | 160189 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2049  | 25475 | 24901 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2050  | 227693 | 221777 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2050  | 11094 | 10809 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2055  | 851536 | 819433 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2035  | 8350 | 8359 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2035  | 3129 | 3128 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2035  | 2507 | 2510 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039  | 63994 | 63891 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2040  | 43787 | 43751 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2040  | 13957 | 13941 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2040  | 3853 | 3848 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 1453895 | 1451151 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 58883 | 58821 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 29483 | 29419 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 12774 | 12748 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 11160 | 11140 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 251481 | 250197 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 151980 | 151495 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 80610 | 80203 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 61747 | 61478 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 15496 | 15414 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 11311 | 11245 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 8415 | 8375 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 8021 | 7981 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 1855 | 1844 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2045  | 38490 | 38067 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2046  | 12521 | 12317 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047  | 299694 | 293968 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047  | 60272 | 59082 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047  | 59497 | 58527 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047  | 13800 | 13537 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 486019 | 475366 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 399538 | 390780 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 26779 | 26192 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 22562 | 21928 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 21223 | 20656 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 10376 | 10149 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2049  | 3840910 | 3750717 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2049  | 316599 | 308967 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2049  | 189392 | 184826 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2049  | 40162 | 39193 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2049  | 23946 | 23369 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2049  | 3347 | 3272 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2050  | 1397640 | 1361327 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2050  | 132429 | 129029 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2050  | 30024 | 29244 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2054  | 6414456 | 6173027 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2054  | 288954 | 278083 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2035  | 3755 | 3760 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2039  | 1310811 | 1308692 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2039  | 65459 | 65451 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2040  | 82537 | 82487 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 522520 | 519677 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 157832 | 156993 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 126826 | 125631 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 78953 | 78209 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 64670 | 64330 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 35336 | 35180 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 18281 | 18187 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 4792 | 4764 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2045  | 99717 | 98466 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2046  | 61465 | 60463 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2046  | 29752 | 29592 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2046  | 18108 | 17812 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2046  | 6347 | 6244 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047  | 169245 | 165906 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047  | 14793 | 14501 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 1125051 | 1100390 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 171170 | 167418 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 99984 | 97793 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 99875 | 97686 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 65855 | 64411 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 35325 | 34551 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 6713 | 6566 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2049  | 405939 | 396153 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2049  | 303849 | 296524 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2049  | 11415 | 11092 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2049  | 6517 | 6359 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2049  | 5446 | 5313 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2050  | 15851 | 15439 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2053  | 1098649 | 1059804 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2053  | 141474 | 136517 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2028  | 1202 | 1199 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2031  | 1534 | 1536 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2038  | 43793 | 43831 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039  | 82419 | 82596 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039  | 17861 | 17854 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2040  | 5712 | 5707 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2042  | 69254 | 69017 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2044  | 42158 | 41761 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2044  | 3805 | 3769 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2045  | 119933 | 118803 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2045  | 9251 | 9138 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2045  | 6845 | 6796 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 160405 | 157240 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 72005 | 70585 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 44955 | 44068 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 3770 | 3696 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 2080763 | 2035154 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 463565 | 453404 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 401541 | 392740 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 302979 | 296338 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 73724 | 71638 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 59614 | 58307 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 36990 | 35943 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 36227 | 35433 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 31129 | 30447 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 20944 | 20485 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 12538 | 12267 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 6361 | 6221 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2049  | 4395413 | 4289452 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2049  | 195159 | 190454 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2049  | 87588 | 85450 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2049  | 57841 | 56428 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2049  | 54581 | 53248 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2050  | 1069288 | 1041505 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2050  | 21888 | 21319 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2035  | 2228 | 2231 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 1872827 | 1871804 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 697284 | 696818 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 59113 | 59051 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 54886 | 54854 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 49681 | 49662 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 30169 | 30148 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 22517 | 22505 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 15647 | 15638 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 10515 | 10510 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 7331 | 7329 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 5102 | 5096 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 2270 | 2269 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 2084 | 2087 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2040  | 56701 | 56642 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2040  | 42544 | 42502 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2040  | 20251 | 20235 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2040  | 9270 | 9258 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2040  | 8940 | 8923 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2041  | 103945 | 103845 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2041  | 3902 | 3895 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2044  | 61937 | 61528 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2044  | 29824 | 29543 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2044  | 19366 | 19183 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2044  | 3051 | 3023 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2045  | 84062 | 83008 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047  | 2403868 | 2401768 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047  | 394917 | 387124 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047  | 228024 | 223524 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047  | 99670 | 97704 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 3483784 | 3408509 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 2855100 | 2783417 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 394454 | 385808 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 365506 | 357495 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 41290 | 40359 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 17313 | 16934 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 6017 | 5882 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2049  | 626634 | 611332 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2049  | 20593 | 20103 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2049  | 13836 | 13498 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2049  | 8039 | 7843 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2052  | 4776710 | 4619761 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2052  | 23410 | 22641 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2027  | 3483 | 3472 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2029  | 1015 | 1014 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2035  | 6928 | 6935 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 667884 | 667454 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 635497 | 634967 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 91467 | 91364 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 65500 | 65453 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 63091 | 63114 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 50689 | 50660 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 44886 | 44860 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 36811 | 36785 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 23028 | 23035 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 21186 | 21172 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 15930 | 15949 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 6994 | 6989 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 1603 | 1602 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 1762276 | 1760818 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 1394879 | 1393566 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 126762 | 126611 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 107825 | 107732 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 83560 | 83517 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 33233 | 33240 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 7487 | 7477 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 3462 | 3458 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 327664 | 327264 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 77807 | 77671 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 46028 | 45945 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 42626 | 42545 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 12947 | 12911 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 8693 | 8676 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 6848 | 6839 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 6109 | 6097 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 136327 | 135043 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 133759 | 132499 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 131602 | 130362 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 71261 | 70590 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 41254 | 40865 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 25833 | 25590 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 16132 | 16059 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 4395 | 4354 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 3298 | 3267 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2046  | 2707764 | 2694217 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2046  | 1109713 | 1089896 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2046  | 37043 | 36382 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2046  | 22860 | 22452 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2046  | 6905 | 6782 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2046  | 2929 | 2877 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2047  | 22726 | 22113 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 863920 | 844443 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 737199 | 720579 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 731696 | 715200 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 456065 | 445784 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 194371 | 189989 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 60185 | 58828 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 26886 | 26280 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 9773 | 9553 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 9382 | 9170 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 1948 | 1904 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2049  | 3906805 | 3811402 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2049  | 138769 | 135424 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2049  | 52907 | 51615 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2049  | 4822 | 4704 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2050  | 341439 | 332568 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2052  | 33234302 | 32142319 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2029  | 9598 | 9592 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 145407 | 145616 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2035  | 5922 | 5929 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2038  | 175253 | 175298 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2038  | 86676 | 86699 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2039  | 1156028 | 1155485 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2039  | 11146 | 11139 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2039  | 9927 | 9916 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040  | 586695 | 586071 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040  | 41356 | 41318 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040  | 8282 | 8274 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2041  | 893847 | 891892 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2042  | 6987 | 6980 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2043  | 144588 | 144151 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2043  | 77009 | 76674 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2043  | 26222 | 26195 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2043  | 8882 | 8851 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2044  | 14773 | 14634 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2044  | 7292 | 7223 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2044  | 3339 | 3307 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2045  | 7036 | 6983 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2046  | 93602 | 91931 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2046  | 26038 | 25573 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047  | 105930 | 103840 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047  | 45626 | 44740 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047  | 29701 | 29115 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2048  | 1418659 | 1386676 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2048  | 831131 | 812393 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2048  | 50322 | 49188 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2048  | 38681 | 37809 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2049  | 4423 | 4315 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2050  | 55066 | 53618 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2050  | 47448 | 46379 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2050  | 44003 | 42846 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2050  | 10950 | 10686 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2050  | 5221 | 5098 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2052  | 22579124 | 21816071 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2054  | 1272890 | 1225000 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2054  | 1055911 | 1015855 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2037  | 37872 | 38409 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2038  | 31656 | 32123 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2040  | 4693329 | 4741481 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2040  | 36432 | 36990 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2041  | 69446 | 70524 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2041  | 8619 | 8754 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 140402 | 142237 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 120850 | 122425 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 108493 | 109884 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 77397 | 78416 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 65572 | 66429 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 65300 | 66191 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 32197 | 32678 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 12847 | 13012 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2049  | 559944 | 563731 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2049  | 213679 | 215124 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2049  | 17290 | 17407 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2049  | 5902 | 5912 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2049  | 1478 | 1461 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2050  | 21750 | 21497 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2051  | 6649757 | 6694725 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2053  | 9525231 | 9446765 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2053  | 525016 | 520199 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2053  | 310157 | 307602 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2054  | 1293610 | 1278911 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2055  | 725190 | 715363 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2035  | 509972 | 516850 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2035  | 2117 | 2148 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2039  | 3324 | 3375 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2041  | 313571 | 318483 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2043  | 69539 | 70493 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2044  | 113806 | 115535 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2045  | 381284 | 387204 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2048  | 3583026 | 3649198 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2048  | 384110 | 379721 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2048  | 10502 | 10583 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2048  | 5738 | 5835 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2049  | 1320706 | 1325923 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2050  | 642756 | 645295 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 12442285 | 12339789 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 3909067 | 3876865 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 1527928 | 1516296 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 1496008 | 1483685 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 1183752 | 1174000 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 65391 | 64996 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2053  | 2034556 | 2014617 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2054  | 429377 | 423559 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2054  | 23777 | 23455 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2033  | 805854 | 816162 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2034  | 239212 | 242437 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2035  | 86663 | 87924 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2036  | 3209 | 3254 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2039  | 264173 | 268108 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2039  | 11815 | 11985 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2040  | 127353 | 129323 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2043  | 353051 | 357710 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2044  | 265188 | 269329 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2044  | 31384 | 31881 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2044  | 6344 | 6441 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2048  | 269642 | 271718 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2048  | 12967 | 13066 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2049  | 581950 | 584248 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2049  | 40051 | 40322 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 33290688 | 33037256 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 55750 | 55326 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2054  | 6710553 | 6619623 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2054  | 1121675 | 1106476 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2054  | 115373 | 113848 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2054  | 61324 | 60493 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2054  | 55204 | 54456 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2029  | 45580 | 46015 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2039  | 165088 | 166782 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2039  | 65399 | 66408 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2039  | 27819 | 28251 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2043  | 203733 | 206781 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2043  | 130646 | 132424 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2043  | 2290 | 2320 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2044  | 28760 | 29197 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2048  | 1188429 | 1197579 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2048  | 920440 | 927528 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2048  | 282009 | 284180 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2048  | 161816 | 163062 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2048  | 143751 | 142109 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2049  | 1638918 | 1645391 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2049  | 523522 | 524936 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2049  | 387119 | 389737 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2050  | 306725 | 303019 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052  | 20565971 | 20396554 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052  | 5448218 | 5403337 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2054  | 79643158 | 78563978 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2054  | 997460 | 991113 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2054  | 911108 | 898762 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2036  | 3022 | 3067 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2037  | 740746 | 750908 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2038  | 54985 | 55743 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2038  | 4262 | 4326 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2038  | 2969 | 3013 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2039  | 1172977 | 1187944 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2040  | 16636 | 16893 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2041  | 4513 | 4584 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2045  | 22343 | 22686 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2047  | 62066 | 62757 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2047  | 7356 | 7438 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2048  | 6923 | 6991 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2048  | 1829 | 1848 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 2267350 | 2284808 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 603243 | 607322 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 17781 | 17901 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 15818 | 15925 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 8259 | 8315 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2050  | 14836 | 14950 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2053  | 1170834 | 1157530 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2030  | 98067 | 99036 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2030  | 221 | 223 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2035  | 2685 | 2723 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2036  | 2996 | 3039 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2037  | 3532 | 3584 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2038  | 45854 | 46513 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2038  | 26075 | 26470 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2038  | 3756 | 3811 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2038  | 3419 | 3471 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2039  | 2611 | 2650 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2040  | 6235379 | 6299352 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2040  | 999901 | 1010159 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2040  | 45312 | 46011 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2041  | 113395 | 115165 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2041  | 11540 | 11721 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2042  | 80076 | 81190 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2044  | 115763 | 117313 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2044  | 68711 | 69630 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2044  | 49730 | 50363 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2044  | 20664 | 20930 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2048  | 9340 | 9432 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2049  | 968696 | 975247 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2049  | 95655 | 96302 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2049  | 30068 | 30271 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2050  | 235955 | 236887 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2050  | 82004 | 82225 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2053  | 41851374 | 41369292 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2053  | 28812381 | 28557025 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2053  | 364546 | 361087 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2034  | 435 | 441 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2035  | 502639 | 509683 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2035  | 145221 | 147277 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2035  | 70807 | 71829 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2038  | 53211 | 54004 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2039  | 8164 | 8283 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2040  | 3807562 | 3846626 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2040  | 453057 | 460072 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2040  | 127084 | 129039 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2040  | 12422 | 12616 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2040  | 3653 | 3710 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 519518 | 527663 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 255423 | 259379 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 251329 | 255222 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 160829 | 163361 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 145343 | 147615 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 138457 | 140623 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 42897 | 43564 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 7287 | 7402 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 4306 | 4373 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2042  | 2102970 | 2136020 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2044  | 68363 | 69235 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2047  | 127634 | 128976 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2047  | 67996 | 68754 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2048  | 775628 | 779079 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2048  | 30272 | 30543 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2048  | 26229 | 26464 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2049  | 138086 | 139020 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2049  | 78984 | 79518 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2049  | 40132 | 40404 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2053  | 37808499 | 37449783 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2053  | 2304056 | 2282195 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2053  | 729068 | 720670 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2053  | 28543 | 28290 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2030  | 10976 | 11085 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2035  | 3822 | 3876 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2036  | 35095 | 35610 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2038  | 14016 | 14225 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2038  | 4136 | 4198 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2039  | 86201 | 87496 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2039  | 12957 | 13150 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2040  | 1135523 | 1147173 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2040  | 34817 | 35356 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2040  | 30663 | 31139 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2040  | 11255 | 11431 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2040  | 6045 | 6140 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2040  | 5583 | 5669 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2041  | 261077 | 265166 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2041  | 65609 | 66639 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2041  | 11989 | 12177 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2041  | 7388 | 7505 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2042  | 27195 | 27620 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2042  | 23421 | 23783 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2042  | 3730 | 3789 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2047  | 66229 | 66925 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2047  | 7511 | 7590 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2048  | 767018 | 765254 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2048  | 311913 | 315192 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2048  | 278348 | 280839 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2049  | 1829946 | 1842321 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2049  | 25299 | 25470 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2049  | 13051 | 12901 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2049  | 12049 | 12130 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2049  | 3411 | 3434 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2050  | 518788 | 520189 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2053  | 755114 | 746416 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2053  | 105599 | 104597 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2035  | 40323 | 40873 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2035  | 12623 | 12795 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2036  | 15699 | 15929 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2037  | 7165 | 7269 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2038  | 9860 | 10005 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2038  | 4577 | 4645 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039  | 942723 | 955042 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039  | 45003 | 45670 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039  | 21027 | 21332 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2040  | 999901 | 1010159 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2040  | 83192 | 84486 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2040  | 12800 | 12998 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2040  | 2692 | 2734 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2040  | 1693 | 1717 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041  | 450672 | 457714 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041  | 150603 | 152939 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041  | 138418 | 140565 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041  | 41200 | 41835 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041  | 1622 | 1647 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2047  | 3838 | 3879 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2048  | 729246 | 721006 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2048  | 405056 | 408682 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2048  | 65733 | 66321 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2048  | 6367 | 6424 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2049  | 396918 | 398486 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2050  | 8686 | 8701 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2053  | 79968 | 79184 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2030  | 71196 | 72022 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2033  | 2352 | 2382 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2034  | 1511015 | 1531264 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2034  | 53767 | 54496 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2035  | 1026799 | 1040479 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2035  | 601167 | 609420 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2037  | 48860 | 49486 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2037  | 14683 | 14893 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2039  | 44354 | 45039 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2039  | 12296 | 12483 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040  | 1909569 | 1929161 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040  | 8778 | 8914 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040  | 5873 | 5964 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040  | 5758 | 5844 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040  | 951 | 965 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040  | 809 | 821 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2041  | 163265 | 165804 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2041  | 92891 | 94339 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2044  | 91267 | 92711 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2047  | 131475 | 132857 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2047  | 77404 | 78218 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2048  | 769331 | 776217 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2048  | 119998 | 120922 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2049  | 44760 | 44937 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2054  | 102440 | 101116 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2030  | 24345 | 24656 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2030  | 5228 | 5289 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2033  | 147699 | 149575 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2035  | 4095 | 4153 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2035  | 2296 | 2329 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2035  | 1328 | 1348 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2039  | 54449 | 55279 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2040  | 43643 | 44091 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2040  | 11295 | 11469 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2040  | 8640 | 8775 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2040  | 3611 | 3667 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2041  | 97274 | 98749 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2041  | 71258 | 72373 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2043  | 142894 | 144872 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2043  | 11599 | 11773 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2044  | 127686 | 129706 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2047  | 427111 | 431601 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2047  | 136580 | 138015 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2048  | 4364023 | 4397625 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2048  | 526245 | 530297 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2048  | 159803 | 161033 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2049  | 1025634 | 1032569 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2053  | 29947777 | 29897609 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2055  | 13375268 | 13192986 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2029  | 2246 | 2266 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2035  | 93447 | 94661 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2040  | 5083414 | 5135568 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2040  | 1665 | 1691 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2041  | 73449 | 74599 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2041  | 62028 | 63001 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2043  | 810960 | 822052 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2043  | 6970 | 7066 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2044  | 16363 | 16622 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2044  | 5102 | 5182 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2048  | 478542 | 482227 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2048  | 445133 | 448561 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2048  | 85629 | 86289 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2048  | 11187 | 11273 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2049  | 455279 | 458784 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2049  | 56335 | 56558 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2049  | 10609 | 10650 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2054  | 3095534 | 3054556 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2054  | 1239423 | 1222629 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2034  | 3274 | 3371 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2037  | 31269 | 32416 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2037  | 18122 | 18814 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2037  | 18102 | 18793 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2038  | 35999 | 37406 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2038  | 33554 | 34879 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2038  | 18416 | 19130 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2038  | 11531 | 11967 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2039  | 15973 | 16581 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2039  | 11892 | 12351 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2039  | 813 | 844 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2040  | 188823 | 196200 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2040  | 26000 | 26978 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2041  | 333691 | 346638 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2049  | 880006 | 902106 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2049  | 600892 | 618837 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2049  | 355338 | 366949 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2053  | 415691 | 419889 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2053  | 27088 | 27398 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2054  | 1048935 | 1057970 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2054  | 55100 | 55540 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2054  | 30411 | 30662 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2055  | 4412959 | 4439938 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2055  | 119475 | 120205 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2035  | 15020 | 15563 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2035  | 10104 | 10455 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2035  | 1067 | 1105 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2036  | 9061 | 9396 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2037  | 67567 | 70208 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2052  | 5093654 | 5156630 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2052  | 368576 | 373898 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 41578254 | 42326189 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 18691261 | 18852260 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 7416798 | 7480684 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 391573 | 394652 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 60493 | 61109 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2054  | 1972418 | 1984477 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2054  | 843953 | 851090 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2054  | 488475 | 492530 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2054  | 160221 | 161200 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2033  | 38884 | 40044 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2033  | 9746 | 10040 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2035  | 5239 | 5433 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2036  | 748064 | 775233 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2036  | 446641 | 462601 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2036  | 206882 | 214275 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2036  | 24764 | 25691 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2036  | 9493 | 9834 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2036  | 1013 | 1051 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2036  | 945 | 980 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2038  | 531684 | 550778 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2039  | 43342 | 44993 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2048  | 7502 | 7747 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2052  | 3820019 | 3866054 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2052  | 1986492 | 2019122 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2052  | 815428 | 825510 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2052  | 441813 | 447276 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2053  | 790433 | 797489 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2053  | 43284 | 43846 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2054  | 66131550 | 66535852 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2034  | 8976 | 9281 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2035  | 252498 | 261522 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2035  | 164013 | 169903 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2035  | 53894 | 55834 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2035  | 9896 | 10257 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2035  | 5553 | 5737 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2036  | 362074 | 375378 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2037  | 65404 | 67963 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2037  | 20373 | 21143 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2037  | 4662 | 4810 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2038  | 22814 | 23681 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2038  | 5398 | 5597 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2038  | 581 | 604 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2039  | 160945 | 167319 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2039  | 156314 | 162512 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2039  | 127041 | 132019 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2039  | 1523 | 1582 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2041  | 76409 | 79441 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2041  | 68685 | 71274 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2048  | 322741 | 334094 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2048  | 98829 | 102213 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2052  | 522155 | 529264 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2052  | 292812 | 295302 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2052  | 155640 | 157565 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2052  | 113336 | 114413 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2033  | 14577 | 14992 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2034  | 516563 | 532590 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2034  | 15795 | 16285 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2035  | 210217 | 217348 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2035  | 123640 | 127834 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2035  | 70217 | 72570 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2035  | 54051 | 55971 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2035  | 605 | 623 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2037  | 176418 | 182928 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2037  | 32288 | 33496 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2037  | 28181 | 29223 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2038  | 127570 | 132571 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2038  | 112655 | 116703 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2038  | 29386 | 30370 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2038  | 23619 | 24469 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2039  | 651475 | 674530 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2041  | 35401 | 36813 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2042  | 326919 | 339326 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2042  | 303122 | 315306 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2042  | 96470 | 100130 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2042  | 94152 | 97694 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2042  | 18608 | 19356 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2049  | 506225 | 521342 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2053  | 10331035 | 10449078 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2053  | 418391 | 423172 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2053  | 275391 | 278792 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2054  | 179031 | 180461 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2055  | 26270256 | 26430862 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2055  | 891433 | 896882 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2035  | 23090 | 23910 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2036  | 22018 | 22814 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2038  | 798533 | 828482 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2038  | 26438 | 27463 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2038  | 21500 | 22344 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2039  | 91481 | 94988 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2040  | 230066 | 237524 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2053  | 57350581 | 58220939 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2053  | 56268 | 56739 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2054  | 8721031 | 8790700 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2054  | 872568 | 879539 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2054  | 644437 | 649102 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2054  | 473073 | 476985 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2054  | 54834 | 55272 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2033  | 4251 | 4383 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2034  | 373508 | 385519 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2034  | 18060 | 18624 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2036  | 48633 | 50409 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2037  | 4285 | 4419 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2037  | 169 | 175 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2038  | 20805 | 21611 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2039  | 288932 | 300255 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2040  | 100735 | 104734 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2053  | 477811 | 484017 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 13848702 | 13959334 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 1458370 | 1481984 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 1157226 | 1165693 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 1144640 | 1153784 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 618526 | 623467 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 378252 | 381274 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 146793 | 147965 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2055  | 5690463 | 5725252 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2055  | 1179273 | 1186482 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2033  | 128971 | 132735 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2033  | 57255 | 58907 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2034  | 104817 | 108094 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2034  | 24762 | 25468 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2035  | 1025367 | 1060791 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2036  | 57598 | 59712 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2037  | 87819 | 91061 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2037  | 355 | 369 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2038  | 160528 | 166740 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2038  | 75174 | 78101 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2038  | 24657 | 25609 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2038  | 24375 | 25318 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2038  | 16184 | 16815 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2038  | 7467 | 7750 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2038  | 334 | 347 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2039  | 142743 | 148239 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2040  | 732022 | 760804 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2040  | 268761 | 279556 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2041  | 45970 | 47779 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2044  | 1640157 | 1697169 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2044  | 118616 | 122968 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2044  | 81908 | 85119 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2049  | 300650 | 309629 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2053  | 6503746 | 6555803 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2053  | 665291 | 672477 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2053  | 158051 | 159235 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 17621489 | 17762260 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 918789 | 924980 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 875083 | 880979 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 783945 | 789227 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 477903 | 481452 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 65828 | 66272 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 41434 | 41768 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 23130 | 23286 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2055  | 928574 | 934251 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2055  | 70935 | 71369 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2027  | 34305 | 34515 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2033  | 146507 | 150828 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2033  | 135798 | 139847 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2033  | 56947 | 58403 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2036  | 4017 | 4167 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2037  | 61612 | 63986 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2037  | 1143 | 1186 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2038  | 204770 | 212541 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2038  | 54642 | 56691 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2038  | 50622 | 52601 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2038  | 17134 | 17793 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2038  | 9429 | 9790 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2038  | 297 | 308 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2040  | 126308 | 131324 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2040  | 33398 | 34674 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2040  | 25084 | 26042 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2040  | 13595 | 14134 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2041  | 69354 | 71985 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2041  | 65590 | 68223 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2048  | 32894 | 34051 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2049  | 86329 | 88637 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 7840859 | 7914523 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 6852661 | 6928819 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 529218 | 534686 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 488956 | 493137 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 335261 | 338463 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054  | 3769082 | 3794480 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054  | 1512832 | 1522979 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054  | 952169 | 958585 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054  | 319637 | 321966 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054  | 289588 | 291476 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2055  | 3110518 | 3129534 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2033  | 69482 | 71639 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2033  | 33042 | 34019 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2033  | 25009 | 25755 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2033  | 18232 | 18770 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2034  | 1038225 | 1072094 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2035  | 336724 | 348569 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2036  | 94870 | 98090 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2037  | 21220 | 22007 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2037  | 14772 | 15321 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2037  | 12089 | 12545 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2037  | 11735 | 12188 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2037  | 7525 | 7816 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2038  | 11845 | 12304 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2038  | 10244 | 10643 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2039  | 51388 | 53284 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2039  | 33042 | 34364 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2039  | 11002 | 11433 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2041  | 74828 | 77838 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 20683249 | 21048848 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 205789 | 207626 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2054  | 8330432 | 8456856 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2054  | 1153343 | 1161114 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2055  | 10199522 | 10261878 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2029  | 58700 | 59808 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2037  | 97400 | 100976 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2037  | 17372 | 17976 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2037  | 17102 | 17686 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2037  | 15120 | 15649 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2039  | 132156 | 137306 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2039  | 11067 | 11512 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2040  | 64076 | 66504 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 37615232 | 37950989 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 15875811 | 16012559 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 551078 | 555824 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 28745 | 29190 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2054  | 3722865 | 3747951 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2034  | 26588 | 27456 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2036  | 273133 | 281450 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2037  | 147717 | 153279 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2037  | 49119 | 51047 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2037  | 22933 | 23799 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2038  | 23306 | 24211 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2039  | 553176 | 574819 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2040  | 188475 | 195895 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2041  | 1232520 | 1273864 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2041  | 406305 | 421894 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2041  | 77827 | 80834 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2041  | 8466 | 8788 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 4152755 | 4188526 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 474529 | 478201 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 470685 | 474034 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 335740 | 338631 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 291619 | 294131 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2054  | 493203 | 496219 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2054  | 350463 | 352605 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2035  | 2365 | 2474 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2040  | 36705 | 38808 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2053  | 1696802 | 1742535 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2053  | 961837 | 987761 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2053  | 726417 | 745087 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2053  | 253453 | 260285 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2053  | 253652 | 259601 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2053  | 193555 | 198772 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2054  | 5177402 | 5299147 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2054  | 2312064 | 2366432 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2055  | 8802063 | 8995289 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2055  | 6473186 | 6615287 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2055  | 1104200 | 1128439 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2033  | 509552 | 530721 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2036  | 906 | 954 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2036  | 287 | 300 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2038  | 293374 | 309919 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2038  | 6970 | 7366 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2038  | 1406 | 1488 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2038  | 1251 | 1322 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2038  | 666 | 704 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2040  | 3731 | 3942 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2052  | 258534 | 265502 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2053  | 1778488 | 1821420 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2054  | 270279 | 276293 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2032  | 515445 | 535224 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2032  | 86065 | 89367 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035  | 168833 | 176358 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2036  | 111457 | 117556 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2036  | 1337 | 1410 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2037  | 4171 | 4416 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2038  | 192947 | 204177 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2038  | 132636 | 140239 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2038  | 940 | 990 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053  | 11922709 | 12207623 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053  | 8290993 | 8485695 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054  | 160457 | 164230 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2038  | 167031 | 176478 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2038  | 2810 | 2975 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2052  | 40715615 | 41812994 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2052  | 2140042 | 2197721 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2052  | 23033 | 23654 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054  | 18904336 | 19478835 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054  | 16076496 | 16429412 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054  | 7430181 | 7593291 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054  | 1077412 | 1101063 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2034  | 249774 | 260702 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2037  | 228032 | 240290 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2037  | 160264 | 169033 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2037  | 9788 | 10306 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2038  | 73405 | 77494 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2039  | 11218 | 11858 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2053  | 16105005 | 16539072 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2053  | 325072 | 333834 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055  | 36281541 | 37089342 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055  | 931424 | 951871 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2034  | 94820 | 98927 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2037  | 19504 | 20526 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2038  | 58919 | 62270 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2053  | 716056 | 735356 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2054  | 18065350 | 18693388 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2055  | 8635707 | 8825281 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2055  | 1376767 | 1406990 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2035  | 581232 | 608794 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2035  | 574610 | 601425 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2036  | 128184 | 134950 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2036  | 2502 | 2639 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2038  | 796 | 841 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2039  | 15588 | 16496 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2040  | 240606 | 254398 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2040  | 109119 | 115349 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2053  | 371656 | 381209 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2053  | 65538 | 67222 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2054  | 23343750 | 23892673 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2055  | 8635763 | 8825338 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2055  | 3902655 | 3988328 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2041  | 72549 | 76639 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2053  | 2436396 | 2497342 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2053  | 842175 | 863821 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2054  | 27851410 | 28480220 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2054  | 24144015 | 24711757 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2055  | 5678986 | 5803653 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2055  | 1062234 | 1085669 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2055  | 827053 | 845209 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035  | 252350 | 262146 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2037  | 68624 | 72614 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2040  | 134763 | 142549 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2040  | 132680 | 140282 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2040  | 2411 | 2549 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053  | 3356756 | 3443032 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053  | 1321939 | 1354677 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053  | 872324 | 893382 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054  | 17037617 | 17415358 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2055  | 1116458 | 1141142 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2055  | 1084752 | 1108734 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2037  | 26317 | 27804 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2038  | 87623 | 92662 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2038  | 9845 | 10407 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2039  | 18265295 | 18858925 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2041  | 299859 | 317036 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053  | 1910172 | 1956283 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053  | 1521499 | 1561176 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053  | 1261556 | 1299736 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053  | 1268258 | 1298041 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053  | 1145420 | 1180587 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054  | 22262922 | 22765559 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2055  | 1184046 | 1210038 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2055  | 942473 | 963162 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2055  | 25132 | 25684 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2036  | 843 | 888 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2037  | 797 | 842 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2037  | 171 | 180 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2038  | 793 | 839 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2039  | 14587 | 15432 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2053  | 3245412 | 3325784 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2053  | 1915786 | 1962033 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2053  | 1773289 | 1816096 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2053  | 727169 | 745177 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2053  | 452037 | 463232 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2055  | 175000 | 178842 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2055  | 160247 | 163765 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2036  | 311054 | 327529 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2036  | 2584 | 2725 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2037  | 149839 | 157810 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2037  | 70580 | 74541 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2037  | 919 | 972 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2038  | 140974 | 148865 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2038  | 2473 | 2614 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2039  | 224473 | 237083 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2039  | 84521 | 89363 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2039  | 71995 | 76181 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054  | 1342114 | 1371723 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054  | 743750 | 760193 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2033  | 19896 | 20896 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2036  | 71427 | 74583 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2037  | 18392 | 19635 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2038  | 808 | 866 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2043  | 48384 | 50302 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2054  | 5942191 | 6164244 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2032  | 15686 | 16465 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2035  | 13452 | 14039 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2036  | 55816 | 59435 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2037  | 527348 | 561242 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2037  | 9102 | 9729 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2037  | 7506 | 8029 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2038  | 10182 | 10918 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2038  | 2204 | 2361 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2039  | 192233 | 205343 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2039  | 7368 | 7866 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2039  | 1683 | 1796 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2036  | 9556 | 10204 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2037  | 119731 | 128002 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2053  | 4322086 | 4486299 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2053  | 437810 | 454260 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2032  | 68504 | 71531 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2032  | 4421 | 4617 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2034  | 82395 | 87030 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2036  | 12060 | 12840 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2037  | 50830 | 54175 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2037  | 16916 | 18056 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2037  | 1802 | 1918 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2037  | 999 | 1067 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2053  | 3159682 | 3277756 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2053  | 20637 | 21500 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2037  | 4976 | 5315 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2039  | 4124 | 4406 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2053  | 769611 | 801076 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2035  | 4988 | 5234 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2037  | 10214 | 10897 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2038  | 2674 | 2866 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2053  | 2047730 | 2128890 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2053  | 82397 | 85765 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2054  | 8121552 | 8425045 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2035  | 22214 | 23584 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2053  | 14001167 | 14556097 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2055  | 4214320 | 4367854 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2031  | 3922 | 4070 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2038  | 15130 | 16158 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2039  | 17112 | 18264 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2053  | 1073315 | 1115856 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2035  | 105046 | 110992 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2035  | 75312 | 79271 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2036  | 10350 | 11015 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2040  | 3666 | 3908 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2053  | 829507 | 861451 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032  | 55692 | 58122 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032  | 38720 | 40509 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035  | 107805 | 113168 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035  | 100122 | 105529 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035  | 36858 | 38998 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035  | 4906 | 5120 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2036  | 17861 | 19051 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2036  | 3184 | 3379 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2038  | 634 | 680 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2053  | 208100 | 216022 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2031  | 6348 | 6595 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2032  | 5572 | 5815 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2032  | 4611 | 4810 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036  | 306536 | 320714 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2037  | 12625 | 13498 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2037  | 5658 | 6037 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2037  | 353 | 378 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2054  | 5360745 | 5557300 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2032  | 60614 | 63323 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2032  | 6865 | 7165 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2036  | 59976 | 63759 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2036  | 5606 | 5809 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2037  | 1043 | 1114 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2038  | 25696 | 26633 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2039  | 1425 | 1532 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053  | 45701047 | 47440977 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053  | 3203319 | 3325025 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2054  | 627322 | 659588 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2053  | 71122452 | 74969594 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053  | 4243322 | 4484454 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053  | 4174561 | 4400731 |
| Freddie Mac 4.5% 11/1/2054  | 1247887 | 1200548 |
| Freddie Mac Gold Pool 1.5% 1/1/2037  | 829305 | 745455 |
| Freddie Mac Gold Pool 1.5% 1/1/2037  | 312680 | 279404 |
| Freddie Mac Gold Pool 1.5% 10/1/2036  | 6706874 | 5999403 |
| Freddie Mac Gold Pool 1.5% 10/1/2036  | 1375150 | 1230093 |
| Freddie Mac Gold Pool 1.5% 10/1/2036  | 900733 | 808534 |
| Freddie Mac Gold Pool 1.5% 10/1/2036  | 722656 | 647782 |
| Freddie Mac Gold Pool 1.5% 10/1/2041  | 12099107 | 10042459 |
| Freddie Mac Gold Pool 1.5% 10/1/2051  | 57674926 | 43755198 |
| Freddie Mac Gold Pool 1.5% 10/1/2051  | 3898442 | 2957561 |
| Freddie Mac Gold Pool 1.5% 10/1/2051  | 1674526 | 1270383 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 50239499 | 44892911 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 20332781 | 18187988 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 2609285 | 2345462 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 1586242 | 1416439 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 893324 | 799092 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 716591 | 642345 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 709607 | 636750 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 554029 | 499396 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 404653 | 361337 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 346403 | 310729 |
| Freddie Mac Gold Pool 1.5% 11/1/2037  | 1618743 | 1446473 |
| Freddie Mac Gold Pool 1.5% 11/1/2051  | 70307111 | 53338631 |
| Freddie Mac Gold Pool 1.5% 12/1/2036  | 35431231 | 31660568 |
| Freddie Mac Gold Pool 1.5% 12/1/2036  | 8589445 | 7675339 |
| Freddie Mac Gold Pool 1.5% 12/1/2036  | 2546719 | 2289222 |
| Freddie Mac Gold Pool 1.5% 12/1/2036  | 2191999 | 1958722 |
| Freddie Mac Gold Pool 1.5% 12/1/2036  | 567800 | 507373 |
| Freddie Mac Gold Pool 1.5% 12/1/2036  | 88834 | 79713 |
| Freddie Mac Gold Pool 1.5% 12/1/2050  | 13554208 | 10304105 |
| Freddie Mac Gold Pool 1.5% 12/1/2051  | 36646384 | 27801852 |
| Freddie Mac Gold Pool 1.5% 2/1/2037  | 186016 | 166220 |
| Freddie Mac Gold Pool 1.5% 3/1/2036  | 6659093 | 5973310 |
| Freddie Mac Gold Pool 1.5% 3/1/2037  | 241383 | 215695 |
| Freddie Mac Gold Pool 1.5% 3/1/2037  | 210263 | 187887 |
| Freddie Mac Gold Pool 1.5% 4/1/2037  | 13615397 | 12166419 |
| Freddie Mac Gold Pool 1.5% 4/1/2037  | 792308 | 707989 |
| Freddie Mac Gold Pool 1.5% 5/1/2051  | 1059904 | 804429 |
| Freddie Mac Gold Pool 1.5% 6/1/2036  | 332005 | 297814 |
| Freddie Mac Gold Pool 1.5% 7/1/2035  | 2222935 | 2005817 |
| Freddie Mac Gold Pool 1.5% 7/1/2036  | 2928550 | 2625124 |
| Freddie Mac Gold Pool 1.5% 7/1/2041  | 31285556 | 26049054 |
| Freddie Mac Gold Pool 1.5% 8/1/2035  | 214448 | 192698 |
| Freddie Mac Gold Pool 1.5% 8/1/2036  | 9482987 | 8500460 |
| Freddie Mac Gold Pool 1.5% 9/1/2050  | 30170760 | 22936249 |
| Freddie Mac Gold Pool 1.5% 9/1/2051  | 917823 | 696309 |
| Freddie Mac Gold Pool 1.5% 9/1/2051  | 520066 | 394549 |
| Freddie Mac Gold Pool 2% 1/1/2036  | 490320 | 452816 |
| Freddie Mac Gold Pool 2% 1/1/2036  | 483936 | 445710 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 567030813 | 454413730 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 30697822 | 24639349 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 144154 | 114758 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 4354604 | 3526485 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 2992795 | 2380631 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 883230 | 702569 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 66735 | 53231 |
| Freddie Mac Gold Pool 2% 1/1/2054  | 968299 | 772356 |
| Freddie Mac Gold Pool 2% 10/1/2035  | 37058396 | 34165958 |
| Freddie Mac Gold Pool 2% 10/1/2035  | 359793 | 332273 |
| Freddie Mac Gold Pool 2% 10/1/2036  | 1444530 | 1326366 |
| Freddie Mac Gold Pool 2% 10/1/2036  | 919418 | 843922 |
| Freddie Mac Gold Pool 2% 10/1/2036  | 527927 | 484742 |
| Freddie Mac Gold Pool 2% 10/1/2036  | 446181 | 410032 |
| Freddie Mac Gold Pool 2% 10/1/2036  | 32809 | 30217 |
| Freddie Mac Gold Pool 2% 10/1/2050  | 1133171 | 909176 |
| Freddie Mac Gold Pool 2% 11/1/2035  | 17695404 | 16314263 |
| Freddie Mac Gold Pool 2% 11/1/2036  | 12203070 | 11201036 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 45803415 | 36749412 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 6635429 | 5323798 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 4395584 | 3561045 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 2989693 | 2377229 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 97494 | 77765 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 37327631 | 29832396 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 35147572 | 28177953 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 31540841 | 25286422 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 899434 | 725296 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 811013 | 648165 |
| Freddie Mac Gold Pool 2% 11/1/2053  | 140157 | 111357 |
| Freddie Mac Gold Pool 2% 12/1/2035  | 13446786 | 12384647 |
| Freddie Mac Gold Pool 2% 12/1/2035  | 1903081 | 1752760 |
| Freddie Mac Gold Pool 2% 12/1/2035  | 421899 | 387519 |
| Freddie Mac Gold Pool 2% 12/1/2036  | 3647839 | 3363122 |
| Freddie Mac Gold Pool 2% 12/1/2036  | 1432955 | 1321112 |
| Freddie Mac Gold Pool 2% 12/1/2036  | 539895 | 495394 |
| Freddie Mac Gold Pool 2% 12/1/2050  | 10890135 | 8727263 |
| Freddie Mac Gold Pool 2% 12/1/2050  | 6874659 | 5515739 |
| Freddie Mac Gold Pool 2% 12/1/2050  | 3585613 | 2879082 |
| Freddie Mac Gold Pool 2% 12/1/2050  | 1658486 | 1331170 |
| Freddie Mac Gold Pool 2% 12/1/2050  | 833353 | 663415 |
| Freddie Mac Gold Pool 2% 12/1/2050  | 649380 | 521017 |
| Freddie Mac Gold Pool 2% 12/1/2050  | 183879 | 147359 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 69404365 | 56097230 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 6534214 | 5222170 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 2688218 | 2176157 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 1433787 | 1153506 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 560537 | 447984 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 97140 | 78150 |
| Freddie Mac Gold Pool 2% 2/1/2035  | 326201 | 306041 |
| Freddie Mac Gold Pool 2% 2/1/2035  | 23887 | 22247 |
| Freddie Mac Gold Pool 2% 2/1/2036  | 29203162 | 26896454 |
| Freddie Mac Gold Pool 2% 2/1/2036  | 515888 | 476429 |
| Freddie Mac Gold Pool 2% 2/1/2051  | 1994964 | 1586279 |
| Freddie Mac Gold Pool 2% 2/1/2051  | 320350 | 256726 |
| Freddie Mac Gold Pool 2% 2/1/2051  | 129238 | 103691 |
| Freddie Mac Gold Pool 2% 2/1/2052  | 928884 | 740917 |
| Freddie Mac Gold Pool 2% 2/1/2052  | 90511 | 71913 |
| Freddie Mac Gold Pool 2% 2/1/2052  | 59483 | 47446 |
| Freddie Mac Gold Pool 2% 2/1/2052  | 32559 | 25899 |
| Freddie Mac Gold Pool 2% 2/1/2052  | 24866 | 19780 |
| Freddie Mac Gold Pool 2% 3/1/2036  | 6319419 | 5820259 |
| Freddie Mac Gold Pool 2% 3/1/2037  | 429530 | 395468 |
| Freddie Mac Gold Pool 2% 3/1/2037  | 30798 | 28308 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 154674076 | 123857834 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 222661 | 178300 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 14128029 | 11410384 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 4309476 | 3458965 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 2986607 | 2378509 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 836622 | 666279 |
| Freddie Mac Gold Pool 2% 4/1/2036  | 17884380 | 16454956 |
| Freddie Mac Gold Pool 2% 4/1/2036  | 460145 | 422649 |
| Freddie Mac Gold Pool 2% 4/1/2036  | 63917 | 58629 |
| Freddie Mac Gold Pool 2% 4/1/2042  | 26253166 | 22786084 |
| Freddie Mac Gold Pool 2% 4/1/2051  | 52321259 | 41897117 |
| Freddie Mac Gold Pool 2% 4/1/2052  | 9925368 | 7966513 |
| Freddie Mac Gold Pool 2% 4/1/2052  | 5259841 | 4238204 |
| Freddie Mac Gold Pool 2% 4/1/2052  | 936753 | 747194 |
| Freddie Mac Gold Pool 2% 4/1/2052  | 723674 | 576328 |
| Freddie Mac Gold Pool 2% 5/1/2033  | 15371 | 14481 |
| Freddie Mac Gold Pool 2% 5/1/2037  | 88036 | 80780 |
| Freddie Mac Gold Pool 2% 5/1/2037  | 43317 | 39746 |
| Freddie Mac Gold Pool 2% 5/1/2037  | 18137 | 16642 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 69789531 | 55885125 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 1435983 | 1163350 |
| Freddie Mac Gold Pool 2% 5/1/2052  | 131588 | 104795 |
| Freddie Mac Gold Pool 2% 6/1/2035  | 1044695 | 967400 |
| Freddie Mac Gold Pool 2% 6/1/2035  | 135826 | 125776 |
| Freddie Mac Gold Pool 2% 6/1/2036  | 13829 | 12711 |
| Freddie Mac Gold Pool 2% 6/1/2040  | 791085 | 690135 |
| Freddie Mac Gold Pool 2% 6/1/2052  | 86247 | 68605 |
| Freddie Mac Gold Pool 2% 6/1/2052  | 31083 | 24793 |
| Freddie Mac Gold Pool 2% 7/1/2035  | 12972 | 12012 |
| Freddie Mac Gold Pool 2% 7/1/2036  | 64699 | 59406 |
| Freddie Mac Gold Pool 2% 7/1/2050  | 310530 | 249341 |
| Freddie Mac Gold Pool 2% 7/1/2051  | 40322145 | 32465036 |
| Freddie Mac Gold Pool 2% 7/1/2051  | 2604910 | 2117672 |
| Freddie Mac Gold Pool 2% 7/1/2052  | 870681 | 693403 |
| Freddie Mac Gold Pool 2% 8/1/2035  | 16845 | 15599 |
| Freddie Mac Gold Pool 2% 8/1/2035  | 10501 | 9724 |
| Freddie Mac Gold Pool 2% 8/1/2036  | 1138483 | 1045355 |
| Freddie Mac Gold Pool 2% 8/1/2037  | 822821 | 755000 |
| Freddie Mac Gold Pool 2% 8/1/2051  | 39960973 | 31974437 |
| Freddie Mac Gold Pool 2% 8/1/2052  | 825375 | 658354 |
| Freddie Mac Gold Pool 2% 9/1/2035  | 5779769 | 5328653 |
| Freddie Mac Gold Pool 2% 9/1/2035  | 13159 | 12132 |
| Freddie Mac Gold Pool 2% 9/1/2036  | 2586475 | 2374899 |
| Freddie Mac Gold Pool 2% 9/1/2036  | 21932 | 20138 |
| Freddie Mac Gold Pool 2% 9/1/2041  | 170070063 | 146727862 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 34696 | 27859 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 25199 | 20234 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 16165 | 12980 |
| Freddie Mac Gold Pool 2% 9/1/2051  | 28486162 | 22792964 |
| Freddie Mac Gold Pool 2% 9/1/2052  | 149664 | 119191 |
| Freddie Mac Gold Pool 2.5% 1/1/2030  | 36882 | 35943 |
| Freddie Mac Gold Pool 2.5% 1/1/2031  | 556325 | 540045 |
| Freddie Mac Gold Pool 2.5% 1/1/2032  | 114052 | 110184 |
| Freddie Mac Gold Pool 2.5% 1/1/2035  | 627268 | 594486 |
| Freddie Mac Gold Pool 2.5% 1/1/2037  | 48267 | 44556 |
| Freddie Mac Gold Pool 2.5% 1/1/2040  | 1732073 | 1565520 |
| Freddie Mac Gold Pool 2.5% 1/1/2050  | 23380 | 19679 |
| Freddie Mac Gold Pool 2.5% 1/1/2051  | 2881623 | 2419153 |
| Freddie Mac Gold Pool 2.5% 1/1/2051  | 2148670 | 1798459 |
| Freddie Mac Gold Pool 2.5% 1/1/2051  | 673708 | 572533 |
| Freddie Mac Gold Pool 2.5% 1/1/2051  | 257158 | 215806 |
| Freddie Mac Gold Pool 2.5% 1/1/2051  | 41835 | 35592 |
| Freddie Mac Gold Pool 2.5% 1/1/2051  | 22194 | 18577 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 3938277 | 3286533 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 606025 | 505734 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 601494 | 500073 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 383536 | 322941 |
| Freddie Mac Gold Pool 2.5% 10/1/2029  | 360954 | 352124 |
| Freddie Mac Gold Pool 2.5% 10/1/2029  | 205822 | 200703 |
| Freddie Mac Gold Pool 2.5% 10/1/2031  | 343390 | 332109 |
| Freddie Mac Gold Pool 2.5% 10/1/2031  | 52419 | 50989 |
| Freddie Mac Gold Pool 2.5% 10/1/2031  | 47561 | 45998 |
| Freddie Mac Gold Pool 2.5% 10/1/2032  | 1637569 | 1577363 |
| Freddie Mac Gold Pool 2.5% 10/1/2034  | 520778 | 496979 |
| Freddie Mac Gold Pool 2.5% 10/1/2038  | 869595 | 815724 |
| Freddie Mac Gold Pool 2.5% 10/1/2049  | 966839 | 815599 |
| Freddie Mac Gold Pool 2.5% 10/1/2050  | 104374768 | 87362756 |
| Freddie Mac Gold Pool 2.5% 10/1/2050  | 83913004 | 71153847 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 92398402 | 77194042 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 2492285 | 2072049 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 1995000 | 1658614 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 1964930 | 1633614 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 671475 | 558254 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 26330 | 21997 |
| Freddie Mac Gold Pool 2.5% 11/1/2027  | 4101 | 4032 |
| Freddie Mac Gold Pool 2.5% 11/1/2034  | 274612 | 260946 |
| Freddie Mac Gold Pool 2.5% 11/1/2034  | 8973 | 8526 |
| Freddie Mac Gold Pool 2.5% 11/1/2037  | 841682 | 789540 |
| Freddie Mac Gold Pool 2.5% 11/1/2037  | 288958 | 271057 |
| Freddie Mac Gold Pool 2.5% 11/1/2039  | 121576 | 110087 |
| Freddie Mac Gold Pool 2.5% 11/1/2049  | 496645 | 418025 |
| Freddie Mac Gold Pool 2.5% 11/1/2050  | 41001389 | 34651721 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 2508844 | 2126584 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 911940 | 757889 |
| Freddie Mac Gold Pool 2.5% 12/1/2029  | 474034 | 461940 |
| Freddie Mac Gold Pool 2.5% 12/1/2031  | 16127 | 15586 |
| Freddie Mac Gold Pool 2.5% 12/1/2032  | 1285083 | 1235710 |
| Freddie Mac Gold Pool 2.5% 12/1/2032  | 69892 | 67277 |
| Freddie Mac Gold Pool 2.5% 12/1/2034  | 153922 | 146262 |
| Freddie Mac Gold Pool 2.5% 12/1/2037  | 896886 | 841324 |
| Freddie Mac Gold Pool 2.5% 12/1/2040  | 117923 | 105768 |
| Freddie Mac Gold Pool 2.5% 12/1/2046  | 27916 | 23959 |
| Freddie Mac Gold Pool 2.5% 12/1/2049  | 20956055 | 17638665 |
| Freddie Mac Gold Pool 2.5% 12/1/2049  | 1953999 | 1644677 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 59226640 | 49739882 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 3148071 | 2617260 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 2033704 | 1690792 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 1995062 | 1658665 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 1487930 | 1248667 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 1395153 | 1182145 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 365397 | 303786 |
| Freddie Mac Gold Pool 2.5% 2/1/2027  | 22407 | 22109 |
| Freddie Mac Gold Pool 2.5% 2/1/2030  | 742296 | 722689 |
| Freddie Mac Gold Pool 2.5% 2/1/2032  | 258217 | 249545 |
| Freddie Mac Gold Pool 2.5% 2/1/2032  | 96779 | 93463 |
| Freddie Mac Gold Pool 2.5% 2/1/2032  | 51571 | 49974 |
| Freddie Mac Gold Pool 2.5% 2/1/2032  | 49319 | 47647 |
| Freddie Mac Gold Pool 2.5% 2/1/2033  | 1719368 | 1654441 |
| Freddie Mac Gold Pool 2.5% 2/1/2035  | 24393 | 23095 |
| Freddie Mac Gold Pool 2.5% 2/1/2036  | 63474 | 59661 |
| Freddie Mac Gold Pool 2.5% 2/1/2038  | 161390 | 151392 |
| Freddie Mac Gold Pool 2.5% 2/1/2050  | 365453 | 307601 |
| Freddie Mac Gold Pool 2.5% 2/1/2051  | 266774 | 223293 |
| Freddie Mac Gold Pool 2.5% 2/1/2051  | 196550 | 164391 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 105242634 | 87826062 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 2401068 | 2003716 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 2264246 | 1889536 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 2091864 | 1745682 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 1549736 | 1293271 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 1545915 | 1290082 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 1522824 | 1270813 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 1498347 | 1250386 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 1482513 | 1237172 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 920293 | 765118 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 202299 | 170274 |
| Freddie Mac Gold Pool 2.5% 3/1/2028  | 628633 | 617505 |
| Freddie Mac Gold Pool 2.5% 3/1/2028  | 1854 | 1820 |
| Freddie Mac Gold Pool 2.5% 3/1/2030  | 13854 | 13493 |
| Freddie Mac Gold Pool 2.5% 3/1/2031  | 81867 | 79358 |
| Freddie Mac Gold Pool 2.5% 3/1/2032  | 8541900 | 8246103 |
| Freddie Mac Gold Pool 2.5% 3/1/2033  | 1475373 | 1419130 |
| Freddie Mac Gold Pool 2.5% 3/1/2033  | 208483 | 200753 |
| Freddie Mac Gold Pool 2.5% 3/1/2035  | 550926 | 521616 |
| Freddie Mac Gold Pool 2.5% 3/1/2037  | 625413 | 586864 |
| Freddie Mac Gold Pool 2.5% 3/1/2037  | 489594 | 461406 |
| Freddie Mac Gold Pool 2.5% 3/1/2051  | 953565 | 792273 |
| Freddie Mac Gold Pool 2.5% 3/1/2052  | 1533119 | 1279404 |
| Freddie Mac Gold Pool 2.5% 3/1/2052  | 934809 | 777187 |
| Freddie Mac Gold Pool 2.5% 3/1/2052  | 730542 | 613982 |
| Freddie Mac Gold Pool 2.5% 3/1/2052  | 74692 | 62891 |
| Freddie Mac Gold Pool 2.5% 3/1/2052  | 41456 | 34595 |
| Freddie Mac Gold Pool 2.5% 4/1/2027  | 1026 | 1011 |
| Freddie Mac Gold Pool 2.5% 4/1/2030  | 16177 | 15751 |
| Freddie Mac Gold Pool 2.5% 4/1/2031  | 2089334 | 2024548 |
| Freddie Mac Gold Pool 2.5% 4/1/2032  | 277593 | 267888 |
| Freddie Mac Gold Pool 2.5% 4/1/2033  | 442536 | 425363 |
| Freddie Mac Gold Pool 2.5% 4/1/2033  | 155870 | 150142 |
| Freddie Mac Gold Pool 2.5% 4/1/2035  | 534112 | 505698 |
| Freddie Mac Gold Pool 2.5% 4/1/2040  | 2895662 | 2611208 |
| Freddie Mac Gold Pool 2.5% 4/1/2042  | 21359698 | 18990568 |
| Freddie Mac Gold Pool 2.5% 4/1/2050  | 129384 | 108619 |
| Freddie Mac Gold Pool 2.5% 4/1/2051  | 1994957 | 1657955 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 12832020 | 10720483 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 2767637 | 2342488 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 451965 | 377170 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 36445 | 30391 |
| Freddie Mac Gold Pool 2.5% 5/1/2032  | 13170 | 12718 |
| Freddie Mac Gold Pool 2.5% 5/1/2035  | 468780 | 443841 |
| Freddie Mac Gold Pool 2.5% 5/1/2050  | 878942 | 737881 |
| Freddie Mac Gold Pool 2.5% 5/1/2051  | 79855467 | 66789939 |
| Freddie Mac Gold Pool 2.5% 5/1/2051  | 2614942 | 2216517 |
| Freddie Mac Gold Pool 2.5% 5/1/2051  | 372075 | 309571 |
| Freddie Mac Gold Pool 2.5% 5/1/2052  | 943423 | 786707 |
| Freddie Mac Gold Pool 2.5% 6/1/2027  | 16348 | 16140 |
| Freddie Mac Gold Pool 2.5% 6/1/2027  | 4237 | 4174 |
| Freddie Mac Gold Pool 2.5% 6/1/2030  | 320945 | 312304 |
| Freddie Mac Gold Pool 2.5% 6/1/2031  | 77872 | 75398 |
| Freddie Mac Gold Pool 2.5% 6/1/2032  | 165655 | 159456 |
| Freddie Mac Gold Pool 2.5% 6/1/2040  | 5133281 | 4625243 |
| Freddie Mac Gold Pool 2.5% 6/1/2050  | 5035126 | 4227040 |
| Freddie Mac Gold Pool 2.5% 6/1/2050  | 2959577 | 2484595 |
| Freddie Mac Gold Pool 2.5% 6/1/2050  | 2403842 | 2018050 |
| Freddie Mac Gold Pool 2.5% 6/1/2052  | 265955 | 221776 |
| Freddie Mac Gold Pool 2.5% 7/1/2028  | 18690 | 18326 |
| Freddie Mac Gold Pool 2.5% 7/1/2030  | 5780910 | 5625222 |
| Freddie Mac Gold Pool 2.5% 7/1/2030  | 85754 | 83546 |
| Freddie Mac Gold Pool 2.5% 7/1/2030  | 3492 | 3395 |
| Freddie Mac Gold Pool 2.5% 7/1/2031  | 130200 | 126066 |
| Freddie Mac Gold Pool 2.5% 7/1/2031  | 54907 | 53183 |
| Freddie Mac Gold Pool 2.5% 7/1/2033  | 581329 | 559769 |
| Freddie Mac Gold Pool 2.5% 7/1/2033  | 30288 | 29144 |
| Freddie Mac Gold Pool 2.5% 7/1/2033  | 16263 | 15632 |
| Freddie Mac Gold Pool 2.5% 7/1/2035  | 1570630 | 1485600 |
| Freddie Mac Gold Pool 2.5% 7/1/2040  | 756119 | 680455 |
| Freddie Mac Gold Pool 2.5% 7/1/2049  | 114406 | 96509 |
| Freddie Mac Gold Pool 2.5% 7/1/2050  | 85558435 | 71827188 |
| Freddie Mac Gold Pool 2.5% 7/1/2050  | 163191 | 137000 |
| Freddie Mac Gold Pool 2.5% 7/1/2050  | 100130 | 84060 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 48305322 | 40401862 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 41782935 | 34946633 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 29048981 | 24268908 |
| Freddie Mac Gold Pool 2.5% 7/1/2052  | 984503 | 818193 |
| Freddie Mac Gold Pool 2.5% 7/1/2052  | 443827 | 368852 |
| Freddie Mac Gold Pool 2.5% 8/1/2031  | 1766440 | 1709679 |
| Freddie Mac Gold Pool 2.5% 8/1/2031  | 220022 | 212954 |
| Freddie Mac Gold Pool 2.5% 8/1/2031  | 50121 | 48456 |
| Freddie Mac Gold Pool 2.5% 8/1/2032  | 29543 | 28487 |
| Freddie Mac Gold Pool 2.5% 8/1/2035  | 18213578 | 17227542 |
| Freddie Mac Gold Pool 2.5% 8/1/2046  | 152011 | 130465 |
| Freddie Mac Gold Pool 2.5% 8/1/2049  | 60740 | 51239 |
| Freddie Mac Gold Pool 2.5% 8/1/2050  | 54385516 | 45555228 |
| Freddie Mac Gold Pool 2.5% 8/1/2050  | 158444 | 132718 |
| Freddie Mac Gold Pool 2.5% 8/1/2051  | 67487575 | 56382346 |
| Freddie Mac Gold Pool 2.5% 8/1/2051  | 1991462 | 1655050 |
| Freddie Mac Gold Pool 2.5% 8/1/2051  | 636428 | 534089 |
| Freddie Mac Gold Pool 2.5% 9/1/2027  | 1075 | 1057 |
| Freddie Mac Gold Pool 2.5% 9/1/2031  | 1180231 | 1141454 |
| Freddie Mac Gold Pool 2.5% 9/1/2031  | 69265 | 67014 |
| Freddie Mac Gold Pool 2.5% 9/1/2031  | 55310 | 53474 |
| Freddie Mac Gold Pool 2.5% 9/1/2031  | 5099 | 4931 |
| Freddie Mac Gold Pool 2.5% 9/1/2032  | 154143 | 148638 |
| Freddie Mac Gold Pool 2.5% 9/1/2032  | 152405 | 146754 |
| Freddie Mac Gold Pool 2.5% 9/1/2032  | 149369 | 143928 |
| Freddie Mac Gold Pool 2.5% 9/1/2032  | 106456 | 102438 |
| Freddie Mac Gold Pool 2.5% 9/1/2035  | 17956193 | 16972868 |
| Freddie Mac Gold Pool 2.5% 9/1/2036  | 98025 | 90655 |
| Freddie Mac Gold Pool 2.5% 9/1/2037  | 738501 | 692751 |
| Freddie Mac Gold Pool 2.5% 9/1/2037  | 39798 | 37333 |
| Freddie Mac Gold Pool 2.5% 9/1/2040  | 59202 | 51551 |
| Freddie Mac Gold Pool 2.5% 9/1/2050  | 21106774 | 17679779 |
| Freddie Mac Gold Pool 2.5% 9/1/2051  | 15492305 | 12943012 |
| Freddie Mac Gold Pool 2.5% 9/1/2051  | 9159344 | 7612082 |
| Freddie Mac Gold Pool 2.5% 9/1/2051  | 1896437 | 1584374 |
| Freddie Mac Gold Pool 2.5% 9/1/2051  | 449980 | 375935 |
| Freddie Mac Gold Pool 3% 1/1/2027  | 52108 | 51606 |
| Freddie Mac Gold Pool 3% 1/1/2028  | 41020 | 40509 |
| Freddie Mac Gold Pool 3% 1/1/2028  | 19342 | 19097 |
| Freddie Mac Gold Pool 3% 1/1/2028  | 2337 | 2307 |
| Freddie Mac Gold Pool 3% 1/1/2029  | 1701 | 1675 |
| Freddie Mac Gold Pool 3% 1/1/2031  | 35121 | 34460 |
| Freddie Mac Gold Pool 3% 1/1/2033  | 405077 | 394369 |
| Freddie Mac Gold Pool 3% 1/1/2040  | 801483 | 742440 |
| Freddie Mac Gold Pool 3% 1/1/2043  | 1078441 | 988114 |
| Freddie Mac Gold Pool 3% 1/1/2043  | 150076 | 137101 |
| Freddie Mac Gold Pool 3% 1/1/2043  | 61739 | 56500 |
| Freddie Mac Gold Pool 3% 1/1/2043  | 8408 | 7730 |
| Freddie Mac Gold Pool 3% 1/1/2044  | 2138221 | 1954088 |
| Freddie Mac Gold Pool 3% 1/1/2045  | 1031292 | 932814 |
| Freddie Mac Gold Pool 3% 1/1/2047  | 44011216 | 39361770 |
| Freddie Mac Gold Pool 3% 1/1/2047  | 11008 | 9834 |
| Freddie Mac Gold Pool 3% 1/1/2048  | 913767 | 812380 |
| Freddie Mac Gold Pool 3% 1/1/2048  | 29724 | 26392 |
| Freddie Mac Gold Pool 3% 1/1/2050  | 503334 | 442032 |
| Freddie Mac Gold Pool 3% 1/1/2050  | 318963 | 280315 |
| Freddie Mac Gold Pool 3% 1/1/2050  | 24025 | 21099 |
| Freddie Mac Gold Pool 3% 1/1/2051  | 1875539 | 1645941 |
| Freddie Mac Gold Pool 3% 1/1/2052  | 1016449 | 890112 |
| Freddie Mac Gold Pool 3% 1/1/2052  | 309976 | 270770 |
| Freddie Mac Gold Pool 3% 10/1/2026  | 24799 | 24571 |
| Freddie Mac Gold Pool 3% 10/1/2027  | 26874 | 26540 |
| Freddie Mac Gold Pool 3% 10/1/2028  | 837374 | 825089 |
| Freddie Mac Gold Pool 3% 10/1/2028  | 648494 | 638977 |
| Freddie Mac Gold Pool 3% 10/1/2028  | 97931 | 96378 |
| Freddie Mac Gold Pool 3% 10/1/2028  | 81341 | 80407 |
| Freddie Mac Gold Pool 3% 10/1/2028  | 13473 | 13273 |
| Freddie Mac Gold Pool 3% 10/1/2028  | 10600 | 10483 |
| Freddie Mac Gold Pool 3% 10/1/2029  | 118752 | 116682 |
| Freddie Mac Gold Pool 3% 10/1/2029  | 82871 | 81443 |
| Freddie Mac Gold Pool 3% 10/1/2029  | 4143 | 4067 |
| Freddie Mac Gold Pool 3% 10/1/2030  | 492012 | 482543 |
| Freddie Mac Gold Pool 3% 10/1/2030  | 221642 | 217068 |
| Freddie Mac Gold Pool 3% 10/1/2030  | 144052 | 141109 |
| Freddie Mac Gold Pool 3% 10/1/2032  | 106275 | 103640 |
| Freddie Mac Gold Pool 3% 10/1/2033  | 225480 | 219012 |
| Freddie Mac Gold Pool 3% 10/1/2039  | 262803 | 247960 |
| Freddie Mac Gold Pool 3% 10/1/2039  | 259836 | 241750 |
| Freddie Mac Gold Pool 3% 10/1/2040  | 331726 | 305526 |
| Freddie Mac Gold Pool 3% 10/1/2042  | 1006730 | 921458 |
| Freddie Mac Gold Pool 3% 10/1/2042  | 597224 | 546116 |
| Freddie Mac Gold Pool 3% 10/1/2042  | 107416 | 98447 |
| Freddie Mac Gold Pool 3% 10/1/2042  | 80501 | 73636 |
| Freddie Mac Gold Pool 3% 10/1/2042  | 56352 | 51753 |
| Freddie Mac Gold Pool 3% 10/1/2042  | 8848 | 8256 |
| Freddie Mac Gold Pool 3% 10/1/2043  | 995594 | 911497 |
| Freddie Mac Gold Pool 3% 10/1/2043  | 106551 | 97545 |
| Freddie Mac Gold Pool 3% 10/1/2043  | 39649 | 36175 |
| Freddie Mac Gold Pool 3% 10/1/2043  | 21665 | 19816 |
| Freddie Mac Gold Pool 3% 10/1/2047  | 1183425 | 1054707 |
| Freddie Mac Gold Pool 3% 10/1/2048  | 567109 | 501407 |
| Freddie Mac Gold Pool 3% 10/1/2049  | 12890393 | 11328503 |
| Freddie Mac Gold Pool 3% 10/1/2049  | 646894 | 568512 |
| Freddie Mac Gold Pool 3% 10/1/2049  | 438139 | 385051 |
| Freddie Mac Gold Pool 3% 10/1/2049  | 288075 | 253170 |
| Freddie Mac Gold Pool 3% 10/1/2049  | 62230 | 54690 |
| Freddie Mac Gold Pool 3% 10/1/2050  | 9157125 | 8038999 |
| Freddie Mac Gold Pool 3% 10/1/2050  | 1014552 | 889085 |
| Freddie Mac Gold Pool 3% 10/1/2050  | 64617 | 56626 |
| Freddie Mac Gold Pool 3% 10/1/2051  | 1840373 | 1613355 |
| Freddie Mac Gold Pool 3% 10/1/2051  | 161167 | 140632 |
| Freddie Mac Gold Pool 3% 11/1/2028  | 21546 | 21202 |
| Freddie Mac Gold Pool 3% 11/1/2029  | 24527 | 24095 |
| Freddie Mac Gold Pool 3% 11/1/2030  | 1208421 | 1189315 |
| Freddie Mac Gold Pool 3% 11/1/2030  | 8870 | 8690 |
| Freddie Mac Gold Pool 3% 11/1/2032  | 272713 | 266228 |
| Freddie Mac Gold Pool 3% 11/1/2032  | 114833 | 111963 |
| Freddie Mac Gold Pool 3% 11/1/2033  | 329225 | 319779 |
| Freddie Mac Gold Pool 3% 11/1/2034  | 43924 | 42405 |
| Freddie Mac Gold Pool 3% 11/1/2042  | 216183 | 197234 |
| Freddie Mac Gold Pool 3% 11/1/2042  | 141848 | 130197 |
| Freddie Mac Gold Pool 3% 11/1/2043  | 22294 | 20329 |
| Freddie Mac Gold Pool 3% 11/1/2047  | 81303 | 72282 |
| Freddie Mac Gold Pool 3% 11/1/2048  | 1989309 | 1758838 |
| Freddie Mac Gold Pool 3% 11/1/2049  | 189204 | 166279 |
| Freddie Mac Gold Pool 3% 11/1/2049  | 81715 | 71814 |
| Freddie Mac Gold Pool 3% 11/1/2050  | 1234670 | 1081982 |
| Freddie Mac Gold Pool 3% 11/1/2051  | 1731712 | 1514309 |
| Freddie Mac Gold Pool 3% 12/1/2028  | 1695 | 1668 |
| Freddie Mac Gold Pool 3% 12/1/2029  | 1274297 | 1251602 |
| Freddie Mac Gold Pool 3% 12/1/2030  | 4510 | 4416 |
| Freddie Mac Gold Pool 3% 12/1/2032  | 762645 | 743100 |
| Freddie Mac Gold Pool 3% 12/1/2032  | 618065 | 602493 |
| Freddie Mac Gold Pool 3% 12/1/2032  | 152719 | 148753 |
| Freddie Mac Gold Pool 3% 12/1/2032  | 18777 | 18284 |
| Freddie Mac Gold Pool 3% 12/1/2034  | 234626 | 226513 |
| Freddie Mac Gold Pool 3% 12/1/2042  | 20956304 | 19279125 |
| Freddie Mac Gold Pool 3% 12/1/2042  | 142556 | 130563 |
| Freddie Mac Gold Pool 3% 12/1/2042  | 78790 | 72063 |
| Freddie Mac Gold Pool 3% 12/1/2042  | 66125 | 60573 |
| Freddie Mac Gold Pool 3% 12/1/2044  | 1293507 | 1150116 |
| Freddie Mac Gold Pool 3% 12/1/2047  | 255823 | 227439 |
| Freddie Mac Gold Pool 3% 12/1/2049  | 1954241 | 1716230 |
| Freddie Mac Gold Pool 3% 12/1/2049  | 218759 | 193415 |
| Freddie Mac Gold Pool 3% 12/1/2051  | 787185 | 682948 |
| Freddie Mac Gold Pool 3% 12/1/2051  | 61389 | 53260 |
| Freddie Mac Gold Pool 3% 2/1/2027  | 34718 | 34371 |
| Freddie Mac Gold Pool 3% 2/1/2028  | 17671 | 17443 |
| Freddie Mac Gold Pool 3% 2/1/2028  | 8164 | 8052 |
| Freddie Mac Gold Pool 3% 2/1/2029  | 1766 | 1738 |
| Freddie Mac Gold Pool 3% 2/1/2030  | 104696 | 102807 |
| Freddie Mac Gold Pool 3% 2/1/2030  | 91026 | 89384 |
| Freddie Mac Gold Pool 3% 2/1/2030  | 69179 | 68023 |
| Freddie Mac Gold Pool 3% 2/1/2030  | 12482 | 12255 |
| Freddie Mac Gold Pool 3% 2/1/2031  | 4426 | 4334 |
| Freddie Mac Gold Pool 3% 2/1/2032  | 4682 | 4572 |
| Freddie Mac Gold Pool 3% 2/1/2033  | 1795315 | 1750073 |
| Freddie Mac Gold Pool 3% 2/1/2033  | 253856 | 247091 |
| Freddie Mac Gold Pool 3% 2/1/2033  | 107172 | 104227 |
| Freddie Mac Gold Pool 3% 2/1/2035  | 897966 | 866637 |
| Freddie Mac Gold Pool 3% 2/1/2038  | 613205 | 581063 |
| Freddie Mac Gold Pool 3% 2/1/2040  | 5150974 | 4771517 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 1096890 | 1002161 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 817873 | 752006 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 518167 | 475534 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 152095 | 139495 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 44211 | 40510 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 12493 | 11442 |
| Freddie Mac Gold Pool 3% 2/1/2047  | 4061833 | 3628924 |
| Freddie Mac Gold Pool 3% 2/1/2047  | 3921272 | 3503344 |
| Freddie Mac Gold Pool 3% 2/1/2049  | 310125 | 274099 |
| Freddie Mac Gold Pool 3% 2/1/2050  | 627655 | 545327 |
| Freddie Mac Gold Pool 3% 2/1/2050  | 270086 | 238120 |
| Freddie Mac Gold Pool 3% 2/1/2050  | 267930 | 235298 |
| Freddie Mac Gold Pool 3% 2/1/2050  | 44966 | 39448 |
| Freddie Mac Gold Pool 3% 2/1/2052  | 1990344 | 1726788 |
| Freddie Mac Gold Pool 3% 3/1/2027  | 127950 | 126619 |
| Freddie Mac Gold Pool 3% 3/1/2027  | 35078 | 34713 |
| Freddie Mac Gold Pool 3% 3/1/2027  | 8346 | 8260 |
| Freddie Mac Gold Pool 3% 3/1/2032  | 2659689 | 2597206 |
| Freddie Mac Gold Pool 3% 3/1/2032  | 46531 | 45485 |
| Freddie Mac Gold Pool 3% 3/1/2033  | 499799 | 486483 |
| Freddie Mac Gold Pool 3% 3/1/2033  | 146636 | 142943 |
| Freddie Mac Gold Pool 3% 3/1/2033  | 44896 | 43708 |
| Freddie Mac Gold Pool 3% 3/1/2040  | 2956780 | 2738963 |
| Freddie Mac Gold Pool 3% 3/1/2040  | 291788 | 270292 |
| Freddie Mac Gold Pool 3% 3/1/2043  | 540288 | 497650 |
| Freddie Mac Gold Pool 3% 3/1/2043  | 519183 | 476051 |
| Freddie Mac Gold Pool 3% 3/1/2043  | 333474 | 304679 |
| Freddie Mac Gold Pool 3% 3/1/2043  | 97237 | 88939 |
| Freddie Mac Gold Pool 3% 3/1/2043  | 35660 | 32744 |
| Freddie Mac Gold Pool 3% 3/1/2045  | 869432 | 787222 |
| Freddie Mac Gold Pool 3% 3/1/2045  | 850578 | 767224 |
| Freddie Mac Gold Pool 3% 3/1/2045  | 495750 | 448387 |
| Freddie Mac Gold Pool 3% 3/1/2047  | 9002316 | 8042851 |
| Freddie Mac Gold Pool 3% 3/1/2048  | 200640 | 178148 |
| Freddie Mac Gold Pool 3% 3/1/2049  | 237215 | 209140 |
| Freddie Mac Gold Pool 3% 3/1/2049  | 232957 | 205385 |
| Freddie Mac Gold Pool 3% 3/1/2050  | 3931688 | 3466355 |
| Freddie Mac Gold Pool 3% 3/1/2050  | 196697 | 172557 |
| Freddie Mac Gold Pool 3% 3/1/2052  | 898901 | 779872 |
| Freddie Mac Gold Pool 3% 3/1/2052  | 171308 | 148624 |
| Freddie Mac Gold Pool 3% 4/1/2027  | 41496 | 41065 |
| Freddie Mac Gold Pool 3% 4/1/2027  | 13399 | 13255 |
| Freddie Mac Gold Pool 3% 4/1/2028  | 104704 | 103271 |
| Freddie Mac Gold Pool 3% 4/1/2028  | 37383 | 36875 |
| Freddie Mac Gold Pool 3% 4/1/2028  | 19408 | 19140 |
| Freddie Mac Gold Pool 3% 4/1/2029  | 11764 | 11571 |
| Freddie Mac Gold Pool 3% 4/1/2030  | 118850 | 116652 |
| Freddie Mac Gold Pool 3% 4/1/2030  | 29521 | 28970 |
| Freddie Mac Gold Pool 3% 4/1/2030  | 20051 | 19676 |
| Freddie Mac Gold Pool 3% 4/1/2033  | 54159 | 52704 |
| Freddie Mac Gold Pool 3% 4/1/2034  | 285355 | 276470 |
| Freddie Mac Gold Pool 3% 4/1/2034  | 32103 | 31137 |
| Freddie Mac Gold Pool 3% 4/1/2038  | 96025 | 90602 |
| Freddie Mac Gold Pool 3% 4/1/2039  | 411096 | 384666 |
| Freddie Mac Gold Pool 3% 4/1/2040  | 549045 | 507398 |
| Freddie Mac Gold Pool 3% 4/1/2043  | 1845703 | 1689007 |
| Freddie Mac Gold Pool 3% 4/1/2043  | 113967 | 104539 |
| Freddie Mac Gold Pool 3% 4/1/2043  | 28473 | 26026 |
| Freddie Mac Gold Pool 3% 4/1/2043  | 18415 | 16890 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 630007 | 569376 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 61455 | 55416 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 29677 | 26666 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 20412 | 18543 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 16259 | 14739 |
| Freddie Mac Gold Pool 3% 4/1/2047  | 261934 | 234017 |
| Freddie Mac Gold Pool 3% 4/1/2048  | 63319 | 56102 |
| Freddie Mac Gold Pool 3% 4/1/2049  | 252211 | 222360 |
| Freddie Mac Gold Pool 3% 4/1/2050  | 13018749 | 11477922 |
| Freddie Mac Gold Pool 3% 4/1/2050  | 2515442 | 2206723 |
| Freddie Mac Gold Pool 3% 4/1/2050  | 292925 | 256975 |
| Freddie Mac Gold Pool 3% 4/1/2051  | 184659 | 161707 |
| Freddie Mac Gold Pool 3% 4/1/2052  | 871679 | 755709 |
| Freddie Mac Gold Pool 3% 4/1/2052  | 72643 | 62978 |
| Freddie Mac Gold Pool 3% 5/1/2028  | 40296 | 39763 |
| Freddie Mac Gold Pool 3% 5/1/2029  | 21486 | 21197 |
| Freddie Mac Gold Pool 3% 5/1/2029  | 2645 | 2597 |
| Freddie Mac Gold Pool 3% 5/1/2029  | 1389 | 1367 |
| Freddie Mac Gold Pool 3% 5/1/2030  | 43549 | 42796 |
| Freddie Mac Gold Pool 3% 5/1/2030  | 32430 | 31821 |
| Freddie Mac Gold Pool 3% 5/1/2030  | 13309 | 13061 |
| Freddie Mac Gold Pool 3% 5/1/2032  | 2925259 | 2855878 |
| Freddie Mac Gold Pool 3% 5/1/2033  | 7968 | 7754 |
| Freddie Mac Gold Pool 3% 5/1/2043  | 4551206 | 4155370 |
| Freddie Mac Gold Pool 3% 5/1/2043  | 698509 | 638127 |
| Freddie Mac Gold Pool 3% 5/1/2043  | 655399 | 600419 |
| Freddie Mac Gold Pool 3% 5/1/2043  | 378278 | 345505 |
| Freddie Mac Gold Pool 3% 5/1/2043  | 227823 | 207188 |
| Freddie Mac Gold Pool 3% 5/1/2043  | 203786 | 186882 |
| Freddie Mac Gold Pool 3% 5/1/2043  | 857 | 777 |
| Freddie Mac Gold Pool 3% 5/1/2045  | 1519853 | 1373001 |
| Freddie Mac Gold Pool 3% 5/1/2048  | 644002 | 570599 |
| Freddie Mac Gold Pool 3% 5/1/2050  | 3080704 | 2700685 |
| Freddie Mac Gold Pool 3% 5/1/2050  | 629846 | 552152 |
| Freddie Mac Gold Pool 3% 5/1/2051  | 637023 | 558045 |
| Freddie Mac Gold Pool 3% 5/1/2051  | 448798 | 393156 |
| Freddie Mac Gold Pool 3% 5/1/2052  | 11564443 | 10025886 |
| Freddie Mac Gold Pool 3% 5/1/2052  | 368412 | 320319 |
| Freddie Mac Gold Pool 3% 6/1/2027  | 28550 | 28222 |
| Freddie Mac Gold Pool 3% 6/1/2028  | 93260 | 92020 |
| Freddie Mac Gold Pool 3% 6/1/2028  | 44177 | 43534 |
| Freddie Mac Gold Pool 3% 6/1/2029  | 7076 | 6958 |
| Freddie Mac Gold Pool 3% 6/1/2030  | 619040 | 607404 |
| Freddie Mac Gold Pool 3% 6/1/2030  | 31512 | 30929 |
| Freddie Mac Gold Pool 3% 6/1/2031  | 34667 | 33915 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 2323336 | 2126806 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 405222 | 370736 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 402800 | 370689 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 281517 | 257640 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 275684 | 251736 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 188026 | 171621 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 64797 | 59123 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 40750 | 37170 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 37201 | 33915 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 3171 | 2913 |
| Freddie Mac Gold Pool 3% 6/1/2045  | 4050710 | 3657936 |
| Freddie Mac Gold Pool 3% 6/1/2045  | 98700 | 89300 |
| Freddie Mac Gold Pool 3% 6/1/2045  | 51620 | 46441 |
| Freddie Mac Gold Pool 3% 6/1/2045  | 4588 | 4150 |
| Freddie Mac Gold Pool 3% 6/1/2049  | 416169 | 365873 |
| Freddie Mac Gold Pool 3% 6/1/2049  | 47009 | 41327 |
| Freddie Mac Gold Pool 3% 6/1/2049  | 3803 | 3343 |
| Freddie Mac Gold Pool 3% 6/1/2050  | 59726471 | 52358942 |
| Freddie Mac Gold Pool 3% 6/1/2051  | 36511 | 31665 |
| Freddie Mac Gold Pool 3% 6/1/2052  | 26692606 | 23199758 |
| Freddie Mac Gold Pool 3% 6/1/2053  | 814077 | 705644 |
| Freddie Mac Gold Pool 3% 7/1/2028  | 25151 | 24776 |
| Freddie Mac Gold Pool 3% 7/1/2028  | 15676 | 15454 |
| Freddie Mac Gold Pool 3% 7/1/2028  | 14709 | 14498 |
| Freddie Mac Gold Pool 3% 7/1/2028  | 10911 | 10763 |
| Freddie Mac Gold Pool 3% 7/1/2028  | 1824 | 1799 |
| Freddie Mac Gold Pool 3% 7/1/2029  | 393982 | 387525 |
| Freddie Mac Gold Pool 3% 7/1/2031  | 7042 | 6883 |
| Freddie Mac Gold Pool 3% 7/1/2032  | 1274775 | 1247578 |
| Freddie Mac Gold Pool 3% 7/1/2032  | 574507 | 560246 |
| Freddie Mac Gold Pool 3% 7/1/2034  | 123169 | 119334 |
| Freddie Mac Gold Pool 3% 7/1/2034  | 15028 | 14532 |
| Freddie Mac Gold Pool 3% 7/1/2042  | 1288880 | 1182989 |
| Freddie Mac Gold Pool 3% 7/1/2042  | 75070 | 68993 |
| Freddie Mac Gold Pool 3% 7/1/2042  | 1536 | 1440 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 9103750 | 8309883 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 522005 | 477022 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 515431 | 472624 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 456089 | 416687 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 232918 | 211812 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 174372 | 159482 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 55492 | 50641 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 16694 | 15330 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 764 | 700 |
| Freddie Mac Gold Pool 3% 7/1/2045  | 6464115 | 5834252 |
| Freddie Mac Gold Pool 3% 7/1/2045  | 211861 | 191370 |
| Freddie Mac Gold Pool 3% 7/1/2045  | 137944 | 124732 |
| Freddie Mac Gold Pool 3% 7/1/2045  | 7361 | 6642 |
| Freddie Mac Gold Pool 3% 7/1/2047  | 45484 | 40536 |
| Freddie Mac Gold Pool 3% 7/1/2048  | 467417 | 414141 |
| Freddie Mac Gold Pool 3% 7/1/2049  | 58389 | 51333 |
| Freddie Mac Gold Pool 3% 7/1/2049  | 38452 | 33805 |
| Freddie Mac Gold Pool 3% 7/1/2049  | 9639 | 8474 |
| Freddie Mac Gold Pool 3% 7/1/2051  | 537258 | 465948 |
| Freddie Mac Gold Pool 3% 7/1/2052  | 732787 | 635753 |
| Freddie Mac Gold Pool 3% 8/1/2027  | 29201 | 28868 |
| Freddie Mac Gold Pool 3% 8/1/2028  | 52514 | 51722 |
| Freddie Mac Gold Pool 3% 8/1/2028  | 28042 | 27627 |
| Freddie Mac Gold Pool 3% 8/1/2028  | 9545 | 9411 |
| Freddie Mac Gold Pool 3% 8/1/2028  | 4249 | 4196 |
| Freddie Mac Gold Pool 3% 8/1/2029  | 7768 | 7634 |
| Freddie Mac Gold Pool 3% 8/1/2030  | 1013909 | 994841 |
| Freddie Mac Gold Pool 3% 8/1/2030  | 52395 | 51335 |
| Freddie Mac Gold Pool 3% 8/1/2031  | 61906 | 60549 |
| Freddie Mac Gold Pool 3% 8/1/2032  | 2118358 | 2066707 |
| Freddie Mac Gold Pool 3% 8/1/2034  | 1618684 | 1565245 |
| Freddie Mac Gold Pool 3% 8/1/2042  | 87484 | 80251 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 256551 | 233913 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 137560 | 125608 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 134812 | 122998 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 109804 | 100186 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 85534 | 78275 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 77839 | 71279 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 59717 | 54457 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 45396 | 41404 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 41120 | 37747 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 39379 | 35994 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 31538 | 28718 |
| Freddie Mac Gold Pool 3% 8/1/2047  | 146862 | 130888 |
| Freddie Mac Gold Pool 3% 8/1/2047  | 84099 | 74951 |
| Freddie Mac Gold Pool 3% 8/1/2049  | 165886 | 145838 |
| Freddie Mac Gold Pool 3% 8/1/2049  | 81010 | 71220 |
| Freddie Mac Gold Pool 3% 8/1/2049  | 32421 | 28503 |
| Freddie Mac Gold Pool 3% 8/1/2050  | 253036 | 221823 |
| Freddie Mac Gold Pool 3% 8/1/2050  | 13118 | 11520 |
| Freddie Mac Gold Pool 3% 8/1/2051  | 5455176 | 4731113 |
| Freddie Mac Gold Pool 3% 8/1/2051  | 164460 | 142632 |
| Freddie Mac Gold Pool 3% 8/1/2052  | 638805 | 555215 |
| Freddie Mac Gold Pool 3% 8/1/2053  | 2228051 | 1931278 |
| Freddie Mac Gold Pool 3% 9/1/2027  | 1437 | 1420 |
| Freddie Mac Gold Pool 3% 9/1/2028  | 76171 | 75074 |
| Freddie Mac Gold Pool 3% 9/1/2028  | 36035 | 35482 |
| Freddie Mac Gold Pool 3% 9/1/2029  | 68030 | 66796 |
| Freddie Mac Gold Pool 3% 9/1/2030  | 597384 | 585887 |
| Freddie Mac Gold Pool 3% 9/1/2032  | 335675 | 327009 |
| Freddie Mac Gold Pool 3% 9/1/2032  | 72941 | 71147 |
| Freddie Mac Gold Pool 3% 9/1/2033  | 538128 | 523256 |
| Freddie Mac Gold Pool 3% 9/1/2034  | 1138598 | 1101009 |
| Freddie Mac Gold Pool 3% 9/1/2039  | 51163 | 47810 |
| Freddie Mac Gold Pool 3% 9/1/2042  | 177742 | 163043 |
| Freddie Mac Gold Pool 3% 9/1/2043  | 940957 | 858116 |
| Freddie Mac Gold Pool 3% 9/1/2043  | 248723 | 226052 |
| Freddie Mac Gold Pool 3% 9/1/2043  | 223759 | 203993 |
| Freddie Mac Gold Pool 3% 9/1/2043  | 173053 | 158121 |
| Freddie Mac Gold Pool 3% 9/1/2043  | 107980 | 98210 |
| Freddie Mac Gold Pool 3% 9/1/2043  | 66411 | 60201 |
| Freddie Mac Gold Pool 3% 9/1/2043  | 10997 | 9957 |
| Freddie Mac Gold Pool 3% 9/1/2045  | 8089 | 7250 |
| Freddie Mac Gold Pool 3% 9/1/2046  | 3259234 | 2967323 |
| Freddie Mac Gold Pool 3% 9/1/2047  | 32080 | 28591 |
| Freddie Mac Gold Pool 3% 9/1/2049  | 5745906 | 5051487 |
| Freddie Mac Gold Pool 3% 9/1/2049  | 268134 | 235729 |
| Freddie Mac Gold Pool 3% 9/1/2050  | 2007874 | 1762704 |
| Freddie Mac Gold Pool 3% 9/1/2051  | 1105693 | 959281 |
| Freddie Mac Gold Pool 3% 9/1/2051  | 1008292 | 874462 |
| Freddie Mac Gold Pool 3.5% 1/1/2029  | 58631 | 58104 |
| Freddie Mac Gold Pool 3.5% 1/1/2029  | 4316 | 4274 |
| Freddie Mac Gold Pool 3.5% 1/1/2030  | 114204 | 113175 |
| Freddie Mac Gold Pool 3.5% 1/1/2030  | 20126 | 19986 |
| Freddie Mac Gold Pool 3.5% 1/1/2030  | 7214 | 7136 |
| Freddie Mac Gold Pool 3.5% 1/1/2031  | 101447 | 100306 |
| Freddie Mac Gold Pool 3.5% 1/1/2034  | 101290 | 99701 |
| Freddie Mac Gold Pool 3.5% 1/1/2034  | 6409 | 6312 |
| Freddie Mac Gold Pool 3.5% 1/1/2038  | 34075 | 33094 |
| Freddie Mac Gold Pool 3.5% 1/1/2044  | 7564939 | 7130258 |
| Freddie Mac Gold Pool 3.5% 1/1/2044  | 1330326 | 1255516 |
| Freddie Mac Gold Pool 3.5% 1/1/2045  | 438689 | 411141 |
| Freddie Mac Gold Pool 3.5% 1/1/2045  | 6109 | 5708 |
| Freddie Mac Gold Pool 3.5% 1/1/2046  | 11614 | 10781 |
| Freddie Mac Gold Pool 3.5% 1/1/2047  | 107261 | 99264 |
| Freddie Mac Gold Pool 3.5% 1/1/2048  | 1551277 | 1429798 |
| Freddie Mac Gold Pool 3.5% 1/1/2048  | 427470 | 393995 |
| Freddie Mac Gold Pool 3.5% 1/1/2048  | 45124 | 41591 |
| Freddie Mac Gold Pool 3.5% 1/1/2048  | 29788 | 27455 |
| Freddie Mac Gold Pool 3.5% 1/1/2048  | 12019 | 11063 |
| Freddie Mac Gold Pool 3.5% 1/1/2049  | 72375 | 66327 |
| Freddie Mac Gold Pool 3.5% 1/1/2050  | 407844 | 372490 |
| Freddie Mac Gold Pool 3.5% 1/1/2052  | 1298888 | 1181930 |
| Freddie Mac Gold Pool 3.5% 1/1/2052  | 659885 | 596754 |
| Freddie Mac Gold Pool 3.5% 1/1/2052  | 60791 | 55127 |
| Freddie Mac Gold Pool 3.5% 10/1/2033  | 1609478 | 1587442 |
| Freddie Mac Gold Pool 3.5% 10/1/2033  | 258857 | 255039 |
| Freddie Mac Gold Pool 3.5% 10/1/2042  | 247593 | 233368 |
| Freddie Mac Gold Pool 3.5% 10/1/2042  | 134505 | 127090 |
| Freddie Mac Gold Pool 3.5% 10/1/2042  | 32394 | 30591 |
| Freddie Mac Gold Pool 3.5% 10/1/2045  | 4108112 | 3813369 |
| Freddie Mac Gold Pool 3.5% 10/1/2047  | 2110385 | 1945123 |
| Freddie Mac Gold Pool 3.5% 10/1/2047  | 263029 | 242432 |
| Freddie Mac Gold Pool 3.5% 10/1/2047  | 209662 | 193243 |
| Freddie Mac Gold Pool 3.5% 10/1/2047  | 32480 | 29898 |
| Freddie Mac Gold Pool 3.5% 10/1/2048  | 277450 | 254527 |
| Freddie Mac Gold Pool 3.5% 10/1/2048  | 102335 | 93976 |
| Freddie Mac Gold Pool 3.5% 10/1/2048  | 15782 | 14512 |
| Freddie Mac Gold Pool 3.5% 11/1/2033  | 618362 | 609242 |
| Freddie Mac Gold Pool 3.5% 11/1/2037  | 19096 | 18546 |
| Freddie Mac Gold Pool 3.5% 11/1/2039  | 52741 | 50064 |
| Freddie Mac Gold Pool 3.5% 11/1/2044  | 290212 | 271426 |
| Freddie Mac Gold Pool 3.5% 11/1/2045  | 6291351 | 5851765 |
| Freddie Mac Gold Pool 3.5% 11/1/2045  | 4946 | 4591 |
| Freddie Mac Gold Pool 3.5% 11/1/2046  | 46818 | 43385 |
| Freddie Mac Gold Pool 3.5% 11/1/2047  | 891290 | 821494 |
| Freddie Mac Gold Pool 3.5% 11/1/2047  | 175043 | 161336 |
| Freddie Mac Gold Pool 3.5% 11/1/2047  | 26102 | 24058 |
| Freddie Mac Gold Pool 3.5% 11/1/2047  | 23398 | 21566 |
| Freddie Mac Gold Pool 3.5% 11/1/2047  | 22161 | 20426 |
| Freddie Mac Gold Pool 3.5% 11/1/2047  | 5346 | 4927 |
| Freddie Mac Gold Pool 3.5% 11/1/2048  | 488004 | 448264 |
| Freddie Mac Gold Pool 3.5% 11/1/2048  | 273598 | 250993 |
| Freddie Mac Gold Pool 3.5% 11/1/2048  | 167338 | 153669 |
| Freddie Mac Gold Pool 3.5% 11/1/2048  | 90532 | 83052 |
| Freddie Mac Gold Pool 3.5% 11/1/2049  | 188646 | 172293 |
| Freddie Mac Gold Pool 3.5% 11/1/2049  | 14101 | 12883 |
| Freddie Mac Gold Pool 3.5% 12/1/2025  | 221 | 219 |
| Freddie Mac Gold Pool 3.5% 12/1/2026  | 20403 | 20273 |
| Freddie Mac Gold Pool 3.5% 12/1/2029  | 229003 | 226736 |
| Freddie Mac Gold Pool 3.5% 12/1/2033  | 359890 | 354581 |
| Freddie Mac Gold Pool 3.5% 12/1/2042  | 179473 | 169099 |
| Freddie Mac Gold Pool 3.5% 12/1/2042  | 117941 | 111272 |
| Freddie Mac Gold Pool 3.5% 12/1/2044  | 1458422 | 1377259 |
| Freddie Mac Gold Pool 3.5% 12/1/2044  | 4632 | 4329 |
| Freddie Mac Gold Pool 3.5% 12/1/2045  | 2028004 | 1882502 |
| Freddie Mac Gold Pool 3.5% 12/1/2045  | 6391 | 5932 |
| Freddie Mac Gold Pool 3.5% 12/1/2046  | 480804 | 444956 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 4138133 | 3814081 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 2583259 | 2380967 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 1012475 | 933189 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 183807 | 169413 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 32453 | 29912 |
| Freddie Mac Gold Pool 3.5% 12/1/2048  | 688716 | 632889 |
| Freddie Mac Gold Pool 3.5% 12/1/2048  | 75365 | 69256 |
| Freddie Mac Gold Pool 3.5% 12/1/2048  | 73670 | 67671 |
| Freddie Mac Gold Pool 3.5% 12/1/2048  | 68517 | 63044 |
| Freddie Mac Gold Pool 3.5% 12/1/2051  | 465730 | 422775 |
| Freddie Mac Gold Pool 3.5% 12/1/2051  | 77489 | 70124 |
| Freddie Mac Gold Pool 3.5% 2/1/2033  | 29348 | 29020 |
| Freddie Mac Gold Pool 3.5% 2/1/2042  | 2767000 | 2616312 |
| Freddie Mac Gold Pool 3.5% 2/1/2043  | 1315749 | 1233247 |
| Freddie Mac Gold Pool 3.5% 2/1/2043  | 144263 | 136366 |
| Freddie Mac Gold Pool 3.5% 2/1/2043  | 60439 | 56934 |
| Freddie Mac Gold Pool 3.5% 2/1/2044  | 961094 | 904710 |
| Freddie Mac Gold Pool 3.5% 2/1/2044  | 612841 | 577836 |
| Freddie Mac Gold Pool 3.5% 2/1/2044  | 2311 | 2168 |
| Freddie Mac Gold Pool 3.5% 2/1/2045  | 5321592 | 4971617 |
| Freddie Mac Gold Pool 3.5% 2/1/2045  | 987643 | 921604 |
| Freddie Mac Gold Pool 3.5% 2/1/2046  | 31844 | 29539 |
| Freddie Mac Gold Pool 3.5% 2/1/2048  | 781059 | 719895 |
| Freddie Mac Gold Pool 3.5% 2/1/2048  | 479108 | 441590 |
| Freddie Mac Gold Pool 3.5% 2/1/2048  | 59824 | 55139 |
| Freddie Mac Gold Pool 3.5% 2/1/2048  | 29812 | 27431 |
| Freddie Mac Gold Pool 3.5% 2/1/2048  | 5267 | 4854 |
| Freddie Mac Gold Pool 3.5% 2/1/2049  | 158748 | 145335 |
| Freddie Mac Gold Pool 3.5% 2/1/2049  | 20526 | 18810 |
| Freddie Mac Gold Pool 3.5% 3/1/2030  | 8264 | 8182 |
| Freddie Mac Gold Pool 3.5% 3/1/2032  | 80588 | 79837 |
| Freddie Mac Gold Pool 3.5% 3/1/2033  | 174267 | 172099 |
| Freddie Mac Gold Pool 3.5% 3/1/2045  | 1095066 | 1022237 |
| Freddie Mac Gold Pool 3.5% 3/1/2046  | 7049786 | 6539583 |
| Freddie Mac Gold Pool 3.5% 3/1/2046  | 11850 | 10993 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 4081388 | 3770707 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 1469047 | 1351712 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 636394 | 586559 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 573760 | 527933 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 306090 | 281642 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 60614 | 55773 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 42707 | 39296 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 26595 | 24471 |
| Freddie Mac Gold Pool 3.5% 3/1/2049  | 89140 | 81714 |
| Freddie Mac Gold Pool 3.5% 3/1/2049  | 75672 | 69278 |
| Freddie Mac Gold Pool 3.5% 3/1/2049  | 68152 | 62521 |
| Freddie Mac Gold Pool 3.5% 3/1/2049  | 15692 | 14410 |
| Freddie Mac Gold Pool 3.5% 3/1/2050  | 41569128 | 38472340 |
| Freddie Mac Gold Pool 3.5% 3/1/2050  | 447145 | 408244 |
| Freddie Mac Gold Pool 3.5% 3/1/2052  | 845071 | 763960 |
| Freddie Mac Gold Pool 3.5% 3/1/2052  | 274451 | 248194 |
| Freddie Mac Gold Pool 3.5% 4/1/2028  | 107342 | 106497 |
| Freddie Mac Gold Pool 3.5% 4/1/2029  | 11547 | 11466 |
| Freddie Mac Gold Pool 3.5% 4/1/2029  | 3039 | 3009 |
| Freddie Mac Gold Pool 3.5% 4/1/2030  | 292899 | 290000 |
| Freddie Mac Gold Pool 3.5% 4/1/2030  | 188195 | 186470 |
| Freddie Mac Gold Pool 3.5% 4/1/2033  | 158907 | 156930 |
| Freddie Mac Gold Pool 3.5% 4/1/2033  | 3725 | 3675 |
| Freddie Mac Gold Pool 3.5% 4/1/2034  | 102395 | 100564 |
| Freddie Mac Gold Pool 3.5% 4/1/2037  | 517395 | 503790 |
| Freddie Mac Gold Pool 3.5% 4/1/2042  | 5161278 | 4880802 |
| Freddie Mac Gold Pool 3.5% 4/1/2042  | 114176 | 107922 |
| Freddie Mac Gold Pool 3.5% 4/1/2044  | 305623 | 281422 |
| Freddie Mac Gold Pool 3.5% 4/1/2046  | 4696646 | 4356743 |
| Freddie Mac Gold Pool 3.5% 4/1/2047  | 108121 | 100060 |
| Freddie Mac Gold Pool 3.5% 4/1/2047  | 18400 | 17028 |
| Freddie Mac Gold Pool 3.5% 4/1/2048  | 105033 | 96644 |
| Freddie Mac Gold Pool 3.5% 4/1/2048  | 30122 | 27716 |
| Freddie Mac Gold Pool 3.5% 4/1/2049  | 77726 | 71178 |
| Freddie Mac Gold Pool 3.5% 4/1/2050  | 93275 | 85160 |
| Freddie Mac Gold Pool 3.5% 4/1/2053  | 22049 | 19945 |
| Freddie Mac Gold Pool 3.5% 5/1/2032  | 512513 | 506360 |
| Freddie Mac Gold Pool 3.5% 5/1/2032  | 2913 | 2870 |
| Freddie Mac Gold Pool 3.5% 5/1/2033  | 43090 | 42554 |
| Freddie Mac Gold Pool 3.5% 5/1/2033  | 6044 | 5946 |
| Freddie Mac Gold Pool 3.5% 5/1/2037  | 692818 | 674156 |
| Freddie Mac Gold Pool 3.5% 5/1/2037  | 346456 | 337383 |
| Freddie Mac Gold Pool 3.5% 5/1/2037  | 229637 | 223236 |
| Freddie Mac Gold Pool 3.5% 5/1/2037  | 57809 | 56306 |
| Freddie Mac Gold Pool 3.5% 5/1/2038  | 20736 | 19923 |
| Freddie Mac Gold Pool 3.5% 5/1/2039  | 192207 | 183174 |
| Freddie Mac Gold Pool 3.5% 5/1/2042  | 183217 | 172472 |
| Freddie Mac Gold Pool 3.5% 5/1/2043  | 1925312 | 1809552 |
| Freddie Mac Gold Pool 3.5% 5/1/2043  | 1901261 | 1785496 |
| Freddie Mac Gold Pool 3.5% 5/1/2043  | 212978 | 200348 |
| Freddie Mac Gold Pool 3.5% 5/1/2043  | 205821 | 193267 |
| Freddie Mac Gold Pool 3.5% 5/1/2045  | 2550333 | 2379457 |
| Freddie Mac Gold Pool 3.5% 5/1/2046  | 1887833 | 1753567 |
| Freddie Mac Gold Pool 3.5% 5/1/2046  | 248174 | 230213 |
| Freddie Mac Gold Pool 3.5% 5/1/2047  | 320375 | 295987 |
| Freddie Mac Gold Pool 3.5% 5/1/2047  | 39074 | 36100 |
| Freddie Mac Gold Pool 3.5% 5/1/2048  | 481271 | 442831 |
| Freddie Mac Gold Pool 3.5% 5/1/2048  | 244672 | 224839 |
| Freddie Mac Gold Pool 3.5% 5/1/2048  | 193260 | 177594 |
| Freddie Mac Gold Pool 3.5% 5/1/2048  | 102625 | 94428 |
| Freddie Mac Gold Pool 3.5% 5/1/2048  | 18801 | 17300 |
| Freddie Mac Gold Pool 3.5% 5/1/2049  | 137455 | 125668 |
| Freddie Mac Gold Pool 3.5% 5/1/2052  | 7702836 | 6975540 |
| Freddie Mac Gold Pool 3.5% 5/1/2052  | 1813975 | 1639866 |
| Freddie Mac Gold Pool 3.5% 5/1/2052  | 40739 | 36893 |
| Freddie Mac Gold Pool 3.5% 5/1/2052  | 34968 | 31820 |
| Freddie Mac Gold Pool 3.5% 5/1/2052  | 21431 | 19434 |
| Freddie Mac Gold Pool 3.5% 6/1/2030  | 301040 | 298291 |
| Freddie Mac Gold Pool 3.5% 6/1/2032  | 23957 | 23719 |
| Freddie Mac Gold Pool 3.5% 6/1/2036  | 233618 | 228202 |
| Freddie Mac Gold Pool 3.5% 6/1/2037  | 746968 | 727781 |
| Freddie Mac Gold Pool 3.5% 6/1/2037  | 473140 | 461430 |
| Freddie Mac Gold Pool 3.5% 6/1/2037  | 189952 | 185251 |
| Freddie Mac Gold Pool 3.5% 6/1/2037  | 189832 | 184718 |
| Freddie Mac Gold Pool 3.5% 6/1/2037  | 156287 | 151921 |
| Freddie Mac Gold Pool 3.5% 6/1/2038  | 104659 | 100558 |
| Freddie Mac Gold Pool 3.5% 6/1/2039  | 1720445 | 1639589 |
| Freddie Mac Gold Pool 3.5% 6/1/2043  | 38799 | 36596 |
| Freddie Mac Gold Pool 3.5% 6/1/2043  | 22790 | 21427 |
| Freddie Mac Gold Pool 3.5% 6/1/2047  | 1010206 | 933308 |
| Freddie Mac Gold Pool 3.5% 6/1/2047  | 404374 | 374729 |
| Freddie Mac Gold Pool 3.5% 6/1/2048  | 669433 | 615965 |
| Freddie Mac Gold Pool 3.5% 6/1/2048  | 235607 | 216509 |
| Freddie Mac Gold Pool 3.5% 6/1/2048  | 73039 | 67118 |
| Freddie Mac Gold Pool 3.5% 6/1/2049  | 10385932 | 9495367 |
| Freddie Mac Gold Pool 3.5% 6/1/2049  | 68736 | 62843 |
| Freddie Mac Gold Pool 3.5% 6/1/2052  | 5608021 | 5103051 |
| Freddie Mac Gold Pool 3.5% 6/1/2052  | 85555 | 77477 |
| Freddie Mac Gold Pool 3.5% 7/1/2029  | 646323 | 640564 |
| Freddie Mac Gold Pool 3.5% 7/1/2029  | 6783 | 6715 |
| Freddie Mac Gold Pool 3.5% 7/1/2032  | 645455 | 639038 |
| Freddie Mac Gold Pool 3.5% 7/1/2033  | 1419372 | 1400212 |
| Freddie Mac Gold Pool 3.5% 7/1/2033  | 12319 | 12166 |
| Freddie Mac Gold Pool 3.5% 7/1/2034  | 139360 | 136652 |
| Freddie Mac Gold Pool 3.5% 7/1/2037  | 387255 | 376824 |
| Freddie Mac Gold Pool 3.5% 7/1/2037  | 279361 | 271836 |
| Freddie Mac Gold Pool 3.5% 7/1/2039  | 312481 | 297112 |
| Freddie Mac Gold Pool 3.5% 7/1/2043  | 99814 | 93926 |
| Freddie Mac Gold Pool 3.5% 7/1/2043  | 57670 | 53930 |
| Freddie Mac Gold Pool 3.5% 7/1/2045  | 7405609 | 6904600 |
| Freddie Mac Gold Pool 3.5% 7/1/2046  | 25979508 | 24230832 |
| Freddie Mac Gold Pool 3.5% 7/1/2046  | 8183 | 7583 |
| Freddie Mac Gold Pool 3.5% 7/1/2047  | 3201014 | 2957348 |
| Freddie Mac Gold Pool 3.5% 7/1/2047  | 10457 | 9661 |
| Freddie Mac Gold Pool 3.5% 7/1/2048  | 6709127 | 6173259 |
| Freddie Mac Gold Pool 3.5% 7/1/2048  | 395899 | 363808 |
| Freddie Mac Gold Pool 3.5% 7/1/2048  | 153853 | 141381 |
| Freddie Mac Gold Pool 3.5% 7/1/2048  | 116589 | 107277 |
| Freddie Mac Gold Pool 3.5% 7/1/2049  | 202907 | 185508 |
| Freddie Mac Gold Pool 3.5% 7/1/2052  | 35892533 | 32503589 |
| Freddie Mac Gold Pool 3.5% 7/1/2052  | 614779 | 559422 |
| Freddie Mac Gold Pool 3.5% 8/1/2026  | 26558 | 26400 |
| Freddie Mac Gold Pool 3.5% 8/1/2028  | 253764 | 251609 |
| Freddie Mac Gold Pool 3.5% 8/1/2032  | 1300615 | 1287685 |
| Freddie Mac Gold Pool 3.5% 8/1/2033  | 25008 | 24666 |
| Freddie Mac Gold Pool 3.5% 8/1/2034  | 1002328 | 982846 |
| Freddie Mac Gold Pool 3.5% 8/1/2037  | 295235 | 287651 |
| Freddie Mac Gold Pool 3.5% 8/1/2037  | 66475 | 64830 |
| Freddie Mac Gold Pool 3.5% 8/1/2039  | 548961 | 521961 |
| Freddie Mac Gold Pool 3.5% 8/1/2042  | 2199639 | 2076534 |
| Freddie Mac Gold Pool 3.5% 8/1/2042  | 198446 | 186852 |
| Freddie Mac Gold Pool 3.5% 8/1/2042  | 59622 | 56363 |
| Freddie Mac Gold Pool 3.5% 8/1/2043  | 772536 | 726322 |
| Freddie Mac Gold Pool 3.5% 8/1/2043  | 267685 | 251716 |
| Freddie Mac Gold Pool 3.5% 8/1/2043  | 87521 | 81927 |
| Freddie Mac Gold Pool 3.5% 8/1/2044  | 5389 | 5045 |
| Freddie Mac Gold Pool 3.5% 8/1/2045  | 3808317 | 3535084 |
| Freddie Mac Gold Pool 3.5% 8/1/2045  | 84350 | 78298 |
| Freddie Mac Gold Pool 3.5% 8/1/2045  | 80150 | 74822 |
| Freddie Mac Gold Pool 3.5% 8/1/2046  | 8050042 | 7459903 |
| Freddie Mac Gold Pool 3.5% 8/1/2047  | 142978 | 131782 |
| Freddie Mac Gold Pool 3.5% 8/1/2048  | 10365268 | 9537380 |
| Freddie Mac Gold Pool 3.5% 8/1/2048  | 825796 | 758341 |
| Freddie Mac Gold Pool 3.5% 8/1/2048  | 327537 | 300782 |
| Freddie Mac Gold Pool 3.5% 8/1/2048  | 127011 | 117430 |
| Freddie Mac Gold Pool 3.5% 8/1/2049  | 7309988 | 6683176 |
| Freddie Mac Gold Pool 3.5% 8/1/2049  | 133776 | 122263 |
| Freddie Mac Gold Pool 3.5% 8/1/2051  | 15687 | 14284 |
| Freddie Mac Gold Pool 3.5% 9/1/2025  | 69 | 68 |
| Freddie Mac Gold Pool 3.5% 9/1/2031  | 4025 | 3995 |
| Freddie Mac Gold Pool 3.5% 9/1/2033  | 547190 | 539119 |
| Freddie Mac Gold Pool 3.5% 9/1/2033  | 377750 | 372578 |
| Freddie Mac Gold Pool 3.5% 9/1/2043  | 832807 | 783742 |
| Freddie Mac Gold Pool 3.5% 9/1/2043  | 362112 | 339383 |
| Freddie Mac Gold Pool 3.5% 9/1/2043  | 243033 | 227711 |
| Freddie Mac Gold Pool 3.5% 9/1/2043  | 44513 | 41869 |
| Freddie Mac Gold Pool 3.5% 9/1/2044  | 50396 | 47045 |
| Freddie Mac Gold Pool 3.5% 9/1/2045  | 1750900 | 1625279 |
| Freddie Mac Gold Pool 3.5% 9/1/2045  | 123971 | 115823 |
| Freddie Mac Gold Pool 3.5% 9/1/2045  | 75167 | 69774 |
| Freddie Mac Gold Pool 3.5% 9/1/2046  | 1630560 | 1511025 |
| Freddie Mac Gold Pool 3.5% 9/1/2047  | 6071428 | 5639620 |
| Freddie Mac Gold Pool 3.5% 9/1/2047  | 5452569 | 5025585 |
| Freddie Mac Gold Pool 3.5% 9/1/2047  | 88130 | 81229 |
| Freddie Mac Gold Pool 3.5% 9/1/2047  | 79145 | 72947 |
| Freddie Mac Gold Pool 3.5% 9/1/2047  | 35349 | 32581 |
| Freddie Mac Gold Pool 3.5% 9/1/2048  | 195004 | 179075 |
| Freddie Mac Gold Pool 3.5% 9/1/2049  | 180433 | 164962 |
| Freddie Mac Gold Pool 4% 1/1/2039  | 185195 | 180492 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 756658 | 737646 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 376137 | 366690 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 298348 | 290862 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 112073 | 109290 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 69082 | 67327 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 56342 | 54936 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 31116 | 30324 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 12715 | 12381 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 6314 | 6157 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 2773 | 2705 |
| Freddie Mac Gold Pool 4% 1/1/2042  | 922286 | 896656 |
| Freddie Mac Gold Pool 4% 1/1/2042  | 92264 | 89849 |
| Freddie Mac Gold Pool 4% 1/1/2043  | 64026 | 61925 |
| Freddie Mac Gold Pool 4% 1/1/2044  | 456558 | 440235 |
| Freddie Mac Gold Pool 4% 1/1/2044  | 37309 | 35970 |
| Freddie Mac Gold Pool 4% 1/1/2044  | 31990 | 30861 |
| Freddie Mac Gold Pool 4% 1/1/2045  | 879098 | 854765 |
| Freddie Mac Gold Pool 4% 1/1/2045  | 219899 | 211890 |
| Freddie Mac Gold Pool 4% 1/1/2046  | 10135 | 9706 |
| Freddie Mac Gold Pool 4% 1/1/2047  | 10472714 | 10026798 |
| Freddie Mac Gold Pool 4% 1/1/2049  | 759348 | 719422 |
| Freddie Mac Gold Pool 4% 1/1/2049  | 582241 | 551264 |
| Freddie Mac Gold Pool 4% 1/1/2052  | 735596 | 691402 |
| Freddie Mac Gold Pool 4% 1/1/2055  | 9259323 | 8642993 |
| Freddie Mac Gold Pool 4% 10/1/2033  | 68656 | 68864 |
| Freddie Mac Gold Pool 4% 10/1/2034  | 238755 | 239254 |
| Freddie Mac Gold Pool 4% 10/1/2037  | 416805 | 411222 |
| Freddie Mac Gold Pool 4% 10/1/2037  | 376824 | 371723 |
| Freddie Mac Gold Pool 4% 10/1/2037  | 176435 | 174047 |
| Freddie Mac Gold Pool 4% 10/1/2037  | 103694 | 102223 |
| Freddie Mac Gold Pool 4% 10/1/2039  | 1763279 | 1724237 |
| Freddie Mac Gold Pool 4% 10/1/2040  | 208473 | 203073 |
| Freddie Mac Gold Pool 4% 10/1/2040  | 160784 | 156825 |
| Freddie Mac Gold Pool 4% 10/1/2040  | 86877 | 84737 |
| Freddie Mac Gold Pool 4% 10/1/2040  | 46282 | 45098 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 2353668 | 2290307 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 659436 | 640267 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 70515 | 68547 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 12876 | 12523 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 7033 | 6855 |
| Freddie Mac Gold Pool 4% 10/1/2042  | 163487 | 158640 |
| Freddie Mac Gold Pool 4% 10/1/2042  | 30683 | 29729 |
| Freddie Mac Gold Pool 4% 10/1/2043  | 31878 | 30802 |
| Freddie Mac Gold Pool 4% 10/1/2044  | 291840 | 280871 |
| Freddie Mac Gold Pool 4% 10/1/2044  | 9165 | 8837 |
| Freddie Mac Gold Pool 4% 10/1/2045  | 2655550 | 2546539 |
| Freddie Mac Gold Pool 4% 10/1/2045  | 1382684 | 1325925 |
| Freddie Mac Gold Pool 4% 10/1/2045  | 52105 | 49966 |
| Freddie Mac Gold Pool 4% 10/1/2045  | 6898 | 6615 |
| Freddie Mac Gold Pool 4% 10/1/2047  | 1221955 | 1161866 |
| Freddie Mac Gold Pool 4% 10/1/2048  | 2051387 | 1946023 |
| Freddie Mac Gold Pool 4% 10/1/2048  | 493174 | 467843 |
| Freddie Mac Gold Pool 4% 10/1/2048  | 349999 | 331596 |
| Freddie Mac Gold Pool 4% 10/1/2048  | 65945 | 62558 |
| Freddie Mac Gold Pool 4% 10/1/2049  | 40608 | 38422 |
| Freddie Mac Gold Pool 4% 10/1/2051  | 407496 | 383173 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 2134093 | 1999211 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 2090046 | 1957947 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 1713391 | 1605098 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 82805 | 77519 |
| Freddie Mac Gold Pool 4% 11/1/2033  | 65442 | 65640 |
| Freddie Mac Gold Pool 4% 11/1/2036  | 861018 | 845210 |
| Freddie Mac Gold Pool 4% 11/1/2037  | 55285 | 54537 |
| Freddie Mac Gold Pool 4% 11/1/2039  | 181163 | 176880 |
| Freddie Mac Gold Pool 4% 11/1/2039  | 42337 | 41377 |
| Freddie Mac Gold Pool 4% 11/1/2040  | 307661 | 299907 |
| Freddie Mac Gold Pool 4% 11/1/2040  | 90865 | 88886 |
| Freddie Mac Gold Pool 4% 11/1/2040  | 61820 | 60260 |
| Freddie Mac Gold Pool 4% 11/1/2040  | 7464 | 7272 |
| Freddie Mac Gold Pool 4% 11/1/2041  | 21359 | 20758 |
| Freddie Mac Gold Pool 4% 11/1/2042  | 15354 | 14906 |
| Freddie Mac Gold Pool 4% 11/1/2043  | 10305 | 9957 |
| Freddie Mac Gold Pool 4% 11/1/2045  | 798509 | 764732 |
| Freddie Mac Gold Pool 4% 11/1/2046  | 3378436 | 3222858 |
| Freddie Mac Gold Pool 4% 11/1/2048  | 390315 | 370267 |
| Freddie Mac Gold Pool 4% 11/1/2048  | 261191 | 247458 |
| Freddie Mac Gold Pool 4% 11/1/2048  | 175181 | 165970 |
| Freddie Mac Gold Pool 4% 11/1/2048  | 6291 | 5971 |
| Freddie Mac Gold Pool 4% 12/1/2037  | 4894952 | 4824100 |
| Freddie Mac Gold Pool 4% 12/1/2038  | 1207612 | 1176950 |
| Freddie Mac Gold Pool 4% 12/1/2039  | 84923 | 82886 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 581869 | 567630 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 402253 | 392155 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 31961 | 31135 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 26358 | 25684 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 25233 | 24578 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 20633 | 20120 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 17166 | 16725 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 16729 | 16320 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 14247 | 13892 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 5097 | 4972 |
| Freddie Mac Gold Pool 4% 12/1/2041  | 217349 | 211314 |
| Freddie Mac Gold Pool 4% 12/1/2041  | 19214 | 18660 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 377660 | 361685 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 312651 | 299426 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 62661 | 60010 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 30512 | 29221 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 22938 | 21968 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 10661 | 10197 |
| Freddie Mac Gold Pool 4% 12/1/2046  | 1766133 | 1684803 |
| Freddie Mac Gold Pool 4% 12/1/2047  | 145722 | 138556 |
| Freddie Mac Gold Pool 4% 12/1/2048  | 242250 | 229808 |
| Freddie Mac Gold Pool 4% 12/1/2048  | 241910 | 229569 |
| Freddie Mac Gold Pool 4% 12/1/2048  | 77912 | 73815 |
| Freddie Mac Gold Pool 4% 12/1/2048  | 16268 | 15412 |
| Freddie Mac Gold Pool 4% 12/1/2049  | 168623 | 159177 |
| Freddie Mac Gold Pool 4% 12/1/2049  | 143866 | 136076 |
| Freddie Mac Gold Pool 4% 2/1/2039  | 29677 | 28877 |
| Freddie Mac Gold Pool 4% 2/1/2040  | 10641 | 10414 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 761541 | 741978 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 493832 | 481608 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 393464 | 383620 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 237520 | 230800 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 170692 | 166448 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 133291 | 129740 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 29805 | 29021 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 12930 | 12603 |
| Freddie Mac Gold Pool 4% 2/1/2043  | 667042 | 644266 |
| Freddie Mac Gold Pool 4% 2/1/2044  | 3838837 | 3707392 |
| Freddie Mac Gold Pool 4% 2/1/2045  | 1117636 | 1076969 |
| Freddie Mac Gold Pool 4% 2/1/2045  | 28024 | 26989 |
| Freddie Mac Gold Pool 4% 2/1/2046  | 3994653 | 3825678 |
| Freddie Mac Gold Pool 4% 2/1/2046  | 104880 | 100443 |
| Freddie Mac Gold Pool 4% 2/1/2046  | 6119 | 5954 |
| Freddie Mac Gold Pool 4% 2/1/2047  | 1494695 | 1424463 |
| Freddie Mac Gold Pool 4% 2/1/2049  | 642823 | 608622 |
| Freddie Mac Gold Pool 4% 3/1/2026  | 11797 | 11766 |
| Freddie Mac Gold Pool 4% 3/1/2029  | 91193 | 90962 |
| Freddie Mac Gold Pool 4% 3/1/2034  | 14105 | 14108 |
| Freddie Mac Gold Pool 4% 3/1/2040  | 4151 | 4047 |
| Freddie Mac Gold Pool 4% 3/1/2041  | 854219 | 831360 |
| Freddie Mac Gold Pool 4% 3/1/2041  | 7766 | 7563 |
| Freddie Mac Gold Pool 4% 3/1/2041  | 2611 | 2543 |
| Freddie Mac Gold Pool 4% 3/1/2042  | 38282 | 37213 |
| Freddie Mac Gold Pool 4% 3/1/2045  | 59484 | 57158 |
| Freddie Mac Gold Pool 4% 3/1/2046  | 427322 | 408713 |
| Freddie Mac Gold Pool 4% 3/1/2046  | 62182 | 59474 |
| Freddie Mac Gold Pool 4% 3/1/2049  | 2195370 | 2078568 |
| Freddie Mac Gold Pool 4% 3/1/2049  | 189295 | 179224 |
| Freddie Mac Gold Pool 4% 3/1/2049  | 93638 | 88656 |
| Freddie Mac Gold Pool 4% 3/1/2049  | 21697 | 20543 |
| Freddie Mac Gold Pool 4% 3/1/2050  | 73779 | 69485 |
| Freddie Mac Gold Pool 4% 3/1/2050  | 70456 | 66575 |
| Freddie Mac Gold Pool 4% 4/1/2035  | 1068600 | 1063818 |
| Freddie Mac Gold Pool 4% 4/1/2041  | 103374 | 100836 |
| Freddie Mac Gold Pool 4% 4/1/2041  | 17761 | 17301 |
| Freddie Mac Gold Pool 4% 4/1/2042  | 296311 | 288716 |
| Freddie Mac Gold Pool 4% 4/1/2047  | 3353505 | 3195932 |
| Freddie Mac Gold Pool 4% 4/1/2047  | 746599 | 710585 |
| Freddie Mac Gold Pool 4% 4/1/2047  | 5732 | 5463 |
| Freddie Mac Gold Pool 4% 4/1/2048  | 1161041 | 1103221 |
| Freddie Mac Gold Pool 4% 4/1/2048  | 6342 | 6026 |
| Freddie Mac Gold Pool 4% 4/1/2049  | 19729956 | 18803560 |
| Freddie Mac Gold Pool 4% 4/1/2049  | 311031 | 294483 |
| Freddie Mac Gold Pool 4% 4/1/2050  | 292046 | 276234 |
| Freddie Mac Gold Pool 4% 4/1/2050  | 35845 | 33859 |
| Freddie Mac Gold Pool 4% 4/1/2051  | 239032 | 224895 |
| Freddie Mac Gold Pool 4% 5/1/2041  | 3752 | 3652 |
| Freddie Mac Gold Pool 4% 5/1/2042  | 457086 | 443847 |
| Freddie Mac Gold Pool 4% 5/1/2042  | 2157 | 2092 |
| Freddie Mac Gold Pool 4% 5/1/2043  | 18717 | 18084 |
| Freddie Mac Gold Pool 4% 5/1/2044  | 4321 | 4169 |
| Freddie Mac Gold Pool 4% 5/1/2045  | 1802021 | 1748436 |
| Freddie Mac Gold Pool 4% 5/1/2045  | 45719 | 43978 |
| Freddie Mac Gold Pool 4% 5/1/2046  | 162076 | 155018 |
| Freddie Mac Gold Pool 4% 5/1/2046  | 20452 | 19561 |
| Freddie Mac Gold Pool 4% 5/1/2047  | 995775 | 947741 |
| Freddie Mac Gold Pool 4% 5/1/2047  | 17624 | 16773 |
| Freddie Mac Gold Pool 4% 5/1/2048  | 3149832 | 2992970 |
| Freddie Mac Gold Pool 4% 5/1/2048  | 710389 | 674147 |
| Freddie Mac Gold Pool 4% 5/1/2048  | 424141 | 402503 |
| Freddie Mac Gold Pool 4% 5/1/2048  | 391464 | 371969 |
| Freddie Mac Gold Pool 4% 5/1/2048  | 21713 | 20499 |
| Freddie Mac Gold Pool 4% 5/1/2049  | 151221 | 143176 |
| Freddie Mac Gold Pool 4% 5/1/2049  | 109552 | 103689 |
| Freddie Mac Gold Pool 4% 5/1/2049  | 13023 | 12326 |
| Freddie Mac Gold Pool 4% 5/1/2049  | 8544 | 8087 |
| Freddie Mac Gold Pool 4% 5/1/2050  | 1780076 | 1681475 |
| Freddie Mac Gold Pool 4% 5/1/2050  | 29814 | 28163 |
| Freddie Mac Gold Pool 4% 5/1/2051  | 239743 | 224358 |
| Freddie Mac Gold Pool 4% 6/1/2034  | 127456 | 128001 |
| Freddie Mac Gold Pool 4% 6/1/2043  | 14600 | 14235 |
| Freddie Mac Gold Pool 4% 6/1/2044  | 82817 | 81186 |
| Freddie Mac Gold Pool 4% 6/1/2045  | 39045 | 37535 |
| Freddie Mac Gold Pool 4% 6/1/2046  | 5109159 | 4953047 |
| Freddie Mac Gold Pool 4% 6/1/2046  | 37603 | 35918 |
| Freddie Mac Gold Pool 4% 6/1/2047  | 1043318 | 992991 |
| Freddie Mac Gold Pool 4% 6/1/2048  | 336270 | 319419 |
| Freddie Mac Gold Pool 4% 6/1/2048  | 332469 | 315912 |
| Freddie Mac Gold Pool 4% 6/1/2048  | 108070 | 102557 |
| Freddie Mac Gold Pool 4% 6/1/2049  | 167862 | 158878 |
| Freddie Mac Gold Pool 4% 6/1/2050  | 75911 | 71683 |
| Freddie Mac Gold Pool 4% 6/1/2055  | 998133 | 931694 |
| Freddie Mac Gold Pool 4% 7/1/2029  | 1193 | 1188 |
| Freddie Mac Gold Pool 4% 7/1/2039  | 314310 | 307212 |
| Freddie Mac Gold Pool 4% 7/1/2039  | 67369 | 65941 |
| Freddie Mac Gold Pool 4% 7/1/2040  | 11318 | 11012 |
| Freddie Mac Gold Pool 4% 7/1/2040  | 3476 | 3394 |
| Freddie Mac Gold Pool 4% 7/1/2042  | 180054 | 175465 |
| Freddie Mac Gold Pool 4% 7/1/2042  | 51093 | 49549 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 60096 | 58270 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 20491 | 19796 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 14689 | 14362 |
| Freddie Mac Gold Pool 4% 7/1/2044  | 768833 | 741828 |
| Freddie Mac Gold Pool 4% 7/1/2044  | 3566 | 3466 |
| Freddie Mac Gold Pool 4% 7/1/2045  | 630000 | 613323 |
| Freddie Mac Gold Pool 4% 7/1/2046  | 60068 | 57377 |
| Freddie Mac Gold Pool 4% 7/1/2046  | 6266 | 5985 |
| Freddie Mac Gold Pool 4% 7/1/2047  | 5066303 | 4821917 |
| Freddie Mac Gold Pool 4% 7/1/2047  | 182684 | 173872 |
| Freddie Mac Gold Pool 4% 7/1/2048  | 3544373 | 3367863 |
| Freddie Mac Gold Pool 4% 7/1/2048  | 1482874 | 1406710 |
| Freddie Mac Gold Pool 4% 7/1/2048  | 308132 | 292413 |
| Freddie Mac Gold Pool 4% 7/1/2048  | 37403 | 35481 |
| Freddie Mac Gold Pool 4% 7/1/2048  | 21986 | 20857 |
| Freddie Mac Gold Pool 4% 7/1/2049  | 326285 | 308823 |
| Freddie Mac Gold Pool 4% 7/1/2049  | 201480 | 190697 |
| Freddie Mac Gold Pool 4% 7/1/2052  | 535626 | 502274 |
| Freddie Mac Gold Pool 4% 8/1/2031  | 14987 | 14877 |
| Freddie Mac Gold Pool 4% 8/1/2033  | 96428 | 96840 |
| Freddie Mac Gold Pool 4% 8/1/2035  | 3865 | 3800 |
| Freddie Mac Gold Pool 4% 8/1/2040  | 91687 | 87923 |
| Freddie Mac Gold Pool 4% 8/1/2042  | 393980 | 381703 |
| Freddie Mac Gold Pool 4% 8/1/2042  | 29492 | 28616 |
| Freddie Mac Gold Pool 4% 8/1/2043  | 172554 | 166482 |
| Freddie Mac Gold Pool 4% 8/1/2043  | 46356 | 44889 |
| Freddie Mac Gold Pool 4% 8/1/2043  | 28844 | 27861 |
| Freddie Mac Gold Pool 4% 8/1/2044  | 1457001 | 1405592 |
| Freddie Mac Gold Pool 4% 8/1/2044  | 113553 | 109493 |
| Freddie Mac Gold Pool 4% 8/1/2044  | 59173 | 57044 |
| Freddie Mac Gold Pool 4% 8/1/2045  | 20023 | 19201 |
| Freddie Mac Gold Pool 4% 8/1/2045  | 15392 | 14761 |
| Freddie Mac Gold Pool 4% 8/1/2046  | 21851 | 20872 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 5292009 | 5028466 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 373060 | 354027 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 369419 | 350445 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 111685 | 105988 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 96938 | 91041 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 76217 | 72255 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 59168 | 56166 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 20756 | 19690 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 18950 | 17954 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 18422 | 17465 |
| Freddie Mac Gold Pool 4% 8/1/2049  | 8721962 | 8255195 |
| Freddie Mac Gold Pool 4% 8/1/2049  | 2277182 | 2154604 |
| Freddie Mac Gold Pool 4% 8/1/2050  | 49120 | 46384 |
| Freddie Mac Gold Pool 4% 8/1/2052  | 1311358 | 1228885 |
| Freddie Mac Gold Pool 4% 8/1/2052  | 1084072 | 1015554 |
| Freddie Mac Gold Pool 4% 8/1/2052  | 817901 | 766462 |
| Freddie Mac Gold Pool 4% 9/1/2037  | 418723 | 413448 |
| Freddie Mac Gold Pool 4% 9/1/2037  | 112698 | 111242 |
| Freddie Mac Gold Pool 4% 9/1/2039  | 491868 | 480608 |
| Freddie Mac Gold Pool 4% 9/1/2040  | 124541 | 121447 |
| Freddie Mac Gold Pool 4% 9/1/2040  | 4439 | 4320 |
| Freddie Mac Gold Pool 4% 9/1/2041  | 16538 | 16091 |
| Freddie Mac Gold Pool 4% 9/1/2041  | 10619 | 10316 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 36478 | 35228 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 27611 | 26740 |
| Freddie Mac Gold Pool 4% 9/1/2044  | 171233 | 165255 |
| Freddie Mac Gold Pool 4% 9/1/2044  | 124730 | 120042 |
| Freddie Mac Gold Pool 4% 9/1/2044  | 123035 | 118675 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 5687621 | 5454144 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 456070 | 437349 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 300460 | 289564 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 74248 | 71200 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 58583 | 56178 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 10345 | 9921 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 1091 | 1046 |
| Freddie Mac Gold Pool 4% 9/1/2046  | 44119 | 42143 |
| Freddie Mac Gold Pool 4% 9/1/2047  | 624111 | 594005 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 629213 | 596895 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 592507 | 563371 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 555282 | 526414 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 469325 | 445220 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 352952 | 334824 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 335188 | 318077 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 147956 | 140176 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 97699 | 92562 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 54420 | 51659 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 49461 | 46860 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 43415 | 41185 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 5211 | 4944 |
| Freddie Mac Gold Pool 4% 9/1/2049  | 1126810 | 1066155 |
| Freddie Mac Gold Pool 4% 9/1/2052  | 1983866 | 1862818 |
| Freddie Mac Gold Pool 4% 9/1/2052  | 1985650 | 1860150 |
| Freddie Mac Gold Pool 4% 9/1/2052  | 1848825 | 1737750 |
| Freddie Mac Gold Pool 4% 9/1/2052  | 1373097 | 1290603 |
| Freddie Mac Gold Pool 4% 9/1/2052  | 1312956 | 1232844 |
| Freddie Mac Gold Pool 4% 9/1/2052  | 469935 | 440233 |
| Freddie Mac Gold Pool 4% 9/1/2052  | 466596 | 437543 |
| Freddie Mac Gold Pool 4.5% 1/1/2039  | 44618 | 44629 |
| Freddie Mac Gold Pool 4.5% 1/1/2041  | 470900 | 471019 |
| Freddie Mac Gold Pool 4.5% 1/1/2042  | 333425 | 333463 |
| Freddie Mac Gold Pool 4.5% 1/1/2044  | 1169173 | 1165370 |
| Freddie Mac Gold Pool 4.5% 1/1/2048  | 172974 | 169453 |
| Freddie Mac Gold Pool 4.5% 1/1/2048  | 2831 | 2774 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 2746079 | 2679879 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 832501 | 813473 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 176873 | 172886 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 155368 | 151623 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 109541 | 106901 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 71281 | 69652 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 66779 | 65170 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 11311 | 11038 |
| Freddie Mac Gold Pool 4.5% 1/1/2054  | 26417 | 25483 |
| Freddie Mac Gold Pool 4.5% 10/1/2038  | 88228 | 88251 |
| Freddie Mac Gold Pool 4.5% 10/1/2039  | 101842 | 101922 |
| Freddie Mac Gold Pool 4.5% 10/1/2040  | 217531 | 217400 |
| Freddie Mac Gold Pool 4.5% 10/1/2041  | 1085913 | 1085651 |
| Freddie Mac Gold Pool 4.5% 10/1/2043  | 338647 | 337276 |
| Freddie Mac Gold Pool 4.5% 10/1/2044  | 17595 | 17451 |
| Freddie Mac Gold Pool 4.5% 10/1/2044  | 3436 | 3423 |
| Freddie Mac Gold Pool 4.5% 10/1/2046  | 2199 | 2162 |
| Freddie Mac Gold Pool 4.5% 10/1/2047  | 52278 | 51312 |
| Freddie Mac Gold Pool 4.5% 10/1/2048  | 239699 | 234296 |
| Freddie Mac Gold Pool 4.5% 10/1/2048  | 131833 | 129026 |
| Freddie Mac Gold Pool 4.5% 10/1/2048  | 22848 | 22333 |
| Freddie Mac Gold Pool 4.5% 10/1/2048  | 11459 | 11201 |
| Freddie Mac Gold Pool 4.5% 10/1/2049  | 785472 | 765800 |
| Freddie Mac Gold Pool 4.5% 10/1/2052  | 21269605 | 20550807 |
| Freddie Mac Gold Pool 4.5% 10/1/2052  | 5905517 | 5705942 |
| Freddie Mac Gold Pool 4.5% 10/1/2052  | 434427 | 419746 |
| Freddie Mac Gold Pool 4.5% 10/1/2054  | 1329509 | 1283430 |
| Freddie Mac Gold Pool 4.5% 10/1/2054  | 1321172 | 1271053 |
| Freddie Mac Gold Pool 4.5% 11/1/2039  | 1848538 | 1849685 |
| Freddie Mac Gold Pool 4.5% 11/1/2040  | 12882051 | 12870294 |
| Freddie Mac Gold Pool 4.5% 11/1/2041  | 1236913 | 1236413 |
| Freddie Mac Gold Pool 4.5% 11/1/2043  | 596 | 592 |
| Freddie Mac Gold Pool 4.5% 11/1/2044  | 31352 | 31047 |
| Freddie Mac Gold Pool 4.5% 11/1/2046  | 11672 | 11464 |
| Freddie Mac Gold Pool 4.5% 11/1/2047  | 590143 | 578868 |
| Freddie Mac Gold Pool 4.5% 11/1/2047  | 466815 | 457896 |
| Freddie Mac Gold Pool 4.5% 11/1/2047  | 148137 | 145306 |
| Freddie Mac Gold Pool 4.5% 11/1/2047  | 142957 | 140226 |
| Freddie Mac Gold Pool 4.5% 11/1/2047  | 57364 | 56268 |
| Freddie Mac Gold Pool 4.5% 11/1/2047  | 55526 | 54465 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 67337 | 65840 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 43778 | 42750 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 13085 | 12777 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 12863 | 12561 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 7757 | 7575 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 3351 | 3277 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 1861 | 1820 |
| Freddie Mac Gold Pool 4.5% 11/1/2049  | 769864 | 750583 |
| Freddie Mac Gold Pool 4.5% 11/1/2049  | 87434 | 85190 |
| Freddie Mac Gold Pool 4.5% 11/1/2054  | 1178567 | 1135331 |
| Freddie Mac Gold Pool 4.5% 11/1/2054  | 995350 | 957513 |
| Freddie Mac Gold Pool 4.5% 11/1/2054  | 144336 | 138895 |
| Freddie Mac Gold Pool 4.5% 11/1/2054  | 96394 | 92730 |
| Freddie Mac Gold Pool 4.5% 12/1/2043  | 1132010 | 1128256 |
| Freddie Mac Gold Pool 4.5% 12/1/2044  | 67848 | 67188 |
| Freddie Mac Gold Pool 4.5% 12/1/2046  | 8107 | 7972 |
| Freddie Mac Gold Pool 4.5% 12/1/2047  | 18230 | 17882 |
| Freddie Mac Gold Pool 4.5% 12/1/2048  | 712531 | 697804 |
| Freddie Mac Gold Pool 4.5% 12/1/2048  | 438301 | 428009 |
| Freddie Mac Gold Pool 4.5% 12/1/2048  | 131889 | 128710 |
| Freddie Mac Gold Pool 4.5% 12/1/2048  | 17755 | 17327 |
| Freddie Mac Gold Pool 4.5% 12/1/2052  | 18270503 | 17653058 |
| Freddie Mac Gold Pool 4.5% 12/1/2054  | 949968 | 913857 |
| Freddie Mac Gold Pool 4.5% 12/1/2054  | 936973 | 902527 |
| Freddie Mac Gold Pool 4.5% 12/1/2054  | 394987 | 380059 |
| Freddie Mac Gold Pool 4.5% 2/1/2031  | 17729 | 17777 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 95359 | 95251 |
| Freddie Mac Gold Pool 4.5% 2/1/2045  | 23829 | 23742 |
| Freddie Mac Gold Pool 4.5% 2/1/2046  | 86995 | 85687 |
| Freddie Mac Gold Pool 4.5% 2/1/2047  | 136280 | 133846 |
| Freddie Mac Gold Pool 4.5% 2/1/2048  | 136942 | 134155 |
| Freddie Mac Gold Pool 4.5% 2/1/2048  | 9402 | 9211 |
| Freddie Mac Gold Pool 4.5% 2/1/2049  | 2786832 | 2719649 |
| Freddie Mac Gold Pool 4.5% 2/1/2049  | 146357 | 142945 |
| Freddie Mac Gold Pool 4.5% 2/1/2049  | 49412 | 48282 |
| Freddie Mac Gold Pool 4.5% 2/1/2049  | 13314 | 12993 |
| Freddie Mac Gold Pool 4.5% 2/1/2050  | 192114 | 187182 |
| Freddie Mac Gold Pool 4.5% 2/1/2050  | 71265 | 69435 |
| Freddie Mac Gold Pool 4.5% 2/1/2053  | 7496963 | 7262349 |
| Freddie Mac Gold Pool 4.5% 2/1/2054  | 1249222 | 1203394 |
| Freddie Mac Gold Pool 4.5% 3/1/2044  | 2662 | 2652 |
| Freddie Mac Gold Pool 4.5% 3/1/2047  | 43474 | 42698 |
| Freddie Mac Gold Pool 4.5% 3/1/2048  | 47400 | 46361 |
| Freddie Mac Gold Pool 4.5% 3/1/2049  | 2385867 | 2328351 |
| Freddie Mac Gold Pool 4.5% 3/1/2049  | 29744 | 29045 |
| Freddie Mac Gold Pool 4.5% 3/1/2050  | 627801 | 611686 |
| Freddie Mac Gold Pool 4.5% 3/1/2054  | 1147876 | 1108994 |
| Freddie Mac Gold Pool 4.5% 3/1/2054  | 23021 | 22177 |
| Freddie Mac Gold Pool 4.5% 4/1/2038  | 31823 | 31871 |
| Freddie Mac Gold Pool 4.5% 4/1/2039  | 1523269 | 1520806 |
| Freddie Mac Gold Pool 4.5% 4/1/2039  | 25659 | 25618 |
| Freddie Mac Gold Pool 4.5% 4/1/2041  | 129551 | 129395 |
| Freddie Mac Gold Pool 4.5% 4/1/2041  | 126783 | 126722 |
| Freddie Mac Gold Pool 4.5% 4/1/2044  | 482509 | 480702 |
| Freddie Mac Gold Pool 4.5% 4/1/2044  | 54153 | 53958 |
| Freddie Mac Gold Pool 4.5% 4/1/2046  | 29494 | 29050 |
| Freddie Mac Gold Pool 4.5% 4/1/2047  | 333232 | 326657 |
| Freddie Mac Gold Pool 4.5% 4/1/2047  | 84043 | 82490 |
| Freddie Mac Gold Pool 4.5% 4/1/2047  | 39862 | 39126 |
| Freddie Mac Gold Pool 4.5% 4/1/2047  | 8384 | 8235 |
| Freddie Mac Gold Pool 4.5% 4/1/2048  | 406517 | 398114 |
| Freddie Mac Gold Pool 4.5% 4/1/2048  | 113004 | 110703 |
| Freddie Mac Gold Pool 4.5% 4/1/2048  | 53748 | 52325 |
| Freddie Mac Gold Pool 4.5% 4/1/2048  | 43941 | 42978 |
| Freddie Mac Gold Pool 4.5% 4/1/2049  | 734078 | 716381 |
| Freddie Mac Gold Pool 4.5% 4/1/2049  | 443324 | 432636 |
| Freddie Mac Gold Pool 4.5% 4/1/2049  | 62711 | 61239 |
| Freddie Mac Gold Pool 4.5% 4/1/2050  | 1300276 | 1266898 |
| Freddie Mac Gold Pool 4.5% 4/1/2053  | 10372300 | 10008807 |
| Freddie Mac Gold Pool 4.5% 4/1/2055  | 149655 | 144107 |
| Freddie Mac Gold Pool 4.5% 5/1/2039  | 2566608 | 2562459 |
| Freddie Mac Gold Pool 4.5% 5/1/2039  | 576624 | 577217 |
| Freddie Mac Gold Pool 4.5% 5/1/2041  | 138093 | 138001 |
| Freddie Mac Gold Pool 4.5% 5/1/2041  | 135359 | 135190 |
| Freddie Mac Gold Pool 4.5% 5/1/2041  | 125883 | 125883 |
| Freddie Mac Gold Pool 4.5% 5/1/2044  | 178289 | 177785 |
| Freddie Mac Gold Pool 4.5% 5/1/2047  | 53134 | 52152 |
| Freddie Mac Gold Pool 4.5% 5/1/2047  | 29400 | 28857 |
| Freddie Mac Gold Pool 4.5% 5/1/2047  | 25085 | 24621 |
| Freddie Mac Gold Pool 4.5% 5/1/2047  | 3477 | 3412 |
| Freddie Mac Gold Pool 4.5% 5/1/2048  | 3467539 | 3395870 |
| Freddie Mac Gold Pool 4.5% 5/1/2048  | 28879 | 28246 |
| Freddie Mac Gold Pool 4.5% 5/1/2049  | 1411247 | 1377226 |
| Freddie Mac Gold Pool 4.5% 5/1/2050  | 27281 | 26572 |
| Freddie Mac Gold Pool 4.5% 5/1/2053  | 1213100 | 1169905 |
| Freddie Mac Gold Pool 4.5% 5/1/2053  | 1205023 | 1162417 |
| Freddie Mac Gold Pool 4.5% 5/1/2055  | 25121 | 24174 |
| Freddie Mac Gold Pool 4.5% 6/1/2039  | 1559116 | 1556109 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 144492 | 144572 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 105011 | 104924 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 89384 | 89439 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 79473 | 79402 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 42837 | 42905 |
| Freddie Mac Gold Pool 4.5% 6/1/2047  | 275823 | 270725 |
| Freddie Mac Gold Pool 4.5% 6/1/2047  | 36923 | 36241 |
| Freddie Mac Gold Pool 4.5% 6/1/2047  | 22437 | 22169 |
| Freddie Mac Gold Pool 4.5% 6/1/2048  | 579652 | 567671 |
| Freddie Mac Gold Pool 4.5% 6/1/2048  | 523852 | 512370 |
| Freddie Mac Gold Pool 4.5% 6/1/2048  | 166891 | 163442 |
| Freddie Mac Gold Pool 4.5% 6/1/2048  | 20816 | 20359 |
| Freddie Mac Gold Pool 4.5% 6/1/2049  | 291437 | 284320 |
| Freddie Mac Gold Pool 4.5% 6/1/2049  | 241677 | 235851 |
| Freddie Mac Gold Pool 4.5% 7/1/2030  | 16785 | 16818 |
| Freddie Mac Gold Pool 4.5% 7/1/2038  | 118332 | 118436 |
| Freddie Mac Gold Pool 4.5% 7/1/2039  | 712731 | 713287 |
| Freddie Mac Gold Pool 4.5% 7/1/2041  | 4286164 | 4279193 |
| Freddie Mac Gold Pool 4.5% 7/1/2041  | 509104 | 508661 |
| Freddie Mac Gold Pool 4.5% 7/1/2047  | 1127566 | 1106728 |
| Freddie Mac Gold Pool 4.5% 7/1/2047  | 345978 | 338016 |
| Freddie Mac Gold Pool 4.5% 7/1/2048  | 215574 | 210714 |
| Freddie Mac Gold Pool 4.5% 7/1/2048  | 111604 | 109158 |
| Freddie Mac Gold Pool 4.5% 7/1/2048  | 65576 | 64221 |
| Freddie Mac Gold Pool 4.5% 7/1/2049  | 169152 | 165021 |
| Freddie Mac Gold Pool 4.5% 7/1/2049  | 64391 | 62818 |
| Freddie Mac Gold Pool 4.5% 7/1/2049  | 56615 | 55233 |
| Freddie Mac Gold Pool 4.5% 7/1/2050  | 256994 | 250316 |
| Freddie Mac Gold Pool 4.5% 8/1/2038  | 1270937 | 1271265 |
| Freddie Mac Gold Pool 4.5% 8/1/2039  | 146933 | 147048 |
| Freddie Mac Gold Pool 4.5% 8/1/2047  | 3027877 | 2971919 |
| Freddie Mac Gold Pool 4.5% 8/1/2048  | 7139660 | 6978699 |
| Freddie Mac Gold Pool 4.5% 8/1/2048  | 1970747 | 1928783 |
| Freddie Mac Gold Pool 4.5% 8/1/2048  | 13669 | 13369 |
| Freddie Mac Gold Pool 4.5% 8/1/2048  | 13450 | 13146 |
| Freddie Mac Gold Pool 4.5% 8/1/2049  | 152096 | 148382 |
| Freddie Mac Gold Pool 4.5% 8/1/2052  | 24112324 | 23320063 |
| Freddie Mac Gold Pool 4.5% 8/1/2054  | 1059184 | 1020658 |
| Freddie Mac Gold Pool 4.5% 9/1/2025  | 13 | 12 |
| Freddie Mac Gold Pool 4.5% 9/1/2037  | 292350 | 293156 |
| Freddie Mac Gold Pool 4.5% 9/1/2037  | 46274 | 46402 |
| Freddie Mac Gold Pool 4.5% 9/1/2038  | 788598 | 788802 |
| Freddie Mac Gold Pool 4.5% 9/1/2038  | 1519 | 1521 |
| Freddie Mac Gold Pool 4.5% 9/1/2044  | 43108 | 42756 |
| Freddie Mac Gold Pool 4.5% 9/1/2044  | 14972 | 14850 |
| Freddie Mac Gold Pool 4.5% 9/1/2046  | 115871 | 113947 |
| Freddie Mac Gold Pool 4.5% 9/1/2046  | 56325 | 55601 |
| Freddie Mac Gold Pool 4.5% 9/1/2046  | 8092 | 7988 |
| Freddie Mac Gold Pool 4.5% 9/1/2047  | 404699 | 397219 |
| Freddie Mac Gold Pool 4.5% 9/1/2047  | 277064 | 271943 |
| Freddie Mac Gold Pool 4.5% 9/1/2047  | 112433 | 110355 |
| Freddie Mac Gold Pool 4.5% 9/1/2047  | 88574 | 86938 |
| Freddie Mac Gold Pool 4.5% 9/1/2047  | 15619 | 15335 |
| Freddie Mac Gold Pool 4.5% 9/1/2048  | 1843008 | 1803764 |
| Freddie Mac Gold Pool 4.5% 9/1/2048  | 1048071 | 1025754 |
| Freddie Mac Gold Pool 4.5% 9/1/2048  | 303210 | 296374 |
| Freddie Mac Gold Pool 4.5% 9/1/2049  | 187599 | 183018 |
| Freddie Mac Gold Pool 4.5% 9/1/2049  | 15008 | 14632 |
| Freddie Mac Gold Pool 4.5% 9/1/2050  | 309412 | 301372 |
| Freddie Mac Gold Pool 4.5% 9/1/2052  | 73392071 | 70911815 |
| Freddie Mac Gold Pool 5% 1/1/2030  | 3766 | 3792 |
| Freddie Mac Gold Pool 5% 1/1/2037  | 9059 | 9203 |
| Freddie Mac Gold Pool 5% 1/1/2039  | 8428 | 8565 |
| Freddie Mac Gold Pool 5% 1/1/2039  | 2080 | 2114 |
| Freddie Mac Gold Pool 5% 1/1/2040  | 51664 | 52522 |
| Freddie Mac Gold Pool 5% 1/1/2049  | 400615 | 403324 |
| Freddie Mac Gold Pool 5% 1/1/2049  | 97326 | 97984 |
| Freddie Mac Gold Pool 5% 1/1/2053  | 1664664 | 1650951 |
| Freddie Mac Gold Pool 5% 1/1/2054  | 1742427 | 1721539 |
| Freddie Mac Gold Pool 5% 10/1/2026  | 46 | 45 |
| Freddie Mac Gold Pool 5% 10/1/2034  | 411 | 417 |
| Freddie Mac Gold Pool 5% 10/1/2038  | 15806 | 16063 |
| Freddie Mac Gold Pool 5% 10/1/2039  | 6912 | 7027 |
| Freddie Mac Gold Pool 5% 10/1/2048  | 169587 | 170893 |
| Freddie Mac Gold Pool 5% 10/1/2048  | 101540 | 102322 |
| Freddie Mac Gold Pool 5% 10/1/2048  | 3851 | 3881 |
| Freddie Mac Gold Pool 5% 10/1/2049  | 5217 | 5238 |
| Freddie Mac Gold Pool 5% 10/1/2052  | 2600726 | 2580928 |
| Freddie Mac Gold Pool 5% 10/1/2052  | 1868822 | 1853427 |
| Freddie Mac Gold Pool 5% 10/1/2052  | 1369441 | 1362867 |
| Freddie Mac Gold Pool 5% 10/1/2052  | 373558 | 370714 |
| Freddie Mac Gold Pool 5% 10/1/2054  | 21870936 | 21574581 |
| Freddie Mac Gold Pool 5% 10/1/2054  | 56668 | 55900 |
| Freddie Mac Gold Pool 5% 11/1/2038  | 38093 | 38709 |
| Freddie Mac Gold Pool 5% 11/1/2038  | 30479 | 30982 |
| Freddie Mac Gold Pool 5% 11/1/2048  | 384767 | 387730 |
| Freddie Mac Gold Pool 5% 11/1/2048  | 22301 | 22473 |
| Freddie Mac Gold Pool 5% 11/1/2048  | 18068 | 18207 |
| Freddie Mac Gold Pool 5% 11/1/2048  | 13670 | 13775 |
| Freddie Mac Gold Pool 5% 11/1/2049  | 16912 | 16979 |
| Freddie Mac Gold Pool 5% 11/1/2052  | 25207582 | 25039317 |
| Freddie Mac Gold Pool 5% 11/1/2053  | 16254393 | 16090017 |
| Freddie Mac Gold Pool 5% 11/1/2054  | 18779287 | 18524824 |
| Freddie Mac Gold Pool 5% 12/1/2036  | 45482 | 46217 |
| Freddie Mac Gold Pool 5% 12/1/2038  | 357108 | 362867 |
| Freddie Mac Gold Pool 5% 12/1/2038  | 10821 | 10999 |
| Freddie Mac Gold Pool 5% 12/1/2048  | 1097702 | 1106154 |
| Freddie Mac Gold Pool 5% 12/1/2048  | 561613 | 565937 |
| Freddie Mac Gold Pool 5% 12/1/2049  | 10729 | 10758 |
| Freddie Mac Gold Pool 5% 12/1/2053  | 27960998 | 27975323 |
| Freddie Mac Gold Pool 5% 12/1/2053  | 195068 | 192791 |
| Freddie Mac Gold Pool 5% 12/1/2054  | 27239540 | 26870438 |
| Freddie Mac Gold Pool 5% 12/1/2054  | 115921 | 114351 |
| Freddie Mac Gold Pool 5% 2/1/2037  | 26911 | 27340 |
| Freddie Mac Gold Pool 5% 2/1/2038  | 502572 | 510081 |
| Freddie Mac Gold Pool 5% 2/1/2038  | 95092 | 96642 |
| Freddie Mac Gold Pool 5% 2/1/2038  | 8592 | 8731 |
| Freddie Mac Gold Pool 5% 2/1/2039  | 341979 | 347624 |
| Freddie Mac Gold Pool 5% 2/1/2039  | 9868 | 10029 |
| Freddie Mac Gold Pool 5% 2/1/2039  | 1186 | 1206 |
| Freddie Mac Gold Pool 5% 2/1/2040  | 499951 | 505080 |
| Freddie Mac Gold Pool 5% 2/1/2049  | 1827357 | 1842021 |
| Freddie Mac Gold Pool 5% 2/1/2049  | 257322 | 259062 |
| Freddie Mac Gold Pool 5% 2/1/2049  | 187431 | 188698 |
| Freddie Mac Gold Pool 5% 2/1/2049  | 9841 | 9907 |
| Freddie Mac Gold Pool 5% 2/1/2050  | 388742 | 389792 |
| Freddie Mac Gold Pool 5% 2/1/2053  | 15274524 | 15134378 |
| Freddie Mac Gold Pool 5% 3/1/2027  | 616 | 616 |
| Freddie Mac Gold Pool 5% 3/1/2037  | 5553 | 5641 |
| Freddie Mac Gold Pool 5% 3/1/2037  | 785 | 797 |
| Freddie Mac Gold Pool 5% 3/1/2038  | 35509 | 36080 |
| Freddie Mac Gold Pool 5% 3/1/2038  | 2436 | 2474 |
| Freddie Mac Gold Pool 5% 3/1/2039  | 12785 | 12996 |
| Freddie Mac Gold Pool 5% 3/1/2040  | 8398875 | 8485044 |
| Freddie Mac Gold Pool 5% 3/1/2040  | 2783319 | 2811875 |
| Freddie Mac Gold Pool 5% 3/1/2049  | 13771 | 13865 |
| Freddie Mac Gold Pool 5% 3/1/2049  | 3620 | 3645 |
| Freddie Mac Gold Pool 5% 3/1/2050  | 8325 | 8348 |
| Freddie Mac Gold Pool 5% 3/1/2053  | 16941332 | 16748833 |
| Freddie Mac Gold Pool 5% 3/1/2053  | 943280 | 932414 |
| Freddie Mac Gold Pool 5% 3/1/2053  | 360932 | 356774 |
| Freddie Mac Gold Pool 5% 4/1/2028  | 534 | 535 |
| Freddie Mac Gold Pool 5% 4/1/2038  | 182355 | 185314 |
| Freddie Mac Gold Pool 5% 4/1/2038  | 147774 | 150206 |
| Freddie Mac Gold Pool 5% 4/1/2038  | 11849 | 12045 |
| Freddie Mac Gold Pool 5% 4/1/2038  | 529 | 536 |
| Freddie Mac Gold Pool 5% 4/1/2038  | 527 | 535 |
| Freddie Mac Gold Pool 5% 4/1/2039  | 719716 | 727549 |
| Freddie Mac Gold Pool 5% 4/1/2039  | 1315 | 1337 |
| Freddie Mac Gold Pool 5% 4/1/2049  | 267356 | 269164 |
| Freddie Mac Gold Pool 5% 4/1/2049  | 4733 | 4765 |
| Freddie Mac Gold Pool 5% 4/1/2053  | 38265172 | 38129323 |
| Freddie Mac Gold Pool 5% 4/1/2053  | 5014857 | 4967278 |
| Freddie Mac Gold Pool 5% 4/1/2054  | 269556 | 266156 |
| Freddie Mac Gold Pool 5% 5/1/2028  | 12645 | 12714 |
| Freddie Mac Gold Pool 5% 5/1/2029  | 570 | 573 |
| Freddie Mac Gold Pool 5% 5/1/2029  | 4 | 3 |
| Freddie Mac Gold Pool 5% 5/1/2035  | 403083 | 409338 |
| Freddie Mac Gold Pool 5% 5/1/2037  | 6048 | 6143 |
| Freddie Mac Gold Pool 5% 5/1/2039  | 7392705 | 7473172 |
| Freddie Mac Gold Pool 5% 5/1/2049  | 40403 | 40676 |
| Freddie Mac Gold Pool 5% 5/1/2050  | 1626107 | 1630498 |
| Freddie Mac Gold Pool 5% 6/1/2037  | 8006 | 8133 |
| Freddie Mac Gold Pool 5% 6/1/2037  | 6824 | 6934 |
| Freddie Mac Gold Pool 5% 6/1/2038  | 246602 | 250628 |
| Freddie Mac Gold Pool 5% 6/1/2038  | 58838 | 59780 |
| Freddie Mac Gold Pool 5% 6/1/2038  | 19397 | 19711 |
| Freddie Mac Gold Pool 5% 6/1/2040  | 999900 | 1010159 |
| Freddie Mac Gold Pool 5% 6/1/2049  | 13674 | 13767 |
| Freddie Mac Gold Pool 5% 6/1/2050  | 8066 | 8080 |
| Freddie Mac Gold Pool 5% 7/1/2031  | 4242 | 4298 |
| Freddie Mac Gold Pool 5% 7/1/2036  | 2606 | 2648 |
| Freddie Mac Gold Pool 5% 7/1/2038  | 2942 | 2990 |
| Freddie Mac Gold Pool 5% 7/1/2040  | 1049900 | 1060671 |
| Freddie Mac Gold Pool 5% 7/1/2040  | 599572 | 605724 |
| Freddie Mac Gold Pool 5% 7/1/2040  | 90767 | 92254 |
| Freddie Mac Gold Pool 5% 7/1/2048  | 480517 | 475087 |
| Freddie Mac Gold Pool 5% 7/1/2048  | 409285 | 404660 |
| Freddie Mac Gold Pool 5% 7/1/2052  | 1023480 | 1016968 |
| Freddie Mac Gold Pool 5% 7/1/2054  | 469497 | 463429 |
| Freddie Mac Gold Pool 5% 8/1/2037  | 18040 | 18325 |
| Freddie Mac Gold Pool 5% 8/1/2038  | 45606 | 46347 |
| Freddie Mac Gold Pool 5% 8/1/2038  | 32529 | 33059 |
| Freddie Mac Gold Pool 5% 8/1/2040  | 1123770 | 1142737 |
| Freddie Mac Gold Pool 5% 8/1/2040  | 401623 | 408248 |
| Freddie Mac Gold Pool 5% 8/1/2040  | 43618 | 44353 |
| Freddie Mac Gold Pool 5% 8/1/2040  | 13924 | 14161 |
| Freddie Mac Gold Pool 5% 8/1/2048  | 824487 | 830835 |
| Freddie Mac Gold Pool 5% 8/1/2049  | 102149 | 102553 |
| Freddie Mac Gold Pool 5% 8/1/2049  | 66203 | 66464 |
| Freddie Mac Gold Pool 5% 8/1/2052  | 1524060 | 1510648 |
| Freddie Mac Gold Pool 5% 8/1/2052  | 182120 | 180517 |
| Freddie Mac Gold Pool 5% 8/1/2052  | 80302 | 79595 |
| Freddie Mac Gold Pool 5% 8/1/2052  | 24623 | 24370 |
| Freddie Mac Gold Pool 5% 8/1/2054  | 42179 | 41621 |
| Freddie Mac Gold Pool 5% 8/1/2055  | 9787836 | 9703384 |
| Freddie Mac Gold Pool 5% 9/1/2031  | 5336 | 5398 |
| Freddie Mac Gold Pool 5% 9/1/2038  | 757630 | 769972 |
| Freddie Mac Gold Pool 5% 9/1/2038  | 931 | 946 |
| Freddie Mac Gold Pool 5% 9/1/2039  | 670368 | 681289 |
| Freddie Mac Gold Pool 5% 9/1/2039  | 507495 | 515821 |
| Freddie Mac Gold Pool 5% 9/1/2039  | 15701 | 15965 |
| Freddie Mac Gold Pool 5% 9/1/2040  | 5963274 | 6024455 |
| Freddie Mac Gold Pool 5% 9/1/2049  | 324304 | 325585 |
| Freddie Mac Gold Pool 5% 9/1/2049  | 10865 | 10737 |
| Freddie Mac Gold Pool 5% 9/1/2052  | 30541189 | 30308689 |
| Freddie Mac Gold Pool 5% 9/1/2052  | 2951031 | 2947932 |
| Freddie Mac Gold Pool 5% 9/1/2052  | 1741947 | 1728686 |
| Freddie Mac Gold Pool 5% 9/1/2053  | 49115 | 48649 |
| Freddie Mac Gold Pool 5.5% 1/1/2036  | 119706 | 124201 |
| Freddie Mac Gold Pool 5.5% 1/1/2037  | 16125 | 16750 |
| Freddie Mac Gold Pool 5.5% 1/1/2037  | 12124 | 12580 |
| Freddie Mac Gold Pool 5.5% 1/1/2038  | 52078 | 54182 |
| Freddie Mac Gold Pool 5.5% 1/1/2038  | 19609 | 20339 |
| Freddie Mac Gold Pool 5.5% 1/1/2038  | 9362 | 9714 |
| Freddie Mac Gold Pool 5.5% 1/1/2039  | 251234 | 259970 |
| Freddie Mac Gold Pool 5.5% 1/1/2039  | 23458 | 24390 |
| Freddie Mac Gold Pool 5.5% 1/1/2040  | 19407510 | 19845922 |
| Freddie Mac Gold Pool 5.5% 1/1/2041  | 46293 | 48167 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 8321783 | 8416869 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 4506370 | 4544693 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 849255 | 860021 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 818761 | 825724 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 367099 | 371294 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 133405 | 134930 |
| Freddie Mac Gold Pool 5.5% 1/1/2054  | 115859 | 116857 |
| Freddie Mac Gold Pool 5.5% 1/1/2055  | 4903735 | 4933714 |
| Freddie Mac Gold Pool 5.5% 10/1/2033  | 7425 | 7670 |
| Freddie Mac Gold Pool 5.5% 10/1/2035  | 54824 | 56883 |
| Freddie Mac Gold Pool 5.5% 10/1/2036  | 4405 | 4572 |
| Freddie Mac Gold Pool 5.5% 10/1/2053  | 10593595 | 10684844 |
| Freddie Mac Gold Pool 5.5% 10/1/2054  | 20867058 | 21222864 |
| Freddie Mac Gold Pool 5.5% 10/1/2054  | 1647694 | 1659028 |
| Freddie Mac Gold Pool 5.5% 10/1/2054  | 1289566 | 1298437 |
| Freddie Mac Gold Pool 5.5% 10/1/2054  | 949236 | 955766 |
| Freddie Mac Gold Pool 5.5% 10/1/2054  | 232296 | 233716 |
| Freddie Mac Gold Pool 5.5% 10/1/2054  | 82246 | 82749 |
| Freddie Mac Gold Pool 5.5% 11/1/2028  | 8340 | 8449 |
| Freddie Mac Gold Pool 5.5% 11/1/2037  | 44182 | 45843 |
| Freddie Mac Gold Pool 5.5% 11/1/2038  | 8926 | 9291 |
| Freddie Mac Gold Pool 5.5% 11/1/2052  | 6349304 | 6427804 |
| Freddie Mac Gold Pool 5.5% 11/1/2052  | 5738998 | 5809952 |
| Freddie Mac Gold Pool 5.5% 11/1/2052  | 1794184 | 1823656 |
| Freddie Mac Gold Pool 5.5% 11/1/2053  | 6073450 | 6125765 |
| Freddie Mac Gold Pool 5.5% 11/1/2054  | 19288239 | 19677400 |
| Freddie Mac Gold Pool 5.5% 11/1/2054  | 3948451 | 3972590 |
| Freddie Mac Gold Pool 5.5% 12/1/2035  | 6397 | 6642 |
| Freddie Mac Gold Pool 5.5% 12/1/2037  | 3503 | 3647 |
| Freddie Mac Gold Pool 5.5% 12/1/2039  | 115668 | 120381 |
| Freddie Mac Gold Pool 5.5% 12/1/2052  | 27719075 | 28061782 |
| Freddie Mac Gold Pool 5.5% 12/1/2054  | 1371682 | 1380818 |
| Freddie Mac Gold Pool 5.5% 2/1/2028  | 437 | 441 |
| Freddie Mac Gold Pool 5.5% 2/1/2036  | 3720 | 3859 |
| Freddie Mac Gold Pool 5.5% 2/1/2038  | 9786 | 10180 |
| Freddie Mac Gold Pool 5.5% 2/1/2039  | 12912 | 13432 |
| Freddie Mac Gold Pool 5.5% 2/1/2053  | 45128359 | 45685604 |
| Freddie Mac Gold Pool 5.5% 2/1/2053  | 28052429 | 28298446 |
| Freddie Mac Gold Pool 5.5% 2/1/2053  | 509696 | 514843 |
| Freddie Mac Gold Pool 5.5% 2/1/2054  | 152255 | 155565 |
| Freddie Mac Gold Pool 5.5% 2/1/2055  | 7279373 | 7323876 |
| Freddie Mac Gold Pool 5.5% 2/1/2055  | 4965838 | 4996197 |
| Freddie Mac Gold Pool 5.5% 3/1/2034  | 538438 | 556076 |
| Freddie Mac Gold Pool 5.5% 3/1/2037  | 4576 | 4753 |
| Freddie Mac Gold Pool 5.5% 3/1/2038  | 17948 | 18683 |
| Freddie Mac Gold Pool 5.5% 3/1/2039  | 1127195 | 1172409 |
| Freddie Mac Gold Pool 5.5% 3/1/2039  | 32195 | 33472 |
| Freddie Mac Gold Pool 5.5% 3/1/2053  | 8897486 | 8999150 |
| Freddie Mac Gold Pool 5.5% 3/1/2053  | 141703 | 143499 |
| Freddie Mac Gold Pool 5.5% 3/1/2054  | 44484111 | 44839477 |
| Freddie Mac Gold Pool 5.5% 3/1/2054  | 486168 | 490051 |
| Freddie Mac Gold Pool 5.5% 3/1/2054  | 314915 | 317824 |
| Freddie Mac Gold Pool 5.5% 3/1/2054  | 72924 | 73684 |
| Freddie Mac Gold Pool 5.5% 4/1/2027  | 436 | 438 |
| Freddie Mac Gold Pool 5.5% 4/1/2038  | 103840 | 108056 |
| Freddie Mac Gold Pool 5.5% 4/1/2038  | 17734 | 18444 |
| Freddie Mac Gold Pool 5.5% 4/1/2038  | 8710 | 9058 |
| Freddie Mac Gold Pool 5.5% 4/1/2038  | 7407 | 7698 |
| Freddie Mac Gold Pool 5.5% 4/1/2039  | 82743 | 86083 |
| Freddie Mac Gold Pool 5.5% 4/1/2040  | 274237 | 284985 |
| Freddie Mac Gold Pool 5.5% 4/1/2053  | 49871026 | 50409688 |
| Freddie Mac Gold Pool 5.5% 4/1/2053  | 615346 | 619954 |
| Freddie Mac Gold Pool 5.5% 4/1/2054  | 5655528 | 5700708 |
| Freddie Mac Gold Pool 5.5% 4/1/2054  | 1354878 | 1379250 |
| Freddie Mac Gold Pool 5.5% 4/1/2054  | 1368780 | 1379073 |
| Freddie Mac Gold Pool 5.5% 4/1/2054  | 411103 | 414740 |
| Freddie Mac Gold Pool 5.5% 4/1/2054  | 146617 | 148017 |
| Freddie Mac Gold Pool 5.5% 5/1/2028  | 4039 | 4089 |
| Freddie Mac Gold Pool 5.5% 5/1/2036  | 22687 | 23494 |
| Freddie Mac Gold Pool 5.5% 5/1/2036  | 9190 | 9537 |
| Freddie Mac Gold Pool 5.5% 5/1/2036  | 3935 | 4087 |
| Freddie Mac Gold Pool 5.5% 5/1/2036  | 3359 | 3485 |
| Freddie Mac Gold Pool 5.5% 5/1/2037  | 322441 | 334653 |
| Freddie Mac Gold Pool 5.5% 5/1/2037  | 9237 | 9600 |
| Freddie Mac Gold Pool 5.5% 5/1/2037  | 2643 | 2745 |
| Freddie Mac Gold Pool 5.5% 5/1/2037  | 430 | 446 |
| Freddie Mac Gold Pool 5.5% 5/1/2038  | 178615 | 185592 |
| Freddie Mac Gold Pool 5.5% 5/1/2038  | 7837 | 8154 |
| Freddie Mac Gold Pool 5.5% 5/1/2038  | 7239 | 7522 |
| Freddie Mac Gold Pool 5.5% 5/1/2038  | 6906 | 7188 |
| Freddie Mac Gold Pool 5.5% 5/1/2040  | 8921 | 9283 |
| Freddie Mac Gold Pool 5.5% 5/1/2040  | 8653 | 9003 |
| Freddie Mac Gold Pool 5.5% 5/1/2054  | 3883631 | 3914656 |
| Freddie Mac Gold Pool 5.5% 5/1/2054  | 937851 | 944025 |
| Freddie Mac Gold Pool 5.5% 5/1/2054  | 440528 | 443483 |
| Freddie Mac Gold Pool 5.5% 5/1/2054  | 82746 | 83407 |
| Freddie Mac Gold Pool 5.5% 5/1/2055  | 595315 | 598955 |
| Freddie Mac Gold Pool 5.5% 5/1/2055  | 398937 | 401376 |
| Freddie Mac Gold Pool 5.5% 6/1/2027  | 8458 | 8524 |
| Freddie Mac Gold Pool 5.5% 6/1/2038  | 86308 | 89799 |
| Freddie Mac Gold Pool 5.5% 6/1/2038  | 19438 | 20221 |
| Freddie Mac Gold Pool 5.5% 6/1/2038  | 13238 | 13763 |
| Freddie Mac Gold Pool 5.5% 6/1/2038  | 10526 | 10938 |
| Freddie Mac Gold Pool 5.5% 6/1/2040  | 74947 | 77903 |
| Freddie Mac Gold Pool 5.5% 6/1/2041  | 584226 | 603905 |
| Freddie Mac Gold Pool 5.5% 6/1/2041  | 382452 | 397523 |
| Freddie Mac Gold Pool 5.5% 6/1/2041  | 185998 | 192815 |
| Freddie Mac Gold Pool 5.5% 6/1/2049  | 2966981 | 3055586 |
| Freddie Mac Gold Pool 5.5% 6/1/2053  | 54853 | 55377 |
| Freddie Mac Gold Pool 5.5% 6/1/2054  | 3769952 | 3795356 |
| Freddie Mac Gold Pool 5.5% 6/1/2054  | 1310788 | 1319580 |
| Freddie Mac Gold Pool 5.5% 6/1/2054  | 856775 | 863620 |
| Freddie Mac Gold Pool 5.5% 6/1/2054  | 658647 | 663086 |
| Freddie Mac Gold Pool 5.5% 6/1/2054  | 651567 | 657790 |
| Freddie Mac Gold Pool 5.5% 6/1/2054  | 553661 | 557271 |
| Freddie Mac Gold Pool 5.5% 6/1/2054  | 535920 | 539515 |
| Freddie Mac Gold Pool 5.5% 6/1/2054  | 263971 | 265741 |
| Freddie Mac Gold Pool 5.5% 6/1/2054  | 146529 | 147475 |
| Freddie Mac Gold Pool 5.5% 6/1/2055  | 4940484 | 4970688 |
| Freddie Mac Gold Pool 5.5% 7/1/2028  | 4438 | 4489 |
| Freddie Mac Gold Pool 5.5% 7/1/2035  | 339859 | 350911 |
| Freddie Mac Gold Pool 5.5% 7/1/2036  | 163543 | 169873 |
| Freddie Mac Gold Pool 5.5% 7/1/2038  | 8958 | 9313 |
| Freddie Mac Gold Pool 5.5% 7/1/2038  | 5522 | 5746 |
| Freddie Mac Gold Pool 5.5% 7/1/2039  | 6671 | 6935 |
| Freddie Mac Gold Pool 5.5% 7/1/2053  | 12674555 | 12787690 |
| Freddie Mac Gold Pool 5.5% 8/1/2038  | 19879 | 20641 |
| Freddie Mac Gold Pool 5.5% 8/1/2038  | 13336 | 13837 |
| Freddie Mac Gold Pool 5.5% 8/1/2038  | 8329 | 8668 |
| Freddie Mac Gold Pool 5.5% 8/1/2038  | 4786 | 4967 |
| Freddie Mac Gold Pool 5.5% 8/1/2039  | 5362555 | 5483694 |
| Freddie Mac Gold Pool 5.5% 8/1/2039  | 138145 | 143702 |
| Freddie Mac Gold Pool 5.5% 8/1/2040  | 34618 | 36025 |
| Freddie Mac Gold Pool 5.5% 8/1/2053  | 25479559 | 25706992 |
| Freddie Mac Gold Pool 5.5% 8/1/2053  | 4873112 | 4920722 |
| Freddie Mac Gold Pool 5.5% 8/1/2055  | 21307450 | 21437715 |
| Freddie Mac Gold Pool 5.5% 9/1/2038  | 122197 | 127177 |
| Freddie Mac Gold Pool 5.5% 9/1/2038  | 17207 | 17881 |
| Freddie Mac Gold Pool 5.5% 9/1/2038  | 8493 | 8827 |
| Freddie Mac Gold Pool 5.5% 9/1/2040  | 555644 | 578351 |
| Freddie Mac Gold Pool 5.5% 9/1/2053  | 19747162 | 20139411 |
| Freddie Mac Gold Pool 5.5% 9/1/2053  | 4858343 | 4900191 |
| Freddie Mac Gold Pool 5.5% 9/1/2053  | 19105 | 19281 |
| Freddie Mac Gold Pool 5.5% 9/1/2054  | 21356393 | 21486958 |
| Freddie Mac Gold Pool 5.5% 9/1/2054  | 233296 | 235003 |
| Freddie Mac Gold Pool 6% 1/1/2053  | 17003676 | 17443260 |
| Freddie Mac Gold Pool 6% 1/1/2053  | 1704790 | 1750738 |
| Freddie Mac Gold Pool 6% 1/1/2055  | 17827116 | 18218463 |
| Freddie Mac Gold Pool 6% 10/1/2054  | 1087431 | 1112662 |
| Freddie Mac Gold Pool 6% 11/1/2053  | 6597008 | 6756259 |
| Freddie Mac Gold Pool 6% 11/1/2053  | 3942960 | 4038143 |
| Freddie Mac Gold Pool 6% 12/1/2052  | 19321336 | 19842090 |
| Freddie Mac Gold Pool 6% 12/1/2052  | 188043 | 193112 |
| Freddie Mac Gold Pool 6% 12/1/2053  | 26901669 | 27809326 |
| Freddie Mac Gold Pool 6% 12/1/2054  | 206198 | 210725 |
| Freddie Mac Gold Pool 6% 2/1/2055  | 13084301 | 13371531 |
| Freddie Mac Gold Pool 6% 3/1/2053  | 18926 | 19412 |
| Freddie Mac Gold Pool 6% 3/1/2055  | 10490079 | 10720360 |
| Freddie Mac Gold Pool 6% 4/1/2032  | 186815 | 193941 |
| Freddie Mac Gold Pool 6% 4/1/2053  | 1008674 | 1034600 |
| Freddie Mac Gold Pool 6% 4/1/2054  | 46673237 | 48397921 |
| Freddie Mac Gold Pool 6% 4/1/2055  | 11513761 | 11766515 |
| Freddie Mac Gold Pool 6% 5/1/2053  | 5180724 | 5313880 |
| Freddie Mac Gold Pool 6% 5/1/2054  | 54077227 | 56160000 |
| Freddie Mac Gold Pool 6% 5/1/2054  | 28468291 | 29111028 |
| Freddie Mac Gold Pool 6% 5/1/2055  | 2956129 | 3023309 |
| Freddie Mac Gold Pool 6% 5/1/2055  | 1997587 | 2043732 |
| Freddie Mac Gold Pool 6% 5/1/2055  | 649695 | 663957 |
| Freddie Mac Gold Pool 6% 5/1/2055  | 98435 | 100596 |
| Freddie Mac Gold Pool 6% 5/1/2055  | 93136 | 95195 |
| Freddie Mac Gold Pool 6% 6/1/2053  | 12975133 | 13308623 |
| Freddie Mac Gold Pool 6% 6/1/2053  | 2798935 | 2870874 |
| Freddie Mac Gold Pool 6% 6/1/2054  | 10795529 | 11052083 |
| Freddie Mac Gold Pool 6% 6/1/2055  | 2996343 | 3062588 |
| Freddie Mac Gold Pool 6% 6/1/2055  | 1031116 | 1053840 |
| Freddie Mac Gold Pool 6% 7/1/2053  | 4441366 | 4557185 |
| Freddie Mac Gold Pool 6% 7/1/2053  | 2255468 | 2307518 |
| Freddie Mac Gold Pool 6% 7/1/2053  | 178097 | 182396 |
| Freddie Mac Gold Pool 6% 7/1/2055  | 13631149 | 13930384 |
| Freddie Mac Gold Pool 6% 7/1/2055  | 13037241 | 13323948 |
| Freddie Mac Gold Pool 6% 7/1/2055  | 599528 | 612783 |
| Freddie Mac Gold Pool 6% 8/1/2037  | 24230 | 25569 |
| Freddie Mac Gold Pool 6% 8/1/2053  | 4423995 | 4530789 |
| Freddie Mac Gold Pool 6% 8/1/2053  | 3991403 | 4087755 |
| Freddie Mac Gold Pool 6% 8/1/2053  | 2596042 | 2660332 |
| Freddie Mac Gold Pool 6% 8/1/2053  | 384635 | 394665 |
| Freddie Mac Gold Pool 6% 8/1/2054  | 30861079 | 31548195 |
| Freddie Mac Gold Pool 6% 8/1/2054  | 1167031 | 1192997 |
| Freddie Mac Gold Pool 6% 9/1/2053  | 8440656 | 8644412 |
| Freddie Mac Gold Pool 6.5% 1/1/2054  | 2819046 | 2924391 |
| Freddie Mac Gold Pool 6.5% 10/1/2037  | 10670 | 11408 |
| Freddie Mac Gold Pool 6.5% 10/1/2053  | 26350918 | 27352092 |
| Freddie Mac Gold Pool 6.5% 10/1/2053  | 774703 | 805045 |
| Freddie Mac Gold Pool 6.5% 10/1/2053  | 112907 | 117197 |
| Freddie Mac Gold Pool 6.5% 11/1/2036  | 5353 | 5718 |
| Freddie Mac Gold Pool 6.5% 12/1/2037  | 9041 | 9676 |
| Freddie Mac Gold Pool 6.5% 12/1/2053  | 17968084 | 18824827 |
| Freddie Mac Gold Pool 6.5% 12/1/2053  | 17587259 | 18255467 |
| Freddie Mac Gold Pool 6.5% 2/1/2054  | 24258797 | 25375689 |
| Freddie Mac Gold Pool 6.5% 3/1/2053  | 580552 | 604288 |
| Freddie Mac Gold Pool 6.5% 3/1/2055  | 12733730 | 13195647 |
| Freddie Mac Gold Pool 6.5% 5/1/2053  | 904412 | 940257 |
| Freddie Mac Gold Pool 6.5% 5/1/2055  | 54540843 | 56510799 |
| Freddie Mac Gold Pool 6.5% 6/1/2054  | 24499210 | 25789863 |
| Freddie Mac Gold Pool 6.5% 6/1/2054  | 12273292 | 12946714 |
| Freddie Mac Gold Pool 6.5% 8/1/2053  | 23556865 | 24451882 |
| Freddie Mac Gold Pool 6.5% 9/1/2037  | 6254 | 6629 |
| Freddie Mac Gold Pool 6.5% 9/1/2053  | 10341985 | 10734918 |
| Freddie Mac Gold Pool 6.5% 9/1/2054  | 14584267 | 15389047 |
| Freddie Mac Gold Pool 7% 1/1/2054  | 4862596 | 5136305 |
| Freddie Mac Manufactured Housing participation certificates 4.5% 1/1/2055  | 49297 | 47423 |
| Freddie Mac Manufactured Housing participation certificates 6% 1/1/2055  | 6654625 | 6800709 |
| Freddie Mac Manufactured Housing participation certificates 6% 2/1/2055  | 143631 | 146784 |
| Freddie Mac Manufactured Housing participation certificates 6% 4/1/2055  | 28574716 | 29507835 |
| Freddie Mac Multiclass Mortgage participation certificates 2.5% 1/1/2032  | 13248 | 12775 |
| Freddie Mac Multiclass Mortgage participation certificates 2.5% 12/1/2031  | 22910 | 22158 |
| Freddie Mac Multiclass Mortgage participation certificates 2.5% 12/1/2031  | 1918 | 1853 |
| Freddie Mac Multiclass Mortgage participation certificates 2.5% 2/1/2032  | 33544 | 32419 |
| Freddie Mac Multifamily Structured pass-thru certificates 4.5% 9/1/2054  | 1086936 | 1047062 |
| Freddie Mac Multifamily Structured pass-thru certificates 6% 9/1/2054  | 980402 | 1002230 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.887%, 6.618% 9/1/2037 (b)(c) | 40648 | 42045 |
| Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 1.699%, 6.022% 3/1/2036 (b)(c) | 819598 | 829612 |
| Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.233%, 6.524% 12/1/2035 (b)(c) | 342461 | 349598 |
| Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.25%, 6.432% 3/1/2035 (b)(c) | 182105 | 185973 |
| Freddie Mac Non Gold Pool 4% 10/1/2040  | 196056 | 190725 |
| Freddie Mac Non Gold Pool 4% 10/1/2040  | 2597 | 2557 |
| Freddie Mac Non Gold Pool 4% 9/1/2040  | 363968 | 354477 |
| Freddie Mac Non Gold Pool 4% 9/1/2040  | 118938 | 116037 |
| Freddie Mac Non Gold Pool 4% 9/1/2040  | 12521 | 12219 |
| Freddie Mac Non Gold Pool 4% 9/1/2040  | 10338 | 10089 |
| Freddie Mac Non Gold Pool 4% 9/1/2040  | 2480 | 2417 |
| Freddie Mac Non Gold Pool 4.5% 1/1/2055  | 966360 | 930230 |
| Freddie Mac Non Gold Pool 4.5% 1/1/2055  | 891288 | 857407 |
| Freddie Mac Non Gold Pool 4.5% 2/1/2055  | 1157534 | 1116064 |
| Freddie Mac Non Gold Pool 4.5% 9/1/2040  | 690016 | 689721 |
| Freddie Mac Non Gold Pool 5% 11/1/2054  | 78145 | 77111 |
| Freddie Mac Non Gold Pool 5% 4/1/2055  | 449536 | 443410 |
| Freddie Mac Non Gold Pool 5% 9/1/2040  | 115652 | 117614 |
| Freddie Mac Non Gold Pool 5.5% 1/1/2054  | 478021 | 481571 |
| Freddie Mac Non Gold Pool 5.5% 4/1/2054  | 14230415 | 14361884 |
| Freddie Mac Non Gold Pool 5.5% 4/1/2054  | 470866 | 474628 |
| Freddie Mac Non Gold Pool 5.5% 6/1/2053  | 199002 | 201773 |
| Freddie Mac Non Gold Pool 5.5% 8/1/2053  | 489256 | 492249 |
| Freddie Mac Non Gold Pool 6% 10/1/2054  | 3941916 | 4030914 |
| Freddie Mac Non Gold Pool 6% 10/1/2054  | 773348 | 790567 |
| Freddie Mac Non Gold Pool 6% 11/1/2054  | 2917882 | 2982848 |
| Freddie Mac Non Gold Pool 6% 12/1/2054  | 3948875 | 4035562 |
| Freddie Mac Non Gold Pool 6% 2/1/2055  | 1253155 | 1280664 |
| Freddie Mac Non Gold Pool 6% 2/1/2055  | 287530 | 293932 |
| Freddie Mac Non Gold Pool 6% 3/1/2055  | 1072122 | 1097869 |
| Freddie Mac Non Gold Pool 6% 4/1/2055  | 1186875 | 1212929 |
| Freddie Mac Non Gold Pool 6% 4/1/2055  | 1186068 | 1212105 |
| Freddie Mac Non Gold Pool 6% 4/1/2055  | 1153366 | 1178685 |
| Freddie Mac Non Gold Pool 6% 4/1/2055  | 838315 | 856718 |
| Freddie Mac Non Gold Pool 6% 6/1/2055  | 3225001 | 3296301 |
| Freddie Mac Non Gold Pool 6% 6/1/2055  | 84926 | 86937 |
| Ginnie Mae I Pool 2% 8/20/2052  | 2128226 | 1753437 |
| Ginnie Mae I Pool 3% 1/15/2043  | 175689 | 159757 |
| Ginnie Mae I Pool 3% 1/15/2045  | 85571 | 77074 |
| Ginnie Mae I Pool 3% 1/15/2045  | 64568 | 58178 |
| Ginnie Mae I Pool 3% 1/15/2045  | 57822 | 52242 |
| Ginnie Mae I Pool 3% 1/15/2045  | 54332 | 48880 |
| Ginnie Mae I Pool 3% 1/15/2045  | 23885 | 21480 |
| Ginnie Mae I Pool 3% 10/15/2042  | 22028 | 19998 |
| Ginnie Mae I Pool 3% 10/15/2042  | 11490 | 10452 |
| Ginnie Mae I Pool 3% 10/20/2042  | 10214004 | 9360348 |
| Ginnie Mae I Pool 3% 11/15/2042  | 66521 | 60639 |
| Ginnie Mae I Pool 3% 2/15/2045  | 230369 | 207572 |
| Ginnie Mae I Pool 3% 2/15/2045  | 105401 | 94934 |
| Ginnie Mae I Pool 3% 2/15/2045  | 57892 | 52103 |
| Ginnie Mae I Pool 3% 2/20/2046  | 173998 | 156340 |
| Ginnie Mae I Pool 3% 3/15/2043  | 16422 | 15046 |
| Ginnie Mae I Pool 3% 3/15/2043  | 5764 | 5281 |
| Ginnie Mae I Pool 3% 3/15/2043  | 2498 | 2275 |
| Ginnie Mae I Pool 3% 3/15/2045  | 446836 | 401999 |
| Ginnie Mae I Pool 3% 3/15/2045  | 280817 | 252351 |
| Ginnie Mae I Pool 3% 3/15/2045  | 259090 | 233996 |
| Ginnie Mae I Pool 3% 3/15/2045  | 217348 | 195613 |
| Ginnie Mae I Pool 3% 3/15/2045  | 198711 | 179678 |
| Ginnie Mae I Pool 3% 3/15/2045  | 133564 | 120254 |
| Ginnie Mae I Pool 3% 3/15/2045  | 84886 | 76310 |
| Ginnie Mae I Pool 3% 3/15/2045  | 78451 | 70742 |
| Ginnie Mae I Pool 3% 3/15/2045  | 73975 | 66942 |
| Ginnie Mae I Pool 3% 3/15/2045  | 51454 | 47042 |
| Ginnie Mae I Pool 3% 3/15/2045  | 46815 | 42022 |
| Ginnie Mae I Pool 3% 3/15/2045  | 38859 | 35235 |
| Ginnie Mae I Pool 3% 3/15/2045  | 23575 | 21202 |
| Ginnie Mae I Pool 3% 4/15/2042  | 144978 | 132489 |
| Ginnie Mae I Pool 3% 5/15/2042  | 86390 | 79285 |
| Ginnie Mae I Pool 3% 5/15/2045  | 145314 | 130833 |
| Ginnie Mae I Pool 3% 6/15/2042  | 89931 | 82185 |
| Ginnie Mae I Pool 3% 6/15/2043  | 1476148 | 1340105 |
| Ginnie Mae I Pool 3% 6/15/2043  | 268621 | 242891 |
| Ginnie Mae I Pool 3% 6/15/2043  | 235737 | 214624 |
| Ginnie Mae I Pool 3% 6/15/2045  | 147195 | 133521 |
| Ginnie Mae I Pool 3% 6/15/2045  | 33760 | 30315 |
| Ginnie Mae I Pool 3% 6/15/2045  | 20832 | 18721 |
| Ginnie Mae I Pool 3% 7/15/2042  | 66817 | 61562 |
| Ginnie Mae I Pool 3% 7/15/2043  | 395265 | 359129 |
| Ginnie Mae I Pool 3% 7/15/2045  | 280297 | 251141 |
| Ginnie Mae I Pool 3% 7/15/2045  | 173050 | 155049 |
| Ginnie Mae I Pool 3% 7/15/2045  | 162672 | 146126 |
| Ginnie Mae I Pool 3% 7/15/2045  | 94319 | 85183 |
| Ginnie Mae I Pool 3% 7/15/2045  | 88947 | 79780 |
| Ginnie Mae I Pool 3% 7/15/2045  | 83018 | 74948 |
| Ginnie Mae I Pool 3% 7/15/2045  | 80840 | 72509 |
| Ginnie Mae I Pool 3% 7/15/2045  | 72284 | 64811 |
| Ginnie Mae I Pool 3% 7/15/2045  | 64579 | 58211 |
| Ginnie Mae I Pool 3% 7/15/2045  | 62653 | 56136 |
| Ginnie Mae I Pool 3% 7/15/2045  | 24251 | 21728 |
| Ginnie Mae I Pool 3% 7/20/2052  | 5863475 | 5202009 |
| Ginnie Mae I Pool 3.5% 1/15/2041  | 58584 | 55229 |
| Ginnie Mae I Pool 3.5% 1/15/2041  | 45516 | 43131 |
| Ginnie Mae I Pool 3.5% 1/15/2042  | 143092 | 134102 |
| Ginnie Mae I Pool 3.5% 1/15/2042  | 72737 | 68149 |
| Ginnie Mae I Pool 3.5% 1/15/2042  | 4634 | 4361 |
| Ginnie Mae I Pool 3.5% 1/15/2043  | 5490 | 5171 |
| Ginnie Mae I Pool 3.5% 10/15/2040  | 17847 | 16791 |
| Ginnie Mae I Pool 3.5% 10/15/2042  | 61652 | 57826 |
| Ginnie Mae I Pool 3.5% 10/15/2042  | 20291 | 19053 |
| Ginnie Mae I Pool 3.5% 11/15/2040  | 37310 | 35204 |
| Ginnie Mae I Pool 3.5% 11/15/2041  | 417857 | 392690 |
| Ginnie Mae I Pool 3.5% 11/15/2041  | 105162 | 99285 |
| Ginnie Mae I Pool 3.5% 11/15/2041  | 95494 | 90422 |
| Ginnie Mae I Pool 3.5% 11/15/2042  | 48964 | 45740 |
| Ginnie Mae I Pool 3.5% 11/20/2052  | 6848070 | 6250164 |
| Ginnie Mae I Pool 3.5% 12/15/2040  | 61314 | 57870 |
| Ginnie Mae I Pool 3.5% 12/15/2041  | 127728 | 120274 |
| Ginnie Mae I Pool 3.5% 12/15/2041  | 15609 | 14690 |
| Ginnie Mae I Pool 3.5% 12/15/2042  | 43046 | 40386 |
| Ginnie Mae I Pool 3.5% 12/15/2043  | 11916 | 11105 |
| Ginnie Mae I Pool 3.5% 2/15/2041  | 1159 | 1098 |
| Ginnie Mae I Pool 3.5% 2/15/2042  | 318518 | 299250 |
| Ginnie Mae I Pool 3.5% 2/15/2042  | 272227 | 255760 |
| Ginnie Mae I Pool 3.5% 2/15/2042  | 73365 | 68756 |
| Ginnie Mae I Pool 3.5% 2/15/2043  | 203942 | 191025 |
| Ginnie Mae I Pool 3.5% 2/15/2043  | 123283 | 115168 |
| Ginnie Mae I Pool 3.5% 3/15/2042  | 104047 | 98059 |
| Ginnie Mae I Pool 3.5% 3/15/2042  | 41029 | 38580 |
| Ginnie Mae I Pool 3.5% 3/15/2042  | 2136 | 2005 |
| Ginnie Mae I Pool 3.5% 4/15/2042  | 89446 | 84083 |
| Ginnie Mae I Pool 3.5% 4/15/2042  | 21704 | 20313 |
| Ginnie Mae I Pool 3.5% 4/15/2042  | 7027 | 6608 |
| Ginnie Mae I Pool 3.5% 4/15/2042  | 1782 | 1668 |
| Ginnie Mae I Pool 3.5% 5/15/2042  | 229766 | 215867 |
| Ginnie Mae I Pool 3.5% 5/15/2042  | 114603 | 107823 |
| Ginnie Mae I Pool 3.5% 5/15/2042  | 88408 | 83154 |
| Ginnie Mae I Pool 3.5% 5/15/2042  | 52292 | 49157 |
| Ginnie Mae I Pool 3.5% 5/15/2042  | 12258 | 11526 |
| Ginnie Mae I Pool 3.5% 5/15/2043  | 317706 | 298238 |
| Ginnie Mae I Pool 3.5% 5/15/2043  | 221628 | 207093 |
| Ginnie Mae I Pool 3.5% 5/15/2043  | 109986 | 102882 |
| Ginnie Mae I Pool 3.5% 5/15/2043  | 72926 | 68234 |
| Ginnie Mae I Pool 3.5% 6/15/2042  | 348292 | 327592 |
| Ginnie Mae I Pool 3.5% 6/15/2042  | 65536 | 61336 |
| Ginnie Mae I Pool 3.5% 6/15/2042  | 43803 | 40996 |
| Ginnie Mae I Pool 3.5% 6/15/2042  | 10402 | 9767 |
| Ginnie Mae I Pool 3.5% 6/15/2043  | 367657 | 343817 |
| Ginnie Mae I Pool 3.5% 6/15/2043  | 110882 | 104001 |
| Ginnie Mae I Pool 3.5% 6/15/2043  | 6363 | 5945 |
| Ginnie Mae I Pool 3.5% 6/20/2042  | 1829033 | 1713299 |
| Ginnie Mae I Pool 3.5% 7/15/2042  | 749318 | 703401 |
| Ginnie Mae I Pool 3.5% 7/15/2042  | 46842 | 44045 |
| Ginnie Mae I Pool 3.5% 7/15/2042  | 35192 | 32919 |
| Ginnie Mae I Pool 3.5% 7/15/2042  | 34780 | 32569 |
| Ginnie Mae I Pool 3.5% 7/15/2042  | 23157 | 21661 |
| Ginnie Mae I Pool 3.5% 8/15/2041  | 4180 | 3923 |
| Ginnie Mae I Pool 3.5% 8/15/2042  | 2424838 | 2274988 |
| Ginnie Mae I Pool 3.5% 8/15/2042  | 36636 | 34420 |
| Ginnie Mae I Pool 3.5% 8/15/2042  | 32888 | 30839 |
| Ginnie Mae I Pool 3.5% 8/15/2042  | 8349 | 7833 |
| Ginnie Mae I Pool 3.5% 8/15/2043  | 23100 | 21546 |
| Ginnie Mae I Pool 3.5% 8/20/2052  | 24687152 | 22531714 |
| Ginnie Mae I Pool 3.5% 9/15/2041  | 93895 | 88569 |
| Ginnie Mae I Pool 3.5% 9/15/2043  | 22362 | 21191 |
| Ginnie Mae I Pool 3.5% 9/20/2054  | 47239 | 43144 |
| Ginnie Mae I Pool 4% 1/15/2040  | 19939 | 19391 |
| Ginnie Mae I Pool 4% 1/15/2041  | 850789 | 825316 |
| Ginnie Mae I Pool 4% 1/15/2041  | 422529 | 409942 |
| Ginnie Mae I Pool 4% 1/15/2041  | 29955 | 29063 |
| Ginnie Mae I Pool 4% 1/15/2041  | 25130 | 24369 |
| Ginnie Mae I Pool 4% 10/15/2040  | 572545 | 555868 |
| Ginnie Mae I Pool 4% 10/15/2040  | 4579 | 4446 |
| Ginnie Mae I Pool 4% 10/15/2041  | 445811 | 432152 |
| Ginnie Mae I Pool 4% 10/15/2041  | 245549 | 238111 |
| Ginnie Mae I Pool 4% 10/15/2041  | 118017 | 114595 |
| Ginnie Mae I Pool 4% 10/15/2041  | 79715 | 77217 |
| Ginnie Mae I Pool 4% 10/15/2041  | 62500 | 60607 |
| Ginnie Mae I Pool 4% 10/15/2041  | 48977 | 47538 |
| Ginnie Mae I Pool 4% 10/15/2041  | 28641 | 27769 |
| Ginnie Mae I Pool 4% 10/15/2041  | 2967 | 2876 |
| Ginnie Mae I Pool 4% 10/20/2052  | 25495327 | 23985560 |
| Ginnie Mae I Pool 4% 11/15/2040  | 207686 | 201467 |
| Ginnie Mae I Pool 4% 11/15/2040  | 28484 | 27626 |
| Ginnie Mae I Pool 4% 11/15/2041  | 36155 | 35010 |
| Ginnie Mae I Pool 4% 11/15/2044  | 36220 | 34856 |
| Ginnie Mae I Pool 4% 12/15/2040  | 47845 | 46426 |
| Ginnie Mae I Pool 4% 12/15/2040  | 28904 | 28093 |
| Ginnie Mae I Pool 4% 12/15/2040  | 8251 | 8009 |
| Ginnie Mae I Pool 4% 12/15/2041  | 277894 | 269092 |
| Ginnie Mae I Pool 4% 12/15/2041  | 156259 | 151310 |
| Ginnie Mae I Pool 4% 12/15/2041  | 39752 | 38459 |
| Ginnie Mae I Pool 4% 12/15/2041  | 37222 | 36173 |
| Ginnie Mae I Pool 4% 12/15/2041  | 36650 | 35582 |
| Ginnie Mae I Pool 4% 2/15/2041  | 149060 | 144718 |
| Ginnie Mae I Pool 4% 2/15/2041  | 141848 | 137331 |
| Ginnie Mae I Pool 4% 2/15/2041  | 19944 | 19343 |
| Ginnie Mae I Pool 4% 2/20/2053  | 26419267 | 24910516 |
| Ginnie Mae I Pool 4% 3/15/2040  | 72253 | 70276 |
| Ginnie Mae I Pool 4% 3/15/2041  | 173159 | 168115 |
| Ginnie Mae I Pool 4% 3/15/2041  | 50893 | 49397 |
| Ginnie Mae I Pool 4% 3/15/2042  | 3173 | 3065 |
| Ginnie Mae I Pool 4% 3/15/2044  | 56626 | 54833 |
| Ginnie Mae I Pool 4% 4/15/2040  | 227766 | 221162 |
| Ginnie Mae I Pool 4% 4/15/2040  | 176024 | 170827 |
| Ginnie Mae I Pool 4% 4/15/2040  | 30657 | 29760 |
| Ginnie Mae I Pool 4% 4/15/2041  | 30044 | 29153 |
| Ginnie Mae I Pool 4% 4/15/2041  | 27573 | 26685 |
| Ginnie Mae I Pool 4% 4/15/2045  | 146781 | 141364 |
| Ginnie Mae I Pool 4% 5/15/2040  | 292661 | 283943 |
| Ginnie Mae I Pool 4% 5/15/2041  | 65756 | 63674 |
| Ginnie Mae I Pool 4% 5/15/2041  | 23366 | 22683 |
| Ginnie Mae I Pool 4% 5/15/2044  | 18203 | 17617 |
| Ginnie Mae I Pool 4% 6/15/2039  | 648812 | 630972 |
| Ginnie Mae I Pool 4% 6/15/2039  | 40433 | 39294 |
| Ginnie Mae I Pool 4% 6/15/2045  | 1185653 | 1141342 |
| Ginnie Mae I Pool 4% 7/15/2041  | 509673 | 493011 |
| Ginnie Mae I Pool 4% 7/15/2041  | 47666 | 46189 |
| Ginnie Mae I Pool 4% 7/20/2052  | 3310504 | 3119638 |
| Ginnie Mae I Pool 4% 8/15/2039  | 62781 | 60952 |
| Ginnie Mae I Pool 4% 8/15/2040  | 6800 | 6605 |
| Ginnie Mae I Pool 4% 8/15/2041  | 68827 | 66730 |
| Ginnie Mae I Pool 4% 8/15/2041  | 20546 | 19992 |
| Ginnie Mae I Pool 4% 8/20/2052  | 18890881 | 17801729 |
| Ginnie Mae I Pool 4% 9/15/2025  | 118 | 117 |
| Ginnie Mae I Pool 4% 9/15/2041  | 66817 | 64781 |
| Ginnie Mae I Pool 4% 9/15/2041  | 58998 | 57271 |
| Ginnie Mae I Pool 4% 9/15/2041  | 47750 | 46304 |
| Ginnie Mae I Pool 4% 9/15/2041  | 14684 | 14214 |
| Ginnie Mae I Pool 4% 9/15/2041  | 14205 | 13763 |
| Ginnie Mae I Pool 4% 9/15/2041  | 7013 | 6824 |
| Ginnie Mae I Pool 4% 9/15/2044  | 9540 | 9227 |
| Ginnie Mae I Pool 4% 9/20/2052  | 22521935 | 21195282 |
| Ginnie Mae I Pool 4.5% 1/20/2053  | 155350 | 150946 |
| Ginnie Mae I Pool 4.5% 10/15/2040  | 22544 | 22462 |
| Ginnie Mae I Pool 4.5% 10/15/2041  | 47076 | 46800 |
| Ginnie Mae I Pool 4.5% 10/15/2041  | 16969 | 16869 |
| Ginnie Mae I Pool 4.5% 10/20/2052  | 15789543 | 15341944 |
| Ginnie Mae I Pool 4.5% 11/20/2052  | 51535999 | 50075067 |
| Ginnie Mae I Pool 4.5% 2/15/2035  | 822 | 819 |
| Ginnie Mae I Pool 4.5% 2/15/2039  | 87952 | 87704 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 19081 | 19017 |
| Ginnie Mae I Pool 4.5% 2/20/2053  | 672444 | 653119 |
| Ginnie Mae I Pool 4.5% 3/15/2040  | 155519 | 154777 |
| Ginnie Mae I Pool 4.5% 3/15/2041  | 700452 | 697983 |
| Ginnie Mae I Pool 4.5% 3/15/2041  | 101923 | 101471 |
| Ginnie Mae I Pool 4.5% 3/15/2041  | 22308 | 22219 |
| Ginnie Mae I Pool 4.5% 3/20/2053  | 834661 | 810218 |
| Ginnie Mae I Pool 4.5% 4/15/2040  | 4207 | 4194 |
| Ginnie Mae I Pool 4.5% 4/15/2041  | 14328 | 14270 |
| Ginnie Mae I Pool 4.5% 4/20/2053  | 18763899 | 18195336 |
| Ginnie Mae I Pool 4.5% 5/15/2040  | 267689 | 266397 |
| Ginnie Mae I Pool 4.5% 5/15/2041  | 16114 | 16074 |
| Ginnie Mae I Pool 4.5% 5/15/2041  | 11592 | 11528 |
| Ginnie Mae I Pool 4.5% 5/15/2041  | 2294 | 2285 |
| Ginnie Mae I Pool 4.5% 5/20/2053  | 13816542 | 13415159 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 466034 | 464391 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 193224 | 192567 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 64094 | 63900 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 36305 | 36165 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 27216 | 27114 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 14177 | 14124 |
| Ginnie Mae I Pool 4.5% 6/15/2041  | 19311 | 19233 |
| Ginnie Mae I Pool 4.5% 6/15/2041  | 14105 | 14049 |
| Ginnie Mae I Pool 4.5% 6/15/2041  | 8247 | 8200 |
| Ginnie Mae I Pool 4.5% 7/15/2039  | 12572 | 12526 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 83758 | 83469 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 77071 | 76803 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 71858 | 71599 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 61348 | 61121 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 23031 | 22950 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 11982 | 11939 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 2686 | 2677 |
| Ginnie Mae I Pool 4.5% 7/15/2041  | 23656 | 23518 |
| Ginnie Mae I Pool 4.5% 7/15/2041  | 6108 | 6074 |
| Ginnie Mae I Pool 4.5% 7/20/2041  | 3135853 | 3118731 |
| Ginnie Mae I Pool 4.5% 7/20/2052  | 16448251 | 16002540 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 36208 | 36123 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 20377 | 20304 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 8328 | 8297 |
| Ginnie Mae I Pool 4.5% 8/20/2052  | 3926340 | 3817491 |
| Ginnie Mae I Pool 4.5% 9/15/2033  | 1350 | 1349 |
| Ginnie Mae I Pool 4.5% 9/15/2040  | 43518 | 43354 |
| Ginnie Mae I Pool 4.5% 9/15/2040  | 33633 | 33498 |
| Ginnie Mae I Pool 4.5% 9/15/2040  | 1529 | 1522 |
| Ginnie Mae I Pool 4.5% 9/15/2041  | 15903 | 15841 |
| Ginnie Mae I Pool 4.5% 9/15/2041  | 12518 | 12472 |
| Ginnie Mae I Pool 4.5% 9/20/2052  | 24314809 | 23633136 |
| Ginnie Mae I Pool 5% 1/20/2053  | 4691348 | 4666376 |
| Ginnie Mae I Pool 5% 10/15/2039  | 9800 | 9954 |
| Ginnie Mae I Pool 5% 10/20/2040  | 4318 | 4390 |
| Ginnie Mae I Pool 5% 10/20/2052  | 29100784 | 28945878 |
| Ginnie Mae I Pool 5% 10/20/2054  | 526947 | 521672 |
| Ginnie Mae I Pool 5% 11/15/2039  | 243622 | 247526 |
| Ginnie Mae I Pool 5% 11/20/2052  | 27712 | 27565 |
| Ginnie Mae I Pool 5% 12/20/2052  | 31128587 | 30962887 |
| Ginnie Mae I Pool 5% 2/20/2041  | 69104 | 70263 |
| Ginnie Mae I Pool 5% 2/20/2053  | 631964 | 628600 |
| Ginnie Mae I Pool 5% 3/15/2044  | 375264 | 381164 |
| Ginnie Mae I Pool 5% 3/20/2053  | 2223457 | 2210926 |
| Ginnie Mae I Pool 5% 4/15/2039  | 273372 | 277628 |
| Ginnie Mae I Pool 5% 4/15/2039  | 71263 | 72360 |
| Ginnie Mae I Pool 5% 4/15/2040  | 110679 | 112441 |
| Ginnie Mae I Pool 5% 4/20/2053  | 27434836 | 27280224 |
| Ginnie Mae I Pool 5% 5/15/2039  | 313425 | 318413 |
| Ginnie Mae I Pool 5% 5/15/2039  | 127915 | 129942 |
| Ginnie Mae I Pool 5% 5/15/2040  | 141296 | 143533 |
| Ginnie Mae I Pool 5% 5/15/2040  | 59880 | 60817 |
| Ginnie Mae I Pool 5% 5/20/2053  | 421555 | 419179 |
| Ginnie Mae I Pool 5% 6/15/2040  | 176473 | 179267 |
| Ginnie Mae I Pool 5% 6/20/2040  | 9157 | 9308 |
| Ginnie Mae I Pool 5% 6/20/2053  | 2930857 | 2914340 |
| Ginnie Mae I Pool 5% 7/15/2040  | 670780 | 681389 |
| Ginnie Mae I Pool 5% 7/15/2040  | 643278 | 653656 |
| Ginnie Mae I Pool 5% 7/15/2040  | 501575 | 509517 |
| Ginnie Mae I Pool 5% 7/15/2040  | 385605 | 391710 |
| Ginnie Mae I Pool 5% 7/15/2040  | 381384 | 387422 |
| Ginnie Mae I Pool 5% 7/15/2040  | 343806 | 349309 |
| Ginnie Mae I Pool 5% 7/15/2040  | 323111 | 328177 |
| Ginnie Mae I Pool 5% 7/15/2040  | 150796 | 153233 |
| Ginnie Mae I Pool 5% 7/15/2040  | 114379 | 116218 |
| Ginnie Mae I Pool 5% 7/20/2040  | 1496 | 1521 |
| Ginnie Mae I Pool 5% 7/20/2041  | 54890 | 55809 |
| Ginnie Mae I Pool 5% 7/20/2052  | 260010 | 258626 |
| Ginnie Mae I Pool 5% 8/15/2039  | 352762 | 358294 |
| Ginnie Mae I Pool 5% 8/15/2039  | 224622 | 228149 |
| Ginnie Mae I Pool 5% 8/15/2039  | 147098 | 149421 |
| Ginnie Mae I Pool 5% 8/15/2039  | 38772 | 39377 |
| Ginnie Mae I Pool 5% 8/20/2052  | 616249 | 612969 |
| Ginnie Mae I Pool 5% 9/15/2039  | 500641 | 508447 |
| Ginnie Mae I Pool 5% 9/15/2039  | 441102 | 447937 |
| Ginnie Mae I Pool 5% 9/15/2039  | 179710 | 182573 |
| Ginnie Mae I Pool 5% 9/15/2039  | 177779 | 180622 |
| Ginnie Mae I Pool 5% 9/15/2041  | 1942136 | 1972629 |
| Ginnie Mae I Pool 5% 9/20/2052  | 6053245 | 6021023 |
| Ginnie Mae I Pool 5.5% 1/15/2038  | 26473 | 27219 |
| Ginnie Mae I Pool 5.5% 1/20/2053  | 122684 | 124255 |
| Ginnie Mae I Pool 5.5% 10/15/2033  | 335 | 341 |
| Ginnie Mae I Pool 5.5% 10/15/2035  | 335912 | 344381 |
| Ginnie Mae I Pool 5.5% 10/15/2038  | 11267 | 11595 |
| Ginnie Mae I Pool 5.5% 10/20/2052  | 185210 | 187697 |
| Ginnie Mae I Pool 5.5% 11/15/2038  | 113853 | 117164 |
| Ginnie Mae I Pool 5.5% 11/15/2038  | 47660 | 49038 |
| Ginnie Mae I Pool 5.5% 11/15/2038  | 6280 | 6463 |
| Ginnie Mae I Pool 5.5% 12/15/2038  | 294096 | 302328 |
| Ginnie Mae I Pool 5.5% 12/20/2041  | 116171 | 120375 |
| Ginnie Mae I Pool 5.5% 12/20/2052  | 27523002 | 27875479 |
| Ginnie Mae I Pool 5.5% 2/15/2038  | 25044 | 25770 |
| Ginnie Mae I Pool 5.5% 2/15/2039  | 214623 | 220993 |
| Ginnie Mae I Pool 5.5% 2/15/2039  | 52315 | 53886 |
| Ginnie Mae I Pool 5.5% 3/15/2039  | 599563 | 616860 |
| Ginnie Mae I Pool 5.5% 3/15/2039  | 155079 | 159590 |
| Ginnie Mae I Pool 5.5% 3/15/2040  | 4993 | 5136 |
| Ginnie Mae I Pool 5.5% 4/15/2039  | 204097 | 210183 |
| Ginnie Mae I Pool 5.5% 4/15/2041  | 24078 | 24767 |
| Ginnie Mae I Pool 5.5% 4/20/2053  | 23531561 | 23825566 |
| Ginnie Mae I Pool 5.5% 5/15/2038  | 356 | 365 |
| Ginnie Mae I Pool 5.5% 5/15/2039  | 278869 | 287146 |
| Ginnie Mae I Pool 5.5% 5/15/2039  | 115761 | 119236 |
| Ginnie Mae I Pool 5.5% 5/20/2045  | 312958 | 324006 |
| Ginnie Mae I Pool 5.5% 5/20/2053  | 4114575 | 4167269 |
| Ginnie Mae I Pool 5.5% 6/15/2038  | 36808 | 37876 |
| Ginnie Mae I Pool 5.5% 6/15/2038  | 5635 | 5799 |
| Ginnie Mae I Pool 5.5% 6/20/2053  | 22559266 | 22841124 |
| Ginnie Mae I Pool 5.5% 8/15/2038  | 745 | 765 |
| Ginnie Mae I Pool 5.5% 8/15/2039  | 98713 | 101670 |
| Ginnie Mae I Pool 5.5% 9/15/2034  | 9515 | 9737 |
| Ginnie Mae I Pool 5.5% 9/15/2038  | 18076 | 18591 |
| Ginnie Mae I Pool 5.5% 9/15/2039  | 436578 | 449685 |
| Ginnie Mae I Pool 5.5% 9/20/2052  | 9351813 | 9477423 |
| Ginnie Mae I Pool 5.5% 9/20/2053  | 14452013 | 14650643 |
| Ginnie Mae I Pool 6% 1/15/2038  | 62056 | 64654 |
| Ginnie Mae I Pool 6% 1/15/2038  | 14329 | 14957 |
| Ginnie Mae I Pool 6% 10/15/2039  | 26535 | 27791 |
| Ginnie Mae I Pool 6% 11/15/2034  | 233353 | 241291 |
| Ginnie Mae I Pool 6% 11/15/2039  | 75829 | 79477 |
| Ginnie Mae I Pool 6% 11/15/2039  | 72369 | 75621 |
| Ginnie Mae I Pool 6% 11/15/2039  | 45137 | 47299 |
| Ginnie Mae I Pool 6% 11/15/2039  | 28833 | 30184 |
| Ginnie Mae I Pool 6% 11/15/2039  | 18458 | 19285 |
| Ginnie Mae I Pool 6% 11/15/2039  | 15720 | 16328 |
| Ginnie Mae I Pool 6% 11/15/2039  | 11615 | 12142 |
| Ginnie Mae I Pool 6% 11/15/2039  | 7436 | 7776 |
| Ginnie Mae I Pool 6% 11/15/2039  | 7121 | 7454 |
| Ginnie Mae I Pool 6% 11/20/2052  | 10812228 | 11123716 |
| Ginnie Mae I Pool 6% 12/15/2040  | 66894 | 69863 |
| Ginnie Mae I Pool 6% 12/20/2052  | 20272491 | 20850184 |
| Ginnie Mae I Pool 6% 6/15/2036  | 458179 | 476000 |
| Ginnie Mae I Pool 6% 8/15/2037  | 14791 | 15454 |
| Ginnie Mae I Pool 6.5% 1/15/2039  | 197495 | 207737 |
| Ginnie Mae I Pool 6.5% 1/15/2039  | 8496 | 8952 |
| Ginnie Mae I Pool 6.5% 10/15/2038  | 511 | 537 |
| Ginnie Mae I Pool 6.5% 11/15/2038  | 8209 | 8635 |
| Ginnie Mae I Pool 6.5% 2/15/2038  | 43253 | 45350 |
| Ginnie Mae I Pool 6.5% 6/20/2053  | 1335284 | 1378177 |
| Ginnie Mae II Pool 1.5% 10/20/2043  | 297179 | 245969 |
| Ginnie Mae II Pool 1.5% 12/20/2050  | 418633 | 328638 |
| Ginnie Mae II Pool 1.5% 12/20/2051  | 1312434 | 1030297 |
| Ginnie Mae II Pool 1.5% 2/20/2051  | 343722 | 269831 |
| Ginnie Mae II Pool 1.5% 3/20/2051  | 610049 | 478905 |
| Ginnie Mae II Pool 1.5% 3/20/2052  | 319808 | 251058 |
| Ginnie Mae II Pool 1.5% 4/20/2044  | 23446 | 19095 |
| Ginnie Mae II Pool 1.5% 4/20/2051  | 1841651 | 1445747 |
| Ginnie Mae II Pool 1.5% 5/20/2051  | 3518721 | 2762292 |
| Ginnie Mae II Pool 1.5% 7/20/2051  | 213286 | 167435 |
| Ginnie Mae II Pool 1.5% 8/20/2051  | 352866 | 277010 |
| Ginnie Mae II Pool 1.5% 9/20/2051  | 241998 | 189975 |
| Ginnie Mae II Pool 2% 1/20/2051  | 29179195 | 23901562 |
| Ginnie Mae II Pool 2% 10/20/2050  | 419380 | 343462 |
| Ginnie Mae II Pool 2% 11/20/2051  | 87627097 | 71819090 |
| Ginnie Mae II Pool 2% 12/20/2050  | 37995497 | 31114357 |
| Ginnie Mae II Pool 2% 12/20/2051  | 13252751 | 10853660 |
| Ginnie Mae II Pool 2% 2/20/2051  | 52783755 | 43236773 |
| Ginnie Mae II Pool 2% 4/20/2051  | 194357468 | 159204092 |
| Ginnie Mae II Pool 2% 4/20/2052  | 13273677 | 10874946 |
| Ginnie Mae II Pool 2% 6/20/2051  | 47033090 | 38511531 |
| Ginnie Mae II Pool 2% 7/20/2051  | 183205875 | 150012232 |
| Ginnie Mae II Pool 2% 9/20/2050  | 4699335 | 3850836 |
| Ginnie Mae II Pool 2% 9/20/2051  | 13753424 | 11267996 |
| Ginnie Mae II Pool 2.5% 1/20/2045  | 68154 | 60123 |
| Ginnie Mae II Pool 2.5% 1/20/2046  | 32255 | 28244 |
| Ginnie Mae II Pool 2.5% 1/20/2047  | 925987 | 806854 |
| Ginnie Mae II Pool 2.5% 1/20/2048  | 47153 | 40841 |
| Ginnie Mae II Pool 2.5% 1/20/2051  | 18089827 | 15425244 |
| Ginnie Mae II Pool 2.5% 1/20/2052  | 14946266 | 12735380 |
| Ginnie Mae II Pool 2.5% 10/20/2042  | 75150 | 67181 |
| Ginnie Mae II Pool 2.5% 10/20/2043  | 175270 | 156157 |
| Ginnie Mae II Pool 2.5% 10/20/2050  | 43866712 | 37446389 |
| Ginnie Mae II Pool 2.5% 10/20/2051  | 7993991 | 6811501 |
| Ginnie Mae II Pool 2.5% 11/20/2045  | 17537 | 15404 |
| Ginnie Mae II Pool 2.5% 11/20/2046  | 542346 | 473164 |
| Ginnie Mae II Pool 2.5% 11/20/2050  | 1429353 | 1220153 |
| Ginnie Mae II Pool 2.5% 11/20/2051  | 23121831 | 19701596 |
| Ginnie Mae II Pool 2.5% 12/20/2042  | 31457 | 28146 |
| Ginnie Mae II Pool 2.5% 12/20/2043  | 42832 | 38096 |
| Ginnie Mae II Pool 2.5% 12/20/2045  | 40474 | 35399 |
| Ginnie Mae II Pool 2.5% 12/20/2046  | 389628 | 339667 |
| Ginnie Mae II Pool 2.5% 12/20/2047  | 236747 | 205056 |
| Ginnie Mae II Pool 2.5% 12/20/2049  | 185305 | 158590 |
| Ginnie Mae II Pool 2.5% 12/20/2050  | 24537875 | 20927346 |
| Ginnie Mae II Pool 2.5% 12/20/2051  | 15409731 | 13130288 |
| Ginnie Mae II Pool 2.5% 2/20/2044  | 64389 | 56912 |
| Ginnie Mae II Pool 2.5% 2/20/2047  | 433257 | 377477 |
| Ginnie Mae II Pool 2.5% 2/20/2050  | 16352235 | 13994696 |
| Ginnie Mae II Pool 2.5% 2/20/2051  | 3364875 | 2869238 |
| Ginnie Mae II Pool 2.5% 2/20/2052  | 8628469 | 7353474 |
| Ginnie Mae II Pool 2.5% 2/20/2055  | 94426 | 80392 |
| Ginnie Mae II Pool 2.5% 3/20/2044  | 51894 | 46173 |
| Ginnie Mae II Pool 2.5% 3/20/2045  | 47755 | 42025 |
| Ginnie Mae II Pool 2.5% 3/20/2046  | 89255 | 78729 |
| Ginnie Mae II Pool 2.5% 3/20/2047  | 51091 | 44547 |
| Ginnie Mae II Pool 2.5% 3/20/2050  | 13759126 | 11775441 |
| Ginnie Mae II Pool 2.5% 3/20/2051  | 5861051 | 4997734 |
| Ginnie Mae II Pool 2.5% 3/20/2052  | 16012134 | 13646084 |
| Ginnie Mae II Pool 2.5% 4/20/2043  | 64752 | 57757 |
| Ginnie Mae II Pool 2.5% 4/20/2045  | 137153 | 120615 |
| Ginnie Mae II Pool 2.5% 4/20/2046  | 108175 | 94661 |
| Ginnie Mae II Pool 2.5% 4/20/2048  | 144485 | 124874 |
| Ginnie Mae II Pool 2.5% 4/20/2050  | 11096152 | 9482524 |
| Ginnie Mae II Pool 2.5% 4/20/2052  | 651330 | 555085 |
| Ginnie Mae II Pool 2.5% 5/20/2043  | 53597 | 47758 |
| Ginnie Mae II Pool 2.5% 5/20/2046  | 38435 | 33612 |
| Ginnie Mae II Pool 2.5% 5/20/2050  | 59387963 | 50751629 |
| Ginnie Mae II Pool 2.5% 5/20/2051  | 88497690 | 75462219 |
| Ginnie Mae II Pool 2.5% 5/20/2052  | 7912370 | 6743190 |
| Ginnie Mae II Pool 2.5% 6/20/2046  | 131571 | 115163 |
| Ginnie Mae II Pool 2.5% 6/20/2049  | 125996 | 110101 |
| Ginnie Mae II Pool 2.5% 6/20/2050  | 7001966 | 5983724 |
| Ginnie Mae II Pool 2.5% 6/20/2051  | 76243901 | 64965728 |
| Ginnie Mae II Pool 2.5% 7/20/2043  | 663401 | 589897 |
| Ginnie Mae II Pool 2.5% 7/20/2046  | 265295 | 232335 |
| Ginnie Mae II Pool 2.5% 7/20/2050  | 21179939 | 18099904 |
| Ginnie Mae II Pool 2.5% 7/20/2051  | 103504589 | 88193952 |
| Ginnie Mae II Pool 2.5% 8/20/2050  | 11221417 | 9580222 |
| Ginnie Mae II Pool 2.5% 8/20/2051  | 26329721 | 22434968 |
| Ginnie Mae II Pool 2.5% 9/20/2043  | 136602 | 121482 |
| Ginnie Mae II Pool 2.5% 9/20/2046  | 397338 | 346662 |
| Ginnie Mae II Pool 2.5% 9/20/2049  | 3795663 | 3268598 |
| Ginnie Mae II Pool 2.5% 9/20/2050  | 48788918 | 41648181 |
| Ginnie Mae II Pool 2.5% 9/20/2051  | 9879293 | 8417926 |
| Ginnie Mae II Pool 3% 1/20/2043  | 84930 | 77789 |
| Ginnie Mae II Pool 3% 1/20/2044  | 411402 | 375799 |
| Ginnie Mae II Pool 3% 1/20/2045  | 694930 | 629690 |
| Ginnie Mae II Pool 3% 1/20/2047  | 5665777 | 5089025 |
| Ginnie Mae II Pool 3% 1/20/2048  | 3427625 | 3067996 |
| Ginnie Mae II Pool 3% 1/20/2050  | 39201426 | 34831126 |
| Ginnie Mae II Pool 3% 1/20/2051  | 455959 | 404842 |
| Ginnie Mae II Pool 3% 10/20/2042  | 4117 | 3773 |
| Ginnie Mae II Pool 3% 10/20/2043  | 94063 | 85886 |
| Ginnie Mae II Pool 3% 10/20/2045  | 643215 | 577940 |
| Ginnie Mae II Pool 3% 10/20/2046  | 2109630 | 1894879 |
| Ginnie Mae II Pool 3% 10/20/2047  | 2487541 | 2226546 |
| Ginnie Mae II Pool 3% 10/20/2049  | 3951983 | 3516344 |
| Ginnie Mae II Pool 3% 10/20/2050  | 58561 | 52014 |
| Ginnie Mae II Pool 3% 11/20/2045  | 56693 | 50940 |
| Ginnie Mae II Pool 3% 11/20/2046  | 19562353 | 17570990 |
| Ginnie Mae II Pool 3% 11/20/2047  | 1807980 | 1618285 |
| Ginnie Mae II Pool 3% 11/20/2048  | 91486 | 82030 |
| Ginnie Mae II Pool 3% 11/20/2054  | 74282 | 65833 |
| Ginnie Mae II Pool 3% 12/20/2044  | 219532 | 199054 |
| Ginnie Mae II Pool 3% 12/20/2045  | 3840384 | 3450649 |
| Ginnie Mae II Pool 3% 12/20/2046  | 1003208 | 901085 |
| Ginnie Mae II Pool 3% 12/20/2047  | 7098354 | 6353590 |
| Ginnie Mae II Pool 3% 12/20/2049  | 10038290 | 8919190 |
| Ginnie Mae II Pool 3% 12/20/2054  | 310004 | 274863 |
| Ginnie Mae II Pool 3% 2/20/2044  | 628568 | 573524 |
| Ginnie Mae II Pool 3% 2/20/2045  | 5122084 | 4641284 |
| Ginnie Mae II Pool 3% 2/20/2046  | 22602461 | 20308691 |
| Ginnie Mae II Pool 3% 2/20/2047  | 5134202 | 4611562 |
| Ginnie Mae II Pool 3% 2/20/2048  | 752240 | 673315 |
| Ginnie Mae II Pool 3% 2/20/2049  | 110463 | 99046 |
| Ginnie Mae II Pool 3% 2/20/2050  | 14224444 | 12638658 |
| Ginnie Mae II Pool 3% 2/20/2051  | 25753499 | 22866320 |
| Ginnie Mae II Pool 3% 3/20/2043  | 424531 | 388547 |
| Ginnie Mae II Pool 3% 3/20/2045  | 76797 | 69546 |
| Ginnie Mae II Pool 3% 3/20/2046  | 68244 | 61318 |
| Ginnie Mae II Pool 3% 3/20/2047  | 264079 | 237197 |
| Ginnie Mae II Pool 3% 3/20/2048  | 837535 | 749660 |
| Ginnie Mae II Pool 3% 3/20/2050  | 16879100 | 14997364 |
| Ginnie Mae II Pool 3% 3/20/2051  | 4443320 | 3945187 |
| Ginnie Mae II Pool 3% 3/20/2052  | 134680 | 119360 |
| Ginnie Mae II Pool 3% 4/20/2043  | 2505210 | 2291931 |
| Ginnie Mae II Pool 3% 4/20/2046  | 17655 | 15864 |
| Ginnie Mae II Pool 3% 4/20/2047  | 1480697 | 1329968 |
| Ginnie Mae II Pool 3% 4/20/2048  | 691621 | 619055 |
| Ginnie Mae II Pool 3% 4/20/2049  | 925623 | 828506 |
| Ginnie Mae II Pool 3% 4/20/2050  | 7959962 | 7072560 |
| Ginnie Mae II Pool 3% 4/20/2051  | 6722722 | 5966949 |
| Ginnie Mae II Pool 3% 4/20/2052  | 13095116 | 11605562 |
| Ginnie Mae II Pool 3% 5/20/2045  | 2169167 | 1962365 |
| Ginnie Mae II Pool 3% 5/20/2046  | 50070 | 44989 |
| Ginnie Mae II Pool 3% 5/20/2047  | 827543 | 743302 |
| Ginnie Mae II Pool 3% 5/20/2048  | 104770 | 93777 |
| Ginnie Mae II Pool 3% 5/20/2050  | 1868723 | 1659808 |
| Ginnie Mae II Pool 3% 5/20/2051  | 8249827 | 7314641 |
| Ginnie Mae II Pool 3% 5/20/2052  | 66286615 | 58746592 |
| Ginnie Mae II Pool 3% 6/20/2045  | 3081550 | 2786866 |
| Ginnie Mae II Pool 3% 6/20/2046  | 2347237 | 2108298 |
| Ginnie Mae II Pool 3% 6/20/2050  | 20788181 | 18464152 |
| Ginnie Mae II Pool 3% 6/20/2051  | 21440585 | 19013470 |
| Ginnie Mae II Pool 3% 6/20/2052  | 28951008 | 25657866 |
| Ginnie Mae II Pool 3% 7/20/2042  | 1425723 | 1307600 |
| Ginnie Mae II Pool 3% 7/20/2043  | 24897 | 22737 |
| Ginnie Mae II Pool 3% 7/20/2044  | 510517 | 464192 |
| Ginnie Mae II Pool 3% 7/20/2045  | 2928995 | 2648029 |
| Ginnie Mae II Pool 3% 7/20/2046  | 10129936 | 9098752 |
| Ginnie Mae II Pool 3% 7/20/2047  | 44774 | 40146 |
| Ginnie Mae II Pool 3% 7/20/2049  | 8557414 | 7635497 |
| Ginnie Mae II Pool 3% 7/20/2050  | 5212386 | 4629664 |
| Ginnie Mae II Pool 3% 7/20/2051  | 367878 | 326291 |
| Ginnie Mae II Pool 3% 8/20/2042  | 17184717 | 15756746 |
| Ginnie Mae II Pool 3% 8/20/2043  | 151442 | 138299 |
| Ginnie Mae II Pool 3% 8/20/2044  | 299485 | 272872 |
| Ginnie Mae II Pool 3% 8/20/2045  | 663535 | 599640 |
| Ginnie Mae II Pool 3% 8/20/2046  | 24777312 | 22255088 |
| Ginnie Mae II Pool 3% 8/20/2047  | 775513 | 695358 |
| Ginnie Mae II Pool 3% 8/20/2049  | 168506 | 150142 |
| Ginnie Mae II Pool 3% 8/20/2050  | 694766 | 617095 |
| Ginnie Mae II Pool 3% 8/20/2051  | 337487 | 299336 |
| Ginnie Mae II Pool 3% 9/20/2043  | 2987182 | 2726605 |
| Ginnie Mae II Pool 3% 9/20/2045  | 93677 | 84653 |
| Ginnie Mae II Pool 3% 9/20/2046  | 6109503 | 5487582 |
| Ginnie Mae II Pool 3% 9/20/2047  | 5106501 | 4578702 |
| Ginnie Mae II Pool 3% 9/20/2048  | 28656 | 25650 |
| Ginnie Mae II Pool 3% 9/20/2049  | 4427935 | 3939830 |
| Ginnie Mae II Pool 3.5% 1/20/2043  | 12341 | 11540 |
| Ginnie Mae II Pool 3.5% 1/20/2045  | 2820373 | 2615100 |
| Ginnie Mae II Pool 3.5% 1/20/2046  | 3271789 | 3035717 |
| Ginnie Mae II Pool 3.5% 1/20/2048  | 6599530 | 6096538 |
| Ginnie Mae II Pool 3.5% 1/20/2050  | 23414557 | 21556813 |
| Ginnie Mae II Pool 3.5% 1/20/2051  | 176937 | 162733 |
| Ginnie Mae II Pool 3.5% 10/1/2055 (g) | 26300000 | 23873780 |
| Ginnie Mae II Pool 3.5% 10/20/2045  | 2862786 | 2656224 |
| Ginnie Mae II Pool 3.5% 10/20/2046  | 1321125 | 1224563 |
| Ginnie Mae II Pool 3.5% 10/20/2047  | 1836185 | 1696811 |
| Ginnie Mae II Pool 3.5% 10/20/2048  | 2282519 | 2105700 |
| Ginnie Mae II Pool 3.5% 11/20/2042  | 6732097 | 6297400 |
| Ginnie Mae II Pool 3.5% 11/20/2045  | 2242579 | 2080768 |
| Ginnie Mae II Pool 3.5% 11/20/2046  | 97210 | 90104 |
| Ginnie Mae II Pool 3.5% 11/20/2047  | 5928739 | 5478725 |
| Ginnie Mae II Pool 3.5% 11/20/2050  | 210677 | 193962 |
| Ginnie Mae II Pool 3.5% 12/20/2041  | 2283668 | 2143319 |
| Ginnie Mae II Pool 3.5% 12/20/2042  | 3329012 | 3114015 |
| Ginnie Mae II Pool 3.5% 12/20/2043  | 269091 | 250538 |
| Ginnie Mae II Pool 3.5% 12/20/2044  | 33528 | 31095 |
| Ginnie Mae II Pool 3.5% 12/20/2045  | 835657 | 775361 |
| Ginnie Mae II Pool 3.5% 12/20/2047  | 1235114 | 1144065 |
| Ginnie Mae II Pool 3.5% 12/20/2048  | 96664 | 89266 |
| Ginnie Mae II Pool 3.5% 12/20/2049  | 9705207 | 8935183 |
| Ginnie Mae II Pool 3.5% 12/20/2050  | 298466 | 274505 |
| Ginnie Mae II Pool 3.5% 2/20/2043  | 4196265 | 3923031 |
| Ginnie Mae II Pool 3.5% 2/20/2044  | 259740 | 241696 |
| Ginnie Mae II Pool 3.5% 2/20/2045  | 1821106 | 1688585 |
| Ginnie Mae II Pool 3.5% 2/20/2046  | 15145438 | 14052636 |
| Ginnie Mae II Pool 3.5% 2/20/2047  | 348057 | 322291 |
| Ginnie Mae II Pool 3.5% 2/20/2048  | 1038928 | 959745 |
| Ginnie Mae II Pool 3.5% 2/20/2049  | 773790 | 714572 |
| Ginnie Mae II Pool 3.5% 2/20/2050  | 109926 | 101204 |
| Ginnie Mae II Pool 3.5% 2/20/2051  | 6625942 | 6100230 |
| Ginnie Mae II Pool 3.5% 3/20/2043  | 3460932 | 3234740 |
| Ginnie Mae II Pool 3.5% 3/20/2046  | 4009754 | 3720434 |
| Ginnie Mae II Pool 3.5% 3/20/2048  | 580250 | 536025 |
| Ginnie Mae II Pool 3.5% 3/20/2049  | 21132115 | 19481879 |
| Ginnie Mae II Pool 3.5% 3/20/2050  | 11096102 | 10215721 |
| Ginnie Mae II Pool 3.5% 3/20/2051  | 539854 | 497021 |
| Ginnie Mae II Pool 3.5% 4/20/2042  | 2227792 | 2088600 |
| Ginnie Mae II Pool 3.5% 4/20/2043  | 6407992 | 5987649 |
| Ginnie Mae II Pool 3.5% 4/20/2045  | 1936483 | 1793721 |
| Ginnie Mae II Pool 3.5% 4/20/2046  | 13140744 | 12192588 |
| Ginnie Mae II Pool 3.5% 4/20/2047  | 302106 | 279741 |
| Ginnie Mae II Pool 3.5% 4/20/2049  | 4266408 | 3931905 |
| Ginnie Mae II Pool 3.5% 4/20/2050  | 1165964 | 1073455 |
| Ginnie Mae II Pool 3.5% 5/20/2042  | 6501270 | 6093383 |
| Ginnie Mae II Pool 3.5% 5/20/2043  | 5353140 | 4979298 |
| Ginnie Mae II Pool 3.5% 5/20/2045  | 462459 | 428260 |
| Ginnie Mae II Pool 3.5% 5/20/2046  | 2889902 | 2681384 |
| Ginnie Mae II Pool 3.5% 5/20/2047  | 23636774 | 21872197 |
| Ginnie Mae II Pool 3.5% 5/20/2048  | 3827585 | 3535860 |
| Ginnie Mae II Pool 3.5% 5/20/2050  | 773610 | 712230 |
| Ginnie Mae II Pool 3.5% 5/20/2051  | 5098211 | 4680966 |
| Ginnie Mae II Pool 3.5% 6/20/2043  | 262073 | 244746 |
| Ginnie Mae II Pool 3.5% 6/20/2045  | 2543854 | 2355159 |
| Ginnie Mae II Pool 3.5% 6/20/2046  | 7384865 | 6852018 |
| Ginnie Mae II Pool 3.5% 6/20/2047  | 1819004 | 1683208 |
| Ginnie Mae II Pool 3.5% 6/20/2048  | 1421258 | 1312935 |
| Ginnie Mae II Pool 3.5% 6/20/2049  | 106473 | 98126 |
| Ginnie Mae II Pool 3.5% 6/20/2051  | 454548 | 417347 |
| Ginnie Mae II Pool 3.5% 6/20/2052  | 38992948 | 35588470 |
| Ginnie Mae II Pool 3.5% 7/20/2042  | 2380622 | 2229403 |
| Ginnie Mae II Pool 3.5% 7/20/2043  | 1515571 | 1415695 |
| Ginnie Mae II Pool 3.5% 7/20/2045  | 6398392 | 5922372 |
| Ginnie Mae II Pool 3.5% 7/20/2046  | 4749748 | 4402582 |
| Ginnie Mae II Pool 3.5% 7/20/2047  | 5171391 | 4785326 |
| Ginnie Mae II Pool 3.5% 8/20/2042  | 821292 | 768912 |
| Ginnie Mae II Pool 3.5% 8/20/2043  | 324940 | 303276 |
| Ginnie Mae II Pool 3.5% 8/20/2045  | 3962743 | 3666946 |
| Ginnie Mae II Pool 3.5% 8/20/2046  | 2613669 | 2422633 |
| Ginnie Mae II Pool 3.5% 8/20/2047  | 8470960 | 7833275 |
| Ginnie Mae II Pool 3.5% 8/20/2048  | 4045090 | 3735524 |
| Ginnie Mae II Pool 3.5% 8/20/2049  | 610148 | 562119 |
| Ginnie Mae II Pool 3.5% 8/20/2050  | 222832 | 205152 |
| Ginnie Mae II Pool 3.5% 9/1/2055 (g) | 52600000 | 47872896 |
| Ginnie Mae II Pool 3.5% 9/20/2043  | 7457096 | 6955557 |
| Ginnie Mae II Pool 3.5% 9/20/2045  | 222374 | 205717 |
| Ginnie Mae II Pool 3.5% 9/20/2046  | 1803089 | 1671299 |
| Ginnie Mae II Pool 3.5% 9/20/2047  | 653192 | 604020 |
| Ginnie Mae II Pool 3.5% 9/20/2048  | 606239 | 560034 |
| Ginnie Mae II Pool 4% 1/20/2041  | 2177003 | 2110066 |
| Ginnie Mae II Pool 4% 1/20/2043  | 2893 | 2795 |
| Ginnie Mae II Pool 4% 1/20/2046  | 854686 | 817362 |
| Ginnie Mae II Pool 4% 1/20/2047  | 5885949 | 5617871 |
| Ginnie Mae II Pool 4% 1/20/2048  | 1198840 | 1141990 |
| Ginnie Mae II Pool 4% 1/20/2050  | 2865199 | 2715899 |
| Ginnie Mae II Pool 4% 1/20/2051  | 1307816 | 1235581 |
| Ginnie Mae II Pool 4% 10/20/2025  | 131 | 131 |
| Ginnie Mae II Pool 4% 10/20/2040  | 1292466 | 1253007 |
| Ginnie Mae II Pool 4% 10/20/2044  | 716393 | 687980 |
| Ginnie Mae II Pool 4% 10/20/2045  | 1967442 | 1884477 |
| Ginnie Mae II Pool 4% 10/20/2047  | 388182 | 370017 |
| Ginnie Mae II Pool 4% 10/20/2048  | 7430142 | 7056904 |
| Ginnie Mae II Pool 4% 10/20/2049  | 8558874 | 8112888 |
| Ginnie Mae II Pool 4% 11/20/2039  | 84981 | 82486 |
| Ginnie Mae II Pool 4% 11/20/2040  | 1731499 | 1678445 |
| Ginnie Mae II Pool 4% 11/20/2044  | 1494201 | 1434704 |
| Ginnie Mae II Pool 4% 11/20/2045  | 834575 | 798128 |
| Ginnie Mae II Pool 4% 11/20/2047  | 829082 | 789766 |
| Ginnie Mae II Pool 4% 11/20/2049  | 765204 | 723896 |
| Ginnie Mae II Pool 4% 12/20/2041  | 504116 | 487732 |
| Ginnie Mae II Pool 4% 12/20/2044  | 43848 | 42102 |
| Ginnie Mae II Pool 4% 12/20/2045  | 1644390 | 1572579 |
| Ginnie Mae II Pool 4% 12/20/2047  | 3498222 | 3332335 |
| Ginnie Mae II Pool 4% 12/20/2050  | 795404 | 751472 |
| Ginnie Mae II Pool 4% 2/20/2041  | 237627 | 230287 |
| Ginnie Mae II Pool 4% 2/20/2043  | 2731 | 2637 |
| Ginnie Mae II Pool 4% 2/20/2044  | 74405 | 71549 |
| Ginnie Mae II Pool 4% 2/20/2046  | 1592509 | 1522964 |
| Ginnie Mae II Pool 4% 2/20/2048  | 103394 | 98491 |
| Ginnie Mae II Pool 4% 2/20/2050  | 2907478 | 2755975 |
| Ginnie Mae II Pool 4% 2/20/2055  | 19389416 | 18080658 |
| Ginnie Mae II Pool 4% 3/20/2045  | 5143347 | 4939325 |
| Ginnie Mae II Pool 4% 3/20/2046  | 1476681 | 1412193 |
| Ginnie Mae II Pool 4% 3/20/2048  | 55775 | 53131 |
| Ginnie Mae II Pool 4% 3/20/2050  | 8246680 | 7816962 |
| Ginnie Mae II Pool 4% 3/20/2051  | 114980 | 108989 |
| Ginnie Mae II Pool 4% 4/20/2044  | 22630 | 21758 |
| Ginnie Mae II Pool 4% 4/20/2045  | 3916863 | 3760223 |
| Ginnie Mae II Pool 4% 4/20/2046  | 2148367 | 2054547 |
| Ginnie Mae II Pool 4% 4/20/2047  | 6329562 | 6041279 |
| Ginnie Mae II Pool 4% 4/20/2048  | 2814750 | 2677755 |
| Ginnie Mae II Pool 4% 4/20/2049  | 296841 | 281374 |
| Ginnie Mae II Pool 4% 4/20/2050  | 202400 | 191473 |
| Ginnie Mae II Pool 4% 5/20/2044  | 10435 | 10031 |
| Ginnie Mae II Pool 4% 5/20/2047  | 5958377 | 5686999 |
| Ginnie Mae II Pool 4% 5/20/2048  | 3955179 | 3762678 |
| Ginnie Mae II Pool 4% 5/20/2049  | 1673344 | 1586149 |
| Ginnie Mae II Pool 4% 5/20/2050  | 2137268 | 2025900 |
| Ginnie Mae II Pool 4% 6/20/2045  | 54847 | 52602 |
| Ginnie Mae II Pool 4% 6/20/2047  | 338516 | 322675 |
| Ginnie Mae II Pool 4% 6/20/2048  | 4964305 | 4722690 |
| Ginnie Mae II Pool 4% 6/20/2049  | 303400 | 287591 |
| Ginnie Mae II Pool 4% 6/20/2052  | 13571678 | 12789204 |
| Ginnie Mae II Pool 4% 6/20/2055  | 6010561 | 5604857 |
| Ginnie Mae II Pool 4% 7/20/2042  | 7878 | 7612 |
| Ginnie Mae II Pool 4% 7/20/2043  | 902971 | 872039 |
| Ginnie Mae II Pool 4% 7/20/2044  | 40727 | 39137 |
| Ginnie Mae II Pool 4% 7/20/2045  | 2693551 | 2581655 |
| Ginnie Mae II Pool 4% 7/20/2046  | 2500 | 2389 |
| Ginnie Mae II Pool 4% 7/20/2047  | 6725842 | 6411103 |
| Ginnie Mae II Pool 4% 7/20/2048  | 2788008 | 2652314 |
| Ginnie Mae II Pool 4% 7/20/2050  | 57443 | 54449 |
| Ginnie Mae II Pool 4% 8/20/2040  | 98296 | 95316 |
| Ginnie Mae II Pool 4% 8/20/2041  | 1695674 | 1641274 |
| Ginnie Mae II Pool 4% 8/20/2044  | 97111 | 93306 |
| Ginnie Mae II Pool 4% 8/20/2045  | 394151 | 377720 |
| Ginnie Mae II Pool 4% 8/20/2047  | 186662 | 177927 |
| Ginnie Mae II Pool 4% 9/20/2039  | 3017 | 2929 |
| Ginnie Mae II Pool 4% 9/20/2040  | 112901 | 109450 |
| Ginnie Mae II Pool 4% 9/20/2041  | 5450195 | 5274498 |
| Ginnie Mae II Pool 4% 9/20/2044  | 633948 | 609007 |
| Ginnie Mae II Pool 4% 9/20/2045  | 953017 | 913132 |
| Ginnie Mae II Pool 4% 9/20/2046  | 385217 | 368153 |
| Ginnie Mae II Pool 4% 9/20/2048  | 1811590 | 1720589 |
| Ginnie Mae II Pool 4% 9/20/2049  | 5517842 | 5230319 |
| Ginnie Mae II Pool 4.5% 1/20/2035  | 2297 | 2291 |
| Ginnie Mae II Pool 4.5% 1/20/2041  | 305544 | 303955 |
| Ginnie Mae II Pool 4.5% 1/20/2042  | 59319 | 58995 |
| Ginnie Mae II Pool 4.5% 1/20/2045  | 147802 | 146187 |
| Ginnie Mae II Pool 4.5% 1/20/2046  | 386953 | 382725 |
| Ginnie Mae II Pool 4.5% 1/20/2047  | 1663204 | 1645032 |
| Ginnie Mae II Pool 4.5% 1/20/2050  | 592887 | 580851 |
| Ginnie Mae II Pool 4.5% 1/20/2051  | 97176 | 95567 |
| Ginnie Mae II Pool 4.5% 1/20/2055  | 37353092 | 35967375 |
| Ginnie Mae II Pool 4.5% 10/20/2040  | 26788 | 26652 |
| Ginnie Mae II Pool 4.5% 10/20/2044  | 7761 | 7676 |
| Ginnie Mae II Pool 4.5% 10/20/2046  | 27126 | 26944 |
| Ginnie Mae II Pool 4.5% 10/20/2047  | 1214114 | 1196296 |
| Ginnie Mae II Pool 4.5% 10/20/2048  | 2226712 | 2185683 |
| Ginnie Mae II Pool 4.5% 10/20/2049  | 1079984 | 1060084 |
| Ginnie Mae II Pool 4.5% 11/20/2033  | 18396 | 18358 |
| Ginnie Mae II Pool 4.5% 11/20/2039  | 3654 | 3637 |
| Ginnie Mae II Pool 4.5% 11/20/2040  | 963776 | 958805 |
| Ginnie Mae II Pool 4.5% 11/20/2044  | 151158 | 149506 |
| Ginnie Mae II Pool 4.5% 11/20/2046  | 52739 | 52320 |
| Ginnie Mae II Pool 4.5% 11/20/2048  | 1958921 | 1922826 |
| Ginnie Mae II Pool 4.5% 11/20/2054  | 21606070 | 20819724 |
| Ginnie Mae II Pool 4.5% 12/20/2034  | 344 | 343 |
| Ginnie Mae II Pool 4.5% 12/20/2040  | 22738 | 22620 |
| Ginnie Mae II Pool 4.5% 12/20/2049  | 50822 | 49838 |
| Ginnie Mae II Pool 4.5% 12/20/2050  | 712288 | 697828 |
| Ginnie Mae II Pool 4.5% 12/20/2054  | 100832 | 97123 |
| Ginnie Mae II Pool 4.5% 2/20/2041  | 393435 | 391372 |
| Ginnie Mae II Pool 4.5% 2/20/2046  | 918171 | 908139 |
| Ginnie Mae II Pool 4.5% 2/20/2050  | 1216691 | 1193132 |
| Ginnie Mae II Pool 4.5% 2/20/2055  | 12196266 | 11743812 |
| Ginnie Mae II Pool 4.5% 3/20/2033  | 3424 | 3416 |
| Ginnie Mae II Pool 4.5% 3/20/2034  | 21752 | 21709 |
| Ginnie Mae II Pool 4.5% 3/20/2041  | 900607 | 895883 |
| Ginnie Mae II Pool 4.5% 3/20/2045  | 407441 | 404341 |
| Ginnie Mae II Pool 4.5% 3/20/2046  | 79996 | 79350 |
| Ginnie Mae II Pool 4.5% 3/20/2047  | 2089402 | 2063309 |
| Ginnie Mae II Pool 4.5% 3/20/2050  | 1709752 | 1675043 |
| Ginnie Mae II Pool 4.5% 3/20/2055  | 222733 | 214470 |
| Ginnie Mae II Pool 4.5% 4/20/2041  | 86081 | 85626 |
| Ginnie Mae II Pool 4.5% 4/20/2045  | 511720 | 508286 |
| Ginnie Mae II Pool 4.5% 4/20/2046  | 192837 | 190730 |
| Ginnie Mae II Pool 4.5% 4/20/2047  | 970173 | 958057 |
| Ginnie Mae II Pool 4.5% 4/20/2050  | 1193376 | 1167658 |
| Ginnie Mae II Pool 4.5% 4/20/2055  | 3296434 | 3174144 |
| Ginnie Mae II Pool 4.5% 5/20/2034  | 26001 | 25947 |
| Ginnie Mae II Pool 4.5% 5/20/2040  | 417050 | 415016 |
| Ginnie Mae II Pool 4.5% 5/20/2041  | 8512333 | 8466924 |
| Ginnie Mae II Pool 4.5% 5/20/2044  | 78331 | 77807 |
| Ginnie Mae II Pool 4.5% 5/20/2045  | 272686 | 269707 |
| Ginnie Mae II Pool 4.5% 5/20/2046  | 137025 | 135909 |
| Ginnie Mae II Pool 4.5% 5/20/2049  | 2057378 | 2015611 |
| Ginnie Mae II Pool 4.5% 5/20/2051  | 2418184 | 2371359 |
| Ginnie Mae II Pool 4.5% 6/20/2033  | 671 | 670 |
| Ginnie Mae II Pool 4.5% 6/20/2035  | 3223 | 3215 |
| Ginnie Mae II Pool 4.5% 6/20/2040  | 6590 | 6558 |
| Ginnie Mae II Pool 4.5% 6/20/2045  | 1808040 | 1793738 |
| Ginnie Mae II Pool 4.5% 6/20/2046  | 640921 | 635785 |
| Ginnie Mae II Pool 4.5% 6/20/2055  | 998002 | 960979 |
| Ginnie Mae II Pool 4.5% 7/20/2033  | 2431 | 2425 |
| Ginnie Mae II Pool 4.5% 7/20/2034  | 2111 | 2107 |
| Ginnie Mae II Pool 4.5% 7/20/2040  | 7233 | 7197 |
| Ginnie Mae II Pool 4.5% 7/20/2041  | 19060 | 18956 |
| Ginnie Mae II Pool 4.5% 7/20/2042  | 48256 | 47992 |
| Ginnie Mae II Pool 4.5% 7/20/2045  | 59802 | 59149 |
| Ginnie Mae II Pool 4.5% 7/20/2046  | 371120 | 367065 |
| Ginnie Mae II Pool 4.5% 7/20/2049  | 289702 | 283820 |
| Ginnie Mae II Pool 4.5% 7/20/2053  | 11993260 | 11622358 |
| Ginnie Mae II Pool 4.5% 7/20/2055  | 1140528 | 1098217 |
| Ginnie Mae II Pool 4.5% 8/20/2035  | 1942 | 1936 |
| Ginnie Mae II Pool 4.5% 8/20/2041  | 136343 | 135593 |
| Ginnie Mae II Pool 4.5% 8/20/2046  | 1006984 | 998910 |
| Ginnie Mae II Pool 4.5% 8/20/2048  | 15303639 | 15036003 |
| Ginnie Mae II Pool 4.5% 9/20/2033  | 2506 | 2501 |
| Ginnie Mae II Pool 4.5% 9/20/2040  | 11789 | 11729 |
| Ginnie Mae II Pool 4.5% 9/20/2041  | 2218 | 2206 |
| Ginnie Mae II Pool 4.5% 9/20/2042  | 55641 | 55331 |
| Ginnie Mae II Pool 4.5% 9/20/2046  | 544204 | 540848 |
| Ginnie Mae II Pool 4.5% 9/20/2047  | 1514043 | 1491823 |
| Ginnie Mae II Pool 4.5% 9/20/2049  | 579539 | 568861 |
| Ginnie Mae II Pool 4.5% 9/20/2053  | 235788 | 228478 |
| Ginnie Mae II Pool 5% 1/20/2039  | 28064 | 28522 |
| Ginnie Mae II Pool 5% 1/20/2046  | 32958 | 33522 |
| Ginnie Mae II Pool 5% 1/20/2047  | 329968 | 335474 |
| Ginnie Mae II Pool 5% 1/20/2049  | 429454 | 432134 |
| Ginnie Mae II Pool 5% 1/20/2051  | 27711 | 28048 |
| Ginnie Mae II Pool 5% 1/20/2054  | 3308279 | 3283431 |
| Ginnie Mae II Pool 5% 1/20/2055  | 91368060 | 90417722 |
| Ginnie Mae II Pool 5% 10/20/2039  | 643817 | 654474 |
| Ginnie Mae II Pool 5% 10/20/2046  | 68881 | 70037 |
| Ginnie Mae II Pool 5% 10/20/2047  | 111368 | 113002 |
| Ginnie Mae II Pool 5% 10/20/2048  | 38770 | 39037 |
| Ginnie Mae II Pool 5% 11/20/2039  | 1248 | 1269 |
| Ginnie Mae II Pool 5% 11/20/2043  | 13216 | 13443 |
| Ginnie Mae II Pool 5% 11/20/2044  | 265283 | 269828 |
| Ginnie Mae II Pool 5% 11/20/2045  | 23908 | 24318 |
| Ginnie Mae II Pool 5% 11/20/2047  | 385110 | 390762 |
| Ginnie Mae II Pool 5% 11/20/2048  | 668626 | 673216 |
| Ginnie Mae II Pool 5% 11/20/2053  | 20311178 | 20171323 |
| Ginnie Mae II Pool 5% 11/20/2054  | 1002471 | 992357 |
| Ginnie Mae II Pool 5% 12/20/2044  | 110119 | 111996 |
| Ginnie Mae II Pool 5% 12/20/2046  | 30820 | 31340 |
| Ginnie Mae II Pool 5% 12/20/2047  | 414685 | 420512 |
| Ginnie Mae II Pool 5% 12/20/2050  | 26145 | 26464 |
| Ginnie Mae II Pool 5% 12/20/2053  | 8722494 | 8656301 |
| Ginnie Mae II Pool 5% 12/20/2054  | 13497856 | 13357462 |
| Ginnie Mae II Pool 5% 2/20/2040  | 1987 | 2020 |
| Ginnie Mae II Pool 5% 2/20/2045  | 203302 | 206778 |
| Ginnie Mae II Pool 5% 2/20/2048  | 90010 | 91106 |
| Ginnie Mae II Pool 5% 2/20/2049  | 455875 | 458720 |
| Ginnie Mae II Pool 5% 2/20/2051  | 21485 | 21800 |
| Ginnie Mae II Pool 5% 2/20/2054  | 718854 | 713005 |
| Ginnie Mae II Pool 5% 2/20/2055  | 20189782 | 19979784 |
| Ginnie Mae II Pool 5% 3/20/2040  | 3946 | 4011 |
| Ginnie Mae II Pool 5% 3/20/2042  | 34148 | 34715 |
| Ginnie Mae II Pool 5% 3/20/2044  | 250217 | 254449 |
| Ginnie Mae II Pool 5% 3/20/2046  | 130931 | 133173 |
| Ginnie Mae II Pool 5% 3/20/2048  | 871113 | 881720 |
| Ginnie Mae II Pool 5% 3/20/2049  | 315998 | 317970 |
| Ginnie Mae II Pool 5% 4/20/2040  | 58684 | 59663 |
| Ginnie Mae II Pool 5% 4/20/2044  | 200410 | 203834 |
| Ginnie Mae II Pool 5% 4/20/2045  | 4094 | 4163 |
| Ginnie Mae II Pool 5% 4/20/2046  | 69740 | 70922 |
| Ginnie Mae II Pool 5% 4/20/2047  | 275335 | 280121 |
| Ginnie Mae II Pool 5% 4/20/2048  | 1218729 | 1232046 |
| Ginnie Mae II Pool 5% 4/20/2049  | 159858 | 160955 |
| Ginnie Mae II Pool 5% 4/20/2055  | 13733426 | 13590581 |
| Ginnie Mae II Pool 5% 5/20/2044  | 480151 | 488241 |
| Ginnie Mae II Pool 5% 5/20/2046  | 104771 | 106564 |
| Ginnie Mae II Pool 5% 5/20/2047  | 144731 | 147085 |
| Ginnie Mae II Pool 5% 5/20/2048  | 238060 | 240438 |
| Ginnie Mae II Pool 5% 5/20/2051  | 38809 | 39378 |
| Ginnie Mae II Pool 5% 5/20/2055  | 19584513 | 19380810 |
| Ginnie Mae II Pool 5% 6/20/2040  | 217029 | 220663 |
| Ginnie Mae II Pool 5% 6/20/2043  | 27098 | 27547 |
| Ginnie Mae II Pool 5% 6/20/2044  | 17593 | 17888 |
| Ginnie Mae II Pool 5% 6/20/2045  | 98489 | 100181 |
| Ginnie Mae II Pool 5% 6/20/2046  | 56144 | 57100 |
| Ginnie Mae II Pool 5% 6/20/2048  | 1232602 | 1242989 |
| Ginnie Mae II Pool 5% 6/20/2051  | 25934 | 26315 |
| Ginnie Mae II Pool 5% 6/20/2055  | 8980269 | 8886863 |
| Ginnie Mae II Pool 5% 7/20/2040  | 114266 | 116179 |
| Ginnie Mae II Pool 5% 7/20/2045  | 116804 | 118820 |
| Ginnie Mae II Pool 5% 7/20/2046  | 38216 | 38865 |
| Ginnie Mae II Pool 5% 7/20/2047  | 25081 | 25449 |
| Ginnie Mae II Pool 5% 7/20/2048  | 2361031 | 2378714 |
| Ginnie Mae II Pool 5% 7/20/2053  | 38977748 | 38758085 |
| Ginnie Mae II Pool 5% 7/20/2055  | 13744089 | 13601134 |
| Ginnie Mae II Pool 5% 8/20/2040  | 178537 | 181535 |
| Ginnie Mae II Pool 5% 8/20/2044  | 22438 | 22819 |
| Ginnie Mae II Pool 5% 8/20/2046  | 274891 | 279573 |
| Ginnie Mae II Pool 5% 8/20/2047  | 45595 | 46264 |
| Ginnie Mae II Pool 5% 9/20/2040  | 11237 | 11425 |
| Ginnie Mae II Pool 5% 9/20/2045  | 94013 | 95635 |
| Ginnie Mae II Pool 5% 9/20/2048  | 1307439 | 1316413 |
| Ginnie Mae II Pool 5.5% 1/20/2033  | 173241 | 177644 |
| Ginnie Mae II Pool 5.5% 1/20/2049  | 21070 | 21728 |
| Ginnie Mae II Pool 5.5% 1/20/2055  | 22932398 | 23113213 |
| Ginnie Mae II Pool 5.5% 10/20/2032  | 129 | 133 |
| Ginnie Mae II Pool 5.5% 10/20/2043  | 25494 | 26350 |
| Ginnie Mae II Pool 5.5% 10/20/2053  | 9500222 | 9618919 |
| Ginnie Mae II Pool 5.5% 11/20/2033  | 17966 | 18466 |
| Ginnie Mae II Pool 5.5% 11/20/2046  | 146892 | 152037 |
| Ginnie Mae II Pool 5.5% 12/20/2032  | 23617 | 24218 |
| Ginnie Mae II Pool 5.5% 12/20/2043  | 45358 | 46826 |
| Ginnie Mae II Pool 5.5% 12/20/2048  | 123092 | 127092 |
| Ginnie Mae II Pool 5.5% 2/20/2033  | 90182 | 92474 |
| Ginnie Mae II Pool 5.5% 2/20/2054  | 14559969 | 14710033 |
| Ginnie Mae II Pool 5.5% 2/20/2055  | 2941572 | 2964766 |
| Ginnie Mae II Pool 5.5% 3/20/2041  | 18387 | 19054 |
| Ginnie Mae II Pool 5.5% 3/20/2045  | 55395 | 57358 |
| Ginnie Mae II Pool 5.5% 3/20/2054  | 982133 | 991334 |
| Ginnie Mae II Pool 5.5% 3/20/2055  | 51730346 | 52138224 |
| Ginnie Mae II Pool 5.5% 4/20/2033  | 1835 | 1883 |
| Ginnie Mae II Pool 5.5% 4/20/2037  | 888 | 920 |
| Ginnie Mae II Pool 5.5% 4/20/2045  | 241381 | 249737 |
| Ginnie Mae II Pool 5.5% 4/20/2048  | 71472 | 74262 |
| Ginnie Mae II Pool 5.5% 4/20/2055  | 1624838 | 1637649 |
| Ginnie Mae II Pool 5.5% 5/20/2044  | 57582 | 59526 |
| Ginnie Mae II Pool 5.5% 5/20/2046  | 81738 | 84706 |
| Ginnie Mae II Pool 5.5% 5/20/2049  | 39909 | 41281 |
| Ginnie Mae II Pool 5.5% 5/20/2054  | 918506 | 926825 |
| Ginnie Mae II Pool 5.5% 5/20/2055  | 19688631 | 19843870 |
| Ginnie Mae II Pool 5.5% 6/20/2033  | 20760 | 21317 |
| Ginnie Mae II Pool 5.5% 6/20/2045  | 111966 | 115962 |
| Ginnie Mae II Pool 5.5% 6/20/2049  | 60647 | 62618 |
| Ginnie Mae II Pool 5.5% 6/20/2054  | 913119 | 921103 |
| Ginnie Mae II Pool 5.5% 6/20/2055  | 91268114 | 91987735 |
| Ginnie Mae II Pool 5.5% 7/20/2038  | 126504 | 131170 |
| Ginnie Mae II Pool 5.5% 7/20/2048  | 254969 | 263971 |
| Ginnie Mae II Pool 5.5% 7/20/2053  | 485745 | 491814 |
| Ginnie Mae II Pool 5.5% 7/20/2054  | 10818311 | 10906146 |
| Ginnie Mae II Pool 5.5% 8/20/2038  | 1945 | 2013 |
| Ginnie Mae II Pool 5.5% 8/20/2044  | 76001 | 78713 |
| Ginnie Mae II Pool 5.5% 8/20/2048  | 15836 | 16396 |
| Ginnie Mae II Pool 5.5% 8/20/2053  | 32818432 | 33197701 |
| Ginnie Mae II Pool 5.5% 8/20/2054  | 70302916 | 70873712 |
| Ginnie Mae II Pool 5.5% 9/20/2048  | 255692 | 264480 |
| Ginnie Mae II Pool 5.5% 9/20/2053  | 561285 | 568298 |
| Ginnie Mae II Pool 6% 1/20/2037  | 13830 | 14469 |
| Ginnie Mae II Pool 6% 1/20/2055  | 42651174 | 43523369 |
| Ginnie Mae II Pool 6% 10/1/2055 (g) | 78600000 | 80094603 |
| Ginnie Mae II Pool 6% 10/20/2035  | 56292 | 58711 |
| Ginnie Mae II Pool 6% 10/20/2037  | 99692 | 104473 |
| Ginnie Mae II Pool 6% 11/20/2037  | 348800 | 365643 |
| Ginnie Mae II Pool 6% 12/20/2036  | 44081 | 46118 |
| Ginnie Mae II Pool 6% 12/20/2037  | 115912 | 121550 |
| Ginnie Mae II Pool 6% 12/20/2054  | 84037989 | 85690873 |
| Ginnie Mae II Pool 6% 4/20/2037  | 23469 | 24567 |
| Ginnie Mae II Pool 6% 4/20/2055  | 469787 | 479504 |
| Ginnie Mae II Pool 6% 5/20/2034  | 29853 | 31020 |
| Ginnie Mae II Pool 6% 7/20/2036  | 69499 | 72660 |
| Ginnie Mae II Pool 6% 8/20/2053  | 131520 | 135032 |
| Ginnie Mae II Pool 6% 8/20/2054  | 6405174 | 6543163 |
| Ginnie Mae II Pool 6% 9/1/2055 (g) | 155175000 | 158271192 |
| Ginnie Mae II Pool 6% 9/20/2037  | 100383 | 105198 |
| Ginnie Mae II Pool 6% 9/20/2038  | 16123 | 16927 |
| Ginnie Mae II Pool 6.5% 3/20/2038  | 108200 | 114345 |
| Ginnie Mae II Pool 6.5% 3/20/2055  | 36595285 | 37693623 |
| Ginnie Mae II Pool 6.5% 5/20/2055  | 16861697 | 17367769 |
| Ginnie Mae II Pool 6.5% 7/20/2053  | 14925382 | 15404821 |
| Ginnie Mae II Pool 6.5% 7/20/2054  | 19064753 | 19611624 |
| Ginnie Mae II Pool 6.5% 8/20/2036  | 42335 | 44570 |
| Uniform Mortgage Backed Securities 2% 9/1/2055 (g) | 31950000 | 25367802 |
| Uniform Mortgage Backed Securities 2.5% 10/1/2055 (g) | 300000 | 249094 |
| Uniform Mortgage Backed Securities 2.5% 9/1/2055 (g) | 26125000 | 21688852 |
| Uniform Mortgage Backed Securities 3.5% 10/1/2055 (g) | 19250000 | 17385909 |
| Uniform Mortgage Backed Securities 3.5% 9/1/2055 (g) | 32500000 | 29365528 |
| Uniform Mortgage Backed Securities 4% 9/1/2055 (g) | 10550000 | 9846529 |
| Uniform Mortgage Backed Securities 4.5% 9/1/2055 (g) | 7525000 | 7238109 |
| Uniform Mortgage Backed Securities 5% 9/1/2040 (g) | 18325000 | 18514693 |
| Uniform Mortgage Backed Securities 5% 9/1/2055 (g) | 5700000 | 5621402 |
| Uniform Mortgage Backed Securities 5.5% 9/1/2040 (g) | 13225000 | 13517397 |
| Uniform Mortgage Backed Securities 5.5% 9/1/2055 (g) | 48900000 | 49186525 |
| Uniform Mortgage Backed Securities 6% 10/1/2055 (g) | 15050000 | 15363934 |
| Uniform Mortgage Backed Securities 6% 9/1/2055 (g) | 184750000 | 188762548 |
| Uniform Mortgage Backed Securities 6.5% 9/1/2055 (g) | 127750000 | 132375942 |
| Uniform Mortgage Backed Securities 7% 9/1/2055 (g) | 30750000 | 32347755 |
| TOTAL UNITED STATES |  | 16499675605 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $18,133,741,853) |  | <br> **16499675605** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.2%** | &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.2%** | &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Financial Services - 0.2% |  |  |
| Fannie Mae 0.75% 10/8/2027  | 16844000 | 15872087 |
| Fannie Mae 0.875% 8/5/2030  | 40385000 | 35296547 |
| Fannie Mae 6.625% 11/15/2030  | 9666000 | 10963247 |
| Federal Home Loan Bank 4.375% 9/8/2028  | 5990000 | 6119833 |
| Federal Home Loan Bank 5.5% 7/15/2036  | 13190000 | 14375464 |
| Freddie Mac Non Gold Pool 6.25% 7/15/2032  | 6116000 | 6963533 |
| Freddie Mac Non Gold Pool 6.75% 3/15/2031  | 20653000 | 23673615 |
|  |  | 113264326 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Tennessee Valley Authority 3.875% 8/1/2030  | 6000000 | 6027441 |
| Tennessee Valley Authority 4.25% 9/15/2065  | 5896000 | 4684245 |
| Tennessee Valley Authority 4.875% 5/15/2035  | 6050000 | 6196258 |
| Tennessee Valley Authority 5.25% 9/15/2039  | 15887000 | 16617396 |
| Tennessee Valley Authority 5.375% 4/1/2056  | 4286000 | 4228409 |
|  |  | 37753749 |
| TOTAL UNITED STATES |  | 151018075 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $159,610,222) |  | <br> **151018075** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 46.8%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 46.8%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 46.8%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 46.8%** |
|  | Yield (%) (h) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bonds 1.125% 5/15/2040  | 1.08 to 1.20 | 172262300 | 107199637 |
| US Treasury Bonds 1.125% 8/15/2040  | 1.83 to 1.88 | 46741200 | 28775051 |
| US Treasury Bonds 1.375% 11/15/2040  | 1.67 to 2.09 | 42617700 | 27160460 |
| US Treasury Bonds 1.375% 8/15/2050  | 2.30 to 5.03 | 41247800 | 19927843 |
| US Treasury Bonds 1.625% 11/15/2050  | 1.58 to 1.84 | 144329200 | 74464847 |
| US Treasury Bonds 1.75% 8/15/2041  | 1.97 to 3.50 | 185755300 | 123048375 |
| US Treasury Bonds 1.875% 11/15/2051  | 1.89 to 2.35 | 107574100 | 58543842 |
| US Treasury Bonds 1.875% 2/15/2041  | 2.16 | 60554000 | 41614317 |
| US Treasury Bonds 1.875% 2/15/2051  | 2.12 to 2.41 | 176269200 | 96968717 |
| US Treasury Bonds 2% 11/15/2041  | 3.40 | 67944100 | 46586827 |
| US Treasury Bonds 2% 2/15/2050  | 1.43 to 1.70 | 17589900 | 10154045 |
| US Treasury Bonds 2% 8/15/2051  | 1.93 to 3.25 | 272799800 | 153961387 |
| US Treasury Bonds 2.25% 2/15/2052  | 3.15 to 3.20 | 109990100 | 65749160 |
| US Treasury Bonds 2.25% 5/15/2041  | 1.80 to 2.87 | 172934300 | 125316571 |
| US Treasury Bonds 2.25% 8/15/2046  | 3.07 to 3.15 | 25430300 | 16476053 |
| US Treasury Bonds 2.25% 8/15/2049  | 2.21 to 2.22 | 15289700 | 9435417 |
| US Treasury Bonds 2.375% 11/15/2049  | 2.39 | 8121000 | 5139705 |
| US Treasury Bonds 2.375% 2/15/2042  | 2.45 to 3.48 | 48988400 | 35426319 |
| US Treasury Bonds 2.375% 5/15/2051  | 1.90 to 3.09 | 188570400 | 117171460 |
| US Treasury Bonds 2.5% 2/15/2045  | 2.92 to 3.10 | 56988800 | 39705166 |
| US Treasury Bonds 2.5% 2/15/2046  | 3.09 | 20048400 | 13748034 |
| US Treasury Bonds 2.75% 11/15/2042  | 2.57 | 1066200 | 805855 |
| US Treasury Bonds 2.75% 11/15/2047  | 3.10 | 4358500 | 3060654 |
| US Treasury Bonds 2.75% 8/15/2047  | 2.94 | 7039000 | 4957821 |
| US Treasury Bonds 2.875% 5/15/2043  | 1.91 to 2.99 | 89343900 | 68327143 |
| US Treasury Bonds 2.875% 5/15/2052  | 2.92 to 3.34 | 167800000 | 115709898 |
| US Treasury Bonds 3% 11/15/2044  | 2.22 to 2.97 | 41912600 | 31976367 |
| US Treasury Bonds 3% 11/15/2045  | 2.61 | 16313000 | 12301022 |
| US Treasury Bonds 3% 2/15/2047  | 2.87 | 10813300 | 8032254 |
| US Treasury Bonds 3% 5/15/2045  | 1.38 to 2.96 | 119853100 | 90863631 |
| US Treasury Bonds 3% 5/15/2047  | 2.87 to 2.93 | 19395700 | 14362667 |
| US Treasury Bonds 3% 8/15/2052  | 3.27 to 4.39 | 353800000 | 250202938 |
| US Treasury Bonds 3.125% 2/15/2043  | 2.92 to 2.97 | 23006500 | 18348582 |
| US Treasury Bonds 3.125% 8/15/2044  | 2.41 to 3.09 | 72478200 | 56640581 |
| US Treasury Bonds 3.25% 5/15/2042  | 3.16 to 4.58 | 271300000 | 223091262 |
| US Treasury Bonds 3.375% 11/15/2048  | 3.01 | 4631400 | 3614120 |
| US Treasury Bonds 3.375% 5/15/2044  | 2.17 to 3.20 | 147526800 | 120205529 |
| US Treasury Bonds 3.375% 8/15/2042  | 3.51 to 4.61 | 273700000 | 228282906 |
| US Treasury Bonds 3.625% 2/15/2044  | 3.33 to 3.44 | 2123200 | 1800905 |
| US Treasury Bonds 3.625% 2/15/2053  | 3.66 to 4.11 | 87850000 | 70317748 |
| US Treasury Bonds 3.625% 5/15/2053  | 3.83 to 4.04 | 108800000 | 86993250 |
| US Treasury Bonds 3.625% 8/15/2043  | 2.06 to 3.81 | 65327400 | 55717127 |
| US Treasury Bonds 3.75% 11/15/2043  | 3.59 | 1969500 | 1705233 |
| US Treasury Bonds 3.875% 2/15/2043  | 4.12 to 4.28 | 54200000 | 48159664 |
| US Treasury Bonds 3.875% 5/15/2043  | 4.01 to 4.09 | 57550000 | 50989076 |
| US Treasury Bonds 4% 11/15/2042  | 3.74 to 4.13 | 245800000 | 222669837 |
| US Treasury Bonds 4% 11/15/2052  | 3.60 to 3.97 | 310100000 | 266128788 |
| US Treasury Bonds 4.125% 8/15/2044  | 4.13 to 4.60 | 281250000 | 255487061 |
| US Treasury Bonds 4.125% 8/15/2053  | 4.70 to 5.03 | 119400000 | 104572945 |
| US Treasury Bonds 4.25% 11/15/2040  | 4.58 | 644300 | 614752 |
| US Treasury Bonds 4.25% 2/15/2054  | 4.34 to 4.78 | 406859000 | 364011662 |
| US Treasury Bonds 4.25% 5/15/2039  | 4.57 | 6384200 | 6199906 |
| US Treasury Bonds 4.25% 8/15/2054  | 4.13 to 4.48 | 290200000 | 259638313 |
| US Treasury Bonds 4.375% 11/15/2039  | 4.71 | 79500 | 77657 |
| US Treasury Bonds 4.375% 2/15/2038  | 3.00 | 20954900 | 20900876 |
| US Treasury Bonds 4.375% 5/15/2040  | 3.99 | 6354800 | 6183022 |
| US Treasury Bonds 4.375% 5/15/2041  | 3.51 | 6610300 | 6372484 |
| US Treasury Bonds 4.375% 8/15/2043  | 4.90 to 5.23 | 185800000 | 175682610 |
| US Treasury Bonds 4.5% 11/15/2054  | 4.37 to 4.78 | 105440000 | 98425768 |
| US Treasury Bonds 4.5% 2/15/2036  | 2.16 to 2.94 | 20270200 | 20789624 |
| US Treasury Bonds 4.5% 2/15/2044  | 4.50 to 4.90 | 57150000 | 54779168 |
| US Treasury Bonds 4.5% 5/15/2038  | 3.07 to 3.18 | 5410000 | 5465791 |
| US Treasury Bonds 4.5% 8/15/2039  | 4.57 | 4449500 | 4417867 |
| US Treasury Bonds 4.625% 11/15/2044  | 4.86 | 41850000 | 40597769 |
| US Treasury Bonds 4.625% 2/15/2040  | 4.53 | 8282000 | 8295588 |
| US Treasury Bonds 4.625% 2/15/2055  | 4.47 to 4.85 | 173660000 | 165519688 |
| US Treasury Bonds 4.625% 5/15/2044  | 4.16 to 4.71 | 71850000 | 69890965 |
| US Treasury Bonds 4.625% 5/15/2054  | 4.34 to 4.63 | 108100000 | 102986363 |
| US Treasury Bonds 4.75% 11/15/2043  | 4.30 to 4.69 | 97000000 | 96101992 |
| US Treasury Bonds 4.75% 2/15/2041  | 4.50 | 4764800 | 4803142 |
| US Treasury Bonds 4.75% 5/15/2055  | 4.79 to 4.91 | 271100000 | 263729469 |
| US Treasury Bonds 4.75% 8/15/2045  | 4.74 | 54950000 | 55010102 |
| US Treasury Bonds 4.75% 8/15/2055  | 4.92 | 57100000 | 55565438 |
| US Treasury Bonds 5% 5/15/2045  | 4.79 to 5.00 | 223390000 | 227124802 |
| US Treasury Bonds 6.25% 5/15/2030  | 4.68 to 4.69 | 48578300 | 53902937 |
| US Treasury Notes 0.375% 7/31/2027  | 0.48 to 0.65 | 251926900 | 236909694 |
| US Treasury Notes 0.375% 9/30/2027  | 0.55 | 49873800 | 46667070 |
| US Treasury Notes 0.5% 10/31/2027  | 0.61 | 354566400 | 331796589 |
| US Treasury Notes 0.625% 11/30/2027  | 0.63 | 37166200 | 34807017 |
| US Treasury Notes 0.625% 12/31/2027  | 0.76 | 42643200 | 39828083 |
| US Treasury Notes 0.625% 5/15/2030  | 1.39 to 1.69 | 293611700 | 255155450 |
| US Treasury Notes 0.625% 8/15/2030  | 0.71 | 30689000 | 26446485 |
| US Treasury Notes 0.875% 9/30/2026  | 1.41 | 155613600 | 150781068 |
| US Treasury Notes 1.125% 10/31/2026  | 1.23 to 1.83 | 125566200 | 121740355 |
| US Treasury Notes 1.125% 2/28/2027  | 0.89 | 143363000 | 138020489 |
| US Treasury Notes 1.125% 2/29/2028  | 1.28 | 262029200 | 246747576 |
| US Treasury Notes 1.125% 8/31/2028  | 1.12 to 1.30 | 64237900 | 59771359 |
| US Treasury Notes 1.25% 12/31/2026  | 2.49 | 111103900 | 107506044 |
| US Treasury Notes 1.25% 5/31/2028  | 1.26 | 78200900 | 73450806 |
| US Treasury Notes 1.25% 6/30/2028  | 0.99 to 1.79 | 329982900 | 309423418 |
| US Treasury Notes 1.25% 8/15/2031  | 1.78 to 3.17 | 214724400 | 185543689 |
| US Treasury Notes 1.375% 12/31/2028  | 1.62 to 1.89 | 106426700 | 99076606 |
| US Treasury Notes 1.5% 1/31/2027  | 1.61 to 2.95 | 380445400 | 368749675 |
| US Treasury Notes 1.5% 11/30/2028  | 1.71 to 1.75 | 41895000 | 39225830 |
| US Treasury Notes 1.5% 2/15/2030  | 0.61 to 0.73 | 707689900 | 645656457 |
| US Treasury Notes 1.625% 5/15/2031  | 3.75 | 30670000 | 27299894 |
| US Treasury Notes 1.625% 8/15/2029  | 0.71 to 1.88 | 16548200 | 15362030 |
| US Treasury Notes 1.75% 1/31/2029  | 2.72 | 110873300 | 104320515 |
| US Treasury Notes 1.875% 2/28/2027  | 1.70 to 3.00 | 166928500 | 162474899 |
| US Treasury Notes 2% 11/15/2026  | 2.38 to 2.56 | 37465000 | 36676186 |
| US Treasury Notes 2.25% 11/15/2027  | 2.72 | 36348700 | 35307935 |
| US Treasury Notes 2.25% 2/15/2027  | 2.40 | 24750900 | 24237512 |
| US Treasury Notes 2.25% 8/15/2027  | 2.33 to 3.05 | 337064100 | 328295168 |
| US Treasury Notes 2.375% 5/15/2029  | 1.68 | 20543700 | 19665778 |
| US Treasury Notes 2.5% 3/31/2027  | 3.06 | 5000000 | 4908594 |
| US Treasury Notes 2.625% 2/15/2029  | 2.15 to 2.73 | 56726000 | 54931154 |
| US Treasury Notes 2.625% 5/31/2027  | 3.26 to 3.40 | 39800000 | 39097281 |
| US Treasury Notes 2.625% 7/31/2029  | 2.79 to 3.15 | 603100000 | 581096270 |
| US Treasury Notes 2.75% 2/15/2028  | 2.78 | 40000 | 39214 |
| US Treasury Notes 2.75% 4/30/2027  | 2.83 to 3.07 | 243000000 | 239373983 |
| US Treasury Notes 2.75% 5/31/2029  | 2.88 | 32300000 | 31320906 |
| US Treasury Notes 2.75% 7/31/2027  | 2.65 to 3.19 | 73600000 | 72383875 |
| US Treasury Notes 2.75% 8/15/2032  | 2.80 to 4.25 | 648086000 | 601732660 |
| US Treasury Notes 2.875% 4/30/2029  | 3.10 to 3.41 | 33500000 | 32652031 |
| US Treasury Notes 2.875% 5/15/2028  | 2.48 to 2.87 | 139624800 | 137055921 |
| US Treasury Notes 2.875% 5/15/2032  | 3.05 | 42500000 | 39920117 |
| US Treasury Notes 2.875% 8/15/2028  | 1.76 to 2.65 | 150635300 | 147640247 |
| US Treasury Notes 3.125% 11/15/2028  | 2.50 to 2.75 | 19870000 | 19586697 |
| US Treasury Notes 3.125% 8/31/2029  | 3.29 to 3.59 | 59600000 | 58482500 |
| US Treasury Notes 3.25% 6/30/2027  | 3.00 to 3.05 | 72000000 | 71496562 |
| US Treasury Notes 3.375% 5/15/2033  | 3.62 to 3.70 | 160450000 | 153787564 |
| US Treasury Notes 3.375% 9/15/2027  | 3.56 to 3.83 | 378750000 | 376974609 |
| US Treasury Notes 3.5% 1/31/2028  | 3.49 to 4.20 | 414100000 | 413145628 |
| US Treasury Notes 3.5% 1/31/2030  | 4.07 | 125900000 | 125059027 |
| US Treasury Notes 3.5% 2/15/2033  | 3.91 to 3.97 | 115200000 | 111663001 |
| US Treasury Notes 3.5% 4/30/2028  | 3.76 to 3.86 | 312800000 | 312058789 |
| US Treasury Notes 3.5% 9/30/2026  | 3.65 to 3.99 | 1101750000 | 1097661473 |
| US Treasury Notes 3.5% 9/30/2029  | 3.57 to 3.89 | 317990000 | 316288257 |
| US Treasury Notes 3.625% 3/31/2028  | 3.51 to 3.58 | 152800000 | 152931313 |
| US Treasury Notes 3.625% 3/31/2030  | 3.47 to 3.73 | 119300000 | 119039031 |
| US Treasury Notes 3.625% 5/31/2028  | 3.99 to 4.11 | 199900000 | 200063980 |
| US Treasury Notes 3.625% 8/15/2028  | 3.58 | 393600000 | 394122748 |
| US Treasury Notes 3.625% 8/31/2029  | 3.71 | 74150000 | 74115242 |
| US Treasury Notes 3.625% 8/31/2030  | 3.69 | 171800000 | 171276546 |
| US Treasury Notes 3.625% 9/30/2031  | 3.87 to 3.97 | 153460000 | 151733575 |
| US Treasury Notes 3.75% 12/31/2028  | 3.84 | 87800000 | 88194414 |
| US Treasury Notes 3.75% 12/31/2030  | 4.00 | 20950000 | 20957365 |
| US Treasury Notes 3.75% 4/15/2028  | 3.80 | 133810000 | 134322241 |
| US Treasury Notes 3.75% 5/15/2028  | 3.83 to 3.97 | 572820000 | 575198234 |
| US Treasury Notes 3.75% 5/31/2030  | 3.70 to 3.98 | 175600000 | 176066438 |
| US Treasury Notes 3.75% 6/30/2030  | 4.08 | 41700000 | 41812394 |
| US Treasury Notes 3.75% 8/31/2031  | 3.62 | 72350000 | 72064557 |
| US Treasury Notes 3.875% 10/15/2027  | 4.12 | 194800000 | 195781609 |
| US Treasury Notes 3.875% 11/30/2027  | 3.77 to 4.01 | 55100000 | 55407785 |
| US Treasury Notes 3.875% 11/30/2029  | 3.72 | 51600000 | 52039406 |
| US Treasury Notes 3.875% 12/31/2027  | 3.64 to 4.01 | 234000000 | 235413103 |
| US Treasury Notes 3.875% 12/31/2029  | 3.58 | 36600000 | 36915961 |
| US Treasury Notes 3.875% 3/15/2028  | 3.88 | 335500000 | 337885197 |
| US Treasury Notes 3.875% 3/31/2027  | 3.70 | 100000000 | 100257812 |
| US Treasury Notes 3.875% 4/30/2030  | 3.72 to 4.07 | 244540000 | 246612858 |
| US Treasury Notes 3.875% 5/31/2027  | 3.89 | 213200000 | 213916220 |
| US Treasury Notes 3.875% 6/15/2028  | 3.68 | 314050000 | 316478982 |
| US Treasury Notes 3.875% 6/30/2030  | 3.79 to 3.87 | 249400000 | 251445858 |
| US Treasury Notes 3.875% 7/15/2028  | 3.88 | 411450000 | 414632311 |
| US Treasury Notes 3.875% 7/31/2030  | 3.95 | 131550000 | 132608567 |
| US Treasury Notes 3.875% 8/15/2033  | 4.57 to 4.88 | 444400000 | 439747688 |
| US Treasury Notes 3.875% 8/15/2034  | 3.92 to 4.28 | 252340000 | 247411497 |
| US Treasury Notes 3.875% 9/30/2029  | 3.79 to 3.97 | 73200000 | 73849078 |
| US Treasury Notes 4% 1/15/2027  | 4.22 | 67450000 | 67658147 |
| US Treasury Notes 4% 1/31/2029  | 3.87 | 202100000 | 204634144 |
| US Treasury Notes 4% 1/31/2031  | 3.91 to 4.28 | 117950000 | 119350656 |
| US Treasury Notes 4% 10/31/2029  | 3.58 to 4.14 | 138800000 | 140675968 |
| US Treasury Notes 4% 12/15/2027  | 4.22 to 4.48 | 238000000 | 240115844 |
| US Treasury Notes 4% 2/15/2034  | 4.19 to 4.69 | 242150000 | 240731151 |
| US Treasury Notes 4% 2/28/2030  | 3.55 to 4.10 | 140000000 | 141963282 |
| US Treasury Notes 4% 2/29/2028  | 3.65 | 111400000 | 112470485 |
| US Treasury Notes 4% 3/31/2030  | 3.95 | 166150000 | 168428073 |
| US Treasury Notes 4% 4/30/2032  | 4.00 to 4.16 | 229780000 | 231108416 |
| US Treasury Notes 4% 5/31/2030  | 3.95 | 239150000 | 242466338 |
| US Treasury Notes 4% 6/30/2028  | 4.24 | 54700000 | 55311102 |
| US Treasury Notes 4% 6/30/2032  | 3.99 to 4.06 | 142200000 | 142933219 |
| US Treasury Notes 4% 7/31/2029  | 3.63 | 85400000 | 86533087 |
| US Treasury Notes 4% 7/31/2030  | 4.14 | 35300000 | 35764691 |
| US Treasury Notes 4% 7/31/2032  | 3.92 | 127700000 | 128278641 |
| US Treasury Notes 4.125% 10/31/2026  | 4.16 | 393600000 | 394860748 |
| US Treasury Notes 4.125% 10/31/2027  | 3.66 to 4.27 | 396200000 | 400332243 |
| US Treasury Notes 4.125% 10/31/2029  | 4.15 | 23150000 | 23568690 |
| US Treasury Notes 4.125% 10/31/2031  | 4.13 to 4.22 | 180620000 | 183378689 |
| US Treasury Notes 4.125% 11/15/2027  | 4.11 | 171400000 | 173221125 |
| US Treasury Notes 4.125% 11/30/2029  | 4.08 | 79800000 | 81261961 |
| US Treasury Notes 4.125% 11/30/2031  | 4.32 | 67050000 | 68045273 |
| US Treasury Notes 4.125% 2/29/2032  | 4.10 to 4.21 | 186500000 | 189086231 |
| US Treasury Notes 4.125% 3/31/2029  | 4.20 to 4.33 | 131700000 | 133937871 |
| US Treasury Notes 4.125% 3/31/2031  | 4.33 | 21850000 | 22235789 |
| US Treasury Notes 4.125% 3/31/2032  | 3.88 | 100000000 | 101347656 |
| US Treasury Notes 4.125% 7/31/2028  | 4.18 | 52950000 | 53727703 |
| US Treasury Notes 4.125% 7/31/2031  | 3.81 to 3.96 | 319950000 | 325194300 |
| US Treasury Notes 4.125% 8/31/2030  | 4.20 to 4.63 | 258800000 | 263662609 |
| US Treasury Notes 4.125% 9/30/2027  | 3.89 to 4.39 | 282400000 | 285246061 |
| US Treasury Notes 4.25% 1/15/2028  | 4.24 to 4.28 | 418350000 | 424412808 |
| US Treasury Notes 4.25% 1/31/2030  | 4.33 | 141900000 | 145242411 |
| US Treasury Notes 4.25% 11/15/2034  | 4.19 to 4.58 | 308630000 | 310655384 |
| US Treasury Notes 4.25% 11/30/2026  | 4.24 | 80000000 | 80425000 |
| US Treasury Notes 4.25% 12/31/2026  | 4.25 | 125150000 | 125897966 |
| US Treasury Notes 4.25% 2/15/2028  | 3.96 | 176150000 | 178829981 |
| US Treasury Notes 4.25% 2/28/2029  | 4.13 to 4.24 | 204400000 | 208671641 |
| US Treasury Notes 4.25% 2/28/2031  | 4.15 to 4.27 | 304850000 | 312197361 |
| US Treasury Notes 4.25% 5/15/2035  | 4.28 to 4.39 | 287290000 | 288187781 |
| US Treasury Notes 4.25% 8/15/2035  | 4.22 | 66400000 | 66534875 |
| US Treasury Notes 4.375% 1/31/2032  | 4.44 | 227100000 | 233451703 |
| US Treasury Notes 4.375% 11/30/2028  | 3.92 to 4.29 | 247600000 | 253422468 |
| US Treasury Notes 4.375% 11/30/2030  | 3.81 to 4.36 | 240500000 | 247761972 |
| US Treasury Notes 4.375% 12/15/2026  | 3.98 | 29250000 | 29464805 |
| US Treasury Notes 4.375% 12/31/2029  | 4.39 | 27450000 | 28227393 |
| US Treasury Notes 4.375% 5/15/2034  | 4.37 to 4.49 | 126050000 | 128511914 |
| US Treasury Notes 4.5% 11/15/2033  | 3.95 to 4.34 | 395900000 | 408240947 |
| US Treasury Notes 4.5% 12/31/2031  | 4.49 | 30700000 | 31786492 |
| US Treasury Notes 4.5% 5/31/2029  | 4.49 | 78350000 | 80718864 |
| US Treasury Notes 4.625% 2/15/2035  | 4.16 to 4.31 | 410530000 | 424577844 |
| US Treasury Notes 4.625% 4/30/2029  | 4.72 | 31000000 | 32058359 |
| US Treasury Notes 4.625% 4/30/2031  | 4.70 | 58900000 | 61405551 |
| US Treasury Notes 4.625% 5/31/2031  | 4.37 to 4.49 | 160200000 | 166989726 |
| US Treasury Notes 4.625% 9/30/2028  | 4.60 | 181900000 | 187335683 |
| US Treasury Notes 4.75% 2/15/2045  | 4.52 to 4.87 | 221150000 | 217867305 |
| US Treasury Notes 4.875% 10/31/2028  | 4.52 to 4.82 | 191946000 | 199196461 |
| US Treasury Notes 4.875% 10/31/2030  | 4.89 | 123100000 | 129678156 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $32,243,954,479) |  |  | **30889868943** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.9%** | &nbsp;&nbsp;**Money Market Funds - 0.9%** | &nbsp;&nbsp;**Money Market Funds - 0.9%** | &nbsp;&nbsp;**Money Market Funds - 0.9%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (i) | 4.36 | 224142038 | 224186867 |
| Fidelity Securities Lending Cash Central Fund (i)(j) | 4.36 | 395149970 | 395189485 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $619,376,352) |  |  | **619376352** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 101.4%**<br> (Cost $71,579,246,835)<br>| <br>**67080362616** |
| **NET OTHER ASSETS (LIABILITIES) - (1.4)%**  | **(920054361)** |
| **NET ASSETS - 100.0%** | **66160308255** |

---

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments**  | **TBA Sale Commitments**  | **TBA Sale Commitments**  |
|  | Principal<br> Amount (a) | Value ($) |
| U.S. Government Agency - Mortgage Securities |  |  |
| Ginnie Mae II Pool 3.5% 9/1/2055 | (52600000) | (47872896) |
| Ginnie Mae II Pool 6% 9/1/2055 | (120950000) | (123363303) |
| Uniform Mortgage Backed Securities 2.5% 9/1/2055 | (23700000) | (19675629) |
| Uniform Mortgage Backed Securities 3.5% 9/1/2055 | (19250000) | (17393428) |
| Uniform Mortgage Backed Securities 5% 9/1/2040 | (18325000) | (18514693) |
| Uniform Mortgage Backed Securities 6% 9/1/2055 | (30100000) | (30753736) |
| TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES  |  | (257573685) |
| **TOTAL TBA SALE COMMITMENTS**<br> (Proceeds $256,512,021) |  | <br> **(257573685)** |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(c) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(d) Security or a portion of the security is on loan at period end.

(e) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $120,165,243 or 0.2% of net assets.

(f) Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.

(g) Security or a portion of the security purchased on a delayed delivery or when-issued basis.

(h) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(i) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request.

(j) Investment made with cash collateral received from securities on loan.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 301450832 | 10546556052 | 10623820017 | 10469860 | - | - | 224186867 | 224142038 | 0.4% |
| Fidelity Securities Lending Cash Central Fund | 117745288 | 8001525044 | 7724080847 | 1355168 | - | - | 395189485 | 395149970 | 1.4% |
| Total | 419196120 | 18548081096 | 18347900864 | 11825028 | - | - | 619376352 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line item in the Statement of Operations, if applicable.

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

Amounts included in the purchases and sales proceeds columns may include in-kind transactions, if applicable.

**Investment Valuation**

The following is a summary of the inputs used, as of August 31, 2025, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** |
| **Description** | **Total ($)** | **Level 1 ($)** | **Level 2 ($)** | **Level 3 ($)** |
|  **<u>Investments in Securities:</u>** |  |  |  |  |
|  **Asset-Backed Securities** | 207194337 | - | 207194337 | - |
|  **Bank Notes** |  |  |  |  |
| Financials | 66044434 | - | 66044434 | - |
|  **Commercial Mortgage Securities** | 867629308 | - | 867629308 | - |
|  **Foreign Government and Government Agency Obligations** | 776489034 | - | 776489034 | - |
|  **Municipal Securities** |  |  |  |  |
| Education | 10964252 | - | 10964252 | - |
| Electric Utilities | 24694859 | - | 24694859 | - |
| General Obligations | 100338924 | - | 100338924 | - |
| Health Care | 13316248 | - | 13316248 | - |
| Special Tax | 21987527 | - | 21987527 | - |
| Transportation | 64867117 | - | 64867117 | - |
| Water & Sewer | 10945484 | - | 10945484 | - |
|  **Non-Convertible Corporate Bonds** |  |  |  |  |
| Communication Services | 1140727074 | - | 1140727074 | - |
| Consumer Discretionary | 851644636 | - | 851644636 | - |
| Consumer Staples | 985756005 | - | 985756005 | - |
| Energy | 1108356140 | - | 1108356140 | - |
| Financials | 5925883676 | - | 5925883676 | - |
| Health Care | 1774429951 | - | 1774429951 | - |
| Industrials | 1056557435 | - | 1056557435 | - |
| Information Technology | 1237863983 | - | 1237863983 | - |
| Materials | 480956311 | - | 480956311 | - |
| Real Estate | 590372978 | - | 590372978 | - |
| Utilities | 1603403928 | - | 1603403928 | - |
|  **U.S. Government Agency - Mortgage Securities** | 16499675605 | - | 16499675605 | - |
|  **U.S. Government Agency Obligations** |  |  |  |  |
| Financials | 113264326 | - | 113264326 | - |
| Utilities | 37753749 | - | 37753749 | - |
|  **U.S. Treasury Obligations** | 30889868943 | - | 30889868943 | - |
|  **Money Market Funds** | 619376352 | 619376352 | - | - |
| **Total Investments in Securities:** | 67080362616 | 619376352 | 66460986264 | - |
|  **<u>Other Financial Instruments:</u>** |  |  |  |  |
|  **TBA Sale Commitments** | (257573685) | - | (257573685) | - |
| **Total Other Financial Instruments:** | (257573685) | - | (257573685) | - |

---

**Financial Statements**

---

| | | |
|:---|:---|:---|
| **Statement of Assets and Liabilities** | **Statement of Assets and Liabilities** | **Statement of Assets and Liabilities** |
| **As of August 31, 2025** | **As of August 31, 2025** | **As of August 31, 2025** |
| **Assets**  |  |  |
| Investment in securities, at value (including securities loaned of $381,208,823) - See accompanying schedule: |  |  |
| Unaffiliated issuers (cost $70,959,870,483) | $66460986264 |  |
| Fidelity Central Funds (cost $619,376,352) | 619376352 |  |
| Total Investment in Securities (cost $71,579,246,835) |  | $67080362616 |
| Cash |  | 31 |
| Foreign currency held at value (cost $925) |  | 996 |
| Receivable for investments sold |  |  |
| Regular delivery |  | 634306096 |
| Delayed delivery |  | 30440886 |
| Receivable for TBA sale commitments |  | 256512021 |
| Receivable for fund shares sold |  | 105857970 |
| Interest receivable |  | 520284073 |
| Distributions receivable from Fidelity Central Funds |  | 545719 |
| Other receivables |  | 788497 |
| **Total assets** |  | 68629098905 |
| **Liabilities** |  |  |
| Payable for investments purchased |  |  |
| Regular delivery | $873951850 |  |
| Delayed delivery | 873791126 |  |
| TBA sale commitments, at value | 257573685 |  |
| Payable for fund shares redeemed | 49200865 |  |
| Distributions payable | 16927525 |  |
| Accrued management fee | 1367619 |  |
| Other payables and accrued expenses | 788495 |  |
| Collateral on securities loaned | 395189485 |  |
| **Total liabilities** |  | 2468790650 |
| **Net Assets**  |  | $66160308255 |
| Net Assets consist of: |  |  |
| Paid in capital |  | $72514314483 |
| Total accumulated earnings (loss) |  | (6354006228) |
| **Net Assets** |  | $66160308255 |
| **Net Asset Value**, offering price and redemption price per share ($66,160,308,255 ÷ 6,316,969,175 shares) |  | $10.47 |

---

---

| | | |
|:---|:---|:---|
| **Statement of Operations** | **Statement of Operations** | **Statement of Operations** |
| <br> **Year ended August 31, 2025** | <br> **Year ended August 31, 2025** | <br> **Year ended August 31, 2025** |
| **Investment Income** |  |  |
| Interest  |  | $2291599646 |
| Income from Fidelity Central Funds (including $1,355,168 from security lending)  |  | 11825028 |
| **Total income** |  | 2303424674 |
| **Expenses** |  |  |
| Management fee | $15319318 |  |
| Independent trustees' fees and expenses | 152917 |  |
| Total expenses before reductions | 15472235 |  |
| Expense reductions | (27402) |  |
| Total expenses after reductions |  | 15444833 |
| **Net Investment income (loss)** |  | 2287979841 |
| **Realized and Unrealized Gain (Loss)** |  |  |
| Net realized gain (loss) on: |  |  |
| Investment Securities: |  |  |
| Unaffiliated issuers  | (196247572) |  |
| Total net realized gain (loss) |  | (196247572) |
| Change in net unrealized appreciation (depreciation) on: |  |  |
| Investment Securities: |  |  |
| Unaffiliated issuers  | (111718880) |  |
| Assets and liabilities in foreign currencies | 55 |  |
| TBA sale commitments | (2490074) |  |
| Total change in net unrealized appreciation (depreciation) |  | (114208899) |
| **Net gain (loss)** |  | (310456471) |
| **Net increase (decrease) in net assets resulting from operations** |  | $1977523370 |

---

---

| | | |
|:---|:---|:---|
| **Statement of Changes in Net Assets** | **Statement of Changes in Net Assets** | **Statement of Changes in Net Assets** |
|  | **Year ended**<br> **August 31, 2025** | **Year ended**<br> **August 31, 2024** |
| **Increase (Decrease) in Net Assets** |  |  |
| Operations |  |  |
| &nbsp;&nbsp;Net investment income (loss) | $2287979841 | $1972899759 |
| &nbsp;&nbsp;Net realized gain (loss) | (196247572)<br>| (1070915038)<br>|
| &nbsp;&nbsp;Change in net unrealized appreciation (depreciation) | (114208899) | 2975600934<br>|
| &nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations** | 1977523370<br>| 3877585655<br>|
| Distributions to shareholders | (2197371349)<br>| (1881357002)<br>|
| Share transactions |  |  |
| &nbsp;&nbsp;Proceeds from sales of shares | 25557701936 | 19678817920 |
| Reinvestment of distributions | 2022983633<br>| 1751942028<br>|
| &nbsp;&nbsp;Cost of shares redeemed | (20337724687) | (24303852918) |
| **Net increase (decrease) in net assets resulting from share transactions** | 7242960882<br>| (2873092970)<br>|
| &nbsp;&nbsp;**Total increase (decrease) in net assets** | 7023112903<br>| (876864317)<br>|
| **Net Assets** |  |  |
| &nbsp;&nbsp;Beginning of period | 59137195352 | 60014059669<br>|
| &nbsp;&nbsp;End of period | $66160308255 | $59137195352 |
| **Other Information** |  |  |
| Shares |  |  |
| &nbsp;&nbsp;Sold | 2463847853 | 1930888877 |
| Issued in reinvestment of distributions | 194681135<br>| 172143626<br>|
| &nbsp;&nbsp;Redeemed | (1961982234) | (2402920728) |
| &nbsp;&nbsp;Net increase (decrease) | 696546754 | (299888225) |

---

**Financial Highlights** 

**Fidelity® U.S. Bond Index Fund** <br>

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Years ended August 31,** | **2025**  | **2024**  | **2023**  | **2022**  | **2021**  |
| **Selected Per-Share Data**  |  |  |  |  |  |
| Net asset value, beginning of period  | $10.52 | $10.14 | $10.55 | $12.20 | $12.57 |
| Income from Investment Operations  |  |  |  |  |  |
| Net investment income (loss) A,B | .383  | .351  | .304  | .236  | .222  |
| Net realized and unrealized gain (loss)  | (.065)  | .364  | (.427)  | (1.626)  | (.245)  |
| Total from investment operations  | .318  | .715  | (.123)  | (1.390)  | (.023)  |
| Distributions from net investment income  | (.368)  | (.335)  | (.287)  | (.230)  | (.224)  |
| Distributions from net realized gain  | -  | -  | -  | (.030)  | (.123)  |
| Total distributions  | (.368)  | (.335)  | (.287)  | (.260)  | (.347)  |
| Net asset value, end of period  | $10.47 | $10.52 | $10.14 | $10.55 | $12.20 |
| **Total Return** C | 3.11% <br>| 7.21%  | (1.16)%  | (11.52)%  | (.17)%  |
| **Ratios to Average Net Assets** B,D,E |  |  |  |  |  |
| Expenses before reductions  | .03% F | .02% F | .02% F | .02% F | .03%  |
| Expenses net of fee waivers, if any  | .03% F<br>| .02% F | .02% F | .02% F | .03%  |
| Expenses net of all reductions, if any  | .02% F | .02% F | .02% F | .02% F | .02%  |
| Net investment income (loss)  | 3.70%  | 3.45%  | 2.97%  | 2.08%  | 1.81%  |
| **Supplemental Data** |  |  |  |  |  |
| Net assets, end of period (000 omitted) | $66160308 | $59137195 | $60014060 | $55576531 | $59844299 |
| Portfolio turnover rate G | 45% <br>| 43%  | 34%  | 50% H | 76%  |

---

A*Calculated based on average shares outstanding during the period.*

B*Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any mutual funds or ETFs is not included in the Fund's net investment income (loss) ratio.*

C*Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.*

D*Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.*

E*Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment adviser, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.*

F*The size and fluctuation of net assets and expense amounts may cause ratios to differ from contractual rates.*

G*Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs), derivatives or securities that mature within one year from acquisition.* 

H*Portfolio turnover rate excludes securities received or delivered in-kind.*

**Notes to Financial Statements**

For the period ended August 31, 2025

**1. Organization.**

Fidelity U.S. Bond Index Fund (the Fund) is a fund of Fidelity Salem Street Trust (the Trust) and is authorized to issue an unlimited number of shares. Share transactions on the Statement of Changes in Net Assets may contain exchanges between affiliated funds. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust.

**2. Investments in Fidelity Central Funds.**

Funds may invest in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Schedule of Investments lists any Fidelity Central Funds held as an investment as of period end, but does not include the underlying holdings of each Fidelity Central Fund. An investing fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.

Based on its investment objective, each Fidelity Central Fund may invest or participate in various investment vehicles or strategies that are similar to those of the investing fund. These strategies are consistent with the investment objectives of the investing fund and may involve certain economic risks which may cause a decline in value of each of the Fidelity Central Funds and thus a decline in the value of the investing fund.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Fidelity Central Fund** | **Investment Manager** | **Investment Objective** | **Investment Practices** | **Expense RatioA** |
| Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% |

---

*A Expenses expressed as a percentage of average net assets and are as of each underlying Central Fund's most recent annual or semi-annual shareholder report.* 

A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds which contain the significant accounting policies (including investment valuation policies) of those funds, and are not covered by the Report of Independent Registered Public Accounting Firm, are available on the Securities and Exchange Commission website or upon request.

**3. Significant Accounting Policies.**

The Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 *Financial Services - Investment Companies*. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. The Fund operates as a single operating segment. The Fund's income, expenses, assets, and performance are regularly monitored and assessed as a whole by the investment adviser and other individuals responsible for oversight functions of the Trust, using the information presented in the financial statements and financial highlights. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The Fund's Schedule of Investments lists any underlying mutual funds or exchange-traded funds but does not include the underlying holdings of these funds. The following summarizes the significant accounting policies of the Fund:

**Investment Valuation.** Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value the Fund's investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Corporate bonds, bank notes, foreign government and government agency obligations, municipal securities and U.S. government and government agency obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset backed securities, commercial mortgage securities and U.S. government agency mortgage securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. The aggregate value of investments by input level as of August 31, 2025 is included at the end of the Fund's Schedule of Investments.

**Foreign Currency.** Certain Funds may use foreign currency contracts to facilitate transactions in foreign-denominated securities. Gains and losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts' terms.

Foreign-denominated assets, including investment securities, and liabilities are translated into U.S. dollars at the exchange rates at period end. Purchases and sales of investment securities, income and dividends received, and expenses denominated in foreign currencies are translated into U.S. dollars at the exchange rate in effect on the transaction date.

The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.

**Investment Transactions and Income.** For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost and include proceeds received from litigation. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Interest income is accrued as earned and includes coupon interest and amortization of premium and accretion of discount on debt securities as applicable. Investment income is recorded net of foreign taxes withheld where recovery of such taxes is uncertain. Debt obligations may be placed on non-accrual status and related interest income may be reduced by ceasing current accruals and writing off interest receivables when the collection of all or a portion of interest has become doubtful based on consistently applied procedures. A debt obligation is removed from non-accrual status when the issuer resumes interest payments or when collectability of interest is reasonably assured.

**Expenses.** Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expenses included in the accompanying financial statements reflect the expenses of that fund and do not include any expenses associated with any underlying mutual funds or exchange-traded funds. Although not included in a fund's expenses, a fund indirectly bears its proportionate share of these expenses through the net asset value of each underlying mutual fund or exchange-traded fund. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.

**Deferred Trustee Compensation.** Under a Deferred Compensation Plan (the Plan) for certain Funds, certain independent Trustees have elected to defer receipt of a portion of their annual compensation. Deferred amounts are invested in affiliated mutual funds, are marked-to-market and remain in a fund until distributed in accordance with the Plan. The investment of deferred amounts and the offsetting payable to the Trustees presented below are included in the accompanying Statement of Assets and Liabilities in other receivables and other payables and accrued expenses, as applicable.

---

| | |
|:---|:---|
| **Fidelity U.S. Bond Index Fund** | $788394 |

---

**Income Tax Information and Distributions to Shareholders.** Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. As of August 31, 2025, the Fund did not have any unrecognized tax benefits in the financial statements; nor is the Fund aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. The Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction. Foreign taxes are provided for based on the Fund's understanding of the tax rules and rates that exist in the foreign markets in which it invests.

Distributions are declared and recorded daily and paid monthly from net investment income. Distributions from realized gains, if any, are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.

Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.

Book-tax differences are primarily due to market discount, capital loss carryforwards and losses deferred due to wash sales.

As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows:

---

| | |
|:---|:---|
| **Gross unrealized appreciation**  | $563934730 |
| **Gross unrealized depreciation**  | <u>(4886416518)</u> |
| **Net unrealized appreciation (depreciation)**  | <u>$(4322481788)</u> |
| **Tax Cost**  | <u>$71401782739</u> |

---

The tax-based components of distributable earnings as of period end were as follows:

---

| | |
|:---|:---|
| **Capital loss carryforward**  | <u>$(2029731271)</u> |
| **Net unrealized appreciation (depreciation) on securities and other investments**  | <u>$(4322481717)</u> |

---

Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited. The capital loss carryforward information presented below, including any applicable limitation, is estimated as of fiscal period end and is subject to adjustment.

---

| | |
|:---|:---|
| Short-term | $(557341492) |
| Long-term | <u>(1472389779)</u> |
| **Total capital loss carryforward** | <u>$(2029731271)</u> |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | **August 31, 2025** | **August 31, 2024** |
| **Ordinary Income**  | <u>$2197371349</u> | <u>$1881357002</u> |
| **Total**  | <u>$2197371349</u> | <u>$1881357002</u> |

---

**Delayed Delivery Transactions and When-Issued Securities.** During the period, certain Funds transacted in securities on a delayed delivery or when-issued basis. Payment and delivery may take place after the customary settlement period for that security. The price of the underlying securities and the date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated. Securities purchased on a delayed delivery or when-issued basis are identified as such in the Schedule of Investments. Compensation for interest forgone in the purchase of a delayed delivery or when-issued debt security may be received. With respect to purchase commitments, each applicable Fund identifies securities as segregated in its records with a value at least equal to the amount of the commitment. Payables and receivables associated with the purchases and sales of delayed delivery securities having the same coupon, settlement date and broker are offset. Delayed delivery or when-issued securities that have been purchased from and sold to different brokers are reflected as both payables and receivables in the Statement of Assets and Liabilities under the caption "Delayed delivery", as applicable. Losses may arise due to changes in the value of the underlying securities or if the counterparty does not perform under the contract's terms, or if the issuer does not issue the securities due to political, economic, or other factors.

**To-Be-Announced (TBA) Securities and Mortgage Dollar Rolls.** TBA securities involve buying or selling mortgage-backed securities (MBS) on a forward commitment basis. A TBA transaction typically does not designate the actual security to be delivered and only includes an approximate principal amount; however delivered securities must meet specified terms defined by industry guidelines, including issuer, rate and current principal amount outstanding on underlying mortgage pools. Funds may enter into a TBA transaction with the intent to take possession of or deliver the underlying MBS, or a fund may elect to extend the settlement by entering into either a mortgage or reverse mortgage dollar roll. Mortgage dollar rolls are transactions where a fund sells TBA securities and simultaneously agrees to repurchase MBS on a later date at a lower price and with the same counterparty. Reverse mortgage dollar rolls involve the purchase and simultaneous agreement to sell TBA securities on a later date at a lower price. Transactions in mortgage dollar rolls and reverse mortgage dollar rolls are accounted for as purchases and sales and may result in an increase to a fund's portfolio turnover rate.

Purchases and sales of TBA securities involve risks similar to those discussed above for delayed delivery and when-issued securities. Also, if the counterparty in a mortgage dollar roll or a reverse mortgage dollar roll transaction files for bankruptcy or becomes insolvent, a fund's right to repurchase or sell securities may be limited. Additionally, when a fund sells TBA securities without already owning or having the right to obtain the deliverable securities (an uncovered forward commitment to sell), it incurs a risk of loss because it could have to purchase the securities at a price that is higher than the price at which it sold them. A fund may be unable to purchase the deliverable securities if the corresponding market is illiquid.

TBA securities subject to a forward commitment to sell at period end are included at the end of the Schedule of Investments under the caption "TBA Sale Commitments." The value of these commitments and proceeds to be received at contractual settlement date are reflected in the Statement of Assets and Liabilities as "TBA sale commitments, at value" and "Receivable for TBA sale commitments," respectively. If the TBA sale commitment is closed through the acquisition of an offsetting TBA purchase commitment, a fund realizes a gain or loss. If a fund delivers securities under the commitment, a fund realizes a gain or loss from the sale of the securities based upon the price established at the date the commitment was entered into.

**Restricted Securities (including Private Placements).** Funds may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities held at period end is included at the end of the Schedule of Investments, if applicable.

**New Accounting Pronouncements.** FASB Accounting Standards Update (ASU) 2023-07 Segment Reporting (Topic 280): Improvements to Reportable Segment Disclosures became effective in this reporting period. ASU 2023-07 enhances segment information disclosure in the notes to financial statements.

In December 2023, the FASB issued ASU 2023-09 Income Taxes (Topic 740): Improvements to Income Tax Disclosures. Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU allows for early adoption and amendments should be applied on a prospective basis. Management is currently evaluating the impact of the ASU but does not expect this guidance to materially impact the financial statements.

**4. Purchases and Sales of Investments.**

Purchases and sales of securities, other than short-term securities, U.S. government securities and in-kind transactions, as applicable, are noted in the table below.

---

| | | |
|:---|:---|:---|
|  | **Purchases ($)** | **Sales ($)** |
| **Fidelity U.S. Bond Index Fund** | 12020202924 | 11288463242 |

---

**5. Fees and Other Transactions with Affiliates.**

**Management Fee and Expense Contract.** Fidelity Management & Research Company LLC (the investment adviser) and its affiliates provide the Fund with investment management related services for which the Fund pays a monthly management fee. The management fee is based on an annual rate of .025% of the Fund's average net assets. The management fee is reduced by an amount equal to the fees and expenses paid by the Fund to the independent Trustees. Under the management contract, the investment adviser pays all other operating expenses, except the compensation of the independent Trustees and certain other expenses such as interest expense.

Under the expense contract, the investment adviser pays all other operating expenses, except the compensation of the independent Trustees, as necessary so that the total expenses do not exceed .025% of average net assets. This expense contract will remain in place through October 31, 2026.

**Interfund Trades.** Funds may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board of Trustees. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. Any interfund trades are included within the respective purchases and sales amounts shown in the Purchases and Sales of Investments note. During the period, there were no interfund trades.

**6. Committed Line of Credit.**

Certain Funds participate with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes.

Commitment fees are charged based on the unused amount of the line of credit at an annual rate of .10%, and then allocated to each participating fund based on its pro-rata portion of the line of credit. The commitment fees are borne by the investment adviser.

Interest is charged to a participating fund based on its borrowings at an annual rate of .75% plus the highest of (i) daily SOFR plus a .10% spread adjustment, (ii) Federal Funds Effective Rate, or (iii) Overnight Bank Funding Rate. During the period, there were no borrowings on this line of credit.

The line of credit agreement will expire in March 2026 unless extended or renewed.

**7. Security Lending.** 

Funds lend portfolio securities from time to time in order to earn additional income. Lending agents are used, including National Financial Services (NFS), an affiliate of the investment adviser. Pursuant to a securities lending agreement, NFS will receive a fee, which is capped at 9.9% of a fund's daily lending revenue, for its services as lending agent. A fund may lend securities to certain qualified borrowers, including NFS. On the settlement date of the loan, the borrowers provide collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the fair value of the loaned securities during the period of the loan. The fair value of the loaned securities is determined at the close of business of a fund and any additional required collateral is delivered to a fund on the next business day. A fund or borrower may terminate the loan at any time, and if the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, a fund may apply collateral received from the borrower against the obligation. A fund may experience delays and costs in recovering the securities loaned or gaining access to non-cash collateral. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. Any loaned securities are identified as such in the Schedule of Investments, and the value of loaned securities and cash collateral at period end, as applicable, are presented in the Statement of Assets and Liabilities. Security lending income represents the income earned on investing cash collateral less rebates paid to borrowers, plus any premium income received, or for non-cash collateral, fees received from borrowers as compensation for the securities loaned. Securities lending income is reduced by any lending agent fees associated with the loan. Any security lending income earned on investing cash collateral is presented in the Statement of Operations as a component of income from Fidelity Central Funds. Any security lending income earned on non-cash collateral is presented in the Statement of Operations as a component of interest. Affiliated security lending activity, if any, was as follows:

---

| | | | |
|:---|:---|:---|:---|
|  | **Total Security Lending Fees Paid to NFS ($)** | **Security Lending Income From Securities Loaned to NFS ($)** | **Value of Securities Loaned to NFS at Period End ($)** |
| **Fidelity U.S. Bond Index Fund** | 144268 | - | - |

---

**8. Expense Reductions.** 

Through arrangements with the Fund's custodian, credits realized as a result of certain uninvested cash balances were used to reduce the Fund's expenses by $27,402.

**9. Other.**

A fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the fund. In the normal course of business, a fund may also enter into contracts that provide general indemnifications. A fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against a fund. The risk of material loss from such claims is considered remote.

**10. Risk and Uncertainties.**

Many factors affect a fund's performance. Developments that disrupt global economies and financial markets, such as public health emergencies, military conflicts, terrorism, government restrictions, political changes, and environmental disasters, may significantly affect a fund's investment performance. The effects of these developments to a fund will be impacted by the types of securities in which a fund invests, the financial condition, industry, economic sector, and geographic location of an issuer, and a fund's level of investment in the securities of that issuer. Significant concentrations in security types, issuers, industries, sectors, and geographic locations may magnify the factors that affect a fund's performance.

**Report of Independent Registered Public Accounting Firm**

To the Board of Trustees of Fidelity Salem Street Trust and Shareholders of Fidelity U.S. Bond Index Fund

***Opinion on the Financial Statements***

We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Fidelity U.S. Bond Index Fund (one of the funds constituting Fidelity Salem Street Trust, referred to hereafter as the "Fund") as of August 31, 2025, the related statement of operations for the year ended August 31, 2025, the statement of changes in net assets for each of the two years in the period ended August 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended August 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Fund as of August 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended August 31, 2025 and the financial highlights for each of the five years in the period ended August 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinion***

These financial statements are the responsibility of the Fund's management. Our responsibility is to express an opinion on the Fund's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of August 31, 2025 by correspondence with the custodian and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/ PricewaterhouseCoopers LLP

Boston, Massachusetts

October 13, 2025

We have served as the auditor of one or more investment companies in the Fidelity group of funds since 1932.

**Distributions** **(Unaudited)**

The dividend and capital gains distributions for the fund(s) are available on *Fidelity.com* or *Institutional.Fidelity.com*.

A total of 43.09% of the dividends distributed during the fiscal year was derived from interest on U.S. Government securities which is generally exempt from state income tax.

The fund designates $1,839,339,287 of distributions paid in the calendar year 2024 as qualifying to be taxed as interest-related dividends for nonresident alien shareholders.

The fund designates $2,197,371,349 of distributions paid during the fiscal year ended 2025 as qualifying to be taxed as section 163(j) interest dividends.

The fund will notify shareholders in January 2026 of amounts for use in preparing 2025 income tax returns.

**Item 8: Changes in and Disagreements with Accountants for Open-End Management Investment Companies**

**(Unaudited)**

Note: This is not applicable for any fund included in this document.

**Item 9: Proxy Disclosures for Open-End Management Investment Companies**

**(Unaudited)**

Note: This is not applicable for any fund included in this document.

**Item 10: Remuneration Paid to Directors, Officers, and others of Open-End Management Investment Companies**

**(Unaudited)**

Note: This information is disclosed as part of the financial statements for each Fund as part of Item 7: Financial Statements and Financial Highlights for Open-End Management Investment Companies.

**Item 11: Statement Regarding Basis for Approval of Investment Advisory Contract**

**(Unaudited)**

Note: This is not applicable for any fund included in this document.

![](img113697_4.jpg)<br>

1.925929.114 UII-UDV-ANN-1025

**Fidelity® Series Government Money Market Fund**

**Annual Report**

**August 31, 2025**

![](img113707_1.jpg)

![](img113707_2.jpg)

**Contents**

---

| |
|:---|
| **[Item 7: Financial Statements and Financial Highlights for Open-End Management Investment Companies (Annual Report)](#Sec_Item7_GVM-ANN_0)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Fidelity® Series Government Money Market Fund](#Sub_Sec_Fund_2815_GVM-ANN)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Notes to Financial Statements](#Sub_Sec_NotestoFinancialStatements2815_GVM-ANN)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Report of Independent Registered Public Accounting Firm](#Sub_Sec_ReportofIndependentRegisteredPublicAccountingFirm_GVM-ANN_0)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Distributions](#Sub_Sec_Distributions_GVM-ANN)** |
| **[Item 8: Changes in and Disagreements with Accountants for Open-End Management Investment Companies](#Sec_Item8_GVM-ANN)** |
| **[Item 9: Proxy Disclosures for Open-End Management Investment Companies](#Sec_Item9_GVM-ANN)** |
| **[Item 10: Remuneration Paid to Directors, Officers, and others of Open-End Management Investment Companies](#Sec_Item10_GVM-ANN)** |
| **[Item 11: Statement Regarding Basis for Approval of Investment Advisory Contract](#Sec_Item11_GVM-ANN)** |

---

To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.

You may also call 1-800-544-8544 to request a free copy of the proxy voting guidelines.

Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.

Other third-party marks appearing herein are the property of their respective owners.

All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company.© 2025 FMR LLC. All rights reserved.

*This report and the financial statements contained herein are submitted for the general information of the shareholders of the Fund. This report is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by an effective prospectus.*

*A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC's web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC's Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.*

*For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.*

**NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE**

*Neither the Fund nor Fidelity Distributors Corporation is a bank.*

**Item 7: Financial Statements and Financial Highlights for Open-End Management Investment Companies (Annual Report)**

**Fidelity® Series Government Money Market Fund**

**Schedule of Investments August 31, 2025**

Showing Percentage of Net Assets

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Repurchase Agreements - 47.4%** | &nbsp;&nbsp;**Repurchase Agreements - 47.4%** | &nbsp;&nbsp;**Repurchase Agreements - 47.4%** |
|  | Maturity<br> Amount ($)<br>| Value ($)<br>|
| Fixed Income Clearing Corp - Credit Agricole 4.37%, dated 9/2/2025 due 9/3/2025 (b) | 45005463 | 45000000 |
| Fixed Income Clearing Corp - ING 4.36%, dated 9/2/2025 due 9/3/2025 (b) | 10001211 | 10000000 |
| Investments in repurchase agreements in a joint trading account at 4.34%, dated 8/29/2025 due 9/2/2025 (Collateralized by U.S. Government Obligations)#  | 188924006 | 188833000 |
| Repurchase Agreements\*  | 978200975 | 976000000 |
| <br> **TOTAL REPURCHASE AGREEMENTS**<br> (Cost $1,219,833,000) |  | **1219833000** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Debt - 33.0%** | &nbsp;&nbsp;**U.S. Government Agency - Debt - 33.0%** | &nbsp;&nbsp;**U.S. Government Agency - Debt - 33.0%** | &nbsp;&nbsp;**U.S. Government Agency - Debt - 33.0%** |
|  | Yield (%) (c) | Principal<br> Amount (a)<br>| Value ($)<br>|
| Fannie Mae 0.65% 12/17/2025  | 4.31 | 1000000 | 989526 |
| Fannie Mae U.S. SOFR Index + 0.1%, 4.44% 6/18/2026 (d)(e) | 4.44 | 3000000 | 3000000 |
| Fannie Mae U.S. SOFR Index + 0.12%, 4.46% 7/29/2026 (d)(e) | 4.46 | 11000000 | 11004284 |
| Fannie Mae U.S. SOFR Index + 0.135%, 4.475% 8/21/2026 (d)(e) | 4.47 to 4.48 | 2000000 | 2000642 |
| Fannie Mae U.S. SOFR Index + 0.14%, 4.48% 10/23/2026 (d)(e) | 4.48 | 3000000 | 3000000 |
| Fannie Mae U.S. SOFR Index + 0.14%, 4.48% 9/11/2026 (d)(e) | 4.48 | 6000000 | 6000000 |
| Federal Farm Credit Banks Funding Corp 0% 10/28/2025  | 4.21 | 1000000 | 993382 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.015%, 4.355% 3/27/2026 (d)(e) | 4.35 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.02%, 4.36% 1/13/2026 (d)(e) | 4.36 | 5000000 | 5000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.04%, 4.38% 7/14/2026 (d)(e) | 4.38 | 6000000 | 6000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.04%, 4.43% 6/4/2026 (d)(e) | 4.43 | 5000000 | 5000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.045%, 4.385% 10/2/2026 (d)(e) | 4.39 | 5000000 | 5000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.045%, 4.385% 6/18/2026 (d)(e) | 4.39 | 6000000 | 6000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.05%, 4.39% 7/2/2026 (d)(e) | 4.39 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.05%, 4.39% 8/18/2026 (d)(e) | 4.39 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.05%, 4.39% 8/28/2026 (d)(e) | 4.39 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.055%, 4.395% 11/18/2025 (d)(e) | 4.39 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.055%, 4.395% 2/13/2026 (d)(e) | 4.39 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.06%, 4.4% 10/5/2026 (d)(e) | 4.40 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.065%, 4.405% 11/13/2026 (d)(e) | 4.41 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.065%, 4.405% 9/5/2025 (d)(e) | 4.40 | 2000000 | 2000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.07%, 4.41% 10/21/2026 (d)(e) | 4.41 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.07%, 4.41% 12/17/2025 (d)(e) | 4.41 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.07%, 4.41% 5/28/2026 (d)(e) | 4.41 | 5000000 | 5000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.075%, 4.415% 10/9/2025 (d)(e) | 4.41 | 5000000 | 5000268 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.075%, 4.415% 4/1/2027 (d)(e) | 4.42 | 5000000 | 4999605 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.075%, 4.415% 4/2/2027 (d)(e) | 4.42 | 5000000 | 5000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.08%, 4.42% 1/28/2026 (d)(e) | 4.42 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.08%, 4.42% 1/8/2026 (d)(e) | 4.42 | 1000000 | 999952 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.08%, 4.42% 10/21/2025 (d)(e) | 4.42 | 1000000 | 999987 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.08%, 4.42% 12/22/2026 (d)(e) | 4.42 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.08%, 4.42% 2/10/2026 (d)(e) | 4.42 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.08%, 4.42% 3/11/2027 (d)(e) | 4.42 | 5000000 | 5000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.08%, 4.47% 3/4/2026 (d)(e) | 4.47 | 1000000 | 999976 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.085%, 4.425% 3/26/2027 (d)(e) | 4.43 | 4000000 | 4000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.085%, 4.425% 4/8/2027 (d)(e) | 4.43 | 5000000 | 5000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 4.43% 1/19/2027 (d)(e) | 4.43 | 6000000 | 6000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 4.43% 1/23/2026 (d)(e) | 4.43 | 2000000 | 2000556 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 4.43% 2/19/2027 (d)(e) | 4.43 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 4.43% 2/2/2026 (d)(e) | 4.43 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 4.43% 2/24/2027 (d)(e) | 4.43 | 5000000 | 5000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 4.43% 2/9/2026 (d)(e) | 4.43 | 15000000 | 15003768 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 4.43% 5/21/2026 (d)(e) | 4.43 | 1000000 | 1000180 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 4.43% 5/28/2026 (d)(e) | 4.43 | 2000000 | 2000725 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 4.43% 9/22/2025 (d)(e) | 4.43 | 1000000 | 1000019 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.095%, 4.435% 12/12/2025 (d)(e) | 4.43 | 1000000 | 1000032 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.095%, 4.435% 2/25/2027 (d)(e) | 4.43 | 5000000 | 5000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.095%, 4.435% 4/17/2026 (d)(e) | 4.44 | 1000000 | 999940 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.095%, 4.435% 5/5/2026 (d)(e) | 4.44 | 1000000 | 999968 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.095%, 4.435% 6/3/2026 (d)(e) | 4.43 | 6000000 | 6001449 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 4.44% 1/8/2027 (d)(e) | 4.44 | 6000000 | 6000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 4.44% 2/25/2026 (d)(e) | 4.44 | 1000000 | 1000091 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 4.44% 4/8/2026 (d)(e) | 4.44 | 1000000 | 1000365 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 4.44% 6/18/2026 (d)(e) | 4.44 | 2000000 | 2000411 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 4.44% 6/23/2027 (d)(e) | 4.44 | 6000000 | 6000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 4.44% 6/24/2026 (d)(e) | 4.44 | 2000000 | 2000418 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.105%, 4.445% 1/8/2026 (d)(e) | 4.44 | 1000000 | 1000006 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.105%, 4.445% 3/18/2026 (d)(e) | 4.44 | 1000000 | 1000012 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.105%, 4.445% 4/16/2027 (d)(e) | 4.44 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.105%, 4.445% 6/12/2026 (d)(e) | 4.44 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.11%, 4.45% 3/11/2026 (d)(e) | 4.45 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.11%, 4.45% 6/24/2027 (d)(e) | 4.45 | 6000000 | 6000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.11%, 4.45% 7/21/2027 (d)(e) | 4.45 | 6000000 | 5998722 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.115%, 4.455% 10/16/2026 (d)(e) | 4.46 | 5000000 | 5000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.115%, 4.455% 2/10/2027 (d)(e) | 4.45 | 1000000 | 1000278 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.115%, 4.455% 5/27/2027 (d)(e) | 4.46 | 6000000 | 6000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.115%, 4.455% 5/6/2027 (d)(e) | 4.46 | 1000000 | 999977 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.115%, 4.455% 6/16/2026 (d)(e) | 4.46 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.115%, 4.455% 7/8/2026 (d)(e) | 4.46 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.12%, 4.46% 2/18/2027 (d)(e) | 4.46 | 2000000 | 2000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.12%, 4.46% 5/26/2026 (d)(e) | 4.46 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.12%, 4.46% 5/28/2027 (d)(e) | 4.46 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.12%, 4.46% 7/10/2026 (d)(e) | 4.46 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.12%, 4.46% 7/15/2026 (d)(e) | 4.46 | 4000000 | 4000090 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.12%, 4.46% 7/23/2026 (d)(e) | 4.46 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.125%, 4.465% 10/21/2025 (d)(e) | 4.47 | 1000000 | 999993 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.125%, 4.465% 4/29/2027 (d)(e) | 4.46 to 4.47 | 7000000 | 7000381 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.125%, 4.465% 8/27/2026 (d)(e) | 4.47 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 4.47% 1/27/2027 (d)(e) | 4.47 | 6000000 | 6001200 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 4.47% 5/5/2027 (d)(e) | 4.47 | 2000000 | 2000043 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 4.47% 6/24/2026 (d)(e) | 4.47 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 4.47% 6/26/2026 (d)(e) | 4.47 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 4.47% 7/2/2026 (d)(e) | 4.47 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 4.47% 7/29/2026 (d)(e) | 4.47 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 4.47% 7/29/2027 (d)(e) | 4.47 | 6000000 | 6000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 4.47% 8/12/2026 (d)(e) | 4.47 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 4.47% 8/6/2026 (d)(e) | 4.47 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.135%, 4.475% 1/8/2027 (d)(e) | 4.48 | 1000000 | 999994 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.135%, 4.475% 10/15/2026 (d)(e) | 4.47 | 1000000 | 1000687 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.135%, 4.475% 11/18/2026 (d)(e) | 4.47 | 2000000 | 2001419 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.135%, 4.475% 11/23/2026 (d)(e) | 4.48 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.135%, 4.475% 12/18/2026 (d)(e) | 4.47 | 1000000 | 1000228 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.135%, 4.475% 2/10/2027 (d)(e) | 4.48 | 5000000 | 5000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.135%, 4.475% 8/19/2026 (d)(e) | 4.48 | 2000000 | 2000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.14%, 4.48% 1/30/2026 (d)(e) | 4.48 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.14%, 4.48% 10/23/2026 (d)(e) | 4.48 | 2000000 | 2000389 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.14%, 4.48% 10/9/2026 (d)(e) | 4.48 | 9000000 | 9001663 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.14%, 4.48% 12/2/2026 (d)(e) | 4.48 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.14%, 4.48% 8/12/2027 (d)(e) | 4.48 | 6000000 | 6000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.14%, 4.48% 8/26/2026 (d)(e) | 4.48 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.14%, 4.48% 9/3/2026 (d)(e) | 4.48 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.145%, 4.485% 1/12/2026 (d)(e) | 4.48 | 5000000 | 5000189 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.145%, 4.485% 1/21/2027 (d)(e) | 4.48 | 5000000 | 5000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.145%, 4.485% 1/8/2027 (d)(e) | 4.48 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.145%, 4.485% 12/16/2026 (d)(e) | 4.48 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.15%, 4.49% 11/27/2026 (d)(e) | 4.49 | 2000000 | 2000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.15%, 4.49% 12/15/2025 (d)(e) | 4.49 | 2000000 | 1999999 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.155%, 4.495% 10/6/2025 (d)(e) | 4.50 | 1000000 | 999995 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.155%, 4.495% 11/14/2025 (d)(e) | 4.49 | 3000000 | 3000044 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.155%, 4.495% 11/28/2025 (d)(e) | 4.49 | 4000000 | 4000037 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.155%, 4.495% 12/1/2025 (d)(e) | 4.49 | 4000000 | 4000016 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.155%, 4.495% 9/15/2025 (d)(e) | 4.49 to 4.50 | 3000000 | 3000003 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.16%, 4.5% 10/17/2025 (d)(e) | 4.50 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.16%, 4.5% 10/27/2025 (d)(e) | 4.50 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.16%, 4.5% 10/6/2025 (d)(e) | 4.50 | 1000000 | 1000000 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.16%, 4.5% 11/3/2025 (d)(e) | 4.50 | 2000000 | 2000029 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.185%, 4.525% 5/10/2027 (d)(e) | 4.52 | 1000000 | 1001364 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.27%, 4.61% 11/24/2026 (d)(e) | 4.59 | 5000000 | 5012458 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.28%, 4.62% 11/20/2026 (d)(e) | 4.60 | 5000000 | 5012633 |
| Federal Home Loan Bank 4.16% 6/9/2026  | 4.16 | 5000000 | 5000000 |
| Federal Home Loan Bank 4.2% 1/15/2026  | 4.28 | 1000000 | 999753 |
| Federal Home Loan Bank 4.21% 1/2/2026  | 4.28 | 3000000 | 2999370 |
| Federal Home Loan Bank 4.21% 1/5/2026  | 4.29 | 3000000 | 2999281 |
| Federal Home Loan Bank 4.3% 6/2/2026  | 4.33 | 37000000 | 36992861 |
| Federal Home Loan Bank 4.33% 4/14/2026  | 4.33 | 2000000 | 2000000 |
| Federal Home Loan Bank 4.33% 4/14/2026  | 4.33 | 2000000 | 2000000 |
| Federal Home Loan Bank 4.33% 4/14/2026  | 4.33 | 2000000 | 2000000 |
| Federal Home Loan Bank 4.33% 4/14/2026  | 4.33 | 2000000 | 2000000 |
| Federal Home Loan Bank 4.34% 3/6/2026  | 4.34 | 5000000 | 5000000 |
| Federal Home Loan Bank 4.35% 3/6/2026  | 4.35 | 5000000 | 5000000 |
| Federal Home Loan Bank 4.35% 6/5/2026  | 4.38 | 28000000 | 27993520 |
| Federal Home Loan Bank 4.35% 6/5/2026  | 4.38 | 6000000 | 5998633 |
| Federal Home Loan Bank 4.37% 2/13/2026  | 4.37 | 10000000 | 10000000 |
| Federal Home Loan Bank 4.4% 3/17/2026  | 4.40 | 3000000 | 3000000 |
| Federal Home Loan Bank Discount Notes 0% 10/1/2025  | 4.31 | 2000000 | 1992867 |
| Federal Home Loan Bank Discount Notes 0% 10/10/2025  | 4.24 to 4.33 | 3000000 | 2986242 |
| Federal Home Loan Bank Discount Notes 0% 10/14/2025  | 4.30 | 3000000 | 2984753 |
| Federal Home Loan Bank Discount Notes 0% 10/15/2025  | 4.25 | 1000000 | 994842 |
| Federal Home Loan Bank Discount Notes 0% 10/2/2025  | 4.30 | 1000000 | 996327 |
| Federal Home Loan Bank Discount Notes 0% 10/22/2025  | 4.31 | 4000000 | 3975860 |
| Federal Home Loan Bank Discount Notes 0% 11/12/2025  | 4.20 | 3000000 | 2975070 |
| Federal Home Loan Bank Discount Notes 0% 11/13/2025  | 4.22 | 2000000 | 1983230 |
| Federal Home Loan Bank Discount Notes 0% 11/14/2025  | 4.19 | 3000000 | 2974408 |
| Federal Home Loan Bank Discount Notes 0% 11/19/2025  | 4.20 | 1000000 | 990871 |
| Federal Home Loan Bank Discount Notes 0% 11/26/2025  | 4.16 | 4000000 | 3960688 |
| Federal Home Loan Bank Discount Notes 0% 11/5/2025  | 4.22 | 1000000 | 992453 |
| Federal Home Loan Bank Discount Notes 0% 11/7/2025  | 4.21 | 4000000 | 3968957 |
| Federal Home Loan Bank Discount Notes 0% 12/17/2025  | 4.14 | 1000000 | 987858 |
| Federal Home Loan Bank Discount Notes 0% 12/26/2025  | 4.09 | 1000000 | 986998 |
| Federal Home Loan Bank Discount Notes 0% 2/18/2026  | 4.05 | 1000000 | 981253 |
| Federal Home Loan Bank Discount Notes 0% 2/20/2026  | 4.07 | 2000000 | 1961873 |
| Federal Home Loan Bank Discount Notes 0% 2/25/2026  | 4.01 | 4000000 | 3922656 |
| Federal Home Loan Bank Discount Notes 0% 2/27/2026  | 4.01 | 2000000 | 1960918 |
| Federal Home Loan Bank Discount Notes 0% 2/9/2026  | 4.05 | 1000000 | 982245 |
| Federal Home Loan Bank Discount Notes 0% 3/6/2026  | 4.00 | 1000000 | 979773 |
| Federal Home Loan Bank Discount Notes 0% 9/10/2025  | 4.28 | 1000000 | 998941 |
| Federal Home Loan Bank Discount Notes 0% 9/17/2025  | 4.28 to 4.31 | 5000000 | 4990494 |
| Federal Home Loan Bank Discount Notes 0% 9/19/2025  | 4.28 | 2000000 | 1995765 |
| Federal Home Loan Bank Discount Notes 0% 9/24/2025  | 4.31 | 1000000 | 997262 |
| Federal Home Loan Bank Discount Notes 0% 9/3/2025  | 4.28 | 3000000 | 2999294 |
| Federal Home Loan Bank Discount Notes 0% 9/5/2025  | 4.28 to 4.32 | 4000000 | 3998113 |
| Federal Home Loan Bank U.S. SOFR Index + 0%, 4.34% 10/22/2025 (d)(e) | 4.34 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0%, 4.34% 12/5/2025 (d)(e) | 4.34 | 1000000 | 999988 |
| Federal Home Loan Bank U.S. SOFR Index + 0%, 4.34% 9/5/2025 (d)(e) | 4.34 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.005%, 4.345% 1/15/2026 (d)(e) | 4.34 | 6000000 | 6000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.005%, 4.345% 1/20/2026 (d)(e) | 4.34 | 7000000 | 7000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.005%, 4.345% 1/26/2026 (d)(e) | 4.34 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.005%, 4.345% 1/27/2026 (d)(e) | 4.34 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.005%, 4.345% 1/27/2026 (d)(e) | 4.34 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.005%, 4.345% 1/27/2026 (d)(e) | 4.34 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.005%, 4.345% 1/27/2026 (d)(e) | 4.34 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.005%, 4.345% 1/30/2026 (d)(e) | 4.34 | 3000000 | 3000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.005%, 4.345% 10/2/2025 (d)(e) | 4.34 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.005%, 4.345% 12/29/2025 (d)(e) | 4.34 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.005%, 4.345% 2/2/2026 (d)(e) | 4.34 | 6000000 | 6000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.005%, 4.345% 2/2/2026 (d)(e) | 4.34 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.005%, 4.345% 2/3/2026 (d)(e) | 4.34 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.005%, 4.345% 2/3/2026 (d)(e) | 4.34 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.005%, 4.345% 9/22/2025 (d)(e) | 4.34 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.005%, 4.345% 9/23/2025 (d)(e) | 4.34 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.005%, 4.345% 9/25/2025 (d)(e) | 4.34 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.01%, 4.35% 1/26/2026 (d)(e) | 4.35 | 5000000 | 5000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.01%, 4.35% 10/23/2025 (d)(e) | 4.35 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.01%, 4.35% 10/8/2025 (d)(e) | 4.35 | 3000000 | 3000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.01%, 4.35% 2/18/2026 (d)(e) | 4.35 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.01%, 4.35% 2/24/2026 (d)(e) | 4.35 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.01%, 4.35% 2/25/2026 (d)(e) | 4.35 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.01%, 4.35% 3/3/2026 (d)(e) | 4.35 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.01%, 4.35% 3/9/2026 (d)(e) | 4.35 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.01%, 4.35% 9/3/2025 (d)(e) | 4.35 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.01%, 4.35% 9/4/2025 (d)(e) | 4.35 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.01%, 4.35% 9/5/2025 (d)(e) | 4.35 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.01%, 4.35% 9/8/2025 (d)(e) | 4.35 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.01%, 4.37% 9/2/2025 (d)(e) | 4.37 | 3000000 | 3000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.015%, 4.355% 1/29/2026 (d)(e) | 4.35 | 3000000 | 3000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.015%, 4.355% 10/3/2025 (d)(e) | 4.35 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.015%, 4.355% 4/6/2026 (d)(e) | 4.35 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.015%, 4.355% 4/8/2026 (d)(e) | 4.35 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.015%, 4.355% 9/15/2025 (d)(e) | 4.35 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.015%, 4.355% 9/30/2025 (d)(e) | 4.35 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.02%, 4.36% 10/15/2025 (d)(e) | 4.36 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.02%, 4.36% 10/22/2025 (d)(e) | 4.36 | 5000000 | 5000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.02%, 4.36% 10/24/2025 (d)(e) | 4.36 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.02%, 4.36% 11/4/2025 (d)(e) | 4.36 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.02%, 4.36% 2/23/2026 (d)(e) | 4.36 | 3000000 | 3000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.02%, 4.36% 3/2/2026 (d)(e) | 4.36 | 3000000 | 3000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.025%, 4.365% 1/5/2026 (d)(e) | 4.37 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.025%, 4.365% 11/24/2025 (d)(e) | 4.37 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.025%, 4.365% 11/25/2025 (d)(e) | 4.37 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.025%, 4.365% 12/4/2025 (d)(e) | 4.37 | 3000000 | 3000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.025%, 4.365% 2/12/2026 (d)(e) | 4.37 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.025%, 4.365% 2/19/2026 (d)(e) | 4.37 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.025%, 4.365% 2/20/2026 (d)(e) | 4.37 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.03%, 4.37% 10/20/2025 (d)(e) | 4.37 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.03%, 4.37% 10/21/2025 (d)(e) | 4.37 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.03%, 4.37% 12/30/2025 (d)(e) | 4.37 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.035%, 4.375% 3/17/2026 (d)(e) | 4.38 | 3000000 | 3000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.035%, 4.375% 3/19/2026 (d)(e) | 4.38 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.035%, 4.375% 3/23/2026 (d)(e) | 4.38 | 3000000 | 3000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.035%, 4.375% 3/24/2026 (d)(e) | 4.38 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.035%, 4.375% 3/24/2026 (d)(e) | 4.38 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.035%, 4.375% 3/26/2026 (d)(e) | 4.38 | 3000000 | 3000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.035%, 4.375% 3/27/2026 (d)(e) | 4.38 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.035%, 4.375% 3/30/2026 (d)(e) | 4.38 | 3000000 | 3000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.04%, 4.38% 4/20/2026 (d)(e) | 4.38 | 3000000 | 3000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.04%, 4.38% 4/21/2026 (d)(e) | 4.38 | 3000000 | 3000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.04%, 4.38% 4/23/2026 (d)(e) | 4.38 | 3000000 | 3000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.045%, 4.385% 2/5/2026 (d)(e) | 4.39 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.065%, 4.405% 8/10/2026 (d)(e) | 4.41 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.065%, 4.405% 8/12/2026 (d)(e) | 4.40 to 4.41 | 4000000 | 4000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.07%, 4.41% 11/28/2025 (d)(e) | 4.41 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.07%, 4.41% 12/24/2026 (d)(e) | 4.41 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.07%, 4.41% 12/30/2026 (d)(e) | 4.41 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.075%, 4.415% 11/18/2026 (d)(e) | 4.42 | 3000000 | 3000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.075%, 4.415% 4/5/2027 (d)(e) | 4.42 | 8000000 | 8000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.08%, 4.42% 11/13/2026 (d)(e) | 4.42 | 1000000 | 1000103 |
| Federal Home Loan Bank U.S. SOFR Index + 0.08%, 4.42% 2/27/2026 (d)(e) | 4.42 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.085%, 4.425% 1/2/2026 (d)(e) | 4.42 | 1000000 | 1000039 |
| Federal Home Loan Bank U.S. SOFR Index + 0.09%, 4.43% 1/12/2026 (d)(e) | 4.43 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.09%, 4.43% 1/16/2026 (d)(e) | 4.43 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.09%, 4.43% 3/1/2027 (d)(e) | 4.43 | 5000000 | 5000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.09%, 4.43% 5/13/2026 (d)(e) | 4.43 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.09%, 4.43% 5/22/2026 (d)(e) | 4.43 | 6000000 | 6001216 |
| Federal Home Loan Bank U.S. SOFR Index + 0.095%, 4.435% 12/23/2025 (d)(e) | 4.43 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.095%, 4.435% 9/22/2025 (d)(e) | 4.43 | 1000000 | 1000018 |
| Federal Home Loan Bank U.S. SOFR Index + 0.1%, 4.44% 10/16/2025 (d)(e) | 4.44 | 1000000 | 1000038 |
| Federal Home Loan Bank U.S. SOFR Index + 0.1%, 4.44% 4/17/2026 (d)(e) | 4.44 | 5000000 | 4999988 |
| Federal Home Loan Bank U.S. SOFR Index + 0.1%, 4.44% 6/10/2027 (d)(e) | 4.44 | 6000000 | 6000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.1%, 4.44% 6/22/2026 (d)(e) | 4.44 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.1%, 4.44% 6/24/2026 (d)(e) | 4.44 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.1%, 4.44% 6/25/2026 (d)(e) | 4.44 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.1%, 4.44% 6/26/2026 (d)(e) | 4.44 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.105%, 4.445% 2/20/2026 (d)(e) | 4.44 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.11%, 4.45% 4/10/2026 (d)(e) | 4.45 | 1000000 | 1000274 |
| Federal Home Loan Bank U.S. SOFR Index + 0.11%, 4.45% 4/15/2026 (d)(e) | 4.45 | 6000000 | 6001612 |
| Federal Home Loan Bank U.S. SOFR Index + 0.11%, 4.45% 4/24/2026 (d)(e) | 4.45 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.12%, 4.46% 12/19/2025 (d)(e) | 4.46 | 1000000 | 1000253 |
| Federal Home Loan Bank U.S. SOFR Index + 0.125%, 4.465% 10/16/2025 (d)(e) | 4.47 | 7000000 | 7000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.13%, 4.47% 10/3/2025 (d)(e) | 4.47 | 2000000 | 2000095 |
| Federal Home Loan Bank U.S. SOFR Index + 0.13%, 4.47% 2/12/2026 (d)(e) | 4.47 | 1000000 | 1000119 |
| Federal Home Loan Bank U.S. SOFR Index + 0.13%, 4.47% 2/20/2026 (d)(e) | 4.47 | 1000000 | 1000146 |
| Federal Home Loan Bank U.S. SOFR Index + 0.13%, 4.47% 2/5/2027 (d)(e) | 4.47 | 5000000 | 5000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.13%, 4.47% 2/9/2026 (d)(e) | 4.47 | 1000000 | 1000093 |
| Federal Home Loan Bank U.S. SOFR Index + 0.13%, 4.47% 6/24/2027 (d)(e) | 4.47 | 3000000 | 3000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.135%, 4.475% 1/6/2027 (d)(e) | 4.47 | 3000000 | 3002724 |
| Federal Home Loan Bank U.S. SOFR Index + 0.135%, 4.475% 11/14/2025 (d)(e) | 4.48 | 5000000 | 5000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.14%, 4.48% 1/16/2026 (d)(e) | 4.48 | 1000000 | 1000163 |
| Federal Home Loan Bank U.S. SOFR Index + 0.14%, 4.48% 8/21/2026 (d)(e) | 4.48 | 3000000 | 3000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.14%, 4.48% 9/10/2026 (d)(e) | 4.48 | 1000000 | 1000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.14%, 4.48% 9/4/2026 (d)(e) | 4.48 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.145%, 4.485% 1/2/2026 (d)(e) | 4.48 | 3000000 | 3000034 |
| Federal Home Loan Bank U.S. SOFR Index + 0.145%, 4.485% 10/10/2025 (d)(e) | 4.48 | 3000000 | 3000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.145%, 4.485% 9/25/2026 (d)(e) | 4.48 | 6000000 | 6000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.145%, 4.485% 9/26/2025 (d)(e) | 4.48 | 2000000 | 2000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.15%, 4.49% 12/8/2025 (d)(e) | 4.49 | 6000000 | 5999992 |
| Federal Home Loan Bank U.S. SOFR Index + 0.15%, 4.49% 12/8/2025 (d)(e) | 4.49 | 2000000 | 1999996 |
| Federal Home Loan Bank U.S. SOFR Index + 0.155%, 4.495% 11/14/2025 (d)(e) | 4.49 | 2000000 | 2000029 |
| Federal Home Loan Bank U.S. SOFR Index + 0.155%, 4.495% 12/11/2025 (d)(e) | 4.49 | 3000000 | 3000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.155%, 4.495% 12/8/2025 (d)(e) | 4.49 | 3000000 | 3000031 |
| Federal Home Loan Bank U.S. SOFR Index + 0.155%, 4.495% 9/26/2025 (d)(e) | 4.49 | 2000000 | 2000026 |
| Federal Home Loan Bank U.S. SOFR Index + 0.16%, 4.5% 10/14/2025 (d)(e) | 4.50 | 9000000 | 9000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.16%, 4.5% 10/20/2025 (d)(e) | 4.50 | 3000000 | 3000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.19%, 4.53% 12/18/2026 (d)(e) | 4.53 | 3000000 | 3000000 |
| Federal Home Loan Bank U.S. SOFR Index + 0.19%, 4.53% 12/22/2026 (d)(e) | 4.53 | 4000000 | 4000000 |
| Freddie Mac 0.64% 11/24/2025  | 4.36 | 650000 | 644595 |
| Freddie Mac U.S. SOFR Index + 0.08%, 4.42% 11/5/2026 (d)(e) | 4.42 | 7000000 | 7000000 |
| Freddie Mac U.S. SOFR Index + 0.09%, 4.43% 1/26/2026 (d)(e) | 4.43 | 12000000 | 12000111 |
| Freddie Mac U.S. SOFR Index + 0.1%, 4.44% 2/9/2026 (d)(e) | 4.44 | 1000000 | 1000037 |
| Freddie Mac U.S. SOFR Index + 0.11%, 4.45% 3/5/2026 (d)(e) | 4.45 | 5000000 | 5000000 |
| Freddie Mac U.S. SOFR Index + 0.11%, 4.45% 5/7/2026 (d)(e) | 4.45 | 2000000 | 2000000 |
| Freddie Mac U.S. SOFR Index + 0.115%, 4.455% 4/2/2026 (d)(e) | 4.45 to 4.46 | 8000000 | 8000098 |
| Freddie Mac U.S. SOFR Index + 0.14%, 4.48% 10/16/2026 (d)(e) | 4.48 | 7000000 | 7000000 |
| Freddie Mac U.S. SOFR Index + 0.14%, 4.48% 10/29/2026 (d)(e) | 4.48 | 4000000 | 4000000 |
| Freddie Mac U.S. SOFR Index + 0.14%, 4.48% 9/23/2026 (d)(e) | 4.48 | 9000000 | 9000000 |
| Freddie Mac U.S. SOFR Index + 0.14%, 4.53% 9/4/2026 (d)(e) | 4.53 | 3000000 | 3000000 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - DEBT**<br> (Cost $851,182,640) |  |  | **851182640** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 23.3%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 23.3%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 23.3%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 23.3%** |
|  | Yield (%) (c) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 1/22/2026  | 4.21 | 4000000 | 3934458 |
| US Treasury Bills 0% 1/29/2026  | 4.22 | 3000000 | 2948344 |
| US Treasury Bills 0% 1/8/2026  | 4.23 | 21000000 | 20688089 |
| US Treasury Bills 0% 10/14/2025  | 4.22 | 1000000 | 994988 |
| US Treasury Bills 0% 10/2/2025  | 4.27 | 26000000 | 25904959 |
| US Treasury Bills 0% 10/21/2025  | 4.22 to 4.25 | 34000000 | 33801028 |
| US Treasury Bills 0% 10/28/2025  | 4.17 to 4.25 | 14000000 | 13909541 |
| US Treasury Bills 0% 10/7/2025  | 4.26 | 6000000 | 5974590 |
| US Treasury Bills 0% 10/9/2025  | 4.23 to 4.30 | 28000000 | 27874442 |
| US Treasury Bills 0% 11/12/2025  | 4.29 | 18000000 | 17847720 |
| US Treasury Bills 0% 11/13/2025  | 4.19 | 25000000 | 24789618 |
| US Treasury Bills 0% 11/18/2025  | 4.29 | 25500000 | 25266292 |
| US Treasury Bills 0% 11/20/2025  | 4.17 to 4.31 | 34000000 | 33687261 |
| US Treasury Bills 0% 11/25/2025  | 4.29 | 2000000 | 1980025 |
| US Treasury Bills 0% 11/28/2025  | 4.29 | 2000000 | 1979271 |
| US Treasury Bills 0% 12/11/2025  | 4.24 to 4.25 | 17000000 | 16801783 |
| US Treasury Bills 0% 12/16/2025  | 4.10 to 4.16 | 7000000 | 6916312 |
| US Treasury Bills 0% 12/18/2025  | 4.24 | 12000000 | 11850420 |
| US Treasury Bills 0% 12/23/2025  | 4.14 | 5000000 | 4935962 |
| US Treasury Bills 0% 12/30/2025  | 4.07 to 4.08 | 23900000 | 23582444 |
| US Treasury Bills 0% 12/9/2025  | 4.17 | 7000000 | 6920830 |
| US Treasury Bills 0% 2/12/2026  | 4.05 to 4.06 | 14400000 | 14139431 |
| US Treasury Bills 0% 2/26/2026  | 4.01 | 2000000 | 1961137 |
| US Treasury Bills 0% 5/14/2026  | 4.09 | 5900000 | 5735759 |
| US Treasury Bills 0% 7/9/2026  | 4.07 to 4.10 | 20000000 | 19321713 |
| US Treasury Bills 0% 8/6/2026  | 3.91 | 7000000 | 6752177 |
| US Treasury Bills 0% 9/16/2025  | 4.28 to 4.32 | 34500000 | 34439016 |
| US Treasury Bills 0% 9/18/2025  | 4.19 to 4.29 | 17800000 | 17764495 |
| US Treasury Bills 0% 9/23/2025  | 4.29 to 4.31 | 80100000 | 79892651 |
| US Treasury Bills 0% 9/30/2025  | 4.26 | 26000000 | 25914157 |
| US Treasury Bills 0% 9/9/2025  | 4.31 | 13500000 | 13487100 |
| US Treasury Notes 0.25% 9/30/2025  | 4.24 to 4.30 | 9000000 | 8971989 |
| US Treasury Notes 0.375% 1/31/2026  | 4.21 to 4.28 | 2000000 | 1968760 |
| US Treasury Notes 0.375% 11/30/2025  | 4.44 | 2000000 | 1980626 |
| US Treasury Notes 0.375% 12/31/2025  | 4.26 to 4.28 | 7000000 | 6912644 |
| US Treasury Notes 0.5% 2/28/2026  | 4.13 to 4.17 | 6000000 | 5895204 |
| US Treasury Notes 0.625% 7/31/2026  | 4.06 to 4.11 | 5000000 | 4847352 |
| US Treasury Notes 0.75% 3/31/2026  | 4.13 | 1000000 | 981039 |
| US Treasury Notes 0.75% 4/30/2026  | 4.00 to 4.07 | 3000000 | 2936147 |
| US Treasury Notes 1.625% 2/15/2026  | 4.15 | 1000000 | 988771 |
| US Treasury Notes 1.625% 5/15/2026  | 4.06 to 4.07 | 2000000 | 1966746 |
| US Treasury Notes 2.5% 2/28/2026  | 4.13 | 1000000 | 992196 |
| US Treasury Notes 3.75% 8/31/2026  | 3.96 | 1000000 | 997926 |
| US Treasury Notes 4.125% 6/15/2026  | 4.13 | 4000000 | 3999886 |
| US Treasury Notes 4.25% 1/31/2026  | 4.28 | 3000000 | 2999591 |
| US Treasury Notes 4.25% 12/31/2025  | 4.26 to 4.31 | 7000000 | 6999036 |
| US Treasury Notes 4.375% 7/31/2026  | 4.07 to 4.08 | 3000000 | 3007984 |
| US Treasury Notes 4.5% 3/31/2026  | 4.11 to 4.13 | 5000000 | 5010456 |
| US Treasury Notes 4.625% 2/28/2026  | 4.14 to 4.17 | 2000000 | 2004540 |
| US Treasury Notes 4.875% 4/30/2026  | 4.04 to 4.07 | 4000000 | 4020829 |
| US Treasury Notes 5% 9/30/2025  | 4.30 | 2000000 | 2001076 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $601,478,811) |  |  | **601478811** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 103.7%**<br> (Cost $2,672,494,451)<br>| <br>**2672494451** |
| **NET OTHER ASSETS (LIABILITIES) - (3.7)%**  | **(95291456)** |
| **NET ASSETS - 100.0%** | **2577202995** |

---

The date shown for securities represents the date when principal payments must be paid, taking into account any call options exercised by the issuer and any permissible maturity shortening features other than interest rate resets.

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date.

(c) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(d) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(e) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(f) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and / or subject to caps or floors. Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end. The maturity amount is based on the rate at period end.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** |
| **Counterparty** | **Lending Rate (%)** | **Settlement Date** | **Maturity Date** | **Repurchase Agreement**<br> **Value ($)** | **Repurchase Agreement Proceeds ($)** | **Collateralized By** | **Collateral Coupon (%)** | **Collateral Maturity Date** | **Collateral Value Received ($)** |
| ABN AMRO Bank NV | 4.34 | 8/29/2025 | 9/2/2025 | 4000000 | 4001929 | Agency Mortgage-Backed Securities | 4.00 - 6.50 | 9/1/2047 - 8/20/2055 | 2983693 |
|  |  |  |  |  |  | U.S. Treasuries (including strips) | 0.38 - 4.38 | 12/15/2026 - 12/31/2029 | 1098360 |
|  |  |  |  |  |  |  |  |  | 4082053 |
| ABN AMRO Bank NV | 4.33 | 8/29/2025 | 9/2/2025 | 3000000 | 3001443 | U.S. Treasuries (including strips) | 0.38 | 9/30/2027 | 3061527 |
| BMO Capital Markets Corp | 4.34 | 8/29/2025 | 9/2/2025 | 1000000 | 1000482 | Agency Collateralized Mortgage Obligation | 2.50 - 5.36 | 3/15/2027 - 7/25/2055 | 1030497 |
| BMO Chicago Branch | 4.36 | 8/29/2025 | 9/17/2025 | 1000000 | 1002301 | Agency Mortgage-Backed Securities | 6.00 | 5/20/2055 | 1020494 |
| BMO Chicago Branch | 4.36 | 8/11/2025 | 9/11/2025 | 2000000 | 2007509 | Agency Mortgage-Backed Securities | 5.50 | 6/20/2055 | 2045436 |
| BMO Chicago Branch | 4.37 | 8/19/2025 | 9/10/2025 | 5000000 | 5013353 | Agency Mortgage-Backed Securities | 5.50 | 6/20/2055 | 5108668 |
| BMO Chicago Branch | 4.34 | 8/29/2025 | 9/2/2025 | 2000000 | 2000964 | Agency Mortgage-Backed Securities | 5.50 | 6/20/2055 | 2040985 |
| BMO Chicago Branch | 4.33 | 8/29/2025 | 9/2/2025 | 1000000 | 1000481 | U.S. Treasuries (including strips) | 0.00 | 10/23/2025 | 1020512 |
| BNP Paribas, SA | 4.29 | 8/28/2025 | 10/3/2025 | 7000000 | 7030030 | U.S. Treasuries (including strips) | 2.25 - 5.25 | 4/30/2027 - 5/15/2053 | 7144255 |
| BNP Paribas, SA | 4.29 | 8/29/2025 | 10/3/2025 | 10000000 | 10041708 | U.S. Treasuries (including strips) | 2.25 - 4.50 | 10/31/2026 - 11/15/2042 | 10204871 |
| BNP Paribas, SA | 4.37 | 8/25/2025 | 9/18/2025 | 13000000 | 13037873 | Agency Mortgage-Backed Securities | 2.50 - 6.56 | 12/1/2031 - 9/20/2052 | 13272877 |
| Barclays Bank PLC | 4.36 | 8/11/2025 | 9/10/2025 | 4000000 | 4014533 | Agency Mortgage-Backed Securities | 2.50 - 6.00 | 10/20/2047 - 8/20/2055 | 4091847 |
| Barclays Bank PLC | 4.35 | 8/29/2025 | 9/2/2025 | 6000000 | 6002900 | Agency Collateralized Mortgage Obligation | 1.25 - 5.35 | 7/20/2050 - 6/20/2055 | 5870025 |
|  |  |  |  |  |  | Agency Debentures and Agency Strips | 5.50 | 11/25/2054 | 312962 |
|  |  |  |  |  |  |  |  |  | 6182987 |
| Barclays Bank PLC | 4.33 | 8/29/2025 | 9/2/2025 | 12000000 | 12005773 | U.S. Treasuries (including strips) | 0.00 - 6.00 | 10/2/2025 - 8/15/2033 | 12245989 |
| Barclays Capital Inc. | 4.33 | 8/29/2025 | 9/2/2025 | 6000000 | 6002887 | U.S. Treasuries (including strips) | 2.88 | 5/15/2032 | 6123022 |
| BofA Securities, Inc. | 4.40(f) | 8/5/2025 | 12/5/2025 | 2000000 | 2029822 | Agency Mortgage-Backed Securities | 2.50 - 5.00 | 8/1/2040 - 7/1/2055 | 2046986 |
| BofA Securities, Inc. | 4.40(f) | 8/1/2025 | 12/1/2025 | 8000000 | 8119289 | Agency Mortgage-Backed Securities | 3.00 - 6.50 | 12/1/2029 - 9/1/2055 | 8191965 |
| BofA Securities, Inc. | 4.26 | 8/7/2025 | 11/7/2025 | 1000000 | 1010886 | Agency Mortgage-Backed Securities | 4.00 - 4.60 | 4/1/2035 - 5/1/2050 | 1023138 |
| BofA Securities, Inc. | 4.27 | 8/27/2025 | 10/27/2025 | 3000000 | 3021706 | U.S. Treasuries (including strips) | 1.50 | 11/30/2028 | 3062187 |
| BofA Securities, Inc. | 4.36(f) | 7/11/2025 | 10/10/2025 | 1000000 | 1011021 | Agency Mortgage-Backed Securities | 1.50 - 5.50 | 11/1/2026 - 5/1/2053 | 1026542 |
| BofA Securities, Inc. | 4.35(f) | 7/3/2025 | 9/3/2025 | 1000000 | 1007491 | U.S. Treasuries (including strips) | 0.50 - 4.38 | 11/30/2026 - 11/15/2039 | 1027587 |
| Canadian Imperial Bank of Commerce | 4.29 | 8/26/2025 | 10/7/2025 | 3000000 | 3015015 | U.S. Treasuries (including strips) | 0.50 - 4.63 | 1/31/2026 - 2/15/2035 | 3062600 |
| Canadian Imperial Bank of Commerce | 4.29 | 8/28/2025 | 9/29/2025 | 3000000 | 3011440 | U.S. Treasuries (including strips) | 0.00 - 4.50 | 12/18/2025 - 8/15/2043 | 3061896 |
| Canadian Imperial Bank of Commerce | 4.40 | 7/31/2025 | 9/18/2025 | 1000000 | 1005989 | Agency Mortgage-Backed Securities | 1.60 - 7.00 | 10/15/2038 - 12/1/2054 | 26008 |
|  |  |  |  |  |  | U.S. Treasuries (including strips) | 0.63 - 1.75 | 7/15/2032 - 1/15/2034 | 949 |
|  |  |  |  |  |  | Agency Collateralized Mortgage Obligation | 2.35 - 8.00 | 4/20/2038 - 3/20/2075 | 1026519 |
|  |  |  |  |  |  |  |  |  | 1053476 |
| Canadian Imperial Bank of Commerce | 4.36 | 7/31/2025 | 9/18/2025 | 1000000 | 1005934 | Agency Mortgage-Backed Securities | 2.00 - 7.50 | 2/1/2028 - 8/20/2073 | 1022206 |
|  |  |  |  |  |  | U.S. Treasuries (including strips) | 1.13 - 1.75 | 1/15/2033 - 1/15/2034 | 1897 |
|  |  |  |  |  |  |  |  |  | 1024103 |
| Canadian Imperial Bank of Commerce | 4.37 | 8/13/2025 | 9/15/2025 | 2000000 | 2008012 | Agency Mortgage-Backed Securities | 1.49 - 7.00 | 11/1/2028 - 6/1/2060 | 2044953 |
| Canadian Imperial Bank of Commerce | 4.37 | 8/25/2025 | 9/15/2025 | 1000000 | 1002549 | U.S. Treasuries (including strips) | 0.00 - 4.63 | 12/18/2025 - 2/15/2054 | 1027688 |
| Canadian Imperial Bank of Commerce | 4.37 | 8/25/2025 | 9/4/2025 | 1000000 | 1001214 | U.S. Treasuries (including strips) | 1.13 - 4.25 | 4/30/2029 - 8/15/2035 | 1020994 |
| Canadian Imperial Bank of Commerce | 4.33 | 7/2/2025 | 9/2/2025 | 3000000 | 3022371 | U.S. Treasuries (including strips) | 0.00 - 4.88 | 11/30/2025 - 2/15/2054 | 3107964 |
| Citibank NA | 4.39 | 8/27/2025 | 9/3/2025 | 3000000 | 3002561 | Agency Mortgage-Backed Securities | 2.00 - 7.06 | 9/1/2029 - 8/1/2055 | 3062239 |
| Citigroup Global Capital Markets, Inc. | 4.42(f) | 8/27/2025 | 10/28/2025 | 10000000 | 10076122 | Agency Mortgage-Backed Securities | 4.17 - 5.75 | 8/1/2030 - 6/15/2060 | 10207532 |
| Citigroup Global Capital Markets, Inc. | 4.41(f) | 8/27/2025 | 10/28/2025 | 6000000 | 6045570 | U.S. Treasuries (including strips) | 0.00 - 0.75 | 1/2/2026 - 8/31/2026 | 6124560 |
| Citigroup Global Capital Markets, Inc. | 4.42(f) | 8/20/2025 | 10/21/2025 | 6000000 | 6045674 | Agency Mortgage-Backed Securities | 4.17 - 5.75 | 8/1/2030 - 6/15/2060 | 6129771 |
| Citigroup Global Capital Markets, Inc. | 4.42(f) | 8/7/2025 | 10/8/2025 | 6000000 | 6045674 | Agency Mortgage-Backed Securities | 4.00 - 5.75 | 6/1/2055 - 6/15/2060 | 6139551 |
| Citigroup Global Capital Markets, Inc. | 4.39 | 8/27/2025 | 9/3/2025 | 5000000 | 5004268 | Agency Mortgage-Backed Securities | 5.75 | 6/15/2060 | 2894 |
|  |  |  |  |  |  | U.S. Treasuries (including strips) | 1.25 - 6.50 | 11/15/2026 - 12/15/2026 | 5100838 |
|  |  |  |  |  |  |  |  |  | 5103732 |
| Credit AG | 4.34 | 8/29/2025 | 9/2/2025 | 1000000 | 1000482 | U.S. Treasuries (including strips) | 3.88 | 6/15/2028 | 1020581 |
| Fixed Income Clearing Corp - BNP | 4.33 | 8/29/2025 | 9/2/2025 | 29000000 | 29013952 | U.S. Treasuries (including strips) | 0.63 - 4.75 | 10/31/2025 - 5/15/2055 | 29594248 |
| Fixed Income Clearing Corp - BNP | 4.33 | 8/29/2025 | 9/2/2025 | 31000000 | 31014914 | U.S. Treasuries (including strips) | 3.63 - 4.50 | 12/15/2027 - 8/15/2044 | 31635214 |
| Fixed Income Clearing Corp - BNYM | 4.33 | 8/29/2025 | 9/2/2025 | 68000000 | 68032716 | U.S. Treasuries (including strips) | 1.13 | 1/15/2033 | 69360097 |
| Fixed Income Clearing Corp - BONY | 4.34 | 8/29/2025 | 9/2/2025 | 34000000 | 34016396 | Agency Mortgage-Backed Securities | 1.50 - 6.50 | 1/1/2034 - 10/1/2054 | 34680000 |
| Fixed Income Clearing Corp - CIBC | 4.34 | 8/29/2025 | 9/2/2025 | 8000000 | 8003858 | U.S. Treasuries (including strips) | 3.50 | 4/30/2028 | 8159716 |
| Fixed Income Clearing Corp - Citi | 4.34 | 8/29/2025 | 9/2/2025 | 10000000 | 10004822 | U.S. Treasuries (including strips) | 1.88 - 5.38 | 12/15/2027 - 2/15/2047 | 10204987 |
| Fixed Income Clearing Corp - Credit Agricole | 4.37 | 8/29/2025 | 9/2/2025 | 45000000 | 45021850 | U.S. Treasuries (including strips) | 2.75 - 4.00 | 8/15/2032 - 2/15/2034 | 45953707 |
| Fixed Income Clearing Corp - Credit Agricole | 4.34 | 8/29/2025 | 9/2/2025 | 12000000 | 12005787 | U.S. Treasuries (including strips) | 4.38 | 1/31/2032 | 12238158 |
| Fixed Income Clearing Corp - Goldman | 4.34 | 8/29/2025 | 9/2/2025 | 17000000 | 17008198 | Agency Mortgage-Backed Securities | 3.00 - 6.00 | 10/1/2051 - 7/1/2055 | 17348363 |
| Fixed Income Clearing Corp - Goldman | 4.33 | 8/29/2025 | 9/2/2025 | 28000000 | 28013471 | U.S. Treasuries (including strips) | 1.00 - 3.75 | 7/31/2028 - 6/30/2030 | 28573749 |
| Fixed Income Clearing Corp - Goldman | 4.33 | 8/29/2025 | 9/2/2025 | 28000000 | 28013471 | U.S. Treasuries (including strips) | 4.00 | 11/15/2052 | 28573763 |
| Fixed Income Clearing Corp - Goldman | 4.33 | 8/29/2025 | 9/2/2025 | 5000000 | 5002406 | U.S. Treasuries (including strips) | 1.63 | 5/15/2031 | 5102484 |
| Fixed Income Clearing Corp - ING | 4.34 | 8/29/2025 | 9/2/2025 | 10000000 | 10004822 | U.S. Treasuries (including strips) | 3.75 | 12/31/2028 | 10206825 |
| Fixed Income Clearing Corp - ING | 4.34 | 8/29/2025 | 9/2/2025 | 5000000 | 5002411 | Agency Mortgage-Backed Securities | 4.50 | 7/1/2052 | 5102460 |
| Fixed Income Clearing Corp - ING | 4.33 | 8/29/2025 | 9/2/2025 | 23000000 | 23011066 | U.S. Treasuries (including strips) | 3.88 | 6/30/2030 | 23471374 |
| Fixed Income Clearing Corp - Mizuho | 4.34 | 8/29/2025 | 9/2/2025 | 12000000 | 12005787 | Agency Mortgage-Backed Securities | 2.00 - 7.50 | 4/1/2029 - 9/1/2055 | 12240497 |
|  |  |  |  |  |  | U.S. Treasuries (including strips) | 2.25 - 4.63 | 2/15/2027 - 4/30/2031 | 5405 |
|  |  |  |  |  |  |  |  |  | 12245902 |
| Fixed Income Clearing Corp - Mizuho | 4.33 | 8/29/2025 | 9/2/2025 | 15000000 | 15007217 | U.S. Treasuries (including strips) | 3.88 | 2/15/2043 | 15307378 |
| Fixed Income Clearing Corp - Morgan Stanley | 4.34 | 8/29/2025 | 9/2/2025 | 11000000 | 11005304 | Agency Mortgage-Backed Securities | 1.50 - 7.50 | 6/1/2028 - 8/1/2055 | 11220155 |
|  |  |  |  |  |  | U.S. Treasuries (including strips) | 2.50 - 2.75 | 8/15/2042 - 5/15/2046 | 5286 |
|  |  |  |  |  |  |  |  |  | 11225441 |
| Fixed Income Clearing Corp - Morgan Stanley | 4.34 | 8/29/2025 | 9/2/2025 | 23000000 | 23011091 | Agency Mortgage-Backed Securities | 1.50 - 8.50 | 9/1/2028 - 3/1/2060 | 23471844 |
| Fixed Income Clearing Corp - Morgan Stanley | 4.34 | 8/29/2025 | 9/2/2025 | 21000000 | 21010127 | Agency Mortgage-Backed Securities | 2.00 - 7.00 | 3/1/2026 - 8/1/2055 | 21430330 |
| Fixed Income Clearing Corp - Morgan Stanley | 4.34 | 8/29/2025 | 9/2/2025 | 25000000 | 25012056 | Agency Mortgage-Backed Securities | 2.00 - 8.00 | 4/20/2027 - 4/20/2065 | 25498523 |
|  |  |  |  |  |  | U.S. Treasuries (including strips) | 2.50 - 2.75 | 8/15/2042 - 5/15/2046 | 13788 |
|  |  |  |  |  |  |  |  |  | 25512311 |
| Fixed Income Clearing Corp - Natixis | 4.34 | 8/29/2025 | 9/2/2025 | 14000000 | 14006751 | U.S. Treasuries (including strips) | 4.50 | 4/15/2027 | 14280562 |
| Fixed Income Clearing Corp - Natwest | 4.34 | 8/29/2025 | 9/2/2025 | 1000000 | 1000482 | U.S. Treasuries (including strips) | 4.88 | 11/30/2025 | 1020501 |
| Fixed Income Clearing Corp - Nomura | 4.34 | 8/29/2025 | 9/2/2025 | 14000000 | 14006751 | U.S. Treasuries (including strips) | 0.50 | 4/30/2027 | 14286971 |
| Fixed Income Clearing Corp - State Street Bank | 4.34 | 8/29/2025 | 9/2/2025 | 12000000 | 12005787 | Agency Mortgage-Backed Securities | 2.00 - 6.50 | 7/1/2045 - 8/1/2055 | 12245903 |
| Fixed Income Clearing Corp - State Street Bank | 4.33 | 8/29/2025 | 9/2/2025 | 77000000 | 77037046 | U.S. Treasuries (including strips) | 4.63 | 9/30/2028 | 78540120 |
| Goldman Sachs & Co LLC | 4.35(f) | 8/29/2025 | 9/30/2025 | 5000000 | 5019333 | Agency Mortgage-Backed Securities | 2.00 - 6.50 | 12/1/2031 - 7/20/2055 | 5102465 |
| Goldman Sachs & Co LLC | 4.35(f) | 8/28/2025 | 9/29/2025 | 5000000 | 5019333 | Agency Mortgage-Backed Securities | 2.50 - 6.00 | 3/1/2052 - 8/15/2057 | 5103084 |
| Goldman Sachs & Co LLC | 4.34 | 8/29/2025 | 9/2/2025 | 8000000 | 8003858 | Agency Mortgage-Backed Securities | 3.00 - 6.50 | 4/20/2041 - 8/20/2055 | 8163935 |
| HSBC Securities, Inc. (U.S.A.) | 4.39 | 8/26/2025 | 9/2/2025 | 4000000 | 4003414 | U.S. Treasuries (including strips) | 4.50 | 2/15/2044 | 4083486 |
| ING Financial Markets LLC | 4.40 | 7/31/2025 | 9/18/2025 | 6000000 | 6035933 | Agency Mortgage-Backed Securities | 4.50 | 8/1/2052 | 6144684 |
| ING Financial Markets LLC | 4.39 | 8/26/2025 | 9/2/2025 | 1000000 | 1000854 | U.S. Treasuries (including strips) | 0.00 | 8/6/2026 | 1020886 |
| JP Morgan Securities, LLC | 4.36(f) | 8/12/2025 | 9/11/2025 | 56000000 | 56203467 | U.S. Treasuries (including strips) | 1.88 - 5.38 | 7/31/2026 - 5/15/2052 | 57265361 |
| Lloyds Bank Corp Mrkts | 4.40 | 8/29/2025 | 9/5/2025 | 1000000 | 1000856 | U.S. Treasuries (including strips) | 0.38 - 4.75 | 7/31/2027 - 8/15/2055 | 1023339 |
| Lloyds Bank Corp Mrkts | 4.40 | 8/27/2025 | 9/3/2025 | 2000000 | 2001711 | U.S. Treasuries (including strips) | 0.38 - 4.63 | 3/31/2026 - 5/15/2035 | 2041514 |
| Lloyds Bank PLC | 4.26 | 8/28/2025 | 11/28/2025 | 1000000 | 1010886 | U.S. Treasuries (including strips) | 0.88 - 4.29 | 4/30/2026 - 8/15/2031 | 1020689 |
| Lloyds Bank PLC | 4.28 | 8/26/2025 | 11/26/2025 | 1000000 | 1010938 | U.S. Treasuries (including strips) | 1.50 - 2.38 | 5/31/2026 - 2/15/2030 | 1020876 |
| Lloyds Bank PLC | 4.29 | 8/20/2025 | 11/20/2025 | 1000000 | 1010964 | U.S. Treasuries (including strips) | 0.88 - 6.00 | 2/15/2026 - 11/15/2033 | 1021674 |
| Lloyds Bank PLC | 4.32 | 8/7/2025 | 11/7/2025 | 1000000 | 1011040 | U.S. Treasuries (including strips) | 0.88 - 4.63 | 5/15/2027 - 8/15/2033 | 1023287 |
| Lloyds Bank PLC | 4.41 | 7/31/2025 | 10/6/2025 | 1000000 | 1008208 | U.S. Treasuries (including strips) | 0.50 - 4.63 | 9/30/2025 - 8/15/2033 | 1024197 |
| Lloyds Bank PLC | 4.39 | 6/26/2025 | 9/26/2025 | 1000000 | 1011218 | U.S. Treasuries (including strips) | 0.88 - 4.63 | 4/30/2026 - 8/15/2033 | 1028555 |
| MUFG Securities (Canada), Ltd. | 4.40 | 7/31/2025 | 10/22/2025 | 2000000 | 2020289 | Agency Mortgage-Backed Securities | 2.00 - 7.00 | 8/26/2026 - 6/1/2055 | 2047250 |
|  |  |  |  |  |  | U.S. Treasuries (including strips) | 1.63 - 4.13 | 5/31/2029 - 7/31/2031 | 1006 |
|  |  |  |  |  |  |  |  |  | 2048256 |
| MUFG Securities (Canada), Ltd. | 4.38 | 7/31/2025 | 10/22/2025 | 2000000 | 2020196 | U.S. Treasuries (including strips) | 1.13 - 3.88 | 11/15/2026 - 8/15/2034 | 2048246 |
| MUFG Securities (Canada), Ltd. | 4.37 | 7/31/2025 | 9/18/2025 | 1000000 | 1005948 | U.S. Treasuries (including strips) | 1.88 - 4.63 | 12/15/2025 - 5/15/2047 | 1024090 |
| MUFG Securities EMEA PLC | 4.26 | 8/7/2025 | 11/7/2025 | 6000000 | 6065320 | U.S. Treasuries (including strips) | 1.13 | 2/29/2028 | 6142385 |
| MUFG Securities EMEA PLC | 4.32 | 8/27/2025 | 10/6/2025 | 4000000 | 4019200 | U.S. Treasuries (including strips) | 1.13 | 10/31/2026 | 4081963 |
| MUFG Securities EMEA PLC | 4.34 | 8/29/2025 | 9/2/2025 | 3000000 | 3001447 | U.S. Treasuries (including strips) | 1.13 | 10/31/2026 | 3059284 |
| Mitsubishi UFJ Securities (U.S.A.), Inc. | 4.40 | 7/31/2025 | 10/22/2025 | 8000000 | 8081156 | Agency Mortgage-Backed Securities | 2.50 - 6.00 | 5/1/2030 - 12/1/2054 | 8192912 |
| Mitsubishi UFJ Securities (U.S.A.), Inc. | 4.38 | 7/31/2025 | 10/22/2025 | 2000000 | 2020196 | U.S. Treasuries (including strips) | 0.00 - 6.63 | 10/31/2025 - 5/15/2045 | 2048253 |
| Mizuho Securities U.S.A., Inc. | 4.39 | 8/27/2025 | 9/3/2025 | 1000000 | 1000854 | U.S. Treasuries (including strips) | 1.75 | 11/15/2029 | 1020816 |
| NatWest Market Securities Inc | 4.38 | 8/27/2025 | 9/3/2025 | 4000000 | 4003407 | U.S. Treasuries (including strips) | 4.88 | 11/30/2025 | 4083017 |
| NatWest Market Securities Inc | 4.33 | 8/29/2025 | 9/2/2025 | 1000000 | 1000481 | U.S. Treasuries (including strips) | 4.88 | 11/30/2025 | 1020501 |
| Norinchukin Bank | 4.40 | 8/26/2025 | 9/2/2025 | 1000000 | 1000856 | U.S. Treasuries (including strips) | 4.13 | 11/30/2031 | 1020377 |
| PNC Bank NA | 4.34 | 8/29/2025 | 9/2/2025 | 1000000 | 1000482 | Agency Mortgage-Backed Securities | 2.00 | 3/1/2036 | 1020492 |
| PNC Bank NA | 4.33 | 8/29/2025 | 9/2/2025 | 1000000 | 1000481 | U.S. Treasuries (including strips) | 0.50 | 2/28/2026 | 1020552 |
| RBC Dominion Securities | 4.25 | 8/28/2025 | 10/31/2025 | 2000000 | 2015111 | Agency Mortgage-Backed Securities | 5.50 | 11/20/2054 | 975 |
|  |  |  |  |  |  | U.S. Treasuries (including strips) | 0.50 - 4.25 | 2/28/2026 - 8/15/2054 | 2060181 |
|  |  |  |  |  |  |  |  |  | 2061156 |
| RBC Dominion Securities | 4.24 | 8/28/2025 | 10/31/2025 | 1000000 | 1007538 | U.S. Treasuries (including strips) | 0.63 - 4.75 | 7/31/2026 - 5/15/2055 | 1024164 |
| RBC Dominion Securities | 4.36 | 8/14/2025 | 9/18/2025 | 6000000 | 6025404 | U.S. Treasuries (including strips) | 0.00 - 4.63 | 11/6/2025 - 8/15/2042 | 6134070 |
| RBC Financial Group | 4.23 | 8/14/2025 | 11/12/2025 | 1000000 | 1010575 | Agency Mortgage-Backed Securities | 5.50 - 6.00 | 10/1/2054 - 9/1/2055 | 3313 |
|  |  |  |  |  |  | U.S. Treasuries (including strips) | 0.13 - 1.75 | 1/15/2028 - 1/15/2030 | 1028989 |
|  |  |  |  |  |  |  |  |  | 1032302 |
| RBC Financial Group | 4.25 | 8/28/2025 | 10/31/2025 | 11000000 | 11083111 | U.S. Treasuries (including strips) | 0.75 - 4.25 | 3/15/2027 - 1/31/2028 | 11226713 |
| RBC Financial Group | 4.36 | 7/25/2025 | 9/19/2025 | 3000000 | 3020346 | Agency Mortgage-Backed Securities | 2.21 - 6.50 | 5/25/2030 - 9/1/2063 | 1546240 |
|  |  |  |  |  |  | U.S. Treasuries (including strips) | 1.25 - 4.25 | 1/31/2028 - 2/15/2049 | 1516953 |
|  |  |  |  |  |  | Agency Collateralized Mortgage Obligation | 5.45 - 5.85 | 6/20/2054 - 7/20/2055 | 11790 |
|  |  |  |  |  |  |  |  |  | 3074983 |
| RBC Financial Group | 4.37 | 8/1/2025 | 9/17/2025 | 8000000 | 8045642 | Agency Mortgage-Backed Securities | 6.00 | 10/1/2054 - 6/1/2055 | 8181460 |
|  |  |  |  |  |  | U.S. Treasuries (including strips) | 1.75 | 1/15/2028 | 5506 |
|  |  |  |  |  |  | Agency Collateralized Mortgage Obligation | 5.85 | 6/20/2055 | 4835 |
|  |  |  |  |  |  |  |  |  | 8191801 |
| Royal Bank of Canada | 4.40 | 8/26/2025 | 9/2/2025 | 5000000 | 5004278 | U.S. Treasuries (including strips) | 1.88 - 4.13 | 2/15/2027 - 4/30/2027 | 5104456 |
| SMBC Nikko Securities America, Inc. | 4.34 | 8/29/2025 | 9/2/2025 | 14000000 | 14006751 | U.S. Treasuries (including strips) | 0.00 - 4.25 | 10/9/2025 - 8/15/2054 | 14286893 |
| SMBC Nikko Securities America, Inc. | 4.34 | 8/29/2025 | 9/2/2025 | 3000000 | 3001447 | U.S. Treasuries (including strips) | 0.00 - 4.25 | 10/9/2025 - 8/15/2054 | 3061506 |
| Societe Generale | 4.36 | 8/29/2025 | 9/5/2025 | 7000000 | 7005934 | U.S. Treasuries (including strips) | 4.63 | 2/15/2055 | 7213575 |
| Societe Generale | 4.38 | 8/27/2025 | 9/3/2025 | 3000000 | 3002555 | Agency Mortgage-Backed Securities | 2.50 | 9/1/2050 | 3062234 |
| TD Securities (U.S.A.) | 4.34 | 8/29/2025 | 9/2/2025 | 4000000 | 4001929 | Agency Mortgage-Backed Securities | 5.50 | 6/1/2054 | 4081968 |
| TD Securities (U.S.A.) | 4.33 | 8/29/2025 | 9/2/2025 | 3000000 | 3001443 | U.S. Treasuries (including strips) | 3.63 | 2/15/2053 | 3091498 |
| US Bancorp Inv | 4.33 | 8/29/2025 | 9/2/2025 | 3000000 | 3001443 | U.S. Treasuries (including strips) | 4.38 - 4.50 | 5/31/2029 - 5/15/2034 | 3061553 |
| Wells Fargo Bank NA | 4.40 | 8/26/2025 | 9/2/2025 | 7000000 | 7005989 | U.S. Treasuries (including strips) | 0.00 - 3.88 | 10/21/2025 - 5/15/2050 | 7146132 |
| Wells Fargo Securities, LLC | 4.28 | 8/20/2025 | 11/20/2025 | 6000000 | 6065626 | Agency Mortgage-Backed Securities | 5.50 | 6/1/2055 | 6129459 |
| Wells Fargo Securities, LLC | 4.28 | 8/21/2025 | 11/19/2025 | 3000000 | 3032100 | Agency Mortgage-Backed Securities | 5.50 | 5/1/2055 | 3064366 |
| Wells Fargo Securities, LLC | 4.28 | 8/19/2025 | 11/18/2025 | 3000000 | 3032457 | Agency Mortgage-Backed Securities | 5.00 | 11/1/2053 | 3065093 |
| Wells Fargo Securities, LLC | 4.28 | 8/18/2025 | 11/17/2025 | 6000000 | 6064913 | Agency Mortgage-Backed Securities | 5.50 | 5/1/2055 | 6130915 |
| Wells Fargo Securities, LLC | 4.28 | 8/12/2025 | 11/10/2025 | 3000000 | 3032100 | Agency Mortgage-Backed Securities | 5.50 | 6/1/2055 | 3067640 |
| Wells Fargo Securities, LLC | 4.29 | 8/8/2025 | 10/30/2025 | 9000000 | 9089018 | Agency Mortgage-Backed Securities | 2.00 - 6.50 | 11/1/2035 - 3/1/2055 | 9207349 |
| Wells Fargo Securities, LLC | 4.38 | 6/20/2025 | 9/18/2025 | 6000000 | 6065700 | Agency Mortgage-Backed Securities | 6.50 | 9/1/2054 | 6175101 |
| Wells Fargo Securities, LLC | 4.38 | 7/8/2025 | 9/8/2025 | 1000000 | 1007544 | Agency Mortgage-Backed Securities | 5.00 | 5/1/2055 | 1026950 |
| Wells Fargo Securities, LLC | 4.39 | 6/5/2025 | 9/3/2025 | 4000000 | 4043900 | Agency Mortgage-Backed Securities | 6.50 | 5/1/2055 | 4124281 |
| **Total Repurchase Agreements** |  |  |  | 976000000 | 978200975 |  |  |  | 996783807 |

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**Investment Valuation**

All investments are categorized as Level 2 under the Fair Value Hierarchy. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in these securities. For more information on valuation inputs, refer to the Investment Valuation section in the accompanying Notes to Financial Statements.

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| | |
|:---|:---|
| <br> **Other Information** | <br> **Other Information** |
| # Additional information on each counterparty to the repurchase agreement is as follows: | # Additional information on each counterparty to the repurchase agreement is as follows: |
| **Repurchase Agreement / Counterparty** | **Value ($)** |
| **$188,833,000 due 09/02/2025 at 4.34%** |  |
| Bank of America NA | 7601000 |
| Bny Mellon Capital Market LLC | 5416000 |
| BofA Securities Inc | 2238000 |
| Citigroup Global Capital Markets Inc. | 14689000 |
| HSBC Securities Inc. (U.S.A.) | 2217000 |
| JPMorgan Securities LLC | 57210000 |
| MUFG Securities (Canada) Ltd. | 5806000 |
| Nomura Securities International Inc | 4223000 |
| Rbc Dominion Securities Inc | 29231000 |
| Sumitomo Mitsui Banking Corp | 38641000 |
| Sumitomo Mitsui Banking Corp/New York | 12060000 |
| Wells Fargo Bank NA | 9501000 |
|  | 188833000 |

---

**Financial Statements**

---

| | | |
|:---|:---|:---|
| **Statement of Assets and Liabilities** | **Statement of Assets and Liabilities** | **Statement of Assets and Liabilities** |
| **As of August 31, 2025** | **As of August 31, 2025** | **As of August 31, 2025** |
| **Assets**  |  |  |
| Investment in securities, at value (including repurchase agreements of $1,219,833,000) - See accompanying schedule:<br>Unaffiliated issuers (cost $2,672,494,451)<br>|  | $2672494451 |
| Cash |  | 9000853 |
| Receivable for fund shares sold |  | 42387113 |
| Interest receivable |  | 6743753 |
| **Total assets** |  | 2730626170 |
| **Liabilities** |  |  |
| Payable for investments purchased  | $117412779 |  |
| Payable for fund shares redeemed | 35997817 |  |
| Other payables and accrued expenses | 12579 |  |
| **Total liabilities** |  | 153423175 |
| **Net Assets**  |  | $2577202995 |
| Net Assets consist of: |  |  |
| Paid in capital |  | $2577143696 |
| Total accumulated earnings (loss) |  | 59299 |
| **Net Assets** |  | $2577202995 |
| **Net Asset Value**, offering price and redemption price per share ($2,577,202,995 ÷ 2,577,152,883 shares) |  | $1.00 |

---

---

| | | |
|:---|:---|:---|
| **Statement of Operations** | **Statement of Operations** | **Statement of Operations** |
| <br> **Year ended August 31, 2025** | <br> **Year ended August 31, 2025** | <br> **Year ended August 31, 2025** |
| **Investment Income** |  |  |
| Interest  |  | $106477504 |
| **Expenses** |  |  |
| Custodian fees and expenses | $62142 |  |
| Independent trustees' fees and expenses | 5741 |  |
| **Total expenses** |  | 67883 |
| **Net Investment income (loss)** |  | 106409621 |
| **Realized and Unrealized Gain (Loss)** |  |  |
| Net realized gain (loss) on: |  |  |
| Investment Securities: |  |  |
| Unaffiliated issuers  | 29647 |  |
| Total net realized gain (loss) |  | 29647 |
| **Net increase in net assets resulting from operations** |  | $106439268 |

---

---

| | | |
|:---|:---|:---|
| **Statement of Changes in Net Assets** | **Statement of Changes in Net Assets** | **Statement of Changes in Net Assets** |
|  | **Year ended**<br> **August 31, 2025** | **Year ended**<br> **August 31, 2024** |
| **Increase (Decrease) in Net Assets** |  |  |
| Operations |  |  |
| &nbsp;&nbsp;Net investment income (loss) | $106409621 | $189128605 |
| &nbsp;&nbsp;Net realized gain (loss) | 29647<br>| 14800<br>|
| **Net increase in net assets resulting from operations** | 106439268<br>| 189143405<br>|
| Distributions to shareholders | (106407891)<br>| (189129793)<br>|
| Share transactions |  |  |
| &nbsp;&nbsp;Proceeds from sales of shares | 1197204625 | 1521804482 |
| Reinvestment of distributions | 106396459<br>| 188894204<br>|
| &nbsp;&nbsp;Cost of shares redeemed | (1093686563) | (4394105969) |
| **Net increase (decrease) in net assets and shares resulting from share transactions** | 209914521<br>| (2683407283)<br>|
| &nbsp;&nbsp;**Total increase (decrease) in net assets** | 209945898<br>| (2683393671)<br>|
| **Net Assets** |  |  |
| &nbsp;&nbsp;Beginning of period | 2367257097 | 5050650768<br>|
| &nbsp;&nbsp;End of period | $2577202995 | $2367257097 |
| **Other Information** |  |  |
| Shares |  |  |
| &nbsp;&nbsp;Sold | 1197204625 | 1521804482 |
| Issued in reinvestment of distributions | 106396459<br>| 188894204<br>|
| &nbsp;&nbsp;Redeemed | (1093686563) | (4394105969) |
| &nbsp;&nbsp;Net increase (decrease) | 209914521 | (2683407283) |

---

**Financial Highlights** 

**Fidelity® Series Government Money Market Fund** <br>

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Years ended August 31,** | **2025**  | **2024**  | **2023**  | **2022**  | **2021**  |
| **Selected Per-Share Data**  |  |  |  |  |  |
| Net asset value, beginning of period  | $1.00 | $1.00 | $1.00 | $1.00 | $1.00 |
| Income from Investment Operations  |  |  |  |  |  |
| Net investment income (loss) A | .046  | .055  | .046  | .003  | .001  |
| Net realized and unrealized gain (loss)  | - B | (.001) C | (.002)  | .002  | - B |
| Total from investment operations  | .046  | .054  | .044  | .005  | .001  |
| Distributions from net investment income  | (.046)  | (.054)  | (.044)  | (.005)  | (.001)  |
| Total distributions  | (.046)  | (.054)  | (.044)  | (.005)  | (.001)  |
| Net asset value, end of period  | $1.00 | $1.00 | $1.00 | $1.00 | $1.00 |
| **Total Return** D | 4.67% <br>| 5.55%  | 4.54%  | .53%  | .10%  |
| **Ratios to Average Net Assets** A,E,F |  |  |  |  |  |
| Expenses before reductions G | -%  | -%  | -%  | -%  | -%  |
| Expenses net of fee waivers, if any G | -% <br>| -%  | -%  | -%  | -%  |
| Expenses net of all reductions, if any G | -%  | -%  | -%  | -%  | -%  |
| Net investment income (loss)  | 4.57%  | 5.42%  | 4.59%  | .31%  | .10%  |
| **Supplemental Data** |  |  |  |  |  |
| Net assets, end of period (000 omitted) | $2577203 | $2367257 | $5050651 | $2372767 | $9692737 |

---

A*Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any mutual funds or ETFs is not included in the Fund's net investment income (loss) ratio.*

B*Amount represents less than $.0005 per share.*

C*The amount shown for a share outstanding does not correspond with the aggregate net gain (loss) on investments for the period due to the timing of sales and repurchases of shares in relation to fluctuating market values of the investments of the Fund.*

D*Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.*

E*Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses.*

F*Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment adviser, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.*

G*Amount represents less than .005%.*

**Notes to Financial Statements**

For the period ended August 31, 2025

**1. Organization.**

Fidelity Series Government Money Market Fund (the Fund) is a fund of Fidelity Salem Street Trust (the Trust) and is authorized to issue an unlimited number of shares. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust. Shares are offered only to certain other Fidelity funds, Fidelity managed 529 plans, and Fidelity managed collective investment trusts.

**2. Significant Accounting Policies.**

The Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 *Financial Services - Investment Companies*. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. The Fund operates as a single operating segment. The Fund's income, expenses, assets, and performance are regularly monitored and assessed as a whole by the investment adviser and other individuals responsible for oversight functions of the Trust, using the information presented in the financial statements and financial highlights. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The Fund's Schedule of Investments lists any underlying mutual funds or exchange-traded funds but does not include the underlying holdings of these funds. The following summarizes the significant accounting policies of the Fund:

**Investment Valuation.** The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

As permitted by compliance with certain conditions under Rule 2a-7 of the 1940 Act, securities are valued at amortized cost, which approximates fair value. The amortized cost of an instrument is determined by valuing it at its original cost and thereafter amortizing any discount or premium from its face value at a constant rate until maturity. Securities held by a money market fund are generally high quality and liquid; however, they are reflected as Level 2 because the inputs used to determine fair value are not quoted prices in an active market.

**Investment Transactions and Income.** The net asset value per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time. Security transactions are accounted for as of trade date. Gains and losses on securities sold are determined on the basis of identified cost. Interest income is accrued as earned and includes coupon interest and amortization of premium and accretion of discount on debt securities as applicable.

**Expenses.** Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expenses included in the accompanying financial statements reflect the expenses of that fund and do not include any expenses associated with any underlying mutual funds or exchange-traded funds. Although not included in a fund's expenses, a fund indirectly bears its proportionate share of these expenses through the net asset value of each underlying mutual fund or exchange-traded fund. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.

**Income Tax Information and Distributions to Shareholders.** Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. As of August 31, 2025, the Fund did not have any unrecognized tax benefits in the financial statements; nor is the Fund aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. The Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction.

Distributions are declared and recorded daily and paid monthly from net investment income. Distributions from realized gains, if any, are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.

Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.

Book-tax differences are primarily due to capital loss carryforwards and losses deferred due to wash sales.

As of period end, the cost and unrealized appreciation (depreciation) in securities for federal income tax purposes were as follows:

---

| | |
|:---|:---|
| **Gross unrealized appreciation**  | $- |
| **Gross unrealized depreciation**  | <u>-</u> |
| **Net unrealized appreciation (depreciation)**  | <u>$-</u> |
| **Tax Cost**  | <u>$2672494451</u> |

---

The tax-based components of distributable earnings as of period end were as follows:

---

| | |
|:---|:---|
| **Undistributed ordinary income**  | <u>$94977</u> |
| **Capital loss carryforward**  | <u>$(35678)</u> |
| **Net unrealized appreciation (depreciation) on securities and other investments**  | <u>$-</u> |

---

Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited. The capital loss carryforward information presented below, including any applicable limitation, is estimated as of fiscal period end and is subject to adjustment.

---

| | |
|:---|:---|
| Short-term | $- |
| Long-term | <u>(35678)</u> |
| **Total capital loss carryforward** | <u>$(35678)</u> |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | **August 31, 2025** | **August 31, 2024** |
| **Ordinary Income**  | <u>$106407891</u> | <u>$189129793</u> |
| **Total**  | <u>$106407891</u> | <u>$189129793</u> |

---

**Repurchase Agreements.** Pursuant to an Exemptive Order issued by the Securities and Exchange Commission, funds and other registered investment companies having management contracts with Fidelity Management and Research Company LLC, or its affiliates are permitted to transfer uninvested cash balances into joint trading accounts which are then invested in repurchase agreements. Funds may also invest directly with institutions in repurchase agreements. Repurchase agreements may be collateralized by cash or government securities. Upon settlement date, collateral is held in segregated accounts with custodian banks and may be obtained in the event of a default of the counterparty. The collateral balance is monitored on a daily basis to ensure it is at least equal to the principal amount of the repurchase agreement (including accrued interest). In the event of a default by the counterparty, realization of the collateral proceeds could be delayed, during which time the value of the collateral may decline.

**New Rule Issuance.** In July 2023, the Securities and Exchange Commission issued a Final Rule relative to Money Market Reform. Among other things, the Final Rule includes amendments for: (1) Removal of redemption gates except for liquidations; (2) Required liquidity fees for institutional prime and institutional tax-exempt money market funds; (3) Discretionary liquidity fees for non-government money market funds; (4) Higher liquidity requirements; and (5) Changes to reporting requirements for Form N-MFP and Form N-CR. The Final Rule imposes different implementation dates for the amendments through October 2, 2024. The amendments have been implemented to date, and management has concluded that there are no material impacts to the Fund's financial statements and related disclosures.

**New Accounting Pronouncements.** FASB Accounting Standards Update (ASU) 2023-07 Segment Reporting (Topic 280): Improvements to Reportable Segment Disclosures became effective in this reporting period. ASU 2023-07 enhances segment information disclosure in the notes to financial statements.

In December 2023, the FASB issued ASU 2023-09 Income Taxes (Topic 740): Improvements to Income Tax Disclosures. Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU allows for early adoption and amendments should be applied on a prospective basis. Management is currently evaluating the impact of the ASU but does not expect this guidance to materially impact the financial statements.

**3. Fees and Other Transactions with Affiliates.**

**Management Fee.** Fidelity Management & Research Company LLC (the investment adviser) and its affiliates provide the Fund with investment management related services for which the Fund does not pay a management fee. Under the management contract, the investment adviser or an affiliate pays all ordinary operating expenses of the Fund, except custody fees, fees and expenses of the independent Trustees, and certain miscellaneous expenses such as proxy and shareholder meeting expenses.

**Interfund Trades.** Funds may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board of Trustees. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. During the period, there were no interfund trades.

**4. Other.**

A fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the fund. In the normal course of business, a fund may also enter into contracts that provide general indemnifications. A fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against a fund. The risk of material loss from such claims is considered remote.

At the end of the period, mutual funds and accounts managed by the investment adviser or its affiliates were the owners of record of all of the outstanding shares of the Fund.

**5. Risk and Uncertainties.**

Many factors affect a fund's performance. Developments that disrupt global economies and financial markets, such as public health emergencies, military conflicts, terrorism, government restrictions, political changes, and environmental disasters, may significantly affect a fund's investment performance. The effects of these developments to a fund will be impacted by the types of securities in which a fund invests, the financial condition, industry, economic sector, and geographic location of an issuer, and a fund's level of investment in the securities of that issuer. Significant concentrations in security types, issuers, industries, sectors, and geographic locations may magnify the factors that affect a fund's performance.

**Report of Independent Registered Public Accounting Firm**

To the Board of Trustees of Fidelity Salem Street Trust and Shareholders of Fidelity Series Government Money Market Fund

***Opinion on the Financial Statements***

We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Fidelity Series Government Money Market Fund (one of the funds constituting Fidelity Salem Street Trust, referred to hereafter as the "Fund") as of August 31, 2025, the related statement of operations for the year ended August 31, 2025, the statement of changes in net assets for each of the two years in the period ended August 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended August 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Fund as of August 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended August 31, 2025 and the financial highlights for each of the five years in the period ended August 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinion***

These financial statements are the responsibility of the Fund's management. Our responsibility is to express an opinion on the Fund's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of August 31, 2025 by correspondence with the custodians and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/ PricewaterhouseCoopers LLP

Boston, Massachusetts

October 13, 2025

We have served as the auditor of one or more investment companies in the Fidelity group of funds since 1932.

**Distributions** **(Unaudited)**

The dividend and capital gains distributions for the fund(s) are available on *Fidelity.com* or *Institutional.Fidelity.com*.

A total of 55.20% of the dividends distributed during the fiscal year was derived from interest on U.S. Government securities which is generally exempt from state income tax.

The fund designates $106,407,891 of distributions paid during the fiscal year ended 2025 as qualifying to be taxed as section 163(j) interest dividends.

The fund will notify shareholders in January 2026 of amounts for use in preparing 2025 income tax returns.

**Item 8: Changes in and Disagreements with Accountants for Open-End Management Investment Companies**

**(Unaudited)**

Note: This is not applicable for any fund included in this document.

**Item 9: Proxy Disclosures for Open-End Management Investment Companies**

**(Unaudited)**

Note: This is not applicable for any fund included in this document.

**Item 10: Remuneration Paid to Directors, Officers, and others of Open-End Management Investment Companies**

**(Unaudited)**

Note: This information is disclosed as part of the financial statements for each Fund as part of Item 7: Financial Statements and Financial Highlights for Open-End Management Investment Companies.

**Item 11: Statement Regarding Basis for Approval of Investment Advisory Contract**

**(Unaudited)**

Note: This is not applicable for any fund included in this document.

![](img113707_4.jpg)<br>

1.9878695.109 GVM-ANN-1025

**Fidelity® Series Short-Term Credit Fund**

**Annual Report**

**August 31, 2025**

![](img113704_1.jpg)

![](img113704_2.jpg)

**Contents**

---

| |
|:---|
| **[Item 7: Financial Statements and Financial Highlights for Open-End Management Investment Companies (Annual Report)](#Sec_Item7_SS1-ANN_0)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Fidelity® Series Short-Term Credit Fund](#Sub_Sec_Fund_2743_SS1-ANN)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Notes to Financial Statements](#Sub_Sec_NotestoFinancialStatements2743_SS1-ANN)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Report of Independent Registered Public Accounting Firm](#Sub_Sec_ReportofIndependentRegisteredPublicAccountingFirm_SS1-ANN_0)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Distributions](#Sub_Sec_Distributions_SS1-ANN)** |
| **[Item 8: Changes in and Disagreements with Accountants for Open-End Management Investment Companies](#Sec_Item8_SS1-ANN)** |
| **[Item 9: Proxy Disclosures for Open-End Management Investment Companies](#Sec_Item9_SS1-ANN)** |
| **[Item 10: Remuneration Paid to Directors, Officers, and others of Open-End Management Investment Companies](#Sec_Item10_SS1-ANN)** |
| **[Item 11: Statement Regarding Basis for Approval of Investment Advisory Contract](#Sec_Item11_SS1-ANN)** |

---

To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.

You may also call 1-800-544-8544 to request a free copy of the proxy voting guidelines.

Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.

Other third-party marks appearing herein are the property of their respective owners.

All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company.© 2025 FMR LLC. All rights reserved.

*This report and the financial statements contained herein are submitted for the general information of the shareholders of the Fund. This report is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by an effective prospectus.*

*A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC's web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC's Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.*

*For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.*

**NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE**

*Neither the Fund nor Fidelity Distributors Corporation is a bank.*

**Item 7: Financial Statements and Financial Highlights for Open-End Management Investment Companies (Annual Report)**

**Fidelity® Series Short-Term Credit Fund**

**Schedule of Investments August 31, 2025**

Showing Percentage of Net Assets

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 15.3%** | &nbsp;&nbsp;**Asset-Backed Securities - 15.3%** | &nbsp;&nbsp;**Asset-Backed Securities - 15.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAILIWICK OF JERSEY - 0.7%  |  |  |
| Hartwick Park Clo Ltd Series 2024-1A Class AR, CME Term SOFR 3 month Index + 1.16%, 5.4855% 1/20/2037 (b)(c)(d) | 928000 | 928007 |
| Neuberger Berman Ln Advisers Nbla Clo 50 Ltd / Neuberger Berman Ln Series 2024-50A Class AR, CME Term SOFR 3 month Index + 1.25%, 5.569% 7/23/2036 (b)(c)(d) | 1233000 | 1234829 |
| Valley Stream Pk Clo Ltd / Vy Stream Pk Clo LLC Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.19%, 5.5155% 1/20/2037 (b)(c)(d) | 698000 | 697266 |
| TOTAL BAILIWICK OF JERSEY |  | 2860102 |
| CANADA - 0.1%  |  |  |
| Chesapeake Funding II LLC Series 2023-1A Class A1, 5.65% 5/15/2035 (b) | 437760 | 440450 |
| Chesapeake Funding II LLC Series 2023-2A Class A1, 6.16% 10/15/2035 (b) | 84382 | 85503 |
| Chesapeake Funding II LLC Series 2024-1A Class A1, 5.52% 5/15/2036 (b) | 166301 | 168355 |
| TOTAL CANADA |  | 694308 |
| GRAND CAYMAN (UK OVERSEAS TER) - 4.2%  |  |  |
| Ares Lii Clo Ltd Series 2025-52A Class A1RR, CME Term SOFR 3 month Index + 0.88%, 5.212% 4/22/2031 (b)(c)(d) | 524876 | 524220 |
| Ares XXXIV CLO Ltd Series 2024-2A Class AR3, CME Term SOFR 3 month Index + 1.32%, 5.6424% 4/17/2033 (b)(c)(d) | 2118921 | 2118921 |
| Barings CLO Ltd Series 2024-3A Class A1RR, CME Term SOFR 3 month Index + 1.14%, 5.4655% 1/20/2036 (b)(c)(d) | 800000 | 800484 |
| Buckhorn Park Clo Ltd Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.07%, 5.399% 7/18/2034 (b)(c)(d) | 1130000 | 1129992 |
| Dryden 68 Clo Ltd Series 2024-68A Class ARR, CME Term SOFR 3 month Index + 1.1%, 5.4176% 7/15/2035 (b)(c)(d) | 1054000 | 1054773 |
| Flatiron Clo 28 Ltd / Flatiron Clo LLC Series 2024-1A Class A1, CME Term SOFR 3 month Index + 1.32%, 5.6376% 7/15/2036 (b)(c)(d) | 1387000 | 1387000 |
| Flatiron Clo 28 Ltd / Flatiron Clo LLC Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.08%, 5.3326% 7/15/2036 (b)(c)(d) | 1737000 | 1737000 |
| Madison Pk Fdg Xlv Ltd / Madison Pk Fdg Xlv LLC Series 2024-45A Class ARR, CME Term SOFR 3 month Index + 1.08%, 5.3976% 7/15/2034 (b)(c)(d) | 1047000 | 1047980 |
| Magnetite Xxii Ltd / Magnetite Xxii LLC Series 2024-22A Class ARR, CME Term SOFR 3 month Index + 1.25%, 5.5676% 7/15/2036 (b)(c)(d) | 1168000 | 1169544 |
| Oha Credit Funding 22 Ltd Series 2025-22A Class A1, CME Term SOFR 3 month Index + 1.33%, 5.614% 7/20/2038 (b)(c)(d) | 956000 | 958663 |
| Palmer Square CLO Series 2025-1A Class A1A5, CME Term SOFR 3 month Index + 1.05%, 5.265% 5/21/2034 (b)(c)(d) | 911000 | 911780 |
| Palmer Square Ln Fdg 2025-2 Ltd / Palmer Square Ln Fdg 2025-2 LLC Series 2025-2A Class A1, CME Term SOFR 3 month Index + 0.94%, 5.2277% 7/15/2033 (b)(c)(d) | 1360000 | 1360307 |
| Palmer Square Loan Funding Ltd Series 2024-2A Class A1N, CME Term SOFR 3 month Index + 1%, 5.3176% 1/15/2033 (b)(c)(d) | 208318 | 208568 |
| Palmer Square Loan Funding Ltd Series 2024-3A Class A1, CME Term SOFR 3 month Index + 1.08%, 5.3143% 8/8/2032 (b)(c)(d) | 545916 | 546245 |
| Rr 16 Ltd Series 2021-16A Class A1, CME Term SOFR 3 month Index + 1.3716%, 5.6892% 7/15/2036 (b)(c)(d) | 667000 | 668495 |
| Voya Clo 2022-1 Ltd / Voya Clo 2022-1 LLC Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.25%, 5.5755% 4/20/2035 (b)(c)(d) | 892000 | 893110 |
| Voya CLO Ltd Series 2024-2A Class AR, CME Term SOFR 3 month Index + 1.2%, 5.5255% 7/20/2032 (b)(c)(d) | 1528256 | 1529668 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  | 18046750 |
| UNITED STATES - 10.3%  |  |  |
| Affirm Asset Securitization Trust Series 2024-X2 Class A, 5.22% 12/17/2029 (b) | 385172 | 385482 |
| Affirm Asset Securitization Trust Series 2025-X1 Class A, 5.08% 4/15/2030 (b) | 325624 | 326030 |
| Ally Auto Receivables Trust Series 2024-1 Class A3, 5.08% 12/15/2028  | 231670 | 233058 |
| Amur Equip Fin Receivables Xv LLC Series 2025-1A Class A2, 4.7% 9/22/2031 (b) | 660000 | 666271 |
| ARI Fleet Lease Trust Series 2023-B Class A2, 6.05% 7/15/2032 (b) | 437280 | 440912 |
| ARI Fleet Lease Trust Series 2024-B Class A3, 5.26% 4/15/2033 (b) | 114000 | 116306 |
| ARI Fleet Lease Trust Series 2025-A Class A2, 4.38% 1/17/2034 (b) | 100000 | 100172 |
| Avis Budget Rental Car Funding AESOP LLC Series 2025-1A Class A, 4.8% 8/20/2029 (b) | 175000 | 177273 |
| BofA Auto Trust Series 2024-1A Class A3, 5.35% 11/15/2028 (b) | 88000 | 88797 |
| Capital One Prime Auto Receivables Trust Series 2024-1 Class A3, 4.62% 7/16/2029  | 870000 | 876241 |
| CarMax Auto Owner Trust Series 2023-4 Class A3, 6% 7/17/2028  | 244033 | 247215 |
| CarMax Auto Owner Trust Series 2024-1 Class A3, 4.92% 10/16/2028  | 571000 | 574639 |
| CarMax Auto Owner Trust Series 2024-2 Class A3, 5.5% 1/16/2029  | 172000 | 174395 |
| CarMax Auto Owner Trust Series 2024-3 Class A3, 4.89% 7/16/2029  | 716000 | 724452 |
| Carvana Auto Receivables Trust 2025-P2 Series 2025-P2 Class A3, 4.55% 8/12/2030  | 675000 | 681341 |
| CFMT LLC Series 2023-HB12 Class A, 4.25% 4/25/2033 (b) | 7619 | 7609 |
| Chase Auto Owner Trust Series 2024-3A Class A3, 5.22% 7/25/2029 (b) | 880000 | 891218 |
| Chase Auto Owner Trust Series 2024-4A Class A3, 4.94% 7/25/2029 (b) | 1089000 | 1098995 |
| Citizens Auto Receivables Trust Series 2024-1 Class A3, 5.11% 4/17/2028 (b) | 574000 | 577068 |
| Citizens Auto Receivables Trust Series 2024-2 Class A3, 5.33% 8/15/2028 (b) | 278000 | 280228 |
| CWABS Inc Asset-Backed Certificates Series 2004-2 Class 3A4, CME Term SOFR 1 month Index + 0.6145%, 4.937% 7/25/2034 (c)(d) | 82327 | 80970 |
| Dell Equipment Finance Trust Series 2023-2 Class A3, 5.65% 1/22/2029 (b) | 215752 | 216685 |
| Dell Equipment Finance Trust Series 2023-3 Class A3, 5.93% 4/23/2029 (b) | 480036 | 482711 |
| Dell Equipment Finance Trust Series 2024-1 Class A3, 5.39% 3/22/2030 (b) | 377000 | 380239 |
| Dell Equipment Finance Trust Series 2024-2 Class A3, 4.59% 8/22/2030 (b) | 229000 | 230328 |
| DLLAA Series 2023-1A Class A3, 5.64% 2/22/2028 (b) | 114000 | 115321 |
| DLLAD Series 2024-1A Class A3, 5.3% 7/20/2029 (b) | 73000 | 74734 |
| DLLMT LLC Series 2024-1A Class A3, 4.84% 8/21/2028 (b) | 435000 | 439243 |
| Enterprise Fleet Financing LLC Series 2022-3 Class A2, 4.38% 7/20/2029 (b) | 31597 | 31587 |
| Enterprise Fleet Financing LLC Series 2023-3 Class A2, 6.4% 3/20/2030 (b) | 229178 | 232596 |
| Enterprise Fleet Financing LLC Series 2024-1 Class A2, 5.23% 3/20/2030 (b) | 854030 | 860740 |
| Enterprise Fleet Financing LLC Series 2024-3 Class A3, 4.98% 8/21/2028 (b) | 776000 | 786958 |
| Enterprise Fleet Financing LLC Series 2024-4 Class A3, 4.56% 11/20/2028 (b) | 275000 | 277339 |
| Enterprise Fleet Financing LLC Series 2025-1 Class A3, 4.82% 2/20/2029 (b) | 670000 | 681050 |
| Enterprise Fleet Financing Series 2024-2 Class A3, 5.61% 4/20/2028 (b) | 155000 | 157896 |
| Exeter Automobile Receivables Trust Series 2025-4A Class A3, 4.39% 9/17/2029  | 835000 | 837202 |
| Flatiron Clo 23 LLC Series 2025-1A Class AR, CME Term SOFR 3 month Index + 1.24%, 5.5624% 4/17/2036 (b)(c)(d) | 1178000 | 1179165 |
| Flatiron Rr Clo 22 LLC Series 2025-2A Class AR, CME Term SOFR 3 month Index + 0.91%, 5.2276% 10/15/2034 (b)(c)(d) | 890000 | 888949 |
| Ford Credit Auto Owner Trust Series 2024-D Class A3, 4.61% 8/15/2029  | 485000 | 490386 |
| Ford Credit Floorplan Master Owner Trust A Series 2024-1 Class A1, 5.29% 4/15/2029 (b) | 1146000 | 1166892 |
| Fordf Series 2025-1 Class A1, 4.63% 4/15/2030  | 730000 | 740694 |
| Fordf Series 2025-1 Class B, 4.84% 4/15/2030  | 365000 | 368106 |
| GMF Floorplan Owner Revolving Trust Series 2024-1A Class A1, 5.13% 3/15/2029 (b) | 1260000 | 1277596 |
| GMF Floorplan Owner Revolving Trust Series 2024-4A Class A1, 4.73% 11/15/2029 (b) | 270000 | 273648 |
| Greensky Home Improvement Issuer Trust Series 2025-2A Class A2, 4.93% 6/25/2060 (b) | 100000 | 100276 |
| Hyundai Auto Lease Securitization Trust Series 2024-B Class A3, 5.41% 5/17/2027 (b) | 406000 | 409042 |
| Hyundai Auto Receivables Trust Series 2024-A Class A3, 4.99% 2/15/2029  | 249000 | 251349 |
| Juniper Valley Park CLO LLC Series 2024-1A Class AR, CME Term SOFR 3 month Index + 1.25%, 5.5755% 7/20/2036 (b)(c)(d) | 1250000 | 1251296 |
| Kubota Credit Owner Trust Series 2024-2A Class A3, 5.26% 11/15/2028 (b) | 199000 | 202398 |
| Marlette Funding Trust 2025-1 Series 2025-1A Class A, 4.75% 7/16/2035 (b) | 99655 | 99756 |
| Marlette Funding Trust Series 2024-1A Class A, 5.95% 7/17/2034 (b) | 4746 | 4749 |
| Merchants Fleet Funding LLC Series 2024-1A Class A, 5.82% 4/20/2037 (b) | 195028 | 196528 |
| Nissan Master Owner Tr Receivable Series 2024-B Class A, 5.05% 2/15/2029 (b) | 440000 | 444983 |
| Oportun Funding Trust Series 2024-3 Class A, 5.26% 8/15/2029 (b) | 69840 | 69883 |
| Oportun Issuance Trust 2025-B Series 2025-B Class A, 4.88% 5/9/2033 (b) | 620000 | 623702 |
| Oportun Issuance Trust Series 2025-C Class A, 4.49% 7/8/2033 (b) | 270000 | 270323 |
| Porsche Finl Auto Securitization Tr 2023-2 Series 2023-2A Class A3, 5.79% 1/22/2029 (b) | 355485 | 358717 |
| Porsche Innovative Lease Owner Trust Series 2024-2A Class A3, 4.35% 10/20/2027 (b) | 902000 | 903615 |
| RCKT Trust Series 2025-1A Class A, 4.9% 7/25/2034 (b) | 104738 | 104832 |
| Reach Abs Trust Series 2025-2A Class A, 4.93% 8/18/2032 (b) | 309799 | 310648 |
| Santander Drive Auto Receivables Trust Series 2025-1 Class A3, 4.74% 1/16/2029  | 260000 | 260967 |
| SBNA Auto Lease Trust Series 2024-C Class A3, 4.56% 2/22/2028 (b) | 188000 | 188395 |
| SFS Auto Receivables Securitization Trust Series 2023-1A Class A3, 5.47% 10/20/2028 (b) | 1092722 | 1100221 |
| SFS Auto Receivables Securitization Trust Series 2024-1A Class A3, 4.95% 5/21/2029 (b) | 420719 | 422997 |
| SFS Auto Receivables Securitization Trust Series 2024-2A Class A3, 5.33% 11/20/2029 (b) | 132000 | 133454 |
| Sofi Consumer Loan Program Series 2025-3 Class A, 4.47% 8/15/2034 (b) | 310000 | 310196 |
| Terwin Mortgage Trust Series 2003-4HE Class A1, CME Term SOFR 1 month Index + 0.9745%, 5.297% 9/25/2034 (c)(d) | 109251 | 113805 |
| Tesla Electric Vehicle Trust Series 2023-1 Class A3, 5.38% 6/20/2028 (b) | 606000 | 610779 |
| Tesla Series 2024-A Class A3, 5.3% 6/21/2027 (b) | 514452 | 515902 |
| Upstart Securitization Trust Series 2023-3 Class A, 6.9% 10/20/2033 (b) | 169939 | 170912 |
| Usaa Auto Owner Trust 2023-A Series 2023-A Class A3, 5.58% 5/15/2028 (b) | 371690 | 374105 |
| USB Auto Owner Trust 2025-1 Series 2025-1A Class A3, 4.49% 6/17/2030 (b) | 330000 | 333901 |
| Verizon Master Trust Series 2023-4 Class A1A, 5.16% 6/20/2029  | 1416000 | 1426776 |
| Verizon Master Trust Series 2023-5 Class A1A, 5.61% 9/8/2028  | 1170000 | 1170739 |
| Verizon Master Trust Series 2024-8 Class A1A, 4.62% 11/20/2030  | 1170000 | 1186874 |
| Volkswagen Auto Loan Enhanced Trust 2023-2 Series 2023-2 Class A3, 5.48% 12/20/2028  | 878000 | 890431 |
| Volvo Financial Equipment LLC Series 2024-1A Class A3, 4.29% 10/16/2028 (b) | 94000 | 94257 |
| Wells Fargo Card Issuance Trust Series 2024-A2 Class A, 4.29% 10/15/2029  | 2000000 | 2017199 |
| Wheels Fleet Lease Funding 1 LLC Series 2023-2A Class A, 6.46% 8/18/2038 (b) | 661266 | 669977 |
| Wheels Fleet Lease Funding 1 LLC Series 2024-1A Class A1, 5.49% 2/18/2039 (b) | 889906 | 900027 |
| Wheels Fleet Lease Funding 1 LLC Series 2024-2A Class A1, 4.87% 6/21/2039 (b) | 297517 | 299841 |
| Wheels Fleet Lease Funding 1 LLC Series 2024-3A Class A1, 4.8% 9/19/2039 (b) | 865000 | 872128 |
| Wheels Fleet Lease Funding 1 LLC Series 2025-2A Class A1, 4.41% 5/18/2040 (b) | 1110000 | 1114556 |
| World Omni Auto Receivables Tr 2023-D Series 2023-D Class A3, 5.79% 2/15/2029  | 849821 | 858608 |
| World Omni Auto Receivables Trust 2023-C Series 2023-C Class A3, 5.15% 11/15/2028  | 116536 | 117201 |
| World Omni Auto Receivables Trust Series 2024-B Class A3, 5.27% 9/17/2029  | 602000 | 608444 |
| World Omni Auto Trust Series 2024-C Class A3, 4.43% 12/17/2029  | 717000 | 719984 |
| TOTAL UNITED STATES |  | 44023510 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $65,234,437) |  | <br> **65624670** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.2%** | &nbsp;&nbsp;**Bank Notes - 0.2%** | &nbsp;&nbsp;**Bank Notes - 0.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Morgan Stanley Bank NA 4.968% 7/14/2028 (c)<br>(Cost $999,999)<br>| 1000000 | **1013898** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.4%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.4%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.4%  |  |  |
| CFMT LLC Series 2024-HB13 Class A, 3% 5/25/2034 (b)(c) | 117641 | 115718 |
| CFMT LLC Series 2024-HB15 Class A, 4% 8/25/2034 (b)(c) | 61109 | 60784 |
| Fannie Mae Guaranteed REMIC Series 2001-40 Class Z, 6% 8/25/2031  | 16730 | 17021 |
| Fannie Mae Guaranteed REMIC Series 2015-27 Class KF, U.S. 30-Day Avg. SOFR Index + 0.4145%, 4.7629% 5/25/2045 (c)(d) | 246129 | 244734 |
| Fannie Mae Guaranteed REMIC Series 2016-42 Class FL, U.S. 30-Day Avg. SOFR Index + 0.4645%, 4.8129% 7/25/2046 (c)(d) | 254721 | 254133 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3949 Class MK, 4.5% 10/15/2034  | 159925 | 159400 |
| Ocwen Loan Investment Trust Series 2025-HB1 Class A, 3% 6/25/2038 (b)(c) | 227276 | 220867 |
| PRPM LLC Series 2024-RPL2 Class A1, 3.5% 5/25/2054 (b)(c) | 474288 | 461548 |
| Sequoia Mortgage Trust Series 2004-6 Class A3B, CME Term SOFR 6 month Index + 1.3083%, 5.5468% 7/20/2034 (c)(d) | 835 | 777 |
| TOTAL UNITED STATES |  | 1534982 |
| <br> **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> (Cost $1,527,062) |  | <br> **1534982** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 3.5%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 3.5%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 3.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 3.5%  |  |  |
| ALA Trust Series 2025-OANA Class A, CME Term SOFR 1 month Index + 1.7426%, 6.1066% 6/15/2040 (b)(c)(d) | 990000 | 994331 |
| BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class ANM, 3.112% 11/5/2032 (b) | 1157768 | 1111412 |
| BLOX Trust Series 2021-BLOX Class A, CME Term SOFR 1 month Index + 1.1145%, 5.4785% 9/15/2026 (b)(c)(d) | 3055000 | 3022778 |
| BLP Commercial Mortgage Trust Series 2024-IND2 Class A, CME Term SOFR 1 month Index + 1.3422%, 5.7053% 3/15/2041 (b)(c)(d) | 207793 | 208183 |
| BMP Series 2024-MF23 Class A, CME Term SOFR 1 month Index + 1.3719%, 5.735% 6/15/2041 (b)(c)(d) | 279000 | 279523 |
| BX Commercial Mortgage Trust 24-MDHS Series 2024-MDHS Class A, 6.0044% 5/15/2041 (b)(c) | 500353 | 501604 |
| BX Commercial Mortgage Trust Series 2024-GPA3 Class A, CME Term SOFR 1 month Index + 1.2928%, 5.6559% 12/15/2039 (b)(c)(d) | 116454 | 116781 |
| BX Commercial Mortgage Trust Series 2025-SPOT Class A, CME Term SOFR 1 month Index + 1.4434%, 5.8065% 4/15/2040 (b)(c)(d) | 713807 | 715368 |
| BX Trust 2025-ROIC Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 5.5069% 3/15/2030 (b)(c)(d) | 946309 | 945127 |
| BX Trust Series 2024-XL4 Class A, CME Term SOFR 1 month Index + 1.442%, 5.8051% 2/15/2039 (b)(c)(d) | 491477 | 492245 |
| BX Trust Series 2025-DIME Class A, CME Term SOFR 1 month Index + 1.15%, 5.5131% 2/15/2035 (b)(c)(d) | 634000 | 634099 |
| CF Hippolyta Issuer LLC Series 2021-1A Class A1, 1.53% 3/15/2061 (b) | 3187495 | 2663304 |
| CSMC Trust Series 2017-CHOP Class A, Prime Rate -2.306%, 5.194% 7/15/2032 (b)(c)(d) | 119170 | 118272 |
| GS Mortgage Securities Trust Series 2011-GC5 Class AS, 5.209% 8/10/2044 (b)(c) | 1689819 | 1652891 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2019-BKWD Class A, CME Term SOFR 1 month Index + 1.6145%, 5.9785% 9/15/2029 (b)(c)(d) | 866322 | 849039 |
| OPEN Trust Series 2023-AIR Class A, CME Term SOFR 1 month Index + 3.0891%, 7.4522% 11/15/2040 (b)(c)(d) | 22234 | 22248 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class A, CME Term SOFR 1 month Index + 1.2429%, 5.606% 12/15/2039 (b)(c)(d) | 392000 | 392000 |
| Wells Fargo Commercial Mortgage Trust Series 2024-GRP Class A, CME Term SOFR 1 month Index + 1.7913%, 6.1544% 10/15/2041 (b)(c)(d) | 492000 | 492762 |
| TOTAL UNITED STATES |  | 15211967 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $15,928,004) |  | <br> **15211967** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 72.1%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 72.1%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 72.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.6%  |  |  |
| Materials - 0.6% |  |  |
| Metals & Mining - 0.6% |  |  |
| Glencore Funding LLC 4.907% 4/1/2028 (b) | 307000 | 312099 |
| Glencore Funding LLC 5.338% 4/4/2027 (b) | 1250000 | 1269079 |
| Glencore Funding LLC 5.4% 5/8/2028 (b) | 900000 | 925324 |
| TOTAL AUSTRALIA |  | 2506502 |
| CANADA - 1.9%  |  |  |
| Communication Services - 0.5% |  |  |
| Wireless Telecommunication Services - 0.5% |  |  |
| Rogers Communications Inc 3.2% 3/15/2027  | 2000000 | 1967858 |
| Energy - 1.0% |  |  |
| Oil, Gas & Consumable Fuels - 1.0% |  |  |
| Enbridge Inc 3.7% 7/15/2027  | 1000000 | 991255 |
| Enbridge Inc 4.6% 6/20/2028  | 165000 | 166762 |
| Enbridge Inc 5.9% 11/15/2026  | 549000 | 558605 |
| South Bow USA Infrastructure Holdings LLC 4.911% 9/1/2027  | 1429000 | 1441251 |
| TransCanada PipeLines Ltd 4.25% 5/15/2028  | 1140000 | 1140704 |
|  |  | 4298577 |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| Canadian Imperial Bank of Commerce 4.857% 3/30/2029 (c) | 450000 | 456581 |
| Utilities - 0.4% |  |  |
| Independent Power and Renewable Electricity Producers - 0.4% |  |  |
| Emera US Finance LP 3.55% 6/15/2026  | 1610000 | 1596521 |
| TOTAL CANADA |  | 8319537 |
| DENMARK - 0.3%  |  |  |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| Danske Bank A/S 6.259% 9/22/2026 (b)(c) | 1228000 | 1229135 |
| FRANCE - 0.9%  |  |  |
| Financials - 0.9% |  |  |
| Banks - 0.9% |  |  |
| BNP Paribas SA 4.792% 5/9/2029 (b)(c) | 1400000 | 1413120 |
| Societe Generale SA 5.249% 5/22/2029 (b)(c) | 1360000 | 1380634 |
| Societe Generale SA 6.446% 1/10/2029 (b)(c) | 974000 | 1012953 |
| TOTAL FRANCE |  | 3806707 |
| GERMANY - 4.3%  |  |  |
| Consumer Discretionary - 1.7% |  |  |
| Automobiles - 1.7% |  |  |
| Mercedes-Benz Finance North America LLC 4.75% 8/1/2027 (b) | 1250000 | 1264002 |
| Volkswagen Group of America Finance LLC 3.2% 9/26/2026 (b) | 3919000 | 3864732 |
| Volkswagen Group of America Finance LLC 5.8% 9/12/2025 (b) | 1500000 | 1500467 |
| Volkswagen Group of America Finance LLC 6% 11/16/2026 (b) | 550000 | 559543 |
|  |  | 7188744 |
| Financials - 0.8% |  |  |
| Capital Markets - 0.8% |  |  |
| Deutsche Bank AG/New York NY 5.706% 2/8/2028 (c) | 1500000 | 1527894 |
| Deutsche Bank AG/New York NY 6.72% 1/18/2029 (c) | 1790000 | 1883364 |
|  |  | 3411258 |
| Health Care - 1.5% |  |  |
| Pharmaceuticals - 1.5% |  |  |
| Bayer US Finance II LLC 4.25% 12/15/2025 (b) | 6250000 | 6240179 |
| Industrials - 0.3% |  |  |
| Machinery - 0.3% |  |  |
| Daimler Truck Finance North America LLC 5% 1/15/2027 (b) | 1000000 | 1009497 |
| Daimler Truck Finance North America LLC 5.125% 9/25/2027 (b) | 399000 | 405500 |
|  |  | 1414997 |
| TOTAL GERMANY |  | 18255178 |
| IRELAND - 1.9%  |  |  |
| Financials - 1.5% |  |  |
| Consumer Finance - 1.5% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.75% 1/30/2026  | 4184000 | 4136097 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027  | 2006000 | 2070773 |
|  |  | 6206870 |
| Industrials - 0.4% |  |  |
| Transportation Infrastructure - 0.4% |  |  |
| Avolon Holdings Funding Ltd 2.528% 11/18/2027 (b) | 1000000 | 959745 |
| Avolon Holdings Funding Ltd 4.95% 1/15/2028 (b) | 811000 | 819090 |
|  |  | 1778835 |
| TOTAL IRELAND |  | 7985705 |
| ITALY - 0.5%  |  |  |
| Utilities - 0.5% |  |  |
| Electric Utilities - 0.5% |  |  |
| Enel Finance International NV 4.625% 6/15/2027 (b) | 900000 | 906342 |
| Enel Finance International NV 5.125% 6/26/2029 (b) | 1230000 | 1260717 |
| TOTAL ITALY |  | 2167059 |
| JAPAN - 1.3%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| NTT Finance Corp 4.567% 7/16/2027 (b) | 200000 | 201269 |
| NTT Finance Corp 4.62% 7/16/2028 (b) | 200000 | 202134 |
|  |  | 403403 |
| Consumer Staples - 0.1% |  |  |
| Tobacco - 0.1% |  |  |
| Japan Tobacco Inc 4.85% 5/15/2028 (b) | 627000 | 637915 |
| Financials - 1.1% |  |  |
| Banks - 1.1% |  |  |
| Mitsubishi UFJ Financial Group Inc 5.354% 9/13/2028 (c) | 900000 | 920609 |
| Mitsubishi UFJ Financial Group Inc 5.422% 2/22/2029 (c) | 1000000 | 1029344 |
| Mizuho Financial Group Inc 5.414% 9/13/2028 (c) | 2400000 | 2454419 |
|  |  | 4404372 |
| TOTAL JAPAN |  | 5445690 |
| NETHERLANDS - 1.1%  |  |  |
| Financials - 0.7% |  |  |
| Banks - 0.7% |  |  |
| Cooperatieve Rabobank UA 5.564% 2/28/2029 (b)(c) | 1500000 | 1548882 |
| ING Groep NV 4.55% 10/2/2028  | 1500000 | 1515648 |
|  |  | 3064530 |
| Information Technology - 0.4% |  |  |
| Semiconductors & Semiconductor Equipment - 0.4% |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 3.875% 6/18/2026  | 1460000 | 1453699 |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.3% 8/19/2028  | 293000 | 293618 |
|  |  | 1747317 |
| TOTAL NETHERLANDS |  | 4811847 |
| NORWAY - 0.1%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Equinor ASA 1.75% 1/22/2026  | 909000 | 899800 |
| SPAIN - 0.6%  |  |  |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| Banco Santander SA 5.365% 7/15/2028 (c) | 2400000 | 2448563 |
| SWITZERLAND - 0.6%  |  |  |
| Financials - 0.6% |  |  |
| Capital Markets - 0.6% |  |  |
| UBS Group AG 3.869% 1/12/2029 (b)(c) | 1063000 | 1052961 |
| UBS Group AG 6.442% 8/11/2028 (b)(c) | 1509000 | 1568467 |
| TOTAL SWITZERLAND |  | 2621428 |
| UNITED KINGDOM - 6.2%  |  |  |
| Consumer Staples - 1.9% |  |  |
| Tobacco - 1.9% |  |  |
| BAT International Finance PLC 1.668% 3/25/2026  | 6600000 | 6498343 |
| Imperial Brands Finance PLC 4.5% 6/30/2028 (b) | 426000 | 428711 |
| Imperial Brands Finance PLC 6.125% 7/27/2027 (b) | 1098000 | 1133746 |
|  |  | 8060800 |
| Financials - 4.2% |  |  |
| Banks - 4.2% |  |  |
| Barclays PLC 5.086% 2/25/2029 (c) | 1400000 | 1422753 |
| Barclays PLC 5.674% 3/12/2028 (c) | 1250000 | 1273780 |
| Barclays PLC 6.496% 9/13/2027 (c) | 2370000 | 2419205 |
| HSBC Holdings PLC 4.899% 3/3/2029 (c) | 995000 | 1009263 |
| HSBC Holdings PLC 5.597% 5/17/2028 (c) | 1500000 | 1531467 |
| HSBC Holdings PLC 5.887% 8/14/2027 (c) | 2390000 | 2422166 |
| HSBC Holdings PLC 6.161% 3/9/2029 (c) | 1500000 | 1564927 |
| Lloyds Banking Group PLC 3.574% 11/7/2028 (c) | 460000 | 453134 |
| Lloyds Banking Group PLC 5.087% 11/26/2028 (c) | 282000 | 286714 |
| Lloyds Banking Group PLC 5.871% 3/6/2029 (c) | 2570000 | 2668605 |
| NatWest Group PLC 5.516% 9/30/2028 (c) | 1820000 | 1864764 |
| NatWest Group PLC U.S. SOFR Index + 1.1%, 5.4599% 5/23/2029 (c)(d) | 1101000 | 1106123 |
|  |  | 18022901 |
| Industrials - 0.1% |  |  |
| Aerospace & Defense - 0.1% |  |  |
| BAE Systems PLC 5% 3/26/2027 (b) | 440000 | 445035 |
| TOTAL UNITED KINGDOM |  | 26528736 |
| UNITED STATES - 51.8%  |  |  |
| Communication Services - 2.1% |  |  |
| Diversified Telecommunication Services - 1.0% |  |  |
| AT&T Inc 1.7% 3/25/2026  | 3100000 | 3054684 |
| AT&T Inc 2.3% 6/1/2027  | 1000000 | 968564 |
|  |  | 4023248 |
| Media - 0.4% |  |  |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.75% 2/15/2028  | 1000000 | 985286 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.15% 11/10/2026  | 870000 | 883043 |
|  |  | 1868329 |
| Wireless Telecommunication Services - 0.7% |  |  |
| T-Mobile USA Inc 2.25% 2/15/2026  | 1600000 | 1582234 |
| T-Mobile USA Inc 3.75% 4/15/2027  | 1540000 | 1530298 |
|  |  | 3112532 |
| TOTAL COMMUNICATION SERVICES |  | 9004109 |
| Consumer Discretionary - 4.1% |  |  |
| Automobiles - 3.0% |  |  |
| American Honda Finance Corp 4.9% 7/9/2027  | 1000000 | 1013375 |
| General Motors Financial Co Inc 1.25% 1/8/2026  | 4954000 | 4896908 |
| General Motors Financial Co Inc 5.25% 3/1/2026  | 3100000 | 3105240 |
| General Motors Financial Co Inc 5.4% 5/8/2027  | 1500000 | 1525100 |
| Hyundai Capital America 4.875% 6/23/2027 (b) | 1130000 | 1139646 |
| Hyundai Capital America 5.45% 6/24/2026 (b) | 873000 | 879672 |
|  |  | 12559941 |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Starbucks Corp 2% 3/12/2027  | 1000000 | 969033 |
| Household Durables - 0.2% |  |  |
| Toll Brothers Finance Corp 4.875% 3/15/2027  | 1000000 | 1006800 |
| Specialty Retail - 0.7% |  |  |
| AutoNation Inc 4.5% 10/1/2025  | 1460000 | 1459499 |
| AutoZone Inc 5.05% 7/15/2026  | 1000000 | 1006861 |
| O'Reilly Automotive Inc 5.75% 11/20/2026  | 393000 | 399552 |
|  |  | 2865912 |
| TOTAL CONSUMER DISCRETIONARY |  | 17401686 |
| Consumer Staples - 0.9% |  |  |
| Beverages - 0.2% |  |  |
| Constellation Brands Inc 3.5% 5/9/2027  | 1000000 | 988796 |
| Consumer Staples Distribution & Retail - 0.5% |  |  |
| Dollar General Corp 4.625% 11/1/2027  | 1000000 | 1007056 |
| Mars Inc 4.6% 3/1/2028 (b) | 987000 | 999294 |
|  |  | 2006350 |
| Food Products - 0.2% |  |  |
| Bunge Ltd Finance Corp 4.1% 1/7/2028  | 698000 | 697614 |
| The Campbell's Company 5.3% 3/20/2026  | 292000 | 293276 |
|  |  | 990890 |
| TOTAL CONSUMER STAPLES |  | 3986036 |
| Energy - 4.8% |  |  |
| Oil, Gas & Consumable Fuels - 4.8% |  |  |
| Columbia Pipelines Holding Co LLC 6.042% 8/15/2028 (b) | 880000 | 920579 |
| DCP Midstream Operating LP 5.625% 7/15/2027  | 1555000 | 1587553 |
| Diamondback Energy Inc 5.2% 4/18/2027  | 1364000 | 1384483 |
| Energy Transfer LP 5.5% 6/1/2027  | 1000000 | 1016978 |
| Energy Transfer LP 6% 2/1/2029 (b) | 900000 | 912770 |
| EQT Corp 3.9% 10/1/2027  | 930000 | 921183 |
| EQT Corp 5.7% 4/1/2028  | 890000 | 919841 |
| Marathon Petroleum Corp 3.8% 4/1/2028  | 930000 | 920867 |
| MPLX LP 1.75% 3/1/2026  | 5000000 | 4932710 |
| Occidental Petroleum Corp 5% 8/1/2027  | 875000 | 883642 |
| ONEOK Inc 4.25% 9/24/2027  | 1272000 | 1273147 |
| ONEOK Inc 5.625% 1/15/2028 (b) | 890000 | 910639 |
| Spectra Energy Partners LP 3.375% 10/15/2026  | 920000 | 910094 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp 5% 1/15/2028  | 910000 | 910889 |
| Western Gas Partners LP 4.65% 7/1/2026  | 910000 | 909089 |
| Williams Cos Inc/The 5.3% 8/15/2028  | 890000 | 918144 |
| Williams Cos Inc/The 5.4% 3/2/2026  | 290000 | 291355 |
|  |  | 20523963 |
| Financials - 24.5% |  |  |
| Banks - 12.2% |  |  |
| Bank of America Corp 4.623% 5/9/2029 (c) | 1360000 | 1375341 |
| Bank of America Corp 4.948% 7/22/2028 (c) | 5000000 | 5065976 |
| Bank of America Corp 5.202% 4/25/2029 (c) | 8000000 | 8202930 |
| Citigroup Inc 3.52% 10/27/2028 (c) | 2107000 | 2075155 |
| Citigroup Inc 3.668% 7/24/2028 (c) | 1400000 | 1384447 |
| Citigroup Inc 3.887% 1/10/2028 (c) | 2000000 | 1987905 |
| Citigroup Inc 4.075% 4/23/2029 (c) | 1700000 | 1693954 |
| Citigroup Inc 4.786% 3/4/2029 (c) | 1400000 | 1418313 |
| Huntington Bancshares Inc/OH 6.208% 8/21/2029 (c) | 1100000 | 1159228 |
| JPMorgan Chase & Co 2.182% 6/1/2028 (c) | 1000000 | 966883 |
| JPMorgan Chase & Co 4.323% 4/26/2028 (c) | 1500000 | 1501788 |
| JPMorgan Chase & Co 4.851% 7/25/2028 (c) | 5000000 | 5061885 |
| JPMorgan Chase & Co 4.979% 7/22/2028 (c) | 1000000 | 1014349 |
| JPMorgan Chase & Co 4.995% 7/22/2030 (c) | 1000000 | 1025617 |
| PNC Financial Services Group Inc/The 5.3% 1/21/2028 (c) | 568000 | 576724 |
| PNC Financial Services Group Inc/The 5.354% 12/2/2028 (c) | 2000000 | 2051516 |
| Santander Holdings USA Inc 3.244% 10/5/2026  | 1000000 | 987440 |
| Santander Holdings USA Inc 6.124% 5/31/2027 (c) | 410000 | 414618 |
| Santander Holdings USA Inc 6.499% 3/9/2029 (c) | 989000 | 1035243 |
| Truist Financial Corp 4.873% 1/26/2029 (c) | 1120000 | 1137282 |
| US Bancorp 4.653% 2/1/2029 (c) | 2100000 | 2123921 |
| US Bancorp 5.775% 6/12/2029 (c) | 500000 | 520989 |
| Wells Fargo & Co 2.393% 6/2/2028 (c) | 1780000 | 1725147 |
| Wells Fargo & Co 3.526% 3/24/2028 (c) | 1400000 | 1385073 |
| Wells Fargo & Co 3.584% 5/22/2028 (c) | 1000000 | 989268 |
| Wells Fargo & Co 4.808% 7/25/2028 (c) | 2000000 | 2021369 |
| Wells Fargo & Co 4.9% 1/24/2028 (c) | 914000 | 921943 |
| Wells Fargo & Co 4.97% 4/23/2029 (c) | 910000 | 927266 |
| Wells Fargo & Co 5.707% 4/22/2028 (c) | 1500000 | 1534166 |
|  |  | 52285736 |
| Capital Markets - 6.5% |  |  |
| Ares Strategic Income Fund 5.45% 9/9/2028 (b) | 872000 | 877285 |
| Athene Global Funding 4.95% 1/7/2027 (b) | 1134000 | 1143645 |
| Athene Global Funding 5.516% 3/25/2027 (b) | 3000000 | 3051401 |
| Blackstone Private Credit Fund 7.3% 11/27/2028  | 1300000 | 1389529 |
| Equitable America Global Funding 4.65% 6/9/2028 (b) | 522000 | 527105 |
| GA Global Funding Trust 4.4% 9/23/2027 (b) | 1610000 | 1612903 |
| Goldman Sachs Group Inc/The 2.64% 2/24/2028 (c) | 3000000 | 2929408 |
| Goldman Sachs Group Inc/The 3.615% 3/15/2028 (c) | 1400000 | 1385589 |
| Goldman Sachs Group Inc/The 4.223% 5/1/2029 (c) | 1130000 | 1130797 |
| Goldman Sachs Group Inc/The 4.482% 8/23/2028 (c) | 1000000 | 1004412 |
| Goldman Sachs Group Inc/The 4.937% 4/23/2028 (c) | 910000 | 919539 |
| HPS Corporate Lending Fund 5.3% 6/5/2027 (b) | 568000 | 570945 |
| Intercontinental Exchange Inc 3.625% 9/1/2028  | 1500000 | 1479803 |
| LPL Holdings Inc 4.9% 4/3/2028  | 485000 | 491172 |
| Morgan Stanley 2.475% 1/21/2028 (c) | 1400000 | 1366577 |
| Morgan Stanley 3.591% 7/22/2028 (c) | 1000000 | 987736 |
| Morgan Stanley 3.772% 1/24/2029 (c) | 2111000 | 2089918 |
| Morgan Stanley 5.123% 2/1/2029 (c) | 1507000 | 1539165 |
| Morgan Stanley 5.164% 4/20/2029 (c) | 1630000 | 1666453 |
| Morgan Stanley 6.296% 10/18/2028 (c) | 880000 | 917539 |
| Sammons Financial Group Global Funding 5.05% 1/10/2028 (b) | 1000000 | 1017154 |
|  |  | 28098075 |
| Consumer Finance - 2.5% |  |  |
| Ally Financial Inc 4.75% 6/9/2027  | 920000 | 924404 |
| American Express Co 4.731% 4/25/2029 (c) | 1100000 | 1118072 |
| Capital One Financial Corp 7.149% 10/29/2027 (c) | 2000000 | 2060820 |
| Ford Motor Credit Co LLC 5.8% 3/5/2027  | 1500000 | 1511614 |
| Ford Motor Credit Co LLC 6.95% 6/10/2026  | 5000000 | 5065264 |
|  |  | 10680174 |
| Financial Services - 1.5% |  |  |
| Aon Corp / Aon Global Holdings PLC 2.85% 5/28/2027  | 2000000 | 1959250 |
| CNH Industrial Capital LLC 4.55% 4/10/2028  | 910000 | 918200 |
| Corebridge Global Funding 4.65% 8/20/2027 (b) | 424000 | 428077 |
| Corebridge Global Funding 5.75% 7/2/2026 (b) | 1200000 | 1214885 |
| Fiserv Inc 5.45% 3/2/2028  | 900000 | 925775 |
| Sammons Financial Group Inc 4.45% 5/12/2027 (b) | 910000 | 908049 |
|  |  | 6354236 |
| Insurance - 1.8% |  |  |
| Arthur J Gallagher & Co 4.6% 12/15/2027  | 762000 | 768796 |
| Brown & Brown Inc 4.6% 12/23/2026  | 423000 | 424983 |
| Brown & Brown Inc 4.7% 6/23/2028  | 236000 | 238260 |
| Equitable Financial Life Global Funding 1.7% 11/12/2026 (b) | 2000000 | 1941630 |
| Equitable Financial Life Global Funding 4.6% 4/1/2027 (b) | 831000 | 835807 |
| Jackson National Life Global Funding 4.9% 1/13/2027 (b) | 1079000 | 1086760 |
| Jackson National Life Global Funding 5.55% 7/2/2027 (b) | 832000 | 849817 |
| Metropolitan Tower Global Funding 4% 10/1/2027 (b) | 416000 | 414824 |
| RGA Global Funding 4.35% 8/25/2028 (b) | 1300000 | 1303609 |
|  |  | 7864486 |
| TOTAL FINANCIALS |  | 105282707 |
| Health Care - 2.8% |  |  |
| Biotechnology - 0.2% |  |  |
| Amgen Inc 5.15% 3/2/2028  | 900000 | 921026 |
| Health Care Providers & Services - 2.4% |  |  |
| Centene Corp 2.45% 7/15/2028  | 570000 | 526587 |
| Cigna Group/The 3.4% 3/1/2027  | 1000000 | 989268 |
| CVS Health Corp 3% 8/15/2026  | 1460000 | 1441334 |
| CVS Health Corp 4.3% 3/25/2028  | 1610000 | 1609238 |
| CVS Health Corp 5% 2/20/2026  | 1500000 | 1503500 |
| HCA Inc 3.125% 3/15/2027  | 1000000 | 983821 |
| HCA Inc 5% 3/1/2028  | 590000 | 600677 |
| HCA Inc 5.875% 2/15/2026  | 1400000 | 1401155 |
| Icon Investments Six DAC 5.809% 5/8/2027  | 1224000 | 1249425 |
|  |  | 10305005 |
| Pharmaceuticals - 0.2% |  |  |
| Haleon US Capital LLC 3.375% 3/24/2027  | 1000000 | 988393 |
| TOTAL HEALTH CARE |  | 12214424 |
| Industrials - 2.2% |  |  |
| Aerospace & Defense - 1.4% |  |  |
| Boeing Co 2.196% 2/4/2026  | 1750000 | 1733228 |
| Boeing Co 5.04% 5/1/2027  | 1000000 | 1009316 |
| Boeing Co 6.259% 5/1/2027  | 1010000 | 1039307 |
| L3Harris Technologies Inc 5.4% 1/15/2027  | 2000000 | 2031566 |
|  |  | 5813417 |
| Machinery - 0.4% |  |  |
| Ingersoll Rand Inc 5.197% 6/15/2027  | 1500000 | 1525573 |
| Trading Companies & Distributors - 0.4% |  |  |
| Air Lease Corp 3.625% 4/1/2027  | 1919000 | 1897385 |
| TOTAL INDUSTRIALS |  | 9236375 |
| Information Technology - 4.2% |  |  |
| Electronic Equipment, Instruments & Components - 0.7% |  |  |
| Dell International LLC / EMC Corp 4.75% 4/1/2028  | 1370000 | 1389357 |
| Dell International LLC / EMC Corp 5% 4/1/2030  | 493000 | 505270 |
| Dell International LLC / EMC Corp 6.02% 6/15/2026  | 1144000 | 1154008 |
|  |  | 3048635 |
| IT Services - 0.4% |  |  |
| CDW LLC / CDW Finance Corp 2.67% 12/1/2026  | 940000 | 919615 |
| CDW LLC / CDW Finance Corp 4.25% 4/1/2028  | 1000000 | 993186 |
|  |  | 1912801 |
| Semiconductors & Semiconductor Equipment - 1.6% |  |  |
| Broadcom Inc 5.05% 7/12/2027  | 1500000 | 1523374 |
| Marvell Technology Inc 4.875% 6/22/2028  | 1590000 | 1611694 |
| Microchip Technology Inc 4.9% 3/15/2028  | 1139000 | 1155142 |
| Micron Technology Inc 5.327% 2/6/2029  | 660000 | 678576 |
| Micron Technology Inc 5.375% 4/15/2028  | 890000 | 917603 |
| Micron Technology Inc 6.75% 11/1/2029  | 441000 | 478775 |
|  |  | 6365164 |
| Software - 1.2% |  |  |
| Oracle Corp 2.8% 4/1/2027  | 1000000 | 979069 |
| Oracle Corp 4.8% 8/3/2028  | 1300000 | 1324932 |
| Roper Technologies Inc 4.25% 9/15/2028  | 961000 | 964676 |
| VMware LLC 3.9% 8/21/2027  | 1160000 | 1153465 |
| VMware LLC 4.65% 5/15/2027  | 910000 | 915803 |
|  |  | 5337945 |
| Technology Hardware, Storage & Peripherals - 0.3% |  |  |
| Hewlett Packard Enterprise Co 4.4% 9/25/2027  | 566000 | 568683 |
| Hewlett Packard Enterprise Co 4.45% 9/25/2026  | 697000 | 697983 |
|  |  | 1266666 |
| TOTAL INFORMATION TECHNOLOGY |  | 17931211 |
| Materials - 0.6% |  |  |
| Chemicals - 0.5% |  |  |
| Celanese US Holdings LLC 6.665% 7/15/2027 (c) | 573000 | 589610 |
| Westlake Corp 3.6% 8/15/2026  | 1460000 | 1449480 |
|  |  | 2039090 |
| Construction Materials - 0.1% |  |  |
| Amrize Finance US LLC 4.6% 4/7/2027 (b) | 413000 | 415104 |
| Amrize Finance US LLC 4.7% 4/7/2028 (b) | 297000 | 300678 |
|  |  | 715782 |
| TOTAL MATERIALS |  | 2754872 |
| Real Estate - 1.7% |  |  |
| Diversified REITs - 0.4% |  |  |
| VICI Properties LP 4.75% 2/15/2028  | 910000 | 917148 |
| VICI Properties LP 4.75% 4/1/2028  | 987000 | 997731 |
|  |  | 1914879 |
| Specialized REITs - 1.3% |  |  |
| American Tower Corp 3.125% 1/15/2027  | 1400000 | 1378871 |
| American Tower Corp 3.65% 3/15/2027  | 1163000 | 1154001 |
| American Tower Corp 5.25% 7/15/2028  | 890000 | 915556 |
| Crown Castle Inc 4% 3/1/2027  | 2000000 | 1989395 |
|  |  | 5437823 |
| TOTAL REAL ESTATE |  | 7352702 |
| Utilities - 3.9% |  |  |
| Electric Utilities - 2.1% |  |  |
| Cleco Corporate Holdings LLC 3.743% 5/1/2026  | 1380000 | 1370378 |
| Cleveland Electric Illuminating Co/The 3.5% 4/1/2028 (b) | 950000 | 931132 |
| Duke Energy Corp 5% 12/8/2027  | 900000 | 916768 |
| Eversource Energy 2.9% 3/1/2027  | 1000000 | 981950 |
| Exelon Corp 5.15% 3/15/2029  | 286000 | 294289 |
| FirstEnergy Corp 1.6% 1/15/2026  | 476000 | 470362 |
| FirstEnergy Pennsylvania Electric Co 5.15% 3/30/2026 (b) | 550000 | 551997 |
| FirstEnergy Pennsylvania Electric Co 5.2% 4/1/2028 (b) | 900000 | 921019 |
| NextEra Energy Capital Holdings Inc 4.685% 9/1/2027  | 601000 | 606680 |
| Pinnacle West Capital Corp 4.9% 5/15/2028  | 212000 | 215166 |
| Southern Co/The 5.15% 10/6/2025  | 1400000 | 1400429 |
| Vistra Operations Co LLC 5.05% 12/30/2026 (b) | 323000 | 325379 |
|  |  | 8985549 |
| Gas Utilities - 0.2% |  |  |
| CenterPoint Energy Resources Corp 5.25% 3/1/2028  | 900000 | 923973 |
| Independent Power and Renewable Electricity Producers - 0.4% |  |  |
| AES Corp/The 5.45% 6/1/2028  | 1530000 | 1565848 |
| Multi-Utilities - 1.2% |  |  |
| Dominion Energy Inc 3.6% 3/15/2027  | 1000000 | 991322 |
| DTE Energy Co 2.85% 10/1/2026  | 940000 | 926402 |
| DTE Energy Co 4.95% 7/1/2027  | 394000 | 399251 |
| NiSource Inc 5.25% 3/30/2028  | 900000 | 924763 |
| Public Service Enterprise Group Inc 5.85% 11/15/2027  | 890000 | 922295 |
| WEC Energy Group Inc 5.15% 10/1/2027  | 1000000 | 1018507 |
|  |  | 5182540 |
| TOTAL UTILITIES |  | 16657910 |
| TOTAL UNITED STATES |  | 222345995 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $305,380,937) |  | <br> **309371882** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 0.8%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 0.8%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 0.8%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.8%  |  |  |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2039  | 246092 | 246773 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039  | 131287 | 131568 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 345937 | 346679 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2049  | 2260697 | 2219621 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2034  | 610595 | 628611 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2031  | 97 | 101 |
| Freddie Mac Gold Pool 8.5% 5/1/2027  | 7 | 7 |
| Freddie Mac Gold Pool 8.5% 6/1/2027  | 790 | 806 |
| Freddie Mac Gold Pool 8.5% 7/1/2027  | 2 | 2 |
| Freddie Mac Gold Pool 8.5% 7/1/2028  | 69 | 70 |
| Freddie Mac Gold Pool 8.5% 8/1/2026  | 71 | 72 |
| Freddie Mac Gold Pool 8.5% 8/1/2027  | 1684 | 1723 |
| Freddie Mac Gold Pool 8.5% 8/1/2027  | 194 | 197 |
| Ginnie Mae I Pool 7% 1/15/2028  | 615 | 620 |
| Ginnie Mae I Pool 7% 1/15/2028  | 162 | 164 |
| Ginnie Mae I Pool 7% 1/15/2029  | 748 | 759 |
| Ginnie Mae I Pool 7% 1/15/2029  | 151 | 153 |
| Ginnie Mae I Pool 7% 1/15/2031  | 353 | 363 |
| Ginnie Mae I Pool 7% 1/15/2032  | 181 | 184 |
| Ginnie Mae I Pool 7% 10/15/2028  | 902 | 919 |
| Ginnie Mae I Pool 7% 10/15/2028  | 606 | 617 |
| Ginnie Mae I Pool 7% 10/15/2028  | 71 | 72 |
| Ginnie Mae I Pool 7% 11/15/2027  | 134 | 136 |
| Ginnie Mae I Pool 7% 11/15/2028  | 1254 | 1274 |
| Ginnie Mae I Pool 7% 11/15/2028  | 357 | 363 |
| Ginnie Mae I Pool 7% 12/15/2028  | 256 | 260 |
| Ginnie Mae I Pool 7% 12/15/2028  | 183 | 186 |
| Ginnie Mae I Pool 7% 12/15/2029  | 135 | 138 |
| Ginnie Mae I Pool 7% 2/15/2028  | 57 | 57 |
| Ginnie Mae I Pool 7% 2/15/2030  | 1921 | 1974 |
| Ginnie Mae I Pool 7% 2/15/2031  | 157 | 162 |
| Ginnie Mae I Pool 7% 2/15/2032  | 169 | 174 |
| Ginnie Mae I Pool 7% 3/15/2028  | 13 | 13 |
| Ginnie Mae I Pool 7% 3/15/2031  | 283 | 292 |
| Ginnie Mae I Pool 7% 3/15/2031  | 118 | 122 |
| Ginnie Mae I Pool 7% 3/15/2031  | 52 | 53 |
| Ginnie Mae I Pool 7% 3/15/2032  | 1074 | 1107 |
| Ginnie Mae I Pool 7% 3/15/2032  | 538 | 558 |
| Ginnie Mae I Pool 7% 4/15/2028  | 3054 | 3081 |
| Ginnie Mae I Pool 7% 4/15/2028  | 244 | 246 |
| Ginnie Mae I Pool 7% 4/15/2028  | 169 | 171 |
| Ginnie Mae I Pool 7% 4/15/2029  | 724 | 736 |
| Ginnie Mae I Pool 7% 4/15/2029  | 48 | 49 |
| Ginnie Mae I Pool 7% 4/15/2032  | 530 | 547 |
| Ginnie Mae I Pool 7% 4/15/2032  | 399 | 412 |
| Ginnie Mae I Pool 7% 5/15/2029  | 566 | 575 |
| Ginnie Mae I Pool 7% 5/15/2031  | 3038 | 3141 |
| Ginnie Mae I Pool 7% 5/15/2032  | 687 | 710 |
| Ginnie Mae I Pool 7% 6/15/2028  | 449 | 455 |
| Ginnie Mae I Pool 7% 6/15/2028  | 198 | 201 |
| Ginnie Mae I Pool 7% 6/15/2029  | 57 | 57 |
| Ginnie Mae I Pool 7% 6/15/2032  | 1975 | 2040 |
| Ginnie Mae I Pool 7% 6/15/2032  | 715 | 743 |
| Ginnie Mae I Pool 7% 7/15/2028  | 2258 | 2289 |
| Ginnie Mae I Pool 7% 7/15/2028  | 638 | 649 |
| Ginnie Mae I Pool 7% 7/15/2028  | 222 | 226 |
| Ginnie Mae I Pool 7% 7/15/2029  | 553 | 566 |
| Ginnie Mae I Pool 7% 7/15/2029  | 174 | 178 |
| Ginnie Mae I Pool 7% 7/15/2031  | 2135 | 2197 |
| Ginnie Mae I Pool 7% 7/15/2031  | 380 | 389 |
| Ginnie Mae I Pool 7% 8/15/2028  | 1497 | 1523 |
| Ginnie Mae I Pool 7% 8/15/2028  | 921 | 936 |
| Ginnie Mae I Pool 7% 8/15/2028  | 197 | 200 |
| Ginnie Mae I Pool 7% 8/15/2032  | 14648 | 15112 |
| Ginnie Mae I Pool 7% 8/15/2032  | 705 | 732 |
| Ginnie Mae I Pool 7% 8/15/2032  | 224 | 232 |
| Ginnie Mae I Pool 7% 9/15/2028  | 1470 | 1492 |
| Ginnie Mae I Pool 7% 9/15/2028  | 292 | 295 |
| Ginnie Mae I Pool 7% 9/15/2028  | 5 | 4 |
| TOTAL UNITED STATES |  | 3627134 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $3,883,912) |  | <br> **3627134** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 6.7%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 6.7%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 6.7%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 6.7%** |
|  | Yield (%) (e) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Notes 3.875% 6/15/2028 (f) | 3.69 | 7041600 | 7096062 |
| US Treasury Notes 4.625% 9/30/2028  | 3.59 to 3.89 | 20951600 | 21577693 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $28,506,881) |  |  | **28673755** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.4%** | &nbsp;&nbsp;**Money Market Funds - 1.4%** | &nbsp;&nbsp;**Money Market Funds - 1.4%** | &nbsp;&nbsp;**Money Market Funds - 1.4%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (g)<br>(Cost $5,798,608)<br>| 4.36 | 5797448 | **5798608** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.4%**<br> (Cost $427,259,840)<br>| <br>**430856896** |
| **NET OTHER ASSETS (LIABILITIES) - (0.4)%**  | **(1757803)** |
| **NET ASSETS - 100.0%** | **429099093** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| CBOT 2Y US Treasury Notes Contracts (United States) | 344 | 12/31/2025 | 71753563 | 121929 | 121929 |
| The notional amount of futures purchased as a percentage of Net Assets is 16.7% | The notional amount of futures purchased as a percentage of Net Assets is 16.7% | The notional amount of futures purchased as a percentage of Net Assets is 16.7% | The notional amount of futures purchased as a percentage of Net Assets is 16.7% | The notional amount of futures purchased as a percentage of Net Assets is 16.7% | The notional amount of futures purchased as a percentage of Net Assets is 16.7% |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $126,587,561 or 29.5% of net assets.

(c) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(d) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(e) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(f) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $453,480.

(g) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 160392 | 169077884 | 163439668 | 202368 | - | - | 5798608 | 5797448 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | - | 8939343 | 8939343 | 124 | - | - | - | - | 0.0% |
| Total | 160392 | 178017227 | 172379011 | 202492 | - | - | 5798608 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line item in the Statement of Operations, if applicable.

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

Amounts included in the purchases and sales proceeds columns may include in-kind transactions, if applicable.

**Investment Valuation**

The following is a summary of the inputs used, as of August 31, 2025, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** |
| **Description** | **Total ($)** | **Level 1 ($)** | **Level 2 ($)** | **Level 3 ($)** |
|  **<u>Investments in Securities:</u>** |  |  |  |  |
|  **Asset-Backed Securities** | 65624670 | - | 65624670 | - |
|  **Bank Notes** |  |  |  |  |
| Financials | 1013898 | - | 1013898 | - |
|  **Collateralized Mortgage Obligations** | 1534982 | - | 1534982 | - |
|  **Commercial Mortgage Securities** | 15211967 | - | 15211967 | - |
|  **Non-Convertible Corporate Bonds** |  |  |  |  |
| Communication Services | 11375370 | - | 11375370 | - |
| Consumer Discretionary | 24590430 | - | 24590430 | - |
| Consumer Staples | 12684751 | - | 12684751 | - |
| Energy | 25722340 | - | 25722340 | - |
| Financials | 150955052 | - | 150955052 | - |
| Health Care | 18454603 | - | 18454603 | - |
| Industrials | 12875242 | - | 12875242 | - |
| Information Technology | 19678528 | - | 19678528 | - |
| Materials | 5261374 | - | 5261374 | - |
| Real Estate | 7352702 | - | 7352702 | - |
| Utilities | 20421490 | - | 20421490 | - |
|  **U.S. Government Agency - Mortgage Securities** | 3627134 | - | 3627134 | - |
|  **U.S. Treasury Obligations** | 28673755 | - | 28673755 | - |
|  **Money Market Funds** | 5798608 | 5798608 | - | - |
| **Total Investments in Securities:** | 430856896 | 5798608 | 425058288 | - |
|  **<u>Derivative Instruments:</u>** |  |  |  |  |
|  **Assets** |  |  |  |  |
| Futures Contracts | 121929 | 121929 | - | - |
| Total Assets | 121929 | 121929 | - | - |
| **Total Derivative Instruments:** | 121929 | 121929 | - | - |

---

**Value of Derivative Instruments**

The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of August 31, 2025. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.

---

| | | |
|:---|:---|:---|
| **Primary Risk Exposure / Derivative Type** <br>| **Value** | **Value** |
|  | **Asset ($)** | **Liability ($)** |
| **Interest Rate Risk** |  |  |
| Futures Contracts (a)  | 121929 | - |
| **Total Interest Rate Risk**  | 121929 | - |
| **Total Value of Derivatives** | 121929 | - |

---

(a)Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in Total accumulated earnings (loss).

**Financial Statements**

---

| | | |
|:---|:---|:---|
| **Statement of Assets and Liabilities** | **Statement of Assets and Liabilities** | **Statement of Assets and Liabilities** |
| **As of August 31, 2025** | **As of August 31, 2025** | **As of August 31, 2025** |
| **Assets**  |  |  |
| Investment in securities, at value - See accompanying schedule: |  |  |
| Unaffiliated issuers (cost $421,461,232) | $425058288 |  |
| Fidelity Central Funds (cost $5,798,608) | 5798608 |  |
| Total Investment in Securities (cost $427,259,840) |  | $430856896 |
| Receivable for investments sold |  | 1 |
| Receivable for fund shares sold |  | 71929 |
| Interest receivable |  | 4435332 |
| Distributions receivable from Fidelity Central Funds |  | 6047 |
| Receivable for daily variation margin on futures contracts |  | 24654 |
| Receivable from investment adviser for expense reductions |  | 620 |
| **Total assets** |  | 435395479 |
| **Liabilities** |  |  |
| Payable for investments purchased  | $5937293 |  |
| Payable for fund shares redeemed | 350767 |  |
| Other payables and accrued expenses | 8326 |  |
| **Total liabilities** |  | 6296386 |
| **Net Assets**  |  | $429099093 |
| Net Assets consist of: |  |  |
| Paid in capital |  | $455572684 |
| Total accumulated earnings (loss) |  | (26473591) |
| **Net Assets** |  | $429099093 |
| **Net Asset Value**, offering price and redemption price per share ($429,099,093 ÷ 42,521,062 shares) |  | $10.09 |

---

---

| | | |
|:---|:---|:---|
| **Statement of Operations** | **Statement of Operations** | **Statement of Operations** |
| <br> **Year ended August 31, 2025** | <br> **Year ended August 31, 2025** | <br> **Year ended August 31, 2025** |
| **Investment Income** |  |  |
| Interest  |  | $20821849 |
| Income from Fidelity Central Funds (including $124 from security lending)  |  | 202492 |
| **Total income** |  | 21024341 |
| **Expenses** |  |  |
| Custodian fees and expenses | $14319 |  |
| Independent trustees' fees and expenses | 1153 |  |
| Total expenses before reductions | 15472 |  |
| Expense reductions | (4432) |  |
| Total expenses after reductions |  | 11040 |
| **Net Investment income (loss)** |  | 21013301 |
| **Realized and Unrealized Gain (Loss)** |  |  |
| Net realized gain (loss) on: |  |  |
| Investment Securities: |  |  |
| Unaffiliated issuers  | (338334) |  |
| Futures contracts | (487236) |  |
| Total net realized gain (loss) |  | (825570) |
| Change in net unrealized appreciation (depreciation) on: |  |  |
| Investment Securities: |  |  |
| Unaffiliated issuers  | 2787948 |  |
| Futures contracts | 181638 |  |
| Total change in net unrealized appreciation (depreciation) |  | 2969586 |
| **Net gain (loss)** |  | 2144016 |
| **Net increase (decrease) in net assets resulting from operations** |  | $23157317 |

---

---

| | | |
|:---|:---|:---|
| **Statement of Changes in Net Assets** | **Statement of Changes in Net Assets** | **Statement of Changes in Net Assets** |
|  | **Year ended**<br> **August 31, 2025** | **Year ended**<br> **August 31, 2024** |
| **Increase (Decrease) in Net Assets** |  |  |
| Operations |  |  |
| &nbsp;&nbsp;Net investment income (loss) | $21013301 | $20024677 |
| &nbsp;&nbsp;Net realized gain (loss) | (825570)<br>| (2474554)<br>|
| &nbsp;&nbsp;Change in net unrealized appreciation (depreciation) | 2969586 | 18994339<br>|
| &nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations** | 23157317<br>| 36544462<br>|
| Distributions to shareholders | (19807993)<br>| (18308328)<br>|
| Share transactions |  |  |
| &nbsp;&nbsp;Proceeds from sales of shares | 38774937 | 68158044 |
| Reinvestment of distributions | 19807557<br>| 18265565<br>|
| &nbsp;&nbsp;Cost of shares redeemed | (112940699) | (179171534) |
| **Net increase (decrease) in net assets resulting from share transactions** | (54358205)<br>| (92747925)<br>|
| &nbsp;&nbsp;**Total increase (decrease) in net assets** | (51008881)<br>| (74511791)<br>|
| **Net Assets** |  |  |
| &nbsp;&nbsp;Beginning of period | 480107974 | 554619765<br>|
| &nbsp;&nbsp;End of period | $429099093 | $480107974 |
| **Other Information** |  |  |
| Shares |  |  |
| &nbsp;&nbsp;Sold | 3872200 | 6940771 |
| Issued in reinvestment of distributions | 1973393<br>| 1858391<br>|
| &nbsp;&nbsp;Redeemed | (11264829) | (18260710) |
| &nbsp;&nbsp;Net increase (decrease) | (5419236) | (9461548) |

---

**Financial Highlights** 

**Fidelity® Series Short-Term Credit Fund** <br>

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Years ended August 31,** | **2025**  | **2024**  | **2023**  | **2022**  | **2021**  |
| **Selected Per-Share Data**  |  |  |  |  |  |
| Net asset value, beginning of period  | $10.01 | $9.66 | $9.61 | $10.17 | $10.27 |
| Income from Investment Operations  |  |  |  |  |  |
| Net investment income (loss) A,B | .462  | .384  | .261  | .136  | .170  |
| Net realized and unrealized gain (loss)  | .053  | .318  | .027  | (.511)  | (.073)  |
| Total from investment operations  | .515  | .702  | .288  | (.375)  | .097  |
| Distributions from net investment income  | (.435)  | (.352)  | (.238)  | (.143) C | (.169)  |
| Distributions from net realized gain  | -  | -  | -  | (.042) C | (.028)  |
| Total distributions  | (.435)  | (.352)  | (.238)  | (.185)  | (.197)  |
| Net asset value, end of period  | $10.09 | $10.01 | $9.66 | $9.61 | $10.17 |
| **Total Return** D | 5.26% <br>| 7.40%  | 3.04%  | (3.73)%  | .95%  |
| **Ratios to Average Net Assets** B,E,F |  |  |  |  |  |
| Expenses before reductions G | -%  | -%  | -%  | -%  | -%  |
| Expenses net of fee waivers, if any G | -% <br>| -%  | -%  | -%  | -%  |
| Expenses net of all reductions, if any G | -%  | -%  | -%  | -%  | -%  |
| Net investment income (loss)  | 4.60%  | 3.91%  | 2.72%  | 1.36%  | 1.67%  |
| **Supplemental Data** |  |  |  |  |  |
| Net assets, end of period (000 omitted) | $429099 | $480108 | $554620 | $603544 | $2304598 |
| Portfolio turnover rate H | 67% <br>| 72%  | 41%  | 36%  | 60%  |

---

A*Calculated based on average shares outstanding during the period.*

B*Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any mutual funds or ETFs is not included in the Fund's net investment income (loss) ratio.*

C*The amount shown reflects reclassifications related to book to tax differences that were made in the year shown.*

D*Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.*

E*Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.*

F*Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment adviser, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.*

G*Amount represents less than .005%.*

H*Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs), derivatives or securities that mature within one year from acquisition.* 

**Notes to Financial Statements**

For the period ended August 31, 2025

**1. Organization.**

Fidelity Series Short-Term Credit Fund (the Fund) is a fund of Fidelity Salem Street Trust (the Trust) and is authorized to issue an unlimited number of shares. Shares are offered only to certain other Fidelity funds, Fidelity managed 529 plans, and Fidelity managed collective investment trusts. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust.

**2. Investments in Fidelity Central Funds.**

Funds may invest in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Schedule of Investments lists any Fidelity Central Funds held as an investment as of period end, but does not include the underlying holdings of each Fidelity Central Fund. An investing fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.

Based on its investment objective, each Fidelity Central Fund may invest or participate in various investment vehicles or strategies that are similar to those of the investing fund. These strategies are consistent with the investment objectives of the investing fund and may involve certain economic risks which may cause a decline in value of each of the Fidelity Central Funds and thus a decline in the value of the investing fund.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Fidelity Central Fund** | **Investment Manager** | **Investment Objective** | **Investment Practices** | **Expense RatioA** |
| Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% |

---

*A Expenses expressed as a percentage of average net assets and are as of each underlying Central Fund's most recent annual or semi-annual shareholder report.* 

A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds which contain the significant accounting policies (including investment valuation policies) of those funds, and are not covered by the Report of Independent Registered Public Accounting Firm, are available on the Securities and Exchange Commission website or upon request.

**3. Significant Accounting Policies.**

The Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 *Financial Services - Investment Companies*. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. The Fund operates as a single operating segment. The Fund's income, expenses, assets, and performance are regularly monitored and assessed as a whole by the investment adviser and other individuals responsible for oversight functions of the Trust, using the information presented in the financial statements and financial highlights. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The Fund's Schedule of Investments lists any underlying mutual funds or exchange-traded funds but does not include the underlying holdings of these funds. The following summarizes the significant accounting policies of the Fund:

**Investment Valuation.** Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value the Fund's investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Corporate bonds, bank notes and U.S. government and government agency obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset backed securities, collateralized mortgage obligations, commercial mortgage securities and U.S. government agency mortgage securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy. Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. The aggregate value of investments by input level as of August 31, 2025 is included at the end of the Fund's Schedule of Investments.

**Investment Transactions and Income.** For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost and include proceeds received from litigation. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Interest income is accrued as earned and includes coupon interest and amortization of premium and accretion of discount on debt securities as applicable. Debt obligations may be placed on non-accrual status and related interest income may be reduced by ceasing current accruals and writing off interest receivables when the collection of all or a portion of interest has become doubtful based on consistently applied procedures. A debt obligation is removed from non-accrual status when the issuer resumes interest payments or when collectability of interest is reasonably assured.

**Expenses.** Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expenses included in the accompanying financial statements reflect the expenses of that fund and do not include any expenses associated with any underlying mutual funds or exchange-traded funds. Although not included in a fund's expenses, a fund indirectly bears its proportionate share of these expenses through the net asset value of each underlying mutual fund or exchange-traded fund. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.

**Income Tax Information and Distributions to Shareholders.** Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. As of August 31, 2025, the Fund did not have any unrecognized tax benefits in the financial statements; nor is the Fund aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. The Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction.

Distributions are declared and recorded daily and paid monthly from net investment income. Distributions from realized gains, if any, are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.

Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.

Book-tax differences are primarily due to futures contracts, market discount, capital loss carryforwards and losses deferred due to wash sales.

As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows:

---

| | |
|:---|:---|
| **Gross unrealized appreciation**  | $7298018 |
| **Gross unrealized depreciation**  | <u>(1223705)</u> |
| **Net unrealized appreciation (depreciation)**  | <u>$6074313</u> |
| **Tax Cost**  | <u>$424782583</u> |

---

The tax-based components of distributable earnings as of period end were as follows:

---

| | |
|:---|:---|
| **Undistributed ordinary income**  | <u>$1092119</u> |
| **Capital loss carryforward**  | <u>$(33640022)</u> |
| **Net unrealized appreciation (depreciation) on securities and other investments**  | <u>$6074313</u> |

---

Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited. The capital loss carryforward information presented below, including any applicable limitation, is estimated as of fiscal period end and is subject to adjustment.

---

| | |
|:---|:---|
| Short-term | $(8790605) |
| Long-term | <u>(24849417)</u> |
| **Total capital loss carryforward** | <u>$(33640022)</u> |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | **August 31, 2025** | **August 31, 2024** |
| **Ordinary Income**  | $19807993  | $18308328 |

---

**Restricted Securities (including Private Placements).** Funds may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities held at period end is included at the end of the Schedule of Investments, if applicable.

**New Accounting Pronouncements.** FASB Accounting Standards Update (ASU) 2023-07 Segment Reporting (Topic 280): Improvements to Reportable Segment Disclosures became effective in this reporting period. ASU 2023-07 enhances segment information disclosure in the notes to financial statements.

In December 2023, the FASB issued ASU 2023-09 Income Taxes (Topic 740): Improvements to Income Tax Disclosures. Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU allows for early adoption and amendments should be applied on a prospective basis. Management is currently evaluating the impact of the ASU but does not expect this guidance to materially impact the financial statements.

**4. Derivative Instruments.**

**Risk Exposures and the Use of Derivative Instruments.** The Fund's investment objectives allow for various types of derivative instruments, including futures contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

Derivatives were used to increase returns and to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the objectives may not be achieved.

Derivatives were used to increase or decrease exposure to the following risk(s):

<br> Interest Rate Risk Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

Funds are also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that a fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to a fund. Counterparty credit risk related to exchange-traded contracts may be mitigated by the protection provided by the exchange on which they trade.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received and amounts recognized in the Statement of Assets and Liabilities. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

**Futures Contracts.** A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a fixed price at a specified future date. Futures contracts were used to manage exposure to the bond market and fluctuations in interest rates.

Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent daily payments are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). This receivable and/or payable, if any, is included in daily variation margin on futures contracts in the Statement of Assets and Liabilities. Realized gain or (loss) is recorded upon the expiration or closing of a futures contract. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on futures contracts during the period is presented in the Statement of Operations.

Any open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The notional amount at value reflects each contract's exposure to the underlying instrument or index at period end, and is representative of volume of activity during the period, unless an average notional amount is presented in the table below.

---

| | |
|:---|:---|
|  | **Average Notional Amount ($)** |
| **Fidelity Series Short-Term Credit Fund** | 60363710 |

---

Any securities deposited to meet initial margin requirements are identified in the Schedule of Investments. Any cash deposited to meet initial margin requirements is presented as segregated cash with brokers for derivative instruments in the Statement of Assets and Liabilities.

**5. Purchases and Sales of Investments.**

Purchases and sales of securities, other than short-term securities, U.S. government securities and in-kind transactions, as applicable, are noted in the table below.

---

| | | |
|:---|:---|:---|
|  | **Purchases ($)** | **Sales ($)** |
| **Fidelity Series Short-Term Credit Fund** | 141083439 | 194519430 |

---

**6. Fees and Other Transactions with Affiliates.**

**Management Fee.** Fidelity Management & Research Company LLC (the investment adviser) and its affiliates provide the Fund with investment management related services for which the Fund does not pay a management fee. Under the management contract, the investment adviser or an affiliate pays all ordinary operating expenses of the Fund, except custody fees, fees and expenses of the independent Trustees, and certain miscellaneous expenses such as proxy and shareholder meeting expenses.

**Interfund Trades.** Funds may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board of Trustees. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. Any interfund trades are included within the respective purchases and sales amounts shown in the Purchases and Sales of Investments note. During the period, there were no interfund trades.

**7. Committed Line of Credit.**

Certain Funds participate with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes.

Commitment fees are charged based on the unused amount of the line of credit at an annual rate of .10%, and then allocated to each participating fund based on its pro-rata portion of the line of credit. The commitment fees are borne by the investment adviser.

Interest is charged to a participating fund based on its borrowings at an annual rate of .75% plus the highest of (i) daily SOFR plus a .10% spread adjustment, (ii) Federal Funds Effective Rate, or (iii) Overnight Bank Funding Rate. During the period, there were no borrowings on this line of credit.

The line of credit agreement will expire in March 2026 unless extended or renewed.

**8. Security Lending.** 

Funds lend portfolio securities from time to time in order to earn additional income. Lending agents are used, including National Financial Services (NFS), an affiliate of the investment adviser. Pursuant to a securities lending agreement, NFS will receive a fee, which is capped at 9.9% of a fund's daily lending revenue, for its services as lending agent. A fund may lend securities to certain qualified borrowers, including NFS. On the settlement date of the loan, the borrowers provide collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the fair value of the loaned securities during the period of the loan. The fair value of the loaned securities is determined at the close of business of a fund and any additional required collateral is delivered to a fund on the next business day. A fund or borrower may terminate the loan at any time, and if the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, a fund may apply collateral received from the borrower against the obligation. A fund may experience delays and costs in recovering the securities loaned or gaining access to non-cash collateral. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. Any loaned securities are identified as such in the Schedule of Investments, and the value of loaned securities and cash collateral at period end, as applicable, are presented in the Statement of Assets and Liabilities. Security lending income represents the income earned on investing cash collateral less rebates paid to borrowers, plus any premium income received, or for non-cash collateral, fees received from borrowers as compensation for the securities loaned. Securities lending income is reduced by any lending agent fees associated with the loan. Any security lending income earned on investing cash collateral is presented in the Statement of Operations as a component of income from Fidelity Central Funds. Any security lending income earned on non-cash collateral is presented in the Statement of Operations as a component of interest. Affiliated security lending activity, if any, was as follows:

---

| | | | |
|:---|:---|:---|:---|
|  | **Total Security Lending Fees Paid to NFS ($)** | **Security Lending Income From Securities Loaned to NFS ($)** | **Value of Securities Loaned to NFS at Period End ($)** |
| **Fidelity Series Short-Term Credit Fund** | 13 | - | - |

---

**9. Expense Reductions.** 

The investment adviser contractually agreed to reimburse the Fund to the extent annual operating expenses exceeded .003% of average net assets. This reimbursement will remain in place through December 31, 2028. Some expenses, for example the compensation of the independent Trustees, and certain other expenses such as interest expense, are excluded from this reimbursement. During the period this reimbursement reduced the Fund's expenses by $620.

Through arrangements with the Fund's custodian, credits realized as a result of certain uninvested cash balances were used to reduce the Fund's expenses by $3,812.

**10. Other.**

A fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the fund. In the normal course of business, a fund may also enter into contracts that provide general indemnifications. A fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against a fund. The risk of material loss from such claims is considered remote.

At the end of the period, mutual funds and accounts managed by the investment adviser or its affiliates were the owners of record of all of the outstanding shares of the Fund.

**11. Risk and Uncertainties.**

Many factors affect a fund's performance. Developments that disrupt global economies and financial markets, such as public health emergencies, military conflicts, terrorism, government restrictions, political changes, and environmental disasters, may significantly affect a fund's investment performance. The effects of these developments to a fund will be impacted by the types of securities in which a fund invests, the financial condition, industry, economic sector, and geographic location of an issuer, and a fund's level of investment in the securities of that issuer. Significant concentrations in security types, issuers, industries, sectors, and geographic locations may magnify the factors that affect a fund's performance.

**Report of Independent Registered Public Accounting Firm**

To the Board of Trustees of Fidelity Salem Street Trust and Shareholders of Fidelity Series Short-Term Credit Fund

***Opinion on the Financial Statements***

We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Fidelity Series Short-Term Credit Fund (one of the funds constituting Fidelity Salem Street Trust, referred to hereafter as the "Fund") as of August 31, 2025, the related statement of operations for the year ended August 31, 2025, the statement of changes in net assets for each of the two years in the period ended August 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended August 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Fund as of August 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended August 31, 2025 and the financial highlights for each of the five years in the period ended August 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinion***

These financial statements are the responsibility of the Fund's management. Our responsibility is to express an opinion on the Fund's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of August 31, 2025 by correspondence with the custodian and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/ PricewaterhouseCoopers LLP

Boston, Massachusetts

October 16, 2025

We have served as the auditor of one or more investment companies in the Fidelity group of funds since 1932.

**Distributions** **(Unaudited)**

The dividend and capital gains distributions for the fund(s) are available on *Fidelity.com* or *Institutional.Fidelity.com*.

A total of 8.68% of the dividends distributed during the fiscal year was derived from interest on U.S. Government securities which is generally exempt from state income tax.

The fund designates $19,807,993 of distributions paid during the fiscal year ended 2025 as qualifying to be taxed as section 163(j) interest dividends.

The fund will notify shareholders in January 2026 of amounts for use in preparing 2025 income tax returns.

**Item 8: Changes in and Disagreements with Accountants for Open-End Management Investment Companies**

**(Unaudited)**

Note: This is not applicable for any fund included in this document.

**Item 9: Proxy Disclosures for Open-End Management Investment Companies**

**(Unaudited)**

Note: This is not applicable for any fund included in this document.

**Item 10: Remuneration Paid to Directors, Officers, and others of Open-End Management Investment Companies**

**(Unaudited)**

Note: This information is disclosed as part of the financial statements for each Fund as part of Item 7: Financial Statements and Financial Highlights for Open-End Management Investment Companies.

**Item 11: Statement Regarding Basis for Approval of Investment Advisory Contract**

**(Unaudited)**

Note: This is not applicable for any fund included in this document.

![](img113704_4.jpg)<br>

1.9863239.110 SS1-ANN-1025

**Fidelity® Corporate Bond Fund**

**Annual Report**

**August 31, 2025**

Includes Fidelity and Fidelity Advisor share classes

![](img113725_1.jpg)

![](img113725_2.jpg)

**Contents**

---

| |
|:---|
| **[Item 7: Financial Statements and Financial Highlights for Open-End Management Investment Companies (Annual Report)](#Sec_Item7_CBD-ANN_0)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Fidelity® Corporate Bond Fund](#Sub_Sec_Fund_2208_CBD-ANN)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Notes to Financial Statements](#Sub_Sec_NotestoFinancialStatements2208_CBD-ANN)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Report of Independent Registered Public Accounting Firm](#Sub_Sec_ReportofIndependentRegisteredPublicAccountingFirm_CBD-ANN_0)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **[Distributions](#Sub_Sec_Distributions_CBD-ANN)** |
| **[Item 8: Changes in and Disagreements with Accountants for Open-End Management Investment Companies](#Sec_Item8_CBD-ANN)** |
| **[Item 9: Proxy Disclosures for Open-End Management Investment Companies](#Sec_Item9_CBD-ANN)** |
| **[Item 10: Remuneration Paid to Directors, Officers, and others of Open-End Management Investment Companies](#Sec_Item10_CBD-ANN)** |
| **[Item 11: Statement Regarding Basis for Approval of Investment Advisory Contract](#Sec_Item11_CBD-ANN)** |

---

To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.

You may also call 1-800-544-8544 if you're an individual investing directly with Fidelity, call 1-800-835-5092 if you're a plan sponsor or participant with Fidelity as your recordkeeper or call 1-877-208-0098 on institutional accounts or if you're an advisor or invest through one to request a free copy of the proxy voting guidelines.

Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.

Other third-party marks appearing herein are the property of their respective owners.

All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company.© 2025 FMR LLC. All rights reserved.

*This report and the financial statements contained herein are submitted for the general information of the shareholders of the Fund. This report is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by an effective prospectus.*

*A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC's web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC's Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.*

*For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.*

**NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE**

*Neither the Fund nor Fidelity Distributors Corporation is a bank.*

**Item 7: Financial Statements and Financial Highlights for Open-End Management Investment Companies (Annual Report)**

**Fidelity® Corporate Bond Fund**

**Schedule of Investments August 31, 2025**

Showing Percentage of Net Assets

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 0.6%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.6%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.6%  |  |  |
| Jersey Mike's Funding Series 2024-1A Class A2, 5.636% 2/15/2055 (b) | 1208925 | 1232205 |
| Subway Funding LLC Series 2024-1A Class A23, 6.505% 7/30/2054 (b) | 1129465 | 1162119 |
| Subway Funding LLC Series 2024-1A Class A2I, 6.028% 7/30/2054 (b) | 2166628 | 2200450 |
| Subway Funding LLC Series 2024-1A Class A2II, 6.268% 7/30/2054 (b) | 1288265 | 1318669 |
| Subway Funding LLC Series 2024-3A Class A23, 5.914% 7/30/2054 (b) | 1770620 | 1758520 |
| Subway Funding LLC Series 2024-3A Class A2I, 5.246% 7/30/2054 (b) | 1846050 | 1844795 |
| Subway Funding LLC Series 2024-3A Class A2II, 5.566% 7/30/2054 (b) | 2878250 | 2881476 |
| TOTAL UNITED STATES |  | 12398234 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $12,269,977) |  | <br> **12398234** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Regions Bank/Birmingham AL 6.45% 6/26/2037 <br>(Cost $1,041,469)<br>| 985000 | **1064621** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 0.1%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 0.1%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.1%  |  |  |
| Cent Trust Series 2025-CITY Class A, 5.0909% 7/10/2040 (b)(d) | 1176000 | 1191127 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class B, CME Term SOFR 1 month Index + 1.5924%, 5.9555% 12/15/2039 (b)(c)(d) | 411000 | 410999 |
| TOTAL UNITED STATES |  | 1602126 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $1,586,003) |  | <br> **1602126** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.1%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.1%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| MEXICO - 0.1%  |  |  |
| United Mexican States 4.5% 4/22/2029 <br> (Cost $2,016,106) | 1886000 | **1878928** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Municipal Securities - 0.0%** | &nbsp;&nbsp;**Municipal Securities - 0.0%** | &nbsp;&nbsp;**Municipal Securities - 0.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| California - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| State of California 7.625% 3/1/2040  | 115000 | 138036 |
| Ohio - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| American Mun Pwr Rev 8.084% 2/15/2050  | 525000 | 655742 |
| <br> **TOTAL MUNICIPAL SECURITIES**<br> (Cost $918,737) |  | <br> **793778** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 85.3%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 85.3%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 85.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.7%  |  |  |
| Financials - 0.7% |  |  |
| Banks - 0.7% |  |  |
| Commonwealth Bank of Australia 3.784% 3/14/2032 (b) | 9980000 | 9374118 |
| Westpac Banking Corp 5.405% 8/10/2033 (d) | 6036000 | 6166299 |
| TOTAL AUSTRALIA |  | 15540417 |
| BELGIUM - 0.8%  |  |  |
| Financials - 0.8% |  |  |
| Banks - 0.8% |  |  |
| KBC Group NV 4.932% 10/16/2030 (b)(d) | 7617000 | 7753168 |
| KBC Group NV 5.796% 1/19/2029 (b)(d) | 3826000 | 3954258 |
| KBC Group NV 6.324% 9/21/2034 (b)(d) | 4700000 | 5089536 |
| TOTAL BELGIUM |  | 16796962 |
| BRAZIL - 0.3%  |  |  |
| Materials - 0.3% |  |  |
| Metals & Mining - 0.3% |  |  |
| Vale Overseas Ltd 6.4% 6/28/2054  | 6520000 | 6490660 |
| CANADA - 3.4%  |  |  |
| Communication Services - 0.3% |  |  |
| Wireless Telecommunication Services - 0.3% |  |  |
| Rogers Communications Inc 3.8% 3/15/2032  | 4507000 | 4229422 |
| Rogers Communications Inc 4.55% 3/15/2052  | 4154000 | 3345444 |
|  |  | 7574866 |
| Energy - 1.8% |  |  |
| Oil, Gas & Consumable Fuels - 1.8% |  |  |
| Canadian Natural Resources Ltd 2.95% 7/15/2030  | 5193000 | 4841207 |
| Canadian Natural Resources Ltd 5.85% 2/1/2035  | 180000 | 184690 |
| Canadian Natural Resources Ltd 6.25% 3/15/2038  | 4974000 | 5207355 |
| Canadian Natural Resources Ltd 6.5% 2/15/2037  | 3500000 | 3729807 |
| Cenovus Energy Inc 2.65% 1/15/2032  | 465000 | 408167 |
| Cenovus Energy Inc 3.75% 2/15/2052  | 1441000 | 979128 |
| Cenovus Energy Inc 5.25% 6/15/2037  | 376000 | 358179 |
| Cenovus Energy Inc 5.4% 6/15/2047  | 899000 | 801160 |
| Cenovus Energy Inc 6.75% 11/15/2039  | 262000 | 283830 |
| Enbridge Inc 5.55% 6/20/2035  | 5200000 | 5295731 |
| Enbridge Inc 5.95% 4/5/2054  | 6755000 | 6663564 |
| Enbridge Inc 6.7% 11/15/2053  | 1300000 | 1400106 |
| Enbridge Inc 7.2% 6/27/2054 (d) | 2600000 | 2703615 |
| TransCanada PipeLines Ltd 4.25% 5/15/2028  | 3697000 | 3699284 |
|  |  | 36555823 |
| Financials - 0.7% |  |  |
| Banks - 0.0% |  |  |
| Royal Bank of Canada 4.65% 1/27/2026  | 400000 | 400346 |
| Insurance - 0.7% |  |  |
| Empower Finance 2020 LP 3.075% 9/17/2051 (b) | 2134000 | 1337861 |
| Fairfax Financial Holdings Ltd 3.375% 3/3/2031  | 2081000 | 1955485 |
| Fairfax Financial Holdings Ltd 5.75% 5/20/2035 (b) | 3000000 | 3063857 |
| Fairfax Financial Holdings Ltd 6.1% 3/15/2055  | 2500000 | 2465443 |
| Intact Financial Corp 5.459% 9/22/2032 (b) | 4464000 | 4563736 |
|  |  | 13386382 |
| TOTAL FINANCIALS |  | 13786728 |
| Utilities - 0.6% |  |  |
| Independent Power and Renewable Electricity Producers - 0.6% |  |  |
| Emera US Finance LP 2.639% 6/15/2031  | 4782000 | 4255762 |
| Emera US Finance LP 3.55% 6/15/2026  | 5527000 | 5480728 |
| Emera US Finance LP 4.75% 6/15/2046  | 3302000 | 2751613 |
|  |  | 12488103 |
| TOTAL CANADA |  | 70405520 |
| FRANCE - 0.9%  |  |  |
| Financials - 0.9% |  |  |
| Banks - 0.9% |  |  |
| BNP Paribas SA 1.323% 1/13/2027 (b)(d) | 2450000 | 2421389 |
| BNP Paribas SA 1.904% 9/30/2028 (b)(d) | 4433000 | 4210706 |
| BNP Paribas SA 2.159% 9/15/2029 (b)(d) | 2375000 | 2222483 |
| BNP Paribas SA 2.591% 1/20/2028 (b)(d) | 1660000 | 1619873 |
| BPCE SA 2.277% 1/20/2032 (b)(d) | 4556000 | 4001390 |
| BPCE SA 3.116% 10/19/2032 (b)(d) | 3697000 | 3265658 |
| TOTAL FRANCE |  | 17741499 |
| GERMANY - 2.0%  |  |  |
| Consumer Discretionary - 0.4% |  |  |
| Automobiles - 0.4% |  |  |
| Volkswagen Group of America Finance LLC 1.625% 11/24/2027 (b) | 4527000 | 4264662 |
| Volkswagen Group of America Finance LLC 4.75% 11/13/2028 (b) | 3045000 | 3060776 |
|  |  | 7325438 |
| Financials - 0.5% |  |  |
| Capital Markets - 0.3% |  |  |
| Deutsche Bank AG/New York NY 2.129% 11/24/2026 (d) | 4762000 | 4734949 |
| Deutsche Bank AG/New York NY 3.035% 5/28/2032 (d) | 2440000 | 2226593 |
|  |  | 6961542 |
| Insurance - 0.2% |  |  |
| Allianz SE 5.6% 9/3/2054 (b)(d) | 4000000 | 4064804 |
| TOTAL FINANCIALS |  | 11026346 |
| Health Care - 1.1% |  |  |
| Pharmaceuticals - 1.1% |  |  |
| Bayer US Finance II LLC 4.25% 12/15/2025 (b) | 5031000 | 5023094 |
| Bayer US Finance II LLC 4.875% 6/25/2048 (b) | 3224000 | 2647566 |
| Bayer US Finance LLC 6.25% 1/21/2029 (b) | 3210000 | 3377800 |
| Bayer US Finance LLC 6.875% 11/21/2053 (b) | 11310000 | 11968796 |
|  |  | 23017256 |
| TOTAL GERMANY |  | 41369040 |
| IRELAND - 2.6%  |  |  |
| Financials - 1.3% |  |  |
| Consumer Finance - 1.3% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.75% 1/30/2026  | 2343000 | 2316175 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026  | 3344000 | 3275514 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028  | 2623000 | 2523653 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.3% 1/30/2032  | 788000 | 721439 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.4% 10/29/2033  | 1630000 | 1448828 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.85% 10/29/2041  | 2664000 | 2144988 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.95% 9/10/2034  | 4180000 | 4123130 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.15% 9/30/2030  | 8600000 | 9219302 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027  | 1131000 | 1167519 |
|  |  | 26940548 |
| Industrials - 0.9% |  |  |
| Transportation Infrastructure - 0.9% |  |  |
| Avolon Holdings Funding Ltd 2.528% 11/18/2027 (b) | 5125000 | 4918691 |
| Avolon Holdings Funding Ltd 5.15% 1/15/2030 (b) | 5148000 | 5235124 |
| Avolon Holdings Funding Ltd 5.375% 5/30/2030 (b) | 804000 | 824960 |
| Avolon Holdings Funding Ltd 5.5% 1/15/2026 (b) | 679000 | 680099 |
| Avolon Holdings Funding Ltd 5.75% 3/1/2029 (b) | 5000000 | 5174298 |
| Avolon Holdings Funding Ltd 6.375% 5/4/2028 (b) | 1538000 | 1608591 |
|  |  | 18441763 |
| Materials - 0.4% |  |  |
| Containers & Packaging - 0.4% |  |  |
| Smurfit Kappa Treasury ULC 5.438% 4/3/2034  | 5100000 | 5234620 |
| Smurfit Westrock Financing DAC 5.418% 1/15/2035  | 3740000 | 3807990 |
|  |  | 9042610 |
| TOTAL IRELAND |  | 54424921 |
| ISRAEL - 0.0%  |  |  |
| Health Care - 0.0% |  |  |
| Pharmaceuticals - 0.0% |  |  |
| Teva Pharmaceutical Finance Netherlands III BV 6% 12/1/2032  | 200000 | 205664 |
| Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030  | 200000 | 204423 |
| TOTAL ISRAEL |  | 410087 |
| ITALY - 0.7%  |  |  |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| Intesa Sanpaolo SpA 5.71% 1/15/2026 (b) | 7182000 | 7198058 |
| UniCredit SpA 1.982% 6/3/2027 (b)(d) | 3735000 | 3666748 |
|  |  | 10864806 |
| Utilities - 0.2% |  |  |
| Electric Utilities - 0.2% |  |  |
| Enel Finance International NV 5.5% 6/26/2034 (b) | 4401000 | 4514995 |
| TOTAL ITALY |  | 15379801 |
| JAPAN - 1.3%  |  |  |
| Communication Services - 0.6% |  |  |
| Diversified Telecommunication Services - 0.6% |  |  |
| NTT Finance Corp 4.567% 7/16/2027 (b) | 271000 | 272719 |
| NTT Finance Corp 4.62% 7/16/2028 (b) | 274000 | 276924 |
| NTT Finance Corp 4.876% 7/16/2030 (b) | 721000 | 732131 |
| NTT Finance Corp 5.171% 7/16/2032 (b) | 8000000 | 8150894 |
| NTT Finance Corp 5.502% 7/16/2035 (b) | 3000000 | 3073704 |
|  |  | 12506372 |
| Consumer Staples - 0.4% |  |  |
| Tobacco - 0.4% |  |  |
| Japan Tobacco Inc 5.21% 6/15/2030 (b) | 4000000 | 4154028 |
| Japan Tobacco Inc 5.856% 6/15/2035 (b) | 4000000 | 4224403 |
|  |  | 8378431 |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| Mizuho Financial Group Inc 2.564% 9/13/2031  | 6414000 | 5670974 |
| TOTAL JAPAN |  | 26555777 |
| MEXICO - 0.3%  |  |  |
| Energy - 0.3% |  |  |
| Oil, Gas & Consumable Fuels - 0.3% |  |  |
| Petroleos Mexicanos 4.5% 1/23/2026  | 2641000 | 2621060 |
| Petroleos Mexicanos 6.49% 1/23/2027  | 374000 | 374505 |
| Petroleos Mexicanos 6.5% 3/13/2027  | 3234000 | 3248553 |
| TOTAL MEXICO |  | 6244118 |
| NETHERLANDS - 1.0%  |  |  |
| Consumer Staples - 0.1% |  |  |
| Food Products - 0.1% |  |  |
| JDE Peet's NV 2.25% 9/24/2031 (b) | 1612000 | 1402651 |
| Financials - 0.8% |  |  |
| Banks - 0.8% |  |  |
| ABN AMRO Bank NV 5.515% 12/3/2035 (b)(d) | 10000000 | 10234392 |
| Cooperatieve Rabobank UA 3.649% 4/6/2028 (b)(d) | 4207000 | 4169036 |
| Cooperatieve Rabobank UA 3.75% 7/21/2026  | 2548000 | 2531586 |
|  |  | 16935014 |
| Information Technology - 0.1% |  |  |
| Semiconductors & Semiconductor Equipment - 0.1% |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.85% 8/19/2032  | 613000 | 612666 |
| NXP BV / NXP Funding LLC / NXP USA Inc 5.25% 8/19/2035  | 1769000 | 1757683 |
|  |  | 2370349 |
| TOTAL NETHERLANDS |  | 20708014 |
| SOUTH AFRICA - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Anglo American Capital PLC 3.875% 3/16/2029 (b) | 3773000 | 3706972 |
| SPAIN - 0.8%  |  |  |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| Banco Santander SA 2.749% 12/3/2030  | 6600000 | 5949734 |
| CaixaBank SA 6.037% 6/15/2035 (b)(d) | 6103000 | 6427139 |
|  |  | 12376873 |
| Utilities - 0.2% |  |  |
| Independent Power and Renewable Electricity Producers - 0.2% |  |  |
| Atlantica Sustainable Infrastructure Ltd 4.125% 6/15/2028 (b) | 3773000 | 3654046 |
| TOTAL SPAIN |  | 16030919 |
| SWITZERLAND - 0.9%  |  |  |
| Financials - 0.9% |  |  |
| Capital Markets - 0.9% |  |  |
| UBS Group AG 3.091% 5/14/2032 (b)(d) | 3207000 | 2951832 |
| UBS Group AG 3.126% 8/13/2030 (b)(d) | 3246000 | 3095205 |
| UBS Group AG 4.194% 4/1/2031 (b)(d) | 3632000 | 3589274 |
| UBS Group AG 4.55% 4/17/2026  | 1838000 | 1840743 |
| UBS Group AG 6.537% 8/12/2033 (b)(d) | 4339000 | 4758087 |
| UBS Group AG 9.016% 11/15/2033 (b)(d) | 1264000 | 1574339 |
| TOTAL SWITZERLAND |  | 17809480 |
| UNITED KINGDOM - 3.3%  |  |  |
| Consumer Staples - 0.9% |  |  |
| Tobacco - 0.9% |  |  |
| BAT Capital Corp 2.259% 3/25/2028  | 4358000 | 4151908 |
| BAT Capital Corp 2.726% 3/25/2031  | 5810000 | 5284849 |
| BAT Capital Corp 4.7% 4/2/2027  | 759000 | 763036 |
| BAT Capital Corp 5.834% 2/20/2031  | 1415000 | 1496396 |
| BAT Capital Corp 7.75% 10/19/2032  | 3622000 | 4195562 |
| BAT International Finance PLC 4.448% 3/16/2028  | 2886000 | 2896378 |
| Imperial Brands Finance PLC 6.125% 7/27/2027 (b) | 725000 | 748603 |
| Reynolds American Inc 5.7% 8/15/2035  | 103000 | 106004 |
|  |  | 19642736 |
| Financials - 2.2% |  |  |
| Banks - 2.2% |  |  |
| Barclays PLC 5.367% 2/25/2031 (d) | 5000000 | 5157058 |
| Barclays PLC 5.785% 2/25/2036 (d) | 5000000 | 5157454 |
| Barclays PLC 7.437% 11/2/2033 (d) | 1000000 | 1141930 |
| HSBC Holdings PLC 2.357% 8/18/2031 (d) | 9356000 | 8441362 |
| HSBC Holdings PLC 2.848% 6/4/2031 (d) | 3697000 | 3430581 |
| HSBC Holdings PLC 4.041% 3/13/2028 (d) | 2266000 | 2257558 |
| HSBC Holdings PLC 4.95% 3/31/2030  | 200000 | 205050 |
| Lloyds Banking Group PLC 4.375% 3/22/2028  | 2617000 | 2627896 |
| Lloyds Banking Group PLC 4.976% 8/11/2033 (d) | 3773000 | 3782843 |
| Lloyds Banking Group PLC 7.953% 11/15/2033 (d) | 3754000 | 4331593 |
| Standard Chartered PLC 5.005% 10/15/2030 (b)(d) | 3605000 | 3669071 |
| Standard Chartered PLC 5.545% 1/21/2029 (b)(d) | 3263000 | 3344861 |
|  |  | 43547257 |
| Industrials - 0.2% |  |  |
| Aerospace & Defense - 0.2% |  |  |
| BAE Systems PLC 3.4% 4/15/2030 (b) | 326000 | 314786 |
| BAE Systems PLC 5.25% 3/26/2031 (b) | 363000 | 378120 |
| BAE Systems PLC 5.3% 3/26/2034 (b) | 2500000 | 2565295 |
| BAE Systems PLC 5.5% 3/26/2054 (b) | 893000 | 871854 |
|  |  | 4130055 |
| Passenger Airlines - 0.0% |  |  |
| British Airways 2021-1 Class A Pass Through Trust equipment trust certificate 2.9% 9/15/2036 (b) | 716508 | 653281 |
| TOTAL INDUSTRIALS |  | 4783336 |
| TOTAL UNITED KINGDOM |  | 67973329 |
| UNITED STATES - 66.2%  |  |  |
| Communication Services - 4.0% |  |  |
| Diversified Telecommunication Services - 1.7% |  |  |
| AT&T Inc 2.25% 2/1/2032  | 4905000 | 4248010 |
| AT&T Inc 3.55% 9/15/2055  | 2075000 | 1379770 |
| AT&T Inc 3.65% 9/15/2059  | 1452000 | 961190 |
| AT&T Inc 3.8% 12/1/2057  | 6174000 | 4248574 |
| AT&T Inc 4.3% 2/15/2030  | 1886000 | 1888893 |
| AT&T Inc 4.5% 5/15/2035  | 1446000 | 1383490 |
| Verizon Communications Inc 2.355% 3/15/2032  | 5282000 | 4585428 |
| Verizon Communications Inc 2.55% 3/21/2031  | 5600000 | 5078679 |
| Verizon Communications Inc 3% 11/20/2060  | 3160000 | 1841796 |
| Verizon Communications Inc 3.7% 3/22/2061  | 4527000 | 3101913 |
| Verizon Communications Inc 4.4% 11/1/2034  | 4919000 | 4697896 |
| Verizon Communications Inc 4.5% 8/10/2033  | 395000 | 386379 |
| Verizon Communications Inc 4.78% 2/15/2035  | 863000 | 841488 |
| Verizon Communications Inc 5.401% 7/2/2037 (b) | 258000 | 259099 |
|  |  | 34902605 |
| Entertainment - 0.2% |  |  |
| Walt Disney Co/The 6.65% 11/15/2037  | 3552000 | 4074627 |
| Media - 1.6% |  |  |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.5% 8/15/2030 (b) | 4980000 | 4713873 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.7% 4/1/2051  | 2754000 | 1773543 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 12/1/2061  | 3210000 | 2179735 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.25% 4/1/2053  | 4995000 | 4082803 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 5/1/2047  | 2622000 | 2228104 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.5% 4/1/2063  | 1396000 | 1142651 |
| Comcast Corp 2.937% 11/1/2056  | 977000 | 562509 |
| Comcast Corp 2.987% 11/1/2063  | 3786000 | 2105780 |
| Comcast Corp 3.999% 11/1/2049  | 538000 | 405164 |
| Discovery Communications LLC 3.95% 3/20/2028  | 3932000 | 3800750 |
| Time Warner Cable LLC 5.5% 9/1/2041  | 4562000 | 4122017 |
| Time Warner Cable LLC 5.875% 11/15/2040  | 2823000 | 2697251 |
| Time Warner Cable LLC 6.55% 5/1/2037  | 728000 | 754098 |
| Time Warner Cable LLC 6.75% 6/15/2039  | 470000 | 486666 |
| Time Warner Cable LLC 7.3% 7/1/2038  | 2609000 | 2841371 |
| Warnermedia Holdings Inc 3.755% 3/15/2027  | 251000 | 247234 |
|  |  | 34143549 |
| Wireless Telecommunication Services - 0.5% |  |  |
| T-Mobile USA Inc 2.4% 3/15/2029  | 1197000 | 1125897 |
| T-Mobile USA Inc 2.7% 3/15/2032  | 8119000 | 7192718 |
| T-Mobile USA Inc 5.65% 1/15/2053  | 1509000 | 1444868 |
|  |  | 9763483 |
| TOTAL COMMUNICATION SERVICES |  | 82884264 |
| Consumer Discretionary - 2.8% |  |  |
| Automobiles - 1.5% |  |  |
| Ford Motor Co 3.25% 2/12/2032  | 4150000 | 3557776 |
| General Motors Co 5% 4/1/2035  | 860000 | 820473 |
| General Motors Co 5.15% 4/1/2038  | 4000000 | 3741184 |
| General Motors Co 5.2% 4/1/2045  | 981000 | 853529 |
| General Motors Co 5.4% 4/1/2048  | 396000 | 347657 |
| General Motors Co 5.6% 10/15/2032  | 1886000 | 1937442 |
| General Motors Co 5.95% 4/1/2049  | 1871000 | 1759239 |
| General Motors Financial Co Inc 3.1% 1/12/2032  | 4550000 | 4045685 |
| General Motors Financial Co Inc 4.3% 4/6/2029  | 4225000 | 4181046 |
| Stellantis Finance US Inc 1.711% 1/29/2027 (b) | 2261000 | 2169670 |
| Stellantis Finance US Inc 2.691% 9/15/2031 (b) | 4207000 | 3586485 |
| Stellantis Finance US Inc 5.75% 3/18/2030 (b) | 4589000 | 4645966 |
|  |  | 31646152 |
| Distributors - 0.1% |  |  |
| Genuine Parts Co 2.75% 2/1/2032  | 2276000 | 2010943 |
| Diversified Consumer Services - 0.1% |  |  |
| Massachusetts Institute of Technology 3.885% 7/1/2116  | 2494000 | 1701806 |
| Trane Technologies Global Holding Co Ltd 5.75% 6/15/2043  | 135000 | 138464 |
|  |  | 1840270 |
| Specialty Retail - 1.1% |  |  |
| Advance Auto Parts Inc 1.75% 10/1/2027  | 1890000 | 1762777 |
| AutoNation Inc 1.95% 8/1/2028  | 4659000 | 4361701 |
| AutoZone Inc 4% 4/15/2030  | 3622000 | 3573438 |
| Home Depot Inc/The 4.95% 6/25/2034  | 3400000 | 3458283 |
| Home Depot Inc/The 5.95% 4/1/2041  | 319000 | 337275 |
| Lowe's Cos Inc 3% 10/15/2050  | 4414000 | 2732916 |
| Lowe's Cos Inc 3.75% 4/1/2032  | 3773000 | 3582675 |
| Lowe's Cos Inc 5.625% 4/15/2053  | 2433000 | 2322827 |
| O'Reilly Automotive Inc 3.9% 6/1/2029  | 1101000 | 1090286 |
|  |  | 23222178 |
| TOTAL CONSUMER DISCRETIONARY |  | 58719543 |
| Consumer Staples - 1.9% |  |  |
| Beverages - 0.1% |  |  |
| Constellation Brands Inc 2.875% 5/1/2030  | 3254000 | 3043672 |
| Consumer Staples Distribution & Retail - 0.8% |  |  |
| Dollar Tree Inc 2.65% 12/1/2031  | 4527000 | 4030468 |
| Dollar Tree Inc 4.2% 5/15/2028  | 2406000 | 2400019 |
| Mars Inc 4.8% 3/1/2030 (b) | 1423000 | 1450192 |
| Mars Inc 5% 3/1/2032 (b) | 1069000 | 1091088 |
| Mars Inc 5.2% 3/1/2035 (b) | 4609000 | 4651729 |
| Mars Inc 5.65% 5/1/2045 (b) | 864000 | 851741 |
| Mars Inc 5.7% 5/1/2055 (b) | 1723000 | 1680182 |
| Mars Inc 5.8% 5/1/2065 (b) | 215000 | 210972 |
|  |  | 16366391 |
| Food Products - 0.3% |  |  |
| Bunge Ltd Finance Corp 4.9% 4/21/2027  | 5018000 | 5062953 |
| Smithfield Foods Inc 3% 10/15/2030 (b) | 798000 | 729503 |
|  |  | 5792456 |
| Tobacco - 0.7% |  |  |
| Philip Morris International Inc 4.375% 11/15/2041  | 712000 | 621277 |
| Philip Morris International Inc 5.125% 2/15/2030  | 6763000 | 6998857 |
| Philip Morris International Inc 5.625% 11/17/2029  | 3301000 | 3474293 |
| Philip Morris International Inc 5.75% 11/17/2032  | 3508000 | 3713852 |
|  |  | 14808279 |
| TOTAL CONSUMER STAPLES |  | 40010798 |
| Energy - 6.1% |  |  |
| Oil, Gas & Consumable Fuels - 6.1% |  |  |
| Columbia Pipelines Holding Co LLC 5.097% 10/1/2031 (b) | 5000000 | 5078194 |
| Columbia Pipelines Operating Co LLC 5.695% 10/1/2054 (b) | 5000000 | 4618704 |
| Columbia Pipelines Operating Co LLC 5.927% 8/15/2030 (b) | 242000 | 257358 |
| Columbia Pipelines Operating Co LLC 5.962% 2/15/2055 (b) | 5000000 | 4761772 |
| Columbia Pipelines Operating Co LLC 6.036% 11/15/2033 (b) | 652000 | 690188 |
| Columbia Pipelines Operating Co LLC 6.497% 8/15/2043 (b) | 195000 | 202691 |
| Columbia Pipelines Operating Co LLC 6.544% 11/15/2053 (b) | 351000 | 363115 |
| DCP Midstream Operating LP 5.125% 5/15/2029  | 3085000 | 3152341 |
| DCP Midstream Operating LP 5.6% 4/1/2044  | 116000 | 108118 |
| DCP Midstream Operating LP 6.75% 9/15/2037 (b) | 726000 | 771190 |
| Eastern Gas Transmission & Storage Inc 3% 11/15/2029  | 2833000 | 2698135 |
| Eastern Gas Transmission & Storage Inc 3.9% 11/15/2049  | 2641000 | 1894471 |
| Energy Transfer LP 3.75% 5/15/2030  | 4020000 | 3897183 |
| Energy Transfer LP 5.4% 10/1/2047  | 661000 | 588921 |
| Energy Transfer LP 5.6% 9/1/2034  | 5000000 | 5081564 |
| Energy Transfer LP 5.75% 2/15/2033  | 1509000 | 1568596 |
| Energy Transfer LP 5.8% 6/15/2038  | 186000 | 187521 |
| Energy Transfer LP 6% 6/15/2048  | 121000 | 116004 |
| EQT Corp 5.75% 2/1/2034  | 8593000 | 8896119 |
| Florida Gas Transmission Co LLC 5.75% 7/15/2035 (b) | 7158000 | 7373957 |
| Gulfstream Natural Gas System LLC 5.6% 7/23/2035 (b) | 4146000 | 4192069 |
| Hess Corp 5.6% 2/15/2041  | 2853000 | 2894081 |
| Hess Corp 5.8% 4/1/2047  | 4188000 | 4232808 |
| Hess Corp 7.3% 8/15/2031  | 1198000 | 1381150 |
| Hess Corp 7.875% 10/1/2029  | 2092000 | 2378398 |
| Occidental Petroleum Corp 5.2% 8/1/2029  | 1428000 | 1446404 |
| Occidental Petroleum Corp 5.375% 1/1/2032  | 1812000 | 1822630 |
| Occidental Petroleum Corp 5.55% 10/1/2034  | 1329000 | 1322481 |
| ONEOK Inc 3.25% 6/1/2030  | 3848000 | 3634512 |
| ONEOK Inc 5.65% 9/1/2034  | 6179000 | 6284093 |
| Ovintiv Inc 5.15% 11/15/2041  | 611000 | 513860 |
| Ovintiv Inc 7.375% 11/1/2031  | 393000 | 435131 |
| Ovintiv Inc 8.125% 9/15/2030  | 1754000 | 2011732 |
| Plains All American Pipeline LP / PAA Finance Corp 3.8% 9/15/2030  | 639000 | 616527 |
| Plains All American Pipeline LP / PAA Finance Corp 5.7% 9/15/2034  | 8500000 | 8670728 |
| Spectra Energy Partners LP 4.5% 3/15/2045  | 329000 | 274732 |
| Targa Resources Corp 5.5% 2/15/2035  | 5914000 | 5965085 |
| Targa Resources Corp 5.55% 8/15/2035  | 5000000 | 5036355 |
| Transcontinental Gas Pipe Line Co LLC 3.25% 5/15/2030  | 169000 | 160756 |
| Western Gas Partners LP 4.05% 2/1/2030 (e) | 7975000 | 7754172 |
| Western Gas Partners LP 4.65% 7/1/2026  | 90000 | 89910 |
| Western Gas Partners LP 5.3% 3/1/2048  | 1447000 | 1219167 |
| Western Gas Partners LP 6.15% 4/1/2033  | 2655000 | 2773938 |
| Williams Cos Inc/The 2.6% 3/15/2031  | 4640000 | 4198065 |
| Williams Cos Inc/The 3.5% 11/15/2030  | 1436000 | 1369304 |
| Williams Cos Inc/The 4.65% 8/15/2032  | 1460000 | 1441458 |
| Williams Cos Inc/The 5.3% 8/15/2052  | 323000 | 292524 |
| Williams Cos Inc/The 5.75% 6/24/2044  | 1664000 | 1623216 |
|  |  | 126341428 |
| Financials - 20.9% |  |  |
| Banks - 10.2% |  |  |
| Bank of America Corp 1.898% 7/23/2031 (d) | 4225000 | 3756012 |
| Bank of America Corp 2.592% 4/29/2031 (d) | 4716000 | 4361222 |
| Bank of America Corp 2.972% 2/4/2033 (d) | 11318000 | 10221744 |
| Bank of America Corp 3.194% 7/23/2030 (d) | 6399000 | 6145645 |
| Bank of America Corp 4.571% 4/27/2033 (d) | 5282000 | 5227285 |
| Bank of America Corp 5.015% 7/22/2033 (d) | 6866000 | 6974702 |
| Bank of America Corp 5.468% 1/23/2035 (d) | 10000000 | 10333064 |
| Bank of America Corp 6.11% 1/29/2037  | 812000 | 862549 |
| Citigroup Inc 2.666% 1/29/2031 (d) | 3094000 | 2869768 |
| Citigroup Inc 3.785% 3/17/2033 (d) | 3773000 | 3545019 |
| Citigroup Inc 3.98% 3/20/2030 (d) | 4527000 | 4470391 |
| Citigroup Inc 4.412% 3/31/2031 (d) | 3773000 | 3764611 |
| Citigroup Inc 4.6% 3/9/2026  | 347000 | 347301 |
| Citigroup Inc 4.91% 5/24/2033 (d) | 1983000 | 1991878 |
| Citigroup Inc 6.174% 5/25/2034 (d) | 975000 | 1027177 |
| Citizens Financial Group Inc 2.638% 9/30/2032  | 2619000 | 2213157 |
| Citizens Financial Group Inc 5.253% 3/5/2031 (d) | 5150000 | 5265270 |
| Citizens Financial Group Inc 5.718% 7/23/2032 (d) | 2696000 | 2815769 |
| Citizens Financial Group Inc 6.645% 4/25/2035 (d) | 4879000 | 5306307 |
| Fifth Third Bancorp 8.25% 3/1/2038  | 1305000 | 1598821 |
| Huntington Bancshares Inc/OH 2.487% 8/15/2036 (d) | 2720000 | 2314417 |
| JPMorgan Chase & Co 2.739% 10/15/2030 (d) | 5659000 | 5330034 |
| JPMorgan Chase & Co 2.956% 5/13/2031 (d) | 711000 | 663754 |
| JPMorgan Chase & Co 2.963% 1/25/2033 (d) | 5659000 | 5133401 |
| JPMorgan Chase & Co 4.586% 4/26/2033 (d) | 5659000 | 5635018 |
| JPMorgan Chase & Co 4.603% 10/22/2030 (d) | 6778000 | 6851956 |
| JPMorgan Chase & Co 4.912% 7/25/2033 (d) | 7546000 | 7650831 |
| JPMorgan Chase & Co 4.946% 10/22/2035 (d) | 8848000 | 8798044 |
| JPMorgan Chase & Co 5.717% 9/14/2033 (d) | 11714000 | 12297887 |
| PNC Financial Services Group Inc/The 5.068% 1/24/2034 (d) | 9168000 | 9275802 |
| PNC Financial Services Group Inc/The 5.222% 1/29/2031 (d) | 4000000 | 4133471 |
| PNC Financial Services Group Inc/The 5.575% 1/29/2036 (d) | 4000000 | 4129159 |
| PNC Financial Services Group Inc/The 5.582% 6/12/2029 (d) | 4400000 | 4564378 |
| Santander Holdings USA Inc 5.807% 9/9/2026 (d) | 2250000 | 2250433 |
| Truist Financial Corp 5.122% 1/26/2034 (d) | 2565000 | 2583168 |
| Truist Financial Corp 5.153% 8/5/2032 (d) | 7000000 | 7204507 |
| US Bancorp 5.775% 6/12/2029 (d) | 6700000 | 6981254 |
| Wells Fargo & Co 3.068% 4/30/2041 (d) | 4716000 | 3590377 |
| Wells Fargo & Co 4.897% 7/25/2033 (d) | 3944000 | 3967263 |
| Wells Fargo & Co 5.15% 4/23/2031 (d) | 7000000 | 7209255 |
| Wells Fargo & Co 5.499% 1/23/2035 (d) | 11400000 | 11764034 |
| Wells Fargo & Co 6.491% 10/23/2034 (d) | 4100000 | 4508689 |
|  |  | 209934824 |
| Capital Markets - 3.6% |  |  |
| Ares Capital Corp 2.15% 7/15/2026  | 10800000 | 10586851 |
| Athene Global Funding 2.5% 3/24/2028 (b) | 4225000 | 4039901 |
| Blackstone Holdings Finance Co LLC 2.8% 9/30/2050 (b) | 755000 | 455262 |
| Blackstone Holdings Finance Co LLC 3.5% 9/10/2049 (b) | 2795000 | 1963971 |
| Blackstone Private Credit Fund 7.05% 9/29/2025  | 4993000 | 5000312 |
| HPS Corporate Lending Fund 5.45% 1/14/2028  | 3826000 | 3859702 |
| Morgan Stanley 4.654% 10/18/2030 (d) | 10100000 | 10197067 |
| Morgan Stanley 5.23% 1/15/2031 (d) | 4074000 | 4205177 |
| Morgan Stanley 5.32% 7/19/2035 (d) | 12000000 | 12228645 |
| Morgan Stanley 6.342% 10/18/2033 (d) | 9055000 | 9897397 |
| MSCI Inc 5.25% 9/1/2035  | 1215000 | 1205275 |
| Nuveen LLC 5.55% 1/15/2030 (b) | 884000 | 925810 |
| S&P Global Inc 3.9% 3/1/2062  | 1462000 | 1081811 |
| Sammons Financial Group Global Funding 5.05% 1/10/2028 (b) | 9945000 | 10115593 |
|  |  | 75762774 |
| Consumer Finance - 1.3% |  |  |
| Ally Financial Inc 8% 11/1/2031  | 3110000 | 3559256 |
| American Express Co 5.085% 1/30/2031 (d) | 1358000 | 1399637 |
| Capital One Financial Corp 5.247% 7/26/2030 (d) | 2443000 | 2512354 |
| Capital One Financial Corp 5.468% 2/1/2029 (d) | 1251000 | 1284156 |
| Capital One Financial Corp 6.312% 6/8/2029 (d) | 4200000 | 4408206 |
| Ford Motor Credit Co LLC 3.375% 11/13/2025  | 3301000 | 3290134 |
| Ford Motor Credit Co LLC 3.625% 6/17/2031  | 200000 | 180056 |
| Ford Motor Credit Co LLC 4.95% 5/28/2027  | 6187000 | 6172078 |
| Ford Motor Credit Co LLC 7.122% 11/7/2033  | 5000000 | 5227628 |
|  |  | 28033505 |
| Financial Services - 2.0% |  |  |
| Aircastle Ltd / Aircastle Ireland DAC 5.25% 3/15/2030 (b) | 3754000 | 3830614 |
| Aon Corp / Aon Global Holdings PLC 2.6% 12/2/2031  | 1246000 | 1114320 |
| Aviation Capital Group LLC 6.75% 10/25/2028 (b) | 4100000 | 4368802 |
| Corebridge Financial Inc 3.65% 4/5/2027  | 564000 | 558813 |
| Corebridge Financial Inc 4.35% 4/5/2042  | 4150000 | 3491811 |
| Equitable Holdings Inc 4.35% 4/20/2028  | 2304000 | 2312846 |
| Equitable Holdings Inc 5% 4/20/2048  | 763000 | 682436 |
| Essent Group Ltd 6.25% 7/1/2029  | 4400000 | 4615074 |
| Fiserv Inc 3.5% 7/1/2029  | 1423000 | 1381760 |
| Fiserv Inc 4.55% 2/15/2031  | 7100000 | 7098728 |
| Jackson Financial Inc 3.125% 11/23/2031  | 2409000 | 2177066 |
| Jackson Financial Inc 4% 11/23/2051  | 2264000 | 1563662 |
| Jackson Financial Inc 5.17% 6/8/2027  | 611000 | 618869 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 6.5% 12/1/2052  | 3018000 | 3079839 |
| Rexford Industrial Realty LP 2.15% 9/1/2031  | 1749000 | 1516962 |
| Sixth Street Lending Partners 6.125% 7/15/2030 (b) | 1302000 | 1342463 |
| Voya Financial Inc 4.7% 1/23/2048 (d) | 1897000 | 1840884 |
| Voya Financial Inc 5.7% 7/15/2043  | 883000 | 868343 |
|  |  | 42463292 |
| Insurance - 3.8% |  |  |
| 200 Park Funding Trust 5.74% 2/15/2055 (b) | 4900000 | 4800198 |
| AmFam Holdings Inc 2.805% 3/11/2031 (b) | 3311000 | 2866786 |
| Aon Corp 6.25% 9/30/2040  | 86000 | 92455 |
| Arthur J Gallagher & Co 5% 2/15/2032  | 606000 | 616875 |
| Arthur J Gallagher & Co 5.15% 2/15/2035  | 4000000 | 4011262 |
| Arthur J Gallagher & Co 5.55% 2/15/2055  | 3044000 | 2868098 |
| Assurant Inc 2.65% 1/15/2032  | 4697000 | 4094991 |
| Assurant Inc 5.55% 2/15/2036  | 2065000 | 2063647 |
| Brown & Brown Inc 4.2% 3/17/2032  | 2151000 | 2060219 |
| Brown & Brown Inc 4.9% 6/23/2030  | 2222000 | 2249654 |
| Brown & Brown Inc 5.25% 6/23/2032  | 2571000 | 2628007 |
| Brown & Brown Inc 5.55% 6/23/2035  | 2875000 | 2930443 |
| Brown & Brown Inc 6.25% 6/23/2055  | 2918000 | 2983302 |
| Fortitude Group Holdings LLC 6.25% 4/1/2030 (b) | 3289000 | 3417400 |
| Hartford Insurance Group Inc/The 4.3% 4/15/2043  | 411000 | 347935 |
| Pacific LifeCorp 3.35% 9/15/2050 (b) | 4263000 | 2861713 |
| Pacific LifeCorp 5.125% 1/30/2043 (b) | 436000 | 405525 |
| Peachtree Corners Funding Trust II 6.012% 5/15/2035 (b) | 12600000 | 13110949 |
| Pine Street Trust III 6.223% 5/15/2054 (b) | 9000000 | 8938960 |
| Principal Financial Group Inc 3.7% 5/15/2029  | 477000 | 468155 |
| Prudential Financial Inc 6% 9/1/2052 (d) | 2597000 | 2679611 |
| Reinsurance Group of America Inc 5.75% 9/15/2034  | 5250000 | 5412653 |
| Selective Insurance Group Inc 5.9% 4/15/2035  | 3187000 | 3288261 |
| Symetra Life Insurance Co 6.55% 10/1/2055 (b) | 1667000 | 1694438 |
| Unum Group 4.046% 8/15/2041 (b) | 1270000 | 1009813 |
|  |  | 77901350 |
| TOTAL FINANCIALS |  | 434095745 |
| Health Care - 5.0% |  |  |
| Biotechnology - 0.8% |  |  |
| Amgen Inc 4.663% 6/15/2051  | 2264000 | 1922004 |
| Amgen Inc 5.25% 3/2/2030  | 856000 | 886725 |
| Amgen Inc 5.25% 3/2/2033  | 966000 | 991712 |
| Amgen Inc 5.65% 3/2/2053  | 457000 | 441988 |
| Amgen Inc 5.75% 3/2/2063  | 832000 | 799630 |
| Gilead Sciences Inc 5.5% 11/15/2054  | 5000000 | 4862517 |
| Gilead Sciences Inc 5.6% 11/15/2064  | 5000000 | 4866476 |
| Regeneron Pharmaceuticals Inc 1.75% 9/15/2030  | 2226000 | 1959176 |
| Regeneron Pharmaceuticals Inc 2.8% 9/15/2050  | 1509000 | 895692 |
|  |  | 17625920 |
| Health Care Providers & Services - 3.3% |  |  |
| Centene Corp 2.625% 8/1/2031  | 11274000 | 9554449 |
| Centene Corp 3% 10/15/2030  | 5857000 | 5175757 |
| Centene Corp 4.25% 12/15/2027  | 609000 | 594721 |
| Centene Corp 4.625% 12/15/2029  | 2218000 | 2136196 |
| Cigna Group/The 4.8% 8/15/2038  | 1634000 | 1533838 |
| Cigna Group/The 4.9% 12/15/2048  | 314000 | 272823 |
| CVS Health Corp 4.78% 3/25/2038  | 1312000 | 1207349 |
| CVS Health Corp 5% 1/30/2029  | 698000 | 711350 |
| CVS Health Corp 5.125% 2/21/2030  | 8572000 | 8777540 |
| CVS Health Corp 5.25% 1/30/2031  | 286000 | 294101 |
| CVS Health Corp 5.3% 6/1/2033  | 5000000 | 5066905 |
| CVS Health Corp 6.05% 6/1/2054  | 5500000 | 5342139 |
| Elevance Health Inc 2.25% 5/15/2030  | 3292000 | 3002190 |
| Icon Investments Six DAC 5.849% 5/8/2029  | 2566000 | 2683530 |
| Icon Investments Six DAC 6% 5/8/2034  | 2999000 | 3117465 |
| Quest Diagnostics Inc 2.95% 6/30/2030  | 3773000 | 3546907 |
| Sabra Health Care LP 3.2% 12/1/2031  | 3672000 | 3317895 |
| Sabra Health Care LP 3.9% 10/15/2029  | 476000 | 460221 |
| UnitedHealth Group Inc 4.625% 7/15/2035  | 253000 | 245676 |
| UnitedHealth Group Inc 4.65% 1/15/2031  | 5200000 | 5270158 |
| UnitedHealth Group Inc 5.3% 6/15/2035  | 2237000 | 2286724 |
| UnitedHealth Group Inc 5.95% 6/15/2055  | 2729000 | 2726521 |
|  |  | 67324455 |
| Pharmaceuticals - 0.9% |  |  |
| Bristol-Myers Squibb Co 5.1% 2/22/2031  | 1669000 | 1736396 |
| Bristol-Myers Squibb Co 5.2% 2/22/2034  | 3300000 | 3388125 |
| Bristol-Myers Squibb Co 5.55% 2/22/2054  | 2339000 | 2255503 |
| Bristol-Myers Squibb Co 5.65% 2/22/2064  | 3400000 | 3256533 |
| Elanco Animal Health Inc 6.65% 8/28/2028 (d) | 4309000 | 4486139 |
| Perrigo Finance Unlimited Co 4.9% 6/15/2030 (e) | 3924000 | 3840225 |
|  |  | 18962921 |
| TOTAL HEALTH CARE |  | 103913296 |
| Industrials - 4.4% |  |  |
| Aerospace & Defense - 2.1% |  |  |
| Boeing Co 2.75% 2/1/2026  | 1254000 | 1244383 |
| Boeing Co 3.25% 2/1/2028  | 2641000 | 2579149 |
| Boeing Co 5.04% 5/1/2027  | 9998000 | 10091146 |
| Boeing Co 5.15% 5/1/2030  | 6225000 | 6385171 |
| Boeing Co 5.805% 5/1/2050  | 6305000 | 6063120 |
| Boeing Co 6.298% 5/1/2029  | 485000 | 515034 |
| Boeing Co 6.388% 5/1/2031  | 367000 | 398588 |
| Boeing Co 6.528% 5/1/2034  | 393000 | 430392 |
| Boeing Co 6.858% 5/1/2054  | 4391000 | 4815143 |
| Boeing Co 7.008% 5/1/2064  | 1858000 | 2058633 |
| Hexcel Corp 5.875% 2/26/2035  | 1333000 | 1359240 |
| RTX Corp 6.1% 3/15/2034  | 3600000 | 3908144 |
| RTX Corp 6.4% 3/15/2054  | 3500000 | 3786505 |
|  |  | 43634648 |
| Building Products - 0.4% |  |  |
| Carlisle Cos Inc 2.75% 3/1/2030  | 3773000 | 3526439 |
| Carrier Global Corp 2.7% 2/15/2031  | 3848000 | 3536555 |
| Carrier Global Corp 5.9% 3/15/2034  | 160000 | 170561 |
| Carrier Global Corp 6.2% 3/15/2054  | 99000 | 105260 |
|  |  | 7338815 |
| Ground Transportation - 0.2% |  |  |
| Burlington Northern Santa Fe LLC 4.15% 4/1/2045  | 342000 | 284447 |
| Burlington Northern Santa Fe LLC 4.4% 3/15/2042  | 847000 | 745917 |
| CSX Corp 4.3% 3/1/2048  | 3346000 | 2759539 |
|  |  | 3789903 |
| Industrial Conglomerates - 0.0% |  |  |
| Trane Technologies Financing Ltd 4.65% 11/1/2044  | 190000 | 168460 |
| Machinery - 0.7% |  |  |
| AGCO Corp 5.8% 3/21/2034  | 3844000 | 3957267 |
| Ingersoll Rand Inc 5.314% 6/15/2031  | 4500000 | 4697577 |
| Ingersoll Rand Inc 5.45% 6/15/2034  | 4300000 | 4448535 |
| Ingersoll Rand Inc 5.7% 8/14/2033  | 2250000 | 2371273 |
|  |  | 15474652 |
| Passenger Airlines - 0.1% |  |  |
| American Airlines 2019-1 Class B Pass Through Trust equipment trust certificate 3.85% 8/15/2029  | 558864 | 543328 |
| American Airlines Inc equipment trust certificate 3.75% 4/15/2027  | 678630 | 676786 |
| United Airlines 2018-1 Class B Pass Through Trust equipment trust certificate 4.6% 9/1/2027  | 339557 | 336721 |
| United Airlines 2019-2 Class B Pass Through Trust equipment trust certificate 3.5% 11/1/2029  | 371110 | 362685 |
|  |  | 1919520 |
| Professional Services - 0.7% |  |  |
| Booz Allen Hamilton Inc 5.95% 8/4/2033  | 3095000 | 3231774 |
| Paychex Inc 5.1% 4/15/2030  | 918000 | 944853 |
| Paychex Inc 5.35% 4/15/2032  | 4670000 | 4830846 |
| Paychex Inc 5.6% 4/15/2035  | 3874000 | 4009662 |
| Verisk Analytics Inc 4.5% 8/15/2030  | 493000 | 494984 |
| Verisk Analytics Inc 5.125% 2/15/2036  | 1108000 | 1100715 |
|  |  | 14612834 |
| Trading Companies & Distributors - 0.2% |  |  |
| Ferguson Enterprises Inc 5% 10/3/2034  | 4171000 | 4129304 |
| TOTAL INDUSTRIALS |  | 91068136 |
| Information Technology - 5.4% |  |  |
| Electronic Equipment, Instruments & Components - 0.7% |  |  |
| Dell International LLC / EMC Corp 3.375% 12/15/2041  | 2264000 | 1685388 |
| Dell International LLC / EMC Corp 3.45% 12/15/2051  | 1091000 | 745180 |
| Dell International LLC / EMC Corp 5.3% 10/1/2029  | 3773000 | 3906242 |
| Vontier Corp 2.4% 4/1/2028  | 4659000 | 4428110 |
| Vontier Corp 2.95% 4/1/2031  | 5228000 | 4749611 |
|  |  | 15514531 |
| IT Services - 0.5% |  |  |
| CDW LLC / CDW Finance Corp 2.67% 12/1/2026  | 3241000 | 3170718 |
| CDW LLC / CDW Finance Corp 5.1% 3/1/2030  | 1929000 | 1961254 |
| CDW LLC / CDW Finance Corp 5.55% 8/22/2034  | 5900000 | 5972216 |
|  |  | 11104188 |
| Semiconductors & Semiconductor Equipment - 2.8% |  |  |
| Broadcom Inc 2.45% 2/15/2031 (b) | 2716000 | 2455614 |
| Broadcom Inc 2.6% 2/15/2033 (b) | 2750000 | 2376802 |
| Broadcom Inc 3.137% 11/15/2035 (b) | 4150000 | 3511363 |
| Broadcom Inc 3.5% 2/15/2041 (b) | 2186000 | 1732716 |
| Broadcom Inc 3.75% 2/15/2051 (b) | 1026000 | 766188 |
| Broadcom Inc 4.6% 7/15/2030  | 5400000 | 5451953 |
| Broadcom Inc 4.9% 7/15/2032  | 5400000 | 5466252 |
| Broadcom Inc 5.05% 7/12/2029  | 3560000 | 3660670 |
| Broadcom Inc 5.15% 11/15/2031  | 5600000 | 5790441 |
| Marvell Technology Inc 2.45% 4/15/2028  | 3018000 | 2889355 |
| Marvell Technology Inc 4.75% 7/15/2030  | 550000 | 555013 |
| Marvell Technology Inc 5.45% 7/15/2035  | 895000 | 910216 |
| Micron Technology Inc 2.703% 4/15/2032  | 1236000 | 1087973 |
| Micron Technology Inc 3.366% 11/1/2041  | 1347000 | 1007362 |
| Micron Technology Inc 3.477% 11/1/2051  | 1351000 | 920099 |
| Micron Technology Inc 5.3% 1/15/2031  | 4778000 | 4930566 |
| Micron Technology Inc 5.65% 11/1/2032  | 4000000 | 4182511 |
| Micron Technology Inc 5.8% 1/15/2035  | 4900000 | 5065195 |
| Micron Technology Inc 6.05% 11/1/2035  | 4000000 | 4202672 |
|  |  | 56962961 |
| Software - 1.4% |  |  |
| AppLovin Corp 5.125% 12/1/2029  | 2000000 | 2045442 |
| AppLovin Corp 5.375% 12/1/2031  | 5900000 | 6079256 |
| Oracle Corp 2.875% 3/25/2031  | 4527000 | 4150581 |
| Oracle Corp 3.95% 3/25/2051  | 3211000 | 2316832 |
| Oracle Corp 4.375% 5/15/2055  | 1405000 | 1069295 |
| Oracle Corp 5.375% 7/15/2040  | 81000 | 78389 |
| Roper Technologies Inc 1.75% 2/15/2031  | 2264000 | 1963091 |
| Roper Technologies Inc 2.95% 9/15/2029  | 1714000 | 1635222 |
| Roper Technologies Inc 4.45% 9/15/2030  | 917000 | 918894 |
| Roper Technologies Inc 5.1% 9/15/2035  | 8051000 | 8031428 |
|  |  | 28288430 |
| TOTAL INFORMATION TECHNOLOGY |  | 111870110 |
| Materials - 0.5% |  |  |
| Chemicals - 0.5% |  |  |
| Celanese US Holdings LLC 6.665% 7/15/2027 (d) | 4560000 | 4692185 |
| Dow Chemical Co/The 4.55% 11/30/2025  | 51000 | 50952 |
| Dow Chemical Co/The 5.15% 2/15/2034  | 5900000 | 5864019 |
| International Flavors & Fragrances Inc 1.832% 10/15/2027 (b) | 830000 | 787046 |
| International Flavors & Fragrances Inc 2.3% 11/1/2030 (b) | 1575000 | 1408729 |
|  |  | 12802931 |
| Real Estate - 6.5% |  |  |
| Diversified REITs - 1.4% |  |  |
| GLP Capital LP / GLP Financing II Inc 5.625% 9/15/2034  | 8904000 | 8932030 |
| Piedmont Operating Partnership LP 2.75% 4/1/2032  | 253000 | 213867 |
| Piedmont Operating Partnership LP 6.875% 7/15/2029  | 798000 | 844361 |
| Store Capital LLC 2.7% 12/1/2031  | 4905000 | 4269318 |
| Store Capital LLC 2.75% 11/18/2030  | 369000 | 333006 |
| VICI Properties LP 4.75% 2/15/2028  | 1217000 | 1226559 |
| VICI Properties LP 4.95% 2/15/2030  | 3641000 | 3681812 |
| VICI Properties LP 5.125% 11/15/2031  | 1200000 | 1214848 |
| VICI Properties LP 5.125% 5/15/2032  | 5205000 | 5223154 |
| VICI Properties LP 5.75% 4/1/2034  | 211000 | 216990 |
| Vornado Realty LP 2.15% 6/1/2026  | 316000 | 309123 |
| WP Carey Inc 2.4% 2/1/2031  | 2127000 | 1895154 |
|  |  | 28360222 |
| Health Care REITs - 1.5% |  |  |
| Alexandria Real Estate Equities Inc 1.875% 2/1/2033  | 6131000 | 4967977 |
| Alexandria Real Estate Equities Inc 4.7% 7/1/2030  | 521000 | 525277 |
| Healthpeak OP LLC 4.75% 1/15/2033  | 5950000 | 5909428 |
| Omega Healthcare Investors Inc 3.25% 4/15/2033  | 1168000 | 1016423 |
| Omega Healthcare Investors Inc 3.375% 2/1/2031  | 11399000 | 10538526 |
| Ventas Realty LP 2.5% 9/1/2031  | 2126000 | 1892977 |
| Ventas Realty LP 3% 1/15/2030  | 3071000 | 2904002 |
| Ventas Realty LP 4.4% 1/15/2029  | 3773000 | 3784399 |
|  |  | 31539009 |
| Office REITs - 1.2% |  |  |
| COPT Defense Properties LP 2% 1/15/2029  | 2896000 | 2674192 |
| COPT Defense Properties LP 2.25% 3/15/2026  | 314000 | 309563 |
| COPT Defense Properties LP 2.75% 4/15/2031  | 1519000 | 1369180 |
| COPT Defense Properties LP 2.9% 12/1/2033  | 7561000 | 6359684 |
| Hudson Pacific Properties LP 3.95% 11/1/2027  | 1559000 | 1490381 |
| Hudson Pacific Properties LP 5.95% 2/15/2028  | 10874000 | 10637507 |
| Kilroy Realty LP 5.875% 10/15/2035  | 1892000 | 1883076 |
|  |  | 24723583 |
| Real Estate Management & Development - 0.3% |  |  |
| Extra Space Storage LP 4.95% 1/15/2033  | 2784000 | 2793003 |
| Tanger Properties LP 2.75% 9/1/2031  | 3679000 | 3279134 |
|  |  | 6072137 |
| Residential REITs - 1.0% |  |  |
| American Homes 4 Rent LP 5.5% 7/15/2034  | 1747000 | 1788104 |
| Invitation Homes Operating Partnership LP 2% 8/15/2031  | 1752000 | 1504674 |
| Invitation Homes Operating Partnership LP 4.15% 4/15/2032  | 886000 | 847506 |
| Invitation Homes Operating Partnership LP 4.875% 2/1/2035  | 4500000 | 4395927 |
| Invitation Homes Operating Partnership LP 4.95% 1/15/2033  | 2593000 | 2587270 |
| Sun Communities Operating LP 2.3% 11/1/2028  | 288000 | 272525 |
| Sun Communities Operating LP 2.7% 7/15/2031  | 733000 | 663406 |
| Sun Communities Operating LP 4.2% 4/15/2032  | 5659000 | 5436855 |
| UDR Inc 2.1% 8/1/2032  | 2714000 | 2289225 |
|  |  | 19785492 |
| Retail REITs - 0.8% |  |  |
| Agree LP 4.8% 10/1/2032  | 4123000 | 4107141 |
| Agree LP 5.6% 6/15/2035  | 1392000 | 1432016 |
| Agree LP 5.625% 6/15/2034  | 4300000 | 4422833 |
| Brixmor Operating Partnership LP 2.25% 4/1/2028  | 1426000 | 1358051 |
| Brixmor Operating Partnership LP 4.05% 7/1/2030  | 819000 | 802574 |
| Brixmor Operating Partnership LP 4.125% 5/15/2029  | 420000 | 416260 |
| Kite Realty Group LP 5.5% 3/1/2034  | 269000 | 275137 |
| Kite Realty Group Trust 4.75% 9/15/2030  | 1720000 | 1725592 |
| Phillips Edison Grocery Center Operating Partnership I LP 4.95% 1/15/2035  | 881000 | 860011 |
| Phillips Edison Grocery Center Operating Partnership I LP 5.75% 7/15/2034  | 277000 | 286060 |
| Realty Income Corp 2.1% 3/15/2028  | 1856000 | 1768543 |
| Realty Income Corp 2.85% 12/15/2032  | 181000 | 160903 |
|  |  | 17615121 |
| Specialized REITs - 0.3% |  |  |
| American Tower Corp 2.1% 6/15/2030  | 2150000 | 1933638 |
| Crown Castle Inc 3.3% 7/1/2030  | 5282000 | 4988545 |
|  |  | 6922183 |
| TOTAL REAL ESTATE |  | 135017747 |
| Utilities - 8.7% |  |  |
| Electric Utilities - 6.7% |  |  |
| Alabama Power Co 3.05% 3/15/2032  | 1154000 | 1057719 |
| Alabama Power Co 5.1% 4/2/2035  | 1787000 | 1809194 |
| American Transmission Systems Inc 2.65% 1/15/2032 (b) | 3542000 | 3147855 |
| Cleco Corporate Holdings LLC 3.375% 9/15/2029  | 4212000 | 3933820 |
| Cleco Corporate Holdings LLC 3.743% 5/1/2026  | 10569000 | 10495310 |
| Cleveland Electric Illuminating Co/The 3.5% 4/1/2028 (b) | 1357000 | 1330048 |
| Cleveland Electric Illuminating Co/The 5.95% 12/15/2036  | 1245000 | 1297589 |
| Consolidated Edison Co of New York Inc 5.125% 3/15/2035  | 5000000 | 5115401 |
| Consolidated Edison Co of New York Inc 5.2% 3/1/2033  | 4905000 | 5067016 |
| Consolidated Edison Co of New York Inc 5.5% 3/15/2055  | 5000000 | 4801788 |
| Duke Energy Corp 2.45% 6/1/2030  | 479000 | 440342 |
| Duke Energy Corp 2.55% 6/15/2031  | 2641000 | 2376969 |
| Duke Energy Corp 4.5% 8/15/2032  | 7595000 | 7493730 |
| Duke Energy Corp 5% 8/15/2052  | 7595000 | 6624521 |
| Duke Energy Corp 5.45% 6/15/2034  | 5000000 | 5161659 |
| Duke Energy Indiana LLC 4.9% 7/15/2043  | 1016000 | 920577 |
| Duquesne Light Holdings Inc 2.532% 10/1/2030 (b) | 440000 | 392869 |
| Duquesne Light Holdings Inc 2.775% 1/7/2032 (b) | 1619000 | 1423871 |
| Duquesne Light Holdings Inc 3.616% 8/1/2027 (b) | 1658000 | 1625821 |
| Exelon Corp 3.35% 3/15/2032  | 7856000 | 7293579 |
| Exelon Corp 4.05% 4/15/2030  | 2862000 | 2830916 |
| Exelon Corp 4.1% 3/15/2052  | 230000 | 174604 |
| Exelon Corp 5.45% 3/15/2034  | 3500000 | 3607355 |
| Exelon Corp 5.6% 3/15/2053  | 3400000 | 3220923 |
| FirstEnergy Corp 2.25% 9/1/2030  | 3488000 | 3132226 |
| FirstEnergy Corp 2.65% 3/1/2030  | 6250000 | 5797340 |
| FirstEnergy Corp 4.85% 7/15/2047 (e) | 3500000 | 3008595 |
| FirstEnergy Transmission LLC 4.75% 1/15/2033 (b) | 3818000 | 3807138 |
| Georgia Power Co 5.25% 3/15/2034  | 4300000 | 4407462 |
| IPALCO Enterprises Inc 4.25% 5/1/2030  | 5433000 | 5306446 |
| IPALCO Enterprises Inc 5.75% 4/1/2034  | 1829000 | 1844501 |
| ITC Holdings Corp 5.65% 5/9/2034 (b) | 6000000 | 6211524 |
| Ohio Edison Co 4.95% 12/15/2029 (b) | 2193000 | 2241349 |
| Pacific Gas and Electric Co 5.9% 10/1/2054  | 2842000 | 2657477 |
| Pinnacle West Capital Corp 4.9% 5/15/2028  | 950000 | 964191 |
| Pinnacle West Capital Corp 5.15% 5/15/2030  | 1014000 | 1043154 |
| PPL Capital Funding Inc 5.25% 9/1/2034  | 4167000 | 4232685 |
| Southern Co/The 3.7% 4/30/2030  | 5591000 | 5456591 |
| Southern Co/The 4.4% 7/1/2046  | 4905000 | 4074632 |
| Tampa Electric Co 6.55% 5/15/2036  | 169000 | 186023 |
| Virginia Electric and Power Co 5.55% 8/15/2054  | 1358000 | 1308044 |
| Xcel Energy Inc 3.5% 12/1/2049  | 2768000 | 1888886 |
| Xcel Energy Inc 4.8% 9/15/2041  | 188000 | 167457 |
|  |  | 139379197 |
| Gas Utilities - 0.1% |  |  |
| Boston Gas Co 4.487% 2/15/2042 (b) | 678000 | 570329 |
| ONE Gas Inc 2% 5/15/2030  | 1965000 | 1786614 |
| Southern Co Gas Capital Corp 3.15% 9/30/2051  | 1845000 | 1165588 |
|  |  | 3522531 |
| Independent Power and Renewable Electricity Producers - 0.4% |  |  |
| AES Corp/The 2.45% 1/15/2031  | 6228000 | 5580093 |
| AES Corp/The 3.95% 7/15/2030 (b) | 2106000 | 2032441 |
|  |  | 7612534 |
| Multi-Utilities - 1.5% |  |  |
| Berkshire Hathaway Energy Co 2.85% 5/15/2051  | 2452000 | 1496948 |
| NiSource Inc 1.7% 2/15/2031  | 1886000 | 1633286 |
| NiSource Inc 2.95% 9/1/2029  | 678000 | 646884 |
| NiSource Inc 3.6% 5/1/2030  | 3080000 | 2984648 |
| NiSource Inc 4.375% 5/15/2047  | 1886000 | 1555677 |
| NiSource Inc 4.8% 2/15/2044  | 3018000 | 2675486 |
| NiSource Inc 5% 6/15/2052  | 1320000 | 1162590 |
| NiSource Inc 5.25% 2/15/2043  | 80000 | 75186 |
| NiSource Inc 5.95% 6/15/2041  | 386000 | 392242 |
| Puget Energy Inc 2.379% 6/15/2028  | 3992000 | 3787992 |
| Puget Energy Inc 4.1% 6/15/2030  | 1049000 | 1022665 |
| Puget Energy Inc 4.224% 3/15/2032  | 6457000 | 6123548 |
| Puget Energy Inc 5.725% 3/15/2035  | 5378000 | 5470252 |
| WEC Energy Group Inc 2.2% 12/15/2028  | 1886000 | 1772449 |
|  |  | 30799853 |
| TOTAL UTILITIES |  | 181314115 |
| TOTAL UNITED STATES |  | 1378038113 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $1,834,474,312) |  | <br> **1775625629** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.3%** | &nbsp;&nbsp;**Preferred Securities - 0.3%** | &nbsp;&nbsp;**Preferred Securities - 0.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CANADA - 0.1%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Enbridge Inc 5.75% 7/15/2080 (d) | 2153000 | 2166451 |
| SWITZERLAND - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Capital Markets - 0.2% |  |  |
| UBS Group AG 4.375% (b)(d)(f) | 1356000 | 1219169 |
| UBS Group AG 4.875% (b)(d)(f) | 2890000 | 2850363 |
| TOTAL SWITZERLAND |  | 4069532 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $6,399,000) |  | <br> **6235983** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 9.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 9.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 9.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 9.2%** |
|  | Yield (%) (g) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bonds 1.75% 8/15/2041  | 1.99 | 8036000 | 5323222 |
| US Treasury Bonds 1.875% 2/15/2041  | 2.19 | 7545500 | 5185468 |
| US Treasury Bonds 2% 11/15/2041  | 1.86 | 4695500 | 3219536 |
| US Treasury Bonds 4.75% 5/15/2055  | 4.76 to 5.00 | 93700000 | 91152531 |
| US Treasury Bonds 4.75% 8/15/2055  | 4.91 to 4.95 | 88800000 | 86413500 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $198,278,812) |  |  | **191294257** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 3.7%** | &nbsp;&nbsp;**Money Market Funds - 3.7%** | &nbsp;&nbsp;**Money Market Funds - 3.7%** | &nbsp;&nbsp;**Money Market Funds - 3.7%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (h)<br>(Cost $77,609,928)<br>| 4.36 | 77595681 | **77611200** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.4%**<br> (Cost $2,134,594,344)<br>| <br>**2068504756** |
| **NET OTHER ASSETS (LIABILITIES) - 0.6%**  | **12507903** |
| **NET ASSETS - 100.0%** | **2081012659** |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $374,490,273 or 18.0% of net assets.

(c) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(d) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(e) Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.

(f) Security is perpetual in nature with no stated maturity date.

(g) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(h) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 94094828 | 582172147 | 598655775 | 2693163 | - | - | 77611200 | 77595681 | 0.1% |
| Fidelity Securities Lending Cash Central Fund | - | 8675146 | 8675146 | 122 | - | - | - | - | 0.0% |
| Total | 94094828 | 590847293 | 607330921 | 2693285 | - | - | 77611200 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line item in the Statement of Operations, if applicable.

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

Amounts included in the purchases and sales proceeds columns may include in-kind transactions, if applicable.

**Investment Valuation**

The following is a summary of the inputs used, as of August 31, 2025, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** | **Valuation Inputs at Reporting Date:** |
| **Description** | **Total ($)** | **Level 1 ($)** | **Level 2 ($)** | **Level 3 ($)** |
|  **<u>Investments in Securities:</u>** |  |  |  |  |
|  **Asset-Backed Securities** | 12398234 | - | 12398234 | - |
|  **Bank Notes** |  |  |  |  |
| Financials | 1064621 | - | 1064621 | - |
|  **Commercial Mortgage Securities** | 1602126 | - | 1602126 | - |
|  **Foreign Government and Government Agency Obligations** | 1878928 | - | 1878928 | - |
|  **Municipal Securities** |  |  |  |  |
| Electric Utilities | 655742 | - | 655742 | - |
| General Obligations | 138036 | - | 138036 | - |
|  **Non-Convertible Corporate Bonds** |  |  |  |  |
| Communication Services | 102965502 | - | 102965502 | - |
| Consumer Discretionary | 66044981 | - | 66044981 | - |
| Consumer Staples | 69434616 | - | 69434616 | - |
| Energy | 169141369 | - | 169141369 | - |
| Financials | 643132649 | - | 643132649 | - |
| Health Care | 127340639 | - | 127340639 | - |
| Industrials | 114293235 | - | 114293235 | - |
| Information Technology | 114240459 | - | 114240459 | - |
| Materials | 32043173 | - | 32043173 | - |
| Real Estate | 135017747 | - | 135017747 | - |
| Utilities | 201971259 | - | 201971259 | - |
|  **Preferred Securities** |  |  |  |  |
| Energy | 2166451 | - | 2166451 | - |
| Financials | 4069532 | - | 4069532 | - |
|  **U.S. Treasury Obligations** | 191294257 | - | 191294257 | - |
|  **Money Market Funds** | 77611200 | 77611200 | - | - |
| **Total Investments in Securities:** | 2068504756 | 77611200 | 1990893556 | - |

---

**Financial Statements**

---

| | | |
|:---|:---|:---|
| **Statement of Assets and Liabilities** | **Statement of Assets and Liabilities** | **Statement of Assets and Liabilities** |
| **As of August 31, 2025** | **As of August 31, 2025** | **As of August 31, 2025** |
| **Assets**  |  |  |
| Investment in securities, at value - See accompanying schedule: |  |  |
| Unaffiliated issuers (cost $2,056,984,416) | $1990893556 |  |
| Fidelity Central Funds (cost $77,609,928) | 77611200 |  |
| Total Investment in Securities (cost $2,134,594,344) |  | $2068504756 |
| Receivable for fund shares sold |  | 1409772 |
| Interest receivable |  | 23955471 |
| Distributions receivable from Fidelity Central Funds |  | 272137 |
| Receivable from investment adviser for expense reductions |  | 20423 |
| **Total assets** |  | 2094162559 |
| **Liabilities** |  |  |
| Payable for investments purchased  | $10511438 |  |
| Payable for fund shares redeemed | 994920 |  |
| Distributions payable | 871735 |  |
| Accrued management fee | 599784 |  |
| Distribution and service plan fees payable | 22118 |  |
| Other affiliated payables | 149905 |  |
| **Total liabilities** |  | 13149900 |
| **Net Assets**  |  | $2081012659 |
| Net Assets consist of: |  |  |
| Paid in capital |  | $2288091528 |
| Total accumulated earnings (loss) |  | (207078869) |
| **Net Assets** |  | $2081012659 |
| **Net Asset Value and Maximum Offering Price** |  |  |
| **Class A :** |  |  |
| **Net Asset Value** and redemption price per share ($70,403,301 ÷ 6,592,559 shares)(a) |  | $10.68 |
| Maximum offering price per share (100/96.00 of $10.68) |  | $11.13 |
| **Class M :** |  |  |
| **Net Asset Value** and redemption price per share ($8,010,726 ÷ 750,073 shares)(a) |  | $10.68 |
| Maximum offering price per share (100/96.00 of $10.68) |  | $11.13 |
| **Class C :** |  |  |
| **Net Asset Value** and offering price per share ($7,043,673 ÷ 659,656 shares)(a) |  | $10.68 |
| **Corporate Bond :** |  |  |
| **Net Asset Value**, offering price and redemption price per share ($1,011,814,246 ÷ 94,748,537 shares) |  | $10.68 |
| **Class I :** |  |  |
| **Net Asset Value**, offering price and redemption price per share ($235,700,459 ÷ 22,070,953 shares) |  | $10.68 |
| **Class Z :** |  |  |
| **Net Asset Value**, offering price and redemption price per share ($748,040,254 ÷ 70,073,433 shares) |  | $10.68 |
| *(a)Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge.* | *(a)Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge.* | *(a)Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge.* |

---

---

| | | |
|:---|:---|:---|
| **Statement of Operations** | **Statement of Operations** | **Statement of Operations** |
| <br> **Year ended August 31, 2025** | <br> **Year ended August 31, 2025** | <br> **Year ended August 31, 2025** |
| **Investment Income** |  |  |
| Dividends  |  | $324010 |
| Interest  |  | 90610123 |
| Income from Fidelity Central Funds (including $122 from security lending)  |  | 2693285 |
| **Total income** |  | 93627418 |
| **Expenses** |  |  |
| Management fee | $7046841 |  |
| Transfer agent fees | 1833396 |  |
| Distribution and service plan fees | 259593 |  |
| Independent trustees' fees and expenses | 5021 |  |
| Total expenses before reductions | 9144851 |  |
| Expense reductions | (295801) |  |
| Total expenses after reductions |  | 8849050 |
| **Net Investment income (loss)** |  | 84778368 |
| **Realized and Unrealized Gain (Loss)** |  |  |
| Net realized gain (loss) on: |  |  |
| Investment Securities: |  |  |
| Unaffiliated issuers  | (37149371) |  |
| Total net realized gain (loss) |  | (37149371) |
| Change in net unrealized appreciation (depreciation) on investment securities  |  | 32280030 |
| **Net gain (loss)** |  | (4869341) |
| **Net increase (decrease) in net assets resulting from operations** |  | $79909027 |

---

---

| | | |
|:---|:---|:---|
| **Statement of Changes in Net Assets** | **Statement of Changes in Net Assets** | **Statement of Changes in Net Assets** |
|  | **Year ended**<br> **August 31, 2025** | **Year ended**<br> **August 31, 2024** |
| **Increase (Decrease) in Net Assets** |  |  |
| Operations |  |  |
| &nbsp;&nbsp;Net investment income (loss) | $84778368 | $69108303 |
| &nbsp;&nbsp;Net realized gain (loss) | (37149371)<br>| (36819670)<br>|
| &nbsp;&nbsp;Change in net unrealized appreciation (depreciation) | 32280030 | 138226550<br>|
| &nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations** | 79909027<br>| 170515183<br>|
| Distributions to shareholders | (82812873)<br>| (68746009)<br>|
| Share transactions - net increase (decrease) | 82780142<br>| 220144658<br>|
| &nbsp;&nbsp;**Total increase (decrease) in net assets** | 79876296<br>| 321913832<br>|
| **Net Assets** |  |  |
| &nbsp;&nbsp;Beginning of period | 2001136363 | 1679222531<br>|
| &nbsp;&nbsp;End of period | $2081012659 | $2001136363 |

---

**Financial Highlights** 

**Fidelity Advisor® Corporate Bond Fund Class A**<br>

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Years ended August 31,** | **2025**  | **2024**  | **2023**  | **2022**  | **2021**  |
| **Selected Per-Share Data**  |  |  |  |  |  |
| Net asset value, beginning of period  | $10.70 | $10.13 | $10.41 | $12.76 | $12.86 |
| Income from Investment Operations  |  |  |  |  |  |
| Net investment income (loss) A,B | .409  | .377  | .358  | .287  | .277  |
| Net realized and unrealized gain (loss)  | (.030)  | .568  | (.290)  | (2.270)  | .004  |
| Total from investment operations  | .379  | .945  | .068  | (1.983)  | .281  |
| Distributions from net investment income  | (.399)  | (.375)  | (.348)  | (.280)  | (.274)  |
| Distributions from net realized gain  | -  | -  | -  | (.087)  | (.107)  |
| Total distributions  | (.399)  | (.375)  | (.348)  | (.367)  | (.381)  |
| Net asset value, end of period  | $10.68 | $10.70 | $10.13 | $10.41 | $12.76 |
| **Total Return** C,D | 3.64% <br>| 9.54%  | .70%  | (15.81)%  | 2.24%  |
| **Ratios to Average Net Assets** B,E,F |  |  |  |  |  |
| Expenses before reductions  | .77%  | .77%  | .78%  | .77%  | .77%  |
| Expenses net of fee waivers, if any  | .77% <br>| .77%  | .78%  | .77%  | .77%  |
| Expenses net of all reductions, if any  | .77%  | .77%  | .78%  | .77%  | .77%  |
| Net investment income (loss)  | 3.88%  | 3.67%  | 3.52%  | 2.47%  | 2.19%  |
| **Supplemental Data** |  |  |  |  |  |
| Net assets, end of period (000 omitted) | $70403 | $64513 | $57501 | $59296 | $81746 |
| Portfolio turnover rate G | 43% <br>| 30%  | 24% H | 26%  | 46%  |

---

A*Calculated based on average shares outstanding during the period.*

B*Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any mutual funds or ETFs is not included in the Fund's net investment income (loss) ratio.*

C*Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.*

D*Total returns do not include the effect of the sales charges.*

E*Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.*

F*Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment adviser, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.*

G*Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs), derivatives or securities that mature within one year from acquisition.*

H*Portfolio turnover rate excludes securities received or delivered in-kind.*

**Fidelity Advisor® Corporate Bond Fund Class M**<br>

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Years ended August 31,** | **2025**  | **2024**  | **2023**  | **2022**  | **2021**  |
| **Selected Per-Share Data**  |  |  |  |  |  |
| Net asset value, beginning of period  | $10.70 | $10.13 | $10.41 | $12.76 | $12.86 |
| Income from Investment Operations  |  |  |  |  |  |
| Net investment income (loss) A,B | .406  | .372  | .353  | .282  | .274  |
| Net realized and unrealized gain (loss)  | (.030)  | .568  | (.290)  | (2.270)  | .004  |
| Total from investment operations  | .376  | .940  | .063  | (1.988)  | .278  |
| Distributions from net investment income  | (.396)  | (.370)  | (.343)  | (.275)  | (.271)  |
| Distributions from net realized gain  | -  | -  | -  | (.087)  | (.107)  |
| Total distributions  | (.396)  | (.370)  | (.343)  | (.362)  | (.378)  |
| Net asset value, end of period  | $10.68 | $10.70 | $10.13 | $10.41 | $12.76 |
| **Total Return** C,D | 3.61% <br>| 9.49%  | .65%  | (15.85)%  | 2.21%  |
| **Ratios to Average Net Assets** B,E,F |  |  |  |  |  |
| Expenses before reductions  | .80%  | .82%  | .84%  | .81%  | .79%  |
| Expenses net of fee waivers, if any  | .80% <br>| .82%  | .84%  | .81%  | .79%  |
| Expenses net of all reductions, if any  | .80%  | .82%  | .83%  | .81%  | .79%  |
| Net investment income (loss)  | 3.85%  | 3.62%  | 3.47%  | 2.42%  | 2.16%  |
| **Supplemental Data** |  |  |  |  |  |
| Net assets, end of period (000 omitted) | $8011 | $8194 | $8061 | $8439 | $12127 |
| Portfolio turnover rate G | 43% <br>| 30%  | 24% H | 26%  | 46%  |

---

A*Calculated based on average shares outstanding during the period.*

B*Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any mutual funds or ETFs is not included in the Fund's net investment income (loss) ratio.*

C*Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.*

D*Total returns do not include the effect of the sales charges.*

E*Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.*

F*Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment adviser, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.*

G*Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs), derivatives or securities that mature within one year from acquisition.*

H*Portfolio turnover rate excludes securities received or delivered in-kind.*

**Fidelity Advisor® Corporate Bond Fund Class C**<br>

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Years ended August 31,** | **2025**  | **2024**  | **2023**  | **2022**  | **2021**  |
| **Selected Per-Share Data**  |  |  |  |  |  |
| Net asset value, beginning of period  | $10.70 | $10.13 | $10.41 | $12.76 | $12.86 |
| Income from Investment Operations  |  |  |  |  |  |
| Net investment income (loss) A,B | .330  | .299  | .280  | .199  | .180  |
| Net realized and unrealized gain (loss)  | (.030)  | .567  | (.290)  | (2.271)  | .003  |
| Total from investment operations  | .300  | .866  | (.010)  | (2.072)  | .183  |
| Distributions from net investment income  | (.320)  | (.296)  | (.270)  | (.191)  | (.176)  |
| Distributions from net realized gain  | -  | -  | -  | (.087)  | (.107)  |
| Total distributions  | (.320)  | (.296)  | (.270)  | (.278)  | (.283)  |
| Net asset value, end of period  | $10.68 | $10.70 | $10.13 | $10.41 | $12.76 |
| **Total Return** C,D | 2.87% <br>| 8.71%  | (.07)%  | (16.46)%  | 1.46%  |
| **Ratios to Average Net Assets** B,E,F |  |  |  |  |  |
| Expenses before reductions  | 1.52%  | 1.54%  | 1.54%  | 1.54%  | 1.54%  |
| Expenses net of fee waivers, if any  | 1.52% <br>| 1.54%  | 1.54%  | 1.54%  | 1.54%  |
| Expenses net of all reductions, if any  | 1.52%  | 1.54%  | 1.54%  | 1.54%  | 1.54%  |
| Net investment income (loss)  | 3.13%  | 2.91%  | 2.75%  | 1.70%  | 1.42%  |
| **Supplemental Data** |  |  |  |  |  |
| Net assets, end of period (000 omitted) | $7044 | $7553 | $8171 | $9756 | $17010 |
| Portfolio turnover rate G | 43% <br>| 30%  | 24% H | 26%  | 46%  |

---

A*Calculated based on average shares outstanding during the period.*

B*Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any mutual funds or ETFs is not included in the Fund's net investment income (loss) ratio.*

C*Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.*

D*Total returns do not include the effect of the contingent deferred sales charge.*

E*Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.*

F*Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment adviser, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.*

G*Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs), derivatives or securities that mature within one year from acquisition.*

H*Portfolio turnover rate excludes securities received or delivered in-kind.*

**Fidelity® Corporate Bond Fund** <br>

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Years ended August 31,** | **2025**  | **2024**  | **2023**  | **2022**  | **2021**  |
| **Selected Per-Share Data**  |  |  |  |  |  |
| Net asset value, beginning of period  | $10.70 | $10.13 | $10.41 | $12.76 | $12.86 |
| Income from Investment Operations  |  |  |  |  |  |
| Net investment income (loss) A,B | .443  | .410  | .391  | .325  | .318  |
| Net realized and unrealized gain (loss)  | (.030)  | .568  | (.290)  | (2.270)  | .003  |
| Total from investment operations  | .413  | .978  | .101  | (1.945)  | .321  |
| Distributions from net investment income  | (.433)  | (.408)  | (.381)  | (.318)  | (.314)  |
| Distributions from net realized gain  | -  | -  | -  | (.087)  | (.107)  |
| Total distributions  | (.433)  | (.408)  | (.381)  | (.405)  | (.421)  |
| Net asset value, end of period  | $10.68 | $10.70 | $10.13 | $10.41 | $12.76 |
| **Total Return** C | 3.97% <br>| 9.89%  | 1.03%  | (15.54)%  | 2.56%  |
| **Ratios to Average Net Assets** B,D,E |  |  |  |  |  |
| Expenses before reductions  | .45%  | .45%  | .45%  | .44%  | .45%  |
| Expenses net of fee waivers, if any  | .45% <br>| .45%  | .45%  | .44%  | .45%  |
| Expenses net of all reductions, if any  | .45%  | .45%  | .45%  | .44%  | .45%  |
| Net investment income (loss)  | 4.20%  | 3.99%  | 3.85%  | 2.79%  | 2.50%  |
| **Supplemental Data** |  |  |  |  |  |
| Net assets, end of period (000 omitted) | $1011814 | $965348 | $863480 | $975308 | $1481426 |
| Portfolio turnover rate F | 43% <br>| 30%  | 24% G | 26%  | 46%  |

---

A*Calculated based on average shares outstanding during the period.*

B*Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any mutual funds or ETFs is not included in the Fund's net investment income (loss) ratio.*

C*Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.*

D*Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.*

E*Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment adviser, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.*

F*Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs), derivatives or securities that mature within one year from acquisition.*

G*Portfolio turnover rate excludes securities received or delivered in-kind.*

**Fidelity Advisor® Corporate Bond Fund Class I**<br>

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Years ended August 31,** | **2025**  | **2024**  | **2023**  | **2022**  | **2021**  |
| **Selected Per-Share Data**  |  |  |  |  |  |
| Net asset value, beginning of period  | $10.70 | $10.13 | $10.41 | $12.76 | $12.86 |
| Income from Investment Operations  |  |  |  |  |  |
| Net investment income (loss) A,B | .437  | .404  | .386  | .322  | .311  |
| Net realized and unrealized gain (loss)  | (.030)  | .569  | (.289)  | (2.273)  | .004  |
| Total from investment operations  | .407  | .973  | .097  | (1.951)  | .315  |
| Distributions from net investment income  | (.427)  | (.403)  | (.377)  | (.312)  | (.308)  |
| Distributions from net realized gain  | -  | -  | -  | (.087)  | (.107)  |
| Total distributions  | (.427)  | (.403)  | (.377)  | (.399)  | (.415)  |
| Net asset value, end of period  | $10.68 | $10.70 | $10.13 | $10.41 | $12.76 |
| **Total Return** C | 3.92% <br>| 9.84%  | .98%  | (15.58)%  | 2.51%  |
| **Ratios to Average Net Assets** B,D,E |  |  |  |  |  |
| Expenses before reductions  | .50%  | .50%  | .50%  | .50%  | .50%  |
| Expenses net of fee waivers, if any  | .50% <br>| .50%  | .50%  | .50%  | .50%  |
| Expenses net of all reductions, if any  | .50%  | .50%  | .50%  | .50%  | .50%  |
| Net investment income (loss)  | 4.15%  | 3.95%  | 3.80%  | 2.74%  | 2.45%  |
| **Supplemental Data** |  |  |  |  |  |
| Net assets, end of period (000 omitted) | $235700 | $221242 | $127334 | $111046 | $200288 |
| Portfolio turnover rate F | 43% <br>| 30%  | 24% G | 26%  | 46%  |

---

A*Calculated based on average shares outstanding during the period.*

B*Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any mutual funds or ETFs is not included in the Fund's net investment income (loss) ratio.*

C*Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.*

D*Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.*

E*Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment adviser, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.*

F*Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs), derivatives or securities that mature within one year from acquisition.*

G*Portfolio turnover rate excludes securities received or delivered in-kind.*

**Fidelity Advisor® Corporate Bond Fund Class Z**<br>

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Years ended August 31,** | **2025**  | **2024**  | **2023**  | **2022**  | **2021**  |
| **Selected Per-Share Data**  |  |  |  |  |  |
| Net asset value, beginning of period  | $10.70 | $10.12 | $10.41 | $12.76 | $12.86 |
| Income from Investment Operations  |  |  |  |  |  |
| Net investment income (loss) A,B | .453  | .419  | .404  | .326  | .328  |
| Net realized and unrealized gain (loss)  | (.031)  | .578  | (.304)  | (2.262)  | .005  |
| Total from investment operations  | .422  | .997  | .100  | (1.936)  | .333  |
| Distributions from net investment income  | (.442)  | (.417)  | (.390)  | (.327)  | (.326)  |
| Distributions from net realized gain  | -  | -  | -  | (.087)  | (.107)  |
| Total distributions  | (.442)  | (.417)  | (.390)  | (.414)  | (.433)  |
| Net asset value, end of period  | $10.68 | $10.70 | $10.12 | $10.41 | $12.76 |
| **Total Return** C | 4.07% <br>| 10.10%  | 1.02%  | (15.47)%  | 2.66%  |
| **Ratios to Average Net Assets** B,D,E |  |  |  |  |  |
| Expenses before reductions  | .40%  | .40%  | .40%  | .40%  | .40%  |
| Expenses net of fee waivers, if any  | .36% <br>| .36%  | .36%  | .36%  | .36%  |
| Expenses net of all reductions, if any  | .36%  | .36%  | .36%  | .36%  | .36%  |
| Net investment income (loss)  | 4.29%  | 4.08%  | 3.94%  | 2.87%  | 2.59%  |
| **Supplemental Data** |  |  |  |  |  |
| Net assets, end of period (000 omitted) | $748040 | $734287 | $614675 | $3068418 | $1673604 |
| Portfolio turnover rate F | 43% <br>| 30%  | 24% G | 26%  | 46%  |

---

A*Calculated based on average shares outstanding during the period.*

B*Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any mutual funds or ETFs is not included in the Fund's net investment income (loss) ratio.*

C*Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.*

D*Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.*

E*Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment adviser, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.*

F*Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs), derivatives or securities that mature within one year from acquisition.*

G*Portfolio turnover rate excludes securities received or delivered in-kind.*

**Notes to Financial Statements**

For the period ended August 31, 2025

**1. Organization.**

Fidelity Corporate Bond Fund (the Fund) is a fund of Fidelity Salem Street Trust (the Trust) and is authorized to issue an unlimited number of shares. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust. The Fund offers Class A, Class M, Class C, Corporate Bond, Class I and Class Z shares, each of which has equal rights as to assets and voting privileges. Class A, Class M, Class C, Class I and Class Z are Fidelity Advisor classes. Each class has exclusive voting rights with respect to matters that affect that class. Class C shares will automatically convert to Class A shares after a holding period of eight years from the initial date of purchase, with certain exceptions.

**2. Investments in Fidelity Central Funds.**

Funds may invest in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Schedule of Investments lists any Fidelity Central Funds held as an investment as of period end, but does not include the underlying holdings of each Fidelity Central Fund. An investing fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.

Based on its investment objective, each Fidelity Central Fund may invest or participate in various investment vehicles or strategies that are similar to those of the investing fund. These strategies are consistent with the investment objectives of the investing fund and may involve certain economic risks which may cause a decline in value of each of the Fidelity Central Funds and thus a decline in the value of the investing fund.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Fidelity Central Fund** | **Investment Manager** | **Investment Objective** | **Investment Practices** | **Expense RatioA** |
| Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% |

---

*A Expenses expressed as a percentage of average net assets and are as of each underlying Central Fund's most recent annual or semi-annual shareholder report.* 

A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds which contain the significant accounting policies (including investment valuation policies) of those funds, and are not covered by the Report of Independent Registered Public Accounting Firm, are available on the Securities and Exchange Commission website or upon request.

**3. Significant Accounting Policies.**

The Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 *Financial Services - Investment Companies*. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. The Fund operates as a single operating segment. The Fund's income, expenses, assets, and performance are regularly monitored and assessed as a whole by the investment adviser and other individuals responsible for oversight functions of the Trust, using the information presented in the financial statements and financial highlights. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The Fund's Schedule of Investments lists any underlying mutual funds or exchange-traded funds but does not include the underlying holdings of these funds. The following summarizes the significant accounting policies of the Fund:

**Investment Valuation.** Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value the Fund's investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Corporate bonds, bank notes, foreign government and government agency obligations, municipal securities, preferred securities and U.S. government and government agency obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset backed securities and commercial mortgage securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. The aggregate value of investments by input level as of August 31, 2025 is included at the end of the Fund's Schedule of Investments.

**Investment Transactions and Income.** For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost and include proceeds received from litigation. Dividend income is recorded on the ex-dividend date. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Interest income is accrued as earned and includes coupon interest and amortization of premium and accretion of discount on debt securities as applicable. Debt obligations may be placed on non-accrual status and related interest income may be reduced by ceasing current accruals and writing off interest receivables when the collection of all or a portion of interest has become doubtful based on consistently applied procedures. A debt obligation is removed from non-accrual status when the issuer resumes interest payments or when collectability of interest is reasonably assured.

**Class Allocations and Expenses.** Investment income, realized and unrealized capital gains and losses, common expenses of a fund, and certain fund-level expense reductions, if any, are allocated daily on a pro-rata basis to each class based on the relative net assets of each class to the total net assets of a fund. Each class differs with respect to transfer agent and distribution and service plan fees incurred, as applicable. Certain expense reductions may also differ by class, if applicable. For the reporting period, the allocated portion of income and expenses to each class as a percent of its average net assets may vary due to the timing of recording these transactions in relation to fluctuating net assets of the classes. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expenses included in the accompanying financial statements reflect the expenses of that fund and do not include any expenses associated with any underlying mutual funds or exchange-traded funds. Although not included in a fund's expenses, a fund indirectly bears its proportionate share of these expenses through the net asset value of each underlying mutual fund or exchange-traded fund. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.

**Income Tax Information and Distributions to Shareholders.** Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. As of August 31, 2025, the Fund did not have any unrecognized tax benefits in the financial statements; nor is the Fund aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. The Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction.

Distributions are declared and recorded daily and paid monthly from net investment income. Distributions from realized gains, if any, are declared and recorded on the ex-dividend date. Income and capital gain distributions are declared separately for each class. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.

Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.

Book-tax differences are primarily due to market discount, capital loss carryforwards and losses deferred due to wash sales.

As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows:

---

| | |
|:---|:---|
| **Gross unrealized appreciation**  | $28881372 |
| **Gross unrealized depreciation**  | <u>(91001651)</u> |
| **Net unrealized appreciation (depreciation)**  | <u>$(62120279)</u> |
| **Tax Cost**  | <u>$2130625035</u> |

---

The tax-based components of distributable earnings as of period end were as follows:

---

| | |
|:---|:---|
| **Undistributed ordinary income**  | <u>$80828</u> |
| **Capital loss carryforward**  | <u>$(145039421)</u> |
| **Net unrealized appreciation (depreciation) on securities and other investments**  | <u>$(62120279)</u> |

---

Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited. The capital loss carryforward information presented below, including any applicable limitation, is estimated as of fiscal period end and is subject to adjustment.

---

| | |
|:---|:---|
| Short-term | $(80987178) |
| Long-term | <u>(64052243)</u> |
| **Total capital loss carryforward** | <u>$(145039421)</u> |

---

Due to large redemptions in a prior period, the Fund is subject to an annual limit on its use of some of its unrealized capital losses to offset capital gains in future periods. If those losses are realized and the limitation prevents the Fund from using any of those losses in a future period, those capital losses will be available to offset capital gains in subsequent periods.

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | **August 31, 2025** | **August 31, 2024** |
| **Ordinary Income**  | $82812873 | $68746009 |

---

**Restricted Securities (including Private Placements).** Funds may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities held at period end is included at the end of the Schedule of Investments, if applicable.

**New Accounting Pronouncements.** FASB Accounting Standards Update (ASU) 2023-07 Segment Reporting (Topic 280): Improvements to Reportable Segment Disclosures became effective in this reporting period. ASU 2023-07 enhances segment information disclosure in the notes to financial statements.

In December 2023, the FASB issued ASU 2023-09 Income Taxes (Topic 740): Improvements to Income Tax Disclosures. Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU allows for early adoption and amendments should be applied on a prospective basis. Management is currently evaluating the impact of the ASU but does not expect this guidance to materially impact the financial statements.

**4. Purchases and Sales of Investments.**

Purchases and sales of securities, other than short-term securities, U.S. government securities and in-kind transactions, as applicable, are noted in the table below.

---

| | | |
|:---|:---|:---|
|  | **Purchases ($)** | **Sales ($)** |
| **Fidelity Corporate Bond Fund** | 551336152 | 466935934 |

---

**5. Fees and Other Transactions with Affiliates.**

**Management Fee.** Fidelity Management & Research Company LLC (the investment adviser) and its affiliates provide the Fund with investment management related services for which the Fund pays a monthly management fee that is based on an annual rate of .35% of the Fund's average net assets. Under the management contract, the investment adviser pays all other expenses, except the compensation of the independent Trustees and certain other expenses such as transfer agent and distribution and service plan fees, and other expenses such as interest expense.

**Distribution and Service Plan Fees.** In accordance with Rule 12b-1 of the 1940 Act, the Fund has adopted separate Distribution and Service Plans for each class of shares. Certain classes pay Fidelity Distributors Company LLC (FDC), an affiliate of the investment adviser, separate Distribution and Service Fees, each of which is based on an annual percentage of each class' average net assets. In addition, FDC may pay financial intermediaries for selling shares of the Fund and providing shareholder support services. For the period, the Distribution and Service Fee rates, total fees and amounts retained by FDC were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Distribution Fee** | **Service Fee** | **Total Fees ($)** | **Retained by FDC ($)** |
| **Class A** | - % | .25% | 165931 | 9054 |
| **Class M** | - % | .25% | 20278 | 43 |
| **Class C** | .75% | .25% | <u>73384</u> | <u>14398</u> |
|  |  |  | <u>259593</u> | <u>23495</u> |

---

**Sales Load.** FDC may receive a front-end sales charge of up to 4.00% for selling Class A shares and Class M shares, some of which is paid to financial intermediaries for selling shares of the Fund. Depending on the holding period, FDC may receive contingent deferred sales charges levied on Class A, Class M and Class C redemptions. The deferred sales charges are 1.00% for Class C shares, .75% for certain purchases of Class A shares and .25% for certain purchases of Class M shares.

For the period, sales charge amounts retained by FDC were as follows:

---

| | |
|:---|:---|
|  | **Retained by FDC ($)** |
| **Class A** | 13881 |
| **Class M** | 1263 |
| **Class C** A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<u>72</u> |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<u>15216</u> |

---

*A When Class C shares are initially sold, FDC pays commissions from its own resources to financial intermediaries through which the sales are made.*

**Transfer Agent Fees.** Fidelity Investments Institutional Operations Company LLC (FIIOC), an affiliate of the investment adviser, is the transfer, dividend disbursing and shareholder servicing agent for each class of the Fund. FIIOC receives account fees and asset-based fees that vary according to the account size and type of account of the shareholders of each respective class of the Fund, with the exception of Corporate Bond and Class Z. FIIOC receives an asset-based fee of Corporate Bond's and Class Z's average net assets. FIIOC pays for typesetting, printing and mailing of shareholder reports, except proxy statements. For the period, transfer agent fees for each class were as follows:

---

| | | |
|:---|:---|:---|
|  | **Amount ($)** | **% of Class-Level Average Net AssetsA** |
| **Class A** | 115140 | .17 |
| **Class M** | 16502 | .20 |
| **Class C** | 12647 | .17 |
| **Corporate Bond** | 972453 | .10 |
| **Class I** | 351395 | .15 |
| **Class Z** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <u>365259</u> | .05 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <u>1833396</u> |  |

---

*A Annualized.*

**Interfund Trades.** Funds may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board of Trustees. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. Any interfund trades are included within the respective purchases and sales amounts shown in the Purchases and Sales of Investments note. During the period, there were no interfund trades.

**6. Committed Line of Credit.**

Certain Funds participate with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes.

Commitment fees are charged based on the unused amount of the line of credit at an annual rate of .10%, and then allocated to each participating fund based on its pro-rata portion of the line of credit. The commitment fees are borne by the investment adviser.

Interest is charged to a participating fund based on its borrowings at an annual rate of .75% plus the highest of (i) daily SOFR plus a .10% spread adjustment, (ii) Federal Funds Effective Rate, or (iii) Overnight Bank Funding Rate. During the period, there were no borrowings on this line of credit.

The line of credit agreement will expire in March 2026 unless extended or renewed.

**7. Security Lending.** 

Funds lend portfolio securities from time to time in order to earn additional income. Lending agents are used, including National Financial Services (NFS), an affiliate of the investment adviser. Pursuant to a securities lending agreement, NFS will receive a fee, which is capped at 9.9% of a fund's daily lending revenue, for its services as lending agent. A fund may lend securities to certain qualified borrowers, including NFS. On the settlement date of the loan, the borrowers provide collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the fair value of the loaned securities during the period of the loan. The fair value of the loaned securities is determined at the close of business of a fund and any additional required collateral is delivered to a fund on the next business day. A fund or borrower may terminate the loan at any time, and if the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, a fund may apply collateral received from the borrower against the obligation. A fund may experience delays and costs in recovering the securities loaned or gaining access to non-cash collateral. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. Any loaned securities are identified as such in the Schedule of Investments, and the value of loaned securities and cash collateral at period end, as applicable, are presented in the Statement of Assets and Liabilities. Security lending income represents the income earned on investing cash collateral less rebates paid to borrowers, plus any premium income received, or for non-cash collateral, fees received from borrowers as compensation for the securities loaned. Securities lending income is reduced by any lending agent fees associated with the loan. Any security lending income earned on investing cash collateral is presented in the Statement of Operations as a component of income from Fidelity Central Funds. Any security lending income earned on non-cash collateral is presented in the Statement of Operations as a component of interest. Affiliated security lending activity, if any, was as follows:

---

| | | | |
|:---|:---|:---|:---|
|  | **Total Security Lending Fees Paid to NFS ($)** | **Security Lending Income From Securities Loaned to NFS ($)** | **Value of Securities Loaned to NFS at Period End ($)** |
| **Fidelity Corporate Bond Fund** | 13 | - | - |

---

**8. Expense Reductions.** 

The investment adviser contractually agreed to reimburse expenses of each class to the extent annual operating expenses exceeded certain levels of class-level average net assets as noted in the table below. This reimbursement will remain in place through December 31, 2026. Some expenses, for example the compensation of the independent Trustees, and certain other expenses such as interest expense, are excluded from this reimbursement.

The following classes were in reimbursement during the period:

---

| | | |
|:---|:---|:---|
|  | **Expense Limitations** | **Reimbursement ($)** |
| **Class Z** | .36% | 293307 |

---

Through arrangements with the Fund's custodian, credits realized as a result of certain uninvested cash balances were used to reduce the Fund's expenses. During the period, custodian credits reduced the Fund's expenses by $2,494.

**9. Distributions to Shareholders.**

Distributions to shareholders of each class were as follows:

---

| | | |
|:---|:---|:---|
|  | **Year ended** <br> **August 31, 2025** | **Year ended**<br> **August 31, 2024** |
| **Fidelity Corporate Bond Fund** |  |  |
| **Distributions to shareholders** |  |  |
| Class A | $2508435 | $2201293 |
| Class M | 303869 | 287792 |
| Class C | 222096 | 218759 |
| Corporate Bond | 39891839 | 35259443 |
| Class I | 9250336 | 6147086 |
| Class Z | <u>30636298</u> | <u>24631636</u> |
| Total  | <u>$82812873</u> | <u>$68746009</u> |

---

**10. Share Transactions.**

Share transactions for each class were as follows and may contain in-kind transactions, automatic conversions between classes or exchanges between affiliated funds:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Shares** | **Shares** | **Dollars** | **Dollars** |
|  | **Year ended** <br> **August 31, 2025**  | **Year ended**<br> **August 31, 2024** | **Year ended** <br> **August 31, 2025**  | **Year ended**<br> **August 31, 2024** |
| **Fidelity Corporate Bond Fund** |  |  |  |  |
| **Class A** |  |  |  |  |
| Shares sold | 1838693 | 1692890 | $19477398 | $17433797 |
| Reinvestment of distributions | 235505 | 212271 | 2491178 | 2183438 |
| Shares redeemed | <u>(1511366)</u> | <u>(1552856)</u> | <u>(15928694)</u> | <u>(15868715)</u> |
| Net increase (decrease) | <u>562832</u> | <u>352305</u> | <u>$6039882</u> | <u>$3748520</u> |
| **Class M** |  |  |  |  |
| Shares sold | 121055 | 79334 | $1290212 | $811870 |
| Reinvestment of distributions | 28590 | 27826 | 302460 | 286123 |
| Shares redeemed | <u>(165410)</u> | <u>(137196)</u> | <u>(1735066)</u> | <u>(1406203)</u> |
| Net increase (decrease) | <u>(15765)</u> | <u>(30036)</u> | <u>$(142394)</u> | <u>$(308210)</u> |
| **Class C** |  |  |  |  |
| Shares sold | 218434 | 189806 | $2313521 | $1970038 |
| Reinvestment of distributions | 20891 | 21177 | 220937 | 217609 |
| Shares redeemed | <u>(285697)</u> | <u>(311819)</u> | <u>(3005613)</u> | <u>(3191409)</u> |
| Net increase (decrease) | <u>(46372)</u> | <u>(100836)</u> | <u>$(471155)</u> | <u>$(1003762)</u> |
| **Corporate Bond** |  |  |  |  |
| Shares sold | 30557985 | 25505483 | $323345203 | $263619194 |
| Reinvestment of distributions | 3310102 | 3001818 | 35015766 | 30877522 |
| Shares redeemed | <u>(29349691)</u> | <u>(23535147)</u> | <u>(309019927)</u> | <u>(242004342)</u> |
| Net increase (decrease) | <u>4518396</u> | <u>4972154</u> | <u>$49341042</u> | <u>$52492374</u> |
| **Class I** |  |  |  |  |
| Shares sold | 12210528 | 15797664 | $129002797 | $161584097 |
| Reinvestment of distributions | 856629 | 586354 | 9061326 | 6045920 |
| Shares redeemed | <u>(11674247)</u> | <u>(8278242)</u> | <u>(123387273)</u> | <u>(85897998)</u> |
| Net increase (decrease) | <u>1392910</u> | <u>8105776</u> | <u>$14676850</u> | <u>$81732019</u> |
| **Class Z** |  |  |  |  |
| Shares sold | 31749363 | 30653412 | $334700021 | $316827397 |
| Reinvestment of distributions | 2498903 | 2236724 | 26425119 | 22997347 |
| Shares redeemed | <u>(32824258)</u> | <u>(24954418)</u> | <u>(347789223)</u> | <u>(256341027)</u> |
| Net increase (decrease) | <u>1424008</u> | <u>7935718</u> | <u>$13335917</u> | <u>$83483717</u> |

---

**11. Other.**

A fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the fund. In the normal course of business, a fund may also enter into contracts that provide general indemnifications. A fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against a fund. The risk of material loss from such claims is considered remote.

**12. Risk and Uncertainties.**

Many factors affect a fund's performance. Developments that disrupt global economies and financial markets, such as public health emergencies, military conflicts, terrorism, government restrictions, political changes, and environmental disasters, may significantly affect a fund's investment performance. The effects of these developments to a fund will be impacted by the types of securities in which a fund invests, the financial condition, industry, economic sector, and geographic location of an issuer, and a fund's level of investment in the securities of that issuer. Significant concentrations in security types, issuers, industries, sectors, and geographic locations may magnify the factors that affect a fund's performance.

**Report of Independent Registered Public Accounting Firm**

To the Board of Trustees of Fidelity Salem Street Trust and Shareholders of Fidelity Corporate Bond Fund

***Opinion on the Financial Statements***

We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Fidelity Corporate Bond Fund (one of the funds constituting Fidelity Salem Street Trust, referred to hereafter as the "Fund") as of August 31, 2025, the related statement of operations for the year ended August 31, 2025, the statement of changes in net assets for each of the two years in the period ended August 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended August 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Fund as of August 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended August 31, 2025 and the financial highlights for each of the five years in the period ended August 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinion***

These financial statements are the responsibility of the Fund's management. Our responsibility is to express an opinion on the Fund's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of August 31, 2025 by correspondence with the custodian and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/ PricewaterhouseCoopers LLP

Boston, Massachusetts

October 16, 2025

We have served as the auditor of one or more investment companies in the Fidelity group of funds since 1932.

**Distributions** **(Unaudited)**

The dividend and capital gains distributions for the fund(s) are available on *Fidelity.com* or *Institutional.Fidelity.com*.

A total of 8.00% of the dividends distributed during the fiscal year was derived from interest on U.S. Government securities which is generally exempt from state income tax.

The fund designates $58,555,496 of distributions paid in the calendar year 2024 as qualifying to be taxed as interest-related dividends for nonresident alien shareholders.

The fund designates $$82,812,874 of distributions paid during the fiscal year ended 2025 as qualifying to be taxed as section 163(j) interest dividends.

The fund will notify shareholders in January 2026 of amounts for use in preparing 2025 income tax returns.

**Item 8: Changes in and Disagreements with Accountants for Open-End Management Investment Companies**

**(Unaudited)**

Note: This is not applicable for any fund included in this document.

**Item 9: Proxy Disclosures for Open-End Management Investment Companies**

**(Unaudited)**

Note: This is not applicable for any fund included in this document.

**Item 10: Remuneration Paid to Directors, Officers, and others of Open-End Management Investment Companies**

**(Unaudited)**

Note: This information is disclosed as part of the financial statements for each Fund as part of Item 7: Financial Statements and Financial Highlights for Open-End Management Investment Companies.

**Item 11: Statement Regarding Basis for Approval of Investment Advisory Contract**

**(Unaudited)**

Note: This is not applicable for any fund included in this document.

![](img113725_4.jpg)<br>

1.907004.115 CBD-ANN-1025

Item 8.

<u>Changes in and Disagreements with Accountants for Open-End Management Investment Companies</u>

See Item 7.

Item 9.

<u>Proxy Disclosures for Open-End Management Investment Companies</u>

See Item 7.

Item 10.

<u>Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies</u>

See Item 7.

Item 11.

<u>Statement Regarding Basis for Approval of Investment Advisory Contract</u>

See Item 7.

Item 12.

<u>Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies</u>

Not applicable.

Item 13.

<u>Portfolio Managers of Closed-End Management Investment Companies</u>

Not applicable.

Item 14.

<u>Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers</u>

Not applicable.

Item 15.

<u>Submission of Matters to a Vote of Security Holders</u>

There were no material changes to the procedures by which shareholders may recommend nominees to the trust's Board of Trustees.

Item 16.

<u>Controls and Procedures</u>

(a)(i) The President and Treasurer and the Chief Financial Officer have concluded that the trust's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act) provide reasonable assurances that material information relating to the trust is made known to them by the appropriate persons, based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this report.

(a)(ii) There was no change in the trust's internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the trust's internal control over financial reporting.

Item 17.

<u>Disclosure of Securities Lending Activities for Closed-End Management Investment Companies</u>

Not applicable.

Item 18.

<u>Recovery of Erroneously Awarded Compensation</u>

(a) Not applicable.

(b) Not applicable.

Item 19.

<u>Exhibits</u>

(a) (1) [Code of Ethics pursuant to Item 2 of Form N-CSR is filed and attached hereto as EX-99.CODE ETH.](code.htm)

(a) (2) [Certification pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 (17 CFR 270.30a-2(a)) is filed and attached hereto as Exhibit 99.CERT.](ex99cert.htm)

(a) (3) Not applicable.

(b) [Certification pursuant to Rule 30a-2(b) under the Investment Company Act of 1940 (17 CFR 270.30a-2(b)) is furnished and attached hereto as Exhibit 99.906CERT.](ex99906cert.htm)

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

Fidelity Salem Street Trust

---

| | |
|:---|:---|
| &nbsp;&nbsp; By: | &nbsp;&nbsp; <u>/s/Laura M. Del Prato</u> |
|  | &nbsp;&nbsp; Laura M. Del Prato |
|  | &nbsp;&nbsp; President and Treasurer (Principal Executive Officer) |
| &nbsp;&nbsp; Date: | &nbsp;&nbsp; October 23, 2025 |

---

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

---

| | |
|:---|:---|
| &nbsp;&nbsp; By: | &nbsp;&nbsp; <u>/s/Laura M. Del Prato</u> |
|  | &nbsp;&nbsp; Laura M. Del Prato |
|  | &nbsp;&nbsp; President and Treasurer (Principal Executive Officer) |
| &nbsp;&nbsp; Date: | &nbsp;&nbsp; October 23, 2025 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp; By: | &nbsp;&nbsp; <u>/s/Stephanie Caron</u> |
|  | &nbsp;&nbsp; Stephanie Caron |
|  | &nbsp;&nbsp; Chief Financial Officer (Principal Financial Officer) |
| &nbsp;&nbsp; Date: | &nbsp;&nbsp; October 23, 2025 |

---

## Ex-99.Code

**Fidelity Investments**

**FIDELITY FUNDS'**

**CODE OF ETHICS**

**FOR PRESIDENT, TREASURER**

**AND PRINCIPAL ACCOUNTING OFFICER**

2023

**FIDELITY FUNDS' CODE OF ETHICS FOR**

**PRESIDENT, TREASURER AND PRINCIPAL ACCOUNTING OFFICER**

**I. Purposes of the Code/Covered Officers**

This document constitutes the Code of Ethics (Code) adopted by the Fidelity Funds (Funds) pursuant to Section 406 of the Sarbanes-Oxley Act of 2002. The Code applies to the Fidelity Funds' President and Treasurer, and Chief Financial Officer (Covered Officers). Fidelity's Ethics Office, within Enterprise Compliance, administers the Code.

The purposes of the Code are to deter wrongdoing and to promote, on the part of the Covered Officers:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between personal and professional relationships;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· full, fair, accurate, timely and understandable disclosure in reports and documents that the Fidelity Funds submit to the Securities and Exchange Commission (SEC), and in other public communications by a Fidelity Fund;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· compliance with applicable laws and governmental rules and regulations;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· the prompt internal reporting to an appropriate person or persons identified in the Code of violations of the Code; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· accountability for adherence to the Code.

Each Covered Officer should adhere to a high standard of business ethics and should be sensitive to situations that may give rise to actual as well as apparent conflicts of interest.

**II.** **Covered Officers Should Handle Ethically** 

**Actual and Apparent Conflicts of Interest**

**Overview.** A "conflict of interest" occurs when a Covered Officer's private interest interferes with the interests of, or their service to, the Fidelity Funds. For example, a conflict of interest would arise if a Covered Officer, or a member of their family, receives improper personal benefits as a result of their position with the Fidelity Funds.

Certain conflicts of interest arise out of the relationships between Covered Officers and the Fidelity Funds and already are subject to conflict of interest provisions in the Investment Company Act of 1940 (Investment Company Act) and the Investment Advisers Act of 1940 (Investment Advisers Act). For example, Covered Officers may not individually engage in certain transactions (such as the purchase or sale of securities or other property) with a Fidelity Fund because of their status as "affiliated persons" of the Fund. Separate compliance programs and procedures of the Fidelity Funds, Fidelity Management & Research Company (FMR) and the other Fidelity companies are designed to prevent, or identify and correct, violations of these provisions. This Code does not, and is not intended to, repeat or replace these programs and procedures, and such conflicts fall outside of the parameters of this Code.

Although typically not presenting an opportunity for improper personal benefit, conflicts arise from, or as a result of, the contractual relationship between the Fidelity Funds and FMR (or another Fidelity company) of which the Covered Officers are also officers or employees. As a result, this Code recognizes that the Covered Officers will, in the normal course of their duties (whether formally for the Fidelity Funds, FMR or another Fidelity company), be involved in establishing policies and implementing decisions that have different effects on the Fidelity Funds, FMR and other Fidelity companies. The participation of the Covered Officers in such activities is inherent in the contractual relationship between the Fidelity Funds and FMR (or another Fidelity company) and is consistent with the performance by the Covered Officers of their duties as officers of the Fidelity Funds. Thus, if performed in conformity with the provisions of the Investment Company Act and the Investment Advisers Act, such activities will be deemed to have been handled ethically. In addition, it is recognized by the Funds' Board of Trustees (Board) that the Covered Officers also may be officers or employees of one or more other Fidelity Funds covered by this Code.

Other conflicts of interest are covered by the Code, even if such conflicts of interest are not subject to provisions in the Investment Company Act and the Investment Advisers Act. The following list provides examples of conflicts of interest under the Code, but Covered Officers should keep in mind that these examples are not exhaustive. The overarching principle is that the personal interest of a Covered Officer should not be placed improperly before the interest of a Fidelity Fund.

\* \* \*

Each Covered Officer must:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· not use their personal influence or personal relationships improperly to influence investment decisions or financial reporting by any Fidelity Fund whereby the Covered Officer would benefit personally to the detriment of any Fidelity Fund;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· not cause a Fidelity Fund to take action, or fail to take action, for the individual personal benefit of the Covered Officer rather than the benefit of the Fidelity Fund;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· not engage in any outside business activity, including serving as a director or trustee, that prevents the Covered Officer from devoting appropriate time and attention to the Covered Officer's responsibilities with the Fidelity Funds;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· not have a consulting or employment relationship with any of the Fidelity Funds' service providers that are not affiliated with Fidelity; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· not retaliate against any employee or Covered Officer for reports of actual or potential misconduct, which are made in good faith.

With respect to other fact patterns, if a Covered Officer is in doubt, other potential conflict of interest situations should be described immediately to the Fidelity Ethics Office for resolution. Similarly, any questions a Covered Officer has generally regarding the application or interpretation of the Code should be directed to the Fidelity Ethics Office immediately.

**III. Disclosure and Compliance**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Each Covered Officer should familiarize themself with the disclosure requirements generally applicable to the Fidelity Funds.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Each Covered Officer should not knowingly misrepresent, or cause others to misrepresent, facts about any Fidelity Fund to others, whether within or outside Fidelity, including to the Board and auditors, and to governmental regulators and self-regulatory organizations;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Each Covered Officer should, to the extent appropriate within their area of responsibility, consult with other officers and employees of the Fidelity Funds, FMR and the Fidelity service providers, and with the Board's Compliance Committee, with the goal of promoting full, fair, accurate, timely and understandable disclosure in the reports and documents the Fidelity Funds file with, or submit to, the SEC and in other public communications made by the Fidelity Funds; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· It is the responsibility of each Covered Officer to promote compliance with the standards and restrictions imposed by applicable laws, rules and regulations.

**IV. Reporting and Accountability**

Each Covered Officer must:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· upon receipt of the Code, and annually thereafter, submit to the Fidelity Ethics Office an acknowledgement stating that they have received, read, and understand the Code; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· notify the Fidelity Ethics Office promptly if they know of any violation of the Code. <u>Failure to do so is itself a violation of this Code</u>.

The Fidelity Ethics Office shall take all action it considers appropriate to investigate any actual or potential violations reported to it. Upon completion of the investigation, if necessary, the matter will be reviewed with senior management or other appropriate parties, and a determination will be made as to whether any action should be taken as detailed below. The Covered Officer will be informed of any action determined to be appropriate. The Fidelity Ethics Office will inform the Personal Trading Committee of all Code violations and actions taken in response. Without implied limitation, appropriate remedial, disciplinary or preventive action may include a written warning, a letter of censure, suspension, dismissal or, in the event of criminal or other serious violations of law, notification of the SEC or other appropriate law enforcement authorities. Additionally, other legal remedies may be pursued.

The policies and procedures described in the Code do not create any obligations to any person or entity other than the Fidelity Funds. The Code is intended solely for the internal use by the Fidelity Funds and does not constitute a promise, contract or an admission by or on behalf of any Fidelity Fund as to any fact, circumstance, or legal conclusion. The Fidelity Funds, the Fidelity companies and the Fidelity Head of Ethics retain the discretion to decide whether the Code applies to a specific situation, and how it should be interpreted.

**V. Oversight**

Material violations of this Code will be reported promptly by FMR (or another Fidelity company) to the Board's Compliance Committee. In addition, at least once each year, FMR (or another Fidelity company) will provide a written report to the Board, which describes any issues arising under the Code since the last report to the Board, including, but not limited to, information about material violations of the Code and action taken in response to the material violations.

**VI. Other Policies and Procedures** 

This Code shall be the sole code of ethics adopted by the Fidelity Funds for purposes of Section 406 of the Sarbanes-Oxley Act. Other Fidelity policies or procedures that cover the behavior or activities of Covered Officers are separate requirements applying to the Covered Officers (and others) and are not part of this Code.

**VII. Amendments**

Any material amendments or changes to this Code must be approved or ratified by a majority vote of the Board, including a majority of the Trustees who are not interested persons of the Fidelity Funds.

**VIII. Records and Confidentiality**

Records of any violation of the Code and of the actions taken as a result of such violations will be kept by the Fidelity Ethics Office. All reports and records prepared or maintained pursuant to this Code will be considered confidential and shall be maintained and protected accordingly. Except as otherwise required by law or this Code, such matters shall not be disclosed to anyone other than the Fidelity Ethics Office, the Personal Trading Committee, the Board, appropriate personnel at the relevant Fidelity company or companies and the legal counsel of any or all of the foregoing.

2023

## Ex-99.Cert

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<u>Exhibit EX-99.CERT</u>

I, Laura M. Del Prato, certify that:

1. I have reviewed this report on Form N-CSR of Fidelity Salem Street Trust;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a. Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b. Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;c. Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based upon such evaluation; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;d. Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a. All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b. Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.

Date:

October 23, 2025

---

| |
|:---|
| &nbsp;&nbsp;<u>/s/Laura M. Del Prato</u> |
| &nbsp;&nbsp;Laura M. Del Prato |
| &nbsp;&nbsp;President and Treasurer (Principal Executive Officer) |

---

I, Stephanie Caron, certify that:

1. I have reviewed this report on Form N-CSR of Fidelity Salem Street Trust;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a. Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; b.

Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;c. Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based upon such evaluation; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;d. Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a. All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b. Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.

Date:

October 23, 2025

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|:---|
| &nbsp;&nbsp;<u>/s/Stephanie Caron</u> |
| &nbsp;&nbsp;Stephanie Caron |
| &nbsp;&nbsp;Chief Financial Officer (Principal Financial Officer) |

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## Exhibit 99.906

<u>Exhibit EX-99.906CERT</u>

**Certification Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 (subsections (a) and (b) of section 1350, chapter 63 of title 18, United States Code)**

In connection with the attached Report of Fidelity Salem Street Trust (the "Trust") on Form N-CSR to be filed with the Securities and Exchange Commission (the "Report"), each of the undersigned officers of the Trust does hereby certify that, to the best of such officer's knowledge:

&nbsp;&nbsp;&nbsp;&nbsp;1. The Report fully complies with the requirements of 13(a) or 15(d) of the Securities Exchange Act of 1934; and

&nbsp;&nbsp;&nbsp;&nbsp;2. The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Trust as of, and for, the periods presented in the Report.

Dated: October 23, 2025

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| |
|:---|
| &nbsp;&nbsp;<u>/s/Laura M. Del Prato</u> |
| &nbsp;&nbsp;Laura M. Del Prato |
| &nbsp;&nbsp;President and Treasurer (Principal Executive Officer) |

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Dated: October 23, 2025

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| |
|:---|
| &nbsp;&nbsp;<u>/s/Stephanie Caron</u> |
| &nbsp;&nbsp;Stephanie Caron |
| &nbsp;&nbsp;Chief Financial Officer (Principal Financial Officer) |

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A signed original of this written statement required by Section 906, or other document authenticating, acknowledging, or otherwise adopting the signature that appears in typed form within the electronic version of this written statement required by Section 906, has been provided to the Trust and will be retained by the Trust and furnished to the Securities and Exchange Commission or its staff upon request.

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