Purchase Restrictions: Class F-3 shares are available through certain registered investment advisor and fee-based programs, but are not available for purchase in most employer-sponsored retirement plans. See the prospectus for details.
A high-quality core bond portfolio with broad diversification. The fund has the ability to invest in every sector of the bond market and pursue multiple sources of active return, with a limited percentage of below-investment-grade holdings. This approach may help diversify equity risk in a portfolio.
|
Price at NAV
$11.43
as of 04/04/2025 (updated daily)
|
Expense Ratio |
Quarterly Fund Fact Sheet (PDF) | Prospectus (PDF) |
Read important investment disclosures
Returns as of 03/31/2025 (updated monthly) . Yield as of 02/28/2025 (updated monthly).
Read important investment disclosures
Returns as of 03/31/2025 (updated monthly) . Yield as of 02/28/2025 (updated monthly).
As of 02/28/2025 (updated monthly).
Read important investment disclosures
% of net assets as of 02/28/2025 (updated monthly).
High Quality
Moderate Interest-Rate Sensitivity
Morningstar data as of 12/31/24 (updated quarterly)The fund's investment objective is to provide as high a level of current income as is consistent with the preservation of capital.
Taking a broadly diversified, high-quality approach, this core bond fund has the ability to invest in every sector of the bond market and pursue multiple sources of active return, with a limited percentage of below-investment-grade holdings. This approach may help diversify equity risk in a portfolio. The fund draws on our experience in managing U.S. core bonds since 1973 and a 90-year heritage of investing in U.S. markets.
Primarily invests in corporate debt securities, U.S. and other government securities, mortgage-related securities and cash.
May invest in fixed-income securities of corporations and government entities outside the United States.
The fund generally invests at least 80% of its assets in bonds, including corporate bonds, U.S. government securities and money market instruments. At least 60% of its assets will be invested in securities rated A3/A- or better at the time of purchase (or unrated but determined by the fund’s investment adviser to be of equivalent quality). It is the fund’s current practice not to invest more than 5% of its assets in debt securities rated Ba1 and BB+ or below.
Fund Inception05/28/1974
Fund Assets (millions) $93,579.3 As of 02/28/2025 (updated monthly).
Companies/Issuers1410+Holdings as of 02/28/2025 (updated monthly).
Regular Dividends Paid
Minimum Initial Investment$250
Capital Gains Paid
Portfolio Turnover (2024)370%
Fiscal Year-EndDec
Prospectus Date03/01/2025
CUSIP097873 77 2
Fund Number708
Read important investment disclosures
As of 02/28/2025 (updated monthly).
Fund as of . Index as of .
LEARN ABOUT THE CAPITAL SYSTEMSM
A boldface number indicates that years of experience with Capital Group is equal to years of experience with investment industry.
Ratings are based on risk-adjusted returns as of 03/31/2025 (updated monthly).
% of net assets as of 12/31/2024 (updated quarterly).
% of net assets as of 12/31/2024 (updated quarterly).
FIND HISTORICAL DISTRIBUTIONSSM
as of 04/03/25
{
"loading": false,
"shareclassLoading": false,
"serviceError": false,
"currentDate": "2025-04-05T08:36:17.073Z",
"yesterdayDate": "2025-04-05T08:36:17.073Z",
"alertExpireDate": "2018-07-04T00:00:00.000Z",
"alertExpireDateNpf": "2019-12-01T00:00:00.000Z",
"shareclassMap": {
"A": "ABNDX",
"B": "BFABX",
"C": "BFACX",
"F-2": "ABNFX",
"R-2E": "RBEBX",
"F-1": "BFAFX",
"529-F-1": "CFAFX",
"F-3": "BFFAX",
"R-5E": "RBFHX",
"529-F-3": "FBOFX",
"529-F-2": "FFBOX",
"529-C": "CFACX",
"529-A": "CFAAX",
"529-B": "CFABX",
"R-2": "RBFBX",
"529-E": "CFAEX",
"R-1": "RBFAX",
"R-4": "RBFEX",
"R-3": "RBFCX",
"R-6": "RBFGX",
"R-5": "RBFFX"
},
"fund": {
"id": 8,
"name": "The Bond Fund of America®",
"activeFlag": true,
"family": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"abbrev": "BFA",
"displayOrder": 600,
"fiscalYearEnd": "December",
"primaryBenchmark": {
"id": 52005,
"code": " ",
"name": "BBG U.S. Aggregate",
"desc": "Bloomberg U.S. Aggregate Index",
"definition": "Bloomberg U.S. Aggregate Index represents the U.S. investment-grade fixed-rate bond market. This index is unmanaged, and its results include reinvested dividends and/or distributions but do not reflect the effect of sales charges, commissions, account fees, expenses or U.S. federal income taxes.",
"morningStarFundId": "XIUSA000MC",
"fundStationNumber": 9400,
"lipperNumber": null,
"dataSource": "Morningstar",
"returns": [
{
"id": 3656675,
"rate": 15.64,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656676,
"rate": 43.51,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656677,
"rate": 0.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656678,
"rate": 4.88,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656679,
"rate": 87.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656680,
"rate": 2.78,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656681,
"rate": -1.97,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656682,
"rate": -0.37,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656683,
"rate": 1.56,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656684,
"rate": 2.78,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656685,
"rate": 1.46,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656686,
"rate": 2.44,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656687,
"rate": 3.18,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656688,
"rate": 0.52,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656689,
"rate": -0.4,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656943,
"rate": 15.64,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656944,
"rate": 43.51,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656945,
"rate": 0.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656946,
"rate": 4.88,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656947,
"rate": 87.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656948,
"rate": 2.78,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656949,
"rate": -1.97,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656950,
"rate": -0.37,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656951,
"rate": 1.56,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656952,
"rate": 2.78,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656953,
"rate": 1.46,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656954,
"rate": 2.44,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656955,
"rate": 3.18,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656956,
"rate": 0.52,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656957,
"rate": -0.4,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
}
],
"holdings": {
"sectorBreakdown": [],
"countryDomicile": [],
"countryDomicileEquity": [],
"countryDomicileRevenue": []
},
"stats": null,
"riskFactor": {
"id": 52005,
"standardDeviation": {
"asOfDate": "2025-02-28",
"year03": 7.84,
"year05": 6.39,
"year10": 5.02
}
},
"showStandardDeviation": false,
"showPriceEarningRatio": false,
"showPriceCashRatio": false,
"showPriceBookRatio": false,
"showWeightedMarketCap": false
},
"benchmarks": [
{
"id": 344,
"code": " ",
"name": "Lip Core Bond Avg",
"desc": "Lipper Core Bond Funds Average",
"definition": null,
"morningStarFundId": null,
"fundStationNumber": null,
"lipperNumber": null,
"dataSource": null,
"returns": [],
"holdings": {
"sectorBreakdown": [],
"countryDomicile": [],
"countryDomicileEquity": [],
"countryDomicileRevenue": []
},
"stats": null,
"riskFactor": null,
"showStandardDeviation": true,
"showPriceEarningRatio": true,
"showPriceCashRatio": true,
"showPriceBookRatio": true,
"showWeightedMarketCap": true
},
{
"id": 52005,
"code": " ",
"name": "BBG U.S. Aggregate",
"desc": "Bloomberg U.S. Aggregate Index",
"definition": "Bloomberg U.S. Aggregate Index represents the U.S. investment-grade fixed-rate bond market. This index is unmanaged, and its results include reinvested dividends and/or distributions but do not reflect the effect of sales charges, commissions, account fees, expenses or U.S. federal income taxes.",
"morningStarFundId": "XIUSA000MC",
"fundStationNumber": 9400,
"lipperNumber": null,
"dataSource": "Morningstar",
"returns": [
{
"id": 3656675,
"rate": 15.64,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656676,
"rate": 43.51,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656677,
"rate": 0.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656678,
"rate": 4.88,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656679,
"rate": 87.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656680,
"rate": 2.78,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656681,
"rate": -1.97,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656682,
"rate": -0.37,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656683,
"rate": 1.56,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656684,
"rate": 2.78,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656685,
"rate": 1.46,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656686,
"rate": 2.44,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656687,
"rate": 3.18,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656688,
"rate": 0.52,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656689,
"rate": -0.4,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656943,
"rate": 15.64,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656944,
"rate": 43.51,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656945,
"rate": 0.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656946,
"rate": 4.88,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656947,
"rate": 87.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656948,
"rate": 2.78,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656949,
"rate": -1.97,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656950,
"rate": -0.37,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656951,
"rate": 1.56,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656952,
"rate": 2.78,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656953,
"rate": 1.46,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656954,
"rate": 2.44,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656955,
"rate": 3.18,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656956,
"rate": 0.52,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656957,
"rate": -0.4,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
}
],
"holdings": {
"sectorBreakdown": [],
"countryDomicile": [],
"countryDomicileEquity": [],
"countryDomicileRevenue": []
},
"stats": null,
"riskFactor": {
"id": 52005,
"standardDeviation": {
"asOfDate": "2025-02-28",
"year03": 7.84,
"year05": 6.39,
"year10": 5.02
}
},
"showStandardDeviation": false,
"showPriceEarningRatio": false,
"showPriceCashRatio": false,
"showPriceBookRatio": false,
"showWeightedMarketCap": false
}
],
"inceptionDate": "1974-05-28",
"crmcManagementFlag": false,
"geoBreakdownFlag": false,
"divAnomalyFlag": true,
"dailyDivFlag": true,
"fundIndustry": "corporate debt fund A-rated",
"counselors": [
{
"id": {
"counselorId": 3236,
"fundId": 8
},
"info": {
"id": 3236,
"displayName": "David A. Hoag",
"firstName": "David",
"lastName": "Hoag",
"middleName": null
},
"yearsInIndustry": 37,
"yearsWithCapital": 33,
"yearsWithFund": 12,
"primaryTitle": "Senior Vice President",
"lastUpdatedOn": "2025-03-31",
"InvestmentProfessionalType": null
},
{
"id": {
"counselorId": 13160,
"fundId": 8
},
"info": {
"id": 13160,
"displayName": "Fergus N. MacDonald",
"firstName": "Fergus",
"lastName": "MacDonald",
"middleName": null
},
"yearsInIndustry": 32,
"yearsWithCapital": 21,
"yearsWithFund": 10,
"primaryTitle": "Senior Vice President",
"lastUpdatedOn": "2025-03-31",
"InvestmentProfessionalType": null
},
{
"id": {
"counselorId": 2399,
"fundId": 8
},
"info": {
"id": 2399,
"displayName": "John R. Queen",
"firstName": "John",
"lastName": "Queen",
"middleName": null
},
"yearsInIndustry": 35,
"yearsWithCapital": 23,
"yearsWithFund": 0,
"primaryTitle": null,
"lastUpdatedOn": "2025-03-31",
"InvestmentProfessionalType": null
},
{
"id": {
"counselorId": 26278,
"fundId": 8
},
"info": {
"id": 26278,
"displayName": "Pramod Atluri",
"firstName": "Pramod",
"lastName": "Atluri",
"middleName": null
},
"yearsInIndustry": 21,
"yearsWithCapital": 9,
"yearsWithFund": 9,
"primaryTitle": "President",
"lastUpdatedOn": "2025-03-31",
"InvestmentProfessionalType": null
},
{
"id": {
"counselorId": 31453,
"fundId": 8
},
"info": {
"id": 31453,
"displayName": "Chitrang Purani",
"firstName": "Chit",
"lastName": "Purani",
"middleName": null
},
"yearsInIndustry": 21,
"yearsWithCapital": 3,
"yearsWithFund": 2,
"primaryTitle": "Vice President",
"lastUpdatedOn": "2025-03-31",
"InvestmentProfessionalType": null
}
],
"assets": [
{
"id": 177388,
"year": "2019",
"frequency": "ADHOC",
"fundAssets": 50447091836,
"assetsInMillion": 50447.1,
"assetsInBillion": 50.4,
"billionFlag": true,
"assetAsOfDate": "2019-12-31"
},
{
"id": 100378,
"year": "2017",
"frequency": "ADHOC",
"fundAssets": 37539895937.67,
"assetsInMillion": 37539.9,
"assetsInBillion": 37.5,
"billionFlag": true,
"assetAsOfDate": "2017-12-31"
},
{
"id": 193588,
"year": "2021",
"frequency": "ADHOC",
"fundAssets": 79566447824.11,
"assetsInMillion": 79566.4,
"assetsInBillion": 79.6,
"billionFlag": true,
"assetAsOfDate": "2021-12-31"
},
{
"id": 189307,
"year": "2020",
"frequency": "ADHOC",
"fundAssets": 70239390535.44,
"assetsInMillion": 70239.4,
"assetsInBillion": 70.2,
"billionFlag": true,
"assetAsOfDate": "2020-12-31"
},
{
"id": 134954,
"year": "2018",
"frequency": "ADHOC",
"fundAssets": 39315313506.54,
"assetsInMillion": 39315.3,
"assetsInBillion": 39.3,
"billionFlag": true,
"assetAsOfDate": "2018-12-31"
},
{
"id": 358688,
"year": "2022",
"frequency": "ADHOC",
"fundAssets": 71161330965.71,
"assetsInMillion": 71161.3,
"assetsInBillion": 71.2,
"billionFlag": null,
"assetAsOfDate": "2022-12-31"
},
{
"id": 413850,
"year": "2024",
"frequency": "ADHOC",
"fundAssets": 90748854586.85,
"assetsInMillion": 90748.9,
"assetsInBillion": 90.7,
"billionFlag": null,
"assetAsOfDate": "2024-12-31"
},
{
"id": 380817,
"year": "2023",
"frequency": "ADHOC",
"fundAssets": 80644220687.33,
"assetsInMillion": 80644.2,
"assetsInBillion": 80.6,
"billionFlag": null,
"assetAsOfDate": "2023-12-31"
},
{
"id": 416569,
"year": null,
"frequency": "MONTHLY",
"fundAssets": 93579316530.78,
"assetsInMillion": 93579.3,
"assetsInBillion": 93.6,
"billionFlag": true,
"assetAsOfDate": "2025-02-28"
}
],
"characteristics": {
"2017": {
"portfolioTurnover": 379,
"ptManualDisplay": 379,
"turnoverAsOfDate": "2017-12-31"
},
"2018": {
"portfolioTurnover": 356,
"ptManualDisplay": 356,
"turnoverAsOfDate": "2018-12-31"
},
"2019": {
"portfolioTurnover": 286,
"ptManualDisplay": 286,
"turnoverAsOfDate": "2019-12-31"
},
"2020": {
"portfolioTurnover": 535,
"ptManualDisplay": 535,
"turnoverAsOfDate": "2020-12-31"
},
"2021": {
"portfolioTurnover": 368,
"ptManualDisplay": 368,
"turnoverAsOfDate": "2021-12-31"
},
"2022": {
"portfolioTurnover": 412,
"ptManualDisplay": 412,
"turnoverAsOfDate": "2022-12-31"
},
"2023": {
"portfolioTurnover": 466,
"ptManualDisplay": 466,
"turnoverAsOfDate": "2023-12-31"
},
"2024": {
"portfolioTurnover": 370,
"ptManualDisplay": 370,
"turnoverAsOfDate": "2024-12-31"
}
},
"detail": {
"id": 8,
"objective": "The fund's investment objective is to provide as high a level of current income as is consistent with the preservation of capital. ",
"maturity": "",
"investmentType": "Primarily invests in corporate debt securities, U.S. and other government securities, mortgage-related securities and cash.",
"specialChars": "Taking a broadly diversified, high-quality approach, this core bond fund has the ability to invest in every sector of the bond market and pursue multiple sources of active return, with a limited percentage of below-investment-grade holdings. This approach may help diversify equity risk in a portfolio. The fund draws on our experience in managing U.S. core bonds since 1973 and a 90-year heritage of investing in U.S. markets.",
"bumperDescription": "The fund has the ability to invest in every sector of the bond market and pursue multiple sources of active return, with a limited percentage of below-investment-grade holdings. This approach may help diversify equity risk in a portfolio.",
"bumperHeadline": "A high-quality core bond portfolio with broad diversification.",
"nonUsHoldings": "May invest in fixed-income securities of corporations and government entities outside the United States.",
"portfolioRestriction": "The fund generally invests at least 80% of its assets in bonds, including corporate bonds, U.S. government securities and money market instruments. At least 60% of its assets will be invested in securities rated A3/A- or better at the time of purchase (or unrated but determined by the fund’s investment adviser to be of equivalent quality). It is the fund’s current practice not to invest more than 5% of its assets in debt securities rated Ba1 and BB+ or below.",
"strategy": null,
"lipperCategory": "Core Bond",
"overview": "The Bond Fund of America may be appropriate for:\n <ul class=\"indent\">\n <li> Individuals who seek a diversified approach to fixed-income investing\n through a bond fund with a proven track record </li>\n <li>Income-oriented investors who want a solid core holding for their\n financial programs </li>\n <li> Investors seeking a well-diversified bond fund to balance their\n overall portfolios </li>\n </ul>",
"rpInvestment": "Normally, the fund invests at least 80% of its assets in bonds and other debt securities, including U.S. government, corporate, and mortgage-backed securities. The majority of the fund’s investments are rated A or better (or unrated but determined by the fund’s investment adviser to be of equivalent quality) at the time of purchase. The fund’s current practice is not to invest more than 10% of its assets in debt securities rated BB or below. Up to 25% of assets may be invested in securities of issuers outside the United States. The fund invests in debt securities with a wide range of maturities."
},
"stats": {
"id": 8,
"average": {
"asOfDate": "2025-02-28",
"life": null,
"duration": null,
"maturityYield": 4.9,
"worstYield": 4.8,
"coupon": 4.2,
"effDuration": 5.9
},
"marketCap": null,
"totalIssuer": {
"asOfDate": "2025-02-28",
"value": 1410
},
"minimumTax": null,
"bondMaturity": {
"asOfDate": null,
"year0to5": 44.1,
"year5to10": 40.8,
"year10to20": 6.3,
"year20to30": 4.5,
"year30plus": 0.3
},
"priceRatio": null,
"total": {
"asOfDate": "2025-02-28",
"account": 3519986
},
"weightedAvgStats": null
},
"holdings": {
"assetMix": [
{
"id": 2920432,
"type": "ASSET_MIX",
"index": 1,
"name": "U.S. Equities",
"desc": null,
"percentage": 0,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2920433,
"type": "ASSET_MIX",
"index": 2,
"name": "Non-U.S. Equities",
"desc": null,
"percentage": 0,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2920434,
"type": "ASSET_MIX",
"index": 3,
"name": "U.S. Bonds",
"desc": null,
"percentage": 85.1,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2920435,
"type": "ASSET_MIX",
"index": 4,
"name": "Non-U.S. Bonds",
"desc": null,
"percentage": 9.6,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2920436,
"type": "ASSET_MIX",
"index": 5,
"name": "Cash & Equivalents",
"desc": null,
"percentage": 5.2,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
}
],
"classificationMix": [],
"top10Equity": [],
"geographicBreakdown": [
{
"id": 2915828,
"type": "GEOGRAPHIC",
"index": 1,
"name": "United States",
"desc": null,
"percentage": 85.2,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2915829,
"type": "GEOGRAPHIC",
"index": 2,
"name": "Europe",
"desc": null,
"percentage": 4.9,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2915830,
"type": "GEOGRAPHIC",
"index": 3,
"name": "Asia & Pacific Basin",
"desc": null,
"percentage": 1.5,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2915831,
"type": "GEOGRAPHIC",
"index": 4,
"name": "Other (Including Canada & Latin America)",
"desc": null,
"percentage": 3.3,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2915832,
"type": "GEOGRAPHIC",
"index": 5,
"name": "Cash & equivalents",
"desc": null,
"percentage": 5.2,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
}
],
"industryBreakdown": [],
"portfolioBreakdown": [
{
"id": 2896696,
"type": "PORTFOLIO",
"index": 3,
"name": "Mortgage-Backed Securities",
"desc": null,
"percentage": 38.5,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2896701,
"type": "PORTFOLIO",
"index": 8,
"name": "U.S. Treasuries",
"desc": null,
"percentage": 23,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2896700,
"type": "PORTFOLIO",
"index": 7,
"name": "U.S. Corporate Bonds",
"desc": null,
"percentage": 17.3,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2896698,
"type": "PORTFOLIO",
"index": 5,
"name": "Non-U.S. Corporate Bonds",
"desc": null,
"percentage": 8.4,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2896694,
"type": "PORTFOLIO",
"index": 1,
"name": "Asset-Backed Obligations",
"desc": null,
"percentage": 7.4,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2896695,
"type": "PORTFOLIO",
"index": 2,
"name": "Cash & equivalents",
"desc": null,
"percentage": 4,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2896699,
"type": "PORTFOLIO",
"index": 6,
"name": "Non-U.S. Government Bonds",
"desc": null,
"percentage": 1,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2896697,
"type": "PORTFOLIO",
"index": 4,
"name": "Municipal Securities",
"desc": null,
"percentage": 0.4,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
}
],
"qualitySummary": [
{
"id": 2915261,
"type": "QUALITY_SUMMARY_RAW",
"index": 1,
"name": "Equities",
"desc": null,
"percentage": 0,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2915262,
"type": "QUALITY_SUMMARY_RAW",
"index": 2,
"name": "U.S. Treasuries/Agencies",
"desc": null,
"percentage": 23.4,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2915263,
"type": "QUALITY_SUMMARY_RAW",
"index": 3,
"name": "AAA/Aaa",
"desc": null,
"percentage": 38.3,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2915264,
"type": "QUALITY_SUMMARY_RAW",
"index": 4,
"name": "AA/Aa",
"desc": null,
"percentage": 3.9,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2915265,
"type": "QUALITY_SUMMARY_RAW",
"index": 5,
"name": "A",
"desc": null,
"percentage": 12.3,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2915266,
"type": "QUALITY_SUMMARY_RAW",
"index": 6,
"name": "BBB/Baa",
"desc": null,
"percentage": 13.8,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2915267,
"type": "QUALITY_SUMMARY_RAW",
"index": 7,
"name": "BB/Ba",
"desc": null,
"percentage": 2,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2915268,
"type": "QUALITY_SUMMARY_RAW",
"index": 8,
"name": "B",
"desc": null,
"percentage": 0.1,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2915269,
"type": "QUALITY_SUMMARY_RAW",
"index": 9,
"name": "CCC & Below",
"desc": null,
"percentage": 0,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2915270,
"type": "QUALITY_SUMMARY_RAW",
"index": 10,
"name": "Unrated",
"desc": null,
"percentage": 1,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2915271,
"type": "QUALITY_SUMMARY_RAW",
"index": 11,
"name": "Cash & equivalents",
"desc": null,
"percentage": 5.3,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
}
],
"qualitySummaryRollUp": [
{
"id": 2916095,
"type": "QUALITY_SUMMARY_AGGEGATED",
"index": 1,
"name": "U.S. Treasuries/Agencies",
"desc": null,
"percentage": 23.4,
"categoryName": "Investment Grade",
"categoryValue": 91.7,
"asOfDate": "2025-02-28"
},
{
"id": 2916096,
"type": "QUALITY_SUMMARY_AGGEGATED",
"index": 2,
"name": "AAA/Aaa",
"desc": null,
"percentage": 38.3,
"categoryName": "Investment Grade",
"categoryValue": 91.7,
"asOfDate": "2025-02-28"
},
{
"id": 2916097,
"type": "QUALITY_SUMMARY_AGGEGATED",
"index": 3,
"name": "AA/Aa",
"desc": null,
"percentage": 3.9,
"categoryName": "Investment Grade",
"categoryValue": 91.7,
"asOfDate": "2025-02-28"
},
{
"id": 2916098,
"type": "QUALITY_SUMMARY_AGGEGATED",
"index": 4,
"name": "A",
"desc": null,
"percentage": 12.3,
"categoryName": "Investment Grade",
"categoryValue": 91.7,
"asOfDate": "2025-02-28"
},
{
"id": 2916099,
"type": "QUALITY_SUMMARY_AGGEGATED",
"index": 5,
"name": "BBB/Baa",
"desc": null,
"percentage": 13.8,
"categoryName": "Investment Grade",
"categoryValue": 91.7,
"asOfDate": "2025-02-28"
},
{
"id": 2916100,
"type": "QUALITY_SUMMARY_AGGEGATED",
"index": 6,
"name": "BB/Ba",
"desc": null,
"percentage": 2,
"categoryName": "Below Investment Grade",
"categoryValue": 2.1,
"asOfDate": "2025-02-28"
},
{
"id": 2916101,
"type": "QUALITY_SUMMARY_AGGEGATED",
"index": 7,
"name": "B",
"desc": null,
"percentage": 0.1,
"categoryName": "Below Investment Grade",
"categoryValue": 2.1,
"asOfDate": "2025-02-28"
},
{
"id": 2916102,
"type": "QUALITY_SUMMARY_AGGEGATED",
"index": 8,
"name": "CCC & Below",
"desc": null,
"percentage": 0,
"categoryName": "Below Investment Grade",
"categoryValue": 2.1,
"asOfDate": "2025-02-28"
},
{
"id": 2916103,
"type": "QUALITY_SUMMARY_AGGEGATED",
"index": 9,
"name": "Unrated",
"desc": null,
"percentage": 1,
"categoryName": "Unrated",
"categoryValue": 1,
"asOfDate": "2025-02-28"
},
{
"id": 2916104,
"type": "QUALITY_SUMMARY_AGGEGATED",
"index": 10,
"name": "Other",
"desc": null,
"percentage": -0.1,
"categoryName": "Other",
"categoryValue": -0.1,
"asOfDate": "2025-02-28"
},
{
"id": 2916105,
"type": "QUALITY_SUMMARY_AGGEGATED",
"index": 11,
"name": "Cash & equivalents",
"desc": null,
"percentage": 5.3,
"categoryName": "Cash and equivalents",
"categoryValue": 5.3,
"asOfDate": "2025-02-28"
}
],
"underlyingFunds": [],
"countryBreakdown": [
{
"id": 2917104,
"type": "COUNTRY",
"index": 1,
"name": "Australia",
"desc": null,
"percentage": 0.2,
"categoryName": "Asia & Pacific Rim",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917105,
"type": "COUNTRY",
"index": 2,
"name": "China",
"desc": null,
"percentage": 0.1,
"categoryName": "Asia & Pacific Rim",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917106,
"type": "COUNTRY",
"index": 3,
"name": "Hong Kong",
"desc": null,
"percentage": 0,
"categoryName": "Asia & Pacific Rim",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917107,
"type": "COUNTRY",
"index": 4,
"name": "India",
"desc": null,
"percentage": 0.1,
"categoryName": "Asia & Pacific Rim",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917108,
"type": "COUNTRY",
"index": 5,
"name": "Indonesia",
"desc": null,
"percentage": 0.1,
"categoryName": "Asia & Pacific Rim",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917109,
"type": "COUNTRY",
"index": 6,
"name": "Japan",
"desc": null,
"percentage": 0.3,
"categoryName": "Asia & Pacific Rim",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917110,
"type": "COUNTRY",
"index": 7,
"name": "Korea, Republic Of",
"desc": null,
"percentage": 0.1,
"categoryName": "Asia & Pacific Rim",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917111,
"type": "COUNTRY",
"index": 8,
"name": "Malaysia",
"desc": null,
"percentage": 0.1,
"categoryName": "Asia & Pacific Rim",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917112,
"type": "COUNTRY",
"index": 9,
"name": "Singapore",
"desc": null,
"percentage": 0.1,
"categoryName": "Asia & Pacific Rim",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917113,
"type": "COUNTRY",
"index": 10,
"name": "Taiwan",
"desc": null,
"percentage": 0.1,
"categoryName": "Asia & Pacific Rim",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917114,
"type": "COUNTRY",
"index": 11,
"name": "Thailand",
"desc": null,
"percentage": 0.1,
"categoryName": "Asia & Pacific Rim",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917115,
"type": "COUNTRY",
"index": 12,
"name": "United States",
"desc": null,
"percentage": 85.2,
"categoryName": "United States",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917116,
"type": "COUNTRY",
"index": 13,
"name": "Belgium",
"desc": null,
"percentage": 0.1,
"categoryName": "Europe",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917117,
"type": "COUNTRY",
"index": 14,
"name": "Czech Republic",
"desc": null,
"percentage": 0,
"categoryName": "Europe",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917118,
"type": "COUNTRY",
"index": 15,
"name": "Denmark",
"desc": null,
"percentage": 0,
"categoryName": "Europe",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917119,
"type": "COUNTRY",
"index": 16,
"name": "France",
"desc": null,
"percentage": 0.7,
"categoryName": "Europe",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917120,
"type": "COUNTRY",
"index": 17,
"name": "Germany",
"desc": null,
"percentage": 0.9,
"categoryName": "Europe",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917121,
"type": "COUNTRY",
"index": 18,
"name": "Greece",
"desc": null,
"percentage": 0.8,
"categoryName": "Europe",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917122,
"type": "COUNTRY",
"index": 19,
"name": "Ireland",
"desc": null,
"percentage": 0.2,
"categoryName": "Europe",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917123,
"type": "COUNTRY",
"index": 20,
"name": "Italy",
"desc": null,
"percentage": 0.2,
"categoryName": "Europe",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917124,
"type": "COUNTRY",
"index": 21,
"name": "Luxembourg",
"desc": null,
"percentage": 0,
"categoryName": "Europe",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917125,
"type": "COUNTRY",
"index": 22,
"name": "Netherlands",
"desc": null,
"percentage": 0,
"categoryName": "Europe",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917126,
"type": "COUNTRY",
"index": 23,
"name": "Norway",
"desc": null,
"percentage": 0.1,
"categoryName": "Europe",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917127,
"type": "COUNTRY",
"index": 24,
"name": "Romania",
"desc": null,
"percentage": 0,
"categoryName": "Europe",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917128,
"type": "COUNTRY",
"index": 25,
"name": "Russian Federation",
"desc": null,
"percentage": 0,
"categoryName": "Europe",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917129,
"type": "COUNTRY",
"index": 26,
"name": "Spain",
"desc": null,
"percentage": 0.3,
"categoryName": "Europe",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917130,
"type": "COUNTRY",
"index": 27,
"name": "Sweden",
"desc": null,
"percentage": 0,
"categoryName": "Europe",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917131,
"type": "COUNTRY",
"index": 28,
"name": "Switzerland",
"desc": null,
"percentage": 0.6,
"categoryName": "Europe",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917132,
"type": "COUNTRY",
"index": 29,
"name": "United Kingdom",
"desc": null,
"percentage": 1,
"categoryName": "Europe",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917133,
"type": "COUNTRY",
"index": 30,
"name": "Bermuda",
"desc": null,
"percentage": 0,
"categoryName": "Other Including Canada & Latin America",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917134,
"type": "COUNTRY",
"index": 31,
"name": "Brazil",
"desc": null,
"percentage": 0,
"categoryName": "Other Including Canada & Latin America",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917135,
"type": "COUNTRY",
"index": 32,
"name": "Canada",
"desc": null,
"percentage": 0.7,
"categoryName": "Other Including Canada & Latin America",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917136,
"type": "COUNTRY",
"index": 33,
"name": "Chile",
"desc": null,
"percentage": 0,
"categoryName": "Other Including Canada & Latin America",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917137,
"type": "COUNTRY",
"index": 34,
"name": "Colombia",
"desc": null,
"percentage": 0.2,
"categoryName": "Other Including Canada & Latin America",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917138,
"type": "COUNTRY",
"index": 35,
"name": "Israel",
"desc": null,
"percentage": 0.5,
"categoryName": "Other Including Canada & Latin America",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917139,
"type": "COUNTRY",
"index": 36,
"name": "Mexico",
"desc": null,
"percentage": 1.5,
"categoryName": "Other Including Canada & Latin America",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917140,
"type": "COUNTRY",
"index": 37,
"name": "Panama",
"desc": null,
"percentage": 0,
"categoryName": "Other Including Canada & Latin America",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917141,
"type": "COUNTRY",
"index": 38,
"name": "Peru",
"desc": null,
"percentage": 0,
"categoryName": "Other Including Canada & Latin America",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917142,
"type": "COUNTRY",
"index": 39,
"name": "Qatar",
"desc": null,
"percentage": 0,
"categoryName": "Other Including Canada & Latin America",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917143,
"type": "COUNTRY",
"index": 40,
"name": "Saudi Arabia",
"desc": null,
"percentage": 0.1,
"categoryName": "Other Including Canada & Latin America",
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2917144,
"type": "COUNTRY",
"index": 41,
"name": "Cash & Equivalents",
"desc": null,
"percentage": 5.2,
"categoryName": "Cash & equivalents",
"categoryValue": null,
"asOfDate": "2025-02-28"
}
],
"sectorBreakdown": [],
"currencyWeightingShort": [
{
"id": 2864157,
"type": "CURRENCY_WEIGHTING_SHORT",
"index": 1,
"name": "Euros",
"desc": null,
"percentage": 0.8,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-09-30"
},
{
"id": 2864158,
"type": "CURRENCY_WEIGHTING_SHORT",
"index": 2,
"name": "Japanese yen",
"desc": null,
"percentage": 0,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-09-30"
},
{
"id": 2864159,
"type": "CURRENCY_WEIGHTING_SHORT",
"index": 3,
"name": "British pounds",
"desc": null,
"percentage": 0,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-09-30"
},
{
"id": 2864160,
"type": "CURRENCY_WEIGHTING_SHORT",
"index": 4,
"name": "Australian dollars",
"desc": null,
"percentage": 0.1,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-09-30"
},
{
"id": 2864161,
"type": "CURRENCY_WEIGHTING_SHORT",
"index": 5,
"name": "Mexican peso",
"desc": null,
"percentage": 0.1,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-09-30"
},
{
"id": 2864162,
"type": "CURRENCY_WEIGHTING_SHORT",
"index": 6,
"name": "Other currencies",
"desc": null,
"percentage": 0.1,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-09-30"
}
],
"currencyWeightingFull": [
{
"id": 2900131,
"type": "CURRENCY_WEIGHTING_FULL",
"index": 1,
"name": "Euro",
"desc": "EUROPEAN ECONOMIC AND MONETARY UNION",
"percentage": 0.8,
"categoryName": "Euro",
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2900132,
"type": "CURRENCY_WEIGHTING_FULL",
"index": 2,
"name": "Pound Sterling",
"desc": "UNITED KINGDOM",
"percentage": 0,
"categoryName": "British pound sterling",
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2900133,
"type": "CURRENCY_WEIGHTING_FULL",
"index": 3,
"name": "Yen",
"desc": "JAPAN",
"percentage": 0,
"categoryName": "Japanese yen",
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2900134,
"type": "CURRENCY_WEIGHTING_FULL",
"index": 4,
"name": "Australian Dollar",
"desc": "AUSTRALIA",
"percentage": 0.1,
"categoryName": "$ bloc (non-U.S.)",
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2900135,
"type": "CURRENCY_WEIGHTING_FULL",
"index": 5,
"name": "US Dollar",
"desc": "UNITED STATES",
"percentage": 94.9,
"categoryName": "U.S. Dollar",
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2900136,
"type": "CURRENCY_WEIGHTING_FULL",
"index": 6,
"name": "Mexican Peso",
"desc": "MEXICO",
"percentage": 0.1,
"categoryName": "Emerging markets/other",
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2900137,
"type": "CURRENCY_WEIGHTING_FULL",
"index": 7,
"name": "Rupiah",
"desc": "INDONESIA",
"percentage": 0.1,
"categoryName": "Emerging markets/other",
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2900138,
"type": "CURRENCY_WEIGHTING_FULL",
"index": 8,
"name": "Cash & equivalents",
"desc": "CASH",
"percentage": 4,
"categoryName": "Cash & Equivalents",
"categoryValue": null,
"asOfDate": "2024-12-31"
}
],
"currencyWeightingNonUS": [
{
"id": 2864193,
"type": "CURRENCY_WEIGHTING_NON_US",
"index": 1,
"name": "Non-U.S. Dollar Denominated",
"desc": null,
"percentage": 1.1,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-09-30"
}
],
"currencyWeightingUS": [
{
"id": 2864199,
"type": "CURRENCY_WEIGHTING_US",
"index": 1,
"name": "U.S. Dollar",
"desc": null,
"percentage": 98.9,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-09-30"
}
],
"emergingMarkets": [],
"state": [],
"topIssuer": [
{
"id": 2899941,
"type": "TOP_ISSUER",
"index": 1,
"name": "U.S. Treasury",
"desc": null,
"percentage": 23.1,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2899942,
"type": "TOP_ISSUER",
"index": 2,
"name": "Federal Home Loan Mortgage",
"desc": null,
"percentage": 14.1,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2899943,
"type": "TOP_ISSUER",
"index": 3,
"name": "Fannie Mae",
"desc": null,
"percentage": 14,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2899944,
"type": "TOP_ISSUER",
"index": 4,
"name": "UMBS",
"desc": null,
"percentage": 2.7,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2899945,
"type": "TOP_ISSUER",
"index": 5,
"name": "Ginnie Mae II",
"desc": null,
"percentage": 2,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
}
],
"topCountry": [
{
"id": 2890178,
"type": "TOP_COUNTRY",
"index": 1,
"name": "United States",
"desc": null,
"percentage": 87.1,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2890179,
"type": "TOP_COUNTRY",
"index": 2,
"name": "Mexico",
"desc": null,
"percentage": 1.6,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2890180,
"type": "TOP_COUNTRY",
"index": 3,
"name": "United Kingdom",
"desc": null,
"percentage": 1,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2890181,
"type": "TOP_COUNTRY",
"index": 4,
"name": "Germany",
"desc": null,
"percentage": 0.8,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2890182,
"type": "TOP_COUNTRY",
"index": 5,
"name": "Greece",
"desc": null,
"percentage": 0.7,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2890183,
"type": "TOP_COUNTRY",
"index": 6,
"name": "Switzerland",
"desc": null,
"percentage": 0.7,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2890184,
"type": "TOP_COUNTRY",
"index": 7,
"name": "France",
"desc": null,
"percentage": 0.6,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2890185,
"type": "TOP_COUNTRY",
"index": 8,
"name": "Israel",
"desc": null,
"percentage": 0.6,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2890186,
"type": "TOP_COUNTRY",
"index": 9,
"name": "Canada",
"desc": null,
"percentage": 0.5,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
},
{
"id": 2890187,
"type": "TOP_COUNTRY",
"index": 10,
"name": "Colombia",
"desc": null,
"percentage": 0.3,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2024-12-31"
}
],
"detailPortfolioBreakdown": [
{
"id": 2898660,
"type": "PORTFOLIO_BREAKDOWN",
"index": 17,
"name": "Non-Agency",
"desc": null,
"percentage": 2.1,
"categoryName": "Mortgage-backed obligations",
"categoryValue": 38.5,
"asOfDate": "2024-12-31"
},
{
"id": 2898659,
"type": "PORTFOLIO_BREAKDOWN",
"index": 16,
"name": "Commercial",
"desc": null,
"percentage": 2.4,
"categoryName": "Mortgage-backed obligations",
"categoryValue": 38.5,
"asOfDate": "2024-12-31"
},
{
"id": 2898658,
"type": "PORTFOLIO_BREAKDOWN",
"index": 15,
"name": "Agency",
"desc": null,
"percentage": 34,
"categoryName": "Mortgage-backed obligations",
"categoryValue": 38.5,
"asOfDate": "2024-12-31"
},
{
"id": 2898656,
"type": "PORTFOLIO_BREAKDOWN",
"index": 13,
"name": "Utilities",
"desc": null,
"percentage": 3.5,
"categoryName": "Corporate bonds, notes & loans",
"categoryValue": 25.7,
"asOfDate": "2024-12-31"
},
{
"id": 2898655,
"type": "PORTFOLIO_BREAKDOWN",
"index": 12,
"name": "Telecommunication services",
"desc": null,
"percentage": 1.1,
"categoryName": "Corporate bonds, notes & loans",
"categoryValue": 25.7,
"asOfDate": "2024-12-31"
},
{
"id": 2898654,
"type": "PORTFOLIO_BREAKDOWN",
"index": 11,
"name": "Other corporate bonds, notes & loans",
"desc": null,
"percentage": 1.1,
"categoryName": "Corporate bonds, notes & loans",
"categoryValue": 25.7,
"asOfDate": "2024-12-31"
},
{
"id": 2898653,
"type": "PORTFOLIO_BREAKDOWN",
"index": 10,
"name": "Materials",
"desc": null,
"percentage": 0.6,
"categoryName": "Corporate bonds, notes & loans",
"categoryValue": 25.7,
"asOfDate": "2024-12-31"
},
{
"id": 2898652,
"type": "PORTFOLIO_BREAKDOWN",
"index": 9,
"name": "Information technology",
"desc": null,
"percentage": 0.5,
"categoryName": "Corporate bonds, notes & loans",
"categoryValue": 25.7,
"asOfDate": "2024-12-31"
},
{
"id": 2898651,
"type": "PORTFOLIO_BREAKDOWN",
"index": 8,
"name": "Industrials",
"desc": null,
"percentage": 1.5,
"categoryName": "Corporate bonds, notes & loans",
"categoryValue": 25.7,
"asOfDate": "2024-12-31"
},
{
"id": 2898650,
"type": "PORTFOLIO_BREAKDOWN",
"index": 7,
"name": "Health Care",
"desc": null,
"percentage": 3.2,
"categoryName": "Corporate bonds, notes & loans",
"categoryValue": 25.7,
"asOfDate": "2024-12-31"
},
{
"id": 2898649,
"type": "PORTFOLIO_BREAKDOWN",
"index": 6,
"name": "Financials",
"desc": null,
"percentage": 8.5,
"categoryName": "Corporate bonds, notes & loans",
"categoryValue": 25.7,
"asOfDate": "2024-12-31"
},
{
"id": 2898648,
"type": "PORTFOLIO_BREAKDOWN",
"index": 5,
"name": "Energy",
"desc": null,
"percentage": 2.1,
"categoryName": "Corporate bonds, notes & loans",
"categoryValue": 25.7,
"asOfDate": "2024-12-31"
},
{
"id": 2898647,
"type": "PORTFOLIO_BREAKDOWN",
"index": 4,
"name": "Consumer staples",
"desc": null,
"percentage": 0.8,
"categoryName": "Corporate bonds, notes & loans",
"categoryValue": 25.7,
"asOfDate": "2024-12-31"
},
{
"id": 2898646,
"type": "PORTFOLIO_BREAKDOWN",
"index": 3,
"name": "Consumer discretionary",
"desc": null,
"percentage": 2.8,
"categoryName": "Corporate bonds, notes & loans",
"categoryValue": 25.7,
"asOfDate": "2024-12-31"
},
{
"id": 2898663,
"type": "PORTFOLIO_BREAKDOWN",
"index": 20,
"name": "U.S. Treasury bonds & notes",
"desc": null,
"percentage": 23,
"categoryName": "U.S. Treasury bonds & notes",
"categoryValue": 23,
"asOfDate": "2024-12-31"
},
{
"id": 2898644,
"type": "PORTFOLIO_BREAKDOWN",
"index": 1,
"name": "Asset-backed obligations",
"desc": null,
"percentage": 7.4,
"categoryName": "Asset-backed obligations",
"categoryValue": 7.4,
"asOfDate": "2024-12-31"
},
{
"id": 2898645,
"type": "PORTFOLIO_BREAKDOWN",
"index": 2,
"name": "Cash & equivalents",
"desc": null,
"percentage": 4,
"categoryName": "Cash & equivalents",
"categoryValue": 4,
"asOfDate": "2024-12-31"
},
{
"id": 2898661,
"type": "PORTFOLIO_BREAKDOWN",
"index": 18,
"name": "Non-U.S. government/agency securities",
"desc": null,
"percentage": 1,
"categoryName": "Non-U.S. government/agency securities",
"categoryValue": 1,
"asOfDate": "2024-12-31"
},
{
"id": 2898657,
"type": "PORTFOLIO_BREAKDOWN",
"index": 14,
"name": "General obligation bonds",
"desc": null,
"percentage": 0.3,
"categoryName": "General obligation bonds",
"categoryValue": 0.3,
"asOfDate": "2024-12-31"
},
{
"id": 2898662,
"type": "PORTFOLIO_BREAKDOWN",
"index": 19,
"name": "Other",
"desc": null,
"percentage": 0.1,
"categoryName": "Revenue bonds",
"categoryValue": 0.1,
"asOfDate": "2024-12-31"
}
],
"countryDomicile": [
{
"id": 2916653,
"type": "COUNTRY_DOMICILE",
"index": 1,
"name": "United States",
"desc": null,
"percentage": 0,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2916654,
"type": "COUNTRY_DOMICILE",
"index": 2,
"name": "Emerging Markets",
"desc": null,
"percentage": 0,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2916655,
"type": "COUNTRY_DOMICILE",
"index": 3,
"name": "Cash & Equivalents",
"desc": null,
"percentage": 5.2,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
},
{
"id": 2916656,
"type": "COUNTRY_DOMICILE",
"index": 4,
"name": "Fixed Income",
"desc": null,
"percentage": 94.7,
"categoryName": null,
"categoryValue": null,
"asOfDate": "2025-02-28"
}
],
"countryDomicileEquity": [],
"countryDomicileRevenue": []
},
"trademarkSymbol": "",
"familyRPDisplay": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"assetClassName": "Fixed Income Taxable",
"wmif": false,
"amcap": false,
"amf": false,
"ica": false,
"ilbf": false,
"dwgi": false,
"gfa": false,
"ifa": false,
"npf": false,
"bfa": true,
"cmta": false,
"fi": false,
"ambal": false,
"cib": false,
"nef": false,
"eupac": false,
"tebf": false,
"tefca": false,
"ahit": false,
"gvt": false,
"ibfa": false,
"tefmd": false,
"tefva": false,
"wbf": false,
"cbf": false,
"wgi": false,
"igi": false,
"scwf": false,
"nwf": false,
"gbal": false,
"ctex": false,
"stex": false,
"ahim": false,
"ltex": false,
"stbf": false,
"ctrs": false,
"mmf": false,
"tefny": false,
"afmf": false,
"sbf": false,
"embf": false,
"aftd10": false,
"aftd15": false,
"aftd20": false,
"aftd25": false,
"aftd30": false,
"aftd35": false,
"aftd40": false,
"aftd45": false,
"aftd50": false,
"aftd55": false,
"aftd60": false,
"pstep": false,
"pstai": false,
"psi": false,
"psb": false,
"psgi": false,
"psg": false,
"psgg": false,
"ric": false,
"rim": false,
"rie": false,
"cef": false,
"cf15": false,
"cf24": false,
"cf27": false,
"cf30": false,
"cf33": false,
"cf36": false,
"emgf": false,
"cgetop": false,
"capstm": false,
"capcam": false,
"capcas": false,
"capcb": false,
"capge": false,
"capie": false,
"capuse": false,
"individuallySold": true,
"psp": false,
"countryDomicileEquityFixed": []
},
"fundType": "BOND",
"fundclass": {
"id": 708,
"name": "The Bond Fund of America-F-3",
"displayOrder": 1100,
"quotron": "BFFAX",
"cusip": "097873 77 2",
"abbrev": "BFA-F-3",
"wsjAbbrev": null,
"inceptionDate": "2017-01-27",
"minimumInitialInvestment": 250,
"minimumIraInvestment": null,
"maximumSingleInvestment": null,
"maximumSalesCharge": null,
"divMantissaLength": 7,
"type": {
"id": "F-3",
"category": {
"529": false,
"id": 1,
"code": "ABCFM",
"name": "A, B, C, F, M ",
"desc": "Other share classes:",
"able": false,
"529R": false,
"retail": true,
"rshares": false
},
"baseNumber": 37,
"displayOrder": 60,
"shareClassB": false,
"shareClassC": false,
"shareClassM": false,
"shareClass529B": false,
"shareClass529C": false,
"shareClass529E": false,
"shareClass529F1": false,
"shareClass529F2": false,
"shareClass529F3": false,
"shareClassAbleF2": false,
"shareClassAbleA": false,
"shareClassR1": false,
"shareClassR2": false,
"shareClassR3": false,
"shareClassR4": false,
"shareClassR5": false,
"shareClassR6": false,
"shareClassF3": true,
"shareClassA": false,
"shareClass529A": false,
"shareClassF1": false,
"shareClassF2": false,
"shareClassR2E": false,
"shareClassR5E": false
},
"returns": [
{
"id": 34825812,
"rate": 21.85,
"asOfDate": "2025-03-31",
"returnType": {
"id": 21010,
"code": "c_n_10yr",
"name": "cum_nav_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_NAV"
},
"frequency": "MONTHLY"
},
{
"id": 34825813,
"rate": 0.12,
"asOfDate": "2025-03-31",
"returnType": {
"id": 21101,
"code": "c_n_1mon",
"name": "cum_nav_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_NAV"
},
"frequency": "MONTHLY"
},
{
"id": 34825814,
"rate": 5.18,
"asOfDate": "2025-03-31",
"returnType": {
"id": 21001,
"code": "c_n_1yr",
"name": "cum_nav_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_NAV"
},
"frequency": "MONTHLY"
},
{
"id": 34825815,
"rate": 2.86,
"asOfDate": "2025-03-31",
"returnType": {
"id": 21103,
"code": "c_n_3mon",
"name": "cum_nav_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_NAV"
},
"frequency": "MONTHLY"
},
{
"id": 34825816,
"rate": 2.25,
"asOfDate": "2025-03-31",
"returnType": {
"id": 21005,
"code": "c_n_5yr",
"name": "cum_nav_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_NAV"
},
"frequency": "MONTHLY"
},
{
"id": 34826085,
"rate": -0.34,
"asOfDate": "2025-03-31",
"returnType": {
"id": 21106,
"code": "c_n_6mon",
"name": "cum_nav_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_NAV"
},
"frequency": "MONTHLY"
},
{
"id": 34826086,
"rate": 19.1,
"asOfDate": "2025-03-31",
"returnType": {
"id": 21097,
"code": "c_n_ltd_w",
"name": "cum_nav_ltd_wvr",
"timeline": "LTD_WITH_WAIVER",
"calculation": "CUM_NAV"
},
"frequency": "MONTHLY"
},
{
"id": 34826087,
"rate": 3111.15,
"asOfDate": "2025-03-31",
"returnType": {
"id": 21099,
"code": "c_n_ltd",
"name": "cum_nav_ltd",
"timeline": "LTD",
"calculation": "CUM_NAV"
},
"frequency": "MONTHLY"
},
{
"id": 34826088,
"rate": 1.67,
"asOfDate": "2025-03-31",
"returnType": {
"id": 21003,
"code": "c_n_3yr",
"name": "cum_nav_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_NAV"
},
"frequency": "MONTHLY"
},
{
"id": 34826089,
"rate": 2.86,
"asOfDate": "2025-03-31",
"returnType": {
"id": 21000,
"code": "c_n_ytd",
"name": "cum_nav_ytd",
"timeline": "YTD",
"calculation": "CUM_NAV"
},
"frequency": "MONTHLY"
},
{
"id": 34826090,
"rate": 2,
"asOfDate": "2025-03-31",
"returnType": {
"id": 12010,
"code": "a_m_10yr",
"name": "ann_mop_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_MOP"
},
"frequency": "MONTHLY"
},
{
"id": 34826091,
"rate": 2.92,
"asOfDate": "2025-03-31",
"returnType": {
"id": 12015,
"code": "a_m_15yr",
"name": "ann_mop_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_MOP"
},
"frequency": "MONTHLY"
},
{
"id": 34826092,
"rate": 3.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 12020,
"code": "a_m_20yr",
"name": "ann_mop_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_MOP"
},
"frequency": "MONTHLY"
},
{
"id": 34826093,
"rate": 0.55,
"asOfDate": "2025-03-31",
"returnType": {
"id": 12003,
"code": "a_m_3yr",
"name": "ann_mop_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_MOP"
},
"frequency": "MONTHLY"
},
{
"id": 34826094,
"rate": 0.45,
"asOfDate": "2025-03-31",
"returnType": {
"id": 12005,
"code": "a_m_5yr",
"name": "ann_mop_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_MOP"
},
"frequency": "MONTHLY"
},
{
"id": 34826095,
"rate": 7.06,
"asOfDate": "2025-03-31",
"returnType": {
"id": 12099,
"code": "a_m_ltd",
"name": "ann_mop_ltd",
"timeline": "LTD",
"calculation": "ANN_MOP"
},
"frequency": "MONTHLY"
},
{
"id": 34826096,
"rate": 2,
"asOfDate": "2025-03-31",
"returnType": {
"id": 11010,
"code": "a_n_10yr",
"name": "ann_nav_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_NAV"
},
"frequency": "MONTHLY"
},
{
"id": 34826097,
"rate": 2.92,
"asOfDate": "2025-03-31",
"returnType": {
"id": 11015,
"code": "a_n_15yr",
"name": "ann_nav_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_NAV"
},
"frequency": "MONTHLY"
},
{
"id": 34826098,
"rate": 3.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 11020,
"code": "a_n_20yr",
"name": "ann_nav_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_NAV"
},
"frequency": "MONTHLY"
},
{
"id": 34826099,
"rate": 0.55,
"asOfDate": "2025-03-31",
"returnType": {
"id": 11003,
"code": "a_n_3yr",
"name": "ann_nav_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_NAV"
},
"frequency": "MONTHLY"
},
{
"id": 34826100,
"rate": 0.45,
"asOfDate": "2025-03-31",
"returnType": {
"id": 11005,
"code": "a_n_5yr",
"name": "ann_nav_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_NAV"
},
"frequency": "MONTHLY"
},
{
"id": 34826101,
"rate": 2.16,
"asOfDate": "2025-03-31",
"returnType": {
"id": 11097,
"code": "a_n_ltd_w",
"name": "ann_nav_ltd_wvr",
"timeline": "LTD_WITH_WAIVER",
"calculation": "ANN_NAV"
},
"frequency": "MONTHLY"
},
{
"id": 34826102,
"rate": 7.06,
"asOfDate": "2025-03-31",
"returnType": {
"id": 11099,
"code": "a_n_ltd",
"name": "ann_nav_ltd",
"timeline": "LTD",
"calculation": "ANN_NAV"
},
"frequency": "MONTHLY"
},
{
"id": 34826103,
"rate": 21.85,
"asOfDate": "2025-03-31",
"returnType": {
"id": 22010,
"code": "c_m_10yr",
"name": "cum_mop_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_MOP"
},
"frequency": "MONTHLY"
},
{
"id": 34826104,
"rate": 5.18,
"asOfDate": "2025-03-31",
"returnType": {
"id": 22001,
"code": "c_m_1yr",
"name": "cum_mop_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_MOP"
},
"frequency": "MONTHLY"
},
{
"id": 34826105,
"rate": 1.67,
"asOfDate": "2025-03-31",
"returnType": {
"id": 22003,
"code": "c_m_3yr",
"name": "cum_mop_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_MOP"
},
"frequency": "MONTHLY"
},
{
"id": 34826106,
"rate": 2.25,
"asOfDate": "2025-03-31",
"returnType": {
"id": 22005,
"code": "c_m_5yr",
"name": "cum_mop_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_MOP"
},
"frequency": "MONTHLY"
},
{
"id": 34826107,
"rate": 3111.15,
"asOfDate": "2025-03-31",
"returnType": {
"id": 22099,
"code": "c_m_ltd",
"name": "cum_mop_ltd",
"timeline": "LTD",
"calculation": "CUM_MOP"
},
"frequency": "MONTHLY"
},
{
"id": 34826108,
"rate": 2.86,
"asOfDate": "2025-03-31",
"returnType": {
"id": 22000,
"code": "c_m_ytd",
"name": "cum_mop_ytd",
"timeline": "YTD",
"calculation": "CUM_MOP"
},
"frequency": "MONTHLY"
},
{
"id": 34826080,
"rate": 21.85,
"asOfDate": "2025-03-31",
"returnType": {
"id": 21010,
"code": "c_n_10yr",
"name": "cum_nav_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_NAV"
},
"frequency": "QUARTERLY"
},
{
"id": 34826081,
"rate": 0.12,
"asOfDate": "2025-03-31",
"returnType": {
"id": 21101,
"code": "c_n_1mon",
"name": "cum_nav_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_NAV"
},
"frequency": "QUARTERLY"
},
{
"id": 34826082,
"rate": 5.18,
"asOfDate": "2025-03-31",
"returnType": {
"id": 21001,
"code": "c_n_1yr",
"name": "cum_nav_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_NAV"
},
"frequency": "QUARTERLY"
},
{
"id": 34826083,
"rate": 2.86,
"asOfDate": "2025-03-31",
"returnType": {
"id": 21103,
"code": "c_n_3mon",
"name": "cum_nav_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_NAV"
},
"frequency": "QUARTERLY"
},
{
"id": 34826084,
"rate": 2.25,
"asOfDate": "2025-03-31",
"returnType": {
"id": 21005,
"code": "c_n_5yr",
"name": "cum_nav_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_NAV"
},
"frequency": "QUARTERLY"
},
{
"id": 34826353,
"rate": -0.34,
"asOfDate": "2025-03-31",
"returnType": {
"id": 21106,
"code": "c_n_6mon",
"name": "cum_nav_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_NAV"
},
"frequency": "QUARTERLY"
},
{
"id": 34826354,
"rate": 19.1,
"asOfDate": "2025-03-31",
"returnType": {
"id": 21097,
"code": "c_n_ltd_w",
"name": "cum_nav_ltd_wvr",
"timeline": "LTD_WITH_WAIVER",
"calculation": "CUM_NAV"
},
"frequency": "QUARTERLY"
},
{
"id": 34826355,
"rate": 3111.15,
"asOfDate": "2025-03-31",
"returnType": {
"id": 21099,
"code": "c_n_ltd",
"name": "cum_nav_ltd",
"timeline": "LTD",
"calculation": "CUM_NAV"
},
"frequency": "QUARTERLY"
},
{
"id": 34826356,
"rate": 1.67,
"asOfDate": "2025-03-31",
"returnType": {
"id": 21003,
"code": "c_n_3yr",
"name": "cum_nav_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_NAV"
},
"frequency": "QUARTERLY"
},
{
"id": 34826357,
"rate": 2.86,
"asOfDate": "2025-03-31",
"returnType": {
"id": 21000,
"code": "c_n_ytd",
"name": "cum_nav_ytd",
"timeline": "YTD",
"calculation": "CUM_NAV"
},
"frequency": "QUARTERLY"
},
{
"id": 34826358,
"rate": 2,
"asOfDate": "2025-03-31",
"returnType": {
"id": 12010,
"code": "a_m_10yr",
"name": "ann_mop_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_MOP"
},
"frequency": "QUARTERLY"
},
{
"id": 34826359,
"rate": 2.92,
"asOfDate": "2025-03-31",
"returnType": {
"id": 12015,
"code": "a_m_15yr",
"name": "ann_mop_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_MOP"
},
"frequency": "QUARTERLY"
},
{
"id": 34826360,
"rate": 3.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 12020,
"code": "a_m_20yr",
"name": "ann_mop_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_MOP"
},
"frequency": "QUARTERLY"
},
{
"id": 34826361,
"rate": 0.55,
"asOfDate": "2025-03-31",
"returnType": {
"id": 12003,
"code": "a_m_3yr",
"name": "ann_mop_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_MOP"
},
"frequency": "QUARTERLY"
},
{
"id": 34826362,
"rate": 0.45,
"asOfDate": "2025-03-31",
"returnType": {
"id": 12005,
"code": "a_m_5yr",
"name": "ann_mop_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_MOP"
},
"frequency": "QUARTERLY"
},
{
"id": 34826363,
"rate": 7.06,
"asOfDate": "2025-03-31",
"returnType": {
"id": 12099,
"code": "a_m_ltd",
"name": "ann_mop_ltd",
"timeline": "LTD",
"calculation": "ANN_MOP"
},
"frequency": "QUARTERLY"
},
{
"id": 34826364,
"rate": 2,
"asOfDate": "2025-03-31",
"returnType": {
"id": 11010,
"code": "a_n_10yr",
"name": "ann_nav_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_NAV"
},
"frequency": "QUARTERLY"
},
{
"id": 34826365,
"rate": 2.92,
"asOfDate": "2025-03-31",
"returnType": {
"id": 11015,
"code": "a_n_15yr",
"name": "ann_nav_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_NAV"
},
"frequency": "QUARTERLY"
},
{
"id": 34826366,
"rate": 3.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 11020,
"code": "a_n_20yr",
"name": "ann_nav_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_NAV"
},
"frequency": "QUARTERLY"
},
{
"id": 34826367,
"rate": 0.55,
"asOfDate": "2025-03-31",
"returnType": {
"id": 11003,
"code": "a_n_3yr",
"name": "ann_nav_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_NAV"
},
"frequency": "QUARTERLY"
},
{
"id": 34826368,
"rate": 0.45,
"asOfDate": "2025-03-31",
"returnType": {
"id": 11005,
"code": "a_n_5yr",
"name": "ann_nav_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_NAV"
},
"frequency": "QUARTERLY"
},
{
"id": 34826369,
"rate": 2.16,
"asOfDate": "2025-03-31",
"returnType": {
"id": 11097,
"code": "a_n_ltd_w",
"name": "ann_nav_ltd_wvr",
"timeline": "LTD_WITH_WAIVER",
"calculation": "ANN_NAV"
},
"frequency": "QUARTERLY"
},
{
"id": 34826370,
"rate": 7.06,
"asOfDate": "2025-03-31",
"returnType": {
"id": 11099,
"code": "a_n_ltd",
"name": "ann_nav_ltd",
"timeline": "LTD",
"calculation": "ANN_NAV"
},
"frequency": "QUARTERLY"
},
{
"id": 34826371,
"rate": 21.85,
"asOfDate": "2025-03-31",
"returnType": {
"id": 22010,
"code": "c_m_10yr",
"name": "cum_mop_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_MOP"
},
"frequency": "QUARTERLY"
},
{
"id": 34826372,
"rate": 5.18,
"asOfDate": "2025-03-31",
"returnType": {
"id": 22001,
"code": "c_m_1yr",
"name": "cum_mop_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_MOP"
},
"frequency": "QUARTERLY"
},
{
"id": 34826373,
"rate": 1.67,
"asOfDate": "2025-03-31",
"returnType": {
"id": 22003,
"code": "c_m_3yr",
"name": "cum_mop_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_MOP"
},
"frequency": "QUARTERLY"
},
{
"id": 34826374,
"rate": 2.25,
"asOfDate": "2025-03-31",
"returnType": {
"id": 22005,
"code": "c_m_5yr",
"name": "cum_mop_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_MOP"
},
"frequency": "QUARTERLY"
},
{
"id": 34826375,
"rate": 3111.15,
"asOfDate": "2025-03-31",
"returnType": {
"id": 22099,
"code": "c_m_ltd",
"name": "cum_mop_ltd",
"timeline": "LTD",
"calculation": "CUM_MOP"
},
"frequency": "QUARTERLY"
},
{
"id": 34826376,
"rate": 2.86,
"asOfDate": "2025-03-31",
"returnType": {
"id": 22000,
"code": "c_m_ytd",
"name": "cum_mop_ytd",
"timeline": "YTD",
"calculation": "CUM_MOP"
},
"frequency": "QUARTERLY"
}
],
"stats": {
"id": 708,
"total": {
"asOfDate": "2025-02-28",
"account": 615060
},
"yield": {
"asOfDate": "2025-02-28",
"grossPercentage": 4.63,
"percentage": 4.64
},
"monthsPaid": {
"asOfDate": "2023-12-31",
"capitalGains": "06,12",
"regularDividend": "Monthly"
},
"distributionRate": {
"asOfDate": "2025-02-28",
"nav": 4.58,
"mop": 4.58
},
"movingYear": {
"asOfDate": "2025-02-28",
"lowNav": 10.95,
"highNav": 11.73
},
"prospectusDate": "2025-03-01"
},
"riskFactor": {
"id": 708,
"standardDeviation": {
"asOfDate": "2017-06-30",
"year03": null,
"year05": null,
"year10": null
},
"sharpeRatio": {
"asOfDate": "2025-02-28",
"year03": -0.58,
"year05": -0.32,
"year10": 0.03
},
"captureRatio": {
"asOfDate": "2025-02-28",
"upYear03": 100,
"upYear05": 106,
"upYear10": 102,
"downYear03": 99,
"downYear05": 95,
"downYear10": 94
},
"rSquared": {
"asOfDate": "2025-02-28",
"afYear03": 100,
"afYear05": 99,
"afYear10": 98,
"msYear03": 100,
"msYear05": 99,
"msYear10": 98
},
"beta": {
"asOfDate": "2025-02-28",
"afYear03": 1,
"afYear05": 1,
"afYear10": 0.99,
"msYear03": 1,
"msYear05": 1,
"msYear10": 0.99
},
"latestDataAvailable": "10",
"latestStandardDeviationYear": null,
"latestSharpeRatioYear": 0.03,
"latestRSquaredYear": 98,
"latestBetaYear": 0.99,
"latestCaptureRatioDown": 94,
"latestCaptureRatioUp": 102
},
"expenseRatio": {
"id": 708,
"managementFee": 0.21,
"serviceFee": null,
"otherExpense": 0.04,
"totalExpenseRatio": 0.24,
"feeWaiverFlag": true,
"industryTotalExpenseAverage": null,
"grossExpenseRatio": 0.25,
"asOfDate": "2025-02-28",
"industryCategory": "Core Bond",
"netExpense": null
},
"returnRankings": [],
"navInfoDaily": {
"id": 708,
"nav": 11.43,
"mop": 11.43,
"navChange": 0.009999999776482582,
"dailyDiv": 0.0014415900222957134,
"nonDailyDiv": 0,
"capGainPaid": 0,
"avg7dayAnnYield": 0,
"daysToMaturity": 0,
"ytdReturn": 3.82,
"nonDailySpDiv": 0,
"stCapGainPaid": 0,
"asOfDate": 1743806871000
},
"fundReturnHistory": [
{
"id": 178864,
"returnType": null,
"value": 5.09,
"asOfDate": "2023-12-31"
},
{
"id": 176786,
"returnType": null,
"value": -12.36,
"asOfDate": "2022-12-31"
},
{
"id": 164401,
"returnType": null,
"value": -0.6,
"asOfDate": "2021-12-31"
},
{
"id": 138723,
"returnType": null,
"value": 11.1,
"asOfDate": "2020-12-31"
},
{
"id": 114803,
"returnType": null,
"value": 0.21,
"asOfDate": "2018-12-31"
},
{
"id": 186975,
"returnType": null,
"value": 1.51,
"asOfDate": "2024-12-31"
},
{
"id": 126764,
"returnType": null,
"value": 8.4,
"asOfDate": "2019-12-31"
},
{
"id": 101986,
"returnType": null,
"value": 3.57,
"asOfDate": "2017-12-31"
}
],
"displayOrderRPDisplay": 1100,
"displayOrderIM": 1100,
"morningStarFundId": "F00000YDE7",
"fundAbbrFamis": "BFA-F3",
"showStandardDeviation": false,
"showPriceEarningRatio": false,
"showPriceCashRatio": false,
"showPriceBookRatio": false,
"showWeightedMarketCap": false,
"fundUnavailable": false,
"showMop": false,
"showCaptureRatio": false,
"showSharpeRatio": false,
"showBeta": true,
"showRSquared": true,
"showMarketCap": false,
"showAvgCreditQuality": true,
"showReturns": true,
"showHighLowPrice": true,
"showFees": true,
"showBondMaturity": true,
"showIndustryHolding": false,
"showSectorHolding": false,
"showCompIssuers": true,
"showLipperCategory": true,
"validLipperER": false,
"captureRatioAvailable": true,
"showPortfolioManagement": true,
"showRiskReturnScattergram": false,
"showGeographic": true,
"showRatioNiiToAna": true,
"showPortfolioTurnover": true,
"showLipperRanking": false,
"showAssetMix": true,
"showEquityHolding": false,
"showFixedIncomeIssuer": true,
"showAvgDuration": true,
"showAvgLife": true,
"showQualitySummary": true,
"showDistributionYield": true,
"showTopCountryHoldings": false,
"showCountryHolding": true,
"showGeographicSummary": true,
"showTopStateHoldings": false,
"showCurrencyWeighting": false,
"showPortfolioSummary": false,
"showPortfolioSummaryDetail": true,
"showAverageYieldMaturity": true,
"showAverageCoupon": true,
"cdscShareClass": false
},
"morningstarOwnershipImage": null,
"argoUnderlyingFunds": null,
"shareclass": "F-3",
"shareClassForMStar": "F3",
"summaryQFF": 368191,
"summaryProsp": "0",
"cumForFund": false,
"assetMix": {
"mix": {
"U.S. Equities": 0,
"Non-U.S. Equities": 0,
"U.S. Bonds": 85.1,
"Non-U.S. Bonds": 9.6,
"Cash & Equivalents": 5.2
},
"asOfDate": "2025-02-28",
"chartdata": [
[
"U.S. Equities",
0
],
[
"Non-U.S. Equities",
0
],
[
"U.S. Bonds",
85.1
],
[
"Non-U.S. Bonds",
9.6
],
[
"Cash & Equivalents",
5.2
]
],
"chartColorPattern": [
"#1e5aa0",
"#33aee5",
"#008f45",
"#81b24f",
"#f2b900"
]
},
"equitiesSector": {
"asOfDate": "",
"chartdata": []
},
"bondsBreakdown": {
"asOfDate": "2024-12-31",
"chartdata": [
[
"Mortgage-backed obligations",
38.5
],
[
"Corporate bonds, notes & loans",
25.7
],
[
"U.S. Treasury bonds & notes",
23
],
[
"Asset-backed obligations",
7.4
],
[
"Non-U.S. government/agency securities",
1
],
[
"General obligation bonds",
0.3
],
[
"Revenue bonds",
0.1
],
[
"Non-bonds",
4
]
],
"tabledata": {
"Mortgage-backed obligations": {
"subcategories": [
{
"name": "Non-Agency",
"percentage": 2.1
},
{
"name": "Commercial",
"percentage": 2.4
},
{
"name": "Agency",
"percentage": 34
}
],
"categoryName": "Mortgage-backed obligations",
"categoryValue": 38.5
},
"Corporate bonds, notes & loans": {
"subcategories": [
{
"name": "Utilities",
"percentage": 3.5
},
{
"name": "Telecommunication services",
"percentage": 1.1
},
{
"name": "Other corporate bonds, notes & loans",
"percentage": 1.1
},
{
"name": "Materials",
"percentage": 0.6
},
{
"name": "Information technology",
"percentage": 0.5
},
{
"name": "Industrials",
"percentage": 1.5
},
{
"name": "Health Care",
"percentage": 3.2
},
{
"name": "Financials",
"percentage": 8.5
},
{
"name": "Energy",
"percentage": 2.1
},
{
"name": "Consumer staples",
"percentage": 0.8
},
{
"name": "Consumer discretionary",
"percentage": 2.8
}
],
"categoryName": "Corporate bonds, notes & loans",
"categoryValue": 25.7
},
"U.S. Treasury bonds & notes": {
"subcategories": [],
"categoryName": "U.S. Treasury bonds & notes",
"categoryValue": 23
},
"Asset-backed obligations": {
"subcategories": [],
"categoryName": "Asset-backed obligations",
"categoryValue": 7.4
},
"Non-U.S. government/agency securities": {
"subcategories": [],
"categoryName": "Non-U.S. government/agency securities",
"categoryValue": 1
},
"General obligation bonds": {
"subcategories": [],
"categoryName": "General obligation bonds",
"categoryValue": 0.3
},
"Revenue bonds": {
"subcategories": [
{
"name": "Other",
"percentage": 0.1
}
],
"categoryName": "Revenue bonds",
"categoryValue": 0.1
}
}
},
"mmfSector": {
"asOfDate": "2024-12-31",
"chartdata": [
[
"Mortgage-Backed Securities",
38.5
],
[
"U.S. Treasuries",
23
],
[
"U.S. Corporate Bonds",
17.3
],
[
"Non-U.S. Corporate Bonds",
8.4
],
[
"Asset-Backed Obligations",
7.4
],
[
"Cash & equivalents",
4
],
[
"Non-U.S. Government Bonds",
1
],
[
"Municipal Securities",
0.4
]
]
},
"returns": {
"quarterly": {
"nav": {
"data": {
"year1": 5.18,
"year3": 0.55,
"year5": 0.45,
"year10": 2,
"year15": 2.92,
"year20": 3.04,
"ytd": 3.82,
"ltd": 7.06,
"cumltd": 3111.15
},
"chartdata": [
"Quarterly NAV"
]
},
"mop": {
"data": {
"year1": 5.18,
"year3": 0.55,
"year5": 0.45,
"year10": 2,
"year15": 2.92,
"year20": 3.04,
"ytd": null,
"ltd": 7.06,
"cumltd": 3111.15
},
"chartdata": [
"Quarterly MOP"
]
},
"asOfDate": "2025-03-31"
},
"monthly": {
"nav": {
"data": {
"year1": 5.18,
"year3": 0.55,
"year5": 0.45,
"year10": 2,
"year15": 2.92,
"year20": 3.04,
"ytd": 3.82,
"ltd": 7.06,
"cumltd": 3111.15
},
"chartdata": [
"MONTHLY NAV"
]
},
"mop": {
"data": {
"year1": 5.18,
"year3": 0.55,
"year5": 0.45,
"year10": 2,
"year15": 2.92,
"year20": 3.04,
"ytd": null,
"ltd": 7.06,
"cumltd": 3111.15
},
"chartdata": [
"MONTHLY MOP"
]
},
"asOfDate": "2025-03-31"
}
},
"yield": {
"sec": {
"pct": 4.64,
"asOfDate": "2025-02-28",
"pctMop": 4.64
},
"distributionRate": {
"nav": 4.58,
"mop": 4.58,
"asOfDate": "2025-02-28"
},
"navInfoDaily": {
"avg7dayAnnYield": 0,
"asOfDate": 1743806871000
}
},
"volatilityAndReturns": {
"notApplicable": false,
"loading": false,
"chartloading": false,
"otherFunds": {
"equities": [],
"fixedincome": [],
"fixedIncome": [
{
"id": 32,
"name": "American Funds Corporate Bond Fund®",
"activeFlag": true,
"family": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"abbrev": "CBF",
"displayOrder": 202,
"fiscalYearEnd": "May",
"primaryBenchmark": {
"id": 394,
"code": " ",
"name": "BBG U.S. Corp Inv Grd",
"desc": "Bloomberg U.S. Corporate Investment Grade Index",
"definition": "Bloomberg U.S. Corporate Investment Grade Index represents the universe of investment grade, publicly issued U.S. corporate and specified foreign debentures and secured notes that meet the specified maturity, liquidity, and quality requirements. This index is unmanaged, and its results include reinvested distributions but do not reflect the effect of sales charges, commissions, account fees, expenses or U.S. federal income taxes.",
"morningStarFundId": "XIUSA04GTZ",
"fundStationNumber": 9421,
"lipperNumber": null,
"dataSource": "Morningstar",
"returns": [
{
"id": 3656113,
"rate": 27.12,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656114,
"rate": 74.16,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656115,
"rate": -0.29,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656116,
"rate": 4.9,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656117,
"rate": 125.43,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656118,
"rate": 2.31,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656119,
"rate": 7.78,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656120,
"rate": -0.8,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656121,
"rate": 3.46,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656122,
"rate": 2.31,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656123,
"rate": 2.43,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656124,
"rate": 3.77,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656125,
"rate": 4.15,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656126,
"rate": 1.14,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656127,
"rate": 1.51,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656381,
"rate": 27.12,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656382,
"rate": 74.16,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656383,
"rate": -0.29,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656384,
"rate": 4.9,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656385,
"rate": 125.43,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656386,
"rate": 2.31,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656387,
"rate": 7.78,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656388,
"rate": -0.8,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656389,
"rate": 3.46,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656390,
"rate": 2.31,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656391,
"rate": 2.43,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656392,
"rate": 3.77,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656393,
"rate": 4.15,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656394,
"rate": 1.14,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656395,
"rate": 1.51,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
}
],
"holdings": {
"sectorBreakdown": [],
"countryDomicile": [],
"countryDomicileEquity": [],
"countryDomicileRevenue": []
},
"stats": null,
"riskFactor": {
"id": 394,
"standardDeviation": {
"asOfDate": "2025-02-28",
"year03": 9.51,
"year05": 9.01,
"year10": 6.96
}
},
"showStandardDeviation": true,
"showPriceEarningRatio": true,
"showPriceCashRatio": true,
"showPriceBookRatio": true,
"showWeightedMarketCap": true
},
"inceptionDate": "2012-12-14",
"crmcManagementFlag": false,
"geoBreakdownFlag": true,
"divAnomalyFlag": false,
"dailyDivFlag": false,
"fundIndustry": "corporate debt fund A-rated",
"characteristics": {
"2018": {
"portfolioTurnover": 153,
"ptManualDisplay": 153,
"turnoverAsOfDate": "2018-05-31"
},
"2019": {
"portfolioTurnover": 203,
"ptManualDisplay": 203,
"turnoverAsOfDate": "2019-05-31"
},
"2020": {
"portfolioTurnover": 232,
"ptManualDisplay": 232,
"turnoverAsOfDate": "2020-05-31"
},
"2021": {
"portfolioTurnover": 146,
"ptManualDisplay": 146,
"turnoverAsOfDate": "2021-05-31"
},
"2022": {
"portfolioTurnover": 118,
"ptManualDisplay": 118,
"turnoverAsOfDate": "2022-05-31"
},
"2023": {
"portfolioTurnover": 181,
"ptManualDisplay": 181,
"turnoverAsOfDate": "2023-05-31"
},
"2024": {
"portfolioTurnover": 191,
"ptManualDisplay": 191,
"turnoverAsOfDate": "2024-05-31"
}
},
"detail": {
"id": 32,
"objective": "The fund's investment objective is to seek to provide maximum total return consistent with capital preservation and prudent risk management.",
"maturity": "The fund invests in debt securities with a wide range of maturities.",
"investmentType": "Primarily invests in corporate bonds.",
"specialChars": "This total-return-focused fund, which seeks to generate most of its returns through income, normally invests its assets in U.S. dollar-denominated, investment-grade (Baa3/BBB- and above) debt instruments. The fund's primary exposure is to higher quality corporate bonds. Our deep, time-tested research may add consistency of returns while helping maintain a low correlation to equity markets. Leveraging our capabilities across fixed income and equity teams, we are able to deepen our credit research in an underanalyzed category of the bond market.",
"bumperDescription": "Total-return-focused fund that seeks to generate most of its returns through income and normally invests its assets in U.S. dollar-denominated, investment-grade securities. Our deep, time-tested research may add consistency of returns while helping maintain a low correlation to equity markets.",
"bumperHeadline": "A research-driven approach to corporate bonds.",
"nonUsHoldings": "The fund may invest significantly in debt securities tied economically to countries outside the United States, including developing countries. All securities held by the fund will be denominated in U.S. dollars.",
"portfolioRestriction": "Normally, at least 80% of the fund’s assets will be invested in corporate debt securities. In addition, under normal market \nconditions the fund invests in debt securities, including money market instruments, cash and cash equivalents, rated Baa3 or better or BBB- or better by Nationally \nRecognized Statistical Rating Organizations designated by the fund’s investment adviser or in debt securities that are unrated but determined to be of equivalent quality by the \nfund’s investment adviser at the time of purchase.",
"strategy": null,
"lipperCategory": "Corporate Debt BBB-Rated",
"overview": "American Funds Corporate Bond Fund may be appropriate for:\n <ul class=\"\"indent\"\">\n <li> Investors seeking to boost total return and enhance current income compared to a core bond fund</li>\n <li>Investors seeking equity diversification, as its investment grade focus should prevent it from having a very high correlation to stocks</li>\n <li>Investors seeking dedicated corporate bond exposure, allowing for precise portfolio construction</li>\n </ul>",
"rpInvestment": "Normally, at least 80% of the fund’s assets will be invested in corporate debt securities. In addition, under normal market conditions the fund invests 100% of its assets in debt securities, including money market instruments, cash and cash equivalents, rated Baa3 or better or BBB- or better by Nationally Recognized Statistical Rating Organizations designated by the fund’s investment adviser or in debt securities that are unrated but determined to be of equivalent quality by the fund’s investment adviser at the time of purchase."
},
"stats": {
"id": 32,
"average": {
"asOfDate": "2025-02-28",
"life": null,
"duration": null,
"maturityYield": 5.1,
"worstYield": 5,
"coupon": 4.5,
"effDuration": 6.9
},
"marketCap": null,
"totalIssuer": {
"asOfDate": "2025-02-28",
"value": 187
},
"minimumTax": null,
"bondMaturity": {
"asOfDate": null,
"year0to5": 21.6,
"year5to10": 44.9,
"year10to20": 9,
"year20to30": 13.5,
"year30plus": 2
},
"priceRatio": null,
"total": {
"asOfDate": "2025-02-28",
"account": 180720
},
"weightedAvgStats": null
},
"trademarkSymbol": "",
"familyRPDisplay": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"assetClassName": "Fixed Income Taxable",
"wmif": false,
"amcap": false,
"amf": false,
"ica": false,
"ilbf": false,
"dwgi": false,
"gfa": false,
"ifa": false,
"npf": false,
"bfa": false,
"cmta": false,
"fi": false,
"ambal": false,
"cib": false,
"nef": false,
"eupac": false,
"tebf": false,
"tefca": false,
"ahit": false,
"gvt": false,
"ibfa": false,
"tefmd": false,
"tefva": false,
"wbf": false,
"cbf": true,
"wgi": false,
"igi": false,
"scwf": false,
"nwf": false,
"gbal": false,
"ctex": false,
"stex": false,
"ahim": false,
"ltex": false,
"stbf": false,
"ctrs": false,
"mmf": false,
"tefny": false,
"afmf": false,
"sbf": false,
"embf": false,
"aftd10": false,
"aftd15": false,
"aftd20": false,
"aftd25": false,
"aftd30": false,
"aftd35": false,
"aftd40": false,
"aftd45": false,
"aftd50": false,
"aftd55": false,
"aftd60": false,
"pstep": false,
"pstai": false,
"psi": false,
"psb": false,
"psgi": false,
"psg": false,
"psgg": false,
"ric": false,
"rim": false,
"rie": false,
"cef": false,
"cf15": false,
"cf24": false,
"cf27": false,
"cf30": false,
"cf33": false,
"cf36": false,
"emgf": false,
"cgetop": false,
"capstm": false,
"capcam": false,
"capcas": false,
"capcb": false,
"capge": false,
"capie": false,
"capuse": false,
"individuallySold": true,
"psp": false
},
{
"id": 114,
"name": "American Funds Emerging Markets Bond Fund®",
"activeFlag": true,
"family": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"abbrev": "EMBF",
"displayOrder": 204,
"fiscalYearEnd": "December",
"primaryBenchmark": {
"id": 80008,
"code": " ",
"name": "50% JPM EMBI GDiv/50% JPM GBI-EM Gdiv",
"desc": "J.P. Morgan Index Blend - 50% JPM EMBI Global Diversified & 50% JPM GBI-EM Global Diversified",
"definition": "The J.P. Morgan Index Blend - 50% J.P. Morgan EMBI Global Diversified & 50% J.P. Morgan GBI-EM Global Diversified tracks the universe of regularly traded, liquid, and fixed-rate local and external sovereign debt issued by emerging markets. 50% of the index covers USD-denominated emerging markets sovereign bonds and remaining 50% has exposure to local government bonds issued by EM countries except India and China, which have capital controls. This index is unmanaged, and its results include reinvested dividends and/or distributions but do not reflect the effect of account fees, expenses or U.S. federal income taxes.",
"morningStarFundId": null,
"fundStationNumber": 9021,
"lipperNumber": null,
"dataSource": "Morningstar",
"returns": [
{
"id": 3658174,
"rate": 25.05,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3658175,
"rate": 0.39,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3658176,
"rate": 5.41,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3658177,
"rate": 3.28,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3658178,
"rate": 15.49,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3658179,
"rate": -1.35,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3658180,
"rate": 9.55,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3658181,
"rate": 3.28,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3658182,
"rate": 2.26,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3658183,
"rate": 3.09,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3658184,
"rate": 2.92,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3658442,
"rate": 25.05,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658443,
"rate": 0.39,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658444,
"rate": 5.41,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658445,
"rate": 3.28,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658446,
"rate": 15.49,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658447,
"rate": -1.35,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658448,
"rate": 9.55,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658449,
"rate": 3.28,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658450,
"rate": 2.26,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658451,
"rate": 3.09,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658452,
"rate": 2.92,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
}
],
"holdings": {
"sectorBreakdown": [],
"countryDomicile": [],
"countryDomicileEquity": [],
"countryDomicileRevenue": []
},
"stats": null,
"riskFactor": {
"id": 80008,
"standardDeviation": {
"asOfDate": "2025-02-28",
"year03": 10.15,
"year05": 11.22,
"year10": 9.61
}
},
"showStandardDeviation": true,
"showPriceEarningRatio": true,
"showPriceCashRatio": true,
"showPriceBookRatio": true,
"showWeightedMarketCap": true
},
"inceptionDate": "2016-04-22",
"crmcManagementFlag": false,
"geoBreakdownFlag": true,
"divAnomalyFlag": false,
"dailyDivFlag": false,
"fundIndustry": "global income fund",
"characteristics": {
"2017": {
"portfolioTurnover": 35,
"ptManualDisplay": 35,
"turnoverAsOfDate": "2017-12-31"
},
"2018": {
"portfolioTurnover": 38,
"ptManualDisplay": 38,
"turnoverAsOfDate": "2018-12-31"
},
"2019": {
"portfolioTurnover": 54,
"ptManualDisplay": 54,
"turnoverAsOfDate": "2019-12-31"
},
"2020": {
"portfolioTurnover": 70,
"ptManualDisplay": 70,
"turnoverAsOfDate": "2020-12-31"
},
"2021": {
"portfolioTurnover": 52,
"ptManualDisplay": 52,
"turnoverAsOfDate": "2021-12-31"
},
"2022": {
"portfolioTurnover": 63,
"ptManualDisplay": 63,
"turnoverAsOfDate": "2022-12-31"
},
"2023": {
"portfolioTurnover": 56,
"ptManualDisplay": 56,
"turnoverAsOfDate": "2023-12-31"
},
"2024": {
"portfolioTurnover": 43,
"ptManualDisplay": 43,
"turnoverAsOfDate": "2024-12-31"
}
},
"detail": {
"id": 114,
"objective": "The fund's investment objective is to provide a high level of total return over the long term, of which current income is a large component.",
"maturity": "The bond maturities that the fund targets will vary depending on the current strategy being implemented.",
"investmentType": "Government debt (nominal and inflation-linked), quasi-sovereigns and corporate bonds — including U.S. dollar-denominated and local-currency issues.",
"specialChars": "This strategy takes a differentiated approach by investing in the full universe of emerging markets debt. It invests in both sovereign and corporate bonds, denominated in either U.S. dollar or local currency issues, which may serve as a source of favorable returns and potential diversification. As pioneers in emerging markets investing, this strategy leverages our 20-year track record of managing emerging markets bond portfolios.",
"bumperDescription": "Invests in both sovereign and corporate bonds, denominated in either U.S. dollar or local currency issues, which may serve as a source of favorable returns and potential diversification. As pioneers in emerging markets investing, this strategy leverages our 20-year track record of managing emerging markets bond portfolios.",
"bumperHeadline": "A differentiated approach to emerging markets debt.",
"nonUsHoldings": "Up to 100% of assets may be invested in securities denominated in currencies other than the U.S. dollar, mostly fixed-income securities of emerging markets governments, quasi-government entities and corporations.",
"portfolioRestriction": "The fund generally invests at least 80% of its assets in bonds and other debt securities from emerging markets issuers (some of which may be represented by derivatives). The fund may invest in securities rated below-investment grade (BB/Ba and below), or unrated, but determined by the fund’s investment adviser to be of equivalent quality at the time of purchase, including high-yield bonds issued by developing country governments and corporates.",
"strategy": null,
"lipperCategory": "Emerging Mrkts Hard Currency Debt",
"overview": "American Funds Emerging Markets Bond Fund may be appropriate for:\n<ul class=\"\"indent\"\"><li>Investors who wish to pursue total return and income opportunities in emerging markets</li><li>Investors seeking exposure to the longer term growth potential of developing economies</li><li>Investors looking to add diversification to a portfolio of stocks or bonds</li></ul>",
"rpInvestment": "Government debt (nominal and inflation-linked), quasi-sovereigns and corporate bonds — including U.S. dollar-denominated and local-currency issues."
},
"stats": {
"id": 114,
"average": {
"asOfDate": "2025-02-28",
"life": null,
"duration": null,
"maturityYield": 8.4,
"worstYield": 8.4,
"coupon": 6,
"effDuration": 5.9
},
"marketCap": null,
"totalIssuer": {
"asOfDate": "2025-02-28",
"value": 173
},
"minimumTax": null,
"bondMaturity": {
"asOfDate": null,
"year0to5": 30.6,
"year5to10": 32.2,
"year10to20": 17.8,
"year20to30": 10.6,
"year30plus": 1.5
},
"priceRatio": null,
"total": {
"asOfDate": "2025-02-28",
"account": 95831
},
"weightedAvgStats": null
},
"trademarkSymbol": "",
"familyRPDisplay": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"assetClassName": "Fixed Income Taxable",
"wmif": false,
"amcap": false,
"amf": false,
"ica": false,
"ilbf": false,
"dwgi": false,
"gfa": false,
"ifa": false,
"npf": false,
"bfa": false,
"cmta": false,
"fi": false,
"ambal": false,
"cib": false,
"nef": false,
"eupac": false,
"tebf": false,
"tefca": false,
"ahit": false,
"gvt": false,
"ibfa": false,
"tefmd": false,
"tefva": false,
"wbf": false,
"cbf": false,
"wgi": false,
"igi": false,
"scwf": false,
"nwf": false,
"gbal": false,
"ctex": false,
"stex": false,
"ahim": false,
"ltex": false,
"stbf": false,
"ctrs": false,
"mmf": false,
"tefny": false,
"afmf": false,
"sbf": false,
"embf": true,
"aftd10": false,
"aftd15": false,
"aftd20": false,
"aftd25": false,
"aftd30": false,
"aftd35": false,
"aftd40": false,
"aftd45": false,
"aftd50": false,
"aftd55": false,
"aftd60": false,
"pstep": false,
"pstai": false,
"psi": false,
"psb": false,
"psgi": false,
"psg": false,
"psgg": false,
"ric": false,
"rim": false,
"rie": false,
"cef": false,
"cf15": false,
"cf24": false,
"cf27": false,
"cf30": false,
"cf33": false,
"cf36": false,
"emgf": false,
"cgetop": false,
"capstm": false,
"capcam": false,
"capcas": false,
"capcb": false,
"capge": false,
"capie": false,
"capuse": false,
"individuallySold": true,
"psp": false
},
{
"id": 60,
"name": "American Funds Inflation Linked Bond Fund®",
"activeFlag": true,
"family": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"abbrev": "ILBF",
"displayOrder": 208,
"fiscalYearEnd": "November",
"primaryBenchmark": {
"id": 333,
"code": " ",
"name": "BBG U.S. TIPS",
"desc": "Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) Index",
"definition": "Bloomberg U.S. Treasury Inflation Protected Securities (TIPS) Index consists of investment-grade, fixed-rate, publicly placed, dollar-denominated and non-convertible inflation-protected securities issued by the U.S. Treasury that have at least one year remaining to maturity, and have at least $250 million par amount outstanding. This index is unmanaged, and its results include reinvested distributions but do not reflect the effect of sales charges, commissions, account fees, expenses or U.S. federal income taxes.",
"morningStarFundId": "XIUSA04G7X",
"fundStationNumber": 9420,
"lipperNumber": null,
"dataSource": null,
"returns": [
{
"id": 3656059,
"rate": 28.18,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656060,
"rate": 58.14,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656061,
"rate": 0.64,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656062,
"rate": 6.17,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656063,
"rate": 100.11,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656064,
"rate": 4.17,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656065,
"rate": 12.36,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656066,
"rate": 1.17,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656067,
"rate": 0.18,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656068,
"rate": 4.17,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656069,
"rate": 2.51,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656070,
"rate": 3.1,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656071,
"rate": 3.53,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656072,
"rate": 0.06,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656073,
"rate": 2.36,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656327,
"rate": 28.18,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656328,
"rate": 58.14,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656329,
"rate": 0.64,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656330,
"rate": 6.17,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656331,
"rate": 100.11,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656332,
"rate": 4.17,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656333,
"rate": 12.36,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656334,
"rate": 1.17,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656335,
"rate": 0.18,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656336,
"rate": 4.17,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656337,
"rate": 2.51,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656338,
"rate": 3.1,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656339,
"rate": 3.53,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656340,
"rate": 0.06,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656341,
"rate": 2.36,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
}
],
"holdings": {
"sectorBreakdown": [],
"countryDomicile": [],
"countryDomicileEquity": [],
"countryDomicileRevenue": []
},
"stats": null,
"riskFactor": {
"id": 333,
"standardDeviation": {
"asOfDate": "2025-02-28",
"year03": 7.3,
"year05": 6.33,
"year10": 5.02
}
},
"showStandardDeviation": true,
"showPriceEarningRatio": true,
"showPriceCashRatio": true,
"showPriceBookRatio": true,
"showWeightedMarketCap": true
},
"inceptionDate": "2012-12-14",
"crmcManagementFlag": false,
"geoBreakdownFlag": true,
"divAnomalyFlag": false,
"dailyDivFlag": true,
"fundIndustry": null,
"characteristics": {
"2017": {
"portfolioTurnover": 123,
"ptManualDisplay": 123,
"turnoverAsOfDate": "2017-11-30"
},
"2018": {
"portfolioTurnover": 57,
"ptManualDisplay": 57,
"turnoverAsOfDate": "2018-11-30"
},
"2019": {
"portfolioTurnover": 78,
"ptManualDisplay": 78,
"turnoverAsOfDate": "2019-11-30"
},
"2020": {
"portfolioTurnover": 114,
"ptManualDisplay": 114,
"turnoverAsOfDate": "2020-11-30"
},
"2021": {
"portfolioTurnover": 29,
"ptManualDisplay": 29,
"turnoverAsOfDate": "2021-11-30"
},
"2022": {
"portfolioTurnover": 42,
"ptManualDisplay": 42,
"turnoverAsOfDate": "2022-11-30"
},
"2023": {
"portfolioTurnover": 8,
"ptManualDisplay": 8,
"turnoverAsOfDate": "2023-11-30"
},
"2024": {
"portfolioTurnover": 23,
"ptManualDisplay": 23,
"turnoverAsOfDate": "2024-11-30"
}
},
"detail": {
"id": 60,
"objective": "The fund's investment objective is to provide inflation protection and income consistent with investment in inflation linked securities.",
"maturity": null,
"investmentType": "",
"specialChars": "By primarily investing in inflation-linked securities, this strategy is focused on protecting purchasing power. The strategy seeks to add value by actively managing duration, yield curve and exposure to inflation, while maintaining only a modest allocation to non-U.S. government bonds and certain corporate issues. Historically, this approach has enabled the strategy to deliver superior results versus its peers.",
"bumperDescription": "By primarily investing in inflation-linked securities, this strategy is focused on protecting purchasing power. It seeks to add value by actively managing duration, curve and inflation exposures, while maintaining only a modest allocation to non-U.S. government bonds and certain corporate issues.",
"bumperHeadline": "Seeks inflation protection and income.",
"nonUsHoldings": null,
"portfolioRestriction": "At least 80% of the fund's assets will be invested in inflation-linked bonds issued by governments, their agencies or instrumentalities, and corporations. Further, at least 80% of the fund's assets will be invested in securities guaranteed or sponsored by the U.S. government. To the extent the fund invests in debt securities not guaranteed or sponsored by the U.S. government, the fund will invest in debt securities with quality ratings of Baa3 or better or BBB- or better.",
"strategy": null,
"lipperCategory": "Inflation Protected Bond",
"overview": "Inflation Linked Bond Fund may be appropriate for investors:<ul><li>Seeking to protect their purchasing power from the impact of inflation</li><li>Looking for a diversified focus that includes inflation-linked bonds issued by the U.S. Treasury and by non-U.S. governments, as well as certain floating-rate corporate issues.</li></ul>",
"rpInvestment": "Inflation-linked bonds issued by U.S. and non-U.S. governments, as well as certain floating-rate corporate issues. The fund will invest primarily in debt securities with quality ratings of Aa3 or better or AA- or better at time of purchase (or unrated but determined to be of comparable quality by the fund's investment adviser). At least 80% of the fund's assets will be invested in inflation-linked bonds issued by U.S. and non-U.S. governments, their agencies or instrumentalities, and corporations. Further, at least 80% of the fund's assets will be invested in securities guaranteed or sponsored by the U.S. government."
},
"stats": {
"id": 60,
"average": {
"asOfDate": "2025-02-28",
"life": null,
"duration": null,
"maturityYield": 4,
"worstYield": 4,
"coupon": 0.8,
"effDuration": 4.7
},
"marketCap": null,
"totalIssuer": {
"asOfDate": "2025-02-28",
"value": 60
},
"minimumTax": null,
"bondMaturity": {
"asOfDate": null,
"year0to5": 42.3,
"year5to10": 34.3,
"year10to20": 3.4,
"year20to30": 16.5,
"year30plus": 0.1
},
"priceRatio": null,
"total": {
"asOfDate": "2025-02-28",
"account": 102911
},
"weightedAvgStats": null
},
"trademarkSymbol": "",
"familyRPDisplay": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"assetClassName": "Fixed Income Taxable",
"wmif": false,
"amcap": false,
"amf": false,
"ica": false,
"ilbf": true,
"dwgi": false,
"gfa": false,
"ifa": false,
"npf": false,
"bfa": false,
"cmta": false,
"fi": false,
"ambal": false,
"cib": false,
"nef": false,
"eupac": false,
"tebf": false,
"tefca": false,
"ahit": false,
"gvt": false,
"ibfa": false,
"tefmd": false,
"tefva": false,
"wbf": false,
"cbf": false,
"wgi": false,
"igi": false,
"scwf": false,
"nwf": false,
"gbal": false,
"ctex": false,
"stex": false,
"ahim": false,
"ltex": false,
"stbf": false,
"ctrs": false,
"mmf": false,
"tefny": false,
"afmf": false,
"sbf": false,
"embf": false,
"aftd10": false,
"aftd15": false,
"aftd20": false,
"aftd25": false,
"aftd30": false,
"aftd35": false,
"aftd40": false,
"aftd45": false,
"aftd50": false,
"aftd55": false,
"aftd60": false,
"pstep": false,
"pstai": false,
"psi": false,
"psb": false,
"psgi": false,
"psg": false,
"psgg": false,
"ric": false,
"rim": false,
"rie": false,
"cef": false,
"cf15": false,
"cf24": false,
"cf27": false,
"cf30": false,
"cf33": false,
"cf36": false,
"emgf": false,
"cgetop": false,
"capstm": false,
"capcam": false,
"capcas": false,
"capcb": false,
"capge": false,
"capie": false,
"capuse": false,
"individuallySold": true,
"psp": false
},
{
"id": 42,
"name": "American Funds Mortgage Fund®",
"activeFlag": true,
"family": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"abbrev": "AFMF",
"displayOrder": 220,
"fiscalYearEnd": "August",
"primaryBenchmark": {
"id": 76044,
"code": "XRLB",
"name": "BBG U.S. MBS",
"desc": "Bloomberg U.S. Mortgage Backed Securities Index",
"definition": "Bloomberg U.S. Mortgage Backed Securities Index is a market-value-weighted index that covers the mortgage-backed pass-through securities of Ginnie Mae (GNMA), Fannie Mae (FNMA), and Freddie Mac (FHLMC). This index is unmanaged, and its results include reinvested distributions but do not reflect the effect of sales charges, commissions, account fees, expenses or U.S. federal income taxes.",
"morningStarFundId": "XIUSA000MN",
"fundStationNumber": 9417,
"lipperNumber": null,
"dataSource": "Morningstar",
"returns": [
{
"id": 3657816,
"rate": 11.63,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657817,
"rate": 33.42,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657818,
"rate": -0.02,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657819,
"rate": 5.39,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657820,
"rate": 79.61,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657821,
"rate": 3.06,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657822,
"rate": -3.41,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657823,
"rate": -0.2,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657824,
"rate": 1.67,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657825,
"rate": 3.06,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657826,
"rate": 1.11,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657827,
"rate": 1.94,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657828,
"rate": 2.97,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657829,
"rate": 0.55,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657830,
"rate": -0.69,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3658084,
"rate": 11.63,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658085,
"rate": 33.42,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658086,
"rate": -0.02,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658087,
"rate": 5.39,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658088,
"rate": 79.61,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658089,
"rate": 3.06,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658090,
"rate": -3.41,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658091,
"rate": -0.2,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658092,
"rate": 1.67,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658093,
"rate": 3.06,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658094,
"rate": 1.11,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658095,
"rate": 1.94,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658096,
"rate": 2.97,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658097,
"rate": 0.55,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658098,
"rate": -0.69,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
}
],
"holdings": {
"sectorBreakdown": [],
"countryDomicile": [],
"countryDomicileEquity": [],
"countryDomicileRevenue": []
},
"stats": null,
"riskFactor": {
"id": 76044,
"standardDeviation": {
"asOfDate": "2025-02-28",
"year03": 8.71,
"year05": 6.81,
"year10": 5.04
}
},
"showStandardDeviation": false,
"showPriceEarningRatio": false,
"showPriceCashRatio": false,
"showPriceBookRatio": false,
"showWeightedMarketCap": false
},
"inceptionDate": "2010-11-01",
"crmcManagementFlag": false,
"geoBreakdownFlag": false,
"divAnomalyFlag": false,
"dailyDivFlag": true,
"fundIndustry": null,
"characteristics": {
"2017": {
"portfolioTurnover": 635,
"ptManualDisplay": 635,
"turnoverAsOfDate": "2017-08-31"
},
"2018": {
"portfolioTurnover": 1009,
"ptManualDisplay": 1009,
"turnoverAsOfDate": "2018-08-31"
},
"2019": {
"portfolioTurnover": 605,
"ptManualDisplay": 605,
"turnoverAsOfDate": "2019-08-31"
},
"2020": {
"portfolioTurnover": 1015,
"ptManualDisplay": 1015,
"turnoverAsOfDate": "2020-08-31"
},
"2021": {
"portfolioTurnover": 1015,
"ptManualDisplay": 1015,
"turnoverAsOfDate": "2021-08-31"
},
"2022": {
"portfolioTurnover": 1147,
"ptManualDisplay": 1147,
"turnoverAsOfDate": "2022-08-31"
},
"2023": {
"portfolioTurnover": 1185,
"ptManualDisplay": 1185,
"turnoverAsOfDate": "2023-08-31"
},
"2024": {
"portfolioTurnover": 824,
"ptManualDisplay": 824,
"turnoverAsOfDate": "2024-08-31"
}
},
"detail": {
"id": 42,
"objective": "The fund's investment objective is to provide current income and preservation of capital.",
"maturity": "Not required to maintain any particular maturity.",
"investmentType": "Primarily mortgage-related securities guaranteed by the U.S. government, mortgage-related securities issued by government-sponsored entities but not backed by the full faith and credit of the U.S. government, and non-government mortgage-related securities rated AAA/Aaa or unrated but determined to be of equivalent quality by the fund's investment adviser. Up to 5% of assets may be invested in securities (excluding securities that are sponsored or guaranteed by the U.S. government, its agencies and instrumentalities) rated AA/Aa or A, or unrated but of equivalent quality.",
"specialChars": "With a focus on high-quality mortgage-backed securities that are either guaranteed or sponsored by the U.S. government, this fund may provide a higher level of income than U.S. Treasuries as well as diversification during equity market downturns. This fund seeks to add value by actively managing sector allocation, security selection, duration and yield curve.",
"bumperDescription": "With a focus on high-quality mortgage-backed securities that are either guaranteed or sponsored by the U.S. government, this fund may provide a higher level of income than U.S. Treasuries as well as diversification during equity market downturns.",
"bumperHeadline": "Quality, income and diversification.",
"nonUsHoldings": "Up to 10% of assets may be invested in high-quality, U.S. dollar-denominated mortgage-related securities from issuers outside the U.S.",
"portfolioRestriction": "Normally, at least 80% of the fund’s assets will be invested in mortgage-related securities.",
"strategy": null,
"lipperCategory": "Intermediate U.S. Government",
"overview": "American Funds Mortgage Fund may be appropriate for:<ul class=\"indent\"><li>Investors seeking current income</li><li>Investors interested in high-quality, mortgage-related securities</li><li>Investors seeking to preserve capital</li></ul>",
"rpInvestment": "Normally, at least 80% of the fund’s assets will be invested in mortgage-related securities guaranteed by the U.S. government, mortgage-related securities issued by government-sponsored entities but not backed by the full faith and credit of the U.S. government, and non-government mortgage-related securities rated AAA/Aaa or unrated but determined to be of equivalent quality by the fund’s investment adviser. Up to 10% of assets may be invested in high-quality, U.S. dollar-denominated mortgage-related securities of issuers outside the U.S., and up to 5% of assets may be invested in securities rated AA/Aa or A, or unrated but of equivalent quality."
},
"stats": {
"id": 42,
"average": {
"asOfDate": "2025-02-28",
"life": null,
"duration": null,
"maturityYield": 4.6,
"worstYield": 4.6,
"coupon": 4.3,
"effDuration": 6.1
},
"marketCap": null,
"totalIssuer": {
"asOfDate": "2025-02-28",
"value": 72
},
"minimumTax": null,
"bondMaturity": {
"asOfDate": null,
"year0to5": 23.8,
"year5to10": 62.9,
"year10to20": 8.3,
"year20to30": 0.1,
"year30plus": null
},
"priceRatio": null,
"total": {
"asOfDate": "2025-02-28",
"account": 49188
},
"weightedAvgStats": null
},
"trademarkSymbol": "",
"familyRPDisplay": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"assetClassName": "Fixed Income Taxable",
"wmif": false,
"amcap": false,
"amf": false,
"ica": false,
"ilbf": false,
"dwgi": false,
"gfa": false,
"ifa": false,
"npf": false,
"bfa": false,
"cmta": false,
"fi": false,
"ambal": false,
"cib": false,
"nef": false,
"eupac": false,
"tebf": false,
"tefca": false,
"ahit": false,
"gvt": false,
"ibfa": false,
"tefmd": false,
"tefva": false,
"wbf": false,
"cbf": false,
"wgi": false,
"igi": false,
"scwf": false,
"nwf": false,
"gbal": false,
"ctex": false,
"stex": false,
"ahim": false,
"ltex": false,
"stbf": false,
"ctrs": false,
"mmf": false,
"tefny": false,
"afmf": true,
"sbf": false,
"embf": false,
"aftd10": false,
"aftd15": false,
"aftd20": false,
"aftd25": false,
"aftd30": false,
"aftd35": false,
"aftd40": false,
"aftd45": false,
"aftd50": false,
"aftd55": false,
"aftd60": false,
"pstep": false,
"pstai": false,
"psi": false,
"psb": false,
"psgi": false,
"psg": false,
"psgg": false,
"ric": false,
"rim": false,
"rie": false,
"cef": false,
"cf15": false,
"cf24": false,
"cf27": false,
"cf30": false,
"cf33": false,
"cf36": false,
"emgf": false,
"cgetop": false,
"capstm": false,
"capcam": false,
"capcas": false,
"capcb": false,
"capge": false,
"capie": false,
"capuse": false,
"individuallySold": true,
"psp": false
},
{
"id": 126,
"name": "American Funds® Multi-Sector Income Fund",
"activeFlag": true,
"family": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"abbrev": "MSI",
"displayOrder": 260,
"fiscalYearEnd": "December",
"primaryBenchmark": {
"id": 52005,
"code": " ",
"name": "BBG U.S. Aggregate",
"desc": "Bloomberg U.S. Aggregate Index",
"definition": "Bloomberg U.S. Aggregate Index represents the U.S. investment-grade fixed-rate bond market. This index is unmanaged, and its results include reinvested dividends and/or distributions but do not reflect the effect of sales charges, commissions, account fees, expenses or U.S. federal income taxes.",
"morningStarFundId": "XIUSA000MC",
"fundStationNumber": 9400,
"lipperNumber": null,
"dataSource": "Morningstar",
"returns": [
{
"id": 3656675,
"rate": 15.64,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656676,
"rate": 43.51,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656677,
"rate": 0.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656678,
"rate": 4.88,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656679,
"rate": 87.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656680,
"rate": 2.78,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656681,
"rate": -1.97,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656682,
"rate": -0.37,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656683,
"rate": 1.56,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656684,
"rate": 2.78,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656685,
"rate": 1.46,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656686,
"rate": 2.44,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656687,
"rate": 3.18,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656688,
"rate": 0.52,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656689,
"rate": -0.4,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656943,
"rate": 15.64,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656944,
"rate": 43.51,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656945,
"rate": 0.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656946,
"rate": 4.88,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656947,
"rate": 87.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656948,
"rate": 2.78,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656949,
"rate": -1.97,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656950,
"rate": -0.37,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656951,
"rate": 1.56,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656952,
"rate": 2.78,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656953,
"rate": 1.46,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656954,
"rate": 2.44,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656955,
"rate": 3.18,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656956,
"rate": 0.52,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656957,
"rate": -0.4,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
}
],
"holdings": {
"sectorBreakdown": [],
"countryDomicile": [],
"countryDomicileEquity": [],
"countryDomicileRevenue": []
},
"stats": null,
"riskFactor": {
"id": 52005,
"standardDeviation": {
"asOfDate": "2025-02-28",
"year03": 7.84,
"year05": 6.39,
"year10": 5.02
}
},
"showStandardDeviation": false,
"showPriceEarningRatio": false,
"showPriceCashRatio": false,
"showPriceBookRatio": false,
"showWeightedMarketCap": false
},
"inceptionDate": "2019-03-22",
"crmcManagementFlag": false,
"geoBreakdownFlag": false,
"divAnomalyFlag": false,
"dailyDivFlag": true,
"fundIndustry": null,
"characteristics": {
"2019": {
"portfolioTurnover": 115,
"ptManualDisplay": 115,
"turnoverAsOfDate": "2019-12-31"
},
"2020": {
"portfolioTurnover": 73,
"ptManualDisplay": 73,
"turnoverAsOfDate": "2020-12-31"
},
"2021": {
"portfolioTurnover": 36,
"ptManualDisplay": 36,
"turnoverAsOfDate": "2021-12-31"
},
"2022": {
"portfolioTurnover": 40,
"ptManualDisplay": 40,
"turnoverAsOfDate": "2022-12-31"
},
"2023": {
"portfolioTurnover": 62,
"ptManualDisplay": 62,
"turnoverAsOfDate": "2023-12-31"
},
"2024": {
"portfolioTurnover": 78,
"ptManualDisplay": 78,
"turnoverAsOfDate": "2024-12-31"
}
},
"detail": {
"id": 126,
"objective": "The fund's primary objective is to provide a high level of current income. Its secondary objective is capital appreciation.",
"maturity": "The fund invests in debt securities with a wide range of maturities.",
"investmentType": "Primarily invests in a broad range of debt securities across the credit spectrum, including high-yield and investment-grade corporate, emerging market, and securitized debt. The fund may opportunistically invest in other sectors, including U.S. government debt, municipal debt and non-corporate credit.",
"specialChars": "An income-oriented strategy that invests in a broad range of traditional, high-income asset classes. The fund is designed to provide less volatility and equity correlation than a standalone high yield or emerging market debt fund, without meaningfully reducing income. With a focus on fundamental analysis coupled with a rigorous relative value approach to sector allocation, the fund aims to generate high income across market cycles.",
"bumperDescription": "MSI is a relative value credit fund that takes advantage of investment opportunities across high yield, investment grade, and emerging markets, as well as securitized debt.",
"bumperHeadline": "An income-oriented strategy.",
"nonUsHoldings": "The fund may invest a significant portion of its assets in securities of issuers domiciled outside the United States.",
"portfolioRestriction": "The fund may invest substantially in securities rated Ba1 or below and BB+ or below, or in securities that are unrated but determined to be of equivalent quality by the fund’s investment adviser. The fund may invest in certain derivative instruments, such as futures contracts and swaps. The fund may invest in a derivative if, in the opinion of the investment adviser, the expected risks and rewards of the proposed investment are consistent with the investment objective and strategies of the fund.",
"strategy": null,
"lipperCategory": "Multi-Sector Income",
"overview": "Investors may consider American Funds Multi-Sector Income Fund who are:\n<ul class=\"indent\"><li>seeking a high level of current income across market cycles.</li><li>interested in a broad range of traditional, high income asset classes.</li><li>seeking less volatility and equity correlation than a standalone high-yield or emerging market debt fund.</li></ul>",
"rpInvestment": "Primarily invests in a broad range of debt securities across the credit spectrum, including high-yield and investment-grade corporate, emerging market, and securitized debt. The fund may opportunistically invest in other sectors, including U.S. government debt, municipal debt and non-corporate credit."
},
"stats": {
"id": 126,
"average": {
"asOfDate": "2025-02-28",
"life": null,
"duration": null,
"maturityYield": 6.5,
"worstYield": 6.4,
"coupon": 6.2,
"effDuration": 4.4
},
"marketCap": null,
"totalIssuer": {
"asOfDate": "2025-02-28",
"value": 960
},
"minimumTax": null,
"bondMaturity": {
"asOfDate": null,
"year0to5": 42.8,
"year5to10": 41.3,
"year10to20": 4.4,
"year20to30": 6.4,
"year30plus": 1.5
},
"priceRatio": null,
"total": {
"asOfDate": "2025-02-28",
"account": 487032
},
"weightedAvgStats": null
},
"trademarkSymbol": "",
"familyRPDisplay": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"assetClassName": "Fixed Income Taxable",
"wmif": false,
"amcap": false,
"amf": false,
"ica": false,
"ilbf": false,
"dwgi": false,
"gfa": false,
"ifa": false,
"npf": false,
"bfa": false,
"cmta": false,
"fi": false,
"ambal": false,
"cib": false,
"nef": false,
"eupac": false,
"tebf": false,
"tefca": false,
"ahit": false,
"gvt": false,
"ibfa": false,
"tefmd": false,
"tefva": false,
"wbf": false,
"cbf": false,
"wgi": false,
"igi": false,
"scwf": false,
"nwf": false,
"gbal": false,
"ctex": false,
"stex": false,
"ahim": false,
"ltex": false,
"stbf": false,
"ctrs": false,
"mmf": false,
"tefny": false,
"afmf": false,
"sbf": false,
"embf": false,
"aftd10": false,
"aftd15": false,
"aftd20": false,
"aftd25": false,
"aftd30": false,
"aftd35": false,
"aftd40": false,
"aftd45": false,
"aftd50": false,
"aftd55": false,
"aftd60": false,
"pstep": false,
"pstai": false,
"psi": false,
"psb": false,
"psgi": false,
"psg": false,
"psgg": false,
"ric": false,
"rim": false,
"rie": false,
"cef": false,
"cf15": false,
"cf24": false,
"cf27": false,
"cf30": false,
"cf33": false,
"cf36": false,
"emgf": false,
"cgetop": false,
"capstm": false,
"capcam": false,
"capcas": false,
"capcb": false,
"capge": false,
"capie": false,
"capuse": false,
"individuallySold": true,
"psp": false
},
{
"id": 112,
"name": "American Funds® Strategic Bond Fund",
"activeFlag": true,
"family": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"abbrev": "SBF",
"displayOrder": 275,
"fiscalYearEnd": "December",
"primaryBenchmark": {
"id": 52005,
"code": " ",
"name": "BBG U.S. Aggregate",
"desc": "Bloomberg U.S. Aggregate Index",
"definition": "Bloomberg U.S. Aggregate Index represents the U.S. investment-grade fixed-rate bond market. This index is unmanaged, and its results include reinvested dividends and/or distributions but do not reflect the effect of sales charges, commissions, account fees, expenses or U.S. federal income taxes.",
"morningStarFundId": "XIUSA000MC",
"fundStationNumber": 9400,
"lipperNumber": null,
"dataSource": "Morningstar",
"returns": [
{
"id": 3656675,
"rate": 15.64,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656676,
"rate": 43.51,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656677,
"rate": 0.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656678,
"rate": 4.88,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656679,
"rate": 87.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656680,
"rate": 2.78,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656681,
"rate": -1.97,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656682,
"rate": -0.37,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656683,
"rate": 1.56,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656684,
"rate": 2.78,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656685,
"rate": 1.46,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656686,
"rate": 2.44,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656687,
"rate": 3.18,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656688,
"rate": 0.52,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656689,
"rate": -0.4,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656943,
"rate": 15.64,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656944,
"rate": 43.51,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656945,
"rate": 0.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656946,
"rate": 4.88,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656947,
"rate": 87.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656948,
"rate": 2.78,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656949,
"rate": -1.97,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656950,
"rate": -0.37,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656951,
"rate": 1.56,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656952,
"rate": 2.78,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656953,
"rate": 1.46,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656954,
"rate": 2.44,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656955,
"rate": 3.18,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656956,
"rate": 0.52,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656957,
"rate": -0.4,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
}
],
"holdings": {
"sectorBreakdown": [],
"countryDomicile": [],
"countryDomicileEquity": [],
"countryDomicileRevenue": []
},
"stats": null,
"riskFactor": {
"id": 52005,
"standardDeviation": {
"asOfDate": "2025-02-28",
"year03": 7.84,
"year05": 6.39,
"year10": 5.02
}
},
"showStandardDeviation": false,
"showPriceEarningRatio": false,
"showPriceCashRatio": false,
"showPriceBookRatio": false,
"showWeightedMarketCap": false
},
"inceptionDate": "2016-03-18",
"crmcManagementFlag": false,
"geoBreakdownFlag": true,
"divAnomalyFlag": false,
"dailyDivFlag": false,
"fundIndustry": "global income fund",
"characteristics": {
"2017": {
"portfolioTurnover": 428,
"ptManualDisplay": 428,
"turnoverAsOfDate": "2017-12-31"
},
"2018": {
"portfolioTurnover": 295,
"ptManualDisplay": 295,
"turnoverAsOfDate": "2018-12-31"
},
"2019": {
"portfolioTurnover": 428,
"ptManualDisplay": 428,
"turnoverAsOfDate": "2019-12-31"
},
"2020": {
"portfolioTurnover": 367,
"ptManualDisplay": 367,
"turnoverAsOfDate": "2020-12-31"
},
"2021": {
"portfolioTurnover": 164,
"ptManualDisplay": 164,
"turnoverAsOfDate": "2021-12-31"
},
"2022": {
"portfolioTurnover": 228,
"ptManualDisplay": 228,
"turnoverAsOfDate": "2022-12-31"
},
"2023": {
"portfolioTurnover": 542,
"ptManualDisplay": 542,
"turnoverAsOfDate": "2023-12-31"
},
"2024": {
"portfolioTurnover": 313,
"ptManualDisplay": 313,
"turnoverAsOfDate": "2024-12-31"
}
},
"detail": {
"id": 112,
"objective": "The fund's investment objective is to provide maximum total return consistent with preservation of capital.",
"maturity": "The bond maturities that the fund targets will vary depending on the current strategy being implemented.",
"investmentType": "Government debt and agency bonds, corporate bonds, mortgage- and asset-backed securities, emerging markets debt, non-U.S., municipals and high-yield.",
"specialChars": "This differentiated core plus fund seeks higher returns than core bond funds while maintaining a low equity correlation. This fund aims to drive returns primarily through interest rate, yield curve and inflation positioning, generally resulting in liquid investments with high credit quality. With the flexibility to hold a broad range of debt securities, it can invest in emerging markets, high-yield bonds and non-U.S. dollar markets on an opportunistic basis.",
"bumperDescription": "This fund seeks higher returns than core bond funds with generally low equity correlation. It aims to drive returns primarily through interest rate, yield curve and inflation positioning, generally resulting in liquid investments with high credit quality. Flexibility to invest in extended bond sectors on an opportunistic basis.",
"bumperHeadline": "A differentiated approach to core plus investing.",
"nonUsHoldings": null,
"portfolioRestriction": "The fund may invest no more than 35% of its assets in securities rated below investment grade (BB+/Ba1 and below, or unrated, but \ndetermined by the fund’s investment adviser to be of equivalent quality) at the time of purchase, including high-yield corporate bonds or those issued by developing country governments \nand companies. The fund may invest up to 10% of its assets in equity securities and certain securities with a combination of debt and equity characteristics. The fund may invest up to 35% \nof its assets in securities denominated in currencies other than the U.S. dollar. The fund may invest up to 35% of its assets in securities of emerging market issuers.",
"strategy": null,
"lipperCategory": "Core Plus Bond",
"overview": "American Funds Strategic Bond Fund may be appropriate for:\n<ul class=\"\"indent\"\"><li>Investors who wish to pursue higher total return through a flexible core approach</li><li>Investors looking for a complement to a traditional core bond fund</li><li>Investors seeking to diversify away from equities</li></ul> ",
"rpInvestment": "The fund seeks to invest in government debt and agency bonds, corporate bonds, mortgage- and asset-backed securities, emerging markets debt, non-U.S., municipals and high-yield. No more than 50% of its assets may be invested in securities rated below investment grade (BB/Ba and below, or unrated, but determined by the fund’s investment adviser to be of equivalent quality) at the time of purchase, including high-yield corporate bonds or those issued by developing country governments and companies. Up to 10% of its assets may be invested in equity securities and certain securities with a combination of debt and equity characteristics. The fund may invest up to 50% of its assets in securities denominated in currencies other than the U.S. dollar. The fund may invest up to 40% of its assets in securities of emerging market issuers."
},
"stats": {
"id": 112,
"average": {
"asOfDate": "2025-02-28",
"life": null,
"duration": null,
"maturityYield": 4.3,
"worstYield": 4.2,
"coupon": 2.9,
"effDuration": 6.5
},
"marketCap": null,
"totalIssuer": {
"asOfDate": "2025-02-28",
"value": 888
},
"minimumTax": null,
"bondMaturity": {
"asOfDate": null,
"year0to5": 25.5,
"year5to10": 51.2,
"year10to20": 7.4,
"year20to30": 12.4,
"year30plus": 0.9
},
"priceRatio": null,
"total": {
"asOfDate": "2025-02-28",
"account": 802291
},
"weightedAvgStats": null
},
"trademarkSymbol": "",
"familyRPDisplay": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"assetClassName": "Fixed Income Taxable",
"wmif": false,
"amcap": false,
"amf": false,
"ica": false,
"ilbf": false,
"dwgi": false,
"gfa": false,
"ifa": false,
"npf": false,
"bfa": false,
"cmta": false,
"fi": false,
"ambal": false,
"cib": false,
"nef": false,
"eupac": false,
"tebf": false,
"tefca": false,
"ahit": false,
"gvt": false,
"ibfa": false,
"tefmd": false,
"tefva": false,
"wbf": false,
"cbf": false,
"wgi": false,
"igi": false,
"scwf": false,
"nwf": false,
"gbal": false,
"ctex": false,
"stex": false,
"ahim": false,
"ltex": false,
"stbf": false,
"ctrs": false,
"mmf": false,
"tefny": false,
"afmf": false,
"sbf": true,
"embf": false,
"aftd10": false,
"aftd15": false,
"aftd20": false,
"aftd25": false,
"aftd30": false,
"aftd35": false,
"aftd40": false,
"aftd45": false,
"aftd50": false,
"aftd55": false,
"aftd60": false,
"pstep": false,
"pstai": false,
"psi": false,
"psb": false,
"psgi": false,
"psg": false,
"psgg": false,
"ric": false,
"rim": false,
"rie": false,
"cef": false,
"cf15": false,
"cf24": false,
"cf27": false,
"cf30": false,
"cf33": false,
"cf36": false,
"emgf": false,
"cgetop": false,
"capstm": false,
"capcam": false,
"capcas": false,
"capcb": false,
"capge": false,
"capie": false,
"capuse": false,
"individuallySold": true,
"psp": false
},
{
"id": 21,
"name": "American High-Income Trust®",
"activeFlag": true,
"family": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"abbrev": "AHIT",
"displayOrder": 400,
"fiscalYearEnd": "September",
"primaryBenchmark": {
"id": 76043,
"code": "XRLB",
"name": "BBG US Corp HY 2% Issuer Capped",
"desc": "Bloomberg U.S. Corporate High Yield 2% Issuer Capped Index",
"definition": "Bloomberg U.S. Corporate High Yield 2% Issuer Capped Index covers the universe of fixed-rate, non-investment-grade debt. The index limits the maximum exposure of any one issuer to 2%. This index is unmanaged, and its results include reinvested distributions but do not reflect the effect of sales charges, commissions, account fees, expenses or U.S. federal income taxes.",
"morningStarFundId": "XIUSA04GU0",
"fundStationNumber": 9415,
"lipperNumber": null,
"dataSource": "Morningstar",
"returns": [
{
"id": 3657801,
"rate": 63.01,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657802,
"rate": 145.85,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657803,
"rate": -1.02,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657804,
"rate": 7.69,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657805,
"rate": 257.64,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657806,
"rate": 1,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657807,
"rate": 42.09,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657808,
"rate": 1.18,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657809,
"rate": 15.69,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657810,
"rate": 1,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657811,
"rate": 5.01,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657812,
"rate": 6.18,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657813,
"rate": 6.58,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657814,
"rate": 4.98,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657815,
"rate": 7.28,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3658069,
"rate": 63.01,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658070,
"rate": 145.85,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658071,
"rate": -1.02,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658072,
"rate": 7.69,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658073,
"rate": 257.64,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658074,
"rate": 1,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658075,
"rate": 42.09,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658076,
"rate": 1.18,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658077,
"rate": 15.69,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658078,
"rate": 1,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658079,
"rate": 5.01,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658080,
"rate": 6.18,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658081,
"rate": 6.58,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658082,
"rate": 4.98,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3658083,
"rate": 7.28,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
}
],
"holdings": {
"sectorBreakdown": [],
"countryDomicile": [],
"countryDomicileEquity": [],
"countryDomicileRevenue": []
},
"stats": null,
"riskFactor": {
"id": 76043,
"standardDeviation": {
"asOfDate": "2025-02-28",
"year03": 8.26,
"year05": 9.31,
"year10": 7.53
}
},
"showStandardDeviation": false,
"showPriceEarningRatio": false,
"showPriceCashRatio": false,
"showPriceBookRatio": false,
"showWeightedMarketCap": false
},
"inceptionDate": "1988-02-19",
"crmcManagementFlag": false,
"geoBreakdownFlag": false,
"divAnomalyFlag": false,
"dailyDivFlag": true,
"fundIndustry": "high current yield fund",
"characteristics": {
"2017": {
"portfolioTurnover": 73,
"ptManualDisplay": 73,
"turnoverAsOfDate": "2017-09-30"
},
"2018": {
"portfolioTurnover": 62,
"ptManualDisplay": 62,
"turnoverAsOfDate": "2018-09-30"
},
"2019": {
"portfolioTurnover": 52,
"ptManualDisplay": 52,
"turnoverAsOfDate": "2019-09-30"
},
"2020": {
"portfolioTurnover": 75,
"ptManualDisplay": 75,
"turnoverAsOfDate": "2020-09-30"
},
"2021": {
"portfolioTurnover": 66,
"ptManualDisplay": 66,
"turnoverAsOfDate": "2021-09-30"
},
"2022": {
"portfolioTurnover": 40,
"ptManualDisplay": 40,
"turnoverAsOfDate": "2022-09-30"
},
"2023": {
"portfolioTurnover": 39,
"ptManualDisplay": 39,
"turnoverAsOfDate": "2023-09-30"
},
"2024": {
"portfolioTurnover": 39,
"ptManualDisplay": 39,
"turnoverAsOfDate": "2024-09-30"
}
},
"detail": {
"id": 21,
"objective": "The fund's primary investment objective is to provide you with a high level of current income. Its secondary investment objective is capital appreciation.",
"maturity": "Typically, the fund will be invested in intermediate- to long-term securities.",
"investmentType": "At least 80% of the portfolio will be invested in high-yield, lower rated bonds (BB+/Ba1 or below at the time of purchase) and other similar securities.",
"specialChars": "The strategy invests in a diversified portfolio of lower rated, higher yielding bonds with a focus on income and the potential for capital appreciation. A dedicated team of analysts, traders and portfolio managers collaborate to achieve a comprehensive understanding of a company's financial position and capital structure via fundamental bottom-up analysis. The high-yield investment team benefits from the extensive research capabilities across Capital's equity and macroeconomic analysts.",
"bumperDescription": "Invests in a diversified portfolio of lower rated, higher yielding bonds with a focus on income and the potential for capital appreciation. The high-yield investment team benefits from the extensive research capabilities of Capital's equity and macroeconomic analysts.",
"bumperHeadline": "A well-researched approach to high-yield investing.",
"nonUsHoldings": "A portion of the portfolio's assets may be invested in securities of issuers outside the U.S., which may be denominated in currencies other than the U.S. dollar.",
"portfolioRestriction": null,
"strategy": null,
"lipperCategory": "High Yield",
"overview": "American High-Income Trust may be appropriate for:\n<ul class=\"indent\"><li>Investors looking for a sensible way to invest in the high-yield bond market</li><li>Individuals and organizations that want an opportunity to increase their investment income and are willing to take equity-type risk</li><li>Growth-oriented investors seeking to diversity their holdings into income-producing investments</li></ul>",
"rpInvestment": "The fund seeks to invest primarily in a broad range of lower quality, higher yielding debt securities that also provide an opportunity to increase in value. At least 65% of the portfolio will be invested in high-yield, high-risk bonds (Ba or BB or below at time of purchase, or unrated but determined by the fund’s investment adviser to be of equivalent quality) and other similar securities, including preferred stocks. Up to 25% may be invested in common stocks or equity-related securities. Additionally, up to 25% of assets may be invested in securities based outside the U.S."
},
"stats": {
"id": 21,
"average": {
"asOfDate": "2025-02-28",
"life": null,
"duration": null,
"maturityYield": 7,
"worstYield": 6.8,
"coupon": 5.9,
"effDuration": 2.8
},
"marketCap": null,
"totalIssuer": {
"asOfDate": "2025-02-28",
"value": 478
},
"minimumTax": null,
"bondMaturity": {
"asOfDate": null,
"year0to5": 62.1,
"year5to10": 21.3,
"year10to20": 0.9,
"year20to30": 0.6,
"year30plus": 0.1
},
"priceRatio": null,
"total": {
"asOfDate": "2025-02-28",
"account": 1145867
},
"weightedAvgStats": null
},
"trademarkSymbol": "",
"familyRPDisplay": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"assetClassName": "Fixed Income Taxable",
"wmif": false,
"amcap": false,
"amf": false,
"ica": false,
"ilbf": false,
"dwgi": false,
"gfa": false,
"ifa": false,
"npf": false,
"bfa": false,
"cmta": false,
"fi": false,
"ambal": false,
"cib": false,
"nef": false,
"eupac": false,
"tebf": false,
"tefca": false,
"ahit": true,
"gvt": false,
"ibfa": false,
"tefmd": false,
"tefva": false,
"wbf": false,
"cbf": false,
"wgi": false,
"igi": false,
"scwf": false,
"nwf": false,
"gbal": false,
"ctex": false,
"stex": false,
"ahim": false,
"ltex": false,
"stbf": false,
"ctrs": false,
"mmf": false,
"tefny": false,
"afmf": false,
"sbf": false,
"embf": false,
"aftd10": false,
"aftd15": false,
"aftd20": false,
"aftd25": false,
"aftd30": false,
"aftd35": false,
"aftd40": false,
"aftd45": false,
"aftd50": false,
"aftd55": false,
"aftd60": false,
"pstep": false,
"pstai": false,
"psi": false,
"psb": false,
"psgi": false,
"psg": false,
"psgg": false,
"ric": false,
"rim": false,
"rie": false,
"cef": false,
"cf15": false,
"cf24": false,
"cf27": false,
"cf30": false,
"cf33": false,
"cf36": false,
"emgf": false,
"cgetop": false,
"capstm": false,
"capcam": false,
"capcas": false,
"capcb": false,
"capge": false,
"capie": false,
"capuse": false,
"individuallySold": true,
"psp": false
},
{
"id": 8,
"name": "The Bond Fund of America®",
"activeFlag": true,
"family": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"abbrev": "BFA",
"displayOrder": 600,
"fiscalYearEnd": "December",
"primaryBenchmark": {
"id": 52005,
"code": " ",
"name": "BBG U.S. Aggregate",
"desc": "Bloomberg U.S. Aggregate Index",
"definition": "Bloomberg U.S. Aggregate Index represents the U.S. investment-grade fixed-rate bond market. This index is unmanaged, and its results include reinvested dividends and/or distributions but do not reflect the effect of sales charges, commissions, account fees, expenses or U.S. federal income taxes.",
"morningStarFundId": "XIUSA000MC",
"fundStationNumber": 9400,
"lipperNumber": null,
"dataSource": "Morningstar",
"returns": [
{
"id": 3656675,
"rate": 15.64,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656676,
"rate": 43.51,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656677,
"rate": 0.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656678,
"rate": 4.88,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656679,
"rate": 87.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656680,
"rate": 2.78,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656681,
"rate": -1.97,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656682,
"rate": -0.37,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656683,
"rate": 1.56,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656684,
"rate": 2.78,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656685,
"rate": 1.46,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656686,
"rate": 2.44,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656687,
"rate": 3.18,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656688,
"rate": 0.52,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656689,
"rate": -0.4,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656943,
"rate": 15.64,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656944,
"rate": 43.51,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656945,
"rate": 0.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656946,
"rate": 4.88,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656947,
"rate": 87.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656948,
"rate": 2.78,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656949,
"rate": -1.97,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656950,
"rate": -0.37,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656951,
"rate": 1.56,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656952,
"rate": 2.78,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656953,
"rate": 1.46,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656954,
"rate": 2.44,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656955,
"rate": 3.18,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656956,
"rate": 0.52,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656957,
"rate": -0.4,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
}
],
"holdings": {
"sectorBreakdown": [],
"countryDomicile": [],
"countryDomicileEquity": [],
"countryDomicileRevenue": []
},
"stats": null,
"riskFactor": {
"id": 52005,
"standardDeviation": {
"asOfDate": "2025-02-28",
"year03": 7.84,
"year05": 6.39,
"year10": 5.02
}
},
"showStandardDeviation": false,
"showPriceEarningRatio": false,
"showPriceCashRatio": false,
"showPriceBookRatio": false,
"showWeightedMarketCap": false
},
"inceptionDate": "1974-05-28",
"crmcManagementFlag": false,
"geoBreakdownFlag": false,
"divAnomalyFlag": true,
"dailyDivFlag": true,
"fundIndustry": "corporate debt fund A-rated",
"characteristics": {
"2017": {
"portfolioTurnover": 379,
"ptManualDisplay": 379,
"turnoverAsOfDate": "2017-12-31"
},
"2018": {
"portfolioTurnover": 356,
"ptManualDisplay": 356,
"turnoverAsOfDate": "2018-12-31"
},
"2019": {
"portfolioTurnover": 286,
"ptManualDisplay": 286,
"turnoverAsOfDate": "2019-12-31"
},
"2020": {
"portfolioTurnover": 535,
"ptManualDisplay": 535,
"turnoverAsOfDate": "2020-12-31"
},
"2021": {
"portfolioTurnover": 368,
"ptManualDisplay": 368,
"turnoverAsOfDate": "2021-12-31"
},
"2022": {
"portfolioTurnover": 412,
"ptManualDisplay": 412,
"turnoverAsOfDate": "2022-12-31"
},
"2023": {
"portfolioTurnover": 466,
"ptManualDisplay": 466,
"turnoverAsOfDate": "2023-12-31"
},
"2024": {
"portfolioTurnover": 370,
"ptManualDisplay": 370,
"turnoverAsOfDate": "2024-12-31"
}
},
"detail": {
"id": 8,
"objective": "The fund's investment objective is to provide as high a level of current income as is consistent with the preservation of capital. ",
"maturity": "",
"investmentType": "Primarily invests in corporate debt securities, U.S. and other government securities, mortgage-related securities and cash.",
"specialChars": "Taking a broadly diversified, high-quality approach, this core bond fund has the ability to invest in every sector of the bond market and pursue multiple sources of active return, with a limited percentage of below-investment-grade holdings. This approach may help diversify equity risk in a portfolio. The fund draws on our experience in managing U.S. core bonds since 1973 and a 90-year heritage of investing in U.S. markets.",
"bumperDescription": "The fund has the ability to invest in every sector of the bond market and pursue multiple sources of active return, with a limited percentage of below-investment-grade holdings. This approach may help diversify equity risk in a portfolio.",
"bumperHeadline": "A high-quality core bond portfolio with broad diversification.",
"nonUsHoldings": "May invest in fixed-income securities of corporations and government entities outside the United States.",
"portfolioRestriction": "The fund generally invests at least 80% of its assets in bonds, including corporate bonds, U.S. government securities and money market instruments. At least 60% of its assets will be invested in securities rated A3/A- or better at the time of purchase (or unrated but determined by the fund’s investment adviser to be of equivalent quality). It is the fund’s current practice not to invest more than 5% of its assets in debt securities rated Ba1 and BB+ or below.",
"strategy": null,
"lipperCategory": "Core Bond",
"overview": "The Bond Fund of America may be appropriate for:\n <ul class=\"indent\">\n <li> Individuals who seek a diversified approach to fixed-income investing\n through a bond fund with a proven track record </li>\n <li>Income-oriented investors who want a solid core holding for their\n financial programs </li>\n <li> Investors seeking a well-diversified bond fund to balance their\n overall portfolios </li>\n </ul>",
"rpInvestment": "Normally, the fund invests at least 80% of its assets in bonds and other debt securities, including U.S. government, corporate, and mortgage-backed securities. The majority of the fund’s investments are rated A or better (or unrated but determined by the fund’s investment adviser to be of equivalent quality) at the time of purchase. The fund’s current practice is not to invest more than 10% of its assets in debt securities rated BB or below. Up to 25% of assets may be invested in securities of issuers outside the United States. The fund invests in debt securities with a wide range of maturities."
},
"stats": {
"id": 8,
"average": {
"asOfDate": "2025-02-28",
"life": null,
"duration": null,
"maturityYield": 4.9,
"worstYield": 4.8,
"coupon": 4.2,
"effDuration": 5.9
},
"marketCap": null,
"totalIssuer": {
"asOfDate": "2025-02-28",
"value": 1410
},
"minimumTax": null,
"bondMaturity": {
"asOfDate": null,
"year0to5": 44.1,
"year5to10": 40.8,
"year10to20": 6.3,
"year20to30": 4.5,
"year30plus": 0.3
},
"priceRatio": null,
"total": {
"asOfDate": "2025-02-28",
"account": 3519986
},
"weightedAvgStats": null
},
"trademarkSymbol": "",
"familyRPDisplay": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"assetClassName": "Fixed Income Taxable",
"wmif": false,
"amcap": false,
"amf": false,
"ica": false,
"ilbf": false,
"dwgi": false,
"gfa": false,
"ifa": false,
"npf": false,
"bfa": true,
"cmta": false,
"fi": false,
"ambal": false,
"cib": false,
"nef": false,
"eupac": false,
"tebf": false,
"tefca": false,
"ahit": false,
"gvt": false,
"ibfa": false,
"tefmd": false,
"tefva": false,
"wbf": false,
"cbf": false,
"wgi": false,
"igi": false,
"scwf": false,
"nwf": false,
"gbal": false,
"ctex": false,
"stex": false,
"ahim": false,
"ltex": false,
"stbf": false,
"ctrs": false,
"mmf": false,
"tefny": false,
"afmf": false,
"sbf": false,
"embf": false,
"aftd10": false,
"aftd15": false,
"aftd20": false,
"aftd25": false,
"aftd30": false,
"aftd35": false,
"aftd40": false,
"aftd45": false,
"aftd50": false,
"aftd55": false,
"aftd60": false,
"pstep": false,
"pstai": false,
"psi": false,
"psb": false,
"psgi": false,
"psg": false,
"psgg": false,
"ric": false,
"rim": false,
"rie": false,
"cef": false,
"cf15": false,
"cf24": false,
"cf27": false,
"cf30": false,
"cf33": false,
"cf36": false,
"emgf": false,
"cgetop": false,
"capstm": false,
"capcam": false,
"capcas": false,
"capcb": false,
"capge": false,
"capie": false,
"capuse": false,
"individuallySold": true,
"psp": false
},
{
"id": 31,
"name": "Capital World Bond Fund®",
"activeFlag": true,
"family": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"abbrev": "WBF",
"displayOrder": 800,
"fiscalYearEnd": "December",
"primaryBenchmark": {
"id": 52006,
"code": "XVLB",
"name": "BBG Global Aggregate",
"desc": "Bloomberg Global Aggregate Index",
"definition": "Bloomberg Global Aggregate Index represents the global investment-grade fixed income markets. This index is unmanaged, and its results include reinvested distributions but do not reflect the effect of sales charges, commissions, account fees, expenses or U.S. federal income taxes.",
"morningStarFundId": "XIUSA000CU",
"fundStationNumber": 9407,
"lipperNumber": null,
"dataSource": "Morningstar",
"returns": [
{
"id": 3656690,
"rate": 6.23,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656691,
"rate": 19.05,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656692,
"rate": 0.62,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656693,
"rate": 3.05,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656694,
"rate": 51.48,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656695,
"rate": 2.64,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656696,
"rate": -6.73,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656697,
"rate": -2.6,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656698,
"rate": -4.8,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656699,
"rate": 2.64,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656700,
"rate": 0.61,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656701,
"rate": 1.17,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656702,
"rate": 2.1,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656703,
"rate": -1.63,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656704,
"rate": -1.38,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656958,
"rate": 6.23,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656959,
"rate": 19.05,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656960,
"rate": 0.62,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656961,
"rate": 3.05,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656962,
"rate": 51.48,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656963,
"rate": 2.64,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656964,
"rate": -6.73,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656965,
"rate": -2.6,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656966,
"rate": -4.8,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656967,
"rate": 2.64,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656968,
"rate": 0.61,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656969,
"rate": 1.17,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656970,
"rate": 2.1,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656971,
"rate": -1.63,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656972,
"rate": -1.38,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
}
],
"holdings": {
"sectorBreakdown": [],
"countryDomicile": [],
"countryDomicileEquity": [],
"countryDomicileRevenue": []
},
"stats": null,
"riskFactor": {
"id": 52006,
"standardDeviation": {
"asOfDate": "2025-02-28",
"year03": 9.35,
"year05": 7.84,
"year10": 6.39
}
},
"showStandardDeviation": false,
"showPriceEarningRatio": false,
"showPriceCashRatio": false,
"showPriceBookRatio": false,
"showWeightedMarketCap": false
},
"inceptionDate": "1987-08-04",
"crmcManagementFlag": false,
"geoBreakdownFlag": true,
"divAnomalyFlag": false,
"dailyDivFlag": false,
"fundIndustry": "global income fund",
"characteristics": {
"2017": {
"portfolioTurnover": 111,
"ptManualDisplay": 111,
"turnoverAsOfDate": "2017-12-31"
},
"2018": {
"portfolioTurnover": 128,
"ptManualDisplay": 128,
"turnoverAsOfDate": "2018-12-31"
},
"2019": {
"portfolioTurnover": 163,
"ptManualDisplay": 163,
"turnoverAsOfDate": "2019-12-31"
},
"2020": {
"portfolioTurnover": 143,
"ptManualDisplay": 143,
"turnoverAsOfDate": "2020-12-31"
},
"2021": {
"portfolioTurnover": 89,
"ptManualDisplay": 89,
"turnoverAsOfDate": "2021-12-31"
},
"2022": {
"portfolioTurnover": 150,
"ptManualDisplay": 150,
"turnoverAsOfDate": "2022-12-31"
},
"2023": {
"portfolioTurnover": 242,
"ptManualDisplay": 242,
"turnoverAsOfDate": "2023-12-31"
},
"2024": {
"portfolioTurnover": 251,
"ptManualDisplay": 251,
"turnoverAsOfDate": "2024-12-31"
}
},
"detail": {
"id": 31,
"objective": "The fund's investment objective is to provide you, over the long term, with a high level of total return consistent with prudent investment management. Total return comprises the income generated by the fund and the changes in the market value of the fund's investments.",
"maturity": "",
"investmentType": "Primarily government/agency, corporate and mortgage- and asset-backed bonds.",
"specialChars": "This broadly diversified global bond strategy invests primarily in sovereign and corporate bonds in more than 60 developed and developing markets. The strategy has a conservative investment philosophy, investing in a portfolio of global bonds with moderate exposure to emerging markets. It also provides exposure to high-yield bond markets and currencies outside the U.S., adding an extra layer of diversification from U.S. investment-grade (BBB/Baa and above) bonds. One of the earliest investors in the global bond markets and emerging markets debt, this is our most research-intensive bond strategy; with a team of more than 100 all over the world, it takes full advantage of our global presence and insights.",
"bumperDescription": "Invests primarily in sovereign and corporate bonds in more than 60 developed and developing markets. It provides exposure to high-yielding bond markets and currencies outside the U.S., adding an extra layer of diversification from U.S. investment-grade (BBB/Baa and above) bonds. This approach supports the strategy’s managers with geographic flexibility and the ability to navigate different markets.",
"bumperHeadline": "A broadly diversified approach to global bonds.",
"nonUsHoldings": null,
"portfolioRestriction": "The fund may invest up to 25% of assets in bonds rated below investment grade (BB/Ba and below, or unrated, but determined by the fund’s investment adviser to be of equivalent quality) at the time of purchase, including high-yield corporate bonds or those issued by developing country governments and companies.",
"strategy": null,
"lipperCategory": "Global Income",
"overview": "Capital World Bond Fund may be appropriate for:\n<ul class=\"indent\"><li>Investors who wish to pursue income-producing opportunities outside the United States</li><li>Investors seeking exposure to interest-rate trends around the world</li><li>Investors looking to add global diversification to a portfolio of U.S. stocks or bonds</li></ul>",
"rpInvestment": "The fund seeks to invest in quality fixed-income securities from major governments and corporations around the world and in the United States -- primarily obligations denominated in currencies of Japan, Canada, Western Europe, New Zealand, Australia, the U.S. and in multinational currency units. Typically, the fund will be invested in intermediate- to long-term securities, up to 25% of which may be in bonds rated below investment grade (BB and below, or unrated but determined by the fund’s investment adviser to be of equivalent quality) at time of purchase. The issuers of these bonds must be located in at least three countries; no one country (other than the U.S.) may represent more than 40% of total assets."
},
"stats": {
"id": 31,
"average": {
"asOfDate": "2025-02-28",
"life": null,
"duration": null,
"maturityYield": 4.4,
"worstYield": 4.3,
"coupon": 3.8,
"effDuration": 6.5
},
"marketCap": null,
"totalIssuer": {
"asOfDate": "2025-02-28",
"value": 748
},
"minimumTax": null,
"bondMaturity": {
"asOfDate": null,
"year0to5": 33.4,
"year5to10": 41,
"year10to20": 9.6,
"year20to30": 8.5,
"year30plus": 0.7
},
"priceRatio": null,
"total": {
"asOfDate": "2025-02-28",
"account": 780787
},
"weightedAvgStats": null
},
"trademarkSymbol": "",
"familyRPDisplay": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"assetClassName": "Fixed Income Taxable",
"wmif": false,
"amcap": false,
"amf": false,
"ica": false,
"ilbf": false,
"dwgi": false,
"gfa": false,
"ifa": false,
"npf": false,
"bfa": false,
"cmta": false,
"fi": false,
"ambal": false,
"cib": false,
"nef": false,
"eupac": false,
"tebf": false,
"tefca": false,
"ahit": false,
"gvt": false,
"ibfa": false,
"tefmd": false,
"tefva": false,
"wbf": true,
"cbf": false,
"wgi": false,
"igi": false,
"scwf": false,
"nwf": false,
"gbal": false,
"ctex": false,
"stex": false,
"ahim": false,
"ltex": false,
"stbf": false,
"ctrs": false,
"mmf": false,
"tefny": false,
"afmf": false,
"sbf": false,
"embf": false,
"aftd10": false,
"aftd15": false,
"aftd20": false,
"aftd25": false,
"aftd30": false,
"aftd35": false,
"aftd40": false,
"aftd45": false,
"aftd50": false,
"aftd55": false,
"aftd60": false,
"pstep": false,
"pstai": false,
"psi": false,
"psb": false,
"psgi": false,
"psg": false,
"psgg": false,
"ric": false,
"rim": false,
"rie": false,
"cef": false,
"cf15": false,
"cf24": false,
"cf27": false,
"cf30": false,
"cf33": false,
"cf36": false,
"emgf": false,
"cgetop": false,
"capstm": false,
"capcam": false,
"capcas": false,
"capcb": false,
"capge": false,
"capie": false,
"capuse": false,
"individuallySold": true,
"psp": false
},
{
"id": 23,
"name": "Intermediate Bond Fund of America®",
"activeFlag": true,
"family": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"abbrev": "IBFA",
"displayOrder": 1500,
"fiscalYearEnd": "August",
"primaryBenchmark": {
"id": 52007,
"code": "XVLB",
"name": "BBG U.S. Gvt/Crdt 1-7 yrs ex BBB",
"desc": "Bloomberg U.S. Government/Credit (1-7 years, ex BBB) Index",
"definition": "Bloomberg U.S. Government/Credit 1-7 Years ex BBB Index is a market-value weighted index that tracks the total return results of fixed-rate, publicly placed, dollar-denominated obligations issued by the U.S. Treasury, U.S. government agencies, quasi-federal corporations, corporate or foreign debt guaranteed by the U.S. government, and U.S. corporate and foreign debentures and secured notes that meet specified maturity, liquidity and quality requirements, with maturities of one to seven years, excluding BBB-rated securities. This index is unmanaged, and its results include reinvested distributions but do not reflect the effect of sales charges, account fees, expenses or U.S. federal income taxes.",
"morningStarFundId": "FOUSA06S10",
"fundStationNumber": 9403,
"lipperNumber": null,
"dataSource": "Morningstar",
"returns": [
{
"id": 3656705,
"rate": 17.38,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656706,
"rate": 33.34,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656707,
"rate": 0.52,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656708,
"rate": 5.58,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656709,
"rate": 69.79,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656710,
"rate": 2.27,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656711,
"rate": 3.35,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656712,
"rate": 1.01,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656713,
"rate": 7.24,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656714,
"rate": 2.27,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656715,
"rate": 1.62,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656716,
"rate": 1.94,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656717,
"rate": 2.68,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656718,
"rate": 2.36,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656719,
"rate": 0.66,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656973,
"rate": 17.38,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656974,
"rate": 33.34,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656975,
"rate": 0.52,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656976,
"rate": 5.58,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656977,
"rate": 69.79,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656978,
"rate": 2.27,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656979,
"rate": 3.35,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656980,
"rate": 1.01,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656981,
"rate": 7.24,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656982,
"rate": 2.27,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656983,
"rate": 1.62,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656984,
"rate": 1.94,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656985,
"rate": 2.68,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656986,
"rate": 2.36,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656987,
"rate": 0.66,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
}
],
"holdings": {
"sectorBreakdown": [],
"countryDomicile": [],
"countryDomicileEquity": [],
"countryDomicileRevenue": []
},
"stats": null,
"riskFactor": {
"id": 52007,
"standardDeviation": {
"asOfDate": "2025-02-28",
"year03": 4.15,
"year05": 3.38,
"year10": 2.73
}
},
"showStandardDeviation": false,
"showPriceEarningRatio": false,
"showPriceCashRatio": false,
"showPriceBookRatio": false,
"showWeightedMarketCap": false
},
"inceptionDate": "1988-02-19",
"crmcManagementFlag": false,
"geoBreakdownFlag": false,
"divAnomalyFlag": false,
"dailyDivFlag": true,
"fundIndustry": "short-intermediate investment-grade debt fund",
"characteristics": {
"2017": {
"portfolioTurnover": 177,
"ptManualDisplay": 177,
"turnoverAsOfDate": "2017-08-31"
},
"2018": {
"portfolioTurnover": 173,
"ptManualDisplay": 173,
"turnoverAsOfDate": "2018-08-31"
},
"2019": {
"portfolioTurnover": 168,
"ptManualDisplay": 168,
"turnoverAsOfDate": "2019-08-31"
},
"2020": {
"portfolioTurnover": 452,
"ptManualDisplay": 452,
"turnoverAsOfDate": "2020-08-31"
},
"2021": {
"portfolioTurnover": 434,
"ptManualDisplay": 434,
"turnoverAsOfDate": "2021-08-31"
},
"2022": {
"portfolioTurnover": 263,
"ptManualDisplay": 263,
"turnoverAsOfDate": "2022-08-31"
},
"2023": {
"portfolioTurnover": 454,
"ptManualDisplay": 454,
"turnoverAsOfDate": "2023-08-31"
},
"2024": {
"portfolioTurnover": 360,
"ptManualDisplay": 360,
"turnoverAsOfDate": "2024-08-31"
}
},
"detail": {
"id": 23,
"objective": "The fund's investment objective is to provide you with current income consistent with the maturity and quality standards described in this prospectus and preservation of capital.",
"maturity": "The fund's portfolio will have dollar-weighted average maturities of no less than three years and no greater than five years.",
"investmentType": "Primarily invests in corporate bonds, U.S. government bonds or notes, GNMA certificates and other mortgage-related securities, as well as cash.",
"specialChars": "Balancing income and preservation, this limited-term bond strategy seeks to reduce interest rate risk and diversify equity exposure by holding only investment-grade, dollar-denominated bonds in a portfolio with a dollar-weighted average effective maturity between three and five years.",
"bumperDescription": "Limited-term bond strategy that seeks to reduce interest rate risk and diversify equity exposure by holding only investment-grade, dollar-denominated bonds in a portfolio with a dollar-weighted average effective maturity between three and five years. ",
"bumperHeadline": "Balancing income and preservation.",
"nonUsHoldings": null,
"portfolioRestriction": "The fund invests primarily in debt securities rated A or better and may invest up to 10% of its assets in debt securities rated BBB/Baa (or unrated, but determined by the fund’s investment adviser to be of equivalent quality).",
"strategy": null,
"lipperCategory": "Short-Intmdt Investment Grade Debt",
"overview": "Intermediate Bond Fund of America may be appropriate for:\n<ul class=\"indent\"> <li>An intermediate-term investment with potential for higher income than from short-term investments, which offer more stable principal</li><li>A degree of balance for a long-term portfolio</li><li>An asset-building tool to help meet future needs, such as a new home or college tuition</li></ul>",
"rpInvestment": "The fund seeks to invest primarily in corporate bonds, U.S. government bonds or notes, GNMA certificates and other mortgage-related securities, as well as cash. The portfolio will have an average dollar-weighted maturity of no more than five years. Normally, at least 80% of assets will be invested in bonds, including debt instruments and cash equivalents. The fund will primarily invest in bonds rated A or higher at the time of purchase (or unrated but determined to be of comparable quality by the fund's investment adviser). However, up to 10% of assets may be invested in securities rated Baa/BBB."
},
"stats": {
"id": 23,
"average": {
"asOfDate": "2025-02-28",
"life": null,
"duration": null,
"maturityYield": 4.6,
"worstYield": 4.5,
"coupon": 4.3,
"effDuration": 3.9
},
"marketCap": null,
"totalIssuer": {
"asOfDate": "2025-02-28",
"value": 965
},
"minimumTax": null,
"bondMaturity": {
"asOfDate": null,
"year0to5": 65.8,
"year5to10": 27.7,
"year10to20": 1.6,
"year20to30": 0.1,
"year30plus": null
},
"priceRatio": null,
"total": {
"asOfDate": "2025-02-28",
"account": 749415
},
"weightedAvgStats": null
},
"trademarkSymbol": "",
"familyRPDisplay": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"assetClassName": "Fixed Income Taxable",
"wmif": false,
"amcap": false,
"amf": false,
"ica": false,
"ilbf": false,
"dwgi": false,
"gfa": false,
"ifa": false,
"npf": false,
"bfa": false,
"cmta": false,
"fi": false,
"ambal": false,
"cib": false,
"nef": false,
"eupac": false,
"tebf": false,
"tefca": false,
"ahit": false,
"gvt": false,
"ibfa": true,
"tefmd": false,
"tefva": false,
"wbf": false,
"cbf": false,
"wgi": false,
"igi": false,
"scwf": false,
"nwf": false,
"gbal": false,
"ctex": false,
"stex": false,
"ahim": false,
"ltex": false,
"stbf": false,
"ctrs": false,
"mmf": false,
"tefny": false,
"afmf": false,
"sbf": false,
"embf": false,
"aftd10": false,
"aftd15": false,
"aftd20": false,
"aftd25": false,
"aftd30": false,
"aftd35": false,
"aftd40": false,
"aftd45": false,
"aftd50": false,
"aftd55": false,
"aftd60": false,
"pstep": false,
"pstai": false,
"psi": false,
"psb": false,
"psgi": false,
"psg": false,
"psgg": false,
"ric": false,
"rim": false,
"rie": false,
"cef": false,
"cf15": false,
"cf24": false,
"cf27": false,
"cf30": false,
"cf33": false,
"cf36": false,
"emgf": false,
"cgetop": false,
"capstm": false,
"capcam": false,
"capcas": false,
"capcb": false,
"capge": false,
"capie": false,
"capuse": false,
"individuallySold": true,
"psp": false
},
{
"id": 48,
"name": "Short-Term Bond Fund of America®",
"activeFlag": true,
"family": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"abbrev": "STBF",
"displayOrder": 2100,
"fiscalYearEnd": "August",
"primaryBenchmark": {
"id": 76002,
"code": "XVLB",
"name": "BBG U.S. Gvt/Crdt 1-3 yrs ex BBB",
"desc": "Bloomberg U.S. Government/Credit (1-3 years, ex BBB) Index",
"definition": "Bloomberg U.S. Government/Credit 1-3 Years ex BBB Index is a market-value weighted index that tracks the total return results of fixed-rate, publicly placed, dollar-denominated obligations issued by the U.S. Treasury, U.S. government agencies, quasi-federal corporations, corporate or foreign debt guaranteed by the U.S. government, and U.S. corporate and foreign debentures and secured notes that meet specified maturity, liquidity and quality requirements, with maturities of one to three years, excluding BBB-rated securities. This index is unmanaged, and its results include reinvested distributions but do not reflect the effect of sales charges, commissions, account fees, expenses or U.S. federal income taxes.",
"morningStarFundId": "FOUSA06RT4",
"fundStationNumber": 9408,
"lipperNumber": null,
"dataSource": "Morningstar",
"returns": [
{
"id": 3657183,
"rate": 17.53,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657184,
"rate": 25.03,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657185,
"rate": 0.47,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657186,
"rate": 5.53,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657187,
"rate": 55.43,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657188,
"rate": 1.63,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657189,
"rate": 6.99,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657190,
"rate": 1.57,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657191,
"rate": 9.21,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657192,
"rate": 1.63,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657193,
"rate": 1.63,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657194,
"rate": 1.5,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657195,
"rate": 2.23,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657196,
"rate": 2.98,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657197,
"rate": 1.36,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3657451,
"rate": 17.53,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3657452,
"rate": 25.03,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3657453,
"rate": 0.47,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3657454,
"rate": 5.53,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3657455,
"rate": 55.43,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3657456,
"rate": 1.63,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3657457,
"rate": 6.99,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3657458,
"rate": 1.57,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3657459,
"rate": 9.21,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3657460,
"rate": 1.63,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3657461,
"rate": 1.63,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3657462,
"rate": 1.5,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3657463,
"rate": 2.23,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3657464,
"rate": 2.98,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3657465,
"rate": 1.36,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
}
],
"holdings": {
"sectorBreakdown": [],
"countryDomicile": [],
"countryDomicileEquity": [],
"countryDomicileRevenue": []
},
"stats": null,
"riskFactor": {
"id": 76002,
"standardDeviation": {
"asOfDate": "2025-02-28",
"year03": 2.41,
"year05": 1.98,
"year10": 1.56
}
},
"showStandardDeviation": false,
"showPriceEarningRatio": false,
"showPriceCashRatio": false,
"showPriceBookRatio": false,
"showWeightedMarketCap": false
},
"inceptionDate": "2006-10-02",
"crmcManagementFlag": false,
"geoBreakdownFlag": false,
"divAnomalyFlag": false,
"dailyDivFlag": true,
"fundIndustry": "short investment-grade debt fund",
"characteristics": {
"2017": {
"portfolioTurnover": 137,
"ptManualDisplay": 137,
"turnoverAsOfDate": "2017-08-31"
},
"2018": {
"portfolioTurnover": 148,
"ptManualDisplay": 148,
"turnoverAsOfDate": "2018-08-31"
},
"2019": {
"portfolioTurnover": 153,
"ptManualDisplay": 153,
"turnoverAsOfDate": "2019-08-31"
},
"2020": {
"portfolioTurnover": 116,
"ptManualDisplay": 116,
"turnoverAsOfDate": "2020-08-31"
},
"2021": {
"portfolioTurnover": 147,
"ptManualDisplay": 147,
"turnoverAsOfDate": "2021-08-31"
},
"2022": {
"portfolioTurnover": 130,
"ptManualDisplay": 130,
"turnoverAsOfDate": "2022-08-31"
},
"2023": {
"portfolioTurnover": 203,
"ptManualDisplay": 203,
"turnoverAsOfDate": "2023-08-31"
},
"2024": {
"portfolioTurnover": 266,
"ptManualDisplay": 266,
"turnoverAsOfDate": "2024-08-31"
}
},
"detail": {
"id": 48,
"objective": "The fund's investment objective is to provide you with current income, consistent with the maturity and quality standards described in this prospectus, and preservation of capital.",
"maturity": "The fund's portfolio will have a dollar-weighted average maturity no greater than three years.",
"investmentType": "Primarily corporate and government bonds, mortgage- and asset-backed securities and cash.",
"specialChars": "Focused on current income and capital preservation, this fund invests primarily in U.S. government bonds, high-quality corporate bonds, asset-backed and mortgage-backed securities. It seeks a higher yield than money market funds with lower interest rate sensitivity than intermediate and long-term bond funds. The high-quality approach may result in lower correlation with equity markets than the average short-term bond fund.",
"bumperDescription": "Focused on capital preservation and income, this strategy invests in U.S. government bonds, high-quality corporate bonds, asset-backed and mortgage-backed securities. It seeks a higher yield than money market funds with low interest rate sensitivity. ",
"bumperHeadline": "Quality, preservation and income.",
"nonUsHoldings": null,
"portfolioRestriction": "The fund will primarily invest in debt securities rated AA- or better or Aa3 or better at the time of purchase (or unrated but determined by the fund’s investment adviser to be of equivalent quality). Up to 10% of assets can be invested in debt securities in the A rating category. The fund will not purchase debt securities rated BBB+ or below and Baa1 or below.",
"strategy": null,
"lipperCategory": "Short U.S. Government",
"overview": "Short-Term Bond Fund of America may be appropriate for investors seeking:\n<ul class=\"indent\"> <li>Higher income than from most money market securities</li><li>Lower volatility than from intermediate- and long-term bonds</li><li>More balance in a portfolio weighted heavily in equity or longer term investments</li></ul>",
"rpInvestment": "Primarily corporate and government bonds, mortgage- and asset-backed securities and cash. The fund will primarily invest in debt securities rated AA- or better or Aa3 or better at the time of purchase (or unrated but determined to be of comparable quality by the fund's investment adviser). Up to 10% of assets can be invested in debt securities in the A rating category or unrated but determined by the fund's investment adviser to be of equivalent quality. The fund will not purchase debt securities rated BBB+ or below and Baa1 or below."
},
"stats": {
"id": 48,
"average": {
"asOfDate": "2025-02-28",
"life": null,
"duration": null,
"maturityYield": 4.4,
"worstYield": 4.4,
"coupon": 4.2,
"effDuration": 1.8
},
"marketCap": null,
"totalIssuer": {
"asOfDate": "2025-02-28",
"value": 780
},
"minimumTax": null,
"bondMaturity": {
"asOfDate": null,
"year0to5": 83.1,
"year5to10": 9.7,
"year10to20": 1,
"year20to30": 0.4,
"year30plus": null
},
"priceRatio": null,
"total": {
"asOfDate": "2025-02-28",
"account": 294544
},
"weightedAvgStats": null
},
"trademarkSymbol": "",
"familyRPDisplay": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"assetClassName": "Fixed Income Taxable",
"wmif": false,
"amcap": false,
"amf": false,
"ica": false,
"ilbf": false,
"dwgi": false,
"gfa": false,
"ifa": false,
"npf": false,
"bfa": false,
"cmta": false,
"fi": false,
"ambal": false,
"cib": false,
"nef": false,
"eupac": false,
"tebf": false,
"tefca": false,
"ahit": false,
"gvt": false,
"ibfa": false,
"tefmd": false,
"tefva": false,
"wbf": false,
"cbf": false,
"wgi": false,
"igi": false,
"scwf": false,
"nwf": false,
"gbal": false,
"ctex": false,
"stex": false,
"ahim": false,
"ltex": false,
"stbf": true,
"ctrs": false,
"mmf": false,
"tefny": false,
"afmf": false,
"sbf": false,
"embf": false,
"aftd10": false,
"aftd15": false,
"aftd20": false,
"aftd25": false,
"aftd30": false,
"aftd35": false,
"aftd40": false,
"aftd45": false,
"aftd50": false,
"aftd55": false,
"aftd60": false,
"pstep": false,
"pstai": false,
"psi": false,
"psb": false,
"psgi": false,
"psg": false,
"psgg": false,
"ric": false,
"rim": false,
"rie": false,
"cef": false,
"cf15": false,
"cf24": false,
"cf27": false,
"cf30": false,
"cf33": false,
"cf36": false,
"emgf": false,
"cgetop": false,
"capstm": false,
"capcam": false,
"capcas": false,
"capcb": false,
"capge": false,
"capie": false,
"capuse": false,
"individuallySold": true,
"psp": false
},
{
"id": 22,
"name": "U.S. Government Securities Fund®",
"activeFlag": true,
"family": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"abbrev": "GVT",
"displayOrder": 2800,
"fiscalYearEnd": "August",
"primaryBenchmark": {
"id": 52002,
"code": " ",
"name": "BBG U.S. Gvt/Mrtg-Backed",
"desc": "Bloomberg U.S. Government/Mortgage-Backed Securities Index",
"definition": "Bloomberg U.S. Government/Mortgage-Backed Securities Index is a market-value-weighted index that covers fixed-rate, publicly placed, dollar-denominated obligations issued by the U.S. Treasury, U.S. government agencies, quasi-federal corporations, corporate or foreign debt guaranteed by the U.S. government, and the mortgage-backed pass-through securities of Federal National Mortgage Association, the Federal Home Loan Mortgage Corporation and the Government National Mortgage Association. This index is unmanaged, and its results include reinvested distributions but do not reflect the effect of sales charges, commissions, account fees, expenses or U.S. federal income taxes.",
"morningStarFundId": "XIUSA04GU3",
"fundStationNumber": 9404,
"lipperNumber": null,
"dataSource": "Morningstar",
"returns": [
{
"id": 3656630,
"rate": 10.87,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656631,
"rate": 32.95,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656632,
"rate": 0.14,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656633,
"rate": 4.84,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656634,
"rate": 75,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656635,
"rate": 2.96,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656636,
"rate": -6.07,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656637,
"rate": -0.26,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656638,
"rate": 0.64,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656639,
"rate": 2.96,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656640,
"rate": 1.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656641,
"rate": 1.92,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656642,
"rate": 2.84,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656643,
"rate": 0.21,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656644,
"rate": -1.24,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "MONTHLY"
},
{
"id": 3656898,
"rate": 10.87,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23010,
"code": "c_b_10yr",
"name": "cum_bench_10yr",
"timeline": "YEAR_10",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656899,
"rate": 32.95,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23015,
"code": "c_b_15yr",
"name": "cum_bench_15yr",
"timeline": "YEAR_15",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656900,
"rate": 0.14,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23101,
"code": "c_b_1mon",
"name": "cum_bench_1mon",
"timeline": "MONTH_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656901,
"rate": 4.84,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23001,
"code": "c_b_1yr",
"name": "cum_bench_1yr",
"timeline": "YEAR_01",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656902,
"rate": 75,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23020,
"code": "c_b_20yr",
"name": "cum_bench_20yr",
"timeline": "YEAR_20",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656903,
"rate": 2.96,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23103,
"code": "c_b_3mon",
"name": "cum_bench_3mon",
"timeline": "MONTH_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656904,
"rate": -6.07,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23005,
"code": "c_b_5yr",
"name": "cum_bench_5yr",
"timeline": "YEAR_05",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656905,
"rate": -0.26,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23106,
"code": "c_b_6mon",
"name": "cum_bench_6mon",
"timeline": "MONTH_06",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656906,
"rate": 0.64,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23003,
"code": "c_b_3yr",
"name": "cum_bench_3yr",
"timeline": "YEAR_03",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656907,
"rate": 2.96,
"asOfDate": "2025-03-31",
"returnType": {
"id": 23000,
"code": "c_b_ytd",
"name": "cum_bench_ytd",
"timeline": "YTD",
"calculation": "CUM_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656908,
"rate": 1.04,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13010,
"code": "a_b_10yr",
"name": "ann_bench_10yr",
"timeline": "YEAR_10",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656909,
"rate": 1.92,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13015,
"code": "a_b_15yr",
"name": "ann_bench_15yr",
"timeline": "YEAR_15",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656910,
"rate": 2.84,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13020,
"code": "a_b_20yr",
"name": "ann_bench_20yr",
"timeline": "YEAR_20",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656911,
"rate": 0.21,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13003,
"code": "a_b_3yr",
"name": "ann_bench_3yr",
"timeline": "YEAR_03",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
},
{
"id": 3656912,
"rate": -1.24,
"asOfDate": "2025-03-31",
"returnType": {
"id": 13005,
"code": "a_b_5yr",
"name": "ann_bench_5yr",
"timeline": "YEAR_05",
"calculation": "ANN_INDEX"
},
"frequency": "QUARTERLY"
}
],
"holdings": {
"sectorBreakdown": [],
"countryDomicile": [],
"countryDomicileEquity": [],
"countryDomicileRevenue": []
},
"stats": null,
"riskFactor": {
"id": 52002,
"standardDeviation": {
"asOfDate": "2025-02-28",
"year03": 7.44,
"year05": 6,
"year10": 4.75
}
},
"showStandardDeviation": true,
"showPriceEarningRatio": true,
"showPriceCashRatio": true,
"showPriceBookRatio": true,
"showWeightedMarketCap": true
},
"inceptionDate": "1985-10-17",
"crmcManagementFlag": false,
"geoBreakdownFlag": false,
"divAnomalyFlag": false,
"dailyDivFlag": true,
"fundIndustry": "general U.S. government fund",
"characteristics": {
"2017": {
"portfolioTurnover": 577,
"ptManualDisplay": 577,
"turnoverAsOfDate": "2017-08-31"
},
"2018": {
"portfolioTurnover": 383,
"ptManualDisplay": 383,
"turnoverAsOfDate": "2018-08-31"
},
"2019": {
"portfolioTurnover": 350,
"ptManualDisplay": 350,
"turnoverAsOfDate": "2019-08-31"
},
"2020": {
"portfolioTurnover": 720,
"ptManualDisplay": 720,
"turnoverAsOfDate": "2020-08-31"
},
"2021": {
"portfolioTurnover": 631,
"ptManualDisplay": 631,
"turnoverAsOfDate": "2021-08-31"
},
"2022": {
"portfolioTurnover": 488,
"ptManualDisplay": 488,
"turnoverAsOfDate": "2022-08-31"
},
"2023": {
"portfolioTurnover": 795,
"ptManualDisplay": 795,
"turnoverAsOfDate": "2023-08-31"
},
"2024": {
"portfolioTurnover": 570,
"ptManualDisplay": 570,
"turnoverAsOfDate": "2024-08-31"
}
},
"detail": {
"id": 22,
"objective": "The fund's investment objective is to provide a high level of current income consistent with prudent investment risk and preservation of capital.",
"maturity": "Not required to maintain any particular maturity.",
"investmentType": "Primarily invests in direct obligations of the U.S. Treasury and securities issued by U.S. government agencies, and cash and equivalents.",
"specialChars": "Invests primarily in securities guaranteed or sponsored by the U.S. government and mortgage-backed securities.",
"bumperDescription": "Invests primarily in securities guaranteed or sponsored by the U.S. government and manages allocations between government and mortgage securities. Seeks to outpace the Treasury and mortgage-backed securities markets while maintaining low correlation to equities and minimal credit risk.",
"bumperHeadline": "A quality foundation.",
"nonUsHoldings": null,
"portfolioRestriction": "At least 80% of the fund's assets will be invested in securities that are guaranteed or sponsored by the U.S. government.",
"strategy": null,
"lipperCategory": "General U.S. Government",
"overview": "U.S. Government Securities Fund may be appropriate for:\n<ul class=\"indent\"> <li>Investors seeking a high level of current income</li><li>Investments in bonds with minimal credit risk</li> <li>Investors who want to preserve capital</li></ul>",
"rpInvestment": "Normally, the fund will invest substantially all of its assets (at least 80%) in securities guaranteed or sponsored by the U.S. government and in cash and cash equivalents. The fund may invest up to 20% of assets in mortgage- and asset-based securities with the highest quality rating (Aaa/AAA) at the time of purchase (or unrated but determined by the fund’s investment adviser to be of equivalent quality). The portfolio may also include investments in securities issued by U.S. governmental agencies or instrumentalities that are not guaranteed by the U.S. government."
},
"stats": {
"id": 22,
"average": {
"asOfDate": "2025-02-28",
"life": null,
"duration": null,
"maturityYield": 4.4,
"worstYield": 4.4,
"coupon": 4.1,
"effDuration": 6.1
},
"marketCap": null,
"totalIssuer": {
"asOfDate": "2025-02-28",
"value": 39
},
"minimumTax": null,
"bondMaturity": {
"asOfDate": null,
"year0to5": 44.2,
"year5to10": 41.7,
"year10to20": 4.3,
"year20to30": 4.4,
"year30plus": null
},
"priceRatio": null,
"total": {
"asOfDate": "2025-02-28",
"account": 307841
},
"weightedAvgStats": null
},
"trademarkSymbol": "",
"familyRPDisplay": {
"id": 5,
"code": "BOND",
"name": "BOND FUNDS",
"desc": "Bond Funds",
"displayOrder": 5,
"category": "B",
"growth": false,
"growthIncome": false,
"equityIncome": false,
"balanced": false,
"bond": true,
"taxExemptBond": false,
"moneyMarket": false,
"targetDate": false,
"portfolioFundSeries": false,
"collegeTargetDate": false,
"retirementIncomeSeries": false
},
"assetClassName": "Fixed Income Taxable",
"wmif": false,
"amcap": false,
"amf": false,
"ica": false,
"ilbf": false,
"dwgi": false,
"gfa": false,
"ifa": false,
"npf": false,
"bfa": false,
"cmta": false,
"fi": false,
"ambal": false,
"cib": false,
"nef": false,
"eupac": false,
"tebf": false,
"tefca": false,
"ahit": false,
"gvt": true,
"ibfa": false,
"tefmd": false,
"tefva": false,
"wbf": false,
"cbf": false,
"wgi": false,
"igi": false,
"scwf": false,
"nwf": false,
"gbal": false,
"ctex": false,
"stex": false,
"ahim": false,
"ltex": false,
"stbf": false,
"ctrs": false,
"mmf": false,
"tefny": false,
"afmf": false,
"sbf": false,
"embf": false,
"aftd10": false,
"aftd15": false,
"aftd20": false,
"aftd25": false,
"aftd30": false,
"aftd35": false,
"aftd40": false,
"aftd45": false,
"aftd50": false,
"aftd55": false,
"aftd60": false,
"pstep": false,
"pstai": false,
"psi": false,
"psb": false,
"psgi": false,
"psg": false,
"psgg": false,
"ric": false,
"rim": false,
"rie": false,
"cef": false,
"cf15": false,
"cf24": false,
"cf27": false,
"cf30": false,
"cf33": false,
"cf36": false,
"emgf": false,
"cgetop": false,
"capstm": false,
"capcam": false,
"capcas": false,
"capcb": false,
"capge": false,
"capie": false,
"capuse": false,
"individuallySold": true,
"psp": false
}
]
}
},
"fundFacts": {
"fundAssetsLatest": {
"year": 3000,
"assetsInMillion": 93579.3,
"assetAsOfDate": "2025-02-28"
},
"regularDividend": [
"Monthly"
],
"capitalGains": [
"2014-06-01T00:00:00.000Z",
"2014-12-01T00:00:00.000Z"
],
"portfolioTurnover": {
"year": "2024",
"pct": 370
}
},
"underlyingFunds": {
"data": null,
"chartdata": null,
"asOfDate": null
},
"classification": {
"mix": null,
"colorPattern": [],
"categories": []
},
"counselorYearsMax": 37,
"benchmark": {
"name": "Bloomberg U.S. Aggregate Index",
"returns": {
"quarterly": {
"data": {
"year1": 4.88,
"year3": 0.52,
"year5": -0.4,
"year10": 1.46,
"year15": 2.44,
"year20": 3.18,
"ytd": null,
"ltd": null
},
"chartdata": [
"Benchmark"
],
"asOfDate": "2025-03-31"
},
"monthly": {
"data": {
"year1": 4.88,
"year3": 0.52,
"year5": -0.4,
"year10": 1.46,
"year15": 2.44,
"year20": 3.18,
"ytd": null,
"ltd": null
},
"chartdata": [
"Benchmark"
],
"asOfDate": "2025-03-31"
}
}
},
"chartStats": {
"fund": [
{
"id": 134483,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"distributionDate": "2004-12-31",
"dividendAmount": null,
"dividendReinvested": 10000,
"fundAbbreviation": null
},
{
"id": 134485,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"distributionDate": "2005-12-31",
"dividendAmount": null,
"dividendReinvested": 10229.17,
"fundAbbreviation": null
},
{
"id": 134487,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"distributionDate": "2006-12-31",
"dividendAmount": null,
"dividendReinvested": 10868.13,
"fundAbbreviation": null
},
{
"id": 134489,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"distributionDate": "2007-12-31",
"dividendAmount": null,
"dividendReinvested": 11274.36,
"fundAbbreviation": null
},
{
"id": 134491,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"distributionDate": "2008-12-31",
"dividendAmount": null,
"dividendReinvested": 9928.69,
"fundAbbreviation": null
},
{
"id": 134493,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"distributionDate": "2009-12-31",
"dividendAmount": null,
"dividendReinvested": 11448.48,
"fundAbbreviation": null
},
{
"id": 134495,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"distributionDate": "2010-12-31",
"dividendAmount": null,
"dividendReinvested": 12327.06,
"fundAbbreviation": null
},
{
"id": 134497,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"distributionDate": "2011-12-31",
"dividendAmount": null,
"dividendReinvested": 13175.04,
"fundAbbreviation": null
},
{
"id": 134499,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"distributionDate": "2012-12-31",
"dividendAmount": null,
"dividendReinvested": 14000.7,
"fundAbbreviation": null
},
{
"id": 134501,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"distributionDate": "2013-12-31",
"dividendAmount": null,
"dividendReinvested": 13770.08,
"fundAbbreviation": null
},
{
"id": 134503,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"distributionDate": "2014-12-31",
"dividendAmount": null,
"dividendReinvested": 14582.56,
"fundAbbreviation": null
},
{
"id": 134505,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"distributionDate": "2015-12-31",
"dividendAmount": null,
"dividendReinvested": 14667.9,
"fundAbbreviation": null
},
{
"id": 134507,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"distributionDate": "2016-12-31",
"dividendAmount": null,
"dividendReinvested": 15122.89,
"fundAbbreviation": null
},
{
"id": 134509,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"distributionDate": "2017-12-31",
"dividendAmount": null,
"dividendReinvested": 15662.63,
"fundAbbreviation": null
},
{
"id": 134511,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"distributionDate": "2018-12-31",
"dividendAmount": null,
"dividendReinvested": 15695.25,
"fundAbbreviation": null
},
{
"id": 134513,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"distributionDate": "2019-12-31",
"dividendAmount": null,
"dividendReinvested": 17012.84,
"fundAbbreviation": null
},
{
"id": 134515,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"distributionDate": "2020-12-31",
"dividendAmount": null,
"dividendReinvested": 18901.94,
"fundAbbreviation": null
},
{
"id": 134517,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"distributionDate": "2021-12-31",
"dividendAmount": null,
"dividendReinvested": 18788.06,
"fundAbbreviation": null
},
{
"id": 134519,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"distributionDate": "2022-12-31",
"dividendAmount": null,
"dividendReinvested": 16465.8,
"fundAbbreviation": null
},
{
"id": 134521,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"distributionDate": "2023-12-31",
"dividendAmount": null,
"dividendReinvested": 17304.37,
"fundAbbreviation": null
},
{
"id": 134523,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"distributionDate": "2024-12-31",
"dividendAmount": null,
"dividendReinvested": 17566.03,
"fundAbbreviation": null
}
],
"benchmark": [
{
"id": 20117,
"benchmarkNbr": null,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"fromDate": "2004-12-31",
"toDate": "2004-12-31",
"amount": 10000,
"fundAbbreviation": null
},
{
"id": 20119,
"benchmarkNbr": null,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"fromDate": "2005-01-01",
"toDate": "2005-12-31",
"amount": 10242.85,
"fundAbbreviation": null
},
{
"id": 20121,
"benchmarkNbr": null,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"fromDate": "2006-01-01",
"toDate": "2006-12-31",
"amount": 10686.75,
"fundAbbreviation": null
},
{
"id": 20123,
"benchmarkNbr": null,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"fromDate": "2007-01-01",
"toDate": "2007-12-31",
"amount": 11431.26,
"fundAbbreviation": null
},
{
"id": 20125,
"benchmarkNbr": null,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"fromDate": "2008-01-01",
"toDate": "2008-12-31",
"amount": 12030.29,
"fundAbbreviation": null
},
{
"id": 20127,
"benchmarkNbr": null,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"fromDate": "2009-01-01",
"toDate": "2009-12-31",
"amount": 12743.73,
"fundAbbreviation": null
},
{
"id": 20129,
"benchmarkNbr": null,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"fromDate": "2010-01-01",
"toDate": "2010-12-31",
"amount": 13577.39,
"fundAbbreviation": null
},
{
"id": 20131,
"benchmarkNbr": null,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"fromDate": "2011-01-01",
"toDate": "2011-12-31",
"amount": 14642.1,
"fundAbbreviation": null
},
{
"id": 20133,
"benchmarkNbr": null,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"fromDate": "2012-01-01",
"toDate": "2012-12-31",
"amount": 15259.24,
"fundAbbreviation": null
},
{
"id": 20135,
"benchmarkNbr": null,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"fromDate": "2013-01-01",
"toDate": "2013-12-31",
"amount": 14950.44,
"fundAbbreviation": null
},
{
"id": 20137,
"benchmarkNbr": null,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"fromDate": "2014-01-01",
"toDate": "2014-12-31",
"amount": 15842.34,
"fundAbbreviation": null
},
{
"id": 20139,
"benchmarkNbr": null,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"fromDate": "2015-01-01",
"toDate": "2015-12-31",
"amount": 15929.46,
"fundAbbreviation": null
},
{
"id": 20141,
"benchmarkNbr": null,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"fromDate": "2016-01-01",
"toDate": "2016-12-31",
"amount": 16351.19,
"fundAbbreviation": null
},
{
"id": 20143,
"benchmarkNbr": null,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"fromDate": "2017-01-01",
"toDate": "2017-12-31",
"amount": 16930.33,
"fundAbbreviation": null
},
{
"id": 20145,
"benchmarkNbr": null,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"fromDate": "2018-01-01",
"toDate": "2018-12-31",
"amount": 16932.25,
"fundAbbreviation": null
},
{
"id": 20147,
"benchmarkNbr": null,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"fromDate": "2019-01-01",
"toDate": "2019-12-31",
"amount": 18408.18,
"fundAbbreviation": null
},
{
"id": 20149,
"benchmarkNbr": null,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"fromDate": "2020-01-01",
"toDate": "2020-12-31",
"amount": 19790.02,
"fundAbbreviation": null
},
{
"id": 20151,
"benchmarkNbr": null,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"fromDate": "2021-01-01",
"toDate": "2021-12-31",
"amount": 19484.85,
"fundAbbreviation": null
},
{
"id": 20153,
"benchmarkNbr": null,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"fromDate": "2022-01-01",
"toDate": "2022-12-31",
"amount": 16949.84,
"fundAbbreviation": null
},
{
"id": 20155,
"benchmarkNbr": null,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"fromDate": "2023-01-01",
"toDate": "2023-12-31",
"amount": 17886.97,
"fundAbbreviation": null
},
{
"id": 20157,
"benchmarkNbr": null,
"type": {
"id": 20,
"code": "20YR",
"name": "20 year",
"desc": "The $10,000 investment starts 20 years ago."
},
"fromDate": "2024-01-01",
"toDate": "2024-12-31",
"amount": 18110.6,
"fundAbbreviation": null
}
]
},
"highLowPrices": [
{
"id": 708,
"asOfDate": "2017-08-04",
"fundNav": 12.98
},
{
"id": 708,
"asOfDate": "2017-04-17",
"fundNav": 12.89
},
{
"id": 708,
"asOfDate": "2017-03-01",
"fundNav": 12.75
},
{
"id": 708,
"asOfDate": "2017-03-28",
"fundNav": 12.77
},
{
"id": 708,
"asOfDate": "2017-04-27",
"fundNav": 12.87
},
{
"id": 708,
"asOfDate": "2017-08-31",
"fundNav": 13.04
},
{
"id": 708,
"asOfDate": "2017-08-24",
"fundNav": 12.99
},
{
"id": 708,
"asOfDate": "2017-05-16",
"fundNav": 12.87
},
{
"id": 708,
"asOfDate": "2017-08-14",
"fundNav": 12.99
},
{
"id": 708,
"asOfDate": "2017-08-21",
"fundNav": 13
},
{
"id": 708,
"asOfDate": "2017-08-02",
"fundNav": 12.98
},
{
"id": 708,
"asOfDate": "2017-05-02",
"fundNav": 12.88
},
{
"id": 708,
"asOfDate": "2017-02-07",
"fundNav": 12.8
},
{
"id": 708,
"asOfDate": "2017-05-17",
"fundNav": 12.94
},
{
"id": 708,
"asOfDate": "2017-06-07",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2017-03-02",
"fundNav": 12.73
},
{
"id": 708,
"asOfDate": "2017-04-05",
"fundNav": 12.84
},
{
"id": 708,
"asOfDate": "2017-08-10",
"fundNav": 12.99
},
{
"id": 708,
"asOfDate": "2017-08-15",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2017-08-28",
"fundNav": 13.01
},
{
"id": 708,
"asOfDate": "2017-03-14",
"fundNav": 12.64
},
{
"id": 708,
"asOfDate": "2017-08-03",
"fundNav": 13
},
{
"id": 708,
"asOfDate": "2017-05-03",
"fundNav": 12.86
},
{
"id": 708,
"asOfDate": "2017-07-17",
"fundNav": 12.93
},
{
"id": 708,
"asOfDate": "2017-06-15",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2017-02-15",
"fundNav": 12.72
},
{
"id": 708,
"asOfDate": "2017-04-10",
"fundNav": 12.82
},
{
"id": 708,
"asOfDate": "2017-03-30",
"fundNav": 12.78
},
{
"id": 708,
"asOfDate": "2017-08-30",
"fundNav": 13.02
},
{
"id": 708,
"asOfDate": "2017-04-04",
"fundNav": 12.83
},
{
"id": 708,
"asOfDate": "2017-03-23",
"fundNav": 12.77
},
{
"id": 708,
"asOfDate": "2017-08-18",
"fundNav": 13
},
{
"id": 708,
"asOfDate": "2017-05-10",
"fundNav": 12.81
},
{
"id": 708,
"asOfDate": "2017-08-29",
"fundNav": 13.03
},
{
"id": 708,
"asOfDate": "2017-08-09",
"fundNav": 12.98
},
{
"id": 708,
"asOfDate": "2017-07-28",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2017-02-09",
"fundNav": 12.79
},
{
"id": 708,
"asOfDate": "2017-06-28",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2017-04-26",
"fundNav": 12.86
},
{
"id": 708,
"asOfDate": "2017-03-10",
"fundNav": 12.66
},
{
"id": 708,
"asOfDate": "2017-06-20",
"fundNav": 12.97
},
{
"id": 708,
"asOfDate": "2017-02-13",
"fundNav": 12.77
},
{
"id": 708,
"asOfDate": "2017-07-07",
"fundNav": 12.87
},
{
"id": 708,
"asOfDate": "2017-06-06",
"fundNav": 12.98
},
{
"id": 708,
"asOfDate": "2017-02-08",
"fundNav": 12.82
},
{
"id": 708,
"asOfDate": "2017-04-13",
"fundNav": 12.9
},
{
"id": 708,
"asOfDate": "2017-07-03",
"fundNav": 12.89
},
{
"id": 708,
"asOfDate": "2017-06-29",
"fundNav": 12.94
},
{
"id": 708,
"asOfDate": "2017-03-21",
"fundNav": 12.77
},
{
"id": 708,
"asOfDate": "2017-02-06",
"fundNav": 12.79
},
{
"id": 708,
"asOfDate": "2017-06-01",
"fundNav": 12.94
},
{
"id": 708,
"asOfDate": "2017-02-14",
"fundNav": 12.74
},
{
"id": 708,
"asOfDate": "2017-02-17",
"fundNav": 12.78
},
{
"id": 708,
"asOfDate": "2017-02-24",
"fundNav": 12.86
},
{
"id": 708,
"asOfDate": "2017-04-06",
"fundNav": 12.84
},
{
"id": 708,
"asOfDate": "2017-06-14",
"fundNav": 12.99
},
{
"id": 708,
"asOfDate": "2017-04-20",
"fundNav": 12.89
},
{
"id": 708,
"asOfDate": "2017-04-28",
"fundNav": 12.88
},
{
"id": 708,
"asOfDate": "2017-07-31",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2017-03-15",
"fundNav": 12.71
},
{
"id": 708,
"asOfDate": "2017-05-11",
"fundNav": 12.82
},
{
"id": 708,
"asOfDate": "2017-03-17",
"fundNav": 12.72
},
{
"id": 708,
"asOfDate": "2017-06-12",
"fundNav": 12.94
},
{
"id": 708,
"asOfDate": "2017-06-02",
"fundNav": 12.98
},
{
"id": 708,
"asOfDate": "2017-07-21",
"fundNav": 12.98
},
{
"id": 708,
"asOfDate": "2017-02-10",
"fundNav": 12.78
},
{
"id": 708,
"asOfDate": "2017-05-15",
"fundNav": 12.86
},
{
"id": 708,
"asOfDate": "2017-06-22",
"fundNav": 12.98
},
{
"id": 708,
"asOfDate": "2017-04-25",
"fundNav": 12.84
},
{
"id": 708,
"asOfDate": "2017-04-12",
"fundNav": 12.88
},
{
"id": 708,
"asOfDate": "2017-05-30",
"fundNav": 12.95
},
{
"id": 708,
"asOfDate": "2017-02-27",
"fundNav": 12.82
},
{
"id": 708,
"asOfDate": "2017-07-24",
"fundNav": 12.97
},
{
"id": 708,
"asOfDate": "2017-05-23",
"fundNav": 12.89
},
{
"id": 708,
"asOfDate": "2017-08-01",
"fundNav": 12.99
},
{
"id": 708,
"asOfDate": "2017-07-12",
"fundNav": 12.92
},
{
"id": 708,
"asOfDate": "2017-05-09",
"fundNav": 12.81
},
{
"id": 708,
"asOfDate": "2017-07-19",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2017-03-09",
"fundNav": 12.64
},
{
"id": 708,
"asOfDate": "2017-04-07",
"fundNav": 12.81
},
{
"id": 708,
"asOfDate": "2017-07-13",
"fundNav": 12.91
},
{
"id": 708,
"asOfDate": "2017-02-21",
"fundNav": 12.78
},
{
"id": 708,
"asOfDate": "2017-04-21",
"fundNav": 12.9
},
{
"id": 708,
"asOfDate": "2017-05-31",
"fundNav": 12.95
},
{
"id": 708,
"asOfDate": "2017-06-21",
"fundNav": 12.97
},
{
"id": 708,
"asOfDate": "2017-06-30",
"fundNav": 12.92
},
{
"id": 708,
"asOfDate": "2017-06-23",
"fundNav": 12.98
},
{
"id": 708,
"asOfDate": "2017-07-25",
"fundNav": 12.93
},
{
"id": 708,
"asOfDate": "2017-02-03",
"fundNav": 12.75
},
{
"id": 708,
"asOfDate": "2017-03-22",
"fundNav": 12.78
},
{
"id": 708,
"asOfDate": "2017-04-18",
"fundNav": 12.93
},
{
"id": 708,
"asOfDate": "2017-06-08",
"fundNav": 12.95
},
{
"id": 708,
"asOfDate": "2017-02-22",
"fundNav": 12.79
},
{
"id": 708,
"asOfDate": "2017-06-26",
"fundNav": 12.99
},
{
"id": 708,
"asOfDate": "2017-04-24",
"fundNav": 12.88
},
{
"id": 708,
"asOfDate": "2017-06-13",
"fundNav": 12.94
},
{
"id": 708,
"asOfDate": "2017-03-24",
"fundNav": 12.79
},
{
"id": 708,
"asOfDate": "2017-07-11",
"fundNav": 12.89
},
{
"id": 708,
"asOfDate": "2017-07-05",
"fundNav": 12.9
},
{
"id": 708,
"asOfDate": "2017-03-03",
"fundNav": 12.74
},
{
"id": 708,
"asOfDate": "2017-06-27",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2017-07-26",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2017-03-29",
"fundNav": 12.8
},
{
"id": 708,
"asOfDate": "2017-06-09",
"fundNav": 12.94
},
{
"id": 708,
"asOfDate": "2017-05-12",
"fundNav": 12.87
},
{
"id": 708,
"asOfDate": "2017-07-18",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2017-03-06",
"fundNav": 12.73
},
{
"id": 708,
"asOfDate": "2017-05-05",
"fundNav": 12.84
},
{
"id": 708,
"asOfDate": "2017-06-16",
"fundNav": 12.97
},
{
"id": 708,
"asOfDate": "2017-04-03",
"fundNav": 12.84
},
{
"id": 708,
"asOfDate": "2017-07-10",
"fundNav": 12.88
},
{
"id": 708,
"asOfDate": "2017-07-27",
"fundNav": 12.95
},
{
"id": 708,
"asOfDate": "2017-03-07",
"fundNav": 12.71
},
{
"id": 708,
"asOfDate": "2017-05-25",
"fundNav": 12.92
},
{
"id": 708,
"asOfDate": "2017-05-24",
"fundNav": 12.92
},
{
"id": 708,
"asOfDate": "2017-09-08",
"fundNav": 13.07
},
{
"id": 708,
"asOfDate": "2017-08-23",
"fundNav": 13.01
},
{
"id": 708,
"asOfDate": "2017-09-06",
"fundNav": 13.05
},
{
"id": 708,
"asOfDate": "2017-07-20",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2017-09-11",
"fundNav": 13.03
},
{
"id": 708,
"asOfDate": "2017-05-01",
"fundNav": 12.86
},
{
"id": 708,
"asOfDate": "2017-03-08",
"fundNav": 12.68
},
{
"id": 708,
"asOfDate": "2017-03-31",
"fundNav": 12.8
},
{
"id": 708,
"asOfDate": "2017-04-11",
"fundNav": 12.86
},
{
"id": 708,
"asOfDate": "2017-08-22",
"fundNav": 12.99
},
{
"id": 708,
"asOfDate": "2017-03-27",
"fundNav": 12.8
},
{
"id": 708,
"asOfDate": "2017-05-04",
"fundNav": 12.84
},
{
"id": 708,
"asOfDate": "2017-05-18",
"fundNav": 12.92
},
{
"id": 708,
"asOfDate": "2017-06-05",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2017-02-23",
"fundNav": 12.82
},
{
"id": 708,
"asOfDate": "2017-05-26",
"fundNav": 12.93
},
{
"id": 708,
"asOfDate": "2017-03-13",
"fundNav": 12.64
},
{
"id": 708,
"asOfDate": "2017-05-08",
"fundNav": 12.82
},
{
"id": 708,
"asOfDate": "2017-09-05",
"fundNav": 13.08
},
{
"id": 708,
"asOfDate": "2017-02-16",
"fundNav": 12.76
},
{
"id": 708,
"asOfDate": "2017-08-25",
"fundNav": 13.01
},
{
"id": 708,
"asOfDate": "2017-09-14",
"fundNav": 13.02
},
{
"id": 708,
"asOfDate": "2017-08-11",
"fundNav": 13
},
{
"id": 708,
"asOfDate": "2017-06-19",
"fundNav": 12.95
},
{
"id": 708,
"asOfDate": "2017-05-19",
"fundNav": 12.92
},
{
"id": 708,
"asOfDate": "2017-07-06",
"fundNav": 12.89
},
{
"id": 708,
"asOfDate": "2017-09-07",
"fundNav": 13.08
},
{
"id": 708,
"asOfDate": "2017-05-22",
"fundNav": 12.92
},
{
"id": 708,
"asOfDate": "2017-03-20",
"fundNav": 12.74
},
{
"id": 708,
"asOfDate": "2017-08-07",
"fundNav": 12.98
},
{
"id": 708,
"asOfDate": "2017-03-16",
"fundNav": 12.7
},
{
"id": 708,
"asOfDate": "2017-08-17",
"fundNav": 13
},
{
"id": 708,
"asOfDate": "2017-07-14",
"fundNav": 12.92
},
{
"id": 708,
"asOfDate": "2017-09-01",
"fundNav": 13.02
},
{
"id": 708,
"asOfDate": "2017-02-28",
"fundNav": 12.82
},
{
"id": 708,
"asOfDate": "2017-09-15",
"fundNav": 13.01
},
{
"id": 708,
"asOfDate": "2017-08-16",
"fundNav": 12.98
},
{
"id": 708,
"asOfDate": "2017-09-12",
"fundNav": 13.02
},
{
"id": 708,
"asOfDate": "2017-08-08",
"fundNav": 12.97
},
{
"id": 708,
"asOfDate": "2017-04-19",
"fundNav": 12.91
},
{
"id": 708,
"asOfDate": "2017-09-13",
"fundNav": 13.01
},
{
"id": 708,
"asOfDate": "2018-03-28",
"fundNav": 12.61
},
{
"id": 708,
"asOfDate": "2018-05-29",
"fundNav": 12.63
},
{
"id": 708,
"asOfDate": "2018-03-08",
"fundNav": 12.6
},
{
"id": 708,
"asOfDate": "2018-05-01",
"fundNav": 12.49
},
{
"id": 708,
"asOfDate": "2018-05-30",
"fundNav": 12.58
},
{
"id": 708,
"asOfDate": "2018-02-05",
"fundNav": 12.72
},
{
"id": 708,
"asOfDate": "2017-12-18",
"fundNav": 12.9
},
{
"id": 708,
"asOfDate": "2017-12-27",
"fundNav": 12.89
},
{
"id": 708,
"asOfDate": "2017-12-21",
"fundNav": 12.84
},
{
"id": 708,
"asOfDate": "2018-01-02",
"fundNav": 12.86
},
{
"id": 708,
"asOfDate": "2018-01-31",
"fundNav": 12.72
},
{
"id": 708,
"asOfDate": "2017-11-07",
"fundNav": 12.97
},
{
"id": 708,
"asOfDate": "2017-11-10",
"fundNav": 12.9
},
{
"id": 708,
"asOfDate": "2017-11-24",
"fundNav": 12.93
},
{
"id": 708,
"asOfDate": "2017-10-10",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2017-11-22",
"fundNav": 12.95
},
{
"id": 708,
"asOfDate": "2017-09-27",
"fundNav": 12.97
},
{
"id": 708,
"asOfDate": "2018-04-24",
"fundNav": 12.49
},
{
"id": 708,
"asOfDate": "2018-05-24",
"fundNav": 12.5
},
{
"id": 708,
"asOfDate": "2018-02-20",
"fundNav": 12.59
},
{
"id": 708,
"asOfDate": "2018-04-02",
"fundNav": 12.64
},
{
"id": 708,
"asOfDate": "2018-05-11",
"fundNav": 12.5
},
{
"id": 708,
"asOfDate": "2018-04-23",
"fundNav": 12.5
},
{
"id": 708,
"asOfDate": "2018-01-05",
"fundNav": 12.86
},
{
"id": 708,
"asOfDate": "2018-01-12",
"fundNav": 12.82
},
{
"id": 708,
"asOfDate": "2018-02-06",
"fundNav": 12.69
},
{
"id": 708,
"asOfDate": "2017-11-09",
"fundNav": 12.95
},
{
"id": 708,
"asOfDate": "2017-11-28",
"fundNav": 12.93
},
{
"id": 708,
"asOfDate": "2017-12-11",
"fundNav": 12.9
},
{
"id": 708,
"asOfDate": "2017-11-27",
"fundNav": 12.94
},
{
"id": 708,
"asOfDate": "2018-04-16",
"fundNav": 12.6
},
{
"id": 708,
"asOfDate": "2018-05-16",
"fundNav": 12.42
},
{
"id": 708,
"asOfDate": "2018-04-30",
"fundNav": 12.52
},
{
"id": 708,
"asOfDate": "2017-09-28",
"fundNav": 12.98
},
{
"id": 708,
"asOfDate": "2018-04-26",
"fundNav": 12.49
},
{
"id": 708,
"asOfDate": "2017-10-18",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2018-02-14",
"fundNav": 12.57
},
{
"id": 708,
"asOfDate": "2018-05-31",
"fundNav": 12.58
},
{
"id": 708,
"asOfDate": "2017-12-05",
"fundNav": 12.91
},
{
"id": 708,
"asOfDate": "2018-01-18",
"fundNav": 12.78
},
{
"id": 708,
"asOfDate": "2018-02-16",
"fundNav": 12.61
},
{
"id": 708,
"asOfDate": "2018-03-09",
"fundNav": 12.58
},
{
"id": 708,
"asOfDate": "2018-02-23",
"fundNav": 12.6
},
{
"id": 708,
"asOfDate": "2017-11-01",
"fundNav": 12.95
},
{
"id": 708,
"asOfDate": "2017-12-01",
"fundNav": 12.91
},
{
"id": 708,
"asOfDate": "2017-12-13",
"fundNav": 12.93
},
{
"id": 708,
"asOfDate": "2018-01-19",
"fundNav": 12.76
},
{
"id": 708,
"asOfDate": "2017-09-29",
"fundNav": 12.97
},
{
"id": 708,
"asOfDate": "2017-12-06",
"fundNav": 12.93
},
{
"id": 708,
"asOfDate": "2018-05-02",
"fundNav": 12.5
},
{
"id": 708,
"asOfDate": "2017-11-30",
"fundNav": 12.88
},
{
"id": 708,
"asOfDate": "2018-04-25",
"fundNav": 12.47
},
{
"id": 708,
"asOfDate": "2018-06-19",
"fundNav": 12.53
},
{
"id": 708,
"asOfDate": "2017-10-27",
"fundNav": 12.92
},
{
"id": 708,
"asOfDate": "2018-04-09",
"fundNav": 12.63
},
{
"id": 708,
"asOfDate": "2018-06-05",
"fundNav": 12.53
},
{
"id": 708,
"asOfDate": "2018-04-19",
"fundNav": 12.54
},
{
"id": 708,
"asOfDate": "2017-10-19",
"fundNav": 12.97
},
{
"id": 708,
"asOfDate": "2018-01-08",
"fundNav": 12.85
},
{
"id": 708,
"asOfDate": "2018-03-19",
"fundNav": 12.58
},
{
"id": 708,
"asOfDate": "2018-02-21",
"fundNav": 12.56
},
{
"id": 708,
"asOfDate": "2018-05-04",
"fundNav": 12.51
},
{
"id": 708,
"asOfDate": "2018-03-02",
"fundNav": 12.59
},
{
"id": 708,
"asOfDate": "2017-10-11",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2017-11-06",
"fundNav": 12.97
},
{
"id": 708,
"asOfDate": "2018-06-11",
"fundNav": 12.5
},
{
"id": 708,
"asOfDate": "2017-10-09",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2017-10-03",
"fundNav": 12.98
},
{
"id": 708,
"asOfDate": "2017-11-02",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2018-01-03",
"fundNav": 12.87
},
{
"id": 708,
"asOfDate": "2017-10-23",
"fundNav": 12.95
},
{
"id": 708,
"asOfDate": "2018-04-12",
"fundNav": 12.6
},
{
"id": 708,
"asOfDate": "2018-04-20",
"fundNav": 12.51
},
{
"id": 708,
"asOfDate": "2017-12-07",
"fundNav": 12.91
},
{
"id": 708,
"asOfDate": "2018-04-03",
"fundNav": 12.61
},
{
"id": 708,
"asOfDate": "2018-02-27",
"fundNav": 12.58
},
{
"id": 708,
"asOfDate": "2018-05-07",
"fundNav": 12.51
},
{
"id": 708,
"asOfDate": "2017-10-16",
"fundNav": 12.98
},
{
"id": 708,
"asOfDate": "2018-04-11",
"fundNav": 12.63
},
{
"id": 708,
"asOfDate": "2017-09-19",
"fundNav": 13
},
{
"id": 708,
"asOfDate": "2017-10-06",
"fundNav": 12.95
},
{
"id": 708,
"asOfDate": "2018-03-14",
"fundNav": 12.61
},
{
"id": 708,
"asOfDate": "2017-11-14",
"fundNav": 12.91
},
{
"id": 708,
"asOfDate": "2018-06-26",
"fundNav": 12.53
},
{
"id": 708,
"asOfDate": "2018-04-13",
"fundNav": 12.61
},
{
"id": 708,
"asOfDate": "2018-01-23",
"fundNav": 12.78
},
{
"id": 708,
"asOfDate": "2018-06-15",
"fundNav": 12.51
},
{
"id": 708,
"asOfDate": "2017-10-24",
"fundNav": 12.92
},
{
"id": 708,
"asOfDate": "2017-12-08",
"fundNav": 12.91
},
{
"id": 708,
"asOfDate": "2018-04-04",
"fundNav": 12.61
},
{
"id": 708,
"asOfDate": "2018-03-13",
"fundNav": 12.6
},
{
"id": 708,
"asOfDate": "2018-03-15",
"fundNav": 12.6
},
{
"id": 708,
"asOfDate": "2018-02-09",
"fundNav": 12.65
},
{
"id": 708,
"asOfDate": "2017-12-19",
"fundNav": 12.86
},
{
"id": 708,
"asOfDate": "2017-09-20",
"fundNav": 12.98
},
{
"id": 708,
"asOfDate": "2018-06-12",
"fundNav": 12.5
},
{
"id": 708,
"asOfDate": "2017-10-13",
"fundNav": 13
},
{
"id": 708,
"asOfDate": "2017-10-17",
"fundNav": 12.98
},
{
"id": 708,
"asOfDate": "2018-04-18",
"fundNav": 12.57
},
{
"id": 708,
"asOfDate": "2018-06-27",
"fundNav": 12.57
},
{
"id": 708,
"asOfDate": "2018-05-14",
"fundNav": 12.49
},
{
"id": 708,
"asOfDate": "2018-06-13",
"fundNav": 12.48
},
{
"id": 708,
"asOfDate": "2018-03-23",
"fundNav": 12.59
},
{
"id": 708,
"asOfDate": "2017-10-25",
"fundNav": 12.91
},
{
"id": 708,
"asOfDate": "2018-02-15",
"fundNav": 12.59
},
{
"id": 708,
"asOfDate": "2018-07-06",
"fundNav": 12.58
},
{
"id": 708,
"asOfDate": "2018-07-11",
"fundNav": 12.57
},
{
"id": 708,
"asOfDate": "2018-03-01",
"fundNav": 12.63
},
{
"id": 708,
"asOfDate": "2018-02-26",
"fundNav": 12.61
},
{
"id": 708,
"asOfDate": "2018-01-30",
"fundNav": 12.72
},
{
"id": 708,
"asOfDate": "2018-01-26",
"fundNav": 12.76
},
{
"id": 708,
"asOfDate": "2017-12-26",
"fundNav": 12.85
},
{
"id": 708,
"asOfDate": "2018-02-08",
"fundNav": 12.65
},
{
"id": 708,
"asOfDate": "2017-12-12",
"fundNav": 12.89
},
{
"id": 708,
"asOfDate": "2018-07-03",
"fundNav": 12.56
},
{
"id": 708,
"asOfDate": "2018-06-08",
"fundNav": 12.51
},
{
"id": 708,
"asOfDate": "2018-05-23",
"fundNav": 12.48
},
{
"id": 708,
"asOfDate": "2017-09-26",
"fundNav": 13.01
},
{
"id": 708,
"asOfDate": "2018-04-10",
"fundNav": 12.62
},
{
"id": 708,
"asOfDate": "2018-06-01",
"fundNav": 12.54
},
{
"id": 708,
"asOfDate": "2017-12-28",
"fundNav": 12.88
},
{
"id": 708,
"asOfDate": "2018-03-07",
"fundNav": 12.58
},
{
"id": 708,
"asOfDate": "2017-09-22",
"fundNav": 12.99
},
{
"id": 708,
"asOfDate": "2018-01-24",
"fundNav": 12.77
},
{
"id": 708,
"asOfDate": "2018-03-05",
"fundNav": 12.58
},
{
"id": 708,
"asOfDate": "2017-10-31",
"fundNav": 12.95
},
{
"id": 708,
"asOfDate": "2018-03-06",
"fundNav": 12.58
},
{
"id": 708,
"asOfDate": "2017-10-20",
"fundNav": 12.93
},
{
"id": 708,
"asOfDate": "2018-06-18",
"fundNav": 12.51
},
{
"id": 708,
"asOfDate": "2017-12-29",
"fundNav": 12.89
},
{
"id": 708,
"asOfDate": "2018-01-04",
"fundNav": 12.87
},
{
"id": 708,
"asOfDate": "2018-03-16",
"fundNav": 12.59
},
{
"id": 708,
"asOfDate": "2018-05-09",
"fundNav": 12.48
},
{
"id": 708,
"asOfDate": "2018-06-04",
"fundNav": 12.51
},
{
"id": 708,
"asOfDate": "2018-06-22",
"fundNav": 12.52
},
{
"id": 708,
"asOfDate": "2018-07-09",
"fundNav": 12.56
},
{
"id": 708,
"asOfDate": "2018-03-21",
"fundNav": 12.55
},
{
"id": 708,
"asOfDate": "2018-06-29",
"fundNav": 12.55
},
{
"id": 708,
"asOfDate": "2018-07-05",
"fundNav": 12.56
},
{
"id": 708,
"asOfDate": "2017-11-13",
"fundNav": 12.9
},
{
"id": 708,
"asOfDate": "2017-10-12",
"fundNav": 12.98
},
{
"id": 708,
"asOfDate": "2018-02-13",
"fundNav": 12.63
},
{
"id": 708,
"asOfDate": "2017-11-20",
"fundNav": 12.91
},
{
"id": 708,
"asOfDate": "2018-04-17",
"fundNav": 12.61
},
{
"id": 708,
"asOfDate": "2017-11-03",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2018-01-10",
"fundNav": 12.83
},
{
"id": 708,
"asOfDate": "2018-06-25",
"fundNav": 12.53
},
{
"id": 708,
"asOfDate": "2017-11-16",
"fundNav": 12.91
},
{
"id": 708,
"asOfDate": "2018-03-22",
"fundNav": 12.59
},
{
"id": 708,
"asOfDate": "2018-06-28",
"fundNav": 12.55
},
{
"id": 708,
"asOfDate": "2018-06-07",
"fundNav": 12.52
},
{
"id": 708,
"asOfDate": "2018-07-10",
"fundNav": 12.55
},
{
"id": 708,
"asOfDate": "2017-11-15",
"fundNav": 12.93
},
{
"id": 708,
"asOfDate": "2018-04-05",
"fundNav": 12.6
},
{
"id": 708,
"asOfDate": "2017-11-08",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2018-05-22",
"fundNav": 12.44
},
{
"id": 708,
"asOfDate": "2018-06-21",
"fundNav": 12.52
},
{
"id": 708,
"asOfDate": "2018-04-27",
"fundNav": 12.51
},
{
"id": 708,
"asOfDate": "2017-12-04",
"fundNav": 12.91
},
{
"id": 708,
"asOfDate": "2018-02-28",
"fundNav": 12.6
},
{
"id": 708,
"asOfDate": "2018-03-26",
"fundNav": 12.57
},
{
"id": 708,
"asOfDate": "2018-06-06",
"fundNav": 12.49
},
{
"id": 708,
"asOfDate": "2018-01-16",
"fundNav": 12.83
},
{
"id": 708,
"asOfDate": "2018-02-12",
"fundNav": 12.63
},
{
"id": 708,
"asOfDate": "2017-11-17",
"fundNav": 12.93
},
{
"id": 708,
"asOfDate": "2018-03-20",
"fundNav": 12.55
},
{
"id": 708,
"asOfDate": "2017-10-26",
"fundNav": 12.9
},
{
"id": 708,
"asOfDate": "2018-02-01",
"fundNav": 12.69
},
{
"id": 708,
"asOfDate": "2018-05-18",
"fundNav": 12.44
},
{
"id": 708,
"asOfDate": "2017-10-04",
"fundNav": 12.98
},
{
"id": 708,
"asOfDate": "2018-01-09",
"fundNav": 12.82
},
{
"id": 708,
"asOfDate": "2018-05-08",
"fundNav": 12.49
},
{
"id": 708,
"asOfDate": "2017-09-18",
"fundNav": 13.01
},
{
"id": 708,
"asOfDate": "2017-12-14",
"fundNav": 12.92
},
{
"id": 708,
"asOfDate": "2017-10-02",
"fundNav": 12.97
},
{
"id": 708,
"asOfDate": "2018-06-20",
"fundNav": 12.5
},
{
"id": 708,
"asOfDate": "2017-09-21",
"fundNav": 12.98
},
{
"id": 708,
"asOfDate": "2018-03-27",
"fundNav": 12.62
},
{
"id": 708,
"asOfDate": "2017-12-22",
"fundNav": 12.84
},
{
"id": 708,
"asOfDate": "2017-10-05",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2018-02-22",
"fundNav": 12.58
},
{
"id": 708,
"asOfDate": "2018-03-29",
"fundNav": 12.64
},
{
"id": 708,
"asOfDate": "2018-05-10",
"fundNav": 12.49
},
{
"id": 708,
"asOfDate": "2018-01-17",
"fundNav": 12.8
},
{
"id": 708,
"asOfDate": "2018-05-03",
"fundNav": 12.51
},
{
"id": 708,
"asOfDate": "2018-02-02",
"fundNav": 12.66
},
{
"id": 708,
"asOfDate": "2018-05-21",
"fundNav": 12.44
},
{
"id": 708,
"asOfDate": "2017-11-21",
"fundNav": 12.91
},
{
"id": 708,
"asOfDate": "2018-01-22",
"fundNav": 12.76
},
{
"id": 708,
"asOfDate": "2017-12-15",
"fundNav": 12.92
},
{
"id": 708,
"asOfDate": "2017-09-25",
"fundNav": 13.01
},
{
"id": 708,
"asOfDate": "2018-05-17",
"fundNav": 12.42
},
{
"id": 708,
"asOfDate": "2018-04-06",
"fundNav": 12.64
},
{
"id": 708,
"asOfDate": "2018-01-29",
"fundNav": 12.74
},
{
"id": 708,
"asOfDate": "2018-03-12",
"fundNav": 12.59
},
{
"id": 708,
"asOfDate": "2017-10-30",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2018-01-11",
"fundNav": 12.83
},
{
"id": 708,
"asOfDate": "2018-02-07",
"fundNav": 12.66
},
{
"id": 708,
"asOfDate": "2018-01-25",
"fundNav": 12.79
},
{
"id": 708,
"asOfDate": "2018-05-15",
"fundNav": 12.43
},
{
"id": 708,
"asOfDate": "2017-11-29",
"fundNav": 12.91
},
{
"id": 708,
"asOfDate": "2018-05-25",
"fundNav": 12.53
},
{
"id": 708,
"asOfDate": "2018-07-02",
"fundNav": 12.54
},
{
"id": 708,
"asOfDate": "2017-12-20",
"fundNav": 12.84
},
{
"id": 708,
"asOfDate": "2018-06-14",
"fundNav": 12.51
},
{
"id": 708,
"asOfDate": "2018-09-19",
"fundNav": 12.45
},
{
"id": 708,
"asOfDate": "2018-08-28",
"fundNav": 12.57
},
{
"id": 708,
"asOfDate": "2018-09-13",
"fundNav": 12.51
},
{
"id": 708,
"asOfDate": "2018-08-10",
"fundNav": 12.58
},
{
"id": 708,
"asOfDate": "2018-08-14",
"fundNav": 12.56
},
{
"id": 708,
"asOfDate": "2018-08-20",
"fundNav": 12.61
},
{
"id": 708,
"asOfDate": "2018-09-20",
"fundNav": 12.46
},
{
"id": 708,
"asOfDate": "2018-08-15",
"fundNav": 12.59
},
{
"id": 708,
"asOfDate": "2018-09-05",
"fundNav": 12.55
},
{
"id": 708,
"asOfDate": "2018-09-25",
"fundNav": 12.44
},
{
"id": 708,
"asOfDate": "2018-09-07",
"fundNav": 12.53
},
{
"id": 708,
"asOfDate": "2018-09-24",
"fundNav": 12.45
},
{
"id": 708,
"asOfDate": "2018-09-12",
"fundNav": 12.51
},
{
"id": 708,
"asOfDate": "2018-08-07",
"fundNav": 12.53
},
{
"id": 708,
"asOfDate": "2018-08-16",
"fundNav": 12.58
},
{
"id": 708,
"asOfDate": "2018-07-18",
"fundNav": 12.56
},
{
"id": 708,
"asOfDate": "2018-07-27",
"fundNav": 12.53
},
{
"id": 708,
"asOfDate": "2018-09-17",
"fundNav": 12.5
},
{
"id": 708,
"asOfDate": "2018-10-25",
"fundNav": 12.38
},
{
"id": 708,
"asOfDate": "2018-07-26",
"fundNav": 12.51
},
{
"id": 708,
"asOfDate": "2018-07-31",
"fundNav": 12.53
},
{
"id": 708,
"asOfDate": "2018-08-09",
"fundNav": 12.55
},
{
"id": 708,
"asOfDate": "2018-09-21",
"fundNav": 12.46
},
{
"id": 708,
"asOfDate": "2018-08-23",
"fundNav": 12.61
},
{
"id": 708,
"asOfDate": "2018-09-26",
"fundNav": 12.47
},
{
"id": 708,
"asOfDate": "2018-08-03",
"fundNav": 12.55
},
{
"id": 708,
"asOfDate": "2018-10-12",
"fundNav": 12.39
},
{
"id": 708,
"asOfDate": "2018-09-10",
"fundNav": 12.53
},
{
"id": 708,
"asOfDate": "2018-08-02",
"fundNav": 12.52
},
{
"id": 708,
"asOfDate": "2018-10-23",
"fundNav": 12.36
},
{
"id": 708,
"asOfDate": "2018-10-01",
"fundNav": 12.46
},
{
"id": 708,
"asOfDate": "2018-07-25",
"fundNav": 12.52
},
{
"id": 708,
"asOfDate": "2018-07-23",
"fundNav": 12.51
},
{
"id": 708,
"asOfDate": "2018-10-22",
"fundNav": 12.35
},
{
"id": 708,
"asOfDate": "2018-10-08",
"fundNav": 12.36
},
{
"id": 708,
"asOfDate": "2018-07-24",
"fundNav": 12.53
},
{
"id": 708,
"asOfDate": "2018-10-05",
"fundNav": 12.35
},
{
"id": 708,
"asOfDate": "2018-08-17",
"fundNav": 12.58
},
{
"id": 708,
"asOfDate": "2018-08-24",
"fundNav": 12.61
},
{
"id": 708,
"asOfDate": "2018-10-15",
"fundNav": 12.39
},
{
"id": 708,
"asOfDate": "2018-08-01",
"fundNav": 12.51
},
{
"id": 708,
"asOfDate": "2018-10-04",
"fundNav": 12.38
},
{
"id": 708,
"asOfDate": "2018-10-11",
"fundNav": 12.4
},
{
"id": 708,
"asOfDate": "2018-08-27",
"fundNav": 12.59
},
{
"id": 708,
"asOfDate": "2018-08-31",
"fundNav": 12.57
},
{
"id": 708,
"asOfDate": "2018-10-10",
"fundNav": 12.37
},
{
"id": 708,
"asOfDate": "2018-10-17",
"fundNav": 12.36
},
{
"id": 708,
"asOfDate": "2018-08-30",
"fundNav": 12.57
},
{
"id": 708,
"asOfDate": "2018-09-18",
"fundNav": 12.46
},
{
"id": 708,
"asOfDate": "2018-08-08",
"fundNav": 12.53
},
{
"id": 708,
"asOfDate": "2018-07-19",
"fundNav": 12.58
},
{
"id": 708,
"asOfDate": "2018-08-22",
"fundNav": 12.61
},
{
"id": 708,
"asOfDate": "2018-08-21",
"fundNav": 12.6
},
{
"id": 708,
"asOfDate": "2018-10-16",
"fundNav": 12.39
},
{
"id": 708,
"asOfDate": "2018-07-13",
"fundNav": 12.59
},
{
"id": 708,
"asOfDate": "2018-09-11",
"fundNav": 12.5
},
{
"id": 708,
"asOfDate": "2018-09-14",
"fundNav": 12.5
},
{
"id": 708,
"asOfDate": "2018-10-18",
"fundNav": 12.37
},
{
"id": 708,
"asOfDate": "2018-08-13",
"fundNav": 12.57
},
{
"id": 708,
"asOfDate": "2018-09-04",
"fundNav": 12.55
},
{
"id": 708,
"asOfDate": "2018-07-12",
"fundNav": 12.57
},
{
"id": 708,
"asOfDate": "2018-10-03",
"fundNav": 12.41
},
{
"id": 708,
"asOfDate": "2018-07-20",
"fundNav": 12.56
},
{
"id": 708,
"asOfDate": "2018-07-30",
"fundNav": 12.52
},
{
"id": 708,
"asOfDate": "2018-10-09",
"fundNav": 12.37
},
{
"id": 708,
"asOfDate": "2018-09-27",
"fundNav": 12.47
},
{
"id": 708,
"asOfDate": "2018-10-24",
"fundNav": 12.4
},
{
"id": 708,
"asOfDate": "2018-09-06",
"fundNav": 12.57
},
{
"id": 708,
"asOfDate": "2018-07-16",
"fundNav": 12.57
},
{
"id": 708,
"asOfDate": "2018-08-06",
"fundNav": 12.55
},
{
"id": 708,
"asOfDate": "2018-10-19",
"fundNav": 12.35
},
{
"id": 708,
"asOfDate": "2018-08-29",
"fundNav": 12.56
},
{
"id": 708,
"asOfDate": "2018-09-28",
"fundNav": 12.47
},
{
"id": 708,
"asOfDate": "2018-10-02",
"fundNav": 12.47
},
{
"id": 708,
"asOfDate": "2018-07-17",
"fundNav": 12.56
},
{
"id": 708,
"asOfDate": "2018-12-27",
"fundNav": 12.52
},
{
"id": 708,
"asOfDate": "2019-01-22",
"fundNav": 12.58
},
{
"id": 708,
"asOfDate": "2018-11-15",
"fundNav": 12.36
},
{
"id": 708,
"asOfDate": "2018-10-29",
"fundNav": 12.41
},
{
"id": 708,
"asOfDate": "2019-01-25",
"fundNav": 12.58
},
{
"id": 708,
"asOfDate": "2018-11-19",
"fundNav": 12.4
},
{
"id": 708,
"asOfDate": "2019-01-30",
"fundNav": 12.64
},
{
"id": 708,
"asOfDate": "2018-12-07",
"fundNav": 12.48
},
{
"id": 708,
"asOfDate": "2018-12-21",
"fundNav": 12.51
},
{
"id": 708,
"asOfDate": "2018-11-30",
"fundNav": 12.4
},
{
"id": 708,
"asOfDate": "2019-01-16",
"fundNav": 12.57
},
{
"id": 708,
"asOfDate": "2018-11-06",
"fundNav": 12.33
},
{
"id": 708,
"asOfDate": "2019-01-23",
"fundNav": 12.57
},
{
"id": 708,
"asOfDate": "2019-02-01",
"fundNav": 12.65
},
{
"id": 708,
"asOfDate": "2019-01-15",
"fundNav": 12.57
},
{
"id": 708,
"asOfDate": "2019-01-04",
"fundNav": 12.59
},
{
"id": 708,
"asOfDate": "2018-11-16",
"fundNav": 12.4
},
{
"id": 708,
"asOfDate": "2019-01-14",
"fundNav": 12.58
},
{
"id": 708,
"asOfDate": "2018-11-20",
"fundNav": 12.39
},
{
"id": 708,
"asOfDate": "2019-02-07",
"fundNav": 12.68
},
{
"id": 708,
"asOfDate": "2019-01-31",
"fundNav": 12.69
},
{
"id": 708,
"asOfDate": "2019-04-11",
"fundNav": 12.82
},
{
"id": 708,
"asOfDate": "2018-11-23",
"fundNav": 12.39
},
{
"id": 708,
"asOfDate": "2019-04-15",
"fundNav": 12.8
},
{
"id": 708,
"asOfDate": "2019-02-20",
"fundNav": 12.68
},
{
"id": 708,
"asOfDate": "2019-03-12",
"fundNav": 12.73
},
{
"id": 708,
"asOfDate": "2019-03-06",
"fundNav": 12.67
},
{
"id": 708,
"asOfDate": "2019-01-17",
"fundNav": 12.56
},
{
"id": 708,
"asOfDate": "2019-01-11",
"fundNav": 12.59
},
{
"id": 708,
"asOfDate": "2018-12-26",
"fundNav": 12.49
},
{
"id": 708,
"asOfDate": "2019-03-15",
"fundNav": 12.74
},
{
"id": 708,
"asOfDate": "2018-12-06",
"fundNav": 12.45
},
{
"id": 708,
"asOfDate": "2019-04-12",
"fundNav": 12.79
},
{
"id": 708,
"asOfDate": "2018-12-11",
"fundNav": 12.45
},
{
"id": 708,
"asOfDate": "2019-02-15",
"fundNav": 12.67
},
{
"id": 708,
"asOfDate": "2019-03-20",
"fundNav": 12.78
},
{
"id": 708,
"asOfDate": "2019-04-04",
"fundNav": 12.81
},
{
"id": 708,
"asOfDate": "2018-12-14",
"fundNav": 12.47
},
{
"id": 708,
"asOfDate": "2018-11-21",
"fundNav": 12.38
},
{
"id": 708,
"asOfDate": "2019-02-28",
"fundNav": 12.66
},
{
"id": 708,
"asOfDate": "2019-03-07",
"fundNav": 12.7
},
{
"id": 708,
"asOfDate": "2019-04-18",
"fundNav": 12.8
},
{
"id": 708,
"asOfDate": "2019-01-03",
"fundNav": 12.65
},
{
"id": 708,
"asOfDate": "2019-04-03",
"fundNav": 12.81
},
{
"id": 708,
"asOfDate": "2018-12-31",
"fundNav": 12.57
},
{
"id": 708,
"asOfDate": "2019-03-01",
"fundNav": 12.63
},
{
"id": 708,
"asOfDate": "2019-02-27",
"fundNav": 12.67
},
{
"id": 708,
"asOfDate": "2019-04-08",
"fundNav": 12.81
},
{
"id": 708,
"asOfDate": "2018-12-24",
"fundNav": 12.54
},
{
"id": 708,
"asOfDate": "2019-03-25",
"fundNav": 12.86
},
{
"id": 708,
"asOfDate": "2019-01-18",
"fundNav": 12.55
},
{
"id": 708,
"asOfDate": "2019-01-09",
"fundNav": 12.57
},
{
"id": 708,
"asOfDate": "2019-03-21",
"fundNav": 12.78
},
{
"id": 708,
"asOfDate": "2018-11-07",
"fundNav": 12.33
},
{
"id": 708,
"asOfDate": "2019-04-23",
"fundNav": 12.8
},
{
"id": 708,
"asOfDate": "2018-10-30",
"fundNav": 12.39
},
{
"id": 708,
"asOfDate": "2018-11-27",
"fundNav": 12.37
},
{
"id": 708,
"asOfDate": "2018-12-17",
"fundNav": 12.49
},
{
"id": 708,
"asOfDate": "2019-04-10",
"fundNav": 12.84
},
{
"id": 708,
"asOfDate": "2018-11-29",
"fundNav": 12.39
},
{
"id": 708,
"asOfDate": "2018-11-02",
"fundNav": 12.33
},
{
"id": 708,
"asOfDate": "2019-01-02",
"fundNav": 12.58
},
{
"id": 708,
"asOfDate": "2018-11-09",
"fundNav": 12.34
},
{
"id": 708,
"asOfDate": "2018-12-28",
"fundNav": 12.55
},
{
"id": 708,
"asOfDate": "2019-02-19",
"fundNav": 12.68
},
{
"id": 708,
"asOfDate": "2018-12-10",
"fundNav": 12.47
},
{
"id": 708,
"asOfDate": "2019-02-22",
"fundNav": 12.68
},
{
"id": 708,
"asOfDate": "2019-03-11",
"fundNav": 12.7
},
{
"id": 708,
"asOfDate": "2019-03-04",
"fundNav": 12.65
},
{
"id": 708,
"asOfDate": "2019-03-19",
"fundNav": 12.73
},
{
"id": 708,
"asOfDate": "2019-02-11",
"fundNav": 12.67
},
{
"id": 708,
"asOfDate": "2018-12-12",
"fundNav": 12.45
},
{
"id": 708,
"asOfDate": "2019-02-14",
"fundNav": 12.67
},
{
"id": 708,
"asOfDate": "2019-03-28",
"fundNav": 12.88
},
{
"id": 708,
"asOfDate": "2019-03-05",
"fundNav": 12.65
},
{
"id": 708,
"asOfDate": "2019-03-18",
"fundNav": 12.73
},
{
"id": 708,
"asOfDate": "2019-03-14",
"fundNav": 12.71
},
{
"id": 708,
"asOfDate": "2019-02-26",
"fundNav": 12.7
},
{
"id": 708,
"asOfDate": "2018-11-01",
"fundNav": 12.38
},
{
"id": 708,
"asOfDate": "2019-03-22",
"fundNav": 12.84
},
{
"id": 708,
"asOfDate": "2019-02-13",
"fundNav": 12.65
},
{
"id": 708,
"asOfDate": "2019-03-13",
"fundNav": 12.72
},
{
"id": 708,
"asOfDate": "2019-01-10",
"fundNav": 12.56
},
{
"id": 708,
"asOfDate": "2018-11-26",
"fundNav": 12.38
},
{
"id": 708,
"asOfDate": "2019-03-29",
"fundNav": 12.86
},
{
"id": 708,
"asOfDate": "2019-01-08",
"fundNav": 12.55
},
{
"id": 708,
"asOfDate": "2018-11-13",
"fundNav": 12.36
},
{
"id": 708,
"asOfDate": "2019-02-25",
"fundNav": 12.68
},
{
"id": 708,
"asOfDate": "2018-12-18",
"fundNav": 12.51
},
{
"id": 708,
"asOfDate": "2019-03-27",
"fundNav": 12.89
},
{
"id": 708,
"asOfDate": "2018-12-20",
"fundNav": 12.5
},
{
"id": 708,
"asOfDate": "2019-02-12",
"fundNav": 12.67
},
{
"id": 708,
"asOfDate": "2019-01-07",
"fundNav": 12.58
},
{
"id": 708,
"asOfDate": "2019-04-05",
"fundNav": 12.82
},
{
"id": 708,
"asOfDate": "2019-03-26",
"fundNav": 12.87
},
{
"id": 708,
"asOfDate": "2018-12-03",
"fundNav": 12.41
},
{
"id": 708,
"asOfDate": "2019-04-16",
"fundNav": 12.78
},
{
"id": 708,
"asOfDate": "2019-04-01",
"fundNav": 12.81
},
{
"id": 708,
"asOfDate": "2019-02-05",
"fundNav": 12.66
},
{
"id": 708,
"asOfDate": "2018-12-04",
"fundNav": 12.44
},
{
"id": 708,
"asOfDate": "2019-04-09",
"fundNav": 12.82
},
{
"id": 708,
"asOfDate": "2019-04-02",
"fundNav": 12.83
},
{
"id": 708,
"asOfDate": "2019-02-04",
"fundNav": 12.64
},
{
"id": 708,
"asOfDate": "2018-10-31",
"fundNav": 12.36
},
{
"id": 708,
"asOfDate": "2019-01-24",
"fundNav": 12.6
},
{
"id": 708,
"asOfDate": "2019-02-21",
"fundNav": 12.65
},
{
"id": 708,
"asOfDate": "2019-03-08",
"fundNav": 12.71
},
{
"id": 708,
"asOfDate": "2019-04-17",
"fundNav": 12.78
},
{
"id": 708,
"asOfDate": "2019-04-22",
"fundNav": 12.78
},
{
"id": 708,
"asOfDate": "2018-11-14",
"fundNav": 12.37
},
{
"id": 708,
"asOfDate": "2019-01-28",
"fundNav": 12.59
},
{
"id": 708,
"asOfDate": "2019-01-29",
"fundNav": 12.61
},
{
"id": 708,
"asOfDate": "2018-12-13",
"fundNav": 12.45
},
{
"id": 708,
"asOfDate": "2018-12-19",
"fundNav": 12.54
},
{
"id": 708,
"asOfDate": "2019-02-08",
"fundNav": 12.69
},
{
"id": 708,
"asOfDate": "2018-11-08",
"fundNav": 12.31
},
{
"id": 708,
"asOfDate": "2018-11-28",
"fundNav": 12.38
},
{
"id": 708,
"asOfDate": "2018-11-12",
"fundNav": 12.37
},
{
"id": 708,
"asOfDate": "2018-10-26",
"fundNav": 12.42
},
{
"id": 708,
"asOfDate": "2018-11-05",
"fundNav": 12.34
},
{
"id": 708,
"asOfDate": "2019-02-06",
"fundNav": 12.66
},
{
"id": 708,
"asOfDate": "2019-05-02",
"fundNav": 12.81
},
{
"id": 708,
"asOfDate": "2019-09-04",
"fundNav": 13.43
},
{
"id": 708,
"asOfDate": "2019-07-24",
"fundNav": 13.14
},
{
"id": 708,
"asOfDate": "2019-11-15",
"fundNav": 13.24
},
{
"id": 708,
"asOfDate": "2019-08-27",
"fundNav": 13.4
},
{
"id": 708,
"asOfDate": "2019-06-27",
"fundNav": 13.15
},
{
"id": 708,
"asOfDate": "2019-07-25",
"fundNav": 13.12
},
{
"id": 708,
"asOfDate": "2019-12-11",
"fundNav": 13.28
},
{
"id": 708,
"asOfDate": "2019-10-28",
"fundNav": 13.22
},
{
"id": 708,
"asOfDate": "2019-06-07",
"fundNav": 13.08
},
{
"id": 708,
"asOfDate": "2019-11-22",
"fundNav": 13.27
},
{
"id": 708,
"asOfDate": "2019-11-01",
"fundNav": 13.29
},
{
"id": 708,
"asOfDate": "2019-05-06",
"fundNav": 12.84
},
{
"id": 708,
"asOfDate": "2019-10-18",
"fundNav": 13.27
},
{
"id": 708,
"asOfDate": "2019-10-31",
"fundNav": 13.31
},
{
"id": 708,
"asOfDate": "2019-08-06",
"fundNav": 13.29
},
{
"id": 708,
"asOfDate": "2019-10-07",
"fundNav": 13.37
},
{
"id": 708,
"asOfDate": "2019-11-11",
"fundNav": 13.18
},
{
"id": 708,
"asOfDate": "2019-12-13",
"fundNav": 13.28
},
{
"id": 708,
"asOfDate": "2019-05-16",
"fundNav": 12.89
},
{
"id": 708,
"asOfDate": "2019-09-05",
"fundNav": 13.36
},
{
"id": 708,
"asOfDate": "2019-05-01",
"fundNav": 12.85
},
{
"id": 708,
"asOfDate": "2019-08-29",
"fundNav": 13.39
},
{
"id": 708,
"asOfDate": "2019-08-15",
"fundNav": 13.37
},
{
"id": 708,
"asOfDate": "2019-08-26",
"fundNav": 13.36
},
{
"id": 708,
"asOfDate": "2019-08-07",
"fundNav": 13.29
},
{
"id": 708,
"asOfDate": "2019-12-06",
"fundNav": 13.25
},
{
"id": 708,
"asOfDate": "2019-05-07",
"fundNav": 12.87
},
{
"id": 708,
"asOfDate": "2019-06-12",
"fundNav": 13.06
},
{
"id": 708,
"asOfDate": "2019-07-03",
"fundNav": 13.19
},
{
"id": 708,
"asOfDate": "2019-10-29",
"fundNav": 13.22
},
{
"id": 708,
"asOfDate": "2019-09-25",
"fundNav": 13.25
},
{
"id": 708,
"asOfDate": "2019-05-24",
"fundNav": 12.91
},
{
"id": 708,
"asOfDate": "2019-09-03",
"fundNav": 13.41
},
{
"id": 708,
"asOfDate": "2019-10-16",
"fundNav": 13.26
},
{
"id": 708,
"asOfDate": "2019-10-04",
"fundNav": 13.4
},
{
"id": 708,
"asOfDate": "2019-11-06",
"fundNav": 13.25
},
{
"id": 708,
"asOfDate": "2019-07-08",
"fundNav": 13.12
},
{
"id": 708,
"asOfDate": "2019-08-21",
"fundNav": 13.34
},
{
"id": 708,
"asOfDate": "2019-09-27",
"fundNav": 13.29
},
{
"id": 708,
"asOfDate": "2019-09-18",
"fundNav": 13.21
},
{
"id": 708,
"asOfDate": "2019-12-05",
"fundNav": 13.27
},
{
"id": 708,
"asOfDate": "2019-10-22",
"fundNav": 13.27
},
{
"id": 708,
"asOfDate": "2019-06-03",
"fundNav": 13.07
},
{
"id": 708,
"asOfDate": "2019-10-08",
"fundNav": 13.38
},
{
"id": 708,
"asOfDate": "2019-06-25",
"fundNav": 13.16
},
{
"id": 708,
"asOfDate": "2019-05-13",
"fundNav": 12.89
},
{
"id": 708,
"asOfDate": "2019-10-25",
"fundNav": 13.24
},
{
"id": 708,
"asOfDate": "2019-05-03",
"fundNav": 12.83
},
{
"id": 708,
"asOfDate": "2019-10-24",
"fundNav": 13.27
},
{
"id": 708,
"asOfDate": "2019-04-29",
"fundNav": 12.84
},
{
"id": 708,
"asOfDate": "2020-01-13",
"fundNav": 13.12
},
{
"id": 708,
"asOfDate": "2019-08-01",
"fundNav": 13.22
},
{
"id": 708,
"asOfDate": "2019-11-14",
"fundNav": 13.25
},
{
"id": 708,
"asOfDate": "2019-09-09",
"fundNav": 13.32
},
{
"id": 708,
"asOfDate": "2019-09-24",
"fundNav": 13.31
},
{
"id": 708,
"asOfDate": "2019-10-02",
"fundNav": 13.34
},
{
"id": 708,
"asOfDate": "2020-01-10",
"fundNav": 13.13
},
{
"id": 708,
"asOfDate": "2020-01-27",
"fundNav": 13.26
},
{
"id": 708,
"asOfDate": "2019-07-15",
"fundNav": 13.12
},
{
"id": 708,
"asOfDate": "2019-07-22",
"fundNav": 13.14
},
{
"id": 708,
"asOfDate": "2019-05-28",
"fundNav": 12.94
},
{
"id": 708,
"asOfDate": "2019-09-13",
"fundNav": 13.15
},
{
"id": 708,
"asOfDate": "2019-10-03",
"fundNav": 13.39
},
{
"id": 708,
"asOfDate": "2019-12-19",
"fundNav": 13.25
},
{
"id": 708,
"asOfDate": "2020-02-04",
"fundNav": 13.27
},
{
"id": 708,
"asOfDate": "2019-04-30",
"fundNav": 12.86
},
{
"id": 708,
"asOfDate": "2019-10-01",
"fundNav": 13.32
},
{
"id": 708,
"asOfDate": "2019-08-28",
"fundNav": 13.4
},
{
"id": 708,
"asOfDate": "2020-01-31",
"fundNav": 13.32
},
{
"id": 708,
"asOfDate": "2019-07-30",
"fundNav": 13.12
},
{
"id": 708,
"asOfDate": "2019-12-30",
"fundNav": 13.28
},
{
"id": 708,
"asOfDate": "2019-07-26",
"fundNav": 13.12
},
{
"id": 708,
"asOfDate": "2019-07-18",
"fundNav": 13.14
},
{
"id": 708,
"asOfDate": "2020-01-28",
"fundNav": 13.24
},
{
"id": 708,
"asOfDate": "2019-10-11",
"fundNav": 13.26
},
{
"id": 708,
"asOfDate": "2020-01-23",
"fundNav": 13.2
},
{
"id": 708,
"asOfDate": "2019-10-09",
"fundNav": 13.35
},
{
"id": 708,
"asOfDate": "2019-07-17",
"fundNav": 13.12
},
{
"id": 708,
"asOfDate": "2020-02-05",
"fundNav": 13.24
},
{
"id": 708,
"asOfDate": "2019-09-23",
"fundNav": 13.27
},
{
"id": 708,
"asOfDate": "2019-12-12",
"fundNav": 13.23
},
{
"id": 708,
"asOfDate": "2019-07-31",
"fundNav": 13.13
},
{
"id": 708,
"asOfDate": "2020-01-08",
"fundNav": 13.1
},
{
"id": 708,
"asOfDate": "2020-01-21",
"fundNav": 13.18
},
{
"id": 708,
"asOfDate": "2020-01-02",
"fundNav": 13.11
},
{
"id": 708,
"asOfDate": "2019-11-12",
"fundNav": 13.2
},
{
"id": 708,
"asOfDate": "2019-12-27",
"fundNav": 13.28
},
{
"id": 708,
"asOfDate": "2019-08-08",
"fundNav": 13.29
},
{
"id": 708,
"asOfDate": "2019-10-23",
"fundNav": 13.27
},
{
"id": 708,
"asOfDate": "2019-12-09",
"fundNav": 13.26
},
{
"id": 708,
"asOfDate": "2020-01-06",
"fundNav": 13.14
},
{
"id": 708,
"asOfDate": "2019-05-23",
"fundNav": 12.93
},
{
"id": 708,
"asOfDate": "2020-01-09",
"fundNav": 13.11
},
{
"id": 708,
"asOfDate": "2020-01-30",
"fundNav": 13.28
},
{
"id": 708,
"asOfDate": "2020-02-06",
"fundNav": 13.25
},
{
"id": 708,
"asOfDate": "2019-08-02",
"fundNav": 13.23
},
{
"id": 708,
"asOfDate": "2019-11-29",
"fundNav": 13.28
},
{
"id": 708,
"asOfDate": "2020-02-03",
"fundNav": 13.31
},
{
"id": 708,
"asOfDate": "2019-06-04",
"fundNav": 13.05
},
{
"id": 708,
"asOfDate": "2019-12-31",
"fundNav": 13.09
},
{
"id": 708,
"asOfDate": "2019-08-09",
"fundNav": 13.27
},
{
"id": 708,
"asOfDate": "2019-06-21",
"fundNav": 13.12
},
{
"id": 708,
"asOfDate": "2019-12-02",
"fundNav": 13.25
},
{
"id": 708,
"asOfDate": "2019-11-20",
"fundNav": 13.29
},
{
"id": 708,
"asOfDate": "2019-05-31",
"fundNav": 13.02
},
{
"id": 708,
"asOfDate": "2020-01-17",
"fundNav": 13.14
},
{
"id": 708,
"asOfDate": "2019-09-16",
"fundNav": 13.19
},
{
"id": 708,
"asOfDate": "2019-10-30",
"fundNav": 13.25
},
{
"id": 708,
"asOfDate": "2019-09-30",
"fundNav": 13.29
},
{
"id": 708,
"asOfDate": "2019-07-05",
"fundNav": 13.13
},
{
"id": 708,
"asOfDate": "2019-08-19",
"fundNav": 13.32
},
{
"id": 708,
"asOfDate": "2020-01-03",
"fundNav": 13.15
},
{
"id": 708,
"asOfDate": "2019-04-25",
"fundNav": 12.83
},
{
"id": 708,
"asOfDate": "2019-07-02",
"fundNav": 13.18
},
{
"id": 708,
"asOfDate": "2019-06-11",
"fundNav": 13.04
},
{
"id": 708,
"asOfDate": "2019-09-17",
"fundNav": 13.21
},
{
"id": 708,
"asOfDate": "2020-01-15",
"fundNav": 13.16
},
{
"id": 708,
"asOfDate": "2019-11-25",
"fundNav": 13.28
},
{
"id": 708,
"asOfDate": "2019-07-09",
"fundNav": 13.1
},
{
"id": 708,
"asOfDate": "2019-06-14",
"fundNav": 13.07
},
{
"id": 708,
"asOfDate": "2019-06-06",
"fundNav": 13.05
},
{
"id": 708,
"asOfDate": "2020-01-22",
"fundNav": 13.18
},
{
"id": 708,
"asOfDate": "2019-09-19",
"fundNav": 13.22
},
{
"id": 708,
"asOfDate": "2019-12-23",
"fundNav": 13.24
},
{
"id": 708,
"asOfDate": "2019-11-07",
"fundNav": 13.19
},
{
"id": 708,
"asOfDate": "2020-01-14",
"fundNav": 13.14
},
{
"id": 708,
"asOfDate": "2019-09-11",
"fundNav": 13.25
},
{
"id": 708,
"asOfDate": "2020-01-29",
"fundNav": 13.28
},
{
"id": 708,
"asOfDate": "2019-08-23",
"fundNav": 13.38
},
{
"id": 708,
"asOfDate": "2019-07-29",
"fundNav": 13.13
},
{
"id": 708,
"asOfDate": "2019-06-28",
"fundNav": 13.16
},
{
"id": 708,
"asOfDate": "2019-05-29",
"fundNav": 12.93
},
{
"id": 708,
"asOfDate": "2019-05-30",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2019-09-26",
"fundNav": 13.27
},
{
"id": 708,
"asOfDate": "2019-12-18",
"fundNav": 13.24
},
{
"id": 708,
"asOfDate": "2020-01-24",
"fundNav": 13.22
},
{
"id": 708,
"asOfDate": "2019-06-13",
"fundNav": 13.08
},
{
"id": 708,
"asOfDate": "2019-05-20",
"fundNav": 12.87
},
{
"id": 708,
"asOfDate": "2019-10-21",
"fundNav": 13.25
},
{
"id": 708,
"asOfDate": "2019-04-26",
"fundNav": 12.85
},
{
"id": 708,
"asOfDate": "2020-01-16",
"fundNav": 13.15
},
{
"id": 708,
"asOfDate": "2019-05-09",
"fundNav": 12.86
},
{
"id": 708,
"asOfDate": "2019-11-26",
"fundNav": 13.3
},
{
"id": 708,
"asOfDate": "2019-05-22",
"fundNav": 12.88
},
{
"id": 708,
"asOfDate": "2019-08-30",
"fundNav": 13.39
},
{
"id": 708,
"asOfDate": "2019-08-16",
"fundNav": 13.36
},
{
"id": 708,
"asOfDate": "2019-04-24",
"fundNav": 12.83
},
{
"id": 708,
"asOfDate": "2019-09-12",
"fundNav": 13.22
},
{
"id": 708,
"asOfDate": "2019-06-26",
"fundNav": 13.12
},
{
"id": 708,
"asOfDate": "2019-08-05",
"fundNav": 13.28
},
{
"id": 708,
"asOfDate": "2019-08-13",
"fundNav": 13.27
},
{
"id": 708,
"asOfDate": "2019-06-05",
"fundNav": 13.06
},
{
"id": 708,
"asOfDate": "2019-05-15",
"fundNav": 12.91
},
{
"id": 708,
"asOfDate": "2019-06-24",
"fundNav": 13.16
},
{
"id": 708,
"asOfDate": "2019-11-08",
"fundNav": 13.18
},
{
"id": 708,
"asOfDate": "2019-08-14",
"fundNav": 13.32
},
{
"id": 708,
"asOfDate": "2019-06-20",
"fundNav": 13.15
},
{
"id": 708,
"asOfDate": "2019-07-23",
"fundNav": 13.13
},
{
"id": 708,
"asOfDate": "2019-11-18",
"fundNav": 13.26
},
{
"id": 708,
"asOfDate": "2019-11-27",
"fundNav": 13.28
},
{
"id": 708,
"asOfDate": "2019-05-08",
"fundNav": 12.85
},
{
"id": 708,
"asOfDate": "2019-10-10",
"fundNav": 13.3
},
{
"id": 708,
"asOfDate": "2019-12-17",
"fundNav": 13.26
},
{
"id": 708,
"asOfDate": "2019-11-21",
"fundNav": 13.26
},
{
"id": 708,
"asOfDate": "2019-09-06",
"fundNav": 13.37
},
{
"id": 708,
"asOfDate": "2019-09-20",
"fundNav": 13.26
},
{
"id": 708,
"asOfDate": "2019-07-16",
"fundNav": 13.09
},
{
"id": 708,
"asOfDate": "2019-10-15",
"fundNav": 13.24
},
{
"id": 708,
"asOfDate": "2019-12-10",
"fundNav": 13.25
},
{
"id": 708,
"asOfDate": "2019-12-20",
"fundNav": 13.25
},
{
"id": 708,
"asOfDate": "2019-06-17",
"fundNav": 13.07
},
{
"id": 708,
"asOfDate": "2019-07-10",
"fundNav": 13.13
},
{
"id": 708,
"asOfDate": "2019-12-03",
"fundNav": 13.32
},
{
"id": 708,
"asOfDate": "2019-12-04",
"fundNav": 13.29
},
{
"id": 708,
"asOfDate": "2019-07-01",
"fundNav": 13.15
},
{
"id": 708,
"asOfDate": "2019-05-21",
"fundNav": 12.86
},
{
"id": 708,
"asOfDate": "2019-11-04",
"fundNav": 13.27
},
{
"id": 708,
"asOfDate": "2019-12-16",
"fundNav": 13.25
},
{
"id": 708,
"asOfDate": "2019-11-13",
"fundNav": 13.22
},
{
"id": 708,
"asOfDate": "2019-11-05",
"fundNav": 13.23
},
{
"id": 708,
"asOfDate": "2019-12-24",
"fundNav": 13.25
},
{
"id": 708,
"asOfDate": "2020-01-07",
"fundNav": 13.12
},
{
"id": 708,
"asOfDate": "2019-12-26",
"fundNav": 13.26
},
{
"id": 708,
"asOfDate": "2019-07-19",
"fundNav": 13.13
},
{
"id": 708,
"asOfDate": "2019-10-17",
"fundNav": 13.26
},
{
"id": 708,
"asOfDate": "2019-07-11",
"fundNav": 13.09
},
{
"id": 708,
"asOfDate": "2019-08-22",
"fundNav": 13.33
},
{
"id": 708,
"asOfDate": "2019-05-17",
"fundNav": 12.89
},
{
"id": 708,
"asOfDate": "2019-06-18",
"fundNav": 13.08
},
{
"id": 708,
"asOfDate": "2019-06-10",
"fundNav": 13.05
},
{
"id": 708,
"asOfDate": "2019-07-12",
"fundNav": 13.1
},
{
"id": 708,
"asOfDate": "2019-09-10",
"fundNav": 13.25
},
{
"id": 708,
"asOfDate": "2019-11-19",
"fundNav": 13.26
},
{
"id": 708,
"asOfDate": "2019-06-19",
"fundNav": 13.13
},
{
"id": 708,
"asOfDate": "2019-08-20",
"fundNav": 13.36
},
{
"id": 708,
"asOfDate": "2019-08-12",
"fundNav": 13.32
},
{
"id": 708,
"asOfDate": "2019-05-10",
"fundNav": 12.86
},
{
"id": 708,
"asOfDate": "2019-05-14",
"fundNav": 12.89
},
{
"id": 708,
"asOfDate": "2019-10-14",
"fundNav": 13.27
},
{
"id": 708,
"asOfDate": "2020-02-18",
"fundNav": 13.31
},
{
"id": 708,
"asOfDate": "2020-07-01",
"fundNav": 14
},
{
"id": 708,
"asOfDate": "2020-03-27",
"fundNav": 13.46
},
{
"id": 708,
"asOfDate": "2020-10-05",
"fundNav": 14.03
},
{
"id": 708,
"asOfDate": "2020-04-03",
"fundNav": 13.53
},
{
"id": 708,
"asOfDate": "2020-08-10",
"fundNav": 14.24
},
{
"id": 708,
"asOfDate": "2020-05-21",
"fundNav": 13.84
},
{
"id": 708,
"asOfDate": "2020-10-20",
"fundNav": 14.05
},
{
"id": 708,
"asOfDate": "2020-10-13",
"fundNav": 14.09
},
{
"id": 708,
"asOfDate": "2020-07-16",
"fundNav": 14.11
},
{
"id": 708,
"asOfDate": "2020-10-19",
"fundNav": 14.07
},
{
"id": 708,
"asOfDate": "2020-06-05",
"fundNav": 13.89
},
{
"id": 708,
"asOfDate": "2020-09-17",
"fundNav": 14.12
},
{
"id": 708,
"asOfDate": "2020-03-04",
"fundNav": 13.66
},
{
"id": 708,
"asOfDate": "2020-03-16",
"fundNav": 13.44
},
{
"id": 708,
"asOfDate": "2020-04-21",
"fundNav": 13.75
},
{
"id": 708,
"asOfDate": "2020-09-15",
"fundNav": 14.12
},
{
"id": 708,
"asOfDate": "2020-02-25",
"fundNav": 13.43
},
{
"id": 708,
"asOfDate": "2020-03-03",
"fundNav": 13.66
},
{
"id": 708,
"asOfDate": "2020-04-22",
"fundNav": 13.74
},
{
"id": 708,
"asOfDate": "2020-10-22",
"fundNav": 14.02
},
{
"id": 708,
"asOfDate": "2020-06-25",
"fundNav": 13.97
},
{
"id": 708,
"asOfDate": "2020-10-15",
"fundNav": 14.08
},
{
"id": 708,
"asOfDate": "2020-07-17",
"fundNav": 14.11
},
{
"id": 708,
"asOfDate": "2020-09-18",
"fundNav": 14.11
},
{
"id": 708,
"asOfDate": "2020-06-15",
"fundNav": 13.94
},
{
"id": 708,
"asOfDate": "2020-05-22",
"fundNav": 13.85
},
{
"id": 708,
"asOfDate": "2020-09-22",
"fundNav": 14.09
},
{
"id": 708,
"asOfDate": "2020-03-10",
"fundNav": 13.6
},
{
"id": 708,
"asOfDate": "2020-06-04",
"fundNav": 13.87
},
{
"id": 708,
"asOfDate": "2020-04-28",
"fundNav": 13.77
},
{
"id": 708,
"asOfDate": "2020-06-30",
"fundNav": 13.99
},
{
"id": 708,
"asOfDate": "2020-08-25",
"fundNav": 14.12
},
{
"id": 708,
"asOfDate": "2020-08-03",
"fundNav": 14.23
},
{
"id": 708,
"asOfDate": "2020-02-11",
"fundNav": 13.28
},
{
"id": 708,
"asOfDate": "2020-03-25",
"fundNav": 13.24
},
{
"id": 708,
"asOfDate": "2020-04-30",
"fundNav": 13.77
},
{
"id": 708,
"asOfDate": "2020-05-28",
"fundNav": 13.86
},
{
"id": 708,
"asOfDate": "2020-10-14",
"fundNav": 14.09
},
{
"id": 708,
"asOfDate": "2020-02-10",
"fundNav": 13.31
},
{
"id": 708,
"asOfDate": "2020-03-13",
"fundNav": 13.36
},
{
"id": 708,
"asOfDate": "2020-07-21",
"fundNav": 14.16
},
{
"id": 708,
"asOfDate": "2020-03-20",
"fundNav": 13.02
},
{
"id": 708,
"asOfDate": "2020-10-02",
"fundNav": 14.07
},
{
"id": 708,
"asOfDate": "2020-08-18",
"fundNav": 14.14
},
{
"id": 708,
"asOfDate": "2020-09-01",
"fundNav": 14.15
},
{
"id": 708,
"asOfDate": "2020-07-31",
"fundNav": 14.23
},
{
"id": 708,
"asOfDate": "2020-02-13",
"fundNav": 13.28
},
{
"id": 708,
"asOfDate": "2020-06-29",
"fundNav": 13.99
},
{
"id": 708,
"asOfDate": "2020-06-10",
"fundNav": 13.97
},
{
"id": 708,
"asOfDate": "2020-08-21",
"fundNav": 14.15
},
{
"id": 708,
"asOfDate": "2020-06-03",
"fundNav": 13.89
},
{
"id": 708,
"asOfDate": "2020-02-20",
"fundNav": 13.32
},
{
"id": 708,
"asOfDate": "2020-03-26",
"fundNav": 13.34
},
{
"id": 708,
"asOfDate": "2020-05-14",
"fundNav": 13.76
},
{
"id": 708,
"asOfDate": "2020-07-06",
"fundNav": 14.03
},
{
"id": 708,
"asOfDate": "2020-09-16",
"fundNav": 14.11
},
{
"id": 708,
"asOfDate": "2020-09-25",
"fundNav": 14.07
},
{
"id": 708,
"asOfDate": "2020-09-10",
"fundNav": 14.12
},
{
"id": 708,
"asOfDate": "2020-02-26",
"fundNav": 13.43
},
{
"id": 708,
"asOfDate": "2020-10-12",
"fundNav": 14.06
},
{
"id": 708,
"asOfDate": "2020-08-11",
"fundNav": 14.2
},
{
"id": 708,
"asOfDate": "2020-08-06",
"fundNav": 14.27
},
{
"id": 708,
"asOfDate": "2020-06-09",
"fundNav": 13.93
},
{
"id": 708,
"asOfDate": "2020-10-06",
"fundNav": 14.06
},
{
"id": 708,
"asOfDate": "2020-07-27",
"fundNav": 14.17
},
{
"id": 708,
"asOfDate": "2020-06-18",
"fundNav": 13.97
},
{
"id": 708,
"asOfDate": "2020-03-23",
"fundNav": 13.12
},
{
"id": 708,
"asOfDate": "2020-08-17",
"fundNav": 14.12
},
{
"id": 708,
"asOfDate": "2020-02-28",
"fundNav": 13.54
},
{
"id": 708,
"asOfDate": "2020-04-06",
"fundNav": 13.51
},
{
"id": 708,
"asOfDate": "2020-04-08",
"fundNav": 13.54
},
{
"id": 708,
"asOfDate": "2020-10-30",
"fundNav": 14
},
{
"id": 708,
"asOfDate": "2020-04-16",
"fundNav": 13.78
},
{
"id": 708,
"asOfDate": "2020-09-21",
"fundNav": 14.1
},
{
"id": 708,
"asOfDate": "2020-04-15",
"fundNav": 13.77
},
{
"id": 708,
"asOfDate": "2020-10-21",
"fundNav": 14.04
},
{
"id": 708,
"asOfDate": "2020-10-23",
"fundNav": 14.03
},
{
"id": 708,
"asOfDate": "2020-06-19",
"fundNav": 13.98
},
{
"id": 708,
"asOfDate": "2020-06-08",
"fundNav": 13.91
},
{
"id": 708,
"asOfDate": "2020-04-20",
"fundNav": 13.75
},
{
"id": 708,
"asOfDate": "2020-03-24",
"fundNav": 13.15
},
{
"id": 708,
"asOfDate": "2020-09-23",
"fundNav": 14.09
},
{
"id": 708,
"asOfDate": "2020-05-06",
"fundNav": 13.73
},
{
"id": 708,
"asOfDate": "2020-10-08",
"fundNav": 14.06
},
{
"id": 708,
"asOfDate": "2020-10-28",
"fundNav": 14.06
},
{
"id": 708,
"asOfDate": "2020-02-14",
"fundNav": 13.29
},
{
"id": 708,
"asOfDate": "2020-03-05",
"fundNav": 13.72
},
{
"id": 708,
"asOfDate": "2020-08-20",
"fundNav": 14.13
},
{
"id": 708,
"asOfDate": "2020-02-19",
"fundNav": 13.3
},
{
"id": 708,
"asOfDate": "2020-03-19",
"fundNav": 12.87
},
{
"id": 708,
"asOfDate": "2020-05-07",
"fundNav": 13.77
},
{
"id": 708,
"asOfDate": "2020-02-21",
"fundNav": 13.35
},
{
"id": 708,
"asOfDate": "2020-04-13",
"fundNav": 13.7
},
{
"id": 708,
"asOfDate": "2020-09-09",
"fundNav": 14.11
},
{
"id": 708,
"asOfDate": "2020-03-06",
"fundNav": 13.79
},
{
"id": 708,
"asOfDate": "2020-10-07",
"fundNav": 14.04
},
{
"id": 708,
"asOfDate": "2020-09-11",
"fundNav": 14.13
},
{
"id": 708,
"asOfDate": "2020-06-11",
"fundNav": 13.96
},
{
"id": 708,
"asOfDate": "2020-07-29",
"fundNav": 14.2
},
{
"id": 708,
"asOfDate": "2020-04-09",
"fundNav": 13.68
},
{
"id": 708,
"asOfDate": "2020-07-10",
"fundNav": 14.07
},
{
"id": 708,
"asOfDate": "2020-09-04",
"fundNav": 14.11
},
{
"id": 708,
"asOfDate": "2020-09-24",
"fundNav": 14.08
},
{
"id": 708,
"asOfDate": "2020-05-11",
"fundNav": 13.71
},
{
"id": 708,
"asOfDate": "2020-05-26",
"fundNav": 13.85
},
{
"id": 708,
"asOfDate": "2020-04-02",
"fundNav": 13.52
},
{
"id": 708,
"asOfDate": "2020-07-22",
"fundNav": 14.17
},
{
"id": 708,
"asOfDate": "2020-04-17",
"fundNav": 13.77
},
{
"id": 708,
"asOfDate": "2020-08-26",
"fundNav": 14.11
},
{
"id": 708,
"asOfDate": "2020-07-02",
"fundNav": 14.03
},
{
"id": 708,
"asOfDate": "2020-06-23",
"fundNav": 13.97
},
{
"id": 708,
"asOfDate": "2020-03-12",
"fundNav": 13.44
},
{
"id": 708,
"asOfDate": "2020-06-26",
"fundNav": 14
},
{
"id": 708,
"asOfDate": "2020-05-01",
"fundNav": 13.77
},
{
"id": 708,
"asOfDate": "2020-06-01",
"fundNav": 13.89
},
{
"id": 708,
"asOfDate": "2020-05-15",
"fundNav": 13.76
},
{
"id": 708,
"asOfDate": "2020-06-12",
"fundNav": 13.94
},
{
"id": 708,
"asOfDate": "2020-09-02",
"fundNav": 14.18
},
{
"id": 708,
"asOfDate": "2020-10-09",
"fundNav": 14.05
},
{
"id": 708,
"asOfDate": "2020-04-24",
"fundNav": 13.77
},
{
"id": 708,
"asOfDate": "2020-08-05",
"fundNav": 14.25
},
{
"id": 708,
"asOfDate": "2020-08-27",
"fundNav": 14.07
},
{
"id": 708,
"asOfDate": "2020-04-23",
"fundNav": 13.77
},
{
"id": 708,
"asOfDate": "2020-07-08",
"fundNav": 14.05
},
{
"id": 708,
"asOfDate": "2020-07-30",
"fundNav": 14.22
},
{
"id": 708,
"asOfDate": "2020-06-17",
"fundNav": 13.96
},
{
"id": 708,
"asOfDate": "2020-04-29",
"fundNav": 13.78
},
{
"id": 708,
"asOfDate": "2020-08-13",
"fundNav": 14.14
},
{
"id": 708,
"asOfDate": "2020-09-28",
"fundNav": 14.08
},
{
"id": 708,
"asOfDate": "2020-06-02",
"fundNav": 13.9
},
{
"id": 708,
"asOfDate": "2020-04-01",
"fundNav": 13.51
},
{
"id": 708,
"asOfDate": "2020-05-08",
"fundNav": 13.74
},
{
"id": 708,
"asOfDate": "2020-08-24",
"fundNav": 14.14
},
{
"id": 708,
"asOfDate": "2020-05-20",
"fundNav": 13.82
},
{
"id": 708,
"asOfDate": "2020-07-13",
"fundNav": 14.08
},
{
"id": 708,
"asOfDate": "2020-03-02",
"fundNav": 13.54
},
{
"id": 708,
"asOfDate": "2020-03-31",
"fundNav": 13.51
},
{
"id": 708,
"asOfDate": "2020-06-16",
"fundNav": 13.96
},
{
"id": 708,
"asOfDate": "2020-03-11",
"fundNav": 13.54
},
{
"id": 708,
"asOfDate": "2020-08-31",
"fundNav": 14.11
},
{
"id": 708,
"asOfDate": "2020-08-07",
"fundNav": 14.26
},
{
"id": 708,
"asOfDate": "2020-07-07",
"fundNav": 14.06
},
{
"id": 708,
"asOfDate": "2020-06-22",
"fundNav": 13.98
},
{
"id": 708,
"asOfDate": "2020-07-14",
"fundNav": 14.08
},
{
"id": 708,
"asOfDate": "2020-11-02",
"fundNav": 14.03
},
{
"id": 708,
"asOfDate": "2020-05-04",
"fundNav": 13.76
},
{
"id": 708,
"asOfDate": "2020-10-26",
"fundNav": 14.06
},
{
"id": 708,
"asOfDate": "2020-05-13",
"fundNav": 13.75
},
{
"id": 708,
"asOfDate": "2020-07-15",
"fundNav": 14.09
},
{
"id": 708,
"asOfDate": "2020-07-24",
"fundNav": 14.18
},
{
"id": 708,
"asOfDate": "2020-08-04",
"fundNav": 14.26
},
{
"id": 708,
"asOfDate": "2020-03-30",
"fundNav": 13.48
},
{
"id": 708,
"asOfDate": "2020-09-29",
"fundNav": 14.09
},
{
"id": 708,
"asOfDate": "2020-05-18",
"fundNav": 13.74
},
{
"id": 708,
"asOfDate": "2020-11-05",
"fundNav": 14.13
},
{
"id": 708,
"asOfDate": "2020-02-12",
"fundNav": 13.27
},
{
"id": 708,
"asOfDate": "2020-09-14",
"fundNav": 14.13
},
{
"id": 708,
"asOfDate": "2020-04-07",
"fundNav": 13.53
},
{
"id": 708,
"asOfDate": "2020-05-19",
"fundNav": 13.78
},
{
"id": 708,
"asOfDate": "2020-08-12",
"fundNav": 14.18
},
{
"id": 708,
"asOfDate": "2020-11-06",
"fundNav": 14.1
},
{
"id": 708,
"asOfDate": "2020-09-03",
"fundNav": 14.18
},
{
"id": 708,
"asOfDate": "2020-06-24",
"fundNav": 13.97
},
{
"id": 708,
"asOfDate": "2020-08-19",
"fundNav": 14.12
},
{
"id": 708,
"asOfDate": "2020-03-18",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2020-07-20",
"fundNav": 14.13
},
{
"id": 708,
"asOfDate": "2020-04-27",
"fundNav": 13.73
},
{
"id": 708,
"asOfDate": "2020-09-08",
"fundNav": 14.12
},
{
"id": 708,
"asOfDate": "2020-09-30",
"fundNav": 14.07
},
{
"id": 708,
"asOfDate": "2020-10-01",
"fundNav": 14.08
},
{
"id": 708,
"asOfDate": "2020-10-29",
"fundNav": 14.03
},
{
"id": 708,
"asOfDate": "2020-10-27",
"fundNav": 14.08
},
{
"id": 708,
"asOfDate": "2020-07-28",
"fundNav": 14.19
},
{
"id": 708,
"asOfDate": "2020-05-05",
"fundNav": 13.76
},
{
"id": 708,
"asOfDate": "2020-05-27",
"fundNav": 13.86
},
{
"id": 708,
"asOfDate": "2020-11-04",
"fundNav": 14.1
},
{
"id": 708,
"asOfDate": "2020-02-27",
"fundNav": 13.45
},
{
"id": 708,
"asOfDate": "2020-08-14",
"fundNav": 14.12
},
{
"id": 708,
"asOfDate": "2020-05-12",
"fundNav": 13.74
},
{
"id": 708,
"asOfDate": "2020-07-09",
"fundNav": 14.09
},
{
"id": 708,
"asOfDate": "2020-08-28",
"fundNav": 14.08
},
{
"id": 708,
"asOfDate": "2020-04-14",
"fundNav": 13.74
},
{
"id": 708,
"asOfDate": "2020-02-07",
"fundNav": 13.29
},
{
"id": 708,
"asOfDate": "2020-03-17",
"fundNav": 13.19
},
{
"id": 708,
"asOfDate": "2020-10-16",
"fundNav": 14.08
},
{
"id": 708,
"asOfDate": "2020-05-29",
"fundNav": 13.88
},
{
"id": 708,
"asOfDate": "2020-03-09",
"fundNav": 13.77
},
{
"id": 708,
"asOfDate": "2020-07-23",
"fundNav": 14.19
},
{
"id": 708,
"asOfDate": "2020-02-24",
"fundNav": 13.4
},
{
"id": 708,
"asOfDate": "2020-11-03",
"fundNav": 14.02
},
{
"id": 708,
"asOfDate": "2021-03-03",
"fundNav": 13.45
},
{
"id": 708,
"asOfDate": "2021-07-09",
"fundNav": 13.55
},
{
"id": 708,
"asOfDate": "2021-07-06",
"fundNav": 13.55
},
{
"id": 708,
"asOfDate": "2021-03-18",
"fundNav": 13.31
},
{
"id": 708,
"asOfDate": "2020-12-17",
"fundNav": 14.19
},
{
"id": 708,
"asOfDate": "2020-11-13",
"fundNav": 14.09
},
{
"id": 708,
"asOfDate": "2021-06-03",
"fundNav": 13.43
},
{
"id": 708,
"asOfDate": "2020-12-07",
"fundNav": 14.16
},
{
"id": 708,
"asOfDate": "2021-04-06",
"fundNav": 13.4
},
{
"id": 708,
"asOfDate": "2021-07-02",
"fundNav": 13.51
},
{
"id": 708,
"asOfDate": "2021-04-08",
"fundNav": 13.42
},
{
"id": 708,
"asOfDate": "2021-05-27",
"fundNav": 13.44
},
{
"id": 708,
"asOfDate": "2020-11-19",
"fundNav": 14.15
},
{
"id": 708,
"asOfDate": "2021-03-15",
"fundNav": 13.36
},
{
"id": 708,
"asOfDate": "2021-07-07",
"fundNav": 13.58
},
{
"id": 708,
"asOfDate": "2021-01-12",
"fundNav": 13.66
},
{
"id": 708,
"asOfDate": "2021-07-15",
"fundNav": 13.58
},
{
"id": 708,
"asOfDate": "2021-02-05",
"fundNav": 13.66
},
{
"id": 708,
"asOfDate": "2020-11-17",
"fundNav": 14.12
},
{
"id": 708,
"asOfDate": "2021-02-18",
"fundNav": 13.6
},
{
"id": 708,
"asOfDate": "2021-05-19",
"fundNav": 13.38
},
{
"id": 708,
"asOfDate": "2020-12-02",
"fundNav": 14.15
},
{
"id": 708,
"asOfDate": "2021-07-14",
"fundNav": 13.55
},
{
"id": 708,
"asOfDate": "2021-01-29",
"fundNav": 13.7
},
{
"id": 708,
"asOfDate": "2021-03-30",
"fundNav": 13.35
},
{
"id": 708,
"asOfDate": "2021-07-08",
"fundNav": 13.59
},
{
"id": 708,
"asOfDate": "2021-07-12",
"fundNav": 13.54
},
{
"id": 708,
"asOfDate": "2021-07-16",
"fundNav": 13.57
},
{
"id": 708,
"asOfDate": "2021-01-07",
"fundNav": 13.69
},
{
"id": 708,
"asOfDate": "2021-03-09",
"fundNav": 13.39
},
{
"id": 708,
"asOfDate": "2021-03-11",
"fundNav": 13.41
},
{
"id": 708,
"asOfDate": "2021-05-04",
"fundNav": 13.45
},
{
"id": 708,
"asOfDate": "2021-07-01",
"fundNav": 13.49
},
{
"id": 708,
"asOfDate": "2021-06-30",
"fundNav": 13.49
},
{
"id": 708,
"asOfDate": "2020-11-10",
"fundNav": 14.05
},
{
"id": 708,
"asOfDate": "2021-07-13",
"fundNav": 13.52
},
{
"id": 708,
"asOfDate": "2020-12-03",
"fundNav": 14.18
},
{
"id": 708,
"asOfDate": "2021-03-16",
"fundNav": 13.35
},
{
"id": 708,
"asOfDate": "2021-05-24",
"fundNav": 13.43
},
{
"id": 708,
"asOfDate": "2020-12-11",
"fundNav": 14.19
},
{
"id": 708,
"asOfDate": "2021-02-23",
"fundNav": 13.52
},
{
"id": 708,
"asOfDate": "2021-02-03",
"fundNav": 13.67
},
{
"id": 708,
"asOfDate": "2021-04-16",
"fundNav": 13.44
},
{
"id": 708,
"asOfDate": "2021-03-26",
"fundNav": 13.35
},
{
"id": 708,
"asOfDate": "2021-01-15",
"fundNav": 13.7
},
{
"id": 708,
"asOfDate": "2020-11-20",
"fundNav": 14.17
},
{
"id": 708,
"asOfDate": "2021-04-15",
"fundNav": 13.46
},
{
"id": 708,
"asOfDate": "2021-03-04",
"fundNav": 13.42
},
{
"id": 708,
"asOfDate": "2020-12-08",
"fundNav": 14.17
},
{
"id": 708,
"asOfDate": "2020-11-16",
"fundNav": 14.09
},
{
"id": 708,
"asOfDate": "2021-05-20",
"fundNav": 13.41
},
{
"id": 708,
"asOfDate": "2021-02-10",
"fundNav": 13.69
},
{
"id": 708,
"asOfDate": "2021-01-25",
"fundNav": 13.72
},
{
"id": 708,
"asOfDate": "2021-01-04",
"fundNav": 13.79
},
{
"id": 708,
"asOfDate": "2021-02-12",
"fundNav": 13.64
},
{
"id": 708,
"asOfDate": "2021-06-11",
"fundNav": 13.52
},
{
"id": 708,
"asOfDate": "2021-02-11",
"fundNav": 13.67
},
{
"id": 708,
"asOfDate": "2021-02-24",
"fundNav": 13.5
},
{
"id": 708,
"asOfDate": "2021-02-19",
"fundNav": 13.56
},
{
"id": 708,
"asOfDate": "2020-11-27",
"fundNav": 14.17
},
{
"id": 708,
"asOfDate": "2021-03-05",
"fundNav": 13.4
},
{
"id": 708,
"asOfDate": "2021-05-10",
"fundNav": 13.45
},
{
"id": 708,
"asOfDate": "2020-12-21",
"fundNav": 14.18
},
{
"id": 708,
"asOfDate": "2021-04-22",
"fundNav": 13.46
},
{
"id": 708,
"asOfDate": "2021-01-26",
"fundNav": 13.72
},
{
"id": 708,
"asOfDate": "2021-01-27",
"fundNav": 13.72
},
{
"id": 708,
"asOfDate": "2020-12-23",
"fundNav": 14.18
},
{
"id": 708,
"asOfDate": "2021-01-08",
"fundNav": 13.68
},
{
"id": 708,
"asOfDate": "2021-01-20",
"fundNav": 13.72
},
{
"id": 708,
"asOfDate": "2020-12-31",
"fundNav": 13.79
},
{
"id": 708,
"asOfDate": "2020-12-16",
"fundNav": 14.19
},
{
"id": 708,
"asOfDate": "2021-03-12",
"fundNav": 13.35
},
{
"id": 708,
"asOfDate": "2021-01-22",
"fundNav": 13.7
},
{
"id": 708,
"asOfDate": "2021-06-29",
"fundNav": 13.51
},
{
"id": 708,
"asOfDate": "2021-02-22",
"fundNav": 13.53
},
{
"id": 708,
"asOfDate": "2021-05-05",
"fundNav": 13.46
},
{
"id": 708,
"asOfDate": "2020-12-29",
"fundNav": 14.21
},
{
"id": 708,
"asOfDate": "2020-11-11",
"fundNav": 14.06
},
{
"id": 708,
"asOfDate": "2020-12-30",
"fundNav": 14.22
},
{
"id": 708,
"asOfDate": "2021-05-25",
"fundNav": 13.46
},
{
"id": 708,
"asOfDate": "2021-04-26",
"fundNav": 13.44
},
{
"id": 708,
"asOfDate": "2021-06-02",
"fundNav": 13.45
},
{
"id": 708,
"asOfDate": "2021-05-17",
"fundNav": 13.41
},
{
"id": 708,
"asOfDate": "2021-02-09",
"fundNav": 13.67
},
{
"id": 708,
"asOfDate": "2021-06-07",
"fundNav": 13.46
},
{
"id": 708,
"asOfDate": "2020-11-25",
"fundNav": 14.14
},
{
"id": 708,
"asOfDate": "2021-03-22",
"fundNav": 13.35
},
{
"id": 708,
"asOfDate": "2021-05-14",
"fundNav": 13.41
},
{
"id": 708,
"asOfDate": "2021-01-21",
"fundNav": 13.7
},
{
"id": 708,
"asOfDate": "2021-04-23",
"fundNav": 13.45
},
{
"id": 708,
"asOfDate": "2021-03-17",
"fundNav": 13.34
},
{
"id": 708,
"asOfDate": "2021-06-10",
"fundNav": 13.53
},
{
"id": 708,
"asOfDate": "2020-12-01",
"fundNav": 14.16
},
{
"id": 708,
"asOfDate": "2021-06-23",
"fundNav": 13.49
},
{
"id": 708,
"asOfDate": "2021-05-28",
"fundNav": 13.45
},
{
"id": 708,
"asOfDate": "2021-01-14",
"fundNav": 13.68
},
{
"id": 708,
"asOfDate": "2021-04-28",
"fundNav": 13.42
},
{
"id": 708,
"asOfDate": "2021-04-12",
"fundNav": 13.4
},
{
"id": 708,
"asOfDate": "2021-01-11",
"fundNav": 13.66
},
{
"id": 708,
"asOfDate": "2021-02-16",
"fundNav": 13.59
},
{
"id": 708,
"asOfDate": "2021-05-26",
"fundNav": 13.46
},
{
"id": 708,
"asOfDate": "2021-04-07",
"fundNav": 13.39
},
{
"id": 708,
"asOfDate": "2020-12-15",
"fundNav": 14.19
},
{
"id": 708,
"asOfDate": "2021-06-24",
"fundNav": 13.49
},
{
"id": 708,
"asOfDate": "2021-01-05",
"fundNav": 13.76
},
{
"id": 708,
"asOfDate": "2021-06-14",
"fundNav": 13.5
},
{
"id": 708,
"asOfDate": "2021-02-04",
"fundNav": 13.67
},
{
"id": 708,
"asOfDate": "2021-06-21",
"fundNav": 13.49
},
{
"id": 708,
"asOfDate": "2021-03-23",
"fundNav": 13.38
},
{
"id": 708,
"asOfDate": "2020-12-28",
"fundNav": 14.2
},
{
"id": 708,
"asOfDate": "2020-11-30",
"fundNav": 14.19
},
{
"id": 708,
"asOfDate": "2021-05-03",
"fundNav": 13.44
},
{
"id": 708,
"asOfDate": "2020-12-22",
"fundNav": 14.2
},
{
"id": 708,
"asOfDate": "2021-02-17",
"fundNav": 13.6
},
{
"id": 708,
"asOfDate": "2021-04-09",
"fundNav": 13.4
},
{
"id": 708,
"asOfDate": "2021-04-20",
"fundNav": 13.44
},
{
"id": 708,
"asOfDate": "2021-06-08",
"fundNav": 13.48
},
{
"id": 708,
"asOfDate": "2021-03-29",
"fundNav": 13.34
},
{
"id": 708,
"asOfDate": "2021-06-18",
"fundNav": 13.53
},
{
"id": 708,
"asOfDate": "2020-11-23",
"fundNav": 14.16
},
{
"id": 708,
"asOfDate": "2021-01-19",
"fundNav": 13.71
},
{
"id": 708,
"asOfDate": "2021-01-28",
"fundNav": 13.71
},
{
"id": 708,
"asOfDate": "2021-03-24",
"fundNav": 13.39
},
{
"id": 708,
"asOfDate": "2021-04-30",
"fundNav": 13.43
},
{
"id": 708,
"asOfDate": "2021-06-28",
"fundNav": 13.5
},
{
"id": 708,
"asOfDate": "2021-06-22",
"fundNav": 13.5
},
{
"id": 708,
"asOfDate": "2020-11-12",
"fundNav": 14.09
},
{
"id": 708,
"asOfDate": "2021-05-07",
"fundNav": 13.47
},
{
"id": 708,
"asOfDate": "2020-12-09",
"fundNav": 14.15
},
{
"id": 708,
"asOfDate": "2021-04-14",
"fundNav": 13.41
},
{
"id": 708,
"asOfDate": "2021-05-06",
"fundNav": 13.46
},
{
"id": 708,
"asOfDate": "2021-05-12",
"fundNav": 13.38
},
{
"id": 708,
"asOfDate": "2020-11-09",
"fundNav": 14.07
},
{
"id": 708,
"asOfDate": "2021-03-25",
"fundNav": 13.37
},
{
"id": 708,
"asOfDate": "2020-11-24",
"fundNav": 14.15
},
{
"id": 708,
"asOfDate": "2021-02-25",
"fundNav": 13.4
},
{
"id": 708,
"asOfDate": "2021-02-01",
"fundNav": 13.7
},
{
"id": 708,
"asOfDate": "2021-04-01",
"fundNav": 13.38
},
{
"id": 708,
"asOfDate": "2021-03-01",
"fundNav": 13.48
},
{
"id": 708,
"asOfDate": "2021-05-18",
"fundNav": 13.41
},
{
"id": 708,
"asOfDate": "2021-01-13",
"fundNav": 13.69
},
{
"id": 708,
"asOfDate": "2021-06-15",
"fundNav": 13.49
},
{
"id": 708,
"asOfDate": "2020-12-18",
"fundNav": 14.18
},
{
"id": 708,
"asOfDate": "2020-12-10",
"fundNav": 14.18
},
{
"id": 708,
"asOfDate": "2021-06-04",
"fundNav": 13.47
},
{
"id": 708,
"asOfDate": "2021-06-25",
"fundNav": 13.47
},
{
"id": 708,
"asOfDate": "2021-06-01",
"fundNav": 13.44
},
{
"id": 708,
"asOfDate": "2020-11-18",
"fundNav": 14.13
},
{
"id": 708,
"asOfDate": "2020-12-14",
"fundNav": 14.19
},
{
"id": 708,
"asOfDate": "2021-04-05",
"fundNav": 13.37
},
{
"id": 708,
"asOfDate": "2021-02-08",
"fundNav": 13.67
},
{
"id": 708,
"asOfDate": "2021-03-31",
"fundNav": 13.34
},
{
"id": 708,
"asOfDate": "2021-01-06",
"fundNav": 13.71
},
{
"id": 708,
"asOfDate": "2021-02-26",
"fundNav": 13.5
},
{
"id": 708,
"asOfDate": "2021-03-19",
"fundNav": 13.31
},
{
"id": 708,
"asOfDate": "2021-05-21",
"fundNav": 13.42
},
{
"id": 708,
"asOfDate": "2021-04-21",
"fundNav": 13.45
},
{
"id": 708,
"asOfDate": "2021-05-11",
"fundNav": 13.42
},
{
"id": 708,
"asOfDate": "2021-04-19",
"fundNav": 13.43
},
{
"id": 708,
"asOfDate": "2021-03-10",
"fundNav": 13.41
},
{
"id": 708,
"asOfDate": "2021-04-29",
"fundNav": 13.42
},
{
"id": 708,
"asOfDate": "2021-05-13",
"fundNav": 13.39
},
{
"id": 708,
"asOfDate": "2021-06-09",
"fundNav": 13.51
},
{
"id": 708,
"asOfDate": "2021-06-17",
"fundNav": 13.5
},
{
"id": 708,
"asOfDate": "2020-12-24",
"fundNav": 14.19
},
{
"id": 708,
"asOfDate": "2021-04-27",
"fundNav": 13.41
},
{
"id": 708,
"asOfDate": "2020-12-04",
"fundNav": 14.14
},
{
"id": 708,
"asOfDate": "2021-03-02",
"fundNav": 13.49
},
{
"id": 708,
"asOfDate": "2021-04-13",
"fundNav": 13.42
},
{
"id": 708,
"asOfDate": "2021-06-16",
"fundNav": 13.46
},
{
"id": 708,
"asOfDate": "2021-02-02",
"fundNav": 13.69
},
{
"id": 708,
"asOfDate": "2021-03-08",
"fundNav": 13.36
},
{
"id": 708,
"asOfDate": "2021-12-02",
"fundNav": 13.48
},
{
"id": 708,
"asOfDate": "2021-08-03",
"fundNav": 13.65
},
{
"id": 708,
"asOfDate": "2021-10-20",
"fundNav": 13.4
},
{
"id": 708,
"asOfDate": "2021-10-25",
"fundNav": 13.41
},
{
"id": 708,
"asOfDate": "2021-09-14",
"fundNav": 13.63
},
{
"id": 708,
"asOfDate": "2021-10-06",
"fundNav": 13.46
},
{
"id": 708,
"asOfDate": "2021-08-23",
"fundNav": 13.59
},
{
"id": 708,
"asOfDate": "2021-08-16",
"fundNav": 13.58
},
{
"id": 708,
"asOfDate": "2021-07-21",
"fundNav": 13.57
},
{
"id": 708,
"asOfDate": "2021-12-23",
"fundNav": 13.42
},
{
"id": 708,
"asOfDate": "2021-12-15",
"fundNav": 13.44
},
{
"id": 708,
"asOfDate": "2021-10-18",
"fundNav": 13.44
},
{
"id": 708,
"asOfDate": "2021-10-26",
"fundNav": 13.43
},
{
"id": 708,
"asOfDate": "2021-12-27",
"fundNav": 13.44
},
{
"id": 708,
"asOfDate": "2021-07-27",
"fundNav": 13.61
},
{
"id": 708,
"asOfDate": "2021-09-07",
"fundNav": 13.55
},
{
"id": 708,
"asOfDate": "2021-10-19",
"fundNav": 13.41
},
{
"id": 708,
"asOfDate": "2021-11-23",
"fundNav": 13.36
},
{
"id": 708,
"asOfDate": "2021-12-22",
"fundNav": 13.45
},
{
"id": 708,
"asOfDate": "2021-09-02",
"fundNav": 13.6
},
{
"id": 708,
"asOfDate": "2021-08-20",
"fundNav": 13.58
},
{
"id": 708,
"asOfDate": "2021-11-10",
"fundNav": 13.49
},
{
"id": 708,
"asOfDate": "2021-11-26",
"fundNav": 13.46
},
{
"id": 708,
"asOfDate": "2021-09-17",
"fundNav": 13.58
},
{
"id": 708,
"asOfDate": "2021-10-15",
"fundNav": 13.45
},
{
"id": 708,
"asOfDate": "2021-11-03",
"fundNav": 13.45
},
{
"id": 708,
"asOfDate": "2021-11-15",
"fundNav": 13.42
},
{
"id": 708,
"asOfDate": "2021-09-03",
"fundNav": 13.58
},
{
"id": 708,
"asOfDate": "2021-08-04",
"fundNav": 13.65
},
{
"id": 708,
"asOfDate": "2021-09-15",
"fundNav": 13.62
},
{
"id": 708,
"asOfDate": "2021-07-30",
"fundNav": 13.62
},
{
"id": 708,
"asOfDate": "2021-10-28",
"fundNav": 13.47
},
{
"id": 708,
"asOfDate": "2021-08-09",
"fundNav": 13.54
},
{
"id": 708,
"asOfDate": "2021-11-02",
"fundNav": 13.47
},
{
"id": 708,
"asOfDate": "2021-09-29",
"fundNav": 13.47
},
{
"id": 708,
"asOfDate": "2021-08-26",
"fundNav": 13.55
},
{
"id": 708,
"asOfDate": "2021-09-24",
"fundNav": 13.52
},
{
"id": 708,
"asOfDate": "2021-08-24",
"fundNav": 13.57
},
{
"id": 708,
"asOfDate": "2021-12-07",
"fundNav": 13.48
},
{
"id": 708,
"asOfDate": "2021-11-17",
"fundNav": 13.44
},
{
"id": 708,
"asOfDate": "2021-08-12",
"fundNav": 13.52
},
{
"id": 708,
"asOfDate": "2021-08-19",
"fundNav": 13.58
},
{
"id": 708,
"asOfDate": "2021-11-24",
"fundNav": 13.38
},
{
"id": 708,
"asOfDate": "2021-11-09",
"fundNav": 13.57
},
{
"id": 708,
"asOfDate": "2021-08-17",
"fundNav": 13.57
},
{
"id": 708,
"asOfDate": "2021-08-31",
"fundNav": 13.58
},
{
"id": 708,
"asOfDate": "2021-07-19",
"fundNav": 13.62
},
{
"id": 708,
"asOfDate": "2022-01-12",
"fundNav": 13.21
},
{
"id": 708,
"asOfDate": "2021-08-05",
"fundNav": 13.62
},
{
"id": 708,
"asOfDate": "2022-01-11",
"fundNav": 13.22
},
{
"id": 708,
"asOfDate": "2021-09-28",
"fundNav": 13.46
},
{
"id": 708,
"asOfDate": "2021-12-09",
"fundNav": 13.44
},
{
"id": 708,
"asOfDate": "2022-01-05",
"fundNav": 13.25
},
{
"id": 708,
"asOfDate": "2021-07-22",
"fundNav": 13.6
},
{
"id": 708,
"asOfDate": "2021-11-29",
"fundNav": 13.45
},
{
"id": 708,
"asOfDate": "2021-09-22",
"fundNav": 13.61
},
{
"id": 708,
"asOfDate": "2021-08-11",
"fundNav": 13.53
},
{
"id": 708,
"asOfDate": "2021-10-14",
"fundNav": 13.47
},
{
"id": 708,
"asOfDate": "2021-12-20",
"fundNav": 13.45
},
{
"id": 708,
"asOfDate": "2021-09-10",
"fundNav": 13.58
},
{
"id": 708,
"asOfDate": "2021-11-19",
"fundNav": 13.47
},
{
"id": 708,
"asOfDate": "2021-09-21",
"fundNav": 13.6
},
{
"id": 708,
"asOfDate": "2022-01-13",
"fundNav": 13.23
},
{
"id": 708,
"asOfDate": "2021-08-02",
"fundNav": 13.65
},
{
"id": 708,
"asOfDate": "2021-10-01",
"fundNav": 13.5
},
{
"id": 708,
"asOfDate": "2021-12-16",
"fundNav": 13.46
},
{
"id": 708,
"asOfDate": "2022-01-19",
"fundNav": 13.11
},
{
"id": 708,
"asOfDate": "2021-10-08",
"fundNav": 13.4
},
{
"id": 708,
"asOfDate": "2021-10-12",
"fundNav": 13.43
},
{
"id": 708,
"asOfDate": "2022-01-18",
"fundNav": 13.08
},
{
"id": 708,
"asOfDate": "2021-08-30",
"fundNav": 13.6
},
{
"id": 708,
"asOfDate": "2021-11-16",
"fundNav": 13.41
},
{
"id": 708,
"asOfDate": "2021-10-04",
"fundNav": 13.49
},
{
"id": 708,
"asOfDate": "2021-09-27",
"fundNav": 13.51
},
{
"id": 708,
"asOfDate": "2022-01-07",
"fundNav": 13.2
},
{
"id": 708,
"asOfDate": "2021-08-25",
"fundNav": 13.55
},
{
"id": 708,
"asOfDate": "2021-12-14",
"fundNav": 13.46
},
{
"id": 708,
"asOfDate": "2021-09-23",
"fundNav": 13.55
},
{
"id": 708,
"asOfDate": "2021-11-22",
"fundNav": 13.41
},
{
"id": 708,
"asOfDate": "2022-01-14",
"fundNav": 13.16
},
{
"id": 708,
"asOfDate": "2021-07-26",
"fundNav": 13.59
},
{
"id": 708,
"asOfDate": "2021-11-04",
"fundNav": 13.49
},
{
"id": 708,
"asOfDate": "2021-12-17",
"fundNav": 13.47
},
{
"id": 708,
"asOfDate": "2022-01-20",
"fundNav": 13.12
},
{
"id": 708,
"asOfDate": "2021-11-18",
"fundNav": 13.45
},
{
"id": 708,
"asOfDate": "2021-07-20",
"fundNav": 13.6
},
{
"id": 708,
"asOfDate": "2022-01-10",
"fundNav": 13.19
},
{
"id": 708,
"asOfDate": "2021-11-11",
"fundNav": 13.47
},
{
"id": 708,
"asOfDate": "2021-10-07",
"fundNav": 13.43
},
{
"id": 708,
"asOfDate": "2021-08-06",
"fundNav": 13.57
},
{
"id": 708,
"asOfDate": "2021-08-27",
"fundNav": 13.58
},
{
"id": 708,
"asOfDate": "2021-10-29",
"fundNav": 13.47
},
{
"id": 708,
"asOfDate": "2021-11-30",
"fundNav": 13.48
},
{
"id": 708,
"asOfDate": "2021-12-30",
"fundNav": 13.43
},
{
"id": 708,
"asOfDate": "2021-10-13",
"fundNav": 13.45
},
{
"id": 708,
"asOfDate": "2021-09-30",
"fundNav": 13.46
},
{
"id": 708,
"asOfDate": "2022-01-03",
"fundNav": 13.3
},
{
"id": 708,
"asOfDate": "2021-10-11",
"fundNav": 13.39
},
{
"id": 708,
"asOfDate": "2021-09-08",
"fundNav": 13.57
},
{
"id": 708,
"asOfDate": "2021-12-21",
"fundNav": 13.43
},
{
"id": 708,
"asOfDate": "2021-10-27",
"fundNav": 13.49
},
{
"id": 708,
"asOfDate": "2021-10-05",
"fundNav": 13.46
},
{
"id": 708,
"asOfDate": "2021-12-28",
"fundNav": 13.44
},
{
"id": 708,
"asOfDate": "2021-12-03",
"fundNav": 13.54
},
{
"id": 708,
"asOfDate": "2022-01-06",
"fundNav": 13.23
},
{
"id": 708,
"asOfDate": "2021-10-21",
"fundNav": 13.38
},
{
"id": 708,
"asOfDate": "2021-08-13",
"fundNav": 13.57
},
{
"id": 708,
"asOfDate": "2022-01-04",
"fundNav": 13.28
},
{
"id": 708,
"asOfDate": "2021-09-16",
"fundNav": 13.6
},
{
"id": 708,
"asOfDate": "2021-11-01",
"fundNav": 13.45
},
{
"id": 708,
"asOfDate": "2021-08-18",
"fundNav": 13.57
},
{
"id": 708,
"asOfDate": "2021-07-28",
"fundNav": 13.62
},
{
"id": 708,
"asOfDate": "2021-12-13",
"fundNav": 13.48
},
{
"id": 708,
"asOfDate": "2021-07-29",
"fundNav": 13.61
},
{
"id": 708,
"asOfDate": "2021-11-05",
"fundNav": 13.55
},
{
"id": 708,
"asOfDate": "2021-11-12",
"fundNav": 13.46
},
{
"id": 708,
"asOfDate": "2021-10-22",
"fundNav": 13.4
},
{
"id": 708,
"asOfDate": "2021-09-20",
"fundNav": 13.6
},
{
"id": 708,
"asOfDate": "2021-12-29",
"fundNav": 13.4
},
{
"id": 708,
"asOfDate": "2021-09-09",
"fundNav": 13.6
},
{
"id": 708,
"asOfDate": "2021-12-06",
"fundNav": 13.5
},
{
"id": 708,
"asOfDate": "2021-12-10",
"fundNav": 13.44
},
{
"id": 708,
"asOfDate": "2021-09-13",
"fundNav": 13.6
},
{
"id": 708,
"asOfDate": "2021-12-31",
"fundNav": 13.39
},
{
"id": 708,
"asOfDate": "2021-08-10",
"fundNav": 13.53
},
{
"id": 708,
"asOfDate": "2021-09-01",
"fundNav": 13.59
},
{
"id": 708,
"asOfDate": "2021-07-23",
"fundNav": 13.59
},
{
"id": 708,
"asOfDate": "2021-11-08",
"fundNav": 13.53
},
{
"id": 708,
"asOfDate": "2021-12-01",
"fundNav": 13.5
},
{
"id": 708,
"asOfDate": "2021-12-08",
"fundNav": 13.44
},
{
"id": 708,
"asOfDate": "2022-02-16",
"fundNav": 12.85
},
{
"id": 708,
"asOfDate": "2022-07-29",
"fundNav": 12.14
},
{
"id": 708,
"asOfDate": "2022-05-19",
"fundNav": 12.05
},
{
"id": 708,
"asOfDate": "2022-04-07",
"fundNav": 12.41
},
{
"id": 708,
"asOfDate": "2022-06-10",
"fundNav": 11.92
},
{
"id": 708,
"asOfDate": "2022-04-29",
"fundNav": 12.12
},
{
"id": 708,
"asOfDate": "2022-06-27",
"fundNav": 11.8
},
{
"id": 708,
"asOfDate": "2022-03-17",
"fundNav": 12.66
},
{
"id": 708,
"asOfDate": "2022-05-02",
"fundNav": 12.04
},
{
"id": 708,
"asOfDate": "2022-05-17",
"fundNav": 11.99
},
{
"id": 708,
"asOfDate": "2022-07-12",
"fundNav": 11.88
},
{
"id": 708,
"asOfDate": "2022-07-19",
"fundNav": 11.86
},
{
"id": 708,
"asOfDate": "2022-03-16",
"fundNav": 12.64
},
{
"id": 708,
"asOfDate": "2022-05-03",
"fundNav": 12.06
},
{
"id": 708,
"asOfDate": "2022-05-13",
"fundNav": 12.04
},
{
"id": 708,
"asOfDate": "2022-05-20",
"fundNav": 12.09
},
{
"id": 708,
"asOfDate": "2022-02-23",
"fundNav": 12.85
},
{
"id": 708,
"asOfDate": "2022-07-08",
"fundNav": 11.82
},
{
"id": 708,
"asOfDate": "2022-02-02",
"fundNav": 13.11
},
{
"id": 708,
"asOfDate": "2022-05-10",
"fundNav": 12.02
},
{
"id": 708,
"asOfDate": "2022-05-12",
"fundNav": 12.08
},
{
"id": 708,
"asOfDate": "2022-07-05",
"fundNav": 11.96
},
{
"id": 708,
"asOfDate": "2022-05-23",
"fundNav": 12.04
},
{
"id": 708,
"asOfDate": "2022-03-04",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2022-05-16",
"fundNav": 12.06
},
{
"id": 708,
"asOfDate": "2022-07-13",
"fundNav": 11.9
},
{
"id": 708,
"asOfDate": "2022-05-09",
"fundNav": 11.99
},
{
"id": 708,
"asOfDate": "2022-04-25",
"fundNav": 12.19
},
{
"id": 708,
"asOfDate": "2022-06-24",
"fundNav": 11.84
},
{
"id": 708,
"asOfDate": "2022-02-14",
"fundNav": 12.87
},
{
"id": 708,
"asOfDate": "2022-06-15",
"fundNav": 11.76
},
{
"id": 708,
"asOfDate": "2022-07-15",
"fundNav": 11.9
},
{
"id": 708,
"asOfDate": "2022-05-31",
"fundNav": 12.14
},
{
"id": 708,
"asOfDate": "2022-02-28",
"fundNav": 12.95
},
{
"id": 708,
"asOfDate": "2022-06-09",
"fundNav": 12.01
},
{
"id": 708,
"asOfDate": "2022-03-21",
"fundNav": 12.6
},
{
"id": 708,
"asOfDate": "2022-03-31",
"fundNav": 12.6
},
{
"id": 708,
"asOfDate": "2022-04-26",
"fundNav": 12.23
},
{
"id": 708,
"asOfDate": "2022-01-31",
"fundNav": 13.1
},
{
"id": 708,
"asOfDate": "2022-01-28",
"fundNav": 13.1
},
{
"id": 708,
"asOfDate": "2022-07-22",
"fundNav": 12.04
},
{
"id": 708,
"asOfDate": "2022-07-20",
"fundNav": 11.86
},
{
"id": 708,
"asOfDate": "2022-03-28",
"fundNav": 12.51
},
{
"id": 708,
"asOfDate": "2022-05-05",
"fundNav": 12.02
},
{
"id": 708,
"asOfDate": "2022-04-21",
"fundNav": 12.17
},
{
"id": 708,
"asOfDate": "2022-04-19",
"fundNav": 12.16
},
{
"id": 708,
"asOfDate": "2022-02-09",
"fundNav": 12.96
},
{
"id": 708,
"asOfDate": "2022-02-07",
"fundNav": 12.98
},
{
"id": 708,
"asOfDate": "2022-02-22",
"fundNav": 12.89
},
{
"id": 708,
"asOfDate": "2022-05-24",
"fundNav": 12.12
},
{
"id": 708,
"asOfDate": "2022-06-29",
"fundNav": 11.84
},
{
"id": 708,
"asOfDate": "2022-07-26",
"fundNav": 12
},
{
"id": 708,
"asOfDate": "2022-04-22",
"fundNav": 12.14
},
{
"id": 708,
"asOfDate": "2022-06-06",
"fundNav": 12.02
},
{
"id": 708,
"asOfDate": "2022-02-17",
"fundNav": 12.88
},
{
"id": 708,
"asOfDate": "2022-01-27",
"fundNav": 13.1
},
{
"id": 708,
"asOfDate": "2022-07-27",
"fundNav": 12.04
},
{
"id": 708,
"asOfDate": "2022-03-09",
"fundNav": 12.8
},
{
"id": 708,
"asOfDate": "2022-02-08",
"fundNav": 12.95
},
{
"id": 708,
"asOfDate": "2022-06-21",
"fundNav": 11.74
},
{
"id": 708,
"asOfDate": "2022-06-16",
"fundNav": 11.77
},
{
"id": 708,
"asOfDate": "2022-02-18",
"fundNav": 12.9
},
{
"id": 708,
"asOfDate": "2022-03-11",
"fundNav": 12.74
},
{
"id": 708,
"asOfDate": "2022-04-27",
"fundNav": 12.19
},
{
"id": 708,
"asOfDate": "2022-02-25",
"fundNav": 12.86
},
{
"id": 708,
"asOfDate": "2022-07-07",
"fundNav": 11.86
},
{
"id": 708,
"asOfDate": "2022-03-18",
"fundNav": 12.7
},
{
"id": 708,
"asOfDate": "2022-06-02",
"fundNav": 12.11
},
{
"id": 708,
"asOfDate": "2022-07-18",
"fundNav": 11.89
},
{
"id": 708,
"asOfDate": "2022-06-13",
"fundNav": 11.73
},
{
"id": 708,
"asOfDate": "2022-04-11",
"fundNav": 12.29
},
{
"id": 708,
"asOfDate": "2022-03-14",
"fundNav": 12.63
},
{
"id": 708,
"asOfDate": "2022-06-28",
"fundNav": 11.79
},
{
"id": 708,
"asOfDate": "2022-01-24",
"fundNav": 13.14
},
{
"id": 708,
"asOfDate": "2022-04-01",
"fundNav": 12.57
},
{
"id": 708,
"asOfDate": "2022-02-01",
"fundNav": 13.09
},
{
"id": 708,
"asOfDate": "2022-04-08",
"fundNav": 12.35
},
{
"id": 708,
"asOfDate": "2022-04-12",
"fundNav": 12.32
},
{
"id": 708,
"asOfDate": "2022-03-15",
"fundNav": 12.62
},
{
"id": 708,
"asOfDate": "2022-03-02",
"fundNav": 12.88
},
{
"id": 708,
"asOfDate": "2022-02-04",
"fundNav": 12.98
},
{
"id": 708,
"asOfDate": "2022-03-08",
"fundNav": 12.84
},
{
"id": 708,
"asOfDate": "2022-05-18",
"fundNav": 12.03
},
{
"id": 708,
"asOfDate": "2022-06-22",
"fundNav": 11.82
},
{
"id": 708,
"asOfDate": "2022-07-11",
"fundNav": 11.88
},
{
"id": 708,
"asOfDate": "2022-05-27",
"fundNav": 12.2
},
{
"id": 708,
"asOfDate": "2022-05-25",
"fundNav": 12.16
},
{
"id": 708,
"asOfDate": "2022-04-18",
"fundNav": 12.22
},
{
"id": 708,
"asOfDate": "2022-01-21",
"fundNav": 13.15
},
{
"id": 708,
"asOfDate": "2022-07-25",
"fundNav": 12.01
},
{
"id": 708,
"asOfDate": "2022-01-25",
"fundNav": 13.12
},
{
"id": 708,
"asOfDate": "2022-06-01",
"fundNav": 12.1
},
{
"id": 708,
"asOfDate": "2022-06-08",
"fundNav": 12.02
},
{
"id": 708,
"asOfDate": "2022-03-22",
"fundNav": 12.55
},
{
"id": 708,
"asOfDate": "2022-06-23",
"fundNav": 11.86
},
{
"id": 708,
"asOfDate": "2022-01-26",
"fundNav": 13.06
},
{
"id": 708,
"asOfDate": "2022-07-14",
"fundNav": 11.86
},
{
"id": 708,
"asOfDate": "2022-03-24",
"fundNav": 12.58
},
{
"id": 708,
"asOfDate": "2022-02-03",
"fundNav": 13.06
},
{
"id": 708,
"asOfDate": "2022-03-30",
"fundNav": 12.6
},
{
"id": 708,
"asOfDate": "2022-05-04",
"fundNav": 12.11
},
{
"id": 708,
"asOfDate": "2022-03-25",
"fundNav": 12.5
},
{
"id": 708,
"asOfDate": "2022-06-14",
"fundNav": 11.66
},
{
"id": 708,
"asOfDate": "2022-06-03",
"fundNav": 12.09
},
{
"id": 708,
"asOfDate": "2022-06-07",
"fundNav": 12.05
},
{
"id": 708,
"asOfDate": "2022-03-07",
"fundNav": 12.91
},
{
"id": 708,
"asOfDate": "2022-02-24",
"fundNav": 12.84
},
{
"id": 708,
"asOfDate": "2022-04-06",
"fundNav": 12.43
},
{
"id": 708,
"asOfDate": "2022-03-29",
"fundNav": 12.57
},
{
"id": 708,
"asOfDate": "2022-07-01",
"fundNav": 11.94
},
{
"id": 708,
"asOfDate": "2022-02-10",
"fundNav": 12.87
},
{
"id": 708,
"asOfDate": "2022-05-06",
"fundNav": 11.96
},
{
"id": 708,
"asOfDate": "2022-03-23",
"fundNav": 12.62
},
{
"id": 708,
"asOfDate": "2022-03-03",
"fundNav": 12.9
},
{
"id": 708,
"asOfDate": "2022-06-17",
"fundNav": 11.78
},
{
"id": 708,
"asOfDate": "2022-04-05",
"fundNav": 12.47
},
{
"id": 708,
"asOfDate": "2022-06-30",
"fundNav": 11.86
},
{
"id": 708,
"asOfDate": "2022-04-20",
"fundNav": 12.22
},
{
"id": 708,
"asOfDate": "2022-05-11",
"fundNav": 12.07
},
{
"id": 708,
"asOfDate": "2022-04-14",
"fundNav": 12.25
},
{
"id": 708,
"asOfDate": "2022-07-21",
"fundNav": 11.95
},
{
"id": 708,
"asOfDate": "2022-04-28",
"fundNav": 12.18
},
{
"id": 708,
"asOfDate": "2022-04-04",
"fundNav": 12.57
},
{
"id": 708,
"asOfDate": "2022-03-10",
"fundNav": 12.74
},
{
"id": 708,
"asOfDate": "2022-07-06",
"fundNav": 11.89
},
{
"id": 708,
"asOfDate": "2022-02-15",
"fundNav": 12.84
},
{
"id": 708,
"asOfDate": "2022-05-26",
"fundNav": 12.19
},
{
"id": 708,
"asOfDate": "2022-04-13",
"fundNav": 12.33
},
{
"id": 708,
"asOfDate": "2022-03-01",
"fundNav": 13.02
},
{
"id": 708,
"asOfDate": "2022-07-28",
"fundNav": 12.11
},
{
"id": 708,
"asOfDate": "2022-02-11",
"fundNav": 12.93
},
{
"id": 708,
"asOfDate": "2022-08-31",
"fundNav": 11.78
},
{
"id": 708,
"asOfDate": "2022-09-30",
"fundNav": 11.23
},
{
"id": 708,
"asOfDate": "2022-10-31",
"fundNav": 11.09
},
{
"id": 708,
"asOfDate": "2022-11-30",
"fundNav": 11.47
},
{
"id": 708,
"asOfDate": "2022-12-30",
"fundNav": 11.38
},
{
"id": 708,
"asOfDate": "2023-01-31",
"fundNav": 11.71
},
{
"id": 708,
"asOfDate": "2023-02-28",
"fundNav": 11.36
},
{
"id": 708,
"asOfDate": "2023-03-31",
"fundNav": 11.61
},
{
"id": 708,
"asOfDate": "2023-04-28",
"fundNav": 11.63
},
{
"id": 708,
"asOfDate": "2023-05-31",
"fundNav": 11.45
},
{
"id": 708,
"asOfDate": "2023-06-30",
"fundNav": 11.34
},
{
"id": 708,
"asOfDate": "2023-07-31",
"fundNav": 11.3
},
{
"id": 708,
"asOfDate": "2023-08-31",
"fundNav": 11.19
},
{
"id": 708,
"asOfDate": "2023-09-21",
"fundNav": 10.94
},
{
"id": 708,
"asOfDate": "2023-09-22",
"fundNav": 10.98
},
{
"id": 708,
"asOfDate": "2023-09-25",
"fundNav": 10.91
},
{
"id": 708,
"asOfDate": "2023-09-26",
"fundNav": 10.9
},
{
"id": 708,
"asOfDate": "2023-09-27",
"fundNav": 10.85
},
{
"id": 708,
"asOfDate": "2023-09-28",
"fundNav": 10.88
},
{
"id": 708,
"asOfDate": "2023-09-29",
"fundNav": 10.88
},
{
"id": 708,
"asOfDate": "2023-10-02",
"fundNav": 10.8
},
{
"id": 708,
"asOfDate": "2023-10-03",
"fundNav": 10.71
},
{
"id": 708,
"asOfDate": "2023-10-04",
"fundNav": 10.78
},
{
"id": 708,
"asOfDate": "2023-10-05",
"fundNav": 10.79
},
{
"id": 708,
"asOfDate": "2023-10-06",
"fundNav": 10.74
},
{
"id": 708,
"asOfDate": "2023-10-09",
"fundNav": 10.84
},
{
"id": 708,
"asOfDate": "2023-10-10",
"fundNav": 10.84
},
{
"id": 708,
"asOfDate": "2023-10-11",
"fundNav": 10.88
},
{
"id": 708,
"asOfDate": "2023-10-12",
"fundNav": 10.79
},
{
"id": 708,
"asOfDate": "2023-10-13",
"fundNav": 10.83
},
{
"id": 708,
"asOfDate": "2023-10-16",
"fundNav": 10.78
},
{
"id": 708,
"asOfDate": "2023-10-17",
"fundNav": 10.69
},
{
"id": 708,
"asOfDate": "2023-10-18",
"fundNav": 10.65
},
{
"id": 708,
"asOfDate": "2023-10-19",
"fundNav": 10.61
},
{
"id": 708,
"asOfDate": "2023-10-20",
"fundNav": 10.64
},
{
"id": 708,
"asOfDate": "2023-10-23",
"fundNav": 10.68
},
{
"id": 708,
"asOfDate": "2023-10-24",
"fundNav": 10.71
},
{
"id": 708,
"asOfDate": "2023-10-25",
"fundNav": 10.63
},
{
"id": 708,
"asOfDate": "2023-10-26",
"fundNav": 10.7
},
{
"id": 708,
"asOfDate": "2023-10-27",
"fundNav": 10.71
},
{
"id": 708,
"asOfDate": "2023-10-30",
"fundNav": 10.69
},
{
"id": 708,
"asOfDate": "2023-10-31",
"fundNav": 10.68
},
{
"id": 708,
"asOfDate": "2023-11-01",
"fundNav": 10.78
},
{
"id": 708,
"asOfDate": "2023-11-02",
"fundNav": 10.84
},
{
"id": 708,
"asOfDate": "2023-11-03",
"fundNav": 10.93
},
{
"id": 708,
"asOfDate": "2023-11-06",
"fundNav": 10.86
},
{
"id": 708,
"asOfDate": "2023-11-07",
"fundNav": 10.91
},
{
"id": 708,
"asOfDate": "2023-11-08",
"fundNav": 10.94
},
{
"id": 708,
"asOfDate": "2023-11-09",
"fundNav": 10.85
},
{
"id": 708,
"asOfDate": "2023-11-10",
"fundNav": 10.86
},
{
"id": 708,
"asOfDate": "2023-11-13",
"fundNav": 10.87
},
{
"id": 708,
"asOfDate": "2023-11-14",
"fundNav": 11.01
},
{
"id": 708,
"asOfDate": "2023-11-15",
"fundNav": 10.94
},
{
"id": 708,
"asOfDate": "2023-11-16",
"fundNav": 11
},
{
"id": 708,
"asOfDate": "2023-11-17",
"fundNav": 11.01
},
{
"id": 708,
"asOfDate": "2023-11-20",
"fundNav": 11.03
},
{
"id": 708,
"asOfDate": "2023-11-21",
"fundNav": 11.04
},
{
"id": 708,
"asOfDate": "2023-11-22",
"fundNav": 11.04
},
{
"id": 708,
"asOfDate": "2023-11-24",
"fundNav": 10.99
},
{
"id": 708,
"asOfDate": "2023-11-27",
"fundNav": 11.06
},
{
"id": 708,
"asOfDate": "2023-11-28",
"fundNav": 11.11
},
{
"id": 708,
"asOfDate": "2023-11-29",
"fundNav": 11.17
},
{
"id": 708,
"asOfDate": "2023-11-30",
"fundNav": 11.12
},
{
"id": 708,
"asOfDate": "2023-12-01",
"fundNav": 11.22
},
{
"id": 708,
"asOfDate": "2023-12-04",
"fundNav": 11.18
},
{
"id": 708,
"asOfDate": "2023-12-05",
"fundNav": 11.24
},
{
"id": 708,
"asOfDate": "2023-12-06",
"fundNav": 11.27
},
{
"id": 708,
"asOfDate": "2023-12-07",
"fundNav": 11.26
},
{
"id": 708,
"asOfDate": "2023-12-08",
"fundNav": 11.21
},
{
"id": 708,
"asOfDate": "2023-12-11",
"fundNav": 11.2
},
{
"id": 708,
"asOfDate": "2023-12-12",
"fundNav": 11.22
},
{
"id": 708,
"asOfDate": "2023-12-13",
"fundNav": 11.37
},
{
"id": 708,
"asOfDate": "2023-12-14",
"fundNav": 11.46
},
{
"id": 708,
"asOfDate": "2023-12-15",
"fundNav": 11.44
},
{
"id": 708,
"asOfDate": "2023-12-18",
"fundNav": 11.42
},
{
"id": 708,
"asOfDate": "2023-12-19",
"fundNav": 11.44
},
{
"id": 708,
"asOfDate": "2023-12-20",
"fundNav": 11.47
},
{
"id": 708,
"asOfDate": "2023-12-21",
"fundNav": 11.46
},
{
"id": 708,
"asOfDate": "2023-12-22",
"fundNav": 11.46
},
{
"id": 708,
"asOfDate": "2023-12-26",
"fundNav": 11.47
},
{
"id": 708,
"asOfDate": "2023-12-27",
"fundNav": 11.54
},
{
"id": 708,
"asOfDate": "2023-12-28",
"fundNav": 11.5
},
{
"id": 708,
"asOfDate": "2023-12-29",
"fundNav": 11.49
},
{
"id": 708,
"asOfDate": "2024-01-02",
"fundNav": 11.43
},
{
"id": 708,
"asOfDate": "2024-01-03",
"fundNav": 11.44
},
{
"id": 708,
"asOfDate": "2024-01-04",
"fundNav": 11.38
},
{
"id": 708,
"asOfDate": "2024-01-05",
"fundNav": 11.36
},
{
"id": 708,
"asOfDate": "2024-01-08",
"fundNav": 11.4
},
{
"id": 708,
"asOfDate": "2024-01-09",
"fundNav": 11.39
},
{
"id": 708,
"asOfDate": "2024-01-10",
"fundNav": 11.38
},
{
"id": 708,
"asOfDate": "2024-01-11",
"fundNav": 11.44
},
{
"id": 708,
"asOfDate": "2024-01-12",
"fundNav": 11.47
},
{
"id": 708,
"asOfDate": "2024-01-16",
"fundNav": 11.39
},
{
"id": 708,
"asOfDate": "2024-01-17",
"fundNav": 11.34
},
{
"id": 708,
"asOfDate": "2024-01-18",
"fundNav": 11.33
},
{
"id": 708,
"asOfDate": "2024-01-19",
"fundNav": 11.32
},
{
"id": 708,
"asOfDate": "2024-01-22",
"fundNav": 11.35
},
{
"id": 708,
"asOfDate": "2024-01-23",
"fundNav": 11.32
},
{
"id": 708,
"asOfDate": "2024-01-24",
"fundNav": 11.3
},
{
"id": 708,
"asOfDate": "2024-01-25",
"fundNav": 11.34
},
{
"id": 708,
"asOfDate": "2024-01-26",
"fundNav": 11.33
},
{
"id": 708,
"asOfDate": "2024-01-29",
"fundNav": 11.37
},
{
"id": 708,
"asOfDate": "2024-01-30",
"fundNav": 11.38
},
{
"id": 708,
"asOfDate": "2024-01-31",
"fundNav": 11.44
},
{
"id": 708,
"asOfDate": "2024-02-01",
"fundNav": 11.49
},
{
"id": 708,
"asOfDate": "2024-02-02",
"fundNav": 11.38
},
{
"id": 708,
"asOfDate": "2024-02-05",
"fundNav": 11.29
},
{
"id": 708,
"asOfDate": "2024-02-06",
"fundNav": 11.35
},
{
"id": 708,
"asOfDate": "2024-02-07",
"fundNav": 11.33
},
{
"id": 708,
"asOfDate": "2024-02-08",
"fundNav": 11.29
},
{
"id": 708,
"asOfDate": "2024-02-09",
"fundNav": 11.28
},
{
"id": 708,
"asOfDate": "2024-02-12",
"fundNav": 11.29
},
{
"id": 708,
"asOfDate": "2024-02-13",
"fundNav": 11.17
},
{
"id": 708,
"asOfDate": "2024-02-14",
"fundNav": 11.22
},
{
"id": 708,
"asOfDate": "2024-02-15",
"fundNav": 11.25
},
{
"id": 708,
"asOfDate": "2024-02-16",
"fundNav": 11.2
},
{
"id": 708,
"asOfDate": "2024-02-20",
"fundNav": 11.22
},
{
"id": 708,
"asOfDate": "2024-02-21",
"fundNav": 11.19
},
{
"id": 708,
"asOfDate": "2024-02-22",
"fundNav": 11.18
},
{
"id": 708,
"asOfDate": "2024-02-23",
"fundNav": 11.23
},
{
"id": 708,
"asOfDate": "2024-02-26",
"fundNav": 11.2
},
{
"id": 708,
"asOfDate": "2024-02-27",
"fundNav": 11.18
},
{
"id": 708,
"asOfDate": "2024-02-28",
"fundNav": 11.21
},
{
"id": 708,
"asOfDate": "2024-02-29",
"fundNav": 11.22
},
{
"id": 708,
"asOfDate": "2024-03-01",
"fundNav": 11.27
},
{
"id": 708,
"asOfDate": "2024-03-04",
"fundNav": 11.24
},
{
"id": 708,
"asOfDate": "2024-03-05",
"fundNav": 11.3
},
{
"id": 708,
"asOfDate": "2024-03-06",
"fundNav": 11.32
},
{
"id": 708,
"asOfDate": "2024-03-07",
"fundNav": 11.34
},
{
"id": 708,
"asOfDate": "2024-03-08",
"fundNav": 11.35
},
{
"id": 708,
"asOfDate": "2024-03-11",
"fundNav": 11.34
},
{
"id": 708,
"asOfDate": "2024-03-12",
"fundNav": 11.3
},
{
"id": 708,
"asOfDate": "2024-03-13",
"fundNav": 11.29
},
{
"id": 708,
"asOfDate": "2024-03-14",
"fundNav": 11.21
},
{
"id": 708,
"asOfDate": "2024-03-15",
"fundNav": 11.2
},
{
"id": 708,
"asOfDate": "2024-03-18",
"fundNav": 11.19
},
{
"id": 708,
"asOfDate": "2024-03-19",
"fundNav": 11.21
},
{
"id": 708,
"asOfDate": "2024-03-20",
"fundNav": 11.24
},
{
"id": 708,
"asOfDate": "2024-03-21",
"fundNav": 11.24
},
{
"id": 708,
"asOfDate": "2024-03-22",
"fundNav": 11.28
},
{
"id": 708,
"asOfDate": "2024-03-25",
"fundNav": 11.26
},
{
"id": 708,
"asOfDate": "2024-03-26",
"fundNav": 11.27
},
{
"id": 708,
"asOfDate": "2024-03-27",
"fundNav": 11.29
},
{
"id": 708,
"asOfDate": "2024-03-28",
"fundNav": 11.28
},
{
"id": 708,
"asOfDate": "2024-04-01",
"fundNav": 11.2
},
{
"id": 708,
"asOfDate": "2024-04-02",
"fundNav": 11.19
},
{
"id": 708,
"asOfDate": "2024-04-03",
"fundNav": 11.2
},
{
"id": 708,
"asOfDate": "2024-04-04",
"fundNav": 11.23
},
{
"id": 708,
"asOfDate": "2024-04-05",
"fundNav": 11.17
},
{
"id": 708,
"asOfDate": "2024-04-08",
"fundNav": 11.15
},
{
"id": 708,
"asOfDate": "2024-04-09",
"fundNav": 11.19
},
{
"id": 708,
"asOfDate": "2024-04-10",
"fundNav": 11.05
},
{
"id": 708,
"asOfDate": "2024-04-11",
"fundNav": 11.04
},
{
"id": 708,
"asOfDate": "2024-04-12",
"fundNav": 11.07
},
{
"id": 708,
"asOfDate": "2024-04-15",
"fundNav": 11
},
{
"id": 708,
"asOfDate": "2024-04-16",
"fundNav": 10.97
},
{
"id": 708,
"asOfDate": "2024-04-17",
"fundNav": 11.02
},
{
"id": 708,
"asOfDate": "2024-04-18",
"fundNav": 10.98
},
{
"id": 708,
"asOfDate": "2024-04-19",
"fundNav": 10.99
},
{
"id": 708,
"asOfDate": "2024-04-22",
"fundNav": 11
},
{
"id": 708,
"asOfDate": "2024-04-23",
"fundNav": 11.02
},
{
"id": 708,
"asOfDate": "2024-04-24",
"fundNav": 10.99
},
{
"id": 708,
"asOfDate": "2024-04-25",
"fundNav": 10.95
},
{
"id": 708,
"asOfDate": "2024-04-26",
"fundNav": 10.98
},
{
"id": 708,
"asOfDate": "2024-04-29",
"fundNav": 11.01
},
{
"id": 708,
"asOfDate": "2024-04-30",
"fundNav": 10.96
},
{
"id": 708,
"asOfDate": "2024-05-01",
"fundNav": 11
},
{
"id": 708,
"asOfDate": "2024-05-02",
"fundNav": 11.04
},
{
"id": 708,
"asOfDate": "2024-05-03",
"fundNav": 11.1
},
{
"id": 708,
"asOfDate": "2024-05-06",
"fundNav": 11.1
},
{
"id": 708,
"asOfDate": "2024-05-07",
"fundNav": 11.12
},
{
"id": 708,
"asOfDate": "2024-05-08",
"fundNav": 11.1
},
{
"id": 708,
"asOfDate": "2024-05-09",
"fundNav": 11.13
},
{
"id": 708,
"asOfDate": "2024-05-10",
"fundNav": 11.1
},
{
"id": 708,
"asOfDate": "2024-05-13",
"fundNav": 11.11
},
{
"id": 708,
"asOfDate": "2024-05-14",
"fundNav": 11.13
},
{
"id": 708,
"asOfDate": "2024-05-15",
"fundNav": 11.21
},
{
"id": 708,
"asOfDate": "2024-05-16",
"fundNav": 11.18
},
{
"id": 708,
"asOfDate": "2024-05-17",
"fundNav": 11.15
},
{
"id": 708,
"asOfDate": "2024-05-20",
"fundNav": 11.14
},
{
"id": 708,
"asOfDate": "2024-05-21",
"fundNav": 11.16
},
{
"id": 708,
"asOfDate": "2024-05-22",
"fundNav": 11.14
},
{
"id": 708,
"asOfDate": "2024-05-23",
"fundNav": 11.1
},
{
"id": 708,
"asOfDate": "2024-05-24",
"fundNav": 11.11
},
{
"id": 708,
"asOfDate": "2024-05-28",
"fundNav": 11.06
},
{
"id": 708,
"asOfDate": "2024-05-29",
"fundNav": 11.02
},
{
"id": 708,
"asOfDate": "2024-05-30",
"fundNav": 11.06
},
{
"id": 708,
"asOfDate": "2024-05-31",
"fundNav": 11.09
},
{
"id": 708,
"asOfDate": "2024-06-03",
"fundNav": 11.16
},
{
"id": 708,
"asOfDate": "2024-06-04",
"fundNav": 11.2
},
{
"id": 708,
"asOfDate": "2024-06-05",
"fundNav": 11.23
},
{
"id": 708,
"asOfDate": "2024-06-06",
"fundNav": 11.23
},
{
"id": 708,
"asOfDate": "2024-06-07",
"fundNav": 11.13
},
{
"id": 708,
"asOfDate": "2024-06-10",
"fundNav": 11.11
},
{
"id": 708,
"asOfDate": "2024-06-11",
"fundNav": 11.16
},
{
"id": 708,
"asOfDate": "2024-06-12",
"fundNav": 11.21
},
{
"id": 708,
"asOfDate": "2024-06-13",
"fundNav": 11.26
},
{
"id": 708,
"asOfDate": "2024-06-14",
"fundNav": 11.27
},
{
"id": 708,
"asOfDate": "2024-06-17",
"fundNav": 11.22
},
{
"id": 708,
"asOfDate": "2024-06-18",
"fundNav": 11.26
},
{
"id": 708,
"asOfDate": "2024-06-20",
"fundNav": 11.24
},
{
"id": 708,
"asOfDate": "2024-06-21",
"fundNav": 11.24
},
{
"id": 708,
"asOfDate": "2024-06-24",
"fundNav": 11.24
},
{
"id": 708,
"asOfDate": "2024-06-25",
"fundNav": 11.24
},
{
"id": 708,
"asOfDate": "2024-06-26",
"fundNav": 11.19
},
{
"id": 708,
"asOfDate": "2024-06-27",
"fundNav": 11.21
},
{
"id": 708,
"asOfDate": "2024-06-28",
"fundNav": 11.17
},
{
"id": 708,
"asOfDate": "2024-07-01",
"fundNav": 11.1
},
{
"id": 708,
"asOfDate": "2024-07-02",
"fundNav": 11.13
},
{
"id": 708,
"asOfDate": "2024-07-03",
"fundNav": 11.18
},
{
"id": 708,
"asOfDate": "2024-07-05",
"fundNav": 11.24
},
{
"id": 708,
"asOfDate": "2024-07-08",
"fundNav": 11.24
},
{
"id": 708,
"asOfDate": "2024-07-09",
"fundNav": 11.23
},
{
"id": 708,
"asOfDate": "2024-07-10",
"fundNav": 11.24
},
{
"id": 708,
"asOfDate": "2024-07-11",
"fundNav": 11.3
},
{
"id": 708,
"asOfDate": "2024-07-12",
"fundNav": 11.32
},
{
"id": 708,
"asOfDate": "2024-07-15",
"fundNav": 11.3
},
{
"id": 708,
"asOfDate": "2024-07-16",
"fundNav": 11.33
},
{
"id": 708,
"asOfDate": "2024-07-17",
"fundNav": 11.34
},
{
"id": 708,
"asOfDate": "2024-07-18",
"fundNav": 11.31
},
{
"id": 708,
"asOfDate": "2024-07-19",
"fundNav": 11.28
},
{
"id": 708,
"asOfDate": "2024-07-22",
"fundNav": 11.27
},
{
"id": 708,
"asOfDate": "2024-07-23",
"fundNav": 11.27
},
{
"id": 708,
"asOfDate": "2024-07-24",
"fundNav": 11.25
},
{
"id": 708,
"asOfDate": "2024-07-25",
"fundNav": 11.26
},
{
"id": 708,
"asOfDate": "2024-07-26",
"fundNav": 11.3
},
{
"id": 708,
"asOfDate": "2024-07-29",
"fundNav": 11.32
},
{
"id": 708,
"asOfDate": "2024-07-30",
"fundNav": 11.33
},
{
"id": 708,
"asOfDate": "2024-07-31",
"fundNav": 11.38
},
{
"id": 708,
"asOfDate": "2024-08-01",
"fundNav": 11.44
},
{
"id": 708,
"asOfDate": "2024-08-02",
"fundNav": 11.57
},
{
"id": 708,
"asOfDate": "2024-08-05",
"fundNav": 11.55
},
{
"id": 708,
"asOfDate": "2024-08-06",
"fundNav": 11.49
},
{
"id": 708,
"asOfDate": "2024-08-07",
"fundNav": 11.46
},
{
"id": 708,
"asOfDate": "2024-08-08",
"fundNav": 11.44
},
{
"id": 708,
"asOfDate": "2024-08-09",
"fundNav": 11.46
},
{
"id": 708,
"asOfDate": "2024-08-12",
"fundNav": 11.49
},
{
"id": 708,
"asOfDate": "2024-08-13",
"fundNav": 11.52
},
{
"id": 708,
"asOfDate": "2024-08-14",
"fundNav": 11.54
},
{
"id": 708,
"asOfDate": "2024-08-15",
"fundNav": 11.49
},
{
"id": 708,
"asOfDate": "2024-08-16",
"fundNav": 11.51
},
{
"id": 708,
"asOfDate": "2024-08-19",
"fundNav": 11.52
},
{
"id": 708,
"asOfDate": "2024-08-20",
"fundNav": 11.55
},
{
"id": 708,
"asOfDate": "2024-08-21",
"fundNav": 11.58
},
{
"id": 708,
"asOfDate": "2024-08-22",
"fundNav": 11.53
},
{
"id": 708,
"asOfDate": "2024-08-23",
"fundNav": 11.58
},
{
"id": 708,
"asOfDate": "2024-08-26",
"fundNav": 11.57
},
{
"id": 708,
"asOfDate": "2024-08-27",
"fundNav": 11.57
},
{
"id": 708,
"asOfDate": "2024-08-28",
"fundNav": 11.56
},
{
"id": 708,
"asOfDate": "2024-08-29",
"fundNav": 11.54
},
{
"id": 708,
"asOfDate": "2024-08-30",
"fundNav": 11.51
},
{
"id": 708,
"asOfDate": "2024-09-03",
"fundNav": 11.56
},
{
"id": 708,
"asOfDate": "2024-09-04",
"fundNav": 11.61
},
{
"id": 708,
"asOfDate": "2024-09-05",
"fundNav": 11.63
},
{
"id": 708,
"asOfDate": "2024-09-06",
"fundNav": 11.65
},
{
"id": 708,
"asOfDate": "2024-09-09",
"fundNav": 11.66
},
{
"id": 708,
"asOfDate": "2024-09-10",
"fundNav": 11.7
},
{
"id": 708,
"asOfDate": "2024-09-11",
"fundNav": 11.69
},
{
"id": 708,
"asOfDate": "2024-09-12",
"fundNav": 11.68
},
{
"id": 708,
"asOfDate": "2024-09-13",
"fundNav": 11.7
},
{
"id": 708,
"asOfDate": "2024-09-16",
"fundNav": 11.73
},
{
"id": 708,
"asOfDate": "2024-09-17",
"fundNav": 11.71
},
{
"id": 708,
"asOfDate": "2024-09-18",
"fundNav": 11.68
},
{
"id": 708,
"asOfDate": "2024-09-19",
"fundNav": 11.68
},
{
"id": 708,
"asOfDate": "2024-09-20",
"fundNav": 11.67
},
{
"id": 708,
"asOfDate": "2024-09-23",
"fundNav": 11.67
},
{
"id": 708,
"asOfDate": "2024-09-24",
"fundNav": 11.68
},
{
"id": 708,
"asOfDate": "2024-09-25",
"fundNav": 11.64
},
{
"id": 708,
"asOfDate": "2024-09-26",
"fundNav": 11.63
},
{
"id": 708,
"asOfDate": "2024-09-27",
"fundNav": 11.66
},
{
"id": 708,
"asOfDate": "2024-09-30",
"fundNav": 11.63
},
{
"id": 708,
"asOfDate": "2024-10-01",
"fundNav": 11.66
},
{
"id": 708,
"asOfDate": "2024-10-02",
"fundNav": 11.63
},
{
"id": 708,
"asOfDate": "2024-10-03",
"fundNav": 11.59
},
{
"id": 708,
"asOfDate": "2024-10-04",
"fundNav": 11.49
},
{
"id": 708,
"asOfDate": "2024-10-07",
"fundNav": 11.45
},
{
"id": 708,
"asOfDate": "2024-10-08",
"fundNav": 11.46
},
{
"id": 708,
"asOfDate": "2024-10-09",
"fundNav": 11.43
},
{
"id": 708,
"asOfDate": "2024-10-10",
"fundNav": 11.43
},
{
"id": 708,
"asOfDate": "2024-10-11",
"fundNav": 11.44
},
{
"id": 708,
"asOfDate": "2024-10-14",
"fundNav": 11.42
},
{
"id": 708,
"asOfDate": "2024-10-15",
"fundNav": 11.46
},
{
"id": 708,
"asOfDate": "2024-10-16",
"fundNav": 11.48
},
{
"id": 708,
"asOfDate": "2024-10-17",
"fundNav": 11.42
},
{
"id": 708,
"asOfDate": "2024-10-18",
"fundNav": 11.43
},
{
"id": 708,
"asOfDate": "2024-10-21",
"fundNav": 11.36
},
{
"id": 708,
"asOfDate": "2024-10-22",
"fundNav": 11.35
},
{
"id": 708,
"asOfDate": "2024-10-23",
"fundNav": 11.32
},
{
"id": 708,
"asOfDate": "2024-10-24",
"fundNav": 11.34
},
{
"id": 708,
"asOfDate": "2024-10-25",
"fundNav": 11.31
},
{
"id": 708,
"asOfDate": "2024-10-28",
"fundNav": 11.29
},
{
"id": 708,
"asOfDate": "2024-10-29",
"fundNav": 11.3
},
{
"id": 708,
"asOfDate": "2024-10-30",
"fundNav": 11.29
},
{
"id": 708,
"asOfDate": "2024-10-31",
"fundNav": 11.28
},
{
"id": 708,
"asOfDate": "2024-11-01",
"fundNav": 11.23
},
{
"id": 708,
"asOfDate": "2024-11-04",
"fundNav": 11.27
},
{
"id": 708,
"asOfDate": "2024-11-05",
"fundNav": 11.29
},
{
"id": 708,
"asOfDate": "2024-11-06",
"fundNav": 11.21
},
{
"id": 708,
"asOfDate": "2024-11-07",
"fundNav": 11.29
},
{
"id": 708,
"asOfDate": "2024-11-08",
"fundNav": 11.3
},
{
"id": 708,
"asOfDate": "2024-11-11",
"fundNav": 11.28
},
{
"id": 708,
"asOfDate": "2024-11-12",
"fundNav": 11.22
},
{
"id": 708,
"asOfDate": "2024-11-13",
"fundNav": 11.22
},
{
"id": 708,
"asOfDate": "2024-11-14",
"fundNav": 11.21
},
{
"id": 708,
"asOfDate": "2024-11-15",
"fundNav": 11.21
},
{
"id": 708,
"asOfDate": "2024-11-18",
"fundNav": 11.21
},
{
"id": 708,
"asOfDate": "2024-11-19",
"fundNav": 11.23
},
{
"id": 708,
"asOfDate": "2024-11-20",
"fundNav": 11.22
},
{
"id": 708,
"asOfDate": "2024-11-21",
"fundNav": 11.21
},
{
"id": 708,
"asOfDate": "2024-11-22",
"fundNav": 11.21
},
{
"id": 708,
"asOfDate": "2024-11-25",
"fundNav": 11.3
},
{
"id": 708,
"asOfDate": "2024-11-26",
"fundNav": 11.29
},
{
"id": 708,
"asOfDate": "2024-11-27",
"fundNav": 11.32
},
{
"id": 708,
"asOfDate": "2024-11-29",
"fundNav": 11.35
},
{
"id": 708,
"asOfDate": "2024-12-02",
"fundNav": 11.35
},
{
"id": 708,
"asOfDate": "2024-12-03",
"fundNav": 11.33
},
{
"id": 708,
"asOfDate": "2024-12-04",
"fundNav": 11.37
},
{
"id": 708,
"asOfDate": "2024-12-05",
"fundNav": 11.37
},
{
"id": 708,
"asOfDate": "2024-12-06",
"fundNav": 11.39
},
{
"id": 708,
"asOfDate": "2024-12-09",
"fundNav": 11.36
},
{
"id": 708,
"asOfDate": "2024-12-10",
"fundNav": 11.35
},
{
"id": 708,
"asOfDate": "2024-12-11",
"fundNav": 11.33
},
{
"id": 708,
"asOfDate": "2024-12-12",
"fundNav": 11.29
},
{
"id": 708,
"asOfDate": "2024-12-13",
"fundNav": 11.24
},
{
"id": 708,
"asOfDate": "2024-12-16",
"fundNav": 11.24
},
{
"id": 708,
"asOfDate": "2024-12-17",
"fundNav": 11.24
},
{
"id": 708,
"asOfDate": "2024-12-18",
"fundNav": 11.16
},
{
"id": 708,
"asOfDate": "2024-12-19",
"fundNav": 11.13
},
{
"id": 708,
"asOfDate": "2024-12-20",
"fundNav": 11.16
},
{
"id": 708,
"asOfDate": "2024-12-23",
"fundNav": 11.12
},
{
"id": 708,
"asOfDate": "2024-12-24",
"fundNav": 11.12
},
{
"id": 708,
"asOfDate": "2024-12-26",
"fundNav": 11.13
},
{
"id": 708,
"asOfDate": "2024-12-27",
"fundNav": 11.11
},
{
"id": 708,
"asOfDate": "2024-12-30",
"fundNav": 11.15
},
{
"id": 708,
"asOfDate": "2024-12-31",
"fundNav": 11.14
},
{
"id": 708,
"asOfDate": "2025-01-02",
"fundNav": 11.14
},
{
"id": 708,
"asOfDate": "2025-01-03",
"fundNav": 11.12
},
{
"id": 708,
"asOfDate": "2025-01-06",
"fundNav": 11.12
},
{
"id": 708,
"asOfDate": "2025-01-07",
"fundNav": 11.08
},
{
"id": 708,
"asOfDate": "2025-01-08",
"fundNav": 11.08
},
{
"id": 708,
"asOfDate": "2025-01-10",
"fundNav": 11.02
},
{
"id": 708,
"asOfDate": "2025-01-13",
"fundNav": 11
},
{
"id": 708,
"asOfDate": "2025-01-14",
"fundNav": 11.01
},
{
"id": 708,
"asOfDate": "2025-01-15",
"fundNav": 11.1
},
{
"id": 708,
"asOfDate": "2025-01-16",
"fundNav": 11.13
},
{
"id": 708,
"asOfDate": "2025-01-17",
"fundNav": 11.12
},
{
"id": 708,
"asOfDate": "2025-01-21",
"fundNav": 11.14
},
{
"id": 708,
"asOfDate": "2025-01-22",
"fundNav": 11.13
},
{
"id": 708,
"asOfDate": "2025-01-23",
"fundNav": 11.1
},
{
"id": 708,
"asOfDate": "2025-01-24",
"fundNav": 11.12
},
{
"id": 708,
"asOfDate": "2025-01-27",
"fundNav": 11.18
},
{
"id": 708,
"asOfDate": "2025-01-28",
"fundNav": 11.17
},
{
"id": 708,
"asOfDate": "2025-01-29",
"fundNav": 11.16
},
{
"id": 708,
"asOfDate": "2025-01-30",
"fundNav": 11.18
},
{
"id": 708,
"asOfDate": "2025-01-31",
"fundNav": 11.16
},
{
"id": 708,
"asOfDate": "2025-02-03",
"fundNav": 11.16
},
{
"id": 708,
"asOfDate": "2025-02-04",
"fundNav": 11.18
},
{
"id": 708,
"asOfDate": "2025-02-05",
"fundNav": 11.24
},
{
"id": 708,
"asOfDate": "2025-02-06",
"fundNav": 11.23
},
{
"id": 708,
"asOfDate": "2025-02-07",
"fundNav": 11.19
},
{
"id": 708,
"asOfDate": "2025-02-10",
"fundNav": 11.19
},
{
"id": 708,
"asOfDate": "2025-02-11",
"fundNav": 11.17
},
{
"id": 708,
"asOfDate": "2025-02-12",
"fundNav": 11.11
},
{
"id": 708,
"asOfDate": "2025-02-13",
"fundNav": 11.17
},
{
"id": 708,
"asOfDate": "2025-02-14",
"fundNav": 11.21
},
{
"id": 708,
"asOfDate": "2025-02-18",
"fundNav": 11.17
},
{
"id": 708,
"asOfDate": "2025-02-19",
"fundNav": 11.18
},
{
"id": 708,
"asOfDate": "2025-02-20",
"fundNav": 11.2
},
{
"id": 708,
"asOfDate": "2025-02-21",
"fundNav": 11.24
},
{
"id": 708,
"asOfDate": "2025-02-24",
"fundNav": 11.26
},
{
"id": 708,
"asOfDate": "2025-02-25",
"fundNav": 11.32
},
{
"id": 708,
"asOfDate": "2025-02-26",
"fundNav": 11.34
},
{
"id": 708,
"asOfDate": "2025-02-27",
"fundNav": 11.33
},
{
"id": 708,
"asOfDate": "2025-02-28",
"fundNav": 11.36
},
{
"id": 708,
"asOfDate": "2025-03-03",
"fundNav": 11.39
},
{
"id": 708,
"asOfDate": "2025-03-04",
"fundNav": 11.36
},
{
"id": 708,
"asOfDate": "2025-03-05",
"fundNav": 11.32
},
{
"id": 708,
"asOfDate": "2025-03-06",
"fundNav": 11.32
},
{
"id": 708,
"asOfDate": "2025-03-07",
"fundNav": 11.3
},
{
"id": 708,
"asOfDate": "2025-03-10",
"fundNav": 11.35
},
{
"id": 708,
"asOfDate": "2025-03-11",
"fundNav": 11.31
},
{
"id": 708,
"asOfDate": "2025-03-12",
"fundNav": 11.29
},
{
"id": 708,
"asOfDate": "2025-03-13",
"fundNav": 11.31
},
{
"id": 708,
"asOfDate": "2025-03-14",
"fundNav": 11.28
},
{
"id": 708,
"asOfDate": "2025-03-17",
"fundNav": 11.29
},
{
"id": 708,
"asOfDate": "2025-03-18",
"fundNav": 11.3
},
{
"id": 708,
"asOfDate": "2025-03-19",
"fundNav": 11.33
},
{
"id": 708,
"asOfDate": "2025-03-20",
"fundNav": 11.34
},
{
"id": 708,
"asOfDate": "2025-03-21",
"fundNav": 11.33
},
{
"id": 708,
"asOfDate": "2025-03-24",
"fundNav": 11.28
},
{
"id": 708,
"asOfDate": "2025-03-25",
"fundNav": 11.29
},
{
"id": 708,
"asOfDate": "2025-03-26",
"fundNav": 11.26
},
{
"id": 708,
"asOfDate": "2025-03-27",
"fundNav": 11.25
},
{
"id": 708,
"asOfDate": "2025-03-28",
"fundNav": 11.31
},
{
"id": 708,
"asOfDate": "2025-03-31",
"fundNav": 11.33
},
{
"id": 708,
"asOfDate": "2025-04-01",
"fundNav": 11.36
},
{
"id": 708,
"asOfDate": "2025-04-02",
"fundNav": 11.35
},
{
"id": 708,
"asOfDate": "2025-04-03",
"fundNav": 11.42
},
{
"id": 708,
"asOfDate": "2025-04-04",
"fundNav": 11.43
}
],
"serviceCalled": false,
"historicalPricesMonthEnd": {
"loading": false,
"data": [
[
1,
11.16
],
[
2,
11.36
],
[
3,
11.33
],
[
4,
11.43
]
],
"currentYear": 2025,
"endYear": null
},
"historicalPricesYearEnd": {
"loading": false,
"data": [
[
2017,
12.89
],
[
2018,
12.57
],
[
2019,
13.09
],
[
2020,
13.79
],
[
2021,
13.39
],
[
2022,
11.38
],
[
2023,
11.49
],
[
2024,
11.14
]
],
"endYear": null,
"duration": "2016 - 2025",
"year": 2025
},
"countryDomicileEquityFixed": [],
"topSecurities": {
"loading": false,
"securities": [
{
"id": 3814909,
"type": "SHORT_TERM",
"name": "Capital Group Central Cash Fund",
"percentage": 6.46,
"asOfDate": "2024-12-31",
"shares": 58613395,
"marketValue": 5862511797,
"couponRate": 0,
"maturityDate": null,
"fundAbbreviation": null,
"sedol": null,
"isin": "US14020B1026",
"cusip": "14020B102",
"issuer": "212000001",
"ticker": null,
"issuerName": ""
},
{
"id": 3822767,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.375% 7/31/2026",
"percentage": 1.57,
"asOfDate": "2024-12-31",
"shares": 1418438500,
"marketValue": 1421255803,
"couponRate": 4.375,
"maturityDate": "2026-07-31",
"fundAbbreviation": null,
"sedol": "BRC1731",
"isin": "US91282CLB53",
"cusip": "91282CLB5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822715,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.625% 9/30/2030",
"percentage": 1.1,
"asOfDate": "2024-12-31",
"shares": 988319700,
"marketValue": 997951468,
"couponRate": 4.625,
"maturityDate": "2030-09-30",
"fundAbbreviation": null,
"sedol": "BMX7M83",
"isin": "US91282CHZ77",
"cusip": "91282CHZ7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3816397,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8455 6.50% 8/1/2054",
"percentage": 0.88,
"asOfDate": "2024-12-31",
"shares": 785301924,
"marketValue": 802265231,
"couponRate": 6.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWMC46",
"cusip": "3132DWMC4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3822737,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.25% 1/31/2026",
"percentage": 0.87,
"asOfDate": "2024-12-31",
"shares": 790000000,
"marketValue": 790215986,
"couponRate": 4.25,
"maturityDate": "2026-01-31",
"fundAbbreviation": null,
"sedol": "BPJM960",
"isin": "US91282CJV46",
"cusip": "91282CJV4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3816249,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8213 3.00% 5/1/2052",
"percentage": 0.69,
"asOfDate": "2024-12-31",
"shares": 731921122,
"marketValue": 622823155,
"couponRate": 3,
"maturityDate": "2052-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWDS98",
"cusip": "3132DWDS9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3822801,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.25% 11/30/2026",
"percentage": 0.67,
"asOfDate": "2024-12-31",
"shares": 609144000,
"marketValue": 609150579,
"couponRate": 4.25,
"maturityDate": "2026-11-30",
"fundAbbreviation": null,
"sedol": "BTG00T5",
"isin": "US91282CLY56",
"cusip": "91282CLY5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822541,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.25% 8/15/2054",
"percentage": 0.62,
"asOfDate": "2024-12-31",
"shares": 619761500,
"marketValue": 567130176,
"couponRate": 4.25,
"maturityDate": "2054-08-15",
"fundAbbreviation": null,
"sedol": "BR2NN95",
"isin": "US912810UC08",
"cusip": "912810UC0",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822721,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.875% 10/31/2030",
"percentage": 0.61,
"asOfDate": "2024-12-31",
"shares": 539813900,
"marketValue": 552036906,
"couponRate": 4.875,
"maturityDate": "2030-10-31",
"fundAbbreviation": null,
"sedol": "BMWPXY1",
"isin": "US91282CJG78",
"cusip": "91282CJG7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819009,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5446 6.50% 8/1/2054",
"percentage": 0.58,
"asOfDate": "2024-12-31",
"shares": 516647517,
"marketValue": 527781270,
"couponRate": 6.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418FBQ90",
"cusip": "31418FBQ9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3813753,
"type": "FIXED_INCOME",
"name": "Uniform Mortgage-Backed Security 3.50% 1/1/2055",
"percentage": 0.56,
"asOfDate": "2024-12-31",
"shares": 578567483,
"marketValue": 511785174,
"couponRate": 3.5,
"maturityDate": "2055-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US01F0326177",
"cusip": "01F032617",
"issuer": "212252537",
"ticker": null,
"issuerName": "UMBS"
},
{
"id": 3822603,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 0.375% 11/30/2025",
"percentage": 0.55,
"asOfDate": "2024-12-31",
"shares": 512200000,
"marketValue": 494673131,
"couponRate": 0.375,
"maturityDate": "2025-11-30",
"fundAbbreviation": null,
"sedol": "BLH34N9",
"isin": "US91282CAZ41",
"cusip": "91282CAZ4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822777,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.75% 8/31/2026",
"percentage": 0.55,
"asOfDate": "2024-12-31",
"shares": 502546800,
"marketValue": 498690557,
"couponRate": 3.75,
"maturityDate": "2026-08-31",
"fundAbbreviation": null,
"sedol": "BRBK5F7",
"isin": "US91282CLH24",
"cusip": "91282CLH2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822797,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.25% 11/15/2034",
"percentage": 0.55,
"asOfDate": "2024-12-31",
"shares": 510250000,
"marketValue": 497294446,
"couponRate": 4.25,
"maturityDate": "2034-11-15",
"fundAbbreviation": null,
"sedol": "BRK14Z4",
"isin": "US91282CLW90",
"cusip": "91282CLW9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819003,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5422 6.50% 7/1/2054",
"percentage": 0.54,
"asOfDate": "2024-12-31",
"shares": 477126111,
"marketValue": 487456368,
"couponRate": 6.5,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418FAY34",
"cusip": "31418FAY3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3813747,
"type": "FIXED_INCOME",
"name": "Uniform Mortgage-Backed Security 2.50% 2/1/2055",
"percentage": 0.52,
"asOfDate": "2024-12-31",
"shares": 577594263,
"marketValue": 470604167,
"couponRate": 2.5,
"maturityDate": "2055-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US01F0226260",
"cusip": "01F022626",
"issuer": "212252537",
"ticker": null,
"issuerName": "UMBS"
},
{
"id": 3822773,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.875% 8/15/2034",
"percentage": 0.5,
"asOfDate": "2024-12-31",
"shares": 480084100,
"marketValue": 454330613,
"couponRate": 3.875,
"maturityDate": "2034-08-15",
"fundAbbreviation": null,
"sedol": "BR2NN62",
"isin": "US91282CLF67",
"cusip": "91282CLF6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822635,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 0.875% 9/30/2026",
"percentage": 0.49,
"asOfDate": "2024-12-31",
"shares": 475267500,
"marketValue": 448630658,
"couponRate": 0.875,
"maturityDate": "2026-09-30",
"fundAbbreviation": null,
"sedol": "BMXJTW2",
"isin": "US91282CCZ23",
"cusip": "91282CCZ2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822759,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.50% 5/31/2029",
"percentage": 0.47,
"asOfDate": "2024-12-31",
"shares": 426104000,
"marketValue": 428305125,
"couponRate": 4.5,
"maturityDate": "2029-05-31",
"fundAbbreviation": null,
"sedol": "BS3FRV7",
"isin": "US91282CKT70",
"cusip": "91282CKT7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822787,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.50% 9/30/2026",
"percentage": 0.46,
"asOfDate": "2024-12-31",
"shares": 420000000,
"marketValue": 414821316,
"couponRate": 3.5,
"maturityDate": "2026-09-30",
"fundAbbreviation": null,
"sedol": "BT9K6H2",
"isin": "US91282CLP40",
"cusip": "91282CLP4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822775,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.75% 8/15/2027",
"percentage": 0.46,
"asOfDate": "2024-12-31",
"shares": 425000000,
"marketValue": 419670883,
"couponRate": 3.75,
"maturityDate": "2027-08-15",
"fundAbbreviation": null,
"sedol": "BR2NN84",
"isin": "US91282CLG41",
"cusip": "91282CLG4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822551,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.75% 2/28/2025",
"percentage": 0.42,
"asOfDate": "2024-12-31",
"shares": 384900800,
"marketValue": 384006214,
"couponRate": 2.75,
"maturityDate": "2025-02-28",
"fundAbbreviation": null,
"sedol": "BYZMK08",
"isin": "US9128283Z13",
"cusip": "9128283Z1",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822791,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.125% 10/31/2029",
"percentage": 0.4,
"asOfDate": "2024-12-31",
"shares": 363764200,
"marketValue": 359737730,
"couponRate": 4.125,
"maturityDate": "2029-10-31",
"fundAbbreviation": null,
"sedol": "BSZ7PN9",
"isin": "US91282CLR06",
"cusip": "91282CLR0",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822653,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.625% 5/31/2027",
"percentage": 0.37,
"asOfDate": "2024-12-31",
"shares": 350150000,
"marketValue": 337218820,
"couponRate": 2.625,
"maturityDate": "2027-05-31",
"fundAbbreviation": null,
"sedol": "BK93979",
"isin": "US91282CET45",
"cusip": "91282CET4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3815343,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. 5.50% 1/1/2055",
"percentage": 0.36,
"asOfDate": "2024-12-31",
"shares": 327172628,
"marketValue": 324518931,
"couponRate": 5.5,
"maturityDate": "2055-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US21H0526119",
"cusip": "21H052611",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3818931,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5011 6.00% 5/1/2053",
"percentage": 0.35,
"asOfDate": "2024-12-31",
"shares": 316378622,
"marketValue": 318547714,
"couponRate": 6,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ER938",
"cusip": "31418ER93",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3813741,
"type": "FIXED_INCOME",
"name": "Uniform Mortgage-Backed Security 2.00% 1/1/2055",
"percentage": 0.35,
"asOfDate": "2024-12-31",
"shares": 408414000,
"marketValue": 317829000,
"couponRate": 2,
"maturityDate": "2055-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US01F0206122",
"cusip": "01F020612",
"issuer": "212252537",
"ticker": null,
"issuerName": "UMBS"
},
{
"id": 3816373,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8448 6.50% 7/1/2054",
"percentage": 0.33,
"asOfDate": "2024-12-31",
"shares": 297064506,
"marketValue": 303345341,
"couponRate": 6.5,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWL503",
"cusip": "3132DWL50",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3820939,
"type": "FIXED_INCOME",
"name": "New Economy Assets Phase 1 Issuer, LLC, Series 2021-1, Class A1, 1.91% 10/20/2061",
"percentage": 0.33,
"asOfDate": "2024-12-31",
"shares": 323057000,
"marketValue": 298165135,
"couponRate": 1.91,
"maturityDate": "2061-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US643821AA93",
"cusip": "643821AA9",
"issuer": "212290617",
"ticker": null,
"issuerName": "New Economy Assets - Phase 1 Sponsor"
},
{
"id": 3813755,
"type": "FIXED_INCOME",
"name": "Uniform Mortgage-Backed Security 3.50% 2/1/2055",
"percentage": 0.32,
"asOfDate": "2024-12-31",
"shares": 327058481,
"marketValue": 289256081,
"couponRate": 3.5,
"maturityDate": "2055-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US01F0326250",
"cusip": "01F032625",
"issuer": "212252537",
"ticker": null,
"issuerName": "UMBS"
},
{
"id": 3822769,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.125% 7/31/2031",
"percentage": 0.32,
"asOfDate": "2024-12-31",
"shares": 300000000,
"marketValue": 294168510,
"couponRate": 4.125,
"maturityDate": "2031-07-31",
"fundAbbreviation": null,
"sedol": "BRC1719",
"isin": "US91282CLD10",
"cusip": "91282CLD1",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3816253,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8220 3.00% 6/1/2052",
"percentage": 0.29,
"asOfDate": "2024-12-31",
"shares": 306044071,
"marketValue": 260485433,
"couponRate": 3,
"maturityDate": "2052-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWDZ32",
"cusip": "3132DWDZ3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816357,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8398 7.00% 1/1/2054",
"percentage": 0.29,
"asOfDate": "2024-12-31",
"shares": 252298157,
"marketValue": 261844615,
"couponRate": 7,
"maturityDate": "2054-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWKK89",
"cusip": "3132DWKK8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3820203,
"type": "FIXED_INCOME",
"name": "State of Illinois, G.O. Bonds, Pension Funding, Series 2003, 5.10% 6/1/2033",
"percentage": 0.29,
"asOfDate": "2024-12-31",
"shares": 266781176,
"marketValue": 263189768,
"couponRate": 5.1,
"maturityDate": "2033-06-01",
"fundAbbreviation": null,
"sedol": "2177258",
"isin": "US452151LF83",
"cusip": "452151LF8",
"issuer": "212002645",
"ticker": null,
"issuerName": "State of Illinois"
},
{
"id": 3822751,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.875% 4/30/2026",
"percentage": 0.29,
"asOfDate": "2024-12-31",
"shares": 263000000,
"marketValue": 265124356,
"couponRate": 4.875,
"maturityDate": "2026-04-30",
"fundAbbreviation": null,
"sedol": "BLDCKD2",
"isin": "US91282CKK61",
"cusip": "91282CKK6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3818717,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS9508 4.50% 3/1/2054",
"percentage": 0.28,
"asOfDate": "2024-12-31",
"shares": 267622569,
"marketValue": 251984312,
"couponRate": 4.5,
"maturityDate": "2054-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XRR642",
"cusip": "3140XRR64",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3822683,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.625% 2/28/2025",
"percentage": 0.28,
"asOfDate": "2024-12-31",
"shares": 250822800,
"marketValue": 250935495,
"couponRate": 4.625,
"maturityDate": "2025-02-28",
"fundAbbreviation": null,
"sedol": "BMTY6G4",
"isin": "US91282CGN56",
"cusip": "91282CGN5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3813745,
"type": "FIXED_INCOME",
"name": "Uniform Mortgage-Backed Security 2.50% 1/1/2055",
"percentage": 0.27,
"asOfDate": "2024-12-31",
"shares": 302349618,
"marketValue": 246296720,
"couponRate": 2.5,
"maturityDate": "2055-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US01F0226187",
"cusip": "01F022618",
"issuer": "212252537",
"ticker": null,
"issuerName": "UMBS"
},
{
"id": 3822649,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.875% 4/30/2029",
"percentage": 0.27,
"asOfDate": "2024-12-31",
"shares": 259760000,
"marketValue": 244576586,
"couponRate": 2.875,
"maturityDate": "2029-04-30",
"fundAbbreviation": null,
"sedol": "BQ2GVL5",
"isin": "US91282CEM91",
"cusip": "91282CEM9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822687,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.875% 3/31/2025",
"percentage": 0.27,
"asOfDate": "2024-12-31",
"shares": 243233200,
"marketValue": 242995658,
"couponRate": 3.875,
"maturityDate": "2025-03-31",
"fundAbbreviation": null,
"sedol": "BRPT259",
"isin": "US91282CGU99",
"cusip": "91282CGU9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822811,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.375% 12/31/2029",
"percentage": 0.26,
"asOfDate": "2024-12-31",
"shares": 235068000,
"marketValue": 235003732,
"couponRate": 4.375,
"maturityDate": "2029-12-31",
"fundAbbreviation": null,
"sedol": "BS60BM8",
"isin": "US91282CMD01",
"cusip": "91282CMD0",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822807,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.00% 12/15/2027",
"percentage": 0.25,
"asOfDate": "2024-12-31",
"shares": 232056000,
"marketValue": 230306507,
"couponRate": 4,
"maturityDate": "2027-12-15",
"fundAbbreviation": null,
"sedol": "BQT5PT1",
"isin": "US91282CMB45",
"cusip": "91282CMB4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3818229,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB7339 6.00% 10/1/2053",
"percentage": 0.24,
"asOfDate": "2024-12-31",
"shares": 212147726,
"marketValue": 213594149,
"couponRate": 6,
"maturityDate": "2053-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QTEM77",
"cusip": "3140QTEM7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3822535,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.50% 2/15/2044",
"percentage": 0.24,
"asOfDate": "2024-12-31",
"shares": 223630100,
"marketValue": 213671583,
"couponRate": 4.5,
"maturityDate": "2044-02-15",
"fundAbbreviation": null,
"sedol": "BPG5RX5",
"isin": "US912810TZ12",
"cusip": "912810TZ1",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3816337,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8368 6.00% 10/1/2053",
"percentage": 0.23,
"asOfDate": "2024-12-31",
"shares": 210180417,
"marketValue": 211344186,
"couponRate": 6,
"maturityDate": "2053-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWJM64",
"cusip": "3132DWJM6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3821345,
"type": "FIXED_INCOME",
"name": "Petroleos Mexicanos 6.875% 8/4/2026",
"percentage": 0.23,
"asOfDate": "2024-12-31",
"shares": 212766000,
"marketValue": 209240467,
"couponRate": 6.875,
"maturityDate": "2026-08-04",
"fundAbbreviation": null,
"sedol": "BYWD0M6",
"isin": "US71654QCB68",
"cusip": "71654QCB6",
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3816105,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD4977 5.00% 11/1/2053",
"percentage": 0.22,
"asOfDate": "2024-12-31",
"shares": 202101789,
"marketValue": 195345122,
"couponRate": 5,
"maturityDate": "2053-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DSQ625",
"cusip": "3132DSQ62",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3813393,
"type": "FIXED_INCOME",
"name": "Greece (Hellenic Republic of) 4.25% 6/15/2033",
"percentage": 0.22,
"asOfDate": "2024-12-31",
"shares": 176100000,
"marketValue": 197317984,
"couponRate": 4.25,
"maturityDate": "2033-06-15",
"fundAbbreviation": null,
"sedol": "BL64BV0",
"isin": "GR0124039737",
"cusip": null,
"issuer": "212005615",
"ticker": null,
"issuerName": "Hellenic Republic Treasury Bill"
},
{
"id": 3822505,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.375% 2/15/2042",
"percentage": 0.22,
"asOfDate": "2024-12-31",
"shares": 283082000,
"marketValue": 201740142,
"couponRate": 2.375,
"maturityDate": "2042-02-15",
"fundAbbreviation": null,
"sedol": "BNYF3R9",
"isin": "US912810TF57",
"cusip": "912810TF5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822695,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.25% 5/31/2025",
"percentage": 0.22,
"asOfDate": "2024-12-31",
"shares": 199607400,
"marketValue": 199591811,
"couponRate": 4.25,
"maturityDate": "2025-05-31",
"fundAbbreviation": null,
"sedol": "BP489V8",
"isin": "US91282CHD65",
"cusip": "91282CHD6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822761,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.25% 6/30/2031",
"percentage": 0.22,
"asOfDate": "2024-12-31",
"shares": 200000000,
"marketValue": 197596220,
"couponRate": 4.25,
"maturityDate": "2031-06-30",
"fundAbbreviation": null,
"sedol": "BRT7680",
"isin": "US91282CKW00",
"cusip": "91282CKW0",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3818627,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS6769 5.00% 1/1/2053",
"percentage": 0.21,
"asOfDate": "2024-12-31",
"shares": 199167055,
"marketValue": 192918189,
"couponRate": 5,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XNQX51",
"cusip": "3140XNQX5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818947,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5070 4.50% 7/1/2053",
"percentage": 0.21,
"asOfDate": "2024-12-31",
"shares": 206856217,
"marketValue": 194810773,
"couponRate": 4.5,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ET421",
"cusip": "31418ET42",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3822691,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.875% 4/30/2025",
"percentage": 0.21,
"asOfDate": "2024-12-31",
"shares": 195000000,
"marketValue": 194725791,
"couponRate": 3.875,
"maturityDate": "2025-04-30",
"fundAbbreviation": null,
"sedol": "BMDLR13",
"isin": "US91282CGX39",
"cusip": "91282CGX3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822685,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.00% 2/29/2028",
"percentage": 0.21,
"asOfDate": "2024-12-31",
"shares": 193875000,
"marketValue": 192202537,
"couponRate": 4,
"maturityDate": "2028-02-29",
"fundAbbreviation": null,
"sedol": "BMTY6H5",
"isin": "US91282CGP05",
"cusip": "91282CGP0",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819647,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA8799 4.50% 4/20/2053",
"percentage": 0.2,
"asOfDate": "2024-12-31",
"shares": 194713714,
"marketValue": 184371301,
"couponRate": 4.5,
"maturityDate": "2053-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179XX434",
"cusip": "36179XX43",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822805,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.125% 11/30/2029",
"percentage": 0.2,
"asOfDate": "2024-12-31",
"shares": 181557000,
"marketValue": 179569732,
"couponRate": 4.125,
"maturityDate": "2029-11-30",
"fundAbbreviation": null,
"sedol": "BTG00V7",
"isin": "US91282CMA61",
"cusip": "91282CMA6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822527,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.75% 11/15/2053",
"percentage": 0.2,
"asOfDate": "2024-12-31",
"shares": 179804000,
"marketValue": 178166489,
"couponRate": 4.75,
"maturityDate": "2053-11-15",
"fundAbbreviation": null,
"sedol": "BRBS4M1",
"isin": "US912810TV08",
"cusip": "912810TV0",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3818545,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS5313 3.50% 1/1/2050",
"percentage": 0.19,
"asOfDate": "2024-12-31",
"shares": 189384812,
"marketValue": 170045972,
"couponRate": 3.5,
"maturityDate": "2050-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XL3X46",
"cusip": "3140XL3X4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818959,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5107 5.50% 8/1/2053",
"percentage": 0.19,
"asOfDate": "2024-12-31",
"shares": 178020603,
"marketValue": 175870826,
"couponRate": 5.5,
"maturityDate": "2053-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EU999",
"cusip": "31418EU99",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3822145,
"type": "FIXED_INCOME",
"name": "Teva Pharmaceutical Finance Netherlands III BV 6.75% 3/1/2028",
"percentage": 0.19,
"asOfDate": "2024-12-31",
"shares": 168379000,
"marketValue": 172070710,
"couponRate": 6.75,
"maturityDate": "2028-03-01",
"fundAbbreviation": null,
"sedol": "BF5MKP0",
"isin": "US88167AAK79",
"cusip": "88167AAK7",
"issuer": "54005566",
"ticker": null,
"issuerName": "Teva Pharmaceutical"
},
{
"id": 3822781,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.625% 8/31/2029",
"percentage": 0.19,
"asOfDate": "2024-12-31",
"shares": 180000000,
"marketValue": 174362544,
"couponRate": 3.625,
"maturityDate": "2029-08-31",
"fundAbbreviation": null,
"sedol": "BRBKHZ1",
"isin": "US91282CLK52",
"cusip": "91282CLK5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3815543,
"type": "FIXED_INCOME",
"name": "Deutsche Bank AG 2.552% 1/7/2028 (USD-SOFR + 1.318% on 1/7/2027)",
"percentage": 0.18,
"asOfDate": "2024-12-31",
"shares": 168642000,
"marketValue": 160441445,
"couponRate": 2.552,
"maturityDate": "2028-01-07",
"fundAbbreviation": null,
"sedol": "BNKBDQ0",
"isin": "US25160PAH01",
"cusip": "25160PAH0",
"issuer": "92077048",
"ticker": null,
"issuerName": "Deutsche Bank"
},
{
"id": 3816395,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8454 6.00% 8/1/2054",
"percentage": 0.18,
"asOfDate": "2024-12-31",
"shares": 163425151,
"marketValue": 164269732,
"couponRate": 6,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWMB62",
"cusip": "3132DWMB6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819679,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MB0024 4.50% 11/20/2054",
"percentage": 0.18,
"asOfDate": "2024-12-31",
"shares": 174197829,
"marketValue": 164790972,
"couponRate": 4.5,
"maturityDate": "2054-11-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3618N5A258",
"cusip": "3618N5A25",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3821359,
"type": "FIXED_INCOME",
"name": "Petroleos Mexicanos 8.75% 6/2/2029",
"percentage": 0.18,
"asOfDate": "2024-12-31",
"shares": 161600343,
"marketValue": 162021635,
"couponRate": 8.75,
"maturityDate": "2029-06-02",
"fundAbbreviation": null,
"sedol": "BMH8LK7",
"isin": "US71654QDL32",
"cusip": "71654QDL3",
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3822477,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.375% 8/15/2050",
"percentage": 0.18,
"asOfDate": "2024-12-31",
"shares": 334055000,
"marketValue": 163217202,
"couponRate": 1.375,
"maturityDate": "2050-08-15",
"fundAbbreviation": null,
"sedol": "BMDNWD6",
"isin": "US912810SP49",
"cusip": "912810SP4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822673,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.875% 12/31/2029",
"percentage": 0.18,
"asOfDate": "2024-12-31",
"shares": 169617800,
"marketValue": 165780638,
"couponRate": 3.875,
"maturityDate": "2029-12-31",
"fundAbbreviation": null,
"sedol": "BMFTYP8",
"isin": "US91282CGB19",
"cusip": "91282CGB1",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822671,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.00% 12/15/2025",
"percentage": 0.18,
"asOfDate": "2024-12-31",
"shares": 161000600,
"marketValue": 160736462,
"couponRate": 4,
"maturityDate": "2025-12-15",
"fundAbbreviation": null,
"sedol": "BL6JPN5",
"isin": "US91282CGA36",
"cusip": "91282CGA3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822745,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.125% 2/15/2027",
"percentage": 0.18,
"asOfDate": "2024-12-31",
"shares": 164330000,
"marketValue": 163937399,
"couponRate": 4.125,
"maturityDate": "2027-02-15",
"fundAbbreviation": null,
"sedol": "BS2G197",
"isin": "US91282CKA89",
"cusip": "91282CKA8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3816387,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8439 6.00% 6/1/2054",
"percentage": 0.17,
"asOfDate": "2024-12-31",
"shares": 149674299,
"marketValue": 150475656,
"couponRate": 6,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWLU52",
"cusip": "3132DWLU5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816407,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8464 6.50% 9/1/2054",
"percentage": 0.17,
"asOfDate": "2024-12-31",
"shares": 153831706,
"marketValue": 157154624,
"couponRate": 6.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWMM28",
"cusip": "3132DWMM2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819629,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA8266 3.50% 9/20/2052",
"percentage": 0.17,
"asOfDate": "2024-12-31",
"shares": 168414547,
"marketValue": 150690600,
"couponRate": 3.5,
"maturityDate": "2052-09-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179XFF87",
"cusip": "36179XFF8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822607,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 0.375% 1/31/2026",
"percentage": 0.17,
"asOfDate": "2024-12-31",
"shares": 158330600,
"marketValue": 151935532,
"couponRate": 0.375,
"maturityDate": "2026-01-31",
"fundAbbreviation": null,
"sedol": "BMZ2XK5",
"isin": "US91282CBH34",
"cusip": "91282CBH3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822747,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.25% 2/28/2029",
"percentage": 0.17,
"asOfDate": "2024-12-31",
"shares": 151257000,
"marketValue": 150604780,
"couponRate": 4.25,
"maturityDate": "2029-02-28",
"fundAbbreviation": null,
"sedol": "BMG7NM1",
"isin": "US91282CKD29",
"cusip": "91282CKD2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3815111,
"type": "FIXED_INCOME",
"name": "Citigroup Commercial Mortgage Trust, Series 2023-SMRT, Class A, 0% 10/12/2040",
"percentage": 0.16,
"asOfDate": "2024-12-31",
"shares": 142455000,
"marketValue": 144896821,
"couponRate": 0,
"maturityDate": "2040-10-12",
"fundAbbreviation": null,
"sedol": null,
"isin": "US17291NAA90",
"cusip": "17291NAA9",
"issuer": "212323741",
"ticker": null,
"issuerName": "Citigroup Commercial Mortgage Trust CGCMT_23-SMRT"
},
{
"id": 3818055,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA9391 3.00% 3/1/2051",
"percentage": 0.16,
"asOfDate": "2024-12-31",
"shares": 173174904,
"marketValue": 148922625,
"couponRate": 3,
"maturityDate": "2051-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QHNH44",
"cusip": "3140QHNH4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3816289,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8324 5.50% 5/1/2053",
"percentage": 0.16,
"asOfDate": "2024-12-31",
"shares": 148774010,
"marketValue": 147104468,
"couponRate": 5.5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWG982",
"cusip": "3132DWG98",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3821339,
"type": "FIXED_INCOME",
"name": "Petroleos Mexicanos 6.70% 2/16/2032",
"percentage": 0.16,
"asOfDate": "2024-12-31",
"shares": 168016000,
"marketValue": 146293883,
"couponRate": 6.7,
"maturityDate": "2032-02-16",
"fundAbbreviation": null,
"sedol": "BJLV7R0",
"isin": "US71643VAB18",
"cusip": "71643VAB1",
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3822507,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.875% 5/15/2052",
"percentage": 0.16,
"asOfDate": "2024-12-31",
"shares": 204000000,
"marketValue": 142927500,
"couponRate": 2.875,
"maturityDate": "2052-05-15",
"fundAbbreviation": null,
"sedol": "BPSLLZ1",
"isin": "US912810TG31",
"cusip": "912810TG3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3815665,
"type": "FIXED_INCOME",
"name": "Ecopetrol SA 8.875% 1/13/2033",
"percentage": 0.15,
"asOfDate": "2024-12-31",
"shares": 132550000,
"marketValue": 135170248,
"couponRate": 8.875,
"maturityDate": "2033-01-13",
"fundAbbreviation": null,
"sedol": "BQFKWV1",
"isin": "US279158AS81",
"cusip": "279158AS8",
"issuer": "134010310",
"ticker": null,
"issuerName": "Colombia, Republic of"
},
{
"id": 3818809,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4407 2.00% 8/1/2041",
"percentage": 0.15,
"asOfDate": "2024-12-31",
"shares": 159123826,
"marketValue": 132682538,
"couponRate": 2,
"maturityDate": "2041-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418D3R16",
"cusip": "31418D3R1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3816283,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8276 5.00% 12/1/2052",
"percentage": 0.15,
"asOfDate": "2024-12-31",
"shares": 143374874,
"marketValue": 138865447,
"couponRate": 5,
"maturityDate": "2052-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWFR97",
"cusip": "3132DWFR9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816309,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8331 5.50% 6/1/2053",
"percentage": 0.15,
"asOfDate": "2024-12-31",
"shares": 139529440,
"marketValue": 137908527,
"couponRate": 5.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWHG15",
"cusip": "3132DWHG1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819653,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA9015 4.50% 7/20/2053",
"percentage": 0.15,
"asOfDate": "2024-12-31",
"shares": 148469188,
"marketValue": 140521781,
"couponRate": 4.5,
"maturityDate": "2053-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179YAQ70",
"cusip": "36179YAQ7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3813765,
"type": "FIXED_INCOME",
"name": "Uniform Mortgage-Backed Security 6.00% 1/1/2055",
"percentage": 0.15,
"asOfDate": "2024-12-31",
"shares": 132512989,
"marketValue": 133144546,
"couponRate": 6,
"maturityDate": "2055-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US01F0606180",
"cusip": "01F060618",
"issuer": "212252537",
"ticker": null,
"issuerName": "UMBS"
},
{
"id": 3822699,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.75% 5/31/2030",
"percentage": 0.15,
"asOfDate": "2024-12-31",
"shares": 145000000,
"marketValue": 140399991,
"couponRate": 3.75,
"maturityDate": "2030-05-31",
"fundAbbreviation": null,
"sedol": "BP489S5",
"isin": "US91282CHF14",
"cusip": "91282CHF1",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822707,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.125% 7/31/2028",
"percentage": 0.15,
"asOfDate": "2024-12-31",
"shares": 132534000,
"marketValue": 131646791,
"couponRate": 4.125,
"maturityDate": "2028-07-31",
"fundAbbreviation": null,
"sedol": "BNTDWZ9",
"isin": "US91282CHQ78",
"cusip": "91282CHQ7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822749,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.50% 3/31/2026",
"percentage": 0.15,
"asOfDate": "2024-12-31",
"shares": 135000000,
"marketValue": 135398372,
"couponRate": 4.5,
"maturityDate": "2026-03-31",
"fundAbbreviation": null,
"sedol": "BQV12S5",
"isin": "US91282CKH33",
"cusip": "91282CKH3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822703,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.50% 7/15/2026",
"percentage": 0.15,
"asOfDate": "2024-12-31",
"shares": 138370600,
"marketValue": 138900296,
"couponRate": 4.5,
"maturityDate": "2026-07-15",
"fundAbbreviation": null,
"sedol": "BRBP392",
"isin": "US91282CHM64",
"cusip": "91282CHM6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822421,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.50% 8/15/2039",
"percentage": 0.15,
"asOfDate": "2024-12-31",
"shares": 140200000,
"marketValue": 136589219,
"couponRate": 4.5,
"maturityDate": "2039-08-15",
"fundAbbreviation": null,
"sedol": "B43HGR4",
"isin": "US912810QC53",
"cusip": "912810QC5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822713,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.625% 9/15/2026",
"percentage": 0.15,
"asOfDate": "2024-12-31",
"shares": 134603000,
"marketValue": 135438050,
"couponRate": 4.625,
"maturityDate": "2026-09-15",
"fundAbbreviation": null,
"sedol": "BP5X257",
"isin": "US91282CHY03",
"cusip": "91282CHY0",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3818595,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS5749 6.50% 9/1/2053",
"percentage": 0.14,
"asOfDate": "2024-12-31",
"shares": 120442809,
"marketValue": 123262014,
"couponRate": 6.5,
"maturityDate": "2053-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XML794",
"cusip": "3140XML79",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818929,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5010 5.50% 5/1/2053",
"percentage": 0.14,
"asOfDate": "2024-12-31",
"shares": 128334826,
"marketValue": 126945345,
"couponRate": 5.5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ER854",
"cusip": "31418ER85",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818951,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5072 5.50% 7/1/2053",
"percentage": 0.14,
"asOfDate": "2024-12-31",
"shares": 132060987,
"marketValue": 130583620,
"couponRate": 5.5,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ET678",
"cusip": "31418ET67",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3816323,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8384 6.00% 12/1/2053",
"percentage": 0.14,
"asOfDate": "2024-12-31",
"shares": 130772901,
"marketValue": 131509283,
"couponRate": 6,
"maturityDate": "2053-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWJ531",
"cusip": "3132DWJ53",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817079,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SI2108 2.50% 4/1/2051",
"percentage": 0.14,
"asOfDate": "2024-12-31",
"shares": 160642638,
"marketValue": 131213389,
"couponRate": 2.5,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133USKV23",
"cusip": "3133USKV2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3821245,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 4.55% 7/1/2030",
"percentage": 0.14,
"asOfDate": "2024-12-31",
"shares": 130385000,
"marketValue": 126277351,
"couponRate": 4.55,
"maturityDate": "2030-07-01",
"fundAbbreviation": null,
"sedol": "BMTC6J1",
"isin": "US694308JM04",
"cusip": "694308JM0",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821267,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 6.40% 6/15/2033",
"percentage": 0.14,
"asOfDate": "2024-12-31",
"shares": 116325000,
"marketValue": 122684837,
"couponRate": 6.4,
"maturityDate": "2033-06-15",
"fundAbbreviation": null,
"sedol": "BPYS4V3",
"isin": "US694308KM84",
"cusip": "694308KM8",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3822409,
"type": "FIXED_INCOME",
"name": "United Mexican States 6.00% 5/7/2036",
"percentage": 0.14,
"asOfDate": "2024-12-31",
"shares": 133950000,
"marketValue": 126386111,
"couponRate": 6,
"maturityDate": "2036-05-07",
"fundAbbreviation": null,
"sedol": "BQB5NR3",
"isin": "US91087BAZ31",
"cusip": "91087BAZ3",
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3822585,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.125% 2/28/2025",
"percentage": 0.14,
"asOfDate": "2024-12-31",
"shares": 125000000,
"marketValue": 124389650,
"couponRate": 1.125,
"maturityDate": "2025-02-28",
"fundAbbreviation": null,
"sedol": "BL1LYC8",
"isin": "US912828ZC78",
"cusip": "912828ZC7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822489,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.875% 2/15/2041",
"percentage": 0.14,
"asOfDate": "2024-12-31",
"shares": 193596200,
"marketValue": 129860691,
"couponRate": 1.875,
"maturityDate": "2041-02-15",
"fundAbbreviation": null,
"sedol": "BMT9GQ9",
"isin": "US912810SW99",
"cusip": "912810SW9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822727,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.375% 11/30/2028",
"percentage": 0.14,
"asOfDate": "2024-12-31",
"shares": 125000000,
"marketValue": 125093838,
"couponRate": 4.375,
"maturityDate": "2028-11-30",
"fundAbbreviation": null,
"sedol": "BNTC728",
"isin": "US91282CJN20",
"cusip": "91282CJN2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822755,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.375% 5/15/2034",
"percentage": 0.14,
"asOfDate": "2024-12-31",
"shares": 127429800,
"marketValue": 125575199,
"couponRate": 4.375,
"maturityDate": "2034-05-15",
"fundAbbreviation": null,
"sedol": "BQSB5K1",
"isin": "US91282CKQ32",
"cusip": "91282CKQ3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822753,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.625% 4/30/2029",
"percentage": 0.14,
"asOfDate": "2024-12-31",
"shares": 123229900,
"marketValue": 124469580,
"couponRate": 4.625,
"maturityDate": "2029-04-30",
"fundAbbreviation": null,
"sedol": "BLDCKH6",
"isin": "US91282CKP58",
"cusip": "91282CKP5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822701,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.625% 6/30/2025",
"percentage": 0.14,
"asOfDate": "2024-12-31",
"shares": 127974700,
"marketValue": 128297145,
"couponRate": 4.625,
"maturityDate": "2025-06-30",
"fundAbbreviation": null,
"sedol": "BQXV164",
"isin": "US91282CHL81",
"cusip": "91282CHL8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3814991,
"type": "FIXED_INCOME",
"name": "Celanese US Holdings, LLC 6.165% 7/15/2027",
"percentage": 0.13,
"asOfDate": "2024-12-31",
"shares": 118250000,
"marketValue": 120051539,
"couponRate": 6.165,
"maturityDate": "2027-07-15",
"fundAbbreviation": null,
"sedol": "BP9RBF8",
"isin": "US15089QAM69",
"cusip": "15089QAM6",
"issuer": "165091749",
"ticker": null,
"issuerName": "Celanese"
},
{
"id": 3817067,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RB5121 2.00% 8/1/2041",
"percentage": 0.13,
"asOfDate": "2024-12-31",
"shares": 146080785,
"marketValue": 121912887,
"couponRate": 2,
"maturityDate": "2041-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KYVN65",
"cusip": "3133KYVN6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816081,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD5368 2.50% 7/1/2052",
"percentage": 0.13,
"asOfDate": "2024-12-31",
"shares": 144868568,
"marketValue": 118121339,
"couponRate": 2.5,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DS6D90",
"cusip": "3132DS6D9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816303,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8325 6.00% 2/1/2053",
"percentage": 0.13,
"asOfDate": "2024-12-31",
"shares": 118634555,
"marketValue": 119302231,
"couponRate": 6,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWHA45",
"cusip": "3132DWHA4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816429,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8493 5.50% 12/1/2054",
"percentage": 0.13,
"asOfDate": "2024-12-31",
"shares": 121927460,
"marketValue": 120390564,
"couponRate": 5.5,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWNJ89",
"cusip": "3132DWNJ8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817205,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K751, Class A2, Multi Family, 4.412% 3/25/2030",
"percentage": 0.13,
"asOfDate": "2024-12-31",
"shares": 118468000,
"marketValue": 116631272,
"couponRate": 4.412,
"maturityDate": "2030-03-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137HA4B92",
"cusip": "3137HA4B9",
"issuer": "212323614",
"ticker": null,
"issuerName": "Freddie Mac Multifamily Structured Pass Through FHMS_K751"
},
{
"id": 3821237,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 2.50% 2/1/2031",
"percentage": 0.13,
"asOfDate": "2024-12-31",
"shares": 143088000,
"marketValue": 122436395,
"couponRate": 2.5,
"maturityDate": "2031-02-01",
"fundAbbreviation": null,
"sedol": "BMYXXW1",
"isin": "US694308JG36",
"cusip": "694308JG3",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3813549,
"type": "FIXED_INCOME",
"name": "United Mexican States, Series M, 7.50% 5/26/2033",
"percentage": 0.13,
"asOfDate": "2024-12-31",
"shares": 28000000,
"marketValue": 113589948,
"couponRate": 7.5,
"maturityDate": "2033-05-26",
"fundAbbreviation": null,
"sedol": "BQXQSG8",
"isin": "MX0MGO0001D6",
"cusip": null,
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3822509,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.25% 5/15/2042",
"percentage": 0.13,
"asOfDate": "2024-12-31",
"shares": 147319400,
"marketValue": 119973236,
"couponRate": 3.25,
"maturityDate": "2042-05-15",
"fundAbbreviation": null,
"sedol": "BMDPZG6",
"isin": "US912810TH14",
"cusip": "912810TH1",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822693,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.375% 5/15/2033",
"percentage": 0.13,
"asOfDate": "2024-12-31",
"shares": 129000000,
"marketValue": 118616029,
"couponRate": 3.375,
"maturityDate": "2033-05-15",
"fundAbbreviation": null,
"sedol": "BQYLTK3",
"isin": "US91282CHC82",
"cusip": "91282CHC8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822729,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.375% 12/15/2026",
"percentage": 0.13,
"asOfDate": "2024-12-31",
"shares": 118874900,
"marketValue": 119180729,
"couponRate": 4.375,
"maturityDate": "2026-12-15",
"fundAbbreviation": null,
"sedol": "BM92T47",
"isin": "US91282CJP77",
"cusip": "91282CJP7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822717,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.625% 9/30/2028",
"percentage": 0.13,
"asOfDate": "2024-12-31",
"shares": 114680000,
"marketValue": 115790963,
"couponRate": 4.625,
"maturityDate": "2028-09-30",
"fundAbbreviation": null,
"sedol": "BMX7M72",
"isin": "US91282CJA09",
"cusip": "91282CJA0",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3813663,
"type": "FIXED_INCOME",
"name": "AbbVie, Inc. 5.05% 3/15/2034",
"percentage": 0.12,
"asOfDate": "2024-12-31",
"shares": 105721000,
"marketValue": 104491782,
"couponRate": 5.05,
"maturityDate": "2034-03-15",
"fundAbbreviation": null,
"sedol": "BSNSFL2",
"isin": "US00287YDU01",
"cusip": "00287YDU0",
"issuer": "212000089",
"ticker": null,
"issuerName": "AbbVie"
},
{
"id": 3818107,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2644 2.50% 1/1/2052",
"percentage": 0.12,
"asOfDate": "2024-12-31",
"shares": 129035711,
"marketValue": 105262559,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QM5E07",
"cusip": "3140QM5E0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819017,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5496 5.00% 10/1/2054",
"percentage": 0.12,
"asOfDate": "2024-12-31",
"shares": 110875891,
"marketValue": 107079057,
"couponRate": 5,
"maturityDate": "2054-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418FDA21",
"cusip": "31418FDA2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819393,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 7.35% 11/4/2027",
"percentage": 0.12,
"asOfDate": "2024-12-31",
"shares": 101876000,
"marketValue": 106705636,
"couponRate": 7.35,
"maturityDate": "2027-11-04",
"fundAbbreviation": null,
"sedol": "BQ96JW5",
"isin": "US345397C353",
"cusip": "345397C35",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3816017,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD1896 4.00% 11/1/2052",
"percentage": 0.12,
"asOfDate": "2024-12-31",
"shares": 118486436,
"marketValue": 110485284,
"couponRate": 4,
"maturityDate": "2052-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DPC977",
"cusip": "3132DPC97",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816325,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8386 7.00% 12/1/2053",
"percentage": 0.12,
"asOfDate": "2024-12-31",
"shares": 102948139,
"marketValue": 106833298,
"couponRate": 7,
"maturityDate": "2053-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWJ796",
"cusip": "3132DWJ79",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3820043,
"type": "FIXED_INCOME",
"name": "Hertz Vehicle Financing, LLC, Series 2021-2A, Class A, 1.68% 12/27/2027",
"percentage": 0.12,
"asOfDate": "2024-12-31",
"shares": 118941000,
"marketValue": 111735435,
"couponRate": 1.68,
"maturityDate": "2027-12-27",
"fundAbbreviation": null,
"sedol": null,
"isin": "US42806MAE93",
"cusip": "42806MAE9",
"issuer": "212284370",
"ticker": null,
"issuerName": "Hertz Vehicle Financing LLC HERTZ_21-2"
},
{
"id": 3821249,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 3.15% 1/1/2026",
"percentage": 0.12,
"asOfDate": "2024-12-31",
"shares": 114526000,
"marketValue": 112578256,
"couponRate": 3.15,
"maturityDate": "2026-01-01",
"fundAbbreviation": null,
"sedol": "BMVV6B8",
"isin": "US694308JP35",
"cusip": "694308JP3",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821347,
"type": "FIXED_INCOME",
"name": "Petroleos Mexicanos 6.50% 3/13/2027",
"percentage": 0.12,
"asOfDate": "2024-12-31",
"shares": 115773000,
"marketValue": 112020566,
"couponRate": 6.5,
"maturityDate": "2027-03-13",
"fundAbbreviation": null,
"sedol": "BG10BH4",
"isin": "US71654QCG55",
"cusip": "71654QCG5",
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3822143,
"type": "FIXED_INCOME",
"name": "Teva Pharmaceutical Finance Netherlands III BV 4.10% 10/1/2046",
"percentage": 0.12,
"asOfDate": "2024-12-31",
"shares": 154365000,
"marketValue": 111180619,
"couponRate": 4.1,
"maturityDate": "2046-10-01",
"fundAbbreviation": null,
"sedol": "BD3GSZ6",
"isin": "US88167AAF84",
"cusip": "88167AAF8",
"issuer": "54005566",
"ticker": null,
"issuerName": "Teva Pharmaceutical"
},
{
"id": 3822503,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.25% 2/15/2052",
"percentage": 0.12,
"asOfDate": "2024-12-31",
"shares": 173900000,
"marketValue": 105602984,
"couponRate": 2.25,
"maturityDate": "2052-02-15",
"fundAbbreviation": null,
"sedol": "BNYDSR8",
"isin": "US912810TD00",
"cusip": "912810TD0",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822675,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.875% 12/31/2027",
"percentage": 0.12,
"asOfDate": "2024-12-31",
"shares": 112100100,
"marketValue": 110859735,
"couponRate": 3.875,
"maturityDate": "2027-12-31",
"fundAbbreviation": null,
"sedol": "BMCVF10",
"isin": "US91282CGC91",
"cusip": "91282CGC9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822543,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.125% 8/15/2044",
"percentage": 0.12,
"asOfDate": "2024-12-31",
"shares": 120486400,
"marketValue": 109153148,
"couponRate": 4.125,
"maturityDate": "2044-08-15",
"fundAbbreviation": null,
"sedol": "BSLSLK5",
"isin": "US912810UD80",
"cusip": "912810UD8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822617,
"type": "FIXED_INCOME",
"name": "U.S. Treasury Inflation-Protected Security 0.125% 4/15/2026",
"percentage": 0.12,
"asOfDate": "2024-12-31",
"shares": 109600036,
"marketValue": 106984168,
"couponRate": 0.15,
"maturityDate": "2026-04-15",
"fundAbbreviation": null,
"sedol": "BMG87G6",
"isin": "US91282CCA71",
"cusip": "91282CCA7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3814637,
"type": "FIXED_INCOME",
"name": "Bristol-Myers Squibb Co. 5.20% 2/22/2034",
"percentage": 0.11,
"asOfDate": "2024-12-31",
"shares": 96365000,
"marketValue": 96290221,
"couponRate": 5.2,
"maturityDate": "2034-02-22",
"fundAbbreviation": null,
"sedol": "BPK6XR0",
"isin": "US110122EH72",
"cusip": "110122EH7",
"issuer": "176000812",
"ticker": null,
"issuerName": "Bristol-Myers Squibb"
},
{
"id": 3814189,
"type": "FIXED_INCOME",
"name": "BX Trust, Series 2021-VOLT, Class A, (1-month USD CME Term SOFR + 0.814%) 5.212% 9/15/2036",
"percentage": 0.11,
"asOfDate": "2024-12-31",
"shares": 103651500,
"marketValue": 103496748,
"couponRate": 5.212,
"maturityDate": "2036-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05609VAA35",
"cusip": "05609VAA3",
"issuer": "212288537",
"ticker": null,
"issuerName": "BX Commercial Mortgage Trust BX_21-VOLT"
},
{
"id": 3814721,
"type": "FIXED_INCOME",
"name": "CF Hippolyta, LLC, Series 2022-1A, Class A1, 5.97% 8/15/2062",
"percentage": 0.11,
"asOfDate": "2024-12-31",
"shares": 99102526,
"marketValue": 99150392,
"couponRate": 5.97,
"maturityDate": "2062-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12530MAL90",
"cusip": "12530MAL9",
"issuer": "212311058",
"ticker": null,
"issuerName": "CF Hippolyta Issuer LLC SORT_22-1"
},
{
"id": 3818277,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8385 6.00% 4/1/2054",
"percentage": 0.11,
"asOfDate": "2024-12-31",
"shares": 95997377,
"marketValue": 97100098,
"couponRate": 6,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QUJ720",
"cusip": "3140QUJ72",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818939,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5038 5.00% 6/1/2053",
"percentage": 0.11,
"asOfDate": "2024-12-31",
"shares": 102200060,
"marketValue": 98845752,
"couponRate": 5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ES431",
"cusip": "31418ES43",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3816973,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA6406 2.00% 11/1/2051",
"percentage": 0.11,
"asOfDate": "2024-12-31",
"shares": 123313828,
"marketValue": 97544938,
"couponRate": 2,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KNDK63",
"cusip": "3133KNDK6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819227,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2422 5.50% 9/1/2054",
"percentage": 0.11,
"asOfDate": "2024-12-31",
"shares": 104921608,
"marketValue": 103696228,
"couponRate": 5.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSVQ81",
"cusip": "3142GSVQ8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816319,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8343 6.00% 7/1/2053",
"percentage": 0.11,
"asOfDate": "2024-12-31",
"shares": 95904514,
"marketValue": 96562036,
"couponRate": 6,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWHU09",
"cusip": "3132DWHU0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819899,
"type": "FIXED_INCOME",
"name": "Goldman Sachs Group, Inc. 5.727% 4/25/2030 (USD-SOFR + 1.265% on 4/25/2029)",
"percentage": 0.11,
"asOfDate": "2024-12-31",
"shares": 98341000,
"marketValue": 100400359,
"couponRate": 5.727,
"maturityDate": "2030-04-25",
"fundAbbreviation": null,
"sedol": "BSCB4X7",
"isin": "US38141GA872",
"cusip": "38141GA87",
"issuer": "165076273",
"ticker": null,
"issuerName": "Goldman Sachs"
},
{
"id": 3821353,
"type": "FIXED_INCOME",
"name": "Petroleos Mexicanos 6.84% 1/23/2030",
"percentage": 0.11,
"asOfDate": "2024-12-31",
"shares": 111681000,
"marketValue": 102104131,
"couponRate": 6.84,
"maturityDate": "2030-01-23",
"fundAbbreviation": null,
"sedol": "BMBTPL5",
"isin": "US71654QDC33",
"cusip": "71654QDC3",
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3815393,
"type": "FIXED_INCOME",
"name": "UBS Group AG 4.194% 4/1/2031 (USD-SOFR + 3.73% on 4/1/2030)",
"percentage": 0.11,
"asOfDate": "2024-12-31",
"shares": 102500000,
"marketValue": 96897555,
"couponRate": 4.194,
"maturityDate": "2031-04-01",
"fundAbbreviation": null,
"sedol": "BL657B5",
"isin": "US225401AP33",
"cusip": "225401AP3",
"issuer": "212019097",
"ticker": null,
"issuerName": "UBS Group AG"
},
{
"id": 3813767,
"type": "FIXED_INCOME",
"name": "Uniform Mortgage-Backed Security 7.00% 1/1/2055",
"percentage": 0.11,
"asOfDate": "2024-12-31",
"shares": 100000000,
"marketValue": 103695100,
"couponRate": 7,
"maturityDate": "2055-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US01F0706170",
"cusip": "01F070617",
"issuer": "212252537",
"ticker": null,
"issuerName": "UMBS"
},
{
"id": 3822647,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.875% 2/28/2027",
"percentage": 0.11,
"asOfDate": "2024-12-31",
"shares": 107550900,
"marketValue": 102356643,
"couponRate": 1.875,
"maturityDate": "2027-02-28",
"fundAbbreviation": null,
"sedol": "BP94LV5",
"isin": "US91282CEC10",
"cusip": "91282CEC1",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822433,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.625% 8/15/2043",
"percentage": 0.11,
"asOfDate": "2024-12-31",
"shares": 117460000,
"marketValue": 99613410,
"couponRate": 3.625,
"maturityDate": "2043-08-15",
"fundAbbreviation": null,
"sedol": "BCZQWC2",
"isin": "US912810RC45",
"cusip": "912810RC4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822739,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.00% 1/31/2029",
"percentage": 0.11,
"asOfDate": "2024-12-31",
"shares": 100080000,
"marketValue": 98744713,
"couponRate": 4,
"maturityDate": "2029-01-31",
"fundAbbreviation": null,
"sedol": "BPJM982",
"isin": "US91282CJW29",
"cusip": "91282CJW2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822741,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.00% 1/31/2031",
"percentage": 0.11,
"asOfDate": "2024-12-31",
"shares": 100000000,
"marketValue": 97623990,
"couponRate": 4,
"maturityDate": "2031-01-31",
"fundAbbreviation": null,
"sedol": "BPJM959",
"isin": "US91282CJX02",
"cusip": "91282CJX0",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3814501,
"type": "FIXED_INCOME",
"name": "BNP Paribas SA 5.497% 5/20/2030 (USD-SOFR + 1.59% on 5/20/2029)",
"percentage": 0.1,
"asOfDate": "2024-12-31",
"shares": 88800000,
"marketValue": 88950338,
"couponRate": 5.497,
"maturityDate": "2030-05-20",
"fundAbbreviation": null,
"sedol": "BNM6J54",
"isin": "US09659W2W33",
"cusip": "09659W2W3",
"issuer": "8074632",
"ticker": null,
"issuerName": "BNP Paribas"
},
{
"id": 3814563,
"type": "FIXED_INCOME",
"name": "Boston Properties, LP 5.75% 1/15/2035",
"percentage": 0.1,
"asOfDate": "2024-12-31",
"shares": 89728000,
"marketValue": 88026219,
"couponRate": 5.75,
"maturityDate": "2035-01-15",
"fundAbbreviation": null,
"sedol": "BS60CN6",
"isin": "US10112RBJ23",
"cusip": "10112RBJ2",
"issuer": "26072318",
"ticker": null,
"issuerName": "BXP"
},
{
"id": 3818645,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS7252 5.00% 11/1/2053",
"percentage": 0.1,
"asOfDate": "2024-12-31",
"shares": 94341326,
"marketValue": 91262025,
"couponRate": 5,
"maturityDate": "2053-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XPBW81",
"cusip": "3140XPBW8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818837,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4364 2.00% 6/1/2041",
"percentage": 0.1,
"asOfDate": "2024-12-31",
"shares": 107781750,
"marketValue": 90058658,
"couponRate": 2,
"maturityDate": "2041-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418DZ628",
"cusip": "31418DZ62",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818941,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5039 5.50% 6/1/2053",
"percentage": 0.1,
"asOfDate": "2024-12-31",
"shares": 92438897,
"marketValue": 91346732,
"couponRate": 5.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ES506",
"cusip": "31418ES50",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819365,
"type": "FIXED_INCOME",
"name": "Ford Credit Auto Owner Trust, Series 2023-2, Class A, 5.28% 2/15/2036",
"percentage": 0.1,
"asOfDate": "2024-12-31",
"shares": 85137000,
"marketValue": 86782017,
"couponRate": 5.28,
"maturityDate": "2036-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US34535CAA45",
"cusip": "34535CAA4",
"issuer": "212326807",
"ticker": null,
"issuerName": "Ford Credit Auto Owner Trust FORDR_23-2"
},
{
"id": 3816381,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8432 6.00% 5/1/2054",
"percentage": 0.1,
"asOfDate": "2024-12-31",
"shares": 89557054,
"marketValue": 90033856,
"couponRate": 6,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWLM37",
"cusip": "3132DWLM3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819659,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA9169 4.50% 9/20/2053",
"percentage": 0.1,
"asOfDate": "2024-12-31",
"shares": 94187436,
"marketValue": 89135976,
"couponRate": 4.5,
"maturityDate": "2053-09-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179YFJ82",
"cusip": "36179YFJ8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3821365,
"type": "FIXED_INCOME",
"name": "Pfizer Investment Enterprises Pte., Ltd. 4.75% 5/19/2033",
"percentage": 0.1,
"asOfDate": "2024-12-31",
"shares": 90275000,
"marketValue": 87754071,
"couponRate": 4.75,
"maturityDate": "2033-05-19",
"fundAbbreviation": null,
"sedol": "BQ66T62",
"isin": "US716973AE24",
"cusip": "716973AE2",
"issuer": "110004350",
"ticker": null,
"issuerName": "Pfizer"
},
{
"id": 3822039,
"type": "FIXED_INCOME",
"name": "Synchrony Financial 5.935% 8/2/2030 (USD-SOFR index + 2.13% on 8/2/2029)",
"percentage": 0.1,
"asOfDate": "2024-12-31",
"shares": 85525000,
"marketValue": 86386493,
"couponRate": 5.935,
"maturityDate": "2030-08-02",
"fundAbbreviation": null,
"sedol": "BR2NKL6",
"isin": "US87165BAV53",
"cusip": "87165BAV5",
"issuer": "212015657",
"ticker": null,
"issuerName": "Synchrony Financial"
},
{
"id": 3822149,
"type": "FIXED_INCOME",
"name": "Teva Pharmaceutical Finance Netherlands III BV 5.125% 5/9/2029",
"percentage": 0.1,
"asOfDate": "2024-12-31",
"shares": 95508000,
"marketValue": 93354295,
"couponRate": 5.125,
"maturityDate": "2029-05-09",
"fundAbbreviation": null,
"sedol": "BM92G80",
"isin": "US88167AAQ40",
"cusip": "88167AAQ4",
"issuer": "54005566",
"ticker": null,
"issuerName": "Teva Pharmaceutical"
},
{
"id": 3822631,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.125% 8/31/2028",
"percentage": 0.1,
"asOfDate": "2024-12-31",
"shares": 100000000,
"marketValue": 89223570,
"couponRate": 1.125,
"maturityDate": "2028-08-31",
"fundAbbreviation": null,
"sedol": "BN4FTZ9",
"isin": "US91282CCV19",
"cusip": "91282CCV1",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822475,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.25% 5/15/2050",
"percentage": 0.1,
"asOfDate": "2024-12-31",
"shares": 199788000,
"marketValue": 94925213,
"couponRate": 1.25,
"maturityDate": "2050-05-15",
"fundAbbreviation": null,
"sedol": "BMHCRG7",
"isin": "US912810SN90",
"cusip": "912810SN9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822495,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.00% 8/15/2051",
"percentage": 0.1,
"asOfDate": "2024-12-31",
"shares": 155389000,
"marketValue": 88949092,
"couponRate": 2,
"maturityDate": "2051-08-15",
"fundAbbreviation": null,
"sedol": "BMWVP21",
"isin": "US912810SZ21",
"cusip": "912810SZ2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822457,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.00% 2/15/2048",
"percentage": 0.1,
"asOfDate": "2024-12-31",
"shares": 123621100,
"marketValue": 90816708,
"couponRate": 3,
"maturityDate": "2048-02-15",
"fundAbbreviation": null,
"sedol": "BG0D0F5",
"isin": "US912810SA79",
"cusip": "912810SA7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822771,
"type": "FIXED_INCOME",
"name": "U.S. Treasury Inflation-Protected Security 1.875% 7/15/2034",
"percentage": 0.1,
"asOfDate": "2024-12-31",
"shares": 91548103,
"marketValue": 88765932,
"couponRate": 1.886,
"maturityDate": "2034-07-15",
"fundAbbreviation": null,
"sedol": "BPLZN76",
"isin": "US91282CLE92",
"cusip": "91282CLE9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3813667,
"type": "FIXED_INCOME",
"name": "AbbVie, Inc. 5.40% 3/15/2054",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 80625000,
"marketValue": 77680172,
"couponRate": 5.4,
"maturityDate": "2054-03-15",
"fundAbbreviation": null,
"sedol": "BSNSFM3",
"isin": "US00287YDW66",
"cusip": "00287YDW6",
"issuer": "212000089",
"ticker": null,
"issuerName": "AbbVie"
},
{
"id": 3813787,
"type": "FIXED_INCOME",
"name": "Amentum Escrow Corp., Term Loan, (3-month USD CME Term SOFR + 2.25%) 6.607% 9/29/2031",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 84000000,
"marketValue": 83905500,
"couponRate": 6.607,
"maturityDate": "2031-09-29",
"fundAbbreviation": null,
"sedol": null,
"isin": "US02351XAB47",
"cusip": "02351XAB4",
"issuer": "212349110",
"ticker": null,
"issuerName": "Amentum Holdings"
},
{
"id": 3813885,
"type": "FIXED_INCOME",
"name": "Amgen, Inc. 5.25% 3/2/2033",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 85278000,
"marketValue": 84683527,
"couponRate": 5.25,
"maturityDate": "2033-03-02",
"fundAbbreviation": null,
"sedol": "BMTY608",
"isin": "US031162DR88",
"cusip": "031162DR8",
"issuer": "65000277",
"ticker": null,
"issuerName": "Amgen"
},
{
"id": 3814533,
"type": "FIXED_INCOME",
"name": "Boeing Co. (The) 2.75% 2/1/2026",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 85826000,
"marketValue": 83772270,
"couponRate": 2.75,
"maturityDate": "2026-02-01",
"fundAbbreviation": null,
"sedol": "BMHXMW1",
"isin": "US097023DA04",
"cusip": "097023DA0",
"issuer": "106000742",
"ticker": null,
"issuerName": "Boeing"
},
{
"id": 3814561,
"type": "FIXED_INCOME",
"name": "Boston Properties, LP 6.50% 1/15/2034",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 76062000,
"marketValue": 79751996,
"couponRate": 6.5,
"maturityDate": "2034-01-15",
"fundAbbreviation": null,
"sedol": "BMXP3L7",
"isin": "US10112RBH66",
"cusip": "10112RBH6",
"issuer": "26072318",
"ticker": null,
"issuerName": "BXP"
},
{
"id": 3814709,
"type": "FIXED_INCOME",
"name": "CF Hippolyta, LLC, Series 2020-1, Class A1, 1.69% 7/15/2060",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 80144081,
"marketValue": 78324410,
"couponRate": 1.69,
"maturityDate": "2060-07-15",
"fundAbbreviation": null,
"sedol": "BL9Y8K5",
"isin": "US12530MAA36",
"cusip": "12530MAA3",
"issuer": "212272737",
"ticker": null,
"issuerName": "CF Hippolyta Issuer LLC SORT_20-1"
},
{
"id": 3815529,
"type": "FIXED_INCOME",
"name": "Deutsche Bank AG 2.311% 11/16/2027 (USD-SOFR + 1.219% on 11/16/2026)",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 83524000,
"marketValue": 79416958,
"couponRate": 2.311,
"maturityDate": "2027-11-16",
"fundAbbreviation": null,
"sedol": "BP5GW56",
"isin": "US251526CP29",
"cusip": "251526CP2",
"issuer": "92077048",
"ticker": null,
"issuerName": "Deutsche Bank"
},
{
"id": 3813489,
"type": "FIXED_INCOME",
"name": "Eurobank SA 5.875% 11/28/2029 (1-year EUR Mid-Swap + 2.83% on 11/28/2028)",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 71450000,
"marketValue": 80375360,
"couponRate": 5.875,
"maturityDate": "2029-11-28",
"fundAbbreviation": null,
"sedol": "BNTC5Q8",
"isin": "XS2724510792",
"cusip": null,
"issuer": "36088864",
"ticker": null,
"issuerName": "Eurobank Ergasias"
},
{
"id": 3817755,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV3076 2.00% 2/1/2052",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 106673293,
"marketValue": 83269599,
"couponRate": 2,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MGM243",
"cusip": "3140MGM24",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818245,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB7862 6.00% 1/1/2054",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 81235391,
"marketValue": 81760335,
"couponRate": 6,
"maturityDate": "2054-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QTWY14",
"cusip": "3140QTWY1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819027,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5550 4.00% 12/1/2054",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 90982761,
"marketValue": 83259689,
"couponRate": 4,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418FEY97",
"cusip": "31418FEY9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819397,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 7.35% 3/6/2030",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 76140000,
"marketValue": 80662640,
"couponRate": 7.35,
"maturityDate": "2030-03-06",
"fundAbbreviation": null,
"sedol": "BQ0N1L8",
"isin": "US345397C684",
"cusip": "345397C68",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3816787,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF4623 5.00% 12/1/2052",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 81287783,
"marketValue": 78729819,
"couponRate": 5,
"maturityDate": "2052-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BSD419",
"cusip": "3133BSD41",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817065,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RB5118 2.00% 7/1/2041",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 93726260,
"marketValue": 78264052,
"couponRate": 2,
"maturityDate": "2041-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KYVK27",
"cusip": "3133KYVK2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819099,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1797 6.50% 6/1/2054",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 78660601,
"marketValue": 80455714,
"couponRate": 6.5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GR7K03",
"cusip": "3142GR7K0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816435,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD3639 6.00% 8/1/2053",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 83499928,
"marketValue": 84064054,
"couponRate": 6,
"maturityDate": "2053-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132E0BG63",
"cusip": "3132E0BG6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816097,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD4842 6.00% 12/1/2053",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 84479105,
"marketValue": 85133142,
"couponRate": 6,
"maturityDate": "2053-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DSLX89",
"cusip": "3132DSLX8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816273,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8290 6.00% 1/1/2053",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 81373335,
"marketValue": 81812995,
"couponRate": 6,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWF737",
"cusip": "3132DWF73",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816287,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8323 5.00% 5/1/2053",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 84957018,
"marketValue": 82127270,
"couponRate": 5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWG800",
"cusip": "3132DWG80",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816311,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8332 6.00% 6/1/2053",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 84942944,
"marketValue": 85464664,
"couponRate": 6,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWHH97",
"cusip": "3132DWHH9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3821297,
"type": "FIXED_INCOME",
"name": "PacifiCorp 5.80% 1/15/2055",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 85861000,
"marketValue": 83531162,
"couponRate": 5.8,
"maturityDate": "2055-01-15",
"fundAbbreviation": null,
"sedol": "BRXGPG4",
"isin": "US695114DE50",
"cusip": "695114DE5",
"issuer": "51000687",
"ticker": null,
"issuerName": "Berkshire Hathaway"
},
{
"id": 3821355,
"type": "FIXED_INCOME",
"name": "Petroleos Mexicanos 5.95% 1/28/2031",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 92845000,
"marketValue": 78480114,
"couponRate": 5.95,
"maturityDate": "2031-01-28",
"fundAbbreviation": null,
"sedol": "BLNBRW7",
"isin": "US71654QDE98",
"cusip": "71654QDE9",
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3822627,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 0.875% 6/30/2026",
"percentage": 0.09,
"asOfDate": "2024-12-31",
"shares": 82180000,
"marketValue": 78226706,
"couponRate": 0.875,
"maturityDate": "2026-06-30",
"fundAbbreviation": null,
"sedol": "BMBYXC7",
"isin": "US91282CCJ80",
"cusip": "91282CCJ8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3813315,
"type": "FIXED_INCOME",
"name": "Aero Capital Solutions, Inc., Term Loan, (1-month USD CME Term SOFR + 3.00%) 0% 11/17/2029",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 73100000,
"marketValue": 72551750,
"couponRate": 0,
"maturityDate": "2029-11-17",
"fundAbbreviation": null,
"sedol": null,
"isin": null,
"cusip": null,
"issuer": "212353314",
"ticker": null,
"issuerName": "Aero Capital Solutions Fund IV"
},
{
"id": 3813887,
"type": "FIXED_INCOME",
"name": "Amgen, Inc. 5.65% 3/2/2053",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 73570000,
"marketValue": 70884842,
"couponRate": 5.65,
"maturityDate": "2053-03-02",
"fundAbbreviation": null,
"sedol": "BMTY5X4",
"isin": "US031162DT45",
"cusip": "031162DT4",
"issuer": "65000277",
"ticker": null,
"issuerName": "Amgen"
},
{
"id": 3814755,
"type": "FIXED_INCOME",
"name": "Castlelake Aircraft Securitization Trust, Series 2021-1, Class A, 2.868% 5/11/2037",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 82026144,
"marketValue": 73103750,
"couponRate": 2.868,
"maturityDate": "2037-05-11",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12567UAA16",
"cusip": "12567UAA1",
"issuer": "212298037",
"ticker": null,
"issuerName": "Castlelake Aircraft Securitization Trust CLAF_21-1"
},
{
"id": 3815013,
"type": "FIXED_INCOME",
"name": "Centene Corp. 2.45% 7/15/2028",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 82808000,
"marketValue": 74586656,
"couponRate": 2.45,
"maturityDate": "2028-07-15",
"fundAbbreviation": null,
"sedol": "BP2Q6N5",
"isin": "US15135BAY74",
"cusip": "15135BAY7",
"issuer": "163081359",
"ticker": null,
"issuerName": "Centene"
},
{
"id": 3815505,
"type": "FIXED_INCOME",
"name": "DATA 2023-CNTR Mortgage Trust, Series 2023-CNTR, Class A, 5.919% 8/12/2043",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 68864000,
"marketValue": 69848273,
"couponRate": 5.919,
"maturityDate": "2043-08-12",
"fundAbbreviation": null,
"sedol": null,
"isin": "US238021AA74",
"cusip": "238021AA7",
"issuer": "212325676",
"ticker": null,
"issuerName": "Mortgage Trust DATA_23-CNTR"
},
{
"id": 3818019,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA7739 2.50% 11/1/2050",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 87043540,
"marketValue": 72417179,
"couponRate": 2.5,
"maturityDate": "2050-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QFS599",
"cusip": "3140QFS59",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818173,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB4620 5.00% 9/1/2052",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 73961934,
"marketValue": 71945288,
"couponRate": 5,
"maturityDate": "2052-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QQD283",
"cusip": "3140QQD28",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818243,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB7725 6.00% 10/1/2053",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 69962989,
"marketValue": 70335892,
"couponRate": 6,
"maturityDate": "2053-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QTSP52",
"cusip": "3140QTSP5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818519,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS3056 2.00% 10/1/2052",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 92491796,
"marketValue": 72097818,
"couponRate": 2,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XJME05",
"cusip": "3140XJME0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818811,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4465 2.00% 11/1/2051",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 87764240,
"marketValue": 68726772,
"couponRate": 2,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418D6B37",
"cusip": "31418D6B3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818925,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4979 5.50% 4/1/2053",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 74315180,
"marketValue": 73421169,
"couponRate": 5.5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EQ948",
"cusip": "31418EQ94",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818943,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5040 6.00% 6/1/2053",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 73181928,
"marketValue": 73705252,
"couponRate": 6,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ES688",
"cusip": "31418ES68",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818843,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5273 6.50% 2/1/2054",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 70727567,
"marketValue": 72242906,
"couponRate": 6.5,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418E2F68",
"cusip": "31418E2F6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819295,
"type": "FIXED_INCOME",
"name": "FirstEnergy Corp. 2.25% 9/1/2030",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 88023000,
"marketValue": 75781905,
"couponRate": 2.25,
"maturityDate": "2030-09-01",
"fundAbbreviation": null,
"sedol": "BMBWWL3",
"isin": "US337932AP26",
"cusip": "337932AP2",
"issuer": "206072922",
"ticker": null,
"issuerName": "FirstEnergy"
},
{
"id": 3819427,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 5.113% 5/3/2029",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 70192000,
"marketValue": 68431093,
"couponRate": 5.113,
"maturityDate": "2029-05-03",
"fundAbbreviation": null,
"sedol": "BJYMJ29",
"isin": "US345397ZR75",
"cusip": "345397ZR7",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819417,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 5.125% 11/5/2026",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 75000000,
"marketValue": 74925300,
"couponRate": 5.125,
"maturityDate": "2026-11-05",
"fundAbbreviation": null,
"sedol": "BQB43B4",
"isin": "US345397F810",
"cusip": "345397F81",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3817017,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA8544 5.50% 2/1/2053",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 74830572,
"marketValue": 74051511,
"couponRate": 5.5,
"maturityDate": "2053-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KQP590",
"cusip": "3133KQP59",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819119,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1429 6.00% 5/1/2054",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 69466066,
"marketValue": 70145027,
"couponRate": 6,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GRST84",
"cusip": "3142GRST8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819249,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ3017 5.00% 12/1/2054",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 71758811,
"marketValue": 69299206,
"couponRate": 5,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GTK701",
"cusip": "3142GTK70",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816129,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD5404 6.50% 5/1/2054",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 67087385,
"marketValue": 69045196,
"couponRate": 6.5,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DTAD28",
"cusip": "3132DTAD2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816383,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8433 6.50% 5/1/2054",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 74057096,
"marketValue": 75630662,
"couponRate": 6.5,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWLN10",
"cusip": "3132DWLN1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816415,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8473 4.50% 11/1/2054",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 76690646,
"marketValue": 72168045,
"couponRate": 4.5,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWMW00",
"cusip": "3132DWMW0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819491,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MA, 3.00% 2/25/2059",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 77615312,
"marketValue": 71066675,
"couponRate": 3,
"maturityDate": "2059-02-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35563PML03",
"cusip": "35563PML0",
"issuer": "212266065",
"ticker": null,
"issuerName": "SCRT_19-4"
},
{
"id": 3819929,
"type": "FIXED_INCOME",
"name": "Goldman Sachs Group, Inc. 1.948% 10/21/2027 (USD-SOFR + 0.913% on 10/21/2026)",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 72923000,
"marketValue": 69217564,
"couponRate": 1.948,
"maturityDate": "2027-10-21",
"fundAbbreviation": null,
"sedol": "BMGDCB1",
"isin": "US38141GYM04",
"cusip": "38141GYM0",
"issuer": "165076273",
"ticker": null,
"issuerName": "Goldman Sachs"
},
{
"id": 3813423,
"type": "FIXED_INCOME",
"name": "Greece (Hellenic Republic of) 1.50% 6/18/2030",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 77550000,
"marketValue": 75399020,
"couponRate": 1.5,
"maturityDate": "2030-06-18",
"fundAbbreviation": null,
"sedol": "BMHN038",
"isin": "GR0124036709",
"cusip": null,
"issuer": "212005615",
"ticker": null,
"issuerName": "Hellenic Republic Treasury Bill"
},
{
"id": 3813385,
"type": "FIXED_INCOME",
"name": "Piraeus Bank SA 5.00% 4/16/2030 (1-year EUR-ICE Swap EURIBOR + 2.245% on 4/16/2029)",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 65520000,
"marketValue": 71883066,
"couponRate": 5,
"maturityDate": "2030-04-16",
"fundAbbreviation": null,
"sedol": "BKVF7T1",
"isin": "XS2802909478",
"cusip": null,
"issuer": "69086989",
"ticker": null,
"issuerName": "Piraeus Financial Holdings"
},
{
"id": 3821743,
"type": "FIXED_INCOME",
"name": "Sands China, Ltd. 5.40% 8/8/2028",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 71050000,
"marketValue": 70302270,
"couponRate": 5.4,
"maturityDate": "2028-08-08",
"fundAbbreviation": null,
"sedol": "BGV2CT9",
"isin": "US80007RAE53",
"cusip": "80007RAE5",
"issuer": "26094578",
"ticker": null,
"issuerName": "Sands China"
},
{
"id": 3813761,
"type": "FIXED_INCOME",
"name": "Uniform Mortgage-Backed Security 4.50% 2/1/2055",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 79283349,
"marketValue": 74542125,
"couponRate": 4.5,
"maturityDate": "2055-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US01F0426241",
"cusip": "01F042624",
"issuer": "212252537",
"ticker": null,
"issuerName": "UMBS"
},
{
"id": 3822851,
"type": "FIXED_INCOME",
"name": "UnitedHealth Group, Inc. 5.15% 7/15/2034",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 70977000,
"marketValue": 70067927,
"couponRate": 5.15,
"maturityDate": "2034-07-15",
"fundAbbreviation": null,
"sedol": "BPDY843",
"isin": "US91324PFJ66",
"cusip": "91324PFJ6",
"issuer": "144005868",
"ticker": null,
"issuerName": "UnitedHealth Group"
},
{
"id": 3822469,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.25% 8/15/2049",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 121779400,
"marketValue": 75530348,
"couponRate": 2.25,
"maturityDate": "2049-08-15",
"fundAbbreviation": null,
"sedol": "BK9DLC8",
"isin": "US912810SJ88",
"cusip": "912810SJ8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822669,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.875% 11/30/2027",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 70000000,
"marketValue": 69241361,
"couponRate": 3.875,
"maturityDate": "2027-11-30",
"fundAbbreviation": null,
"sedol": "BP4XZ15",
"isin": "US91282CFZ95",
"cusip": "91282CFZ9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822667,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.50% 11/15/2025",
"percentage": 0.08,
"asOfDate": "2024-12-31",
"shares": 74699400,
"marketValue": 74854050,
"couponRate": 4.5,
"maturityDate": "2025-11-15",
"fundAbbreviation": null,
"sedol": "BQVW426",
"isin": "US91282CFW64",
"cusip": "91282CFW6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3814083,
"type": "FIXED_INCOME",
"name": "BAE Systems PLC 5.30% 3/26/2034",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 63992000,
"marketValue": 63839955,
"couponRate": 5.3,
"maturityDate": "2034-03-26",
"fundAbbreviation": null,
"sedol": "BQ9D7V1",
"isin": "US05523RAL15",
"cusip": "05523RAL1",
"issuer": "178000814",
"ticker": null,
"issuerName": "BAE Systems"
},
{
"id": 3814235,
"type": "FIXED_INCOME",
"name": "Bank of America Corp. 2.299% 7/21/2032 (USD-SOFR + 1.22% on 7/21/2031)",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 76543000,
"marketValue": 63842297,
"couponRate": 2.299,
"maturityDate": "2032-07-21",
"fundAbbreviation": null,
"sedol": "BMGDBK3",
"isin": "US06051GKA66",
"cusip": "06051GKA6",
"issuer": "54003870",
"ticker": null,
"issuerName": "Bank of America"
},
{
"id": 3814553,
"type": "FIXED_INCOME",
"name": "Boston Properties, LP 2.90% 3/15/2030",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 68683000,
"marketValue": 60782807,
"couponRate": 2.9,
"maturityDate": "2030-03-15",
"fundAbbreviation": null,
"sedol": "BKRLV57",
"isin": "US10112RBC79",
"cusip": "10112RBC7",
"issuer": "26072318",
"ticker": null,
"issuerName": "BXP"
},
{
"id": 3814131,
"type": "FIXED_INCOME",
"name": "BPCE SA 6.714% 10/19/2029 (USD-SOFR + 2.27% on 10/19/2028)",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 56713000,
"marketValue": 59022807,
"couponRate": 6.714,
"maturityDate": "2029-10-19",
"fundAbbreviation": null,
"sedol": "BQGG519",
"isin": "US05571AAR68",
"cusip": "05571AAR6",
"issuer": "212208777",
"ticker": null,
"issuerName": "BPCE SA"
},
{
"id": 3814639,
"type": "FIXED_INCOME",
"name": "Bristol-Myers Squibb Co. 5.55% 2/22/2054",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 61979000,
"marketValue": 60168345,
"couponRate": 5.55,
"maturityDate": "2054-02-22",
"fundAbbreviation": null,
"sedol": "BPK6XT2",
"isin": "US110122EK02",
"cusip": "110122EK0",
"issuer": "176000812",
"ticker": null,
"issuerName": "Bristol-Myers Squibb"
},
{
"id": 3814685,
"type": "FIXED_INCOME",
"name": "BX Trust, Series 2021-RISE, Class A, (1-month USD CME Term SOFR + 0.862%) 5.259% 11/15/2036",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 63396301,
"marketValue": 63149816,
"couponRate": 5.259,
"maturityDate": "2036-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12434EAA82",
"cusip": "12434EAA8",
"issuer": "212292186",
"ticker": null,
"issuerName": "BX Trust BX_21-RISE"
},
{
"id": 3814867,
"type": "FIXED_INCOME",
"name": "CaixaBank, SA 5.673% 3/15/2030 (USD-SOFR + 1.78% on 3/15/2029)",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 63421000,
"marketValue": 64063835,
"couponRate": 5.673,
"maturityDate": "2030-03-15",
"fundAbbreviation": null,
"sedol": "BQJQKK0",
"isin": "US12803RAG92",
"cusip": "12803RAG9",
"issuer": "47095659",
"ticker": null,
"issuerName": "CaixaBank"
},
{
"id": 3814997,
"type": "FIXED_INCOME",
"name": "Celanese US Holdings, LLC 6.35% 11/15/2028",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 63122000,
"marketValue": 64688499,
"couponRate": 6.6,
"maturityDate": "2028-11-15",
"fundAbbreviation": null,
"sedol": "BMZ6BF8",
"isin": "US15089QAW42",
"cusip": "15089QAW4",
"issuer": "165091749",
"ticker": null,
"issuerName": "Celanese"
},
{
"id": 3815005,
"type": "FIXED_INCOME",
"name": "Centene Corp. 4.625% 12/15/2029",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 64260000,
"marketValue": 60824982,
"couponRate": 4.625,
"maturityDate": "2029-12-15",
"fundAbbreviation": null,
"sedol": "BMVQRX2",
"isin": "US15135BAT89",
"cusip": "15135BAT8",
"issuer": "163081359",
"ticker": null,
"issuerName": "Centene"
},
{
"id": 3814717,
"type": "FIXED_INCOME",
"name": "CF Hippolyta, LLC, Series 2021-1, Class A1, 1.53% 3/15/2061",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 69911693,
"marketValue": 66316694,
"couponRate": 1.53,
"maturityDate": "2061-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12530MAE57",
"cusip": "12530MAE5",
"issuer": "212280069",
"ticker": null,
"issuerName": "CF Hippolyta Issuer LLC SORT_21-1"
},
{
"id": 3815153,
"type": "FIXED_INCOME",
"name": "Citigroup, Inc. 4.542% 9/19/2030 (USD-SOFR + 1.338% on 9/19/2029)",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 63089000,
"marketValue": 61317209,
"couponRate": 4.542,
"maturityDate": "2030-09-19",
"fundAbbreviation": null,
"sedol": "BS6RJ81",
"isin": "US17327CAT09",
"cusip": "17327CAT0",
"issuer": "34007454",
"ticker": null,
"issuerName": "Citigroup"
},
{
"id": 3815165,
"type": "FIXED_INCOME",
"name": "Citizens Financial Group, Inc. 5.718% 7/23/2032 (USD-SOFR + 1.91% on 7/23/2031)",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 61262000,
"marketValue": 61497124,
"couponRate": 5.718,
"maturityDate": "2032-07-23",
"fundAbbreviation": null,
"sedol": "BRT6M34",
"isin": "US174610BH70",
"cusip": "174610BH7",
"issuer": "212017895",
"ticker": null,
"issuerName": "Citizens Financial Group"
},
{
"id": 3815161,
"type": "FIXED_INCOME",
"name": "Citizens Financial Group, Inc. 5.841% 1/23/2030 (USD-SOFR + 2.01% on 1/23/2029)",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 65428000,
"marketValue": 66412888,
"couponRate": 5.841,
"maturityDate": "2030-01-23",
"fundAbbreviation": null,
"sedol": "BRBCSN2",
"isin": "US174610BF15",
"cusip": "174610BF1",
"issuer": "212017895",
"ticker": null,
"issuerName": "Citizens Financial Group"
},
{
"id": 3815531,
"type": "FIXED_INCOME",
"name": "Deutsche Bank AG 6.72% 1/18/2029 (USD-SOFR + 3.18% on 1/18/2028)",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 62458000,
"marketValue": 64869441,
"couponRate": 6.72,
"maturityDate": "2029-01-18",
"fundAbbreviation": null,
"sedol": "BQD01V6",
"isin": "US251526CS67",
"cusip": "251526CS6",
"issuer": "92077048",
"ticker": null,
"issuerName": "Deutsche Bank"
},
{
"id": 3815533,
"type": "FIXED_INCOME",
"name": "Deutsche Bank AG 6.819% 11/20/2029 (USD-SOFR + 2.51% on 11/20/2028)",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 57951000,
"marketValue": 60661832,
"couponRate": 6.819,
"maturityDate": "2029-11-20",
"fundAbbreviation": null,
"sedol": "BP0VPS0",
"isin": "US251526CU14",
"cusip": "251526CU1",
"issuer": "92077048",
"ticker": null,
"issuerName": "Deutsche Bank"
},
{
"id": 3817535,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BM5349 4.00% 9/1/2048",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 65965191,
"marketValue": 61407062,
"couponRate": 4,
"maturityDate": "2048-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140J95K32",
"cusip": "3140J95K3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818221,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB6768 6.50% 7/1/2053",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 64309055,
"marketValue": 65989386,
"couponRate": 6.5,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QSQW49",
"cusip": "3140QSQW4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818225,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8003 6.00% 2/1/2054",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 65270165,
"marketValue": 65678691,
"couponRate": 6,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QT3M95",
"cusip": "3140QT3M9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818263,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8147 5.50% 3/1/2054",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 61252636,
"marketValue": 60811188,
"couponRate": 5.5,
"maturityDate": "2054-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QUBR64",
"cusip": "3140QUBR6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818311,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB9523 6.50% 11/1/2054",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 60485129,
"marketValue": 62260005,
"couponRate": 6.5,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QVSM77",
"cusip": "3140QVSM7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818561,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS4783 4.00% 8/1/2051",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 69152912,
"marketValue": 64064986,
"couponRate": 4,
"maturityDate": "2051-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XLJ584",
"cusip": "3140XLJ58",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818633,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS6873 6.50% 1/1/2054",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 63434950,
"marketValue": 64947240,
"couponRate": 6.5,
"maturityDate": "2054-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XNT795",
"cusip": "3140XNT79",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818655,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS7810 7.00% 4/1/2054",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 57656927,
"marketValue": 59830709,
"couponRate": 7,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XPVC08",
"cusip": "3140XPVC0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818905,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4866 4.00% 1/1/2053",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 65786365,
"marketValue": 60298598,
"couponRate": 4,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EMQ07",
"cusip": "31418EMQ0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818981,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5190 5.50% 11/1/2053",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 60934202,
"marketValue": 60212497,
"couponRate": 5.5,
"maturityDate": "2053-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EXU99",
"cusip": "31418EXU9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818995,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5248 6.50% 1/1/2054",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 65045937,
"marketValue": 66439546,
"couponRate": 6.5,
"maturityDate": "2054-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EZN39",
"cusip": "31418EZN3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819023,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5529 4.50% 11/1/2054",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 69546458,
"marketValue": 65456292,
"couponRate": 4.5,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418FEB94",
"cusip": "31418FEB9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819261,
"type": "FIXED_INCOME",
"name": "Fifth Third Bancorp 5.631% 1/29/2032 (USD-SOFR + 1.84% on 1/29/2031)",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 63593000,
"marketValue": 64323620,
"couponRate": 5.631,
"maturityDate": "2032-01-29",
"fundAbbreviation": null,
"sedol": "BMGBZR2",
"isin": "US316773DL15",
"cusip": "316773DL1",
"issuer": "83001991",
"ticker": null,
"issuerName": "Fifth Third Bancorp"
},
{
"id": 3819385,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 2.70% 8/10/2026",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 67985000,
"marketValue": 65339228,
"couponRate": 2.7,
"maturityDate": "2026-08-10",
"fundAbbreviation": null,
"sedol": "BP2P6R6",
"isin": "US345397B777",
"cusip": "345397B77",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819389,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 2.90% 2/10/2029",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 66400000,
"marketValue": 59500310,
"couponRate": 2.9,
"maturityDate": "2029-02-10",
"fundAbbreviation": null,
"sedol": "BNG5139",
"isin": "US345397B934",
"cusip": "345397B93",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819157,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1975 6.00% 7/1/2054",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 66665705,
"marketValue": 67419628,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSFR49",
"cusip": "3142GSFR4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819241,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2917 5.50% 11/1/2054",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 64025025,
"marketValue": 63276765,
"couponRate": 5.5,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GTG345",
"cusip": "3142GTG34",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816067,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD3386 5.50% 7/1/2053",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 60813734,
"marketValue": 60156824,
"couponRate": 5.5,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQXP61",
"cusip": "3132DQXP6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816445,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD4053 6.00% 10/1/2053",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 65403937,
"marketValue": 65792306,
"couponRate": 6,
"maturityDate": "2053-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132E0QE50",
"cusip": "3132E0QE5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816203,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD7544 3.00% 7/1/2051",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 75494032,
"marketValue": 65413163,
"couponRate": 3,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DVLZ66",
"cusip": "3132DVLZ6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816331,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8362 5.50% 9/1/2053",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 62707645,
"marketValue": 61994785,
"couponRate": 5.5,
"maturityDate": "2053-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWJF14",
"cusip": "3132DWJF1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816367,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8408 5.50% 3/1/2054",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 63570713,
"marketValue": 62779385,
"couponRate": 5.5,
"maturityDate": "2054-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWKV45",
"cusip": "3132DWKV4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816405,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8463 6.00% 9/1/2054",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 62172157,
"marketValue": 62588773,
"couponRate": 6,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWML45",
"cusip": "3132DWML4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816393,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8484 4.00% 11/1/2054",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 71915688,
"marketValue": 65794440,
"couponRate": 4,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWM915",
"cusip": "3132DWM91",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816425,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8489 4.50% 12/1/2054",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 69897437,
"marketValue": 65774536,
"couponRate": 4.5,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWNE92",
"cusip": "3132DWNE9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819839,
"type": "FIXED_INCOME",
"name": "Gilead Sciences, Inc. 5.25% 10/15/2033",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 61000000,
"marketValue": 61247355,
"couponRate": 5.25,
"maturityDate": "2033-10-15",
"fundAbbreviation": null,
"sedol": "BQBBGP0",
"isin": "US375558BZ59",
"cusip": "375558BZ5",
"issuer": "160002280",
"ticker": null,
"issuerName": "Gilead Sciences"
},
{
"id": 3819903,
"type": "FIXED_INCOME",
"name": "Goldman Sachs Group, Inc. 5.049% 7/23/2030 (USD-SOFR + 1.21% on 7/23/2029)",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 60865000,
"marketValue": 60523243,
"couponRate": 5.049,
"maturityDate": "2030-07-23",
"fundAbbreviation": null,
"sedol": "BRC1645",
"isin": "US38141GB292",
"cusip": "38141GB29",
"issuer": "165076273",
"ticker": null,
"issuerName": "Goldman Sachs"
},
{
"id": 3819905,
"type": "FIXED_INCOME",
"name": "Goldman Sachs Group, Inc. 5.33% 7/23/2035 (USD-SOFR + 1.55% on 7/23/2034)",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 63145000,
"marketValue": 61998097,
"couponRate": 5.33,
"maturityDate": "2035-07-23",
"fundAbbreviation": null,
"sedol": "BRC1656",
"isin": "US38141GB375",
"cusip": "38141GB37",
"issuer": "165076273",
"ticker": null,
"issuerName": "Goldman Sachs"
},
{
"id": 3813419,
"type": "FIXED_INCOME",
"name": "Greece (Hellenic Republic of) 0.75% 6/18/2031",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 68950000,
"marketValue": 62665395,
"couponRate": 0.75,
"maturityDate": "2031-06-18",
"fundAbbreviation": null,
"sedol": "BMFN5H9",
"isin": "GR0124037715",
"cusip": null,
"issuer": "212005615",
"ticker": null,
"issuerName": "Hellenic Republic Treasury Bill"
},
{
"id": 3820091,
"type": "FIXED_INCOME",
"name": "Home Depot, Inc. 4.95% 6/25/2034",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 65512000,
"marketValue": 64665847,
"couponRate": 4.95,
"maturityDate": "2034-06-25",
"fundAbbreviation": null,
"sedol": "BPLZ1N8",
"isin": "US437076DE95",
"cusip": "437076DE9",
"issuer": "46002590",
"ticker": null,
"issuerName": "Home Depot"
},
{
"id": 3820541,
"type": "FIXED_INCOME",
"name": "M&T Bank Corp. 6.082% 3/13/2032 (USD-SOFR + 2.26% on 3/13/2031)",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 61295000,
"marketValue": 62853487,
"couponRate": 6.082,
"maturityDate": "2032-03-13",
"fundAbbreviation": null,
"sedol": "BS9CCP1",
"isin": "US55261FAT12",
"cusip": "55261FAT1",
"issuer": "117002025",
"ticker": null,
"issuerName": "M&T"
},
{
"id": 3820539,
"type": "FIXED_INCOME",
"name": "M&T Bank Corp. 7.413% 10/30/2029 (USD-SOFR + 2.80% on 10/30/2028)",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 62268000,
"marketValue": 66767112,
"couponRate": 7.413,
"maturityDate": "2029-10-30",
"fundAbbreviation": null,
"sedol": "BNVR680",
"isin": "US55261FAS39",
"cusip": "55261FAS3",
"issuer": "117002025",
"ticker": null,
"issuerName": "M&T"
},
{
"id": 3821269,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 5.80% 5/15/2034",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 66001000,
"marketValue": 67527339,
"couponRate": 5.8,
"maturityDate": "2034-05-15",
"fundAbbreviation": null,
"sedol": "BSNW1M7",
"isin": "US694308KR71",
"cusip": "694308KR7",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3815399,
"type": "FIXED_INCOME",
"name": "UBS Group AG 3.091% 5/14/2032 (USD-SOFR + 1.73% on 5/14/2031)",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 67840000,
"marketValue": 59034232,
"couponRate": 3.091,
"maturityDate": "2032-05-14",
"fundAbbreviation": null,
"sedol": "BMYY670",
"isin": "US225401AU28",
"cusip": "225401AU2",
"issuer": "212019097",
"ticker": null,
"issuerName": "UBS Group AG"
},
{
"id": 3822359,
"type": "FIXED_INCOME",
"name": "UBS Group AG 5.617% 9/13/2030 (1-year USD-ICE SOFR Swap + 1.34% on 9/13/2029)",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 62000000,
"marketValue": 63005082,
"couponRate": 5.617,
"maturityDate": "2030-09-13",
"fundAbbreviation": null,
"sedol": "BSRK6L1",
"isin": "US902613BL18",
"cusip": "902613BL1",
"issuer": "212019097",
"ticker": null,
"issuerName": "UBS Group AG"
},
{
"id": 3813759,
"type": "FIXED_INCOME",
"name": "Uniform Mortgage-Backed Security 4.50% 1/1/2055",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 64408206,
"marketValue": 60584226,
"couponRate": 4.5,
"maturityDate": "2055-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US01F0426167",
"cusip": "01F042616",
"issuer": "212252537",
"ticker": null,
"issuerName": "UMBS"
},
{
"id": 3813763,
"type": "FIXED_INCOME",
"name": "Uniform Mortgage-Backed Security 5.00% 1/1/2055",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 68948495,
"marketValue": 66551225,
"couponRate": 5,
"maturityDate": "2055-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US01F0506190",
"cusip": "01F050619",
"issuer": "212252537",
"ticker": null,
"issuerName": "UMBS"
},
{
"id": 3822399,
"type": "FIXED_INCOME",
"name": "United Mexican States 3.50% 2/12/2034",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 75212000,
"marketValue": 60020304,
"couponRate": 3.5,
"maturityDate": "2034-02-12",
"fundAbbreviation": null,
"sedol": "BNSQ550",
"isin": "US91087BAR15",
"cusip": "91087BAR1",
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3822615,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 0.75% 4/30/2026",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 63780000,
"marketValue": 60938863,
"couponRate": 0.75,
"maturityDate": "2026-04-30",
"fundAbbreviation": null,
"sedol": "BLPKF06",
"isin": "US91282CBW01",
"cusip": "91282CBW0",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822483,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.375% 11/15/2040",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 96099600,
"marketValue": 59581752,
"couponRate": 1.375,
"maturityDate": "2040-11-15",
"fundAbbreviation": null,
"sedol": "BNG0BM3",
"isin": "US912810ST60",
"cusip": "912810ST6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822785,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.50% 9/30/2029",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 61600000,
"marketValue": 59298039,
"couponRate": 3.5,
"maturityDate": "2029-09-30",
"fundAbbreviation": null,
"sedol": "BT9K6K5",
"isin": "US91282CLN91",
"cusip": "91282CLN9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822779,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.75% 8/31/2031",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 66500000,
"marketValue": 63749992,
"couponRate": 3.75,
"maturityDate": "2031-08-31",
"fundAbbreviation": null,
"sedol": "BRBKJ00",
"isin": "US91282CLJ89",
"cusip": "91282CLJ8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822663,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.875% 9/30/2029",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 65000000,
"marketValue": 63607960,
"couponRate": 3.875,
"maturityDate": "2029-09-30",
"fundAbbreviation": null,
"sedol": "BN6ML52",
"isin": "US91282CFL00",
"cusip": "91282CFL0",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822539,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.625% 5/15/2044",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 63000000,
"marketValue": 61135836,
"couponRate": 4.625,
"maturityDate": "2044-05-15",
"fundAbbreviation": null,
"sedol": "BPZRNR8",
"isin": "US912810UB25",
"cusip": "912810UB2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822533,
"type": "FIXED_INCOME",
"name": "U.S. Treasury Inflation-Protected Security 2.125% 2/15/2054",
"percentage": 0.07,
"asOfDate": "2024-12-31",
"shares": 70428077,
"marketValue": 65255993,
"couponRate": 2.186,
"maturityDate": "2054-02-15",
"fundAbbreviation": null,
"sedol": "BPG5RY6",
"isin": "US912810TY47",
"cusip": "912810TY4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3813637,
"type": "FIXED_INCOME",
"name": "AT&T, Inc. 4.30% 2/15/2030",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 53715000,
"marketValue": 52040489,
"couponRate": 4.3,
"maturityDate": "2030-02-15",
"fundAbbreviation": null,
"sedol": "BG6F4D1",
"isin": "US00206RGQ92",
"cusip": "00206RGQ9",
"issuer": "82008986",
"ticker": null,
"issuerName": "AT&T"
},
{
"id": 3814053,
"type": "FIXED_INCOME",
"name": "Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-5, Class A, 5.78% 4/20/2028",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 49213000,
"marketValue": 50210006,
"couponRate": 5.78,
"maturityDate": "2028-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05377RHC16",
"cusip": "05377RHC1",
"issuer": "212324053",
"ticker": null,
"issuerName": "Avis Budget Rental Car Funding AESOP_23-5"
},
{
"id": 3814471,
"type": "FIXED_INCOME",
"name": "Biocon Biologics Global PLC 6.67% 10/9/2029",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 53000000,
"marketValue": 50859065,
"couponRate": 6.67,
"maturityDate": "2029-10-09",
"fundAbbreviation": null,
"sedol": "BSY3QH9",
"isin": "US090978AA56",
"cusip": "090978AA5",
"issuer": "212349391",
"ticker": null,
"issuerName": "Biocon Biologics Global"
},
{
"id": 3814543,
"type": "FIXED_INCOME",
"name": "Boeing Co. (The) 6.298% 5/1/2029",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 55603000,
"marketValue": 57664092,
"couponRate": 6.298,
"maturityDate": "2029-05-01",
"fundAbbreviation": null,
"sedol": "BPLNHF6",
"isin": "US097023DQ55",
"cusip": "097023DQ5",
"issuer": "106000742",
"ticker": null,
"issuerName": "Boeing"
},
{
"id": 3814557,
"type": "FIXED_INCOME",
"name": "Boston Properties, LP 2.55% 4/1/2032",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 70663000,
"marketValue": 57242612,
"couponRate": 2.55,
"maturityDate": "2032-04-01",
"fundAbbreviation": null,
"sedol": "BNTJ8N7",
"isin": "US10112RBE36",
"cusip": "10112RBE3",
"issuer": "26072318",
"ticker": null,
"issuerName": "BXP"
},
{
"id": 3814187,
"type": "FIXED_INCOME",
"name": "BX Trust, Series 2021-ACNT, Class A, (1-month USD CME Term SOFR + 0.964%) 5.362% 11/15/2038",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 57397848,
"marketValue": 57369838,
"couponRate": 5.362,
"maturityDate": "2038-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05609QAA40",
"cusip": "05609QAA4",
"issuer": "212291398",
"ticker": null,
"issuerName": "BX Trust BX_21-ACNT"
},
{
"id": 3814193,
"type": "FIXED_INCOME",
"name": "BX Trust, Series 2022-CSMO, Class A, (1-month USD CME Term SOFR + 2.115%) 6.512% 6/15/2027",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 53930000,
"marketValue": 54182392,
"couponRate": 6.512,
"maturityDate": "2027-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05610MAA09",
"cusip": "05610MAA0",
"issuer": "212299786",
"ticker": null,
"issuerName": "BX Commercial Mortgage Trust 2022-Csmo"
},
{
"id": 3814677,
"type": "FIXED_INCOME",
"name": "BX Trust, Series 2024-AIRC, Class A, (1-month USD CME Term SOFR + 1.691%) 6.088% 8/15/2039",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 52906000,
"marketValue": 53351998,
"couponRate": 6.088,
"maturityDate": "2039-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12433CAA36",
"cusip": "12433CAA3",
"issuer": "212345243",
"ticker": null,
"issuerName": "BX Commercial Mortgage Trust 2024-AIRC"
},
{
"id": 3814987,
"type": "FIXED_INCOME",
"name": "Cascade Funding Mortgage Trust, Series 2024-RM5, Class A, 4% 10/25/2054",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 52292975,
"marketValue": 50756346,
"couponRate": 4,
"maturityDate": "2054-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US147275AA96",
"cusip": "147275AA9",
"issuer": "212349873",
"ticker": null,
"issuerName": "Cascade Funding Mortgage Trust 2024-RM5"
},
{
"id": 3815003,
"type": "FIXED_INCOME",
"name": "Centene Corp. 4.25% 12/15/2027",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 58085000,
"marketValue": 56310445,
"couponRate": 4.25,
"maturityDate": "2027-12-15",
"fundAbbreviation": null,
"sedol": "BMCTMH9",
"isin": "US15135BAR24",
"cusip": "15135BAR2",
"issuer": "163081359",
"ticker": null,
"issuerName": "Centene"
},
{
"id": 3815117,
"type": "FIXED_INCOME",
"name": "Citigroup, Inc. 2.572% 6/3/2031 (USD-SOFR + 2.107% on 6/3/2030)",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 61925000,
"marketValue": 53994079,
"couponRate": 2.572,
"maturityDate": "2031-06-03",
"fundAbbreviation": null,
"sedol": "BMWJ0T7",
"isin": "US172967MS77",
"cusip": "172967MS7",
"issuer": "34007454",
"ticker": null,
"issuerName": "Citigroup"
},
{
"id": 3814851,
"type": "FIXED_INCOME",
"name": "CVS Health Corp. 5.70% 6/1/2034",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 57461000,
"marketValue": 56505826,
"couponRate": 5.7,
"maturityDate": "2034-06-01",
"fundAbbreviation": null,
"sedol": "BM8JC06",
"isin": "US126650ED80",
"cusip": "126650ED8",
"issuer": "9011457",
"ticker": null,
"issuerName": "CVS Health"
},
{
"id": 3815743,
"type": "FIXED_INCOME",
"name": "Equinix Europe 2 Financing Corp., LLC 5.50% 6/15/2034",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 54114000,
"marketValue": 54347718,
"couponRate": 5.5,
"maturityDate": "2034-06-15",
"fundAbbreviation": null,
"sedol": "BS3FRC8",
"isin": "US29390XAA28",
"cusip": "29390XAA2",
"issuer": "51079127",
"ticker": null,
"issuerName": "Equinix"
},
{
"id": 3818199,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB7118 6.00% 9/1/2053",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 53088009,
"marketValue": 53800450,
"couponRate": 6,
"maturityDate": "2053-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QS4C23",
"cusip": "3140QS4C2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818235,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB7438 6.00% 11/1/2053",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 52688282,
"marketValue": 53028859,
"couponRate": 6,
"maturityDate": "2053-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QTHQ54",
"cusip": "3140QTHQ5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818283,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8536 5.50% 5/1/2054",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 56685502,
"marketValue": 56312511,
"couponRate": 5.5,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QUPW04",
"cusip": "3140QUPW0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818449,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM9672 2.50% 12/1/2051",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 64071415,
"marketValue": 52317450,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XDXA93",
"cusip": "3140XDXA9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818583,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS5192 5.50% 6/1/2053",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 59269028,
"marketValue": 58648659,
"couponRate": 5.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XLXW30",
"cusip": "3140XLXW3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818659,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS7879 2.50% 7/1/2052",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 67603972,
"marketValue": 55161596,
"couponRate": 2.5,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XPXH76",
"cusip": "3140XPXH7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818859,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4501 2.00% 12/1/2041",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 68192866,
"marketValue": 56721462,
"couponRate": 2,
"maturityDate": "2041-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EAB65",
"cusip": "31418EAB6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818911,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4894 6.00% 1/1/2053",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 52765443,
"marketValue": 53077234,
"couponRate": 6,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ENL01",
"cusip": "31418ENL0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818933,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4980 6.00% 4/1/2053",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 57521329,
"marketValue": 57915695,
"couponRate": 6,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ERA00",
"cusip": "31418ERA0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818927,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5009 5.00% 5/1/2053",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 60768479,
"marketValue": 58755949,
"couponRate": 5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ER771",
"cusip": "31418ER77",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818945,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5027 4.00% 5/1/2053",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 55322939,
"marketValue": 50647819,
"couponRate": 4,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ESR26",
"cusip": "31418ESR2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819293,
"type": "FIXED_INCOME",
"name": "FirstEnergy Corp. 1.60% 1/15/2026",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 54243000,
"marketValue": 52337715,
"couponRate": 1.6,
"maturityDate": "2026-01-15",
"fundAbbreviation": null,
"sedol": "BMBT2S1",
"isin": "US337932AN77",
"cusip": "337932AN7",
"issuer": "206072922",
"ticker": null,
"issuerName": "FirstEnergy"
},
{
"id": 3819291,
"type": "FIXED_INCOME",
"name": "FirstEnergy Corp. 2.65% 3/1/2030",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 58095000,
"marketValue": 51535726,
"couponRate": 2.65,
"maturityDate": "2030-03-01",
"fundAbbreviation": null,
"sedol": "BKMGCD2",
"isin": "US337932AL12",
"cusip": "337932AL1",
"issuer": "206072922",
"ticker": null,
"issuerName": "FirstEnergy"
},
{
"id": 3819287,
"type": "FIXED_INCOME",
"name": "FirstEnergy Corp., Series B, 4.15% 7/15/2027",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 57760000,
"marketValue": 56288680,
"couponRate": 3.9,
"maturityDate": "2027-07-15",
"fundAbbreviation": null,
"sedol": "BDC3P91",
"isin": "US337932AH00",
"cusip": "337932AH0",
"issuer": "206072922",
"ticker": null,
"issuerName": "FirstEnergy"
},
{
"id": 3819411,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 6.05% 3/5/2031",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 54453000,
"marketValue": 54364568,
"couponRate": 6.05,
"maturityDate": "2031-03-05",
"fundAbbreviation": null,
"sedol": "BPCRN60",
"isin": "US345397E250",
"cusip": "345397E25",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3816949,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA5836 2.50% 9/1/2051",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 70412178,
"marketValue": 58027803,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KMPV18",
"cusip": "3133KMPV1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816961,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA6136 2.50% 10/1/2051",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 68314541,
"marketValue": 55728749,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KMY906",
"cusip": "3133KMY90",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817025,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA9888 6.50% 1/1/2054",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 53366104,
"marketValue": 54652013,
"couponRate": 6.5,
"maturityDate": "2054-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KR6Z24",
"cusip": "3133KR6Z2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817063,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RB5138 2.00% 12/1/2041",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 69136379,
"marketValue": 57505151,
"couponRate": 2,
"maturityDate": "2041-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KYV717",
"cusip": "3133KYV71",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819137,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1857 5.50% 6/1/2054",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 55022150,
"marketValue": 54498394,
"couponRate": 5.5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSB314",
"cusip": "3142GSB31",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819153,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1964 6.00% 7/1/2054",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 52502652,
"marketValue": 53379761,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSFE36",
"cusip": "3142GSFE3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819135,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2625 5.50% 10/1/2054",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 57470938,
"marketValue": 57018872,
"couponRate": 5.5,
"maturityDate": "2054-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GS4K12",
"cusip": "3142GS4K1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819239,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2860 5.00% 11/1/2054",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 60986489,
"marketValue": 58896177,
"couponRate": 5,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GTFA96",
"cusip": "3142GTFA9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819255,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ3163 5.00% 12/1/2054",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 52483000,
"marketValue": 50814041,
"couponRate": 5,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GTQR03",
"cusip": "3142GTQR0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815939,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SC0148 2.00% 1/1/2053",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 69679744,
"marketValue": 58220980,
"couponRate": 2,
"maturityDate": "2041-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132D9EV23",
"cusip": "3132D9EV2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816043,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD2948 5.50% 11/1/2052",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 54191375,
"marketValue": 53612719,
"couponRate": 5.5,
"maturityDate": "2052-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQHZ28",
"cusip": "3132DQHZ2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816051,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD3177 6.00% 6/1/2053",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 51322087,
"marketValue": 52036439,
"couponRate": 6,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQQ660",
"cusip": "3132DQQ66",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816063,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD3369 5.50% 5/1/2053",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 55647686,
"marketValue": 55055206,
"couponRate": 5.5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQW692",
"cusip": "3132DQW69",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816095,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD4795 6.00% 1/1/2054",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 55047972,
"marketValue": 55403032,
"couponRate": 6,
"maturityDate": "2054-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DSKG65",
"cusip": "3132DSKG6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816117,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD5117 6.00% 3/1/2054",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 51110276,
"marketValue": 51737041,
"couponRate": 6,
"maturityDate": "2054-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DSVJ85",
"cusip": "3132DSVJ8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816185,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6706 4.50% 1/1/2054",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 61815712,
"marketValue": 58203511,
"couponRate": 4.5,
"maturityDate": "2054-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DUNX18",
"cusip": "3132DUNX1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816307,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8329 5.00% 6/1/2053",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 54173852,
"marketValue": 52411848,
"couponRate": 5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWHE66",
"cusip": "3132DWHE6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819823,
"type": "FIXED_INCOME",
"name": "General Motors Financial Co., Inc. 1.50% 6/10/2026",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 57097000,
"marketValue": 54450211,
"couponRate": 1.5,
"maturityDate": "2026-06-10",
"fundAbbreviation": null,
"sedol": "BNR5LK5",
"isin": "US37045XDK90",
"cusip": "37045XDK9",
"issuer": "212222256",
"ticker": null,
"issuerName": "General Motors Financial Co Inc"
},
{
"id": 3819595,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA6600 3.50% 4/20/2050",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 62583609,
"marketValue": 56415056,
"couponRate": 3.5,
"maturityDate": "2050-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179VKM18",
"cusip": "36179VKM1",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819631,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA8267 4.00% 9/20/2052",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 57236055,
"marketValue": 52807301,
"couponRate": 4,
"maturityDate": "2052-09-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179XFG60",
"cusip": "36179XFG6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819633,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA8346 4.00% 10/20/2052",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 58850109,
"marketValue": 54259860,
"couponRate": 4,
"maturityDate": "2052-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179XHX75",
"cusip": "36179XHX7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819657,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA9104 4.50% 8/20/2053",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 56741737,
"marketValue": 53704409,
"couponRate": 4.5,
"maturityDate": "2053-08-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179YDH45",
"cusip": "36179YDH4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819661,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA9170 5.00% 9/20/2053",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 52071001,
"marketValue": 50603536,
"couponRate": 5,
"maturityDate": "2053-09-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179YFK55",
"cusip": "36179YFK5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3813319,
"type": "FIXED_INCOME",
"name": "Hertz Vehicle Financing III, LLC, Series 2021-A, Class B, 9.44% 6/25/2025",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 50483000,
"marketValue": 50483000,
"couponRate": 9.44,
"maturityDate": "2025-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": null,
"cusip": null,
"issuer": "212293917",
"ticker": null,
"issuerName": "Hertz Vehicle Financing III LLC HERTZ_21-A"
},
{
"id": 3819999,
"type": "FIXED_INCOME",
"name": "HSBC Holdings PLC 2.206% 8/17/2029 (USD-SOFR + 1.285% on 8/17/2028)",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 60285000,
"marketValue": 54173307,
"couponRate": 2.206,
"maturityDate": "2029-08-17",
"fundAbbreviation": null,
"sedol": "BMYH4K8",
"isin": "US404280CV97",
"cusip": "404280CV9",
"issuer": "40083992",
"ticker": null,
"issuerName": "HSBC Holdings"
},
{
"id": 3820145,
"type": "FIXED_INCOME",
"name": "Hyundai Capital America 1.80% 10/15/2025",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 53247000,
"marketValue": 51936645,
"couponRate": 1.8,
"maturityDate": "2025-10-15",
"fundAbbreviation": null,
"sedol": "BMGR8G0",
"isin": "US44891ABN63",
"cusip": "44891ABN6",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820819,
"type": "FIXED_INCOME",
"name": "Morgan Stanley 5.173% 1/16/2030 (USD-SOFR + 1.45% on 1/16/2029)",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 50000000,
"marketValue": 50085450,
"couponRate": 5.173,
"maturityDate": "2030-01-16",
"fundAbbreviation": null,
"sedol": "BQWR3R8",
"isin": "US61747YFK64",
"cusip": "61747YFK6",
"issuer": "95001579",
"ticker": null,
"issuerName": "Morgan Stanley"
},
{
"id": 3820823,
"type": "FIXED_INCOME",
"name": "Morgan Stanley 5.656% 4/18/2030 (USD-SOFR + 1.26% on 4/18/2029)",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 50621000,
"marketValue": 51544833,
"couponRate": 5.656,
"maturityDate": "2030-04-18",
"fundAbbreviation": null,
"sedol": "BLDCKK9",
"isin": "US61747YFQ35",
"cusip": "61747YFQ3",
"issuer": "95001579",
"ticker": null,
"issuerName": "Morgan Stanley"
},
{
"id": 3820825,
"type": "FIXED_INCOME",
"name": "Morgan Stanley 5.831% 4/19/2035 (USD-SOFR + 1.58% on 4/19/2034)",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 54820000,
"marketValue": 55888880,
"couponRate": 5.831,
"maturityDate": "2035-04-19",
"fundAbbreviation": null,
"sedol": "BLDCHK8",
"isin": "US61747YFR18",
"cusip": "61747YFR1",
"issuer": "95001579",
"ticker": null,
"issuerName": "Morgan Stanley"
},
{
"id": 3821235,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 2.10% 8/1/2027",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 62069000,
"marketValue": 57922232,
"couponRate": 2.1,
"maturityDate": "2027-08-01",
"fundAbbreviation": null,
"sedol": "BMYQX42",
"isin": "US694308JF52",
"cusip": "694308JF5",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821261,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 6.15% 1/15/2033",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 54017000,
"marketValue": 56166877,
"couponRate": 6.15,
"maturityDate": "2033-01-15",
"fundAbbreviation": null,
"sedol": "BNNMQX8",
"isin": "US694308KJ55",
"cusip": "694308KJ5",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821295,
"type": "FIXED_INCOME",
"name": "PacifiCorp 5.45% 2/15/2034",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 57000000,
"marketValue": 56668146,
"couponRate": 5.45,
"maturityDate": "2034-02-15",
"fundAbbreviation": null,
"sedol": "BRXGPV9",
"isin": "US695114DD77",
"cusip": "695114DD7",
"issuer": "51000687",
"ticker": null,
"issuerName": "Berkshire Hathaway"
},
{
"id": 3821291,
"type": "FIXED_INCOME",
"name": "PacifiCorp 5.50% 5/15/2054",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 55379000,
"marketValue": 51816358,
"couponRate": 5.5,
"maturityDate": "2054-05-15",
"fundAbbreviation": null,
"sedol": "BNBXR85",
"isin": "US695114DA39",
"cusip": "695114DA3",
"issuer": "51000687",
"ticker": null,
"issuerName": "Berkshire Hathaway"
},
{
"id": 3821351,
"type": "FIXED_INCOME",
"name": "Petroleos Mexicanos 6.49% 1/23/2027",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 51803000,
"marketValue": 50282168,
"couponRate": 6.49,
"maturityDate": "2027-01-23",
"fundAbbreviation": null,
"sedol": "BN2YTH0",
"isin": "US71654QDB59",
"cusip": "71654QDB5",
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3821769,
"type": "FIXED_INCOME",
"name": "Santander Holdings USA, Inc. 5.353% 9/6/2030 (USD-SOFR + 1.94% on 9/6/2029)",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 54700000,
"marketValue": 54082218,
"couponRate": 5.353,
"maturityDate": "2030-09-06",
"fundAbbreviation": null,
"sedol": "BTFJ2V9",
"isin": "US80282KBM71",
"cusip": "80282KBM7",
"issuer": "136074548",
"ticker": null,
"issuerName": "Banco Santander"
},
{
"id": 3821689,
"type": "FIXED_INCOME",
"name": "SBA Tower Trust 1.631% 11/15/2026",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 62772000,
"marketValue": 58866640,
"couponRate": 1.631,
"maturityDate": "2026-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78403DAT72",
"cusip": "78403DAT7",
"issuer": "187077779",
"ticker": null,
"issuerName": "SBA"
},
{
"id": 3821917,
"type": "FIXED_INCOME",
"name": "Southern California Edison Co. 2.85% 8/1/2029",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 57824000,
"marketValue": 52809907,
"couponRate": 2.85,
"maturityDate": "2029-08-01",
"fundAbbreviation": null,
"sedol": "BJQ1ZT3",
"isin": "US842400GS60",
"cusip": "842400GS6",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3815085,
"type": "FIXED_INCOME",
"name": "State of Illinois, City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2009-E, 6.138% 12/1/2039",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 57980000,
"marketValue": 53748214,
"couponRate": 6.138,
"maturityDate": "2039-12-01",
"fundAbbreviation": null,
"sedol": "B4M7JJ8",
"isin": "US167505KH89",
"cusip": "167505KH8",
"issuer": "36078264",
"ticker": null,
"issuerName": "Chicago Board of Education"
},
{
"id": 3821729,
"type": "FIXED_INCOME",
"name": "StorageMart Commercial Mortgage Trust, Series 2022-MINI, Class A, (1-month USD CME Term SOFR + 1.00%) 5.397% 1/15/2039",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 55785000,
"marketValue": 55675661,
"couponRate": 5.397,
"maturityDate": "2039-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78457JAA07",
"cusip": "78457JAA0",
"issuer": "212295688",
"ticker": null,
"issuerName": "Storagemart Commercial Mortgage Trust SMRT_22-MINI"
},
{
"id": 3822153,
"type": "FIXED_INCOME",
"name": "Teva Pharmaceutical Finance Netherlands III BV 7.875% 9/15/2029",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 49725000,
"marketValue": 53652977,
"couponRate": 7.875,
"maturityDate": "2029-09-15",
"fundAbbreviation": null,
"sedol": "BQXJJN1",
"isin": "US88167AAS06",
"cusip": "88167AAS0",
"issuer": "54005566",
"ticker": null,
"issuerName": "Teva Pharmaceutical"
},
{
"id": 3822583,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.50% 2/15/2030",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 60500000,
"marketValue": 52560410,
"couponRate": 1.5,
"maturityDate": "2030-02-15",
"fundAbbreviation": null,
"sedol": "BK8ZZ12",
"isin": "US912828Z948",
"cusip": "912828Z94",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822619,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.625% 5/15/2031",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 67450000,
"marketValue": 56933021,
"couponRate": 1.625,
"maturityDate": "2031-05-15",
"fundAbbreviation": null,
"sedol": "BMHV4S5",
"isin": "US91282CCB54",
"cusip": "91282CCB5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822467,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.875% 5/15/2049",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 74849000,
"marketValue": 53145529,
"couponRate": 2.875,
"maturityDate": "2049-05-15",
"fundAbbreviation": null,
"sedol": "BK1WFY3",
"isin": "US912810SH23",
"cusip": "912810SH2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822681,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.50% 1/31/2030",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 59119800,
"marketValue": 56745590,
"couponRate": 3.5,
"maturityDate": "2030-01-31",
"fundAbbreviation": null,
"sedol": "BL6BVY4",
"isin": "US91282CGJ45",
"cusip": "91282CGJ4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822697,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.625% 5/31/2028",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 52780500,
"marketValue": 51636235,
"couponRate": 3.625,
"maturityDate": "2028-05-31",
"fundAbbreviation": null,
"sedol": "BP489T6",
"isin": "US91282CHE49",
"cusip": "91282CHE4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822783,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.625% 9/30/2031",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 56617300,
"marketValue": 53833778,
"couponRate": 3.625,
"maturityDate": "2031-09-30",
"fundAbbreviation": null,
"sedol": "BT9K6J4",
"isin": "US91282CLM19",
"cusip": "91282CLM1",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822789,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.875% 10/15/2027",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 53465900,
"marketValue": 52922847,
"couponRate": 3.875,
"maturityDate": "2027-10-15",
"fundAbbreviation": null,
"sedol": "BSVLV71",
"isin": "US91282CLQ23",
"cusip": "91282CLQ2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822677,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.875% 1/15/2026",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 52870000,
"marketValue": 52704781,
"couponRate": 3.875,
"maturityDate": "2026-01-15",
"fundAbbreviation": null,
"sedol": "BNNMQW7",
"isin": "US91282CGE57",
"cusip": "91282CGE5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822735,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.00% 1/15/2027",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 55000000,
"marketValue": 54750152,
"couponRate": 4,
"maturityDate": "2027-01-15",
"fundAbbreviation": null,
"sedol": "BQPG6W8",
"isin": "US91282CJT99",
"cusip": "91282CJT9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822531,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.25% 2/15/2054",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 60330900,
"marketValue": 55132072,
"couponRate": 4.25,
"maturityDate": "2054-02-15",
"fundAbbreviation": null,
"sedol": "BS2G1C0",
"isin": "US912810TX63",
"cusip": "912810TX6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822763,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.25% 6/30/2029",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 58000000,
"marketValue": 57707054,
"couponRate": 4.25,
"maturityDate": "2029-06-30",
"fundAbbreviation": null,
"sedol": "BRT7668",
"isin": "US91282CKX82",
"cusip": "91282CKX8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822723,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.625% 11/15/2026",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 55416100,
"marketValue": 55795567,
"couponRate": 4.625,
"maturityDate": "2026-11-15",
"fundAbbreviation": null,
"sedol": "BRBS4G5",
"isin": "US91282CJK80",
"cusip": "91282CJK8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822529,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.75% 11/15/2043",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 56349400,
"marketValue": 55689053,
"couponRate": 4.75,
"maturityDate": "2043-11-15",
"fundAbbreviation": null,
"sedol": "BP0VPN5",
"isin": "US912810TW80",
"cusip": "912810TW8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822711,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 5.00% 8/31/2025",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 50924200,
"marketValue": 51174844,
"couponRate": 5,
"maturityDate": "2025-08-31",
"fundAbbreviation": null,
"sedol": "BMGC3P9",
"isin": "US91282CHV63",
"cusip": "91282CHV6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822719,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 5.00% 9/30/2025",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 53000000,
"marketValue": 53283635,
"couponRate": 5,
"maturityDate": "2025-09-30",
"fundAbbreviation": null,
"sedol": "BMX7M61",
"isin": "US91282CJB81",
"cusip": "91282CJB8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822519,
"type": "FIXED_INCOME",
"name": "U.S. Treasury Inflation-Protected Security 1.50% 2/15/2053",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 73546506,
"marketValue": 58963602,
"couponRate": 1.593,
"maturityDate": "2053-02-15",
"fundAbbreviation": null,
"sedol": "BMXHQN6",
"isin": "US912810TP30",
"cusip": "912810TP3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3823071,
"type": "FIXED_INCOME",
"name": "Wells Fargo & Co. 4.808% 7/25/2028 (USD-SOFR + 1.98% on 7/25/2027)",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 53937000,
"marketValue": 53754963,
"couponRate": 4.808,
"maturityDate": "2028-07-25",
"fundAbbreviation": null,
"sedol": "BMHRXL9",
"isin": "US95000U3A91",
"cusip": "95000U3A9",
"issuer": "50004078",
"ticker": null,
"issuerName": "Wells Fargo"
},
{
"id": 3823083,
"type": "FIXED_INCOME",
"name": "Wells Fargo & Co. 5.198% 1/23/2030 (USD-SOFR + 1.50% on 1/23/2029)",
"percentage": 0.06,
"asOfDate": "2024-12-31",
"shares": 56475000,
"marketValue": 56651710,
"couponRate": 5.198,
"maturityDate": "2030-01-23",
"fundAbbreviation": null,
"sedol": "BQWR475",
"isin": "US95000U3J01",
"cusip": "95000U3J0",
"issuer": "50004078",
"ticker": null,
"issuerName": "Wells Fargo"
},
{
"id": 3813543,
"type": "FIXED_INCOME",
"name": "Alpha Bank SA 6.875% 6/27/2029 (1-year EUR-ICE Swap EURIBOR + 3.793% on 6/27/2028)",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 36391000,
"marketValue": 42057227,
"couponRate": 6.875,
"maturityDate": "2029-06-27",
"fundAbbreviation": null,
"sedol": "BQLSCC0",
"isin": "XS2640904319",
"cusip": null,
"issuer": "125079837",
"ticker": null,
"issuerName": "Alpha Services and Holdings"
},
{
"id": 3813881,
"type": "FIXED_INCOME",
"name": "Amgen, Inc. 5.15% 3/2/2028",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 45847000,
"marketValue": 46191219,
"couponRate": 5.15,
"maturityDate": "2028-03-02",
"fundAbbreviation": null,
"sedol": "BMTY5W3",
"isin": "US031162DP23",
"cusip": "031162DP2",
"issuer": "65000277",
"ticker": null,
"issuerName": "Amgen"
},
{
"id": 3814055,
"type": "FIXED_INCOME",
"name": "Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-6, Class A, 5.81% 12/20/2029",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 40430000,
"marketValue": 41657374,
"couponRate": 5.81,
"maturityDate": "2029-12-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05377RHG20",
"cusip": "05377RHG2",
"issuer": "212324051",
"ticker": null,
"issuerName": "Avis Budget Rental Car Funding AESOP_23-6"
},
{
"id": 3814087,
"type": "FIXED_INCOME",
"name": "BAT Capital Corp. 3.557% 8/15/2027",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 43532000,
"marketValue": 42134623,
"couponRate": 3.557,
"maturityDate": "2027-08-15",
"fundAbbreviation": null,
"sedol": "BLR99M1",
"isin": "US05526DBB01",
"cusip": "05526DBB0",
"issuer": "212219957",
"ticker": null,
"issuerName": "BAT Capital"
},
{
"id": 3814539,
"type": "FIXED_INCOME",
"name": "Boeing Co. (The) 2.196% 2/4/2026",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 43452000,
"marketValue": 42164126,
"couponRate": 2.196,
"maturityDate": "2026-02-04",
"fundAbbreviation": null,
"sedol": "BKPSXR6",
"isin": "US097023DG73",
"cusip": "097023DG7",
"issuer": "106000742",
"ticker": null,
"issuerName": "Boeing"
},
{
"id": 3814535,
"type": "FIXED_INCOME",
"name": "Boeing Co. (The) 3.25% 2/1/2028",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 49283000,
"marketValue": 46423255,
"couponRate": 3.25,
"maturityDate": "2028-02-01",
"fundAbbreviation": null,
"sedol": "BMHXMX2",
"isin": "US097023DB86",
"cusip": "097023DB8",
"issuer": "106000742",
"ticker": null,
"issuerName": "Boeing"
},
{
"id": 3814523,
"type": "FIXED_INCOME",
"name": "Boeing Co. (The) 5.04% 5/1/2027",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 40814000,
"marketValue": 40935789,
"couponRate": 5.04,
"maturityDate": "2027-05-01",
"fundAbbreviation": null,
"sedol": "BM8XFS7",
"isin": "US097023CU76",
"cusip": "097023CU7",
"issuer": "106000742",
"ticker": null,
"issuerName": "Boeing"
},
{
"id": 3814541,
"type": "FIXED_INCOME",
"name": "Boeing Co. (The) 6.259% 5/1/2027",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 40980000,
"marketValue": 41966102,
"couponRate": 6.259,
"maturityDate": "2027-05-01",
"fundAbbreviation": null,
"sedol": "BS6XY40",
"isin": "US097023DP72",
"cusip": "097023DP7",
"issuer": "106000742",
"ticker": null,
"issuerName": "Boeing"
},
{
"id": 3814545,
"type": "FIXED_INCOME",
"name": "Boeing Co. (The) 6.388% 5/1/2031",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 39074000,
"marketValue": 40871365,
"couponRate": 6.388,
"maturityDate": "2031-05-01",
"fundAbbreviation": null,
"sedol": "BT25ZZ5",
"isin": "US097023DR39",
"cusip": "097023DR3",
"issuer": "106000742",
"ticker": null,
"issuerName": "Boeing"
},
{
"id": 3814587,
"type": "FIXED_INCOME",
"name": "BRAVO Residential Funding Trust, Series 2024-NQM7, Class A1, 5. 554.00% 10/27/2064 (6. 554.00% on 10/1/2028)",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 42218603,
"marketValue": 42172373,
"couponRate": 5.554,
"maturityDate": "2064-10-27",
"fundAbbreviation": null,
"sedol": null,
"isin": "US105698AC83",
"cusip": "105698AC8",
"issuer": "212350429",
"ticker": null,
"issuerName": "BRAVO Residential Funding Trust 2024-NQM7"
},
{
"id": 3814157,
"type": "FIXED_INCOME",
"name": "BX Trust, Series 2024-FNX, Class A, (1-month USD CME Term SOFR + 1.442%) 5.839% 11/15/2026",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 48846051,
"marketValue": 48890891,
"couponRate": 5.839,
"maturityDate": "2026-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05593TAA60",
"cusip": "05593TAA6",
"issuer": "212350347",
"ticker": null,
"issuerName": "BX Trust 2024-FNX"
},
{
"id": 3814679,
"type": "FIXED_INCOME",
"name": "BX Trust, Series 2024-GPA2, Class A, (1-month USD CME Term SOFR + 1.542%) 5.939% 11/15/2041",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 42027000,
"marketValue": 42262393,
"couponRate": 5.939,
"maturityDate": "2041-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12433DAA19",
"cusip": "12433DAA1",
"issuer": "212351049",
"ticker": null,
"issuerName": "BX Commercial Mortgage Trust 2024-GPA2"
},
{
"id": 3815011,
"type": "FIXED_INCOME",
"name": "Centene Corp. 2.50% 3/1/2031",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 56894000,
"marketValue": 47095488,
"couponRate": 2.5,
"maturityDate": "2031-03-01",
"fundAbbreviation": null,
"sedol": "BKP8G66",
"isin": "US15135BAX91",
"cusip": "15135BAX9",
"issuer": "163081359",
"ticker": null,
"issuerName": "Centene"
},
{
"id": 3814723,
"type": "FIXED_INCOME",
"name": "CF Hippolyta, LLC, Series 2022-1A, Class A2, 6.11% 8/15/2062",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 43495985,
"marketValue": 43329004,
"couponRate": 6.11,
"maturityDate": "2062-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12530MAM73",
"cusip": "12530MAM7",
"issuer": "212311058",
"ticker": null,
"issuerName": "CF Hippolyta Issuer LLC SORT_22-1"
},
{
"id": 3815103,
"type": "FIXED_INCOME",
"name": "Cisco Systems, Inc. 5.05% 2/26/2034",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 44610000,
"marketValue": 44467248,
"couponRate": 5.05,
"maturityDate": "2034-02-26",
"fundAbbreviation": null,
"sedol": "BMG7QQ6",
"isin": "US17275RBT86",
"cusip": "17275RBT8",
"issuer": "212280412",
"ticker": null,
"issuerName": "Cisco Systems"
},
{
"id": 3815129,
"type": "FIXED_INCOME",
"name": "Citigroup, Inc. 6.27% 11/17/2033 (USD-SOFR + 2.338% on 11/17/2032)",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 39666000,
"marketValue": 41608008,
"couponRate": 6.27,
"maturityDate": "2033-11-17",
"fundAbbreviation": null,
"sedol": "BJN59J6",
"isin": "US172967PA33",
"cusip": "172967PA3",
"issuer": "34007454",
"ticker": null,
"issuerName": "Citigroup"
},
{
"id": 3815523,
"type": "FIXED_INCOME",
"name": "Deutsche Bank AG 3.547% 9/18/2031 (USD-SOFR + 3.043% on 9/18/2030)",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 54410000,
"marketValue": 48872041,
"couponRate": 3.547,
"maturityDate": "2031-09-18",
"fundAbbreviation": null,
"sedol": "BM8TGN7",
"isin": "US251526CD98",
"cusip": "251526CD9",
"issuer": "92077048",
"ticker": null,
"issuerName": "Deutsche Bank"
},
{
"id": 3815535,
"type": "FIXED_INCOME",
"name": "Deutsche Bank AG 5.706% 2/8/2028 (USD-SOFR + 1.594% on 2/8/2027)",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 43318000,
"marketValue": 43788087,
"couponRate": 5.706,
"maturityDate": "2028-02-08",
"fundAbbreviation": null,
"sedol": "BPSQRZ8",
"isin": "US251526CV96",
"cusip": "251526CV9",
"issuer": "92077048",
"ticker": null,
"issuerName": "Deutsche Bank"
},
{
"id": 3821165,
"type": "FIXED_INCOME",
"name": "EquipmentShare, Series 2024-2M, Class A, 5.70% 12/20/2032",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 47535000,
"marketValue": 47657973,
"couponRate": 5.7,
"maturityDate": "2032-12-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69121NAA63",
"cusip": "69121NAA6",
"issuer": "212353403",
"ticker": null,
"issuerName": "Equipmentshare EQS_24-2M"
},
{
"id": 3817479,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BF0481 3.50% 6/1/2060",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 49950235,
"marketValue": 43901811,
"couponRate": 3.5,
"maturityDate": "2060-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FXRB07",
"cusip": "3140FXRB0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817493,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BF0765 3.50% 9/1/2063",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 47790094,
"marketValue": 41566199,
"couponRate": 3.5,
"maturityDate": "2063-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FXZ707",
"cusip": "3140FXZ70",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817757,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV3080 2.00% 2/1/2052",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 54859604,
"marketValue": 42819512,
"couponRate": 2,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MGM656",
"cusip": "3140MGM65",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818017,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA7603 2.50% 11/1/2050",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 49530356,
"marketValue": 40865069,
"couponRate": 2.5,
"maturityDate": "2050-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QFNV71",
"cusip": "3140QFNV7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818037,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA8285 3.00% 12/1/2050",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 48572383,
"marketValue": 42154369,
"couponRate": 3,
"maturityDate": "2050-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QGF362",
"cusip": "3140QGF36",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818061,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB0041 3.00% 4/1/2051",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 49790117,
"marketValue": 43154140,
"couponRate": 3,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QKBK30",
"cusip": "3140QKBK3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818087,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB0988 2.50% 7/1/2051",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 52619773,
"marketValue": 43372953,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QLC203",
"cusip": "3140QLC20",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818125,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2319 2.50% 12/1/2051",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 56271693,
"marketValue": 46534721,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QMSH83",
"cusip": "3140QMSH8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818163,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB3354 2.50% 4/1/2052",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 53557883,
"marketValue": 43688451,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QNWQ10",
"cusip": "3140QNWQ1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818201,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB7122 6.00% 9/1/2053",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 48261204,
"marketValue": 48518725,
"couponRate": 6,
"maturityDate": "2053-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QS4G37",
"cusip": "3140QS4G3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818249,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB7933 6.50% 2/1/2054",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 45473228,
"marketValue": 46573589,
"couponRate": 6.5,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QTY788",
"cusip": "3140QTY78",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818291,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8842 5.50% 7/1/2054",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 45848602,
"marketValue": 45412169,
"couponRate": 5.5,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QUZG44",
"cusip": "3140QUZG4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818295,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8858 6.00% 7/1/2054",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 44418275,
"marketValue": 44921578,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QUZY59",
"cusip": "3140QUZY5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818589,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS5520 4.50% 1/1/2053",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 44021576,
"marketValue": 41454238,
"couponRate": 4.5,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XMD296",
"cusip": "3140XMD29",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818615,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS6610 6.50% 12/1/2053",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 41412507,
"marketValue": 42367148,
"couponRate": 6.5,
"maturityDate": "2053-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XNKY98",
"cusip": "3140XNKY9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818875,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4577 2.00% 2052",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 58446318,
"marketValue": 45616825,
"couponRate": 2,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ECP34",
"cusip": "31418ECP3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818917,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4919 5.50% 2/1/2053",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 44351170,
"marketValue": 43828270,
"couponRate": 5.5,
"maturityDate": "2053-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EPD66",
"cusip": "31418EPD6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818923,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4978 5.00% 4/1/2053",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 42417760,
"marketValue": 40972078,
"couponRate": 5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EQ864",
"cusip": "31418EQ86",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818973,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5166 6.00% 10/1/2053",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 44583872,
"marketValue": 44839471,
"couponRate": 6,
"maturityDate": "2053-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EW482",
"cusip": "31418EW48",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818985,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5192 6.50% 11/1/2053",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 47556575,
"marketValue": 48566962,
"couponRate": 6.5,
"maturityDate": "2053-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EXW55",
"cusip": "31418EXW5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819353,
"type": "FIXED_INCOME",
"name": "Ford Credit Auto Owner Trust, Series 2020-1, Class A, 2.04% 8/15/2031",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 47950000,
"marketValue": 47796944,
"couponRate": 2.04,
"maturityDate": "2031-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US34531NAA46",
"cusip": "34531NAA4",
"issuer": "212269386",
"ticker": null,
"issuerName": "Ford Credit Auto Owner Trust FORDR_20-1"
},
{
"id": 3819347,
"type": "FIXED_INCOME",
"name": "Ford Credit Floorplan Master Owner Trust, Series 2024-3, Class A1, 4.30% 9/15/2029",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 45520000,
"marketValue": 45105722,
"couponRate": 4.3,
"maturityDate": "2029-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US34528QJK13",
"cusip": "34528QJK1",
"issuer": "212349282",
"ticker": null,
"issuerName": "Ford Credit Floorplan Master Owner Trust FORDF_24-3"
},
{
"id": 3819371,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 4.271% 1/9/2027",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 42685000,
"marketValue": 41834245,
"couponRate": 4.271,
"maturityDate": "2027-01-09",
"fundAbbreviation": null,
"sedol": "BKM3QM0",
"isin": "US345397A456",
"cusip": "345397A45",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819419,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 5.303% 9/6/2029",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 41825000,
"marketValue": 41012633,
"couponRate": 5.303,
"maturityDate": "2029-09-06",
"fundAbbreviation": null,
"sedol": "BQB43C5",
"isin": "US345397G230",
"cusip": "345397G23",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819415,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 5.85% 5/17/2027",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 49000000,
"marketValue": 49538853,
"couponRate": 5.85,
"maturityDate": "2027-05-17",
"fundAbbreviation": null,
"sedol": "BQH7RP9",
"isin": "US345397E748",
"cusip": "345397E74",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3816997,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA8059 5.50% 10/1/2052",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 43628954,
"marketValue": 43388646,
"couponRate": 5.5,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KP5U81",
"cusip": "3133KP5U8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817071,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RB5148 2.00% 3/1/2042",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 56728393,
"marketValue": 47016832,
"couponRate": 2,
"maturityDate": "2042-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KYWH88",
"cusip": "3133KYWH8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819085,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ0440 6.00% 12/1/2053",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 40846750,
"marketValue": 41106005,
"couponRate": 6,
"maturityDate": "2053-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GQP227",
"cusip": "3142GQP22",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819097,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1792 6.50% 6/1/2054",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 39746606,
"marketValue": 40874893,
"couponRate": 6.5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GR7E43",
"cusip": "3142GR7E4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819173,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2200 5.50% 8/1/2054",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 49594985,
"marketValue": 49015765,
"couponRate": 5.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSNS30",
"cusip": "3142GSNS3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819159,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2210 6.00% 8/1/2054",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 41361939,
"marketValue": 41613792,
"couponRate": 6,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSN467",
"cusip": "3142GSN46",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819193,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2222 6.50% 8/1/2054",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 43550896,
"marketValue": 45001141,
"couponRate": 6.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSPG73",
"cusip": "3142GSPG7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819225,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2415 5.50% 9/1/2054",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 43956551,
"marketValue": 43648152,
"couponRate": 5.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSVH82",
"cusip": "3142GSVH8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816109,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD4966 6.50% 2/1/2054",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 40031426,
"marketValue": 41212513,
"couponRate": 6.5,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DSQT23",
"cusip": "3132DSQT2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816077,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD5303 6.00% 4/1/2054",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 44065722,
"marketValue": 44559302,
"couponRate": 6,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DS3L44",
"cusip": "3132DS3L4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816187,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6733 6.50% 10/1/2054",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 47876928,
"marketValue": 49003664,
"couponRate": 6.5,
"maturityDate": "2054-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DUPS05",
"cusip": "3132DUPS0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816193,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD7508 3.50% 10/1/2049",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 52425760,
"marketValue": 47068739,
"couponRate": 3.5,
"maturityDate": "2049-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DVKV61",
"cusip": "3132DVKV6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816195,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD7545 2.50% 9/1/2051",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 60105926,
"marketValue": 49810322,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DVL299",
"cusip": "3132DVL29",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816221,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8134 2.00% 3/1/2051",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 59821095,
"marketValue": 46736726,
"couponRate": 2,
"maturityDate": "2051-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWBB81",
"cusip": "3132DWBB8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816293,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8301 6.00% 2/1/2053",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 47939967,
"marketValue": 48258960,
"couponRate": 6,
"maturityDate": "2053-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWGJ62",
"cusip": "3132DWGJ6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816317,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8342 5.50% 6/1/2053",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 48747960,
"marketValue": 48202617,
"couponRate": 5.5,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWHT36",
"cusip": "3132DWHT3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816347,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8418 4.50% 4/1/2054",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 44163275,
"marketValue": 41569124,
"couponRate": 4.5,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWK778",
"cusip": "3132DWK77",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816403,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8462 5.50% 9/1/2054",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 45155641,
"marketValue": 44586454,
"couponRate": 5.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWMK61",
"cusip": "3132DWMK6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819743,
"type": "FIXED_INCOME",
"name": "GM Financial Revolving Receivables Trust, Series 2022-1, Class A, 5.91% 10/11/2035",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 42166000,
"marketValue": 43530028,
"couponRate": 5.91,
"maturityDate": "2035-10-11",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36265UAA51",
"cusip": "36265UAA5",
"issuer": "212314283",
"ticker": null,
"issuerName": "GM Financial Revolving Receivables Trust GMREV_22-1"
},
{
"id": 3815337,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. 2.00% 1/1/2055",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 51072105,
"marketValue": 40853700,
"couponRate": 2,
"maturityDate": "2055-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US21H0206183",
"cusip": "21H020618",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3820017,
"type": "FIXED_INCOME",
"name": "HSBC Holdings PLC 5.13% 11/19/2028 (USD-SOFR + 1.04% on 11/19/2027)",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 45000000,
"marketValue": 44997480,
"couponRate": 5.13,
"maturityDate": "2028-11-19",
"fundAbbreviation": null,
"sedol": "BT6NWP4",
"isin": "US404280EM70",
"cusip": "404280EM7",
"issuer": "40083992",
"ticker": null,
"issuerName": "HSBC Holdings"
},
{
"id": 3820537,
"type": "FIXED_INCOME",
"name": "M&T Bank Corp. 5.053% 1/27/2034 (USD-SOFR + 1.85% on 1/27/2033)",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 46880000,
"marketValue": 44913525,
"couponRate": 5.053,
"maturityDate": "2034-01-27",
"fundAbbreviation": null,
"sedol": "BPQFYM3",
"isin": "US55261FAR55",
"cusip": "55261FAR5",
"issuer": "117002025",
"ticker": null,
"issuerName": "M&T"
},
{
"id": 3820913,
"type": "FIXED_INCOME",
"name": "Nelnet Student Loan Trust, Series 2021-B, Class AFX, 1.42% 4/20/2062",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 46427484,
"marketValue": 43025835,
"couponRate": 1.42,
"maturityDate": "2062-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US64034QAB41",
"cusip": "64034QAB4",
"issuer": "212284085",
"ticker": null,
"issuerName": "Nelnet Student Loan Trust NSLT_21-B"
},
{
"id": 3821069,
"type": "FIXED_INCOME",
"name": "Onslow Bay Financial, LLC, Series 2022-NQM5, Class A1, 4.31% 5/25/2062 (5.31% on 5/1/2026)",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 49284446,
"marketValue": 48013647,
"couponRate": 4.31,
"maturityDate": "2062-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67115FAA57",
"cusip": "67115FAA5",
"issuer": "212343210",
"ticker": null,
"issuerName": "Obx Trust OBX_22-NQM5"
},
{
"id": 3821101,
"type": "FIXED_INCOME",
"name": "Onslow Bay Financial, LLC, Series 2024-NQM13, Class A1, 5.116% 6/25/2064 (6.116% on 8/1/2028)",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 47810855,
"marketValue": 47339296,
"couponRate": 5.116,
"maturityDate": "2064-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67119PAP62",
"cusip": "67119PAP6",
"issuer": "212347731",
"ticker": null,
"issuerName": "OBX 2024-NQM13 Trust"
},
{
"id": 3821247,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 4.95% 7/1/2050",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 55088000,
"marketValue": 47901936,
"couponRate": 4.95,
"maturityDate": "2050-07-01",
"fundAbbreviation": null,
"sedol": "BMTC6G8",
"isin": "US694308JN86",
"cusip": "694308JN8",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821197,
"type": "FIXED_INCOME",
"name": "PNC Financial Services Group, Inc. 5.582% 6/12/2029 (USD-SOFR + 1.841% on 6/12/2028)",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 47340000,
"marketValue": 48176024,
"couponRate": 5.582,
"maturityDate": "2029-06-12",
"fundAbbreviation": null,
"sedol": "BRXDCG4",
"isin": "US693475BR55",
"cusip": "693475BR5",
"issuer": "198004226",
"ticker": null,
"issuerName": "PNC Financial Services Group"
},
{
"id": 3821653,
"type": "FIXED_INCOME",
"name": "Royal Bank of Canada 4.65% 10/18/2030 (USD-SOFR + 1.08% on 10/18/2029)",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 43788000,
"marketValue": 42901468,
"couponRate": 4.65,
"maturityDate": "2030-10-18",
"fundAbbreviation": null,
"sedol": "BR4SL83",
"isin": "US78017FZT38",
"cusip": "78017FZT3",
"issuer": "92004756",
"ticker": null,
"issuerName": "Royal Bank of Canada"
},
{
"id": 3821639,
"type": "FIXED_INCOME",
"name": "Royal Caribbean Cruises, Ltd. 6.00% 2/1/2033",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 49000000,
"marketValue": 48918905,
"couponRate": 6,
"maturityDate": "2033-02-01",
"fundAbbreviation": null,
"sedol": "BP09164",
"isin": "US780153BV38",
"cusip": "780153BV3",
"issuer": "87006447",
"ticker": null,
"issuerName": "Royal Caribbean Cruises"
},
{
"id": 3821857,
"type": "FIXED_INCOME",
"name": "Service Properties Trust 8.625% 11/15/2031",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 39925000,
"marketValue": 41728732,
"couponRate": 8.625,
"maturityDate": "2031-11-15",
"fundAbbreviation": null,
"sedol": "BMGC188",
"isin": "US81761LAC63",
"cusip": "81761LAC6",
"issuer": "135079635",
"ticker": null,
"issuerName": "Service Properties"
},
{
"id": 3821735,
"type": "FIXED_INCOME",
"name": "SREIT Trust, Series 2021-FLWR, Class A, (1-month USD CME Term SOFR + 0.691%) 5.088% 7/15/2036",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 46039000,
"marketValue": 45995309,
"couponRate": 5.088,
"maturityDate": "2036-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78485GAA22",
"cusip": "78485GAA2",
"issuer": "212285656",
"ticker": null,
"issuerName": "Sreit Trust SREIT_21-FLWR"
},
{
"id": 3821731,
"type": "FIXED_INCOME",
"name": "SREIT Trust, Series 2021-MFP, Class A, (1-month USD CME Term SOFR + 0.845%) 5.242% 11/15/2038",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 49226768,
"marketValue": 49200629,
"couponRate": 5.242,
"maturityDate": "2038-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78472UAA60",
"cusip": "78472UAA6",
"issuer": "212291757",
"ticker": null,
"issuerName": "Sreit Trust SREIT_21-MFP"
},
{
"id": 3821987,
"type": "FIXED_INCOME",
"name": "Subway Funding, LLC, Series 2024-1, Class A2I, 6.028% 7/30/2054",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 44687000,
"marketValue": 45291347,
"couponRate": 6.028,
"maturityDate": "2054-07-30",
"fundAbbreviation": null,
"sedol": null,
"isin": "US864300AA61",
"cusip": "864300AA6",
"issuer": "212342345",
"ticker": null,
"issuerName": "Subway Funding"
},
{
"id": 3821989,
"type": "FIXED_INCOME",
"name": "Subway Funding, LLC, Series 2024-1, Class A2II, 6.268% 7/30/2054",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 44687000,
"marketValue": 45543426,
"couponRate": 6.268,
"maturityDate": "2054-07-30",
"fundAbbreviation": null,
"sedol": null,
"isin": "US864300AC28",
"cusip": "864300AC2",
"issuer": "212342345",
"ticker": null,
"issuerName": "Subway Funding"
},
{
"id": 3822283,
"type": "FIXED_INCOME",
"name": "Trestles CLO, Ltd., Series 2023-6, Class A, (3-month USD CME Term SOFR + 1.70%) 6.326% 1/25/2036",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 45000000,
"marketValue": 45073350,
"couponRate": 6.326,
"maturityDate": "2036-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US894940AA31",
"cusip": "894940AA3",
"issuer": "212329230",
"ticker": null,
"issuerName": "Trestles CLO Ltd TREST_23-6"
},
{
"id": 3822351,
"type": "FIXED_INCOME",
"name": "UBS Group AG 4.703% 8/5/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 2.05% on 8/5/2026)",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 50000000,
"marketValue": 49792350,
"couponRate": 4.703,
"maturityDate": "2027-08-05",
"fundAbbreviation": null,
"sedol": "BM8NXP0",
"isin": "US902613AS79",
"cusip": "902613AS7",
"issuer": "212019097",
"ticker": null,
"issuerName": "UBS Group AG"
},
{
"id": 3822605,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 0.375% 12/31/2025",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 50000000,
"marketValue": 48150390,
"couponRate": 0.375,
"maturityDate": "2025-12-31",
"fundAbbreviation": null,
"sedol": "BNNXCK0",
"isin": "US91282CBC47",
"cusip": "91282CBC4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822613,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.25% 3/31/2028",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 50580000,
"marketValue": 45957104,
"couponRate": 1.25,
"maturityDate": "2028-03-31",
"fundAbbreviation": null,
"sedol": "BMDNPR1",
"isin": "US91282CBS98",
"cusip": "91282CBS9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822643,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.75% 1/31/2029",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 51932000,
"marketValue": 46912964,
"couponRate": 1.75,
"maturityDate": "2029-01-31",
"fundAbbreviation": null,
"sedol": "BN95VM5",
"isin": "US91282CDW82",
"cusip": "91282CDW8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822497,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.75% 8/15/2041",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 68092000,
"marketValue": 44153406,
"couponRate": 1.75,
"maturityDate": "2041-08-15",
"fundAbbreviation": null,
"sedol": "BLDBLR0",
"isin": "US912810TA60",
"cusip": "912810TA6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822793,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.125% 10/31/2026",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 45479400,
"marketValue": 45385335,
"couponRate": 4.125,
"maturityDate": "2026-10-31",
"fundAbbreviation": null,
"sedol": "BSZ7PM8",
"isin": "US91282CLS88",
"cusip": "91282CLS8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822525,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.125% 8/15/2053",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 48000000,
"marketValue": 42828283,
"couponRate": 4.125,
"maturityDate": "2053-08-15",
"fundAbbreviation": null,
"sedol": "BRT3QH7",
"isin": "US912810TT51",
"cusip": "912810TT5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822537,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.625% 5/15/2054",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 42894800,
"marketValue": 41755407,
"couponRate": 4.625,
"maturityDate": "2054-05-15",
"fundAbbreviation": null,
"sedol": "BQSB5H8",
"isin": "US912810UA42",
"cusip": "912810UA4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822581,
"type": "FIXED_INCOME",
"name": "U.S. Treasury Inflation-Protected Security 0.125% 1/15/2030",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 48602020,
"marketValue": 44170878,
"couponRate": 0.153,
"maturityDate": "2030-01-15",
"fundAbbreviation": null,
"sedol": "BJVB6M8",
"isin": "US912828Z377",
"cusip": "912828Z37",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3823069,
"type": "FIXED_INCOME",
"name": "Wells Fargo & Co. 4.611% 4/25/2053 (USD-SOFR + 2.13% on 4/25/2052)",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 49366000,
"marketValue": 41257783,
"couponRate": 4.611,
"maturityDate": "2053-04-25",
"fundAbbreviation": null,
"sedol": "BP6P605",
"isin": "US95000U2Z51",
"cusip": "95000U2Z5",
"issuer": "50004078",
"ticker": null,
"issuerName": "Wells Fargo"
},
{
"id": 3823073,
"type": "FIXED_INCOME",
"name": "Wells Fargo & Co. 5.389% 4/24/2034 (USD-SOFR + 2.02% on 4/24/2033)",
"percentage": 0.05,
"asOfDate": "2024-12-31",
"shares": 46461000,
"marketValue": 45964146,
"couponRate": 5.389,
"maturityDate": "2034-04-24",
"fundAbbreviation": null,
"sedol": "BJJRN16",
"isin": "US95000U3D31",
"cusip": "95000U3D3",
"issuer": "50004078",
"ticker": null,
"issuerName": "Wells Fargo"
},
{
"id": 3813619,
"type": "FIXED_INCOME",
"name": "AIB Group PLC 6.608% 9/13/2029 (USD-SOFR + 2.33% on 9/13/2028)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 34534000,
"marketValue": 36106575,
"couponRate": 6.608,
"maturityDate": "2029-09-13",
"fundAbbreviation": null,
"sedol": "BP5JNN0",
"isin": "US00135TAD63",
"cusip": "00135TAD6",
"issuer": "146074770",
"ticker": null,
"issuerName": "AIB Group"
},
{
"id": 3813829,
"type": "FIXED_INCOME",
"name": "American Express Co. 5.043% 5/1/2034 (USD-SOFR + 1.835% on 5/1/2033)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 40000000,
"marketValue": 39319600,
"couponRate": 5.043,
"maturityDate": "2034-05-01",
"fundAbbreviation": null,
"sedol": "BRJQTT9",
"isin": "US025816DF35",
"cusip": "025816DF3",
"issuer": "26000238",
"ticker": null,
"issuerName": "American Express"
},
{
"id": 3813877,
"type": "FIXED_INCOME",
"name": "Amgen, Inc. 4.20% 3/1/2033",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 36903000,
"marketValue": 34236943,
"couponRate": 4.2,
"maturityDate": "2033-03-01",
"fundAbbreviation": null,
"sedol": "BN4J2B8",
"isin": "US031162DJ62",
"cusip": "031162DJ6",
"issuer": "65000277",
"ticker": null,
"issuerName": "Amgen"
},
{
"id": 3813911,
"type": "FIXED_INCOME",
"name": "Angel Oak Mortgage Trust, Series 2024-7, Class A1, 5.621% 5/25/2069 (6.621% on 7/1/2028)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 34574179,
"marketValue": 34584101,
"couponRate": 5.621,
"maturityDate": "2069-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US03466CAA27",
"cusip": "03466CAA2",
"issuer": "212346582",
"ticker": null,
"issuerName": "Angel Oak Mortgage Trust 2024-7"
},
{
"id": 3813925,
"type": "FIXED_INCOME",
"name": "Anheuser-Busch InBev Worldwide, Inc. 4.75% 1/23/2029",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 32545000,
"marketValue": 32553006,
"couponRate": 4.75,
"maturityDate": "2029-01-23",
"fundAbbreviation": null,
"sedol": "BJ88GM2",
"isin": "US035240AQ30",
"cusip": "035240AQ3",
"issuer": "212201163",
"ticker": null,
"issuerName": "Anheuser Busch Inbev"
},
{
"id": 3813967,
"type": "FIXED_INCOME",
"name": "Ares CLO, Ltd., Series 2015-2, Class AR3, (3-month USD CME Term SOFR + 1.32%) 5.967% 4/17/2033",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 33462500,
"marketValue": 33547896,
"couponRate": 5.967,
"maturityDate": "2033-04-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US04015GAX79",
"cusip": "04015GAX7",
"issuer": "212319093",
"ticker": null,
"issuerName": "Ares XXXIV CLO"
},
{
"id": 3813973,
"type": "FIXED_INCOME",
"name": "Arroyo Mortgage Trust, Series 2022-1, Class A1A, 2.495% 12/25/2056 (3.495% on 2/25/2026)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 34266242,
"marketValue": 32450029,
"couponRate": 2.495,
"maturityDate": "2056-12-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US042855AA48",
"cusip": "042855AA4",
"issuer": "212296761",
"ticker": null,
"issuerName": "Arroyo Mortgage Trust ARRW_22-1"
},
{
"id": 3813997,
"type": "FIXED_INCOME",
"name": "Astrazeneca Finance, LLC 4.90% 2/26/2031",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 40250000,
"marketValue": 40229835,
"couponRate": 4.9,
"maturityDate": "2031-02-26",
"fundAbbreviation": null,
"sedol": "BPK6YH7",
"isin": "US04636NAM56",
"cusip": "04636NAM5",
"issuer": "192006340",
"ticker": null,
"issuerName": "AstraZeneca"
},
{
"id": 3814233,
"type": "FIXED_INCOME",
"name": "Bank of America Corp. 2.087% 6/14/2029 (USD-SOFR + 1.06% on 6/14/2028)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 37552000,
"marketValue": 34096728,
"couponRate": 2.087,
"maturityDate": "2029-06-14",
"fundAbbreviation": null,
"sedol": "BMGDBL4",
"isin": "US06051GJZ37",
"cusip": "06051GJZ3",
"issuer": "54003870",
"ticker": null,
"issuerName": "Bank of America"
},
{
"id": 3814239,
"type": "FIXED_INCOME",
"name": "Bank of America Corp. 2.551% 2/4/2028 (USD-SOFR + 1.05% on 2/4/2027)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 35000000,
"marketValue": 33374810,
"couponRate": 2.551,
"maturityDate": "2028-02-04",
"fundAbbreviation": null,
"sedol": "BM9P827",
"isin": "US06051GKJ75",
"cusip": "06051GKJ7",
"issuer": "54003870",
"ticker": null,
"issuerName": "Bank of America"
},
{
"id": 3814251,
"type": "FIXED_INCOME",
"name": "Bank of America Corp. 5.872% 9/15/2034 (USD-SOFR + 1.84% on 9/15/2033)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 37420000,
"marketValue": 38448414,
"couponRate": 5.872,
"maturityDate": "2034-09-15",
"fundAbbreviation": null,
"sedol": "BNNJDR2",
"isin": "US06051GLU12",
"cusip": "06051GLU1",
"issuer": "54003870",
"ticker": null,
"issuerName": "Bank of America"
},
{
"id": 3814263,
"type": "FIXED_INCOME",
"name": "Bank of Ireland Group PLC 6.253% 9/16/2026 (1-year UST Yield Curve Rate T Note Constant Maturity + 2.65% on 9/16/2025)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 32600000,
"marketValue": 32877230,
"couponRate": 6.253,
"maturityDate": "2026-09-16",
"fundAbbreviation": null,
"sedol": "BN72LZ1",
"isin": "US06279JAC36",
"cusip": "06279JAC3",
"issuer": "212185141",
"ticker": null,
"issuerName": "Bank of Ireland Group"
},
{
"id": 3814071,
"type": "FIXED_INCOME",
"name": "BAT Capital Corp. 6.343% 8/2/2030",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 38099000,
"marketValue": 40076148,
"couponRate": 6.343,
"maturityDate": "2030-08-02",
"fundAbbreviation": null,
"sedol": "BRJ50W6",
"isin": "US054989AA67",
"cusip": "054989AA6",
"issuer": "212219957",
"ticker": null,
"issuerName": "BAT Capital"
},
{
"id": 3814073,
"type": "FIXED_INCOME",
"name": "BAT Capital Corp. 6.421% 8/2/2033",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 32255000,
"marketValue": 34107147,
"couponRate": 6.421,
"maturityDate": "2033-08-02",
"fundAbbreviation": null,
"sedol": "BRJ5K60",
"isin": "US054989AB41",
"cusip": "054989AB4",
"issuer": "212219957",
"ticker": null,
"issuerName": "BAT Capital"
},
{
"id": 3814437,
"type": "FIXED_INCOME",
"name": "Benefit Street Partners CLO, Ltd., Series 2019-19, Class AR, (3-month USD CME Term SOFR + 1.18%) 5.836% 1/15/2033",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 40450000,
"marketValue": 40501088,
"couponRate": 5.836,
"maturityDate": "2033-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08182RAJ23",
"cusip": "08182RAJ2",
"issuer": "212318586",
"ticker": null,
"issuerName": "Benefit Street Partners CLO XIX"
},
{
"id": 3814121,
"type": "FIXED_INCOME",
"name": "BFLD Trust, Series 2024-WRHS, Class A, (1-month USD CME Term SOFR + 1.492%) 5.889% 8/15/2026",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 34994283,
"marketValue": 35111163,
"couponRate": 5.889,
"maturityDate": "2026-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05555HAA86",
"cusip": "05555HAA8",
"issuer": "212344392",
"ticker": null,
"issuerName": "BFLD 2024-WRHS Mortgage Trust"
},
{
"id": 3814531,
"type": "FIXED_INCOME",
"name": "Boeing Co. (The) 5.15% 5/1/2030",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 38276000,
"marketValue": 37767848,
"couponRate": 5.15,
"maturityDate": "2030-05-01",
"fundAbbreviation": null,
"sedol": "BM8XFR6",
"isin": "US097023CY98",
"cusip": "097023CY9",
"issuer": "106000742",
"ticker": null,
"issuerName": "Boeing"
},
{
"id": 3814649,
"type": "FIXED_INCOME",
"name": "Broadcom, Inc. 3.469% 4/15/2034",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 44180000,
"marketValue": 38308787,
"couponRate": 3.469,
"maturityDate": "2034-04-15",
"fundAbbreviation": null,
"sedol": "BKMQWR6",
"isin": "US11135FBL40",
"cusip": "11135FBL4",
"issuer": "212030903",
"ticker": null,
"issuerName": "Broadcom"
},
{
"id": 3814673,
"type": "FIXED_INCOME",
"name": "BX Commercial Mortgage Trust, Series 2024-GPA3, Class A, (1-month USD CME Term SOFR + 1.293%) 5.8% 12/15/2039",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 32618000,
"marketValue": 32673320,
"couponRate": 5.8,
"maturityDate": "2039-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US123910AA98",
"cusip": "123910AA9",
"issuer": "212352752",
"ticker": null,
"issuerName": "BX Commercial Mortgage Trust 2024-GPA3"
},
{
"id": 3814185,
"type": "FIXED_INCOME",
"name": "BX Trust, Series 2021-SOAR, Class A, (1-month USD CME Term SOFR + 0.784%) 5.182% 6/15/2038",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 37879457,
"marketValue": 37843926,
"couponRate": 5.182,
"maturityDate": "2038-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05608WAA27",
"cusip": "05608WAA2",
"issuer": "212284008",
"ticker": null,
"issuerName": "BX Commercial Mortgage Trust BX_21-SOAR"
},
{
"id": 3815021,
"type": "FIXED_INCOME",
"name": "Cenovus Energy, Inc. 5.375% 7/15/2025",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 32721000,
"marketValue": 32734481,
"couponRate": 5.375,
"maturityDate": "2025-07-15",
"fundAbbreviation": null,
"sedol": "BJLLBC3",
"isin": "US15135UAS87",
"cusip": "15135UAS8",
"issuer": "212297015",
"ticker": null,
"issuerName": "Cenovus Energy"
},
{
"id": 3815007,
"type": "FIXED_INCOME",
"name": "Centene Corp. 3.375% 2/15/2030",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 45137000,
"marketValue": 40230834,
"couponRate": 3.375,
"maturityDate": "2030-02-15",
"fundAbbreviation": null,
"sedol": "BMVX1F3",
"isin": "US15135BAV36",
"cusip": "15135BAV3",
"issuer": "163081359",
"ticker": null,
"issuerName": "Centene"
},
{
"id": 3815095,
"type": "FIXED_INCOME",
"name": "Chubb INA Holdings, LLC 5.00% 3/15/2034",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 33763000,
"marketValue": 33365272,
"couponRate": 5,
"maturityDate": "2034-03-15",
"fundAbbreviation": null,
"sedol": "BM8K6Y1",
"isin": "US171239AK24",
"cusip": "171239AK2",
"issuer": "212228650",
"ticker": null,
"issuerName": "Chubb INA Holdings"
},
{
"id": 3815131,
"type": "FIXED_INCOME",
"name": "Citigroup, Inc. 5.174% 2/13/2030 (USD-SOFR + 1.364% on 2/13/2029)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 36135000,
"marketValue": 36117836,
"couponRate": 5.174,
"maturityDate": "2030-02-13",
"fundAbbreviation": null,
"sedol": "BRBYMN6",
"isin": "US172967PF20",
"cusip": "172967PF2",
"issuer": "34007454",
"ticker": null,
"issuerName": "Citigroup"
},
{
"id": 3815217,
"type": "FIXED_INCOME",
"name": "Colombia (Republic of) 8.00% 11/14/2035",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 36137000,
"marketValue": 36426096,
"couponRate": 8,
"maturityDate": "2035-11-14",
"fundAbbreviation": null,
"sedol": "BLDCW25",
"isin": "US195325EL56",
"cusip": "195325EL5",
"issuer": "134010310",
"ticker": null,
"issuerName": "Colombia, Republic of"
},
{
"id": 3814849,
"type": "FIXED_INCOME",
"name": "CVS Health Corp. 5.55% 6/1/2031",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 35666000,
"marketValue": 35419405,
"couponRate": 5.55,
"maturityDate": "2031-06-01",
"fundAbbreviation": null,
"sedol": "BM8JBZ4",
"isin": "US126650EC08",
"cusip": "126650EC0",
"issuer": "9011457",
"ticker": null,
"issuerName": "CVS Health"
},
{
"id": 3815567,
"type": "FIXED_INCOME",
"name": "Discover Card Execution Note Trust, Series 2023-A1, Class A, 4.31% 3/15/2028",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 36273000,
"marketValue": 36204807,
"couponRate": 4.31,
"maturityDate": "2028-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US254683CY96",
"cusip": "254683CY9",
"issuer": "212015659",
"ticker": null,
"issuerName": "Discover Card Execution Note Trust"
},
{
"id": 3815611,
"type": "FIXED_INCOME",
"name": "Duke Energy Corp. 5.75% 9/15/2033",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 33869000,
"marketValue": 34805478,
"couponRate": 5.75,
"maturityDate": "2033-09-15",
"fundAbbreviation": null,
"sedol": "BR87B08",
"isin": "US26441CBZ77",
"cusip": "26441CBZ7",
"issuer": "15001711",
"ticker": null,
"issuerName": "Duke Energy"
},
{
"id": 3817481,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BF0497 3.00% 7/1/2060",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 42435618,
"marketValue": 35437263,
"couponRate": 3,
"maturityDate": "2060-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FXRT15",
"cusip": "3140FXRT1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817505,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BH5696 4.00% 10/1/2047",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 38134608,
"marketValue": 35498057,
"couponRate": 4,
"maturityDate": "2047-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140GUKJ57",
"cusip": "3140GUKJ5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817587,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BR2095 2.50% 7/1/2051",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 48557484,
"marketValue": 39953389,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140L0KH93",
"cusip": "3140L0KH9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817681,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU3058 2.50% 12/1/2051",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 40943207,
"marketValue": 33418419,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M4MG05",
"cusip": "3140M4MG0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817691,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU4699 5.50% 7/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 35076785,
"marketValue": 34748361,
"couponRate": 5.5,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M6GH00",
"cusip": "3140M6GH0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817815,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BW1296 5.00% 11/1/2052",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 38594900,
"marketValue": 37395988,
"couponRate": 5,
"maturityDate": "2052-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MSNN13",
"cusip": "3140MSNN1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817979,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA5506 3.00% 4/1/2050",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 42359958,
"marketValue": 36692111,
"couponRate": 3,
"maturityDate": "2050-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QDDL51",
"cusip": "3140QDDL5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817981,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA5968 2.50% 6/1/2050",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 38697852,
"marketValue": 32145647,
"couponRate": 2.5,
"maturityDate": "2050-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QDT204",
"cusip": "3140QDT20",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817985,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA6309 3.00% 7/1/2050",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 37563821,
"marketValue": 32756854,
"couponRate": 3,
"maturityDate": "2050-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QEAK88",
"cusip": "3140QEAK8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818197,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB7104 5.50% 9/1/2053",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 35403818,
"marketValue": 35190722,
"couponRate": 5.5,
"maturityDate": "2053-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QS3N96",
"cusip": "3140QS3N9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818231,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB7344 6.00% 10/1/2053",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 35258399,
"marketValue": 35531934,
"couponRate": 6,
"maturityDate": "2053-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QTES48",
"cusip": "3140QTES4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818237,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB7480 6.00% 11/1/2053",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 37063431,
"marketValue": 37306789,
"couponRate": 6,
"maturityDate": "2053-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QTJ268",
"cusip": "3140QTJ26",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818251,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB7917 6.50% 2/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 36000604,
"marketValue": 36875383,
"couponRate": 6.5,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QTYP88",
"cusip": "3140QTYP8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818261,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8143 5.50% 3/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 32642487,
"marketValue": 32418690,
"couponRate": 5.5,
"maturityDate": "2054-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QUBM77",
"cusip": "3140QUBM7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818293,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8855 6.00% 7/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 37068605,
"marketValue": 37579819,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QUZV11",
"cusip": "3140QUZV1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818303,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB9210 5.50% 9/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 37118900,
"marketValue": 36685054,
"couponRate": 5.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QVGU22",
"cusip": "3140QVGU2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818307,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB9432 6.00% 11/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 34158685,
"marketValue": 34594345,
"couponRate": 6,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QVPS74",
"cusip": "3140QVPS7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818315,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB9675 6.00% 12/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 34483944,
"marketValue": 34971409,
"couponRate": 6,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QVXD14",
"cusip": "3140QVXD1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818325,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM2318 3.50% 9/1/2049",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 36127934,
"marketValue": 32437502,
"couponRate": 3.5,
"maturityDate": "2049-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140X5SG96",
"cusip": "3140X5SG9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818363,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM6764 2.50% 3/1/2051",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 39753947,
"marketValue": 32430475,
"couponRate": 2.5,
"maturityDate": "2051-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XAQS46",
"cusip": "3140XAQS4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818479,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS0433 2.50% 12/1/2051",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 47652224,
"marketValue": 39968541,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XFPT25",
"cusip": "3140XFPT2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818613,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS6509 7.00% 11/1/2053",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 30778407,
"marketValue": 31934413,
"couponRate": 7,
"maturityDate": "2053-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XNGT59",
"cusip": "3140XNGT5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818625,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS6767 6.50% 1/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 38879110,
"marketValue": 39904041,
"couponRate": 6.5,
"maturityDate": "2054-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XNQV95",
"cusip": "3140XNQV9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818663,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS8934 6.50% 8/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 32666551,
"marketValue": 33566514,
"couponRate": 6.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XQ4U88",
"cusip": "3140XQ4U8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818713,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS9374 6.50% 10/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 31195506,
"marketValue": 32158168,
"couponRate": 6.5,
"maturityDate": "2054-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XRMY84",
"cusip": "3140XRMY8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818823,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4237 2.00% 1/1/2051",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 41859099,
"marketValue": 32702086,
"couponRate": 2,
"maturityDate": "2051-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418DV742",
"cusip": "31418DV74",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818831,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4333 2.00% 5/1/2041",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 44522910,
"marketValue": 37204545,
"couponRate": 2,
"maturityDate": "2041-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418DY712",
"cusip": "31418DY71",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818955,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5054 4.00% 6/1/2053",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 42224601,
"marketValue": 38656284,
"couponRate": 4,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ETL47",
"cusip": "31418ETL4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818969,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5127 4.00% 8/1/2053",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 36782015,
"marketValue": 33665990,
"couponRate": 4,
"maturityDate": "2053-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EVV90",
"cusip": "31418EVV9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818991,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5216 6.00% 12/1/2053",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 34136971,
"marketValue": 34329196,
"couponRate": 6,
"maturityDate": "2053-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EYN48",
"cusip": "31418EYN4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818851,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5329 6.50% 4/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 36042011,
"marketValue": 36813310,
"couponRate": 6.5,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418E4P23",
"cusip": "31418E4P2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818853,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5355 6.50% 5/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 37917632,
"marketValue": 38737259,
"couponRate": 6.5,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418E5R79",
"cusip": "31418E5R7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819005,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5441 4.00% 8/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 37337422,
"marketValue": 34168184,
"couponRate": 4,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418FBK21",
"cusip": "31418FBK2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819007,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5445 6.00% 8/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 37574320,
"marketValue": 37814984,
"couponRate": 6,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418FBP18",
"cusip": "31418FBP1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819011,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5494 4.00% 10/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 42128708,
"marketValue": 38552696,
"couponRate": 4,
"maturityDate": "2054-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418FC887",
"cusip": "31418FC88",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819275,
"type": "FIXED_INCOME",
"name": "FirstEnergy Transmission, LLC 2.866% 9/15/2028",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 39722000,
"marketValue": 36826941,
"couponRate": 2.866,
"maturityDate": "2028-09-15",
"fundAbbreviation": null,
"sedol": "BMFNV04",
"isin": "US33767BAD10",
"cusip": "33767BAD1",
"issuer": "206072922",
"ticker": null,
"issuerName": "FirstEnergy"
},
{
"id": 3819387,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 2.30% 2/10/2025",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 33110000,
"marketValue": 33001499,
"couponRate": 2.3,
"maturityDate": "2025-02-10",
"fundAbbreviation": null,
"sedol": "BP6KL49",
"isin": "US345397B850",
"cusip": "345397B85",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819381,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 2.90% 2/16/2028",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 34880000,
"marketValue": 32207808,
"couponRate": 2.9,
"maturityDate": "2028-02-16",
"fundAbbreviation": null,
"sedol": "BNKBJZ1",
"isin": "US345397B512",
"cusip": "345397B51",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819383,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 3.625% 6/17/2031",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 40636000,
"marketValue": 35168223,
"couponRate": 3.625,
"maturityDate": "2031-06-17",
"fundAbbreviation": null,
"sedol": "BLR8WN0",
"isin": "US345397B694",
"cusip": "345397B69",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819413,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 5.80% 3/8/2029",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 39924000,
"marketValue": 39957337,
"couponRate": 5.8,
"maturityDate": "2029-03-08",
"fundAbbreviation": null,
"sedol": "BQKW041",
"isin": "US345397E581",
"cusip": "345397E58",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3816943,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA5559 2.50% 7/1/2051",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 38946249,
"marketValue": 31771416,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KME841",
"cusip": "3133KME84",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816963,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA6107 2.50% 10/1/2051",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 39235442,
"marketValue": 32007175,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KMYC36",
"cusip": "3133KMYC3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817023,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA9854 6.00% 9/1/2053",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 32903332,
"marketValue": 33338413,
"couponRate": 6,
"maturityDate": "2053-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KR5P50",
"cusip": "3133KR5P5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819115,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1441 6.50% 5/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 32349484,
"marketValue": 33272544,
"couponRate": 6.5,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GRS765",
"cusip": "3142GRS76",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819131,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1512 5.50% 5/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 36351198,
"marketValue": 36101247,
"couponRate": 5.5,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GRVE78",
"cusip": "3142GRVE7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819095,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1785 6.00% 6/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 39985977,
"marketValue": 40457812,
"couponRate": 6,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GR6X33",
"cusip": "3142GR6X3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819139,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1859 6.00% 6/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 32964513,
"marketValue": 33342451,
"couponRate": 6,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSB561",
"cusip": "3142GSB56",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819155,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1973 6.00% 7/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 38076985,
"marketValue": 38518335,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSFP82",
"cusip": "3142GSFP8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819175,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2201 5.50% 8/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 34134839,
"marketValue": 33895486,
"couponRate": 5.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSNT13",
"cusip": "3142GSNT1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819181,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2206 5.50% 8/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 33972393,
"marketValue": 33608141,
"couponRate": 5.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSNY08",
"cusip": "3142GSNY0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819219,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2408 5.50% 9/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 39342406,
"marketValue": 38967906,
"couponRate": 5.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSVA30",
"cusip": "3142GSVA3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819221,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2409 6.00% 9/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 31595003,
"marketValue": 31932912,
"couponRate": 6,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSVB13",
"cusip": "3142GSVB1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815951,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD0813 3.00% 1/1/2052",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 38832539,
"marketValue": 33501530,
"couponRate": 3,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DM3W36",
"cusip": "3132DM3W3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816015,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD1894 4.00% 11/1/2052",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 40806741,
"marketValue": 38031188,
"couponRate": 4,
"maturityDate": "2052-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DPC712",
"cusip": "3132DPC71",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816061,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD3245 4.00% 6/1/2052",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 39656109,
"marketValue": 36743725,
"couponRate": 4,
"maturityDate": "2052-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQTA49",
"cusip": "3132DQTA4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816127,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6288 6.50% 9/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 32150753,
"marketValue": 33054060,
"couponRate": 6.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DT6Z84",
"cusip": "3132DT6Z8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816181,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6578 6.00% 9/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 37451738,
"marketValue": 37764198,
"couponRate": 6,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DUJX63",
"cusip": "3132DUJX6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816279,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8266 4.50% 11/1/2052",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 34052123,
"marketValue": 32087383,
"couponRate": 4.5,
"maturityDate": "2052-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWFF59",
"cusip": "3132DWFF5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816291,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8299 5.00% 2/1/2053",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 37720196,
"marketValue": 36527898,
"couponRate": 5,
"maturityDate": "2053-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWGG24",
"cusip": "3132DWGG2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816327,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8357 4.00% 8/1/2053",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 37734736,
"marketValue": 34541207,
"couponRate": 4,
"maturityDate": "2053-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWJA27",
"cusip": "3132DWJA2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816421,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8487 4.00% 12/1/2054",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 39965550,
"marketValue": 36563403,
"couponRate": 4,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWNC37",
"cusip": "3132DWNC3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815935,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #ZT1449 3.00% 6/1/2038",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 37124340,
"marketValue": 34193485,
"couponRate": 3,
"maturityDate": "2038-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132ADTE84",
"cusip": "3132ADTE8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819477,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-3, Class MA, 3.50% 8/25/2057",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 36817782,
"marketValue": 35126336,
"couponRate": 3.5,
"maturityDate": "2057-08-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35563PGG81",
"cusip": "35563PGG8",
"issuer": "212262591",
"ticker": null,
"issuerName": "Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3"
},
{
"id": 3819493,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2024-2, Class MT, 3.50% 5/25/2064",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 36940981,
"marketValue": 31893069,
"couponRate": 3.5,
"maturityDate": "2064-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35563PX469",
"cusip": "35563PX46",
"issuer": "212348007",
"ticker": null,
"issuerName": "Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-2"
},
{
"id": 3819499,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2019-2, Class A1C, 2.75% 9/25/2029",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 42344500,
"marketValue": 39568691,
"couponRate": 2.75,
"maturityDate": "2029-09-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35564CCZ86",
"cusip": "35564CCZ8",
"issuer": "212263595",
"ticker": null,
"issuerName": "Freddie Mac - Slst SLST_19-2"
},
{
"id": 3817209,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K516, Class A2, Multi Family, 5.477% 1/25/2029",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 36462000,
"marketValue": 37439656,
"couponRate": 5.477,
"maturityDate": "2029-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137HBPM05",
"cusip": "3137HBPM0",
"issuer": "212337189",
"ticker": null,
"issuerName": "Fhlmc Multifamily Structured Pass Through FHMS_K516"
},
{
"id": 3819825,
"type": "FIXED_INCOME",
"name": "General Motors Financial Co., Inc. 2.35% 2/26/2027",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 41494000,
"marketValue": 39340378,
"couponRate": 2.35,
"maturityDate": "2027-02-26",
"fundAbbreviation": null,
"sedol": "BP6H968",
"isin": "US37045XDR44",
"cusip": "37045XDR4",
"issuer": "212222256",
"ticker": null,
"issuerName": "General Motors Financial Co Inc"
},
{
"id": 3819819,
"type": "FIXED_INCOME",
"name": "General Motors Financial Co., Inc. 2.70% 8/20/2027",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 37175000,
"marketValue": 35145059,
"couponRate": 2.7,
"maturityDate": "2027-08-20",
"fundAbbreviation": null,
"sedol": "BMWB1W3",
"isin": "US37045XDA19",
"cusip": "37045XDA1",
"issuer": "212222256",
"ticker": null,
"issuerName": "General Motors Financial Co Inc"
},
{
"id": 3819827,
"type": "FIXED_INCOME",
"name": "General Motors Financial Co., Inc. 4.90% 10/6/2029",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 37394000,
"marketValue": 36855863,
"couponRate": 4.9,
"maturityDate": "2029-10-06",
"fundAbbreviation": null,
"sedol": "BPMRHT1",
"isin": "US37045XEZ50",
"cusip": "37045XEZ5",
"issuer": "212222256",
"ticker": null,
"issuerName": "General Motors Financial Co Inc"
},
{
"id": 3819841,
"type": "FIXED_INCOME",
"name": "Gilead Sciences, Inc. 5.55% 10/15/2053",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 34306000,
"marketValue": 33769832,
"couponRate": 5.55,
"maturityDate": "2053-10-15",
"fundAbbreviation": null,
"sedol": "BQBBGR2",
"isin": "US375558CA99",
"cusip": "375558CA9",
"issuer": "160002280",
"ticker": null,
"issuerName": "Gilead Sciences"
},
{
"id": 3819853,
"type": "FIXED_INCOME",
"name": "Global SC Finance VII SRL, Series 2021-1A, Class A, 1.86% 4/17/2041",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 40258548,
"marketValue": 36766320,
"couponRate": 1.86,
"maturityDate": "2041-04-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US37959PAE79",
"cusip": "37959PAE7",
"issuer": "212280409",
"ticker": null,
"issuerName": "Global Sc Finance SRL SEACO_21-1A"
},
{
"id": 3819885,
"type": "FIXED_INCOME",
"name": "GM Financial Revolving Receivables Trust, Series 2023-1, Class A, 5.12% 4/11/2035",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 35338000,
"marketValue": 35789125,
"couponRate": 5.12,
"maturityDate": "2035-04-11",
"fundAbbreviation": null,
"sedol": null,
"isin": "US38012RAA41",
"cusip": "38012RAA4",
"issuer": "212323983",
"ticker": null,
"issuerName": "GM Financial Revolving Receivables Trust GMREV_23-1"
},
{
"id": 3819879,
"type": "FIXED_INCOME",
"name": "GM Financial Revolving Receivables Trust, Series 2024-2, Class A, 4.52% 3/11/2037",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 38685000,
"marketValue": 38287744,
"couponRate": 4.52,
"maturityDate": "2037-03-11",
"fundAbbreviation": null,
"sedol": null,
"isin": "US379925AA81",
"cusip": "379925AA8",
"issuer": "212347438",
"ticker": null,
"issuerName": "GM Financial Revolving Receivables Trust 2024-2"
},
{
"id": 3819925,
"type": "FIXED_INCOME",
"name": "Goldman Sachs Group, Inc. 1.542% 9/10/2027 (USD-SOFR + 0.818% on 9/10/2026)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 40118000,
"marketValue": 37948579,
"couponRate": 1.542,
"maturityDate": "2027-09-10",
"fundAbbreviation": null,
"sedol": "BM9Y705",
"isin": "US38141GYG36",
"cusip": "38141GYG3",
"issuer": "165076273",
"ticker": null,
"issuerName": "Goldman Sachs"
},
{
"id": 3819699,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #785607 2.50% 8/20/2051",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 44082191,
"marketValue": 36206599,
"couponRate": 2.5,
"maturityDate": "2051-08-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3622ABDL33",
"cusip": "3622ABDL3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819607,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA8044 3.50% 2052",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 35910233,
"marketValue": 32131219,
"couponRate": 3.5,
"maturityDate": "2052-05-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179W5D62",
"cusip": "36179W5D6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819625,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA8148 3.00% 7/20/2052",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 37584416,
"marketValue": 32667322,
"couponRate": 3,
"maturityDate": "2052-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179XBR61",
"cusip": "36179XBR6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819967,
"type": "FIXED_INCOME",
"name": "GreenSaif Pipelines Bidco SARL 5.852% 2/23/2036",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 32400000,
"marketValue": 32020207,
"couponRate": 5.853,
"maturityDate": "2036-02-23",
"fundAbbreviation": null,
"sedol": "BRC16F6",
"isin": "US39541EAD58",
"cusip": "39541EAD5",
"issuer": "212317750",
"ticker": null,
"issuerName": "Greensaif Pipelines Bidco"
},
{
"id": 3819997,
"type": "FIXED_INCOME",
"name": "HSBC Holdings PLC 2.804% 5/24/2032 (USD-SOFR + 1.187% on 5/24/2031)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 40267000,
"marketValue": 34231138,
"couponRate": 2.804,
"maturityDate": "2032-05-24",
"fundAbbreviation": null,
"sedol": "BN44R07",
"isin": "US404280CT42",
"cusip": "404280CT4",
"issuer": "40083992",
"ticker": null,
"issuerName": "HSBC Holdings"
},
{
"id": 3820013,
"type": "FIXED_INCOME",
"name": "HSBC Holdings PLC 7.399% 11/13/2034 (USD-SOFR + 3.02% on 11/13/2033)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 29437000,
"marketValue": 32006938,
"couponRate": 7.399,
"maturityDate": "2034-11-13",
"fundAbbreviation": null,
"sedol": "BQHN2P2",
"isin": "US404280EC98",
"cusip": "404280EC9",
"issuer": "40083992",
"ticker": null,
"issuerName": "HSBC Holdings"
},
{
"id": 3820155,
"type": "FIXED_INCOME",
"name": "Hyundai Capital America 1.65% 9/17/2026",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 36910000,
"marketValue": 34950264,
"couponRate": 1.65,
"maturityDate": "2026-09-17",
"fundAbbreviation": null,
"sedol": "BNXKZK2",
"isin": "US44891ABZ93",
"cusip": "44891ABZ9",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820261,
"type": "FIXED_INCOME",
"name": "Intesa Sanpaolo SpA 7.778% 6/20/2054 (1-year UST Yield Curve Rate T Note Constant Maturity + 3.90% on 6/20/2053)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 30375000,
"marketValue": 32477163,
"couponRate": 7.778,
"maturityDate": "2054-06-20",
"fundAbbreviation": null,
"sedol": "BRRH8X1",
"isin": "US46115HCB15",
"cusip": "46115HCB1",
"issuer": "10096046",
"ticker": null,
"issuerName": "Intesa Sanpaolo"
},
{
"id": 3820273,
"type": "FIXED_INCOME",
"name": "Iron Mountain, Inc. 6.25% 1/15/2033",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 35650000,
"marketValue": 35531143,
"couponRate": 6.25,
"maturityDate": "2033-01-15",
"fundAbbreviation": null,
"sedol": "BQ2KRD1",
"isin": "US46284VAQ41",
"cusip": "46284VAQ4",
"issuer": "75077879",
"ticker": null,
"issuerName": "Iron Mountain"
},
{
"id": 3820291,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 2.739% 10/15/2030 (3-month USD CME Term SOFR + 1.51% on 10/15/2029)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 44272000,
"marketValue": 39900317,
"couponRate": 2.739,
"maturityDate": "2030-10-15",
"fundAbbreviation": null,
"sedol": "BK5W969",
"isin": "US46647PBE51",
"cusip": "46647PBE5",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820317,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 5.04% 1/23/2028 (USD-SOFR + 1.19% on 1/23/2027)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 34937000,
"marketValue": 35071263,
"couponRate": 5.04,
"maturityDate": "2028-01-23",
"fundAbbreviation": null,
"sedol": "BQWR419",
"isin": "US46647PEA03",
"cusip": "46647PEA0",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820485,
"type": "FIXED_INCOME",
"name": "Ladder Capital Finance Holdings LLLP 7.00% 7/15/2031",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 34184000,
"marketValue": 35174208,
"couponRate": 7,
"maturityDate": "2031-07-15",
"fundAbbreviation": null,
"sedol": "BL56C47",
"isin": "US505742AR75",
"cusip": "505742AR7",
"issuer": "212100760",
"ticker": null,
"issuerName": "Ladder Capital"
},
{
"id": 3820577,
"type": "FIXED_INCOME",
"name": "Marble Point CLO, Ltd., Series 2019-1A, Class A1R2, (3-month USD CME Term SOFR + 1.04%) 5.531% 7/23/2032",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 35175039,
"marketValue": 35380250,
"couponRate": 5.531,
"maturityDate": "2032-07-23",
"fundAbbreviation": null,
"sedol": null,
"isin": "US56606YAW57",
"cusip": "56606YAW5",
"issuer": "212319464",
"ticker": null,
"issuerName": "Marble Point CLO XV Ltd MP15_19-1A"
},
{
"id": 3820831,
"type": "FIXED_INCOME",
"name": "Morgan Stanley Bank, NA 4.654% 10/18/2030 (USD-SOFR + 1.10% on 10/18/2029)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 39015000,
"marketValue": 38191159,
"couponRate": 4.654,
"maturityDate": "2030-10-18",
"fundAbbreviation": null,
"sedol": "BSF0594",
"isin": "US61747YFU47",
"cusip": "61747YFU4",
"issuer": "95001579",
"ticker": null,
"issuerName": "Morgan Stanley"
},
{
"id": 3820883,
"type": "FIXED_INCOME",
"name": "National Australia Bank, Ltd. 5.181% 6/11/2034",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 35354000,
"marketValue": 35457410,
"couponRate": 5.181,
"maturityDate": "2034-06-11",
"fundAbbreviation": null,
"sedol": "BR3T949",
"isin": "US632525BS94",
"cusip": "632525BS9",
"issuer": "18003834",
"ticker": null,
"issuerName": "National Australia Bank"
},
{
"id": 3821115,
"type": "FIXED_INCOME",
"name": "Occidental Petroleum Corp. 8.875% 7/15/2030",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 34500000,
"marketValue": 39425979,
"couponRate": 8.875,
"maturityDate": "2030-07-15",
"fundAbbreviation": null,
"sedol": "BMGZ9V6",
"isin": "US674599EA94",
"cusip": "674599EA9",
"issuer": "85004113",
"ticker": null,
"issuerName": "Occidental Petroleum"
},
{
"id": 3821073,
"type": "FIXED_INCOME",
"name": "Onslow Bay Financial, LLC, Series 2022-NQM6, Class A1, 4.70% 7/25/2062 (5.70% on 6/1/2026)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 34423205,
"marketValue": 33976839,
"couponRate": 4.7,
"maturityDate": "2062-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67116VAA98",
"cusip": "67116VAA9",
"issuer": "212343209",
"ticker": null,
"issuerName": "Obx Trust OBX_22-NQM6"
},
{
"id": 3821099,
"type": "FIXED_INCOME",
"name": "Onslow Bay Financial, LLC, Series 2024-NQM10, Class A1, 6.18% 5/25/2064 (7.18% on 6/1/2028)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 39897344,
"marketValue": 40248880,
"couponRate": 6.18,
"maturityDate": "2064-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67119MAA62",
"cusip": "67119MAA6",
"issuer": "212344709",
"ticker": null,
"issuerName": "OBX 2024-NQM10 Trust"
},
{
"id": 3821089,
"type": "FIXED_INCOME",
"name": "Onslow Bay Financial, LLC, Series 2024-NQM4, Class A1, 6.067% 1/25/2064 (7.067% on 2/1/2028)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 31923141,
"marketValue": 32109061,
"couponRate": 6.067,
"maturityDate": "2064-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67118TAA25",
"cusip": "67118TAA2",
"issuer": "212336908",
"ticker": null,
"issuerName": "OBX 2024-NQM4 Trust"
},
{
"id": 3821227,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 2.95% 3/1/2026",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 36326000,
"marketValue": 35537072,
"couponRate": 2.95,
"maturityDate": "2026-03-01",
"fundAbbreviation": null,
"sedol": "BD6R3M8",
"isin": "US694308HP52",
"cusip": "694308HP5",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821253,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 3.00% 6/15/2028",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 34836000,
"marketValue": 32655441,
"couponRate": 3,
"maturityDate": "2028-06-15",
"fundAbbreviation": null,
"sedol": "BN0WWD3",
"isin": "US694308JW85",
"cusip": "694308JW8",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821241,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 3.50% 8/1/2050",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 49107000,
"marketValue": 33681902,
"couponRate": 3.5,
"maturityDate": "2050-08-01",
"fundAbbreviation": null,
"sedol": "BMYR011",
"isin": "US694308JJ74",
"cusip": "694308JJ7",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821265,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 6.10% 1/15/2029",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 38525000,
"marketValue": 39895142,
"couponRate": 6.1,
"maturityDate": "2029-01-15",
"fundAbbreviation": null,
"sedol": "BPYS4T1",
"isin": "US694308KL02",
"cusip": "694308KL0",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821313,
"type": "FIXED_INCOME",
"name": "Palmer Square Loan Funding, Ltd., Series 2024-2A, Class A1N, (3-month USD CME Term SOFR + 1.00%) 5.45% 1/15/2033",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 34694000,
"marketValue": 34694000,
"couponRate": 5.45,
"maturityDate": "2033-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69703RAA32",
"cusip": "69703RAA3",
"issuer": "212350441",
"ticker": null,
"issuerName": "Palmer Square Loan Funding 2024-2"
},
{
"id": 3821367,
"type": "FIXED_INCOME",
"name": "Pfizer Investment Enterprises Pte., Ltd. 5.30% 5/19/2053",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 36654000,
"marketValue": 34348390,
"couponRate": 5.3,
"maturityDate": "2053-05-19",
"fundAbbreviation": null,
"sedol": "BQ66T84",
"isin": "US716973AG71",
"cusip": "716973AG7",
"issuer": "110004350",
"ticker": null,
"issuerName": "Pfizer"
},
{
"id": 3821201,
"type": "FIXED_INCOME",
"name": "PNC Financial Services Group, Inc. 6.875% 10/20/2034 (USD-SOFR + 2.284% on 10/20/2033)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 30840000,
"marketValue": 33677002,
"couponRate": 6.875,
"maturityDate": "2034-10-20",
"fundAbbreviation": null,
"sedol": "BMCLD16",
"isin": "US693475BU84",
"cusip": "693475BU8",
"issuer": "198004226",
"ticker": null,
"issuerName": "PNC Financial Services Group"
},
{
"id": 3821489,
"type": "FIXED_INCOME",
"name": "Prologis, LP 5.125% 1/15/2034",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 40000000,
"marketValue": 39437920,
"couponRate": 5.125,
"maturityDate": "2034-01-15",
"fundAbbreviation": null,
"sedol": "BMY63P3",
"isin": "US74340XCH26",
"cusip": "74340XCH2",
"issuer": "34072962",
"ticker": null,
"issuerName": "ProLogis"
},
{
"id": 3821905,
"type": "FIXED_INCOME",
"name": "Southern California Edison Co. 5.35% 7/15/2035",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 32699000,
"marketValue": 32639749,
"couponRate": 5.35,
"maturityDate": "2035-07-15",
"fundAbbreviation": null,
"sedol": "B0BXDD1",
"isin": "US842400FA61",
"cusip": "842400FA6",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3821947,
"type": "FIXED_INCOME",
"name": "Southern Co. (The) 4.85% 3/15/2035",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 36925000,
"marketValue": 35253996,
"couponRate": 4.85,
"maturityDate": "2035-03-15",
"fundAbbreviation": null,
"sedol": "BQB6DF4",
"isin": "US842587EA18",
"cusip": "842587EA1",
"issuer": "125005213",
"ticker": null,
"issuerName": "Southern"
},
{
"id": 3820613,
"type": "FIXED_INCOME",
"name": "State of Massachusetts, Educational Fncg. Auth., Education Loan Rev. Bonds, Series 2024-A, 6.352% 7/1/2049",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 38600000,
"marketValue": 39079373,
"couponRate": 6.352,
"maturityDate": "2049-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US57563RTX79",
"cusip": "57563RTX7",
"issuer": "212205197",
"ticker": null,
"issuerName": "Massachusetts Edl Fing Auth"
},
{
"id": 3821977,
"type": "FIXED_INCOME",
"name": "State Street Corp. 5.159% 5/18/2034 (USD-SOFR + 1.89% on 5/18/2033)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 35398000,
"marketValue": 35185966,
"couponRate": 5.159,
"maturityDate": "2034-05-18",
"fundAbbreviation": null,
"sedol": "BNBXR52",
"isin": "US857477CC50",
"cusip": "857477CC5",
"issuer": "199005287",
"ticker": null,
"issuerName": "State Street"
},
{
"id": 3822265,
"type": "FIXED_INCOME",
"name": "Toyota Auto Loan Extended Note Trust, Series 2023-1, Class A, 4.93% 6/25/2036",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 39268000,
"marketValue": 39647250,
"couponRate": 4.93,
"maturityDate": "2036-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89231WAA18",
"cusip": "89231WAA1",
"issuer": "212326405",
"ticker": null,
"issuerName": "Toyota Auto Loan Extended Note Trust TALNT_23-1"
},
{
"id": 3815397,
"type": "FIXED_INCOME",
"name": "UBS Group AG 1.305% 2/2/2027 (USD-SOFR + 0.98% on 2/2/2026)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 38389000,
"marketValue": 36905995,
"couponRate": 1.305,
"maturityDate": "2027-02-02",
"fundAbbreviation": null,
"sedol": "BMFDGN2",
"isin": "US225401AT54",
"cusip": "225401AT5",
"issuer": "212019097",
"ticker": null,
"issuerName": "UBS Group AG"
},
{
"id": 3822343,
"type": "FIXED_INCOME",
"name": "UBS Group AG 2.095% 2/11/2032 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.00% on 2/11/2031)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 44462000,
"marketValue": 36712407,
"couponRate": 2.095,
"maturityDate": "2032-02-11",
"fundAbbreviation": null,
"sedol": "BM9WFY9",
"isin": "US902613AE83",
"cusip": "902613AE8",
"issuer": "212019097",
"ticker": null,
"issuerName": "UBS Group AG"
},
{
"id": 3822347,
"type": "FIXED_INCOME",
"name": "UBS Group AG 2.746% 2/11/2033 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.10% on 2/11/2032)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 48279000,
"marketValue": 40334256,
"couponRate": 2.746,
"maturityDate": "2033-02-11",
"fundAbbreviation": null,
"sedol": "BNSNCT4",
"isin": "US902613AK44",
"cusip": "902613AK4",
"issuer": "212019097",
"ticker": null,
"issuerName": "UBS Group AG"
},
{
"id": 3822357,
"type": "FIXED_INCOME",
"name": "UBS Group AG 5.428% 2/8/2030 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.52% on 2/8/2029)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 35400000,
"marketValue": 35638171,
"couponRate": 5.428,
"maturityDate": "2030-02-08",
"fundAbbreviation": null,
"sedol": "BQB5PH7",
"isin": "US902613BJ61",
"cusip": "902613BJ6",
"issuer": "212019097",
"ticker": null,
"issuerName": "UBS Group AG"
},
{
"id": 3813737,
"type": "FIXED_INCOME",
"name": "Uniform Mortgage-Backed Security 2.00% 1/1/2040",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 36837534,
"marketValue": 32534136,
"couponRate": 2,
"maturityDate": "2040-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US01F0204143",
"cusip": "01F020414",
"issuer": "212252537",
"ticker": null,
"issuerName": "UMBS"
},
{
"id": 3813751,
"type": "FIXED_INCOME",
"name": "Uniform Mortgage-Backed Security 3.50% 1/1/2040",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 37000000,
"marketValue": 34973251,
"couponRate": 3.5,
"maturityDate": "2040-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US01F0324198",
"cusip": "01F032419",
"issuer": "212252537",
"ticker": null,
"issuerName": "UMBS"
},
{
"id": 3822595,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 0.25% 9/30/2025",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 35000000,
"marketValue": 33984181,
"couponRate": 0.25,
"maturityDate": "2025-09-30",
"fundAbbreviation": null,
"sedol": "BMT6SJ7",
"isin": "US91282CAM38",
"cusip": "91282CAM3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822625,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.25% 6/30/2028",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 42000000,
"marketValue": 37865625,
"couponRate": 1.25,
"maturityDate": "2028-06-30",
"fundAbbreviation": null,
"sedol": "BMBYXD8",
"isin": "US91282CCH25",
"cusip": "91282CCH2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822485,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.875% 2/15/2051",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 57064700,
"marketValue": 31795869,
"couponRate": 1.875,
"maturityDate": "2051-02-15",
"fundAbbreviation": null,
"sedol": "BM9WFN8",
"isin": "US912810SU34",
"cusip": "912810SU3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822565,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.25% 11/15/2025",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 40000000,
"marketValue": 39321876,
"couponRate": 2.25,
"maturityDate": "2025-11-15",
"fundAbbreviation": null,
"sedol": "BYQ26R6",
"isin": "US912828M565",
"cusip": "912828M56",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822573,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.375% 5/15/2027",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 41700000,
"marketValue": 39948925,
"couponRate": 2.375,
"maturityDate": "2027-05-15",
"fundAbbreviation": null,
"sedol": "BF0T9Y8",
"isin": "US912828X885",
"cusip": "912828X88",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822437,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.00% 11/15/2044",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 45000000,
"marketValue": 34184768,
"couponRate": 3,
"maturityDate": "2044-11-15",
"fundAbbreviation": null,
"sedol": "BSJWZQ3",
"isin": "US912810RJ97",
"cusip": "912810RJ9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822517,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.625% 2/15/2053",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 39700900,
"marketValue": 32307556,
"couponRate": 3.625,
"maturityDate": "2053-02-15",
"fundAbbreviation": null,
"sedol": "BQXLPR3",
"isin": "US912810TN81",
"cusip": "912810TN8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822743,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.00% 2/15/2034",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 42507400,
"marketValue": 40729392,
"couponRate": 4,
"maturityDate": "2034-02-15",
"fundAbbreviation": null,
"sedol": "BS2G1B9",
"isin": "US91282CJZ59",
"cusip": "91282CJZ5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822799,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.125% 11/15/2027",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 33826900,
"marketValue": 33688545,
"couponRate": 4.125,
"maturityDate": "2027-11-15",
"fundAbbreviation": null,
"sedol": "BRK1506",
"isin": "US91282CLX73",
"cusip": "91282CLX7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822757,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.50% 5/15/2027",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 34759300,
"marketValue": 34946795,
"couponRate": 4.5,
"maturityDate": "2027-05-15",
"fundAbbreviation": null,
"sedol": "BQSB5L2",
"isin": "US91282CKR15",
"cusip": "91282CKR1",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822941,
"type": "FIXED_INCOME",
"name": "Verus Securitization Trust, Series 2024-3, Class A1, 6.338% 4/25/2069 (7.338% on 4/1/2028)",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 38444565,
"marketValue": 38800292,
"couponRate": 6.338,
"maturityDate": "2069-04-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92540MAA36",
"cusip": "92540MAA3",
"issuer": "212338653",
"ticker": null,
"issuerName": "Verus Securitization Trust VERUS_24-3"
},
{
"id": 3822945,
"type": "FIXED_INCOME",
"name": "Verus Securitization Trust, Series 2024-8, Class A1, 0% 10/25/2069",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 34588463,
"marketValue": 34426659,
"couponRate": 0,
"maturityDate": "2069-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92540PAA66",
"cusip": "92540PAA6",
"issuer": "212349534",
"ticker": null,
"issuerName": "Verus Securitization Trust 2024-8"
},
{
"id": 3822993,
"type": "FIXED_INCOME",
"name": "Volkswagen Group of America Finance, LLC 6.45% 11/16/2030",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 36540000,
"marketValue": 37844880,
"couponRate": 6.45,
"maturityDate": "2030-11-16",
"fundAbbreviation": null,
"sedol": "BLGYT72",
"isin": "US928668CC41",
"cusip": "928668CC4",
"issuer": "114074738",
"ticker": null,
"issuerName": "Porsche SE"
},
{
"id": 3820563,
"type": "FIXED_INCOME",
"name": "WarnerMedia Holdings, Inc. 3.755% 3/15/2027",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 41500000,
"marketValue": 39989483,
"couponRate": 3.755,
"maturityDate": "2027-03-15",
"fundAbbreviation": null,
"sedol": "BNQQBC1",
"isin": "US55903VBA08",
"cusip": "55903VBA0",
"issuer": "168085604",
"ticker": null,
"issuerName": "Warner Bros Discovery"
},
{
"id": 3823107,
"type": "FIXED_INCOME",
"name": "WCORE Commercial Mortgage Trust, Series 2024-CORE, Class A, (1-month USD CME Term SOFR + 1.492%) 5.889% 11/15/2041",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 40000000,
"marketValue": 40112000,
"couponRate": 5.889,
"maturityDate": "2041-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US951913AA08",
"cusip": "951913AA0",
"issuer": "212351058",
"ticker": null,
"issuerName": "WCORE Commercial Mortgage Trust 2024-CORE"
},
{
"id": 3823179,
"type": "FIXED_INCOME",
"name": "Wheels Fleet Lease Funding, LLC, Series 24-2A, Class A1, 4.87% 6/21/2039",
"percentage": 0.04,
"asOfDate": "2024-12-31",
"shares": 35849000,
"marketValue": 35915787,
"couponRate": 4.87,
"maturityDate": "2039-06-21",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96328GBT31",
"cusip": "96328GBT3",
"issuer": "212347269",
"ticker": null,
"issuerName": "Wheels Fleet Lease Funding LLC WFLF_24-2"
},
{
"id": 3819813,
"type": "FIXED_INCOME",
"name": "Ally Financial, Inc. 8.00% 11/1/2031",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 22786000,
"marketValue": 25185434,
"couponRate": 8,
"maturityDate": "2031-11-01",
"fundAbbreviation": null,
"sedol": "7260799",
"isin": "US370425RZ53",
"cusip": "370425RZ5",
"issuer": "33094161",
"ticker": null,
"issuerName": "Ally Financial"
},
{
"id": 3813523,
"type": "FIXED_INCOME",
"name": "Alpha Bank SA 5.00% 5/12/2030 (1-year EUR-ICE Swap EURIBOR + 2.432% on 5/12/2029)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27109000,
"marketValue": 29773403,
"couponRate": 5,
"maturityDate": "2030-05-12",
"fundAbbreviation": null,
"sedol": "BPTH772",
"isin": "XS2761146468",
"cusip": null,
"issuer": "125079837",
"ticker": null,
"issuerName": "Alpha Services and Holdings"
},
{
"id": 3813783,
"type": "FIXED_INCOME",
"name": "Amazon.com, Inc. 1.65% 5/12/2028",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25000000,
"marketValue": 22776100,
"couponRate": 1.65,
"maturityDate": "2028-05-12",
"fundAbbreviation": null,
"sedol": "BNVX8F9",
"isin": "US023135BY17",
"cusip": "023135BY1",
"issuer": "186072902",
"ticker": null,
"issuerName": "Amazon.com"
},
{
"id": 3813795,
"type": "FIXED_INCOME",
"name": "American Credit Acceptance Receivables Trust, Series 2024-3, Class C, 6.04% 7/12/2030",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24497000,
"marketValue": 24773890,
"couponRate": 5.73,
"maturityDate": "2030-07-12",
"fundAbbreviation": null,
"sedol": null,
"isin": "US02490BAE83",
"cusip": "02490BAE8",
"issuer": "212345168",
"ticker": null,
"issuerName": "American Credit Acceptance Receivables Trust 2024-3"
},
{
"id": 3813821,
"type": "FIXED_INCOME",
"name": "American Electric Power Co., Inc. 4.30% 12/1/2028",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 31133000,
"marketValue": 30434375,
"couponRate": 4.3,
"maturityDate": "2028-12-01",
"fundAbbreviation": null,
"sedol": "BGPVD00",
"isin": "US025537AM37",
"cusip": "025537AM3",
"issuer": "24000236",
"ticker": null,
"issuerName": "American Electric Power"
},
{
"id": 3813845,
"type": "FIXED_INCOME",
"name": "American Homes 4 Rent, Series 2015-SFR2, Class A, 3.732% 10/17/2052",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30309462,
"marketValue": 30034525,
"couponRate": 3.732,
"maturityDate": "2052-10-17",
"fundAbbreviation": null,
"sedol": "BYMKHW6",
"isin": "US02666BAA44",
"cusip": "02666BAA4",
"issuer": "212299081",
"ticker": null,
"issuerName": "American Homes 4 Rent AH4R_15-SF"
},
{
"id": 3813949,
"type": "FIXED_INCOME",
"name": "Aon North America, Inc. 5.45% 3/1/2034",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24000000,
"marketValue": 23974848,
"couponRate": 5.45,
"maturityDate": "2034-03-01",
"fundAbbreviation": null,
"sedol": "BMFF917",
"isin": "US03740MAD20",
"cusip": "03740MAD2",
"issuer": "120096792",
"ticker": null,
"issuerName": "Aon Plc"
},
{
"id": 3813959,
"type": "FIXED_INCOME",
"name": "Apidos CLO, Ltd., Series 2019-32A, Class A1R, (3-month USD CME Term SOFR + 1.10%) 5.717% 1/20/2033",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24993000,
"marketValue": 25038137,
"couponRate": 5.717,
"maturityDate": "2033-01-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US03768RAQ92",
"cusip": "03768RAQ9",
"issuer": "212319284",
"ticker": null,
"issuerName": "Apidos CLO XXXII"
},
{
"id": 3813981,
"type": "FIXED_INCOME",
"name": "Arthur J. Gallagher & Co. 5.15% 2/15/2035",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23322000,
"marketValue": 22749911,
"couponRate": 5.15,
"maturityDate": "2035-02-15",
"fundAbbreviation": null,
"sedol": "BT225M3",
"isin": "US04316JAN90",
"cusip": "04316JAN9",
"issuer": "74002194",
"ticker": null,
"issuerName": "Arthur J. Gallagher"
},
{
"id": 3814015,
"type": "FIXED_INCOME",
"name": "Atlas SP, Series 2024-RPL1, Class A1, 3. 85.00% 4/25/2064 (4. 85.00% on 8/1/2028)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27948869,
"marketValue": 26707911,
"couponRate": 3.85,
"maturityDate": "2064-04-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US049915AA90",
"cusip": "049915AA9",
"issuer": "212347927",
"ticker": null,
"issuerName": "ATLX 2024-RPL1 Trust"
},
{
"id": 3814013,
"type": "FIXED_INCOME",
"name": "Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class D, 0% 11/10/2029",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26562000,
"marketValue": 26529249,
"couponRate": 0,
"maturityDate": "2029-11-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US04963XAJ37",
"cusip": "04963XAJ3",
"issuer": "212348994",
"ticker": null,
"issuerName": "Atrium Hotel Portfolio Trust 2024-ATRM"
},
{
"id": 3813643,
"type": "FIXED_INCOME",
"name": "AT&T, Inc. 2.75% 6/1/2031",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 34105000,
"marketValue": 29681479,
"couponRate": 2.75,
"maturityDate": "2031-06-01",
"fundAbbreviation": null,
"sedol": "BMHWTS3",
"isin": "US00206RJY99",
"cusip": "00206RJY9",
"issuer": "82008986",
"ticker": null,
"issuerName": "AT&T"
},
{
"id": 3813649,
"type": "FIXED_INCOME",
"name": "AT&T, Inc. 3.50% 9/15/2053",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 37939000,
"marketValue": 25570089,
"couponRate": 3.5,
"maturityDate": "2053-09-15",
"fundAbbreviation": null,
"sedol": "BNTFQF3",
"isin": "US00206RKJ04",
"cusip": "00206RKJ0",
"issuer": "82008986",
"ticker": null,
"issuerName": "AT&T"
},
{
"id": 3814033,
"type": "FIXED_INCOME",
"name": "Avis Budget Rental Car Funding (AESOP), LLC, Series 2020-1A, Class A, 2.33% 8/20/2026",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25693000,
"marketValue": 25440052,
"couponRate": 2.33,
"maturityDate": "2026-08-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05377RDU59",
"cusip": "05377RDU5",
"issuer": "212269066",
"ticker": null,
"issuerName": "Avis Budget Rental Car Funding AESOP_20-1A"
},
{
"id": 3814035,
"type": "FIXED_INCOME",
"name": "Avis Budget Rental Car Funding (AESOP), LLC, Series 2020-2, Class A, 2.02% 2/20/2027",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25845000,
"marketValue": 25236273,
"couponRate": 2.02,
"maturityDate": "2027-02-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05377RDY71",
"cusip": "05377RDY7",
"issuer": "212273364",
"ticker": null,
"issuerName": "Avis Budget Rental Car Funding AESOP_20-2"
},
{
"id": 3814041,
"type": "FIXED_INCOME",
"name": "Avis Budget Rental Car Funding (AESOP), LLC, Series 2021-1A, Class A, 1.38% 8/20/2027",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24190000,
"marketValue": 23077550,
"couponRate": 1.38,
"maturityDate": "2027-08-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05377REH30",
"cusip": "05377REH3",
"issuer": "212282964",
"ticker": null,
"issuerName": "Avis Budget Rental Car Funding (Aesop) LLC AESOP_21-1"
},
{
"id": 3813567,
"type": "FIXED_INCOME",
"name": "Banco de Credito Social Cooperativo, SA 4.125% 9/3/2030 (1-year EUR-ICE Swap EURIBOR + 1.70% on 9/3/2029)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23800000,
"marketValue": 25343348,
"couponRate": 4.125,
"maturityDate": "2030-09-03",
"fundAbbreviation": null,
"sedol": "BSFVNP9",
"isin": "XS2893180039",
"cusip": null,
"issuer": "212170829",
"ticker": null,
"issuerName": "Banco de Credito Social Cooperativo SA"
},
{
"id": 3814231,
"type": "FIXED_INCOME",
"name": "Bank of America Corp. 1.658% 3/11/2027 (USD-SOFR + 0.91% on 3/11/2026)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29913000,
"marketValue": 28830389,
"couponRate": 1.658,
"maturityDate": "2027-03-11",
"fundAbbreviation": null,
"sedol": "BMHJ4S9",
"isin": "US06051GJQ38",
"cusip": "06051GJQ3",
"issuer": "54003870",
"ticker": null,
"issuerName": "Bank of America"
},
{
"id": 3814247,
"type": "FIXED_INCOME",
"name": "Bank of America Corp. 5.202% 4/25/2029 (USD-SOFR + 1.63% on 4/25/2028)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 28500000,
"marketValue": 28639878,
"couponRate": 5.202,
"maturityDate": "2029-04-25",
"fundAbbreviation": null,
"sedol": "BMDLQT4",
"isin": "US06051GLG28",
"cusip": "06051GLG2",
"issuer": "54003870",
"ticker": null,
"issuerName": "Bank of America"
},
{
"id": 3814277,
"type": "FIXED_INCOME",
"name": "Bank of New York Mellon Corp. 5.06% 7/22/2032 (USD-SOFR + 1.23% on 7/22/2031)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 28709000,
"marketValue": 28644835,
"couponRate": 5.06,
"maturityDate": "2032-07-22",
"fundAbbreviation": null,
"sedol": "BP5H6M4",
"isin": "US06406RBZ91",
"cusip": "06406RBZ9",
"issuer": "86091034",
"ticker": null,
"issuerName": "Bank of New York Mellon"
},
{
"id": 3814279,
"type": "FIXED_INCOME",
"name": "Bank of New York Mellon Corp. 5.225% 11/20/2035 (USD-SOFR + 1.253% on 11/20/2034)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26338000,
"marketValue": 26223904,
"couponRate": 5.225,
"maturityDate": "2035-11-20",
"fundAbbreviation": null,
"sedol": "BTPH0F3",
"isin": "US06406RCA32",
"cusip": "06406RCA3",
"issuer": "86091034",
"ticker": null,
"issuerName": "Bank of New York Mellon"
},
{
"id": 3814343,
"type": "FIXED_INCOME",
"name": "Banque Federative du Credit Mutuel 5.088% 1/23/2027",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30000000,
"marketValue": 30073230,
"couponRate": 5.088,
"maturityDate": "2027-01-23",
"fundAbbreviation": null,
"sedol": "BPJM9V5",
"isin": "US06675FBC05",
"cusip": "06675FBC0",
"issuer": "212222933",
"ticker": null,
"issuerName": "Banque Federative du Credit Mutuel"
},
{
"id": 3814381,
"type": "FIXED_INCOME",
"name": "Becton, Dickinson and Co. 4.874% 2/8/2029",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 22800000,
"marketValue": 22746899,
"couponRate": 4.874,
"maturityDate": "2029-02-08",
"fundAbbreviation": null,
"sedol": "BPSQS22",
"isin": "US075887CR80",
"cusip": "075887CR8",
"issuer": "21000657",
"ticker": null,
"issuerName": "Becton Dickinson"
},
{
"id": 3814449,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2024-V11, Class A3, 5.909% 11/15/2057",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 28295000,
"marketValue": 29161817,
"couponRate": 5.909,
"maturityDate": "2057-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US081921AZ13",
"cusip": "081921AZ1",
"issuer": "212350826",
"ticker": null,
"issuerName": "Benchmark 2024-V11 Mortgage Trust"
},
{
"id": 3814485,
"type": "FIXED_INCOME",
"name": "Blackstone, Inc. 5.00% 12/6/2034",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30785000,
"marketValue": 29775437,
"couponRate": 5,
"maturityDate": "2034-12-06",
"fundAbbreviation": null,
"sedol": "BPG4K88",
"isin": "US092914AA83",
"cusip": "092914AA8",
"issuer": "212352634",
"ticker": null,
"issuerName": "Blackstone Reg Finance"
},
{
"id": 3814505,
"type": "FIXED_INCOME",
"name": "BMO Mortgage Trust, Series 2024-5C8, Class A3, 5.625% 12/15/2057",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25940000,
"marketValue": 26441472,
"couponRate": 5.625,
"maturityDate": "2057-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US09661XAC20",
"cusip": "09661XAC2",
"issuer": "212352764",
"ticker": null,
"issuerName": "BMO 2024-5C8 Mortgage Trust"
},
{
"id": 3814509,
"type": "FIXED_INCOME",
"name": "Boca Commercial Mortgage Trust, Series 2024-BOCA, Class A, (1-month USD CME Term SOFR + 1.921%) 6.318% 8/15/2041",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30500000,
"marketValue": 30688917,
"couponRate": 6.318,
"maturityDate": "2041-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US096817AA90",
"cusip": "096817AA9",
"issuer": "212346594",
"ticker": null,
"issuerName": "BOCA Commercial Mortgage Trust 2024-BOCA"
},
{
"id": 3814559,
"type": "FIXED_INCOME",
"name": "Boston Properties, LP 2.45% 10/1/2033",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 35301000,
"marketValue": 27221554,
"couponRate": 2.45,
"maturityDate": "2033-10-01",
"fundAbbreviation": null,
"sedol": "BMCQ2X6",
"isin": "US10112RBF01",
"cusip": "10112RBF0",
"issuer": "26072318",
"ticker": null,
"issuerName": "BXP"
},
{
"id": 3814133,
"type": "FIXED_INCOME",
"name": "BPCE SA 5.716% 1/18/2030 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.959% on 1/18/2029)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26614000,
"marketValue": 26761788,
"couponRate": 5.716,
"maturityDate": "2030-01-18",
"fundAbbreviation": null,
"sedol": "BPQWK48",
"isin": "US05571AAV70",
"cusip": "05571AAV7",
"issuer": "212208777",
"ticker": null,
"issuerName": "BPCE SA"
},
{
"id": 3814143,
"type": "FIXED_INCOME",
"name": "BPCE SA 5.748% 7/19/2033 (USD-SOFR + 2.865% on 7/19/2032)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27495000,
"marketValue": 27141057,
"couponRate": 5.748,
"maturityDate": "2033-07-19",
"fundAbbreviation": null,
"sedol": "BQGD907",
"isin": "US05583JAM45",
"cusip": "05583JAM4",
"issuer": "212208777",
"ticker": null,
"issuerName": "BPCE SA"
},
{
"id": 3814147,
"type": "FIXED_INCOME",
"name": "BPR Trust, Series 2022-OANA, Class A, (1-month USD CME Term SOFR + 1.898%) 6.295% 4/15/2037",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26448000,
"marketValue": 26581959,
"couponRate": 6.295,
"maturityDate": "2037-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05592DAA28",
"cusip": "05592DAA2",
"issuer": "212297922",
"ticker": null,
"issuerName": "BPR Trust BPR_22-OANA"
},
{
"id": 3814621,
"type": "FIXED_INCOME",
"name": "Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class D, 5.23% 8/15/2030",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23675000,
"marketValue": 23539910,
"couponRate": 5.23,
"maturityDate": "2030-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US10806EAF16",
"cusip": "10806EAF1",
"issuer": "212349984",
"ticker": null,
"issuerName": "Bridgecrest Lending Auto Securitization Trust BLAST_24-4"
},
{
"id": 3814183,
"type": "FIXED_INCOME",
"name": "BX Trust, Series 2021-ARIA, Class A, (1-month USD CME Term SOFR + 1.014%) 5.411% 10/15/2036",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26873000,
"marketValue": 26810762,
"couponRate": 5.411,
"maturityDate": "2036-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05608RAA32",
"cusip": "05608RAA3",
"issuer": "212290653",
"ticker": null,
"issuerName": "BX Trust BX_21-ARIA"
},
{
"id": 3814191,
"type": "FIXED_INCOME",
"name": "BX Trust, Series 2022-IND, Class A, (1-month USD CME Term SOFR + 1.491%) 5.888% 4/15/2037",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26969643,
"marketValue": 27023933,
"couponRate": 5.888,
"maturityDate": "2037-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05609WAA18",
"cusip": "05609WAA1",
"issuer": "212298202",
"ticker": null,
"issuerName": "BX Trust BX_22-IND"
},
{
"id": 3814195,
"type": "FIXED_INCOME",
"name": "BX Trust, Series 2024-KING, Class A, (1-month USD CME Term SOFR + 1.541%) 5.997% 5/15/2034",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26199094,
"marketValue": 26253876,
"couponRate": 5.997,
"maturityDate": "2034-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05612RAA77",
"cusip": "05612RAA7",
"issuer": "212340939",
"ticker": null,
"issuerName": "Bx Commercial Mortgage Trust BX_24-KING"
},
{
"id": 3814869,
"type": "FIXED_INCOME",
"name": "CaixaBank, SA 6.037% 6/15/2035 (USD-SOFR + 2.26% on 9/15/2034)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29785000,
"marketValue": 30075761,
"couponRate": 6.037,
"maturityDate": "2035-06-15",
"fundAbbreviation": null,
"sedol": "BQKN185",
"isin": "US12803RAH75",
"cusip": "12803RAH7",
"issuer": "47095659",
"ticker": null,
"issuerName": "CaixaBank"
},
{
"id": 3814905,
"type": "FIXED_INCOME",
"name": "Canadian Pacific Railway Co. 3.10% 12/2/2051",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 39192000,
"marketValue": 25485695,
"couponRate": 3.1,
"maturityDate": "2051-12-02",
"fundAbbreviation": null,
"sedol": "BP8KQ20",
"isin": "US13645RBH66",
"cusip": "13645RBH6",
"issuer": "134081118",
"ticker": null,
"issuerName": "Canadian Pacific Kansas City"
},
{
"id": 3814921,
"type": "FIXED_INCOME",
"name": "Capital One Financial Corp. 5.463% 7/26/2030 (USD-SOFR + 1.56% on 7/26/2029)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30718000,
"marketValue": 30819830,
"couponRate": 5.463,
"maturityDate": "2030-07-26",
"fundAbbreviation": null,
"sedol": "BS5W5C3",
"isin": "US14040HDG74",
"cusip": "14040HDG7",
"issuer": "177008657",
"ticker": null,
"issuerName": "Capital One Financial"
},
{
"id": 3814923,
"type": "FIXED_INCOME",
"name": "Capteris Equipment Finance, Series 2024-1, Class A2, 5.58% 7/20/2032",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26922000,
"marketValue": 27114869,
"couponRate": 5.58,
"maturityDate": "2032-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US14077AAB26",
"cusip": "14077AAB2",
"issuer": "212345551",
"ticker": null,
"issuerName": "Capteris Equipment Finance 2024-1"
},
{
"id": 3814993,
"type": "FIXED_INCOME",
"name": "Celanese US Holdings, LLC 6.33% 7/15/2029",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30422000,
"marketValue": 31061257,
"couponRate": 6.33,
"maturityDate": "2029-07-15",
"fundAbbreviation": null,
"sedol": "BP9RBL4",
"isin": "US15089QAN43",
"cusip": "15089QAN4",
"issuer": "165091749",
"ticker": null,
"issuerName": "Celanese"
},
{
"id": 3814999,
"type": "FIXED_INCOME",
"name": "Celanese US Holdings, LLC 6.55% 11/15/2030",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29839000,
"marketValue": 30902014,
"couponRate": 6.8,
"maturityDate": "2030-11-15",
"fundAbbreviation": null,
"sedol": "BMZ6BG9",
"isin": "US15089QAX25",
"cusip": "15089QAX2",
"issuer": "165091749",
"ticker": null,
"issuerName": "Celanese"
},
{
"id": 3815015,
"type": "FIXED_INCOME",
"name": "Centene Corp. 2.625% 8/1/2031",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 31680000,
"marketValue": 26109420,
"couponRate": 2.625,
"maturityDate": "2031-08-01",
"fundAbbreviation": null,
"sedol": "BM8DBR8",
"isin": "US15135BAZ40",
"cusip": "15135BAZ4",
"issuer": "163081359",
"ticker": null,
"issuerName": "Centene"
},
{
"id": 3814753,
"type": "FIXED_INCOME",
"name": "CIM Trust, Series 2022-R2, Class A1, 3.75% 12/25/2061",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 31209613,
"marketValue": 29027281,
"couponRate": 3.75,
"maturityDate": "2061-12-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12567NAA72",
"cusip": "12567NAA7",
"issuer": "212302979",
"ticker": null,
"issuerName": "CIM Trust CIM_22-R2"
},
{
"id": 3815203,
"type": "FIXED_INCOME",
"name": "Coca-Cola Co. 5.00% 5/13/2034",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25263000,
"marketValue": 25278436,
"couponRate": 5,
"maturityDate": "2034-05-13",
"fundAbbreviation": null,
"sedol": "BNRQXQ8",
"isin": "US191216DR86",
"cusip": "191216DR8",
"issuer": "194001254",
"ticker": null,
"issuerName": "Coca-Cola"
},
{
"id": 3815237,
"type": "FIXED_INCOME",
"name": "Comcast Corp. 5.30% 6/1/2034",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27653000,
"marketValue": 27633339,
"couponRate": 5.3,
"maturityDate": "2034-06-01",
"fundAbbreviation": null,
"sedol": "BT029X4",
"isin": "US20030NEJ63",
"cusip": "20030NEJ6",
"issuer": "17001289",
"ticker": null,
"issuerName": "Comcast"
},
{
"id": 3815241,
"type": "FIXED_INCOME",
"name": "Comision Federal de Electricidad 4.688% 5/15/2029",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30765000,
"marketValue": 28913162,
"couponRate": 4.688,
"maturityDate": "2029-05-15",
"fundAbbreviation": null,
"sedol": "BPQVBJ7",
"isin": "US200447AL44",
"cusip": "200447AL4",
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3815299,
"type": "FIXED_INCOME",
"name": "ConocoPhillips Co. 5.30% 5/15/2053",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27401000,
"marketValue": 25372696,
"couponRate": 5.3,
"maturityDate": "2053-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US20826FBE51",
"cusip": "20826FBE5",
"issuer": "131004371",
"ticker": null,
"issuerName": "ConocoPhillips"
},
{
"id": 3815321,
"type": "FIXED_INCOME",
"name": "Consumers Energy Co. 3.60% 8/15/2032",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27705000,
"marketValue": 25129654,
"couponRate": 3.6,
"maturityDate": "2032-08-15",
"fundAbbreviation": null,
"sedol": "BNYNTC0",
"isin": "US210518DP81",
"cusip": "210518DP8",
"issuer": "48000896",
"ticker": null,
"issuerName": "CMS Energy"
},
{
"id": 3815387,
"type": "FIXED_INCOME",
"name": "Crédit Agricole SA 4.631% 9/11/2028 (USD-SOFR + 1.21% on 9/11/2027)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24000000,
"marketValue": 23711616,
"couponRate": 4.631,
"maturityDate": "2028-09-11",
"fundAbbreviation": null,
"sedol": "BPMRDM6",
"isin": "US22535WAL19",
"cusip": "22535WAL1",
"issuer": "162081358",
"ticker": null,
"issuerName": "Credit Agricole"
},
{
"id": 3815419,
"type": "FIXED_INCOME",
"name": "Crockett Partners Equipment Co. II, LLC, Series 2024-1C, Class A, 6.05% 1/20/2031",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26648394,
"marketValue": 26881621,
"couponRate": 6.05,
"maturityDate": "2031-01-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US22689LAA35",
"cusip": "22689LAA3",
"issuer": "212346401",
"ticker": null,
"issuerName": "Crockett Partners Equipment Co IIA"
},
{
"id": 3814801,
"type": "FIXED_INCOME",
"name": "CSX Corp. 4.50% 11/15/2052",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27800000,
"marketValue": 23492668,
"couponRate": 4.5,
"maturityDate": "2052-11-15",
"fundAbbreviation": null,
"sedol": "BNDW393",
"isin": "US126408HV80",
"cusip": "126408HV8",
"issuer": "72000920",
"ticker": null,
"issuerName": "CSX"
},
{
"id": 3814845,
"type": "FIXED_INCOME",
"name": "CVS Health Corp. 5.875% 6/1/2053",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30000000,
"marketValue": 27541140,
"couponRate": 5.875,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": "BQ0MLB5",
"isin": "US126650DZ02",
"cusip": "126650DZ0",
"issuer": "9011457",
"ticker": null,
"issuerName": "CVS Health"
},
{
"id": 3815439,
"type": "FIXED_INCOME",
"name": "DTE Energy Co. 5.10% 3/1/2029",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25100000,
"marketValue": 25170757,
"couponRate": 5.1,
"maturityDate": "2029-03-01",
"fundAbbreviation": null,
"sedol": "BPGLSN0",
"isin": "US233331BK28",
"cusip": "233331BK2",
"issuer": "117009869",
"ticker": null,
"issuerName": "DTE Energy"
},
{
"id": 3815671,
"type": "FIXED_INCOME",
"name": "Edison International 4.125% 3/15/2028",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26046000,
"marketValue": 25273892,
"couponRate": 4.125,
"maturityDate": "2028-03-15",
"fundAbbreviation": null,
"sedol": "BF28Y93",
"isin": "US281020AM97",
"cusip": "281020AM9",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3815679,
"type": "FIXED_INCOME",
"name": "Edison International 5.45% 6/15/2029",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24890000,
"marketValue": 25129467,
"couponRate": 5.45,
"maturityDate": "2029-06-15",
"fundAbbreviation": null,
"sedol": "BQD3LP9",
"isin": "US281020BA41",
"cusip": "281020BA4",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3815639,
"type": "FIXED_INCOME",
"name": "Electricité de France SA 5.65% 4/22/2029",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 22350000,
"marketValue": 22850059,
"couponRate": 5.65,
"maturityDate": "2029-04-22",
"fundAbbreviation": null,
"sedol": "BQLSW64",
"isin": "US268317AY01",
"cusip": "268317AY0",
"issuer": "212002389",
"ticker": null,
"issuerName": "France, Republic of"
},
{
"id": 3813935,
"type": "FIXED_INCOME",
"name": "Elevance Health, Inc. 5.20% 2/15/2035",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24895000,
"marketValue": 24323660,
"couponRate": 5.2,
"maturityDate": "2035-02-15",
"fundAbbreviation": null,
"sedol": "BT259Z3",
"isin": "US036752BD40",
"cusip": "036752BD4",
"issuer": "19081215",
"ticker": null,
"issuerName": "Elevance"
},
{
"id": 3813517,
"type": "FIXED_INCOME",
"name": "Eurobank SA 7.00% 1/26/2029 (1-year EUR Mid-Swap + 4.418% on 1/26/2028)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25825000,
"marketValue": 29632078,
"couponRate": 7,
"maturityDate": "2029-01-26",
"fundAbbreviation": null,
"sedol": "BPQG4K4",
"isin": "XS2579816146",
"cusip": null,
"issuer": "36088864",
"ticker": null,
"issuerName": "Eurobank Ergasias"
},
{
"id": 3815847,
"type": "FIXED_INCOME",
"name": "Exxon Mobil Corp. 2.61% 10/15/2030",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27900000,
"marketValue": 24866852,
"couponRate": 2.61,
"maturityDate": "2030-10-15",
"fundAbbreviation": null,
"sedol": "BMDSC20",
"isin": "US30231GBN16",
"cusip": "30231GBN1",
"issuer": "8001916",
"ticker": null,
"issuerName": "ExxonMobil"
},
{
"id": 3817443,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BD7087 4.00% 3/1/2047",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 31386741,
"marketValue": 29241740,
"couponRate": 4,
"maturityDate": "2047-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FE2V58",
"cusip": "3140FE2V5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817475,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BF0379 3.50% 4/1/2059",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 32225618,
"marketValue": 28319003,
"couponRate": 3.5,
"maturityDate": "2059-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FXM580",
"cusip": "3140FXM58",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817477,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BF0480 3.50% 6/1/2060",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 31724339,
"marketValue": 27882966,
"couponRate": 3.5,
"maturityDate": "2060-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FXRA24",
"cusip": "3140FXRA2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817491,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BF0762 3.00% 9/1/2063",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 34010021,
"marketValue": 28365173,
"couponRate": 3,
"maturityDate": "2063-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FXZ475",
"cusip": "3140FXZ47",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817459,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BF0784 3.50% 12/1/2063",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 35755285,
"marketValue": 31099088,
"couponRate": 3.5,
"maturityDate": "2063-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FX2S04",
"cusip": "3140FX2S0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817461,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BF0786 4.00% 12/1/2063",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27772615,
"marketValue": 25238419,
"couponRate": 4,
"maturityDate": "2063-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FX2U59",
"cusip": "3140FX2U5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817537,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BM5148 4.00% 10/1/2046",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 32747271,
"marketValue": 30467111,
"couponRate": 4,
"maturityDate": "2046-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140J9WJ68",
"cusip": "3140J9WJ6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817579,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BQ9058 2.50% 12/1/2050",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 33724648,
"marketValue": 27573812,
"couponRate": 2.5,
"maturityDate": "2050-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140KVB413",
"cusip": "3140KVB41",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817693,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU4700 6.00% 7/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25684293,
"marketValue": 25975322,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M6GJ65",
"cusip": "3140M6GJ6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817823,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BW5057 5.00% 12/1/2052",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23812227,
"marketValue": 23066952,
"couponRate": 5,
"maturityDate": "2052-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MWTP19",
"cusip": "3140MWTP1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817927,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY4405 5.00% 6/1/2053",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29691569,
"marketValue": 28748476,
"couponRate": 5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NL3P21",
"cusip": "3140NL3P2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818003,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA8046 3.00% 12/1/2050",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 33206566,
"marketValue": 28943839,
"couponRate": 3,
"maturityDate": "2050-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QF5G09",
"cusip": "3140QF5G0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818041,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA8828 2.50% 2/1/2051",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 35458000,
"marketValue": 29458293,
"couponRate": 2.5,
"maturityDate": "2051-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QGY272",
"cusip": "3140QGY27",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818071,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB0396 2.50% 5/1/2051",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29117715,
"marketValue": 23753562,
"couponRate": 2.5,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QKNN41",
"cusip": "3140QKNN4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818095,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB1134 2.50% 7/1/2051",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 32110949,
"marketValue": 26195245,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QLHL32",
"cusip": "3140QLHL3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818117,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2092 2.50% 11/1/2051",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 37736847,
"marketValue": 30784324,
"couponRate": 2.5,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QMKE35",
"cusip": "3140QMKE3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818137,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2414 3.00% 12/1/2051",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29879714,
"marketValue": 25896061,
"couponRate": 3,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QMVG63",
"cusip": "3140QMVG6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818141,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2544 3.00% 1/1/2052",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29330920,
"marketValue": 25198780,
"couponRate": 3,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QMZJ66",
"cusip": "3140QMZJ6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818217,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB6471 4.50% 6/1/2053",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 33418930,
"marketValue": 31488619,
"couponRate": 4.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QSFM85",
"cusip": "3140QSFM8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818205,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB6485 6.00% 6/1/2053",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 28909922,
"marketValue": 29095292,
"couponRate": 6,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QSF300",
"cusip": "3140QSF30",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818211,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB6491 6.50% 6/1/2053",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24512225,
"marketValue": 25263941,
"couponRate": 6.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QSF979",
"cusip": "3140QSF97",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818247,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB7932 6.00% 2/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29445414,
"marketValue": 29629713,
"couponRate": 6,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QTY606",
"cusip": "3140QTY60",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818265,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8148 5.50% 3/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25094311,
"marketValue": 24924121,
"couponRate": 5.5,
"maturityDate": "2054-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QUBS48",
"cusip": "3140QUBS4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818269,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8153 6.00% 3/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26902012,
"marketValue": 27236889,
"couponRate": 6,
"maturityDate": "2054-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QUBX33",
"cusip": "3140QUBX3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818259,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8163 6.00% 3/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23204234,
"marketValue": 23517166,
"couponRate": 6,
"maturityDate": "2054-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QUB966",
"cusip": "3140QUB96",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818281,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8507 6.50% 5/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25797077,
"marketValue": 26471155,
"couponRate": 6.5,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QUNZ52",
"cusip": "3140QUNZ5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818253,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8872 6.50% 7/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26248604,
"marketValue": 27122656,
"couponRate": 6.5,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QU2E52",
"cusip": "3140QU2E5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818255,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8876 6.50% 7/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27844387,
"marketValue": 28549240,
"couponRate": 6.5,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QU2J40",
"cusip": "3140QU2J4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818305,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB9215 6.00% 9/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23303809,
"marketValue": 23675365,
"couponRate": 6,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QVGZ19",
"cusip": "3140QVGZ1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817357,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB1300 5.50% 4/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25040811,
"marketValue": 24834099,
"couponRate": 5.5,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AANS20",
"cusip": "3140AANS2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818323,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM1963 4.00% 11/1/2049",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 31230977,
"marketValue": 29020324,
"couponRate": 4,
"maturityDate": "2049-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140X5FD03",
"cusip": "3140X5FD0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818335,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM4256 2.50% 9/1/2050",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 28285328,
"marketValue": 23490767,
"couponRate": 2.5,
"maturityDate": "2050-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140X7WS45",
"cusip": "3140X7WS4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818417,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM8761 2.50% 9/1/2051",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 37861592,
"marketValue": 30895438,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XCWX23",
"cusip": "3140XCWX2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818451,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM9693 2.50% 12/1/2051",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30612604,
"marketValue": 24972630,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XDXX96",
"cusip": "3140XDXX9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818531,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS3981 5.50% 1/1/2053",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 32033934,
"marketValue": 31693701,
"couponRate": 5.5,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XKM721",
"cusip": "3140XKM72",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818631,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS6838 5.50% 11/1/2053",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30272928,
"marketValue": 29910864,
"couponRate": 5.5,
"maturityDate": "2053-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XNS474",
"cusip": "3140XNS47",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818641,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS7056 2.50% 6/1/2052",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29869449,
"marketValue": 24506300,
"couponRate": 2.5,
"maturityDate": "2052-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XNZW77",
"cusip": "3140XNZW7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818669,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS8153 6.00% 6/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23169603,
"marketValue": 23487420,
"couponRate": 6,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XQBX48",
"cusip": "3140XQBX4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818705,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS9025 5.50% 9/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23133348,
"marketValue": 22915339,
"couponRate": 5.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XRA390",
"cusip": "3140XRA39",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818715,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS9507 4.50% 2/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25061086,
"marketValue": 23601954,
"couponRate": 4.5,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XRR568",
"cusip": "3140XRR56",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818805,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4387 2.00% 7/1/2041",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30406720,
"marketValue": 25392408,
"couponRate": 2,
"maturityDate": "2041-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418D2V37",
"cusip": "31418D2V3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818867,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4540 2.00% 2/1/2042",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29058188,
"marketValue": 24135149,
"couponRate": 2,
"maturityDate": "2042-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EBJ82",
"cusip": "31418EBJ8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818903,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4842 5.50% 12/1/2052",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 31705356,
"marketValue": 31384085,
"couponRate": 5.5,
"maturityDate": "2052-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ELY40",
"cusip": "31418ELY4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818957,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5105 4.50% 8/1/2053",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29066343,
"marketValue": 27385844,
"couponRate": 4.5,
"maturityDate": "2053-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EU734",
"cusip": "31418EU73",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818993,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5247 6.00% 1/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27880530,
"marketValue": 28028966,
"couponRate": 6,
"maturityDate": "2054-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EZM55",
"cusip": "31418EZM5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818847,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5296 5.50% 3/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23473113,
"marketValue": 23180920,
"couponRate": 5.5,
"maturityDate": "2054-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418E3E84",
"cusip": "31418E3E8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819001,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5421 6.00% 7/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27790194,
"marketValue": 27967940,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418FAX50",
"cusip": "31418FAX5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819035,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5583 4.00% 1/1/2055",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 33488066,
"marketValue": 30637327,
"couponRate": 4,
"maturityDate": "2055-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418FFZ53",
"cusip": "31418FFZ5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819289,
"type": "FIXED_INCOME",
"name": "FirstEnergy Corp. 2.05% 3/1/2025",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25920000,
"marketValue": 25769897,
"couponRate": 2.05,
"maturityDate": "2025-03-01",
"fundAbbreviation": null,
"sedol": "BKMGBZ7",
"isin": "US337932AK39",
"cusip": "337932AK3",
"issuer": "206072922",
"ticker": null,
"issuerName": "FirstEnergy"
},
{
"id": 3819345,
"type": "FIXED_INCOME",
"name": "Ford Credit Floorplan Master Owner Trust, Series 2023-1, Class A1, 4.92% 5/15/2028",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25883000,
"marketValue": 26023260,
"couponRate": 4.92,
"maturityDate": "2028-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US34528QHV95",
"cusip": "34528QHV9",
"issuer": "212323808",
"ticker": null,
"issuerName": "Ford Credit Floorplan Master Owner Trust FORDF_23-1"
},
{
"id": 3819375,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 4.125% 8/17/2027",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24460000,
"marketValue": 23661748,
"couponRate": 4.125,
"maturityDate": "2027-08-17",
"fundAbbreviation": null,
"sedol": "BKVKF69",
"isin": "US345397A860",
"cusip": "345397A86",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819391,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 4.95% 5/28/2027",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23710000,
"marketValue": 23504173,
"couponRate": 4.95,
"maturityDate": "2027-05-28",
"fundAbbreviation": null,
"sedol": "BMYXYY0",
"isin": "US345397C270",
"cusip": "345397C27",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819409,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 5.80% 3/5/2027",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23000000,
"marketValue": 23222663,
"couponRate": 5.8,
"maturityDate": "2027-03-05",
"fundAbbreviation": null,
"sedol": "BPCRN59",
"isin": "US345397D831",
"cusip": "345397D83",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819399,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 6.80% 5/12/2028",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 22310000,
"marketValue": 23062963,
"couponRate": 6.8,
"maturityDate": "2028-05-12",
"fundAbbreviation": null,
"sedol": "BNQN9H3",
"isin": "US345397C924",
"cusip": "345397C92",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3816565,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QB1368 2.50% 7/1/2050",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 34348324,
"marketValue": 28526008,
"couponRate": 2.5,
"maturityDate": "2050-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133A7QV41",
"cusip": "3133A7QV4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816629,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC8493 2.50% 10/1/2051",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 34900974,
"marketValue": 28470714,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133ATNJ60",
"cusip": "3133ATNJ6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816735,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE5750 5.00% 7/1/2052",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 28053819,
"marketValue": 27181879,
"couponRate": 5,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BFL732",
"cusip": "3133BFL73",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816771,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF1352 5.00% 10/1/2052",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23860778,
"marketValue": 23109950,
"couponRate": 5,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BNQD84",
"cusip": "3133BNQD8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816859,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QH5945 6.50% 12/1/2053",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27001914,
"marketValue": 27667619,
"couponRate": 6.5,
"maturityDate": "2053-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133CJTA97",
"cusip": "3133CJTA9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817087,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QI2727 6.50% 3/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 22710063,
"marketValue": 23213387,
"couponRate": 6.5,
"maturityDate": "2054-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133W9A438",
"cusip": "3133W9A43",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816933,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA4658 3.00% 2/1/2051",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 34571382,
"marketValue": 29823590,
"couponRate": 3,
"maturityDate": "2051-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KLE785",
"cusip": "3133KLE78",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817015,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA8423 6.00% 1/1/2053",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24741047,
"marketValue": 25039845,
"couponRate": 6,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KQLC86",
"cusip": "3133KQLC8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819079,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ0881 6.50% 2/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 22372312,
"marketValue": 22910254,
"couponRate": 6.5,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GQ6T49",
"cusip": "3142GQ6T4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819103,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1066 5.50% 3/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29705392,
"marketValue": 29450193,
"couponRate": 5.5,
"maturityDate": "2054-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GRFG01",
"cusip": "3142GRFG0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819111,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1346 6.00% 4/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29559269,
"marketValue": 29927223,
"couponRate": 6,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GRP878",
"cusip": "3142GRP87",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819089,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1726 6.50% 6/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 28216415,
"marketValue": 29087117,
"couponRate": 6.5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GR4L13",
"cusip": "3142GR4L1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819093,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1779 6.00% 6/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27764713,
"marketValue": 28111188,
"couponRate": 6,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GR6R64",
"cusip": "3142GR6R6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819161,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2211 6.00% 8/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23709054,
"marketValue": 24086360,
"couponRate": 6,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSN533",
"cusip": "3142GSN53",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819185,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2243 5.50% 8/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 28773955,
"marketValue": 28500055,
"couponRate": 5.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSP512",
"cusip": "3142GSP51",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819199,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2270 6.50% 6/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23999976,
"marketValue": 24519599,
"couponRate": 6.5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSQY70",
"cusip": "3142GSQY7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819233,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2845 6.00% 11/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 22778816,
"marketValue": 23036650,
"couponRate": 6,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GTET96",
"cusip": "3142GTET9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819245,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2913 5.50% 11/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30148033,
"marketValue": 29767715,
"couponRate": 5.5,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GTGX80",
"cusip": "3142GTGX8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815953,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD0853 2.50% 1/1/2052",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 31048661,
"marketValue": 25316115,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DM5N19",
"cusip": "3132DM5N1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815987,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD1345 2.50% 10/1/2051",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 28213088,
"marketValue": 23006250,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DNP644",
"cusip": "3132DNP64",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816071,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD3434 6.00% 7/1/2053",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23627103,
"marketValue": 23930428,
"couponRate": 6,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQY755",
"cusip": "3132DQY75",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816101,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD4897 6.00% 2/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29098945,
"marketValue": 29280668,
"couponRate": 6,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DSNN89",
"cusip": "3132DSNN8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816147,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD5949 6.00% 7/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24854721,
"marketValue": 25047444,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DTTE00",
"cusip": "3132DTTE0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816159,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6078 2.50% 10/1/2051",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 33274911,
"marketValue": 27142178,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DTXF29",
"cusip": "3132DTXF2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816177,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6531 6.50% 9/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30203228,
"marketValue": 31031159,
"couponRate": 6.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DUHG58",
"cusip": "3132DUHG5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816183,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6702 6.50% 9/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23437392,
"marketValue": 24089209,
"couponRate": 6.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DUNT06",
"cusip": "3132DUNT0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816205,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD7553 3.00% 3/1/2052",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29591552,
"marketValue": 25509516,
"couponRate": 3,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DVMA07",
"cusip": "3132DVMA0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816209,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD7556 3.00% 8/1/2052",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27634023,
"marketValue": 23785267,
"couponRate": 3,
"maturityDate": "2052-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DVMD46",
"cusip": "3132DVMD4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816265,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8242 3.00% 9/1/2052",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30285993,
"marketValue": 25780891,
"couponRate": 3,
"maturityDate": "2052-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWEP41",
"cusip": "3132DWEP4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816301,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8316 5.50% 4/1/2053",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 31626445,
"marketValue": 31261602,
"couponRate": 5.5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWGZ05",
"cusip": "3132DWGZ0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816335,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8367 5.50% 10/1/2053",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26693122,
"marketValue": 26384870,
"couponRate": 5.5,
"maturityDate": "2053-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWJL81",
"cusip": "3132DWJL8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816339,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8369 6.50% 10/1/2053",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29561298,
"marketValue": 30189357,
"couponRate": 6.5,
"maturityDate": "2053-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWJN48",
"cusip": "3132DWJN4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816355,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8396 6.00% 1/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30844082,
"marketValue": 31011442,
"couponRate": 6,
"maturityDate": "2054-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWKH50",
"cusip": "3132DWKH5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816377,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8429 4.50% 5/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26610993,
"marketValue": 25047198,
"couponRate": 4.5,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWLJ08",
"cusip": "3132DWLJ0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816417,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8474 5.00% 11/1/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26918275,
"marketValue": 25995651,
"couponRate": 5,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWMX82",
"cusip": "3132DWMX8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819457,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class MA, 3.00% 8/25/2056",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25401373,
"marketValue": 23440921,
"couponRate": 3,
"maturityDate": "2056-08-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35563PBC23",
"cusip": "35563PBC2",
"issuer": "212186485",
"ticker": null,
"issuerName": "Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2"
},
{
"id": 3819503,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2022-1, Class A1, 3.50% 5/25/2032",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29753945,
"marketValue": 28137532,
"couponRate": 3.5,
"maturityDate": "2032-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35564CLZ85",
"cusip": "35564CLZ8",
"issuer": "212299896",
"ticker": null,
"issuerName": "Seasoned Loans Structured Transaction Trust SLST_22-1"
},
{
"id": 3817203,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K156, Class A2, Multi Family, 4.43% 2/25/2033",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24842000,
"marketValue": 24086182,
"couponRate": 4.43,
"maturityDate": "2033-02-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137HA2B11",
"cusip": "3137HA2B1",
"issuer": "212244111",
"ticker": null,
"issuerName": "Fhlmc Multifamily Structured Pass Through FHMS_K156"
},
{
"id": 3819521,
"type": "FIXED_INCOME",
"name": "Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA2, Class A1, (30-day Average USD-SOFR + 1.25%) 5.819% 5/25/2044",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23051024,
"marketValue": 23156367,
"couponRate": 5.819,
"maturityDate": "2044-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35564NCW11",
"cusip": "35564NCW1",
"issuer": "212341460",
"ticker": null,
"issuerName": "Freddie Mac STACR REMIC Trust 2024-DNA2"
},
{
"id": 3815853,
"type": "FIXED_INCOME",
"name": "FS Trust, Series 2024-HULA, Class A, (1-month USD CME Term SOFR + 1.811%) 6.208% 8/15/2039",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29925000,
"marketValue": 30052451,
"couponRate": 6.208,
"maturityDate": "2039-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30338DAA90",
"cusip": "30338DAA9",
"issuer": "212346599",
"ticker": null,
"issuerName": "FS Trust 2024-HULA"
},
{
"id": 3819751,
"type": "FIXED_INCOME",
"name": "GE HealthCare Technologies, Inc. 5.65% 11/15/2027",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27199000,
"marketValue": 27881015,
"couponRate": 5.65,
"maturityDate": "2027-11-15",
"fundAbbreviation": null,
"sedol": "BRRH7Q7",
"isin": "US36267VAF04",
"cusip": "36267VAF0",
"issuer": "212314583",
"ticker": null,
"issuerName": "GE HealthCare Technologies"
},
{
"id": 3819855,
"type": "FIXED_INCOME",
"name": "Global SC Finance VII SRL, Series 2021-2A, Class A, 1.95% 8/17/2041",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 28724788,
"marketValue": 26422669,
"couponRate": 1.95,
"maturityDate": "2041-08-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US37959PAG28",
"cusip": "37959PAG2",
"issuer": "212283118",
"ticker": null,
"issuerName": "Global Sc Finance SRL SEACO_21-2"
},
{
"id": 3813345,
"type": "FIXED_INCOME",
"name": "GOHL Capital, Ltd. 4.25% 1/24/2027",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 28000000,
"marketValue": 27261360,
"couponRate": 4.25,
"maturityDate": "2027-01-24",
"fundAbbreviation": null,
"sedol": "BDRW0R6",
"isin": "XS1551355149",
"cusip": null,
"issuer": "193075877",
"ticker": null,
"issuerName": "Genting"
},
{
"id": 3819933,
"type": "FIXED_INCOME",
"name": "Goldman Sachs Group, Inc. 3.615% 3/15/2028 (USD-SOFR + 1.846% on 3/15/2027)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24116000,
"marketValue": 23454619,
"couponRate": 3.615,
"maturityDate": "2028-03-15",
"fundAbbreviation": null,
"sedol": "BMGDC88",
"isin": "US38141GZR81",
"cusip": "38141GZR8",
"issuer": "165076273",
"ticker": null,
"issuerName": "Goldman Sachs"
},
{
"id": 3819697,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #785575 2.50% 8/20/2051",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 28741292,
"marketValue": 23544378,
"couponRate": 2.5,
"maturityDate": "2051-08-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3622ABCL42",
"cusip": "3622ABCL4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819701,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #785659 2.50% 10/20/2051",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 33604173,
"marketValue": 27600418,
"couponRate": 2.5,
"maturityDate": "2051-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3622ABE813",
"cusip": "3622ABE81",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819705,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #785847 2.50% 1/20/2052",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 32005544,
"marketValue": 26286569,
"couponRate": 2.5,
"maturityDate": "2052-01-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3622ABL420",
"cusip": "3622ABL42",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819643,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA8567 4.00% 1/20/2053",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29222382,
"marketValue": 26943095,
"couponRate": 4,
"maturityDate": "2053-01-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179XQU36",
"cusip": "36179XQU3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819655,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA9016 5.00% 7/20/2053",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30925416,
"marketValue": 30063401,
"couponRate": 5,
"maturityDate": "2053-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179YAR53",
"cusip": "36179YAR5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819993,
"type": "FIXED_INCOME",
"name": "HCA, Inc. 5.20% 6/1/2028",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30000000,
"marketValue": 30083220,
"couponRate": 5.2,
"maturityDate": "2028-06-01",
"fundAbbreviation": null,
"sedol": "BQPF7Z5",
"isin": "US404119CP27",
"cusip": "404119CP2",
"issuer": "142095754",
"ticker": null,
"issuerName": "HCA Healthcare Inc"
},
{
"id": 3820049,
"type": "FIXED_INCOME",
"name": "Hertz Vehicle Financing III, LLC, Series 2022-1A, Class A, 1.99% 6/25/2026",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30716000,
"marketValue": 30483633,
"couponRate": 1.99,
"maturityDate": "2026-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US42806MAJ80",
"cusip": "42806MAJ8",
"issuer": "212295331",
"ticker": null,
"issuerName": "Hertz Vehicle Financing III LLC HERTZ_22-1"
},
{
"id": 3820063,
"type": "FIXED_INCOME",
"name": "Hertz Vehicle Financing III, LLC, Series 2023-4, Class A, 6.15% 3/25/2030",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23228000,
"marketValue": 23925305,
"couponRate": 6.15,
"maturityDate": "2030-03-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US42806MCE75",
"cusip": "42806MCE7",
"issuer": "212327361",
"ticker": null,
"issuerName": "Hertz Vehicle Financing LLC HERTZ_23-4"
},
{
"id": 3820093,
"type": "FIXED_INCOME",
"name": "Home Depot, Inc. 5.30% 6/25/2054",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26526000,
"marketValue": 25435357,
"couponRate": 5.3,
"maturityDate": "2054-06-25",
"fundAbbreviation": null,
"sedol": "BPLZ1P0",
"isin": "US437076DF60",
"cusip": "437076DF6",
"issuer": "46002590",
"ticker": null,
"issuerName": "Home Depot"
},
{
"id": 3820097,
"type": "FIXED_INCOME",
"name": "Home Partners of America Trust, Series 2021-2, Class A, 1.901% 12/17/2026",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25142395,
"marketValue": 23859278,
"couponRate": 1.901,
"maturityDate": "2026-12-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US43732VAT35",
"cusip": "43732VAT3",
"issuer": "212290858",
"ticker": null,
"issuerName": "Home Partners of America Trust HPA_21-2"
},
{
"id": 3820115,
"type": "FIXED_INCOME",
"name": "Horizon Aircraft Finance, Series 2024-1, Class A, 5.375% 9/15/2049",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24658863,
"marketValue": 23955468,
"couponRate": 5.375,
"maturityDate": "2049-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US43990EAA91",
"cusip": "43990EAA9",
"issuer": "212347802",
"ticker": null,
"issuerName": "Horizon Aircraft Finance IV"
},
{
"id": 3820131,
"type": "FIXED_INCOME",
"name": "Humana, Inc. 5.375% 4/15/2031",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27297000,
"marketValue": 27079743,
"couponRate": 5.375,
"maturityDate": "2031-04-15",
"fundAbbreviation": null,
"sedol": "BRC6GR3",
"isin": "US444859CA81",
"cusip": "444859CA8",
"issuer": "103002647",
"ticker": null,
"issuerName": "Humana"
},
{
"id": 3820151,
"type": "FIXED_INCOME",
"name": "Hyundai Capital America 1.50% 6/15/2026",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24066000,
"marketValue": 22925440,
"couponRate": 1.5,
"maturityDate": "2026-06-15",
"fundAbbreviation": null,
"sedol": "BMHFKN4",
"isin": "US44891ABW62",
"cusip": "44891ABW6",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820179,
"type": "FIXED_INCOME",
"name": "Hyundai Capital America 4.55% 9/26/2029",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24606000,
"marketValue": 23896954,
"couponRate": 4.55,
"maturityDate": "2029-09-26",
"fundAbbreviation": null,
"sedol": "BQPGJ96",
"isin": "US44891ADG94",
"cusip": "44891ADG9",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820177,
"type": "FIXED_INCOME",
"name": "Hyundai Capital America 5.40% 6/24/2031",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25500000,
"marketValue": 25511475,
"couponRate": 5.4,
"maturityDate": "2031-06-24",
"fundAbbreviation": null,
"sedol": "BPLPQ44",
"isin": "US44891ADD63",
"cusip": "44891ADD6",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820209,
"type": "FIXED_INCOME",
"name": "Imperial Fund Mortgage Trust, Series 2022-NQM7, Class A1, 7.369% 11/25/2067 (8.369% on 11/1/2026)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 22980254,
"marketValue": 23222535,
"couponRate": 7.369,
"maturityDate": "2067-11-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US452763AA32",
"cusip": "452763AA3",
"issuer": "212314777",
"ticker": null,
"issuerName": "Imperial Fund Mortgage Trust IMPRL_22-NQM7"
},
{
"id": 3813333,
"type": "FIXED_INCOME",
"name": "Indonesia (Republic of), Series 68, 8.375% 3/15/2034",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 377840000000,
"marketValue": 25529025,
"couponRate": 8.375,
"maturityDate": "2034-03-15",
"fundAbbreviation": null,
"sedol": "BCV7LV1",
"isin": "IDG000010802",
"cusip": null,
"issuer": "212002393",
"ticker": null,
"issuerName": "Indonesia, Government of the Republic of"
},
{
"id": 3820249,
"type": "FIXED_INCOME",
"name": "Intesa Sanpaolo SpA 5.71% 1/15/2026",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24105000,
"marketValue": 24122814,
"couponRate": 5.71,
"maturityDate": "2026-01-15",
"fundAbbreviation": null,
"sedol": "BDFYVB5",
"isin": "US46115HAW79",
"cusip": "46115HAW7",
"issuer": "10096046",
"ticker": null,
"issuerName": "Intesa Sanpaolo"
},
{
"id": 3820279,
"type": "FIXED_INCOME",
"name": "JBS USA Holding Lux SARL 2.50% 1/15/2027",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26124000,
"marketValue": 24830052,
"couponRate": 2.5,
"maturityDate": "2027-01-15",
"fundAbbreviation": null,
"sedol": "990XAS5",
"isin": "US46590XAS53",
"cusip": "46590XAS5",
"issuer": "212221325",
"ticker": null,
"issuerName": "JBS USA Holding Lux"
},
{
"id": 3820331,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 4.505% 10/22/2028 (USD-SOFR + 0.86% on 10/22/2027)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23075000,
"marketValue": 22874386,
"couponRate": 4.505,
"maturityDate": "2028-10-22",
"fundAbbreviation": null,
"sedol": "BS55CX2",
"isin": "US46647PEP71",
"cusip": "46647PEP7",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820333,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 4.603% 10/22/2030 (USD-SOFR + 1.04% on 10/22/2029)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27072000,
"marketValue": 26564752,
"couponRate": 4.603,
"maturityDate": "2030-10-22",
"fundAbbreviation": null,
"sedol": "BS55D06",
"isin": "US46647PEQ54",
"cusip": "46647PEQ5",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820311,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 4.851% 7/25/2028 (USD-SOFR + 1.99% on 7/25/2027)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27577000,
"marketValue": 27572753,
"couponRate": 4.851,
"maturityDate": "2028-07-25",
"fundAbbreviation": null,
"sedol": "BMGDC00",
"isin": "US46647PDG81",
"cusip": "46647PDG8",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820337,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 5.534% 11/29/2045 (USD-SOFR + 1.55% on 11/29/2044)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30219000,
"marketValue": 29517103,
"couponRate": 5.534,
"maturityDate": "2045-11-29",
"fundAbbreviation": null,
"sedol": "BR4Y0J5",
"isin": "US46647PES11",
"cusip": "46647PES1",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820321,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 5.571% 4/22/2028 (USD-SOFR + 0.93% on 4/22/2027)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23168000,
"marketValue": 23564845,
"couponRate": 5.571,
"maturityDate": "2028-04-22",
"fundAbbreviation": null,
"sedol": "BQKVQX9",
"isin": "US46647PEE25",
"cusip": "46647PEE2",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820519,
"type": "FIXED_INCOME",
"name": "Lloyds Banking Group PLC 3.75% 3/18/2028 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.80% on 3/18/2027)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25400000,
"marketValue": 24725452,
"couponRate": 3.75,
"maturityDate": "2028-03-18",
"fundAbbreviation": null,
"sedol": "BPSK6Q4",
"isin": "US53944YAS28",
"cusip": "53944YAS2",
"issuer": "129009881",
"ticker": null,
"issuerName": "Lloyds Banking Group"
},
{
"id": 3820525,
"type": "FIXED_INCOME",
"name": "Lockheed Martin Corp. 5.25% 1/15/2033",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27825000,
"marketValue": 28128432,
"couponRate": 5.25,
"maturityDate": "2033-01-15",
"fundAbbreviation": null,
"sedol": "BQXQQR5",
"isin": "US539830BW87",
"cusip": "539830BW8",
"issuer": "101008793",
"ticker": null,
"issuerName": "Lockheed Martin"
},
{
"id": 3820565,
"type": "FIXED_INCOME",
"name": "Magnetite CLO, Ltd., Series 2019-22, Class ARR, (3-month USD CME Term SOFR + 1.25%) 5.906% 7/15/2036",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24476000,
"marketValue": 24475364,
"couponRate": 5.906,
"maturityDate": "2036-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US55954HAW25",
"cusip": "55954HAW2",
"issuer": "212319448",
"ticker": null,
"issuerName": "Magnetite XXII"
},
{
"id": 3820585,
"type": "FIXED_INCOME",
"name": "Marble Point CLO, Ltd., Series 2018-2, Class A12R, (3-month USD CME Term SOFR + 1.20%) 5.817% 1/20/2032",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26557116,
"marketValue": 26596951,
"couponRate": 5.817,
"maturityDate": "2032-01-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US56608KAW36",
"cusip": "56608KAW3",
"issuer": "212318899",
"ticker": null,
"issuerName": "Marble Point CLO XIV"
},
{
"id": 3820713,
"type": "FIXED_INCOME",
"name": "Microchip Technology, Inc. 5.05% 3/15/2029",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26050000,
"marketValue": 26007408,
"couponRate": 5.05,
"maturityDate": "2029-03-15",
"fundAbbreviation": null,
"sedol": "BSB7TP3",
"isin": "US595017BE37",
"cusip": "595017BE3",
"issuer": "137007133",
"ticker": null,
"issuerName": "Microchip Technology"
},
{
"id": 3820751,
"type": "FIXED_INCOME",
"name": "Mission Lane Credit Card Master Trust, Series 2023-A, Class A, 7.23% 7/17/2028",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 22893000,
"marketValue": 23030816,
"couponRate": 7.23,
"maturityDate": "2028-07-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US60510MAN83",
"cusip": "60510MAN8",
"issuer": "212323872",
"ticker": null,
"issuerName": "Mission Lane Credit Master Trust MLANE_23-A"
},
{
"id": 3820793,
"type": "FIXED_INCOME",
"name": "Morgan Stanley 4.754% 4/21/2026",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25000000,
"marketValue": 25040000,
"couponRate": 4.754,
"maturityDate": "2026-04-21",
"fundAbbreviation": null,
"sedol": "BMC7WK6",
"isin": "US61690U4T48",
"cusip": "61690U4T4",
"issuer": "212237279",
"ticker": null,
"issuerName": "Morgan Stanley Bank Na"
},
{
"id": 3820813,
"type": "FIXED_INCOME",
"name": "Morgan Stanley 5.25% 4/21/2034 (USD-SOFR + 1.87% on 4/21/2033)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30000000,
"marketValue": 29552250,
"couponRate": 5.25,
"maturityDate": "2034-04-21",
"fundAbbreviation": null,
"sedol": "BMDLPL9",
"isin": "US61747YFE05",
"cusip": "61747YFE0",
"issuer": "95001579",
"ticker": null,
"issuerName": "Morgan Stanley"
},
{
"id": 3821119,
"type": "FIXED_INCOME",
"name": "Occidental Petroleum Corp. 5.20% 8/1/2029",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27164000,
"marketValue": 26969316,
"couponRate": 5.2,
"maturityDate": "2029-08-01",
"fundAbbreviation": null,
"sedol": "BQ5HTK0",
"isin": "US674599EJ04",
"cusip": "674599EJ0",
"issuer": "85004113",
"ticker": null,
"issuerName": "Occidental Petroleum"
},
{
"id": 3821121,
"type": "FIXED_INCOME",
"name": "Occidental Petroleum Corp. 5.375% 1/1/2032",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25000000,
"marketValue": 24495150,
"couponRate": 5.375,
"maturityDate": "2032-01-01",
"fundAbbreviation": null,
"sedol": "BQ5HTL1",
"isin": "US674599EK76",
"cusip": "674599EK7",
"issuer": "85004113",
"ticker": null,
"issuerName": "Occidental Petroleum"
},
{
"id": 3821159,
"type": "FIXED_INCOME",
"name": "Oracle Corp. 3.60% 4/1/2050",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 34960000,
"marketValue": 24513428,
"couponRate": 3.6,
"maturityDate": "2050-04-01",
"fundAbbreviation": null,
"sedol": "BM5JB02",
"isin": "US68389XBX21",
"cusip": "68389XBX2",
"issuer": "142004170",
"ticker": null,
"issuerName": "Oracle"
},
{
"id": 3821239,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 3.30% 8/1/2040",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 38057000,
"marketValue": 28505492,
"couponRate": 3.3,
"maturityDate": "2040-08-01",
"fundAbbreviation": null,
"sedol": "BMYXXQ5",
"isin": "US694308JH19",
"cusip": "694308JH1",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821233,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 4.65% 8/1/2028",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 31779000,
"marketValue": 31340513,
"couponRate": 4.65,
"maturityDate": "2028-08-01",
"fundAbbreviation": null,
"sedol": "BLPHDN6",
"isin": "US694308JC22",
"cusip": "694308JC2",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821315,
"type": "FIXED_INCOME",
"name": "Palmer Square Loan Funding, Ltd., Series 2024-2A, Class A2, (3-month USD CME Term SOFR + 1.45%) 5.9% 1/15/2033",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26016000,
"marketValue": 26023284,
"couponRate": 5.9,
"maturityDate": "2033-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69703RAC97",
"cusip": "69703RAC9",
"issuer": "212350441",
"ticker": null,
"issuerName": "Palmer Square Loan Funding 2024-2"
},
{
"id": 3821183,
"type": "FIXED_INCOME",
"name": "PFS Financing Corp., Series 2023-B, Class A, 5.27% 5/15/2028",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26701000,
"marketValue": 26937277,
"couponRate": 5.27,
"maturityDate": "2028-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69335PEV31",
"cusip": "69335PEV3",
"issuer": "212324005",
"ticker": null,
"issuerName": "Pfs Financing Corp PFSFC_23-B"
},
{
"id": 3821385,
"type": "FIXED_INCOME",
"name": "Philip Morris International, Inc. 5.00% 11/17/2025",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30000000,
"marketValue": 30127410,
"couponRate": 5,
"maturityDate": "2025-11-17",
"fundAbbreviation": null,
"sedol": "BP39B16",
"isin": "US718172CU19",
"cusip": "718172CU1",
"issuer": "66092498",
"ticker": null,
"issuerName": "Philip Morris International"
},
{
"id": 3821215,
"type": "FIXED_INCOME",
"name": "PK ALIFT Loan Funding, Series 2024-2, Class A, 5.052% 10/15/2039",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25521000,
"marketValue": 25070835,
"couponRate": 5.052,
"maturityDate": "2039-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69381EAA10",
"cusip": "69381EAA1",
"issuer": "212348604",
"ticker": null,
"issuerName": "PK ALIFT Loan Funding 4"
},
{
"id": 3821207,
"type": "FIXED_INCOME",
"name": "PNC Financial Services Group, Inc. 5.102% 7/23/2027 (USD-SOFR + 0.796% on 7/23/2026)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25000000,
"marketValue": 25125900,
"couponRate": 5.102,
"maturityDate": "2027-07-23",
"fundAbbreviation": null,
"sedol": "BRXM9G0",
"isin": "US693475BY07",
"cusip": "693475BY0",
"issuer": "198004226",
"ticker": null,
"issuerName": "PNC Financial Services Group"
},
{
"id": 3821429,
"type": "FIXED_INCOME",
"name": "Power Finance Corp., Ltd. 3.95% 4/23/2030",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27000000,
"marketValue": 25154172,
"couponRate": 3.95,
"maturityDate": "2030-04-23",
"fundAbbreviation": null,
"sedol": "BJYFGN8",
"isin": "US73928RAB24",
"cusip": "73928RAB2",
"issuer": "212172545",
"ticker": null,
"issuerName": "India, Republic of"
},
{
"id": 3821495,
"type": "FIXED_INCOME",
"name": "Prologis, LP 5.00% 1/31/2035",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30267000,
"marketValue": 29507419,
"couponRate": 5,
"maturityDate": "2035-01-31",
"fundAbbreviation": null,
"sedol": "BNRJF94",
"isin": "US74340XCN93",
"cusip": "74340XCN9",
"issuer": "34072962",
"ticker": null,
"issuerName": "ProLogis"
},
{
"id": 3821551,
"type": "FIXED_INCOME",
"name": "Qatar Energy 2.25% 7/12/2031",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 32300000,
"marketValue": 27237072,
"couponRate": 2.25,
"maturityDate": "2031-07-12",
"fundAbbreviation": null,
"sedol": "BP2PSC5",
"isin": "US74730DAC74",
"cusip": "74730DAC7",
"issuer": "212169195",
"ticker": null,
"issuerName": "Qatar Central Bank"
},
{
"id": 3821597,
"type": "FIXED_INCOME",
"name": "Regatta XIV Funding, Ltd., CLO, Series 2018-3A, Class AR, (3-month USD CME Term SOFR + 1.10%) 5.726% 10/25/2031",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24457589,
"marketValue": 24456561,
"couponRate": 5.726,
"maturityDate": "2031-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US75888MAN02",
"cusip": "75888MAN0",
"issuer": "212319159",
"ticker": null,
"issuerName": "REG14_18-3A"
},
{
"id": 3821637,
"type": "FIXED_INCOME",
"name": "Royal Caribbean Cruises, Ltd. 5.50% 4/1/2028",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 28000000,
"marketValue": 27810580,
"couponRate": 5.5,
"maturityDate": "2028-04-01",
"fundAbbreviation": null,
"sedol": "BN486D5",
"isin": "US780153BG60",
"cusip": "780153BG6",
"issuer": "87006447",
"ticker": null,
"issuerName": "Royal Caribbean Cruises"
},
{
"id": 3821745,
"type": "FIXED_INCOME",
"name": "Sands China, Ltd. 5.125% 8/8/2025",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27000000,
"marketValue": 26905203,
"couponRate": 5.125,
"maturityDate": "2025-08-08",
"fundAbbreviation": null,
"sedol": "BHNG069",
"isin": "US80007RAF29",
"cusip": "80007RAF2",
"issuer": "26094578",
"ticker": null,
"issuerName": "Sands China"
},
{
"id": 3821825,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2024-5, Class A2, 4.88% 9/15/2027",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 28284000,
"marketValue": 28333356,
"couponRate": 4.88,
"maturityDate": "2027-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US802920AC28",
"cusip": "802920AC2",
"issuer": "212350166",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust 2024-5"
},
{
"id": 3821829,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2024-5, Class B, 4.63% 8/15/2029",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30199000,
"marketValue": 30078295,
"couponRate": 4.63,
"maturityDate": "2029-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US802920AE83",
"cusip": "802920AE8",
"issuer": "212350166",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust 2024-5"
},
{
"id": 3821833,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2024-5, Class D, 5.14% 2/17/2032",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24209000,
"marketValue": 23995452,
"couponRate": 5.14,
"maturityDate": "2032-02-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US802920AG32",
"cusip": "802920AG3",
"issuer": "212350166",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust 2024-5"
},
{
"id": 3821839,
"type": "FIXED_INCOME",
"name": "Saratoga Investment Corp. CLO, Ltd., Series 2013-1A, Class A1R4, (3-month USD CME Term SOFR + 1.30%) 5.917% 4/20/2033",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26938210,
"marketValue": 26969458,
"couponRate": 5.917,
"maturityDate": "2033-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US80349BCD73",
"cusip": "80349BCD7",
"issuer": "212344994",
"ticker": null,
"issuerName": "Saratoga Investment Corp CLO 2013-1"
},
{
"id": 3821859,
"type": "FIXED_INCOME",
"name": "ServiceNow, Inc. 1.40% 9/1/2030",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 28143000,
"marketValue": 23397443,
"couponRate": 1.4,
"maturityDate": "2030-09-01",
"fundAbbreviation": null,
"sedol": "BMFBHL1",
"isin": "US81762PAE25",
"cusip": "81762PAE2",
"issuer": "53097149",
"ticker": null,
"issuerName": "ServiceNow"
},
{
"id": 3821945,
"type": "FIXED_INCOME",
"name": "Southern California Edison Co. 5.45% 6/1/2031",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26300000,
"marketValue": 26739657,
"couponRate": 5.45,
"maturityDate": "2031-06-01",
"fundAbbreviation": null,
"sedol": "BS5WL03",
"isin": "US842400JE48",
"cusip": "842400JE4",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3821515,
"type": "FIXED_INCOME",
"name": "State of Wisconsin, Public Fin. Auth., Federal Lease Rev. Bonds (Fort Sam Acquisition Fncg.), Series 2022, 4.95% 3/1/2034",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 28240000,
"marketValue": 26824865,
"couponRate": 4.95,
"maturityDate": "2034-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US74447CAA71",
"cusip": "74447CAA7",
"issuer": "212211382",
"ticker": null,
"issuerName": "Public Finance Authority Wisconsin"
},
{
"id": 3822001,
"type": "FIXED_INCOME",
"name": "Sumitomo Mitsui Financial Group, Inc. 5.316% 7/9/2029",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30000000,
"marketValue": 30350160,
"couponRate": 5.316,
"maturityDate": "2029-07-09",
"fundAbbreviation": null,
"sedol": "BT5FNP8",
"isin": "US86562MDM91",
"cusip": "86562MDM9",
"issuer": "114082370",
"ticker": null,
"issuerName": "Sumitomo Mitsui Financial Group (SMFG)"
},
{
"id": 3822035,
"type": "FIXED_INCOME",
"name": "Sycamore Tree CLO, Ltd., Series 2024-5, Class A1, (3-month USD CME Term SOFR + 1.42%) 6.037% 4/20/2036",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29500000,
"marketValue": 29506667,
"couponRate": 6.037,
"maturityDate": "2036-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US87122YAA38",
"cusip": "87122YAA3",
"issuer": "212337412",
"ticker": null,
"issuerName": "Sycamore Tree CLO Ltd STCP_24-5A"
},
{
"id": 3822045,
"type": "FIXED_INCOME",
"name": "Synchrony Card Issuance Trust, Series 2023-A, Class A, 5.54% 7/15/2029",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26177000,
"marketValue": 26552928,
"couponRate": 5.54,
"maturityDate": "2029-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US87166PAK75",
"cusip": "87166PAK7",
"issuer": "212326809",
"ticker": null,
"issuerName": "Synchrony Card Issuance Trust SYNIT_23-A1"
},
{
"id": 3822111,
"type": "FIXED_INCOME",
"name": "Target Corp. 4.50% 9/15/2034",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 32012000,
"marketValue": 30443924,
"couponRate": 4.5,
"maturityDate": "2034-09-15",
"fundAbbreviation": null,
"sedol": "BTFJ1B2",
"isin": "US87612EBS46",
"cusip": "87612EBS4",
"issuer": "87001571",
"ticker": null,
"issuerName": "Target"
},
{
"id": 3822151,
"type": "FIXED_INCOME",
"name": "Teva Pharmaceutical Finance Netherlands III BV 8.125% 9/15/2031",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 28000000,
"marketValue": 31329452,
"couponRate": 8.125,
"maturityDate": "2031-09-15",
"fundAbbreviation": null,
"sedol": "BQXJJV9",
"isin": "US88167AAR23",
"cusip": "88167AAR2",
"issuer": "54005566",
"ticker": null,
"issuerName": "Teva Pharmaceutical"
},
{
"id": 3822185,
"type": "FIXED_INCOME",
"name": "Toronto-Dominion Bank (The) 0.75% 9/11/2025",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23900000,
"marketValue": 23271334,
"couponRate": 0.75,
"maturityDate": "2025-09-11",
"fundAbbreviation": null,
"sedol": "BLNPFT2",
"isin": "US89114QCK22",
"cusip": "89114QCK2",
"issuer": "175005687",
"ticker": null,
"issuerName": "Toronto-Dominion Bank"
},
{
"id": 3822273,
"type": "FIXED_INCOME",
"name": "Toyota Auto Loan Extended Note Trust, Series 2021-1, Class A, 1.07% 2/27/2034",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27912000,
"marketValue": 26852181,
"couponRate": 1.07,
"maturityDate": "2034-02-27",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89237MAA71",
"cusip": "89237MAA7",
"issuer": "212279984",
"ticker": null,
"issuerName": "Toyota Auto Loan Extended Note Trust TALNT_21-1"
},
{
"id": 3822289,
"type": "FIXED_INCOME",
"name": "Tricon Residential Trust, Series 2021-SFR1, Class A, 1.943% 7/17/2038",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27286406,
"marketValue": 26164253,
"couponRate": 1.943,
"maturityDate": "2038-07-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89614YAA47",
"cusip": "89614YAA4",
"issuer": "212291456",
"ticker": null,
"issuerName": "Tricon Residential TCN_21-SFR1"
},
{
"id": 3822315,
"type": "FIXED_INCOME",
"name": "Trinitas CLO, Ltd., Series 2018-9A, Class ARRR, (3-month USD CME Term SOFR + 1.20%) 5.817% 1/20/2032",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 22824085,
"marketValue": 22865328,
"couponRate": 5.817,
"maturityDate": "2032-01-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89641JAW62",
"cusip": "89641JAW6",
"issuer": "212319874",
"ticker": null,
"issuerName": "Trinitas Clo IX"
},
{
"id": 3822337,
"type": "FIXED_INCOME",
"name": "Truist Financial Corp. 5.153% 8/5/2032 (USD-SOFR + 1.571% on 8/5/2031)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24833000,
"marketValue": 24551419,
"couponRate": 5.153,
"maturityDate": "2032-08-05",
"fundAbbreviation": null,
"sedol": "BSWTGC4",
"isin": "US89788MAT99",
"cusip": "89788MAT9",
"issuer": "144006716",
"ticker": null,
"issuerName": "Truist Financial"
},
{
"id": 3822335,
"type": "FIXED_INCOME",
"name": "Truist Financial Corp. 5.711% 1/24/2035 (USD-SOFR + 1.922% on 1/24/2034)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29420000,
"marketValue": 29658949,
"couponRate": 5.711,
"maturityDate": "2035-01-24",
"fundAbbreviation": null,
"sedol": "BMGC3Z9",
"isin": "US89788MAS17",
"cusip": "89788MAS1",
"issuer": "144006716",
"ticker": null,
"issuerName": "Truist Financial"
},
{
"id": 3815395,
"type": "FIXED_INCOME",
"name": "UBS Group AG 2.193% 6/5/2026 (USD-SOFR + 2.044% on 6/5/2025)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26727000,
"marketValue": 26413359,
"couponRate": 2.193,
"maturityDate": "2026-06-05",
"fundAbbreviation": null,
"sedol": "BMBM5Y7",
"isin": "US225401AQ16",
"cusip": "225401AQ1",
"issuer": "212019097",
"ticker": null,
"issuerName": "UBS Group AG"
},
{
"id": 3813743,
"type": "FIXED_INCOME",
"name": "Uniform Mortgage-Backed Security 2.50% 1/1/2040",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 34115078,
"marketValue": 30983416,
"couponRate": 2.5,
"maturityDate": "2040-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US01F0224109",
"cusip": "01F022410",
"issuer": "212252537",
"ticker": null,
"issuerName": "UMBS"
},
{
"id": 3813749,
"type": "FIXED_INCOME",
"name": "Uniform Mortgage-Backed Security 3.00% 1/1/2055",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 30004182,
"marketValue": 25487142,
"couponRate": 3,
"maturityDate": "2055-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US01F0306112",
"cusip": "01F030611",
"issuer": "212252537",
"ticker": null,
"issuerName": "UMBS"
},
{
"id": 3813757,
"type": "FIXED_INCOME",
"name": "Uniform Mortgage-Backed Security 4.00% 1/1/2040",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29000000,
"marketValue": 27841624,
"couponRate": 4,
"maturityDate": "2040-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US01F0404123",
"cusip": "01F040412",
"issuer": "212252537",
"ticker": null,
"issuerName": "UMBS"
},
{
"id": 3822415,
"type": "FIXED_INCOME",
"name": "U.S. Bancorp 4.653% 2/1/2029 (USD-SOFR + 1.23% on 2/1/2028)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 31436000,
"marketValue": 31124689,
"couponRate": 4.653,
"maturityDate": "2029-02-01",
"fundAbbreviation": null,
"sedol": "BPRB538",
"isin": "US91159HJK77",
"cusip": "91159HJK7",
"issuer": "187080111",
"ticker": null,
"issuerName": "U.S. Bancorp"
},
{
"id": 3822601,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 0.50% 10/31/2027",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 35000000,
"marketValue": 31513269,
"couponRate": 0.5,
"maturityDate": "2027-10-31",
"fundAbbreviation": null,
"sedol": "BMYVTX8",
"isin": "US91282CAU53",
"cusip": "91282CAU5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822593,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 0.50% 8/31/2027",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26084000,
"marketValue": 23636588,
"couponRate": 0.5,
"maturityDate": "2027-08-31",
"fundAbbreviation": null,
"sedol": "BMV9TY6",
"isin": "US91282CAH43",
"cusip": "91282CAH4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822641,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.50% 11/30/2028",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 35000000,
"marketValue": 31443643,
"couponRate": 1.5,
"maturityDate": "2028-11-30",
"fundAbbreviation": null,
"sedol": "BP39M35",
"isin": "US91282CDL28",
"cusip": "91282CDL2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822473,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.00% 2/15/2050",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 47888300,
"marketValue": 27856978,
"couponRate": 2,
"maturityDate": "2050-02-15",
"fundAbbreviation": null,
"sedol": "BK8ZZ34",
"isin": "US912810SL35",
"cusip": "912810SL3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822471,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.375% 11/15/2049",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 36677200,
"marketValue": 23348181,
"couponRate": 2.375,
"maturityDate": "2049-11-15",
"fundAbbreviation": null,
"sedol": "BKVKB94",
"isin": "US912810SK51",
"cusip": "912810SK5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822491,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.375% 5/15/2051",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 46705300,
"marketValue": 29416301,
"couponRate": 2.375,
"maturityDate": "2051-05-15",
"fundAbbreviation": null,
"sedol": "BMHV4V8",
"isin": "US912810SX72",
"cusip": "912810SX7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822439,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.50% 2/15/2045",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 37361200,
"marketValue": 25950903,
"couponRate": 2.5,
"maturityDate": "2045-02-15",
"fundAbbreviation": null,
"sedol": "BVVT273",
"isin": "US912810RK60",
"cusip": "912810RK6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822661,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.75% 8/15/2032",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 27904000,
"marketValue": 24764881,
"couponRate": 2.75,
"maturityDate": "2032-08-15",
"fundAbbreviation": null,
"sedol": "BQHM4D1",
"isin": "US91282CFF32",
"cusip": "91282CFF3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822431,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.875% 5/15/2043",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 32398000,
"marketValue": 24566127,
"couponRate": 2.875,
"maturityDate": "2043-05-15",
"fundAbbreviation": null,
"sedol": "B8W8CX4",
"isin": "US912810RB61",
"cusip": "912810RB6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822449,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.00% 2/15/2047",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 39950000,
"marketValue": 29647271,
"couponRate": 3,
"maturityDate": "2047-02-15",
"fundAbbreviation": null,
"sedol": "BDRJ2Q0",
"isin": "US912810RV26",
"cusip": "912810RV2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822657,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.00% 7/15/2025",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23070000,
"marketValue": 22924011,
"couponRate": 3,
"maturityDate": "2025-07-15",
"fundAbbreviation": null,
"sedol": "BMQ53Q9",
"isin": "US91282CEY30",
"cusip": "91282CEY3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822461,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.00% 8/15/2048",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 43294800,
"marketValue": 31672852,
"couponRate": 3,
"maturityDate": "2048-08-15",
"fundAbbreviation": null,
"sedol": "BFZLQN7",
"isin": "US912810SD19",
"cusip": "912810SD1",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822435,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.375% 5/15/2044",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 38700000,
"marketValue": 31397221,
"couponRate": 3.375,
"maturityDate": "2044-05-15",
"fundAbbreviation": null,
"sedol": "BM7S970",
"isin": "US912810RG58",
"cusip": "912810RG5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822523,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.75% 5/15/2043",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 29008800,
"marketValue": 25559474,
"couponRate": 3.875,
"maturityDate": "2043-05-15",
"fundAbbreviation": null,
"sedol": "BNTCJ77",
"isin": "US912810TS78",
"cusip": "912810TS7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822795,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.125% 10/31/2031",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 28927000,
"marketValue": 28330010,
"couponRate": 4.125,
"maturityDate": "2031-10-31",
"fundAbbreviation": null,
"sedol": "BSZ7PL7",
"isin": "US91282CLU35",
"cusip": "91282CLU3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822725,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.875% 11/30/2025",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25000000,
"marketValue": 25138673,
"couponRate": 4.875,
"maturityDate": "2025-11-30",
"fundAbbreviation": null,
"sedol": "BNTC739",
"isin": "US91282CJL63",
"cusip": "91282CJL6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822867,
"type": "FIXED_INCOME",
"name": "Valley Stream Park CLO, Ltd., Series 2022-1A, Class ARR, (3-month USD CME Term SOFR + 1.19%) 5.712% 1/20/2037",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24000000,
"marketValue": 23999592,
"couponRate": 5.712,
"maturityDate": "2037-01-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92013AAT60",
"cusip": "92013AAT6",
"issuer": "212319889",
"ticker": null,
"issuerName": "Valley Stream Park CLO LTD VYSPK_22-1A"
},
{
"id": 3822971,
"type": "FIXED_INCOME",
"name": "VICI Properties, LP 5.125% 5/15/2032",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26299000,
"marketValue": 25625693,
"couponRate": 5.125,
"maturityDate": "2032-05-15",
"fundAbbreviation": null,
"sedol": "BP5JTL0",
"isin": "US925650AD55",
"cusip": "925650AD5",
"issuer": "212189851",
"ticker": null,
"issuerName": "VICI Properties"
},
{
"id": 3823085,
"type": "FIXED_INCOME",
"name": "Wells Fargo & Co. 5.707% 4/22/2028 (USD-SOFR + 1.07% on 4/22/2027)",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 23097000,
"marketValue": 23479902,
"couponRate": 5.707,
"maturityDate": "2028-04-22",
"fundAbbreviation": null,
"sedol": "BQKVR25",
"isin": "US95000U3L56",
"cusip": "95000U3L5",
"issuer": "50004078",
"ticker": null,
"issuerName": "Wells Fargo"
},
{
"id": 3823101,
"type": "FIXED_INCOME",
"name": "Wells Fargo Commercial Mortgage Trust, Series 2024-5C2, Class AS, 0% 11/15/2057",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 22375000,
"marketValue": 23050278,
"couponRate": 0,
"maturityDate": "2057-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US95003UAG58",
"cusip": "95003UAG5",
"issuer": "212351750",
"ticker": null,
"issuerName": "Wells Fargo Commercial Mortgage Trust 2024-5C2"
},
{
"id": 3823151,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2024-3A, Class A2A, 4.82% 8/15/2027",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 26667000,
"marketValue": 26711481,
"couponRate": 4.82,
"maturityDate": "2027-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96043CAB63",
"cusip": "96043CAB6",
"issuer": "212349491",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust 2024-3"
},
{
"id": 3823157,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2024-3A, Class D, 5.21% 4/15/2030",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 31100000,
"marketValue": 30918811,
"couponRate": 5.21,
"maturityDate": "2030-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96043CAG50",
"cusip": "96043CAG5",
"issuer": "212349491",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust 2024-3"
},
{
"id": 3823177,
"type": "FIXED_INCOME",
"name": "Wheels Fleet Lease Funding, LLC, Series 2024-1, Class A1, 5.49% 2/18/2039",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25286000,
"marketValue": 25585487,
"couponRate": 5.49,
"maturityDate": "2039-02-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96328GBM87",
"cusip": "96328GBM8",
"issuer": "212338458",
"ticker": null,
"issuerName": "Wheels Fleet Lease Funding 1"
},
{
"id": 3823181,
"type": "FIXED_INCOME",
"name": "Wheels Fleet Lease Funding, LLC, Series 2024-3A, Class A1, 4.80% 9/19/2039",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25667000,
"marketValue": 25655963,
"couponRate": 4.8,
"maturityDate": "2039-09-19",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96328GBZ90",
"cusip": "96328GBZ9",
"issuer": "212350513",
"ticker": null,
"issuerName": "Wheels Fleet Lease Funding LLC WFLF_24-3"
},
{
"id": 3823187,
"type": "FIXED_INCOME",
"name": "Wind River CLO, Ltd., Series 2015-1A, Class A1R3, (3-month USD CME Term SOFR + 1.20%) 5.817% 10/20/2030",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 25271124,
"marketValue": 25270240,
"couponRate": 5.817,
"maturityDate": "2030-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US97316XAA00",
"cusip": "97316XAA0",
"issuer": "212319704",
"ticker": null,
"issuerName": "THL Credit Wind River 2015-1 CLO"
},
{
"id": 3823213,
"type": "FIXED_INCOME",
"name": "World Financial Network Credit Card Master Trust, Series 2024-B, Class A, 4.62% 5/15/2031",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 28109000,
"marketValue": 28059275,
"couponRate": 4.62,
"maturityDate": "2031-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US981464HU72",
"cusip": "981464HU7",
"issuer": "212346458",
"ticker": null,
"issuerName": "World Financial Network Credit Card Master Note Trust 2024-B"
},
{
"id": 3823225,
"type": "FIXED_INCOME",
"name": "Xcel Energy, Inc. 2.35% 11/15/2031",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 34100000,
"marketValue": 28225798,
"couponRate": 2.35,
"maturityDate": "2031-11-15",
"fundAbbreviation": null,
"sedol": "BNVW2K9",
"isin": "US98388MAC10",
"cusip": "98388MAC1",
"issuer": "37004065",
"ticker": null,
"issuerName": "Xcel Energy"
},
{
"id": 3823233,
"type": "FIXED_INCOME",
"name": "Xcel Energy, Inc. 5.45% 8/15/2033",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 24441000,
"marketValue": 24258401,
"couponRate": 5.45,
"maturityDate": "2033-08-15",
"fundAbbreviation": null,
"sedol": "BRF3SN1",
"isin": "US98389BBA70",
"cusip": "98389BBA7",
"issuer": "37004065",
"ticker": null,
"issuerName": "Xcel Energy"
},
{
"id": 3821631,
"type": "EQUITY",
"name": "Rotech Healthcare, Inc.",
"percentage": 0.03,
"asOfDate": "2024-12-31",
"shares": 342069,
"marketValue": 30194431,
"couponRate": 0,
"maturityDate": null,
"fundAbbreviation": null,
"sedol": null,
"isin": "US7786692001",
"cusip": "778669200",
"issuer": "212005015",
"ticker": null,
"issuerName": "Rotech Healthcare"
},
{
"id": 3813657,
"type": "FIXED_INCOME",
"name": "AbbVie, Inc. 2.95% 11/21/2026",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16395000,
"marketValue": 15934268,
"couponRate": 2.95,
"maturityDate": "2026-11-21",
"fundAbbreviation": null,
"sedol": "BMCF750",
"isin": "US00287YBV02",
"cusip": "00287YBV0",
"issuer": "212000089",
"ticker": null,
"issuerName": "AbbVie"
},
{
"id": 3813661,
"type": "FIXED_INCOME",
"name": "AbbVie, Inc. 4.95% 3/15/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14000000,
"marketValue": 14000868,
"couponRate": 4.95,
"maturityDate": "2031-03-15",
"fundAbbreviation": null,
"sedol": "BSNSFK1",
"isin": "US00287YDT38",
"cusip": "00287YDT3",
"issuer": "212000089",
"ticker": null,
"issuerName": "AbbVie"
},
{
"id": 3813675,
"type": "FIXED_INCOME",
"name": "Accenture Capital, Inc. 4.50% 10/4/2034",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15969000,
"marketValue": 15181521,
"couponRate": 4.5,
"maturityDate": "2034-10-04",
"fundAbbreviation": null,
"sedol": "BRXF8P1",
"isin": "US00440KAD54",
"cusip": "00440KAD5",
"issuer": "185082017",
"ticker": null,
"issuerName": "Accenture"
},
{
"id": 3813613,
"type": "FIXED_INCOME",
"name": "AEP Transmission Co., LLC 5.15% 4/1/2034",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21075000,
"marketValue": 20747747,
"couponRate": 5.15,
"maturityDate": "2034-04-01",
"fundAbbreviation": null,
"sedol": "BSB7641",
"isin": "US00115AAR05",
"cusip": "00115AAR0",
"issuer": "212168347",
"ticker": null,
"issuerName": "AEP Transmission Co LLC"
},
{
"id": 3813679,
"type": "FIXED_INCOME",
"name": "AerCap Ireland Capital DAC 2.45% 10/29/2026",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19534000,
"marketValue": 18714178,
"couponRate": 2.45,
"maturityDate": "2026-10-29",
"fundAbbreviation": null,
"sedol": "BNVW1S0",
"isin": "US00774MAV72",
"cusip": "00774MAV7",
"issuer": "212022773",
"ticker": null,
"issuerName": "AerCap"
},
{
"id": 3813685,
"type": "FIXED_INCOME",
"name": "Affirm, Inc., Series 2024-X2, Class A, 5.22% 12/17/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14094000,
"marketValue": 14116649,
"couponRate": 5.22,
"maturityDate": "2029-12-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US00833QAA31",
"cusip": "00833QAA3",
"issuer": "212352005",
"ticker": null,
"issuerName": "Affirm Asset Securitization Trust 2024-X2"
},
{
"id": 3813615,
"type": "FIXED_INCOME",
"name": "AGL CLO, Ltd., Series 2023-24, Class A1, (3-month USD CME Term SOFR + 2.00%) 6.626% 7/25/2036",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22438000,
"marketValue": 22492076,
"couponRate": 6.626,
"maturityDate": "2036-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US00119AAA34",
"cusip": "00119AAA3",
"issuer": "212321225",
"ticker": null,
"issuerName": "AGL CLO Ltd AGL_23-24"
},
{
"id": 3813703,
"type": "FIXED_INCOME",
"name": "Alabama Power Co. 3.00% 3/15/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22980000,
"marketValue": 14763846,
"couponRate": 3,
"maturityDate": "2052-03-15",
"fundAbbreviation": null,
"sedol": "BMV9VD9",
"isin": "US010392FW36",
"cusip": "010392FW3",
"issuer": "125005213",
"ticker": null,
"issuerName": "Southern"
},
{
"id": 3813723,
"type": "FIXED_INCOME",
"name": "Alibaba Group Holding, Ltd. 5.25% 5/26/2035",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17830000,
"marketValue": 17468372,
"couponRate": 5.25,
"maturityDate": "2035-05-26",
"fundAbbreviation": null,
"sedol": "BS9F915",
"isin": "US01609WBK71",
"cusip": "01609WBK7",
"issuer": "212017273",
"ticker": null,
"issuerName": "Alibaba Group"
},
{
"id": 3813727,
"type": "FIXED_INCOME",
"name": "Allegro CLO, Ltd., Series 2019-1, Class ARR, (3-month USD CME Term SOFR + 1.13%) 5.747% 4/20/2032",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19186663,
"marketValue": 19201092,
"couponRate": 5.747,
"maturityDate": "2032-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US01750FAS56",
"cusip": "01750FAS5",
"issuer": "212319845",
"ticker": null,
"issuerName": "Allegro CLO X"
},
{
"id": 3813771,
"type": "FIXED_INCOME",
"name": "Ally Financial, Inc. 6.184% 7/26/2035 (USD-SOFR + 2.29% on 7/26/2034)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20000000,
"marketValue": 19781720,
"couponRate": 6.184,
"maturityDate": "2035-07-26",
"fundAbbreviation": null,
"sedol": "BNM9JJ7",
"isin": "US02005NBV10",
"cusip": "02005NBV1",
"issuer": "33094161",
"ticker": null,
"issuerName": "Ally Financial"
},
{
"id": 3813785,
"type": "FIXED_INCOME",
"name": "Amazon.com, Inc. 2.10% 5/12/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 25000000,
"marketValue": 21361875,
"couponRate": 2.1,
"maturityDate": "2031-05-12",
"fundAbbreviation": null,
"sedol": "BN0WLF8",
"isin": "US023135BZ81",
"cusip": "023135BZ8",
"issuer": "186072902",
"ticker": null,
"issuerName": "Amazon.com"
},
{
"id": 3813817,
"type": "FIXED_INCOME",
"name": "American Credit Acceptance Receivables Trust, Series 2024-2, Class C, 6.24% 4/12/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14936000,
"marketValue": 15191331,
"couponRate": 6.24,
"maturityDate": "2030-04-12",
"fundAbbreviation": null,
"sedol": null,
"isin": "US02531BAE92",
"cusip": "02531BAE9",
"issuer": "212338972",
"ticker": null,
"issuerName": "American Credit Acceptance Receivables Trust 2024-2"
},
{
"id": 3813819,
"type": "FIXED_INCOME",
"name": "American Credit Acceptance Receivables Trust, Series 2024-2, Class D, 6.53% 4/12/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17292000,
"marketValue": 17694575,
"couponRate": 6.53,
"maturityDate": "2030-04-12",
"fundAbbreviation": null,
"sedol": null,
"isin": "US02531BAG41",
"cusip": "02531BAG4",
"issuer": "212338972",
"ticker": null,
"issuerName": "American Credit Acceptance Receivables Trust 2024-2"
},
{
"id": 3813797,
"type": "FIXED_INCOME",
"name": "American Credit Acceptance Receivables Trust, Series 2024-3, Class D, 6.04% 7/12/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15643000,
"marketValue": 15828119,
"couponRate": 6.04,
"maturityDate": "2030-07-12",
"fundAbbreviation": null,
"sedol": null,
"isin": "US02490BAG32",
"cusip": "02490BAG3",
"issuer": "212345168",
"ticker": null,
"issuerName": "American Credit Acceptance Receivables Trust 2024-3"
},
{
"id": 3813805,
"type": "FIXED_INCOME",
"name": "American Credit Acceptance Receivables Trust, Series 2024-4, Class D, 5.34% 8/12/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15745000,
"marketValue": 15632455,
"couponRate": 5.34,
"maturityDate": "2031-08-12",
"fundAbbreviation": null,
"sedol": null,
"isin": "US024945AG26",
"cusip": "024945AG2",
"issuer": "212349291",
"ticker": null,
"issuerName": "American Credit Acceptance Receivables Trust 2024-4"
},
{
"id": 3813825,
"type": "FIXED_INCOME",
"name": "American Express Co. 4.42% 8/3/2033 (USD-SOFR + 1.76% on 8/3/2032)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21950000,
"marketValue": 20840318,
"couponRate": 4.42,
"maturityDate": "2033-08-03",
"fundAbbreviation": null,
"sedol": "BPG96M9",
"isin": "US025816DA48",
"cusip": "025816DA4",
"issuer": "26000238",
"ticker": null,
"issuerName": "American Express"
},
{
"id": 3813835,
"type": "FIXED_INCOME",
"name": "American Express Co. 5.532% 4/25/2030 (USD-SOFR + 1.09% on 4/25/2029)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15100000,
"marketValue": 15380392,
"couponRate": 5.532,
"maturityDate": "2030-04-25",
"fundAbbreviation": null,
"sedol": "BRJQKN0",
"isin": "US025816DU02",
"cusip": "025816DU0",
"issuer": "26000238",
"ticker": null,
"issuerName": "American Express"
},
{
"id": 3813851,
"type": "FIXED_INCOME",
"name": "American International Group, Inc. 5.125% 3/27/2033",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22129000,
"marketValue": 21868077,
"couponRate": 5.125,
"maturityDate": "2033-03-27",
"fundAbbreviation": null,
"sedol": "BRF4ML0",
"isin": "US026874DS37",
"cusip": "026874DS3",
"issuer": "37000249",
"ticker": null,
"issuerName": "American International Group"
},
{
"id": 3813861,
"type": "FIXED_INCOME",
"name": "AmeriCredit Automobile Receivables Trust, Series 2021-2, Class D, 1.29% 6/18/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15943000,
"marketValue": 15390288,
"couponRate": 1.29,
"maturityDate": "2027-06-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US03066RAF29",
"cusip": "03066RAF2",
"issuer": "212284171",
"ticker": null,
"issuerName": "Americredit Automobile Receivables Trust AMCAR_21-2"
},
{
"id": 3813871,
"type": "FIXED_INCOME",
"name": "Amgen, Inc. 2.45% 2/21/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18829000,
"marketValue": 16653422,
"couponRate": 2.45,
"maturityDate": "2030-02-21",
"fundAbbreviation": null,
"sedol": "BKMGBM4",
"isin": "US031162CU27",
"cusip": "031162CU2",
"issuer": "65000277",
"ticker": null,
"issuerName": "Amgen"
},
{
"id": 3813883,
"type": "FIXED_INCOME",
"name": "Amgen, Inc. 5.25% 3/2/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 15143265,
"couponRate": 5.25,
"maturityDate": "2030-03-02",
"fundAbbreviation": null,
"sedol": "BMTY697",
"isin": "US031162DQ06",
"cusip": "031162DQ0",
"issuer": "65000277",
"ticker": null,
"issuerName": "Amgen"
},
{
"id": 3813905,
"type": "FIXED_INCOME",
"name": "Analog Devices, Inc. 5.05% 4/1/2034",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20445000,
"marketValue": 20435125,
"couponRate": 5.05,
"maturityDate": "2034-04-01",
"fundAbbreviation": null,
"sedol": "BQB9H39",
"isin": "US032654BB08",
"cusip": "032654BB0",
"issuer": "81000293",
"ticker": null,
"issuerName": "Analog Devices"
},
{
"id": 3813915,
"type": "FIXED_INCOME",
"name": "Anheuser-Busch Companies, LLC 4.70% 2/1/2036",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17560000,
"marketValue": 16671429,
"couponRate": 4.7,
"maturityDate": "2036-02-01",
"fundAbbreviation": null,
"sedol": "BK5XW52",
"isin": "US03522AAH32",
"cusip": "03522AAH3",
"issuer": "212201163",
"ticker": null,
"issuerName": "Anheuser Busch Inbev"
},
{
"id": 3813945,
"type": "FIXED_INCOME",
"name": "Aon North America, Inc. 5.15% 3/1/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22500000,
"marketValue": 22577625,
"couponRate": 5.15,
"maturityDate": "2029-03-01",
"fundAbbreviation": null,
"sedol": "BMFF8Y3",
"isin": "US03740MAB63",
"cusip": "03740MAB6",
"issuer": "120096792",
"ticker": null,
"issuerName": "Aon Plc"
},
{
"id": 3813983,
"type": "FIXED_INCOME",
"name": "Arthur J. Gallagher & Co. 5.55% 2/15/2055",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15195000,
"marketValue": 14602410,
"couponRate": 5.55,
"maturityDate": "2055-02-15",
"fundAbbreviation": null,
"sedol": "BT225N4",
"isin": "US04316JAP49",
"cusip": "04316JAP4",
"issuer": "74002194",
"ticker": null,
"issuerName": "Arthur J. Gallagher"
},
{
"id": 3813999,
"type": "FIXED_INCOME",
"name": "Astrazeneca Finance, LLC 5.00% 2/26/2034",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20300000,
"marketValue": 20086282,
"couponRate": 5,
"maturityDate": "2034-02-26",
"fundAbbreviation": null,
"sedol": "BMG7M46",
"isin": "US04636NAN30",
"cusip": "04636NAN3",
"issuer": "192006340",
"ticker": null,
"issuerName": "AstraZeneca"
},
{
"id": 3813985,
"type": "FIXED_INCOME",
"name": "AstraZeneca PLC 3.375% 11/16/2025",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20139000,
"marketValue": 19948787,
"couponRate": 3.375,
"maturityDate": "2025-11-16",
"fundAbbreviation": null,
"sedol": "BYQKXG8",
"isin": "US046353AL27",
"cusip": "046353AL2",
"issuer": "192006340",
"ticker": null,
"issuerName": "AstraZeneca"
},
{
"id": 3814017,
"type": "FIXED_INCOME",
"name": "ATLX Trust, Series 2024-RPL2, Class A1, 3.85% 4/25/2063 (4.85% on 10/1/2028)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16442400,
"marketValue": 15752559,
"couponRate": 3.85,
"maturityDate": "2063-04-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US049919AA13",
"cusip": "049919AA1",
"issuer": "212350289",
"ticker": null,
"issuerName": "ATLX 2024-RPL2 Trust"
},
{
"id": 3814009,
"type": "FIXED_INCOME",
"name": "Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class B, 5.894% 11/10/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21250000,
"marketValue": 21186335,
"couponRate": 5.894,
"maturityDate": "2029-11-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US04963XAE40",
"cusip": "04963XAE4",
"issuer": "212348994",
"ticker": null,
"issuerName": "Atrium Hotel Portfolio Trust 2024-ATRM"
},
{
"id": 3814011,
"type": "FIXED_INCOME",
"name": "Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class C, 6.377% 11/10/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20000000,
"marketValue": 19989780,
"couponRate": 6.377,
"maturityDate": "2029-11-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US04963XAG97",
"cusip": "04963XAG9",
"issuer": "212348994",
"ticker": null,
"issuerName": "Atrium Hotel Portfolio Trust 2024-ATRM"
},
{
"id": 3813647,
"type": "FIXED_INCOME",
"name": "AT&T, Inc. 2.25% 2/1/2032",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17355000,
"marketValue": 14354616,
"couponRate": 2.25,
"maturityDate": "2032-02-01",
"fundAbbreviation": null,
"sedol": "BMDFQY1",
"isin": "US00206RKH48",
"cusip": "00206RKH4",
"issuer": "82008986",
"ticker": null,
"issuerName": "AT&T"
},
{
"id": 3813653,
"type": "FIXED_INCOME",
"name": "AT&T, Inc. 2.55% 12/1/2033",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17599000,
"marketValue": 14182489,
"couponRate": 2.55,
"maturityDate": "2033-12-01",
"fundAbbreviation": null,
"sedol": "BNLXVV6",
"isin": "US00206RMM15",
"cusip": "00206RMM1",
"issuer": "82008986",
"ticker": null,
"issuerName": "AT&T"
},
{
"id": 3813639,
"type": "FIXED_INCOME",
"name": "AT&T, Inc. 4.35% 3/1/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20241000,
"marketValue": 19812539,
"couponRate": 4.35,
"maturityDate": "2029-03-01",
"fundAbbreviation": null,
"sedol": "BJN39B2",
"isin": "US00206RHJ41",
"cusip": "00206RHJ4",
"issuer": "82008986",
"ticker": null,
"issuerName": "AT&T"
},
{
"id": 3814023,
"type": "FIXED_INCOME",
"name": "Auxilior Term Funding, LLC, Series 24-1, Class A3, 5.49% 7/15/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14357000,
"marketValue": 14537525,
"couponRate": 5.49,
"maturityDate": "2031-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05335FAC59",
"cusip": "05335FAC5",
"issuer": "212344466",
"ticker": null,
"issuerName": "Auxilior Term Funding LLC XCAP_24-1"
},
{
"id": 3814027,
"type": "FIXED_INCOME",
"name": "Avant Credit Card Master Trust, Series 2024-2A, Class A, 5.38% 5/15/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20924000,
"marketValue": 20782637,
"couponRate": 5.38,
"maturityDate": "2029-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05351KAK51",
"cusip": "05351KAK5",
"issuer": "212348720",
"ticker": null,
"issuerName": "Avant Credit Card Master Trust"
},
{
"id": 3814059,
"type": "FIXED_INCOME",
"name": "Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-1, Class A, 5.36% 6/20/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18192000,
"marketValue": 18480325,
"couponRate": 5.36,
"maturityDate": "2030-06-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05377RHY36",
"cusip": "05377RHY3",
"issuer": "212333769",
"ticker": null,
"issuerName": "Avis Budget Rental Car Funding AESOP_24-1"
},
{
"id": 3814063,
"type": "FIXED_INCOME",
"name": "Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-3, Class A, 5.62% 12/20/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19000000,
"marketValue": 19160740,
"couponRate": 5.23,
"maturityDate": "2030-12-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05377RJK14",
"cusip": "05377RJK1",
"issuer": "212336909",
"ticker": null,
"issuerName": "Avis Budget Rental Car Funding AESOP_24-3"
},
{
"id": 3814205,
"type": "FIXED_INCOME",
"name": "Ballyrock, Ltd., CLO, Series 2019-2A, Class A1R, (3-month USD CME Term SOFR + 1.40%) 5.921% 2/20/2036",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 15023160,
"couponRate": 5.921,
"maturityDate": "2036-02-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05875MAX02",
"cusip": "05875MAX0",
"issuer": "212278963",
"ticker": null,
"issuerName": "Ballyrock Ltd BALLY_19-2A"
},
{
"id": 3814209,
"type": "FIXED_INCOME",
"name": "Banco Santander, SA 5.147% 8/18/2025",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15200000,
"marketValue": 15218286,
"couponRate": 5.147,
"maturityDate": "2025-08-18",
"fundAbbreviation": null,
"sedol": "BNM3Z57",
"isin": "US05964HAR66",
"cusip": "05964HAR6",
"issuer": "136074548",
"ticker": null,
"issuerName": "Banco Santander"
},
{
"id": 3813369,
"type": "FIXED_INCOME",
"name": "Bangkok Bank Public Co., Ltd. 3.733% 9/25/2034 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.90% on 9/25/2029)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19965000,
"marketValue": 18109872,
"couponRate": 3.733,
"maturityDate": "2034-09-25",
"fundAbbreviation": null,
"sedol": "BJRBK42",
"isin": "USY0606WCA63",
"cusip": null,
"issuer": "119088099",
"ticker": null,
"issuerName": "Bangkok Bank"
},
{
"id": 3814339,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2024-5YR12, Class A3, 5.902% 12/15/2057",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20329000,
"marketValue": 20960276,
"couponRate": 5.902,
"maturityDate": "2057-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06644XBG07",
"cusip": "06644XBG0",
"issuer": "212351987",
"ticker": null,
"issuerName": "BANK5 2024-5YR12"
},
{
"id": 3814333,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2024-5YR9, Class A3, 5.614% 8/15/2057",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14563000,
"marketValue": 14829750,
"couponRate": 5.614,
"maturityDate": "2057-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06644VBG41",
"cusip": "06644VBG4",
"issuer": "212347295",
"ticker": null,
"issuerName": "BANK5 2024-5YR9"
},
{
"id": 3814317,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2024-BNK48, Class AS, 5.355% 10/15/2034",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17842942,
"marketValue": 17591910,
"couponRate": 5.355,
"maturityDate": "2034-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06541GAQ01",
"cusip": "06541GAQ0",
"issuer": "212348993",
"ticker": null,
"issuerName": "BANK 2024-BNK48"
},
{
"id": 3814229,
"type": "FIXED_INCOME",
"name": "Bank of America Corp. 1.922% 10/24/2031 (USD-SOFR + 1.37% on 10/24/2030)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20000000,
"marketValue": 16716000,
"couponRate": 1.922,
"maturityDate": "2031-10-24",
"fundAbbreviation": null,
"sedol": "BLR8X26",
"isin": "US06051GJL41",
"cusip": "06051GJL4",
"issuer": "54003870",
"ticker": null,
"issuerName": "Bank of America"
},
{
"id": 3814223,
"type": "FIXED_INCOME",
"name": "Bank of America Corp. 2.884% 10/22/2030 (3-month USD CME Term SOFR + 1.19% on 10/22/2029)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17284000,
"marketValue": 15626689,
"couponRate": 2.884,
"maturityDate": "2030-10-22",
"fundAbbreviation": null,
"sedol": "BLPLD72",
"isin": "US06051GHX07",
"cusip": "06051GHX0",
"issuer": "54003870",
"ticker": null,
"issuerName": "Bank of America"
},
{
"id": 3814219,
"type": "FIXED_INCOME",
"name": "Bank of America Corp. 3.419% 12/20/2028 (3-month USD CME Term SOFR + 1.302% on 12/20/2027)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17490000,
"marketValue": 16773715,
"couponRate": 3.419,
"maturityDate": "2028-12-20",
"fundAbbreviation": null,
"sedol": "BLPLDG1",
"isin": "US06051GHD43",
"cusip": "06051GHD4",
"issuer": "54003870",
"ticker": null,
"issuerName": "Bank of America"
},
{
"id": 3814271,
"type": "FIXED_INCOME",
"name": "Bank of New York Mellon Corp. 4.947% 4/26/2027 (USD-SOFR + 1.026% on 4/26/2026)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 15065385,
"couponRate": 4.947,
"maturityDate": "2027-04-26",
"fundAbbreviation": null,
"sedol": "BMDLQM7",
"isin": "US06406RBQ92",
"cusip": "06406RBQ9",
"issuer": "86091034",
"ticker": null,
"issuerName": "Bank of New York Mellon"
},
{
"id": 3814273,
"type": "FIXED_INCOME",
"name": "Bank of New York Mellon Corp. 4.975% 3/14/2030 (USD-SOFR + 1.085% on 3/14/2029)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20345000,
"marketValue": 20376698,
"couponRate": 4.975,
"maturityDate": "2030-03-14",
"fundAbbreviation": null,
"sedol": "BQKN5X8",
"isin": "US06406RBV87",
"cusip": "06406RBV8",
"issuer": "86091034",
"ticker": null,
"issuerName": "Bank of New York Mellon"
},
{
"id": 3814285,
"type": "FIXED_INCOME",
"name": "Bank of Nova Scotia (The) 5.40% 6/4/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 15238710,
"couponRate": 5.4,
"maturityDate": "2027-06-04",
"fundAbbreviation": null,
"sedol": "BNNRNN2",
"isin": "US06418GAH02",
"cusip": "06418GAH0",
"issuer": "180000604",
"ticker": null,
"issuerName": "Bank of Nova Scotia"
},
{
"id": 3814281,
"type": "FIXED_INCOME",
"name": "Bank of Nova Scotia (The) 8.00% 1/27/2084 (5-year UST Yield Curve Rate T Note Constant Maturity + 4.017% on 1/27/2029)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14259000,
"marketValue": 15039908,
"couponRate": 8,
"maturityDate": "2084-01-27",
"fundAbbreviation": null,
"sedol": "BRXGPQ4",
"isin": "US0641598V18",
"cusip": "0641598V1",
"issuer": "180000604",
"ticker": null,
"issuerName": "Bank of Nova Scotia"
},
{
"id": 3814349,
"type": "FIXED_INCOME",
"name": "Barclays PLC 4.837% 9/10/2028 (USD-SOFR + 1.34% on 9/10/2027)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20000000,
"marketValue": 19884040,
"couponRate": 4.837,
"maturityDate": "2028-09-10",
"fundAbbreviation": null,
"sedol": "BTFK5F7",
"isin": "US06738ECT01",
"cusip": "06738ECT0",
"issuer": "198000622",
"ticker": null,
"issuerName": "Barclays"
},
{
"id": 3814345,
"type": "FIXED_INCOME",
"name": "Barclays PLC 5.829% 5/9/2027 (USD-SOFR + 2.21% on 5/9/2026)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 15164070,
"couponRate": 5.829,
"maturityDate": "2027-05-09",
"fundAbbreviation": null,
"sedol": "BQYLT92",
"isin": "US06738ECF07",
"cusip": "06738ECF0",
"issuer": "198000622",
"ticker": null,
"issuerName": "Barclays"
},
{
"id": 3814107,
"type": "FIXED_INCOME",
"name": "BAT International Finance PLC 4.448% 3/16/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18500000,
"marketValue": 18207830,
"couponRate": 4.448,
"maturityDate": "2028-03-16",
"fundAbbreviation": null,
"sedol": "BNNMNW6",
"isin": "US05530QAP54",
"cusip": "05530QAP5",
"issuer": "133074333",
"ticker": null,
"issuerName": "British American Tobacco"
},
{
"id": 3822865,
"type": "FIXED_INCOME",
"name": "Bausch Health Companies, Inc. 5.50% 11/1/2025",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17750000,
"marketValue": 17329449,
"couponRate": 5.5,
"maturityDate": "2025-11-01",
"fundAbbreviation": null,
"sedol": "BF032J6",
"isin": "US91911KAN28",
"cusip": "91911KAN2",
"issuer": "144077736",
"ticker": null,
"issuerName": "Bausch Health Companies"
},
{
"id": 3814367,
"type": "FIXED_INCOME",
"name": "Baxter International, Inc. 2.539% 2/1/2032",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 26504000,
"marketValue": 22114699,
"couponRate": 2.539,
"maturityDate": "2032-02-01",
"fundAbbreviation": null,
"sedol": "BPNTJ90",
"isin": "US071813CS61",
"cusip": "071813CS6",
"issuer": "6000642",
"ticker": null,
"issuerName": "Baxter International"
},
{
"id": 3814375,
"type": "FIXED_INCOME",
"name": "BBVA Bancomer, SA 8.45% 6/29/2038 (5-year UST Yield Curve Rate T Note Constant Maturity + 4.661% on 6/29/2033)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14100000,
"marketValue": 14613296,
"couponRate": 8.45,
"maturityDate": "2038-06-29",
"fundAbbreviation": null,
"sedol": "BLB5R76",
"isin": "US07336UAA16",
"cusip": "07336UAA1",
"issuer": "99074935",
"ticker": null,
"issuerName": "Banco Bilbao Vizcaya Argentaria"
},
{
"id": 3814385,
"type": "FIXED_INCOME",
"name": "Becton, Dickinson and Co. 5.081% 6/7/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18934000,
"marketValue": 19062808,
"couponRate": 5.081,
"maturityDate": "2029-06-07",
"fundAbbreviation": null,
"sedol": "BP08688",
"isin": "US075887CU10",
"cusip": "075887CU1",
"issuer": "21000657",
"ticker": null,
"issuerName": "Becton Dickinson"
},
{
"id": 3814411,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2020-B19, Class A5, 1.85% 9/15/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18592451,
"marketValue": 15501028,
"couponRate": 1.85,
"maturityDate": "2053-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08162WBC91",
"cusip": "08162WBC9",
"issuer": "212275340",
"ticker": null,
"issuerName": "Benchmark Mortgage Trust BMARK_20-B19"
},
{
"id": 3814421,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2021-B25, Class A5, 2.577% 4/15/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17498000,
"marketValue": 14808627,
"couponRate": 2.577,
"maturityDate": "2054-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08163DAE76",
"cusip": "08163DAE7",
"issuer": "212283549",
"ticker": null,
"issuerName": "Benchmark Mortgage Trust BMARK_21-B25"
},
{
"id": 3814451,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2024-V11, Class AM, 6.201% 11/15/2057",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14669000,
"marketValue": 15096249,
"couponRate": 6.201,
"maturityDate": "2057-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US081921BC19",
"cusip": "081921BC1",
"issuer": "212350826",
"ticker": null,
"issuerName": "Benchmark 2024-V11 Mortgage Trust"
},
{
"id": 3814435,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2024-V7, Class A3, 6.228% 5/15/2056",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20869000,
"marketValue": 21712316,
"couponRate": 6.228,
"maturityDate": "2056-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08163YAC57",
"cusip": "08163YAC5",
"issuer": "212341747",
"ticker": null,
"issuerName": "Benchmark 2024-V7 Mortgage Trust"
},
{
"id": 3814445,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2024-V9, Class A3, 5.6019% 8/15/2057",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19537892,
"marketValue": 19877519,
"couponRate": 5.602,
"maturityDate": "2057-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US081919AN29",
"cusip": "081919AN2",
"issuer": "212347140",
"ticker": null,
"issuerName": "Benchmark 2024-V9 Mortgage Trust"
},
{
"id": 3814473,
"type": "FIXED_INCOME",
"name": "Blackbird Capital II Aircraft Lease, Ltd. / Blackbird Capital II Aircraft Lease US, LLC, Series 2021-1, Class A, 2.443% 7/15/2046",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15988488,
"marketValue": 14614101,
"couponRate": 2.443,
"maturityDate": "2046-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US09229CAA71",
"cusip": "09229CAA7",
"issuer": "212284695",
"ticker": null,
"issuerName": "Blackbird Capital Aircraft Lease BBIRD_21-1"
},
{
"id": 3813325,
"type": "FIXED_INCOME",
"name": "Black Diamond CLO, Ltd., Series 2016-1X, Class A1AR, (3-month USD CME Term SOFR + 1.292%) 5.909% 4/26/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18364882,
"marketValue": 18386369,
"couponRate": 5.909,
"maturityDate": "2031-04-26",
"fundAbbreviation": null,
"sedol": null,
"isin": "USG1148GAG31",
"cusip": null,
"issuer": "212348093",
"ticker": null,
"issuerName": "Black Diamond CLO 2016-1"
},
{
"id": 3814125,
"type": "FIXED_INCOME",
"name": "BMW US Capital, LLC 3.90% 4/9/2025",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20000000,
"marketValue": 19955840,
"couponRate": 3.9,
"maturityDate": "2025-04-09",
"fundAbbreviation": null,
"sedol": "BK97PY0",
"isin": "US05565EBK01",
"cusip": "05565EBK0",
"issuer": "212226805",
"ticker": null,
"issuerName": "BMW US Capital"
},
{
"id": 3814497,
"type": "FIXED_INCOME",
"name": "BNP Paribas SA 2.159% 9/15/2029 (USD-SOFR + 1.218% on 9/15/2028)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 25187000,
"marketValue": 22566469,
"couponRate": 2.159,
"maturityDate": "2029-09-15",
"fundAbbreviation": null,
"sedol": "BNBYGS1",
"isin": "US09659W2R48",
"cusip": "09659W2R4",
"issuer": "8074632",
"ticker": null,
"issuerName": "BNP Paribas"
},
{
"id": 3814555,
"type": "FIXED_INCOME",
"name": "Boston Properties, LP 3.25% 1/30/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 24747000,
"marketValue": 21773970,
"couponRate": 3.25,
"maturityDate": "2031-01-30",
"fundAbbreviation": null,
"sedol": "BM9KMK8",
"isin": "US10112RBD52",
"cusip": "10112RBD5",
"issuer": "26072318",
"ticker": null,
"issuerName": "BXP"
},
{
"id": 3814569,
"type": "FIXED_INCOME",
"name": "BP Capital Markets America, Inc. 4.893% 9/11/2033",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15766000,
"marketValue": 15258209,
"couponRate": 4.893,
"maturityDate": "2033-09-11",
"fundAbbreviation": null,
"sedol": "BMCJWJ1",
"isin": "US10373QBV14",
"cusip": "10373QBV1",
"issuer": "186000822",
"ticker": null,
"issuerName": "BP"
},
{
"id": 3814139,
"type": "FIXED_INCOME",
"name": "BPCE SA 1.652% 10/6/2026 (USD-SOFR + 1.52% on 10/6/2025)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20094000,
"marketValue": 19573164,
"couponRate": 1.652,
"maturityDate": "2026-10-06",
"fundAbbreviation": null,
"sedol": "BLH4FK6",
"isin": "US05583JAH59",
"cusip": "05583JAH5",
"issuer": "212208777",
"ticker": null,
"issuerName": "BPCE SA"
},
{
"id": 3814145,
"type": "FIXED_INCOME",
"name": "BPCE SA 5.975% 1/18/2027 (USD-SOFR + 2.10% on 1/18/2026)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 15118785,
"couponRate": 5.975,
"maturityDate": "2027-01-18",
"fundAbbreviation": null,
"sedol": "BQFLPK4",
"isin": "US05583JAN28",
"cusip": "05583JAN2",
"issuer": "212208777",
"ticker": null,
"issuerName": "BPCE SA"
},
{
"id": 3814579,
"type": "FIXED_INCOME",
"name": "BRAVO Residential Funding Trust, Series 2023-NQM8, Class A1, 6.394% 10/25/2063 (7.394% on 11/1/2027)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000863,
"marketValue": 15133245,
"couponRate": 6.394,
"maturityDate": "2063-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US10567MAA36",
"cusip": "10567MAA3",
"issuer": "212338708",
"ticker": null,
"issuerName": "Bravo Residential Funding Trust BRAVO_23-NQM8"
},
{
"id": 3814611,
"type": "FIXED_INCOME",
"name": "Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class D, 5.83% 5/15/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16137000,
"marketValue": 16279958,
"couponRate": 5.83,
"maturityDate": "2030-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US10805NAF24",
"cusip": "10805NAF2",
"issuer": "212345389",
"ticker": null,
"issuerName": "Bridgecrest Lending Auto Securitization Trust 2024-3"
},
{
"id": 3814619,
"type": "FIXED_INCOME",
"name": "Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class C, 4.83% 8/15/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14576000,
"marketValue": 14516865,
"couponRate": 4.83,
"maturityDate": "2030-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US10806EAE41",
"cusip": "10806EAE4",
"issuer": "212349984",
"ticker": null,
"issuerName": "Bridgecrest Lending Auto Securitization Trust BLAST_24-4"
},
{
"id": 3814633,
"type": "FIXED_INCOME",
"name": "Bristol-Myers Squibb Co. 4.90% 2/22/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 15077655,
"couponRate": 4.9,
"maturityDate": "2029-02-22",
"fundAbbreviation": null,
"sedol": "BPK6XN6",
"isin": "US110122EF17",
"cusip": "110122EF1",
"issuer": "176000812",
"ticker": null,
"issuerName": "Bristol-Myers Squibb"
},
{
"id": 3814643,
"type": "FIXED_INCOME",
"name": "British Columbia (Province of) 4.20% 7/6/2033",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 23570000,
"marketValue": 22477290,
"couponRate": 4.2,
"maturityDate": "2033-07-06",
"fundAbbreviation": null,
"sedol": "BMXV3B5",
"isin": "US11070TAM09",
"cusip": "11070TAM0",
"issuer": "183000819",
"ticker": null,
"issuerName": "British Columbia Province of"
},
{
"id": 3814661,
"type": "FIXED_INCOME",
"name": "Broadcom, Inc. 5.05% 7/12/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 15145200,
"couponRate": 5.05,
"maturityDate": "2027-07-12",
"fundAbbreviation": null,
"sedol": "BS6VJK5",
"isin": "US11135FBZ36",
"cusip": "11135FBZ3",
"issuer": "212030903",
"ticker": null,
"issuerName": "Broadcom"
},
{
"id": 3814671,
"type": "FIXED_INCOME",
"name": "Business Jet Securities, LLC, Series 2024-2A, Class A, 5.346% 9/15/2039",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18602414,
"marketValue": 18406344,
"couponRate": 5.364,
"maturityDate": "2039-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12326TAA60",
"cusip": "12326TAA6",
"issuer": "212348182",
"ticker": null,
"issuerName": "Business Jet Securities 2024-2"
},
{
"id": 3814681,
"type": "FIXED_INCOME",
"name": "BX Trust, Series 2024-GPA2, Class B, (1-month USD CME Term SOFR + 1.892%) 6.289% 11/15/2041",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19741000,
"marketValue": 19822353,
"couponRate": 6.289,
"maturityDate": "2041-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12433DAC74",
"cusip": "12433DAC7",
"issuer": "212351049",
"ticker": null,
"issuerName": "BX Commercial Mortgage Trust 2024-GPA2"
},
{
"id": 3814865,
"type": "FIXED_INCOME",
"name": "CaixaBank, SA 6.84% 9/13/2034 (USD-SOFR + 2.77% on 9/13/2033)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 13526000,
"marketValue": 14391366,
"couponRate": 6.84,
"maturityDate": "2034-09-13",
"fundAbbreviation": null,
"sedol": "BQBBDX7",
"isin": "US12803RAC88",
"cusip": "12803RAC8",
"issuer": "47095659",
"ticker": null,
"issuerName": "CaixaBank"
},
{
"id": 3814891,
"type": "FIXED_INCOME",
"name": "Canadian Imperial Bank of Commerce 4.631% 9/11/2030 (USD-SOFR + 1.335% on 9/11/2029)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16294000,
"marketValue": 15967924,
"couponRate": 4.631,
"maturityDate": "2030-09-11",
"fundAbbreviation": null,
"sedol": "BPLPFP8",
"isin": "US13607PHS65",
"cusip": "13607PHS6",
"issuer": "138000986",
"ticker": null,
"issuerName": "Canadian Imperial Bank of Commerce"
},
{
"id": 3814887,
"type": "FIXED_INCOME",
"name": "Canadian Imperial Bank of Commerce 5.237% 6/28/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20000000,
"marketValue": 20218200,
"couponRate": 5.237,
"maturityDate": "2027-06-28",
"fundAbbreviation": null,
"sedol": "BPLQGN6",
"isin": "US13607L8C03",
"cusip": "13607L8C0",
"issuer": "138000986",
"ticker": null,
"issuerName": "Canadian Imperial Bank of Commerce"
},
{
"id": 3814911,
"type": "FIXED_INCOME",
"name": "Capital One Financial Corp. 4.927% 5/10/2028 (USD-SOFR + 2.057% on 5/10/2027)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16300000,
"marketValue": 16252730,
"couponRate": 4.927,
"maturityDate": "2028-05-10",
"fundAbbreviation": null,
"sedol": "BPX31X0",
"isin": "US14040HCS22",
"cusip": "14040HCS2",
"issuer": "177008657",
"ticker": null,
"issuerName": "Capital One Financial"
},
{
"id": 3814913,
"type": "FIXED_INCOME",
"name": "Capital One Financial Corp. 4.985% 7/24/2026 (USD-SOFR + 2.16% on 7/24/2025)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16000000,
"marketValue": 15992048,
"couponRate": 4.985,
"maturityDate": "2026-07-24",
"fundAbbreviation": null,
"sedol": "BMX4FH4",
"isin": "US14040HCU77",
"cusip": "14040HCU7",
"issuer": "177008657",
"ticker": null,
"issuerName": "Capital One Financial"
},
{
"id": 3814917,
"type": "FIXED_INCOME",
"name": "Capital One Financial Corp. 5.70% 2/1/2030 (USD-SOFR + 1.905% on 2/1/2029)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16603000,
"marketValue": 16835957,
"couponRate": 5.7,
"maturityDate": "2030-02-01",
"fundAbbreviation": null,
"sedol": "BQWNKM0",
"isin": "US14040HDE27",
"cusip": "14040HDE2",
"issuer": "177008657",
"ticker": null,
"issuerName": "Capital One Financial"
},
{
"id": 3814935,
"type": "FIXED_INCOME",
"name": "CarMax Select Receivables Trust, Series 2024-A, Class C, 5.62% 1/15/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15778000,
"marketValue": 16022243,
"couponRate": 5.62,
"maturityDate": "2030-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US14319FAF09",
"cusip": "14319FAF0",
"issuer": "212343267",
"ticker": null,
"issuerName": "Carmax Select Receivables Trust 2024-A"
},
{
"id": 3814937,
"type": "FIXED_INCOME",
"name": "CarMax Select Receivables Trust, Series 2024-A, Class D, 6.27% 12/16/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22283000,
"marketValue": 22671838,
"couponRate": 6.27,
"maturityDate": "2030-12-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US14319FAG81",
"cusip": "14319FAG8",
"issuer": "212343267",
"ticker": null,
"issuerName": "Carmax Select Receivables Trust 2024-A"
},
{
"id": 3814727,
"type": "FIXED_INCOME",
"name": "Cascade Funding Mortgage Trust, Series 2024-R1, Class A1, 4.00% 10/25/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18042186,
"marketValue": 17533685,
"couponRate": 4,
"maturityDate": "2054-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12530YAA73",
"cusip": "12530YAA7",
"issuer": "212349292",
"ticker": null,
"issuerName": "Cascade Funding Mortgage Trust CFMT_24-R1"
},
{
"id": 3814697,
"type": "FIXED_INCOME",
"name": "CCO Holdings, LLC 4.25% 1/15/2034",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21825000,
"marketValue": 17731612,
"couponRate": 4.25,
"maturityDate": "2034-01-15",
"fundAbbreviation": null,
"sedol": "BMVZMH8",
"isin": "US1248EPCP61",
"cusip": "1248EPCP6",
"issuer": "212221077",
"ticker": null,
"issuerName": "Spectrum Management Holding"
},
{
"id": 3814691,
"type": "FIXED_INCOME",
"name": "CCO Holdings, LLC 4.50% 8/15/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18675000,
"marketValue": 16784829,
"couponRate": 4.5,
"maturityDate": "2030-08-15",
"fundAbbreviation": null,
"sedol": "BKZHNR3",
"isin": "US1248EPCE15",
"cusip": "1248EPCE1",
"issuer": "212221077",
"ticker": null,
"issuerName": "Spectrum Management Holding"
},
{
"id": 3815009,
"type": "FIXED_INCOME",
"name": "Centene Corp. 3.00% 10/15/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 23055000,
"marketValue": 19908500,
"couponRate": 3,
"maturityDate": "2030-10-15",
"fundAbbreviation": null,
"sedol": "BKVDKR4",
"isin": "US15135BAW19",
"cusip": "15135BAW1",
"issuer": "163081359",
"ticker": null,
"issuerName": "Centene"
},
{
"id": 3814711,
"type": "FIXED_INCOME",
"name": "CF Hippolyta, LLC, Series 2020-1, Class A2, 1.99% 7/15/2060",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15584339,
"marketValue": 14010929,
"couponRate": 1.99,
"maturityDate": "2060-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12530MAB19",
"cusip": "12530MAB1",
"issuer": "212272737",
"ticker": null,
"issuerName": "CF Hippolyta Issuer LLC SORT_20-1"
},
{
"id": 3821845,
"type": "FIXED_INCOME",
"name": "Charles Schwab Corp. (The) 5.643% 5/19/2029 (USD-SOFR + 2.21% on 5/19/2028)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 15315300,
"couponRate": 5.643,
"maturityDate": "2029-05-19",
"fundAbbreviation": null,
"sedol": "BP4YBT8",
"isin": "US808513CD58",
"cusip": "808513CD5",
"issuer": "104007100",
"ticker": null,
"issuerName": "Charles Schwab"
},
{
"id": 3815045,
"type": "FIXED_INCOME",
"name": "Charter Communications Operating, LLC 2.80% 4/1/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 26075000,
"marketValue": 21999999,
"couponRate": 2.8,
"maturityDate": "2031-04-01",
"fundAbbreviation": null,
"sedol": "BMCJ8R1",
"isin": "US161175BU77",
"cusip": "161175BU7",
"issuer": "212221077",
"ticker": null,
"issuerName": "Spectrum Management Holding"
},
{
"id": 3815067,
"type": "FIXED_INCOME",
"name": "Chase Auto Owner Trust, Series 2024-4A, Class A3, 4.94% 7/25/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14031000,
"marketValue": 14112618,
"couponRate": 4.94,
"maturityDate": "2029-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US16144YAC21",
"cusip": "16144YAC2",
"issuer": "212345613",
"ticker": null,
"issuerName": "Chase Auto Owner Trust CHAOT_24-4"
},
{
"id": 3815101,
"type": "FIXED_INCOME",
"name": "Cisco Systems, Inc. 4.95% 2/26/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14875000,
"marketValue": 14932165,
"couponRate": 4.95,
"maturityDate": "2031-02-26",
"fundAbbreviation": null,
"sedol": "BMG9FG5",
"isin": "US17275RBS04",
"cusip": "17275RBS0",
"issuer": "212280412",
"ticker": null,
"issuerName": "Cisco Systems"
},
{
"id": 3815121,
"type": "FIXED_INCOME",
"name": "Citigroup, Inc. 2.52% 11/3/2032 (USD-SOFR + 1.177% on 11/3/2031)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21798000,
"marketValue": 18181625,
"couponRate": 2.52,
"maturityDate": "2032-11-03",
"fundAbbreviation": null,
"sedol": "BNHX0P7",
"isin": "US172967NE72",
"cusip": "172967NE7",
"issuer": "34007454",
"ticker": null,
"issuerName": "Citigroup"
},
{
"id": 3815135,
"type": "FIXED_INCOME",
"name": "Citigroup, Inc. 2.976% 11/5/2030 (USD-SOFR + 1.422% on 11/5/2029)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22047000,
"marketValue": 19893251,
"couponRate": 2.976,
"maturityDate": "2030-11-05",
"fundAbbreviation": null,
"sedol": "BK82405",
"isin": "US17308CC539",
"cusip": "17308CC53",
"issuer": "34007454",
"ticker": null,
"issuerName": "Citigroup"
},
{
"id": 3815123,
"type": "FIXED_INCOME",
"name": "Citigroup, Inc. 3.07% 2/24/2028 (USD-SOFR + 1.28% on 2/24/2027)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15570000,
"marketValue": 14978231,
"couponRate": 3.07,
"maturityDate": "2028-02-24",
"fundAbbreviation": null,
"sedol": "BP5JWM2",
"isin": "US172967NG21",
"cusip": "172967NG2",
"issuer": "34007454",
"ticker": null,
"issuerName": "Citigroup"
},
{
"id": 3815187,
"type": "FIXED_INCOME",
"name": "Cleveland Electric Illuminating Co. (The) 3.50% 4/1/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16013000,
"marketValue": 15269132,
"couponRate": 3.5,
"maturityDate": "2028-04-01",
"fundAbbreviation": null,
"sedol": "BF032L8",
"isin": "US186108CK02",
"cusip": "186108CK0",
"issuer": "206072922",
"ticker": null,
"issuerName": "FirstEnergy"
},
{
"id": 3815215,
"type": "FIXED_INCOME",
"name": "Colombia (Republic of) 7.50% 2/2/2034",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19343000,
"marketValue": 19081870,
"couponRate": 7.5,
"maturityDate": "2034-02-02",
"fundAbbreviation": null,
"sedol": "BP9N3X8",
"isin": "US195325EG61",
"cusip": "195325EG6",
"issuer": "134010310",
"ticker": null,
"issuerName": "Colombia, Republic of"
},
{
"id": 3815229,
"type": "FIXED_INCOME",
"name": "Comcast Corp. 2.65% 2/1/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20000000,
"marketValue": 17922000,
"couponRate": 2.65,
"maturityDate": "2030-02-01",
"fundAbbreviation": null,
"sedol": "BKV4BZ2",
"isin": "US20030NDA63",
"cusip": "20030NDA6",
"issuer": "17001289",
"ticker": null,
"issuerName": "Comcast"
},
{
"id": 3815235,
"type": "FIXED_INCOME",
"name": "Comcast Corp. 4.80% 5/15/2033",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19907000,
"marketValue": 19345205,
"couponRate": 4.8,
"maturityDate": "2033-05-15",
"fundAbbreviation": null,
"sedol": "BQPF830",
"isin": "US20030NEE76",
"cusip": "20030NEE7",
"issuer": "17001289",
"ticker": null,
"issuerName": "Comcast"
},
{
"id": 3815239,
"type": "FIXED_INCOME",
"name": "Comcast Corp. 5.65% 6/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22881000,
"marketValue": 22136452,
"couponRate": 5.65,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": "BS3FND1",
"isin": "US20030NEK37",
"cusip": "20030NEK3",
"issuer": "17001289",
"ticker": null,
"issuerName": "Comcast"
},
{
"id": 3813411,
"type": "FIXED_INCOME",
"name": "Comision Federal de Electricidad 3.348% 2/9/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 25000000,
"marketValue": 20734275,
"couponRate": 3.348,
"maturityDate": "2031-02-09",
"fundAbbreviation": null,
"sedol": "BMD81M3",
"isin": "USP29595AD08",
"cusip": null,
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3813507,
"type": "FIXED_INCOME",
"name": "Comision Federal de Electricidad 3.875% 7/26/2033",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21750000,
"marketValue": 17548466,
"couponRate": 3.875,
"maturityDate": "2033-07-26",
"fundAbbreviation": null,
"sedol": "BP92799",
"isin": "USP30179BK34",
"cusip": null,
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3815243,
"type": "FIXED_INCOME",
"name": "Comision Federal de Electricidad 6.45% 1/24/2035",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22000000,
"marketValue": 20789274,
"couponRate": 6.45,
"maturityDate": "2035-01-24",
"fundAbbreviation": null,
"sedol": "BSRJBK2",
"isin": "US200447AP57",
"cusip": "200447AP5",
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3815245,
"type": "FIXED_INCOME",
"name": "Commonwealth Bank of Australia 2.688% 3/11/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17450000,
"marketValue": 14891621,
"couponRate": 2.688,
"maturityDate": "2031-03-11",
"fundAbbreviation": null,
"sedol": "BMCDDP6",
"isin": "US202712BN45",
"cusip": "202712BN4",
"issuer": "37001309",
"ticker": null,
"issuerName": "Commonwealth Bank of Australia"
},
{
"id": 3815273,
"type": "FIXED_INCOME",
"name": "Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1, (30-day Average USD-SOFR + 1.70%) 6.269% 7/25/2043",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19013095,
"marketValue": 19090897,
"couponRate": 6.269,
"maturityDate": "2043-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US20754EAA38",
"cusip": "20754EAA3",
"issuer": "212326520",
"ticker": null,
"issuerName": "Connecticut Avenue Securities Trust CAS_23-R06"
},
{
"id": 3815303,
"type": "FIXED_INCOME",
"name": "ConocoPhillips Co. 4.70% 1/15/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 14837955,
"couponRate": 4.7,
"maturityDate": "2030-01-15",
"fundAbbreviation": null,
"sedol": "BTBKBX1",
"isin": "US20826FBJ49",
"cusip": "20826FBJ4",
"issuer": "131004371",
"ticker": null,
"issuerName": "ConocoPhillips"
},
{
"id": 3815305,
"type": "FIXED_INCOME",
"name": "ConocoPhillips Co. 5.50% 1/15/2055",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17500000,
"marketValue": 16659003,
"couponRate": 5.5,
"maturityDate": "2055-01-15",
"fundAbbreviation": null,
"sedol": "BTBKC38",
"isin": "US20826FBM77",
"cusip": "20826FBM7",
"issuer": "131004371",
"ticker": null,
"issuerName": "ConocoPhillips"
},
{
"id": 3815317,
"type": "FIXED_INCOME",
"name": "Constellation Brands, Inc. 4.90% 5/1/2033",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19120000,
"marketValue": 18471564,
"couponRate": 4.9,
"maturityDate": "2033-05-01",
"fundAbbreviation": null,
"sedol": "BQYLSJ5",
"isin": "US21036PBP27",
"cusip": "21036PBP2",
"issuer": "147000995",
"ticker": null,
"issuerName": "Constellation Brands"
},
{
"id": 3815327,
"type": "FIXED_INCOME",
"name": "Corebridge Financial, Inc. 3.85% 4/5/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17379000,
"marketValue": 16600369,
"couponRate": 3.85,
"maturityDate": "2029-04-05",
"fundAbbreviation": null,
"sedol": "BRXNDR2",
"isin": "US21871XAF69",
"cusip": "21871XAF6",
"issuer": "212219829",
"ticker": null,
"issuerName": "Corebridge Financial"
},
{
"id": 3815329,
"type": "FIXED_INCOME",
"name": "Corebridge Financial, Inc. 3.90% 4/5/2032",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18411000,
"marketValue": 16762369,
"couponRate": 3.9,
"maturityDate": "2032-04-05",
"fundAbbreviation": null,
"sedol": "BPYS2X1",
"isin": "US21871XAH26",
"cusip": "21871XAH2",
"issuer": "212219829",
"ticker": null,
"issuerName": "Corebridge Financial"
},
{
"id": 3813627,
"type": "FIXED_INCOME",
"name": "Corebridge Global Funding 4.90% 12/3/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 14899185,
"couponRate": 4.9,
"maturityDate": "2029-12-03",
"fundAbbreviation": null,
"sedol": "BTBKT37",
"isin": "US00138CBC10",
"cusip": "00138CBC1",
"issuer": "212189989",
"ticker": null,
"issuerName": "Corebridge Global Funding"
},
{
"id": 3813623,
"type": "FIXED_INCOME",
"name": "Corebridge Global Funding 5.20% 6/24/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 15092625,
"couponRate": 5.2,
"maturityDate": "2029-06-24",
"fundAbbreviation": null,
"sedol": "BPBSKF2",
"isin": "US00138CBA53",
"cusip": "00138CBA5",
"issuer": "212189989",
"ticker": null,
"issuerName": "Corebridge Global Funding"
},
{
"id": 3815349,
"type": "FIXED_INCOME",
"name": "Coty, Inc. 6.625% 7/15/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 13656000,
"marketValue": 13891511,
"couponRate": 6.625,
"maturityDate": "2030-07-15",
"fundAbbreviation": null,
"sedol": "BNTDWH1",
"isin": "US22207AAA07",
"cusip": "22207AAA0",
"issuer": "212002177",
"ticker": null,
"issuerName": "Coty"
},
{
"id": 3814819,
"type": "FIXED_INCOME",
"name": "CPS Auto Receivables Trust, Series 2022-B, Class C, 4.33% 8/15/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15711212,
"marketValue": 15685320,
"couponRate": 4.33,
"maturityDate": "2028-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12663BAC28",
"cusip": "12663BAC2",
"issuer": "212298622",
"ticker": null,
"issuerName": "CPS Auto Receivables Trust CPS_22-B"
},
{
"id": 3815385,
"type": "FIXED_INCOME",
"name": "Crédit Agricole SA 5.335% 1/10/2030 (USD-SOFR + 1.69% on 1/10/2029)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 15009315,
"couponRate": 5.335,
"maturityDate": "2030-01-10",
"fundAbbreviation": null,
"sedol": "BQPG6Z1",
"isin": "US22535WAK36",
"cusip": "22535WAK3",
"issuer": "162081358",
"ticker": null,
"issuerName": "Credit Agricole"
},
{
"id": 3815425,
"type": "FIXED_INCOME",
"name": "Crown Castle, Inc. 5.00% 1/11/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14069000,
"marketValue": 14062753,
"couponRate": 5,
"maturityDate": "2028-01-11",
"fundAbbreviation": null,
"sedol": "BQ3PVZ5",
"isin": "US22822VBA89",
"cusip": "22822VBA8",
"issuer": "1074201",
"ticker": null,
"issuerName": "Crown Castle"
},
{
"id": 3814841,
"type": "FIXED_INCOME",
"name": "CVS Health Corp. 5.25% 2/21/2033",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14789000,
"marketValue": 14183775,
"couponRate": 5.25,
"maturityDate": "2033-02-21",
"fundAbbreviation": null,
"sedol": "BNGF9C4",
"isin": "US126650DU15",
"cusip": "126650DU1",
"issuer": "9011457",
"ticker": null,
"issuerName": "CVS Health"
},
{
"id": 3814853,
"type": "FIXED_INCOME",
"name": "CVS Health Corp. 6.05% 6/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21525000,
"marketValue": 20206766,
"couponRate": 6.05,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": "BSCC010",
"isin": "US126650EF39",
"cusip": "126650EF3",
"issuer": "9011457",
"ticker": null,
"issuerName": "CVS Health"
},
{
"id": 3815477,
"type": "FIXED_INCOME",
"name": "Daimler Trucks Finance North America, LLC 2.50% 12/14/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 26120000,
"marketValue": 21977681,
"couponRate": 2.5,
"maturityDate": "2031-12-14",
"fundAbbreviation": null,
"sedol": "BKSHP18",
"isin": "US233853AH30",
"cusip": "233853AH3",
"issuer": "212292970",
"ticker": null,
"issuerName": "Daimler Trucks Finance North America"
},
{
"id": 3815497,
"type": "FIXED_INCOME",
"name": "Danske Bank AS 4.298% 4/1/2028 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.75% on 4/1/2027)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19150000,
"marketValue": 18876749,
"couponRate": 4.298,
"maturityDate": "2028-04-01",
"fundAbbreviation": null,
"sedol": "BP2SJ76",
"isin": "US23636ABC45",
"cusip": "23636ABC4",
"issuer": "69007489",
"ticker": null,
"issuerName": "Danske Bank"
},
{
"id": 3815527,
"type": "FIXED_INCOME",
"name": "Deutsche Bank AG 3.729% 1/14/2032 (USD-SOFR + 2.757% on 1/14/2031)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 23000000,
"marketValue": 20088545,
"couponRate": 3.729,
"maturityDate": "2032-01-14",
"fundAbbreviation": null,
"sedol": "BM9YRS3",
"isin": "US251526CF47",
"cusip": "251526CF4",
"issuer": "92077048",
"ticker": null,
"issuerName": "Deutsche Bank"
},
{
"id": 3815521,
"type": "FIXED_INCOME",
"name": "Deutsche Bank AG 4.10% 1/13/2026",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16415000,
"marketValue": 16326178,
"couponRate": 4.1,
"maturityDate": "2026-01-13",
"fundAbbreviation": null,
"sedol": "BF2G4C0",
"isin": "US251526BZ10",
"cusip": "251526BZ1",
"issuer": "92077048",
"ticker": null,
"issuerName": "Deutsche Bank"
},
{
"id": 3815537,
"type": "FIXED_INCOME",
"name": "Deutsche Bank AG 4.999% 9/11/2030 (USD-SOFR + 1.70% on 9/11/2029)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22395000,
"marketValue": 21898257,
"couponRate": 4.999,
"maturityDate": "2030-09-11",
"fundAbbreviation": null,
"sedol": "BP4YNX6",
"isin": "US251526CX52",
"cusip": "251526CX5",
"issuer": "92077048",
"ticker": null,
"issuerName": "Deutsche Bank"
},
{
"id": 3815539,
"type": "FIXED_INCOME",
"name": "Deutsche Bank AG 5.403% 9/11/2035 (USD-SOFR + 2.05% on 9/11/2034)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15825000,
"marketValue": 15003952,
"couponRate": 5.403,
"maturityDate": "2035-09-11",
"fundAbbreviation": null,
"sedol": "BP4YNS1",
"isin": "US251526CY36",
"cusip": "251526CY3",
"issuer": "92077048",
"ticker": null,
"issuerName": "Deutsche Bank"
},
{
"id": 3815569,
"type": "FIXED_INCOME",
"name": "DISH Network Corp. 11.75% 11/15/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14925000,
"marketValue": 15826425,
"couponRate": 11.75,
"maturityDate": "2027-11-15",
"fundAbbreviation": null,
"sedol": "BQB9NW0",
"isin": "US25470MAG42",
"cusip": "25470MAG4",
"issuer": "186096010",
"ticker": null,
"issuerName": "EchoStar"
},
{
"id": 3815471,
"type": "FIXED_INCOME",
"name": "DLLAD, LLC, Series 2024-1, Class A3, 5.30% 7/20/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22017000,
"marketValue": 22336533,
"couponRate": 5.3,
"maturityDate": "2029-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US23346MAC01",
"cusip": "23346MAC0",
"issuer": "212340836",
"ticker": null,
"issuerName": "Dllad 2024-1"
},
{
"id": 3815587,
"type": "FIXED_INCOME",
"name": "Drive Auto Receivables Trust, Series 2024-2, Class A3, 4.50% 9/15/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15041000,
"marketValue": 15003488,
"couponRate": 4.5,
"maturityDate": "2028-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US26207AAD54",
"cusip": "26207AAD5",
"issuer": "212348436",
"ticker": null,
"issuerName": "Drive Auto Receivables Trust 2024-2"
},
{
"id": 3815599,
"type": "FIXED_INCOME",
"name": "Dryden Senior, Term Loan, SOFR + 1.08%) 5.736% 10/15/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18001941,
"marketValue": 18027288,
"couponRate": 5.736,
"maturityDate": "2030-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US26244MAW29",
"cusip": "26244MAW2",
"issuer": "212318433",
"ticker": null,
"issuerName": "Dryden 45 Senior Loan Fund"
},
{
"id": 3815677,
"type": "FIXED_INCOME",
"name": "Edison International 5.25% 11/15/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19984000,
"marketValue": 20040315,
"couponRate": 5.25,
"maturityDate": "2028-11-15",
"fundAbbreviation": null,
"sedol": "BMXP3P1",
"isin": "US281020AY36",
"cusip": "281020AY3",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3815681,
"type": "FIXED_INCOME",
"name": "Edison International 5.25% 3/15/2032",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21120000,
"marketValue": 20905928,
"couponRate": 5.25,
"maturityDate": "2032-03-15",
"fundAbbreviation": null,
"sedol": "BNGC6F7",
"isin": "US281020BB24",
"cusip": "281020BB2",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3813447,
"type": "FIXED_INCOME",
"name": "Electricité de France SA 2.625% junior subordinated perpetual bonds (5-year EUR Mid-Swap + 2.86% on 6/1/2028)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 14733314,
"couponRate": 2.625,
"maturityDate": "2079-12-31",
"fundAbbreviation": null,
"sedol": "BN0ZMJ8",
"isin": "FR0014003S56",
"cusip": null,
"issuer": "212002389",
"ticker": null,
"issuerName": "France, Republic of"
},
{
"id": 3815645,
"type": "FIXED_INCOME",
"name": "EMD Finance, LLC 3.25% 3/19/2025",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16185000,
"marketValue": 16134503,
"couponRate": 3.25,
"maturityDate": "2025-03-19",
"fundAbbreviation": null,
"sedol": "BWDH368",
"isin": "US26867LAL45",
"cusip": "26867LAL4",
"issuer": "44075092",
"ticker": null,
"issuerName": "Merck KGaA"
},
{
"id": 3815703,
"type": "FIXED_INCOME",
"name": "Enel Finance International NV 5.125% 6/26/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 14991360,
"couponRate": 5.125,
"maturityDate": "2029-06-26",
"fundAbbreviation": null,
"sedol": "BPBQJG0",
"isin": "US29278GBD97",
"cusip": "29278GBD9",
"issuer": "212236513",
"ticker": null,
"issuerName": "Enel Finance International"
},
{
"id": 3815709,
"type": "FIXED_INCOME",
"name": "Entergy Corp. 2.40% 6/15/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19693000,
"marketValue": 16631093,
"couponRate": 2.4,
"maturityDate": "2031-06-15",
"fundAbbreviation": null,
"sedol": "BMXN0K9",
"isin": "US29364GAP81",
"cusip": "29364GAP8",
"issuer": "43007463",
"ticker": null,
"issuerName": "Entergy"
},
{
"id": 3815653,
"type": "FIXED_INCOME",
"name": "EOG Resources, Inc. 5.65% 12/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19500000,
"marketValue": 19113530,
"couponRate": 5.65,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": "BR4XY01",
"isin": "US26875PAW14",
"cusip": "26875PAW1",
"issuer": "148001844",
"ticker": null,
"issuerName": "EOG Resources"
},
{
"id": 3815659,
"type": "FIXED_INCOME",
"name": "EQT Corp. 7.00% 2/1/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 15968085,
"couponRate": 7,
"maturityDate": "2030-02-01",
"fundAbbreviation": null,
"sedol": "BKKL239",
"isin": "US26884LAG41",
"cusip": "26884LAG4",
"issuer": "164001860",
"ticker": null,
"issuerName": "EQT Corporation"
},
{
"id": 3815767,
"type": "FIXED_INCOME",
"name": "Equinor ASA 3.125% 4/6/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22503000,
"marketValue": 20741195,
"couponRate": 3.125,
"maturityDate": "2030-04-06",
"fundAbbreviation": null,
"sedol": "BM8MMH2",
"isin": "US29446MAF95",
"cusip": "29446MAF9",
"issuer": "53073617",
"ticker": null,
"issuerName": "Norway, Kingdom of"
},
{
"id": 3813421,
"type": "FIXED_INCOME",
"name": "Eurobank SA 2.25% 3/14/2028 (1-year EUR Mid-Swap + 2.634% on 3/14/2027)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21171000,
"marketValue": 21643356,
"couponRate": 2.25,
"maturityDate": "2028-03-14",
"fundAbbreviation": null,
"sedol": "BMGDCF5",
"isin": "XS2385386029",
"cusip": null,
"issuer": "36088864",
"ticker": null,
"issuerName": "Eurobank Ergasias"
},
{
"id": 3815771,
"type": "FIXED_INCOME",
"name": "Eversource Energy 5.50% 1/1/2034",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16925000,
"marketValue": 16803699,
"couponRate": 5.5,
"maturityDate": "2034-01-01",
"fundAbbreviation": null,
"sedol": "BRBK4K5",
"isin": "US30040WAX65",
"cusip": "30040WAX6",
"issuer": "34004062",
"ticker": null,
"issuerName": "Eversource Energy"
},
{
"id": 3815815,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2024-1, Class D, 5.84% 6/17/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21364000,
"marketValue": 21557323,
"couponRate": 5.84,
"maturityDate": "2030-06-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30167PAF71",
"cusip": "30167PAF7",
"issuer": "212342034",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust EART_24-1"
},
{
"id": 3815793,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2024-2A, Class B, 5.61% 4/17/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20900000,
"marketValue": 21017730,
"couponRate": 5.61,
"maturityDate": "2028-04-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30166DAD03",
"cusip": "30166DAD0",
"issuer": "212337782",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust 2024-2"
},
{
"id": 3815795,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2024-2A, Class C, 5.74% 5/15/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15785000,
"marketValue": 15987443,
"couponRate": 5.74,
"maturityDate": "2029-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30166DAE85",
"cusip": "30166DAE8",
"issuer": "212337782",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust 2024-2"
},
{
"id": 3815797,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2024-2A, Class D, 5.92% 2/15/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15959000,
"marketValue": 16112621,
"couponRate": 5.92,
"maturityDate": "2030-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30166DAF50",
"cusip": "30166DAF5",
"issuer": "212337782",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust 2024-2"
},
{
"id": 3815807,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2024-4A, Class D, 5.81% 12/16/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16141000,
"marketValue": 16289755,
"couponRate": 5.81,
"maturityDate": "2030-12-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30166UAF75",
"cusip": "30166UAF7",
"issuer": "212345584",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust 2024-4"
},
{
"id": 3815785,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2024-5, Class C, 4.64% 1/15/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15775000,
"marketValue": 15638404,
"couponRate": 4.64,
"maturityDate": "2030-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30165BAF04",
"cusip": "30165BAF0",
"issuer": "212348856",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust 2024-5"
},
{
"id": 3815787,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2024-5, Class D, 5.06% 2/18/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21836000,
"marketValue": 21421487,
"couponRate": 5.06,
"maturityDate": "2031-02-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30165BAG86",
"cusip": "30165BAG8",
"issuer": "212348856",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust 2024-5"
},
{
"id": 3815835,
"type": "FIXED_INCOME",
"name": "Extended Stay America Trust, Series 2021-ESH, Class A, (1-month USD CME Term SOFR + 1.194%) 5.592% 7/15/2038",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16410013,
"marketValue": 16431559,
"couponRate": 5.592,
"maturityDate": "2038-07-15",
"fundAbbreviation": null,
"sedol": "BP7L958",
"isin": "US30227FAA84",
"cusip": "30227FAA8",
"issuer": "212284505",
"ticker": null,
"issuerName": "Extended Stay America Trust ESA_21-ESH"
},
{
"id": 3817427,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AZ7366 4.00% 11/1/2045",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14593130,
"marketValue": 13617434,
"couponRate": 4,
"maturityDate": "2045-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140E0FG54",
"cusip": "3140E0FG5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817463,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BF0133 4.00% 8/1/2056",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20632284,
"marketValue": 18940086,
"couponRate": 4,
"maturityDate": "2056-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FXEF57",
"cusip": "3140FXEF5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817471,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BF0299 3.50% 8/1/2058",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20664714,
"marketValue": 18262028,
"couponRate": 3.5,
"maturityDate": "2058-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FXKM35",
"cusip": "3140FXKM3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817467,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BF0318 3.50% 8/1/2048",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 25100016,
"marketValue": 22496517,
"couponRate": 3.5,
"maturityDate": "2048-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FXK840",
"cusip": "3140FXK84",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817483,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BF0546 2.50% 7/1/2061",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21130782,
"marketValue": 16849580,
"couponRate": 2.5,
"maturityDate": "2061-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FXTC61",
"cusip": "3140FXTC6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817485,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BF0548 3.00% 7/1/2061",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20611630,
"marketValue": 17205023,
"couponRate": 3,
"maturityDate": "2061-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FXTE28",
"cusip": "3140FXTE2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817539,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BM6693 3.50% 8/1/2059",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 23383809,
"marketValue": 20552568,
"couponRate": 3.5,
"maturityDate": "2059-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140JBNK85",
"cusip": "3140JBNK8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817551,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BP1954 3.50% 4/1/2050",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15778820,
"marketValue": 14166856,
"couponRate": 3.5,
"maturityDate": "2050-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140K9E476",
"cusip": "3140K9E47",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817589,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BR2219 2.50% 8/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22419831,
"marketValue": 18489231,
"couponRate": 2.5,
"maturityDate": "2051-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140L0PD35",
"cusip": "3140L0PD3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817625,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT1335 2.50% 7/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18344755,
"marketValue": 14964771,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LPPV80",
"cusip": "3140LPPV8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817665,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT9483 2.50% 12/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21289588,
"marketValue": 17606553,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LYRD71",
"cusip": "3140LYRD7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817663,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT9510 2.50% 12/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21702286,
"marketValue": 17960551,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LYR882",
"cusip": "3140LYR88",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817673,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU1330 2.50% 2/1/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19841719,
"marketValue": 16417276,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M2PQ93",
"cusip": "3140M2PQ9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817705,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU5165 5.50% 11/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19149444,
"marketValue": 18967026,
"couponRate": 5.5,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M6W332",
"cusip": "3140M6W33",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817731,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU7607 2.50% 12/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22900920,
"marketValue": 18695121,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M9NZ63",
"cusip": "3140M9NZ6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817805,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BW0958 5.00% 7/1/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22240807,
"marketValue": 21546426,
"couponRate": 5,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MSB464",
"cusip": "3140MSB46",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817811,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BW1243 5.50% 10/1/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19527592,
"marketValue": 19334250,
"couponRate": 5.5,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MSLZ60",
"cusip": "3140MSLZ6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817813,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BW1289 5.50% 10/1/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21590108,
"marketValue": 21371357,
"couponRate": 5.5,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MSNF88",
"cusip": "3140MSNF8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817877,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX8625 5.00% 4/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22495779,
"marketValue": 21729078,
"couponRate": 5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NDSP38",
"cusip": "3140NDSP3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817943,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY6759 5.00% 7/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16989590,
"marketValue": 16429443,
"couponRate": 5,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NPQM54",
"cusip": "3140NPQM5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817969,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA4021 3.50% 8/1/2049",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21047484,
"marketValue": 18897420,
"couponRate": 3.5,
"maturityDate": "2049-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QBPF99",
"cusip": "3140QBPF9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817975,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA4802 3.50% 12/1/2049",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19938950,
"marketValue": 17902167,
"couponRate": 3.5,
"maturityDate": "2049-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QCKQ82",
"cusip": "3140QCKQ8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818027,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA8130 2.50% 12/1/2050",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17808850,
"marketValue": 14693156,
"couponRate": 2.5,
"maturityDate": "2050-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QGA801",
"cusip": "3140QGA80",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818051,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA9291 2.50% 2/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18904703,
"marketValue": 15422192,
"couponRate": 2.5,
"maturityDate": "2051-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QHKD66",
"cusip": "3140QHKD6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818065,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB0191 3.00% 4/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 23151984,
"marketValue": 19841181,
"couponRate": 3,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QKF943",
"cusip": "3140QKF94",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818073,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB0449 2.00% 5/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22308513,
"marketValue": 17479813,
"couponRate": 2,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QKQB75",
"cusip": "3140QKQB7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818097,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB1304 3.00% 8/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18183961,
"marketValue": 15713888,
"couponRate": 3,
"maturityDate": "2051-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QLNW23",
"cusip": "3140QLNW2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818099,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB1394 2.50% 8/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22117277,
"marketValue": 18042589,
"couponRate": 2.5,
"maturityDate": "2051-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QLRQ19",
"cusip": "3140QLRQ1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818083,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB1793 2.50% 10/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17042997,
"marketValue": 13903115,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QL7F71",
"cusip": "3140QL7F7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818127,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2372 2.50% 12/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 26816998,
"marketValue": 22145879,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QMT619",
"cusip": "3140QMT61",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818179,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB4852 4.50% 10/1/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22725704,
"marketValue": 21429203,
"couponRate": 4.5,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QQMA09",
"cusip": "3140QQMA0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818213,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB6465 6.00% 6/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 13450930,
"marketValue": 13613377,
"couponRate": 6,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QSFF35",
"cusip": "3140QSFF3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818207,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB6486 6.00% 6/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17799235,
"marketValue": 18020088,
"couponRate": 6,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QSF482",
"cusip": "3140QSF48",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818285,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8725 6.50% 6/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17092437,
"marketValue": 17619876,
"couponRate": 6.5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QUVT01",
"cusip": "3140QUVT0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818289,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8838 5.50% 7/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17896492,
"marketValue": 17771001,
"couponRate": 5.5,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QUZC30",
"cusip": "3140QUZC3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818297,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB9071 6.50% 8/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17178857,
"marketValue": 17648888,
"couponRate": 6.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QVCH56",
"cusip": "3140QVCH5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818301,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB9146 5.50% 9/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21902920,
"marketValue": 21730763,
"couponRate": 5.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QVEU40",
"cusip": "3140QVEU4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818299,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB9159 6.00% 9/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18577279,
"marketValue": 18844904,
"couponRate": 6,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QVE919",
"cusip": "3140QVE91",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818313,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB9616 5.50% 12/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14699348,
"marketValue": 14559322,
"couponRate": 5.5,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QVVJ02",
"cusip": "3140QVVJ0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817355,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB1299 6.00% 4/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16633101,
"marketValue": 16819808,
"couponRate": 6,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AANR47",
"cusip": "3140AANR4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817375,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB5213 5.50% 7/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15831336,
"marketValue": 15634268,
"couponRate": 5.5,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AEYK96",
"cusip": "3140AEYK9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817385,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB6905 6.00% 7/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15277514,
"marketValue": 15356667,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AGU779",
"cusip": "3140AGU77",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818389,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM7690 2.00% 7/1/2041",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21456915,
"marketValue": 17928518,
"couponRate": 2,
"maturityDate": "2041-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XBRL66",
"cusip": "3140XBRL6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818391,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM7694 3.00% 6/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17034157,
"marketValue": 14688400,
"couponRate": 3,
"maturityDate": "2051-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XBRQ53",
"cusip": "3140XBRQ5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818393,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM7740 2.50% 6/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 24273064,
"marketValue": 19800897,
"couponRate": 2.5,
"maturityDate": "2051-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XBS685",
"cusip": "3140XBS68",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818403,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM8120 2.00% 8/1/2041",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20028857,
"marketValue": 16739778,
"couponRate": 2,
"maturityDate": "2041-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XCAW87",
"cusip": "3140XCAW8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818407,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM8436 2.50% 9/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 23354101,
"marketValue": 19051295,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XCLS56",
"cusip": "3140XCLS5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818413,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM8692 2.50% 9/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 24132569,
"marketValue": 19686698,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XCUS55",
"cusip": "3140XCUS5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818437,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM9481 2.50% 11/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18839327,
"marketValue": 15368671,
"couponRate": 2.5,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XDRB41",
"cusip": "3140XDRB4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818439,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM9492 2.50% 11/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19489164,
"marketValue": 16131395,
"couponRate": 2.5,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XDRN88",
"cusip": "3140XDRN8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818423,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM9855 2.50% 12/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19663641,
"marketValue": 16040694,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XD5R31",
"cusip": "3140XD5R3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818455,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM9904 2.50% 12/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21319089,
"marketValue": 17404435,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XEAE46",
"cusip": "3140XEAE4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818473,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS0369 2.50% 1/1/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 25703564,
"marketValue": 20967476,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XFMT51",
"cusip": "3140XFMT5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818475,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS0370 2.50% 1/1/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 23036793,
"marketValue": 18792241,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XFMU25",
"cusip": "3140XFMU2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818477,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS0392 2.50% 1/1/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21025093,
"marketValue": 17151198,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XFNJ60",
"cusip": "3140XFNJ6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818489,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS0972 3.50% 1/1/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 24441415,
"marketValue": 22023133,
"couponRate": 3.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XGCJ62",
"cusip": "3140XGCJ6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818503,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS1885 2.50% 2/1/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19741847,
"marketValue": 16106287,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XHCX30",
"cusip": "3140XHCX3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818507,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS1995 2.50% 2/1/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17072846,
"marketValue": 13926935,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XHGD30",
"cusip": "3140XHGD3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818521,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS3189 4.00% 4/1/2050",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17190122,
"marketValue": 15967578,
"couponRate": 4,
"maturityDate": "2050-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XJRK10",
"cusip": "3140XJRK1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818565,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS4840 5.50% 5/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20911541,
"marketValue": 20661083,
"couponRate": 5.5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XLLW67",
"cusip": "3140XLLW6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818571,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS4919 2.50% 5/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18305383,
"marketValue": 15000108,
"couponRate": 2.5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XLPD41",
"cusip": "3140XLPD4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818577,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS5125 2.50% 10/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17000010,
"marketValue": 13867809,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XLVT29",
"cusip": "3140XLVT2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818549,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS5387 2.50% 5/1/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 26159797,
"marketValue": 21339488,
"couponRate": 2.5,
"maturityDate": "2052-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XL6Z66",
"cusip": "3140XL6Z6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818643,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS7221 6.00% 2/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14361541,
"marketValue": 14535000,
"couponRate": 6,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XPAX73",
"cusip": "3140XPAX7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818665,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS8131 5.50% 6/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17441451,
"marketValue": 17299757,
"couponRate": 5.5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XQA988",
"cusip": "3140XQA98",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818677,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS8317 6.50% 7/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15913763,
"marketValue": 16373305,
"couponRate": 6.5,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XQG357",
"cusip": "3140XQG35",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818679,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS8318 6.00% 7/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17941594,
"marketValue": 18162132,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XQG431",
"cusip": "3140XQG43",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818699,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS8783 6.50% 8/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21175904,
"marketValue": 21757225,
"couponRate": 6.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XQXM45",
"cusip": "3140XQXM4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818711,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS9189 2.00% 5/1/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18651519,
"marketValue": 14600763,
"couponRate": 2,
"maturityDate": "2052-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XRF753",
"cusip": "3140XRF75",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818829,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4287 2.00% 3/1/2041",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20950758,
"marketValue": 17509219,
"couponRate": 2,
"maturityDate": "2041-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418DXR87",
"cusip": "31418DXR8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818835,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4306 2.50% 4/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17031433,
"marketValue": 14012884,
"couponRate": 2.5,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418DYC00",
"cusip": "31418DYC0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818873,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4570 2.00% 3/1/2042",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16636636,
"marketValue": 13797428,
"couponRate": 2,
"maturityDate": "2042-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ECG35",
"cusip": "31418ECG3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818881,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4626 4.00% 2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21862868,
"marketValue": 20038302,
"couponRate": 4,
"maturityDate": "2052-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ED805",
"cusip": "31418ED80",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818919,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4920 6.00% 2/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20086464,
"marketValue": 20205617,
"couponRate": 6,
"maturityDate": "2053-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EPE40",
"cusip": "31418EPE4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818913,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4942 6.00% 3/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20337327,
"marketValue": 20445582,
"couponRate": 6,
"maturityDate": "2053-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EP460",
"cusip": "31418EP46",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818949,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5071 5.00% 7/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22671626,
"marketValue": 21920606,
"couponRate": 5,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ET595",
"cusip": "31418ET59",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818965,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5139 6.00% 9/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 13913377,
"marketValue": 13993143,
"couponRate": 6,
"maturityDate": "2053-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EV989",
"cusip": "31418EV98",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818979,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5177 4.00% 10/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17207749,
"marketValue": 15749961,
"couponRate": 4,
"maturityDate": "2053-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EXF23",
"cusip": "31418EXF2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818983,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5191 6.00% 11/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20553928,
"marketValue": 20671764,
"couponRate": 6,
"maturityDate": "2053-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EXV72",
"cusip": "31418EXV7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818987,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5207 4.00% 11/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17761645,
"marketValue": 16256914,
"couponRate": 4,
"maturityDate": "2053-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EYD65",
"cusip": "31418EYD6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819015,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5471 6.00% 9/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14002363,
"marketValue": 14074909,
"couponRate": 6,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418FCH82",
"cusip": "31418FCH8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819021,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5528 4.00% 11/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17839607,
"marketValue": 16325328,
"couponRate": 4,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418FEA12",
"cusip": "31418FEA1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3815861,
"type": "FIXED_INCOME",
"name": "Farmer Mac Agricultural Real Estate Trust, Series 2024-2, Class A, 0% 8/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17200000,
"marketValue": 16623972,
"couponRate": 0,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US307910AC38",
"cusip": "307910AC3",
"issuer": "212351742",
"ticker": null,
"issuerName": "FARM Mortgage Trust"
},
{
"id": 3815859,
"type": "FIXED_INCOME",
"name": "Farmer Mac Agricultural Real Estate Trust, Series 2024-2, Class A1, 0% 8/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20524806,
"marketValue": 20245053,
"couponRate": 0,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US307910AA71",
"cusip": "307910AA7",
"issuer": "212351742",
"ticker": null,
"issuerName": "FARM Mortgage Trust"
},
{
"id": 3819257,
"type": "FIXED_INCOME",
"name": "Fidelity National Information Services, Inc. 1.15% 3/1/2026",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22429000,
"marketValue": 21525784,
"couponRate": 1.15,
"maturityDate": "2026-03-01",
"fundAbbreviation": null,
"sedol": "BKQN778",
"isin": "US31620MBR60",
"cusip": "31620MBR6",
"issuer": "2080774",
"ticker": null,
"issuerName": "FIS"
},
{
"id": 3819277,
"type": "FIXED_INCOME",
"name": "FirstKey Homes Trust, Series 2020-SFR2, Class A, 1.266% 10/19/2037",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18703752,
"marketValue": 18236681,
"couponRate": 1.266,
"maturityDate": "2037-10-19",
"fundAbbreviation": null,
"sedol": null,
"isin": "US33767JAA07",
"cusip": "33767JAA0",
"issuer": "212274454",
"ticker": null,
"issuerName": "Firstkey Homes FKH_20-SFR2"
},
{
"id": 3819321,
"type": "FIXED_INCOME",
"name": "Flatiron CLO, Ltd., Series 2024-1, Class A1, (3-month USD CME Term SOFR + 1.32%) 6.645% 7/15/2036",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19829000,
"marketValue": 19910537,
"couponRate": 6.645,
"maturityDate": "2036-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US33884EAC57",
"cusip": "33884EAC5",
"issuer": "212338923",
"ticker": null,
"issuerName": "Flatiron CLO 28 Ltd FLAT_24-1A"
},
{
"id": 3819323,
"type": "FIXED_INCOME",
"name": "Florida Power & Light Co. 2.875% 12/4/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22217000,
"marketValue": 13897400,
"couponRate": 2.875,
"maturityDate": "2051-12-04",
"fundAbbreviation": null,
"sedol": "BPG96F2",
"isin": "US341081GE16",
"cusip": "341081GE1",
"issuer": "21001929",
"ticker": null,
"issuerName": "NextEra Energy"
},
{
"id": 3819331,
"type": "FIXED_INCOME",
"name": "Florida Power & Light Co. 4.40% 5/15/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16905000,
"marketValue": 16740126,
"couponRate": 4.4,
"maturityDate": "2028-05-15",
"fundAbbreviation": null,
"sedol": "BQ3RM47",
"isin": "US341081GN15",
"cusip": "341081GN1",
"issuer": "21001929",
"ticker": null,
"issuerName": "NextEra Energy"
},
{
"id": 3819357,
"type": "FIXED_INCOME",
"name": "Ford Credit Auto Owner Trust, Series 2018-1, Class A, 3.19% 7/15/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19385000,
"marketValue": 19374125,
"couponRate": 3.19,
"maturityDate": "2031-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US34532RAA41",
"cusip": "34532RAA4",
"issuer": "212218106",
"ticker": null,
"issuerName": "Ford Credit Auto Owner Trust 18-1"
},
{
"id": 3819363,
"type": "FIXED_INCOME",
"name": "Ford Credit Auto Owner Trust, Series 2021-1, Class A, 1.37% 10/17/2033",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21970000,
"marketValue": 21110929,
"couponRate": 1.37,
"maturityDate": "2033-10-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US345340AA14",
"cusip": "345340AA1",
"issuer": "212281440",
"ticker": null,
"issuerName": "Ford Credit Auto Owner Trust FORDR_21-1"
},
{
"id": 3819367,
"type": "FIXED_INCOME",
"name": "Ford Credit Auto Owner Trust, Series 2023-1, Class A, 4.85% 8/15/2035",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15800000,
"marketValue": 15878842,
"couponRate": 4.85,
"maturityDate": "2035-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US34535QAA31",
"cusip": "34535QAA3",
"issuer": "212317403",
"ticker": null,
"issuerName": "Ford Credit Auto Owner Trust FORDR_23-1"
},
{
"id": 3819429,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 4.542% 8/1/2026",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18000000,
"marketValue": 17810784,
"couponRate": 4.542,
"maturityDate": "2026-08-01",
"fundAbbreviation": null,
"sedol": "BK5ZB84",
"isin": "US345397ZW60",
"cusip": "345397ZW6",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819421,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 6.054% 11/5/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14049000,
"marketValue": 13941216,
"couponRate": 6.054,
"maturityDate": "2031-11-05",
"fundAbbreviation": null,
"sedol": "BNGC6G8",
"isin": "US345397G313",
"cusip": "345397G31",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819407,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 7.122% 11/7/2033",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18000000,
"marketValue": 18795456,
"couponRate": 7.122,
"maturityDate": "2033-11-07",
"fundAbbreviation": null,
"sedol": "BQHPH53",
"isin": "US345397D674",
"cusip": "345397D67",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3816491,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G67709 3.50% 3/1/2048",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20880843,
"marketValue": 18811551,
"couponRate": 3.5,
"maturityDate": "2048-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132XCR641",
"cusip": "3132XCR64",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816493,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G67711 4.00% 3/1/2048",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19627749,
"marketValue": 18290020,
"couponRate": 4,
"maturityDate": "2048-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132XCR807",
"cusip": "3132XCR80",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817119,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QA4692 3.00% 11/1/2049",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16441706,
"marketValue": 14240079,
"couponRate": 3,
"maturityDate": "2049-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31346YF991",
"cusip": "31346YF99",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817123,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QA5125 3.50% 12/1/2049",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19319820,
"marketValue": 17345508,
"couponRate": 3.5,
"maturityDate": "2049-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31346YVS98",
"cusip": "31346YVS9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816637,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC9251 2.50% 10/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17154683,
"marketValue": 13994156,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133AUH434",
"cusip": "3133AUH43",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816653,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD3619 2.50% 12/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16935330,
"marketValue": 13817519,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B1AU51",
"cusip": "3133B1AU5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816769,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF1254 4.50% 10/1/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19558898,
"marketValue": 18438232,
"couponRate": 4.5,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BNMB64",
"cusip": "3133BNMB6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816805,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF8462 5.50% 3/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20368167,
"marketValue": 20139249,
"couponRate": 5.5,
"maturityDate": "2053-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BWMK62",
"cusip": "3133BWMK6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816829,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG3743 5.00% 5/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15975648,
"marketValue": 15456743,
"couponRate": 5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133C4EQ33",
"cusip": "3133C4EQ3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816835,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG4632 5.50% 6/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14221055,
"marketValue": 14062859,
"couponRate": 5.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133C5ED94",
"cusip": "3133C5ED9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817103,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QI8872 5.50% 7/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17310631,
"marketValue": 17145851,
"couponRate": 5.5,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133WF2D81",
"cusip": "3133WF2D8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817107,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QI9151 6.50% 7/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21164885,
"marketValue": 21716272,
"couponRate": 6.5,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133WGEY79",
"cusip": "3133WGEY7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816893,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA2319 3.00% 3/1/2050",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17185368,
"marketValue": 14701601,
"couponRate": 3,
"maturityDate": "2050-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KHSG29",
"cusip": "3133KHSG2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816913,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA4070 2.50% 11/1/2050",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 26774597,
"marketValue": 22086070,
"couponRate": 2.5,
"maturityDate": "2050-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KKQX09",
"cusip": "3133KKQX0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816915,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA4206 2.50% 12/1/2050",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22342896,
"marketValue": 18265630,
"couponRate": 2.5,
"maturityDate": "2050-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KKU726",
"cusip": "3133KKU72",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816927,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA5288 2.00% 5/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22732280,
"marketValue": 17977937,
"couponRate": 2,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KL2V82",
"cusip": "3133KL2V8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817003,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA7556 4.50% 6/1/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 23147189,
"marketValue": 21820947,
"couponRate": 4.5,
"maturityDate": "2052-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KPMD77",
"cusip": "3133KPMD7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817039,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA9279 6.00% 6/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18161206,
"marketValue": 18369806,
"couponRate": 6,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KRJY18",
"cusip": "3133KRJY1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817031,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA9283 6.00% 6/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16654057,
"marketValue": 16886148,
"couponRate": 6,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KRJ476",
"cusip": "3133KRJ47",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817057,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RB0544 2.00% 6/1/2041",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 25922265,
"marketValue": 21659322,
"couponRate": 2,
"maturityDate": "2041-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KTS929",
"cusip": "3133KTS92",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817073,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RB5153 2.00% 4/1/2042",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18024121,
"marketValue": 14916330,
"couponRate": 2,
"maturityDate": "2042-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KYWN56",
"cusip": "3133KYWN5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819077,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ0856 6.50% 2/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16897009,
"marketValue": 17310597,
"couponRate": 6.5,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GQ5S74",
"cusip": "3142GQ5S7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819109,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1216 5.50% 4/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19554771,
"marketValue": 19420704,
"couponRate": 5.5,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GRK663",
"cusip": "3142GRK66",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819113,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1348 6.00% 4/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18316070,
"marketValue": 18537310,
"couponRate": 6,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GRQA12",
"cusip": "3142GRQA1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819117,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1415 5.50% 5/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17084447,
"marketValue": 16949052,
"couponRate": 5.5,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GRSD33",
"cusip": "3142GRSD3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819123,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1435 6.00% 4/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14661076,
"marketValue": 14838167,
"couponRate": 6,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GRSZ45",
"cusip": "3142GRSZ4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819125,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1447 6.50% 5/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19640860,
"marketValue": 20233798,
"couponRate": 6.5,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GRTD24",
"cusip": "3142GRTD2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819129,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1535 6.50% 5/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16972811,
"marketValue": 17416294,
"couponRate": 6.5,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GRV561",
"cusip": "3142GRV56",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819167,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2193 5.00% 8/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15990177,
"marketValue": 15482920,
"couponRate": 5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSNK04",
"cusip": "3142GSNK0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819177,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2202 5.50% 8/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15802780,
"marketValue": 15686408,
"couponRate": 5.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSNU85",
"cusip": "3142GSNU8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819165,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2213 6.00% 8/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16216220,
"marketValue": 16449425,
"couponRate": 6,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSN798",
"cusip": "3142GSN79",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819191,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2216 6.00% 8/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20181247,
"marketValue": 20334645,
"couponRate": 6,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSPA04",
"cusip": "3142GSPA0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819195,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2223 6.50% 8/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14831807,
"marketValue": 15283154,
"couponRate": 6.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSPH56",
"cusip": "3142GSPH5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819187,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2245 6.00% 8/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15525625,
"marketValue": 15691671,
"couponRate": 6,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSP777",
"cusip": "3142GSP77",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819189,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2247 6.50% 8/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15487033,
"marketValue": 15896356,
"couponRate": 6.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSP934",
"cusip": "3142GSP93",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819207,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2298 5.50% 9/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 13792036,
"marketValue": 13644144,
"couponRate": 5.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSRU40",
"cusip": "3142GSRU4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819215,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2323 6.50% 9/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17778311,
"marketValue": 18370329,
"couponRate": 6.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSSM15",
"cusip": "3142GSSM1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819231,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2474 6.50% 9/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19833019,
"marketValue": 20301792,
"couponRate": 6.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSXC77",
"cusip": "3142GSXC7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819235,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2850 4.50% 11/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22595908,
"marketValue": 21284306,
"couponRate": 4.5,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GTEY81",
"cusip": "3142GTEY8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819237,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2851 4.50% 11/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19955985,
"marketValue": 18778282,
"couponRate": 4.5,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GTEZ56",
"cusip": "3142GTEZ5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819247,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ3012 5.00% 12/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18938942,
"marketValue": 18307385,
"couponRate": 5,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GTK214",
"cusip": "3142GTK21",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819251,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ3078 5.50% 12/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14779951,
"marketValue": 14634634,
"couponRate": 5.5,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GTM459",
"cusip": "3142GTM45",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815941,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SC0149 2.00% 3/1/2041",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18078379,
"marketValue": 15108426,
"couponRate": 2,
"maturityDate": "2041-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132D9EW06",
"cusip": "3132D9EW0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815945,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SC0175 2.00% 9/1/2041",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18606594,
"marketValue": 15546758,
"couponRate": 2,
"maturityDate": "2041-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132D9FQ29",
"cusip": "3132D9FQ2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815969,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD0234 3.00% 1/1/2050",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 24682621,
"marketValue": 21329462,
"couponRate": 3,
"maturityDate": "2050-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DMHK45",
"cusip": "3132DMHK4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815977,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD0734 3.00% 10/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 23824823,
"marketValue": 20565396,
"couponRate": 3,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DMY747",
"cusip": "3132DMY74",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815957,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD0855 2.50% 1/1/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20794911,
"marketValue": 17097680,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DM5Q40",
"cusip": "3132DM5Q4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815961,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD0873 3.50% 2/1/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22717956,
"marketValue": 20438436,
"couponRate": 3.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DM6J97",
"cusip": "3132DM6J9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815981,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD0902 2.50% 2/1/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18837517,
"marketValue": 15359527,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DNAB91",
"cusip": "3132DNAB9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816037,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD2716 5.00% 4/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17496500,
"marketValue": 16946165,
"couponRate": 5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQAR74",
"cusip": "3132DQAR7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816039,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD2861 6.00% 5/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18404756,
"marketValue": 18660932,
"couponRate": 6,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQFA94",
"cusip": "3132DQFA9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816041,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD2880 3.00% 10/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16427371,
"marketValue": 14099300,
"couponRate": 3,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQFV32",
"cusip": "3132DQFV3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816049,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD3083 6.00% 6/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21856874,
"marketValue": 22008889,
"couponRate": 6,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQM867",
"cusip": "3132DQM86",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816055,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD3214 4.00% 6/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18952610,
"marketValue": 17370067,
"couponRate": 4,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQSB31",
"cusip": "3132DQSB3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816053,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD3240 6.00% 6/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19502373,
"marketValue": 19614180,
"couponRate": 6,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQS567",
"cusip": "3132DQS56",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816065,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD3356 6.00% 7/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20558437,
"marketValue": 20667890,
"couponRate": 6,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQWR37",
"cusip": "3132DQWR3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816439,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD3859 6.50% 9/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17125026,
"marketValue": 17581049,
"couponRate": 6.5,
"maturityDate": "2053-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132E0JC77",
"cusip": "3132E0JC7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816099,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD4896 6.00% 2/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17412761,
"marketValue": 17648338,
"couponRate": 6,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DSNM07",
"cusip": "3132DSNM0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816113,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD4999 5.00% 8/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17798552,
"marketValue": 17204116,
"couponRate": 5,
"maturityDate": "2053-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DSRU86",
"cusip": "3132DSRU8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816151,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6034 6.50% 8/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21772846,
"marketValue": 22497882,
"couponRate": 6.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DTV318",
"cusip": "3132DTV31",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816121,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6271 6.50% 9/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19059037,
"marketValue": 19607708,
"couponRate": 6.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DT6G04",
"cusip": "3132DT6G0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816171,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6375 6.50% 9/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15914192,
"marketValue": 16357291,
"couponRate": 6.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DUCL98",
"cusip": "3132DUCL9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816175,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6496 2.00% 6/1/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 26732643,
"marketValue": 20896479,
"couponRate": 2,
"maturityDate": "2052-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DUGD37",
"cusip": "3132DUGD3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816191,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD7517 3.00% 5/1/2050",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 25557192,
"marketValue": 22164193,
"couponRate": 3,
"maturityDate": "2050-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DVK614",
"cusip": "3132DVK61",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816199,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD7525 2.50% 10/1/2050",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21112837,
"marketValue": 17615601,
"couponRate": 2.5,
"maturityDate": "2050-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DVLE38",
"cusip": "3132DVLE3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816207,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD7554 2.50% 4/1/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 25587489,
"marketValue": 21160060,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DVMB89",
"cusip": "3132DVMB8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816239,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8225 3.00% 7/1/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17342478,
"marketValue": 14770936,
"couponRate": 3,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWD674",
"cusip": "3132DWD67",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816257,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8257 4.50% 10/1/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20442187,
"marketValue": 19274508,
"couponRate": 4.5,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWE664",
"cusip": "3132DWE66",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816299,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8315 5.00% 4/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19636649,
"marketValue": 19007864,
"couponRate": 5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWGY30",
"cusip": "3132DWGY3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816345,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8373 6.00% 11/1/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21125071,
"marketValue": 21239695,
"couponRate": 6,
"maturityDate": "2053-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWJS35",
"cusip": "3132DWJS3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816361,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8402 6.00% 2/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14559399,
"marketValue": 14636913,
"couponRate": 6,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWKP76",
"cusip": "3132DWKP7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816365,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8406 4.00% 1/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17318962,
"marketValue": 15849881,
"couponRate": 4,
"maturityDate": "2054-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWKT98",
"cusip": "3132DWKT9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816379,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8430 5.00% 5/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16378802,
"marketValue": 15820006,
"couponRate": 5,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWLK70",
"cusip": "3132DWLK7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816371,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8447 6.00% 7/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16850755,
"marketValue": 16958532,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWL438",
"cusip": "3132DWL43",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816411,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8469 5.50% 10/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16589055,
"marketValue": 16379950,
"couponRate": 5.5,
"maturityDate": "2054-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWMS97",
"cusip": "3132DWMS9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816391,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8481 4.00% 10/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20862068,
"marketValue": 19086143,
"couponRate": 4,
"maturityDate": "2054-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWM675",
"cusip": "3132DWM67",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816423,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8488 4.00% 1/1/2055",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 24718383,
"marketValue": 22614181,
"couponRate": 4,
"maturityDate": "2055-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWND10",
"cusip": "3132DWND1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816427,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8492 5.00% 1/1/2055",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14408434,
"marketValue": 13914585,
"couponRate": 5,
"maturityDate": "2055-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWNH24",
"cusip": "3132DWNH2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819455,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-1, Class HA, 0% 1/25/2056",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20632378,
"marketValue": 19188895,
"couponRate": 0,
"maturityDate": "2056-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35563PAP45",
"cusip": "35563PAP4",
"issuer": "212182781",
"ticker": null,
"issuerName": "Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-1"
},
{
"id": 3819459,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class HA, 0% 8/25/2056",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 23956245,
"marketValue": 22148962,
"couponRate": 0,
"maturityDate": "2056-08-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35563PBF53",
"cusip": "35563PBF5",
"issuer": "212186485",
"ticker": null,
"issuerName": "Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2"
},
{
"id": 3819485,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MA, 3.50% 8/25/2058",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17411589,
"marketValue": 16431943,
"couponRate": 3.5,
"maturityDate": "2058-08-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35563PKG36",
"cusip": "35563PKG3",
"issuer": "212256861",
"ticker": null,
"issuerName": "Seasoned Credit Risk Transfer SCRT_19-2"
},
{
"id": 3819495,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2018-1, Class A1, 3.50% 6/25/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15366828,
"marketValue": 14796089,
"couponRate": 3.5,
"maturityDate": "2028-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35564CAA53",
"cusip": "35564CAA5",
"issuer": "212240761",
"ticker": null,
"issuerName": "Seasoned Loan Structured Transaction 18-1"
},
{
"id": 3819501,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2019-3, Class A1C, 2.75% 11/25/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21266761,
"marketValue": 19750207,
"couponRate": 2.75,
"maturityDate": "2029-11-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35564CEE30",
"cusip": "35564CEE3",
"issuer": "212266855",
"ticker": null,
"issuerName": "Freddie Mac - Slst SLST_19-3"
},
{
"id": 3819527,
"type": "FIXED_INCOME",
"name": "Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA3, Class M1, (30-day Average USD-SOFR + 1.00%) 5.569% 10/25/2044",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14367225,
"marketValue": 14373949,
"couponRate": 5.569,
"maturityDate": "2044-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35564NEZ24",
"cusip": "35564NEZ2",
"issuer": "212349732",
"ticker": null,
"issuerName": "Freddie Mac STACR REMIC Trust 2024-DNA3"
},
{
"id": 3815849,
"type": "FIXED_INCOME",
"name": "FS Commercial Trust, Series 2023-4SZN, Class A, 7.066% 11/10/2039",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16156000,
"marketValue": 16698115,
"couponRate": 7.066,
"maturityDate": "2039-11-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30334RAA23",
"cusip": "30334RAA2",
"issuer": "212330295",
"ticker": null,
"issuerName": "FS Commercial Mortgage Trust 2023-4SZN"
},
{
"id": 3819815,
"type": "FIXED_INCOME",
"name": "General Motors Co. 6.80% 10/1/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17933500,
"marketValue": 18737495,
"couponRate": 6.8,
"maturityDate": "2027-10-01",
"fundAbbreviation": null,
"sedol": "BMDX5Y8",
"isin": "US37045VAU44",
"cusip": "37045VAU4",
"issuer": "16095204",
"ticker": null,
"issuerName": "General Motors"
},
{
"id": 3819833,
"type": "FIXED_INCOME",
"name": "Georgia Power Co. 4.95% 5/17/2033",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17384000,
"marketValue": 17032061,
"couponRate": 4.95,
"maturityDate": "2033-05-17",
"fundAbbreviation": null,
"sedol": "BQPF7S8",
"isin": "US373334KT78",
"cusip": "373334KT7",
"issuer": "125005213",
"ticker": null,
"issuerName": "Southern"
},
{
"id": 3819863,
"type": "FIXED_INCOME",
"name": "GLS Auto Receivables Trust, Series 2024-2, Class C, 6.03% 2/15/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14916000,
"marketValue": 15232249,
"couponRate": 6.03,
"maturityDate": "2030-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US37964VAE74",
"cusip": "37964VAE7",
"issuer": "212340936",
"ticker": null,
"issuerName": "GLS Auto Receivables Issuer Trust 2024-2"
},
{
"id": 3819783,
"type": "FIXED_INCOME",
"name": "GLS Auto Receivables Trust, Series 2024-4A, Class C, 5.10% 6/17/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 13825000,
"marketValue": 13782875,
"couponRate": 5.1,
"maturityDate": "2030-06-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36270YAJ10",
"cusip": "36270YAJ1",
"issuer": "212350517",
"ticker": null,
"issuerName": "GLS Auto Receivables Issuer Trust 2024-4"
},
{
"id": 3819785,
"type": "FIXED_INCOME",
"name": "GLS Auto Receivables Trust, Series 2024-4A, Class D, 5.65% 7/15/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15909000,
"marketValue": 15857057,
"couponRate": 5.65,
"maturityDate": "2030-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36270YAL65",
"cusip": "36270YAL6",
"issuer": "212350517",
"ticker": null,
"issuerName": "GLS Auto Receivables Issuer Trust 2024-4"
},
{
"id": 3819889,
"type": "FIXED_INCOME",
"name": "GM Financial Securitized Term Auto Receivables Trust, Series 2024-4, Class A3, 4.40% 8/16/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21863000,
"marketValue": 21811469,
"couponRate": 4.4,
"maturityDate": "2029-08-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US38014AAD37",
"cusip": "38014AAD3",
"issuer": "212349510",
"ticker": null,
"issuerName": "GM Financial Consumer Automobile Receivables Trust 2024-4"
},
{
"id": 3819921,
"type": "FIXED_INCOME",
"name": "Goldman Sachs Group, Inc. 3.50% 4/1/2025",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14230000,
"marketValue": 14180850,
"couponRate": 3.5,
"maturityDate": "2025-04-01",
"fundAbbreviation": null,
"sedol": "BMQ5M51",
"isin": "US38141GXJ83",
"cusip": "38141GXJ8",
"issuer": "165076273",
"ticker": null,
"issuerName": "Goldman Sachs"
},
{
"id": 3819907,
"type": "FIXED_INCOME",
"name": "Goldman Sachs Group, Inc. 4.692% 10/23/2030 (USD-SOFR + 1.135% on 10/23/2029)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15588000,
"marketValue": 15267137,
"couponRate": 4.692,
"maturityDate": "2030-10-23",
"fundAbbreviation": null,
"sedol": "BSF0H54",
"isin": "US38141GB607",
"cusip": "38141GB60",
"issuer": "165076273",
"ticker": null,
"issuerName": "Goldman Sachs"
},
{
"id": 3819909,
"type": "FIXED_INCOME",
"name": "Goldman Sachs Group, Inc. 5.016% 10/23/2035 (USD-SOFR + 1.42% on 10/23/2034)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16517000,
"marketValue": 15817043,
"couponRate": 5.016,
"maturityDate": "2035-10-23",
"fundAbbreviation": null,
"sedol": "BSF0602",
"isin": "US38141GB789",
"cusip": "38141GB78",
"issuer": "165076273",
"ticker": null,
"issuerName": "Goldman Sachs"
},
{
"id": 3819901,
"type": "FIXED_INCOME",
"name": "Goldman Sachs Group, Inc. 5.851% 4/25/2035 (USD-SOFR + 1.552% on 4/25/2034)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14383000,
"marketValue": 14660937,
"couponRate": 5.851,
"maturityDate": "2035-04-25",
"fundAbbreviation": null,
"sedol": "BSCB6G4",
"isin": "US38141GA955",
"cusip": "38141GA95",
"issuer": "165076273",
"ticker": null,
"issuerName": "Goldman Sachs"
},
{
"id": 3819939,
"type": "FIXED_INCOME",
"name": "Golub Capital Partners Static, Ltd., CLO, Series 2024-1, Class A2, (3-month USD CME Term SOFR + 1.55%) 6.167% 4/20/2033",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17308000,
"marketValue": 17319077,
"couponRate": 6.167,
"maturityDate": "2033-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US381929AC24",
"cusip": "381929AC2",
"issuer": "212337893",
"ticker": null,
"issuerName": "Golub Capital Partners Static 2024-1"
},
{
"id": 3815339,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. 3.00% 1/1/2055",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18350000,
"marketValue": 15914331,
"couponRate": 3,
"maturityDate": "2055-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US21H0306173",
"cusip": "21H030617",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3815341,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. 3.50% 1/1/2055",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17302537,
"marketValue": 15467568,
"couponRate": 3.5,
"maturityDate": "2055-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US21H0326130",
"cusip": "21H032613",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819703,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #785813 2.50% 12/20/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21691356,
"marketValue": 17802248,
"couponRate": 2.5,
"maturityDate": "2051-12-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3622ABK273",
"cusip": "3622ABK27",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819601,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA7051 2.00% 2050",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20875367,
"marketValue": 16742274,
"couponRate": 2,
"maturityDate": "2050-12-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179VZQ66",
"cusip": "36179VZQ6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819611,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA7259 4.50% 3/20/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17677499,
"marketValue": 16951378,
"couponRate": 4.5,
"maturityDate": "2051-03-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179WB499",
"cusip": "36179WB49",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819645,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA8723 4.00% 3/20/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19284991,
"marketValue": 17780858,
"couponRate": 4,
"maturityDate": "2053-03-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179XVQ68",
"cusip": "36179XVQ6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819651,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA9776 4.00% 7/20/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14777993,
"marketValue": 13625265,
"couponRate": 4,
"maturityDate": "2054-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179Y2H67",
"cusip": "36179Y2H6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819959,
"type": "FIXED_INCOME",
"name": "Greatamerica Leasing Receivables Funding, LLC, Series 2024-2, Class A3, 5.00% 9/15/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15472000,
"marketValue": 15605229,
"couponRate": 5,
"maturityDate": "2028-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US39154GAC06",
"cusip": "39154GAC0",
"issuer": "212345392",
"ticker": null,
"issuerName": "GreatAmerica Leasing Receivables Funding LLC Series 2024-2"
},
{
"id": 3819719,
"type": "FIXED_INCOME",
"name": "Great Wolf Trust, Series 2024-WLF2, Class A, (1-month USD CME Term SOFR + 1.691%) 6.088% 5/15/2041",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16268000,
"marketValue": 16353944,
"couponRate": 6.088,
"maturityDate": "2041-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US362414AA28",
"cusip": "362414AA2",
"issuer": "212338957",
"ticker": null,
"issuerName": "Great Wolf Trust GWT_24-WLF2"
},
{
"id": 3819773,
"type": "FIXED_INCOME",
"name": "GS Mortgage-Backed Securities Trust, Series 2024-RPL2, Class A1, 3.75% 7/25/2061 (4.75% on 2/1/2028)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17674385,
"marketValue": 17117536,
"couponRate": 3.75,
"maturityDate": "2061-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36269MAA99",
"cusip": "36269MAA9",
"issuer": "212337142",
"ticker": null,
"issuerName": "GS Mortgage-Backed Securities Trust 2024-RPL2"
},
{
"id": 3819771,
"type": "FIXED_INCOME",
"name": "GS Mortgage Securities Trust., Series 2024-70P, Class A, 5.31% 3/6/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15326000,
"marketValue": 15235592,
"couponRate": 5.31,
"maturityDate": "2041-03-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36269JAA60",
"cusip": "36269JAA6",
"issuer": "212335996",
"ticker": null,
"issuerName": "Gs Mortgage Securities Corporation Trust GSMS_24-70P"
},
{
"id": 3820055,
"type": "FIXED_INCOME",
"name": "Hertz Vehicle Financing III, LLC, Series 2022-4A, Class A, 3.73% 9/25/2026",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17787000,
"marketValue": 17693672,
"couponRate": 3.73,
"maturityDate": "2026-09-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US42806MBA62",
"cusip": "42806MBA6",
"issuer": "212297961",
"ticker": null,
"issuerName": "Hertz Vehicle Financing III LLC HERTZ_22-4"
},
{
"id": 3820061,
"type": "FIXED_INCOME",
"name": "Hertz Vehicle Financing, LLC, Series 2023-3A, Class A, 5.94% 2/25/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19924000,
"marketValue": 20262090,
"couponRate": 5.94,
"maturityDate": "2028-02-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US42806MCA53",
"cusip": "42806MCA5",
"issuer": "212327360",
"ticker": null,
"issuerName": "Hertz Vehicle Financing LLC HERTZ_23-3"
},
{
"id": 3820067,
"type": "FIXED_INCOME",
"name": "Hertz Vehicle Financing, LLC, Series 2024-1A, Class A, 5.44% 1/25/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17272000,
"marketValue": 17400832,
"couponRate": 5.44,
"maturityDate": "2029-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US42806MCK36",
"cusip": "42806MCK3",
"issuer": "212345393",
"ticker": null,
"issuerName": "Hertz Vehicle Financing LLC HERTZ_24-1"
},
{
"id": 3820085,
"type": "FIXED_INCOME",
"name": "Home Depot, Inc. 2.70% 4/15/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 25000000,
"marketValue": 22517325,
"couponRate": 2.7,
"maturityDate": "2030-04-15",
"fundAbbreviation": null,
"sedol": "BMQ5M95",
"isin": "US437076CB65",
"cusip": "437076CB6",
"issuer": "46002590",
"ticker": null,
"issuerName": "Home Depot"
},
{
"id": 3820087,
"type": "FIXED_INCOME",
"name": "Home Depot, Inc. 4.75% 6/25/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 13980000,
"marketValue": 14016040,
"couponRate": 4.75,
"maturityDate": "2029-06-25",
"fundAbbreviation": null,
"sedol": "BPLZ1L6",
"isin": "US437076DC30",
"cusip": "437076DC3",
"issuer": "46002590",
"ticker": null,
"issuerName": "Home Depot"
},
{
"id": 3820089,
"type": "FIXED_INCOME",
"name": "Home Depot, Inc. 4.85% 6/25/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19365000,
"marketValue": 19364206,
"couponRate": 4.85,
"maturityDate": "2031-06-25",
"fundAbbreviation": null,
"sedol": "BPLZ1M7",
"isin": "US437076DD13",
"cusip": "437076DD1",
"issuer": "46002590",
"ticker": null,
"issuerName": "Home Depot"
},
{
"id": 3819975,
"type": "FIXED_INCOME",
"name": "HOMES Trust, Series 2024-NQM1, Class A1, 5.915% 7/25/2069 (6.915% on 7/1/2028)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14731363,
"marketValue": 14784543,
"couponRate": 5.915,
"maturityDate": "2069-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US40390TAA88",
"cusip": "40390TAA8",
"issuer": "212345615",
"ticker": null,
"issuerName": "HOMES 2024-NQM1 Trust"
},
{
"id": 3820101,
"type": "FIXED_INCOME",
"name": "Honeywell International, Inc. 1.95% 6/1/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19413000,
"marketValue": 16767299,
"couponRate": 1.95,
"maturityDate": "2030-06-01",
"fundAbbreviation": null,
"sedol": "BLBCYB0",
"isin": "US438516BZ80",
"cusip": "438516BZ8",
"issuer": "184000184",
"ticker": null,
"issuerName": "Honeywell International"
},
{
"id": 3820119,
"type": "FIXED_INCOME",
"name": "Host Hotels & Resorts, LP 5.70% 7/1/2034",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22000000,
"marketValue": 21977142,
"couponRate": 5.7,
"maturityDate": "2034-07-01",
"fundAbbreviation": null,
"sedol": "BSCC054",
"isin": "US44107TBB17",
"cusip": "44107TBB1",
"issuer": "151007147",
"ticker": null,
"issuerName": "Host Hotels & Resorts"
},
{
"id": 3820123,
"type": "FIXED_INCOME",
"name": "Howard Hughes Corp. (The) 4.125% 2/1/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21700000,
"marketValue": 20067856,
"couponRate": 4.125,
"maturityDate": "2029-02-01",
"fundAbbreviation": null,
"sedol": "BMDJ427",
"isin": "US44267DAE76",
"cusip": "44267DAE7",
"issuer": "212327425",
"ticker": null,
"issuerName": "Howard Hughes Holdings"
},
{
"id": 3820125,
"type": "FIXED_INCOME",
"name": "Howard Hughes Corp. (The) 4.375% 2/1/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 23920000,
"marketValue": 21554910,
"couponRate": 4.375,
"maturityDate": "2031-02-01",
"fundAbbreviation": null,
"sedol": "BMDJ438",
"isin": "US44267DAF42",
"cusip": "44267DAF4",
"issuer": "212327425",
"ticker": null,
"issuerName": "Howard Hughes Holdings"
},
{
"id": 3813707,
"type": "FIXED_INCOME",
"name": "Howmet Aerospace, Inc. 5.95% 2/1/2037",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15532000,
"marketValue": 16130557,
"couponRate": 5.95,
"maturityDate": "2037-02-01",
"fundAbbreviation": null,
"sedol": "BG48MW7",
"isin": "US013817AK77",
"cusip": "013817AK7",
"issuer": "201000201",
"ticker": null,
"issuerName": "Howmet Aerospace"
},
{
"id": 3820003,
"type": "FIXED_INCOME",
"name": "HSBC Holdings PLC 4.755% 6/9/2028 (USD-SOFR + 2.11% on 6/9/2027)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14472000,
"marketValue": 14376586,
"couponRate": 4.755,
"maturityDate": "2028-06-09",
"fundAbbreviation": null,
"sedol": "BQ74Q75",
"isin": "US404280DF39",
"cusip": "404280DF3",
"issuer": "40083992",
"ticker": null,
"issuerName": "HSBC Holdings"
},
{
"id": 3820015,
"type": "FIXED_INCOME",
"name": "HSBC Holdings PLC 5.597% 5/17/2028 (USD-SOFR + 1.06% on 5/17/2027)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17790000,
"marketValue": 17985174,
"couponRate": 5.597,
"maturityDate": "2028-05-17",
"fundAbbreviation": null,
"sedol": "BSQLF74",
"isin": "US404280EF20",
"cusip": "404280EF2",
"issuer": "40083992",
"ticker": null,
"issuerName": "HSBC Holdings"
},
{
"id": 3820135,
"type": "FIXED_INCOME",
"name": "Huntington Bancshares, Inc. 5.272% 1/15/2031 (USD-SOFR + 1.276% on 1/15/2030)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 15016755,
"couponRate": 5.272,
"maturityDate": "2031-01-15",
"fundAbbreviation": null,
"sedol": "BT6MVS7",
"isin": "US446150BE30",
"cusip": "446150BE3",
"issuer": "109002653",
"ticker": null,
"issuerName": "Huntington Bancshares"
},
{
"id": 3820149,
"type": "FIXED_INCOME",
"name": "Hyundai Capital America 1.30% 1/8/2026",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17000000,
"marketValue": 16408587,
"couponRate": 1.3,
"maturityDate": "2026-01-08",
"fundAbbreviation": null,
"sedol": "BNBT4L5",
"isin": "US44891ABS50",
"cusip": "44891ABS5",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820139,
"type": "FIXED_INCOME",
"name": "Hyundai Capital America 2.65% 2/10/2025",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15928000,
"marketValue": 15888610,
"couponRate": 2.65,
"maturityDate": "2025-02-10",
"fundAbbreviation": null,
"sedol": "BL6Z5N3",
"isin": "US44891ABF30",
"cusip": "44891ABF3",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820141,
"type": "FIXED_INCOME",
"name": "Hyundai Capital America 2.85% 2/10/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19717000,
"marketValue": 18949358,
"couponRate": 3,
"maturityDate": "2027-02-10",
"fundAbbreviation": null,
"sedol": "BJQTXK4",
"isin": "US44891ABG13",
"cusip": "44891ABG1",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820171,
"type": "FIXED_INCOME",
"name": "Hyundai Capital America 5.30% 3/19/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14986000,
"marketValue": 15106682,
"couponRate": 5.3,
"maturityDate": "2027-03-19",
"fundAbbreviation": null,
"sedol": "BSHSMN9",
"isin": "US44891ACX37",
"cusip": "44891ACX3",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820211,
"type": "FIXED_INCOME",
"name": "Imperial Fund Mortgage Trust, Series 2023-NQM1, Class A1, 5.941% 2/25/2068 (6.941% on 1/1/2027)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 13731362,
"marketValue": 13756998,
"couponRate": 5.941,
"maturityDate": "2068-02-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US45290BAA70",
"cusip": "45290BAA7",
"issuer": "212316981",
"ticker": null,
"issuerName": "Imperial Fund Mortgage Trust IMPRL_23-NQM1"
},
{
"id": 3813509,
"type": "FIXED_INCOME",
"name": "Indonesia (Republic of), Series 96, 7.00% 2/15/2033",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 309196000000,
"marketValue": 19183215,
"couponRate": 7,
"maturityDate": "2033-02-15",
"fundAbbreviation": null,
"sedol": "BPK4YK4",
"isin": "IDG000020801",
"cusip": null,
"issuer": "212002393",
"ticker": null,
"issuerName": "Indonesia, Government of the Republic of"
},
{
"id": 3820257,
"type": "FIXED_INCOME",
"name": "Intesa Sanpaolo SpA 7.00% 11/21/2025",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20450000,
"marketValue": 20803867,
"couponRate": 7,
"maturityDate": "2025-11-21",
"fundAbbreviation": null,
"sedol": "BP397F2",
"isin": "US46115HBU05",
"cusip": "46115HBU0",
"issuer": "10096046",
"ticker": null,
"issuerName": "Intesa Sanpaolo"
},
{
"id": 3820353,
"type": "FIXED_INCOME",
"name": "Jamestown CLO, Ltd., Series 2019-1, Class A1R, (3-month USD CME Term SOFR + 1.20%) 5.817% 4/20/2032",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21498110,
"marketValue": 21521457,
"couponRate": 5.817,
"maturityDate": "2032-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US47047JAJ34",
"cusip": "47047JAJ3",
"issuer": "212319733",
"ticker": null,
"issuerName": "Jamestown CLO Ltd JTWN_19-1A"
},
{
"id": 3820355,
"type": "FIXED_INCOME",
"name": "Jamestown CLO, Ltd., Series 2019-1, Class A2AR, (3-month USD CME Term SOFR + 1.65%) 6.267% 4/20/2032",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18500000,
"marketValue": 18511100,
"couponRate": 6.267,
"maturityDate": "2032-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US47047JAL89",
"cusip": "47047JAL8",
"issuer": "212319733",
"ticker": null,
"issuerName": "Jamestown CLO Ltd JTWN_19-1A"
},
{
"id": 3820369,
"type": "FIXED_INCOME",
"name": "Johnson & Johnson 4.95% 6/1/2034",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17000000,
"marketValue": 17006290,
"couponRate": 4.95,
"maturityDate": "2034-06-01",
"fundAbbreviation": null,
"sedol": "BR82SN5",
"isin": "US478160CW20",
"cusip": "478160CW2",
"issuer": "186002942",
"ticker": null,
"issuerName": "Johnson & Johnson"
},
{
"id": 3820301,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 1.953% 2/4/2032 (USD-SOFR + 1.065% on 2/4/2031)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 24591000,
"marketValue": 20392357,
"couponRate": 1.953,
"maturityDate": "2032-02-04",
"fundAbbreviation": null,
"sedol": "BMGS2T4",
"isin": "US46647PBX33",
"cusip": "46647PBX3",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820293,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 2.005% 3/13/2026 (USD-SOFR + 1.585% on 3/13/2025)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22000000,
"marketValue": 21874776,
"couponRate": 2.005,
"maturityDate": "2026-03-13",
"fundAbbreviation": null,
"sedol": "BL73978",
"isin": "US46647PBH82",
"cusip": "46647PBH8",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820305,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 2.545% 11/8/2032 (USD-SOFR + 1.18% on 11/8/2031)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 25053000,
"marketValue": 21139070,
"couponRate": 2.545,
"maturityDate": "2032-11-08",
"fundAbbreviation": null,
"sedol": "BMGDC33",
"isin": "US46647PCR55",
"cusip": "46647PCR5",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820307,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 2.947% 2/24/2028 (USD-SOFR + 1.17% on 2/24/2027)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14275000,
"marketValue": 13733349,
"couponRate": 2.947,
"maturityDate": "2028-02-24",
"fundAbbreviation": null,
"sedol": "BPP37S5",
"isin": "US46647PCW41",
"cusip": "46647PCW4",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820335,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 4.946% 10/22/2035 (USD-SOFR + 1.34% on 10/22/2034)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22863000,
"marketValue": 22037417,
"couponRate": 4.946,
"maturityDate": "2035-10-22",
"fundAbbreviation": null,
"sedol": "BS55CQ5",
"isin": "US46647PER38",
"cusip": "46647PER3",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820329,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 4.979% 7/22/2028 (USD-SOFR + 0.93% on 7/22/2027)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14106000,
"marketValue": 14153269,
"couponRate": 4.979,
"maturityDate": "2028-07-22",
"fundAbbreviation": null,
"sedol": "BSWW106",
"isin": "US46647PEL67",
"cusip": "46647PEL6",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820323,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 5.581% 4/22/2030 (USD-SOFR + 1.16% on 4/22/2029)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16628000,
"marketValue": 16961441,
"couponRate": 5.581,
"maturityDate": "2030-04-22",
"fundAbbreviation": null,
"sedol": "BSLSDT8",
"isin": "US46647PEG72",
"cusip": "46647PEG7",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820345,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class A, 3.024% 1/5/2039",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 23980000,
"marketValue": 22122126,
"couponRate": 3.024,
"maturityDate": "2039-01-05",
"fundAbbreviation": null,
"sedol": null,
"isin": "US46655AAA60",
"cusip": "46655AAA6",
"issuer": "212295300",
"ticker": null,
"issuerName": "JP Morgan Chase Commercial Mortgage Securities Trust JPMCC_22-OP"
},
{
"id": 3820375,
"type": "FIXED_INCOME",
"name": "Juniper Valley Park CLO, Ltd., Series 2023-1, Class AR, (3-month USD CME Term SOFR + 1.25%) 5.867% 7/20/2036",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17438000,
"marketValue": 17468307,
"couponRate": 5.867,
"maturityDate": "2036-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US48206KAQ94",
"cusip": "48206KAQ9",
"issuer": "212323805",
"ticker": null,
"issuerName": "Juniper Valley Park CLO"
},
{
"id": 3813383,
"type": "FIXED_INCOME",
"name": "Kasikornbank PCL (Hong Kong Branch) 3.343% 10/2/2031 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.70% on 10/2/2026)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19035000,
"marketValue": 18230619,
"couponRate": 3.343,
"maturityDate": "2031-10-02",
"fundAbbreviation": null,
"sedol": "BKPGWS4",
"isin": "XS2056558088",
"cusip": null,
"issuer": "131088111",
"ticker": null,
"issuerName": "Kasikornbank"
},
{
"id": 3820377,
"type": "FIXED_INCOME",
"name": "KBC Groep NV 5.796% 1/19/2029 (1-year UST Yield Curve Rate T Note Constant Maturity + 2.10% on 1/19/2028)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14200000,
"marketValue": 14443303,
"couponRate": 5.796,
"maturityDate": "2029-01-19",
"fundAbbreviation": null,
"sedol": "BQFMBR6",
"isin": "US48241FAB04",
"cusip": "48241FAB0",
"issuer": "12074848",
"ticker": null,
"issuerName": "KBC Groep"
},
{
"id": 3820385,
"type": "FIXED_INCOME",
"name": "KKR Financial CLO, Ltd., Series 22-42A, Class B, (3-month USD CME Term SOFR + 2.05%) 6.667% 7/20/2034",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 15001140,
"couponRate": 6.667,
"maturityDate": "2034-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US48255EAC49",
"cusip": "48255EAC4",
"issuer": "212298918",
"ticker": null,
"issuerName": "KKR Financial CLO Ltd KKR_22-42"
},
{
"id": 3820475,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2023-2, Class A3, 5.42% 2/15/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21187000,
"marketValue": 21299990,
"couponRate": 5.42,
"maturityDate": "2028-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US505713AC10",
"cusip": "505713AC1",
"issuer": "212323896",
"ticker": null,
"issuerName": "Lad Auto Receivables Trust 2023-2"
},
{
"id": 3820501,
"type": "FIXED_INCOME",
"name": "Legacy Mortgage Asset Trust, Series 2022-GS1, Class A1, 4.00% 2/25/2061 (7.00% on 4/25/2025)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16200356,
"marketValue": 16118707,
"couponRate": 4,
"maturityDate": "2061-02-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US52476UAA79",
"cusip": "52476UAA7",
"issuer": "212310100",
"ticker": null,
"issuerName": "Legacy Mortgage Asset Trust LMAT_22-GS1"
},
{
"id": 3820513,
"type": "FIXED_INCOME",
"name": "Lloyds Banking Group PLC 2.438% 2/5/2026 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.00% on 2/5/2025)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 13875000,
"marketValue": 13841450,
"couponRate": 2.438,
"maturityDate": "2026-02-05",
"fundAbbreviation": null,
"sedol": "BKDHP24",
"isin": "US539439AV19",
"cusip": "539439AV1",
"issuer": "129009881",
"ticker": null,
"issuerName": "Lloyds Banking Group"
},
{
"id": 3820523,
"type": "FIXED_INCOME",
"name": "Lloyds Banking Group PLC 5.721% 6/5/2030 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.07% on 6/5/2029)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 13659000,
"marketValue": 13893197,
"couponRate": 5.721,
"maturityDate": "2030-06-05",
"fundAbbreviation": null,
"sedol": "BNNRNH6",
"isin": "US53944YBA01",
"cusip": "53944YBA0",
"issuer": "129009881",
"ticker": null,
"issuerName": "Lloyds Banking Group"
},
{
"id": 3820527,
"type": "FIXED_INCOME",
"name": "Lockheed Martin Corp. 5.70% 11/15/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15122000,
"marketValue": 15416546,
"couponRate": 5.7,
"maturityDate": "2054-11-15",
"fundAbbreviation": null,
"sedol": "BQXQQS6",
"isin": "US539830BX60",
"cusip": "539830BX6",
"issuer": "101008793",
"ticker": null,
"issuerName": "Lockheed Martin"
},
{
"id": 3820603,
"type": "FIXED_INCOME",
"name": "Marriott International, Inc. 2.75% 10/15/2033",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 25167000,
"marketValue": 20720167,
"couponRate": 2.75,
"maturityDate": "2033-10-15",
"fundAbbreviation": null,
"sedol": "BNBYGT2",
"isin": "US571903BH57",
"cusip": "571903BH5",
"issuer": "164073516",
"ticker": null,
"issuerName": "Marriott International"
},
{
"id": 3820605,
"type": "FIXED_INCOME",
"name": "Marriott International, Inc. 5.00% 10/15/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20000000,
"marketValue": 20164280,
"couponRate": 5,
"maturityDate": "2027-10-15",
"fundAbbreviation": null,
"sedol": "BMDQF92",
"isin": "US571903BJ14",
"cusip": "571903BJ1",
"issuer": "164073516",
"ticker": null,
"issuerName": "Marriott International"
},
{
"id": 3820593,
"type": "FIXED_INCOME",
"name": "Marsh & McLennan Cos., Inc. 5.00% 3/15/2035",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18688000,
"marketValue": 18251261,
"couponRate": 5,
"maturityDate": "2035-03-15",
"fundAbbreviation": null,
"sedol": "BL9XNG3",
"isin": "US571748CC43",
"cusip": "571748CC4",
"issuer": "85003477",
"ticker": null,
"issuerName": "Marsh & McLennan"
},
{
"id": 3820595,
"type": "FIXED_INCOME",
"name": "Marsh & McLennan Cos., Inc. 5.40% 3/15/2055",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17598000,
"marketValue": 16875268,
"couponRate": 5.4,
"maturityDate": "2055-03-15",
"fundAbbreviation": null,
"sedol": "BL9XNJ6",
"isin": "US571748CD26",
"cusip": "571748CD2",
"issuer": "85003477",
"ticker": null,
"issuerName": "Marsh & McLennan"
},
{
"id": 3820619,
"type": "FIXED_INCOME",
"name": "Mastercard, Inc. 4.55% 1/15/2035",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18987000,
"marketValue": 18201641,
"couponRate": 4.55,
"maturityDate": "2035-01-15",
"fundAbbreviation": null,
"sedol": "BTFJ457",
"isin": "US57636QBC78",
"cusip": "57636QBC7",
"issuer": "23088215",
"ticker": null,
"issuerName": "Mastercard Inc"
},
{
"id": 3820617,
"type": "FIXED_INCOME",
"name": "Mastercard, Inc. 4.875% 5/9/2034",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17685000,
"marketValue": 17421281,
"couponRate": 4.875,
"maturityDate": "2034-05-09",
"fundAbbreviation": null,
"sedol": "BM8JC62",
"isin": "US57636QAZ72",
"cusip": "57636QAZ7",
"issuer": "23088215",
"ticker": null,
"issuerName": "Mastercard Inc"
},
{
"id": 3820641,
"type": "FIXED_INCOME",
"name": "McDonald's Corp. 5.20% 5/17/2034",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16043000,
"marketValue": 16216329,
"couponRate": 5.2,
"maturityDate": "2034-05-17",
"fundAbbreviation": null,
"sedol": "BR51CQ6",
"isin": "US58013MFY57",
"cusip": "58013MFY5",
"issuer": "145003537",
"ticker": null,
"issuerName": "McDonald's"
},
{
"id": 3820651,
"type": "FIXED_INCOME",
"name": "Merchants Fleet Funding, LLC, Series 2024-1, Class A, 5.82% 4/20/2037",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15689000,
"marketValue": 15848557,
"couponRate": 5.82,
"maturityDate": "2037-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US588926AF24",
"cusip": "588926AF2",
"issuer": "212343050",
"ticker": null,
"issuerName": "Merchants Fleet Funding LLC MFF_24-1"
},
{
"id": 3820657,
"type": "FIXED_INCOME",
"name": "Merck & Co., Inc. 1.70% 6/10/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18478000,
"marketValue": 17326470,
"couponRate": 1.7,
"maturityDate": "2027-06-10",
"fundAbbreviation": null,
"sedol": "BMG4XH7",
"isin": "US58933YBC84",
"cusip": "58933YBC8",
"issuer": "193003585",
"ticker": null,
"issuerName": "Merck"
},
{
"id": 3820653,
"type": "FIXED_INCOME",
"name": "Merck & Co., Inc. 2.75% 2/10/2025",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20000000,
"marketValue": 19962900,
"couponRate": 2.75,
"maturityDate": "2025-02-10",
"fundAbbreviation": null,
"sedol": "BVFM3F3",
"isin": "US58933YAR62",
"cusip": "58933YAR6",
"issuer": "193003585",
"ticker": null,
"issuerName": "Merck"
},
{
"id": 3820701,
"type": "FIXED_INCOME",
"name": "Metropolitan Life Global Funding I 4.85% 1/8/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 15000540,
"couponRate": 4.85,
"maturityDate": "2029-01-08",
"fundAbbreviation": null,
"sedol": "BQB5NP1",
"isin": "US59217GFR56",
"cusip": "59217GFR5",
"issuer": "212172319",
"ticker": null,
"issuerName": "Metropolitan Life Global Funding I"
},
{
"id": 3820545,
"type": "FIXED_INCOME",
"name": "MFRA Trust, Series 2021-RPL1, Class A1, 0% 7/25/2060",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20084051,
"marketValue": 18031883,
"couponRate": 0,
"maturityDate": "2060-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US55283QAA22",
"cusip": "55283QAA2",
"issuer": "212284306",
"ticker": null,
"issuerName": "MFA Trust MFRA_21-RPL1"
},
{
"id": 3820547,
"type": "FIXED_INCOME",
"name": "MFRA Trust, Series 2024-NQM3, Class A1, 5.722% 12/25/2069 (6.722% on 12/1/2028)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22454000,
"marketValue": 22660532,
"couponRate": 5.722,
"maturityDate": "2069-12-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US55287GAA04",
"cusip": "55287GAA0",
"issuer": "212353277",
"ticker": null,
"issuerName": "MFRA 2024-NQM3 Trust"
},
{
"id": 3820717,
"type": "FIXED_INCOME",
"name": "Microchip Technology, Inc. 5.05% 2/15/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15358000,
"marketValue": 15255777,
"couponRate": 5.05,
"maturityDate": "2030-02-15",
"fundAbbreviation": null,
"sedol": "BRBYPM6",
"isin": "US595017BL79",
"cusip": "595017BL7",
"issuer": "137007133",
"ticker": null,
"issuerName": "Microchip Technology"
},
{
"id": 3820767,
"type": "FIXED_INCOME",
"name": "Mizuho Financial Group, Inc. 5.376% 5/26/2030 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.12% on 5/26/2029)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 15159795,
"couponRate": 5.376,
"maturityDate": "2030-05-26",
"fundAbbreviation": null,
"sedol": "BLDBQY2",
"isin": "US60687YDD85",
"cusip": "60687YDD8",
"issuer": "89082769",
"ticker": null,
"issuerName": "Mizuho Financial Group"
},
{
"id": 3820769,
"type": "FIXED_INCOME",
"name": "Mizuho Financial Group, Inc. 5.594% 7/10/2035 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.30% on 7/10/2034)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16000000,
"marketValue": 16169456,
"couponRate": 5.594,
"maturityDate": "2035-07-10",
"fundAbbreviation": null,
"sedol": "BT3KLZ1",
"isin": "US60687YDG17",
"cusip": "60687YDG1",
"issuer": "89082769",
"ticker": null,
"issuerName": "Mizuho Financial Group"
},
{
"id": 3820811,
"type": "FIXED_INCOME",
"name": "Morgan Stanley 5.164% 4/20/2029 (USD-SOFR + 1.59% on 4/20/2028)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19325000,
"marketValue": 19385333,
"couponRate": 5.164,
"maturityDate": "2029-04-20",
"fundAbbreviation": null,
"sedol": "BM92MG0",
"isin": "US61747YFD22",
"cusip": "61747YFD2",
"issuer": "95001579",
"ticker": null,
"issuerName": "Morgan Stanley"
},
{
"id": 3820829,
"type": "FIXED_INCOME",
"name": "Morgan Stanley 5.32% 7/19/2035 (USD-SOFR + 1.555% on 7/19/2034)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22266000,
"marketValue": 21910835,
"couponRate": 5.32,
"maturityDate": "2035-07-19",
"fundAbbreviation": null,
"sedol": "BRC15R1",
"isin": "US61747YFT73",
"cusip": "61747YFT7",
"issuer": "95001579",
"ticker": null,
"issuerName": "Morgan Stanley"
},
{
"id": 3820833,
"type": "FIXED_INCOME",
"name": "Morgan Stanley 5.516% 11/19/2055 (USD-SOFR + 1.71% on 11/19/2054)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20616000,
"marketValue": 19885719,
"couponRate": 5.516,
"maturityDate": "2055-11-19",
"fundAbbreviation": null,
"sedol": "BRWK9T8",
"isin": "US61747YFV20",
"cusip": "61747YFV2",
"issuer": "95001579",
"ticker": null,
"issuerName": "Morgan Stanley"
},
{
"id": 3820853,
"type": "FIXED_INCOME",
"name": "Morgan Stanley Residential Mortgage Loan Trust, Series 2024-INV2, Class A1, 0% 2/25/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15374516,
"marketValue": 15577121,
"couponRate": 0,
"maturityDate": "2054-02-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US617939AA13",
"cusip": "617939AA1",
"issuer": "212350500",
"ticker": null,
"issuerName": "Morgan Stanley Residential Mortgage Loan Trust MSRM_24-INV2"
},
{
"id": 3820897,
"type": "FIXED_INCOME",
"name": "NatWest Group PLC 5.583% 3/1/2028 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.10% on 3/1/2027)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20000000,
"marketValue": 20247180,
"couponRate": 5.583,
"maturityDate": "2028-03-01",
"fundAbbreviation": null,
"sedol": "BQC4VR5",
"isin": "US639057AL28",
"cusip": "639057AL2",
"issuer": "93004757",
"ticker": null,
"issuerName": "Natwest Group"
},
{
"id": 3820895,
"type": "FIXED_INCOME",
"name": "NatWest Group PLC 5.847% 3/2/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.35% on 3/2/2026)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20000000,
"marketValue": 20201200,
"couponRate": 5.847,
"maturityDate": "2027-03-02",
"fundAbbreviation": null,
"sedol": "BPXXL41",
"isin": "US639057AJ71",
"cusip": "639057AJ7",
"issuer": "93004757",
"ticker": null,
"issuerName": "Natwest Group"
},
{
"id": 3820905,
"type": "FIXED_INCOME",
"name": "Navient Student Loan Trust, Series 2021-CA, Class A, 1.06% 10/15/2069",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18631674,
"marketValue": 16627688,
"couponRate": 1.06,
"maturityDate": "2069-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US63942JAA51",
"cusip": "63942JAA5",
"issuer": "212283082",
"ticker": null,
"issuerName": "Navient Private Education Refi Loan Trust 2021-C"
},
{
"id": 3820909,
"type": "FIXED_INCOME",
"name": "Navigator Aircraft ABS, Ltd., Series 2021-1, Class A, 2.771% 11/15/2046",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20210100,
"marketValue": 18599638,
"couponRate": 2.771,
"maturityDate": "2046-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US63943BAA17",
"cusip": "63943BAA1",
"issuer": "212291498",
"ticker": null,
"issuerName": "Navigator Aircraft Abs Ltd NAVTR_21-1"
},
{
"id": 3820915,
"type": "FIXED_INCOME",
"name": "Nelnet Student Loan Trust, Series 2021-A, Class APT1, 1.36% 4/20/2062",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20721138,
"marketValue": 19183692,
"couponRate": 1.36,
"maturityDate": "2062-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US64035DAB29",
"cusip": "64035DAB2",
"issuer": "212283044",
"ticker": null,
"issuerName": "Nelnet Student Loan Trust NSLT_21-A"
},
{
"id": 3820917,
"type": "FIXED_INCOME",
"name": "Nelnet Student, Term Loan, SOFR + 0.854%) 5.225% 4/20/2062",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 13731673,
"marketValue": 13673437,
"couponRate": 5.225,
"maturityDate": "2062-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US64035GAA76",
"cusip": "64035GAA7",
"issuer": "212287057",
"ticker": null,
"issuerName": "Nelnet Student Loan Trust NSLT_21-C"
},
{
"id": 3813563,
"type": "FIXED_INCOME",
"name": "New South Wales Treasury Corp. 4.25% 2/20/2036",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 36675000,
"marketValue": 20893072,
"couponRate": 4.25,
"maturityDate": "2036-02-20",
"fundAbbreviation": null,
"sedol": "BRJTLM5",
"isin": "AU3SG0002728",
"cusip": null,
"issuer": "212170039",
"ticker": null,
"issuerName": "State of New South Wales Australia"
},
{
"id": 3813459,
"type": "FIXED_INCOME",
"name": "New South Wales Treasury Corp. 4.75% 2/20/2035",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 32500000,
"marketValue": 19592661,
"couponRate": 4.75,
"maturityDate": "2035-02-20",
"fundAbbreviation": null,
"sedol": "BN960J8",
"isin": "AU3SG0002702",
"cusip": null,
"issuer": "212170039",
"ticker": null,
"issuerName": "State of New South Wales Australia"
},
{
"id": 3820863,
"type": "FIXED_INCOME",
"name": "NFE Financing, LLC 12.00% 11/15/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21385638,
"marketValue": 22486357,
"couponRate": 12,
"maturityDate": "2029-11-15",
"fundAbbreviation": null,
"sedol": "BQWNRK7",
"isin": "US62909BAA52",
"cusip": "62909BAA5",
"issuer": "212352419",
"ticker": null,
"issuerName": "NFE Financing"
},
{
"id": 3820997,
"type": "FIXED_INCOME",
"name": "Nissan Motor Acceptance Co., LLC 7.05% 9/15/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20950000,
"marketValue": 21724794,
"couponRate": 7.05,
"maturityDate": "2028-09-15",
"fundAbbreviation": null,
"sedol": "BNQQSJ7",
"isin": "US65480CAF23",
"cusip": "65480CAF2",
"issuer": "212286330",
"ticker": null,
"issuerName": "Nissan Motor Acceptance Company LLC"
},
{
"id": 3820987,
"type": "FIXED_INCOME",
"name": "Nissan Motor Co., Ltd. 4.345% 9/17/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 23000000,
"marketValue": 22153071,
"couponRate": 4.345,
"maturityDate": "2027-09-17",
"fundAbbreviation": null,
"sedol": "BM8TGL5",
"isin": "US654744AC50",
"cusip": "654744AC5",
"issuer": "187004003",
"ticker": null,
"issuerName": "Nissan Motor"
},
{
"id": 3820865,
"type": "FIXED_INCOME",
"name": "NMEF Funding, LLC, Series 2024-A, Class A2, 5.15% 12/15/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15001000,
"marketValue": 15040063,
"couponRate": 5.15,
"maturityDate": "2031-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US62919UAB98",
"cusip": "62919UAB9",
"issuer": "212347353",
"ticker": null,
"issuerName": "NMEF Funding 2024-A"
},
{
"id": 3821007,
"type": "FIXED_INCOME",
"name": "Nomura Holdings, Inc. 5.594% 7/2/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 15207330,
"couponRate": 5.594,
"maturityDate": "2027-07-02",
"fundAbbreviation": null,
"sedol": "BT3JZZ6",
"isin": "US65535HBR93",
"cusip": "65535HBR9",
"issuer": "2004030",
"ticker": null,
"issuerName": "Nomura Holdings"
},
{
"id": 3821009,
"type": "FIXED_INCOME",
"name": "Nomura Holdings, Inc. 5.783% 7/3/2034",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17188000,
"marketValue": 17387346,
"couponRate": 5.783,
"maturityDate": "2034-07-03",
"fundAbbreviation": null,
"sedol": "BT3JZL2",
"isin": "US65535HBV06",
"cusip": "65535HBV0",
"issuer": "2004030",
"ticker": null,
"issuerName": "Nomura Holdings"
},
{
"id": 3821027,
"type": "FIXED_INCOME",
"name": "Northern States Power Co. 5.40% 3/15/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15913000,
"marketValue": 15359816,
"couponRate": 5.4,
"maturityDate": "2054-03-15",
"fundAbbreviation": null,
"sedol": "BSNSPW3",
"isin": "US665772CY38",
"cusip": "665772CY3",
"issuer": "37004065",
"ticker": null,
"issuerName": "Xcel Energy"
},
{
"id": 3821029,
"type": "FIXED_INCOME",
"name": "Northrop Grumman Corp. 2.93% 1/15/2025",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15040000,
"marketValue": 15028073,
"couponRate": 2.93,
"maturityDate": "2025-01-15",
"fundAbbreviation": null,
"sedol": "BF15KG4",
"isin": "US666807BM30",
"cusip": "666807BM3",
"issuer": "41004069",
"ticker": null,
"issuerName": "Northrop Grumman"
},
{
"id": 3821031,
"type": "FIXED_INCOME",
"name": "Northrop Grumman Corp. 4.70% 3/15/2033",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17303000,
"marketValue": 16779757,
"couponRate": 4.7,
"maturityDate": "2033-03-15",
"fundAbbreviation": null,
"sedol": "BNC3911",
"isin": "US666807CH36",
"cusip": "666807CH3",
"issuer": "41004069",
"ticker": null,
"issuerName": "Northrop Grumman"
},
{
"id": 3821127,
"type": "FIXED_INCOME",
"name": "Ocean Trails CLO, Series 2023-14, Class A1, (3-month USD CME Term SOFR + 2.00%) 6.617% 4/18/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19600000,
"marketValue": 19600000,
"couponRate": 6.617,
"maturityDate": "2035-01-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67515JAA34",
"cusip": "67515JAA3",
"issuer": "212317529",
"ticker": null,
"issuerName": "Ocean Trails CLO OCTR_23-14"
},
{
"id": 3821087,
"type": "FIXED_INCOME",
"name": "Onslow Bay Financial, LLC, Series 2024-HYB2, Class A1, 3.642% 4/25/2053",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15636963,
"marketValue": 15273154,
"couponRate": 3.642,
"maturityDate": "2053-04-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67118RAA68",
"cusip": "67118RAA6",
"issuer": "212337405",
"ticker": null,
"issuerName": "OBX 2024-HYB2 Trust"
},
{
"id": 3821103,
"type": "FIXED_INCOME",
"name": "Onslow Bay Financial LLC, Series 2024-NQM17, Class A1, 5.61% 11/25/2064 (6.61% on 11/1/2028)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18172000,
"marketValue": 18168402,
"couponRate": 5.92,
"maturityDate": "2064-11-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US673911AC73",
"cusip": "673911AC7",
"issuer": "212351984",
"ticker": null,
"issuerName": "OBX 2024-NQM17 Trust"
},
{
"id": 3821097,
"type": "FIXED_INCOME",
"name": "Onslow Bay Financial, LLC, Series 2024-NQM7, Class A1, 6.243% 3/25/2064 (7.243% on 4/1/2028)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15083820,
"marketValue": 15213873,
"couponRate": 6.243,
"maturityDate": "2064-03-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67119FAA12",
"cusip": "67119FAA1",
"issuer": "212340832",
"ticker": null,
"issuerName": "Onslow Bay Financial LLC OBX_24-NQM7"
},
{
"id": 3821093,
"type": "FIXED_INCOME",
"name": "Onslow Bay Financial, LLC, Series 2024-NQM8, Class A1, 6.233% 5/25/2064 (7.233% on 5/1/2028)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 13840259,
"marketValue": 13969194,
"couponRate": 6.233,
"maturityDate": "2064-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67119CAA80",
"cusip": "67119CAA8",
"issuer": "212341809",
"ticker": null,
"issuerName": "OBX 2024-NQM8 Trust"
},
{
"id": 3821105,
"type": "FIXED_INCOME",
"name": "Onslow Bay Financial, LLC, Series NQM5, Class A1A, 6.567% 6/25/2063 (7.567% on 6/1/2027)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14340673,
"marketValue": 14506236,
"couponRate": 6.567,
"maturityDate": "2063-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US673919AL09",
"cusip": "673919AL0",
"issuer": "212338439",
"ticker": null,
"issuerName": "Onslow Bay Financial LLC Trust OBX_23-NQM5"
},
{
"id": 3821161,
"type": "FIXED_INCOME",
"name": "Otis Worldwide Corp. 2.056% 4/5/2025",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21882000,
"marketValue": 21716288,
"couponRate": 2.056,
"maturityDate": "2025-04-05",
"fundAbbreviation": null,
"sedol": "BKP3Q50",
"isin": "US68902VAH06",
"cusip": "68902VAH0",
"issuer": "212269700",
"ticker": null,
"issuerName": "Otis Worldwide"
},
{
"id": 3813467,
"type": "FIXED_INCOME",
"name": "Oversea-Chinese Banking Corp., Ltd. (3-month AUD-BBSW + 0.70%) 5.115% 4/14/2025",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 29750000,
"marketValue": 18432913,
"couponRate": 5.115,
"maturityDate": "2025-04-14",
"fundAbbreviation": null,
"sedol": "BNNFYD3",
"isin": "AU3FN0067997",
"cusip": null,
"issuer": "69004097",
"ticker": null,
"issuerName": "Oversea-Chinese Banking Corporation Ltd"
},
{
"id": 3821251,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 3.25% 6/1/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18366000,
"marketValue": 16309853,
"couponRate": 3.25,
"maturityDate": "2031-06-01",
"fundAbbreviation": null,
"sedol": "BN93077",
"isin": "US694308JT56",
"cusip": "694308JT5",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821229,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 3.30% 3/15/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16741000,
"marketValue": 16165277,
"couponRate": 3.3,
"maturityDate": "2027-03-15",
"fundAbbreviation": null,
"sedol": "BYXYH72",
"isin": "US694308HS91",
"cusip": "694308HS9",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821243,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 3.75% 7/1/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22518000,
"marketValue": 21563169,
"couponRate": 3.75,
"maturityDate": "2028-07-01",
"fundAbbreviation": null,
"sedol": "BMTC710",
"isin": "US694308JK48",
"cusip": "694308JK4",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821225,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 3.75% 8/15/2042",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 23075000,
"marketValue": 17396935,
"couponRate": 3.75,
"maturityDate": "2042-08-15",
"fundAbbreviation": null,
"sedol": "B7MTCC9",
"isin": "US694308HA83",
"cusip": "694308HA8",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821259,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 5.90% 6/15/2032",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20482000,
"marketValue": 21037984,
"couponRate": 5.9,
"maturityDate": "2032-06-15",
"fundAbbreviation": null,
"sedol": "BQ7XHD5",
"isin": "US694308KG17",
"cusip": "694308KG1",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821287,
"type": "FIXED_INCOME",
"name": "PacifiCorp 2.90% 6/15/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 34575000,
"marketValue": 20599301,
"couponRate": 2.9,
"maturityDate": "2052-06-15",
"fundAbbreviation": null,
"sedol": "BL544T0",
"isin": "US695114CY24",
"cusip": "695114CY2",
"issuer": "51000687",
"ticker": null,
"issuerName": "Berkshire Hathaway"
},
{
"id": 3821293,
"type": "FIXED_INCOME",
"name": "PacifiCorp 5.10% 2/15/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22351000,
"marketValue": 22519907,
"couponRate": 5.1,
"maturityDate": "2029-02-15",
"fundAbbreviation": null,
"sedol": "BRXGPN1",
"isin": "US695114DB12",
"cusip": "695114DB1",
"issuer": "51000687",
"ticker": null,
"issuerName": "Berkshire Hathaway"
},
{
"id": 3821327,
"type": "FIXED_INCOME",
"name": "PayPal Holdings, Inc. 4.40% 6/1/2032",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15247000,
"marketValue": 14645765,
"couponRate": 4.4,
"maturityDate": "2032-06-01",
"fundAbbreviation": null,
"sedol": "BPBPK53",
"isin": "US70450YAL74",
"cusip": "70450YAL7",
"issuer": "212028793",
"ticker": null,
"issuerName": "PayPal"
},
{
"id": 3821275,
"type": "FIXED_INCOME",
"name": "PEAC Solutions Receivables, LLC, Series 2024-1A, Class A2, 5.79% 6/21/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19866000,
"marketValue": 20055263,
"couponRate": 5.79,
"maturityDate": "2027-06-21",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69433BAB36",
"cusip": "69433BAB3",
"issuer": "212343266",
"ticker": null,
"issuerName": "PEAC Solutions Receivables 2024-1"
},
{
"id": 3821337,
"type": "FIXED_INCOME",
"name": "Peru (Republic of) 2.783% 1/23/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18960000,
"marketValue": 16225020,
"couponRate": 2.783,
"maturityDate": "2031-01-23",
"fundAbbreviation": null,
"sedol": "BMGFFR4",
"isin": "US715638DF60",
"cusip": "715638DF6",
"issuer": "212002435",
"ticker": null,
"issuerName": "Peru, Republic of"
},
{
"id": 3821187,
"type": "FIXED_INCOME",
"name": "PFS Financing Corp., Series 2024-A, Class A, (30-day Average USD-SOFR + 0.85%) 5.247% 1/15/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14516000,
"marketValue": 14573193,
"couponRate": 5.247,
"maturityDate": "2028-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69335PFC41",
"cusip": "69335PFC4",
"issuer": "212335842",
"ticker": null,
"issuerName": "Pfs Financing Corp PFSFC_24-A"
},
{
"id": 3821393,
"type": "FIXED_INCOME",
"name": "Philip Morris International, Inc. 4.875% 2/13/2026",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17505000,
"marketValue": 17558880,
"couponRate": 4.875,
"maturityDate": "2026-02-13",
"fundAbbreviation": null,
"sedol": "BN457H7",
"isin": "US718172CY31",
"cusip": "718172CY3",
"issuer": "66092498",
"ticker": null,
"issuerName": "Philip Morris International"
},
{
"id": 3821387,
"type": "FIXED_INCOME",
"name": "Philip Morris International, Inc. 5.125% 11/17/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15175000,
"marketValue": 15361789,
"couponRate": 5.125,
"maturityDate": "2027-11-17",
"fundAbbreviation": null,
"sedol": "BP39C91",
"isin": "US718172CV91",
"cusip": "718172CV9",
"issuer": "66092498",
"ticker": null,
"issuerName": "Philip Morris International"
},
{
"id": 3821395,
"type": "FIXED_INCOME",
"name": "Philip Morris International, Inc. 5.25% 9/7/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20000000,
"marketValue": 20309320,
"couponRate": 5.25,
"maturityDate": "2028-09-07",
"fundAbbreviation": null,
"sedol": "BNSP5M4",
"isin": "US718172DC02",
"cusip": "718172DC0",
"issuer": "66092498",
"ticker": null,
"issuerName": "Philip Morris International"
},
{
"id": 3821389,
"type": "FIXED_INCOME",
"name": "Philip Morris International, Inc. 5.625% 11/17/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15392000,
"marketValue": 15859840,
"couponRate": 5.625,
"maturityDate": "2029-11-17",
"fundAbbreviation": null,
"sedol": "BP399M3",
"isin": "US718172CW74",
"cusip": "718172CW7",
"issuer": "66092498",
"ticker": null,
"issuerName": "Philip Morris International"
},
{
"id": 3813533,
"type": "FIXED_INCOME",
"name": "Piraeus Bank SA 6.75% 12/5/2029 (1-year EUR Mid-Swap + 3.837% on 12/5/2028)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 12250000,
"marketValue": 14185037,
"couponRate": 6.75,
"maturityDate": "2029-12-05",
"fundAbbreviation": null,
"sedol": "BQ75BM8",
"isin": "XS2728486536",
"cusip": null,
"issuer": "69086989",
"ticker": null,
"issuerName": "Piraeus Financial Holdings"
},
{
"id": 3821205,
"type": "FIXED_INCOME",
"name": "PNC Financial Services Group, Inc. 5.492% 5/14/2030 (USD-SOFR + 1.198% on 5/14/2029)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21142000,
"marketValue": 21446973,
"couponRate": 5.492,
"maturityDate": "2030-05-14",
"fundAbbreviation": null,
"sedol": "BSQMNG2",
"isin": "US693475BX24",
"cusip": "693475BX2",
"issuer": "198004226",
"ticker": null,
"issuerName": "PNC Financial Services Group"
},
{
"id": 3821457,
"type": "FIXED_INCOME",
"name": "Procter & Gamble Co. 3.95% 1/26/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18289000,
"marketValue": 18068252,
"couponRate": 3.95,
"maturityDate": "2028-01-26",
"fundAbbreviation": null,
"sedol": "BPX2029",
"isin": "US742718FZ79",
"cusip": "742718FZ7",
"issuer": "35004487",
"ticker": null,
"issuerName": "Procter & Gamble"
},
{
"id": 3821471,
"type": "FIXED_INCOME",
"name": "Progress Residential Trust, Series 2024-SFR1, Class A, 3.35% 2/17/2041",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20736666,
"marketValue": 19323711,
"couponRate": 3.35,
"maturityDate": "2041-02-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US74331QAA58",
"cusip": "74331QAA5",
"issuer": "212333937",
"ticker": null,
"issuerName": "Progress Residential 2024-SFR1 Trust"
},
{
"id": 3821463,
"type": "FIXED_INCOME",
"name": "Progress Residential Trust, Series 2024-SFR2, Class A, 3.30% 4/17/2041",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16810429,
"marketValue": 15617123,
"couponRate": 3.3,
"maturityDate": "2041-04-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US74290XAA90",
"cusip": "74290XAA9",
"issuer": "212337784",
"ticker": null,
"issuerName": "Progress Residential 2024-SFR2 Trust"
},
{
"id": 3821511,
"type": "FIXED_INCOME",
"name": "Public Service Company of Colorado 5.35% 5/15/2034",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16350000,
"marketValue": 16380248,
"couponRate": 5.35,
"maturityDate": "2034-05-15",
"fundAbbreviation": null,
"sedol": "BQD1722",
"isin": "US744448CZ26",
"cusip": "744448CZ2",
"issuer": "37004065",
"ticker": null,
"issuerName": "Xcel Energy"
},
{
"id": 3821549,
"type": "FIXED_INCOME",
"name": "Qatar Energy 1.375% 9/12/2026",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18535000,
"marketValue": 17508217,
"couponRate": 1.375,
"maturityDate": "2026-09-12",
"fundAbbreviation": null,
"sedol": "BP2PSF8",
"isin": "US74730DAB91",
"cusip": "74730DAB9",
"issuer": "212169195",
"ticker": null,
"issuerName": "Qatar Central Bank"
},
{
"id": 3821553,
"type": "FIXED_INCOME",
"name": "Rad CLO, Ltd., Series 2020-7, Class A1R, (3-month USD CME Term SOFR + 1.35%) 5.997% 4/17/2036",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 15043065,
"couponRate": 5.997,
"maturityDate": "2036-04-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US74936GAA67",
"cusip": "74936GAA6",
"issuer": "212320770",
"ticker": null,
"issuerName": "Rad CLO 7"
},
{
"id": 3821625,
"type": "FIXED_INCOME",
"name": "Roche Holdings, Inc. 4.592% 9/9/2034",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14717000,
"marketValue": 14113103,
"couponRate": 4.592,
"maturityDate": "2034-09-09",
"fundAbbreviation": null,
"sedol": "BTFJ2W0",
"isin": "US771196CQ32",
"cusip": "771196CQ3",
"issuer": "212230809",
"ticker": null,
"issuerName": "Roche Holdings Inc"
},
{
"id": 3821649,
"type": "FIXED_INCOME",
"name": "Royal Bank of Canada 5.00% 2/1/2033",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15537000,
"marketValue": 15277330,
"couponRate": 5,
"maturityDate": "2033-02-01",
"fundAbbreviation": null,
"sedol": "BQWS4R8",
"isin": "US78016FZX58",
"cusip": "78016FZX5",
"issuer": "92004756",
"ticker": null,
"issuerName": "Royal Bank of Canada"
},
{
"id": 3821641,
"type": "FIXED_INCOME",
"name": "Royal Caribbean Cruises, Ltd. 5.625% 9/30/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17860000,
"marketValue": 17579759,
"couponRate": 5.625,
"maturityDate": "2031-09-30",
"fundAbbreviation": null,
"sedol": "BMZLFH3",
"isin": "US780153BW11",
"cusip": "780153BW1",
"issuer": "87006447",
"ticker": null,
"issuerName": "Royal Caribbean Cruises"
},
{
"id": 3821559,
"type": "FIXED_INCOME",
"name": "RR, Ltd., CLO, Series 2020-8, Class A1R, (3-month USD CME Term SOFR + 1.35%) 6.006% 7/15/2037",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20255000,
"marketValue": 20316595,
"couponRate": 6.006,
"maturityDate": "2037-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US74980FAQ81",
"cusip": "74980FAQ8",
"issuer": "212319202",
"ticker": null,
"issuerName": "RR 8"
},
{
"id": 3822819,
"type": "FIXED_INCOME",
"name": "RTX Corp. 3.95% 8/16/2025",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17415000,
"marketValue": 17338844,
"couponRate": 3.95,
"maturityDate": "2025-08-16",
"fundAbbreviation": null,
"sedol": "BYVN9D1",
"isin": "US913017DD80",
"cusip": "913017DD8",
"issuer": "181005905",
"ticker": null,
"issuerName": "Rtx Corp"
},
{
"id": 3821753,
"type": "FIXED_INCOME",
"name": "Sands China, Ltd. 3.25% 8/8/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17000000,
"marketValue": 14569425,
"couponRate": 3.25,
"maturityDate": "2031-08-08",
"fundAbbreviation": null,
"sedol": "BNG3Q61",
"isin": "US80007RAS40",
"cusip": "80007RAS4",
"issuer": "26094578",
"ticker": null,
"issuerName": "Sands China"
},
{
"id": 3821783,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2024-2, Class B, 5.78% 7/16/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15172000,
"marketValue": 15429014,
"couponRate": 5.78,
"maturityDate": "2029-07-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US80286YAD40",
"cusip": "80286YAD4",
"issuer": "212338651",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust 2024-2"
},
{
"id": 3821815,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2024-4, Class A2, 5.41% 7/15/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20690714,
"marketValue": 20754318,
"couponRate": 5.41,
"maturityDate": "2027-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US802919AB63",
"cusip": "802919AB6",
"issuer": "212347057",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust 2024-4"
},
{
"id": 3821817,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2024-4, Class A3, 4.85% 1/16/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18008000,
"marketValue": 18065824,
"couponRate": 4.85,
"maturityDate": "2029-01-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US802919AC47",
"cusip": "802919AC4",
"issuer": "212347057",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust 2024-4"
},
{
"id": 3821821,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2024-4, Class C, 4.95% 4/15/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15291000,
"marketValue": 15251962,
"couponRate": 4.95,
"maturityDate": "2030-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US802919AE03",
"cusip": "802919AE0",
"issuer": "212347057",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust 2024-4"
},
{
"id": 3821823,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust., Series 2024-4, Class D, 5.32% 12/15/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18627000,
"marketValue": 18474780,
"couponRate": 5.32,
"maturityDate": "2031-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US802919AF77",
"cusip": "802919AF7",
"issuer": "212347057",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust 2024-4"
},
{
"id": 3821765,
"type": "FIXED_INCOME",
"name": "Santander Holdings USA, Inc. 6.174% 1/9/2030 (USD-SOFR + 2.50% on 1/9/2029)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18925000,
"marketValue": 19321592,
"couponRate": 6.174,
"maturityDate": "2030-01-09",
"fundAbbreviation": null,
"sedol": "BQB8DW7",
"isin": "US80282KBJ43",
"cusip": "80282KBJ4",
"issuer": "136074548",
"ticker": null,
"issuerName": "Banco Santander"
},
{
"id": 3821761,
"type": "FIXED_INCOME",
"name": "Santander Holdings USA, Inc. 6.499% 3/9/2029 (USD-SOFR + 2.356% on 3/9/2028)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20950000,
"marketValue": 21534610,
"couponRate": 6.499,
"maturityDate": "2029-03-09",
"fundAbbreviation": null,
"sedol": "BNHN7Q7",
"isin": "US80282KBF21",
"cusip": "80282KBF2",
"issuer": "136074548",
"ticker": null,
"issuerName": "Banco Santander"
},
{
"id": 3821707,
"type": "FIXED_INCOME",
"name": "SFS Auto Receivables Securitization Trust, Series 2024-3A, Class A3, 4.55% 6/20/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14939000,
"marketValue": 14927064,
"couponRate": 4.55,
"maturityDate": "2030-06-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78436XAC11",
"cusip": "78436XAC1",
"issuer": "212349509",
"ticker": null,
"issuerName": "SFS Auto Receivables Securitization Trust 2024-3"
},
{
"id": 3821669,
"type": "FIXED_INCOME",
"name": "SK hynix, Inc. 1.50% 1/19/2026",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19275000,
"marketValue": 18593667,
"couponRate": 1.5,
"maturityDate": "2026-01-19",
"fundAbbreviation": null,
"sedol": "BMTVYW7",
"isin": "US78392BAB36",
"cusip": "78392BAB3",
"issuer": "1009965",
"ticker": null,
"issuerName": "SK hynix"
},
{
"id": 3821887,
"type": "FIXED_INCOME",
"name": "SLAM, LLC, Series 2024-1A, Class A, 5.335% 9/15/2049",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22654326,
"marketValue": 22263652,
"couponRate": 5.335,
"maturityDate": "2049-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US83100AAA07",
"cusip": "83100AAA0",
"issuer": "212348294",
"ticker": null,
"issuerName": "Slam"
},
{
"id": 3821725,
"type": "FIXED_INCOME",
"name": "SLG Office Trust, Series 2021-OVA, Class A, 2.585% 7/15/2041",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 23334000,
"marketValue": 19627091,
"couponRate": 2.585,
"maturityDate": "2041-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78449RAA32",
"cusip": "78449RAA3",
"issuer": "212284164",
"ticker": null,
"issuerName": "SGL_21-OVA"
},
{
"id": 3821883,
"type": "FIXED_INCOME",
"name": "South Bow USA Infrastructure Holdings, LLC 5.584% 10/1/2034",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15861000,
"marketValue": 15436607,
"couponRate": 5.584,
"maturityDate": "2034-10-01",
"fundAbbreviation": null,
"sedol": "BSMNPL8",
"isin": "US83007CAE21",
"cusip": "83007CAE2",
"issuer": "212347300",
"ticker": null,
"issuerName": "South Bow USA Infrastructure Holdings"
},
{
"id": 3821885,
"type": "FIXED_INCOME",
"name": "South Bow USA Infrastructure Holdings, LLC 6.176% 10/1/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16079000,
"marketValue": 15585568,
"couponRate": 6.176,
"maturityDate": "2054-10-01",
"fundAbbreviation": null,
"sedol": "BSMNPN0",
"isin": "US83007CAG78",
"cusip": "83007CAG7",
"issuer": "212347300",
"ticker": null,
"issuerName": "South Bow USA Infrastructure Holdings"
},
{
"id": 3821921,
"type": "FIXED_INCOME",
"name": "Southern California Edison Co. 2.25% 6/1/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 24252000,
"marketValue": 21087478,
"couponRate": 2.25,
"maturityDate": "2030-06-01",
"fundAbbreviation": null,
"sedol": "BLGBPF3",
"isin": "US842400GU17",
"cusip": "842400GU1",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3821927,
"type": "FIXED_INCOME",
"name": "Southern California Edison Co. 2.50% 6/1/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 23755000,
"marketValue": 20375067,
"couponRate": 2.5,
"maturityDate": "2031-06-01",
"fundAbbreviation": null,
"sedol": "BN6M4G4",
"isin": "US842400HD82",
"cusip": "842400HD8",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3821925,
"type": "FIXED_INCOME",
"name": "Southern California Edison Co. 2.95% 2/1/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 32211000,
"marketValue": 20275278,
"couponRate": 2.95,
"maturityDate": "2051-02-01",
"fundAbbreviation": null,
"sedol": "BN7QLH5",
"isin": "US842400GY39",
"cusip": "842400GY3",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3821913,
"type": "FIXED_INCOME",
"name": "Southern California Edison Co. 3.65% 3/1/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14462000,
"marketValue": 13946647,
"couponRate": 3.65,
"maturityDate": "2028-03-01",
"fundAbbreviation": null,
"sedol": "BFN8K49",
"isin": "US842400GJ61",
"cusip": "842400GJ6",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3821953,
"type": "FIXED_INCOME",
"name": "Spirit AeroSystems, Inc. 9.375% 11/30/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 16076130,
"couponRate": 9.375,
"maturityDate": "2029-11-30",
"fundAbbreviation": null,
"sedol": "BQWMWG5",
"isin": "US85205TAN00",
"cusip": "85205TAN0",
"issuer": "170089422",
"ticker": null,
"issuerName": "Spirit AeroSystems Holdings"
},
{
"id": 3821967,
"type": "FIXED_INCOME",
"name": "Standard Chartered PLC 5.905% 5/14/2035 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.45% on 5/14/2034)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17360000,
"marketValue": 17400518,
"couponRate": 5.905,
"maturityDate": "2035-05-14",
"fundAbbreviation": null,
"sedol": "BSCBZZ6",
"isin": "US853254DC16",
"cusip": "853254DC1",
"issuer": "171005259",
"ticker": null,
"issuerName": "Standard Chartered"
},
{
"id": 3821969,
"type": "FIXED_INCOME",
"name": "Starwood Mortgage Residential Trust, Series 2024-SFR4, Class A, (1-month USD CME Term SOFR + 1.75%) 6.147% 10/17/2041",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22568000,
"marketValue": 22679351,
"couponRate": 6.147,
"maturityDate": "2041-10-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US85520AAA79",
"cusip": "85520AAA7",
"issuer": "212348432",
"ticker": null,
"issuerName": "STAR 2024-SFR4 Trust"
},
{
"id": 3815089,
"type": "FIXED_INCOME",
"name": "State of Illinois, City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2010-C, 6.319% 11/1/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14400000,
"marketValue": 14254891,
"couponRate": 6.319,
"maturityDate": "2029-11-01",
"fundAbbreviation": null,
"sedol": "B5BRFH6",
"isin": "US167505NG79",
"cusip": "167505NG7",
"issuer": "36078264",
"ticker": null,
"issuerName": "Chicago Board of Education"
},
{
"id": 3815191,
"type": "FIXED_INCOME",
"name": "State of Ohio, Cleveland-Cuyahoga Port Auth., Federal Lease Rev. Bonds (VA Cleveland Health Care Center Project), Series 2021, 4.425% 5/1/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 23700000,
"marketValue": 20945894,
"couponRate": 4.425,
"maturityDate": "2031-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US18611CAA45",
"cusip": "18611CAA4",
"issuer": "212032279",
"ticker": null,
"issuerName": "Cleveland-Cuyahoga County Port Authority"
},
{
"id": 3822041,
"type": "FIXED_INCOME",
"name": "Synchrony Bank 5.40% 8/22/2025",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17000000,
"marketValue": 17025772,
"couponRate": 5.4,
"maturityDate": "2025-08-22",
"fundAbbreviation": null,
"sedol": "BNBX2S0",
"isin": "US87166FAD50",
"cusip": "87166FAD5",
"issuer": "212015657",
"ticker": null,
"issuerName": "Synchrony Financial"
},
{
"id": 3822043,
"type": "FIXED_INCOME",
"name": "Synchrony Bank 5.625% 8/23/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17000000,
"marketValue": 17135575,
"couponRate": 5.625,
"maturityDate": "2027-08-23",
"fundAbbreviation": null,
"sedol": "BNDV2S2",
"isin": "US87166FAE34",
"cusip": "87166FAE3",
"issuer": "212015657",
"ticker": null,
"issuerName": "Synchrony Financial"
},
{
"id": 3822037,
"type": "FIXED_INCOME",
"name": "Synchrony Financial 2.875% 2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 25000000,
"marketValue": 20731900,
"couponRate": 2.875,
"maturityDate": "2031-10-28",
"fundAbbreviation": null,
"sedol": "BNVW1Y6",
"isin": "US87165BAR42",
"cusip": "87165BAR4",
"issuer": "212015657",
"ticker": null,
"issuerName": "Synchrony Financial"
},
{
"id": 3822105,
"type": "FIXED_INCOME",
"name": "Talen Energy Supply, LLC 8.625% 6/1/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14808000,
"marketValue": 15791858,
"couponRate": 8.625,
"maturityDate": "2030-06-01",
"fundAbbreviation": null,
"sedol": "BQFHT88",
"isin": "US87422VAK44",
"cusip": "87422VAK4",
"issuer": "212175341",
"ticker": null,
"issuerName": "Talen Energy Supply"
},
{
"id": 3822147,
"type": "FIXED_INCOME",
"name": "Teva Pharmaceutical Finance Netherlands III BV 4.75% 5/9/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18920000,
"marketValue": 18486183,
"couponRate": 4.75,
"maturityDate": "2027-05-09",
"fundAbbreviation": null,
"sedol": "BM92G79",
"isin": "US88167AAP66",
"cusip": "88167AAP6",
"issuer": "54005566",
"ticker": null,
"issuerName": "Teva Pharmaceutical"
},
{
"id": 3822169,
"type": "FIXED_INCOME",
"name": "Textainer Marine Containers, Ltd., Series 2021-2A, Class A, 2.23% 4/20/2046",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 23298800,
"marketValue": 21300229,
"couponRate": 2.23,
"maturityDate": "2046-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US88315LAQ14",
"cusip": "88315LAQ1",
"issuer": "212280947",
"ticker": null,
"issuerName": "Textainer Marine Containers VII Ltd TMCL_21-2"
},
{
"id": 3820137,
"type": "FIXED_INCOME",
"name": "The Huntington National Bank, Series 2024-2, Class B1, 5.44% 10/20/2032",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 13787187,
"marketValue": 13805992,
"couponRate": 5.442,
"maturityDate": "2032-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US44644NAG43",
"cusip": "44644NAG4",
"issuer": "212350822",
"ticker": null,
"issuerName": "Huntington Bank Auto Credit-Linked Notes Series HACLN_24-2"
},
{
"id": 3822079,
"type": "FIXED_INCOME",
"name": "T-Mobile USA, Inc. 3.40% 10/15/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 33239000,
"marketValue": 22189858,
"couponRate": 3.4,
"maturityDate": "2052-10-15",
"fundAbbreviation": null,
"sedol": "BMB3SY1",
"isin": "US87264ACT07",
"cusip": "87264ACT0",
"issuer": "206077798",
"ticker": null,
"issuerName": "Deutsche Telekom"
},
{
"id": 3822065,
"type": "FIXED_INCOME",
"name": "T-Mobile USA, Inc. 3.875% 4/15/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16475000,
"marketValue": 15510883,
"couponRate": 3.875,
"maturityDate": "2030-04-15",
"fundAbbreviation": null,
"sedol": "BN0ZLW4",
"isin": "US87264ABF12",
"cusip": "87264ABF1",
"issuer": "206077798",
"ticker": null,
"issuerName": "Deutsche Telekom"
},
{
"id": 3822087,
"type": "FIXED_INCOME",
"name": "T-Mobile USA, Inc. 4.85% 1/15/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20000000,
"marketValue": 19893560,
"couponRate": 4.85,
"maturityDate": "2029-01-15",
"fundAbbreviation": null,
"sedol": "BR875L7",
"isin": "US87264ADE29",
"cusip": "87264ADE2",
"issuer": "206077798",
"ticker": null,
"issuerName": "Deutsche Telekom"
},
{
"id": 3822189,
"type": "FIXED_INCOME",
"name": "Toronto-Dominion Bank (The) 4.568% 12/17/2026",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 14965770,
"couponRate": 4.568,
"maturityDate": "2026-12-17",
"fundAbbreviation": null,
"sedol": "BTQF8X0",
"isin": "US89115A3A89",
"cusip": "89115A3A8",
"issuer": "175005687",
"ticker": null,
"issuerName": "Toronto-Dominion Bank"
},
{
"id": 3822191,
"type": "FIXED_INCOME",
"name": "Toronto-Dominion Bank (The) 4.783% 12/17/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17920000,
"marketValue": 17685624,
"couponRate": 4.783,
"maturityDate": "2029-12-17",
"fundAbbreviation": null,
"sedol": "BTQF937",
"isin": "US89115A3C46",
"cusip": "89115A3C4",
"issuer": "175005687",
"ticker": null,
"issuerName": "Toronto-Dominion Bank"
},
{
"id": 3822193,
"type": "FIXED_INCOME",
"name": "Toronto-Dominion Bank (The) 5.146% 9/10/2034 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.50% on 9/10/2029)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15097000,
"marketValue": 14808104,
"couponRate": 5.146,
"maturityDate": "2034-09-10",
"fundAbbreviation": null,
"sedol": "BTFK580",
"isin": "US89116CQJ98",
"cusip": "89116CQJ9",
"issuer": "175005687",
"ticker": null,
"issuerName": "Toronto-Dominion Bank"
},
{
"id": 3822201,
"type": "FIXED_INCOME",
"name": "TotalEnergies Capital SA 5.488% 4/5/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15500000,
"marketValue": 14869786,
"couponRate": 5.488,
"maturityDate": "2054-04-05",
"fundAbbreviation": null,
"sedol": "BPW6WH1",
"isin": "US89157XAB73",
"cusip": "89157XAB7",
"issuer": "31074655",
"ticker": null,
"issuerName": "TotalEnergies"
},
{
"id": 3822255,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2020-4, Class A1, 1.75% 10/25/2060",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17542621,
"marketValue": 15748607,
"couponRate": 1.75,
"maturityDate": "2060-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89179JAA43",
"cusip": "89179JAA4",
"issuer": "212274660",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMP_20-4"
},
{
"id": 3822301,
"type": "FIXED_INCOME",
"name": "Tricon Residential Trust, Series 2024-SFR3, Class A, 4.50% 8/17/2041",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20991000,
"marketValue": 20386375,
"couponRate": 4.5,
"maturityDate": "2041-08-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89616YAA29",
"cusip": "89616YAA2",
"issuer": "212346400",
"ticker": null,
"issuerName": "Tricon Residential Trust TCN_24-SFR3"
},
{
"id": 3822285,
"type": "FIXED_INCOME",
"name": "Tricon Residential Trust, Series 2024-SFR4, Class A, 4.30% 11/17/2041",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 23000000,
"marketValue": 22183615,
"couponRate": 4.3,
"maturityDate": "2041-11-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US895975AA85",
"cusip": "895975AA8",
"issuer": "212350688",
"ticker": null,
"issuerName": "Tricon Residential 2024-SFR4 Trust"
},
{
"id": 3822317,
"type": "FIXED_INCOME",
"name": "Trinitas CLO, Ltd., Series 2018-9A, Class BRRR, (3-month USD CME Term SOFR + 1.70%) 6.317% 1/20/2032",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14000000,
"marketValue": 14002842,
"couponRate": 6.317,
"maturityDate": "2032-01-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89641JAY29",
"cusip": "89641JAY2",
"issuer": "212319874",
"ticker": null,
"issuerName": "Trinitas Clo IX"
},
{
"id": 3815417,
"type": "FIXED_INCOME",
"name": "UBS AG 7.50% 2/15/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17000000,
"marketValue": 18208343,
"couponRate": 7.5,
"maturityDate": "2028-02-15",
"fundAbbreviation": null,
"sedol": "BL69K85",
"isin": "US22550L2M24",
"cusip": "22550L2M2",
"issuer": "212019097",
"ticker": null,
"issuerName": "UBS Group AG"
},
{
"id": 3822345,
"type": "FIXED_INCOME",
"name": "UBS Group AG 1.494% 8/10/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 0.85% on 8/10/2026)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19621000,
"marketValue": 18572238,
"couponRate": 1.494,
"maturityDate": "2027-08-10",
"fundAbbreviation": null,
"sedol": "BMWVNK5",
"isin": "US902613AH15",
"cusip": "902613AH1",
"issuer": "212019097",
"ticker": null,
"issuerName": "UBS Group AG"
},
{
"id": 3822339,
"type": "FIXED_INCOME",
"name": "UBS Group AG 3.126% 8/13/2030 (3-month USD-LIBOR + 1.468% on 8/13/2029)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16600000,
"marketValue": 15174940,
"couponRate": 3.126,
"maturityDate": "2030-08-13",
"fundAbbreviation": null,
"sedol": "BKKGQB0",
"isin": "US902613AA61",
"cusip": "902613AA6",
"issuer": "212019097",
"ticker": null,
"issuerName": "UBS Group AG"
},
{
"id": 3815391,
"type": "FIXED_INCOME",
"name": "UBS Group AG 3.869% 1/12/2029 (3-month USD-LIBOR + 1.41% on 1/12/2028)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16485000,
"marketValue": 15881270,
"couponRate": 3.869,
"maturityDate": "2029-01-12",
"fundAbbreviation": null,
"sedol": "BD265F6",
"isin": "US225401AF50",
"cusip": "225401AF5",
"issuer": "212019097",
"ticker": null,
"issuerName": "UBS Group AG"
},
{
"id": 3822353,
"type": "FIXED_INCOME",
"name": "UBS Group AG 5.711% 1/12/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.55% on 1/12/2026)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20000000,
"marketValue": 20150400,
"couponRate": 5.711,
"maturityDate": "2027-01-12",
"fundAbbreviation": null,
"sedol": "BNNM412",
"isin": "US902613AU26",
"cusip": "902613AU2",
"issuer": "212019097",
"ticker": null,
"issuerName": "UBS Group AG"
},
{
"id": 3815403,
"type": "FIXED_INCOME",
"name": "UBS Group AG 9.016% 11/15/2033 (USD-SOFR + 5.02% on 11/15/2032)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17875000,
"marketValue": 21595556,
"couponRate": 9.016,
"maturityDate": "2033-11-15",
"fundAbbreviation": null,
"sedol": "BKS9D87",
"isin": "US225401BB38",
"cusip": "225401BB3",
"issuer": "212019097",
"ticker": null,
"issuerName": "UBS Group AG"
},
{
"id": 3822365,
"type": "FIXED_INCOME",
"name": "UniCredit SpA 4.625% 4/12/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17010000,
"marketValue": 16792374,
"couponRate": 4.625,
"maturityDate": "2027-04-12",
"fundAbbreviation": null,
"sedol": "BDGKR47",
"isin": "US904678AB50",
"cusip": "904678AB5",
"issuer": "170074582",
"ticker": null,
"issuerName": "UniCredit"
},
{
"id": 3822383,
"type": "FIXED_INCOME",
"name": "Union Pacific Corp. 2.375% 5/20/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22125000,
"marketValue": 19108301,
"couponRate": 2.375,
"maturityDate": "2031-05-20",
"fundAbbreviation": null,
"sedol": "BMBQGF7",
"isin": "US907818FU72",
"cusip": "907818FU7",
"issuer": "126005850",
"ticker": null,
"issuerName": "Union Pacific"
},
{
"id": 3822379,
"type": "FIXED_INCOME",
"name": "Union Pacific Corp. 3.25% 2/5/2050",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 26498000,
"marketValue": 18092887,
"couponRate": 3.25,
"maturityDate": "2050-02-05",
"fundAbbreviation": null,
"sedol": "BKDMLD2",
"isin": "US907818FK90",
"cusip": "907818FK9",
"issuer": "126005850",
"ticker": null,
"issuerName": "Union Pacific"
},
{
"id": 3822825,
"type": "FIXED_INCOME",
"name": "UnitedHealth Group, Inc. 3.70% 12/15/2025",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15430000,
"marketValue": 15314352,
"couponRate": 3.7,
"maturityDate": "2025-12-15",
"fundAbbreviation": null,
"sedol": "BHSSPY3",
"isin": "US91324PDN96",
"cusip": "91324PDN9",
"issuer": "144005868",
"ticker": null,
"issuerName": "UnitedHealth Group"
},
{
"id": 3822849,
"type": "FIXED_INCOME",
"name": "UnitedHealth Group, Inc. 4.95% 1/15/2032",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14500000,
"marketValue": 14341805,
"couponRate": 4.95,
"maturityDate": "2032-01-15",
"fundAbbreviation": null,
"sedol": "BPDY832",
"isin": "US91324PFH01",
"cusip": "91324PFH0",
"issuer": "144005868",
"ticker": null,
"issuerName": "UnitedHealth Group"
},
{
"id": 3822853,
"type": "FIXED_INCOME",
"name": "UnitedHealth Group, Inc. 5.625% 7/15/2054",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17476000,
"marketValue": 16976029,
"couponRate": 5.625,
"maturityDate": "2054-07-15",
"fundAbbreviation": null,
"sedol": "BPDY7Z7",
"isin": "US91324PFL13",
"cusip": "91324PFL1",
"issuer": "144005868",
"ticker": null,
"issuerName": "UnitedHealth Group"
},
{
"id": 3822403,
"type": "FIXED_INCOME",
"name": "United Mexican States 4.875% 5/19/2033",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20788000,
"marketValue": 18652158,
"couponRate": 4.875,
"maturityDate": "2033-05-19",
"fundAbbreviation": null,
"sedol": "BNDMC74",
"isin": "US91087BAT70",
"cusip": "91087BAT7",
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3822419,
"type": "FIXED_INCOME",
"name": "U.S. Bancorp 5.384% 1/23/2030 (USD-SOFR + 1.56% on 1/23/2029)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21099000,
"marketValue": 21279460,
"couponRate": 5.384,
"maturityDate": "2030-01-23",
"fundAbbreviation": null,
"sedol": "BRBCTK6",
"isin": "US91159HJQ48",
"cusip": "91159HJQ4",
"issuer": "187080111",
"ticker": null,
"issuerName": "U.S. Bancorp"
},
{
"id": 3822587,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 0.50% 4/30/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 13765319,
"couponRate": 0.5,
"maturityDate": "2027-04-30",
"fundAbbreviation": null,
"sedol": "BMWWR06",
"isin": "US912828ZN34",
"cusip": "912828ZN3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822609,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.125% 2/29/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 23306000,
"marketValue": 21151600,
"couponRate": 1.125,
"maturityDate": "2028-02-29",
"fundAbbreviation": null,
"sedol": "BLKH0Y1",
"isin": "US91282CBP59",
"cusip": "91282CBP5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822479,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.125% 8/15/2040",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 35000000,
"marketValue": 20909763,
"couponRate": 1.125,
"maturityDate": "2040-08-15",
"fundAbbreviation": null,
"sedol": "BKVKF47",
"isin": "US912810SQ22",
"cusip": "912810SQ2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822629,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.25% 8/15/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20109000,
"marketValue": 16421440,
"couponRate": 1.25,
"maturityDate": "2031-08-15",
"fundAbbreviation": null,
"sedol": "BMWVP09",
"isin": "US91282CCS89",
"cusip": "91282CCS8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822481,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.625% 11/15/2050",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 42400000,
"marketValue": 22154102,
"couponRate": 1.625,
"maturityDate": "2050-11-15",
"fundAbbreviation": null,
"sedol": "BN7JWV5",
"isin": "US912810SS87",
"cusip": "912810SS8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822645,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.75% 2/15/2032",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 25000000,
"marketValue": 21042183,
"couponRate": 1.875,
"maturityDate": "2032-02-15",
"fundAbbreviation": null,
"sedol": "BM96PV8",
"isin": "US91282CDY49",
"cusip": "91282CDY4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822499,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.875% 11/15/2051",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 30977000,
"marketValue": 17115040,
"couponRate": 1.875,
"maturityDate": "2051-11-15",
"fundAbbreviation": null,
"sedol": "BMCNFZ0",
"isin": "US912810TB44",
"cusip": "912810TB4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822569,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.00% 11/15/2026",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15600000,
"marketValue": 14976691,
"couponRate": 2,
"maturityDate": "2026-11-15",
"fundAbbreviation": null,
"sedol": "BZ1BP78",
"isin": "US912828U246",
"cusip": "912828U24",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822547,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.25% 8/15/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17500000,
"marketValue": 16639737,
"couponRate": 2.25,
"maturityDate": "2027-08-15",
"fundAbbreviation": null,
"sedol": "BF53YJ5",
"isin": "US9128282R06",
"cusip": "9128282R0",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822445,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.25% 8/15/2046",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21600000,
"marketValue": 13963938,
"couponRate": 2.25,
"maturityDate": "2046-08-15",
"fundAbbreviation": null,
"sedol": "BD1FML9",
"isin": "US912810RT79",
"cusip": "912810RT7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822443,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.50% 2/15/2046",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 32376500,
"marketValue": 22157055,
"couponRate": 2.5,
"maturityDate": "2046-02-15",
"fundAbbreviation": null,
"sedol": "BD2C0D7",
"isin": "US912810RQ31",
"cusip": "912810RQ3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822549,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.75% 2/15/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17398000,
"marketValue": 16616849,
"couponRate": 2.75,
"maturityDate": "2028-02-15",
"fundAbbreviation": null,
"sedol": "BG0D0D3",
"isin": "US9128283W81",
"cusip": "9128283W8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822553,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.875% 5/15/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16027000,
"marketValue": 15315047,
"couponRate": 2.875,
"maturityDate": "2028-05-15",
"fundAbbreviation": null,
"sedol": "BD59D36",
"isin": "US9128284N73",
"cusip": "9128284N7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822451,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.00% 5/15/2047",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 26000000,
"marketValue": 19246089,
"couponRate": 3,
"maturityDate": "2047-05-15",
"fundAbbreviation": null,
"sedol": "BF0T9Z9",
"isin": "US912810RX81",
"cusip": "912810RX8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822655,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.25% 6/30/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18000000,
"marketValue": 17181974,
"couponRate": 3.25,
"maturityDate": "2029-06-30",
"fundAbbreviation": null,
"sedol": "BQC7W26",
"isin": "US91282CEV90",
"cusip": "91282CEV9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822513,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.00% 11/15/2052",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 24178700,
"marketValue": 21092139,
"couponRate": 4,
"maturityDate": "2052-11-15",
"fundAbbreviation": null,
"sedol": "BQXS7C3",
"isin": "US912810TL26",
"cusip": "912810TL2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822709,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.00% 7/31/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15360000,
"marketValue": 15043278,
"couponRate": 4,
"maturityDate": "2030-07-31",
"fundAbbreviation": null,
"sedol": "BNTDWX7",
"isin": "US91282CHR51",
"cusip": "91282CHR5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822665,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.125% 10/31/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22500000,
"marketValue": 22418820,
"couponRate": 4.125,
"maturityDate": "2027-10-31",
"fundAbbreviation": null,
"sedol": "BNTVWV9",
"isin": "US91282CFU09",
"cusip": "91282CFU0",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822863,
"type": "FIXED_INCOME",
"name": "Vail Resorts, Inc. 6.50% 5/15/2032",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 14640000,
"marketValue": 14816310,
"couponRate": 6.5,
"maturityDate": "2032-05-15",
"fundAbbreviation": null,
"sedol": "BS2HX38",
"isin": "US91879QAP46",
"cusip": "91879QAP4",
"issuer": "3011875",
"ticker": null,
"issuerName": "Vail Resorts"
},
{
"id": 3822871,
"type": "FIXED_INCOME",
"name": "Venture Global Calcasieu Pass, LLC 3.875% 11/1/2033",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22500000,
"marketValue": 19346243,
"couponRate": 3.875,
"maturityDate": "2033-11-01",
"fundAbbreviation": null,
"sedol": "BP9SCV4",
"isin": "US92328MAC73",
"cusip": "92328MAC7",
"issuer": "212348941",
"ticker": null,
"issuerName": "Venture Global Holdings"
},
{
"id": 3822875,
"type": "FIXED_INCOME",
"name": "Veralto Corp. 5.35% 9/18/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20750000,
"marketValue": 21024108,
"couponRate": 5.35,
"maturityDate": "2028-09-18",
"fundAbbreviation": null,
"sedol": "BQB69X4",
"isin": "US92338CAD56",
"cusip": "92338CAD5",
"issuer": "212328697",
"ticker": null,
"issuerName": "Veralto"
},
{
"id": 3822889,
"type": "FIXED_INCOME",
"name": "Verizon Communications, Inc. 1.75% 1/20/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 18894000,
"marketValue": 15577007,
"couponRate": 1.75,
"maturityDate": "2031-01-20",
"fundAbbreviation": null,
"sedol": "BMWBBJ0",
"isin": "US92343VFR06",
"cusip": "92343VFR0",
"issuer": "30000666",
"ticker": null,
"issuerName": "Verizon Communications"
},
{
"id": 3822895,
"type": "FIXED_INCOME",
"name": "Verizon Communications, Inc. 2.987% 10/30/2056",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 30104000,
"marketValue": 17871059,
"couponRate": 2.987,
"maturityDate": "2056-10-30",
"fundAbbreviation": null,
"sedol": "BMXT869",
"isin": "US92343VFW90",
"cusip": "92343VFW9",
"issuer": "30000666",
"ticker": null,
"issuerName": "Verizon Communications"
},
{
"id": 3822927,
"type": "FIXED_INCOME",
"name": "Verus Securitization Trust, Series 2023-3, Class A1, 5.93% 3/25/2068 (6.93% on 4/1/2027)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19018455,
"marketValue": 19082015,
"couponRate": 5.93,
"maturityDate": "2068-03-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92539GAA94",
"cusip": "92539GAA9",
"issuer": "212323173",
"ticker": null,
"issuerName": "Verus Securitization Trust VERUS_23-3"
},
{
"id": 3822937,
"type": "FIXED_INCOME",
"name": "Verus Securitization Trust, Series 2024-6, Class A1, 5.799% 7/25/2069 (6.799% on 7/1/2028)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20175949,
"marketValue": 20269262,
"couponRate": 5.799,
"maturityDate": "2069-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92540JAA07",
"cusip": "92540JAA0",
"issuer": "212345461",
"ticker": null,
"issuerName": "Verus Securitization Trust 2024-6"
},
{
"id": 3822949,
"type": "FIXED_INCOME",
"name": "Verus Securitization Trust, Series 2024-9, Class A1, 5.493% 11/25/2069",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 16870000,
"marketValue": 16947669,
"couponRate": 5.493,
"maturityDate": "2069-11-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92540RAC88",
"cusip": "92540RAC8",
"issuer": "212352614",
"ticker": null,
"issuerName": "Verus Securitization Trust VERUS_24-9"
},
{
"id": 3822943,
"type": "FIXED_INCOME",
"name": "Verus Securitization Trust, Series 2024-INV2, Class A1, 5.332% 8/26/2069 (6.332% on 8/1/2028)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17842698,
"marketValue": 17801320,
"couponRate": 5.332,
"maturityDate": "2069-08-26",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92540NAA19",
"cusip": "92540NAA1",
"issuer": "212350264",
"ticker": null,
"issuerName": "Verus Securitization Trust VERUS_24-INV2"
},
{
"id": 3823005,
"type": "FIXED_INCOME",
"name": "Voya CLO, Ltd., Series 2018-3, Class A1R2, (3-month USD CME Term SOFR + 1.20%) 5.856% 10/15/2031",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 21454643,
"marketValue": 21491395,
"couponRate": 5.856,
"maturityDate": "2031-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92917KAQ76",
"cusip": "92917KAQ7",
"issuer": "212319014",
"ticker": null,
"issuerName": "Voya CLO 2018-3"
},
{
"id": 3820561,
"type": "FIXED_INCOME",
"name": "WarnerMedia Holdings, Inc. 3.638% 3/15/2025",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19418000,
"marketValue": 19357396,
"couponRate": 3.638,
"maturityDate": "2025-03-15",
"fundAbbreviation": null,
"sedol": "BNQQB87",
"isin": "US55903VAZ67",
"cusip": "55903VAZ6",
"issuer": "168085604",
"ticker": null,
"issuerName": "Warner Bros Discovery"
},
{
"id": 3823033,
"type": "FIXED_INCOME",
"name": "Wellfleet CLO, Ltd., Series 2019-XA, Class A2R2, (3-month USD CME Term SOFR + 1.75%) 6.339% 7/20/2032",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15500000,
"marketValue": 15524568,
"couponRate": 6.339,
"maturityDate": "2032-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US94949WAT36",
"cusip": "94949WAT3",
"issuer": "212320588",
"ticker": null,
"issuerName": "Wellfleet CLO X"
},
{
"id": 3823067,
"type": "FIXED_INCOME",
"name": "Wells Fargo & Co. 3.526% 3/24/2028 (USD-SOFR + 1.51% on 3/24/2027)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19375000,
"marketValue": 18797644,
"couponRate": 3.526,
"maturityDate": "2028-03-24",
"fundAbbreviation": null,
"sedol": "BNLYDQ8",
"isin": "US95000U2V48",
"cusip": "95000U2V4",
"issuer": "50004078",
"ticker": null,
"issuerName": "Wells Fargo"
},
{
"id": 3823075,
"type": "FIXED_INCOME",
"name": "Wells Fargo & Co. 5.574% 7/25/2029 (USD-SOFR + 1.74% on 7/25/2028)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15250000,
"marketValue": 15487290,
"couponRate": 5.574,
"maturityDate": "2029-07-25",
"fundAbbreviation": null,
"sedol": "BNFZXP6",
"isin": "US95000U3E14",
"cusip": "95000U3E1",
"issuer": "50004078",
"ticker": null,
"issuerName": "Wells Fargo"
},
{
"id": 3823079,
"type": "FIXED_INCOME",
"name": "Wells Fargo & Co. 6.303% 10/23/2029 (USD-SOFR + 1.79% on 10/23/2028)",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20000000,
"marketValue": 20819460,
"couponRate": 6.303,
"maturityDate": "2029-10-23",
"fundAbbreviation": null,
"sedol": "BLB0XW8",
"isin": "US95000U3G61",
"cusip": "95000U3G6",
"issuer": "50004078",
"ticker": null,
"issuerName": "Wells Fargo"
},
{
"id": 3823099,
"type": "FIXED_INCOME",
"name": "Wells Fargo Commercial Mortgage Trust, Series 2024-5C2, Class A3, 5.92% 11/15/2057",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 19224000,
"marketValue": 19823558,
"couponRate": 5.92,
"maturityDate": "2057-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US95003UAD28",
"cusip": "95003UAD2",
"issuer": "212351750",
"ticker": null,
"issuerName": "Wells Fargo Commercial Mortgage Trust 2024-5C2"
},
{
"id": 3823129,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2023-3, Class C, 6.02% 9/15/2028",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15698000,
"marketValue": 15946860,
"couponRate": 6.02,
"maturityDate": "2028-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96041CAL63",
"cusip": "96041CAL6",
"issuer": "212327061",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust WLAKE_23-3"
},
{
"id": 3823147,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2024-2, Class C, 5.68% 3/15/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20300000,
"marketValue": 20542179,
"couponRate": 5.68,
"maturityDate": "2030-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96042YAF07",
"cusip": "96042YAF0",
"issuer": "212342372",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust 2024-2"
},
{
"id": 3823155,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2024-3A, Class C, 4.92% 11/15/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20412000,
"marketValue": 20369237,
"couponRate": 4.92,
"maturityDate": "2029-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96043CAF77",
"cusip": "96043CAF7",
"issuer": "212349491",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust 2024-3"
},
{
"id": 3823189,
"type": "FIXED_INCOME",
"name": "Wind River CLO, Ltd., Series 2015-1, Class BR3, (3-month USD CME Term SOFR + 1.80%) 6.417% 10/20/2030",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 22000000,
"marketValue": 22034320,
"couponRate": 6.417,
"maturityDate": "2030-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US97316XAE22",
"cusip": "97316XAE2",
"issuer": "212319704",
"ticker": null,
"issuerName": "THL Credit Wind River 2015-1 CLO"
},
{
"id": 3823015,
"type": "FIXED_INCOME",
"name": "WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A, (1-month USD CME Term SOFR + 2.789%) 7.186% 11/15/2027",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 15228000,
"marketValue": 15408528,
"couponRate": 7.186,
"maturityDate": "2027-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US929342AA13",
"cusip": "929342AA1",
"issuer": "212313999",
"ticker": null,
"issuerName": "WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK"
},
{
"id": 3823219,
"type": "FIXED_INCOME",
"name": "World Omni Auto Receivables Trust., Series 24-C, Class A3, 4.43% 12/17/2029",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 17618000,
"marketValue": 17569533,
"couponRate": 4.43,
"maturityDate": "2029-12-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US98164NAD75",
"cusip": "98164NAD7",
"issuer": "212347070",
"ticker": null,
"issuerName": "World Omni Auto Receivables Trust 2024-C"
},
{
"id": 3821271,
"type": "SHORT_TERM",
"name": "Pacific Gas and Electric Co. (USD-SOFR Index + 0.95%) 5.59% 9/4/2025",
"percentage": 0.02,
"asOfDate": "2024-12-31",
"shares": 20000000,
"marketValue": 20043944,
"couponRate": 5.59,
"maturityDate": "2025-09-04",
"fundAbbreviation": null,
"sedol": "BTFJ264",
"isin": "US694308KS54",
"cusip": "694308KS5",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3813595,
"type": "FIXED_INCOME",
"name": "ACHV ABS Trust, Series 2024-3AL, Class A, 5.01% 12/26/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4594000,
"marketValue": 4597298,
"couponRate": 5.01,
"maturityDate": "2031-12-26",
"fundAbbreviation": null,
"sedol": null,
"isin": "US00092KAA25",
"cusip": "00092KAA2",
"issuer": "212350747",
"ticker": null,
"issuerName": "ACHV ABS Trust 2024-3AL"
},
{
"id": 3813677,
"type": "FIXED_INCOME",
"name": "AerCap Ireland Capital DAC 6.50% 7/15/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4854000,
"marketValue": 4886580,
"couponRate": 6.5,
"maturityDate": "2025-07-15",
"fundAbbreviation": null,
"sedol": "BMBT2D6",
"isin": "US00774MAN56",
"cusip": "00774MAN5",
"issuer": "212022773",
"ticker": null,
"issuerName": "AerCap"
},
{
"id": 3813607,
"type": "FIXED_INCOME",
"name": "AES Andes SA 6.30% 3/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7753000,
"marketValue": 7800898,
"couponRate": 6.3,
"maturityDate": "2029-03-15",
"fundAbbreviation": null,
"sedol": "BQ5HGV0",
"isin": "US00111VAA52",
"cusip": "00111VAA5",
"issuer": "212028955",
"ticker": null,
"issuerName": "AES Andes"
},
{
"id": 3813603,
"type": "FIXED_INCOME",
"name": "AES Panama Generation Holdings, SRL 4.375% 5/31/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8121050,
"marketValue": 7112172,
"couponRate": 4.375,
"maturityDate": "2030-05-31",
"fundAbbreviation": null,
"sedol": "BMGR3X2",
"isin": "US00109AAB35",
"cusip": "00109AAB3",
"issuer": "35000035",
"ticker": null,
"issuerName": "AES"
},
{
"id": 3813699,
"type": "FIXED_INCOME",
"name": "Affirm Asset Securitization Trust, Series 2024-B, Class A, 4.62% 9/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5330000,
"marketValue": 5303718,
"couponRate": 4.62,
"maturityDate": "2029-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US00835AAA60",
"cusip": "00835AAA6",
"issuer": "212347968",
"ticker": null,
"issuerName": "Affirm Asset Securitization Trust 2024-B"
},
{
"id": 3813687,
"type": "FIXED_INCOME",
"name": "Affirm, Inc., Series 2024-A, Class A, 5.61% 2/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4546000,
"marketValue": 4580904,
"couponRate": 5.61,
"maturityDate": "2029-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US00834BAA52",
"cusip": "00834BAA5",
"issuer": "212336063",
"ticker": null,
"issuerName": "Affirm Asset Securitization Trust 2024-A"
},
{
"id": 3813689,
"type": "FIXED_INCOME",
"name": "Affirm, Inc., Series 2024, Class 1A, 5.61% 2/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6723000,
"marketValue": 6774115,
"couponRate": 5.61,
"maturityDate": "2029-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US00834BAF40",
"cusip": "00834BAF4",
"issuer": "212336063",
"ticker": null,
"issuerName": "Affirm Asset Securitization Trust 2024-A"
},
{
"id": 3813465,
"type": "FIXED_INCOME",
"name": "AIA Group, Ltd. 0.88% 9/9/2033 (5-year EUR Mid-Swap + 1.10% on 9/9/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9525000,
"marketValue": 8986510,
"couponRate": 0.88,
"maturityDate": "2033-09-09",
"fundAbbreviation": null,
"sedol": "BNLXSL5",
"isin": "XS2356311139",
"cusip": null,
"issuer": "110095298",
"ticker": null,
"issuerName": "AIA Group"
},
{
"id": 3813621,
"type": "FIXED_INCOME",
"name": "AIB Group PLC 5.871% 3/28/2035 (USD-SOFR + 1.91% on 3/28/2034)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12575000,
"marketValue": 12604690,
"couponRate": 5.871,
"maturityDate": "2035-03-28",
"fundAbbreviation": null,
"sedol": "BR86Z69",
"isin": "US00135TAE47",
"cusip": "00135TAE4",
"issuer": "146074770",
"ticker": null,
"issuerName": "AIB Group"
},
{
"id": 3813701,
"type": "FIXED_INCOME",
"name": "Air Products and Chemicals, Inc. 2.70% 5/15/2040",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11472000,
"marketValue": 8191364,
"couponRate": 2.7,
"maturityDate": "2040-05-15",
"fundAbbreviation": null,
"sedol": "BKX8JV4",
"isin": "US009158AZ91",
"cusip": "009158AZ9",
"issuer": "129000129",
"ticker": null,
"issuerName": "Air Products and Chemicals"
},
{
"id": 3813705,
"type": "FIXED_INCOME",
"name": "Albertsons Companies, Inc. 3.50% 3/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8727000,
"marketValue": 7951213,
"couponRate": 3.5,
"maturityDate": "2029-03-15",
"fundAbbreviation": null,
"sedol": "BKPMPR2",
"isin": "US013092AG61",
"cusip": "013092AG6",
"issuer": "212130196",
"ticker": null,
"issuerName": "Albertsons Companies"
},
{
"id": 3813495,
"type": "FIXED_INCOME",
"name": "Alfa Desarrollo SpA 4.55% 9/27/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8919355,
"marketValue": 6581244,
"couponRate": 4.55,
"maturityDate": "2051-09-27",
"fundAbbreviation": null,
"sedol": "BNYDDB7",
"isin": "USP0R60QAA15",
"cusip": null,
"issuer": "212288565",
"ticker": null,
"issuerName": "Alfa Desarrollo"
},
{
"id": 3813719,
"type": "FIXED_INCOME",
"name": "Alibaba Group Holding, Ltd. 2.70% 2/9/2041",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7706000,
"marketValue": 5234354,
"couponRate": 2.7,
"maturityDate": "2041-02-09",
"fundAbbreviation": null,
"sedol": "BLH23R3",
"isin": "US01609WAY84",
"cusip": "01609WAY8",
"issuer": "212017273",
"ticker": null,
"issuerName": "Alibaba Group"
},
{
"id": 3813729,
"type": "FIXED_INCOME",
"name": "Allegro CLO, Ltd., Series 2019-2, Class CR, (3-month USD CME Term SOFR + 2.53%) 7.147% 1/19/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10500000,
"marketValue": 10555650,
"couponRate": 7.147,
"maturityDate": "2033-01-19",
"fundAbbreviation": null,
"sedol": null,
"isin": "US01750HAW25",
"cusip": "01750HAW2",
"issuer": "212319907",
"ticker": null,
"issuerName": "Allegro CLO Ltd ALLEG_19-2A"
},
{
"id": 3813769,
"type": "FIXED_INCOME",
"name": "Ally Financial, Inc. 5.80% 5/1/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6400000,
"marketValue": 6408282,
"couponRate": 5.8,
"maturityDate": "2025-05-01",
"fundAbbreviation": null,
"sedol": "BKPSFL4",
"isin": "US02005NBJ81",
"cusip": "02005NBJ8",
"issuer": "33094161",
"ticker": null,
"issuerName": "Ally Financial"
},
{
"id": 3813521,
"type": "FIXED_INCOME",
"name": "Alpha Bank SA 7.50% 6/16/2027 (1-year EUR Mid-Swap + 5.084% on 6/16/2026)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4540000,
"marketValue": 5017628,
"couponRate": 7.5,
"maturityDate": "2027-06-16",
"fundAbbreviation": null,
"sedol": "BPRT9K7",
"isin": "XS2562213145",
"cusip": null,
"issuer": "125079837",
"ticker": null,
"issuerName": "Alpha Services and Holdings"
},
{
"id": 3813779,
"type": "FIXED_INCOME",
"name": "Altria Group, Inc. 4.40% 2/14/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7655000,
"marketValue": 7621433,
"couponRate": 4.4,
"maturityDate": "2026-02-14",
"fundAbbreviation": null,
"sedol": "BFZ57X6",
"isin": "US02209SBC61",
"cusip": "02209SBC6",
"issuer": "123004363",
"ticker": null,
"issuerName": "Altria"
},
{
"id": 3813789,
"type": "FIXED_INCOME",
"name": "América Móvil, SAB de CV 9.50% 1/27/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 117330000,
"marketValue": 5297913,
"couponRate": 9.5,
"maturityDate": "2031-01-27",
"fundAbbreviation": null,
"sedol": "BR2QDJ4",
"isin": "XS2645737003",
"cusip": "02364WBL8",
"issuer": "107080031",
"ticker": null,
"issuerName": "América Móvil"
},
{
"id": 3813811,
"type": "FIXED_INCOME",
"name": "American Credit Acceptance Receivables Trust, Series 2024-1, Class C, 5.63% 1/14/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7915000,
"marketValue": 7975716,
"couponRate": 5.63,
"maturityDate": "2030-01-14",
"fundAbbreviation": null,
"sedol": null,
"isin": "US02531AAE10",
"cusip": "02531AAE1",
"issuer": "212334120",
"ticker": null,
"issuerName": "American Credit Acceptance Receivables Trust 2024-1"
},
{
"id": 3813813,
"type": "FIXED_INCOME",
"name": "American Credit Acceptance Receivables Trust, Series 2024-1, Class D, 5.86% 5/13/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5330000,
"marketValue": 5368541,
"couponRate": 5.86,
"maturityDate": "2030-05-13",
"fundAbbreviation": null,
"sedol": null,
"isin": "US02531AAG67",
"cusip": "02531AAG6",
"issuer": "212334120",
"ticker": null,
"issuerName": "American Credit Acceptance Receivables Trust 2024-1"
},
{
"id": 3813793,
"type": "FIXED_INCOME",
"name": "American Credit Acceptance Receivables Trust, Series 2024-3, Class A, 5.76% 11/12/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6309259,
"marketValue": 6338698,
"couponRate": 5.76,
"maturityDate": "2027-11-12",
"fundAbbreviation": null,
"sedol": null,
"isin": "US02490BAA61",
"cusip": "02490BAA6",
"issuer": "212345168",
"ticker": null,
"issuerName": "American Credit Acceptance Receivables Trust 2024-3"
},
{
"id": 3813803,
"type": "FIXED_INCOME",
"name": "American Credit Acceptance Receivables Trust, Series 2024-4, Class C, 4.91% 8/12/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4853000,
"marketValue": 4832613,
"couponRate": 4.91,
"maturityDate": "2031-08-12",
"fundAbbreviation": null,
"sedol": null,
"isin": "US024945AE77",
"cusip": "024945AE7",
"issuer": "212349291",
"ticker": null,
"issuerName": "American Credit Acceptance Receivables Trust 2024-4"
},
{
"id": 3813837,
"type": "FIXED_INCOME",
"name": "American Express Co. 5.284% 7/26/2035 (USD-SOFR + 1.42% on 7/26/2034)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10525000,
"marketValue": 10415466,
"couponRate": 5.284,
"maturityDate": "2035-07-26",
"fundAbbreviation": null,
"sedol": "BNM9JD1",
"isin": "US025816DW67",
"cusip": "025816DW6",
"issuer": "26000238",
"ticker": null,
"issuerName": "American Express"
},
{
"id": 3813847,
"type": "FIXED_INCOME",
"name": "American Homes 4 Rent, Series 2015-SFR2, Class B, 4.295% 10/17/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8478000,
"marketValue": 8425284,
"couponRate": 4.295,
"maturityDate": "2052-10-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US02666BAB27",
"cusip": "02666BAB2",
"issuer": "212299081",
"ticker": null,
"issuerName": "American Homes 4 Rent AH4R_15-SF"
},
{
"id": 3813839,
"type": "FIXED_INCOME",
"name": "American Honda Finance Corp. 1.20% 7/8/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10182000,
"marketValue": 10009629,
"couponRate": 1.2,
"maturityDate": "2025-07-08",
"fundAbbreviation": null,
"sedol": "BMW1435",
"isin": "US02665WDL28",
"cusip": "02665WDL2",
"issuer": "212164833",
"ticker": null,
"issuerName": "American Honda Finance Corp"
},
{
"id": 3813865,
"type": "FIXED_INCOME",
"name": "AmeriCredit Automobile Receivables Trust, Series 2023-1, Class B, 5.57% 3/20/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13052000,
"marketValue": 13208533,
"couponRate": 5.57,
"maturityDate": "2028-03-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US03067BAE92",
"cusip": "03067BAE9",
"issuer": "212317972",
"ticker": null,
"issuerName": "Americredit Automobile Receivables Trust AMCAR_23-1"
},
{
"id": 3813859,
"type": "FIXED_INCOME",
"name": "AmeriCredit Automobile Receivables Trust, Series 2023-2, Class A3, 5.81% 5/18/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9883000,
"marketValue": 10034655,
"couponRate": 5.81,
"maturityDate": "2028-05-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US03065UAD19",
"cusip": "03065UAD1",
"issuer": "212328522",
"ticker": null,
"issuerName": "Americredit Automobile Receivables Trust AMCAR_23-2"
},
{
"id": 3813879,
"type": "FIXED_INCOME",
"name": "Amgen, Inc. 4.875% 3/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6500000,
"marketValue": 5583455,
"couponRate": 4.875,
"maturityDate": "2053-03-01",
"fundAbbreviation": null,
"sedol": "BMH9SK9",
"isin": "US031162DK36",
"cusip": "031162DK3",
"issuer": "65000277",
"ticker": null,
"issuerName": "Amgen"
},
{
"id": 3813889,
"type": "FIXED_INCOME",
"name": "Amphenol Corp. 5.375% 11/15/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5340000,
"marketValue": 5081037,
"couponRate": 5.375,
"maturityDate": "2054-11-15",
"fundAbbreviation": null,
"sedol": "BT259S6",
"isin": "US032095AS07",
"cusip": "032095AS0",
"issuer": "169008225",
"ticker": null,
"issuerName": "Amphenol"
},
{
"id": 3813899,
"type": "FIXED_INCOME",
"name": "Analog Devices, Inc. 2.10% 10/1/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14846000,
"marketValue": 12441022,
"couponRate": 2.1,
"maturityDate": "2031-10-01",
"fundAbbreviation": null,
"sedol": "BPBK735",
"isin": "US032654AV70",
"cusip": "032654AV7",
"issuer": "81000293",
"ticker": null,
"issuerName": "Analog Devices"
},
{
"id": 3813903,
"type": "FIXED_INCOME",
"name": "Analog Devices, Inc. 2.95% 10/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 18184000,
"marketValue": 11556132,
"couponRate": 2.95,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": "BPBK6M7",
"isin": "US032654AX37",
"cusip": "032654AX3",
"issuer": "81000293",
"ticker": null,
"issuerName": "Analog Devices"
},
{
"id": 3813907,
"type": "FIXED_INCOME",
"name": "Analog Devices, Inc. 5.30% 4/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5160000,
"marketValue": 4921025,
"couponRate": 5.3,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": "BPRBTZ8",
"isin": "US032654BC80",
"cusip": "032654BC8",
"issuer": "81000293",
"ticker": null,
"issuerName": "Analog Devices"
},
{
"id": 3813913,
"type": "FIXED_INCOME",
"name": "Angel Oak Mortgage Trust, Series 2024-2, Class A1, 5.985% 1/25/2069 (6.985% on 1/1/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8547258,
"marketValue": 8575584,
"couponRate": 5.985,
"maturityDate": "2069-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US034942AA08",
"cusip": "034942AA0",
"issuer": "212338709",
"ticker": null,
"issuerName": "Angel Oak Mortgage Trust AOMT_24-2"
},
{
"id": 3813909,
"type": "FIXED_INCOME",
"name": "Angel Oak Mortgage Trust, Series 2024-8, Class A1, 5.338% 5/27/2069 (6.338% on 8/1/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8076993,
"marketValue": 8047350,
"couponRate": 5.338,
"maturityDate": "2069-05-27",
"fundAbbreviation": null,
"sedol": null,
"isin": "US03465QAA22",
"cusip": "03465QAA2",
"issuer": "212347725",
"ticker": null,
"issuerName": "Angel Oak Mortgage Trust 2024-8"
},
{
"id": 3813919,
"type": "FIXED_INCOME",
"name": "Anheuser-Busch InBev Worldwide, Inc. 5.45% 1/23/2039",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10033250,
"couponRate": 5.45,
"maturityDate": "2039-01-23",
"fundAbbreviation": null,
"sedol": "BJ555S5",
"isin": "US03523TBU16",
"cusip": "03523TBU1",
"issuer": "212201163",
"ticker": null,
"issuerName": "Anheuser Busch Inbev"
},
{
"id": 3813927,
"type": "FIXED_INCOME",
"name": "Antero Resources Corp. 5.375% 3/1/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5735000,
"marketValue": 5545435,
"couponRate": 5.375,
"maturityDate": "2030-03-01",
"fundAbbreviation": null,
"sedol": "BNDYF04",
"isin": "US03674XAS53",
"cusip": "03674XAS5",
"issuer": "212017233",
"ticker": null,
"issuerName": "Antero Resources"
},
{
"id": 3813943,
"type": "FIXED_INCOME",
"name": "Aon Corp. 5.35% 2/28/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6206000,
"marketValue": 6182293,
"couponRate": 5.35,
"maturityDate": "2033-02-28",
"fundAbbreviation": null,
"sedol": "BQQ7H94",
"isin": "US03740LAG77",
"cusip": "03740LAG7",
"issuer": "212230295",
"ticker": null,
"issuerName": "Aon"
},
{
"id": 3813951,
"type": "FIXED_INCOME",
"name": "Aon North America, Inc. 5.75% 3/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6674000,
"marketValue": 6514491,
"couponRate": 5.75,
"maturityDate": "2054-03-01",
"fundAbbreviation": null,
"sedol": "BMFF928",
"isin": "US03740MAF77",
"cusip": "03740MAF7",
"issuer": "120096792",
"ticker": null,
"issuerName": "Aon Plc"
},
{
"id": 3813955,
"type": "FIXED_INCOME",
"name": "Apache Corp. 4.25% 1/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9050000,
"marketValue": 8512629,
"couponRate": 4.25,
"maturityDate": "2030-01-15",
"fundAbbreviation": null,
"sedol": "BK1M2B9",
"isin": "US037411BF15",
"cusip": "037411BF1",
"issuer": "116000328",
"ticker": null,
"issuerName": "APA"
},
{
"id": 3813953,
"type": "FIXED_INCOME",
"name": "Apache Corp. 4.75% 4/15/2043",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 11990565,
"couponRate": 4.75,
"maturityDate": "2043-04-15",
"fundAbbreviation": null,
"sedol": "B7XL9Z6",
"isin": "US037411BA28",
"cusip": "037411BA2",
"issuer": "116000328",
"ticker": null,
"issuerName": "APA"
},
{
"id": 3813965,
"type": "FIXED_INCOME",
"name": "ARES Commercial Mortgage Trust., Series 24-IND, Class A, (1-month USD CME Term SOFR + 1.69%) 6.089% 7/15/2041",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5594000,
"marketValue": 5637572,
"couponRate": 6.089,
"maturityDate": "2041-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US03990DAA54",
"cusip": "03990DAA5",
"issuer": "212343270",
"ticker": null,
"issuerName": "ARES Commercial Mortgage Trust 2024-IND"
},
{
"id": 3813971,
"type": "FIXED_INCOME",
"name": "Arroyo Mortgage Trust, Series 2021-1R, Class A1, 0% 10/25/2048",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9820551,
"marketValue": 8583476,
"couponRate": 0,
"maturityDate": "2048-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US042853AA99",
"cusip": "042853AA9",
"issuer": "212285195",
"ticker": null,
"issuerName": "Arroyo Mortgage Trust ARRW_21-1R"
},
{
"id": 3813977,
"type": "FIXED_INCOME",
"name": "Arthur J. Gallagher & Co. 4.85% 12/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11767000,
"marketValue": 11718320,
"couponRate": 4.85,
"maturityDate": "2029-12-15",
"fundAbbreviation": null,
"sedol": "BT225L2",
"isin": "US04316JAL35",
"cusip": "04316JAL3",
"issuer": "74002194",
"ticker": null,
"issuerName": "Arthur J. Gallagher"
},
{
"id": 3813987,
"type": "FIXED_INCOME",
"name": "AstraZeneca PLC 0.70% 4/8/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6589000,
"marketValue": 6290696,
"couponRate": 0.7,
"maturityDate": "2026-04-08",
"fundAbbreviation": null,
"sedol": "BL6L070",
"isin": "US046353AV09",
"cusip": "046353AV0",
"issuer": "192006340",
"ticker": null,
"issuerName": "AstraZeneca"
},
{
"id": 3813989,
"type": "FIXED_INCOME",
"name": "AstraZeneca PLC 1.375% 8/6/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15138000,
"marketValue": 12614132,
"couponRate": 1.375,
"maturityDate": "2030-08-06",
"fundAbbreviation": null,
"sedol": "BMD7ZQ2",
"isin": "US046353AW81",
"cusip": "046353AW8",
"issuer": "192006340",
"ticker": null,
"issuerName": "AstraZeneca"
},
{
"id": 3814007,
"type": "FIXED_INCOME",
"name": "Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class A, 0% 11/10/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11688000,
"marketValue": 11646718,
"couponRate": 0,
"maturityDate": "2029-11-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US04963XAA28",
"cusip": "04963XAA2",
"issuer": "212348994",
"ticker": null,
"issuerName": "Atrium Hotel Portfolio Trust 2024-ATRM"
},
{
"id": 3813645,
"type": "FIXED_INCOME",
"name": "AT&T, Inc. 1.65% 2/1/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8661000,
"marketValue": 7878054,
"couponRate": 1.65,
"maturityDate": "2028-02-01",
"fundAbbreviation": null,
"sedol": "BMDFQW9",
"isin": "US00206RKG64",
"cusip": "00206RKG6",
"issuer": "82008986",
"ticker": null,
"issuerName": "AT&T"
},
{
"id": 3813641,
"type": "FIXED_INCOME",
"name": "AT&T, Inc. 2.30% 6/1/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5860000,
"marketValue": 5532479,
"couponRate": 2.3,
"maturityDate": "2027-06-01",
"fundAbbreviation": null,
"sedol": "BMHWTQ1",
"isin": "US00206RJX17",
"cusip": "00206RJX1",
"issuer": "82008986",
"ticker": null,
"issuerName": "AT&T"
},
{
"id": 3813655,
"type": "FIXED_INCOME",
"name": "AT&T, Inc. 5.40% 2/15/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9532000,
"marketValue": 9574313,
"couponRate": 5.4,
"maturityDate": "2034-02-15",
"fundAbbreviation": null,
"sedol": "BQ0MLH1",
"isin": "US00206RMT67",
"cusip": "00206RMT6",
"issuer": "82008986",
"ticker": null,
"issuerName": "AT&T"
},
{
"id": 3814021,
"type": "FIXED_INCOME",
"name": "Auxilior Term Funding, LLC, Series 24-1, Class A2, 5.84% 3/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6080000,
"marketValue": 6127284,
"couponRate": 5.84,
"maturityDate": "2027-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05335FAB76",
"cusip": "05335FAB7",
"issuer": "212344466",
"ticker": null,
"issuerName": "Auxilior Term Funding LLC XCAP_24-1"
},
{
"id": 3814029,
"type": "FIXED_INCOME",
"name": "Avantor Funding, Inc. 4.625% 7/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6320000,
"marketValue": 6037774,
"couponRate": 4.625,
"maturityDate": "2028-07-15",
"fundAbbreviation": null,
"sedol": "BMVVY70",
"isin": "US05352TAA79",
"cusip": "05352TAA7",
"issuer": "212272827",
"ticker": null,
"issuerName": "Avantor Funding Inc"
},
{
"id": 3814047,
"type": "FIXED_INCOME",
"name": "Avis Budget Rental Car Funding (AESOP), LLC, Series 2021-1A, Class D, 3.71% 8/20/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4773855,
"couponRate": 3.71,
"maturityDate": "2027-08-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05377REL42",
"cusip": "05377REL4",
"issuer": "212282964",
"ticker": null,
"issuerName": "Avis Budget Rental Car Funding (Aesop) LLC AESOP_21-1"
},
{
"id": 3814051,
"type": "FIXED_INCOME",
"name": "Avis Budget Rental Car Funding (AESOP), LLC, Series 2022-5, Class A, 6.12% 4/20/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7921000,
"marketValue": 8044504,
"couponRate": 6.12,
"maturityDate": "2027-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05377RFV15",
"cusip": "05377RFV1",
"issuer": "212314720",
"ticker": null,
"issuerName": "Avis Budget Rental Car Funding AESOP_22-5"
},
{
"id": 3814057,
"type": "FIXED_INCOME",
"name": "Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-8, Class A, 6.02% 2/20/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4925000,
"marketValue": 5115460,
"couponRate": 6.02,
"maturityDate": "2030-02-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05377RHM97",
"cusip": "05377RHM9",
"issuer": "212328547",
"ticker": null,
"issuerName": "Avis Budget Rental Car Funding AESOP_23-8"
},
{
"id": 3813895,
"type": "FIXED_INCOME",
"name": "AXIS Equipment Finance Receivables, LLC, Series 2024-2, Class A2, 5.19% 7/21/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12910000,
"marketValue": 13026577,
"couponRate": 5.19,
"maturityDate": "2031-07-21",
"fundAbbreviation": null,
"sedol": null,
"isin": "US03238BAB99",
"cusip": "03238BAB9",
"issuer": "212345539",
"ticker": null,
"issuerName": "Amur Equipment Finance Receivables XIV"
},
{
"id": 3814077,
"type": "FIXED_INCOME",
"name": "BAE Systems PLC 5.00% 3/26/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9000000,
"marketValue": 9041823,
"couponRate": 5,
"maturityDate": "2027-03-26",
"fundAbbreviation": null,
"sedol": "BQ9D7R7",
"isin": "US05523RAH03",
"cusip": "05523RAH0",
"issuer": "178000814",
"ticker": null,
"issuerName": "BAE Systems"
},
{
"id": 3814079,
"type": "FIXED_INCOME",
"name": "BAE Systems PLC 5.125% 3/26/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10346000,
"marketValue": 10374120,
"couponRate": 5.125,
"maturityDate": "2029-03-26",
"fundAbbreviation": null,
"sedol": "BQ9D7S8",
"isin": "US05523RAJ68",
"cusip": "05523RAJ6",
"issuer": "178000814",
"ticker": null,
"issuerName": "BAE Systems"
},
{
"id": 3813483,
"type": "FIXED_INCOME",
"name": "Banco de Credito Social Cooperativo, SA, 7.50% 9/14/2029 (1-year EUR-ICE Swap EURIBOR + 4.269% on 9/14/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6200000,
"marketValue": 7357963,
"couponRate": 7.5,
"maturityDate": "2029-09-14",
"fundAbbreviation": null,
"sedol": "BNSP3L9",
"isin": "XS2679904768",
"cusip": null,
"issuer": "212170829",
"ticker": null,
"issuerName": "Banco de Credito Social Cooperativo SA"
},
{
"id": 3813519,
"type": "FIXED_INCOME",
"name": "Banco de Sabadell, SA 5.25% 2/7/2029 (1-year EUR Mid-Swap + 2.40% on 2/7/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10977596,
"couponRate": 5.25,
"maturityDate": "2029-02-07",
"fundAbbreviation": null,
"sedol": "BPRSVX1",
"isin": "XS2583203950",
"cusip": null,
"issuer": "206090518",
"ticker": null,
"issuerName": "Banco Sabadell"
},
{
"id": 3813557,
"type": "FIXED_INCOME",
"name": "Banco de Sabadell, SA 5.50% 9/8/2029 (1-year EUR-ICE Swap EURIBOR + 2.40% on 9/8/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 11129618,
"couponRate": 5.5,
"maturityDate": "2029-09-08",
"fundAbbreviation": null,
"sedol": "BRF4PK0",
"isin": "XS2677541364",
"cusip": null,
"issuer": "206090518",
"ticker": null,
"issuerName": "Banco Sabadell"
},
{
"id": 3814213,
"type": "FIXED_INCOME",
"name": "Banco Santander Mexico, SA, Institucion de Banca Multiple, Grupo Financiero Santander Mexico 5.375% 4/17/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7500000,
"marketValue": 7498620,
"couponRate": 5.375,
"maturityDate": "2025-04-17",
"fundAbbreviation": null,
"sedol": "BMD7TJ3",
"isin": "US05969BAD55",
"cusip": "05969BAD5",
"issuer": "12097320",
"ticker": null,
"issuerName": "Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santander Mexico"
},
{
"id": 3814207,
"type": "FIXED_INCOME",
"name": "Banco Santander, SA 1.722% 9/14/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 0.90% on 9/14/2026)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7800000,
"marketValue": 7377817,
"couponRate": 1.722,
"maturityDate": "2027-09-14",
"fundAbbreviation": null,
"sedol": "BMWP7K5",
"isin": "US05964HAN52",
"cusip": "05964HAN5",
"issuer": "136074548",
"ticker": null,
"issuerName": "Banco Santander"
},
{
"id": 3814211,
"type": "FIXED_INCOME",
"name": "Banco Santander, SA 5.294% 8/18/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9800000,
"marketValue": 9863396,
"couponRate": 5.294,
"maturityDate": "2027-08-18",
"fundAbbreviation": null,
"sedol": "BPLHS11",
"isin": "US05964HAS40",
"cusip": "05964HAS4",
"issuer": "136074548",
"ticker": null,
"issuerName": "Banco Santander"
},
{
"id": 3814321,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2018-BN12, Class A4, 4.255% 5/15/2061",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11116000,
"marketValue": 10833598,
"couponRate": 4.255,
"maturityDate": "2061-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06541KBA51",
"cusip": "06541KBA5",
"issuer": "212237753",
"ticker": null,
"issuerName": "BANK_18-BN12"
},
{
"id": 3814291,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2019-BN18, Class A4, 3.584% 5/15/2062",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4568825,
"couponRate": 3.584,
"maturityDate": "2062-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US065402BC28",
"cusip": "065402BC2",
"issuer": "212259045",
"ticker": null,
"issuerName": "Bank BANK_19-BN18"
},
{
"id": 3814309,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2019-BN19, Class A3, 3.183% 8/15/2061",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9039435,
"marketValue": 8113462,
"couponRate": 3.183,
"maturityDate": "2061-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06540WBD48",
"cusip": "06540WBD4",
"issuer": "212262597",
"ticker": null,
"issuerName": "Bank BANK_19-BN19"
},
{
"id": 3814331,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2023-5YR1, Class A3, 6.26% 4/15/2056",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5777000,
"marketValue": 5969524,
"couponRate": 6.26,
"maturityDate": "2056-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06644EAG35",
"cusip": "06644EAG3",
"issuer": "212320899",
"ticker": null,
"issuerName": "BANK5 2023-5Yr1"
},
{
"id": 3814257,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2023-5YR3, Class AS, 7.315% 9/15/2056",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4984000,
"marketValue": 5311728,
"couponRate": 7.315,
"maturityDate": "2056-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06211EAP60",
"cusip": "06211EAP6",
"issuer": "212328979",
"ticker": null,
"issuerName": "Bank5 BANK5_23-5YR3"
},
{
"id": 3814335,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2024-5YR11, Class A3, 5.893% 11/15/2057",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6927202,
"marketValue": 7132850,
"couponRate": 5.893,
"maturityDate": "2057-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06644WBD92",
"cusip": "06644WBD9",
"issuer": "212351125",
"ticker": null,
"issuerName": "BANK5 2024-5YR11"
},
{
"id": 3814341,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2024-5YR12, Class AS, 6.122% 12/15/2057",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7094000,
"marketValue": 7281764,
"couponRate": 6.122,
"maturityDate": "2057-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06644XBP06",
"cusip": "06644XBP0",
"issuer": "212351987",
"ticker": null,
"issuerName": "BANK5 2024-5YR12"
},
{
"id": 3814327,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2024-5YR8, Class A3, 5.884% 8/15/2057",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5110000,
"marketValue": 5255502,
"couponRate": 5.884,
"maturityDate": "2057-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US065923AY07",
"cusip": "065923AY0",
"issuer": "212346316",
"ticker": null,
"issuerName": "BANK5 2024-5YR8"
},
{
"id": 3814301,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2024-BNK47, Class A5, 5.716% 6/15/2057",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5046000,
"marketValue": 5227636,
"couponRate": 5.716,
"maturityDate": "2057-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06540GAV05",
"cusip": "06540GAV0",
"issuer": "212348988",
"ticker": null,
"issuerName": "BANK 2024-BNK47"
},
{
"id": 3814227,
"type": "FIXED_INCOME",
"name": "Bank of America Corp. 1.898% 7/23/2031 (USD-SOFR + 1.53% on 7/23/2030)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15732000,
"marketValue": 13241750,
"couponRate": 1.898,
"maturityDate": "2031-07-23",
"fundAbbreviation": null,
"sedol": "BMWZQF3",
"isin": "US06051GJF72",
"cusip": "06051GJF7",
"issuer": "54003870",
"ticker": null,
"issuerName": "Bank of America"
},
{
"id": 3814243,
"type": "FIXED_INCOME",
"name": "Bank of America Corp. 4.948% 7/22/2028 (USD-SOFR + 2.04% on 7/22/2027)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5400000,
"marketValue": 5412328,
"couponRate": 4.948,
"maturityDate": "2028-07-22",
"fundAbbreviation": null,
"sedol": "BNDK8X6",
"isin": "US06051GKW86",
"cusip": "06051GKW8",
"issuer": "54003870",
"ticker": null,
"issuerName": "Bank of America"
},
{
"id": 3814249,
"type": "FIXED_INCOME",
"name": "Bank of America Corp. 5.819% 9/15/2029 (USD-SOFR + 1.57% on 9/15/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11389000,
"marketValue": 11673258,
"couponRate": 5.819,
"maturityDate": "2029-09-15",
"fundAbbreviation": null,
"sedol": "BNNJDQ1",
"isin": "US06051GLS65",
"cusip": "06051GLS6",
"issuer": "54003870",
"ticker": null,
"issuerName": "Bank of America"
},
{
"id": 3814103,
"type": "FIXED_INCOME",
"name": "Bank of America Merrill Lynch Large Loan, Inc., Series 2015-200P, Class A, 3.218% 4/14/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5800000,
"marketValue": 5752028,
"couponRate": 3.218,
"maturityDate": "2033-04-14",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05526QAA40",
"cusip": "05526QAA4",
"issuer": "212214523",
"ticker": null,
"issuerName": "Banc of America Merrill Lynch Ba"
},
{
"id": 3813445,
"type": "FIXED_INCOME",
"name": "Bank of East Asia, Ltd. 4.875% 4/22/2032 (5-year UST Yield Curve Rate T Note Constant Maturity + 2.30% on 4/22/2027)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12000000,
"marketValue": 11648292,
"couponRate": 4.875,
"maturityDate": "2032-04-22",
"fundAbbreviation": null,
"sedol": "BMZN9F5",
"isin": "XS2423359459",
"cusip": null,
"issuer": "171000595",
"ticker": null,
"issuerName": "BEA"
},
{
"id": 3814261,
"type": "FIXED_INCOME",
"name": "Bank of Ireland Group PLC 2.029% 9/30/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.10% on 9/30/2026)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9200000,
"marketValue": 8753993,
"couponRate": 2.029,
"maturityDate": "2027-09-30",
"fundAbbreviation": null,
"sedol": "BMGCCD0",
"isin": "US06279JAB52",
"cusip": "06279JAB5",
"issuer": "212185141",
"ticker": null,
"issuerName": "Bank of Ireland Group"
},
{
"id": 3814267,
"type": "FIXED_INCOME",
"name": "Bank of Montreal 5.30% 6/5/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10097920,
"couponRate": 5.3,
"maturityDate": "2026-06-05",
"fundAbbreviation": null,
"sedol": "BRK0K53",
"isin": "US06368LNT97",
"cusip": "06368LNT9",
"issuer": "177000601",
"ticker": null,
"issuerName": "Bank of Montreal"
},
{
"id": 3814275,
"type": "FIXED_INCOME",
"name": "Bank of New York Mellon Corp. 5.188% 3/14/2035 (USD-SOFR + 1.418% on 3/14/2034)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11225000,
"marketValue": 11115938,
"couponRate": 5.188,
"maturityDate": "2035-03-14",
"fundAbbreviation": null,
"sedol": "BQKN196",
"isin": "US06406RBW60",
"cusip": "06406RBW6",
"issuer": "86091034",
"ticker": null,
"issuerName": "Bank of New York Mellon"
},
{
"id": 3814269,
"type": "FIXED_INCOME",
"name": "Bank of New York Mellon Corp. 5.802% 10/25/2028 (USD-SOFR + 1.802% on 10/25/2027)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10267100,
"couponRate": 5.802,
"maturityDate": "2028-10-25",
"fundAbbreviation": null,
"sedol": "BM9WJ70",
"isin": "US06406RBL06",
"cusip": "06406RBL0",
"issuer": "86091034",
"ticker": null,
"issuerName": "Bank of New York Mellon"
},
{
"id": 3814283,
"type": "FIXED_INCOME",
"name": "Bank of Nova Scotia (The) 5.25% 6/12/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10107340,
"couponRate": 5.25,
"maturityDate": "2028-06-12",
"fundAbbreviation": null,
"sedol": "BRBD9G5",
"isin": "US06418GAD97",
"cusip": "06418GAD9",
"issuer": "180000604",
"ticker": null,
"issuerName": "Bank of Nova Scotia"
},
{
"id": 3813323,
"type": "FIXED_INCOME",
"name": "Banque Federative du Credit Mutuel 0.82% 10/16/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 2100000000,
"marketValue": 13279816,
"couponRate": 0.82,
"maturityDate": "2026-10-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "JP525020APA6",
"cusip": null,
"issuer": "212222933",
"ticker": null,
"issuerName": "Banque Federative du Credit Mutuel"
},
{
"id": 3814377,
"type": "FIXED_INCOME",
"name": "Barclays Commercial Mortgage Securities, LLC, Series 2024-5C31, Class AS, 5.852% 12/15/2057",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6782000,
"marketValue": 6899878,
"couponRate": 5.852,
"maturityDate": "2057-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US07336YAD76",
"cusip": "07336YAD7",
"issuer": "212352343",
"ticker": null,
"issuerName": "BBCMS Mortgage Trust 2024-5C31"
},
{
"id": 3814119,
"type": "FIXED_INCOME",
"name": "Barclays Commercial Mortgage Securities, LLC, Series 2024-C26, Class A5, 5.829% 5/15/2057",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4453000,
"marketValue": 4653278,
"couponRate": 5.829,
"maturityDate": "2057-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05555AAD72",
"cusip": "05555AAD7",
"issuer": "212340935",
"ticker": null,
"issuerName": "BBCMS Mortgage Trust 2024-C26"
},
{
"id": 3814347,
"type": "FIXED_INCOME",
"name": "Barclays PLC 6.49% 9/13/2029 (USD-SOFR + 2.22% on 9/13/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7000000,
"marketValue": 7282800,
"couponRate": 6.49,
"maturityDate": "2029-09-13",
"fundAbbreviation": null,
"sedol": "BP6KC68",
"isin": "US06738ECK91",
"cusip": "06738ECK9",
"issuer": "198000622",
"ticker": null,
"issuerName": "Barclays"
},
{
"id": 3814097,
"type": "FIXED_INCOME",
"name": "BAT Capital Corp. 2.259% 3/25/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13732000,
"marketValue": 12620340,
"couponRate": 2.259,
"maturityDate": "2028-03-25",
"fundAbbreviation": null,
"sedol": "BM9DV55",
"isin": "US05526DBR52",
"cusip": "05526DBR5",
"issuer": "212219957",
"ticker": null,
"issuerName": "BAT Capital"
},
{
"id": 3814093,
"type": "FIXED_INCOME",
"name": "BAT Capital Corp. 3.215% 9/6/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8750000,
"marketValue": 8534671,
"couponRate": 3.215,
"maturityDate": "2026-09-06",
"fundAbbreviation": null,
"sedol": "BJSFMY7",
"isin": "US05526DBJ37",
"cusip": "05526DBJ3",
"issuer": "212219957",
"ticker": null,
"issuerName": "BAT Capital"
},
{
"id": 3820441,
"type": "FIXED_INCOME",
"name": "Bath & Body Works, Inc. 6.75% 7/1/2036",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4800000,
"marketValue": 4884610,
"couponRate": 6.75,
"maturityDate": "2036-07-01",
"fundAbbreviation": null,
"sedol": "BYMC9V5",
"isin": "US501797AM65",
"cusip": "501797AM6",
"issuer": "97003277",
"ticker": null,
"issuerName": "Bath & Body Works"
},
{
"id": 3820439,
"type": "FIXED_INCOME",
"name": "Bath & Body Works, Inc. 6.875% 11/1/2035",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4500000,
"marketValue": 4610723,
"couponRate": 6.875,
"maturityDate": "2035-11-01",
"fundAbbreviation": null,
"sedol": "BD218S5",
"isin": "US501797AL82",
"cusip": "501797AL8",
"issuer": "97003277",
"ticker": null,
"issuerName": "Bath & Body Works"
},
{
"id": 3814359,
"type": "FIXED_INCOME",
"name": "Battalion CLO td., Series 2018-2A, Class A1, (3-month USD CME Term SOFR + 1.332%) 5.817% 5/17/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4881490,
"marketValue": 4884438,
"couponRate": 5.817,
"maturityDate": "2031-05-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US07133RAA32",
"cusip": "07133RAA3",
"issuer": "212313472",
"ticker": null,
"issuerName": "Battalion CLO Ltd BATLN_18-12A"
},
{
"id": 3814383,
"type": "FIXED_INCOME",
"name": "Becton, Dickinson and Co. 5.11% 2/8/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6100000,
"marketValue": 6013423,
"couponRate": 5.11,
"maturityDate": "2034-02-08",
"fundAbbreviation": null,
"sedol": "BPSR609",
"isin": "US075887CS63",
"cusip": "075887CS6",
"issuer": "21000657",
"ticker": null,
"issuerName": "Becton Dickinson"
},
{
"id": 3814389,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2018-B3, Class A5, 4.025% 4/10/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5890000,
"marketValue": 5665350,
"couponRate": 4.025,
"maturityDate": "2051-04-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08161BAY92",
"cusip": "08161BAY9",
"issuer": "212218239",
"ticker": null,
"issuerName": "Benchmark Mortgage Trust BMARK_18-B3"
},
{
"id": 3814405,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2018-B7, Class A4, 4.51% 5/15/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13158397,
"marketValue": 12774606,
"couponRate": 4.51,
"maturityDate": "2053-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08162TBB89",
"cusip": "08162TBB8",
"issuer": "212249879",
"ticker": null,
"issuerName": "Benchmark Mortgage Trust BMARK_18-B7"
},
{
"id": 3814407,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2018-B8, Class A5, 4.232% 1/15/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6351000,
"marketValue": 6086189,
"couponRate": 4.232,
"maturityDate": "2052-01-15",
"fundAbbreviation": null,
"sedol": "BHSRF39",
"isin": "US08162UAW09",
"cusip": "08162UAW0",
"issuer": "212250979",
"ticker": null,
"issuerName": "Benchmark Mortgage Trust BMARK_18-B8"
},
{
"id": 3814387,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2019-B9, Class A5, 4.016% 3/15/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5135000,
"marketValue": 4884520,
"couponRate": 4.016,
"maturityDate": "2052-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08160JAE73",
"cusip": "08160JAE7",
"issuer": "212252639",
"ticker": null,
"issuerName": "Benchmark Mortgage Trust BMARK_19-B9"
},
{
"id": 3814413,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2020-B20, Class A5, 2.034% 10/15/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9000000,
"marketValue": 7428906,
"couponRate": 2.034,
"maturityDate": "2053-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08162XBG88",
"cusip": "08162XBG8",
"issuer": "212276106",
"ticker": null,
"issuerName": "Benchmark Mortgage Trust BMARK_20-B20"
},
{
"id": 3814443,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2024-V8, Class A3, 6.189% 7/15/2057",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7450000,
"marketValue": 7749550,
"couponRate": 6.189,
"maturityDate": "2057-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08190AAC45",
"cusip": "08190AAC4",
"issuer": "212344635",
"ticker": null,
"issuerName": "Benchmark 2024-V8 Mortgage Trust"
},
{
"id": 3814439,
"type": "FIXED_INCOME",
"name": "Benefit Street Partners CLO, Ltd., Series 2019-19, Class BR, (3-month USD CME Term SOFR + 1.60%) 6.256% 1/15/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7159000,
"marketValue": 7172709,
"couponRate": 6.256,
"maturityDate": "2033-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08182RAN35",
"cusip": "08182RAN3",
"issuer": "212318586",
"ticker": null,
"issuerName": "Benefit Street Partners CLO XIX"
},
{
"id": 3814441,
"type": "FIXED_INCOME",
"name": "Benefit Street Partners CLO, Ltd., Series 2019-19, Class CR, (3-month USD CME Term SOFR + 2.10%) 6.756% 1/15/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12528000,
"marketValue": 12556689,
"couponRate": 6.756,
"maturityDate": "2033-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08182RAQ65",
"cusip": "08182RAQ6",
"issuer": "212318586",
"ticker": null,
"issuerName": "Benefit Street Partners CLO XIX"
},
{
"id": 3814457,
"type": "FIXED_INCOME",
"name": "Berkshire Hathaway Finance Corp. 4.20% 8/15/2048",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7829000,
"marketValue": 6485724,
"couponRate": 4.2,
"maturityDate": "2048-08-15",
"fundAbbreviation": null,
"sedol": "BYW5431",
"isin": "US084664CQ25",
"cusip": "084664CQ2",
"issuer": "51000687",
"ticker": null,
"issuerName": "Berkshire Hathaway"
},
{
"id": 3814459,
"type": "FIXED_INCOME",
"name": "Berry Plastics Corp. 4.875% 7/15/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9875000,
"marketValue": 9843124,
"couponRate": 4.875,
"maturityDate": "2026-07-15",
"fundAbbreviation": null,
"sedol": "BJKFFH9",
"isin": "US085770AA31",
"cusip": "085770AA3",
"issuer": "212123361",
"ticker": null,
"issuerName": "Berry Global Group"
},
{
"id": 3814123,
"type": "FIXED_INCOME",
"name": "BFLD Trust, Series 24-WRHS, Class B, (1-month USD CME Term SOFR + 1.99%) 6.447% 8/15/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9302804,
"marketValue": 9326964,
"couponRate": 6.447,
"maturityDate": "2026-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05555HAG56",
"cusip": "05555HAG5",
"issuer": "212344392",
"ticker": null,
"issuerName": "BFLD 2024-WRHS Mortgage Trust"
},
{
"id": 3813581,
"type": "FIXED_INCOME",
"name": "Bharat Petroleum Corp., Ltd. 4.00% 5/8/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5599000,
"marketValue": 5583043,
"couponRate": 4,
"maturityDate": "2025-05-08",
"fundAbbreviation": null,
"sedol": "BX99PV4",
"isin": "XS1227064430",
"cusip": null,
"issuer": "212172545",
"ticker": null,
"issuerName": "India, Republic of"
},
{
"id": 3814109,
"type": "FIXED_INCOME",
"name": "BHP Billiton Finance (USA), Ltd. 5.50% 9/8/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6511000,
"marketValue": 6363702,
"couponRate": 5.5,
"maturityDate": "2053-09-08",
"fundAbbreviation": null,
"sedol": "BRJRLD0",
"isin": "US055451BF42",
"cusip": "055451BF4",
"issuer": "194000830",
"ticker": null,
"issuerName": "BHP"
},
{
"id": 3814477,
"type": "FIXED_INCOME",
"name": "Blackstone Holdings Finance Co., LLC 5.90% 11/3/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5375000,
"marketValue": 5534525,
"couponRate": 5.9,
"maturityDate": "2027-11-03",
"fundAbbreviation": null,
"sedol": "BQXS7D4",
"isin": "US09261BAJ98",
"cusip": "09261BAJ9",
"issuer": "22090970",
"ticker": null,
"issuerName": "Blackstone"
},
{
"id": 3821957,
"type": "FIXED_INCOME",
"name": "Block, Inc. 2.75% 6/1/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8000000,
"marketValue": 7714912,
"couponRate": 2.75,
"maturityDate": "2026-06-01",
"fundAbbreviation": null,
"sedol": "BMX4FJ6",
"isin": "US852234AN39",
"cusip": "852234AN3",
"issuer": "212030471",
"ticker": null,
"issuerName": "Block"
},
{
"id": 3814487,
"type": "FIXED_INCOME",
"name": "Blue Owl Asset Leasing Trust, Series 2024-1A, Class A2, 5.05% 3/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10622000,
"marketValue": 10649267,
"couponRate": 5.05,
"maturityDate": "2029-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US095921AB86",
"cusip": "095921AB8",
"issuer": "212351056",
"ticker": null,
"issuerName": "Blue Owl Asset Leasing Trust 2024-1"
},
{
"id": 3814163,
"type": "FIXED_INCOME",
"name": "BMO Mortgage Trust, Series 2023-C6, Class AS, 6.55% 9/15/2056",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6880000,
"marketValue": 7297203,
"couponRate": 6.55,
"maturityDate": "2056-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US055985AJ44",
"cusip": "055985AJ4",
"issuer": "212327219",
"ticker": null,
"issuerName": "Bmo Mortgage Trust BMO_23-C6"
},
{
"id": 3814153,
"type": "FIXED_INCOME",
"name": "BMO Mortgage Trust, Series 2024-5C6, Class A3, 5.316% 9/15/2057",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6231000,
"marketValue": 6255207,
"couponRate": 5.316,
"maturityDate": "2057-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05593QAC87",
"cusip": "05593QAC8",
"issuer": "212348148",
"ticker": null,
"issuerName": "BMO 2024-5C6 Mortgage Trust"
},
{
"id": 3814507,
"type": "FIXED_INCOME",
"name": "BMO Mortgage Trust, Series 2024-5C8, Class AS, 5.94% 12/15/2057",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10710000,
"marketValue": 10901002,
"couponRate": 5.94,
"maturityDate": "2057-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US09661XAF50",
"cusip": "09661XAF5",
"issuer": "212352764",
"ticker": null,
"issuerName": "BMO 2024-5C8 Mortgage Trust"
},
{
"id": 3814151,
"type": "FIXED_INCOME",
"name": "BMP Trust, Series 2024-MF23, Class A, (1-month USD CME Term SOFR + 1.372%) 5.769% 6/15/2041",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4990000,
"marketValue": 5014845,
"couponRate": 5.769,
"maturityDate": "2041-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05593JAA88",
"cusip": "05593JAA8",
"issuer": "212341587",
"ticker": null,
"issuerName": "BMP 2024-MF23"
},
{
"id": 3814127,
"type": "FIXED_INCOME",
"name": "BMW US Capital, LLC 2.55% 4/1/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11011000,
"marketValue": 9466036,
"couponRate": 2.55,
"maturityDate": "2031-04-01",
"fundAbbreviation": null,
"sedol": "BMD2DC9",
"isin": "US05565EBS37",
"cusip": "05565EBS3",
"issuer": "212226805",
"ticker": null,
"issuerName": "BMW US Capital"
},
{
"id": 3814129,
"type": "FIXED_INCOME",
"name": "BMW US Capital, LLC 3.70% 4/1/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6367000,
"marketValue": 5783675,
"couponRate": 3.7,
"maturityDate": "2032-04-01",
"fundAbbreviation": null,
"sedol": "BP2SJ65",
"isin": "US05565ECB92",
"cusip": "05565ECB9",
"issuer": "212226805",
"ticker": null,
"issuerName": "BMW US Capital"
},
{
"id": 3814511,
"type": "FIXED_INCOME",
"name": "BMW Vehicle Owner Trust, Series 2024-A, Class A3, 5.18% 2/26/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8719000,
"marketValue": 8826462,
"couponRate": 5.18,
"maturityDate": "2029-02-26",
"fundAbbreviation": null,
"sedol": null,
"isin": "US096919AD78",
"cusip": "096919AD7",
"issuer": "212342612",
"ticker": null,
"issuerName": "BMW Vehicle Owner Trust 2024-A"
},
{
"id": 3814499,
"type": "FIXED_INCOME",
"name": "BNP Paribas SA 2.591% 1/20/2028 (USD-SOFR + 1.228% on 1/20/2027)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7750000,
"marketValue": 7367964,
"couponRate": 2.591,
"maturityDate": "2028-01-20",
"fundAbbreviation": null,
"sedol": "BPLF7J6",
"isin": "US09659W2T04",
"cusip": "09659W2T0",
"issuer": "8074632",
"ticker": null,
"issuerName": "BNP Paribas"
},
{
"id": 3814493,
"type": "FIXED_INCOME",
"name": "BNP Paribas SA 3.375% 1/9/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11000000,
"marketValue": 10997327,
"couponRate": 3.375,
"maturityDate": "2025-01-09",
"fundAbbreviation": null,
"sedol": "BD9GWT2",
"isin": "US09659W2D51",
"cusip": "09659W2D5",
"issuer": "8074632",
"ticker": null,
"issuerName": "BNP Paribas"
},
{
"id": 3814503,
"type": "FIXED_INCOME",
"name": "BNP Paribas SA 5.283% 11/19/2030 (USD-SOFR + 1.28% on 11/19/2029)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7615000,
"marketValue": 7539520,
"couponRate": 5.283,
"maturityDate": "2030-11-19",
"fundAbbreviation": null,
"sedol": "BT6MF30",
"isin": "US09659W2Z63",
"cusip": "09659W2Z6",
"issuer": "8074632",
"ticker": null,
"issuerName": "BNP Paribas"
},
{
"id": 3814519,
"type": "FIXED_INCOME",
"name": "Boeing Co. (The) 2.70% 2/1/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11304000,
"marketValue": 10782829,
"couponRate": 2.7,
"maturityDate": "2027-02-01",
"fundAbbreviation": null,
"sedol": "BKDKHZ0",
"isin": "US097023CM50",
"cusip": "097023CM5",
"issuer": "106000742",
"ticker": null,
"issuerName": "Boeing"
},
{
"id": 3814513,
"type": "FIXED_INCOME",
"name": "Boeing Co. (The) 3.25% 3/1/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10176000,
"marketValue": 9573367,
"couponRate": 3.25,
"maturityDate": "2028-03-01",
"fundAbbreviation": null,
"sedol": "BFXHLL0",
"isin": "US097023BX25",
"cusip": "097023BX2",
"issuer": "106000742",
"ticker": null,
"issuerName": "Boeing"
},
{
"id": 3814515,
"type": "FIXED_INCOME",
"name": "Boeing Co. (The) 3.60% 5/1/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6790000,
"marketValue": 5694692,
"couponRate": 3.6,
"maturityDate": "2034-05-01",
"fundAbbreviation": null,
"sedol": "BK1WFH6",
"isin": "US097023CJ22",
"cusip": "097023CJ2",
"issuer": "106000742",
"ticker": null,
"issuerName": "Boeing"
},
{
"id": 3814525,
"type": "FIXED_INCOME",
"name": "Boeing Co. (The) 5.705% 5/1/2040",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8150000,
"marketValue": 7763421,
"couponRate": 5.705,
"maturityDate": "2040-05-01",
"fundAbbreviation": null,
"sedol": "BM8XFQ5",
"isin": "US097023CV59",
"cusip": "097023CV5",
"issuer": "106000742",
"ticker": null,
"issuerName": "Boeing"
},
{
"id": 3814527,
"type": "FIXED_INCOME",
"name": "Boeing Co. (The) 5.805% 5/1/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7193000,
"marketValue": 6701258,
"couponRate": 5.805,
"maturityDate": "2050-05-01",
"fundAbbreviation": null,
"sedol": "BM8R6R5",
"isin": "US097023CW33",
"cusip": "097023CW3",
"issuer": "106000742",
"ticker": null,
"issuerName": "Boeing"
},
{
"id": 3814529,
"type": "FIXED_INCOME",
"name": "Boeing Co. (The) 5.93% 5/1/2060",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8500000,
"marketValue": 7883801,
"couponRate": 5.93,
"maturityDate": "2060-05-01",
"fundAbbreviation": null,
"sedol": "BM8R6Q4",
"isin": "US097023CX16",
"cusip": "097023CX1",
"issuer": "106000742",
"ticker": null,
"issuerName": "Boeing"
},
{
"id": 3814547,
"type": "FIXED_INCOME",
"name": "Boeing Co. (The) 6.528% 5/1/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5024000,
"marketValue": 5265800,
"couponRate": 6.528,
"maturityDate": "2034-05-01",
"fundAbbreviation": null,
"sedol": "BT22PY5",
"isin": "US097023DS12",
"cusip": "097023DS1",
"issuer": "106000742",
"ticker": null,
"issuerName": "Boeing"
},
{
"id": 3814137,
"type": "FIXED_INCOME",
"name": "BPCE SA 1.625% 1/14/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12250000,
"marketValue": 12237383,
"couponRate": 1.625,
"maturityDate": "2025-01-14",
"fundAbbreviation": null,
"sedol": "BP4ZDD9",
"isin": "US05578AAV08",
"cusip": "05578AAV0",
"issuer": "212208777",
"ticker": null,
"issuerName": "BPCE SA"
},
{
"id": 3814141,
"type": "FIXED_INCOME",
"name": "BPCE SA 2.045% 10/19/2027 (USD-SOFR + 1.087% on 10/19/2026)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4733995,
"couponRate": 2.045,
"maturityDate": "2027-10-19",
"fundAbbreviation": null,
"sedol": "BP824H7",
"isin": "US05583JAK88",
"cusip": "05583JAK8",
"issuer": "212208777",
"ticker": null,
"issuerName": "BPCE SA"
},
{
"id": 3814135,
"type": "FIXED_INCOME",
"name": "BPCE SA 5.936% 5/30/2035 (USD-SOFR + 1.85% on 5/30/2034)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6657000,
"marketValue": 6601274,
"couponRate": 5.936,
"maturityDate": "2035-05-30",
"fundAbbreviation": null,
"sedol": "BRJNZQ9",
"isin": "US05571AAY10",
"cusip": "05571AAY1",
"issuer": "212208777",
"ticker": null,
"issuerName": "BPCE SA"
},
{
"id": 3814593,
"type": "FIXED_INCOME",
"name": "BRAVO Residential Funding Trust, Series 2022-RPL1, Class A1, 2.75% 9/25/2061",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7556143,
"marketValue": 6831093,
"couponRate": 2.75,
"maturityDate": "2061-09-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US10569XAA72",
"cusip": "10569XAA7",
"issuer": "212295725",
"ticker": null,
"issuerName": "BRAVO Residential Funding Trust BRAVO_22-RPL1"
},
{
"id": 3814595,
"type": "FIXED_INCOME",
"name": "BRAVO Residential Funding Trust, Series 2024-NQM1, Class A1, 5.943% 12/1/2063 (6.943% on 1/1/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8870094,
"marketValue": 8915678,
"couponRate": 5.943,
"maturityDate": "2063-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US10570FAA30",
"cusip": "10570FAA3",
"issuer": "212350274",
"ticker": null,
"issuerName": "Bravo Residential Funding Trust BRAVO_24-NQM1"
},
{
"id": 3814171,
"type": "FIXED_INCOME",
"name": "Brex Commercial Charge Card Master Trust, Series 2024-1, Class A1, 6.05% 7/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6123000,
"marketValue": 6195968,
"couponRate": 6.05,
"maturityDate": "2027-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05601DAE31",
"cusip": "05601DAE3",
"issuer": "212337193",
"ticker": null,
"issuerName": "Brex Commercial Charge Card Master Trust BREX_24-1"
},
{
"id": 3814173,
"type": "FIXED_INCOME",
"name": "Brex Commercial Charge Card Master Trust, Series 2024-1, Class A2, 6.68% 7/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6275000,
"marketValue": 6323512,
"couponRate": 6.68,
"maturityDate": "2027-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05601DAF06",
"cusip": "05601DAF0",
"issuer": "212337193",
"ticker": null,
"issuerName": "Brex Commercial Charge Card Master Trust BREX_24-1"
},
{
"id": 3814605,
"type": "FIXED_INCOME",
"name": "Bridgecrest Lending Auto Securitization Trust, Series 2023-1, Class A3, 6.51% 11/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5513919,
"marketValue": 5546374,
"couponRate": 6.51,
"maturityDate": "2027-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US108056AC67",
"cusip": "108056AC6",
"issuer": "212330391",
"ticker": null,
"issuerName": "Bridgecrest Lending Auto Securitization Trust 2023-1"
},
{
"id": 3814597,
"type": "FIXED_INCOME",
"name": "Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class A3, 5.53% 1/18/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5539000,
"marketValue": 5559788,
"couponRate": 5.53,
"maturityDate": "2028-01-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US107933AC76",
"cusip": "107933AC7",
"issuer": "212333935",
"ticker": null,
"issuerName": "Bridgecrest Lending Auto Securitization Trust BLAST_24-1"
},
{
"id": 3814599,
"type": "FIXED_INCOME",
"name": "Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class B, 5.43% 8/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5517000,
"marketValue": 5554648,
"couponRate": 5.43,
"maturityDate": "2028-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US107933AD59",
"cusip": "107933AD5",
"issuer": "212333935",
"ticker": null,
"issuerName": "Bridgecrest Lending Auto Securitization Trust BLAST_24-1"
},
{
"id": 3814601,
"type": "FIXED_INCOME",
"name": "Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class C, 5.65% 4/16/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5660000,
"marketValue": 5725537,
"couponRate": 5.65,
"maturityDate": "2029-04-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US107933AE33",
"cusip": "107933AE3",
"issuer": "212333935",
"ticker": null,
"issuerName": "Bridgecrest Lending Auto Securitization Trust BLAST_24-1"
},
{
"id": 3814603,
"type": "FIXED_INCOME",
"name": "Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class D, 6.03% 11/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6201000,
"marketValue": 6291045,
"couponRate": 6.03,
"maturityDate": "2029-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US107933AF08",
"cusip": "107933AF0",
"issuer": "212333935",
"ticker": null,
"issuerName": "Bridgecrest Lending Auto Securitization Trust BLAST_24-1"
},
{
"id": 3814607,
"type": "FIXED_INCOME",
"name": "Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class A3, 5.34% 4/17/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4861000,
"marketValue": 4887420,
"couponRate": 5.34,
"maturityDate": "2028-04-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US10805NAC92",
"cusip": "10805NAC9",
"issuer": "212345389",
"ticker": null,
"issuerName": "Bridgecrest Lending Auto Securitization Trust 2024-3"
},
{
"id": 3814613,
"type": "FIXED_INCOME",
"name": "Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class A2, 4.84% 9/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7426000,
"marketValue": 7431272,
"couponRate": 4.84,
"maturityDate": "2027-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US10806EAB02",
"cusip": "10806EAB0",
"issuer": "212349984",
"ticker": null,
"issuerName": "Bridgecrest Lending Auto Securitization Trust BLAST_24-4"
},
{
"id": 3814615,
"type": "FIXED_INCOME",
"name": "Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class A3, 4.72% 9/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4783000,
"marketValue": 4786119,
"couponRate": 4.72,
"maturityDate": "2028-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US10806EAC84",
"cusip": "10806EAC8",
"issuer": "212349984",
"ticker": null,
"issuerName": "Bridgecrest Lending Auto Securitization Trust BLAST_24-4"
},
{
"id": 3814627,
"type": "FIXED_INCOME",
"name": "Bristol-Myers Squibb Co. 2.55% 11/13/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15075000,
"marketValue": 8733852,
"couponRate": 2.55,
"maturityDate": "2050-11-13",
"fundAbbreviation": null,
"sedol": "BMXF715",
"isin": "US110122DS47",
"cusip": "110122DS4",
"issuer": "176000812",
"ticker": null,
"issuerName": "Bristol-Myers Squibb"
},
{
"id": 3814623,
"type": "FIXED_INCOME",
"name": "Bristol-Myers Squibb Co. 3.20% 6/15/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7768000,
"marketValue": 7635004,
"couponRate": 3.2,
"maturityDate": "2026-06-15",
"fundAbbreviation": null,
"sedol": "BMX6FC5",
"isin": "US110122CN68",
"cusip": "110122CN6",
"issuer": "176000812",
"ticker": null,
"issuerName": "Bristol-Myers Squibb"
},
{
"id": 3814629,
"type": "FIXED_INCOME",
"name": "Bristol-Myers Squibb Co. 3.70% 3/15/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15681000,
"marketValue": 11426368,
"couponRate": 3.7,
"maturityDate": "2052-03-15",
"fundAbbreviation": null,
"sedol": "BMWC3G4",
"isin": "US110122DW58",
"cusip": "110122DW5",
"issuer": "176000812",
"ticker": null,
"issuerName": "Bristol-Myers Squibb"
},
{
"id": 3814635,
"type": "FIXED_INCOME",
"name": "Bristol-Myers Squibb Co. 5.10% 2/22/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11525000,
"marketValue": 11602160,
"couponRate": 5.1,
"maturityDate": "2031-02-22",
"fundAbbreviation": null,
"sedol": "BPK6XP8",
"isin": "US110122EG99",
"cusip": "110122EG9",
"issuer": "176000812",
"ticker": null,
"issuerName": "Bristol-Myers Squibb"
},
{
"id": 3814641,
"type": "FIXED_INCOME",
"name": "Bristol-Myers Squibb Co. 5.65% 2/22/2064",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11350000,
"marketValue": 10933637,
"couponRate": 5.65,
"maturityDate": "2064-02-22",
"fundAbbreviation": null,
"sedol": "BPK6XW5",
"isin": "US110122EL84",
"cusip": "110122EL8",
"issuer": "176000812",
"ticker": null,
"issuerName": "Bristol-Myers Squibb"
},
{
"id": 3814631,
"type": "FIXED_INCOME",
"name": "Bristol-Myers Squibb Co. 6.25% 11/15/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7840000,
"marketValue": 8311913,
"couponRate": 6.25,
"maturityDate": "2053-11-15",
"fundAbbreviation": null,
"sedol": "BNDSD24",
"isin": "US110122EB03",
"cusip": "110122EB0",
"issuer": "176000812",
"ticker": null,
"issuerName": "Bristol-Myers Squibb"
},
{
"id": 3814645,
"type": "FIXED_INCOME",
"name": "Broadcom Corp. 3.875% 1/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6617000,
"marketValue": 6515231,
"couponRate": 3.875,
"maturityDate": "2027-01-15",
"fundAbbreviation": null,
"sedol": "BDRTBT6",
"isin": "US11134LAH24",
"cusip": "11134LAH2",
"issuer": "212030903",
"ticker": null,
"issuerName": "Broadcom"
},
{
"id": 3814653,
"type": "FIXED_INCOME",
"name": "Broadcom, Inc. 3.187% 11/15/2036",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6007000,
"marketValue": 4841420,
"couponRate": 3.187,
"maturityDate": "2036-11-15",
"fundAbbreviation": null,
"sedol": "BMCP6S6",
"isin": "US11135FBQ37",
"cusip": "11135FBQ3",
"issuer": "212030903",
"ticker": null,
"issuerName": "Broadcom"
},
{
"id": 3814647,
"type": "FIXED_INCOME",
"name": "Broadcom, Inc. 4.15% 11/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6522000,
"marketValue": 6243289,
"couponRate": 4.15,
"maturityDate": "2030-11-15",
"fundAbbreviation": null,
"sedol": "BKPVKP2",
"isin": "US11135FAQ46",
"cusip": "11135FAQ4",
"issuer": "212030903",
"ticker": null,
"issuerName": "Broadcom"
},
{
"id": 3814663,
"type": "FIXED_INCOME",
"name": "Broadcom, Inc. 4.80% 10/15/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8526000,
"marketValue": 8231452,
"couponRate": 4.8,
"maturityDate": "2034-10-15",
"fundAbbreviation": null,
"sedol": "BRSF3Y0",
"isin": "US11135FCD15",
"cusip": "11135FCD1",
"issuer": "212030903",
"ticker": null,
"issuerName": "Broadcom"
},
{
"id": 3814659,
"type": "FIXED_INCOME",
"name": "Broadcom, Inc. 4.926% 5/15/2037",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12923000,
"marketValue": 12299491,
"couponRate": 4.926,
"maturityDate": "2037-05-15",
"fundAbbreviation": null,
"sedol": "BPCTV84",
"isin": "US11135FBV22",
"cusip": "11135FBV2",
"issuer": "212030903",
"ticker": null,
"issuerName": "Broadcom"
},
{
"id": 3814665,
"type": "FIXED_INCOME",
"name": "Buckhorn Park CLO, Ltd., Series 2019-1A, Class CRR, (3-month USD CME Term SOFR + 1.85%) 6.335% 7/18/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7000000,
"marketValue": 6999832,
"couponRate": 6.335,
"maturityDate": "2034-07-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US118382BE92",
"cusip": "118382BE9",
"issuer": "212320080",
"ticker": null,
"issuerName": "Buckhorn Park CLO"
},
{
"id": 3813547,
"type": "FIXED_INCOME",
"name": "Buffalo Energy Mexico Holdings 7.875% 2/15/2039",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7450000,
"marketValue": 7689704,
"couponRate": 7.875,
"maturityDate": "2039-02-15",
"fundAbbreviation": null,
"sedol": "BQXH270",
"isin": "USP1915AAA09",
"cusip": null,
"issuer": "212334044",
"ticker": null,
"issuerName": "Buffalo Energy Mexico Holdings"
},
{
"id": 3814669,
"type": "FIXED_INCOME",
"name": "Burlington Northern Santa Fe, LLC 3.05% 2/15/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7293000,
"marketValue": 4793703,
"couponRate": 3.05,
"maturityDate": "2051-02-15",
"fundAbbreviation": null,
"sedol": "BK97PV7",
"isin": "US12189LBF76",
"cusip": "12189LBF7",
"issuer": "51000687",
"ticker": null,
"issuerName": "Berkshire Hathaway"
},
{
"id": 3814675,
"type": "FIXED_INCOME",
"name": "BX Commercial Mortgage Trust, Series 2024-GPA3, Class B, (1-month USD CME Term SOFR + 1.642%) 6.149% 12/15/2039",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6775000,
"marketValue": 6782757,
"couponRate": 6.149,
"maturityDate": "2039-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US123910AC54",
"cusip": "123910AC5",
"issuer": "212352752",
"ticker": null,
"issuerName": "BX Commercial Mortgage Trust 2024-GPA3"
},
{
"id": 3814181,
"type": "FIXED_INCOME",
"name": "BXP Trust, Series 2017-GM, Class A, 3.379% 6/13/2039",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5963000,
"marketValue": 5691022,
"couponRate": 3.379,
"maturityDate": "2039-06-13",
"fundAbbreviation": null,
"sedol": "BZ18S70",
"isin": "US056083AA67",
"cusip": "056083AA6",
"issuer": "212282838",
"ticker": null,
"issuerName": "BXP Trust BXP_17-GM"
},
{
"id": 3814179,
"type": "FIXED_INCOME",
"name": "BX Trust, Series 2022-PSB, Class A, (1-month USD CME Term SOFR + 2.451%) 6.848% 8/15/2039",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4914819,
"marketValue": 4943954,
"couponRate": 6.848,
"maturityDate": "2039-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05606DAS71",
"cusip": "05606DAS7",
"issuer": "212310977",
"ticker": null,
"issuerName": "BX Trust BX_22-PSB"
},
{
"id": 3814199,
"type": "FIXED_INCOME",
"name": "BX Trust, Series 2024-BIO2, Class A, 5.594% 8/13/2041",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12836000,
"marketValue": 12696331,
"couponRate": 5.594,
"maturityDate": "2041-08-13",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05613GAA04",
"cusip": "05613GAA0",
"issuer": "212345550",
"ticker": null,
"issuerName": "BX Commercial Mortgage Trust 2024-BIO2"
},
{
"id": 3814159,
"type": "FIXED_INCOME",
"name": "BX Trust, Series 2024-FNX, Class B, (1-month USD CME Term SOFR + 1.742%) 6.139% 11/15/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10789952,
"marketValue": 10803116,
"couponRate": 6.139,
"maturityDate": "2026-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05593TAG31",
"cusip": "05593TAG3",
"issuer": "212350347",
"ticker": null,
"issuerName": "BX Trust 2024-FNX"
},
{
"id": 3814861,
"type": "FIXED_INCOME",
"name": "Caesars Entertainment, Inc. 6.50% 2/15/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5385000,
"marketValue": 5413697,
"couponRate": 6.5,
"maturityDate": "2032-02-15",
"fundAbbreviation": null,
"sedol": "BNTZ4D7",
"isin": "US12769GAC42",
"cusip": "12769GAC4",
"issuer": "212124640",
"ticker": null,
"issuerName": "Caesars Entertainment"
},
{
"id": 3814863,
"type": "FIXED_INCOME",
"name": "CaixaBank, SA 6.208% 1/18/2029 (USD-SOFR + 2.70% on 1/18/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13150000,
"marketValue": 13478421,
"couponRate": 6.208,
"maturityDate": "2029-01-18",
"fundAbbreviation": null,
"sedol": "BQFM1D2",
"isin": "US12803RAA23",
"cusip": "12803RAA2",
"issuer": "47095659",
"ticker": null,
"issuerName": "CaixaBank"
},
{
"id": 3814871,
"type": "FIXED_INCOME",
"name": "CALI Mortgage Trust., Series 24-SUN, Class A, (1-month USD CME Term SOFR + 1.89%) 6.288% 7/15/2041",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8629000,
"marketValue": 8676692,
"couponRate": 6.288,
"maturityDate": "2041-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12988DAA00",
"cusip": "12988DAA0",
"issuer": "212344998",
"ticker": null,
"issuerName": "CALI 2024-SUN"
},
{
"id": 3814873,
"type": "FIXED_INCOME",
"name": "CALI Mortgage Trust., Series 24-SUN, Class B, (1-month USD CME Term SOFR + 2.34%) 6.738% 7/15/2041",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7911000,
"marketValue": 7967595,
"couponRate": 6.738,
"maturityDate": "2041-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12988DAC65",
"cusip": "12988DAC6",
"issuer": "212344998",
"ticker": null,
"issuerName": "CALI 2024-SUN"
},
{
"id": 3814883,
"type": "FIXED_INCOME",
"name": "Campbells Co. (The) 4.75% 3/23/2035",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14056000,
"marketValue": 13261105,
"couponRate": 4.75,
"maturityDate": "2035-03-23",
"fundAbbreviation": null,
"sedol": "BQFN083",
"isin": "US134429BQ17",
"cusip": "134429BQ1",
"issuer": "132000980",
"ticker": null,
"issuerName": "Campbells"
},
{
"id": 3814879,
"type": "FIXED_INCOME",
"name": "Campbells Co. (The) 5.20% 3/21/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5450000,
"marketValue": 5505928,
"couponRate": 5.2,
"maturityDate": "2029-03-21",
"fundAbbreviation": null,
"sedol": "BQ9D7W2",
"isin": "US134429BN85",
"cusip": "134429BN8",
"issuer": "132000980",
"ticker": null,
"issuerName": "Campbells"
},
{
"id": 3814889,
"type": "FIXED_INCOME",
"name": "Canadian Imperial Bank of Commerce 5.144% 4/28/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10018500,
"couponRate": 5.144,
"maturityDate": "2025-04-28",
"fundAbbreviation": null,
"sedol": "BN0WRN8",
"isin": "US13607LNF66",
"cusip": "13607LNF6",
"issuer": "138000986",
"ticker": null,
"issuerName": "Canadian Imperial Bank of Commerce"
},
{
"id": 3814893,
"type": "FIXED_INCOME",
"name": "Canadian Imperial Bank of Commerce 5.26% 4/8/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12000000,
"marketValue": 12099504,
"couponRate": 5.26,
"maturityDate": "2029-04-08",
"fundAbbreviation": null,
"sedol": "BPRBV29",
"isin": "US13608JAA51",
"cusip": "13608JAA5",
"issuer": "138000986",
"ticker": null,
"issuerName": "Canadian Imperial Bank of Commerce"
},
{
"id": 3814897,
"type": "FIXED_INCOME",
"name": "Canadian National Railway Co. 4.375% 9/18/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11867000,
"marketValue": 11167500,
"couponRate": 4.375,
"maturityDate": "2034-09-18",
"fundAbbreviation": null,
"sedol": "BMZMBB2",
"isin": "US136375DR05",
"cusip": "136375DR0",
"issuer": "187009727",
"ticker": null,
"issuerName": "Canadian National Railway"
},
{
"id": 3814903,
"type": "FIXED_INCOME",
"name": "Canadian Pacific Railway Co. 1.75% 12/2/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5709000,
"marketValue": 5407314,
"couponRate": 1.75,
"maturityDate": "2026-12-02",
"fundAbbreviation": null,
"sedol": "BP8KPY5",
"isin": "US13645RBE36",
"cusip": "13645RBE3",
"issuer": "134081118",
"ticker": null,
"issuerName": "Canadian Pacific Kansas City"
},
{
"id": 3814919,
"type": "FIXED_INCOME",
"name": "Capital One Financial Corp. 6.051% 2/1/2035 (USD-SOFR + 2.26% on 2/1/2034)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7271000,
"marketValue": 7391422,
"couponRate": 6.051,
"maturityDate": "2035-02-01",
"fundAbbreviation": null,
"sedol": "BQWNK64",
"isin": "US14040HDF91",
"cusip": "14040HDF9",
"issuer": "177008657",
"ticker": null,
"issuerName": "Capital One Financial"
},
{
"id": 3814939,
"type": "FIXED_INCOME",
"name": "CarMax Auto Owner Trust, Series 2024-3, Class A3, 4.89% 7/16/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10654000,
"marketValue": 10720694,
"couponRate": 4.89,
"maturityDate": "2029-07-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US14319GAD34",
"cusip": "14319GAD3",
"issuer": "212345585",
"ticker": null,
"issuerName": "Carmax Auto Owner Trust 2024-3"
},
{
"id": 3814933,
"type": "FIXED_INCOME",
"name": "CarMax Select Receivables Trust, Series 2024-A, Class A2A, 5.78% 9/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6072244,
"marketValue": 6108313,
"couponRate": 5.78,
"maturityDate": "2027-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US14319FAB94",
"cusip": "14319FAB9",
"issuer": "212343267",
"ticker": null,
"issuerName": "Carmax Select Receivables Trust 2024-A"
},
{
"id": 3814943,
"type": "FIXED_INCOME",
"name": "Carnival Corp. 6.00% 5/1/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13000000,
"marketValue": 12979187,
"couponRate": 6,
"maturityDate": "2029-05-01",
"fundAbbreviation": null,
"sedol": "BMVRFC0",
"isin": "US143658BR27",
"cusip": "143658BR2",
"issuer": "178001026",
"ticker": null,
"issuerName": "Carnival"
},
{
"id": 3814953,
"type": "FIXED_INCOME",
"name": "Carrier Global Corp. 2.722% 2/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12849000,
"marketValue": 11499559,
"couponRate": 2.722,
"maturityDate": "2030-02-15",
"fundAbbreviation": null,
"sedol": "BNG23C3",
"isin": "US14448CAQ78",
"cusip": "14448CAQ7",
"issuer": "212269550",
"ticker": null,
"issuerName": "Carrier Global"
},
{
"id": 3814955,
"type": "FIXED_INCOME",
"name": "Carrier Global Corp. 3.377% 4/5/2040",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15500000,
"marketValue": 11979439,
"couponRate": 3.377,
"maturityDate": "2040-04-05",
"fundAbbreviation": null,
"sedol": "BMT6MR3",
"isin": "US14448CAR51",
"cusip": "14448CAR5",
"issuer": "212269550",
"ticker": null,
"issuerName": "Carrier Global"
},
{
"id": 3814959,
"type": "FIXED_INCOME",
"name": "Carrier Global Corp. 5.90% 3/15/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4946000,
"marketValue": 5123947,
"couponRate": 5.9,
"maturityDate": "2034-03-15",
"fundAbbreviation": null,
"sedol": "BS2FZR0",
"isin": "US14448CBC73",
"cusip": "14448CBC7",
"issuer": "212269550",
"ticker": null,
"issuerName": "Carrier Global"
},
{
"id": 3815255,
"type": "FIXED_INCOME",
"name": "CART, Series 2024-DFW1, Class A, (1-month USD CME Term SOFR + 1.642%) 6.942% 8/15/2041",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12291000,
"marketValue": 12371383,
"couponRate": 6.942,
"maturityDate": "2041-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US20682AAA88",
"cusip": "20682AAA8",
"issuer": "212344841",
"ticker": null,
"issuerName": "CONE Trust 2024-DFW1"
},
{
"id": 3815257,
"type": "FIXED_INCOME",
"name": "CART, Series 2024-DFW1, Class D, (1-month USD CME Term SOFR + 3.0397%) 8.377% 8/15/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4807000,
"marketValue": 4820863,
"couponRate": 8.377,
"maturityDate": "2026-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US20682AAL44",
"cusip": "20682AAL4",
"issuer": "212344841",
"ticker": null,
"issuerName": "CONE Trust 2024-DFW1"
},
{
"id": 3814969,
"type": "FIXED_INCOME",
"name": "Carvana Auto Receivables Trust, Series 2024-N1, Class A3, 5.60% 3/10/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8430000,
"marketValue": 8502506,
"couponRate": 5.6,
"maturityDate": "2028-03-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US14687QAC78",
"cusip": "14687QAC7",
"issuer": "212336466",
"ticker": null,
"issuerName": "Carvana Auto Receivables Trust 2024-N1"
},
{
"id": 3814731,
"type": "FIXED_INCOME",
"name": "Cascade Funding Mortgage Trust, Series 2024-NR1, Class A1, 6.405% 11/25/2029 (9.405% on 11/25/2027)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7014000,
"marketValue": 7014302,
"couponRate": 6.405,
"maturityDate": "2029-11-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12531DAA28",
"cusip": "12531DAA2",
"issuer": "212352129",
"ticker": null,
"issuerName": "CFMT 2024-NR1"
},
{
"id": 3814757,
"type": "FIXED_INCOME",
"name": "Castlelake Aircraft Securitization Trust, Series 2021-1, Class C, 3.464% 5/11/2037",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13268975,
"marketValue": 11702599,
"couponRate": 3.464,
"maturityDate": "2037-05-11",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12567UAB98",
"cusip": "12567UAB9",
"issuer": "212298037",
"ticker": null,
"issuerName": "Castlelake Aircraft Securitization Trust CLAF_21-1"
},
{
"id": 3814699,
"type": "FIXED_INCOME",
"name": "CCO Holdings, LLC 4.75% 2/1/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8000000,
"marketValue": 7030384,
"couponRate": 4.75,
"maturityDate": "2032-02-01",
"fundAbbreviation": null,
"sedol": "BMV1FZ5",
"isin": "US1248EPCQ45",
"cusip": "1248EPCQ4",
"issuer": "212221077",
"ticker": null,
"issuerName": "Spectrum Management Holding"
},
{
"id": 3814689,
"type": "FIXED_INCOME",
"name": "CCO Holdings, LLC 4.75% 3/1/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9665000,
"marketValue": 8836912,
"couponRate": 4.75,
"maturityDate": "2030-03-01",
"fundAbbreviation": null,
"sedol": "BK6WV51",
"isin": "US1248EPCD32",
"cusip": "1248EPCD3",
"issuer": "212221077",
"ticker": null,
"issuerName": "Spectrum Management Holding"
},
{
"id": 3814701,
"type": "FIXED_INCOME",
"name": "CD Commercial Mortgage Trust, Series 2017-CD6, Class A5, 3.456% 11/13/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5576000,
"marketValue": 5341524,
"couponRate": 3.456,
"maturityDate": "2050-11-13",
"fundAbbreviation": null,
"sedol": null,
"isin": "US125039AF45",
"cusip": "125039AF4",
"issuer": "212217901",
"ticker": null,
"issuerName": "CD 2017-CD6 Mortgage Trust"
},
{
"id": 3814995,
"type": "FIXED_INCOME",
"name": "Celanese US Holdings, LLC 6.379% 7/15/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5762000,
"marketValue": 5855517,
"couponRate": 6.379,
"maturityDate": "2032-07-15",
"fundAbbreviation": null,
"sedol": "BP9RBH0",
"isin": "US15089QAP90",
"cusip": "15089QAP9",
"issuer": "165091749",
"ticker": null,
"issuerName": "Celanese"
},
{
"id": 3815001,
"type": "FIXED_INCOME",
"name": "Celanese US Holdings, LLC 6.70% 11/15/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6824000,
"marketValue": 7085700,
"couponRate": 6.95,
"maturityDate": "2033-11-15",
"fundAbbreviation": null,
"sedol": "BRBDWD3",
"isin": "US15089QAY08",
"cusip": "15089QAY0",
"issuer": "165091749",
"ticker": null,
"issuerName": "Celanese"
},
{
"id": 3813867,
"type": "FIXED_INCOME",
"name": "Cencora, Inc. 2.70% 3/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6863000,
"marketValue": 5955636,
"couponRate": 2.7,
"maturityDate": "2031-03-15",
"fundAbbreviation": null,
"sedol": "BMTR845",
"isin": "US03073EAT29",
"cusip": "03073EAT2",
"issuer": "53081037",
"ticker": null,
"issuerName": "Cencora"
},
{
"id": 3815019,
"type": "FIXED_INCOME",
"name": "Cenovus Energy, Inc. 5.40% 6/15/2047",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12727000,
"marketValue": 11355093,
"couponRate": 5.4,
"maturityDate": "2047-06-15",
"fundAbbreviation": null,
"sedol": "BFNL6J5",
"isin": "US15135UAR05",
"cusip": "15135UAR0",
"issuer": "212297015",
"ticker": null,
"issuerName": "Cenovus Energy"
},
{
"id": 3815027,
"type": "FIXED_INCOME",
"name": "CenterPoint Energy Houston Electric, LLC 5.05% 3/1/2035",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5820000,
"marketValue": 5686099,
"couponRate": 5.05,
"maturityDate": "2035-03-01",
"fundAbbreviation": null,
"sedol": "BSHPMM9",
"isin": "US15189XBF42",
"cusip": "15189XBF4",
"issuer": "212227967",
"ticker": null,
"issuerName": "CenterPoint Energy Houston Electric"
},
{
"id": 3815025,
"type": "FIXED_INCOME",
"name": "CenterPoint Energy, Inc. 2.65% 6/1/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11446000,
"marketValue": 9852248,
"couponRate": 2.65,
"maturityDate": "2031-06-01",
"fundAbbreviation": null,
"sedol": "BN7QKK1",
"isin": "US15189TBB26",
"cusip": "15189TBB2",
"issuer": "89002633",
"ticker": null,
"issuerName": "CenterPoint Energy"
},
{
"id": 3814713,
"type": "FIXED_INCOME",
"name": "CF Hippolyta, LLC, Series 2020-1, Class B1, 2.28% 7/15/2060",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10129628,
"marketValue": 9824311,
"couponRate": 2.28,
"maturityDate": "2060-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12530MAC91",
"cusip": "12530MAC9",
"issuer": "212272737",
"ticker": null,
"issuerName": "CF Hippolyta Issuer LLC SORT_20-1"
},
{
"id": 3814719,
"type": "FIXED_INCOME",
"name": "CF Hippolyta, LLC, Series 2021-1, Class B1, 1.98% 3/15/2061",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5694268,
"marketValue": 5314125,
"couponRate": 1.98,
"maturityDate": "2061-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12530MAG06",
"cusip": "12530MAG0",
"issuer": "212280069",
"ticker": null,
"issuerName": "CF Hippolyta Issuer LLC SORT_21-1"
},
{
"id": 3821847,
"type": "FIXED_INCOME",
"name": "Charles Schwab Corp. (The) 6.196% 11/17/2029 (USD-SOFR + 1.878% on 11/17/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 5213350,
"couponRate": 6.196,
"maturityDate": "2029-11-17",
"fundAbbreviation": null,
"sedol": "BP0Y3Q3",
"isin": "US808513CJ29",
"cusip": "808513CJ2",
"issuer": "104007100",
"ticker": null,
"issuerName": "Charles Schwab"
},
{
"id": 3815049,
"type": "FIXED_INCOME",
"name": "Charter Communications Operating, LLC 2.30% 2/1/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7463000,
"marketValue": 5913278,
"couponRate": 2.3,
"maturityDate": "2032-02-01",
"fundAbbreviation": null,
"sedol": "BMF4PR2",
"isin": "US161175BX17",
"cusip": "161175BX1",
"issuer": "212221077",
"ticker": null,
"issuerName": "Spectrum Management Holding"
},
{
"id": 3815047,
"type": "FIXED_INCOME",
"name": "Charter Communications Operating, LLC 3.70% 4/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7400000,
"marketValue": 4627316,
"couponRate": 3.7,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": "BMCJ8Q0",
"isin": "US161175BV50",
"cusip": "161175BV5",
"issuer": "212221077",
"ticker": null,
"issuerName": "Spectrum Management Holding"
},
{
"id": 3815039,
"type": "FIXED_INCOME",
"name": "Charter Communications Operating, LLC 4.20% 3/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 9671480,
"couponRate": 4.2,
"maturityDate": "2028-03-15",
"fundAbbreviation": null,
"sedol": "BFFFBV2",
"isin": "US161175BK95",
"cusip": "161175BK9",
"issuer": "212221077",
"ticker": null,
"issuerName": "Spectrum Management Holding"
},
{
"id": 3815041,
"type": "FIXED_INCOME",
"name": "Charter Communications Operating, LLC 5.125% 7/1/2049",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5900000,
"marketValue": 4624691,
"couponRate": 5.125,
"maturityDate": "2049-07-01",
"fundAbbreviation": null,
"sedol": "BJHNYB3",
"isin": "US161175BS22",
"cusip": "161175BS2",
"issuer": "212221077",
"ticker": null,
"issuerName": "Spectrum Management Holding"
},
{
"id": 3815053,
"type": "FIXED_INCOME",
"name": "Charter Communications Operating, LLC 5.25% 4/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15380000,
"marketValue": 12442574,
"couponRate": 5.25,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": "BPCTJS0",
"isin": "US161175CK86",
"cusip": "161175CK8",
"issuer": "212221077",
"ticker": null,
"issuerName": "Spectrum Management Holding"
},
{
"id": 3815055,
"type": "FIXED_INCOME",
"name": "Charter Communications Operating, LLC 6.10% 6/1/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10275000,
"marketValue": 10477633,
"couponRate": 6.1,
"maturityDate": "2029-06-01",
"fundAbbreviation": null,
"sedol": "BMZ0WG8",
"isin": "US161175CQ56",
"cusip": "161175CQ5",
"issuer": "212221077",
"ticker": null,
"issuerName": "Spectrum Management Holding"
},
{
"id": 3815037,
"type": "FIXED_INCOME",
"name": "Charter Communications Operating, LLC 6.484% 10/23/2045",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6850000,
"marketValue": 6480710,
"couponRate": 6.484,
"maturityDate": "2045-10-23",
"fundAbbreviation": null,
"sedol": "BYQ7R23",
"isin": "US161175BA14",
"cusip": "161175BA1",
"issuer": "212221077",
"ticker": null,
"issuerName": "Spectrum Management Holding"
},
{
"id": 3815059,
"type": "FIXED_INCOME",
"name": "Chase Auto Owner Trust, Series 2024-1, Class A4, 5.05% 10/25/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4538000,
"marketValue": 4583552,
"couponRate": 5.05,
"maturityDate": "2029-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US16144BAD01",
"cusip": "16144BAD0",
"issuer": "212337518",
"ticker": null,
"issuerName": "Chase Auto Owner Trust 2024-1"
},
{
"id": 3815065,
"type": "FIXED_INCOME",
"name": "Chase Auto Owner Trust, Series 2024-5A, Class A4, 4.15% 3/25/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5552000,
"marketValue": 5436202,
"couponRate": 4.15,
"maturityDate": "2030-03-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US16144QAD79",
"cusip": "16144QAD7",
"issuer": "212348545",
"ticker": null,
"issuerName": "Chase Auto Owner Trust CHAOT_24-5"
},
{
"id": 3815073,
"type": "FIXED_INCOME",
"name": "Chase Mortgage Finance Corp., Series 2024-RPL2, Class A1A, 3.25% 8/25/2064",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12639179,
"marketValue": 11163201,
"couponRate": 3.25,
"maturityDate": "2064-08-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US161930AB85",
"cusip": "161930AB8",
"issuer": "212341923",
"ticker": null,
"issuerName": "Chase Home Lending Mortgage Trust Series 2024-RPL2"
},
{
"id": 3815075,
"type": "FIXED_INCOME",
"name": "Chase Mortgage Finance Corp., Series 2024-RPL2, Class A1B, 3.25% 8/25/2064",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13942858,
"marketValue": 12037050,
"couponRate": 3.25,
"maturityDate": "2064-08-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US161930AC68",
"cusip": "161930AC6",
"issuer": "212341923",
"ticker": null,
"issuerName": "Chase Home Lending Mortgage Trust Series 2024-RPL2"
},
{
"id": 3815079,
"type": "FIXED_INCOME",
"name": "Chesapeake Funding II, LLC, Series 2024-1, Class A1, 5.52% 5/15/2036",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8321424,
"marketValue": 8415373,
"couponRate": 5.52,
"maturityDate": "2036-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US165183DE19",
"cusip": "165183DE1",
"issuer": "212338289",
"ticker": null,
"issuerName": "Chesapeake Funding II LLC CFII_24-1"
},
{
"id": 3814735,
"type": "FIXED_INCOME",
"name": "CHS / Community Health Systems, Inc. 4.75% 2/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6000000,
"marketValue": 4661706,
"couponRate": 4.75,
"maturityDate": "2031-02-15",
"fundAbbreviation": null,
"sedol": "BMFGVX6",
"isin": "US12543DBK54",
"cusip": "12543DBK5",
"issuer": "12080360",
"ticker": null,
"issuerName": "Community Health Systems"
},
{
"id": 3814761,
"type": "FIXED_INCOME",
"name": "CIFC Funding, Ltd., CLO, Series 2022-4, Class B, (3-month USD CME Term SOFR + 2.00%) 6.647% 7/16/2035",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10031900,
"couponRate": 6.647,
"maturityDate": "2035-07-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12567WAE93",
"cusip": "12567WAE9",
"issuer": "212298790",
"ticker": null,
"issuerName": "CIFC Funding Ltd CIFC_22-4"
},
{
"id": 3815099,
"type": "FIXED_INCOME",
"name": "CIM Trust, Series 2024-R1, Class A1, 4.75% 6/25/2064",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6556468,
"marketValue": 6387455,
"couponRate": 4.75,
"maturityDate": "2064-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US17179VAA89",
"cusip": "17179VAA8",
"issuer": "212351201",
"ticker": null,
"issuerName": "Cim Trust CIM_24-R1"
},
{
"id": 3815105,
"type": "FIXED_INCOME",
"name": "Cisco Systems, Inc. 5.30% 2/26/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5831000,
"marketValue": 5672193,
"couponRate": 5.3,
"maturityDate": "2054-02-26",
"fundAbbreviation": null,
"sedol": "BMG7QR7",
"isin": "US17275RBU59",
"cusip": "17275RBU5",
"issuer": "212280412",
"ticker": null,
"issuerName": "Cisco Systems"
},
{
"id": 3815141,
"type": "FIXED_INCOME",
"name": "Citigroup Commercial Mortgage Trust, Series 2017-B1, Class A3, 3.197% 8/15/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6047793,
"marketValue": 5798382,
"couponRate": 3.197,
"maturityDate": "2050-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US17326CAY03",
"cusip": "17326CAY0",
"issuer": "212217683",
"ticker": null,
"issuerName": "Citigroup Commercial Mortgage Tr"
},
{
"id": 3815159,
"type": "FIXED_INCOME",
"name": "Citigroup Commercial Mortgage Trust, Series 2023-PRM3, Class A, 0% 7/10/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8000000,
"marketValue": 8268224,
"couponRate": 0,
"maturityDate": "2028-07-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US17331LAA52",
"cusip": "17331LAA5",
"issuer": "212324833",
"ticker": null,
"issuerName": "Citigroup Commercial Mortgage Trust CGCMT_23-PRM3"
},
{
"id": 3815147,
"type": "FIXED_INCOME",
"name": "Citigroup, Inc. 1.122% 1/28/2027 (USD-SOFR + 0.765% on 1/28/2026)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4802820,
"couponRate": 1.122,
"maturityDate": "2027-01-28",
"fundAbbreviation": null,
"sedol": "BN91XG1",
"isin": "US17327CAM55",
"cusip": "17327CAM5",
"issuer": "34007454",
"ticker": null,
"issuerName": "Citigroup"
},
{
"id": 3815133,
"type": "FIXED_INCOME",
"name": "Citigroup, Inc. 5.827% 2/13/2035 (USD-SOFR + 2.056% on 2/13/2034)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11505000,
"marketValue": 11454136,
"couponRate": 5.827,
"maturityDate": "2035-02-13",
"fundAbbreviation": null,
"sedol": "BRBYMP8",
"isin": "US172967PG03",
"cusip": "172967PG0",
"issuer": "34007454",
"ticker": null,
"issuerName": "Citigroup"
},
{
"id": 3815113,
"type": "FIXED_INCOME",
"name": "Citizens Auto Receivables Trust, Series 2023-2, Class A3, 5.83% 2/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11631000,
"marketValue": 11792043,
"couponRate": 5.83,
"maturityDate": "2028-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US17295FAD69",
"cusip": "17295FAD6",
"issuer": "212327894",
"ticker": null,
"issuerName": "Citizens Auto Receivables Trust CITZN_23-2"
},
{
"id": 3815115,
"type": "FIXED_INCOME",
"name": "Citizens Auto Receivables Trust, Series 2023-2, Class A4, 5.74% 10/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5676000,
"marketValue": 5797659,
"couponRate": 5.74,
"maturityDate": "2030-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US17295FAE43",
"cusip": "17295FAE4",
"issuer": "212327894",
"ticker": null,
"issuerName": "Citizens Auto Receivables Trust CITZN_23-2"
},
{
"id": 3815163,
"type": "FIXED_INCOME",
"name": "Citizens Financial Group, Inc. 6.645% 4/25/2035 (USD-SOFR + 2.325% on 4/25/2034)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5444000,
"marketValue": 5742266,
"couponRate": 6.645,
"maturityDate": "2035-04-25",
"fundAbbreviation": null,
"sedol": "BP9RLD6",
"isin": "US174610BG97",
"cusip": "174610BG9",
"issuer": "212017895",
"ticker": null,
"issuerName": "Citizens Financial Group"
},
{
"id": 3815171,
"type": "FIXED_INCOME",
"name": "Civitas Resources, Inc. 8.625% 11/1/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4665000,
"marketValue": 4889648,
"couponRate": 8.625,
"maturityDate": "2030-11-01",
"fundAbbreviation": null,
"sedol": "BQGG520",
"isin": "US17888HAC79",
"cusip": "17888HAC7",
"issuer": "144096604",
"ticker": null,
"issuerName": "Civitas Resources Inc"
},
{
"id": 3815169,
"type": "FIXED_INCOME",
"name": "Civitas Resources, Inc. 8.75% 7/1/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10300000,
"marketValue": 10750975,
"couponRate": 8.75,
"maturityDate": "2031-07-01",
"fundAbbreviation": null,
"sedol": "BRT75V6",
"isin": "US17888HAB96",
"cusip": "17888HAB9",
"issuer": "144096604",
"ticker": null,
"issuerName": "Civitas Resources Inc"
},
{
"id": 3813561,
"type": "FIXED_INCOME",
"name": "CK Hutchison International (23), Ltd. 4.75% 4/21/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7500000,
"marketValue": 7460108,
"couponRate": 4.75,
"maturityDate": "2028-04-21",
"fundAbbreviation": null,
"sedol": "BRJQHZ1",
"isin": "USG21819AA80",
"cusip": null,
"issuer": "85001145",
"ticker": null,
"issuerName": "CK Hutchison Holdings"
},
{
"id": 3814763,
"type": "FIXED_INCOME",
"name": "CK Hutchison International (23), Ltd. 4.75% 4/21/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9430000,
"marketValue": 9379842,
"couponRate": 4.75,
"maturityDate": "2028-04-21",
"fundAbbreviation": null,
"sedol": "BRJQJ66",
"isin": "US12570FAA93",
"cusip": "12570FAA9",
"issuer": "85001145",
"ticker": null,
"issuerName": "CK Hutchison Holdings"
},
{
"id": 3815167,
"type": "FIXED_INCOME",
"name": "CK Hutchison International (24), Ltd. 5.50% 4/26/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5980000,
"marketValue": 6039704,
"couponRate": 5.5,
"maturityDate": "2034-04-26",
"fundAbbreviation": null,
"sedol": "BSCBS24",
"isin": "US17887UAB17",
"cusip": "17887UAB1",
"issuer": "85001145",
"ticker": null,
"issuerName": "CK Hutchison Holdings"
},
{
"id": 3815173,
"type": "FIXED_INCOME",
"name": "Clarus Capital Funding, LLC, Series 2024-1A, Class A2, 4.71% 8/20/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9093000,
"marketValue": 9064912,
"couponRate": 4.71,
"maturityDate": "2032-08-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US18271JAB89",
"cusip": "18271JAB8",
"issuer": "212348196",
"ticker": null,
"issuerName": "Clarus Capital Funding 2024-1"
},
{
"id": 3815179,
"type": "FIXED_INCOME",
"name": "Clean Harbors, Inc. 5.125% 7/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 9608670,
"couponRate": 5.125,
"maturityDate": "2029-07-15",
"fundAbbreviation": null,
"sedol": "BJR7095",
"isin": "US184496AP20",
"cusip": "184496AP2",
"issuer": "173001233",
"ticker": null,
"issuerName": "Clean Harbors"
},
{
"id": 3815185,
"type": "FIXED_INCOME",
"name": "Cleveland-Cliffs, Inc. 4.875% 3/1/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10825000,
"marketValue": 9725137,
"couponRate": 4.875,
"maturityDate": "2031-03-01",
"fundAbbreviation": null,
"sedol": "BMBRRM4",
"isin": "US185899AL57",
"cusip": "185899AL5",
"issuer": "176001236",
"ticker": null,
"issuerName": "Cleveland-Cliffs"
},
{
"id": 3815189,
"type": "FIXED_INCOME",
"name": "Cleveland Electric Illuminating Co. (The) 4.55% 11/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5500000,
"marketValue": 5310008,
"couponRate": 4.55,
"maturityDate": "2030-11-15",
"fundAbbreviation": null,
"sedol": "BKBX3C0",
"isin": "US186108CL84",
"cusip": "186108CL8",
"issuer": "206072922",
"ticker": null,
"issuerName": "FirstEnergy"
},
{
"id": 3814749,
"type": "FIXED_INCOME",
"name": "CLI Funding VIII, LLC, Series 2021-1A, Class A, 1.64% 2/18/2046",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8352975,
"marketValue": 7557054,
"couponRate": 1.64,
"maturityDate": "2046-02-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12565KAA51",
"cusip": "12565KAA5",
"issuer": "212279275",
"ticker": null,
"issuerName": "Clif Funding VII LLC CLIF_21-1"
},
{
"id": 3814743,
"type": "FIXED_INCOME",
"name": "CLI Funding VI, LLC, Series 2020-2A, Class A, 2.03% 9/15/2045",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5956740,
"marketValue": 5463456,
"couponRate": 2.03,
"maturityDate": "2045-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12563LAQ05",
"cusip": "12563LAQ0",
"issuer": "212274071",
"ticker": null,
"issuerName": "CLI Funding LLC CLIF_20-2"
},
{
"id": 3814765,
"type": "FIXED_INCOME",
"name": "CMS Energy Corp. 3.00% 5/15/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7689000,
"marketValue": 7510400,
"couponRate": 3,
"maturityDate": "2026-05-15",
"fundAbbreviation": null,
"sedol": "BD31895",
"isin": "US125896BQ27",
"cusip": "125896BQ2",
"issuer": "48000896",
"ticker": null,
"issuerName": "CMS Energy"
},
{
"id": 3815199,
"type": "FIXED_INCOME",
"name": "CNH Equipment Trust, Series 2024-B, Class A3, 5.19% 9/17/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5727000,
"marketValue": 5806411,
"couponRate": 5.19,
"maturityDate": "2029-09-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US18978JAD00",
"cusip": "18978JAD0",
"issuer": "212341390",
"ticker": null,
"issuerName": "CNH Equipment Trust 2024-B"
},
{
"id": 3815209,
"type": "FIXED_INCOME",
"name": "Coca-Cola Co. 4.65% 8/14/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11210000,
"marketValue": 10907442,
"couponRate": 4.65,
"maturityDate": "2034-08-14",
"fundAbbreviation": null,
"sedol": "BRXJJT4",
"isin": "US191216DY38",
"cusip": "191216DY3",
"issuer": "194001254",
"ticker": null,
"issuerName": "Coca-Cola"
},
{
"id": 3815211,
"type": "FIXED_INCOME",
"name": "Coca-Cola Co. 5.20% 1/14/2055",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6670000,
"marketValue": 6339762,
"couponRate": 5.2,
"maturityDate": "2055-01-14",
"fundAbbreviation": null,
"sedol": "BRXJJY9",
"isin": "US191216DZ03",
"cusip": "191216DZ0",
"issuer": "194001254",
"ticker": null,
"issuerName": "Coca-Cola"
},
{
"id": 3815207,
"type": "FIXED_INCOME",
"name": "Coca-Cola Co. 5.40% 5/13/2064",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7460000,
"marketValue": 7187441,
"couponRate": 5.4,
"maturityDate": "2064-05-13",
"fundAbbreviation": null,
"sedol": "BNRQYR6",
"isin": "US191216DT43",
"cusip": "191216DT4",
"issuer": "194001254",
"ticker": null,
"issuerName": "Coca-Cola"
},
{
"id": 3815213,
"type": "FIXED_INCOME",
"name": "Colombia (Republic of) 4.50% 1/28/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10435000,
"marketValue": 10328041,
"couponRate": 4.5,
"maturityDate": "2026-01-28",
"fundAbbreviation": null,
"sedol": "BYTX353",
"isin": "US195325CX13",
"cusip": "195325CX1",
"issuer": "134010310",
"ticker": null,
"issuerName": "Colombia, Republic of"
},
{
"id": 3815221,
"type": "FIXED_INCOME",
"name": "COLT Funding, LLC, Series 2024-INV3, Class A1, 5.443% 9/25/2069 (6.443% on 8/1/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12193309,
"marketValue": 12161509,
"couponRate": 5.443,
"maturityDate": "2069-09-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US196919AA20",
"cusip": "196919AA2",
"issuer": "212350214",
"ticker": null,
"issuerName": "Colt Funding LLC COLT_24-INV3"
},
{
"id": 3815225,
"type": "FIXED_INCOME",
"name": "Columbia Pipelines Holding Co., LLC 6.544% 11/15/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8155000,
"marketValue": 8553992,
"couponRate": 6.544,
"maturityDate": "2053-11-15",
"fundAbbreviation": null,
"sedol": "BRYQ9Q1",
"isin": "US19828TAC09",
"cusip": "19828TAC0",
"issuer": "212224835",
"ticker": null,
"issuerName": "Columbia Pipeline Group Inc"
},
{
"id": 3815223,
"type": "FIXED_INCOME",
"name": "Columbia Pipelines Operating Co., LLC 5.927% 8/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8611000,
"marketValue": 8866695,
"couponRate": 5.927,
"maturityDate": "2030-08-15",
"fundAbbreviation": null,
"sedol": "BRYQ9H2",
"isin": "US19828TAA43",
"cusip": "19828TAA4",
"issuer": "212224835",
"ticker": null,
"issuerName": "Columbia Pipeline Group Inc"
},
{
"id": 3815231,
"type": "FIXED_INCOME",
"name": "Comcast Corp. 3.75% 4/1/2040",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8930000,
"marketValue": 7188989,
"couponRate": 3.75,
"maturityDate": "2040-04-01",
"fundAbbreviation": null,
"sedol": "BMGWCS5",
"isin": "US20030NDH17",
"cusip": "20030NDH1",
"issuer": "17001289",
"ticker": null,
"issuerName": "Comcast"
},
{
"id": 3813481,
"type": "FIXED_INCOME",
"name": "Comision Federal de Electricidad 4.688% 5/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 9398070,
"couponRate": 4.688,
"maturityDate": "2029-05-15",
"fundAbbreviation": null,
"sedol": "BNRQ409",
"isin": "USP30179BQ04",
"cusip": null,
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3815251,
"type": "FIXED_INCOME",
"name": "Conagra Brands, Inc. 4.60% 11/1/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6110000,
"marketValue": 6109756,
"couponRate": 4.6,
"maturityDate": "2025-11-01",
"fundAbbreviation": null,
"sedol": "BF2SNM9",
"isin": "US205887CB65",
"cusip": "205887CB6",
"issuer": "71001343",
"ticker": null,
"issuerName": "Conagra Brands"
},
{
"id": 3815271,
"type": "FIXED_INCOME",
"name": "Connecticut Avenue Securities Trust, Series 2022-R03, Class 1M1, (30-day Average USD-SOFR + 2.10%) 6.669% 3/25/2042",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6056133,
"marketValue": 6141858,
"couponRate": 6.669,
"maturityDate": "2042-03-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US20753XAA28",
"cusip": "20753XAA2",
"issuer": "212297851",
"ticker": null,
"issuerName": "Connecticut Avenue Securities Trust CAS_22-R03"
},
{
"id": 3815293,
"type": "FIXED_INCOME",
"name": "Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1, (30-day Average USD-SOFR + 2.40%) 6.969% 12/25/2042",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9140110,
"marketValue": 9400640,
"couponRate": 6.969,
"maturityDate": "2042-12-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US207932AA28",
"cusip": "207932AA2",
"issuer": "212316623",
"ticker": null,
"issuerName": "Connecticut Avenue Securities Trust CAS_23-R01"
},
{
"id": 3815285,
"type": "FIXED_INCOME",
"name": "Connecticut Avenue Securities Trust, Series 2023-R08, Class 1M1, (30-day Average USD-SOFR + 1.50%) 6.069% 10/25/2043",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11821041,
"marketValue": 11882664,
"couponRate": 6.069,
"maturityDate": "2043-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US20755CAA62",
"cusip": "20755CAA6",
"issuer": "212331743",
"ticker": null,
"issuerName": "Connecticut Avenue Securities Trust 2023-R08"
},
{
"id": 3815269,
"type": "FIXED_INCOME",
"name": "Connecticut Avenue Securities Trust, Series 2024-R01, Class 1B1, (30-day Average USD-SOFR + 2.70%) 7.269% 1/25/2044",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6632000,
"marketValue": 6812821,
"couponRate": 7.269,
"maturityDate": "2044-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US20753UAF75",
"cusip": "20753UAF7",
"issuer": "212334219",
"ticker": null,
"issuerName": "Connecticut Avenue Securities Trust 2024-R01"
},
{
"id": 3815265,
"type": "FIXED_INCOME",
"name": "Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M1, (30-day Average USD-SOFR + 1.05%) 5.619% 1/25/2044",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7976815,
"marketValue": 7987704,
"couponRate": 5.619,
"maturityDate": "2044-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US20753UAA88",
"cusip": "20753UAA8",
"issuer": "212334219",
"ticker": null,
"issuerName": "Connecticut Avenue Securities Trust 2024-R01"
},
{
"id": 3815267,
"type": "FIXED_INCOME",
"name": "Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M2, (30-day Average USD-SOFR + 1.80%) 6.369% 1/25/2044",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6726000,
"marketValue": 6800443,
"couponRate": 6.369,
"maturityDate": "2044-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US20753UAB61",
"cusip": "20753UAB6",
"issuer": "212334219",
"ticker": null,
"issuerName": "Connecticut Avenue Securities Trust 2024-R01"
},
{
"id": 3815277,
"type": "FIXED_INCOME",
"name": "Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M2, (30-day Average USD-SOFR + 1.80%) 6.369% 2/25/2044",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7873000,
"marketValue": 7957580,
"couponRate": 6.369,
"maturityDate": "2044-02-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US20754GAE08",
"cusip": "20754GAE0",
"issuer": "212337049",
"ticker": null,
"issuerName": "Connecticut Avenue Securities Trust 2024-R02"
},
{
"id": 3815287,
"type": "FIXED_INCOME",
"name": "Connecticut Avenue Securities Trust, Series 2024-R06, Class 1A1, (30-day Average USD-SOFR + 1.15%) 5.719% 9/25/2044",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7467645,
"marketValue": 7497031,
"couponRate": 5.719,
"maturityDate": "2044-09-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US20755RAA32",
"cusip": "20755RAA3",
"issuer": "212348489",
"ticker": null,
"issuerName": "Connecticut Avenue Securities Trust 2024-R06"
},
{
"id": 3815289,
"type": "FIXED_INCOME",
"name": "Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M2, (30-day Average USD-SOFR + 1.60%) 6.169% 9/25/2044",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6313000,
"marketValue": 6352147,
"couponRate": 6.169,
"maturityDate": "2044-09-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US20755RAC97",
"cusip": "20755RAC9",
"issuer": "212348489",
"ticker": null,
"issuerName": "Connecticut Avenue Securities Trust 2024-R06"
},
{
"id": 3815291,
"type": "FIXED_INCOME",
"name": "Connecticut Light and Power Co. (The) 2.05% 7/1/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12036000,
"marketValue": 10061145,
"couponRate": 2.05,
"maturityDate": "2031-07-01",
"fundAbbreviation": null,
"sedol": "BND8HX3",
"isin": "US207597EN17",
"cusip": "207597EN1",
"issuer": "34004062",
"ticker": null,
"issuerName": "Eversource Energy"
},
{
"id": 3815297,
"type": "FIXED_INCOME",
"name": "ConocoPhillips Co. 3.80% 3/15/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14105000,
"marketValue": 10305240,
"couponRate": 3.8,
"maturityDate": "2052-03-15",
"fundAbbreviation": null,
"sedol": "BPLD6W6",
"isin": "US20826FAV85",
"cusip": "20826FAV8",
"issuer": "131004371",
"ticker": null,
"issuerName": "ConocoPhillips"
},
{
"id": 3815301,
"type": "FIXED_INCOME",
"name": "ConocoPhillips Co. 5.55% 3/15/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12115000,
"marketValue": 11657865,
"couponRate": 5.55,
"maturityDate": "2054-03-15",
"fundAbbreviation": null,
"sedol": "BQD1VB9",
"isin": "US20826FBG00",
"cusip": "20826FBG0",
"issuer": "131004371",
"ticker": null,
"issuerName": "ConocoPhillips"
},
{
"id": 3815307,
"type": "FIXED_INCOME",
"name": "Consolidated Energy Finance SA 12.00% 2/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 9611460,
"couponRate": 12,
"maturityDate": "2031-02-15",
"fundAbbreviation": null,
"sedol": "BSHRLV7",
"isin": "US20914UAH95",
"cusip": "20914UAH9",
"issuer": "212232900",
"ticker": null,
"issuerName": "CONSOLIDATED ENERGY LTD"
},
{
"id": 3815313,
"type": "FIXED_INCOME",
"name": "Constellation Brands, Inc. 2.25% 8/1/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5951000,
"marketValue": 4955178,
"couponRate": 2.25,
"maturityDate": "2031-08-01",
"fundAbbreviation": null,
"sedol": "BMD9W23",
"isin": "US21036PBH01",
"cusip": "21036PBH0",
"issuer": "147000995",
"ticker": null,
"issuerName": "Constellation Brands"
},
{
"id": 3815311,
"type": "FIXED_INCOME",
"name": "Constellation Brands, Inc. 2.875% 5/1/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11545000,
"marketValue": 10337024,
"couponRate": 2.875,
"maturityDate": "2030-05-01",
"fundAbbreviation": null,
"sedol": "BMYSSQ5",
"isin": "US21036PBF45",
"cusip": "21036PBF4",
"issuer": "147000995",
"ticker": null,
"issuerName": "Constellation Brands"
},
{
"id": 3815315,
"type": "FIXED_INCOME",
"name": "Constellation Brands, Inc. 4.75% 5/9/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12733000,
"marketValue": 12255563,
"couponRate": 4.75,
"maturityDate": "2032-05-09",
"fundAbbreviation": null,
"sedol": "BMV9MT2",
"isin": "US21036PBL13",
"cusip": "21036PBL1",
"issuer": "147000995",
"ticker": null,
"issuerName": "Constellation Brands"
},
{
"id": 3815345,
"type": "FIXED_INCOME",
"name": "COPT Defense Properties, LP 2.25% 3/15/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9530000,
"marketValue": 9227851,
"couponRate": 2.25,
"maturityDate": "2026-03-15",
"fundAbbreviation": null,
"sedol": "BM98CV3",
"isin": "US22003BAL09",
"cusip": "22003BAL0",
"issuer": "212001539",
"ticker": null,
"issuerName": "COPT Defense Properties"
},
{
"id": 3813625,
"type": "FIXED_INCOME",
"name": "Corebridge Global Funding 4.65% 8/20/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9280000,
"marketValue": 9251492,
"couponRate": 4.65,
"maturityDate": "2027-08-20",
"fundAbbreviation": null,
"sedol": "BQB3T57",
"isin": "US00138CBB37",
"cusip": "00138CBB3",
"issuer": "212189989",
"ticker": null,
"issuerName": "Corebridge Global Funding"
},
{
"id": 3815357,
"type": "FIXED_INCOME",
"name": "CPS Auto Receivables Trust, Series 2024-C, Class C, 5.76% 10/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10987000,
"marketValue": 11124118,
"couponRate": 5.76,
"maturityDate": "2030-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US223920AC35",
"cusip": "223920AC3",
"issuer": "212343273",
"ticker": null,
"issuerName": "CPS Auto Receivables Trust 2024-C"
},
{
"id": 3815359,
"type": "FIXED_INCOME",
"name": "CPS Auto Receivables Trust, Series 2024-C, Class D, 6.22% 10/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11898000,
"marketValue": 12112009,
"couponRate": 6.22,
"maturityDate": "2030-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US223920AD18",
"cusip": "223920AD1",
"issuer": "212343273",
"ticker": null,
"issuerName": "CPS Auto Receivables Trust 2024-C"
},
{
"id": 3815377,
"type": "FIXED_INCOME",
"name": "CPS Auto Receivables Trust, Series 2024-D, Class B, 4.65% 3/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4952000,
"marketValue": 4940541,
"couponRate": 4.65,
"maturityDate": "2029-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US22411JAB17",
"cusip": "22411JAB1",
"issuer": "212348117",
"ticker": null,
"issuerName": "CPS Auto Receivables Trust 2024-D"
},
{
"id": 3815383,
"type": "FIXED_INCOME",
"name": "Crédit Agricole SA 1.247% 1/26/2027 (USD-SOFR + 0.892% on 1/26/2026)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9050000,
"marketValue": 8693240,
"couponRate": 1.247,
"maturityDate": "2027-01-26",
"fundAbbreviation": null,
"sedol": "BMDJ3J7",
"isin": "US22535WAH07",
"cusip": "22535WAH0",
"issuer": "162081358",
"ticker": null,
"issuerName": "Credit Agricole"
},
{
"id": 3815381,
"type": "FIXED_INCOME",
"name": "Crédit Agricole SA 1.907% 6/16/2026 (USD-SOFR + 1.676% on 6/16/2025)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12000000,
"marketValue": 11826648,
"couponRate": 1.907,
"maturityDate": "2026-06-16",
"fundAbbreviation": null,
"sedol": "BMHZ357",
"isin": "US22535WAG24",
"cusip": "22535WAG2",
"issuer": "162081358",
"ticker": null,
"issuerName": "Credit Agricole"
},
{
"id": 3820213,
"type": "FIXED_INCOME",
"name": "Crescent Energy Finance, LLC 9.25% 2/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7724000,
"marketValue": 8079605,
"couponRate": 9.25,
"maturityDate": "2028-02-15",
"fundAbbreviation": null,
"sedol": "BPQYX34",
"isin": "US45344LAC72",
"cusip": "45344LAC7",
"issuer": "212282214",
"ticker": null,
"issuerName": "Crescent Energy Finance LLC"
},
{
"id": 3815421,
"type": "FIXED_INCOME",
"name": "Crossroads Asset Trust, Series 2024-A, Class A2, 5.90% 8/20/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11581378,
"marketValue": 11729040,
"couponRate": 5.9,
"maturityDate": "2030-08-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US227927AB63",
"cusip": "227927AB6",
"issuer": "212344347",
"ticker": null,
"issuerName": "Crossroads Asset Trust 2024-A"
},
{
"id": 3815427,
"type": "FIXED_INCOME",
"name": "Crown Castle, Inc. 5.80% 3/1/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11174000,
"marketValue": 11389714,
"couponRate": 5.8,
"maturityDate": "2034-03-01",
"fundAbbreviation": null,
"sedol": "BS4CSJ2",
"isin": "US22822VBE02",
"cusip": "22822VBE0",
"issuer": "1074201",
"ticker": null,
"issuerName": "Crown Castle"
},
{
"id": 3814795,
"type": "FIXED_INCOME",
"name": "CSX Corp. 2.40% 2/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11598000,
"marketValue": 10310332,
"couponRate": 2.4,
"maturityDate": "2030-02-15",
"fundAbbreviation": null,
"sedol": "BGBVKG9",
"isin": "US126408HQ95",
"cusip": "126408HQ9",
"issuer": "72000920",
"ticker": null,
"issuerName": "CSX"
},
{
"id": 3814799,
"type": "FIXED_INCOME",
"name": "CSX Corp. 4.10% 11/15/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13284000,
"marketValue": 12436893,
"couponRate": 4.1,
"maturityDate": "2032-11-15",
"fundAbbreviation": null,
"sedol": "BNM7QY5",
"isin": "US126408HU08",
"cusip": "126408HU0",
"issuer": "72000920",
"ticker": null,
"issuerName": "CSX"
},
{
"id": 3814805,
"type": "FIXED_INCOME",
"name": "CSX Corp. 4.90% 3/15/2055",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10605000,
"marketValue": 9479937,
"couponRate": 4.9,
"maturityDate": "2055-03-15",
"fundAbbreviation": null,
"sedol": "BMZLFW8",
"isin": "US126408HY20",
"cusip": "126408HY2",
"issuer": "72000920",
"ticker": null,
"issuerName": "CSX"
},
{
"id": 3814803,
"type": "FIXED_INCOME",
"name": "CSX Corp. 5.20% 11/15/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7866000,
"marketValue": 7883573,
"couponRate": 5.2,
"maturityDate": "2033-11-15",
"fundAbbreviation": null,
"sedol": "BP6JNM8",
"isin": "US126408HW63",
"cusip": "126408HW6",
"issuer": "72000920",
"ticker": null,
"issuerName": "CSX"
},
{
"id": 3814833,
"type": "FIXED_INCOME",
"name": "CVS Health Corp. 1.30% 8/21/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 9064230,
"couponRate": 1.3,
"maturityDate": "2027-08-21",
"fundAbbreviation": null,
"sedol": "BKVKD76",
"isin": "US126650DM98",
"cusip": "126650DM9",
"issuer": "9011457",
"ticker": null,
"issuerName": "CVS Health"
},
{
"id": 3814835,
"type": "FIXED_INCOME",
"name": "CVS Health Corp. 1.75% 8/21/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5660000,
"marketValue": 4609532,
"couponRate": 1.75,
"maturityDate": "2030-08-21",
"fundAbbreviation": null,
"sedol": "BMXRPN9",
"isin": "US126650DN71",
"cusip": "126650DN7",
"issuer": "9011457",
"ticker": null,
"issuerName": "CVS Health"
},
{
"id": 3814837,
"type": "FIXED_INCOME",
"name": "CVS Health Corp. 1.875% 2/28/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13185000,
"marketValue": 10634230,
"couponRate": 1.875,
"maturityDate": "2031-02-28",
"fundAbbreviation": null,
"sedol": "BMTSF69",
"isin": "US126650DQ03",
"cusip": "126650DQ0",
"issuer": "9011457",
"ticker": null,
"issuerName": "CVS Health"
},
{
"id": 3814831,
"type": "FIXED_INCOME",
"name": "CVS Health Corp. 3.25% 8/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10362000,
"marketValue": 9439057,
"couponRate": 3.25,
"maturityDate": "2029-08-15",
"fundAbbreviation": null,
"sedol": "BK5KKM6",
"isin": "US126650DG21",
"cusip": "126650DG2",
"issuer": "9011457",
"ticker": null,
"issuerName": "CVS Health"
},
{
"id": 3814839,
"type": "FIXED_INCOME",
"name": "CVS Health Corp. 5.125% 2/21/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7000000,
"marketValue": 6854960,
"couponRate": 5.125,
"maturityDate": "2030-02-21",
"fundAbbreviation": null,
"sedol": "BNHV2S8",
"isin": "US126650DT42",
"cusip": "126650DT4",
"issuer": "9011457",
"ticker": null,
"issuerName": "CVS Health"
},
{
"id": 3814843,
"type": "FIXED_INCOME",
"name": "CVS Health Corp. 5.25% 1/30/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7000000,
"marketValue": 6839560,
"couponRate": 5.25,
"maturityDate": "2031-01-30",
"fundAbbreviation": null,
"sedol": "BQ0MKZ2",
"isin": "US126650DX53",
"cusip": "126650DX5",
"issuer": "9011457",
"ticker": null,
"issuerName": "CVS Health"
},
{
"id": 3814847,
"type": "FIXED_INCOME",
"name": "CVS Health Corp. 6.00% 6/1/2063",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9811000,
"marketValue": 8956158,
"couponRate": 6,
"maturityDate": "2063-06-01",
"fundAbbreviation": null,
"sedol": "BRJVHG7",
"isin": "US126650EA42",
"cusip": "126650EA4",
"issuer": "9011457",
"ticker": null,
"issuerName": "CVS Health"
},
{
"id": 3815475,
"type": "FIXED_INCOME",
"name": "Daimler Trucks Finance North America, LLC 2.375% 12/14/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13627000,
"marketValue": 12388973,
"couponRate": 2.375,
"maturityDate": "2028-12-14",
"fundAbbreviation": null,
"sedol": "BPP3CM4",
"isin": "US233853AG56",
"cusip": "233853AG5",
"issuer": "212292970",
"ticker": null,
"issuerName": "Daimler Trucks Finance North America"
},
{
"id": 3815483,
"type": "FIXED_INCOME",
"name": "Daimler Trucks Finance North America, LLC 5.00% 1/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5837000,
"marketValue": 5853145,
"couponRate": 5,
"maturityDate": "2027-01-15",
"fundAbbreviation": null,
"sedol": "BRF2087",
"isin": "US233853AV24",
"cusip": "233853AV2",
"issuer": "212292970",
"ticker": null,
"issuerName": "Daimler Trucks Finance North America"
},
{
"id": 3815487,
"type": "FIXED_INCOME",
"name": "Daimler Trucks Finance North America, LLC 5.125% 9/25/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10061130,
"couponRate": 5.125,
"maturityDate": "2027-09-25",
"fundAbbreviation": null,
"sedol": "BSY1521",
"isin": "US233853AY62",
"cusip": "233853AY6",
"issuer": "212292970",
"ticker": null,
"issuerName": "Daimler Trucks Finance North America"
},
{
"id": 3815489,
"type": "FIXED_INCOME",
"name": "Daimler Trucks Finance North America, LLC 5.375% 6/25/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4667000,
"marketValue": 4632968,
"couponRate": 5.375,
"maturityDate": "2034-06-25",
"fundAbbreviation": null,
"sedol": "BPBPD32",
"isin": "US233853BA77",
"cusip": "233853BA7",
"issuer": "212292970",
"ticker": null,
"issuerName": "Daimler Trucks Finance North America"
},
{
"id": 3815495,
"type": "FIXED_INCOME",
"name": "Danske Bank AS 1.549% 9/10/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 0.73% on 9/10/2026)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14200000,
"marketValue": 13435302,
"couponRate": 1.549,
"maturityDate": "2027-09-10",
"fundAbbreviation": null,
"sedol": "BMYRFW7",
"isin": "US23636ABB61",
"cusip": "23636ABB6",
"issuer": "69007489",
"ticker": null,
"issuerName": "Danske Bank"
},
{
"id": 3815501,
"type": "FIXED_INCOME",
"name": "Darling Ingredients, Inc. 5.25% 4/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6000000,
"marketValue": 5932032,
"couponRate": 5.25,
"maturityDate": "2027-04-15",
"fundAbbreviation": null,
"sedol": "BJT7CM0",
"isin": "US237266AH40",
"cusip": "237266AH4",
"issuer": "155095343",
"ticker": null,
"issuerName": "Darling Ingredients"
},
{
"id": 3815507,
"type": "FIXED_INCOME",
"name": "DC Commercial Mortgage Trust, Series 2023-DC, Class A, 6.314% 9/10/2040",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6865000,
"marketValue": 7045831,
"couponRate": 6.314,
"maturityDate": "2040-09-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US24023AAA88",
"cusip": "24023AAA8",
"issuer": "212327451",
"ticker": null,
"issuerName": "DC Commercial Mortgage Trust DC_23-DC"
},
{
"id": 3815509,
"type": "FIXED_INCOME",
"name": "DC Commercial Mortgage Trust, Series 2023-DC, Class B, 6.804% 9/10/2040",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7957000,
"marketValue": 8192742,
"couponRate": 6.804,
"maturityDate": "2040-09-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US24023AAC45",
"cusip": "24023AAC4",
"issuer": "212327451",
"ticker": null,
"issuerName": "DC Commercial Mortgage Trust DC_23-DC"
},
{
"id": 3815511,
"type": "FIXED_INCOME",
"name": "DC Commercial Mortgage Trust, Series 2023-DC, Class C, 7.379% 9/10/2040",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6119000,
"marketValue": 6320694,
"couponRate": 7.379,
"maturityDate": "2040-09-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US24023AAE01",
"cusip": "24023AAE0",
"issuer": "212327451",
"ticker": null,
"issuerName": "DC Commercial Mortgage Trust DC_23-DC"
},
{
"id": 3815513,
"type": "FIXED_INCOME",
"name": "Dell Equipment Finance Trust, Series 2023-3, Class A3, 5.93% 4/23/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7100000,
"marketValue": 7196816,
"couponRate": 5.93,
"maturityDate": "2029-04-23",
"fundAbbreviation": null,
"sedol": null,
"isin": "US24702EAC49",
"cusip": "24702EAC4",
"issuer": "212339322",
"ticker": null,
"issuerName": "Dell Equipment Finance Trust 2023-3"
},
{
"id": 3815517,
"type": "FIXED_INCOME",
"name": "Dell Equipment Finance Trust, Series 2024-2, Class A3, 4.59% 8/22/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7522000,
"marketValue": 7523933,
"couponRate": 4.59,
"maturityDate": "2030-08-22",
"fundAbbreviation": null,
"sedol": null,
"isin": "US24704EAE86",
"cusip": "24704EAE8",
"issuer": "212349589",
"ticker": null,
"issuerName": "Dell Equipment Finance Trust"
},
{
"id": 3815525,
"type": "FIXED_INCOME",
"name": "Deutsche Bank AG 2.129% 11/24/2026 (USD-SOFR + 1.87% on 11/24/2025)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11265000,
"marketValue": 10979511,
"couponRate": 2.129,
"maturityDate": "2026-11-24",
"fundAbbreviation": null,
"sedol": "BNM5241",
"isin": "US251526CE71",
"cusip": "251526CE7",
"issuer": "92077048",
"ticker": null,
"issuerName": "Deutsche Bank"
},
{
"id": 3815541,
"type": "FIXED_INCOME",
"name": "Deutsche Bank AG 4.10% 1/13/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4936000,
"marketValue": 4902618,
"couponRate": 4.1,
"maturityDate": "2026-01-13",
"fundAbbreviation": null,
"sedol": "BYVXPY4",
"isin": "US25152R2Y86",
"cusip": "25152R2Y8",
"issuer": "92077048",
"ticker": null,
"issuerName": "Deutsche Bank"
},
{
"id": 3815547,
"type": "FIXED_INCOME",
"name": "Deutsche Bank AG 7.146% 7/13/2027 (USD-SOFR + 2.52% on 7/13/2026)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7493000,
"marketValue": 7723844,
"couponRate": 7.146,
"maturityDate": "2027-07-13",
"fundAbbreviation": null,
"sedol": "BRF2J80",
"isin": "US25160PAN78",
"cusip": "25160PAN7",
"issuer": "92077048",
"ticker": null,
"issuerName": "Deutsche Bank"
},
{
"id": 3815563,
"type": "FIXED_INCOME",
"name": "DIRECTV Financing, LLC 5.875% 8/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8750000,
"marketValue": 8534435,
"couponRate": 5.875,
"maturityDate": "2027-08-15",
"fundAbbreviation": null,
"sedol": "BN765Z1",
"isin": "US25461LAA08",
"cusip": "25461LAA0",
"issuer": "212286522",
"ticker": null,
"issuerName": "Directv Financing LLC"
},
{
"id": 3815469,
"type": "FIXED_INCOME",
"name": "DLLAD, LLC, Series 2024-1, Class A2, 5.50% 8/20/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7849438,
"marketValue": 7899455,
"couponRate": 5.5,
"maturityDate": "2027-08-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US23346MAB28",
"cusip": "23346MAB2",
"issuer": "212340836",
"ticker": null,
"issuerName": "Dllad 2024-1"
},
{
"id": 3815435,
"type": "FIXED_INCOME",
"name": "DNB Bank ASA 1.535% 5/25/2027 (5-year UST Yield Curve Rate T Note Constant Maturity + 0.72% on 5/25/2026)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8037000,
"marketValue": 7676291,
"couponRate": 1.535,
"maturityDate": "2027-05-25",
"fundAbbreviation": null,
"sedol": "BP4DYG3",
"isin": "US23329PAG54",
"cusip": "23329PAG5",
"issuer": "212226599",
"ticker": null,
"issuerName": "DNB Bank Asa"
},
{
"id": 3815577,
"type": "FIXED_INCOME",
"name": "Dow Chemical Co. (The) 4.80% 5/15/2049",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10493000,
"marketValue": 8835463,
"couponRate": 4.8,
"maturityDate": "2049-05-15",
"fundAbbreviation": null,
"sedol": "BKVK268",
"isin": "US260543CV39",
"cusip": "260543CV3",
"issuer": "212253463",
"ticker": null,
"issuerName": "Dow"
},
{
"id": 3815581,
"type": "FIXED_INCOME",
"name": "Dow Chemical Co. (The) 5.15% 2/15/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12938000,
"marketValue": 12659160,
"couponRate": 5.15,
"maturityDate": "2034-02-15",
"fundAbbreviation": null,
"sedol": "BSHRL84",
"isin": "US260543DJ91",
"cusip": "260543DJ9",
"issuer": "212253463",
"ticker": null,
"issuerName": "Dow"
},
{
"id": 3815575,
"type": "FIXED_INCOME",
"name": "Dow Chemical Co. (The) 5.55% 11/30/2048",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6500000,
"marketValue": 6104768,
"couponRate": 5.55,
"maturityDate": "2048-11-30",
"fundAbbreviation": null,
"sedol": "BKBZCX0",
"isin": "US260543CR27",
"cusip": "260543CR2",
"issuer": "212253463",
"ticker": null,
"issuerName": "Dow"
},
{
"id": 3815589,
"type": "FIXED_INCOME",
"name": "Drive Auto Receivables Trust, Series 2024-1, Class A3, 5.35% 2/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5007000,
"marketValue": 5027804,
"couponRate": 5.35,
"maturityDate": "2028-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US26208WAC82",
"cusip": "26208WAC8",
"issuer": "212336199",
"ticker": null,
"issuerName": "Drive Auto Receivables Trust 2024-1"
},
{
"id": 3815591,
"type": "FIXED_INCOME",
"name": "Drive Auto Receivables Trust, Series 2024-1, Class B, 5.31% 1/16/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7379000,
"marketValue": 7436291,
"couponRate": 5.31,
"maturityDate": "2029-01-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US26208WAD65",
"cusip": "26208WAD6",
"issuer": "212336199",
"ticker": null,
"issuerName": "Drive Auto Receivables Trust 2024-1"
},
{
"id": 3815593,
"type": "FIXED_INCOME",
"name": "Drive Auto Receivables Trust, Series 2024-1, Class C, 5.43% 11/17/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13119000,
"marketValue": 13194854,
"couponRate": 5.43,
"maturityDate": "2031-11-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US26208WAE49",
"cusip": "26208WAE4",
"issuer": "212336199",
"ticker": null,
"issuerName": "Drive Auto Receivables Trust 2024-1"
},
{
"id": 3815585,
"type": "FIXED_INCOME",
"name": "Drive Auto Receivables Trust, Series 2024-2, Class A2, 4.94% 12/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10663000,
"marketValue": 10675486,
"couponRate": 4.94,
"maturityDate": "2027-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US26207AAC71",
"cusip": "26207AAC7",
"issuer": "212348436",
"ticker": null,
"issuerName": "Drive Auto Receivables Trust 2024-2"
},
{
"id": 3815465,
"type": "FIXED_INCOME",
"name": "DriveTime Auto Owner Trust, Series 2023-1, Class D, 6.44% 11/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8340000,
"marketValue": 8477160,
"couponRate": 6.44,
"maturityDate": "2028-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US23346KAG58",
"cusip": "23346KAG5",
"issuer": "212316729",
"ticker": null,
"issuerName": "DT Auto Owner Trust DTAOT_23-1"
},
{
"id": 3815457,
"type": "FIXED_INCOME",
"name": "DriveTime Auto Owner Trust, Series 2023-3, Class C, 6.40% 5/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5863000,
"marketValue": 5961921,
"couponRate": 6.4,
"maturityDate": "2029-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US23345WAC91",
"cusip": "23345WAC9",
"issuer": "212326235",
"ticker": null,
"issuerName": "Dt Auto Owner Trust DTAOT_23-3"
},
{
"id": 3815459,
"type": "FIXED_INCOME",
"name": "DriveTime Auto Owner Trust, Series 2023-3, Class D, 7.12% 5/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6061000,
"marketValue": 6256237,
"couponRate": 7.12,
"maturityDate": "2029-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US23345WAD74",
"cusip": "23345WAD7",
"issuer": "212326235",
"ticker": null,
"issuerName": "Dt Auto Owner Trust DTAOT_23-3"
},
{
"id": 3815603,
"type": "FIXED_INCOME",
"name": "Dryden Senior Loan Fund, CLO, Series 2015-38, Class ARR, (3-month USD CME Term SOFR + 1.15%) 5.806% 7/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12130670,
"marketValue": 12149945,
"couponRate": 5.806,
"maturityDate": "2030-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US26249QBA58",
"cusip": "26249QBA5",
"issuer": "212318427",
"ticker": null,
"issuerName": "Dryden Senior Loan Fund DRSLF_15-38A"
},
{
"id": 3815597,
"type": "FIXED_INCOME",
"name": "Dryden Senior Loan Fund, CLO, Series 2015-41, Class AR, (3-month USD CME Term SOFR + 1.232%) 5.888% 4/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12155290,
"marketValue": 12172490,
"couponRate": 5.888,
"maturityDate": "2031-04-15",
"fundAbbreviation": null,
"sedol": "BDFKCP4",
"isin": "US26244KAN63",
"cusip": "26244KAN6",
"issuer": "212319816",
"ticker": null,
"issuerName": "Dryden Senior Loan Fund DRSLF_15"
},
{
"id": 3815451,
"type": "FIXED_INCOME",
"name": "DT Auto Owner Trust, Series 2022-2A, Class E, 6.45% 5/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8215000,
"marketValue": 8288459,
"couponRate": 6.45,
"maturityDate": "2029-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US23345AAJ25",
"cusip": "23345AAJ2",
"issuer": "212299435",
"ticker": null,
"issuerName": "DT Auto Owner Trust DTAOT_22-2"
},
{
"id": 3815467,
"type": "FIXED_INCOME",
"name": "DT Auto Owner Trust, Series 2023-1A, Class E, 10.38% 1/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11520000,
"marketValue": 12227086,
"couponRate": 10.39,
"maturityDate": "2030-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US23346KAJ97",
"cusip": "23346KAJ9",
"issuer": "212316729",
"ticker": null,
"issuerName": "DT Auto Owner Trust DTAOT_23-1"
},
{
"id": 3815625,
"type": "FIXED_INCOME",
"name": "Duke Energy Florida, LLC 1.75% 6/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10577000,
"marketValue": 8978297,
"couponRate": 1.75,
"maturityDate": "2030-06-15",
"fundAbbreviation": null,
"sedol": "BMBZTJ9",
"isin": "US26444HAJ05",
"cusip": "26444HAJ0",
"issuer": "15001711",
"ticker": null,
"issuerName": "Duke Energy"
},
{
"id": 3815627,
"type": "FIXED_INCOME",
"name": "Duke Energy Florida, LLC 3.00% 12/15/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8566000,
"marketValue": 5364620,
"couponRate": 3,
"maturityDate": "2051-12-15",
"fundAbbreviation": null,
"sedol": "BP8KQ42",
"isin": "US26444HAL50",
"cusip": "26444HAL5",
"issuer": "15001711",
"ticker": null,
"issuerName": "Duke Energy"
},
{
"id": 3815619,
"type": "FIXED_INCOME",
"name": "Duke Energy Ohio, Inc. 2.125% 6/1/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5250000,
"marketValue": 4550396,
"couponRate": 2.125,
"maturityDate": "2030-06-01",
"fundAbbreviation": null,
"sedol": "BMHC5Z2",
"isin": "US26442EAH36",
"cusip": "26442EAH3",
"issuer": "15001711",
"ticker": null,
"issuerName": "Duke Energy"
},
{
"id": 3815673,
"type": "FIXED_INCOME",
"name": "Edison International 4.95% 4/15/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6354000,
"marketValue": 6349959,
"couponRate": 4.95,
"maturityDate": "2025-04-15",
"fundAbbreviation": null,
"sedol": "BM6QS89",
"isin": "US281020AR84",
"cusip": "281020AR8",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3815605,
"type": "FIXED_INCOME",
"name": "EIDP, Inc. 4.50% 5/15/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9028000,
"marketValue": 9024136,
"couponRate": 4.5,
"maturityDate": "2026-05-15",
"fundAbbreviation": null,
"sedol": "BMCJYR3",
"isin": "US263534CQ07",
"cusip": "263534CQ0",
"issuer": "212257573",
"ticker": null,
"issuerName": "Corteva Inc"
},
{
"id": 3815685,
"type": "FIXED_INCOME",
"name": "Electricité de France SA 6.25% 5/23/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8275000,
"marketValue": 8679648,
"couponRate": 6.25,
"maturityDate": "2033-05-23",
"fundAbbreviation": null,
"sedol": "BP4FCF4",
"isin": "US28504DAC74",
"cusip": "28504DAC7",
"issuer": "212002389",
"ticker": null,
"issuerName": "France, Republic of"
},
{
"id": 3815687,
"type": "FIXED_INCOME",
"name": "Electricité de France SA 9.125% junior subordinated perpetual bonds (5-year UST Yield Curve Rate T Note Constant Maturity + 5.411% on 6/15/2033)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8450000,
"marketValue": 9552336,
"couponRate": 9.125,
"maturityDate": "2079-12-31",
"fundAbbreviation": null,
"sedol": "BQKRVG5",
"isin": "US28504KAA51",
"cusip": "28504KAA5",
"issuer": "212002389",
"ticker": null,
"issuerName": "France, Republic of"
},
{
"id": 3813937,
"type": "FIXED_INCOME",
"name": "Elevance Health, Inc. 5.70% 2/15/2055",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8137000,
"marketValue": 7851530,
"couponRate": 5.7,
"maturityDate": "2055-02-15",
"fundAbbreviation": null,
"sedol": "BT25B13",
"isin": "US036752BE23",
"cusip": "036752BE2",
"issuer": "19081215",
"ticker": null,
"issuerName": "Elevance"
},
{
"id": 3820505,
"type": "FIXED_INCOME",
"name": "Eli Lilly and Co. 4.70% 2/27/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9641000,
"marketValue": 9453078,
"couponRate": 4.7,
"maturityDate": "2033-02-27",
"fundAbbreviation": null,
"sedol": "BQMRXZ6",
"isin": "US532457CF35",
"cusip": "532457CF3",
"issuer": "96003276",
"ticker": null,
"issuerName": "Eli Lilly"
},
{
"id": 3820507,
"type": "FIXED_INCOME",
"name": "Eli Lilly and Co. 4.875% 2/27/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 13589415,
"couponRate": 4.875,
"maturityDate": "2053-02-27",
"fundAbbreviation": null,
"sedol": "BQMRY08",
"isin": "US532457CG18",
"cusip": "532457CG1",
"issuer": "96003276",
"ticker": null,
"issuerName": "Eli Lilly"
},
{
"id": 3815643,
"type": "FIXED_INCOME",
"name": "ELM Trust 2024, Series 2024-ELM, Class A10, 5.801% 6/10/2039",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7008000,
"marketValue": 7080330,
"couponRate": 5.801,
"maturityDate": "2039-06-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US26860XAU54",
"cusip": "26860XAU5",
"issuer": "212342067",
"ticker": null,
"issuerName": "Elm Trust ELM_24-ELM"
},
{
"id": 3815641,
"type": "FIXED_INCOME",
"name": "ELM Trust 2024, Series 2024-ELM, Class A15, 5.801% 6/10/2039",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10124000,
"marketValue": 10228490,
"couponRate": 5.801,
"maturityDate": "2039-06-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US26860XAA90",
"cusip": "26860XAA9",
"issuer": "212342067",
"ticker": null,
"issuerName": "Elm Trust ELM_24-ELM"
},
{
"id": 3815693,
"type": "FIXED_INCOME",
"name": "Emera US Finance, LP 2.639% 6/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6743000,
"marketValue": 5716061,
"couponRate": 2.639,
"maturityDate": "2031-06-15",
"fundAbbreviation": null,
"sedol": "BMG4F71",
"isin": "US29103DAT37",
"cusip": "29103DAT3",
"issuer": "36084200",
"ticker": null,
"issuerName": "Emera"
},
{
"id": 3815701,
"type": "FIXED_INCOME",
"name": "Energy Transfer, LP 5.25% 7/1/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6493000,
"marketValue": 6528127,
"couponRate": 5.25,
"maturityDate": "2029-07-01",
"fundAbbreviation": null,
"sedol": "BL569B3",
"isin": "US29273VAZ31",
"cusip": "29273VAZ3",
"issuer": "49092481",
"ticker": null,
"issuerName": "Energy Transfer"
},
{
"id": 3813455,
"type": "FIXED_INCOME",
"name": "Enfragen Energia Sur SA 5.375% 12/30/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6848000,
"marketValue": 5846953,
"couponRate": 5.375,
"maturityDate": "2030-12-30",
"fundAbbreviation": null,
"sedol": "BN47B59",
"isin": "USE4181LAA91",
"cusip": null,
"issuer": "212276889",
"ticker": null,
"issuerName": "Enfragen Energia Sur SA"
},
{
"id": 3815705,
"type": "FIXED_INCOME",
"name": "Engie Energia Chile SA 3.40% 1/28/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7054000,
"marketValue": 6227800,
"couponRate": 3.4,
"maturityDate": "2030-01-28",
"fundAbbreviation": null,
"sedol": "BQQ7589",
"isin": "US29287TAA79",
"cusip": "29287TAA7",
"issuer": "212028957",
"ticker": null,
"issuerName": "Engie"
},
{
"id": 3815647,
"type": "FIXED_INCOME",
"name": "ENN Clean Energy International Investment, Ltd. 3.375% 5/12/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8250000,
"marketValue": 8040467,
"couponRate": 3.375,
"maturityDate": "2026-05-12",
"fundAbbreviation": null,
"sedol": "BNXLXC3",
"isin": "US268733AA05",
"cusip": "268733AA0",
"issuer": "212266107",
"ticker": null,
"issuerName": "ENN Clean Energy International Investment Ltd"
},
{
"id": 3815707,
"type": "FIXED_INCOME",
"name": "Entergy Corp. 1.90% 6/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6531000,
"marketValue": 5902019,
"couponRate": 1.9,
"maturityDate": "2028-06-15",
"fundAbbreviation": null,
"sedol": "BMXN0L0",
"isin": "US29364GAN34",
"cusip": "29364GAN3",
"issuer": "43007463",
"ticker": null,
"issuerName": "Entergy"
},
{
"id": 3815713,
"type": "FIXED_INCOME",
"name": "Entergy Louisiana, LLC 2.90% 3/15/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 17647000,
"marketValue": 10866617,
"couponRate": 2.9,
"maturityDate": "2051-03-15",
"fundAbbreviation": null,
"sedol": "BJN50H1",
"isin": "US29364WBD92",
"cusip": "29364WBD9",
"issuer": "212196177",
"ticker": null,
"issuerName": "Entergy Louisiana"
},
{
"id": 3815711,
"type": "FIXED_INCOME",
"name": "Entergy Louisiana, LLC 3.12% 9/1/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4780000,
"marketValue": 4598642,
"couponRate": 3.12,
"maturityDate": "2027-09-01",
"fundAbbreviation": null,
"sedol": "BDZZHD2",
"isin": "US29364WAZ14",
"cusip": "29364WAZ1",
"issuer": "212196177",
"ticker": null,
"issuerName": "Entergy Louisiana"
},
{
"id": 3815719,
"type": "FIXED_INCOME",
"name": "Entergy Louisiana, LLC 5.15% 9/15/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13200000,
"marketValue": 12992641,
"couponRate": 5.15,
"maturityDate": "2034-09-15",
"fundAbbreviation": null,
"sedol": "BP93RR0",
"isin": "US29364WBP23",
"cusip": "29364WBP2",
"issuer": "212196177",
"ticker": null,
"issuerName": "Entergy Louisiana"
},
{
"id": 3815725,
"type": "FIXED_INCOME",
"name": "Enterprise Fleet Financing, LLC, Series 2022-3, Class A3, 4.29% 7/20/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5938000,
"marketValue": 5901594,
"couponRate": 4.29,
"maturityDate": "2029-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US29374FAC77",
"cusip": "29374FAC7",
"issuer": "212311527",
"ticker": null,
"issuerName": "Enterprise Fleet Financing LLC EFF_22-3"
},
{
"id": 3815731,
"type": "FIXED_INCOME",
"name": "Enterprise Fleet Financing, LLC, Series 2024-1, Class A2, 5.23% 3/20/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7903076,
"marketValue": 7962642,
"couponRate": 5.23,
"maturityDate": "2030-03-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US29375PAB67",
"cusip": "29375PAB6",
"issuer": "212334119",
"ticker": null,
"issuerName": "Enterprise Fleet Financing 2024-1"
},
{
"id": 3815733,
"type": "FIXED_INCOME",
"name": "Enterprise Fleet Financing, LLC, Series 2024-1, Class A3, 5.16% 9/20/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5702000,
"marketValue": 5768195,
"couponRate": 5.16,
"maturityDate": "2030-09-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US29375PAC41",
"cusip": "29375PAC4",
"issuer": "212334119",
"ticker": null,
"issuerName": "Enterprise Fleet Financing 2024-1"
},
{
"id": 3815739,
"type": "FIXED_INCOME",
"name": "Enterprise Fleet Financing, LLC, Series 2024-2, Class A4, 5.69% 12/20/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7180000,
"marketValue": 7366723,
"couponRate": 5.69,
"maturityDate": "2030-12-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US29375RAD89",
"cusip": "29375RAD8",
"issuer": "212338973",
"ticker": null,
"issuerName": "Enterprise Fleet Financing 2024-2"
},
{
"id": 3815735,
"type": "FIXED_INCOME",
"name": "Enterprise Fleet Financing, LLC, Series 2024-3, Class A2, 5.31% 4/20/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9780000,
"marketValue": 9854445,
"couponRate": 5.31,
"maturityDate": "2027-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US29375QAB41",
"cusip": "29375QAB4",
"issuer": "212345391",
"ticker": null,
"issuerName": "Enterprise Fleet Financing 2024-3"
},
{
"id": 3815729,
"type": "FIXED_INCOME",
"name": "Enterprise Fleet Financing, LLC, Series 2024-4, Class A2, 4.69% 7/20/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10041000,
"marketValue": 10057467,
"couponRate": 4.69,
"maturityDate": "2027-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US29374MAB46",
"cusip": "29374MAB4",
"issuer": "212349487",
"ticker": null,
"issuerName": "Enterprise Fleet Financing 2024-4"
},
{
"id": 3815741,
"type": "FIXED_INCOME",
"name": "Enterprise Products Operating, LLC 4.95% 2/15/2035",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6581000,
"marketValue": 6371856,
"couponRate": 4.95,
"maturityDate": "2035-02-15",
"fundAbbreviation": null,
"sedol": "BT8P667",
"isin": "US29379VCG68",
"cusip": "29379VCG6",
"issuer": "61085285",
"ticker": null,
"issuerName": "Enterprise Products Partners"
},
{
"id": 3815745,
"type": "FIXED_INCOME",
"name": "Equinix Europe 2 Financing Corp., LLC 3.25% 3/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10328719,
"couponRate": 3.25,
"maturityDate": "2031-03-15",
"fundAbbreviation": null,
"sedol": "BTPGZY4",
"isin": "XS2941363553",
"cusip": "29390XAC8",
"issuer": "51079127",
"ticker": null,
"issuerName": "Equinix"
},
{
"id": 3815749,
"type": "FIXED_INCOME",
"name": "Equinix, Inc. 2.90% 11/18/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9236000,
"marketValue": 8922318,
"couponRate": 2.9,
"maturityDate": "2026-11-18",
"fundAbbreviation": null,
"sedol": "BKDLSZ0",
"isin": "US29444UBD72",
"cusip": "29444UBD7",
"issuer": "51079127",
"ticker": null,
"issuerName": "Equinix"
},
{
"id": 3815657,
"type": "FIXED_INCOME",
"name": "ERP Operating, LP 4.65% 9/15/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11223000,
"marketValue": 10653769,
"couponRate": 4.65,
"maturityDate": "2034-09-15",
"fundAbbreviation": null,
"sedol": "BRQPL48",
"isin": "US26884ABP75",
"cusip": "26884ABP7",
"issuer": "27072107",
"ticker": null,
"issuerName": "Equity Residential"
},
{
"id": 3813433,
"type": "FIXED_INCOME",
"name": "Eurobank SA 2.00% 5/5/2027 (1-year EUR Mid-Swap + 2.398% on 5/5/2026)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10715000,
"marketValue": 10925576,
"couponRate": 2,
"maturityDate": "2027-05-05",
"fundAbbreviation": null,
"sedol": "BMWPQP3",
"isin": "XS2338193019",
"cusip": null,
"issuer": "36088864",
"ticker": null,
"issuerName": "Eurobank Ergasias"
},
{
"id": 3813451,
"type": "FIXED_INCOME",
"name": "Eurobank SA 4.00% 9/24/2030 (1-year EUR Mid-Swap + 2.127% on 9/24/2029)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6720000,
"marketValue": 7115082,
"couponRate": 4,
"maturityDate": "2030-09-24",
"fundAbbreviation": null,
"sedol": "BN2C8K0",
"isin": "XS2904504979",
"cusip": null,
"issuer": "36088864",
"ticker": null,
"issuerName": "Eurobank Ergasias"
},
{
"id": 3813559,
"type": "FIXED_INCOME",
"name": "Eurobank SA 4.875% 4/30/2031 (5-year EUR Mid-Swap + 2.165% on 4/30/2030)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4490000,
"marketValue": 4948112,
"couponRate": 4.875,
"maturityDate": "2031-04-30",
"fundAbbreviation": null,
"sedol": "BRJNRV8",
"isin": "XS2806452145",
"cusip": null,
"issuer": "36088864",
"ticker": null,
"issuerName": "Eurobank Ergasias"
},
{
"id": 3815769,
"type": "FIXED_INCOME",
"name": "Eversource Energy 3.30% 1/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6812000,
"marketValue": 6478110,
"couponRate": 3.3,
"maturityDate": "2028-01-15",
"fundAbbreviation": null,
"sedol": "BFMKN70",
"isin": "US30040WAE84",
"cusip": "30040WAE8",
"issuer": "34004062",
"ticker": null,
"issuerName": "Eversource Energy"
},
{
"id": 3815773,
"type": "FIXED_INCOME",
"name": "Eversource Energy 5.00% 1/1/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11759000,
"marketValue": 11791337,
"couponRate": 5,
"maturityDate": "2027-01-01",
"fundAbbreviation": null,
"sedol": "BRBK4H2",
"isin": "US30040WAY49",
"cusip": "30040WAY4",
"issuer": "34004062",
"ticker": null,
"issuerName": "Eversource Energy"
},
{
"id": 3815789,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2021-2, Class D, 1.40% 4/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11619917,
"marketValue": 11347314,
"couponRate": 1.4,
"maturityDate": "2027-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30165XAF24",
"cusip": "30165XAF2",
"issuer": "212283533",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust EART_21-2"
},
{
"id": 3815799,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2022-2A, Class D, 4.56% 7/17/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7739000,
"marketValue": 7714166,
"couponRate": 4.56,
"maturityDate": "2028-07-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30166QAF63",
"cusip": "30166QAF6",
"issuer": "212298558",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust 2022-2"
},
{
"id": 3815791,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2022-4A, Class C, 4.92% 12/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4828746,
"marketValue": 4830301,
"couponRate": 4.92,
"maturityDate": "2028-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30166BAE20",
"cusip": "30166BAE2",
"issuer": "212311019",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust EART_22-4"
},
{
"id": 3815819,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2022-6, Class C, 6.32% 5/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6335000,
"marketValue": 6402994,
"couponRate": 6.32,
"maturityDate": "2028-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30168AAE29",
"cusip": "30168AAE2",
"issuer": "212315164",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust EART_22-6"
},
{
"id": 3815831,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2023-3A, Class D, 6.68% 4/16/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5584000,
"marketValue": 5731563,
"couponRate": 6.68,
"maturityDate": "2029-04-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US301989AF67",
"cusip": "301989AF6",
"issuer": "212325575",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust EART_23-3"
},
{
"id": 3815825,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2023-5A, Class A3, 6.32% 3/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4635247,
"marketValue": 4647312,
"couponRate": 6.32,
"maturityDate": "2027-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30168DAC02",
"cusip": "30168DAC0",
"issuer": "212331285",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust 2023-5"
},
{
"id": 3815811,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2024-1, Class B, 5.29% 8/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9801000,
"marketValue": 9855523,
"couponRate": 5.29,
"maturityDate": "2028-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30167PAD24",
"cusip": "30167PAD2",
"issuer": "212342034",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust EART_24-1"
},
{
"id": 3815813,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2024-1, Class C, 5.41% 5/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10143000,
"marketValue": 10231254,
"couponRate": 5.41,
"maturityDate": "2030-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30167PAE07",
"cusip": "30167PAE0",
"issuer": "212342034",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust EART_24-1"
},
{
"id": 3815777,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2024-3, Class C, 5.70% 7/16/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9039000,
"marketValue": 9160077,
"couponRate": 5.7,
"maturityDate": "2029-07-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30165AAE55",
"cusip": "30165AAE5",
"issuer": "212341700",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust 2024-3"
},
{
"id": 3815779,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2024-3, Class D, 5.98% 9/16/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11864000,
"marketValue": 12003568,
"couponRate": 5.98,
"maturityDate": "2030-09-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30165AAF21",
"cusip": "30165AAF2",
"issuer": "212341700",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust 2024-3"
},
{
"id": 3815803,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2024-4A, Class B, 5.29% 8/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12630000,
"marketValue": 12713472,
"couponRate": 5.29,
"maturityDate": "2030-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30166UAD28",
"cusip": "30166UAD2",
"issuer": "212345584",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust 2024-4"
},
{
"id": 3815805,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2024-4A, Class C, 5.48% 8/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9158000,
"marketValue": 9217280,
"couponRate": 5.48,
"maturityDate": "2030-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30166UAE01",
"cusip": "30166UAE0",
"issuer": "212345584",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust 2024-4"
},
{
"id": 3815781,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2024-5, Class A3, 4.45% 3/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6875000,
"marketValue": 6863904,
"couponRate": 4.45,
"maturityDate": "2028-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30165BAC72",
"cusip": "30165BAC7",
"issuer": "212348856",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust 2024-5"
},
{
"id": 3815783,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2024-5, Class B, 4.48% 4/16/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6250000,
"marketValue": 6217281,
"couponRate": 4.48,
"maturityDate": "2029-04-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30165BAE39",
"cusip": "30165BAE3",
"issuer": "212348856",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust 2024-5"
},
{
"id": 3815845,
"type": "FIXED_INCOME",
"name": "Exxon Mobil Corp. 3.452% 4/15/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9808000,
"marketValue": 6881528,
"couponRate": 3.452,
"maturityDate": "2051-04-15",
"fundAbbreviation": null,
"sedol": "BMDSC31",
"isin": "US30231GBM33",
"cusip": "30231GBM3",
"issuer": "8001916",
"ticker": null,
"issuerName": "ExxonMobil"
},
{
"id": 3817265,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AL8421 3.50% 1/1/2044",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10909664,
"marketValue": 9942969,
"couponRate": 3.5,
"maturityDate": "2044-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138ETLB04",
"cusip": "3138ETLB0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817279,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AS8355 3.00% 11/1/2036",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6700251,
"marketValue": 6190951,
"couponRate": 3,
"maturityDate": "2036-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138WJH927",
"cusip": "3138WJH92",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817291,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AT5898 3.00% 6/1/2043",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13514473,
"marketValue": 11930577,
"couponRate": 3,
"maturityDate": "2043-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138WTRU29",
"cusip": "3138WTRU2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817433,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BC9077 3.50% 12/1/2046",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14045972,
"marketValue": 12611654,
"couponRate": 3.5,
"maturityDate": "2046-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140F5CP66",
"cusip": "3140F5CP6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817465,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BF0145 3.50% 3/1/2057",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13322887,
"marketValue": 11725753,
"couponRate": 3.5,
"maturityDate": "2057-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FXET51",
"cusip": "3140FXET5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817469,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BF0293 3.00% 7/1/2048",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5662801,
"marketValue": 4932980,
"couponRate": 3,
"maturityDate": "2048-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FXKF83",
"cusip": "3140FXKF8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817473,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BF0320 5.50% 1/1/2049",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4868855,
"marketValue": 4940160,
"couponRate": 5.5,
"maturityDate": "2049-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FXLA87",
"cusip": "3140FXLA8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817487,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BF0563 4.00% 9/1/2061",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9776685,
"marketValue": 9045926,
"couponRate": 4,
"maturityDate": "2061-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FXTV43",
"cusip": "3140FXTV4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817489,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BF0585 4.50% 12/1/2061",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7425210,
"marketValue": 6995944,
"couponRate": 4.5,
"maturityDate": "2061-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FXUK68",
"cusip": "3140FXUK6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817541,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BN6708 3.50% 6/1/2049",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7371252,
"marketValue": 6618323,
"couponRate": 3.5,
"maturityDate": "2049-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140JPN271",
"cusip": "3140JPN27",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817547,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BO9414 6.00% 6/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5294396,
"marketValue": 5323668,
"couponRate": 6,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140K5N863",
"cusip": "3140K5N86",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817563,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BQ0991 2.50% 7/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7997902,
"marketValue": 6524432,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140KLC594",
"cusip": "3140KLC59",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817605,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BR9127 2.50% 5/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7679745,
"marketValue": 6264852,
"couponRate": 2.5,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140L8D982",
"cusip": "3140L8D98",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817607,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BR9366 2.50% 5/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9289500,
"marketValue": 7578012,
"couponRate": 2.5,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140L8MQ01",
"cusip": "3140L8MQ0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817611,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT0849 2.50% 7/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11546103,
"marketValue": 9431538,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LN5K99",
"cusip": "3140LN5K9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817645,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT5941 2.00% 7/1/2041",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11469445,
"marketValue": 9583386,
"couponRate": 2,
"maturityDate": "2041-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LUS771",
"cusip": "3140LUS77",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817667,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT9498 3.50% 12/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7905554,
"marketValue": 7052070,
"couponRate": 3.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LYRU96",
"cusip": "3140LYRU9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817671,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU1062 2.50% 10/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6521319,
"marketValue": 5344657,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M2FC18",
"cusip": "3140M2FC1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817687,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU4046 5.00% 7/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7101475,
"marketValue": 6873532,
"couponRate": 5,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M5P825",
"cusip": "3140M5P82",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817695,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU4707 6.00% 7/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12031289,
"marketValue": 12093599,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M6GR81",
"cusip": "3140M6GR8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817697,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU4946 5.50% 9/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5899539,
"marketValue": 5825175,
"couponRate": 5.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M6P807",
"cusip": "3140M6P80",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817703,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU5049 6.50% 10/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5003836,
"marketValue": 5161552,
"couponRate": 6.5,
"maturityDate": "2054-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M6TF07",
"cusip": "3140M6TF0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817707,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU5166 6.00% 10/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13063849,
"marketValue": 13211876,
"couponRate": 6,
"maturityDate": "2054-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M6W415",
"cusip": "3140M6W41",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817709,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU5234 5.50% 12/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11594255,
"marketValue": 11483808,
"couponRate": 5.5,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M6Y809",
"cusip": "3140M6Y80",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817711,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU5259 6.50% 12/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4660242,
"marketValue": 4775839,
"couponRate": 6.5,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M6ZZ96",
"cusip": "3140M6ZZ9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817845,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX2476 5.50% 12/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6583104,
"marketValue": 6510611,
"couponRate": 5.5,
"maturityDate": "2052-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140N6XE75",
"cusip": "3140N6XE7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817857,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX5931 6.00% 1/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5051117,
"marketValue": 5080201,
"couponRate": 6,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NASV66",
"cusip": "3140NASV6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817887,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX9135 5.00% 4/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5713070,
"marketValue": 5535582,
"couponRate": 5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NEEH41",
"cusip": "3140NEEH4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817895,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY0003 5.50% 4/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6862689,
"marketValue": 6809290,
"couponRate": 5.5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NGAD21",
"cusip": "3140NGAD2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817905,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY1223 5.50% 5/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5814651,
"marketValue": 5744514,
"couponRate": 5.5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NHLD84",
"cusip": "3140NHLD8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817925,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY3337 5.50% 6/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5943568,
"marketValue": 5897410,
"couponRate": 5.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NKV731",
"cusip": "3140NKV73",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817933,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY4222 5.00% 6/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5436130,
"marketValue": 5256873,
"couponRate": 5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NLVQ99",
"cusip": "3140NLVQ9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817939,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY5875 5.00% 6/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5219193,
"marketValue": 5049376,
"couponRate": 5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NNQ578",
"cusip": "3140NNQ57",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817941,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY6723 5.00% 8/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5823946,
"marketValue": 5633852,
"couponRate": 5,
"maturityDate": "2053-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NPPH78",
"cusip": "3140NPPH7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817953,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA0453 4.00% 9/1/2047",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5559734,
"marketValue": 5157898,
"couponRate": 4,
"maturityDate": "2047-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140Q7QF75",
"cusip": "3140Q7QF7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817951,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA0854 3.50% 12/1/2047",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11179320,
"marketValue": 10037878,
"couponRate": 3.5,
"maturityDate": "2047-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140Q75Q64",
"cusip": "3140Q75Q6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817971,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA4151 3.50% 9/1/2049",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9614237,
"marketValue": 8674762,
"couponRate": 3.5,
"maturityDate": "2049-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QBTH10",
"cusip": "3140QBTH1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817973,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA5338 3.00% 3/1/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10692775,
"marketValue": 9151155,
"couponRate": 3,
"maturityDate": "2050-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QC4Y96",
"cusip": "3140QC4Y9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817987,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA6349 3.00% 7/1/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9170572,
"marketValue": 7893295,
"couponRate": 3,
"maturityDate": "2050-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QEBT88",
"cusip": "3140QEBT8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817991,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA6593 2.50% 8/1/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11688941,
"marketValue": 9698431,
"couponRate": 2.5,
"maturityDate": "2050-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QEKF83",
"cusip": "3140QEKF8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817993,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA6740 3.00% 8/1/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5300864,
"marketValue": 4592080,
"couponRate": 3,
"maturityDate": "2050-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QEP226",
"cusip": "3140QEP22",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817995,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA6918 2.50% 8/1/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5714310,
"marketValue": 4668648,
"couponRate": 2.5,
"maturityDate": "2050-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QEVL33",
"cusip": "3140QEVL3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817997,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA7028 2.50% 9/1/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6407971,
"marketValue": 5321737,
"couponRate": 2.5,
"maturityDate": "2050-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QEY228",
"cusip": "3140QEY22",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818007,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA7278 2.50% 10/1/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5788185,
"marketValue": 4734284,
"couponRate": 2.5,
"maturityDate": "2050-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QFCQ06",
"cusip": "3140QFCQ0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818009,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA7325 2.00% 10/1/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7070327,
"marketValue": 5602860,
"couponRate": 2,
"maturityDate": "2050-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QFD716",
"cusip": "3140QFD71",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818011,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA7381 3.00% 10/1/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8374920,
"marketValue": 7177340,
"couponRate": 3,
"maturityDate": "2050-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QFFX20",
"cusip": "3140QFFX2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818001,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA8044 2.50% 12/1/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7105297,
"marketValue": 5862197,
"couponRate": 2.5,
"maturityDate": "2050-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QF5E50",
"cusip": "3140QF5E5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818063,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB0046 3.00% 4/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8044137,
"marketValue": 6903254,
"couponRate": 3,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QKBQ00",
"cusip": "3140QKBQ0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818079,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB0520 2.50% 5/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15161243,
"marketValue": 12368330,
"couponRate": 2.5,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QKSJ83",
"cusip": "3140QKSJ8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818081,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB0737 3.00% 6/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15320962,
"marketValue": 13166053,
"couponRate": 3,
"maturityDate": "2051-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QKZB74",
"cusip": "3140QKZB7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818059,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB0844 2.50% 6/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12728198,
"marketValue": 10383359,
"couponRate": 2.5,
"maturityDate": "2051-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QK5E43",
"cusip": "3140QK5E4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818085,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB0910 2.50% 6/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6867837,
"marketValue": 5602596,
"couponRate": 2.5,
"maturityDate": "2051-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QLAL05",
"cusip": "3140QLAL0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818091,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB1004 2.50% 7/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15386946,
"marketValue": 12552271,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QLDJ22",
"cusip": "3140QLDJ2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818101,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB1527 2.50% 9/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13249609,
"marketValue": 10918857,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QLVV57",
"cusip": "3140QLVV5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818119,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2286 2.50% 12/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 16372599,
"marketValue": 13511962,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QMRG10",
"cusip": "3140QMRG1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818129,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2373 2.50% 12/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10162324,
"marketValue": 8394852,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QMT791",
"cusip": "3140QMT79",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818131,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2375 2.50% 12/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9082319,
"marketValue": 7504775,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QMT957",
"cusip": "3140QMT95",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818143,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2555 2.50% 1/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14179385,
"marketValue": 11567046,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QMZV94",
"cusip": "3140QMZV9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818145,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2765 2.00% 2/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12424022,
"marketValue": 9762051,
"couponRate": 2,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QNCB60",
"cusip": "3140QNCB6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818161,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB3155 2.00% 3/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11101128,
"marketValue": 8665640,
"couponRate": 2,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QNQH84",
"cusip": "3140QNQH8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818189,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB5912 6.00% 3/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7924427,
"marketValue": 8020138,
"couponRate": 6,
"maturityDate": "2053-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QRSA28",
"cusip": "3140QRSA2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818195,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB6106 6.50% 4/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4943349,
"marketValue": 5105392,
"couponRate": 6.5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QRYC10",
"cusip": "3140QRYC1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818215,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB6468 6.50% 6/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6339510,
"marketValue": 6505155,
"couponRate": 6.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QSFJ56",
"cusip": "3140QSFJ5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818209,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB6490 6.50% 6/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8493014,
"marketValue": 8703480,
"couponRate": 6.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QSF896",
"cusip": "3140QSF89",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818219,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB6719 4.50% 7/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7389963,
"marketValue": 6960658,
"couponRate": 4.5,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QSPD76",
"cusip": "3140QSPD7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818223,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB6853 4.50% 8/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11307239,
"marketValue": 10650368,
"couponRate": 4.5,
"maturityDate": "2053-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QSTK73",
"cusip": "3140QSTK7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818203,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB7139 6.50% 9/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8726055,
"marketValue": 8954059,
"couponRate": 6.5,
"maturityDate": "2053-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QS4Z18",
"cusip": "3140QS4Z1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818227,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB7242 6.50% 10/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12648028,
"marketValue": 12990094,
"couponRate": 6.5,
"maturityDate": "2053-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QTBL22",
"cusip": "3140QTBL2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818233,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB7426 6.50% 11/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7921552,
"marketValue": 8130689,
"couponRate": 6.5,
"maturityDate": "2053-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QTHC68",
"cusip": "3140QTHC6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818239,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB7510 6.50% 11/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10694352,
"marketValue": 11003151,
"couponRate": 6.5,
"maturityDate": "2053-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QTKY42",
"cusip": "3140QTKY4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818241,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB7626 6.50% 12/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12894777,
"marketValue": 13267126,
"couponRate": 6.5,
"maturityDate": "2053-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QTPL75",
"cusip": "3140QTPL7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818267,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8151 5.50% 3/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13087714,
"marketValue": 12932612,
"couponRate": 5.5,
"maturityDate": "2054-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QUBV76",
"cusip": "3140QUBV7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818271,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8168 6.00% 3/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4941156,
"marketValue": 4979489,
"couponRate": 6,
"maturityDate": "2054-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QUCE43",
"cusip": "3140QUCE4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818275,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8337 5.50% 4/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12353789,
"marketValue": 12223259,
"couponRate": 5.5,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QUHP45",
"cusip": "3140QUHP4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818287,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8755 6.00% 6/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12643743,
"marketValue": 12787010,
"couponRate": 6,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QUWR36",
"cusip": "3140QUWR3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818257,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8977 5.00% 8/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13125707,
"marketValue": 12708454,
"couponRate": 5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QU6P63",
"cusip": "3140QU6P6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818729,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DA9098 6.00% 3/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9728192,
"marketValue": 9780082,
"couponRate": 6,
"maturityDate": "2054-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140YXDC25",
"cusip": "3140YXDC2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818731,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DA9344 6.00% 1/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9485299,
"marketValue": 9556572,
"couponRate": 6,
"maturityDate": "2054-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140YXL252",
"cusip": "3140YXL25",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817359,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB2588 6.00% 8/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4615669,
"marketValue": 4645260,
"couponRate": 6,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AB2W47",
"cusip": "3140AB2W4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817373,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB5160 5.50% 5/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5600504,
"marketValue": 5535936,
"couponRate": 5.5,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AEWW52",
"cusip": "3140AEWW5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817377,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB5214 6.00% 7/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5615337,
"marketValue": 5644357,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AEYL79",
"cusip": "3140AEYL7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817389,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB6878 6.00% 6/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12031246,
"marketValue": 12093580,
"couponRate": 6,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AGUC64",
"cusip": "3140AGUC6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817383,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB6901 6.00% 7/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7628859,
"marketValue": 7677768,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AGU365",
"cusip": "3140AGU36",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817397,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB7783 5.50% 8/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9043068,
"marketValue": 8937454,
"couponRate": 5.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AHUH35",
"cusip": "3140AHUH3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817399,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB7792 6.00% 8/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7891984,
"marketValue": 7932769,
"couponRate": 6,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AHUS99",
"cusip": "3140AHUS9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817409,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DC0901 6.00% 8/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6872435,
"marketValue": 6908041,
"couponRate": 6,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140ANAB52",
"cusip": "3140ANAB5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818317,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM1062 3.50% 6/1/2049",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7250813,
"marketValue": 6527980,
"couponRate": 3.5,
"maturityDate": "2049-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140X4FC54",
"cusip": "3140X4FC5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818319,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM1443 3.50% 9/1/2049",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5284094,
"marketValue": 4744329,
"couponRate": 3.5,
"maturityDate": "2049-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140X4S985",
"cusip": "3140X4S98",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818327,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM2499 2.50% 2/1/2035",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13296714,
"marketValue": 12216276,
"couponRate": 2.5,
"maturityDate": "2035-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140X5X578",
"cusip": "3140X5X57",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818331,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM3720 2.50% 7/1/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12710629,
"marketValue": 10379029,
"couponRate": 2.5,
"maturityDate": "2050-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140X7D220",
"cusip": "3140X7D22",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818345,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM5166 3.00% 12/1/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5705728,
"marketValue": 4910139,
"couponRate": 3,
"maturityDate": "2050-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140X8W459",
"cusip": "3140X8W45",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818347,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM6293 3.00% 1/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15099864,
"marketValue": 13001436,
"couponRate": 3,
"maturityDate": "2051-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140X97F62",
"cusip": "3140X97F6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818359,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM6548 2.00% 3/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7128514,
"marketValue": 5659199,
"couponRate": 2,
"maturityDate": "2051-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XAH219",
"cusip": "3140XAH21",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818357,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM7195 2.50% 9/1/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5965193,
"marketValue": 4870693,
"couponRate": 2.5,
"maturityDate": "2050-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XA7H94",
"cusip": "3140XA7H9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818371,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM7222 2.50% 5/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15585568,
"marketValue": 12714379,
"couponRate": 2.5,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XBAY60",
"cusip": "3140XBAY6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818375,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM7304 2.50% 5/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12159633,
"marketValue": 9919330,
"couponRate": 2.5,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XBDJ66",
"cusip": "3140XBDJ6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818387,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM7687 3.00% 6/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6806105,
"marketValue": 5890507,
"couponRate": 3,
"maturityDate": "2051-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XBRH54",
"cusip": "3140XBRH5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818411,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM8601 2.50% 8/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13876389,
"marketValue": 11328282,
"couponRate": 2.5,
"maturityDate": "2051-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XCRX87",
"cusip": "3140XCRX8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818415,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM8745 2.50% 2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11560077,
"marketValue": 9426514,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XCWF17",
"cusip": "3140XCWF1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818427,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM9067 2.50% 10/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12818405,
"marketValue": 10470099,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XDCD61",
"cusip": "3140XDCD6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818429,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM9068 2.50% 10/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11604961,
"marketValue": 9560178,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XDCE45",
"cusip": "3140XDCE4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818443,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM9530 2.50% 7/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11264433,
"marketValue": 9189299,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XDSU13",
"cusip": "3140XDSU1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818447,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM9631 3.00% 11/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6117746,
"marketValue": 5279021,
"couponRate": 3,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XDVZ62",
"cusip": "3140XDVZ6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818445,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM9632 3.00% 11/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14281221,
"marketValue": 12291376,
"couponRate": 3,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XDV297",
"cusip": "3140XDV29",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818453,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM9694 2.50% 11/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9899105,
"marketValue": 8243421,
"couponRate": 2.5,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XDXY79",
"cusip": "3140XDXY7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818419,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM9804 2.50% 12/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10841989,
"marketValue": 8987640,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XD3N45",
"cusip": "3140XD3N4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818421,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM9846 2.50% 12/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6906173,
"marketValue": 5643227,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XD5G75",
"cusip": "3140XD5G7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818459,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM9976 3.00% 12/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13597042,
"marketValue": 11829168,
"couponRate": 3,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XECN27",
"cusip": "3140XECN2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818721,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FP0058 2.50% 8/1/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6757843,
"marketValue": 5521367,
"couponRate": 2.5,
"maturityDate": "2050-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XTB428",
"cusip": "3140XTB42",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818467,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS0174 2.50% 1/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12326916,
"marketValue": 10059281,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XFFQ95",
"cusip": "3140XFFQ9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818497,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS1630 2.50% 9/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11081852,
"marketValue": 9039998,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XGY450",
"cusip": "3140XGY45",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818505,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS1971 2.50% 2/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9172385,
"marketValue": 7559448,
"couponRate": 2.5,
"maturityDate": "2051-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XHFM48",
"cusip": "3140XHFM4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818539,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS4191 5.50% 3/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5605326,
"marketValue": 5574463,
"couponRate": 5.5,
"maturityDate": "2053-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XKUR98",
"cusip": "3140XKUR9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818535,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS4203 2.50% 1/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6240608,
"marketValue": 5090795,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XKU575",
"cusip": "3140XKU57",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818537,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS4205 2.50% 3/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5931725,
"marketValue": 4840857,
"couponRate": 2.5,
"maturityDate": "2053-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XKU732",
"cusip": "3140XKU73",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818525,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS4435 2.50% 2/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7599157,
"marketValue": 6198784,
"couponRate": 2.5,
"maturityDate": "2053-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XK4V98",
"cusip": "3140XK4V9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818551,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS4563 5.00% 5/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11091924,
"marketValue": 10744769,
"couponRate": 5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XLB987",
"cusip": "3140XLB98",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818553,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS4628 3.00% 10/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8069607,
"marketValue": 6930542,
"couponRate": 3,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XLEA21",
"cusip": "3140XLEA2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818559,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS4736 6.50% 5/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11011718,
"marketValue": 11279270,
"couponRate": 6.5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XLHN15",
"cusip": "3140XLHN1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818591,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS5554 4.50% 11/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8964302,
"marketValue": 8454296,
"couponRate": 4.5,
"maturityDate": "2052-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XME443",
"cusip": "3140XME44",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818605,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS6037 2.50% 7/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6941831,
"marketValue": 5668956,
"couponRate": 2.5,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XMV785",
"cusip": "3140XMV78",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818639,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS7031 6.00% 2/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11231839,
"marketValue": 11367576,
"couponRate": 6,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XNY571",
"cusip": "3140XNY57",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818609,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS7162 6.50% 2/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11249616,
"marketValue": 11574471,
"couponRate": 6.5,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XN5Y64",
"cusip": "3140XN5Y6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818649,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS7498 2.00% 4/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13439904,
"marketValue": 10505354,
"couponRate": 2,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XPKL26",
"cusip": "3140XPKL2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818651,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS7503 6.00% 2/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10900490,
"marketValue": 10958590,
"couponRate": 6,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XPKR95",
"cusip": "3140XPKR9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818653,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS7653 6.50% 3/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7941817,
"marketValue": 8164609,
"couponRate": 6.5,
"maturityDate": "2054-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XPQF93",
"cusip": "3140XPQF9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818657,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS7823 2.00% 7/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12495115,
"marketValue": 9767831,
"couponRate": 2,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XPVR76",
"cusip": "3140XPVR7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818661,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS7944 2.50% 6/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10859016,
"marketValue": 8872153,
"couponRate": 2.5,
"maturityDate": "2052-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XPZJ15",
"cusip": "3140XPZJ1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818675,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS8229 6.50% 6/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10611559,
"marketValue": 10922032,
"couponRate": 6.5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XQEB90",
"cusip": "3140XQEB9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818683,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS8467 5.50% 7/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11609041,
"marketValue": 11510573,
"couponRate": 5.5,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XQMR50",
"cusip": "3140XQMR5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818685,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS8607 6.50% 7/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6836753,
"marketValue": 7033119,
"couponRate": 6.5,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XQR586",
"cusip": "3140XQR58",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818689,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS8619 6.50% 7/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9442169,
"marketValue": 9714830,
"couponRate": 6.5,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XQSH15",
"cusip": "3140XQSH1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818709,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS9004 6.00% 9/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11830271,
"marketValue": 11946125,
"couponRate": 6,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XRAE58",
"cusip": "3140XRAE5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818789,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA2866 3.00% 1/1/2037",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8089928,
"marketValue": 7447215,
"couponRate": 3,
"maturityDate": "2037-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418CFG42",
"cusip": "31418CFG4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818791,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA2897 3.00% 2/1/2037",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14263472,
"marketValue": 13242136,
"couponRate": 3,
"maturityDate": "2037-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418CGF59",
"cusip": "31418CGF5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818819,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4093 2.00% 8/1/2040",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5825757,
"marketValue": 4878850,
"couponRate": 2,
"maturityDate": "2040-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418DRP95",
"cusip": "31418DRP9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818821,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4152 2.00% 10/1/2040",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6554524,
"marketValue": 5488470,
"couponRate": 2,
"maturityDate": "2040-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418DTJ18",
"cusip": "31418DTJ1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818825,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4208 2.00% 12/1/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7523715,
"marketValue": 5907267,
"couponRate": 2,
"maturityDate": "2050-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418DVA70",
"cusip": "31418DVA7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818827,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4282 2.50% 3/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5980062,
"marketValue": 4903693,
"couponRate": 2.5,
"maturityDate": "2051-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418DXL18",
"cusip": "31418DXL1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818879,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4586 2.00% 4/1/2042",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5480204,
"marketValue": 4538201,
"couponRate": 2,
"maturityDate": "2042-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ECY41",
"cusip": "31418ECY4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818895,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4785 5.00% 10/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8113935,
"marketValue": 7859353,
"couponRate": 5,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EJ760",
"cusip": "31418EJ76",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818907,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4867 4.50% 1/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7144339,
"marketValue": 6726488,
"couponRate": 4.5,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EMR89",
"cusip": "31418EMR8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818935,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4993 4.00% 4/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5309773,
"marketValue": 4860529,
"couponRate": 4,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ERP78",
"cusip": "31418ERP7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818937,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5037 4.50% 6/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12103683,
"marketValue": 11400072,
"couponRate": 4.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ES357",
"cusip": "31418ES35",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818953,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5073 6.00% 7/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5328920,
"marketValue": 5360057,
"couponRate": 6,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ET751",
"cusip": "31418ET75",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818963,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5136 4.50% 9/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9783791,
"marketValue": 9211381,
"couponRate": 4.5,
"maturityDate": "2053-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EV641",
"cusip": "31418EV64",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818989,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5215 5.50% 12/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8107186,
"marketValue": 8009048,
"couponRate": 5.5,
"maturityDate": "2053-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EYM64",
"cusip": "31418EYM6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818841,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5271 5.50% 2/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8635869,
"marketValue": 8528370,
"couponRate": 5.5,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418E2D11",
"cusip": "31418E2D1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818855,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5378 4.00% 5/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14224469,
"marketValue": 13019358,
"couponRate": 4,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418E6Q87",
"cusip": "31418E6Q8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819033,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5585 5.00% 1/1/2055",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7175000,
"marketValue": 6929070,
"couponRate": 5,
"maturityDate": "2055-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418FF369",
"cusip": "31418FF36",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817139,
"type": "FIXED_INCOME",
"name": "Fannie Mae, Series 2024-M1, Class A2, Multi Family, 0% 1/25/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8000000,
"marketValue": 7726456,
"couponRate": 0,
"maturityDate": "2034-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3136BQL237",
"cusip": "3136BQL23",
"issuer": "212337292",
"ticker": null,
"issuerName": "Fanniemae-Aces FNMA_24-M1A"
},
{
"id": 3815851,
"type": "FIXED_INCOME",
"name": "FARM Mortgage Trust, Series 2024-1, Class A1, 0% 10/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7638804,
"marketValue": 7383974,
"couponRate": 0,
"maturityDate": "2053-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30335JAA97",
"cusip": "30335JAA9",
"issuer": "212337514",
"ticker": null,
"issuerName": "FARM 2024-1 Mortgage Trust"
},
{
"id": 3815097,
"type": "FIXED_INCOME",
"name": "FibraSOMA 4.375% 7/22/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8260000,
"marketValue": 6935922,
"couponRate": 4.375,
"maturityDate": "2031-07-22",
"fundAbbreviation": null,
"sedol": "BMWVNS3",
"isin": "US171653AA64",
"cusip": "171653AA6",
"issuer": "212285985",
"ticker": null,
"issuerName": "CIBANCO SA Institucion de Banca Multiple Trust CIB/3332"
},
{
"id": 3813591,
"type": "FIXED_INCOME",
"name": "Fideicomiso Fibra Uno 5.25% 1/30/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11166000,
"marketValue": 11141156,
"couponRate": 5.25,
"maturityDate": "2026-01-30",
"fundAbbreviation": null,
"sedol": "BZ4SWP3",
"isin": "USP9406GAC26",
"cusip": null,
"issuer": "212213018",
"ticker": null,
"issuerName": "Fideicomiso Fibra Uno"
},
{
"id": 3814215,
"type": "FIXED_INCOME",
"name": "FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple 7.25% 1/31/2041",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12145000,
"marketValue": 11910602,
"couponRate": 7.25,
"maturityDate": "2041-01-31",
"fundAbbreviation": null,
"sedol": "BSRH0R6",
"isin": "US05974EAA82",
"cusip": "05974EAA8",
"issuer": "212294356",
"ticker": null,
"issuerName": "FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple"
},
{
"id": 3819265,
"type": "FIXED_INCOME",
"name": "Finance of America Structured Securities Trust, Series 2019-JR1, Class A, 2.00% 3/25/2069",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10014731,
"marketValue": 11174597,
"couponRate": 2,
"maturityDate": "2069-03-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31739FAB58",
"cusip": "31739FAB5",
"issuer": "212254403",
"ticker": null,
"issuerName": "Finance of America Structured FASST_19-JR1"
},
{
"id": 3819267,
"type": "FIXED_INCOME",
"name": "Finance of America Structured Securities Trust, Series 2019-JR2, Class A1, 2.00% 6/25/2069",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10951789,
"marketValue": 12126259,
"couponRate": 2,
"maturityDate": "2069-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31739GAA58",
"cusip": "31739GAA5",
"issuer": "212259113",
"ticker": null,
"issuerName": "Finance of America Structured FASST_19-JR2"
},
{
"id": 3819279,
"type": "FIXED_INCOME",
"name": "FirstKey Homes Trust, Series 2020-SFR1, Class A, 1.339% 9/17/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12740938,
"marketValue": 12482820,
"couponRate": 1.339,
"maturityDate": "2025-09-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US33767MAA36",
"cusip": "33767MAA3",
"issuer": "212274448",
"ticker": null,
"issuerName": "Firstkey Homes FKH_20-SFR1"
},
{
"id": 3819281,
"type": "FIXED_INCOME",
"name": "FirstKey Homes Trust, Series 2022-SFR2, Class A, 4.145% 5/17/2039",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8640874,
"marketValue": 8470856,
"couponRate": 4.145,
"maturityDate": "2039-05-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US33768NAA00",
"cusip": "33768NAA0",
"issuer": "212298239",
"ticker": null,
"issuerName": "Firstkey Homes Trust FKH_22-SFR1"
},
{
"id": 3819273,
"type": "FIXED_INCOME",
"name": "First National Master Note Trust, Series 2024-1, Class A, 5.34% 5/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5063000,
"marketValue": 5113853,
"couponRate": 5.34,
"maturityDate": "2030-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US32113CCB46",
"cusip": "32113CCB4",
"issuer": "212341701",
"ticker": null,
"issuerName": "First National Master Note Trust FNMNT_24-1"
},
{
"id": 3819299,
"type": "FIXED_INCOME",
"name": "Five Corners Funding Trust III 5.791% 2/15/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12060000,
"marketValue": 12387164,
"couponRate": 5.791,
"maturityDate": "2033-02-15",
"fundAbbreviation": null,
"sedol": "BPYT0H4",
"isin": "US33830GAA94",
"cusip": "33830GAA9",
"issuer": "212317936",
"ticker": null,
"issuerName": "FIVE Corners Funding Trust III"
},
{
"id": 3819303,
"type": "FIXED_INCOME",
"name": "Flagship Credit Auto Trust, Series 2024-1, Class B, 5.63% 4/16/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6949000,
"marketValue": 7030206,
"couponRate": 5.63,
"maturityDate": "2029-04-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US33843VAG86",
"cusip": "33843VAG8",
"issuer": "212338410",
"ticker": null,
"issuerName": "Flagship Credit Auto Trust 2024-1"
},
{
"id": 3819305,
"type": "FIXED_INCOME",
"name": "Flagship Credit Auto Trust, Series 2024-1, Class C, 5.79% 2/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5750000,
"marketValue": 5826136,
"couponRate": 5.79,
"maturityDate": "2030-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US33843VAJ26",
"cusip": "33843VAJ2",
"issuer": "212338410",
"ticker": null,
"issuerName": "Flagship Credit Auto Trust 2024-1"
},
{
"id": 3819317,
"type": "FIXED_INCOME",
"name": "Flagstar Mortgage Trust, Series 2021-11INV, Class A4, 2.5% 11/25/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13930407,
"marketValue": 11135786,
"couponRate": 2.5,
"maturityDate": "2051-11-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US33851TAD90",
"cusip": "33851TAD9",
"issuer": "212290515",
"ticker": null,
"issuerName": "Flagstar Mortgage Trust FSMT_21-11INV"
},
{
"id": 3819319,
"type": "FIXED_INCOME",
"name": "Flagstar Mortgage Trust, Series 2021-8INV, Class A3, 2.5% 9/25/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13181152,
"marketValue": 10536842,
"couponRate": 2.5,
"maturityDate": "2051-09-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US33852HAB87",
"cusip": "33852HAB8",
"issuer": "212287748",
"ticker": null,
"issuerName": "Flagstar Mortgage Trust FSMT_21-8INV"
},
{
"id": 3819325,
"type": "FIXED_INCOME",
"name": "Florida Power & Light Co. 2.45% 2/3/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6768000,
"marketValue": 5713471,
"couponRate": 2.45,
"maturityDate": "2032-02-03",
"fundAbbreviation": null,
"sedol": "BPLF6T9",
"isin": "US341081GG63",
"cusip": "341081GG6",
"issuer": "21001929",
"ticker": null,
"issuerName": "NextEra Energy"
},
{
"id": 3819333,
"type": "FIXED_INCOME",
"name": "Florida Power & Light Co. 4.80% 5/15/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10271000,
"marketValue": 9996929,
"couponRate": 4.8,
"maturityDate": "2033-05-15",
"fundAbbreviation": null,
"sedol": "BQ3RM69",
"isin": "US341081GQ46",
"cusip": "341081GQ4",
"issuer": "21001929",
"ticker": null,
"issuerName": "NextEra Energy"
},
{
"id": 3819327,
"type": "FIXED_INCOME",
"name": "Florida Power & Light Co. 5.10% 4/1/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9000000,
"marketValue": 8946261,
"couponRate": 5.1,
"maturityDate": "2033-04-01",
"fundAbbreviation": null,
"sedol": "BPYT0M9",
"isin": "US341081GL58",
"cusip": "341081GL5",
"issuer": "21001929",
"ticker": null,
"issuerName": "NextEra Energy"
},
{
"id": 3819335,
"type": "FIXED_INCOME",
"name": "Florida Power & Light Co. 5.30% 6/15/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7453000,
"marketValue": 7479272,
"couponRate": 5.3,
"maturityDate": "2034-06-15",
"fundAbbreviation": null,
"sedol": "BQKMP91",
"isin": "US341081GU57",
"cusip": "341081GU5",
"issuer": "21001929",
"ticker": null,
"issuerName": "NextEra Energy"
},
{
"id": 3819337,
"type": "FIXED_INCOME",
"name": "Florida Power & Light Co. 5.60% 6/15/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9966000,
"marketValue": 9954748,
"couponRate": 5.6,
"maturityDate": "2054-06-15",
"fundAbbreviation": null,
"sedol": "BQKMPC4",
"isin": "US341081GV31",
"cusip": "341081GV3",
"issuer": "21001929",
"ticker": null,
"issuerName": "NextEra Energy"
},
{
"id": 3819349,
"type": "FIXED_INCOME",
"name": "Ford Credit Auto Lease Trust, Series 2024-A, Class A3, 5.06% 5/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11899000,
"marketValue": 11961101,
"couponRate": 5.06,
"maturityDate": "2027-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US345290AD29",
"cusip": "345290AD2",
"issuer": "212333932",
"ticker": null,
"issuerName": "Ford Credit Auto Lease Trust 2024-A"
},
{
"id": 3819355,
"type": "FIXED_INCOME",
"name": "Ford Credit Auto Owner Trust, Series 2020-2, Class A, 1.06% 4/15/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9920000,
"marketValue": 9658787,
"couponRate": 1.06,
"maturityDate": "2033-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US34532JAA25",
"cusip": "34532JAA2",
"issuer": "212274962",
"ticker": null,
"issuerName": "Ford Credit Auto Owner Trust 2020-REV2"
},
{
"id": 3819359,
"type": "FIXED_INCOME",
"name": "Ford Credit Auto Owner Trust, Series 2024-C, Class A3, 4.07% 7/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12000000,
"marketValue": 11888964,
"couponRate": 4.07,
"maturityDate": "2029-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US34532UAD19",
"cusip": "34532UAD1",
"issuer": "212348476",
"ticker": null,
"issuerName": "Ford Credit Auto Owner Trust 2024-C"
},
{
"id": 3819361,
"type": "FIXED_INCOME",
"name": "Ford Credit Auto Owner Trust, Series 2024-C, Class A4, 4.11% 7/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11868000,
"marketValue": 11674219,
"couponRate": 4.11,
"maturityDate": "2030-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US34532UAE91",
"cusip": "34532UAE9",
"issuer": "212348476",
"ticker": null,
"issuerName": "Ford Credit Auto Owner Trust 2024-C"
},
{
"id": 3819369,
"type": "FIXED_INCOME",
"name": "Ford Motor Co. 3.25% 2/12/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6305000,
"marketValue": 5245546,
"couponRate": 3.25,
"maturityDate": "2032-02-12",
"fundAbbreviation": null,
"sedol": "BPLHQR3",
"isin": "US345370DA55",
"cusip": "345370DA5",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819425,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 3.815% 11/2/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7305000,
"marketValue": 7001981,
"couponRate": 3.815,
"maturityDate": "2027-11-02",
"fundAbbreviation": null,
"sedol": "BFM0W84",
"isin": "US345397YT41",
"cusip": "345397YT4",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819405,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 6.798% 11/7/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11114000,
"marketValue": 11521017,
"couponRate": 6.798,
"maturityDate": "2028-11-07",
"fundAbbreviation": null,
"sedol": "BQHPH42",
"isin": "US345397D591",
"cusip": "345397D59",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819395,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 6.95% 3/6/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8381000,
"marketValue": 8532872,
"couponRate": 6.95,
"maturityDate": "2026-03-06",
"fundAbbreviation": null,
"sedol": "BMTX1H7",
"isin": "US345397C437",
"cusip": "345397C43",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819401,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 6.95% 6/10/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5920000,
"marketValue": 6057883,
"couponRate": 6.95,
"maturityDate": "2026-06-10",
"fundAbbreviation": null,
"sedol": "BRBD954",
"isin": "US345397D260",
"cusip": "345397D26",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819403,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 7.20% 6/10/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11305000,
"marketValue": 11907138,
"couponRate": 7.2,
"maturityDate": "2030-06-10",
"fundAbbreviation": null,
"sedol": "BRBD9D2",
"isin": "US345397D427",
"cusip": "345397D42",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819437,
"type": "FIXED_INCOME",
"name": "Fortress Credit BSL, Ltd., Series 2019-2A, Class A1AR, (3-month USD CME Term SOFR + 1.05%) 5.522% 10/20/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12560000,
"marketValue": 12560000,
"couponRate": 5.522,
"maturityDate": "2032-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US34962DAN66",
"cusip": "34962DAN6",
"issuer": "212318823",
"ticker": null,
"issuerName": "Fortress Credit BSL VIII"
},
{
"id": 3819443,
"type": "FIXED_INCOME",
"name": "Fortress Credit BSL, Ltd., Series 2022-2, Class AR, (3-month USD CME Term SOFR + 1.40%) 6.032% 10/18/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7874000,
"marketValue": 7873693,
"couponRate": 6.032,
"maturityDate": "2033-10-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US34964WAN20",
"cusip": "34964WAN2",
"issuer": "212312528",
"ticker": null,
"issuerName": "Fortress Credit Bsl Limited FCBSL_22-2A"
},
{
"id": 3819445,
"type": "FIXED_INCOME",
"name": "Fortress Credit BSL, Ltd., Series 2022-2, Class CR, (3-month USD CME Term SOFR + 2.60%) 7.232% 10/18/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6000000,
"marketValue": 6011652,
"couponRate": 7.232,
"maturityDate": "2033-10-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US34964WAS17",
"cusip": "34964WAS1",
"issuer": "212312528",
"ticker": null,
"issuerName": "Fortress Credit Bsl Limited FCBSL_22-2A"
},
{
"id": 3819073,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #8D0226 2.539% 5/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8383284,
"marketValue": 7528474,
"couponRate": 2.539,
"maturityDate": "2052-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142BNHB37",
"cusip": "3142BNHB3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816555,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G60238 3.50% 10/1/2045",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11549397,
"marketValue": 10445160,
"couponRate": 3.5,
"maturityDate": "2045-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31335AHP66",
"cusip": "31335AHP6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816557,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G60344 4% 12/1/2045",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8842169,
"marketValue": 8262061,
"couponRate": 4,
"maturityDate": "2045-12-01",
"fundAbbreviation": null,
"sedol": "BYXST56",
"isin": "US31335ALZ92",
"cusip": "31335ALZ9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816487,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q47620 4.00% 4/1/2047",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6048661,
"marketValue": 5669924,
"couponRate": 4,
"maturityDate": "2047-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132WMPE81",
"cusip": "3132WMPE8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817121,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QA4673 3.00% 11/1/2049",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6781266,
"marketValue": 5890547,
"couponRate": 3,
"maturityDate": "2049-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31346YFN85",
"cusip": "31346YFN8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816599,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC2817 2.50% 6/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15177903,
"marketValue": 12545311,
"couponRate": 2.5,
"maturityDate": "2051-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133AMDW39",
"cusip": "3133AMDW3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816631,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC8778 2.50% 10/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9827388,
"marketValue": 8016917,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133ATXF39",
"cusip": "3133ATXF3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816645,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD2075 2.50% 12/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13733092,
"marketValue": 11202990,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133AYJU56",
"cusip": "3133AYJU5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816745,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE7539 4.50% 8/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13406642,
"marketValue": 12637744,
"couponRate": 4.5,
"maturityDate": "2052-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BHLU86",
"cusip": "3133BHLU8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816795,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF7144 5.50% 2/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5075080,
"marketValue": 5018954,
"couponRate": 5.5,
"maturityDate": "2053-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BU5D57",
"cusip": "3133BU5D5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816807,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF9076 5.50% 3/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7800989,
"marketValue": 7713719,
"couponRate": 5.5,
"maturityDate": "2053-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BXCM12",
"cusip": "3133BXCM1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816811,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG0719 4.00% 4/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5640708,
"marketValue": 5163284,
"couponRate": 4,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133C0YQ90",
"cusip": "3133C0YQ9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816813,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG0749 5.00% 4/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8927065,
"marketValue": 8625884,
"couponRate": 5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133C0ZN50",
"cusip": "3133C0ZN5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816827,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG3382 5.50% 5/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6639308,
"marketValue": 6565937,
"couponRate": 5.5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133C3XK78",
"cusip": "3133C3XK7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816841,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG5097 5.50% 6/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7239196,
"marketValue": 7156010,
"couponRate": 5.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133C5UW91",
"cusip": "3133C5UW9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816843,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG5136 5.50% 6/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7471661,
"marketValue": 7417872,
"couponRate": 5.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133C5V576",
"cusip": "3133C5V57",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816849,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG6641 5.00% 7/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7726293,
"marketValue": 7477066,
"couponRate": 5,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133C7LW58",
"cusip": "3133C7LW5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816845,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG7072 5.00% 7/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5594779,
"marketValue": 5408529,
"couponRate": 5,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133C72D83",
"cusip": "3133C72D8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816853,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG9079 5.00% 7/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8519794,
"marketValue": 8241461,
"couponRate": 5,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133CACQ14",
"cusip": "3133CACQ1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816857,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QH5936 6.00% 12/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9311814,
"marketValue": 9427542,
"couponRate": 6,
"maturityDate": "2053-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133CJSZ57",
"cusip": "3133CJSZ5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817083,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QI0006 6.00% 2/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4837522,
"marketValue": 4863276,
"couponRate": 6,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133W6AF44",
"cusip": "3133W6AF4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817085,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QI2664 6.50% 4/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7580737,
"marketValue": 7752509,
"couponRate": 6.5,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133W85Z21",
"cusip": "3133W85Z2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817097,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QI5199 6.50% 5/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5546379,
"marketValue": 5665521,
"couponRate": 6.5,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133WBX435",
"cusip": "3133WBX43",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817095,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QI5369 5.50% 5/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11091313,
"marketValue": 10951507,
"couponRate": 5.5,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133WB6E10",
"cusip": "3133WB6E1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817105,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QI8874 6.00% 7/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10480504,
"marketValue": 10592582,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133WF2F30",
"cusip": "3133WF2F3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816867,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QJ3044 5.50% 9/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11810605,
"marketValue": 11661709,
"couponRate": 5.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133CTLZ03",
"cusip": "3133CTLZ0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816873,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QJ4693 6.50% 9/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9023689,
"marketValue": 9258775,
"couponRate": 6.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133CVGA62",
"cusip": "3133CVGA6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816871,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QJ5370 6.00% 10/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8914528,
"marketValue": 9031870,
"couponRate": 6,
"maturityDate": "2054-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133CV6F68",
"cusip": "3133CV6F6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816887,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QK1181 2.00% 11/1/2041",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10655944,
"marketValue": 8873194,
"couponRate": 2,
"maturityDate": "2041-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133D4J201",
"cusip": "3133D4J20",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819065,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QX0384 6.00% 12/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9490260,
"marketValue": 9597794,
"couponRate": 6,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31425UNA96",
"cusip": "31425UNA9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816889,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA1463 3.50% 10/1/2049",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6558639,
"marketValue": 5917735,
"couponRate": 3.5,
"maturityDate": "2049-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KGTU21",
"cusip": "3133KGTU2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816891,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA1580 3.50% 10/1/2049",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6661269,
"marketValue": 6010363,
"couponRate": 3.5,
"maturityDate": "2049-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KGXH63",
"cusip": "3133KGXH6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816895,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA3506 3.00% 9/1/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9779866,
"marketValue": 8413130,
"couponRate": 3,
"maturityDate": "2050-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KJ3P59",
"cusip": "3133KJ3P5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816911,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA3987 2.50% 11/1/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9422886,
"marketValue": 7762196,
"couponRate": 2.5,
"maturityDate": "2050-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KKNC98",
"cusip": "3133KKNC9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816935,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA5267 3.00% 5/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5982374,
"marketValue": 5136102,
"couponRate": 3,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KLZ830",
"cusip": "3133KLZ83",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816941,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA5435 2.50% 6/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11617730,
"marketValue": 9477419,
"couponRate": 2.5,
"maturityDate": "2051-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KMBC82",
"cusip": "3133KMBC8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816945,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA5759 2.50% 9/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10749302,
"marketValue": 8768937,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KMMG77",
"cusip": "3133KMMG7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816951,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA5901 3.00% 9/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5908832,
"marketValue": 5074670,
"couponRate": 3,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KMRW72",
"cusip": "3133KMRW7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816971,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA6347 3.00% 11/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6761084,
"marketValue": 5806601,
"couponRate": 3,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KNBQ51",
"cusip": "3133KNBQ5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816977,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA6433 2.50% 12/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8553367,
"marketValue": 6977520,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KNEE94",
"cusip": "3133KNEE9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816983,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA6483 2.50% 12/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7780491,
"marketValue": 6429369,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KNFY40",
"cusip": "3133KNFY4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817011,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA7938 5.00% 9/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8829832,
"marketValue": 8557078,
"couponRate": 5,
"maturityDate": "2052-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KPZB74",
"cusip": "3133KPZB7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817013,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA8309 6.00% 12/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10232450,
"marketValue": 10356129,
"couponRate": 6,
"maturityDate": "2052-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KQGS93",
"cusip": "3133KQGS9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817029,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA9281 6.00% 6/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11652125,
"marketValue": 11788082,
"couponRate": 6,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KRJ211",
"cusip": "3133KRJ21",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817033,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA9284 6.00% 6/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8360403,
"marketValue": 8563000,
"couponRate": 6,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KRJ542",
"cusip": "3133KRJ54",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817037,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA9288 6.50% 6/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5873902,
"marketValue": 6070214,
"couponRate": 6.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KRJ963",
"cusip": "3133KRJ96",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817041,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA9289 6.50% 6/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6020200,
"marketValue": 6217548,
"couponRate": 6.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KRKA13",
"cusip": "3133KRKA1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817047,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA9292 6.50% 6/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6408414,
"marketValue": 6575859,
"couponRate": 6.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KRKD51",
"cusip": "3133KRKD5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817049,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA9294 6.50% 6/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7282202,
"marketValue": 7494420,
"couponRate": 6.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KRKF00",
"cusip": "3133KRKF0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817053,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA9474 6.00% 7/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5159242,
"marketValue": 5225776,
"couponRate": 6,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KRQ315",
"cusip": "3133KRQ31",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817069,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RB5145 2.00% 2/1/2042",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14201385,
"marketValue": 11787788,
"couponRate": 2,
"maturityDate": "2042-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KYWE57",
"cusip": "3133KYWE5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819083,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ0326 6.50% 11/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12432900,
"marketValue": 12771361,
"couponRate": 6.5,
"maturityDate": "2053-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GQLG53",
"cusip": "3142GQLG5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819101,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1015 6.50% 3/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5559159,
"marketValue": 5687165,
"couponRate": 6.5,
"maturityDate": "2054-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GRDV95",
"cusip": "3142GRDV9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819105,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1076 6.00% 3/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6534389,
"marketValue": 6576039,
"couponRate": 6,
"maturityDate": "2054-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GRFS49",
"cusip": "3142GRFS4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819107,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1215 5.50% 4/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6055592,
"marketValue": 5984426,
"couponRate": 5.5,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GRK580",
"cusip": "3142GRK58",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819121,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1431 6.00% 5/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11904662,
"marketValue": 12066946,
"couponRate": 6,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GRSV31",
"cusip": "3142GRSV3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819127,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1448 5.50% 5/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5848968,
"marketValue": 5794204,
"couponRate": 5.5,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GRTE07",
"cusip": "3142GRTE0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819091,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1768 5.50% 6/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8342043,
"marketValue": 8271920,
"couponRate": 5.5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GR6E51",
"cusip": "3142GR6E5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819149,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1960 5.50% 7/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11217387,
"marketValue": 11131372,
"couponRate": 5.5,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSFA14",
"cusip": "3142GSFA1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819151,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1963 5.50% 7/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11775394,
"marketValue": 11636055,
"couponRate": 5.5,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSFD52",
"cusip": "3142GSFD5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819147,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1986 6.50% 7/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10940835,
"marketValue": 11190921,
"couponRate": 6.5,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSF455",
"cusip": "3142GSF45",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819169,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2194 5.00% 8/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13905609,
"marketValue": 13473117,
"couponRate": 5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSNL86",
"cusip": "3142GSNL8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819171,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2195 5.00% 8/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10420778,
"marketValue": 10074902,
"couponRate": 5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSNM69",
"cusip": "3142GSNM6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819179,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2203 5.50% 8/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5146014,
"marketValue": 5105545,
"couponRate": 5.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSNV68",
"cusip": "3142GSNV6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819197,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2228 6.50% 8/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9542159,
"marketValue": 9768174,
"couponRate": 6.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSPN25",
"cusip": "3142GSPN2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819183,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2241 5.00% 8/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11534705,
"marketValue": 11191063,
"couponRate": 5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSP363",
"cusip": "3142GSP36",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819203,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2308 6.00% 9/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4602039,
"marketValue": 4658607,
"couponRate": 6,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSR674",
"cusip": "3142GSR67",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819209,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2312 6.00% 9/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4989598,
"marketValue": 5069008,
"couponRate": 6,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSSA76",
"cusip": "3142GSSA7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819211,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2314 6.00% 9/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8861330,
"marketValue": 8956102,
"couponRate": 6,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSSC33",
"cusip": "3142GSSC3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819213,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2320 6.50% 9/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7095388,
"marketValue": 7299182,
"couponRate": 6.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSSJ85",
"cusip": "3142GSSJ8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819223,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2411 6.50% 9/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13120232,
"marketValue": 13445692,
"couponRate": 6.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSVD78",
"cusip": "3142GSVD7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819229,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2470 6.50% 9/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7360038,
"marketValue": 7535516,
"couponRate": 6.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSW872",
"cusip": "3142GSW87",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819243,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2922 6.00% 11/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10668794,
"marketValue": 10728581,
"couponRate": 6,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GTG832",
"cusip": "3142GTG83",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819253,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ3082 5.50% 12/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8577815,
"marketValue": 8496102,
"couponRate": 5.5,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GTM863",
"cusip": "3142GTM86",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815943,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SC0169 2.00% 6/1/2041",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9580705,
"marketValue": 8000128,
"couponRate": 2,
"maturityDate": "2041-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132D9FJ85",
"cusip": "3132D9FJ8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815967,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD0187 3.00% 1/1/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10965640,
"marketValue": 9508745,
"couponRate": 3,
"maturityDate": "2050-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DMF423",
"cusip": "3132DMF42",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815971,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD0470 4.00% 11/1/2047",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5782980,
"marketValue": 5348273,
"couponRate": 4,
"maturityDate": "2047-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DMQX64",
"cusip": "3132DMQX6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815975,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD0644 2.50% 7/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14538010,
"marketValue": 11990005,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DMWD37",
"cusip": "3132DMWD3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815955,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD0854 2.50% 1/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10973590,
"marketValue": 8947525,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DM5P66",
"cusip": "3132DM5P6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815963,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD0881 2.50% 2/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13045138,
"marketValue": 10735300,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DM6S96",
"cusip": "3132DM6S9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815991,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD1385 2.50% 11/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9882504,
"marketValue": 8167870,
"couponRate": 2.5,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DNRE57",
"cusip": "3132DNRE5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815995,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD1502 4.00% 7/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5144971,
"marketValue": 4714352,
"couponRate": 4,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DNU354",
"cusip": "3132DNU35",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816019,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD1961 5.50% 12/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10050127,
"marketValue": 9925807,
"couponRate": 5.5,
"maturityDate": "2052-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DPFA12",
"cusip": "3132DPFA1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816023,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD2079 4.00% 10/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7979664,
"marketValue": 7314152,
"couponRate": 4,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DPJY51",
"cusip": "3132DPJY5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816007,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD2602 3.00% 12/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7421782,
"marketValue": 6313168,
"couponRate": 3,
"maturityDate": "2052-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DP3K25",
"cusip": "3132DP3K2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816057,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD3226 2.50% 3/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10530493,
"marketValue": 8638068,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQSP27",
"cusip": "3132DQSP2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816035,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD3559 5.50% 8/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5095085,
"marketValue": 5067032,
"couponRate": 5.5,
"maturityDate": "2053-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQ5U60",
"cusip": "3132DQ5U6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816441,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD3916 6.00% 9/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11917889,
"marketValue": 12046042,
"couponRate": 6,
"maturityDate": "2053-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132E0K504",
"cusip": "3132E0K50",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816443,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD4075 2.50% 7/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14487152,
"marketValue": 11812375,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132E0Q477",
"cusip": "3132E0Q47",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816087,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD4614 6.50% 1/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12336033,
"marketValue": 12692248,
"couponRate": 6.5,
"maturityDate": "2054-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DSDT69",
"cusip": "3132DSDT6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816089,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD4693 6.50% 1/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5440708,
"marketValue": 5570420,
"couponRate": 6.5,
"maturityDate": "2054-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DSGA42",
"cusip": "3132DSGA4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816093,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD4816 2.50% 1/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13866499,
"marketValue": 11378572,
"couponRate": 2.5,
"maturityDate": "2054-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DSK503",
"cusip": "3132DSK50",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816107,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD4964 6.00% 2/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7166108,
"marketValue": 7244405,
"couponRate": 6,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DSQR66",
"cusip": "3132DSQR6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816103,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD4975 6.00% 2/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11485359,
"marketValue": 11546507,
"couponRate": 6,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DSQ476",
"cusip": "3132DSQ47",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816111,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD4997 5.00% 10/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6202760,
"marketValue": 6000302,
"couponRate": 5,
"maturityDate": "2053-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DSRS31",
"cusip": "3132DSRS3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816119,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD5221 6.50% 4/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10605229,
"marketValue": 10902727,
"couponRate": 6.5,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DSYS57",
"cusip": "3132DSYS5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816135,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD5701 6.50% 6/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9821131,
"marketValue": 10123062,
"couponRate": 6.5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DTKN99",
"cusip": "3132DTKN9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816137,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD5813 6.00% 7/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4563828,
"marketValue": 4624409,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DTN638",
"cusip": "3132DTN63",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816141,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD5873 6.00% 7/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7111689,
"marketValue": 7164585,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DTQ292",
"cusip": "3132DTQ29",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816153,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6035 6.50% 8/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5498903,
"marketValue": 5657695,
"couponRate": 6.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DTV490",
"cusip": "3132DTV49",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816157,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6047 6.50% 8/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8191830,
"marketValue": 8428385,
"couponRate": 6.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DTWG11",
"cusip": "3132DTWG1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816167,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6089 2.50% 4/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6753622,
"marketValue": 5550005,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DTXS40",
"cusip": "3132DTXS4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816125,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6286 5.50% 8/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11321598,
"marketValue": 11243977,
"couponRate": 5.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DT6X37",
"cusip": "3132DT6X3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816169,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6328 5.50% 9/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8797897,
"marketValue": 8733136,
"couponRate": 5.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DUA567",
"cusip": "3132DUA56",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816173,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6404 6.50% 9/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10944275,
"marketValue": 11203501,
"couponRate": 6.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DUDH77",
"cusip": "3132DUDH7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816179,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6532 4.50% 8/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6848389,
"marketValue": 6444854,
"couponRate": 4.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DUHH32",
"cusip": "3132DUHH3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816197,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD7548 2.50% 11/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12823915,
"marketValue": 10627614,
"couponRate": 2.5,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DVL521",
"cusip": "3132DVL52",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816215,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8106 2.00% 11/1/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14543614,
"marketValue": 11428896,
"couponRate": 2,
"maturityDate": "2050-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWAF05",
"cusip": "3132DWAF0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816245,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8205 2.50% 4/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6961694,
"marketValue": 5695501,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWDJ99",
"cusip": "3132DWDJ9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816247,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8212 2.50% 5/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6580111,
"marketValue": 5373490,
"couponRate": 2.5,
"maturityDate": "2052-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWDR16",
"cusip": "3132DWDR1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816237,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8224 2.50% 7/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15865076,
"marketValue": 12955183,
"couponRate": 2.5,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWD591",
"cusip": "3132DWD59",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816259,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8258 5.00% 10/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7820856,
"marketValue": 7575469,
"couponRate": 5,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWE748",
"cusip": "3132DWE74",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816281,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8271 2.50% 10/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5877832,
"marketValue": 4792602,
"couponRate": 2.5,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWFL28",
"cusip": "3132DWFL2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816267,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8286 4.00% 1/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11247322,
"marketValue": 10297925,
"couponRate": 4,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWF323",
"cusip": "3132DWF32",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816269,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8287 4.50% 1/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8253489,
"marketValue": 7778303,
"couponRate": 4.5,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWF406",
"cusip": "3132DWF40",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816305,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8328 4.50% 6/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12977190,
"marketValue": 12232312,
"couponRate": 4.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWHD83",
"cusip": "3132DWHD8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816313,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8338 4.00% 6/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11936267,
"marketValue": 10924919,
"couponRate": 4,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWHP14",
"cusip": "3132DWHP1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816329,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8360 4.50% 9/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14401241,
"marketValue": 13562570,
"couponRate": 4.5,
"maturityDate": "2053-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWJD65",
"cusip": "3132DWJD6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816341,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8370 4.50% 11/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9574616,
"marketValue": 9014425,
"couponRate": 4.5,
"maturityDate": "2053-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWJP95",
"cusip": "3132DWJP9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816343,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8372 5.50% 11/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8430826,
"marketValue": 8333475,
"couponRate": 5.5,
"maturityDate": "2053-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWJR51",
"cusip": "3132DWJR5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816321,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8381 4.50% 12/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10462483,
"marketValue": 9849172,
"couponRate": 4.5,
"maturityDate": "2053-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWJ200",
"cusip": "3132DWJ20",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816359,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8401 5.50% 2/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11229537,
"marketValue": 11089752,
"couponRate": 5.5,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWKN29",
"cusip": "3132DWKN2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816389,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8440 6.50% 6/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9615179,
"marketValue": 9819483,
"couponRate": 6.5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWLV36",
"cusip": "3132DWLV3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816413,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8471 6.50% 10/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8857885,
"marketValue": 9048321,
"couponRate": 6.5,
"maturityDate": "2054-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWMU44",
"cusip": "3132DWMU4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816431,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8494 5.50% 1/1/2055",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8646169,
"marketValue": 8537098,
"couponRate": 5.5,
"maturityDate": "2055-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWNK52",
"cusip": "3132DWNK5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816449,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Z40273 4.50% 10/1/2048",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5132260,
"marketValue": 4907385,
"couponRate": 4.5,
"maturityDate": "2048-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132FCJS52",
"cusip": "3132FCJS5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815927,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #ZS4747 3.50% 12/1/2047",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7019437,
"marketValue": 6302739,
"couponRate": 3.5,
"maturityDate": "2047-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132A5HY43",
"cusip": "3132A5HY4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819465,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class HA, 3.25% 7/25/2056",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8471523,
"marketValue": 7992382,
"couponRate": 3.25,
"maturityDate": "2056-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35563PBY43",
"cusip": "35563PBY4",
"issuer": "212270484",
"ticker": null,
"issuerName": "Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3"
},
{
"id": 3819471,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class HT, 0% 6/25/2057",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7650321,
"marketValue": 6789728,
"couponRate": 0,
"maturityDate": "2057-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35563PDD87",
"cusip": "35563PDD8",
"issuer": "212217982",
"ticker": null,
"issuerName": "Seasoned Credit Risk Transfer Trust Serries 2017-4"
},
{
"id": 3819475,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-2, Class MT, 3.50% 11/25/2057",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7893584,
"marketValue": 6921560,
"couponRate": 3.5,
"maturityDate": "2057-11-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35563PFF18",
"cusip": "35563PFF1",
"issuer": "212236859",
"ticker": null,
"issuerName": "Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2"
},
{
"id": 3819497,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2018-2, Class A1, 3.50% 11/25/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11832417,
"marketValue": 11371213,
"couponRate": 3.5,
"maturityDate": "2028-11-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35564CAN74",
"cusip": "35564CAN7",
"issuer": "212248429",
"ticker": null,
"issuerName": "Freddie Mac - SLST SLST_18-2"
},
{
"id": 3817159,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K044, Class A2, Multi Family, 2.811% 1/25/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4618915,
"marketValue": 4604670,
"couponRate": 2.811,
"maturityDate": "2025-01-25",
"fundAbbreviation": null,
"sedol": "BYT4HB0",
"isin": "US3137BHCY14",
"cusip": "3137BHCY1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817199,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K142, Class A2, 2.40% 3/25/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7924000,
"marketValue": 6753237,
"couponRate": 2.4,
"maturityDate": "2032-03-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137H73P63",
"cusip": "3137H73P6",
"issuer": "212296974",
"ticker": null,
"issuerName": "Freddie Mac Multifamily WI Certificates Series WI-K142"
},
{
"id": 3817189,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K143, Class A2, Multi Family, 2.35% 6/25/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7984000,
"marketValue": 6775925,
"couponRate": 2.35,
"maturityDate": "2032-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137H6MG74",
"cusip": "3137H6MG7",
"issuer": "212297721",
"ticker": null,
"issuerName": "Freddie Mac Wi Certificates Series Wi-K143"
},
{
"id": 3817201,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K144, Class A2, Multi Family, 2.45% 4/25/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7501456,
"marketValue": 6399807,
"couponRate": 2.45,
"maturityDate": "2032-04-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137H7M911",
"cusip": "3137H7M91",
"issuer": "212303821",
"ticker": null,
"issuerName": "Fhlmc Multifamily Structured Pass Through Certs FHMS_K144"
},
{
"id": 3817207,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K515, Class A2, Multi Family, 5.40% 1/25/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5454000,
"marketValue": 5572466,
"couponRate": 5.4,
"maturityDate": "2029-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137HBPD06",
"cusip": "3137HBPD0",
"issuer": "212336409",
"ticker": null,
"issuerName": "Fhlmc Multifamily Structured Pass Through FHMS_K515"
},
{
"id": 3817211,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K-517, Class A2, 0% 1/25/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9918000,
"marketValue": 10140034,
"couponRate": 0,
"maturityDate": "2029-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137HC2C57",
"cusip": "3137HC2C5",
"issuer": "212337089",
"ticker": null,
"issuerName": "Fremf Mortgage Trust FREMF_24-K517"
},
{
"id": 3817215,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K755, Class A2, Multi Family, 5.203% 2/25/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5548000,
"marketValue": 5649306,
"couponRate": 5.203,
"maturityDate": "2031-02-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137HCH396",
"cusip": "3137HCH39",
"issuer": "212338290",
"ticker": null,
"issuerName": "Fhlmc Multifamily Structured Pass Through FHLMC_K755"
},
{
"id": 3819513,
"type": "FIXED_INCOME",
"name": "Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA3, Class M1A, (30-day Average USD-SOFR + 2.00%) 6.569% 4/25/2042",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7458689,
"marketValue": 7556196,
"couponRate": 6.569,
"maturityDate": "2042-04-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35564KUW79",
"cusip": "35564KUW7",
"issuer": "212317299",
"ticker": null,
"issuerName": "Freddie Mac Stacr Remic Trust STACR_22-DNA3"
},
{
"id": 3819517,
"type": "FIXED_INCOME",
"name": "Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA5, Class M1A, (30-day Average USD-SOFR + 2.95%) 7.519% 6/25/2042",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10584559,
"marketValue": 10901789,
"couponRate": 7.519,
"maturityDate": "2042-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35564KYN35",
"cusip": "35564KYN3",
"issuer": "212303535",
"ticker": null,
"issuerName": "Freddie Mac Stacr Remic Trust STACR_22-DNA5"
},
{
"id": 3819507,
"type": "FIXED_INCOME",
"name": "Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA6, Class M1B, (30-day Average USD-SOFR + 3.70%) 8.269% 9/25/2042",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7561000,
"marketValue": 7992317,
"couponRate": 8.269,
"maturityDate": "2042-09-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35564KH446",
"cusip": "35564KH44",
"issuer": "212312295",
"ticker": null,
"issuerName": "Structured Agency Credit Risk STACR_22-DNA6"
},
{
"id": 3819519,
"type": "FIXED_INCOME",
"name": "Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA1, Class A1, (30-day Average USD-SOFR + 1.35%) 5.919% 2/25/2044",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9898572,
"marketValue": 9973682,
"couponRate": 5.919,
"maturityDate": "2044-02-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35564NAW39",
"cusip": "35564NAW3",
"issuer": "212336147",
"ticker": null,
"issuerName": "Freddie Mac STACR REMIC Trust 2024-DNA1"
},
{
"id": 3819523,
"type": "FIXED_INCOME",
"name": "Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA2, Class M1, (30-day Average USD-SOFR + 1.20%) 5.769% 5/25/2044",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7794203,
"marketValue": 7824616,
"couponRate": 5.769,
"maturityDate": "2044-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35564NCX93",
"cusip": "35564NCX9",
"issuer": "212341460",
"ticker": null,
"issuerName": "Freddie Mac STACR REMIC Trust 2024-DNA2"
},
{
"id": 3819525,
"type": "FIXED_INCOME",
"name": "Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA3, Class A1, (30-day Average USD-SOFR + 1.05%) 5.619% 10/25/2044",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11487800,
"marketValue": 11517726,
"couponRate": 5.619,
"maturityDate": "2044-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35564NEY58",
"cusip": "35564NEY5",
"issuer": "212349732",
"ticker": null,
"issuerName": "Freddie Mac STACR REMIC Trust 2024-DNA3"
},
{
"id": 3819537,
"type": "FIXED_INCOME",
"name": "Fresnillo PLC 4.25% 10/2/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9516000,
"marketValue": 6787449,
"couponRate": 4.25,
"maturityDate": "2050-10-02",
"fundAbbreviation": null,
"sedol": "BMCM2L2",
"isin": "US358070AB61",
"cusip": "358070AB6",
"issuer": "85008141",
"ticker": null,
"issuerName": "Industrias Peñoles"
},
{
"id": 3819549,
"type": "FIXED_INCOME",
"name": "GCAT Trust, Series 2021-NQM6, Class A1, 1.855% 8/25/2066",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10811680,
"marketValue": 9654809,
"couponRate": 1.855,
"maturityDate": "2066-08-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36167KAA60",
"cusip": "36167KAA6",
"issuer": "212292222",
"ticker": null,
"issuerName": "GCAT Trust GCAT_21-NQM6"
},
{
"id": 3819551,
"type": "FIXED_INCOME",
"name": "GCAT Trust, Series 2024-NQM1, Class A1, 6.007% 1/25/2059 (7.007% on 1/1/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5061275,
"marketValue": 5088960,
"couponRate": 6.007,
"maturityDate": "2059-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36169HAA14",
"cusip": "36169HAA1",
"issuer": "212333743",
"ticker": null,
"issuerName": "GCAT 2024-NQM1 Trust"
},
{
"id": 3819807,
"type": "FIXED_INCOME",
"name": "GCAT Trust, Series 2024-NQM2, Class A1, 6.085% 6/25/2059 (7.359% on 5/1/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8718014,
"marketValue": 8769755,
"couponRate": 6.085,
"maturityDate": "2059-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36831CAA09",
"cusip": "36831CAA0",
"issuer": "212341543",
"ticker": null,
"issuerName": "GCAT"
},
{
"id": 3819545,
"type": "FIXED_INCOME",
"name": "GCI Funding I, LLC, Series 2021-1, Class A, 2.38% 6/18/2046",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5628097,
"marketValue": 5068856,
"couponRate": 2.38,
"maturityDate": "2046-06-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36166VAE56",
"cusip": "36166VAE5",
"issuer": "212284089",
"ticker": null,
"issuerName": "GCI Funding I LLC GCI_21-1"
},
{
"id": 3819801,
"type": "FIXED_INCOME",
"name": "GC Treasury Center Co., Ltd. 2.98% 3/18/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6000000,
"marketValue": 5116902,
"couponRate": 2.98,
"maturityDate": "2031-03-18",
"fundAbbreviation": null,
"sedol": "BNNHLV6",
"isin": "US36830DAB73",
"cusip": "36830DAB7",
"issuer": "210096458",
"ticker": null,
"issuerName": "PTT Global Chemical"
},
{
"id": 3819805,
"type": "FIXED_INCOME",
"name": "GC Treasury Center Co., Ltd. 4.40% 3/30/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8000000,
"marketValue": 7323768,
"couponRate": 4.4,
"maturityDate": "2032-03-30",
"fundAbbreviation": null,
"sedol": "BPSNPF5",
"isin": "US36830DAD30",
"cusip": "36830DAD3",
"issuer": "210096458",
"ticker": null,
"issuerName": "PTT Global Chemical"
},
{
"id": 3819809,
"type": "FIXED_INCOME",
"name": "General Dynamics Corp. 3.50% 5/15/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8025000,
"marketValue": 7997964,
"couponRate": 3.5,
"maturityDate": "2025-05-15",
"fundAbbreviation": null,
"sedol": "BFXCNJ7",
"isin": "US369550BG20",
"cusip": "369550BG2",
"issuer": "105002225",
"ticker": null,
"issuerName": "General Dynamics"
},
{
"id": 3819821,
"type": "FIXED_INCOME",
"name": "General Motors Financial Co., Inc. 1.25% 1/8/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6450000,
"marketValue": 6216749,
"couponRate": 1.25,
"maturityDate": "2026-01-08",
"fundAbbreviation": null,
"sedol": "BLB39H4",
"isin": "US37045XDD57",
"cusip": "37045XDD5",
"issuer": "212222256",
"ticker": null,
"issuerName": "General Motors Financial Co Inc"
},
{
"id": 3819817,
"type": "FIXED_INCOME",
"name": "General Motors Financial Co., Inc. 4.00% 10/6/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7285000,
"marketValue": 7187774,
"couponRate": 4,
"maturityDate": "2026-10-06",
"fundAbbreviation": null,
"sedol": "BYQ3L96",
"isin": "US37045XBQ88",
"cusip": "37045XBQ8",
"issuer": "212222256",
"ticker": null,
"issuerName": "General Motors Financial Co Inc"
},
{
"id": 3819829,
"type": "FIXED_INCOME",
"name": "General Motors Financial Co., Inc. 5.45% 9/6/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12244000,
"marketValue": 11892218,
"couponRate": 5.45,
"maturityDate": "2034-09-06",
"fundAbbreviation": null,
"sedol": "BPMRJ28",
"isin": "US37045XFA90",
"cusip": "37045XFA9",
"issuer": "212222256",
"ticker": null,
"issuerName": "General Motors Financial Co Inc"
},
{
"id": 3813405,
"type": "FIXED_INCOME",
"name": "GENM Capital Labuan, Ltd. 3.882% 4/19/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11000000,
"marketValue": 9733702,
"couponRate": 3.882,
"maturityDate": "2031-04-19",
"fundAbbreviation": null,
"sedol": "BM9FD00",
"isin": "USY2700RAA06",
"cusip": null,
"issuer": "193075877",
"ticker": null,
"issuerName": "Genting"
},
{
"id": 3819831,
"type": "FIXED_INCOME",
"name": "Georgia Power Co. 4.65% 5/16/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6350000,
"marketValue": 6325057,
"couponRate": 4.65,
"maturityDate": "2028-05-16",
"fundAbbreviation": null,
"sedol": "BQPF7T9",
"isin": "US373334KS95",
"cusip": "373334KS9",
"issuer": "125005213",
"ticker": null,
"issuerName": "Southern"
},
{
"id": 3819835,
"type": "FIXED_INCOME",
"name": "Georgia Power Co. 5.25% 3/15/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7750000,
"marketValue": 7694192,
"couponRate": 5.25,
"maturityDate": "2034-03-15",
"fundAbbreviation": null,
"sedol": "BLD74W4",
"isin": "US373334KW08",
"cusip": "373334KW0",
"issuer": "125005213",
"ticker": null,
"issuerName": "Southern"
},
{
"id": 3819843,
"type": "FIXED_INCOME",
"name": "GlaxoSmithKline Capital, Inc. 3.625% 5/15/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11425000,
"marketValue": 11389126,
"couponRate": 3.625,
"maturityDate": "2025-05-15",
"fundAbbreviation": null,
"sedol": "BDCLC72",
"isin": "US377372AM97",
"cusip": "377372AM9",
"issuer": "17079305",
"ticker": null,
"issuerName": "GSK"
},
{
"id": 3819845,
"type": "FIXED_INCOME",
"name": "Global SC Finance V SRL, Series 2019-1A, Class B, 4.81% 9/17/2039",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5693333,
"marketValue": 5479799,
"couponRate": 4.81,
"maturityDate": "2039-09-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US37891TAB61",
"cusip": "37891TAB6",
"issuer": "212262871",
"ticker": null,
"issuerName": "Global Sc Finance SRL SEACO_19-1A"
},
{
"id": 3819745,
"type": "FIXED_INCOME",
"name": "GLS Auto Receivables Trust, Series 2023-3, Class B, 5.89% 1/18/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10153000,
"marketValue": 10232762,
"couponRate": 5.89,
"maturityDate": "2028-01-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36267PAE60",
"cusip": "36267PAE6",
"issuer": "212327223",
"ticker": null,
"issuerName": "Gls Auto Receivables Trust GCAR_23-3A"
},
{
"id": 3819765,
"type": "FIXED_INCOME",
"name": "GLS Auto Receivables Trust, Series 2024-1, Class B, 5.49% 7/17/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8929000,
"marketValue": 8988190,
"couponRate": 5.49,
"maturityDate": "2028-07-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36269HAD44",
"cusip": "36269HAD4",
"issuer": "212336187",
"ticker": null,
"issuerName": "GLS Auto Receivables Issuer Trust 2024-1"
},
{
"id": 3819767,
"type": "FIXED_INCOME",
"name": "GLS Auto Receivables Trust, Series 2024-1, Class C, 5.64% 12/17/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12145000,
"marketValue": 12271502,
"couponRate": 5.64,
"maturityDate": "2029-12-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36269HAE27",
"cusip": "36269HAE2",
"issuer": "212336187",
"ticker": null,
"issuerName": "GLS Auto Receivables Issuer Trust 2024-1"
},
{
"id": 3819769,
"type": "FIXED_INCOME",
"name": "GLS Auto Receivables Trust, Series 2024-1, Class D, 5.95% 12/17/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9610000,
"marketValue": 9720890,
"couponRate": 5.95,
"maturityDate": "2029-12-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36269HAF91",
"cusip": "36269HAF9",
"issuer": "212336187",
"ticker": null,
"issuerName": "GLS Auto Receivables Issuer Trust 2024-1"
},
{
"id": 3819859,
"type": "FIXED_INCOME",
"name": "GLS Auto Receivables Trust, Series 2024-2, Class A3, 5.64% 1/18/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4699000,
"marketValue": 4743203,
"couponRate": 5.64,
"maturityDate": "2028-01-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US37964VAC19",
"cusip": "37964VAC1",
"issuer": "212340936",
"ticker": null,
"issuerName": "GLS Auto Receivables Issuer Trust 2024-2"
},
{
"id": 3819861,
"type": "FIXED_INCOME",
"name": "GLS Auto Receivables Trust, Series 2024-2, Class B, 5.77% 11/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10734000,
"marketValue": 10886895,
"couponRate": 5.77,
"maturityDate": "2028-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US37964VAD91",
"cusip": "37964VAD9",
"issuer": "212340936",
"ticker": null,
"issuerName": "GLS Auto Receivables Issuer Trust 2024-2"
},
{
"id": 3819869,
"type": "FIXED_INCOME",
"name": "GLS Auto Receivables Trust, Series 2024-3A, Class A2, 5.35% 8/16/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9533695,
"marketValue": 9565556,
"couponRate": 5.35,
"maturityDate": "2027-08-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US37989AAC80",
"cusip": "37989AAC8",
"issuer": "212347186",
"ticker": null,
"issuerName": "GLS Auto Receivables Issuer Trust 2024-3"
},
{
"id": 3819871,
"type": "FIXED_INCOME",
"name": "GLS Auto Receivables Trust, Series 2024-3A, Class A3, 5.02% 4/17/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6032000,
"marketValue": 6054433,
"couponRate": 5.02,
"maturityDate": "2028-04-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US37989AAE47",
"cusip": "37989AAE4",
"issuer": "212347186",
"ticker": null,
"issuerName": "GLS Auto Receivables Issuer Trust 2024-3"
},
{
"id": 3819873,
"type": "FIXED_INCOME",
"name": "GLS Auto Receivables Trust, Series 2024-3A, Class B, 5.08% 1/16/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8308000,
"marketValue": 8347762,
"couponRate": 5.08,
"maturityDate": "2029-01-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US37989AAG94",
"cusip": "37989AAG9",
"issuer": "212347186",
"ticker": null,
"issuerName": "GLS Auto Receivables Issuer Trust 2024-3"
},
{
"id": 3819875,
"type": "FIXED_INCOME",
"name": "GLS Auto Receivables Trust, Series 2024-3A, Class C, 5.21% 2/18/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9109000,
"marketValue": 9145491,
"couponRate": 5.21,
"maturityDate": "2031-02-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US37989AAJ34",
"cusip": "37989AAJ3",
"issuer": "212347186",
"ticker": null,
"issuerName": "GLS Auto Receivables Issuer Trust 2024-3"
},
{
"id": 3819777,
"type": "FIXED_INCOME",
"name": "GLS Auto Receivables Trust, Series 2024-4A, Class A2, 4.76% 10/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11295000,
"marketValue": 11309537,
"couponRate": 4.76,
"maturityDate": "2027-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36270YAC66",
"cusip": "36270YAC6",
"issuer": "212350517",
"ticker": null,
"issuerName": "GLS Auto Receivables Issuer Trust 2024-4"
},
{
"id": 3819781,
"type": "FIXED_INCOME",
"name": "GLS Auto Receivables Trust, Series 2024-4A, Class B, 4.89% 4/16/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7548000,
"marketValue": 7536527,
"couponRate": 4.89,
"maturityDate": "2029-04-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36270YAG70",
"cusip": "36270YAG7",
"issuer": "212350517",
"ticker": null,
"issuerName": "GLS Auto Receivables Issuer Trust 2024-4"
},
{
"id": 3819867,
"type": "FIXED_INCOME",
"name": "GLS Auto Select Receivables Trust, Series 2024-1, Class A2, 5.24% 3/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6767010,
"marketValue": 6803477,
"couponRate": 5.24,
"maturityDate": "2030-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US37988XAB10",
"cusip": "37988XAB1",
"issuer": "212333904",
"ticker": null,
"issuerName": "GLS Auto Select Receivables Trust 2024-1"
},
{
"id": 3819877,
"type": "FIXED_INCOME",
"name": "GLS Auto Select Receivables Trust, Series 2024-2, Class A2, 5.58% 6/17/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9879452,
"marketValue": 9994696,
"couponRate": 5.58,
"maturityDate": "2030-06-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US379924AC72",
"cusip": "379924AC7",
"issuer": "212338282",
"ticker": null,
"issuerName": "GLS Auto Select Receivables Trust 2024-2"
},
{
"id": 3819787,
"type": "FIXED_INCOME",
"name": "GLS Auto Select Receivables Trust, Series 2024-4A, Class A2, 4.43% 12/17/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8183000,
"marketValue": 8151774,
"couponRate": 4.43,
"maturityDate": "2029-12-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36271BAC54",
"cusip": "36271BAC5",
"issuer": "212349069",
"ticker": null,
"issuerName": "GLS Auto Select Receivables Trust 2024-4"
},
{
"id": 3819677,
"type": "FIXED_INCOME",
"name": "GMF Floorplan Owner Revolving Trust, Series 2024-1, Class A1, 5.13% 3/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9679000,
"marketValue": 9785295,
"couponRate": 5.13,
"maturityDate": "2029-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US361886DA91",
"cusip": "361886DA9",
"issuer": "212337438",
"ticker": null,
"issuerName": "Gmf Floorplan Owner Revolving Trust GFORT_24-1"
},
{
"id": 3819927,
"type": "FIXED_INCOME",
"name": "Goldman Sachs Group, Inc. 2.908% 7/21/2042 (USD-SOFR + 1.40% on 7/21/2041)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15674000,
"marketValue": 10897803,
"couponRate": 2.908,
"maturityDate": "2042-07-21",
"fundAbbreviation": null,
"sedol": "BNW0019",
"isin": "US38141GYK48",
"cusip": "38141GYK4",
"issuer": "165076273",
"ticker": null,
"issuerName": "Goldman Sachs"
},
{
"id": 3819919,
"type": "FIXED_INCOME",
"name": "Goldman Sachs Group, Inc. 3.80% 3/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9419000,
"marketValue": 8837396,
"couponRate": 3.8,
"maturityDate": "2030-03-15",
"fundAbbreviation": null,
"sedol": "BLNNX58",
"isin": "US38141GXH28",
"cusip": "38141GXH2",
"issuer": "165076273",
"ticker": null,
"issuerName": "Goldman Sachs"
},
{
"id": 3819913,
"type": "FIXED_INCOME",
"name": "Goldman Sachs Group, Inc. 3.814% 4/23/2029 (3-month USD CME Term SOFR + 1.42% on 4/23/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4811410,
"couponRate": 3.814,
"maturityDate": "2029-04-23",
"fundAbbreviation": null,
"sedol": "BD1DDX2",
"isin": "US38141GWV21",
"cusip": "38141GWV2",
"issuer": "165076273",
"ticker": null,
"issuerName": "Goldman Sachs"
},
{
"id": 3819915,
"type": "FIXED_INCOME",
"name": "Goldman Sachs Group, Inc. (3-month USD CME Term SOFR + 1.432%) 5.955% 5/15/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7000000,
"marketValue": 7028329,
"couponRate": 5.955,
"maturityDate": "2026-05-15",
"fundAbbreviation": null,
"sedol": "BLPNLJ6",
"isin": "US38141GXD14",
"cusip": "38141GXD1",
"issuer": "165076273",
"ticker": null,
"issuerName": "Goldman Sachs"
},
{
"id": 3819897,
"type": "FIXED_INCOME",
"name": "Goldman Sachs Group, Inc. 6.484% 10/24/2029 (USD-SOFR + 1.77% on 10/24/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8139000,
"marketValue": 8530405,
"couponRate": 6.484,
"maturityDate": "2029-10-24",
"fundAbbreviation": null,
"sedol": "BMY62C3",
"isin": "US38141GA468",
"cusip": "38141GA46",
"issuer": "165076273",
"ticker": null,
"issuerName": "Goldman Sachs"
},
{
"id": 3819937,
"type": "FIXED_INCOME",
"name": "Golub Capital Partners CLO, Ltd., Series 2016-31A, Class A1RR, (3-month USD CME Term SOFR + 1.60%) 6.259% 11/5/2037",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 5032850,
"couponRate": 6.259,
"maturityDate": "2037-11-05",
"fundAbbreviation": null,
"sedol": null,
"isin": "US38180JAA88",
"cusip": "38180JAA8",
"issuer": "212323122",
"ticker": null,
"issuerName": "Golub Capital Partners CLO Ltd GOCAP_16-31A"
},
{
"id": 3819941,
"type": "FIXED_INCOME",
"name": "Golub Capital Partners Static, Ltd., CLO, Series 2024-1, Class C, (3-month USD CME Term SOFR + 2.30%) 6.917% 4/20/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9620000,
"marketValue": 9635488,
"couponRate": 6.917,
"maturityDate": "2033-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US381929AJ76",
"cusip": "381929AJ7",
"issuer": "212337893",
"ticker": null,
"issuerName": "Golub Capital Partners Static 2024-1"
},
{
"id": 3819715,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #786706 2.50% 12/20/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8953411,
"marketValue": 7548460,
"couponRate": 2.5,
"maturityDate": "2051-12-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3622ACKT68",
"cusip": "3622ACKT6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819585,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA5817 4.00% 3/20/2049",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8872794,
"marketValue": 8269976,
"couponRate": 4,
"maturityDate": "2049-03-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179UPA42",
"cusip": "36179UPA4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819599,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA6994 2.00% 2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14610908,
"marketValue": 11720944,
"couponRate": 2,
"maturityDate": "2050-11-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179VXX36",
"cusip": "36179VXX3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819613,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA7827 2.50% 1/20/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9193438,
"marketValue": 7687019,
"couponRate": 2.5,
"maturityDate": "2052-01-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179WVU97",
"cusip": "36179WVU9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819615,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA7881 2.50% 2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10643759,
"marketValue": 8899672,
"couponRate": 2.5,
"maturityDate": "2052-02-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179WXJ25",
"cusip": "36179WXJ2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819617,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA7936 2.50% 3/20/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6597541,
"marketValue": 5516462,
"couponRate": 2.5,
"maturityDate": "2052-03-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179WY939",
"cusip": "36179WY93",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819605,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA7988 3.00% 2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14619424,
"marketValue": 12690961,
"couponRate": 3,
"maturityDate": "2052-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179W2V97",
"cusip": "36179W2V9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819609,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA8099 3.50% 2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5473322,
"marketValue": 4897331,
"couponRate": 3.5,
"maturityDate": "2052-06-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179W7L60",
"cusip": "36179W7L6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819627,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA8199 3.50% 8/20/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6932933,
"marketValue": 6203325,
"couponRate": 3.5,
"maturityDate": "2052-08-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179XDC74",
"cusip": "36179XDC7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819619,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA8878 5.00% 5/20/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9197638,
"marketValue": 8944105,
"couponRate": 5,
"maturityDate": "2053-05-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179X2K15",
"cusip": "36179X2K1",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819943,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn., Series 2021-2, Class AH, 1.50% 6/16/2063",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11562193,
"marketValue": 8441823,
"couponRate": 1.5,
"maturityDate": "2063-06-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US38380RNG10",
"cusip": "38380RNG1",
"issuer": "212323249",
"ticker": null,
"issuerName": "Government National Mortgage Association GNMA_21-2"
},
{
"id": 3819945,
"type": "FIXED_INCOME",
"name": "Grace Mortgage Trust, Series 2020-GRCE, Class A, 2.347% 12/10/2040",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6073193,
"marketValue": 5102594,
"couponRate": 2.347,
"maturityDate": "2040-12-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US38406JAA60",
"cusip": "38406JAA6",
"issuer": "212276113",
"ticker": null,
"issuerName": "Grace Mortgage Trust GRCE_20-GRCE"
},
{
"id": 3819949,
"type": "FIXED_INCOME",
"name": "Graphic Packaging International, LLC 3.50% 3/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8000000,
"marketValue": 7518776,
"couponRate": 3.5,
"maturityDate": "2028-03-15",
"fundAbbreviation": null,
"sedol": "BLGBGH2",
"isin": "US38869AAB35",
"cusip": "38869AAB3",
"issuer": "212226738",
"ticker": null,
"issuerName": "Graphic Packaging International LLC"
},
{
"id": 3819955,
"type": "FIXED_INCOME",
"name": "Gray Television, Inc. 10.50% 7/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8500000,
"marketValue": 8508721,
"couponRate": 10.5,
"maturityDate": "2029-07-15",
"fundAbbreviation": null,
"sedol": "BS88506",
"isin": "US389375AM81",
"cusip": "389375AM8",
"issuer": "9002341",
"ticker": null,
"issuerName": "Gray Media"
},
{
"id": 3819963,
"type": "FIXED_INCOME",
"name": "Greatamerica Leasing Receivables Funding, LLC, Series 22-1, Class A4, 5.35% 7/16/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12551000,
"marketValue": 12687090,
"couponRate": 5.35,
"maturityDate": "2029-07-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US39154TBX54",
"cusip": "39154TBX5",
"issuer": "212344785",
"ticker": null,
"issuerName": "Greatamerica Leasing Receivables Funding LLC GALC_22-1"
},
{
"id": 3819961,
"type": "FIXED_INCOME",
"name": "Greatamerica Leasing Receivables Funding, LLC, Series 24-2, Class A4, 5.02% 5/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10419000,
"marketValue": 10511562,
"couponRate": 5.02,
"maturityDate": "2031-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US39154GAD88",
"cusip": "39154GAD8",
"issuer": "212345392",
"ticker": null,
"issuerName": "GreatAmerica Leasing Receivables Funding LLC Series 2024-2"
},
{
"id": 3819737,
"type": "FIXED_INCOME",
"name": "GS Mortgage Securities Trust, Series 2020-GC47, Class A5, 2.377% 5/12/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7483000,
"marketValue": 6492558,
"couponRate": 2.377,
"maturityDate": "2053-05-12",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36258RBA05",
"cusip": "36258RBA0",
"issuer": "212271202",
"ticker": null,
"issuerName": "GS Mortgage Securities Trust GSMS_20-GC47"
},
{
"id": 3820035,
"type": "FIXED_INCOME",
"name": "Harbor Park CLO, Ltd., Series 2018-1, Class CR, (3-month USD CME Term SOFR + 2.05%) 6.667% 1/20/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7558000,
"marketValue": 7578104,
"couponRate": 6.667,
"maturityDate": "2031-01-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US41154XAU90",
"cusip": "41154XAU9",
"issuer": "212318953",
"ticker": null,
"issuerName": "Harbor Park CLO 18-1 Ltd"
},
{
"id": 3819989,
"type": "FIXED_INCOME",
"name": "HCA, Inc. 3.625% 3/15/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13278000,
"marketValue": 11706442,
"couponRate": 3.625,
"maturityDate": "2032-03-15",
"fundAbbreviation": null,
"sedol": "BPLJQ13",
"isin": "US404119CK30",
"cusip": "404119CK3",
"issuer": "142095754",
"ticker": null,
"issuerName": "HCA Healthcare Inc"
},
{
"id": 3819985,
"type": "FIXED_INCOME",
"name": "HCA, Inc. 5.25% 6/15/2049",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8300000,
"marketValue": 7191535,
"couponRate": 5.25,
"maturityDate": "2049-06-15",
"fundAbbreviation": null,
"sedol": "BJJD6M6",
"isin": "US404119BZ18",
"cusip": "404119BZ1",
"issuer": "142095754",
"ticker": null,
"issuerName": "HCA Healthcare Inc"
},
{
"id": 3819981,
"type": "FIXED_INCOME",
"name": "HCA, Inc. 5.875% 2/1/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7130000,
"marketValue": 7281313,
"couponRate": 5.875,
"maturityDate": "2029-02-01",
"fundAbbreviation": null,
"sedol": "BFMY0T3",
"isin": "US404119BW86",
"cusip": "404119BW8",
"issuer": "142095754",
"ticker": null,
"issuerName": "HCA Healthcare Inc"
},
{
"id": 3819979,
"type": "FIXED_INCOME",
"name": "HCA, Inc. 5.875% 2/15/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4700000,
"marketValue": 4725230,
"couponRate": 5.875,
"maturityDate": "2026-02-15",
"fundAbbreviation": null,
"sedol": "BYQ2966",
"isin": "US404119BS74",
"cusip": "404119BS7",
"issuer": "142095754",
"ticker": null,
"issuerName": "HCA Healthcare Inc"
},
{
"id": 3820053,
"type": "FIXED_INCOME",
"name": "Hertz Vehicle Financing III, LLC, Series 2022-2, Class D, 5.16% 6/26/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8361000,
"marketValue": 7708499,
"couponRate": 5.16,
"maturityDate": "2028-06-26",
"fundAbbreviation": null,
"sedol": null,
"isin": "US42806MAR07",
"cusip": "42806MAR0",
"issuer": "212295332",
"ticker": null,
"issuerName": "Hertz Vehicle Financing III LLC HERTZ_22-2"
},
{
"id": 3820059,
"type": "FIXED_INCOME",
"name": "Hertz Vehicle Financing III, LLC, Series 2023-2, Class A, 5.57% 9/25/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4700000,
"marketValue": 4737450,
"couponRate": 5.57,
"maturityDate": "2029-09-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US42806MBW82",
"cusip": "42806MBW8",
"issuer": "212317631",
"ticker": null,
"issuerName": "Hertz Vehicle Financing III LLC HERTZ_23-2"
},
{
"id": 3820045,
"type": "FIXED_INCOME",
"name": "Hertz Vehicle Financing, LLC, Series 2021-2A, Class B, 2.12% 12/27/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6275000,
"marketValue": 5910899,
"couponRate": 2.12,
"maturityDate": "2027-12-27",
"fundAbbreviation": null,
"sedol": null,
"isin": "US42806MAF68",
"cusip": "42806MAF6",
"issuer": "212284370",
"ticker": null,
"issuerName": "Hertz Vehicle Financing LLC HERTZ_21-2"
},
{
"id": 3820069,
"type": "FIXED_INCOME",
"name": "Hertz Vehicle Financing, LLC, Series 2024-1A, Class B, 6.12% 1/25/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6869000,
"marketValue": 6908277,
"couponRate": 6.12,
"maturityDate": "2029-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US42806MCQ06",
"cusip": "42806MCQ0",
"issuer": "212345393",
"ticker": null,
"issuerName": "Hertz Vehicle Financing LLC HERTZ_24-1"
},
{
"id": 3820077,
"type": "FIXED_INCOME",
"name": "Hilcorp Energy I, LP 6.25% 4/15/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9000000,
"marketValue": 8322633,
"couponRate": 6.25,
"maturityDate": "2032-04-15",
"fundAbbreviation": null,
"sedol": "BPVCPK4",
"isin": "US431318AZ78",
"cusip": "431318AZ7",
"issuer": "212244175",
"ticker": null,
"issuerName": "Hilcorp Energy I LP"
},
{
"id": 3820081,
"type": "FIXED_INCOME",
"name": "Hilton Domestic Operating Co., Inc. 3.625% 2/15/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11040000,
"marketValue": 9598364,
"couponRate": 3.625,
"maturityDate": "2032-02-15",
"fundAbbreviation": null,
"sedol": "BKPJT48",
"isin": "US432833AN19",
"cusip": "432833AN1",
"issuer": "212007415",
"ticker": null,
"issuerName": "Hilton Worldwide"
},
{
"id": 3820079,
"type": "FIXED_INCOME",
"name": "Hilton Domestic Operating Co., Inc. 4.00% 5/1/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13960000,
"marketValue": 12563679,
"couponRate": 4,
"maturityDate": "2031-05-01",
"fundAbbreviation": null,
"sedol": "BNDLGZ7",
"isin": "US432833AL52",
"cusip": "432833AL5",
"issuer": "212007415",
"ticker": null,
"issuerName": "Hilton Worldwide"
},
{
"id": 3820083,
"type": "FIXED_INCOME",
"name": "Home Depot, Inc. 2.95% 6/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11320000,
"marketValue": 10503126,
"couponRate": 2.95,
"maturityDate": "2029-06-15",
"fundAbbreviation": null,
"sedol": "BJJR1L2",
"isin": "US437076BY77",
"cusip": "437076BY7",
"issuer": "46002590",
"ticker": null,
"issuerName": "Home Depot"
},
{
"id": 3819977,
"type": "FIXED_INCOME",
"name": "HOMES Trust, Series 2024-NQM1, Class A2, 6.27% 7/25/2069 (7.27% on 7/1/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4970214,
"marketValue": 4993182,
"couponRate": 6.27,
"maturityDate": "2069-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US40390TAB61",
"cusip": "40390TAB6",
"issuer": "212345615",
"ticker": null,
"issuerName": "HOMES 2024-NQM1 Trust"
},
{
"id": 3820113,
"type": "FIXED_INCOME",
"name": "Honeywell International, Inc. 4.75% 2/1/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6870000,
"marketValue": 6761275,
"couponRate": 4.75,
"maturityDate": "2032-02-01",
"fundAbbreviation": null,
"sedol": "BP09ZP1",
"isin": "US438516CZ71",
"cusip": "438516CZ7",
"issuer": "184000184",
"ticker": null,
"issuerName": "Honeywell International"
},
{
"id": 3820121,
"type": "FIXED_INCOME",
"name": "Howard Hughes Corp. (The) 5.375% 8/1/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12580000,
"marketValue": 12237447,
"couponRate": 5.375,
"maturityDate": "2028-08-01",
"fundAbbreviation": null,
"sedol": "BMF3VS2",
"isin": "US44267DAD93",
"cusip": "44267DAD9",
"issuer": "212327425",
"ticker": null,
"issuerName": "Howard Hughes Holdings"
},
{
"id": 3820027,
"type": "FIXED_INCOME",
"name": "HPEFS Equipment Trust, Series 2024-2, Class A2, 5.50% 10/20/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 5022295,
"couponRate": 5.5,
"maturityDate": "2031-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US40444MAC55",
"cusip": "40444MAC5",
"issuer": "212344283",
"ticker": null,
"issuerName": "HPEFS Equipment Trust 2024-2"
},
{
"id": 3820029,
"type": "FIXED_INCOME",
"name": "HPEFS Equipment Trust, Series 2024-2, Class A3, 5.36% 10/20/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8249000,
"marketValue": 8336349,
"couponRate": 5.36,
"maturityDate": "2031-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US40444MAE12",
"cusip": "40444MAE1",
"issuer": "212344283",
"ticker": null,
"issuerName": "HPEFS Equipment Trust 2024-2"
},
{
"id": 3820025,
"type": "FIXED_INCOME",
"name": "HPS Loan Management, Ltd., CLO, Series 2013A-18, Class BR, (3-month USD CME Term SOFR + 1.60%) 6.256% 10/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9500000,
"marketValue": 9514250,
"couponRate": 6.256,
"maturityDate": "2030-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US40437LAS16",
"cusip": "40437LAS1",
"issuer": "212319172",
"ticker": null,
"issuerName": "HPS Loan Management 13-2018"
},
{
"id": 3820023,
"type": "FIXED_INCOME",
"name": "HPS, Term Loan, SOFR + 1.85%) 6.341% 4/20/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7000000,
"marketValue": 7018830,
"couponRate": 6.341,
"maturityDate": "2034-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US40436TBJ43",
"cusip": "40436TBJ4",
"issuer": "212319665",
"ticker": null,
"issuerName": "HPS Loan Management 10-2016"
},
{
"id": 3820019,
"type": "FIXED_INCOME",
"name": "HSBC Holdings PLC 5.286% 11/19/2030 (USD-SOFR + 1.29% on 11/19/2029)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5278000,
"marketValue": 5244822,
"couponRate": 5.286,
"maturityDate": "2030-11-19",
"fundAbbreviation": null,
"sedol": "BT6PG58",
"isin": "US404280EN53",
"cusip": "404280EN5",
"issuer": "40083992",
"ticker": null,
"issuerName": "HSBC Holdings"
},
{
"id": 3820009,
"type": "FIXED_INCOME",
"name": "HSBC Holdings PLC 6.332% 3/9/2044 (USD-SOFR + 2.65% on 3/9/2043)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4755000,
"marketValue": 5026140,
"couponRate": 6.332,
"maturityDate": "2044-03-09",
"fundAbbreviation": null,
"sedol": "BPH14Q4",
"isin": "US404280DW61",
"cusip": "404280DW6",
"issuer": "40083992",
"ticker": null,
"issuerName": "HSBC Holdings"
},
{
"id": 3820007,
"type": "FIXED_INCOME",
"name": "HSBC Holdings PLC 8.113% 11/3/2033 (USD-SOFR + 4.25% on 11/3/2032)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11963000,
"marketValue": 13458590,
"couponRate": 8.113,
"maturityDate": "2033-11-03",
"fundAbbreviation": null,
"sedol": "BP4X3C2",
"isin": "US404280DS59",
"cusip": "404280DS5",
"issuer": "40083992",
"ticker": null,
"issuerName": "HSBC Holdings"
},
{
"id": 3813471,
"type": "FIXED_INCOME",
"name": "HSBC Holdings PLC 8.201% 11/16/2034 (5-year GBP-GILT + 4.55% on 11/16/2029)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5190000,
"marketValue": 7123096,
"couponRate": 8.201,
"maturityDate": "2034-11-16",
"fundAbbreviation": null,
"sedol": "BNNPH34",
"isin": "XS2553549903",
"cusip": null,
"issuer": "40083992",
"ticker": null,
"issuerName": "HSBC Holdings"
},
{
"id": 3820011,
"type": "FIXED_INCOME",
"name": "HSBC Holdings PLC (USD-SOFR + 1.57%) 4.53% 8/14/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13000000,
"marketValue": 13181506,
"couponRate": 4.53,
"maturityDate": "2027-08-14",
"fundAbbreviation": null,
"sedol": "BLGYNY7",
"isin": "US404280DY28",
"cusip": "404280DY2",
"issuer": "40083992",
"ticker": null,
"issuerName": "HSBC Holdings"
},
{
"id": 3820127,
"type": "FIXED_INCOME",
"name": "Humana, Inc. 3.70% 3/23/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9140000,
"marketValue": 8631843,
"couponRate": 3.7,
"maturityDate": "2029-03-23",
"fundAbbreviation": null,
"sedol": "BLKFWG1",
"isin": "US444859BT81",
"cusip": "444859BT8",
"issuer": "103002647",
"ticker": null,
"issuerName": "Humana"
},
{
"id": 3820133,
"type": "FIXED_INCOME",
"name": "Humana, Inc. 5.75% 4/15/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10589000,
"marketValue": 9822028,
"couponRate": 5.75,
"maturityDate": "2054-04-15",
"fundAbbreviation": null,
"sedol": "BRC6GS4",
"isin": "US444859CB64",
"cusip": "444859CB6",
"issuer": "103002647",
"ticker": null,
"issuerName": "Humana"
},
{
"id": 3820153,
"type": "FIXED_INCOME",
"name": "Hyundai Capital America 2.00% 6/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13912000,
"marketValue": 12522372,
"couponRate": 2,
"maturityDate": "2028-06-15",
"fundAbbreviation": null,
"sedol": "BJLVFX2",
"isin": "US44891ABX46",
"cusip": "44891ABX4",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820157,
"type": "FIXED_INCOME",
"name": "Hyundai Capital America 2.10% 9/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14290000,
"marketValue": 12809670,
"couponRate": 2.1,
"maturityDate": "2028-09-15",
"fundAbbreviation": null,
"sedol": "BK9R5V7",
"isin": "US44891ACA34",
"cusip": "44891ACA3",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820147,
"type": "FIXED_INCOME",
"name": "Hyundai Capital America 2.375% 10/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14154000,
"marketValue": 13210126,
"couponRate": 2.375,
"maturityDate": "2027-10-15",
"fundAbbreviation": null,
"sedol": "BK80V20",
"isin": "US44891ABP12",
"cusip": "44891ABP1",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820173,
"type": "FIXED_INCOME",
"name": "Hyundai Capital America 5.275% 6/24/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12500000,
"marketValue": 12603988,
"couponRate": 5.275,
"maturityDate": "2027-06-24",
"fundAbbreviation": null,
"sedol": "BS84LJ5",
"isin": "US44891ADB08",
"cusip": "44891ADB0",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820175,
"type": "FIXED_INCOME",
"name": "Hyundai Capital America 5.30% 6/24/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11478000,
"marketValue": 11518701,
"couponRate": 5.3,
"maturityDate": "2029-06-24",
"fundAbbreviation": null,
"sedol": "BRSC341",
"isin": "US44891ADC80",
"cusip": "44891ADC8",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820159,
"type": "FIXED_INCOME",
"name": "Hyundai Capital America 5.50% 3/30/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 5033660,
"couponRate": 5.5,
"maturityDate": "2026-03-30",
"fundAbbreviation": null,
"sedol": "BN7B2N3",
"isin": "US44891ACB17",
"cusip": "44891ACB1",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820143,
"type": "FIXED_INCOME",
"name": "Hyundai Capital America 5.875% 4/7/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10015320,
"couponRate": 5.875,
"maturityDate": "2025-04-07",
"fundAbbreviation": null,
"sedol": "BKPSCW4",
"isin": "US44891ABK25",
"cusip": "44891ABK2",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820165,
"type": "FIXED_INCOME",
"name": "Hyundai Capital America 6.25% 11/3/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6000000,
"marketValue": 6060660,
"couponRate": 6.25,
"maturityDate": "2025-11-03",
"fundAbbreviation": null,
"sedol": "BQ71Z79",
"isin": "US44891ACQ85",
"cusip": "44891ACQ8",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820167,
"type": "FIXED_INCOME",
"name": "Hyundai Capital America 6.50% 1/16/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5119000,
"marketValue": 5345239,
"couponRate": 6.5,
"maturityDate": "2029-01-16",
"fundAbbreviation": null,
"sedol": "BQ6C261",
"isin": "US44891ACR68",
"cusip": "44891ACR6",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820187,
"type": "FIXED_INCOME",
"name": "Hyundai Capital Services, Inc. 1.25% 2/8/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6570000,
"marketValue": 6306766,
"couponRate": 1.25,
"maturityDate": "2026-02-08",
"fundAbbreviation": null,
"sedol": "BKPLSD6",
"isin": "US44920UAP30",
"cusip": "44920UAP3",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820189,
"type": "FIXED_INCOME",
"name": "Hyundai Capital Services, Inc. 2.125% 4/24/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5225000,
"marketValue": 5177688,
"couponRate": 2.125,
"maturityDate": "2025-04-24",
"fundAbbreviation": null,
"sedol": "BLN80D0",
"isin": "US44920UAS78",
"cusip": "44920UAS7",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820195,
"type": "FIXED_INCOME",
"name": "Icahn Enterprises, LP 6.25% 5/15/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6721000,
"marketValue": 6669719,
"couponRate": 6.25,
"maturityDate": "2026-05-15",
"fundAbbreviation": null,
"sedol": "BJ11SH7",
"isin": "US451102BT32",
"cusip": "451102BT3",
"issuer": "188082656",
"ticker": null,
"issuerName": "Icahn Enterprises"
},
{
"id": 3813491,
"type": "FIXED_INCOME",
"name": "Indofood CBP Sukses Makmur Tbk PT 3.398% 6/9/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11570000,
"marketValue": 10260369,
"couponRate": 3.398,
"maturityDate": "2031-06-09",
"fundAbbreviation": null,
"sedol": "BNTZVW5",
"isin": "XS2349180104",
"cusip": null,
"issuer": "1080773",
"ticker": null,
"issuerName": "Indofood Sukses Makmur"
},
{
"id": 3813379,
"type": "FIXED_INCOME",
"name": "Indofood CBP Sukses Makmur Tbk PT 4.745% 6/9/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9185000,
"marketValue": 7535576,
"couponRate": 4.745,
"maturityDate": "2051-06-09",
"fundAbbreviation": null,
"sedol": "BKP5JD5",
"isin": "XS2343321399",
"cusip": null,
"issuer": "1080773",
"ticker": null,
"issuerName": "Indofood Sukses Makmur"
},
{
"id": 3813475,
"type": "FIXED_INCOME",
"name": "Indonesia (Republic of), Series 31, 0.99% 5/27/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 1000000000,
"marketValue": 6337017,
"couponRate": 0.99,
"maturityDate": "2027-05-27",
"fundAbbreviation": null,
"sedol": "BNNW5P3",
"isin": "JP536000AQ50",
"cusip": null,
"issuer": "212002393",
"ticker": null,
"issuerName": "Indonesia, Government of the Republic of"
},
{
"id": 3813473,
"type": "FIXED_INCOME",
"name": "Indonesia (Republic of), Series 32, 1.33% 5/25/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 800000000,
"marketValue": 5040572,
"couponRate": 1.33,
"maturityDate": "2029-05-25",
"fundAbbreviation": null,
"sedol": "BNNW5N1",
"isin": "JP536000BQ59",
"cusip": null,
"issuer": "212002393",
"ticker": null,
"issuerName": "Indonesia, Government of the Republic of"
},
{
"id": 3813457,
"type": "FIXED_INCOME",
"name": "Indonesia (Republic of), Series FR100, 6.625% 2/15/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 83964000000,
"marketValue": 5085391,
"couponRate": 6.625,
"maturityDate": "2034-02-15",
"fundAbbreviation": null,
"sedol": "BN7JVR4",
"isin": "IDG000023607",
"cusip": null,
"issuer": "212002393",
"ticker": null,
"issuerName": "Indonesia, Government of the Republic of"
},
{
"id": 3820221,
"type": "FIXED_INCOME",
"name": "Ingersoll-Rand, Inc. 5.45% 6/15/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5110000,
"marketValue": 5149505,
"couponRate": 5.45,
"maturityDate": "2034-06-15",
"fundAbbreviation": null,
"sedol": "BSQLDH0",
"isin": "US45687VAF31",
"cusip": "45687VAF3",
"issuer": "212183211",
"ticker": null,
"issuerName": "Ingersoll-Rand"
},
{
"id": 3820219,
"type": "FIXED_INCOME",
"name": "Ingersoll-Rand, Inc. 5.70% 8/14/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4791000,
"marketValue": 4904810,
"couponRate": 5.7,
"maturityDate": "2033-08-14",
"fundAbbreviation": null,
"sedol": "BRF5C24",
"isin": "US45687VAB27",
"cusip": "45687VAB2",
"issuer": "212183211",
"ticker": null,
"issuerName": "Ingersoll-Rand"
},
{
"id": 3820217,
"type": "FIXED_INCOME",
"name": "ING Groep NV 6.083% 9/11/2027 (USD-SOFR + 1.56% on 9/11/2026)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12000000,
"marketValue": 12237012,
"couponRate": 6.083,
"maturityDate": "2027-09-11",
"fundAbbreviation": null,
"sedol": "BNSP5D5",
"isin": "US456837BF96",
"cusip": "456837BF9",
"issuer": "201074613",
"ticker": null,
"issuerName": "ING"
},
{
"id": 3820223,
"type": "FIXED_INCOME",
"name": "InRetail Consumer 3.25% 3/22/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5400000,
"marketValue": 4959209,
"couponRate": 3.25,
"maturityDate": "2028-03-22",
"fundAbbreviation": null,
"sedol": "BNC5092",
"isin": "US45790TAB17",
"cusip": "45790TAB1",
"issuer": "54097362",
"ticker": null,
"issuerName": "InRetail Peru"
},
{
"id": 3813427,
"type": "FIXED_INCOME",
"name": "Insurance Australia Group, Ltd. (3-month AUD-BBSW + 2.45%) 6.91% 12/15/2036",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10280000,
"marketValue": 6506542,
"couponRate": 6.91,
"maturityDate": "2036-12-15",
"fundAbbreviation": null,
"sedol": "BMPRJY6",
"isin": "AU3FN0055497",
"cusip": null,
"issuer": "211079075",
"ticker": null,
"issuerName": "Insurance Australia Group"
},
{
"id": 3820227,
"type": "FIXED_INCOME",
"name": "Intercontinental Exchange, Inc. 4.60% 3/15/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8715000,
"marketValue": 8372457,
"couponRate": 4.6,
"maturityDate": "2033-03-15",
"fundAbbreviation": null,
"sedol": "BMTWJ81",
"isin": "US45866FAW41",
"cusip": "45866FAW4",
"issuer": "15087147",
"ticker": null,
"issuerName": "Intercontinental Exchange"
},
{
"id": 3820231,
"type": "FIXED_INCOME",
"name": "Intercontinental Exchange, Inc. 5.25% 6/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13253000,
"marketValue": 13406622,
"couponRate": 5.25,
"maturityDate": "2031-06-15",
"fundAbbreviation": null,
"sedol": "BNRQXP7",
"isin": "US45866FBA12",
"cusip": "45866FBA1",
"issuer": "15087147",
"ticker": null,
"issuerName": "Intercontinental Exchange"
},
{
"id": 3820239,
"type": "FIXED_INCOME",
"name": "International Flavors & Fragrances, Inc. 3.268% 11/15/2040",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9022000,
"marketValue": 6452453,
"couponRate": 3.268,
"maturityDate": "2040-11-15",
"fundAbbreviation": null,
"sedol": "BLPK766",
"isin": "US459506AR22",
"cusip": "459506AR2",
"issuer": "64002820",
"ticker": null,
"issuerName": "International Flavors & Fragrances"
},
{
"id": 3820247,
"type": "FIXED_INCOME",
"name": "International Game Technology PLC 4.125% 4/15/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7115000,
"marketValue": 7016016,
"couponRate": 4.125,
"maturityDate": "2026-04-15",
"fundAbbreviation": null,
"sedol": "BNW1ZV7",
"isin": "US460599AF06",
"cusip": "460599AF0",
"issuer": "212026093",
"ticker": null,
"issuerName": "International Game Technology PLC"
},
{
"id": 3820245,
"type": "FIXED_INCOME",
"name": "International Game Technology PLC 5.25% 1/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6940000,
"marketValue": 6775140,
"couponRate": 5.25,
"maturityDate": "2029-01-15",
"fundAbbreviation": null,
"sedol": "BMBZTH7",
"isin": "US460599AE31",
"cusip": "460599AE3",
"issuer": "212026093",
"ticker": null,
"issuerName": "International Game Technology PLC"
},
{
"id": 3820253,
"type": "FIXED_INCOME",
"name": "Intesa Sanpaolo SpA 3.875% 1/12/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4974000,
"marketValue": 4764331,
"couponRate": 3.875,
"maturityDate": "2028-01-12",
"fundAbbreviation": null,
"sedol": "BDT52T9",
"isin": "US46115HBD89",
"cusip": "46115HBD8",
"issuer": "10096046",
"ticker": null,
"issuerName": "Intesa Sanpaolo"
},
{
"id": 3820251,
"type": "FIXED_INCOME",
"name": "Intesa Sanpaolo SpA 3.875% 7/14/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10275000,
"marketValue": 9930644,
"couponRate": 3.875,
"maturityDate": "2027-07-14",
"fundAbbreviation": null,
"sedol": "BDFG1F5",
"isin": "US46115HBB24",
"cusip": "46115HBB2",
"issuer": "10096046",
"ticker": null,
"issuerName": "Intesa Sanpaolo"
},
{
"id": 3820263,
"type": "FIXED_INCOME",
"name": "Invitation Homes Trust, Series 2024-SFR1, Class B, 4.00% 9/17/2041",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9183000,
"marketValue": 8602873,
"couponRate": 4,
"maturityDate": "2041-09-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US46188DAC20",
"cusip": "46188DAC2",
"issuer": "212347509",
"ticker": null,
"issuerName": "Invitation Homes 2024-SFR1 Trust"
},
{
"id": 3820193,
"type": "FIXED_INCOME",
"name": "IQVIA, Inc. 5.00% 10/15/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5750000,
"marketValue": 5677521,
"couponRate": 5,
"maturityDate": "2026-10-15",
"fundAbbreviation": null,
"sedol": "BD91587",
"isin": "US449934AD05",
"cusip": "449934AD0",
"issuer": "212001603",
"ticker": null,
"issuerName": "IQVIA"
},
{
"id": 3820269,
"type": "FIXED_INCOME",
"name": "Iron Mountain, Inc. 4.875% 9/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8367000,
"marketValue": 7958239,
"couponRate": 4.875,
"maturityDate": "2029-09-15",
"fundAbbreviation": null,
"sedol": "BJ9TC37",
"isin": "US46284VAF85",
"cusip": "46284VAF8",
"issuer": "75077879",
"ticker": null,
"issuerName": "Iron Mountain"
},
{
"id": 3820267,
"type": "FIXED_INCOME",
"name": "Iron Mountain, Inc. 5.25% 3/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9459000,
"marketValue": 9259642,
"couponRate": 5.25,
"maturityDate": "2028-03-15",
"fundAbbreviation": null,
"sedol": "BD3MND7",
"isin": "US46284VAE11",
"cusip": "46284VAE1",
"issuer": "75077879",
"ticker": null,
"issuerName": "Iron Mountain"
},
{
"id": 3820271,
"type": "FIXED_INCOME",
"name": "Iron Mountain, Inc. 5.25% 7/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7950000,
"marketValue": 7594905,
"couponRate": 5.25,
"maturityDate": "2030-07-15",
"fundAbbreviation": null,
"sedol": "BL57W73",
"isin": "US46284VAJ08",
"cusip": "46284VAJ0",
"issuer": "75077879",
"ticker": null,
"issuerName": "Iron Mountain"
},
{
"id": 3820357,
"type": "FIXED_INCOME",
"name": "Jamestown CLO, Ltd., Series 2019-1, Class A2BR, (3-month USD CME Term SOFR + 1.85%) 6.467% 4/20/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9565000,
"marketValue": 9579797,
"couponRate": 6.467,
"maturityDate": "2032-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US47047JAN46",
"cusip": "47047JAN4",
"issuer": "212319733",
"ticker": null,
"issuerName": "Jamestown CLO Ltd JTWN_19-1A"
},
{
"id": 3820277,
"type": "FIXED_INCOME",
"name": "JBS USA Holding Lux SARL 3.00% 2/2/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6583000,
"marketValue": 6010062,
"couponRate": 3,
"maturityDate": "2029-02-02",
"fundAbbreviation": null,
"sedol": "990XAN6",
"isin": "US46590XAN66",
"cusip": "46590XAN6",
"issuer": "212221325",
"ticker": null,
"issuerName": "JBS USA Holding Lux"
},
{
"id": 3820363,
"type": "FIXED_INCOME",
"name": "Jersey Central Power & Light Co. 2.75% 3/1/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7574000,
"marketValue": 6442422,
"couponRate": 2.75,
"maturityDate": "2032-03-01",
"fundAbbreviation": null,
"sedol": "BKP8XD2",
"isin": "US476556DD44",
"cusip": "476556DD4",
"issuer": "206072922",
"ticker": null,
"issuerName": "FirstEnergy"
},
{
"id": 3820367,
"type": "FIXED_INCOME",
"name": "John Deere Owner Trust, Series 2024-B, Class A3, 5.20% 3/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6126000,
"marketValue": 6208291,
"couponRate": 5.2,
"maturityDate": "2029-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US47786WAD20",
"cusip": "47786WAD2",
"issuer": "212342907",
"ticker": null,
"issuerName": "John Deere Owner Trust 2024-B"
},
{
"id": 3820371,
"type": "FIXED_INCOME",
"name": "Johnson Controls International PLC 4.90% 12/1/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9706000,
"marketValue": 9461360,
"couponRate": 4.9,
"maturityDate": "2032-12-01",
"fundAbbreviation": null,
"sedol": "BMFFRD5",
"isin": "US47837RAE09",
"cusip": "47837RAE0",
"issuer": "67005791",
"ticker": null,
"issuerName": "Johnson Controls International"
},
{
"id": 3820299,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 1.04% 2/4/2027 (USD-SOFR + 0.695% on 2/4/2026)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7980000,
"marketValue": 7668349,
"couponRate": 1.04,
"maturityDate": "2027-02-04",
"fundAbbreviation": null,
"sedol": "BMGRWS0",
"isin": "US46647PBW59",
"cusip": "46647PBW5",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820281,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 3.782% 2/1/2028 (3-month USD CME Term SOFR + 1.599% on 2/1/2027)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7832000,
"marketValue": 7667763,
"couponRate": 3.782,
"maturityDate": "2028-02-01",
"fundAbbreviation": null,
"sedol": "BD7F8X7",
"isin": "US46625HRY89",
"cusip": "46625HRY8",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820325,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 4.995% 7/22/2030 (USD-SOFR + 1.125% on 7/22/2029)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10968000,
"marketValue": 10923580,
"couponRate": 4.995,
"maturityDate": "2030-07-22",
"fundAbbreviation": null,
"sedol": "BP5DT34",
"isin": "US46647PEJ12",
"cusip": "46647PEJ1",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820313,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 5.299% 7/24/2029 (USD-SOFR + 1.45% on 7/24/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5016000,
"marketValue": 5067559,
"couponRate": 5.299,
"maturityDate": "2029-07-24",
"fundAbbreviation": null,
"sedol": "BR1W7Z7",
"isin": "US46647PDU75",
"cusip": "46647PDU7",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820315,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 6.07% 10/22/2027 (USD-SOFR + 1.33% on 10/22/2026)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10236810,
"couponRate": 6.07,
"maturityDate": "2027-10-22",
"fundAbbreviation": null,
"sedol": "BLB0V80",
"isin": "US46647PDW32",
"cusip": "46647PDW3",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820287,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4, Class A4, 3.648% 12/15/2049",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5095000,
"marketValue": 4953053,
"couponRate": 3.648,
"maturityDate": "2049-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US46645UAT43",
"cusip": "46645UAT4",
"issuer": "212216351",
"ticker": null,
"issuerName": "Jpmorgan Chase Commercial Mortga"
},
{
"id": 3820349,
"type": "FIXED_INCOME",
"name": "JP Morgan Mortgage Trust, Series 2024-INV1, Class A4, 6% 4/25/2055",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8025401,
"marketValue": 8047471,
"couponRate": 6,
"maturityDate": "2055-04-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US46658PAD42",
"cusip": "46658PAD4",
"issuer": "212350437",
"ticker": null,
"issuerName": "JP Morgan Mortgage Trust 2024-INV1"
},
{
"id": 3820351,
"type": "FIXED_INCOME",
"name": "JW Commercial Mortgage Trust 2024-MRCO, Series 2024-BERY, Class A, (1-month USD CME Term SOFR + 1.593%) 5.99% 11/15/2039",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4950000,
"marketValue": 4962865,
"couponRate": 5.99,
"maturityDate": "2039-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US46676AAA16",
"cusip": "46676AAA1",
"issuer": "212350449",
"ticker": null,
"issuerName": "JW Trust 2024-BERY"
},
{
"id": 3820389,
"type": "FIXED_INCOME",
"name": "KB Home 6.875% 6/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 5110065,
"couponRate": 6.875,
"maturityDate": "2027-06-15",
"fundAbbreviation": null,
"sedol": "BG11FC0",
"isin": "US48666KAX72",
"cusip": "48666KAX7",
"issuer": "65003033",
"ticker": null,
"issuerName": "KB Home"
},
{
"id": 3820393,
"type": "FIXED_INCOME",
"name": "Kennedy-Wilson, Inc. 5.00% 3/1/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5870000,
"marketValue": 5159120,
"couponRate": 5,
"maturityDate": "2031-03-01",
"fundAbbreviation": null,
"sedol": "BMVHFK8",
"isin": "US489399AM73",
"cusip": "489399AM7",
"issuer": "212101541",
"ticker": null,
"issuerName": "Kennedy-Wilson Holdings"
},
{
"id": 3820399,
"type": "FIXED_INCOME",
"name": "Kilroy Realty, LP 6.25% 1/15/2036",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5860000,
"marketValue": 5817398,
"couponRate": 6.25,
"maturityDate": "2036-01-15",
"fundAbbreviation": null,
"sedol": "BP2TBG2",
"isin": "US49427RAS13",
"cusip": "49427RAS1",
"issuer": "108079608",
"ticker": null,
"issuerName": "Kilroy Realty"
},
{
"id": 3820401,
"type": "FIXED_INCOME",
"name": "Kimco Realty OP, LLC 3.30% 2/1/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4992325,
"couponRate": 3.3,
"maturityDate": "2025-02-01",
"fundAbbreviation": null,
"sedol": "BYXD1K0",
"isin": "US49446RAU32",
"cusip": "49446RAU3",
"issuer": "212316481",
"ticker": null,
"issuerName": "Kimco Realty"
},
{
"id": 3820383,
"type": "FIXED_INCOME",
"name": "KKR Financial CLO, Ltd., Series 11, Class AR, (3-month USD CME Term SOFR + 1.442%) 6.098% 1/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10689669,
"marketValue": 10704036,
"couponRate": 6.098,
"maturityDate": "2031-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US48250MAK36",
"cusip": "48250MAK3",
"issuer": "212313289",
"ticker": null,
"issuerName": "KKR CLO 11 LLC"
},
{
"id": 3820413,
"type": "FIXED_INCOME",
"name": "Kubota Credit Owner Trust, Series 2024-2, Class A2, 5.45% 4/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11526000,
"marketValue": 11613989,
"couponRate": 5.45,
"maturityDate": "2027-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US50117DAB29",
"cusip": "50117DAB2",
"issuer": "212344346",
"ticker": null,
"issuerName": "Kubota Credit Owner Trust 2024-2"
},
{
"id": 3820445,
"type": "FIXED_INCOME",
"name": "L3Harris Technologies, Inc. 5.40% 7/31/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7962000,
"marketValue": 7952485,
"couponRate": 5.4,
"maturityDate": "2033-07-31",
"fundAbbreviation": null,
"sedol": "BNXJJF2",
"isin": "US502431AQ20",
"cusip": "502431AQ2",
"issuer": "139002471",
"ticker": null,
"issuerName": "L3Harris Technologies"
},
{
"id": 3820449,
"type": "FIXED_INCOME",
"name": "Laboratory Corp. of America Holdings 4.55% 4/1/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7600000,
"marketValue": 7279044,
"couponRate": 4.55,
"maturityDate": "2032-04-01",
"fundAbbreviation": null,
"sedol": "BN14KX4",
"isin": "US50540RBA95",
"cusip": "50540RBA9",
"issuer": "212341968",
"ticker": null,
"issuerName": "Labcorp Holdings"
},
{
"id": 3820451,
"type": "FIXED_INCOME",
"name": "Laboratory Corp. of America Holdings 4.80% 10/1/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11184000,
"marketValue": 10604725,
"couponRate": 4.8,
"maturityDate": "2034-10-01",
"fundAbbreviation": null,
"sedol": "BMZLFM8",
"isin": "US50540RBB78",
"cusip": "50540RBB7",
"issuer": "212341968",
"ticker": null,
"issuerName": "Labcorp Holdings"
},
{
"id": 3820469,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2023-1, Class A3, 5.48% 6/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6324000,
"marketValue": 6343604,
"couponRate": 5.48,
"maturityDate": "2027-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US505710AE37",
"cusip": "505710AE3",
"issuer": "212317331",
"ticker": null,
"issuerName": "LAD Auto Receivables Trust LADAR_23-1A"
},
{
"id": 3820479,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2023-2, Class C, 5.58% 9/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9891000,
"marketValue": 9957804,
"couponRate": 5.58,
"maturityDate": "2028-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US505713AE75",
"cusip": "505713AE7",
"issuer": "212323896",
"ticker": null,
"issuerName": "Lad Auto Receivables Trust 2023-2"
},
{
"id": 3820433,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2023-3, Class B, 6.09% 6/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6005000,
"marketValue": 6102990,
"couponRate": 6.09,
"maturityDate": "2028-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US50168BAD01",
"cusip": "50168BAD0",
"issuer": "212327303",
"ticker": null,
"issuerName": "Lad Auto Receivables Trust LADAR_23-3"
},
{
"id": 3820435,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2023-3, Class C, 6.43% 12/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5058000,
"marketValue": 5175260,
"couponRate": 6.43,
"maturityDate": "2028-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US50168BAE83",
"cusip": "50168BAE8",
"issuer": "212327303",
"ticker": null,
"issuerName": "Lad Auto Receivables Trust LADAR_23-3"
},
{
"id": 3820487,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2024-2, Class A3, 5.61% 8/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5237000,
"marketValue": 5296052,
"couponRate": 5.61,
"maturityDate": "2028-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US505920AC27",
"cusip": "505920AC2",
"issuer": "212342963",
"ticker": null,
"issuerName": "Lad Auto Receivables Trust LADAR_24-2"
},
{
"id": 3820453,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2024-3A, Class A2, 4.64% 11/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8307000,
"marketValue": 8312034,
"couponRate": 4.64,
"maturityDate": "2027-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US505709AB17",
"cusip": "505709AB1",
"issuer": "212349866",
"ticker": null,
"issuerName": "LAD Auto Receivables Trust 2024-3"
},
{
"id": 3820455,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2024-3A, Class A3, 4.52% 3/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6888000,
"marketValue": 6859739,
"couponRate": 4.52,
"maturityDate": "2029-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US505709AC99",
"cusip": "505709AC9",
"issuer": "212349866",
"ticker": null,
"issuerName": "LAD Auto Receivables Trust 2024-3"
},
{
"id": 3820459,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2024-3A, Class B, 4.74% 1/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4854000,
"marketValue": 4805018,
"couponRate": 4.74,
"maturityDate": "2030-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US505709AE55",
"cusip": "505709AE5",
"issuer": "212349866",
"ticker": null,
"issuerName": "LAD Auto Receivables Trust 2024-3"
},
{
"id": 3820443,
"type": "FIXED_INCOME",
"name": "LCM, LP, Series 2027, Class A1, (3-month USD CME Term SOFR + 1.342%) 5.989% 7/16/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5629634,
"marketValue": 5635270,
"couponRate": 5.989,
"maturityDate": "2031-07-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US50200JAC53",
"cusip": "50200JAC5",
"issuer": "212320337",
"ticker": null,
"issuerName": "LCM Loan Income Fund I Income Note Issuer"
},
{
"id": 3820499,
"type": "FIXED_INCOME",
"name": "Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1, 4.75% 4/25/2061 (5.75% on 4/25/2025)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10737196,
"marketValue": 10741695,
"couponRate": 1.75,
"maturityDate": "2061-04-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US52476DAA54",
"cusip": "52476DAA5",
"issuer": "212281871",
"ticker": null,
"issuerName": "Legacy Mortgage Asset Trust LMAT_21-GS2"
},
{
"id": 3820497,
"type": "FIXED_INCOME",
"name": "Legacy Mortgage Asset Trust, Series 2021-GS5, Class A1, 5.25% 7/25/2067 (6.25% on 11/25/2025)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11375341,
"marketValue": 11354455,
"couponRate": 2.25,
"maturityDate": "2067-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US52475XAA28",
"cusip": "52475XAA2",
"issuer": "212292183",
"ticker": null,
"issuerName": "Legacy Mortgage Asset Trust LMAT_21-GS5"
},
{
"id": 3813371,
"type": "FIXED_INCOME",
"name": "Lima Metro Line 2 Finance, Ltd. 4.35% 4/5/2036",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5271076,
"marketValue": 4846475,
"couponRate": 4.35,
"maturityDate": "2036-04-05",
"fundAbbreviation": null,
"sedol": "BK0YKQ7",
"isin": "USG54897AB28",
"cusip": null,
"issuer": "212028453",
"ticker": null,
"issuerName": "Lima Metro Line 2 Finance Ltd"
},
{
"id": 3820521,
"type": "FIXED_INCOME",
"name": "Lloyds Banking Group PLC 5.679% 1/5/2035 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.75% on 1/5/2034)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13132000,
"marketValue": 13084856,
"couponRate": 5.679,
"maturityDate": "2035-01-05",
"fundAbbreviation": null,
"sedol": "BQB66K0",
"isin": "US53944YAX13",
"cusip": "53944YAX1",
"issuer": "129009881",
"ticker": null,
"issuerName": "Lloyds Banking Group"
},
{
"id": 3820515,
"type": "FIXED_INCOME",
"name": "Lloyds Banking Group PLC 5.871% 3/6/2029 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.70% on 3/6/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8100000,
"marketValue": 8253260,
"couponRate": 5.871,
"maturityDate": "2029-03-06",
"fundAbbreviation": null,
"sedol": "BQP9D48",
"isin": "US539439AX74",
"cusip": "539439AX7",
"issuer": "129009881",
"ticker": null,
"issuerName": "Lloyds Banking Group"
},
{
"id": 3815635,
"type": "FIXED_INCOME",
"name": "Man GLG US CLO 2018-1, Ltd., Series 2018-1A, Class A1R, (3-month USD CME Term SOFR + 1.402%) 6.019% 4/22/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5548738,
"marketValue": 5551812,
"couponRate": 6.019,
"maturityDate": "2030-04-22",
"fundAbbreviation": null,
"sedol": null,
"isin": "US26829CAY30",
"cusip": "26829CAY3",
"issuer": "212319560",
"ticker": null,
"issuerName": "Man GLG US CLO"
},
{
"id": 3820571,
"type": "FIXED_INCOME",
"name": "Marathon CLO, Ltd., Series 2019-1, Class A2R2, (3-month USD CME Term SOFR + 1.95%) 6.606% 4/15/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6000000,
"marketValue": 6017424,
"couponRate": 6.606,
"maturityDate": "2032-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US56579ABL35",
"cusip": "56579ABL3",
"issuer": "212319672",
"ticker": null,
"issuerName": "Marathon CLO XIII"
},
{
"id": 3820575,
"type": "FIXED_INCOME",
"name": "Marble Point CLO XII, Ltd., Series 2018-1A, Class A, (3-month USD CME Term SOFR + 1.272%) 5.919% 7/16/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7441892,
"marketValue": 7461025,
"couponRate": 5.919,
"maturityDate": "2031-07-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US56606LAA17",
"cusip": "56606LAA1",
"issuer": "212317569",
"ticker": null,
"issuerName": "Marble Point CLO XII"
},
{
"id": 3820621,
"type": "FIXED_INCOME",
"name": "Matador Resources Co. 6.875% 4/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4950000,
"marketValue": 5025146,
"couponRate": 6.875,
"maturityDate": "2028-04-15",
"fundAbbreviation": null,
"sedol": "BP5WN62",
"isin": "US576485AF30",
"cusip": "576485AF3",
"issuer": "212004537",
"ticker": null,
"issuerName": "Matador Resources"
},
{
"id": 3820629,
"type": "FIXED_INCOME",
"name": "McDonald's Corp. 2.125% 3/1/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5793000,
"marketValue": 5066071,
"couponRate": 2.125,
"maturityDate": "2030-03-01",
"fundAbbreviation": null,
"sedol": "BLH15B8",
"isin": "US58013MFM10",
"cusip": "58013MFM1",
"issuer": "145003537",
"ticker": null,
"issuerName": "McDonald's"
},
{
"id": 3820627,
"type": "FIXED_INCOME",
"name": "McDonald's Corp. 3.625% 9/1/2049",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6857000,
"marketValue": 4947463,
"couponRate": 3.625,
"maturityDate": "2049-09-01",
"fundAbbreviation": null,
"sedol": "BK0WS12",
"isin": "US58013MFK53",
"cusip": "58013MFK5",
"issuer": "145003537",
"ticker": null,
"issuerName": "McDonald's"
},
{
"id": 3820635,
"type": "FIXED_INCOME",
"name": "McDonald's Corp. 4.95% 8/14/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6293000,
"marketValue": 6244040,
"couponRate": 4.95,
"maturityDate": "2033-08-14",
"fundAbbreviation": null,
"sedol": "BRF5C46",
"isin": "US58013MFV19",
"cusip": "58013MFV1",
"issuer": "145003537",
"ticker": null,
"issuerName": "McDonald's"
},
{
"id": 3820639,
"type": "FIXED_INCOME",
"name": "McDonald's Corp. 5.00% 5/17/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10939000,
"marketValue": 11018942,
"couponRate": 5,
"maturityDate": "2029-05-17",
"fundAbbreviation": null,
"sedol": "BR51CP5",
"isin": "US58013MFX74",
"cusip": "58013MFX7",
"issuer": "145003537",
"ticker": null,
"issuerName": "McDonald's"
},
{
"id": 3820543,
"type": "FIXED_INCOME",
"name": "M.D.C. Holdings, Inc. 6.00% 1/15/2043",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5475000,
"marketValue": 5459205,
"couponRate": 6,
"maturityDate": "2043-01-15",
"fundAbbreviation": null,
"sedol": "B82D1T8",
"isin": "US552676AQ11",
"cusip": "552676AQ1",
"issuer": "194003374",
"ticker": null,
"issuerName": "M.D.C. Holdings"
},
{
"id": 3820643,
"type": "FIXED_INCOME",
"name": "Medline Borrower, LP 6.25% 4/1/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5194000,
"marketValue": 5255258,
"couponRate": 6.25,
"maturityDate": "2029-04-01",
"fundAbbreviation": null,
"sedol": "BQV0HY3",
"isin": "US58506DAA63",
"cusip": "58506DAA6",
"issuer": "212291680",
"ticker": null,
"issuerName": "Medline Borrower"
},
{
"id": 3820645,
"type": "FIXED_INCOME",
"name": "Meiji Yasuda Life Insurance Co. 5.80% 9/11/2054 (5-year UST Yield Curve Rate T Note Constant Maturity + 3.033% on 9/11/2034)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6000000,
"marketValue": 6021714,
"couponRate": 5.8,
"maturityDate": "2054-09-11",
"fundAbbreviation": null,
"sedol": "BP4YH67",
"isin": "US585270AD32",
"cusip": "585270AD3",
"issuer": "212170233",
"ticker": null,
"issuerName": "Meiji Yasuda Life Insurance Co"
},
{
"id": 3813443,
"type": "FIXED_INCOME",
"name": "Meituan 3.05% 10/28/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 13283220,
"couponRate": 3.05,
"maturityDate": "2030-10-28",
"fundAbbreviation": null,
"sedol": "BMYVTN8",
"isin": "USG59669AC89",
"cusip": null,
"issuer": "212199869",
"ticker": null,
"issuerName": "Meituan"
},
{
"id": 3820647,
"type": "FIXED_INCOME",
"name": "Mercedes-Benz Auto Lease Trust, Series 2024-A, Class A3, 5.32% 1/18/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5915000,
"marketValue": 5988352,
"couponRate": 5.32,
"maturityDate": "2028-01-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US58770JAD63",
"cusip": "58770JAD6",
"issuer": "212341682",
"ticker": null,
"issuerName": "Mercedes-Benz Auto Lease Trust 2024-A"
},
{
"id": 3820649,
"type": "FIXED_INCOME",
"name": "Merchants Fleet Funding, LLC, Series 2023-1, Class A, 7.21% 5/20/2036",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6939813,
"marketValue": 7024867,
"couponRate": 7.21,
"maturityDate": "2036-05-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US588926AA37",
"cusip": "588926AA3",
"issuer": "212330480",
"ticker": null,
"issuerName": "Merchants Fleet Funding LLC MFF_23-1"
},
{
"id": 3820659,
"type": "FIXED_INCOME",
"name": "Merck & Co., Inc. 2.75% 12/10/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 6067400,
"couponRate": 2.75,
"maturityDate": "2051-12-10",
"fundAbbreviation": null,
"sedol": "BLHM7Q0",
"isin": "US58933YBF16",
"cusip": "58933YBF1",
"issuer": "193003585",
"ticker": null,
"issuerName": "Merck"
},
{
"id": 3820661,
"type": "FIXED_INCOME",
"name": "Mercury Financial Credit Card Master Trust, Series 2024-2A, Class A, 6.56% 7/20/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6712000,
"marketValue": 6796068,
"couponRate": 6.56,
"maturityDate": "2029-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US58940BAZ94",
"cusip": "58940BAZ9",
"issuer": "212342826",
"ticker": null,
"issuerName": "Mercury Financial Credit Card Master Trust MFCC_24-2"
},
{
"id": 3820669,
"type": "FIXED_INCOME",
"name": "Methanex Corp. 5.125% 10/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13150000,
"marketValue": 12878650,
"couponRate": 5.125,
"maturityDate": "2027-10-15",
"fundAbbreviation": null,
"sedol": "BN13TV2",
"isin": "US59151KAM09",
"cusip": "59151KAM0",
"issuer": "192008672",
"ticker": null,
"issuerName": "Methanex"
},
{
"id": 3820679,
"type": "FIXED_INCOME",
"name": "MetLife, Inc. 5.375% 7/15/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9814000,
"marketValue": 9923456,
"couponRate": 5.375,
"maturityDate": "2033-07-15",
"fundAbbreviation": null,
"sedol": "BMV3KX4",
"isin": "US59156RCE62",
"cusip": "59156RCE6",
"issuer": "45078485",
"ticker": null,
"issuerName": "MetLife"
},
{
"id": 3820689,
"type": "FIXED_INCOME",
"name": "Metropolitan Life Global Funding I 0.95% 7/2/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5764000,
"marketValue": 5661994,
"couponRate": 0.95,
"maturityDate": "2025-07-02",
"fundAbbreviation": null,
"sedol": "BMHF830",
"isin": "US59217GEJ40",
"cusip": "59217GEJ4",
"issuer": "212172319",
"ticker": null,
"issuerName": "Metropolitan Life Global Funding I"
},
{
"id": 3820699,
"type": "FIXED_INCOME",
"name": "Metropolitan Life Global Funding I 5.40% 9/12/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6000000,
"marketValue": 6099054,
"couponRate": 5.4,
"maturityDate": "2028-09-12",
"fundAbbreviation": null,
"sedol": "BNTB242",
"isin": "US59217GFQ73",
"cusip": "59217GFQ7",
"issuer": "212172319",
"ticker": null,
"issuerName": "Metropolitan Life Global Funding I"
},
{
"id": 3820665,
"type": "FIXED_INCOME",
"name": "Met Tower Global Funding 5.25% 4/12/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12000000,
"marketValue": 12156108,
"couponRate": 5.25,
"maturityDate": "2029-04-12",
"fundAbbreviation": null,
"sedol": "BMDRD68",
"isin": "US58989V2H68",
"cusip": "58989V2H6",
"issuer": "212273057",
"ticker": null,
"issuerName": "Met Tower Global Funding"
},
{
"id": 3820663,
"type": "FIXED_INCOME",
"name": "Met Tower Global Funding 5.40% 6/20/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10119110,
"couponRate": 5.4,
"maturityDate": "2026-06-20",
"fundAbbreviation": null,
"sedol": "BQYLHK9",
"isin": "US58989V2F03",
"cusip": "58989V2F0",
"issuer": "212273057",
"ticker": null,
"issuerName": "Met Tower Global Funding"
},
{
"id": 3813355,
"type": "FIXED_INCOME",
"name": "Mexico City Airport Trust 3.875% 4/30/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11400000,
"marketValue": 10703688,
"couponRate": 3.875,
"maturityDate": "2028-04-30",
"fundAbbreviation": null,
"sedol": "BFB5MM4",
"isin": "USP6629MAC66",
"cusip": null,
"issuer": "212167931",
"ticker": null,
"issuerName": "Mexico City Airport Trust"
},
{
"id": 3813337,
"type": "FIXED_INCOME",
"name": "Mexico City Airport Trust 4.25% 10/31/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6200000,
"marketValue": 6076223,
"couponRate": 4.25,
"maturityDate": "2026-10-31",
"fundAbbreviation": null,
"sedol": "BD878G5",
"isin": "USP6629MAA01",
"cusip": null,
"issuer": "212167931",
"ticker": null,
"issuerName": "Mexico City Airport Trust"
},
{
"id": 3813353,
"type": "FIXED_INCOME",
"name": "Mexico City Airport Trust 5.50% 7/31/2047",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14409000,
"marketValue": 11645844,
"couponRate": 5.5,
"maturityDate": "2047-07-31",
"fundAbbreviation": null,
"sedol": "BFB5ML3",
"isin": "USP6629MAD40",
"cusip": null,
"issuer": "212167931",
"ticker": null,
"issuerName": "Mexico City Airport Trust"
},
{
"id": 3820549,
"type": "FIXED_INCOME",
"name": "MHC Commercial Mortgage Trust, CMO, Series 2021-MHC, Class A, (1-month USD CME Term SOFR + 0.915%) 5.313% 4/15/2038",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6517754,
"marketValue": 6515636,
"couponRate": 5.313,
"maturityDate": "2038-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US55316VAA26",
"cusip": "55316VAA2",
"issuer": "212281314",
"ticker": null,
"issuerName": "MHC Commercial Mortgage Trust MHC_21-MHC"
},
{
"id": 3820715,
"type": "FIXED_INCOME",
"name": "Microchip Technology, Inc. 4.90% 3/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11349000,
"marketValue": 11312138,
"couponRate": 4.9,
"maturityDate": "2028-03-15",
"fundAbbreviation": null,
"sedol": "BRBYPN7",
"isin": "US595017BK96",
"cusip": "595017BK9",
"issuer": "137007133",
"ticker": null,
"issuerName": "Microchip Technology"
},
{
"id": 3820731,
"type": "FIXED_INCOME",
"name": "Mileage Plus Holdings, LLC 6.50% 6/20/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5220000,
"marketValue": 5256660,
"couponRate": 6.5,
"maturityDate": "2027-06-20",
"fundAbbreviation": null,
"sedol": "BMGHHT6",
"isin": "US599191AA16",
"cusip": "599191AA1",
"issuer": "13087569",
"ticker": null,
"issuerName": "United Airlines Holdings"
},
{
"id": 3813343,
"type": "FIXED_INCOME",
"name": "Minejesa Capital BV 5.625% 8/10/2037",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 9305140,
"couponRate": 5.625,
"maturityDate": "2037-08-10",
"fundAbbreviation": null,
"sedol": "BDFB4B7",
"isin": "USN57445AB99",
"cusip": null,
"issuer": "212187369",
"ticker": null,
"issuerName": "Minejesa Capital BV"
},
{
"id": 3820739,
"type": "FIXED_INCOME",
"name": "Mineral Resources, Ltd. 8.00% 11/1/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5475000,
"marketValue": 5603515,
"couponRate": 8,
"maturityDate": "2027-11-01",
"fundAbbreviation": null,
"sedol": "BNRQXH9",
"isin": "US603051AC70",
"cusip": "603051AC7",
"issuer": "212040582",
"ticker": null,
"issuerName": "Mineral Resources"
},
{
"id": 3820741,
"type": "FIXED_INCOME",
"name": "Mineral Resources, Ltd. 9.25% 10/1/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7085000,
"marketValue": 7442226,
"couponRate": 9.25,
"maturityDate": "2028-10-01",
"fundAbbreviation": null,
"sedol": "BQ2LP29",
"isin": "US603051AE37",
"cusip": "603051AE3",
"issuer": "212040582",
"ticker": null,
"issuerName": "Mineral Resources"
},
{
"id": 3820749,
"type": "FIXED_INCOME",
"name": "MISC Capital Two (Labuan), Ltd. 3.75% 4/6/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13872000,
"marketValue": 13504739,
"couponRate": 3.75,
"maturityDate": "2027-04-06",
"fundAbbreviation": null,
"sedol": "BMVK0Z7",
"isin": "US60475DAB73",
"cusip": "60475DAB7",
"issuer": "212002401",
"ticker": null,
"issuerName": "Malaysia, Government of"
},
{
"id": 3813529,
"type": "FIXED_INCOME",
"name": "MISC Capital Two (Labuan), Ltd. 3.75% 4/6/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8000000,
"marketValue": 7788200,
"couponRate": 3.75,
"maturityDate": "2027-04-06",
"fundAbbreviation": null,
"sedol": "BQ3QZM3",
"isin": "USY6080GAB33",
"cusip": null,
"issuer": "212002401",
"ticker": null,
"issuerName": "Malaysia, Government of"
},
{
"id": 3820753,
"type": "FIXED_INCOME",
"name": "Mission Lane Credit Card Master Trust, Series 2024-A, Class A1, 6.20% 8/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8468000,
"marketValue": 8520976,
"couponRate": 6.2,
"maturityDate": "2029-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US60510MAY49",
"cusip": "60510MAY4",
"issuer": "212343120",
"ticker": null,
"issuerName": "Mission Lane Credit Master Trust MLANE_24-A"
},
{
"id": 3820755,
"type": "FIXED_INCOME",
"name": "Mission Lane Credit Card Master Trust, Series 2024-A, Class B, 6.58% 8/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4941000,
"marketValue": 4971817,
"couponRate": 6.59,
"maturityDate": "2029-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US60510MBA53",
"cusip": "60510MBA5",
"issuer": "212343120",
"ticker": null,
"issuerName": "Mission Lane Credit Master Trust MLANE_24-A"
},
{
"id": 3820763,
"type": "FIXED_INCOME",
"name": "Mitsubishi UFJ Financial Group, Inc. 5.258% 4/17/2030 (1-year UST Yield Curve Rate T Note Constant Maturity + 0.82% on 4/17/2029)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10089240,
"couponRate": 5.258,
"maturityDate": "2030-04-17",
"fundAbbreviation": null,
"sedol": "BSVHY14",
"isin": "US606822DE19",
"cusip": "606822DE1",
"issuer": "172080308",
"ticker": null,
"issuerName": "Mitsubishi UFJ Financial Group"
},
{
"id": 3820761,
"type": "FIXED_INCOME",
"name": "Mitsubishi UFJ Financial Group, Inc. 5.422% 2/22/2029 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.38% on 2/22/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10146560,
"couponRate": 5.422,
"maturityDate": "2029-02-22",
"fundAbbreviation": null,
"sedol": "BMTY664",
"isin": "US606822CS14",
"cusip": "606822CS1",
"issuer": "172080308",
"ticker": null,
"issuerName": "Mitsubishi UFJ Financial Group"
},
{
"id": 3820765,
"type": "FIXED_INCOME",
"name": "Mizuho Financial Group, Inc. 1.234% 5/22/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 0.67% on 5/22/2026)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 9523420,
"couponRate": 1.234,
"maturityDate": "2027-05-22",
"fundAbbreviation": null,
"sedol": "BNNNK62",
"isin": "US60687YBP34",
"cusip": "60687YBP3",
"issuer": "89082769",
"ticker": null,
"issuerName": "Mizuho Financial Group"
},
{
"id": 3813321,
"type": "FIXED_INCOME",
"name": "Modec Finance BV 7.84% 7/15/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 5027000,
"couponRate": 7.84,
"maturityDate": "2026-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": null,
"cusip": null,
"issuer": "212326858",
"ticker": null,
"issuerName": "Modec Finance BV"
},
{
"id": 3820777,
"type": "FIXED_INCOME",
"name": "Molina Healthcare, Inc. 3.875% 5/15/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15500000,
"marketValue": 13462572,
"couponRate": 3.875,
"maturityDate": "2032-05-15",
"fundAbbreviation": null,
"sedol": "BL0PD68",
"isin": "US60855RAL42",
"cusip": "60855RAL4",
"issuer": "82082974",
"ticker": null,
"issuerName": "Molina Healthcare"
},
{
"id": 3820779,
"type": "FIXED_INCOME",
"name": "Monongahela Power Co. 3.55% 5/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4800000,
"marketValue": 4659682,
"couponRate": 3.55,
"maturityDate": "2027-05-15",
"fundAbbreviation": null,
"sedol": "BF35NP2",
"isin": "US610202BR34",
"cusip": "610202BR3",
"issuer": "206072922",
"ticker": null,
"issuerName": "FirstEnergy"
},
{
"id": 3820841,
"type": "FIXED_INCOME",
"name": "Morgan Stanley 1.593% 5/4/2027 (USD-SOFR + 0.879% on 5/4/2026)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7898000,
"marketValue": 7572602,
"couponRate": 1.593,
"maturityDate": "2027-05-04",
"fundAbbreviation": null,
"sedol": "BN6R4D6",
"isin": "US61772BAB99",
"cusip": "61772BAB9",
"issuer": "95001579",
"ticker": null,
"issuerName": "Morgan Stanley"
},
{
"id": 3820801,
"type": "FIXED_INCOME",
"name": "Morgan Stanley 1.794% 2/13/2032 (USD-SOFR + 1.034% on 2/13/2031)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9592000,
"marketValue": 7829134,
"couponRate": 1.794,
"maturityDate": "2032-02-15",
"fundAbbreviation": null,
"sedol": "BMWH712",
"isin": "US6174468U61",
"cusip": "6174468U6",
"issuer": "95001579",
"ticker": null,
"issuerName": "Morgan Stanley"
},
{
"id": 3820795,
"type": "FIXED_INCOME",
"name": "Morgan Stanley 4.968% 7/14/2028 (USD-SOFR + 0.93% on 7/14/2027)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7250000,
"marketValue": 7274962,
"couponRate": 4.968,
"maturityDate": "2028-07-14",
"fundAbbreviation": null,
"sedol": "BRC1612",
"isin": "US61690U8E33",
"cusip": "61690U8E3",
"issuer": "212237279",
"ticker": null,
"issuerName": "Morgan Stanley Bank Na"
},
{
"id": 3820807,
"type": "FIXED_INCOME",
"name": "Morgan Stanley 5.297% 4/20/2037 (USD-SOFR + 2.62% on 4/20/2032)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13453000,
"marketValue": 13078428,
"couponRate": 5.297,
"maturityDate": "2037-04-20",
"fundAbbreviation": null,
"sedol": "BP4X0Z4",
"isin": "US61747YES00",
"cusip": "61747YES0",
"issuer": "95001579",
"ticker": null,
"issuerName": "Morgan Stanley"
},
{
"id": 3820799,
"type": "FIXED_INCOME",
"name": "Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C32, Class A-4, 3.72% 12/15/2049",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5280000,
"marketValue": 5136732,
"couponRate": 3.72,
"maturityDate": "2049-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US61691GAS93",
"cusip": "61691GAS9",
"issuer": "212216345",
"ticker": null,
"issuerName": "Morgan Stanley Baml Trust MSBAM_"
},
{
"id": 3820849,
"type": "FIXED_INCOME",
"name": "Morgan Stanley Residential Mortgage Loan Trust, Series 2024-INV3, Class A1, 6.5% 6/25/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9893495,
"marketValue": 10042125,
"couponRate": 6.5,
"maturityDate": "2054-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US61776GAA67",
"cusip": "61776GAA6",
"issuer": "212351438",
"ticker": null,
"issuerName": "Morgan Stanley Residential Mortgage Loan Trust MSRM_24-INV3"
},
{
"id": 3820851,
"type": "FIXED_INCOME",
"name": "Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM2, Class A1, 6.386% 5/25/2069 (7.386% on 5/1/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13405560,
"marketValue": 13540018,
"couponRate": 6.386,
"maturityDate": "2069-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US61776HAA41",
"cusip": "61776HAA4",
"issuer": "212341967",
"ticker": null,
"issuerName": "Morgan Stanley Residential Mortgage Loan Trust 2024-NQM2"
},
{
"id": 3820845,
"type": "FIXED_INCOME",
"name": "Morongo Band of Mission Indians (The) 7.00% 10/1/2039",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11225000,
"marketValue": 11740228,
"couponRate": 7,
"maturityDate": "2039-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US617734AG30",
"cusip": "617734AG3",
"issuer": "138092570",
"ticker": null,
"issuerName": "Morongo Band of Mission Indians"
},
{
"id": 3820551,
"type": "FIXED_INCOME",
"name": "MPT Operating Partnership, LP 3.50% 3/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13000000,
"marketValue": 8204196,
"couponRate": 3.5,
"maturityDate": "2031-03-15",
"fundAbbreviation": null,
"sedol": "BM9GSY2",
"isin": "US55342UAM62",
"cusip": "55342UAM6",
"issuer": "211088827",
"ticker": null,
"issuerName": "Medical Properties Trust"
},
{
"id": 3820859,
"type": "FIXED_INCOME",
"name": "Murphy Oil Corp. 6.375% 7/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5116000,
"marketValue": 5140275,
"couponRate": 6.375,
"maturityDate": "2028-07-15",
"fundAbbreviation": null,
"sedol": "BMCDDR8",
"isin": "US626717AN25",
"cusip": "626717AN2",
"issuer": "178003782",
"ticker": null,
"issuerName": "Murphy Oil"
},
{
"id": 3820861,
"type": "FIXED_INCOME",
"name": "Murphy Oil USA, Inc. 3.75% 2/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10160000,
"marketValue": 8964544,
"couponRate": 3.75,
"maturityDate": "2031-02-15",
"fundAbbreviation": null,
"sedol": "BND9P09",
"isin": "US626738AF53",
"cusip": "626738AF5",
"issuer": "212003897",
"ticker": null,
"issuerName": "Murphy USA"
},
{
"id": 3820889,
"type": "FIXED_INCOME",
"name": "National Australia Bank, Ltd. 4.787% 1/10/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12000000,
"marketValue": 12023136,
"couponRate": 4.787,
"maturityDate": "2029-01-10",
"fundAbbreviation": null,
"sedol": "BQPG714",
"isin": "US63253QAG91",
"cusip": "63253QAG9",
"issuer": "18003834",
"ticker": null,
"issuerName": "National Australia Bank"
},
{
"id": 3820887,
"type": "FIXED_INCOME",
"name": "National Australia Bank, Ltd. 4.90% 6/13/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 5027330,
"couponRate": 4.9,
"maturityDate": "2028-06-13",
"fundAbbreviation": null,
"sedol": "BRDWDH9",
"isin": "US63253QAE44",
"cusip": "63253QAE4",
"issuer": "18003834",
"ticker": null,
"issuerName": "National Australia Bank"
},
{
"id": 3820891,
"type": "FIXED_INCOME",
"name": "National Australia Bank, Ltd. 5.087% 6/11/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10121260,
"couponRate": 5.087,
"maturityDate": "2027-06-11",
"fundAbbreviation": null,
"sedol": "BR3T961",
"isin": "US63253QAJ31",
"cusip": "63253QAJ3",
"issuer": "18003834",
"ticker": null,
"issuerName": "National Australia Bank"
},
{
"id": 3821635,
"type": "FIXED_INCOME",
"name": "NatWest Group PLC 3.07% 5/22/2028 (1-year UST Yield Curve Rate T Note Constant Maturity + 2.55% on 5/22/2027)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7500000,
"marketValue": 7175445,
"couponRate": 3.073,
"maturityDate": "2028-05-22",
"fundAbbreviation": null,
"sedol": "BMGLSV7",
"isin": "US780097BP50",
"cusip": "780097BP5",
"issuer": "93004757",
"ticker": null,
"issuerName": "Natwest Group"
},
{
"id": 3821633,
"type": "FIXED_INCOME",
"name": "NatWest Group PLC 4.445% 5/8/2030 (3-month USD-LIBOR + 1.871% on 5/5/2029)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9464000,
"marketValue": 9133801,
"couponRate": 4.445,
"maturityDate": "2030-05-08",
"fundAbbreviation": null,
"sedol": "BJXS2H4",
"isin": "US780097BL47",
"cusip": "780097BL4",
"issuer": "93004757",
"ticker": null,
"issuerName": "Natwest Group"
},
{
"id": 3820901,
"type": "FIXED_INCOME",
"name": "Navient Corp. 5.00% 3/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6250000,
"marketValue": 6130519,
"couponRate": 5,
"maturityDate": "2027-03-15",
"fundAbbreviation": null,
"sedol": "BL97KP3",
"isin": "US63938CAK45",
"cusip": "63938CAK4",
"issuer": "212011313",
"ticker": null,
"issuerName": "Navient"
},
{
"id": 3820899,
"type": "FIXED_INCOME",
"name": "Navient Corp. 6.75% 6/25/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10017000,
"couponRate": 6.75,
"maturityDate": "2025-06-25",
"fundAbbreviation": null,
"sedol": "BF0P2W5",
"isin": "US63938CAH16",
"cusip": "63938CAH1",
"issuer": "212011313",
"ticker": null,
"issuerName": "Navient"
},
{
"id": 3820893,
"type": "FIXED_INCOME",
"name": "NCR Atleos Corp. 9.50% 4/1/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9383000,
"marketValue": 10173471,
"couponRate": 9.5,
"maturityDate": "2029-04-01",
"fundAbbreviation": null,
"sedol": "BRCDDH3",
"isin": "US638962AA84",
"cusip": "638962AA8",
"issuer": "212330217",
"ticker": null,
"issuerName": "NCR Atleos"
},
{
"id": 3820925,
"type": "FIXED_INCOME",
"name": "Netflix, Inc. 4.875% 4/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8125000,
"marketValue": 8162253,
"couponRate": 4.875,
"maturityDate": "2028-04-15",
"fundAbbreviation": null,
"sedol": "BG47ZP8",
"isin": "US64110LAS51",
"cusip": "64110LAS5",
"issuer": "21081853",
"ticker": null,
"issuerName": "Netflix"
},
{
"id": 3820935,
"type": "FIXED_INCOME",
"name": "Netflix, Inc. 4.90% 8/15/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9078000,
"marketValue": 8895033,
"couponRate": 4.9,
"maturityDate": "2034-08-15",
"fundAbbreviation": null,
"sedol": "BR2NKN8",
"isin": "US64110LAZ94",
"cusip": "64110LAZ9",
"issuer": "21081853",
"ticker": null,
"issuerName": "Netflix"
},
{
"id": 3820927,
"type": "FIXED_INCOME",
"name": "Netflix, Inc. 5.875% 11/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11822000,
"marketValue": 12257061,
"couponRate": 5.875,
"maturityDate": "2028-11-15",
"fundAbbreviation": null,
"sedol": "BJRDX72",
"isin": "US64110LAT35",
"cusip": "64110LAT3",
"issuer": "21081853",
"ticker": null,
"issuerName": "Netflix"
},
{
"id": 3820933,
"type": "FIXED_INCOME",
"name": "Netflix, Inc. 6.375% 5/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10060000,
"marketValue": 10667523,
"couponRate": 6.375,
"maturityDate": "2029-05-15",
"fundAbbreviation": null,
"sedol": "BK724H3",
"isin": "US64110LAX47",
"cusip": "64110LAX4",
"issuer": "21081853",
"ticker": null,
"issuerName": "Netflix"
},
{
"id": 3820941,
"type": "FIXED_INCOME",
"name": "New Economy Assets Phase 1 Issuer, LLC, Series 2021-1, Class B1, 2.41% 10/20/2061",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5195000,
"marketValue": 4672196,
"couponRate": 2.41,
"maturityDate": "2061-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US643821AB76",
"cusip": "643821AB7",
"issuer": "212290617",
"ticker": null,
"issuerName": "New Economy Assets - Phase 1 Sponsor"
},
{
"id": 3820947,
"type": "FIXED_INCOME",
"name": "New Residential Mortgage Loan Trust, Series 2020-RPL1, Class A1, 2.75% 11/25/2059",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7324893,
"marketValue": 6978294,
"couponRate": 2.75,
"maturityDate": "2059-11-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US64828XAA19",
"cusip": "64828XAA1",
"issuer": "212270851",
"ticker": null,
"issuerName": "New Residential Mortgage Loan Trust NRZT_20-RPL1"
},
{
"id": 3820965,
"type": "FIXED_INCOME",
"name": "News Corp. 3.875% 5/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6000000,
"marketValue": 5570916,
"couponRate": 3.875,
"maturityDate": "2029-05-15",
"fundAbbreviation": null,
"sedol": "BMV9PS2",
"isin": "US65249BAA70",
"cusip": "65249BAA7",
"issuer": "212002411",
"ticker": null,
"issuerName": "News Corp"
},
{
"id": 3820967,
"type": "FIXED_INCOME",
"name": "News Corp. 5.125% 2/15/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8175000,
"marketValue": 7722301,
"couponRate": 5.125,
"maturityDate": "2032-02-15",
"fundAbbreviation": null,
"sedol": "BNNT9V8",
"isin": "US65249BAB53",
"cusip": "65249BAB5",
"issuer": "212002411",
"ticker": null,
"issuerName": "News Corp"
},
{
"id": 3820959,
"type": "FIXED_INCOME",
"name": "New York Life Global Funding 4.90% 6/13/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7500000,
"marketValue": 7537208,
"couponRate": 4.9,
"maturityDate": "2028-06-13",
"fundAbbreviation": null,
"sedol": "BRDXP87",
"isin": "US64952WFD02",
"cusip": "64952WFD0",
"issuer": "33083561",
"ticker": null,
"issuerName": "New York Life"
},
{
"id": 3821085,
"type": "FIXED_INCOME",
"name": "New York Mortgage Trust, Series 2024-CP1, Class A1, 0% 2/25/2068",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5420994,
"marketValue": 4997214,
"couponRate": 0,
"maturityDate": "2068-02-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67118PAA03",
"cusip": "67118PAA0",
"issuer": "212336947",
"ticker": null,
"issuerName": "NYMT Loan Trust 2024-CP1"
},
{
"id": 3820867,
"type": "FIXED_INCOME",
"name": "NGL Energy Operating, LLC 8.375% 2/15/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8200000,
"marketValue": 8271520,
"couponRate": 8.375,
"maturityDate": "2032-02-15",
"fundAbbreviation": null,
"sedol": "BPG27W5",
"isin": "US62922LAD01",
"cusip": "62922LAD0",
"issuer": "212003053",
"ticker": null,
"issuerName": "NGL Energy Partners"
},
{
"id": 3820977,
"type": "FIXED_INCOME",
"name": "NIKE, Inc. 2.40% 3/27/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8656000,
"marketValue": 8611145,
"couponRate": 2.4,
"maturityDate": "2025-03-27",
"fundAbbreviation": null,
"sedol": "BKSG5F9",
"isin": "US654106AH65",
"cusip": "654106AH6",
"issuer": "139003955",
"ticker": null,
"issuerName": "Nike"
},
{
"id": 3820983,
"type": "FIXED_INCOME",
"name": "NiSource, Inc. 5.40% 6/30/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 5008485,
"couponRate": 5.4,
"maturityDate": "2033-06-30",
"fundAbbreviation": null,
"sedol": "BRJVJ83",
"isin": "US65473PAP09",
"cusip": "65473PAP0",
"issuer": "199003803",
"ticker": null,
"issuerName": "NiSource"
},
{
"id": 3820991,
"type": "FIXED_INCOME",
"name": "Nissan Motor Acceptance Co., LLC 1.85% 9/16/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4874000,
"marketValue": 4584982,
"couponRate": 1.85,
"maturityDate": "2026-09-16",
"fundAbbreviation": null,
"sedol": "BP37SV9",
"isin": "US65480CAC91",
"cusip": "65480CAC9",
"issuer": "212286330",
"ticker": null,
"issuerName": "Nissan Motor Acceptance Company LLC"
},
{
"id": 3820993,
"type": "FIXED_INCOME",
"name": "Nissan Motor Acceptance Co., LLC 2.45% 9/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 13319895,
"couponRate": 2.45,
"maturityDate": "2028-09-15",
"fundAbbreviation": null,
"sedol": "BNKHR88",
"isin": "US65480CAD74",
"cusip": "65480CAD7",
"issuer": "212286330",
"ticker": null,
"issuerName": "Nissan Motor Acceptance Company LLC"
},
{
"id": 3820985,
"type": "FIXED_INCOME",
"name": "Nissan Motor Acceptance Co., LLC 2.75% 3/9/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11315000,
"marketValue": 10292181,
"couponRate": 2.75,
"maturityDate": "2028-03-09",
"fundAbbreviation": null,
"sedol": "BL656M9",
"isin": "US654740BT54",
"cusip": "654740BT5",
"issuer": "212286330",
"ticker": null,
"issuerName": "Nissan Motor Acceptance Company LLC"
},
{
"id": 3821005,
"type": "FIXED_INCOME",
"name": "Nomura Holdings, Inc. (USD-SOFR + 1.25%) 4.31% 7/2/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 5043125,
"couponRate": 4.31,
"maturityDate": "2027-07-02",
"fundAbbreviation": null,
"sedol": "BT3K4P2",
"isin": "US65535HBQ11",
"cusip": "65535HBQ1",
"issuer": "2004030",
"ticker": null,
"issuerName": "Nomura Holdings"
},
{
"id": 3821011,
"type": "FIXED_INCOME",
"name": "NongHyup Bank 4.875% 7/3/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13213000,
"marketValue": 13181540,
"couponRate": 4.875,
"maturityDate": "2028-07-03",
"fundAbbreviation": null,
"sedol": "BJK6DY5",
"isin": "US65540JAK43",
"cusip": "65540JAK4",
"issuer": "127097011",
"ticker": null,
"issuerName": "NongHyup Bank"
},
{
"id": 3821015,
"type": "FIXED_INCOME",
"name": "Norfolk Southern Corp. 5.05% 8/1/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10148000,
"marketValue": 10264387,
"couponRate": 5.05,
"maturityDate": "2030-08-01",
"fundAbbreviation": null,
"sedol": "BRZW1B7",
"isin": "US655844CR73",
"cusip": "655844CR7",
"issuer": "13004041",
"ticker": null,
"issuerName": "Norfolk Southern"
},
{
"id": 3821017,
"type": "FIXED_INCOME",
"name": "Norfolk Southern Corp. 5.35% 8/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10307000,
"marketValue": 9822509,
"couponRate": 5.35,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": "BRZW957",
"isin": "US655844CS56",
"cusip": "655844CS5",
"issuer": "13004041",
"ticker": null,
"issuerName": "Norfolk Southern"
},
{
"id": 3821023,
"type": "FIXED_INCOME",
"name": "Northern States Power Co. 2.25% 4/1/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8221000,
"marketValue": 7007030,
"couponRate": 2.25,
"maturityDate": "2031-04-01",
"fundAbbreviation": null,
"sedol": "BMWX2Q0",
"isin": "US665772CT43",
"cusip": "665772CT4",
"issuer": "37004065",
"ticker": null,
"issuerName": "Xcel Energy"
},
{
"id": 3821021,
"type": "FIXED_INCOME",
"name": "Northern States Power Co. 2.60% 6/1/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9872000,
"marketValue": 5904029,
"couponRate": 2.6,
"maturityDate": "2051-06-01",
"fundAbbreviation": null,
"sedol": "BMC8VZ7",
"isin": "US665772CS69",
"cusip": "665772CS6",
"issuer": "37004065",
"ticker": null,
"issuerName": "Xcel Energy"
},
{
"id": 3821037,
"type": "FIXED_INCOME",
"name": "Northwestern Mutual Life Insurance Co. (The) 4.90% 6/12/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12000000,
"marketValue": 12011736,
"couponRate": 4.9,
"maturityDate": "2028-06-12",
"fundAbbreviation": null,
"sedol": "BRBKHJ5",
"isin": "US66815L2M02",
"cusip": "66815L2M0",
"issuer": "212277932",
"ticker": null,
"issuerName": "Northwestern Mutual Global Funding"
},
{
"id": 3821045,
"type": "FIXED_INCOME",
"name": "NOVA Chemicals Corp. 4.25% 5/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5535000,
"marketValue": 5011538,
"couponRate": 4.25,
"maturityDate": "2029-05-15",
"fundAbbreviation": null,
"sedol": "BL6C9L0",
"isin": "US66977WAS89",
"cusip": "66977WAS8",
"issuer": "212183661",
"ticker": null,
"issuerName": "NOVA Chemicals Corp"
},
{
"id": 3821043,
"type": "FIXED_INCOME",
"name": "NOVA Chemicals Corp. 5.25% 6/1/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7500000,
"marketValue": 7295618,
"couponRate": 5.25,
"maturityDate": "2027-06-01",
"fundAbbreviation": null,
"sedol": "BYZQ6H9",
"isin": "US66977WAR07",
"cusip": "66977WAR0",
"issuer": "212183661",
"ticker": null,
"issuerName": "NOVA Chemicals Corp"
},
{
"id": 3821049,
"type": "FIXED_INCOME",
"name": "NOVA Chemicals Corp. 9.00% 2/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7205000,
"marketValue": 7609164,
"couponRate": 9,
"maturityDate": "2030-02-15",
"fundAbbreviation": null,
"sedol": "BPSQS11",
"isin": "US66977WAU36",
"cusip": "66977WAU3",
"issuer": "212183661",
"ticker": null,
"issuerName": "NOVA Chemicals Corp"
},
{
"id": 3821053,
"type": "FIXED_INCOME",
"name": "Novartis Capital Corp. 2.20% 8/14/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9078000,
"marketValue": 7953735,
"couponRate": 2.2,
"maturityDate": "2030-08-14",
"fundAbbreviation": null,
"sedol": "BKTHBV9",
"isin": "US66989HAR93",
"cusip": "66989HAR9",
"issuer": "17011677",
"ticker": null,
"issuerName": "Novartis"
},
{
"id": 3821055,
"type": "FIXED_INCOME",
"name": "Nutrien, Ltd. 5.40% 6/21/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6000000,
"marketValue": 5964702,
"couponRate": 5.4,
"maturityDate": "2034-06-21",
"fundAbbreviation": null,
"sedol": "BL569N5",
"isin": "US67077MBD92",
"cusip": "67077MBD9",
"issuer": "212194753",
"ticker": null,
"issuerName": "Nutrien"
},
{
"id": 3821123,
"type": "FIXED_INCOME",
"name": "Occidental Petroleum Corp. 5.55% 10/1/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7539000,
"marketValue": 7337927,
"couponRate": 5.55,
"maturityDate": "2034-10-01",
"fundAbbreviation": null,
"sedol": "BQ5HTN3",
"isin": "US674599EL59",
"cusip": "674599EL5",
"issuer": "85004113",
"ticker": null,
"issuerName": "Occidental Petroleum"
},
{
"id": 3821117,
"type": "FIXED_INCOME",
"name": "Occidental Petroleum Corp. 6.125% 1/1/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5698000,
"marketValue": 5834154,
"couponRate": 6.125,
"maturityDate": "2031-01-01",
"fundAbbreviation": null,
"sedol": "BMHLJ91",
"isin": "US674599EF81",
"cusip": "674599EF8",
"issuer": "85004113",
"ticker": null,
"issuerName": "Occidental Petroleum"
},
{
"id": 3821125,
"type": "FIXED_INCOME",
"name": "Ocean Trails CLO, Series 2022-12A, Class B1R, (3-month USD CME Term SOFR + 1.75%) 6.367% 7/20/2035",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8000000,
"marketValue": 8011536,
"couponRate": 6.367,
"maturityDate": "2035-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67515DAW83",
"cusip": "67515DAW8",
"issuer": "212299229",
"ticker": null,
"issuerName": "Ocean Trails CLO XII"
},
{
"id": 3821071,
"type": "FIXED_INCOME",
"name": "OCI NV 6.70% 3/16/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9249000,
"marketValue": 9329679,
"couponRate": 6.7,
"maturityDate": "2033-03-16",
"fundAbbreviation": null,
"sedol": "BNYLD22",
"isin": "US67116NAA72",
"cusip": "67116NAA7",
"issuer": "212028231",
"ticker": null,
"issuerName": "OCI"
},
{
"id": 3821067,
"type": "FIXED_INCOME",
"name": "OCP CLO, Ltd., Series 2018-15A, Class A1, (3-month USD CME Term SOFR + 1.362%) 5.979% 7/20/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7529543,
"marketValue": 7529543,
"couponRate": 5.979,
"maturityDate": "2031-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67112KAA79",
"cusip": "67112KAA7",
"issuer": "212320018",
"ticker": null,
"issuerName": "OCP CLO Ltd OCP_18-15A"
},
{
"id": 3813381,
"type": "FIXED_INCOME",
"name": "Oil & Natural Gas Corp., Ltd. 3.375% 12/5/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4609920,
"couponRate": 3.375,
"maturityDate": "2029-12-05",
"fundAbbreviation": null,
"sedol": "BKPGBT8",
"isin": "XS2087717364",
"cusip": null,
"issuer": "212172545",
"ticker": null,
"issuerName": "India, Republic of"
},
{
"id": 3813453,
"type": "FIXED_INCOME",
"name": "Oleoducto Central SA 4.00% 7/14/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8569000,
"marketValue": 8110644,
"couponRate": 4,
"maturityDate": "2027-07-14",
"fundAbbreviation": null,
"sedol": "BN2SQ82",
"isin": "USP7358RAD81",
"cusip": null,
"issuer": "134010310",
"ticker": null,
"issuerName": "Colombia, Republic of"
},
{
"id": 3821135,
"type": "FIXED_INCOME",
"name": "Oleoducto Central SA 4.00% 7/14/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4960000,
"marketValue": 4694690,
"couponRate": 4,
"maturityDate": "2027-07-14",
"fundAbbreviation": null,
"sedol": "BN4CG48",
"isin": "US680617AC18",
"cusip": "680617AC1",
"issuer": "134010310",
"ticker": null,
"issuerName": "Colombia, Republic of"
},
{
"id": 3821081,
"type": "FIXED_INCOME",
"name": "OnDeck Asset Securitization Trust, LLC, Series 2024-1, Class A, 6.27% 6/17/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11946000,
"marketValue": 12074193,
"couponRate": 6.27,
"maturityDate": "2031-06-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67118NAA54",
"cusip": "67118NAA5",
"issuer": "212341284",
"ticker": null,
"issuerName": "Ondeck Asset Securitization Trust LLC ONDK_24-1"
},
{
"id": 3821061,
"type": "FIXED_INCOME",
"name": "Ondeck Asset Securitization Trust, LLC, Series 2024-2A, Class A, 4.98% 10/17/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12728000,
"marketValue": 12480275,
"couponRate": 4.98,
"maturityDate": "2031-10-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67108SAD09",
"cusip": "67108SAD0",
"issuer": "212348851",
"ticker": null,
"issuerName": "Ondeck Asset Securitization Trust LLC ONDK_24-2"
},
{
"id": 3821153,
"type": "FIXED_INCOME",
"name": "OneMain Finance Corp. 7.875% 3/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9120000,
"marketValue": 9522757,
"couponRate": 7.875,
"maturityDate": "2030-03-15",
"fundAbbreviation": null,
"sedol": "BP0R3H3",
"isin": "US682691AE03",
"cusip": "682691AE0",
"issuer": "212005513",
"ticker": null,
"issuerName": "OneMain Holdings"
},
{
"id": 3821151,
"type": "FIXED_INCOME",
"name": "ONEOK, Inc. 5.65% 11/1/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11023000,
"marketValue": 11250834,
"couponRate": 5.65,
"maturityDate": "2028-11-01",
"fundAbbreviation": null,
"sedol": "BMZ6BK3",
"isin": "US682680BJ18",
"cusip": "682680BJ1",
"issuer": "130004158",
"ticker": null,
"issuerName": "ONEOK"
},
{
"id": 3821095,
"type": "FIXED_INCOME",
"name": "Onslow Bay Financial, LLC, Series 2024-NQM11, Class A1, 5.875% 6/25/2064 (6.825% on 7/1/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9111416,
"marketValue": 9146759,
"couponRate": 5.875,
"maturityDate": "2064-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67119EAA47",
"cusip": "67119EAA4",
"issuer": "212345576",
"ticker": null,
"issuerName": "OBX 2024-NQM11 Trust"
},
{
"id": 3821109,
"type": "FIXED_INCOME",
"name": "Onslow Bay Financial, LLC, Series 2024-NQM1, Class A1, 5.928% 11/25/2063 (6.928% on 12/1/2027)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7248882,
"marketValue": 7290860,
"couponRate": 5.928,
"maturityDate": "2063-11-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67448LAA08",
"cusip": "67448LAA0",
"issuer": "212333744",
"ticker": null,
"issuerName": "OBX 2024-NQM1 Trust"
},
{
"id": 3821113,
"type": "FIXED_INCOME",
"name": "Onslow Bay Financial, LLC, Series 2024-NQM5, Class A1, 5.988% 3/25/2028 (6.988% on 3/1/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10834916,
"marketValue": 10898040,
"couponRate": 5.988,
"maturityDate": "2028-03-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67448NAA63",
"cusip": "67448NAA6",
"issuer": "212337741",
"ticker": null,
"issuerName": "OBX 2024-NQM5 Trust"
},
{
"id": 3821091,
"type": "FIXED_INCOME",
"name": "Onslow Bay Financial, LLC, Series 2024-NQM6, Class A1, 6.447% 2/25/2064 (7.447% on 4/1/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9378298,
"marketValue": 9479002,
"couponRate": 6.447,
"maturityDate": "2064-02-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67118XAA37",
"cusip": "67118XAA3",
"issuer": "212338959",
"ticker": null,
"issuerName": "OBX 2024-NQM6 Trust"
},
{
"id": 3821107,
"type": "FIXED_INCOME",
"name": "Onslow Bay Financial Mortgage Loan Trust, Series 2023-NQM4, Class A1, 6.113% 3/25/2063 (7.113% on 5/1/2027)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5972376,
"marketValue": 6005254,
"couponRate": 6.113,
"maturityDate": "2063-03-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67448GAA13",
"cusip": "67448GAA1",
"issuer": "212324044",
"ticker": null,
"issuerName": "Onslow Bay Financial LLC OBX_2023-NQM4"
},
{
"id": 3821111,
"type": "FIXED_INCOME",
"name": "Onslow Bay Financial Mortgage Loan Trust, Series 2024-HYB1, Class A1, 3.627% 3/25/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9508932,
"marketValue": 9360517,
"couponRate": 3.627,
"maturityDate": "2053-03-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67448MAA80",
"cusip": "67448MAA8",
"issuer": "212336061",
"ticker": null,
"issuerName": "OBX 2024-HYB1 Trust"
},
{
"id": 3821155,
"type": "FIXED_INCOME",
"name": "Open Text Corp. 3.875% 2/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6500000,
"marketValue": 6128668,
"couponRate": 3.875,
"maturityDate": "2028-02-15",
"fundAbbreviation": null,
"sedol": "BL5P749",
"isin": "US683715AC05",
"cusip": "683715AC0",
"issuer": "137077729",
"ticker": null,
"issuerName": "Open Text"
},
{
"id": 3821157,
"type": "FIXED_INCOME",
"name": "Oportun Funding, LLC, Series 2021-B, Class A, 1.47% 5/8/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6599880,
"marketValue": 6390630,
"couponRate": 1.47,
"maturityDate": "2031-05-08",
"fundAbbreviation": null,
"sedol": null,
"isin": "US68377GAA40",
"cusip": "68377GAA4",
"issuer": "212282217",
"ticker": null,
"issuerName": "Oportun Funding LLC OPTN_21-B"
},
{
"id": 3813407,
"type": "FIXED_INCOME",
"name": "Orbia Advance Corp, SAB de CV 2.875% 5/11/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7000000,
"marketValue": 5755442,
"couponRate": 2.875,
"maturityDate": "2031-05-11",
"fundAbbreviation": null,
"sedol": "BMBVMW1",
"isin": "USP7S81YAC93",
"cusip": null,
"issuer": "19097327",
"ticker": null,
"issuerName": "Orbia Advance"
},
{
"id": 3821231,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 3.30% 12/1/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13377000,
"marketValue": 12785362,
"couponRate": 3.3,
"maturityDate": "2027-12-01",
"fundAbbreviation": null,
"sedol": "BG88F02",
"isin": "US694308HW04",
"cusip": "694308HW0",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821257,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 4.40% 3/1/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4830000,
"marketValue": 4549309,
"couponRate": 4.4,
"maturityDate": "2032-03-01",
"fundAbbreviation": null,
"sedol": "BPP37V8",
"isin": "US694308KC03",
"cusip": "694308KC0",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821273,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 5.90% 10/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10625000,
"marketValue": 10493834,
"couponRate": 5.9,
"maturityDate": "2054-10-01",
"fundAbbreviation": null,
"sedol": "BTFK546",
"isin": "US694308KT38",
"cusip": "694308KT3",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821263,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 6.70% 4/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9880000,
"marketValue": 10707025,
"couponRate": 6.7,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": "BN7B2Q6",
"isin": "US694308KK29",
"cusip": "694308KK2",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821283,
"type": "FIXED_INCOME",
"name": "PacifiCorp 2.70% 9/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12553000,
"marketValue": 11097291,
"couponRate": 2.7,
"maturityDate": "2030-09-15",
"fundAbbreviation": null,
"sedol": "BL96VC4",
"isin": "US695114CW67",
"cusip": "695114CW6",
"issuer": "51000687",
"ticker": null,
"issuerName": "Berkshire Hathaway"
},
{
"id": 3821285,
"type": "FIXED_INCOME",
"name": "PacifiCorp 3.30% 3/15/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7875000,
"marketValue": 5120317,
"couponRate": 3.3,
"maturityDate": "2051-03-15",
"fundAbbreviation": null,
"sedol": "BL96VF7",
"isin": "US695114CX41",
"cusip": "695114CX4",
"issuer": "51000687",
"ticker": null,
"issuerName": "Berkshire Hathaway"
},
{
"id": 3821281,
"type": "FIXED_INCOME",
"name": "PacifiCorp 4.15% 2/15/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12175000,
"marketValue": 9409412,
"couponRate": 4.15,
"maturityDate": "2050-02-15",
"fundAbbreviation": null,
"sedol": "BHXCMN8",
"isin": "US695114CV84",
"cusip": "695114CV8",
"issuer": "51000687",
"ticker": null,
"issuerName": "Berkshire Hathaway"
},
{
"id": 3821289,
"type": "FIXED_INCOME",
"name": "PacifiCorp 5.35% 12/1/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13887000,
"marketValue": 12781234,
"couponRate": 5.35,
"maturityDate": "2053-12-01",
"fundAbbreviation": null,
"sedol": "BPCPZ91",
"isin": "US695114CZ98",
"cusip": "695114CZ9",
"issuer": "51000687",
"ticker": null,
"issuerName": "Berkshire Hathaway"
},
{
"id": 3821299,
"type": "FIXED_INCOME",
"name": "Palmer Square Loan Funding, Ltd., CLO, Series 2022-3, Class A1AR, (3-month USD CME Term SOFR + 1.10%) 5.756% 4/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12549566,
"marketValue": 12555289,
"couponRate": 5.756,
"maturityDate": "2031-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69690CAL72",
"cusip": "69690CAL7",
"issuer": "212312145",
"ticker": null,
"issuerName": "Palmer Square Loan Funding Ltd PSTAT_22-3"
},
{
"id": 3821317,
"type": "FIXED_INCOME",
"name": "Palmer Square Loan Funding, Ltd., Series 2024-2A, Class B, (3-month USD CME Term SOFR + 1.70%) 6.15% 1/15/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13000000,
"marketValue": 13000000,
"couponRate": 6.15,
"maturityDate": "2033-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69703RAE53",
"cusip": "69703RAE5",
"issuer": "212350441",
"ticker": null,
"issuerName": "Palmer Square Loan Funding 2024-2"
},
{
"id": 3821319,
"type": "FIXED_INCOME",
"name": "Palmer Square Loan Funding, Ltd., Series 2024-2A, Class C, (3-month USD CME Term SOFR + 2.50%) 6.95% 1/15/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9245000,
"marketValue": 9245000,
"couponRate": 6.95,
"maturityDate": "2033-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69703RAG02",
"cusip": "69703RAG0",
"issuer": "212350441",
"ticker": null,
"issuerName": "Palmer Square Loan Funding 2024-2"
},
{
"id": 3813365,
"type": "FIXED_INCOME",
"name": "Panama (Republic of) 3.75% 4/17/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10772000,
"marketValue": 10420833,
"couponRate": 3.75,
"maturityDate": "2026-04-17",
"fundAbbreviation": null,
"sedol": "BHL1BF2",
"isin": "PAL634445TA1",
"cusip": null,
"issuer": "212002405",
"ticker": null,
"issuerName": "Panama, Republic of"
},
{
"id": 3821325,
"type": "FIXED_INCOME",
"name": "PayPal Holdings, Inc. 3.90% 6/1/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5603000,
"marketValue": 5525864,
"couponRate": 3.9,
"maturityDate": "2027-06-01",
"fundAbbreviation": null,
"sedol": "BP94SP8",
"isin": "US70450YAK91",
"cusip": "70450YAK9",
"issuer": "212028793",
"ticker": null,
"issuerName": "PayPal"
},
{
"id": 3821329,
"type": "FIXED_INCOME",
"name": "PayPal Holdings, Inc. 5.05% 6/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 9247180,
"couponRate": 5.05,
"maturityDate": "2052-06-01",
"fundAbbreviation": null,
"sedol": "BP5H680",
"isin": "US70450YAM57",
"cusip": "70450YAM5",
"issuer": "212028793",
"ticker": null,
"issuerName": "PayPal"
},
{
"id": 3821219,
"type": "FIXED_INCOME",
"name": "PEAC Solutions Receivables, LLC, Series 2024-2A, Class A2, 4.74% 4/20/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5491000,
"marketValue": 5480666,
"couponRate": 4.74,
"maturityDate": "2027-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69392BAB27",
"cusip": "69392BAB2",
"issuer": "212348848",
"ticker": null,
"issuerName": "PEAC Solutions Receivables 2024-2"
},
{
"id": 3821221,
"type": "FIXED_INCOME",
"name": "PEAC Solutions Receivables, LLC, Series 2024-2A, Class A3, 4.65% 10/20/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5839000,
"marketValue": 5770351,
"couponRate": 4.65,
"maturityDate": "2031-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69392BAC00",
"cusip": "69392BAC0",
"issuer": "212348848",
"ticker": null,
"issuerName": "PEAC Solutions Receivables 2024-2"
},
{
"id": 3821173,
"type": "FIXED_INCOME",
"name": "PECO Energy Co. 2.80% 6/15/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 6253990,
"couponRate": 2.8,
"maturityDate": "2050-06-15",
"fundAbbreviation": null,
"sedol": "BM93S87",
"isin": "US693304AY39",
"cusip": "693304AY3",
"issuer": "33007453",
"ticker": null,
"issuerName": "Exelon"
},
{
"id": 3821335,
"type": "FIXED_INCOME",
"name": "Permian Resources Operating, LLC 7.00% 1/15/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4900000,
"marketValue": 4978841,
"couponRate": 7,
"maturityDate": "2032-01-15",
"fundAbbreviation": null,
"sedol": "BP5JP78",
"isin": "US71424VAA89",
"cusip": "71424VAA8",
"issuer": "212031295",
"ticker": null,
"issuerName": "Permian Resources"
},
{
"id": 3815661,
"type": "FIXED_INCOME",
"name": "Permian Resources Operating, LLC 9.875% 7/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5600000,
"marketValue": 6161523,
"couponRate": 9.875,
"maturityDate": "2031-07-15",
"fundAbbreviation": null,
"sedol": "BMY8B33",
"isin": "US27034RAC79",
"cusip": "27034RAC7",
"issuer": "212031295",
"ticker": null,
"issuerName": "Permian Resources"
},
{
"id": 3821341,
"type": "FIXED_INCOME",
"name": "Petroleos Mexicanos 4.25% 1/15/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9590000,
"marketValue": 9571184,
"couponRate": 4.25,
"maturityDate": "2025-01-15",
"fundAbbreviation": null,
"sedol": "BZ8TLJ9",
"isin": "US71654QBV32",
"cusip": "71654QBV3",
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3813579,
"type": "FIXED_INCOME",
"name": "PETRONAS Capital, Ltd. 3.50% 3/18/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5079000,
"marketValue": 5062945,
"couponRate": 3.5,
"maturityDate": "2025-03-18",
"fundAbbreviation": null,
"sedol": "BWCH433",
"isin": "USY68856AN67",
"cusip": null,
"issuer": "212002401",
"ticker": null,
"issuerName": "Malaysia, Government of"
},
{
"id": 3821369,
"type": "FIXED_INCOME",
"name": "Pfizer, Inc. 2.625% 4/1/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 8972570,
"couponRate": 2.625,
"maturityDate": "2030-04-01",
"fundAbbreviation": null,
"sedol": "BKSG5R1",
"isin": "US717081EW90",
"cusip": "717081EW9",
"issuer": "110004350",
"ticker": null,
"issuerName": "Pfizer"
},
{
"id": 3821181,
"type": "FIXED_INCOME",
"name": "PFS Financing Corp., Series 2023-A, Class A, 5.80% 3/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12000000,
"marketValue": 12176892,
"couponRate": 5.8,
"maturityDate": "2028-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69335PET84",
"cusip": "69335PET8",
"issuer": "212317982",
"ticker": null,
"issuerName": "PFSFC_23-A"
},
{
"id": 3821185,
"type": "FIXED_INCOME",
"name": "PFS Financing Corp., Series 2023-D, Class A, (30-day Average USD-SOFR + 1.15%) 5.748% 8/16/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10757000,
"marketValue": 10801426,
"couponRate": 5.748,
"maturityDate": "2027-08-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69335PFA84",
"cusip": "69335PFA8",
"issuer": "212327066",
"ticker": null,
"issuerName": "Pfs Financing Corp PFSFC_23-D"
},
{
"id": 3821189,
"type": "FIXED_INCOME",
"name": "PFS Financing Corp., Series 2024-C, Class A, (30-day Average USD-SOFR + 0.80%) 5.398% 4/17/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10042670,
"couponRate": 5.398,
"maturityDate": "2028-04-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69335PFG54",
"cusip": "69335PFG5",
"issuer": "212338435",
"ticker": null,
"issuerName": "Pfs Financing Corp PFSFC_24-C"
},
{
"id": 3821191,
"type": "FIXED_INCOME",
"name": "PFS Financing Corp., Series 2024-D, Class A, 5.34% 4/16/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11858000,
"marketValue": 12027617,
"couponRate": 5.34,
"maturityDate": "2029-04-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69335PFJ93",
"cusip": "69335PFJ9",
"issuer": "212338436",
"ticker": null,
"issuerName": "Pfs Financing Corp PFSFC_24-D"
},
{
"id": 3821175,
"type": "FIXED_INCOME",
"name": "PG&E Corp. 5.00% 7/1/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9485000,
"marketValue": 9273902,
"couponRate": 5,
"maturityDate": "2028-07-01",
"fundAbbreviation": null,
"sedol": "BLCC3Z6",
"isin": "US69331CAH16",
"cusip": "69331CAH1",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821177,
"type": "FIXED_INCOME",
"name": "PG&E Corp. 5.25% 7/1/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7450000,
"marketValue": 7297066,
"couponRate": 5.25,
"maturityDate": "2030-07-01",
"fundAbbreviation": null,
"sedol": "BLCC408",
"isin": "US69331CAJ71",
"cusip": "69331CAJ7",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821373,
"type": "FIXED_INCOME",
"name": "Pg&E Recovery Funding, LLC, Series 2024-A, Class A1, 4.838% 6/1/2035",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12770000,
"marketValue": 12683994,
"couponRate": 4.838,
"maturityDate": "2033-06-01",
"fundAbbreviation": null,
"sedol": "BQNKXR6",
"isin": "US71710TAG31",
"cusip": "71710TAG3",
"issuer": "212345704",
"ticker": null,
"issuerName": "Pg&E Recovery Funding LLC PCG_24-A"
},
{
"id": 3821403,
"type": "FIXED_INCOME",
"name": "Philip Morris International, Inc. 4.75% 11/1/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6696000,
"marketValue": 6551681,
"couponRate": 4.75,
"maturityDate": "2031-11-01",
"fundAbbreviation": null,
"sedol": "BT03N35",
"isin": "US718172DP15",
"cusip": "718172DP1",
"issuer": "66092498",
"ticker": null,
"issuerName": "Philip Morris International"
},
{
"id": 3821399,
"type": "FIXED_INCOME",
"name": "Philip Morris International, Inc. 5.125% 2/13/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12157000,
"marketValue": 12163103,
"couponRate": 5.125,
"maturityDate": "2031-02-13",
"fundAbbreviation": null,
"sedol": "BPG5N71",
"isin": "US718172DH98",
"cusip": "718172DH9",
"issuer": "66092498",
"ticker": null,
"issuerName": "Philip Morris International"
},
{
"id": 3821401,
"type": "FIXED_INCOME",
"name": "Philip Morris International, Inc. 5.25% 2/13/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8905000,
"marketValue": 8805861,
"couponRate": 5.25,
"maturityDate": "2034-02-13",
"fundAbbreviation": null,
"sedol": "BPG5N93",
"isin": "US718172DJ54",
"cusip": "718172DJ5",
"issuer": "66092498",
"ticker": null,
"issuerName": "Philip Morris International"
},
{
"id": 3821397,
"type": "FIXED_INCOME",
"name": "Philip Morris International, Inc. 5.50% 9/7/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12600000,
"marketValue": 12905323,
"couponRate": 5.5,
"maturityDate": "2030-09-07",
"fundAbbreviation": null,
"sedol": "BNSP5R9",
"isin": "US718172DD84",
"cusip": "718172DD8",
"issuer": "66092498",
"ticker": null,
"issuerName": "Philip Morris International"
},
{
"id": 3821391,
"type": "FIXED_INCOME",
"name": "Philip Morris International, Inc. 5.75% 11/7/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6401000,
"marketValue": 6584722,
"couponRate": 5.75,
"maturityDate": "2032-11-17",
"fundAbbreviation": null,
"sedol": "BP39CF7",
"isin": "US718172CX57",
"cusip": "718172CX5",
"issuer": "66092498",
"ticker": null,
"issuerName": "Philip Morris International"
},
{
"id": 3821405,
"type": "FIXED_INCOME",
"name": "Pitney Bowes, Inc. 6.875% 3/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6000000,
"marketValue": 5998812,
"couponRate": 6.875,
"maturityDate": "2027-03-15",
"fundAbbreviation": null,
"sedol": "BNC23N8",
"isin": "US724479AP57",
"cusip": "724479AP5",
"issuer": "171004411",
"ticker": null,
"issuerName": "Pitney Bowes"
},
{
"id": 3821171,
"type": "FIXED_INCOME",
"name": "PK ALIFT Loan Funding 3, LP, Series 2024-1, Class A1, 5.842% 9/15/2039",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11816851,
"marketValue": 11896792,
"couponRate": 5.842,
"maturityDate": "2039-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69291VAB09",
"cusip": "69291VAB0",
"issuer": "212343239",
"ticker": null,
"issuerName": "PK Alift Loan Funding 3"
},
{
"id": 3821217,
"type": "FIXED_INCOME",
"name": "PK ALIFT Loan Funding, Series 2024-2, Class B, 5.142% 10/15/2039",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9000000,
"marketValue": 8797662,
"couponRate": 5.142,
"maturityDate": "2039-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69381EAB92",
"cusip": "69381EAB9",
"issuer": "212348604",
"ticker": null,
"issuerName": "PK ALIFT Loan Funding 4"
},
{
"id": 3821409,
"type": "FIXED_INCOME",
"name": "PMT Loan Trust, Series 2024-INV1, Class A2, 0% 10/25/2059",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8203666,
"marketValue": 8197965,
"couponRate": 0,
"maturityDate": "2059-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US73015BAB18",
"cusip": "73015BAB1",
"issuer": "212350813",
"ticker": null,
"issuerName": "PMT Loan Trust 2024-INV1"
},
{
"id": 3821209,
"type": "FIXED_INCOME",
"name": "PNC Financial Services Group, Inc. 4.812% 10/21/2032 (USD-SOFR + 1.289% on 10/21/2031)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 9736040,
"couponRate": 4.812,
"maturityDate": "2032-10-21",
"fundAbbreviation": null,
"sedol": "BSF05T4",
"isin": "US693475CA12",
"cusip": "693475CA1",
"issuer": "198004226",
"ticker": null,
"issuerName": "PNC Financial Services Group"
},
{
"id": 3821195,
"type": "FIXED_INCOME",
"name": "PNC Financial Services Group, Inc. 5.354% 12/2/2028 (USD-SOFR + 1.62% on 12/2/2027)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10143830,
"couponRate": 5.354,
"maturityDate": "2028-12-02",
"fundAbbreviation": null,
"sedol": "BPCVH93",
"isin": "US693475BK03",
"cusip": "693475BK0",
"issuer": "198004226",
"ticker": null,
"issuerName": "PNC Financial Services Group"
},
{
"id": 3821411,
"type": "FIXED_INCOME",
"name": "Porsche Innovative Lease Owner Trust, Series 2024-1, Class A3, 4.67% 11/22/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11608000,
"marketValue": 11628569,
"couponRate": 4.67,
"maturityDate": "2027-11-22",
"fundAbbreviation": null,
"sedol": null,
"isin": "US73328AAD19",
"cusip": "73328AAD1",
"issuer": "212347139",
"ticker": null,
"issuerName": "Porsche Innovative Lease Owner Trust 2024-1"
},
{
"id": 3821413,
"type": "FIXED_INCOME",
"name": "Porsche Innovative Lease Owner Trust, Series 2024-2A, Class A3, 4.35% 10/20/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10911000,
"marketValue": 10891426,
"couponRate": 4.35,
"maturityDate": "2027-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US73328NAE13",
"cusip": "73328NAE1",
"issuer": "212349124",
"ticker": null,
"issuerName": "Porsche Innovative Lease Owner Trust 2024-2"
},
{
"id": 3821415,
"type": "FIXED_INCOME",
"name": "Porsche Innovative Lease Owner Trust, Series 2024-2A, Class A4, 4.26% 9/20/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8230000,
"marketValue": 8177336,
"couponRate": 4.26,
"maturityDate": "2030-09-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US73328NAF87",
"cusip": "73328NAF8",
"issuer": "212349124",
"ticker": null,
"issuerName": "Porsche Innovative Lease Owner Trust 2024-2"
},
{
"id": 3821417,
"type": "FIXED_INCOME",
"name": "POSCO 5.75% 1/17/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5195000,
"marketValue": 5288811,
"couponRate": 5.75,
"maturityDate": "2028-01-17",
"fundAbbreviation": null,
"sedol": "BQFL5N7",
"isin": "US73730EAD58",
"cusip": "73730EAD5",
"issuer": "190004430",
"ticker": null,
"issuerName": "POSCO Holdings"
},
{
"id": 3821421,
"type": "FIXED_INCOME",
"name": "POSCO Holdings, Inc. 4.875% 1/23/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9040000,
"marketValue": 9025111,
"couponRate": 4.875,
"maturityDate": "2027-01-23",
"fundAbbreviation": null,
"sedol": "BM8SPQ0",
"isin": "US73730EAG89",
"cusip": "73730EAG8",
"issuer": "190004430",
"ticker": null,
"issuerName": "POSCO Holdings"
},
{
"id": 3821427,
"type": "FIXED_INCOME",
"name": "Post Road Equipment Finance, Series 2024-1, Class A2, 5.59% 11/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8765123,
"marketValue": 8824393,
"couponRate": 5.59,
"maturityDate": "2029-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US737473AB44",
"cusip": "737473AB4",
"issuer": "212335993",
"ticker": null,
"issuerName": "Post Road Equipment Finance 2024-1"
},
{
"id": 3821439,
"type": "FIXED_INCOME",
"name": "Prestige Auto Receivables Trust, Series 2024-1, Class D, 6.21% 2/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5777000,
"marketValue": 5864643,
"couponRate": 6.21,
"maturityDate": "2030-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US74113QAJ04",
"cusip": "74113QAJ0",
"issuer": "212337534",
"ticker": null,
"issuerName": "Prestige Auto Receivables Trust 2024-1"
},
{
"id": 3821211,
"type": "FIXED_INCOME",
"name": "PRKCM Trust, Series 2021-AFC2, Class A1, 0% 11/25/2056",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7416463,
"marketValue": 6424652,
"couponRate": 0,
"maturityDate": "2056-11-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69361JAA43",
"cusip": "69361JAA4",
"issuer": "212292712",
"ticker": null,
"issuerName": "PRKCM_21-AFC2 Trust"
},
{
"id": 3821459,
"type": "FIXED_INCOME",
"name": "Procter & Gamble Co. 4.55% 10/24/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7000000,
"marketValue": 6850382,
"couponRate": 4.55,
"maturityDate": "2034-10-24",
"fundAbbreviation": null,
"sedol": "BT3FTY1",
"isin": "US742718GL74",
"cusip": "742718GL7",
"issuer": "35004487",
"ticker": null,
"issuerName": "Procter & Gamble"
},
{
"id": 3821469,
"type": "FIXED_INCOME",
"name": "Progress Energy, Inc. 7.00% 10/30/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8568000,
"marketValue": 9489026,
"couponRate": 7,
"maturityDate": "2031-10-30",
"fundAbbreviation": null,
"sedol": "2812623",
"isin": "US743263AG09",
"cusip": "743263AG0",
"issuer": "15001711",
"ticker": null,
"issuerName": "Duke Energy"
},
{
"id": 3821481,
"type": "FIXED_INCOME",
"name": "Progress Residential Trust, Series 2021-SFR2, Class A, 1.546% 4/19/2038",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6762372,
"marketValue": 6555024,
"couponRate": 1.546,
"maturityDate": "2038-04-19",
"fundAbbreviation": null,
"sedol": null,
"isin": "US74333DAA28",
"cusip": "74333DAA2",
"issuer": "212333999",
"ticker": null,
"issuerName": "Progress Residential Trust PROG_21-SFR2"
},
{
"id": 3821483,
"type": "FIXED_INCOME",
"name": "Progress Residential Trust, Series 2021-SFR6, Class A, 1.524% 7/17/2038",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4892405,
"marketValue": 4682144,
"couponRate": 1.524,
"maturityDate": "2038-07-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US74333HAA32",
"cusip": "74333HAA3",
"issuer": "212333998",
"ticker": null,
"issuerName": "Progress Residential Trust PROG_21-SFR6"
},
{
"id": 3821473,
"type": "FIXED_INCOME",
"name": "Progress Residential Trust, Series 2022-SFR3, Class A, 3.20% 4/17/2039",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7056888,
"marketValue": 6766511,
"couponRate": 3.2,
"maturityDate": "2039-04-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US74331UAA60",
"cusip": "74331UAA6",
"issuer": "212298319",
"ticker": null,
"issuerName": "Progress Residential Master Trust PROG_22-SFR3"
},
{
"id": 3821467,
"type": "FIXED_INCOME",
"name": "Progress Residential Trust, Series 2024-SFR2, Class D, 3.4% 4/17/2041",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6434000,
"marketValue": 5806942,
"couponRate": 3.4,
"maturityDate": "2041-04-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US74290XAG60",
"cusip": "74290XAG6",
"issuer": "212337784",
"ticker": null,
"issuerName": "Progress Residential 2024-SFR2 Trust"
},
{
"id": 3821475,
"type": "FIXED_INCOME",
"name": "Progress Residential Trust, Series 2024-SFR3, Class A, 3.00% 6/17/2041",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12649000,
"marketValue": 11557973,
"couponRate": 3,
"maturityDate": "2041-06-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US74331VAA44",
"cusip": "74331VAA4",
"issuer": "212340940",
"ticker": null,
"issuerName": "Progress Residential 2024-SFR3 Trust"
},
{
"id": 3821477,
"type": "FIXED_INCOME",
"name": "Progress Residential Trust, Series 2024-SFR5, Class A, 3.00% 8/9/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8547000,
"marketValue": 7789300,
"couponRate": 3,
"maturityDate": "2029-08-09",
"fundAbbreviation": null,
"sedol": null,
"isin": "US74332HAA41",
"cusip": "74332HAA4",
"issuer": "212345791",
"ticker": null,
"issuerName": "Progress Residential Trust PROG_24-SFR5"
},
{
"id": 3821479,
"type": "FIXED_INCOME",
"name": "Progress Residential Trust, Series 2024-SFR5, Class B, 3.25% 8/9/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12534000,
"marketValue": 11400174,
"couponRate": 3.25,
"maturityDate": "2029-08-09",
"fundAbbreviation": null,
"sedol": null,
"isin": "US74332HAC07",
"cusip": "74332HAC0",
"issuer": "212345791",
"ticker": null,
"issuerName": "Progress Residential Trust PROG_24-SFR5"
},
{
"id": 3813565,
"type": "FIXED_INCOME",
"name": "PT Bank Negara Indonesia (Persero) Tbk 5.28% 4/5/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 9980070,
"couponRate": 5.28,
"maturityDate": "2029-04-05",
"fundAbbreviation": null,
"sedol": "BSFV5Z3",
"isin": "XS2785437901",
"cusip": null,
"issuer": "212002393",
"ticker": null,
"issuerName": "Indonesia, Government of the Republic of"
},
{
"id": 3813497,
"type": "FIXED_INCOME",
"name": "PT Freeport Indonesia 4.763% 4/14/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13000000,
"marketValue": 12888330,
"couponRate": 4.763,
"maturityDate": "2027-04-14",
"fundAbbreviation": null,
"sedol": "BNYNMY3",
"isin": "USY7141BAA18",
"cusip": null,
"issuer": "212002393",
"ticker": null,
"issuerName": "Indonesia, Government of the Republic of"
},
{
"id": 3813573,
"type": "FIXED_INCOME",
"name": "PT Krakatau Posco 6.375% 6/11/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6000000,
"marketValue": 6021774,
"couponRate": 6.375,
"maturityDate": "2027-06-11",
"fundAbbreviation": null,
"sedol": "BSWYP33",
"isin": "XS2833229391",
"cusip": null,
"issuer": "212342642",
"ticker": null,
"issuerName": "Krakatau Posco PT"
},
{
"id": 3813571,
"type": "FIXED_INCOME",
"name": "PT Krakatau Posco 6.375% 6/11/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6000000,
"marketValue": 5998428,
"couponRate": 6.375,
"maturityDate": "2029-06-11",
"fundAbbreviation": null,
"sedol": "BSWYP22",
"isin": "XS2832048719",
"cusip": null,
"issuer": "212342642",
"ticker": null,
"issuerName": "Krakatau Posco PT"
},
{
"id": 3821509,
"type": "FIXED_INCOME",
"name": "Public Service Company of Colorado 1.875% 6/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12200000,
"marketValue": 10042845,
"couponRate": 1.875,
"maturityDate": "2031-06-15",
"fundAbbreviation": null,
"sedol": "BLC8CH9",
"isin": "US744448CV12",
"cusip": "744448CV1",
"issuer": "37004065",
"ticker": null,
"issuerName": "Xcel Energy"
},
{
"id": 3821507,
"type": "FIXED_INCOME",
"name": "Public Service Company of Colorado 2.70% 1/15/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13333000,
"marketValue": 7933108,
"couponRate": 2.7,
"maturityDate": "2051-01-15",
"fundAbbreviation": null,
"sedol": "BMWRF74",
"isin": "US744448CU39",
"cusip": "744448CU3",
"issuer": "37004065",
"ticker": null,
"issuerName": "Xcel Energy"
},
{
"id": 3821513,
"type": "FIXED_INCOME",
"name": "Public Service Company of Colorado 5.75% 5/15/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8025000,
"marketValue": 8016614,
"couponRate": 5.75,
"maturityDate": "2054-05-15",
"fundAbbreviation": null,
"sedol": "BPRBV18",
"isin": "US744448DA65",
"cusip": "744448DA6",
"issuer": "37004065",
"ticker": null,
"issuerName": "Xcel Energy"
},
{
"id": 3821529,
"type": "FIXED_INCOME",
"name": "Public Service Electric and Gas Co. 0.95% 3/15/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12926000,
"marketValue": 12388201,
"couponRate": 0.95,
"maturityDate": "2026-03-15",
"fundAbbreviation": null,
"sedol": "BK7Z7R3",
"isin": "US74456QCF19",
"cusip": "74456QCF1",
"issuer": "63004515",
"ticker": null,
"issuerName": "Public Service Enterprise Group"
},
{
"id": 3821523,
"type": "FIXED_INCOME",
"name": "Public Service Electric and Gas Co. 2.45% 1/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5726000,
"marketValue": 5123951,
"couponRate": 2.45,
"maturityDate": "2030-01-15",
"fundAbbreviation": null,
"sedol": "BJVNJY7",
"isin": "US74456QCB05",
"cusip": "74456QCB0",
"issuer": "63004515",
"ticker": null,
"issuerName": "Public Service Enterprise Group"
},
{
"id": 3821525,
"type": "FIXED_INCOME",
"name": "Public Service Electric and Gas Co. 3.15% 1/1/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 10139505,
"couponRate": 3.15,
"maturityDate": "2050-01-01",
"fundAbbreviation": null,
"sedol": "BJVNJZ8",
"isin": "US74456QCC87",
"cusip": "74456QCC8",
"issuer": "63004515",
"ticker": null,
"issuerName": "Public Service Enterprise Group"
},
{
"id": 3821519,
"type": "FIXED_INCOME",
"name": "Public Service Electric and Gas Co. 3.20% 5/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4698445,
"couponRate": 3.2,
"maturityDate": "2029-05-15",
"fundAbbreviation": null,
"sedol": "BJXS092",
"isin": "US74456QBY17",
"cusip": "74456QBY1",
"issuer": "63004515",
"ticker": null,
"issuerName": "Public Service Enterprise Group"
},
{
"id": 3821533,
"type": "FIXED_INCOME",
"name": "Public Service Electric and Gas Co. 4.85% 8/1/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4720000,
"marketValue": 4592588,
"couponRate": 4.85,
"maturityDate": "2034-08-01",
"fundAbbreviation": null,
"sedol": "BSWWTG8",
"isin": "US74456QCS30",
"cusip": "74456QCS3",
"issuer": "63004515",
"ticker": null,
"issuerName": "Public Service Enterprise Group"
},
{
"id": 3821535,
"type": "FIXED_INCOME",
"name": "Public Service Electric and Gas Co. 5.30% 8/1/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9198000,
"marketValue": 8792065,
"couponRate": 5.3,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": "BNDSYX2",
"isin": "US74456QCT13",
"cusip": "74456QCT1",
"issuer": "63004515",
"ticker": null,
"issuerName": "Public Service Enterprise Group"
},
{
"id": 3821539,
"type": "FIXED_INCOME",
"name": "Public Storage Operating Co. 2.30% 5/1/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10318000,
"marketValue": 8817319,
"couponRate": 2.3,
"maturityDate": "2031-05-01",
"fundAbbreviation": null,
"sedol": "BMDV3B5",
"isin": "US74460WAE75",
"cusip": "74460WAE7",
"issuer": "212327427",
"ticker": null,
"issuerName": "Public Storage"
},
{
"id": 3821543,
"type": "FIXED_INCOME",
"name": "Public Storage Operating Co. (USD-SOFR Index + 0.70%) 5.954% 4/16/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12000000,
"marketValue": 12064020,
"couponRate": 5.954,
"maturityDate": "2027-04-16",
"fundAbbreviation": null,
"sedol": "BMDPVK2",
"isin": "US74464AAA97",
"cusip": "74464AAA9",
"issuer": "212327427",
"ticker": null,
"issuerName": "Public Storage"
},
{
"id": 3813493,
"type": "FIXED_INCOME",
"name": "QBE Insurance Group, Ltd. 2.50% 9/13/2038 (5-year GBP-GILT + 2.061% on 9/13/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5690000,
"marketValue": 6368283,
"couponRate": 2.5,
"maturityDate": "2038-09-13",
"fundAbbreviation": null,
"sedol": "BNYC972",
"isin": "XS2384289554",
"cusip": null,
"issuer": "82004534",
"ticker": null,
"issuerName": "QBE Insurance Group"
},
{
"id": 3813449,
"type": "FIXED_INCOME",
"name": "QBE Insurance Group, Ltd. (3-month AUD-BBSW + 2.75%) 7.165% 8/25/2036",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12200000,
"marketValue": 7722980,
"couponRate": 7.165,
"maturityDate": "2036-08-25",
"fundAbbreviation": null,
"sedol": "BN2C5Q5",
"isin": "AU3FN0055489",
"cusip": null,
"issuer": "82004534",
"ticker": null,
"issuerName": "QBE Insurance Group"
},
{
"id": 3821591,
"type": "FIXED_INCOME",
"name": "Reach Financial, LLC, Series 2024-2, Class A, 5.88% 7/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5869163,
"marketValue": 5899571,
"couponRate": 5.88,
"maturityDate": "2031-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US75525HAA86",
"cusip": "75525HAA8",
"issuer": "212345588",
"ticker": null,
"issuerName": "Reach ABS Trust 2024-2"
},
{
"id": 3821593,
"type": "FIXED_INCOME",
"name": "Reach Financial, LLC, Series 2024-2, Class B, 5.84% 7/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9090000,
"marketValue": 9134814,
"couponRate": 5.84,
"maturityDate": "2031-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US75525HAB69",
"cusip": "75525HAB6",
"issuer": "212345588",
"ticker": null,
"issuerName": "Reach ABS Trust 2024-2"
},
{
"id": 3821601,
"type": "FIXED_INCOME",
"name": "Regatta XIV Funding, Ltd., CLO, Series 18-3A, Class CR, (3-month USD CME Term SOFR + 1.80%) 6.426% 10/25/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6943000,
"marketValue": 6962322,
"couponRate": 6.426,
"maturityDate": "2031-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US75888MAQ33",
"cusip": "75888MAQ3",
"issuer": "212319159",
"ticker": null,
"issuerName": "REG14_18-3A"
},
{
"id": 3821599,
"type": "FIXED_INCOME",
"name": "Regatta XIV Funding, Ltd., CLO, Series 2018-3A, Class BR, (3-month USD CME Term SOFR + 1.50%) 6.126% 10/25/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8857000,
"marketValue": 8856575,
"couponRate": 6.126,
"maturityDate": "2031-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US75888MAP59",
"cusip": "75888MAP5",
"issuer": "212319159",
"ticker": null,
"issuerName": "REG14_18-3A"
},
{
"id": 3813575,
"type": "FIXED_INCOME",
"name": "Reliance Industries, Ltd. 4.125% 1/28/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8000000,
"marketValue": 7993072,
"couponRate": 4.125,
"maturityDate": "2025-01-28",
"fundAbbreviation": null,
"sedol": "BVJDNY1",
"isin": "USY72596BU56",
"cusip": null,
"issuer": "116081100",
"ticker": null,
"issuerName": "Reliance Industries"
},
{
"id": 3815353,
"type": "FIXED_INCOME",
"name": "Reworld Holding Corp., Term Loan B, (3-month USD CME Term SOFR + 2.50%) 7.024% 11/30/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6405366,
"marketValue": 6425383,
"couponRate": 7.024,
"maturityDate": "2028-11-30",
"fundAbbreviation": null,
"sedol": null,
"isin": "US22282GAL14",
"cusip": "22282GAL1",
"issuer": "111088939",
"ticker": null,
"issuerName": "Reworld Holding"
},
{
"id": 3821619,
"type": "FIXED_INCOME",
"name": "Roche Holdings, Inc. 2.076% 12/13/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15783000,
"marketValue": 13094524,
"couponRate": 2.076,
"maturityDate": "2031-12-13",
"fundAbbreviation": null,
"sedol": "BPK32Z2",
"isin": "US771196BX91",
"cusip": "771196BX9",
"issuer": "212230809",
"ticker": null,
"issuerName": "Roche Holdings Inc"
},
{
"id": 3821627,
"type": "FIXED_INCOME",
"name": "Rockford Tower CLO, Ltd., Series 2022-1A, Class B, (3-month USD CME Term SOFR + 2.10%) 6.717% 7/20/2035",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10029900,
"couponRate": 6.717,
"maturityDate": "2035-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US77340JAC99",
"cusip": "77340JAC9",
"issuer": "212299228",
"ticker": null,
"issuerName": "Rockford Tower CLO ROCKT_22-1"
},
{
"id": 3821629,
"type": "FIXED_INCOME",
"name": "Roper Technologies, Inc. 4.90% 10/15/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12931000,
"marketValue": 12443553,
"couponRate": 4.9,
"maturityDate": "2034-10-15",
"fundAbbreviation": null,
"sedol": "BQB3TG8",
"isin": "US776696AJ52",
"cusip": "776696AJ5",
"issuer": "170006318",
"ticker": null,
"issuerName": "Roper Technologies"
},
{
"id": 3821651,
"type": "FIXED_INCOME",
"name": "Royal Bank of Canada 4.95% 4/25/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 5006930,
"couponRate": 4.95,
"maturityDate": "2025-04-25",
"fundAbbreviation": null,
"sedol": "BN0WQ97",
"isin": "US78016FZY32",
"cusip": "78016FZY3",
"issuer": "92004756",
"ticker": null,
"issuerName": "Royal Bank of Canada"
},
{
"id": 3821571,
"type": "FIXED_INCOME",
"name": "RTX Corp. 2.375% 3/15/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7474000,
"marketValue": 6210857,
"couponRate": 2.375,
"maturityDate": "2032-03-15",
"fundAbbreviation": null,
"sedol": "BMYT802",
"isin": "US75513ECN94",
"cusip": "75513ECN9",
"issuer": "181005905",
"ticker": null,
"issuerName": "Rtx Corp"
},
{
"id": 3822817,
"type": "FIXED_INCOME",
"name": "RTX Corp. 4.125% 11/16/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6320000,
"marketValue": 6154947,
"couponRate": 4.125,
"maturityDate": "2028-11-16",
"fundAbbreviation": null,
"sedol": "BYVN9F3",
"isin": "US913017CY37",
"cusip": "913017CY3",
"issuer": "181005905",
"ticker": null,
"issuerName": "Rtx Corp"
},
{
"id": 3821585,
"type": "FIXED_INCOME",
"name": "RTX Corp. 6.10% 3/15/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5664000,
"marketValue": 5967211,
"couponRate": 6.1,
"maturityDate": "2034-03-15",
"fundAbbreviation": null,
"sedol": "BQHN1W2",
"isin": "US75513ECW93",
"cusip": "75513ECW9",
"issuer": "181005905",
"ticker": null,
"issuerName": "Rtx Corp"
},
{
"id": 3821587,
"type": "FIXED_INCOME",
"name": "RTX Corp. 6.40% 3/15/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5611000,
"marketValue": 6108561,
"couponRate": 6.4,
"maturityDate": "2054-03-15",
"fundAbbreviation": null,
"sedol": "BQHP8M7",
"isin": "US75513ECX76",
"cusip": "75513ECX7",
"issuer": "181005905",
"ticker": null,
"issuerName": "Rtx Corp"
},
{
"id": 3821741,
"type": "FIXED_INCOME",
"name": "San Diego Gas & Electric Co. 4.95% 8/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6569000,
"marketValue": 6600130,
"couponRate": 4.95,
"maturityDate": "2028-08-15",
"fundAbbreviation": null,
"sedol": "BQH60Q8",
"isin": "US797440CE27",
"cusip": "797440CE2",
"issuer": "36078900",
"ticker": null,
"issuerName": "San Diego Gas & Electric Co"
},
{
"id": 3821751,
"type": "FIXED_INCOME",
"name": "Sands China, Ltd. 2.80% 3/8/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8000000,
"marketValue": 7458440,
"couponRate": 2.3,
"maturityDate": "2027-03-08",
"fundAbbreviation": null,
"sedol": "BNG94V0",
"isin": "US80007RAN52",
"cusip": "80007RAN5",
"issuer": "26094578",
"ticker": null,
"issuerName": "Sands China"
},
{
"id": 3821747,
"type": "FIXED_INCOME",
"name": "Sands China, Ltd. 4.30% 1/8/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13000000,
"marketValue": 12757888,
"couponRate": 3.8,
"maturityDate": "2026-01-08",
"fundAbbreviation": null,
"sedol": "BMG00J6",
"isin": "US80007RAK14",
"cusip": "80007RAK1",
"issuer": "26094578",
"ticker": null,
"issuerName": "Sands China"
},
{
"id": 3821749,
"type": "FIXED_INCOME",
"name": "Sands China, Ltd. 4.375% 6/18/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12000000,
"marketValue": 11204340,
"couponRate": 4.375,
"maturityDate": "2030-06-18",
"fundAbbreviation": null,
"sedol": "BMG4KR6",
"isin": "US80007RAL96",
"cusip": "80007RAL9",
"issuer": "26094578",
"ticker": null,
"issuerName": "Sands China"
},
{
"id": 3821777,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2022-4, Class B, 4.42% 11/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5503653,
"marketValue": 5497885,
"couponRate": 4.42,
"maturityDate": "2027-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US80286FAD50",
"cusip": "80286FAD5",
"issuer": "212310329",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust SDART_22-4"
},
{
"id": 3821801,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2022-5, Class C, 4.74% 10/16/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5663000,
"marketValue": 5661941,
"couponRate": 4.74,
"maturityDate": "2028-10-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US80287HAE80",
"cusip": "80287HAE8",
"issuer": "212311526",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust SDART_22-5"
},
{
"id": 3821813,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2022-6, Class C, 4.96% 11/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4624000,
"marketValue": 4635921,
"couponRate": 4.96,
"maturityDate": "2028-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US802918AE20",
"cusip": "802918AE2",
"issuer": "212312296",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust SDART_22-6"
},
{
"id": 3821771,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2023-3, Class A3, 5.61% 10/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9591203,
"marketValue": 9619555,
"couponRate": 5.61,
"maturityDate": "2027-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US80285XAC92",
"cusip": "80285XAC9",
"issuer": "212326410",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust SDART_23-3"
},
{
"id": 3821773,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2023-3, Class B, 5.61% 7/17/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7609000,
"marketValue": 7681384,
"couponRate": 5.61,
"maturityDate": "2028-07-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US80285XAD75",
"cusip": "80285XAD7",
"issuer": "212326410",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust SDART_23-3"
},
{
"id": 3821775,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2023-3, Class C, 5.77% 11/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5960000,
"marketValue": 6062214,
"couponRate": 5.77,
"maturityDate": "2030-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US80285XAE58",
"cusip": "80285XAE5",
"issuer": "212326410",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust SDART_23-3"
},
{
"id": 3821835,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2023-4, Class A3, 5.73% 4/17/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8860000,
"marketValue": 8918901,
"couponRate": 5.73,
"maturityDate": "2028-04-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US802927AD53",
"cusip": "802927AD5",
"issuer": "212327372",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust SDART_23-4"
},
{
"id": 3821837,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2023-4, Class B, 5.77% 12/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4957000,
"marketValue": 5027459,
"couponRate": 5.77,
"maturityDate": "2028-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US802927AE37",
"cusip": "802927AE3",
"issuer": "212327372",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust SDART_23-4"
},
{
"id": 3821785,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2023-6, Class A3, 5.93% 7/17/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5270000,
"marketValue": 5326558,
"couponRate": 5.93,
"maturityDate": "2028-07-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US80287DAC11",
"cusip": "80287DAC1",
"issuer": "212331598",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust SDART_23-6"
},
{
"id": 3821803,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2024-3, Class A3, 5.63% 1/16/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9657000,
"marketValue": 9781199,
"couponRate": 5.63,
"maturityDate": "2029-01-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US80287LAC37",
"cusip": "80287LAC3",
"issuer": "212342902",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust 2024-3"
},
{
"id": 3821805,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2024-3, Class B, 5.55% 9/17/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8732000,
"marketValue": 8851803,
"couponRate": 5.55,
"maturityDate": "2029-09-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US80287LAD10",
"cusip": "80287LAD1",
"issuer": "212342902",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust 2024-3"
},
{
"id": 3821819,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2024-4, Class B, 4.93% 9/17/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10970000,
"marketValue": 11010062,
"couponRate": 4.93,
"maturityDate": "2029-09-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US802919AD20",
"cusip": "802919AD2",
"issuer": "212347057",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust 2024-4"
},
{
"id": 3821827,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2024-5, Class A3, 4.62% 11/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13377000,
"marketValue": 13367355,
"couponRate": 4.62,
"maturityDate": "2028-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US802920AD01",
"cusip": "802920AD0",
"issuer": "212350166",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust 2024-5"
},
{
"id": 3821831,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2024-5, Class C, 4.78% 1/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11804000,
"marketValue": 11728620,
"couponRate": 4.78,
"maturityDate": "2031-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US802920AF58",
"cusip": "802920AF5",
"issuer": "212350166",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust 2024-5"
},
{
"id": 3821759,
"type": "FIXED_INCOME",
"name": "Santander Holdings USA, Inc. 2.49% 1/6/2028 (USD-SOFR + 1.249% on 1/6/2027)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10775000,
"marketValue": 10221251,
"couponRate": 2.49,
"maturityDate": "2028-01-06",
"fundAbbreviation": null,
"sedol": "BMVVMW1",
"isin": "US80282KBC99",
"cusip": "80282KBC9",
"issuer": "136074548",
"ticker": null,
"issuerName": "Banco Santander"
},
{
"id": 3821767,
"type": "FIXED_INCOME",
"name": "Santander Holdings USA, Inc. 6.124% 5/31/2027 (USD-SOFR + 1.232% on 5/31/2026)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9300000,
"marketValue": 9438524,
"couponRate": 6.124,
"maturityDate": "2027-05-31",
"fundAbbreviation": null,
"sedol": "BN4L8K5",
"isin": "US80282KBK16",
"cusip": "80282KBK1",
"issuer": "136074548",
"ticker": null,
"issuerName": "Banco Santander"
},
{
"id": 3821757,
"type": "FIXED_INCOME",
"name": "Santander UK Group Holdings PLC 2.469% 1/11/2028 (USD-SOFR + 1.22% on 1/11/2027)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7500000,
"marketValue": 7110668,
"couponRate": 2.469,
"maturityDate": "2028-01-11",
"fundAbbreviation": null,
"sedol": "BNKBF08",
"isin": "US80281LAR69",
"cusip": "80281LAR6",
"issuer": "136074548",
"ticker": null,
"issuerName": "Banco Santander"
},
{
"id": 3821755,
"type": "FIXED_INCOME",
"name": "Santander UK Group Holdings PLC 3.823% 11/3/2028 (3-month USD-LIBOR + 1.40% on 11/3/2027)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7500000,
"marketValue": 7225508,
"couponRate": 3.823,
"maturityDate": "2028-11-03",
"fundAbbreviation": null,
"sedol": "BF5R442",
"isin": "US80281LAG05",
"cusip": "80281LAG0",
"issuer": "136074548",
"ticker": null,
"issuerName": "Banco Santander"
},
{
"id": 3813545,
"type": "FIXED_INCOME",
"name": "Sats Treasury Pte., Ltd. 4.828% 1/23/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10360000,
"marketValue": 10288039,
"couponRate": 4.828,
"maturityDate": "2029-01-23",
"fundAbbreviation": null,
"sedol": "BQWSNV5",
"isin": "XS2752076328",
"cusip": null,
"issuer": "69079569",
"ticker": null,
"issuerName": "SATS"
},
{
"id": 3821691,
"type": "FIXED_INCOME",
"name": "SBNA Auto Lease Trust, Series 2024-A, Class A3, 5.39% 11/20/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8367000,
"marketValue": 8415520,
"couponRate": 5.39,
"maturityDate": "2026-11-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78414SAE46",
"cusip": "78414SAE4",
"issuer": "212334222",
"ticker": null,
"issuerName": "SBNA Auto Lease Trust 2024-A"
},
{
"id": 3821713,
"type": "FIXED_INCOME",
"name": "SBNA Auto Lease Trust, Series 2024-B, Class A3, 5.56% 11/22/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4985000,
"marketValue": 5049017,
"couponRate": 5.56,
"maturityDate": "2027-11-22",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78437VAE02",
"cusip": "78437VAE0",
"issuer": "212341389",
"ticker": null,
"issuerName": "SBNA Auto Lease Trust 2024-B"
},
{
"id": 3821687,
"type": "FIXED_INCOME",
"name": "SBNA Auto Lease Trust, Series 2024-C, Class A3, 4.56% 2/22/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7219000,
"marketValue": 7219152,
"couponRate": 4.56,
"maturityDate": "2028-02-22",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78398DAC11",
"cusip": "78398DAC1",
"issuer": "212348097",
"ticker": null,
"issuerName": "SBNA Auto Lease Trust 2024-C"
},
{
"id": 3821843,
"type": "FIXED_INCOME",
"name": "Scentre Group Trust 1 3.50% 2/12/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5950000,
"marketValue": 5937106,
"couponRate": 3.5,
"maturityDate": "2025-02-12",
"fundAbbreviation": null,
"sedol": "BSLVLM6",
"isin": "US806213AB00",
"cusip": "806213AB0",
"issuer": "212014073",
"ticker": null,
"issuerName": "Scentre Group"
},
{
"id": 3821657,
"type": "FIXED_INCOME",
"name": "SCF Equipment Leasing, LLC, Series 2024-1A, Class A2, 5.88% 11/20/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6855000,
"marketValue": 6914070,
"couponRate": 5.88,
"maturityDate": "2029-11-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US783896AB96",
"cusip": "783896AB9",
"issuer": "212342378",
"ticker": null,
"issuerName": "SCF Equipment Leasing 2024-1"
},
{
"id": 3821849,
"type": "FIXED_INCOME",
"name": "SDR Commercial Mortgage Trust, Series 2024-DSNY, Class A, (1-month USD CME Term SOFR + 1.392%) 5.789% 5/15/2039",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8141000,
"marketValue": 8149434,
"couponRate": 5.789,
"maturityDate": "2039-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US811304AA27",
"cusip": "811304AA2",
"issuer": "212338655",
"ticker": null,
"issuerName": "SDR Commercial Mortgage Trust 2024-DSNY"
},
{
"id": 3821855,
"type": "FIXED_INCOME",
"name": "Service Properties Trust 5.50% 12/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4698955,
"couponRate": 5.5,
"maturityDate": "2027-12-15",
"fundAbbreviation": null,
"sedol": "BLD51C7",
"isin": "US81761LAB80",
"cusip": "81761LAB8",
"issuer": "135079635",
"ticker": null,
"issuerName": "Service Properties"
},
{
"id": 3821695,
"type": "FIXED_INCOME",
"name": "SFO Commerical Mortgage Trust, Series 2021-555, Class A, (1-month USD CME Term SOFR + 1.264%) 5.662% 5/15/2038 (1-month USD CME Term SOFR + 1.514% on 5/15/2026)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8100000,
"marketValue": 7911116,
"couponRate": 5.662,
"maturityDate": "2038-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78432WAA18",
"cusip": "78432WAA1",
"issuer": "212327875",
"ticker": null,
"issuerName": "SFO Commercial Mortgage Trust 2021-555"
},
{
"id": 3821677,
"type": "FIXED_INCOME",
"name": "SFS Auto Receivables Securitization Trust, Series 2023-1, Class A3, 5.47% 10/20/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4569000,
"marketValue": 4611560,
"couponRate": 5.47,
"maturityDate": "2028-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78398AAD54",
"cusip": "78398AAD5",
"issuer": "212325509",
"ticker": null,
"issuerName": "SFS Auto Receivables Securitization Trust SFAST_23-1"
},
{
"id": 3821709,
"type": "FIXED_INCOME",
"name": "SFS Auto Receivables Securitization Trust, Series 2024-3A, Class A4, 4.60% 11/20/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8269000,
"marketValue": 8241357,
"couponRate": 4.6,
"maturityDate": "2031-11-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78436XAD93",
"cusip": "78436XAD9",
"issuer": "212349509",
"ticker": null,
"issuerName": "SFS Auto Receivables Securitization Trust 2024-3"
},
{
"id": 3821693,
"type": "FIXED_INCOME",
"name": "SG Commercial Mortgage Securities Trust, Series 2016-C5, Class A3, 2.779% 10/10/2048",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10427357,
"marketValue": 10105975,
"couponRate": 2.779,
"maturityDate": "2048-10-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78419CAC82",
"cusip": "78419CAC8",
"issuer": "212215852",
"ticker": null,
"issuerName": "SG Commercial Mortgage Securities Trust 2016-C5"
},
{
"id": 3821867,
"type": "FIXED_INCOME",
"name": "Shell Finance US, Inc. 2.375% 11/7/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9441000,
"marketValue": 8471003,
"couponRate": 2.375,
"maturityDate": "2029-11-07",
"fundAbbreviation": null,
"sedol": "BR4TTX7",
"isin": "US822905AF22",
"cusip": "822905AF2",
"issuer": "212348319",
"ticker": null,
"issuerName": "Shell Finance US"
},
{
"id": 3821863,
"type": "FIXED_INCOME",
"name": "Shell International Finance BV 3.00% 11/26/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10603000,
"marketValue": 6714997,
"couponRate": 3,
"maturityDate": "2051-11-26",
"fundAbbreviation": null,
"sedol": "BMZQFB2",
"isin": "US822582CL48",
"cusip": "822582CL4",
"issuer": "130085566",
"ticker": null,
"issuerName": "Shell"
},
{
"id": 3813331,
"type": "FIXED_INCOME",
"name": "Singapore Telecommunications, Ltd. 7.375% 12/1/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 5670765,
"couponRate": 7.375,
"maturityDate": "2031-12-01",
"fundAbbreviation": null,
"sedol": "B89MWJ5",
"isin": "USY79985AD29",
"cusip": null,
"issuer": "172007592",
"ticker": null,
"issuerName": "Singapore Telecommunications"
},
{
"id": 3821875,
"type": "FIXED_INCOME",
"name": "Sirius XM Radio, LLC 4.125% 7/1/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8000000,
"marketValue": 6991504,
"couponRate": 4.125,
"maturityDate": "2030-07-01",
"fundAbbreviation": null,
"sedol": "BLFGN11",
"isin": "US82967NBG25",
"cusip": "82967NBG2",
"issuer": "212348170",
"ticker": null,
"issuerName": "Sirius XM Holdings"
},
{
"id": 3813431,
"type": "FIXED_INCOME",
"name": "SK hynix, Inc. 1.50% 1/19/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8142000,
"marketValue": 7854197,
"couponRate": 1.5,
"maturityDate": "2026-01-19",
"fundAbbreviation": null,
"sedol": "BMV7YR8",
"isin": "USY8085FBA76",
"cusip": null,
"issuer": "1009965",
"ticker": null,
"issuerName": "SK hynix"
},
{
"id": 3821673,
"type": "FIXED_INCOME",
"name": "SK hynix, Inc. 6.375% 1/17/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10318870,
"couponRate": 6.375,
"maturityDate": "2028-01-17",
"fundAbbreviation": null,
"sedol": "BQD01X8",
"isin": "US78392BAE74",
"cusip": "78392BAE7",
"issuer": "1009965",
"ticker": null,
"issuerName": "SK hynix"
},
{
"id": 3821721,
"type": "FIXED_INCOME",
"name": "SLAM, Ltd., Series 2021-1, Class A, 2.434% 6/15/2046",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14057694,
"marketValue": 12790294,
"couponRate": 2.434,
"maturityDate": "2046-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78449AAA07",
"cusip": "78449AAA0",
"issuer": "212283599",
"ticker": null,
"issuerName": "Slam Ltd SLAM_21-1"
},
{
"id": 3821717,
"type": "FIXED_INCOME",
"name": "SMBC Aviation Capital Finance DAC 5.45% 5/3/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10074770,
"couponRate": 5.45,
"maturityDate": "2028-05-03",
"fundAbbreviation": null,
"sedol": "BRJQV71",
"isin": "US78448TAH59",
"cusip": "78448TAH5",
"issuer": "212227499",
"ticker": null,
"issuerName": "SUMITOMO MITSUI FINANCE AND LEASING CO LTD"
},
{
"id": 3821727,
"type": "FIXED_INCOME",
"name": "SMRC Automotive Holdings Netherlands BV 5.625% 7/11/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5570000,
"marketValue": 5571888,
"couponRate": 5.625,
"maturityDate": "2029-07-11",
"fundAbbreviation": null,
"sedol": "BQB8048",
"isin": "US784572AA70",
"cusip": "784572AA7",
"issuer": "212330402",
"ticker": null,
"issuerName": "SMRC Automotive Holdings Netherlands"
},
{
"id": 3821891,
"type": "FIXED_INCOME",
"name": "SOLRR Aircraft Aviation Holding, Ltd., Series 2021-1, Class A, 2.636% 10/15/2046",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11094718,
"marketValue": 10149492,
"couponRate": 2.636,
"maturityDate": "2046-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US83438LAA98",
"cusip": "83438LAA9",
"issuer": "212291497",
"ticker": null,
"issuerName": "Solrr Aircraft SOLRR_21-1 Limited"
},
{
"id": 3821893,
"type": "FIXED_INCOME",
"name": "Solventum Corp. 5.60% 3/23/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11750000,
"marketValue": 11697196,
"couponRate": 5.6,
"maturityDate": "2034-03-23",
"fundAbbreviation": null,
"sedol": "BPGN870",
"isin": "US83444MAG69",
"cusip": "83444MAG6",
"issuer": "212336665",
"ticker": null,
"issuerName": "Solventum"
},
{
"id": 3821881,
"type": "FIXED_INCOME",
"name": "South Bow USA Infrastructure Holdings, LLC 4.911% 9/1/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5175000,
"marketValue": 5159268,
"couponRate": 4.911,
"maturityDate": "2027-09-01",
"fundAbbreviation": null,
"sedol": "BSLTJZ9",
"isin": "US83007CAA09",
"cusip": "83007CAA0",
"issuer": "212347300",
"ticker": null,
"issuerName": "South Bow USA Infrastructure Holdings"
},
{
"id": 3821931,
"type": "FIXED_INCOME",
"name": "Southern California Edison Co. 2.75% 2/1/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11513000,
"marketValue": 9837168,
"couponRate": 2.75,
"maturityDate": "2032-02-01",
"fundAbbreviation": null,
"sedol": "BP4ZDJ5",
"isin": "US842400HM81",
"cusip": "842400HM8",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3821933,
"type": "FIXED_INCOME",
"name": "Southern California Edison Co. 3.45% 2/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 17196000,
"marketValue": 11641520,
"couponRate": 3.45,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": "BP4ZDL7",
"isin": "US842400HN64",
"cusip": "842400HN6",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3821919,
"type": "FIXED_INCOME",
"name": "Southern California Edison Co. 3.65% 2/1/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15920000,
"marketValue": 11385379,
"couponRate": 3.65,
"maturityDate": "2050-02-01",
"fundAbbreviation": null,
"sedol": "BJVNJQ9",
"isin": "US842400GT44",
"cusip": "842400GT4",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3821915,
"type": "FIXED_INCOME",
"name": "Southern California Edison Co. 4.20% 3/1/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12527000,
"marketValue": 12156527,
"couponRate": 4.2,
"maturityDate": "2029-03-01",
"fundAbbreviation": null,
"sedol": "BJMTK85",
"isin": "US842400GQ05",
"cusip": "842400GQ0",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3821909,
"type": "FIXED_INCOME",
"name": "Southern California Edison Co. 4.50% 9/1/2040",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 13141500,
"couponRate": 4.5,
"maturityDate": "2040-09-01",
"fundAbbreviation": null,
"sedol": "B469DS7",
"isin": "US842400FQ14",
"cusip": "842400FQ1",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3821937,
"type": "FIXED_INCOME",
"name": "Southern California Edison Co. 4.90% 6/1/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10022620,
"couponRate": 4.9,
"maturityDate": "2026-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US842400HW63",
"cusip": "842400HW6",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3821941,
"type": "FIXED_INCOME",
"name": "Southern California Edison Co. 5.20% 6/1/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10500000,
"marketValue": 10396733,
"couponRate": 5.2,
"maturityDate": "2034-06-01",
"fundAbbreviation": null,
"sedol": "BPQX405",
"isin": "US842400HZ94",
"cusip": "842400HZ9",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3821935,
"type": "FIXED_INCOME",
"name": "Southern California Edison Co. 5.30% 3/1/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6197000,
"marketValue": 6272523,
"couponRate": 5.3,
"maturityDate": "2028-03-01",
"fundAbbreviation": null,
"sedol": "BQMS2G3",
"isin": "US842400HU08",
"cusip": "842400HU0",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3821907,
"type": "FIXED_INCOME",
"name": "Southern California Edison Co. 5.625% 2/1/2036",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5649000,
"marketValue": 5654208,
"couponRate": 5.625,
"maturityDate": "2036-02-01",
"fundAbbreviation": null,
"sedol": "B0XP1G4",
"isin": "US842400FC28",
"cusip": "842400FC2",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3821903,
"type": "FIXED_INCOME",
"name": "Southern California Edison Co. 5.75% 4/1/2035",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6666000,
"marketValue": 6821038,
"couponRate": 5.75,
"maturityDate": "2035-04-01",
"fundAbbreviation": null,
"sedol": "B00KKN2",
"isin": "US842400EV18",
"cusip": "842400EV1",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3821943,
"type": "FIXED_INCOME",
"name": "Southern California Edison Co. 5.75% 4/15/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8347000,
"marketValue": 8196028,
"couponRate": 5.75,
"maturityDate": "2054-04-15",
"fundAbbreviation": null,
"sedol": "BRC25V8",
"isin": "US842400JD64",
"cusip": "842400JD6",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3821949,
"type": "FIXED_INCOME",
"name": "Southwestern Electric Power Co. 1.65% 3/15/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12675000,
"marketValue": 12203541,
"couponRate": 1.65,
"maturityDate": "2026-03-15",
"fundAbbreviation": null,
"sedol": "BLH3W80",
"isin": "US845437BS08",
"cusip": "845437BS0",
"issuer": "24000236",
"ticker": null,
"issuerName": "American Electric Power"
},
{
"id": 3821703,
"type": "FIXED_INCOME",
"name": "Space Coast Credit Union, Series 2024-1, Class A3, 5.11% 6/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10161000,
"marketValue": 10196299,
"couponRate": 5.11,
"maturityDate": "2029-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78436RAE09",
"cusip": "78436RAE0",
"issuer": "212345434",
"ticker": null,
"issuerName": "SCCU Auto Receivables Trust 2024-1"
},
{
"id": 3821955,
"type": "FIXED_INCOME",
"name": "SPRITE, Ltd., Series 2021-1, Class A, 3.75% 11/15/2046",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13052348,
"marketValue": 12492951,
"couponRate": 3.75,
"maturityDate": "2046-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US85208UAA25",
"cusip": "85208UAA2",
"issuer": "212291393",
"ticker": null,
"issuerName": "Sprite Limited SPRTE_21-1"
},
{
"id": 3821963,
"type": "FIXED_INCOME",
"name": "Standard Chartered PLC 2.608% 1/12/2028 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.18% on 1/12/2027)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9200000,
"marketValue": 8762853,
"couponRate": 2.608,
"maturityDate": "2028-01-12",
"fundAbbreviation": null,
"sedol": "BMC8PW2",
"isin": "US853254CG39",
"cusip": "853254CG3",
"issuer": "171005259",
"ticker": null,
"issuerName": "Standard Chartered"
},
{
"id": 3813359,
"type": "FIXED_INCOME",
"name": "Standard Chartered PLC 4.866% 3/15/2033 (5-year USD-ICE Swap + 1.97% on 3/15/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5200000,
"marketValue": 5081908,
"couponRate": 4.866,
"maturityDate": "2033-03-15",
"fundAbbreviation": null,
"sedol": "BFM0B43",
"isin": "XS1793294841",
"cusip": null,
"issuer": "171005259",
"ticker": null,
"issuerName": "Standard Chartered"
},
{
"id": 3821959,
"type": "FIXED_INCOME",
"name": "Standard Chartered PLC 4.866% 3/15/2033 (5-year USD-ICE Swap + 1.97% on 3/15/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7000000,
"marketValue": 6841030,
"couponRate": 4.866,
"maturityDate": "2033-03-15",
"fundAbbreviation": null,
"sedol": "BG487G6",
"isin": "US853254BK59",
"cusip": "853254BK5",
"issuer": "171005259",
"ticker": null,
"issuerName": "Standard Chartered"
},
{
"id": 3821965,
"type": "FIXED_INCOME",
"name": "Standard Chartered PLC 7.018% 2/8/2030 (1-year UST Yield Curve Rate T Note Constant Maturity + 2.20% on 2/8/2029)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4930000,
"marketValue": 5223098,
"couponRate": 7.018,
"maturityDate": "2030-02-08",
"fundAbbreviation": null,
"sedol": "BRBXFW3",
"isin": "US853254CX61",
"cusip": "853254CX6",
"issuer": "171005259",
"ticker": null,
"issuerName": "Standard Chartered"
},
{
"id": 3815091,
"type": "FIXED_INCOME",
"name": "State of Illinois, City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2010-D, 6.519% 12/1/2040",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5770000,
"marketValue": 5427989,
"couponRate": 6.519,
"maturityDate": "2040-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US167505NH52",
"cusip": "167505NH5",
"issuer": "36078264",
"ticker": null,
"issuerName": "Chicago Board of Education"
},
{
"id": 3815087,
"type": "FIXED_INCOME",
"name": "State of Illinois, City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Qualified School Construction Bonds), Series 2009-G, 1.75% 12/15/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13760000,
"marketValue": 13311933,
"couponRate": 1.75,
"maturityDate": "2025-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US167505KK19",
"cusip": "167505KK1",
"issuer": "36078264",
"ticker": null,
"issuerName": "Chicago Board of Education"
},
{
"id": 3820205,
"type": "FIXED_INCOME",
"name": "State of Illinois, G.O. Bonds, Taxable Build America Bonds, Series 2010-1, 6.63% 2/1/2035",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4844231,
"marketValue": 5024751,
"couponRate": 6.63,
"maturityDate": "2035-02-01",
"fundAbbreviation": null,
"sedol": "B6257Y7",
"isin": "US452152BM28",
"cusip": "452152BM2",
"issuer": "212002645",
"ticker": null,
"issuerName": "State of Illinois"
},
{
"id": 3820201,
"type": "FIXED_INCOME",
"name": "State of Illinois, Housing Dev. Auth., Multi Family Housing Rev. Bonds (Marshall Field Garden Apartment Homes), Series 2015, (SIFMA Municipal Swap Index + 1.00%) 4.6% 5/15/2050 (put 5/15/2025)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6275000,
"marketValue": 6279832,
"couponRate": 4.6,
"maturityDate": "2050-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US45203LBT98",
"cusip": "45203LBT9",
"issuer": "212172383",
"ticker": null,
"issuerName": "Illinois Housing Development Authority"
},
{
"id": 3820945,
"type": "FIXED_INCOME",
"name": "State of New Jersey, Econ. Dev. Auth., State Pension Funding Bonds, Series 1997-A, National insured, 7.425% 2/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4400000,
"marketValue": 4655477,
"couponRate": 7.425,
"maturityDate": "2029-02-15",
"fundAbbreviation": null,
"sedol": "B86K6S9",
"isin": "US645913AA22",
"cusip": "645913AA2",
"issuer": "212020775",
"ticker": null,
"issuerName": "New Jersey Economic Development Authority"
},
{
"id": 3819947,
"type": "FIXED_INCOME",
"name": "State of Texas, Grand Parkway Transportation Corp., Grand Parkway System Toll Rev. Ref. Bonds, Series 2020-B, 3.236% 10/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8155000,
"marketValue": 5668027,
"couponRate": 3.236,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US38611TDL89",
"cusip": "38611TDL8",
"issuer": "212002917",
"ticker": null,
"issuerName": "Grand Parkway Transportation Corporation Texas"
},
{
"id": 3821971,
"type": "FIXED_INCOME",
"name": "State Street Corp. 4.164% 8/4/2033 (USD-SOFR + 1.726% on 8/4/2032)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10825000,
"marketValue": 10104726,
"couponRate": 4.164,
"maturityDate": "2033-08-04",
"fundAbbreviation": null,
"sedol": "BNVW3L7",
"isin": "US857477BV41",
"cusip": "857477BV4",
"issuer": "199005287",
"ticker": null,
"issuerName": "State Street"
},
{
"id": 3821983,
"type": "FIXED_INCOME",
"name": "Stellantis Finance US, Inc. 2.691% 9/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10367000,
"marketValue": 8514697,
"couponRate": 2.691,
"maturityDate": "2031-09-15",
"fundAbbreviation": null,
"sedol": "BNBYJJ3",
"isin": "US85855CAB63",
"cusip": "85855CAB6",
"issuer": "212019033",
"ticker": null,
"issuerName": "Stellantis"
},
{
"id": 3821985,
"type": "FIXED_INCOME",
"name": "Stellantis Finance US, Inc. 5.625% 1/12/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10146180,
"couponRate": 5.625,
"maturityDate": "2028-01-12",
"fundAbbreviation": null,
"sedol": "BNNPNQ9",
"isin": "US85855CAD20",
"cusip": "85855CAD2",
"issuer": "212019033",
"ticker": null,
"issuerName": "Stellantis"
},
{
"id": 3813435,
"type": "FIXED_INCOME",
"name": "St Engineering Rhq, Ltd. 1.50% 4/29/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4946100,
"couponRate": 1.5,
"maturityDate": "2025-04-29",
"fundAbbreviation": null,
"sedol": "BMWWM45",
"isin": "XS2163022739",
"cusip": null,
"issuer": "64072992",
"ticker": null,
"issuerName": "Singapore Technologies Engineering"
},
{
"id": 3821999,
"type": "FIXED_INCOME",
"name": "Sumitomo Mitsui Financial Group, Inc. 5.80% 7/13/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7500000,
"marketValue": 7703483,
"couponRate": 5.8,
"maturityDate": "2028-07-13",
"fundAbbreviation": null,
"sedol": "BN4BQ89",
"isin": "US86562MDB37",
"cusip": "86562MDB3",
"issuer": "114082370",
"ticker": null,
"issuerName": "Sumitomo Mitsui Financial Group (SMFG)"
},
{
"id": 3821997,
"type": "FIXED_INCOME",
"name": "Sumitomo Mitsui Financial Group, Inc. 5.88% 7/13/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10264000,
"marketValue": 10445940,
"couponRate": 5.88,
"maturityDate": "2026-07-13",
"fundAbbreviation": null,
"sedol": "BN4BQ67",
"isin": "US86562MDA53",
"cusip": "86562MDA5",
"issuer": "114082370",
"ticker": null,
"issuerName": "Sumitomo Mitsui Financial Group (SMFG)"
},
{
"id": 3822003,
"type": "FIXED_INCOME",
"name": "Sumitomo Mitsui Trust Bank, Ltd. 5.55% 9/14/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10194850,
"couponRate": 5.55,
"maturityDate": "2028-09-14",
"fundAbbreviation": null,
"sedol": "BNTVT74",
"isin": "US86563VBM00",
"cusip": "86563VBM0",
"issuer": "89081497",
"ticker": null,
"issuerName": "Sumitomo Mitsui Trust Group"
},
{
"id": 3822007,
"type": "FIXED_INCOME",
"name": "Summit Digitel Infrastructure Pvt, Ltd. 2.875% 8/12/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10355000,
"marketValue": 8747190,
"couponRate": 2.875,
"maturityDate": "2031-08-12",
"fundAbbreviation": null,
"sedol": "BPF0P48",
"isin": "US86608CAA62",
"cusip": "86608CAA6",
"issuer": "130011790",
"ticker": null,
"issuerName": "Brookfield"
},
{
"id": 3813505,
"type": "FIXED_INCOME",
"name": "Suncorp Group, Ltd. (3-month AUD-BBSW + 2.30%) 6.736% 6/1/2037",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7500000,
"marketValue": 4747408,
"couponRate": 6.736,
"maturityDate": "2037-06-01",
"fundAbbreviation": null,
"sedol": "BP8KS46",
"isin": "AU3FN0067906",
"cusip": null,
"issuer": "114072194",
"ticker": null,
"issuerName": "Suncorp Group"
},
{
"id": 3822021,
"type": "FIXED_INCOME",
"name": "Sunoco, LP 4.50% 5/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5215000,
"marketValue": 4920285,
"couponRate": 4.5,
"maturityDate": "2029-05-15",
"fundAbbreviation": null,
"sedol": "BL545C0",
"isin": "US86765LAT44",
"cusip": "86765LAT4",
"issuer": "212123557",
"ticker": null,
"issuerName": "Sunoco"
},
{
"id": 3822015,
"type": "FIXED_INCOME",
"name": "Sunoco, LP 7.00% 9/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6715000,
"marketValue": 6875079,
"couponRate": 7,
"maturityDate": "2028-09-15",
"fundAbbreviation": null,
"sedol": "BS9C0C4",
"isin": "US86765KAA79",
"cusip": "86765KAA7",
"issuer": "212123557",
"ticker": null,
"issuerName": "Sunoco"
},
{
"id": 3821733,
"type": "FIXED_INCOME",
"name": "SuttonPark Structured Settlements, Series 2021-1, Class A, 1.95% 9/15/2075",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7080579,
"marketValue": 6790388,
"couponRate": 1.95,
"maturityDate": "2075-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78472VAA44",
"cusip": "78472VAA4",
"issuer": "212287285",
"ticker": null,
"issuerName": "Suttonpark Structured Settlements SPSS_2021-1"
},
{
"id": 3822025,
"type": "FIXED_INCOME",
"name": "Suzano Austria gmbh 3.75% 1/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6660000,
"marketValue": 5882039,
"couponRate": 3.75,
"maturityDate": "2031-01-15",
"fundAbbreviation": null,
"sedol": "BLF7RQ7",
"isin": "US86964WAJ18",
"cusip": "86964WAJ1",
"issuer": "212192881",
"ticker": null,
"issuerName": "Suzano SA"
},
{
"id": 3822023,
"type": "FIXED_INCOME",
"name": "Svenska Handelsbanken AB 5.50% 6/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 5068930,
"couponRate": 5.5,
"maturityDate": "2028-06-15",
"fundAbbreviation": null,
"sedol": "BQLPLN5",
"isin": "US86959LAP85",
"cusip": "86959LAP8",
"issuer": "91005391",
"ticker": null,
"issuerName": "Svenska Handelsbanken"
},
{
"id": 3822029,
"type": "FIXED_INCOME",
"name": "Swedbank AB 6.136% 9/12/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12825000,
"marketValue": 13105496,
"couponRate": 6.136,
"maturityDate": "2026-09-12",
"fundAbbreviation": null,
"sedol": "BS1L7S4",
"isin": "US87020PAX50",
"cusip": "87020PAX5",
"issuer": "198075670",
"ticker": null,
"issuerName": "Swedbank"
},
{
"id": 3822101,
"type": "FIXED_INCOME",
"name": "Takeda Pharmaceutical Co., Ltd. 5.00% 11/26/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7500000,
"marketValue": 7520843,
"couponRate": 5,
"maturityDate": "2028-11-26",
"fundAbbreviation": null,
"sedol": "BJ9T7R6",
"isin": "US874060AW64",
"cusip": "874060AW6",
"issuer": "177005477",
"ticker": null,
"issuerName": "Takeda Pharmaceutical"
},
{
"id": 3822103,
"type": "FIXED_INCOME",
"name": "TAL Advantage V, LLC, Series 2020-1A, Class A, 2.05% 9/20/2045",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12812114,
"marketValue": 11917751,
"couponRate": 2.05,
"maturityDate": "2045-09-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US87407RAA41",
"cusip": "87407RAA4",
"issuer": "212274210",
"ticker": null,
"issuerName": "TAL Advantage LLC TAL_20-1A"
},
{
"id": 3822107,
"type": "FIXED_INCOME",
"name": "Targa Resources Partners, LP 5.50% 3/1/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8660000,
"marketValue": 8692778,
"couponRate": 5.5,
"maturityDate": "2030-03-01",
"fundAbbreviation": null,
"sedol": "BNNGWW1",
"isin": "US87612BBQ41",
"cusip": "87612BBQ4",
"issuer": "85096757",
"ticker": null,
"issuerName": "Targa Resources"
},
{
"id": 3822053,
"type": "FIXED_INCOME",
"name": "TBW Mortgage-Backed Trust, Series 2007-2, Class A4B, (1-month USD CME Term SOFR + 0.955%) 5.293% 7/25/2037",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6990420,
"marketValue": 5180474,
"couponRate": 5.293,
"maturityDate": "2037-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US872227AH67",
"cusip": "872227AH6",
"issuer": "212208505",
"ticker": null,
"issuerName": "TBW Mortgage Backed Pass Through"
},
{
"id": 3822115,
"type": "FIXED_INCOME",
"name": "TEGNA, Inc. 5.00% 9/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8500000,
"marketValue": 7959128,
"couponRate": 5,
"maturityDate": "2029-09-15",
"fundAbbreviation": null,
"sedol": "BMXC0P1",
"isin": "US87901JAH86",
"cusip": "87901JAH8",
"issuer": "79002199",
"ticker": null,
"issuerName": "TEGNA"
},
{
"id": 3822117,
"type": "FIXED_INCOME",
"name": "Tencent Holdings, Ltd. 2.39% 6/3/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 8738340,
"couponRate": 2.39,
"maturityDate": "2030-06-03",
"fundAbbreviation": null,
"sedol": "BMXB5C0",
"isin": "US88032WAU09",
"cusip": "88032WAU0",
"issuer": "140084092",
"ticker": null,
"issuerName": "Tencent"
},
{
"id": 3822119,
"type": "FIXED_INCOME",
"name": "Tencent Holdings, Ltd. 3.24% 6/3/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9870000,
"marketValue": 6558309,
"couponRate": 3.24,
"maturityDate": "2050-06-03",
"fundAbbreviation": null,
"sedol": "BMX91H1",
"isin": "US88032WAV81",
"cusip": "88032WAV8",
"issuer": "140084092",
"ticker": null,
"issuerName": "Tencent"
},
{
"id": 3822123,
"type": "FIXED_INCOME",
"name": "Tencent Holdings, Ltd. 3.595% 1/19/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7500000,
"marketValue": 7225973,
"couponRate": 3.595,
"maturityDate": "2028-01-19",
"fundAbbreviation": null,
"sedol": "BYVW1J8",
"isin": "US88032XAG97",
"cusip": "88032XAG9",
"issuer": "140084092",
"ticker": null,
"issuerName": "Tencent"
},
{
"id": 3822131,
"type": "FIXED_INCOME",
"name": "Tenet Healthcare Corp. 6.75% 5/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 10110210,
"couponRate": 6.75,
"maturityDate": "2031-05-15",
"fundAbbreviation": null,
"sedol": "BPLYXF1",
"isin": "US88033GDU13",
"cusip": "88033GDU1",
"issuer": "123009239",
"ticker": null,
"issuerName": "Tenet Healthcare"
},
{
"id": 3821545,
"type": "FIXED_INCOME",
"name": "Territory of Puerto Rico, G.O. Taxable Bonds, Series 2022, 0% 11/1/2043",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 20714286,
"marketValue": 12713393,
"couponRate": 0,
"maturityDate": "2043-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US74514L3T29",
"cusip": "74514L3T2",
"issuer": "19073159",
"ticker": null,
"issuerName": "Commonwealth of Puerto Rico"
},
{
"id": 3822139,
"type": "FIXED_INCOME",
"name": "Teva Pharmaceutical Finance Co., LLC 6.15% 2/1/2036",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11690000,
"marketValue": 11725035,
"couponRate": 6.15,
"maturityDate": "2036-02-01",
"fundAbbreviation": null,
"sedol": "B0XRV48",
"isin": "US88163VAD10",
"cusip": "88163VAD1",
"issuer": "54005566",
"ticker": null,
"issuerName": "Teva Pharmaceutical"
},
{
"id": 3822141,
"type": "FIXED_INCOME",
"name": "Teva Pharmaceutical Finance Netherlands III BV 3.15% 10/1/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 9617620,
"couponRate": 3.15,
"maturityDate": "2026-10-01",
"fundAbbreviation": null,
"sedol": "BD3GT31",
"isin": "US88167AAE10",
"cusip": "88167AAE1",
"issuer": "54005566",
"ticker": null,
"issuerName": "Teva Pharmaceutical"
},
{
"id": 3822159,
"type": "FIXED_INCOME",
"name": "Texas Instruments, Inc. 4.85% 2/8/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6252000,
"marketValue": 6151205,
"couponRate": 4.85,
"maturityDate": "2034-02-08",
"fundAbbreviation": null,
"sedol": "BRBXSX5",
"isin": "US882508CH56",
"cusip": "882508CH5",
"issuer": "59005571",
"ticker": null,
"issuerName": "Texas Instruments"
},
{
"id": 3822161,
"type": "FIXED_INCOME",
"name": "Textainer Marine Containers, Ltd., Series 2020-1A, Class A, 2.73% 8/21/2045",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9802592,
"marketValue": 9339282,
"couponRate": 2.73,
"maturityDate": "2045-08-21",
"fundAbbreviation": null,
"sedol": null,
"isin": "US88315LAE83",
"cusip": "88315LAE8",
"issuer": "212273520",
"ticker": null,
"issuerName": "Textainer Marine Containers VII Ltd TMCL_20-1"
},
{
"id": 3822165,
"type": "FIXED_INCOME",
"name": "Textainer Marine Containers, Ltd., Series 2020-2A, Class A, 2.10% 9/20/2045",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8578214,
"marketValue": 7947467,
"couponRate": 2.1,
"maturityDate": "2045-09-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US88315LAG32",
"cusip": "88315LAG3",
"issuer": "212274114",
"ticker": null,
"issuerName": "Textainer Marine Containers IV Ltd TCML_20-2"
},
{
"id": 3822177,
"type": "FIXED_INCOME",
"name": "Thaioil Treasury Center Co., Ltd. 3.50% 10/17/2049",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9000000,
"marketValue": 5470056,
"couponRate": 3.5,
"maturityDate": "2049-10-17",
"fundAbbreviation": null,
"sedol": "BKV3B15",
"isin": "US88323AAE29",
"cusip": "88323AAE2",
"issuer": "75087207",
"ticker": null,
"issuerName": "Thailand, Kingdom of"
},
{
"id": 3813409,
"type": "FIXED_INCOME",
"name": "Tierra Mojada Luxembourg II SARL 5.75% 12/1/2040",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6070893,
"marketValue": 5560076,
"couponRate": 5.75,
"maturityDate": "2040-12-01",
"fundAbbreviation": null,
"sedol": "BMC6L39",
"isin": "USL3500LAA72",
"cusip": null,
"issuer": "212276321",
"ticker": null,
"issuerName": "Tierra Mojada Luxembourg II SARL"
},
{
"id": 3822075,
"type": "FIXED_INCOME",
"name": "T-Mobile USA, Inc. 2.55% 2/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12500000,
"marketValue": 10757150,
"couponRate": 2.55,
"maturityDate": "2031-02-15",
"fundAbbreviation": null,
"sedol": "BMW1GN9",
"isin": "US87264ACB98",
"cusip": "87264ACB9",
"issuer": "206077798",
"ticker": null,
"issuerName": "Deutsche Telekom"
},
{
"id": 3822069,
"type": "FIXED_INCOME",
"name": "T-Mobile USA, Inc. 2.875% 2/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15000000,
"marketValue": 13199655,
"couponRate": 2.875,
"maturityDate": "2031-02-15",
"fundAbbreviation": null,
"sedol": "BMC5QC0",
"isin": "US87264ABT16",
"cusip": "87264ABT1",
"issuer": "206077798",
"ticker": null,
"issuerName": "Deutsche Telekom"
},
{
"id": 3822067,
"type": "FIXED_INCOME",
"name": "T-Mobile USA, Inc. 3.00% 2/15/2041",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7890000,
"marketValue": 5630848,
"couponRate": 3,
"maturityDate": "2041-02-15",
"fundAbbreviation": null,
"sedol": "BN0ZLS0",
"isin": "US87264ABL89",
"cusip": "87264ABL8",
"issuer": "206077798",
"ticker": null,
"issuerName": "Deutsche Telekom"
},
{
"id": 3822061,
"type": "FIXED_INCOME",
"name": "T-Mobile USA, Inc. 3.50% 4/15/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6550000,
"marketValue": 6521363,
"couponRate": 3.5,
"maturityDate": "2025-04-15",
"fundAbbreviation": null,
"sedol": "BMW1BM3",
"isin": "US87264ABB08",
"cusip": "87264ABB0",
"issuer": "206077798",
"ticker": null,
"issuerName": "Deutsche Telekom"
},
{
"id": 3822071,
"type": "FIXED_INCOME",
"name": "T-Mobile USA, Inc. 3.50% 4/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 9075510,
"couponRate": 3.5,
"maturityDate": "2031-04-15",
"fundAbbreviation": null,
"sedol": "BMW23T7",
"isin": "US87264ABW45",
"cusip": "87264ABW4",
"issuer": "206077798",
"ticker": null,
"issuerName": "Deutsche Telekom"
},
{
"id": 3822063,
"type": "FIXED_INCOME",
"name": "T-Mobile USA, Inc. 3.75% 4/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 9772450,
"couponRate": 3.75,
"maturityDate": "2027-04-15",
"fundAbbreviation": null,
"sedol": "BN79ZV6",
"isin": "US87264ABD63",
"cusip": "87264ABD6",
"issuer": "206077798",
"ticker": null,
"issuerName": "Deutsche Telekom"
},
{
"id": 3822081,
"type": "FIXED_INCOME",
"name": "T-Mobile USA, Inc. 5.05% 7/15/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5372000,
"marketValue": 5262186,
"couponRate": 5.05,
"maturityDate": "2033-07-15",
"fundAbbreviation": null,
"sedol": "BMX3FK4",
"isin": "US87264ACY91",
"cusip": "87264ACY9",
"issuer": "206077798",
"ticker": null,
"issuerName": "Deutsche Telekom"
},
{
"id": 3822089,
"type": "FIXED_INCOME",
"name": "T-Mobile USA, Inc. 5.15% 4/15/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8561000,
"marketValue": 8426481,
"couponRate": 5.15,
"maturityDate": "2034-04-15",
"fundAbbreviation": null,
"sedol": "BR875P1",
"isin": "US87264ADF93",
"cusip": "87264ADF9",
"issuer": "206077798",
"ticker": null,
"issuerName": "Deutsche Telekom"
},
{
"id": 3822083,
"type": "FIXED_INCOME",
"name": "T-Mobile USA, Inc. 5.75% 1/15/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5230000,
"marketValue": 5364165,
"couponRate": 5.75,
"maturityDate": "2034-01-15",
"fundAbbreviation": null,
"sedol": "BN4JN15",
"isin": "US87264ADC62",
"cusip": "87264ADC6",
"issuer": "206077798",
"ticker": null,
"issuerName": "Deutsche Telekom"
},
{
"id": 3822187,
"type": "FIXED_INCOME",
"name": "Toronto-Dominion Bank (The) 5.156% 1/10/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8213000,
"marketValue": 8256348,
"couponRate": 5.156,
"maturityDate": "2028-01-10",
"fundAbbreviation": null,
"sedol": "BNNM6D8",
"isin": "US89115A2M37",
"cusip": "89115A2M3",
"issuer": "175005687",
"ticker": null,
"issuerName": "Toronto-Dominion Bank"
},
{
"id": 3822203,
"type": "FIXED_INCOME",
"name": "TotalEnergies Capital SA 5.275% 9/10/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10798000,
"marketValue": 9992545,
"couponRate": 5.275,
"maturityDate": "2054-09-10",
"fundAbbreviation": null,
"sedol": "BMWBW42",
"isin": "US89157XAE13",
"cusip": "89157XAE1",
"issuer": "31074655",
"ticker": null,
"issuerName": "TotalEnergies"
},
{
"id": 3822211,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust., Series 15-2, Class 1B2, 3.777% 11/25/2060",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6736294,
"marketValue": 6446054,
"couponRate": 3.777,
"maturityDate": "2060-11-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89171YAE14",
"cusip": "89171YAE1",
"issuer": "212214787",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMT_15-2"
},
{
"id": 3822215,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2015-3, Class M2, 0% 3/25/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5840753,
"marketValue": 5801007,
"couponRate": 0,
"maturityDate": "2054-03-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89172HAD98",
"cusip": "89172HAD9",
"issuer": "212282084",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMT_15-3"
},
{
"id": 3822209,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2015-5, Class B1, 4.033% 5/25/2055",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13290000,
"marketValue": 12979958,
"couponRate": 4.033,
"maturityDate": "2055-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89171VAE74",
"cusip": "89171VAE7",
"issuer": "212270562",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMT_15-5"
},
{
"id": 3822219,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2016-2, Class M1, 3% 8/25/2055",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5624866,
"marketValue": 5522584,
"couponRate": 3,
"maturityDate": "2055-08-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89172PAC32",
"cusip": "89172PAC3",
"issuer": "212270487",
"ticker": null,
"issuerName": "TPMT_16-2"
},
{
"id": 3822223,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2016-3, Class M2, 0% 4/25/2056",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5300000,
"marketValue": 5244451,
"couponRate": 0,
"maturityDate": "2056-04-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89172YAD22",
"cusip": "89172YAD2",
"issuer": "212215928",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMT_16-3"
},
{
"id": 3822237,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2017-6, Class A2, 0% 10/25/2057",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5500000,
"marketValue": 5153346,
"couponRate": 0,
"maturityDate": "2057-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89175JAB61",
"cusip": "89175JAB6",
"issuer": "212270387",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMT_17-6"
},
{
"id": 3822243,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2018-1, Class A2, 0% 1/25/2058",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 9589900,
"couponRate": 0,
"maturityDate": "2058-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89176EAB65",
"cusip": "89176EAB6",
"issuer": "212270906",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMT_18-1"
},
{
"id": 3822241,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2018-2, Class A1, 3.25% 3/25/2058",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4878004,
"marketValue": 4804819,
"couponRate": 3.25,
"maturityDate": "2058-03-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89175VAA17",
"cusip": "89175VAA1",
"issuer": "212267865",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMT_18-2"
},
{
"id": 3822247,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2019-2, Class A1, 3.705% 12/25/2058",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5673019,
"marketValue": 5457388,
"couponRate": 3.705,
"maturityDate": "2058-12-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89177JAA60",
"cusip": "89177JAA6",
"issuer": "212270491",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMT_19-2"
},
{
"id": 3822259,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2024-3, Class A1A, 5.163% 7/25/2065",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12822275,
"marketValue": 12631775,
"couponRate": 5.163,
"maturityDate": "2065-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89183FAP36",
"cusip": "89183FAP3",
"issuer": "212345544",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust 2024-3"
},
{
"id": 3822271,
"type": "FIXED_INCOME",
"name": "Toyota Auto Loan Extended Note Trust, Series 2020-1, Class A, 1.35% 5/25/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5335000,
"marketValue": 5265853,
"couponRate": 1.35,
"maturityDate": "2033-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89237JAA43",
"cusip": "89237JAA4",
"issuer": "212271872",
"ticker": null,
"issuerName": "Toyota Auto Loan Extended Note Trust TALNT_20-1A"
},
{
"id": 3822267,
"type": "FIXED_INCOME",
"name": "Toyota Motor Credit Corp. 3.375% 4/1/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8330000,
"marketValue": 7722626,
"couponRate": 3.375,
"maturityDate": "2030-04-01",
"fundAbbreviation": null,
"sedol": "BL66P03",
"isin": "US89236TGY55",
"cusip": "89236TGY5",
"issuer": "212231903",
"ticker": null,
"issuerName": "Toyota Motor Credit Corp"
},
{
"id": 3822269,
"type": "FIXED_INCOME",
"name": "Toyota Motor Credit Corp. 5.55% 11/20/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 5154500,
"couponRate": 5.55,
"maturityDate": "2030-11-20",
"fundAbbreviation": null,
"sedol": "BMVNP51",
"isin": "US89236TLE37",
"cusip": "89236TLE3",
"issuer": "212231903",
"ticker": null,
"issuerName": "Toyota Motor Credit Corp"
},
{
"id": 3822281,
"type": "FIXED_INCOME",
"name": "Treehouse Park Improvement Association No.1 9.75% 12/1/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8784420,
"marketValue": 8784420,
"couponRate": 9.75,
"maturityDate": "2033-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89469TAA16",
"cusip": "89469TAA1",
"issuer": "212295665",
"ticker": null,
"issuerName": "Treehouse Park Improvement Association No 1"
},
{
"id": 3822297,
"type": "FIXED_INCOME",
"name": "Tricon Residential Trust, Series 2023-SFR1, Class B, 5.10% 7/17/2040",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7963000,
"marketValue": 7886810,
"couponRate": 5.1,
"maturityDate": "2040-07-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89616WAB46",
"cusip": "89616WAB4",
"issuer": "212325722",
"ticker": null,
"issuerName": "Tricon Residential Trust TCN_23-SFR1"
},
{
"id": 3822287,
"type": "FIXED_INCOME",
"name": "Tricon Residential Trust, Series 2023-SFR2, Class A, 5.00% 12/17/2040",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7610360,
"marketValue": 7545680,
"couponRate": 5,
"maturityDate": "2040-12-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US895978AA25",
"cusip": "895978AA2",
"issuer": "212331543",
"ticker": null,
"issuerName": "Tricon Residential 2023-SFR2 Trust"
},
{
"id": 3822291,
"type": "FIXED_INCOME",
"name": "Tricon Residential Trust, Series 2024-SFR1, Class A, 4.65% 4/17/2041",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6434000,
"marketValue": 6295656,
"couponRate": 4.65,
"maturityDate": "2041-04-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89616UAA07",
"cusip": "89616UAA0",
"issuer": "212337725",
"ticker": null,
"issuerName": "Tricon Residential 2024-SFR1 Trust"
},
{
"id": 3822303,
"type": "FIXED_INCOME",
"name": "Tricon Residential Trust, Series 2024-SFR3, Class B, 5.00% 8/17/2041",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10438000,
"marketValue": 10171413,
"couponRate": 5,
"maturityDate": "2041-08-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89616YAB02",
"cusip": "89616YAB0",
"issuer": "212346400",
"ticker": null,
"issuerName": "Tricon Residential Trust TCN_24-SFR3"
},
{
"id": 3822311,
"type": "FIXED_INCOME",
"name": "Trinitas CLO, Ltd., Series 2020-12, Class B1R, (3-month USD CME Term SOFR + 2.00%) 6.626% 4/25/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6000000,
"marketValue": 6010212,
"couponRate": 6.626,
"maturityDate": "2033-04-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89641GAQ55",
"cusip": "89641GAQ5",
"issuer": "212318591",
"ticker": null,
"issuerName": "Trinitas CLO XII"
},
{
"id": 3822319,
"type": "FIXED_INCOME",
"name": "Triton Container Finance VIII, LLC, Series 2020-1, Class A, 2.11% 9/20/2045",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10606444,
"marketValue": 9656223,
"couponRate": 2.11,
"maturityDate": "2045-09-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89680HAA05",
"cusip": "89680HAA0",
"issuer": "212273891",
"ticker": null,
"issuerName": "Triton Container Finance LLC TCF_20-1"
},
{
"id": 3822321,
"type": "FIXED_INCOME",
"name": "Triton Container Finance VIII, LLC, Series 2021-1, Class A, 1.86% 3/20/2046",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10791000,
"marketValue": 9618979,
"couponRate": 1.86,
"maturityDate": "2046-03-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89680HAE27",
"cusip": "89680HAE2",
"issuer": "212279678",
"ticker": null,
"issuerName": "Triton Container Finance LLC TCF_21-1"
},
{
"id": 3822325,
"type": "FIXED_INCOME",
"name": "Triton Container International, Ltd. 3.15% 6/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15346000,
"marketValue": 13061134,
"couponRate": 3.15,
"maturityDate": "2031-06-15",
"fundAbbreviation": null,
"sedol": "BN79ZF0",
"isin": "US89680YAC93",
"cusip": "89680YAC9",
"issuer": "212164147",
"ticker": null,
"issuerName": "Triton International"
},
{
"id": 3822327,
"type": "FIXED_INCOME",
"name": "Tronox, Inc. 4.625% 3/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6000000,
"marketValue": 5392176,
"couponRate": 4.625,
"maturityDate": "2029-03-15",
"fundAbbreviation": null,
"sedol": "BNQPRV9",
"isin": "US897051AC29",
"cusip": "897051AC2",
"issuer": "212222990",
"ticker": null,
"issuerName": "Tronox"
},
{
"id": 3822329,
"type": "FIXED_INCOME",
"name": "Truist Financial Corp. 5.867% 6/8/2034 (USD-SOFR + 2.361% on 6/8/2033)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10286000,
"marketValue": 10476672,
"couponRate": 5.867,
"maturityDate": "2034-06-08",
"fundAbbreviation": null,
"sedol": "BRBD998",
"isin": "US89788MAP77",
"cusip": "89788MAP7",
"issuer": "144006716",
"ticker": null,
"issuerName": "Truist Financial"
},
{
"id": 3822331,
"type": "FIXED_INCOME",
"name": "Truist Financial Corp. 7.161% 10/30/2029 (USD-SOFR + 2.446% on 10/30/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6383000,
"marketValue": 6827557,
"couponRate": 7.161,
"maturityDate": "2029-10-30",
"fundAbbreviation": null,
"sedol": "BN71NT6",
"isin": "US89788MAQ50",
"cusip": "89788MAQ5",
"issuer": "144006716",
"ticker": null,
"issuerName": "Truist Financial"
},
{
"id": 3822097,
"type": "FIXED_INCOME",
"name": "TSMC Arizona Corp. 3.25% 10/25/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11000000,
"marketValue": 7911101,
"couponRate": 3.25,
"maturityDate": "2051-10-25",
"fundAbbreviation": null,
"sedol": "BN7DNP8",
"isin": "US872898AE19",
"cusip": "872898AE1",
"issuer": "36009152",
"ticker": null,
"issuerName": "TSMC"
},
{
"id": 3822099,
"type": "FIXED_INCOME",
"name": "TSMC Arizona Corp. 4.25% 4/22/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8000000,
"marketValue": 7670728,
"couponRate": 4.25,
"maturityDate": "2032-04-22",
"fundAbbreviation": null,
"sedol": "BPJKXW8",
"isin": "US872898AH40",
"cusip": "872898AH4",
"issuer": "36009152",
"ticker": null,
"issuerName": "TSMC"
},
{
"id": 3813439,
"type": "FIXED_INCOME",
"name": "TSMC Global, Ltd. 0.75% 9/28/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 9717330,
"couponRate": 0.75,
"maturityDate": "2025-09-28",
"fundAbbreviation": null,
"sedol": "BMY4506",
"isin": "USG91139AC27",
"cusip": null,
"issuer": "36009152",
"ticker": null,
"issuerName": "TSMC"
},
{
"id": 3813415,
"type": "FIXED_INCOME",
"name": "TSMC Global, Ltd. 1.00% 9/28/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 9061750,
"couponRate": 1,
"maturityDate": "2027-09-28",
"fundAbbreviation": null,
"sedol": "BMF7C81",
"isin": "USG91139AD00",
"cusip": null,
"issuer": "36009152",
"ticker": null,
"issuerName": "TSMC"
},
{
"id": 3813487,
"type": "FIXED_INCOME",
"name": "TSMC Global, Ltd. 1.25% 4/23/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 9561390,
"couponRate": 1.25,
"maturityDate": "2026-04-23",
"fundAbbreviation": null,
"sedol": "BNSPYQ1",
"isin": "USG91139AF57",
"cusip": null,
"issuer": "36009152",
"ticker": null,
"issuerName": "TSMC"
},
{
"id": 3813485,
"type": "FIXED_INCOME",
"name": "TSMC Global, Ltd. 2.25% 4/23/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11000000,
"marketValue": 9381141,
"couponRate": 2.25,
"maturityDate": "2031-04-23",
"fundAbbreviation": null,
"sedol": "BNSPYP0",
"isin": "USG91139AH14",
"cusip": null,
"issuer": "36009152",
"ticker": null,
"issuerName": "TSMC"
},
{
"id": 3822341,
"type": "FIXED_INCOME",
"name": "UBS Group AG 1.364% 1/30/2027 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.08% on 1/30/2026)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10300000,
"marketValue": 9908806,
"couponRate": 1.364,
"maturityDate": "2027-01-30",
"fundAbbreviation": null,
"sedol": "BN2YKT9",
"isin": "US902613AC28",
"cusip": "902613AC2",
"issuer": "212019097",
"ticker": null,
"issuerName": "UBS Group AG"
},
{
"id": 3822355,
"type": "FIXED_INCOME",
"name": "UBS Group AG 4.55% 4/17/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7000000,
"marketValue": 6978937,
"couponRate": 4.55,
"maturityDate": "2026-04-17",
"fundAbbreviation": null,
"sedol": "BRZSR62",
"isin": "US902613BB36",
"cusip": "902613BB3",
"issuer": "212019097",
"ticker": null,
"issuerName": "UBS Group AG"
},
{
"id": 3822349,
"type": "FIXED_INCOME",
"name": "UBS Group AG 4.751% 5/12/2028 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.75% on 5/12/2027)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6750000,
"marketValue": 6711410,
"couponRate": 4.751,
"maturityDate": "2028-05-12",
"fundAbbreviation": null,
"sedol": "BPRBB30",
"isin": "US902613AP31",
"cusip": "902613AP3",
"issuer": "212019097",
"ticker": null,
"issuerName": "UBS Group AG"
},
{
"id": 3815405,
"type": "FIXED_INCOME",
"name": "UBS Group AG 6.246% 9/22/2029 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.80% on 9/22/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7400000,
"marketValue": 7669671,
"couponRate": 6.246,
"maturityDate": "2029-09-22",
"fundAbbreviation": null,
"sedol": "BKPJSQ3",
"isin": "US225401BE76",
"cusip": "225401BE7",
"issuer": "212019097",
"ticker": null,
"issuerName": "UBS Group AG"
},
{
"id": 3815401,
"type": "FIXED_INCOME",
"name": "UBS Group AG 6.442% 8/11/2028 (USD-SOFR + 3.70% on 8/11/2027)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6000000,
"marketValue": 6201246,
"couponRate": 6.442,
"maturityDate": "2028-08-11",
"fundAbbreviation": null,
"sedol": "BNBVCT5",
"isin": "US225401AV01",
"cusip": "225401AV0",
"issuer": "212019097",
"ticker": null,
"issuerName": "UBS Group AG"
},
{
"id": 3813739,
"type": "FIXED_INCOME",
"name": "Uniform Mortgage-Backed Security 2.00% 2/1/2040",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5162466,
"marketValue": 4562407,
"couponRate": 2,
"maturityDate": "2040-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US01F0204226",
"cusip": "01F020422",
"issuer": "212252537",
"ticker": null,
"issuerName": "UMBS"
},
{
"id": 3822387,
"type": "FIXED_INCOME",
"name": "Union Pacific Corp. 2.80% 2/14/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13019000,
"marketValue": 11294933,
"couponRate": 2.8,
"maturityDate": "2032-02-14",
"fundAbbreviation": null,
"sedol": "BNYF3T1",
"isin": "US907818FX12",
"cusip": "907818FX1",
"issuer": "126005850",
"ticker": null,
"issuerName": "Union Pacific"
},
{
"id": 3822381,
"type": "FIXED_INCOME",
"name": "Union Pacific Corp. 2.891% 4/6/2036",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6702000,
"marketValue": 5408943,
"couponRate": 2.891,
"maturityDate": "2036-04-06",
"fundAbbreviation": null,
"sedol": "BMCFPB2",
"isin": "US907818FQ60",
"cusip": "907818FQ6",
"issuer": "126005850",
"ticker": null,
"issuerName": "Union Pacific"
},
{
"id": 3822385,
"type": "FIXED_INCOME",
"name": "Union Pacific Corp. 2.95% 3/10/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7553000,
"marketValue": 4772884,
"couponRate": 2.95,
"maturityDate": "2052-03-10",
"fundAbbreviation": null,
"sedol": "BP9P0J9",
"isin": "US907818FW39",
"cusip": "907818FW3",
"issuer": "126005850",
"ticker": null,
"issuerName": "Union Pacific"
},
{
"id": 3822833,
"type": "FIXED_INCOME",
"name": "UnitedHealth Group, Inc. 2.00% 5/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13538000,
"marketValue": 11672247,
"couponRate": 2,
"maturityDate": "2030-05-15",
"fundAbbreviation": null,
"sedol": "BMFKVV6",
"isin": "US91324PDX78",
"cusip": "91324PDX7",
"issuer": "144005868",
"ticker": null,
"issuerName": "UnitedHealth Group"
},
{
"id": 3822835,
"type": "FIXED_INCOME",
"name": "UnitedHealth Group, Inc. 2.90% 5/15/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9116000,
"marketValue": 5656660,
"couponRate": 2.9,
"maturityDate": "2050-05-15",
"fundAbbreviation": null,
"sedol": "BM95BD9",
"isin": "US91324PDZ27",
"cusip": "91324PDZ2",
"issuer": "144005868",
"ticker": null,
"issuerName": "UnitedHealth Group"
},
{
"id": 3822837,
"type": "FIXED_INCOME",
"name": "UnitedHealth Group, Inc. 3.05% 5/15/2041",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7293000,
"marketValue": 5268514,
"couponRate": 3.05,
"maturityDate": "2041-05-15",
"fundAbbreviation": null,
"sedol": "BLPK6R0",
"isin": "US91324PEE88",
"cusip": "91324PEE8",
"issuer": "144005868",
"ticker": null,
"issuerName": "UnitedHealth Group"
},
{
"id": 3822841,
"type": "FIXED_INCOME",
"name": "UnitedHealth Group, Inc. 4.20% 5/15/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6293000,
"marketValue": 5932071,
"couponRate": 4.2,
"maturityDate": "2032-05-15",
"fundAbbreviation": null,
"sedol": "BNKBTZ1",
"isin": "US91324PEJ75",
"cusip": "91324PEJ7",
"issuer": "144005868",
"ticker": null,
"issuerName": "UnitedHealth Group"
},
{
"id": 3822845,
"type": "FIXED_INCOME",
"name": "UnitedHealth Group, Inc. 5.35% 2/15/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5984000,
"marketValue": 6023865,
"couponRate": 5.35,
"maturityDate": "2033-02-15",
"fundAbbreviation": null,
"sedol": "BLBRZK1",
"isin": "US91324PER91",
"cusip": "91324PER9",
"issuer": "144005868",
"ticker": null,
"issuerName": "UnitedHealth Group"
},
{
"id": 3822847,
"type": "FIXED_INCOME",
"name": "UnitedHealth Group, Inc. 5.375% 4/15/2054",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14000000,
"marketValue": 13141366,
"couponRate": 5.375,
"maturityDate": "2054-04-15",
"fundAbbreviation": null,
"sedol": "BQB5GF2",
"isin": "US91324PFC14",
"cusip": "91324PFC1",
"issuer": "144005868",
"ticker": null,
"issuerName": "UnitedHealth Group"
},
{
"id": 3822855,
"type": "FIXED_INCOME",
"name": "UnitedHealth Group, Inc. 5.75% 7/15/2064",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10750000,
"marketValue": 10454450,
"couponRate": 5.75,
"maturityDate": "2064-07-15",
"fundAbbreviation": null,
"sedol": "BPDY809",
"isin": "US91324PFM95",
"cusip": "91324PFM9",
"issuer": "144005868",
"ticker": null,
"issuerName": "UnitedHealth Group"
},
{
"id": 3822411,
"type": "FIXED_INCOME",
"name": "United Overseas Bank, Ltd. 2.00% 10/14/2031 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.23% on 10/14/2026)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8430000,
"marketValue": 7992399,
"couponRate": 2,
"maturityDate": "2031-10-14",
"fundAbbreviation": null,
"sedol": "BN4N061",
"isin": "US91127KAE29",
"cusip": "91127KAE2",
"issuer": "113077493",
"ticker": null,
"issuerName": "United Overseas Bank"
},
{
"id": 3822413,
"type": "FIXED_INCOME",
"name": "U.S. Bancorp 3.10% 4/27/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7000000,
"marketValue": 6853602,
"couponRate": 3.1,
"maturityDate": "2026-04-27",
"fundAbbreviation": null,
"sedol": "BD9XW37",
"isin": "US91159HHM51",
"cusip": "91159HHM5",
"issuer": "187080111",
"ticker": null,
"issuerName": "U.S. Bancorp"
},
{
"id": 3822599,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 0.25% 10/31/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12000000,
"marketValue": 11615626,
"couponRate": 0.25,
"maturityDate": "2025-10-31",
"fundAbbreviation": null,
"sedol": "BMYVTV6",
"isin": "US91282CAT80",
"cusip": "91282CAT8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822591,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 0.50% 6/30/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6000000,
"marketValue": 5472561,
"couponRate": 0.5,
"maturityDate": "2027-06-30",
"fundAbbreviation": null,
"sedol": "BL5BXR2",
"isin": "US912828ZV59",
"cusip": "912828ZV5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822621,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.25% 5/31/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10702000,
"marketValue": 9669282,
"couponRate": 1.25,
"maturityDate": "2028-05-31",
"fundAbbreviation": null,
"sedol": "BM9BQW1",
"isin": "US91282CCE93",
"cusip": "91282CCE9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822633,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.25% 9/30/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14100000,
"marketValue": 12606400,
"couponRate": 1.25,
"maturityDate": "2028-09-30",
"fundAbbreviation": null,
"sedol": "BMCV844",
"isin": "US91282CCY57",
"cusip": "91282CCY5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822493,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.25% 5/15/2041",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 15173900,
"marketValue": 10782953,
"couponRate": 2.25,
"maturityDate": "2041-05-15",
"fundAbbreviation": null,
"sedol": "BMCXZ94",
"isin": "US912810SY55",
"cusip": "912810SY5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822563,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.375% 5/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4609691,
"couponRate": 2.375,
"maturityDate": "2029-05-15",
"fundAbbreviation": null,
"sedol": "BK1WFV0",
"isin": "US9128286T26",
"cusip": "9128286T2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822453,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.75% 8/15/2047",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11687000,
"marketValue": 8231006,
"couponRate": 2.75,
"maturityDate": "2047-08-15",
"fundAbbreviation": null,
"sedol": "BF53YK6",
"isin": "US912810RY64",
"cusip": "912810RY6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822511,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.375% 8/15/2042",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6700000,
"marketValue": 5534739,
"couponRate": 3.375,
"maturityDate": "2042-08-15",
"fundAbbreviation": null,
"sedol": "BJLVKG0",
"isin": "US912810TK43",
"cusip": "912810TK4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822679,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.50% 1/31/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11709000,
"marketValue": 11444071,
"couponRate": 3.5,
"maturityDate": "2028-01-31",
"fundAbbreviation": null,
"sedol": "BL6BW07",
"isin": "US91282CGH88",
"cusip": "91282CGH8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822733,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.75% 12/31/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6981500,
"marketValue": 6827434,
"couponRate": 3.75,
"maturityDate": "2028-12-31",
"fundAbbreviation": null,
"sedol": "BRT4MG1",
"isin": "US91282CJR34",
"cusip": "91282CJR3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822731,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.75% 12/31/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5151700,
"marketValue": 4965871,
"couponRate": 3.75,
"maturityDate": "2030-12-31",
"fundAbbreviation": null,
"sedol": "BRT4MF0",
"isin": "US91282CJQ50",
"cusip": "91282CJQ5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822515,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.00% 11/15/2042",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10583400,
"marketValue": 9529880,
"couponRate": 4,
"maturityDate": "2042-11-15",
"fundAbbreviation": null,
"sedol": "BL56GP6",
"isin": "US912810TM09",
"cusip": "912810TM0",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822803,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.125% 11/30/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8000000,
"marketValue": 7832428,
"couponRate": 4.125,
"maturityDate": "2031-11-30",
"fundAbbreviation": null,
"sedol": "BTG00S4",
"isin": "US91282CLZ22",
"cusip": "91282CLZ2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822765,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.375% 7/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11054000,
"marketValue": 11086847,
"couponRate": 4.375,
"maturityDate": "2027-07-15",
"fundAbbreviation": null,
"sedol": "BT5FJ16",
"isin": "US91282CKZ31",
"cusip": "91282CKZ3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822809,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.50% 12/31/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5407000,
"marketValue": 5427539,
"couponRate": 4.5,
"maturityDate": "2031-12-31",
"fundAbbreviation": null,
"sedol": "BS60BL7",
"isin": "US91282CMC28",
"cusip": "91282CMC2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822545,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.625% 11/15/2044",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6398000,
"marketValue": 6208059,
"couponRate": 4.625,
"maturityDate": "2044-11-15",
"fundAbbreviation": null,
"sedol": "BTPH0B9",
"isin": "US912810UF39",
"cusip": "912810UF3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822597,
"type": "FIXED_INCOME",
"name": "U.S. Treasury Inflation-Protected Security 0.125% 10/15/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8368647,
"marketValue": 8273194,
"couponRate": 0.152,
"maturityDate": "2025-10-15",
"fundAbbreviation": null,
"sedol": "BMHMCY0",
"isin": "US91282CAQ42",
"cusip": "91282CAQ4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822575,
"type": "FIXED_INCOME",
"name": "U.S. Treasury Inflation-Protected Security 0.375% 7/15/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9509307,
"marketValue": 9456370,
"couponRate": 0.499,
"maturityDate": "2025-07-15",
"fundAbbreviation": null,
"sedol": "BYST006",
"isin": "US912828XL95",
"cusip": "912828XL9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822891,
"type": "FIXED_INCOME",
"name": "Verizon Communications, Inc. 2.65% 11/20/2040",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12342000,
"marketValue": 8445075,
"couponRate": 2.65,
"maturityDate": "2040-11-20",
"fundAbbreviation": null,
"sedol": "BMWBBK1",
"isin": "US92343VFT61",
"cusip": "92343VFT6",
"issuer": "30000666",
"ticker": null,
"issuerName": "Verizon Communications"
},
{
"id": 3822903,
"type": "FIXED_INCOME",
"name": "Verizon Communications, Inc. 2.85% 9/3/2041",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9116000,
"marketValue": 6308318,
"couponRate": 2.85,
"maturityDate": "2041-09-03",
"fundAbbreviation": null,
"sedol": "BMG8DB3",
"isin": "US92343VGL27",
"cusip": "92343VGL2",
"issuer": "30000666",
"ticker": null,
"issuerName": "Verizon Communications"
},
{
"id": 3822899,
"type": "FIXED_INCOME",
"name": "Verizon Communications, Inc. 3.55% 3/22/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 7073370,
"couponRate": 3.55,
"maturityDate": "2051-03-22",
"fundAbbreviation": null,
"sedol": "BKY5H09",
"isin": "US92343VGB45",
"cusip": "92343VGB4",
"issuer": "30000666",
"ticker": null,
"issuerName": "Verizon Communications"
},
{
"id": 3822907,
"type": "FIXED_INCOME",
"name": "Verizon Communications, Inc. 3.875% 3/1/2052",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 7389860,
"couponRate": 3.875,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": "BPP3C79",
"isin": "US92343VGP31",
"cusip": "92343VGP3",
"issuer": "30000666",
"ticker": null,
"issuerName": "Verizon Communications"
},
{
"id": 3822911,
"type": "FIXED_INCOME",
"name": "Verizon Communications, Inc. 5.375% 2/15/2035",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10439000,
"marketValue": 9941696,
"couponRate": 4.78,
"maturityDate": "2035-02-15",
"fundAbbreviation": null,
"sedol": "BP93RF8",
"isin": "US92343VGX64",
"cusip": "92343VGX6",
"issuer": "30000666",
"ticker": null,
"issuerName": "Verizon Communications"
},
{
"id": 3822913,
"type": "FIXED_INCOME",
"name": "Verizon Master Trust, Series 2023-2, Class A, 4.89% 4/13/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8677000,
"marketValue": 8684037,
"couponRate": 4.89,
"maturityDate": "2028-04-13",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92348KBL61",
"cusip": "92348KBL6",
"issuer": "212323129",
"ticker": null,
"issuerName": "Verizon Master Trust VZMT_23-2"
},
{
"id": 3822915,
"type": "FIXED_INCOME",
"name": "Verizon Master Trust, Series 2024-1, Class A1A, 5.00% 12/20/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7985000,
"marketValue": 8028782,
"couponRate": 5,
"maturityDate": "2028-12-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92348KCL52",
"cusip": "92348KCL5",
"issuer": "212333772",
"ticker": null,
"issuerName": "Verizon Master Trust VZMT_24-1"
},
{
"id": 3822917,
"type": "FIXED_INCOME",
"name": "Verizon Master Trust, Series 2024-6, Class A1A, 4.17% 8/20/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4708000,
"marketValue": 4667346,
"couponRate": 4.17,
"maturityDate": "2030-08-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92348KDE01",
"cusip": "92348KDE0",
"issuer": "212348104",
"ticker": null,
"issuerName": "VZMT_24-6"
},
{
"id": 3822929,
"type": "FIXED_INCOME",
"name": "Verus Securitization Trust, Series 2024-2, Class A1, 6.095% 2/25/2069 (7.095% on 2/1/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7948442,
"marketValue": 8003946,
"couponRate": 6.095,
"maturityDate": "2069-02-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92539UAA88",
"cusip": "92539UAA8",
"issuer": "212336351",
"ticker": null,
"issuerName": "Verus Securitization Trust 2024-2"
},
{
"id": 3822931,
"type": "FIXED_INCOME",
"name": "Verus Securitization Trust, Series 2024-4, Class A1, 6.218% 6/25/2069 (7.218% on 5/1/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11873134,
"marketValue": 11971824,
"couponRate": 6.218,
"maturityDate": "2069-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92540GAA67",
"cusip": "92540GAA6",
"issuer": "212341240",
"ticker": null,
"issuerName": "Verus Securitization Trust 2024-4"
},
{
"id": 3822939,
"type": "FIXED_INCOME",
"name": "Verus Securitization Trust, Series 2024-6, Class A2, 6.053% 7/25/2069 (7.053% on 7/1/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4843978,
"marketValue": 4855735,
"couponRate": 6.053,
"maturityDate": "2069-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92540JAB89",
"cusip": "92540JAB8",
"issuer": "212345461",
"ticker": null,
"issuerName": "Verus Securitization Trust 2024-6"
},
{
"id": 3822919,
"type": "FIXED_INCOME",
"name": "Verus Securitization Trust, Series 2024-7, Class A1, 5.095% 9/25/2069",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6319171,
"marketValue": 6275379,
"couponRate": 5.095,
"maturityDate": "2069-09-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US924925AA84",
"cusip": "924925AA8",
"issuer": "212350249",
"ticker": null,
"issuerName": "Verus Securitization Trust VERUS_24-7"
},
{
"id": 3822947,
"type": "FIXED_INCOME",
"name": "Verus Securitization Trust, Series 2024-8, Class A2, 5.618% 10/25/2069 (6.618% on 10/1/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6850284,
"marketValue": 6819567,
"couponRate": 5.618,
"maturityDate": "2069-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92540PAB40",
"cusip": "92540PAB4",
"issuer": "212349534",
"ticker": null,
"issuerName": "Verus Securitization Trust 2024-8"
},
{
"id": 3822933,
"type": "FIXED_INCOME",
"name": "Verus Securitization Trust, Series 24-4, Class A2, 6.572% 6/25/2069 (7.572% on 5/1/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4967434,
"marketValue": 5011843,
"couponRate": 6.572,
"maturityDate": "2069-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92540GAB41",
"cusip": "92540GAB4",
"issuer": "212341240",
"ticker": null,
"issuerName": "Verus Securitization Trust 2024-4"
},
{
"id": 3822921,
"type": "FIXED_INCOME",
"name": "Verus Securitization Trust, Series 24-R1, Class A1, 5.218% 09/25/2069 (6.218% on 10/01/2028)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12016951,
"marketValue": 11930261,
"couponRate": 5.218,
"maturityDate": "2069-09-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US924926AA67",
"cusip": "924926AA6",
"issuer": "212350099",
"ticker": null,
"issuerName": "Versus Securitization Trust VERSUS_24-R1"
},
{
"id": 3822951,
"type": "FIXED_INCOME",
"name": "Viatris, Inc. 4.00% 6/22/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14918000,
"marketValue": 10171107,
"couponRate": 4,
"maturityDate": "2050-06-22",
"fundAbbreviation": null,
"sedol": "BL5BGY0",
"isin": "US92556VAF31",
"cusip": "92556VAF3",
"issuer": "212272327",
"ticker": null,
"issuerName": "Viatris"
},
{
"id": 3822955,
"type": "FIXED_INCOME",
"name": "VICI Properties, LP 4.25% 12/1/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5700000,
"marketValue": 5609267,
"couponRate": 4.25,
"maturityDate": "2026-12-01",
"fundAbbreviation": null,
"sedol": "BK6X369",
"isin": "US92564RAA32",
"cusip": "92564RAA3",
"issuer": "212189851",
"ticker": null,
"issuerName": "VICI Properties"
},
{
"id": 3822967,
"type": "FIXED_INCOME",
"name": "VICI Properties, LP 4.75% 2/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8236000,
"marketValue": 8172533,
"couponRate": 4.75,
"maturityDate": "2028-02-15",
"fundAbbreviation": null,
"sedol": "BP5JTH6",
"isin": "US925650AB99",
"cusip": "925650AB9",
"issuer": "212189851",
"ticker": null,
"issuerName": "VICI Properties"
},
{
"id": 3822969,
"type": "FIXED_INCOME",
"name": "VICI Properties, LP 4.95% 2/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7493000,
"marketValue": 7350206,
"couponRate": 4.95,
"maturityDate": "2030-02-15",
"fundAbbreviation": null,
"sedol": "BP5JTK9",
"isin": "US925650AC72",
"cusip": "925650AC7",
"issuer": "212189851",
"ticker": null,
"issuerName": "VICI Properties"
},
{
"id": 3822975,
"type": "FIXED_INCOME",
"name": "Virgin Media Secured Finance PLC 5.50% 5/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4695375,
"couponRate": 5.5,
"maturityDate": "2029-05-15",
"fundAbbreviation": null,
"sedol": "BJDQX75",
"isin": "US92769XAP06",
"cusip": "92769XAP0",
"issuer": "212221207",
"ticker": null,
"issuerName": "Virgin Media"
},
{
"id": 3822991,
"type": "FIXED_INCOME",
"name": "VMED O2 UK Financing I PLC 4.25% 1/31/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5475000,
"marketValue": 4679789,
"couponRate": 4.25,
"maturityDate": "2031-01-31",
"fundAbbreviation": null,
"sedol": "BKVH9C4",
"isin": "US92858RAA86",
"cusip": "92858RAA8",
"issuer": "212274362",
"ticker": null,
"issuerName": "Vmed O2 Uk Financing I PLC"
},
{
"id": 3822989,
"type": "FIXED_INCOME",
"name": "Vodafone Group PLC 4.25% 9/17/2050",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 14575000,
"marketValue": 11321889,
"couponRate": 4.25,
"maturityDate": "2050-09-17",
"fundAbbreviation": null,
"sedol": "BKVJXB7",
"isin": "US92857WBU36",
"cusip": "92857WBU3",
"issuer": "80006016",
"ticker": null,
"issuerName": "Vodafone"
},
{
"id": 3822995,
"type": "FIXED_INCOME",
"name": "Volkswagen Group of America Finance, LLC 4.95% 8/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11687000,
"marketValue": 11409901,
"couponRate": 4.95,
"maturityDate": "2029-08-15",
"fundAbbreviation": null,
"sedol": "BP812Y7",
"isin": "US928668CM23",
"cusip": "928668CM2",
"issuer": "114074738",
"ticker": null,
"issuerName": "Porsche SE"
},
{
"id": 3823007,
"type": "FIXED_INCOME",
"name": "Voya CLO, Ltd., Series 2018-3, Class BR2, (3-month USD CME Term SOFR + 1.80%) 6.456% 10/15/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8695000,
"marketValue": 8705312,
"couponRate": 6.456,
"maturityDate": "2031-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92917KAU88",
"cusip": "92917KAU8",
"issuer": "212319014",
"ticker": null,
"issuerName": "Voya CLO 2018-3"
},
{
"id": 3823025,
"type": "FIXED_INCOME",
"name": "Walmart, Inc. 4.10% 4/15/2033",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9966000,
"marketValue": 9498834,
"couponRate": 4.1,
"maturityDate": "2033-04-15",
"fundAbbreviation": null,
"sedol": "BP6LMP0",
"isin": "US931142FD05",
"cusip": "931142FD0",
"issuer": "105006041",
"ticker": null,
"issuerName": "Wal-Mart"
},
{
"id": 3823027,
"type": "FIXED_INCOME",
"name": "Walmart, Inc. 4.50% 4/15/2053",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11190000,
"marketValue": 9743625,
"couponRate": 4.5,
"maturityDate": "2053-04-15",
"fundAbbreviation": null,
"sedol": "BMHVMT2",
"isin": "US931142FE87",
"cusip": "931142FE8",
"issuer": "105006041",
"ticker": null,
"issuerName": "Wal-Mart"
},
{
"id": 3823109,
"type": "FIXED_INCOME",
"name": "WCORE Commercial Mortgage Trust, Series 2024-CORE, Class B, (1-month USD CME Term SOFR + 1.842%) 6.239% 11/15/2041",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9796000,
"marketValue": 9826887,
"couponRate": 6.239,
"maturityDate": "2041-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US951913AC63",
"cusip": "951913AC6",
"issuer": "212351058",
"ticker": null,
"issuerName": "WCORE Commercial Mortgage Trust 2024-CORE"
},
{
"id": 3823011,
"type": "FIXED_INCOME",
"name": "WEA Finance, LLC 3.50% 6/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6247000,
"marketValue": 5766768,
"couponRate": 3.5,
"maturityDate": "2029-06-15",
"fundAbbreviation": null,
"sedol": "BKKDHL8",
"isin": "US92928QAF54",
"cusip": "92928QAF5",
"issuer": "100074724",
"ticker": null,
"issuerName": "Unibail-Rodamco-Westfield SE"
},
{
"id": 3823017,
"type": "FIXED_INCOME",
"name": "WEC Energy Group, Inc. 2.20% 12/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5400000,
"marketValue": 4877307,
"couponRate": 2.2,
"maturityDate": "2028-12-15",
"fundAbbreviation": null,
"sedol": "BLDBF45",
"isin": "US92939UAG13",
"cusip": "92939UAG1",
"issuer": "7006155",
"ticker": null,
"issuerName": "WEC Energy"
},
{
"id": 3823021,
"type": "FIXED_INCOME",
"name": "WEC Energy Group, Inc. 4.75% 1/9/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 5004815,
"couponRate": 4.75,
"maturityDate": "2026-01-09",
"fundAbbreviation": null,
"sedol": "BQD0213",
"isin": "US92939UAK25",
"cusip": "92939UAK2",
"issuer": "7006155",
"ticker": null,
"issuerName": "WEC Energy"
},
{
"id": 3823019,
"type": "FIXED_INCOME",
"name": "WEC Energy Group, Inc. 5.15% 10/1/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10043000,
"marketValue": 10151133,
"couponRate": 5.15,
"maturityDate": "2027-10-01",
"fundAbbreviation": null,
"sedol": "BQKMWC3",
"isin": "US92939UAJ51",
"cusip": "92939UAJ5",
"issuer": "7006155",
"ticker": null,
"issuerName": "WEC Energy"
},
{
"id": 3823031,
"type": "FIXED_INCOME",
"name": "Wellfleet CLO, Ltd., Series 2018-2A, Class BR, (3-month USD CME Term SOFR + 1.85%) 6.467% 10/20/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4862000,
"marketValue": 4863245,
"couponRate": 6.467,
"maturityDate": "2031-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US94949JAN54",
"cusip": "94949JAN5",
"issuer": "212318476",
"ticker": null,
"issuerName": "Wellfleet CLO Ltd WELF_18-2A"
},
{
"id": 3823035,
"type": "FIXED_INCOME",
"name": "Wellfleet CLO, Ltd., Series 2019-XA, Class BR2, (3-month USD CME Term SOFR + 2.10%) 6.689% 7/20/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7000000,
"marketValue": 7001631,
"couponRate": 6.689,
"maturityDate": "2032-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US94949WAV81",
"cusip": "94949WAV8",
"issuer": "212320588",
"ticker": null,
"issuerName": "Wellfleet CLO X"
},
{
"id": 3823039,
"type": "FIXED_INCOME",
"name": "Wells Fargo Commercial Mortgage Trust, Series 2015-NXS-2, Class A-5, 3.767% 7/15/2058",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7000000,
"marketValue": 6941620,
"couponRate": 3.767,
"maturityDate": "2058-07-15",
"fundAbbreviation": null,
"sedol": "BYR5FR7",
"isin": "US94989MAE93",
"cusip": "94989MAE9",
"issuer": "212214772",
"ticker": null,
"issuerName": "Wells Fargo Commercial Mortgage Trust WFCM_15-NXS2"
},
{
"id": 3823041,
"type": "FIXED_INCOME",
"name": "Wells Fargo Commercial Mortgage Trust, Series 2015-SG1, Class A4, 3.789% 9/15/2048",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6719465,
"marketValue": 6663364,
"couponRate": 3.789,
"maturityDate": "2048-09-15",
"fundAbbreviation": null,
"sedol": "BYXX8X2",
"isin": "US94989QAV23",
"cusip": "94989QAV2",
"issuer": "212029637",
"ticker": null,
"issuerName": "Wells Fargo Commercial Mortgage Trust 2015-SG1"
},
{
"id": 3823051,
"type": "FIXED_INCOME",
"name": "Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class A4, 3.096% 6/15/2049",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6190000,
"marketValue": 6001515,
"couponRate": 3.096,
"maturityDate": "2049-06-15",
"fundAbbreviation": null,
"sedol": "BYY7VR8",
"isin": "US95000DBD21",
"cusip": "95000DBD2",
"issuer": "212215712",
"ticker": null,
"issuerName": "Wells Fargo Commercial Mortgage Trust WFCM_16-C34"
},
{
"id": 3823059,
"type": "FIXED_INCOME",
"name": "Wells Fargo Commercial Mortgage Trust, Series 2016-C37, Class A5, 3.794% 12/15/2049",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6370000,
"marketValue": 6234752,
"couponRate": 3.794,
"maturityDate": "2049-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US95000PAE43",
"cusip": "95000PAE4",
"issuer": "212216373",
"ticker": null,
"issuerName": "Wells Fargo Commercial Mortgage Trust WFCM_16-C37"
},
{
"id": 3823093,
"type": "FIXED_INCOME",
"name": "Wells Fargo Commercial Mortgage Trust, Series 2018-C46, Class A3, 3.888% 8/15/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6500000,
"marketValue": 6262432,
"couponRate": 3.888,
"maturityDate": "2051-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US95001QAT85",
"cusip": "95001QAT8",
"issuer": "212243463",
"ticker": null,
"issuerName": "Wells Fargo Commercial Mortgage Trust WFCM_18-C46"
},
{
"id": 3823113,
"type": "FIXED_INCOME",
"name": "Western Midstream Operating, LP 3.10% 2/1/2025",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8964000,
"marketValue": 8954642,
"couponRate": 3.1,
"maturityDate": "2025-02-01",
"fundAbbreviation": null,
"sedol": "BKRMRD0",
"isin": "US958667AB34",
"cusip": "958667AB3",
"issuer": "212028373",
"ticker": null,
"issuerName": "Western Midstream Partners"
},
{
"id": 3823133,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2021-2, Class D, 1.23% 12/15/2026",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6433839,
"marketValue": 6374576,
"couponRate": 1.23,
"maturityDate": "2026-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96042RAF55",
"cusip": "96042RAF5",
"issuer": "212284119",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust WLAKE_21-2"
},
{
"id": 3823135,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2022-1A, Class D, 3.49% 3/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5523000,
"marketValue": 5476275,
"couponRate": 3.49,
"maturityDate": "2027-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96042WAG24",
"cusip": "96042WAG2",
"issuer": "212298160",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust WLAKE_22-1A"
},
{
"id": 3823161,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2022-3, Class C, 6.44% 12/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4531000,
"marketValue": 4577977,
"couponRate": 6.44,
"maturityDate": "2027-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96043PAL58",
"cusip": "96043PAL5",
"issuer": "212313147",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust WLAKE_22-3"
},
{
"id": 3823117,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2023-2, Class A3, 5.80% 2/16/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11072905,
"marketValue": 11102769,
"couponRate": 5.8,
"maturityDate": "2027-02-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US959926AD86",
"cusip": "959926AD8",
"issuer": "212317990",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust WLAKE_23-2"
},
{
"id": 3823125,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2023-3, Class A3, 5.82% 5/17/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13490000,
"marketValue": 13585131,
"couponRate": 5.82,
"maturityDate": "2027-05-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96041CAG78",
"cusip": "96041CAG7",
"issuer": "212327061",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust WLAKE_23-3"
},
{
"id": 3823127,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2023-3, Class B, 5.92% 9/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13431000,
"marketValue": 13573409,
"couponRate": 5.92,
"maturityDate": "2028-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96041CAJ18",
"cusip": "96041CAJ1",
"issuer": "212327061",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust WLAKE_23-3"
},
{
"id": 3823131,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2023-3, Class D, 6.47% 3/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8740000,
"marketValue": 8975097,
"couponRate": 6.47,
"maturityDate": "2029-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96041CAN20",
"cusip": "96041CAN2",
"issuer": "212327061",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust WLAKE_23-3"
},
{
"id": 3823123,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2023-4, Class A2, 6.23% 1/15/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6451746,
"marketValue": 6479172,
"couponRate": 6.23,
"maturityDate": "2027-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96041AAC09",
"cusip": "96041AAC0",
"issuer": "212331287",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust 2022-4"
},
{
"id": 3823163,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2024-1, Class A3, 5.44% 5/17/2027",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 4920000,
"marketValue": 4954568,
"couponRate": 5.44,
"maturityDate": "2027-05-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96043RAD98",
"cusip": "96043RAD9",
"issuer": "212336785",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust 2024-1"
},
{
"id": 3823167,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2024-1, Class C, 5.65% 2/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8365000,
"marketValue": 8465656,
"couponRate": 5.65,
"maturityDate": "2029-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96043RAF47",
"cusip": "96043RAF4",
"issuer": "212336785",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust 2024-1"
},
{
"id": 3823169,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2024-1, Class D, 6.02% 10/15/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11241000,
"marketValue": 11454219,
"couponRate": 6.02,
"maturityDate": "2029-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96043RAG20",
"cusip": "96043RAG2",
"issuer": "212336785",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust 2024-1"
},
{
"id": 3823145,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2024-2, Class B, 5.62% 3/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7827000,
"marketValue": 7929776,
"couponRate": 5.62,
"maturityDate": "2030-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96042YAE32",
"cusip": "96042YAE3",
"issuer": "212342372",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust 2024-2"
},
{
"id": 3823149,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2024-2, Class D, 5.91% 4/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7064000,
"marketValue": 7148881,
"couponRate": 5.91,
"maturityDate": "2030-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96042YAG89",
"cusip": "96042YAG8",
"issuer": "212342372",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust 2024-2"
},
{
"id": 3823153,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2024-3A, Class A3, 4.71% 4/17/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11517000,
"marketValue": 11519108,
"couponRate": 4.71,
"maturityDate": "2028-04-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96043CAD20",
"cusip": "96043CAD2",
"issuer": "212349491",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust 2024-3"
},
{
"id": 3823119,
"type": "FIXED_INCOME",
"name": "Westlake Corp. 5.00% 8/15/2046",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5265000,
"marketValue": 4591965,
"couponRate": 5,
"maturityDate": "2046-08-15",
"fundAbbreviation": null,
"sedol": "BDFZV41",
"isin": "US960413AS12",
"cusip": "960413AS1",
"issuer": "212169411",
"ticker": null,
"issuerName": "TTWF"
},
{
"id": 3823175,
"type": "FIXED_INCOME",
"name": "Westpac Banking Corp. 2.668% 11/15/2035 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.75% on 11/15/2030)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 13100000,
"marketValue": 11153288,
"couponRate": 2.668,
"maturityDate": "2035-11-15",
"fundAbbreviation": null,
"sedol": "BMWS403",
"isin": "US961214EP44",
"cusip": "961214EP4",
"issuer": "182006118",
"ticker": null,
"issuerName": "Westpac Banking"
},
{
"id": 3823173,
"type": "FIXED_INCOME",
"name": "Westpac Banking Corp. 2.894% 2/4/2030 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.35% on 2/4/2025)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 10000000,
"marketValue": 9978630,
"couponRate": 2.894,
"maturityDate": "2030-02-04",
"fundAbbreviation": null,
"sedol": "BJV2XL9",
"isin": "US961214EM13",
"cusip": "961214EM1",
"issuer": "182006118",
"ticker": null,
"issuerName": "Westpac Banking"
},
{
"id": 3823171,
"type": "FIXED_INCOME",
"name": "Westpac Banking Corp. 4.11% 7/24/2034 (5-year UST Yield Curve Rate T Note Constant Maturity + 2.00% on 7/24/2029)",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 11339000,
"marketValue": 10685840,
"couponRate": 4.11,
"maturityDate": "2034-07-24",
"fundAbbreviation": null,
"sedol": "BKBQ7Z0",
"isin": "US961214EF61",
"cusip": "961214EF6",
"issuer": "182006118",
"ticker": null,
"issuerName": "Westpac Banking"
},
{
"id": 3823191,
"type": "FIXED_INCOME",
"name": "Wind River CLO, Ltd., Series 2022-1A, Class AR, (3-month USD CME Term SOFR + 1.35%) 6.006% 7/20/2035",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 5000000,
"couponRate": 6.006,
"maturityDate": "2035-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US97316YAU47",
"cusip": "97316YAU4",
"issuer": "212299041",
"ticker": null,
"issuerName": "Wind River CLO Ltd WINDR_22-1"
},
{
"id": 3823013,
"type": "FIXED_INCOME",
"name": "WMG Acquisition Corp. 3.75% 12/1/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4611230,
"couponRate": 3.75,
"maturityDate": "2029-12-01",
"fundAbbreviation": null,
"sedol": "BP39LW7",
"isin": "US92933BAT17",
"cusip": "92933BAT1",
"issuer": "212176455",
"ticker": null,
"issuerName": "AI Entertainment Holdings"
},
{
"id": 3823211,
"type": "FIXED_INCOME",
"name": "World Financial Network Credit Card Master Trust, Series 2024-A, Class A, 5.47% 2/17/2031",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 8090000,
"marketValue": 8228946,
"couponRate": 5.47,
"maturityDate": "2031-02-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US981464HR44",
"cusip": "981464HR4",
"issuer": "212340934",
"ticker": null,
"issuerName": "World Financial Network Credit Card Master Note Trust WFNMT_24-A"
},
{
"id": 3823217,
"type": "FIXED_INCOME",
"name": "World OMNI Select Auto Trust, Series 2024-A, Class A2A, 5.37% 2/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7988000,
"marketValue": 8021685,
"couponRate": 5.37,
"maturityDate": "2028-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US98164LAB53",
"cusip": "98164LAB5",
"issuer": "212345395",
"ticker": null,
"issuerName": "World Omni Select Auto Trust 2024-A"
},
{
"id": 3823229,
"type": "FIXED_INCOME",
"name": "Xcel Energy, Inc. 2.60% 12/1/2029",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6305000,
"marketValue": 5635478,
"couponRate": 2.6,
"maturityDate": "2029-12-01",
"fundAbbreviation": null,
"sedol": "BK72871",
"isin": "US98389BAW00",
"cusip": "98389BAW0",
"issuer": "37004065",
"ticker": null,
"issuerName": "Xcel Energy"
},
{
"id": 3823235,
"type": "FIXED_INCOME",
"name": "Xcel Energy, Inc. 5.50% 3/15/2034",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6888000,
"marketValue": 6865380,
"couponRate": 5.5,
"maturityDate": "2034-03-15",
"fundAbbreviation": null,
"sedol": "BQBDYT6",
"isin": "US98389BBB53",
"cusip": "98389BBB5",
"issuer": "37004065",
"ticker": null,
"issuerName": "Xcel Energy"
},
{
"id": 3823237,
"type": "FIXED_INCOME",
"name": "Xerox Holdings Corp. 5.50% 8/15/2028",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6000000,
"marketValue": 5153340,
"couponRate": 5.5,
"maturityDate": "2028-08-15",
"fundAbbreviation": null,
"sedol": "BMDZDZ1",
"isin": "US98421MAB28",
"cusip": "98421MAB2",
"issuer": "32006180",
"ticker": null,
"issuerName": "Xerox"
},
{
"id": 3813391,
"type": "FIXED_INCOME",
"name": "Xiaomi Best Time International, Ltd. 4.10% 7/14/2051",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 7000000,
"marketValue": 5223855,
"couponRate": 4.1,
"maturityDate": "2051-07-14",
"fundAbbreviation": null,
"sedol": "BKX7FX5",
"isin": "USY77108AF80",
"cusip": null,
"issuer": "212238205",
"ticker": null,
"issuerName": "Xiaomi"
},
{
"id": 3823239,
"type": "FIXED_INCOME",
"name": "ZF North America Capital, Inc. 7.125% 4/14/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 9500000,
"marketValue": 9335546,
"couponRate": 7.125,
"maturityDate": "2030-04-14",
"fundAbbreviation": null,
"sedol": "BPK2970",
"isin": "US98877DAE58",
"cusip": "98877DAE5",
"issuer": "212228843",
"ticker": null,
"issuerName": "ZF North America Capital Inc"
},
{
"id": 3823241,
"type": "FIXED_INCOME",
"name": "Ziggo BV 4.875% 1/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6000000,
"marketValue": 5523834,
"couponRate": 4.875,
"maturityDate": "2030-01-15",
"fundAbbreviation": null,
"sedol": "BK73JD7",
"isin": "US98955DAA81",
"cusip": "98955DAA8",
"issuer": "212229903",
"ticker": null,
"issuerName": "Ziggo"
},
{
"id": 3823245,
"type": "FIXED_INCOME",
"name": "ZipRecruiter, Inc. 5.00% 1/15/2030",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6000000,
"marketValue": 5411508,
"couponRate": 5,
"maturityDate": "2030-01-15",
"fundAbbreviation": null,
"sedol": "BMZPC07",
"isin": "US98980BAA17",
"cusip": "98980BAA1",
"issuer": "212283788",
"ticker": null,
"issuerName": "ZipRecruiter"
},
{
"id": 3823243,
"type": "FIXED_INCOME",
"name": "Zoetis, Inc. 5.60% 11/16/2032",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 12980000,
"marketValue": 13388000,
"couponRate": 5.6,
"maturityDate": "2032-11-16",
"fundAbbreviation": null,
"sedol": "BP4XYM9",
"isin": "US98978VAV53",
"cusip": "98978VAV5",
"issuer": "212000465",
"ticker": null,
"issuerName": "Zoetis"
},
{
"id": 3815201,
"type": "EQUITY",
"name": "CoBank, ACB, Class E, 0% perpetual noncumulative preferred shares",
"percentage": 0.01,
"asOfDate": "2024-12-31",
"shares": 6250,
"marketValue": 5062500,
"couponRate": 0,
"maturityDate": null,
"fundAbbreviation": null,
"sedol": "B7FDJ38",
"isin": "US19075Q6070",
"cusip": "19075Q607",
"issuer": "155093011",
"ticker": null,
"issuerName": "CoBank"
},
{
"id": 3813659,
"type": "FIXED_INCOME",
"name": "AbbVie, Inc. 3.20% 11/21/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4409000,
"marketValue": 4094158,
"couponRate": 3.2,
"maturityDate": "2029-11-21",
"fundAbbreviation": null,
"sedol": "BMCF8B3",
"isin": "US00287YBX67",
"cusip": "00287YBX6",
"issuer": "212000089",
"ticker": null,
"issuerName": "AbbVie"
},
{
"id": 3813665,
"type": "FIXED_INCOME",
"name": "AbbVie, Inc. 5.35% 3/15/2044",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3625000,
"marketValue": 3536126,
"couponRate": 5.35,
"maturityDate": "2044-03-15",
"fundAbbreviation": null,
"sedol": "BSNTZ71",
"isin": "US00287YDV83",
"cusip": "00287YDV8",
"issuer": "212000089",
"ticker": null,
"issuerName": "AbbVie"
},
{
"id": 3813673,
"type": "FIXED_INCOME",
"name": "Accenture Capital, Inc. 4.05% 10/4/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1850000,
"marketValue": 1796039,
"couponRate": 4.05,
"maturityDate": "2029-10-04",
"fundAbbreviation": null,
"sedol": "BRXF8M8",
"isin": "US00440KAB98",
"cusip": "00440KAB9",
"issuer": "185082017",
"ticker": null,
"issuerName": "Accenture"
},
{
"id": 3813593,
"type": "FIXED_INCOME",
"name": "ACHV ABS Trust, Series 2023-3PL, Class B, 7.17% 8/19/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 31580,
"marketValue": 31608,
"couponRate": 7.17,
"maturityDate": "2030-08-19",
"fundAbbreviation": null,
"sedol": null,
"isin": "US000876AB81",
"cusip": "000876AB8",
"issuer": "212326646",
"ticker": null,
"issuerName": "Achv Abs Trust ACHV_23-3PLX"
},
{
"id": 3813597,
"type": "FIXED_INCOME",
"name": "ACHV ABS Trust, Series 2024-3AL, Class B, 5.45% 12/26/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3377000,
"marketValue": 3383747,
"couponRate": 5.45,
"maturityDate": "2031-12-26",
"fundAbbreviation": null,
"sedol": null,
"isin": "US00092KAB08",
"cusip": "00092KAB0",
"issuer": "212350747",
"ticker": null,
"issuerName": "ACHV ABS Trust 2024-3AL"
},
{
"id": 3813599,
"type": "FIXED_INCOME",
"name": "ACHV ABS Trust, Series 2024-3AL, Class C, 5.68% 12/26/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2018000,
"marketValue": 2023031,
"couponRate": 5.68,
"maturityDate": "2031-12-26",
"fundAbbreviation": null,
"sedol": null,
"isin": "US00092KAC80",
"cusip": "00092KAC8",
"issuer": "212350747",
"ticker": null,
"issuerName": "ACHV ABS Trust 2024-3AL"
},
{
"id": 3813347,
"type": "FIXED_INCOME",
"name": "Adani Ports & Special Economic Zone, Ltd. 4.00% 7/30/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2713071,
"couponRate": 4,
"maturityDate": "2027-07-30",
"fundAbbreviation": null,
"sedol": "BF0MQ91",
"isin": "XS1636266832",
"cusip": null,
"issuer": "33091829",
"ticker": null,
"issuerName": "Adani Ports & Special Economic Zone"
},
{
"id": 3813375,
"type": "FIXED_INCOME",
"name": "Adani Ports & Special Economic Zone, Ltd. 4.375% 7/3/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 3446216,
"couponRate": 4.375,
"maturityDate": "2029-07-03",
"fundAbbreviation": null,
"sedol": "BKF9CP0",
"isin": "USY00130RP42",
"cusip": null,
"issuer": "33091829",
"ticker": null,
"issuerName": "Adani Ports & Special Economic Zone"
},
{
"id": 3813583,
"type": "FIXED_INCOME",
"name": "Adani Transmission Step-One, Ltd. 4.00% 8/3/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 1839426,
"couponRate": 4,
"maturityDate": "2026-08-03",
"fundAbbreviation": null,
"sedol": "BYP1WK9",
"isin": "XS1391575161",
"cusip": null,
"issuer": "212074782",
"ticker": null,
"issuerName": "Adani Energy Solutions"
},
{
"id": 3813605,
"type": "FIXED_INCOME",
"name": "ADT Security Corp. 4.125% 8/1/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2761101,
"couponRate": 4.125,
"maturityDate": "2029-08-01",
"fundAbbreviation": null,
"sedol": "BNZKRX7",
"isin": "US00109LAA17",
"cusip": "00109LAA1",
"issuer": "212195673",
"ticker": null,
"issuerName": "ADT"
},
{
"id": 3821447,
"type": "FIXED_INCOME",
"name": "ADT Security Corp. 4.875% 7/15/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2756469,
"couponRate": 4.875,
"maturityDate": "2032-07-15",
"fundAbbreviation": null,
"sedol": "BDR0DC6",
"isin": "US74166NAA28",
"cusip": "74166NAA2",
"issuer": "212195673",
"ticker": null,
"issuerName": "ADT"
},
{
"id": 3813601,
"type": "FIXED_INCOME",
"name": "AEP Texas, Inc. 3.45% 5/15/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2638000,
"marketValue": 1759710,
"couponRate": 3.45,
"maturityDate": "2051-05-15",
"fundAbbreviation": null,
"sedol": "BMTQPS5",
"isin": "US00108WAN02",
"cusip": "00108WAN0",
"issuer": "24000236",
"ticker": null,
"issuerName": "American Electric Power"
},
{
"id": 3813611,
"type": "FIXED_INCOME",
"name": "AEP Transmission Co., LLC 2.75% 8/15/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 381000,
"marketValue": 229249,
"couponRate": 2.75,
"maturityDate": "2051-08-15",
"fundAbbreviation": null,
"sedol": "BM9STY5",
"isin": "US00115AAN90",
"cusip": "00115AAN9",
"issuer": "212168347",
"ticker": null,
"issuerName": "AEP Transmission Co LLC"
},
{
"id": 3813609,
"type": "FIXED_INCOME",
"name": "AEP Transmission Co., LLC 3.10% 12/1/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1085000,
"marketValue": 1054648,
"couponRate": 3.1,
"maturityDate": "2026-12-01",
"fundAbbreviation": null,
"sedol": "BF029M5",
"isin": "US00115AAE91",
"cusip": "00115AAE9",
"issuer": "212168347",
"ticker": null,
"issuerName": "AEP Transmission Co LLC"
},
{
"id": 3813681,
"type": "FIXED_INCOME",
"name": "Aeropuerto Internacional de Tocumen, SA 4.00% 8/11/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4100000,
"marketValue": 3072950,
"couponRate": 4,
"maturityDate": "2041-08-11",
"fundAbbreviation": null,
"sedol": "BP2PKV8",
"isin": "US00787CAD48",
"cusip": "00787CAD4",
"issuer": "212002405",
"ticker": null,
"issuerName": "Panama, Republic of"
},
{
"id": 3813683,
"type": "FIXED_INCOME",
"name": "Aeropuerto Internacional de Tocumen, SA 5.125% 8/11/2061",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3180000,
"marketValue": 2309634,
"couponRate": 5.125,
"maturityDate": "2061-08-11",
"fundAbbreviation": null,
"sedol": "BKP5485",
"isin": "US00787CAE21",
"cusip": "00787CAE2",
"issuer": "212002405",
"ticker": null,
"issuerName": "Panama, Republic of"
},
{
"id": 3813695,
"type": "FIXED_INCOME",
"name": "Affirm Asset Securitization Trust, Series 2021-Z2, Class A, 1.17% 11/16/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 341153,
"marketValue": 338212,
"couponRate": 1.17,
"maturityDate": "2026-11-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US00834TAA60",
"cusip": "00834TAA6",
"issuer": "212291396",
"ticker": null,
"issuerName": "Affirm Asset Securitization Trust 21-Z2"
},
{
"id": 3813691,
"type": "FIXED_INCOME",
"name": "Affirm Asset Securitization Trust, Series 2023-A, Class A, 6.61% 1/18/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2679000,
"marketValue": 2680774,
"couponRate": 6.61,
"maturityDate": "2028-01-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US00834JAA88",
"cusip": "00834JAA8",
"issuer": "212316843",
"ticker": null,
"issuerName": "Affirm Asset Securitization Trust AFFRM_23-A"
},
{
"id": 3813693,
"type": "FIXED_INCOME",
"name": "Affirm, Inc., Series 2023-X1, Class A, 7.11% 11/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 313405,
"marketValue": 314189,
"couponRate": 7.11,
"maturityDate": "2028-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US00834KAA51",
"cusip": "00834KAA5",
"issuer": "212331384",
"ticker": null,
"issuerName": "Affirm Asset Securitization Trust 2023-X1"
},
{
"id": 3813697,
"type": "FIXED_INCOME",
"name": "Affirm, Inc., Series 2024-X1, Class A, 6.27% 5/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2227264,
"marketValue": 2234957,
"couponRate": 6.27,
"maturityDate": "2029-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US00834XAA72",
"cusip": "00834XAA7",
"issuer": "212339001",
"ticker": null,
"issuerName": "Affirm Asset Securitization Trust 2024-X1"
},
{
"id": 3813617,
"type": "FIXED_INCOME",
"name": "AGL CLO, Ltd., Series 2021-13, Class D, (3-month USD CME Term SOFR + 3.412%) 8.029% 10/20/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 350000,
"marketValue": 351075,
"couponRate": 8.029,
"maturityDate": "2034-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US00120JAJ25",
"cusip": "00120JAJ2",
"issuer": "212319829",
"ticker": null,
"issuerName": "AGL CLO 1Ltd AGL_21-13A"
},
{
"id": 3813713,
"type": "FIXED_INCOME",
"name": "Alexandria Real Estate Equities, Inc. 3.375% 8/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1980000,
"marketValue": 1773840,
"couponRate": 3.375,
"maturityDate": "2031-08-15",
"fundAbbreviation": null,
"sedol": "BJQV463",
"isin": "US015271AR09",
"cusip": "015271AR0",
"issuer": "98075146",
"ticker": null,
"issuerName": "Alexandria Real Estate Equities"
},
{
"id": 3813711,
"type": "FIXED_INCOME",
"name": "Alexandria Real Estate Equities, Inc. 3.80% 4/15/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 231000,
"marketValue": 228213,
"couponRate": 3.8,
"maturityDate": "2026-04-15",
"fundAbbreviation": null,
"sedol": "BJL1178",
"isin": "US015271AP43",
"cusip": "015271AP4",
"issuer": "98075146",
"ticker": null,
"issuerName": "Alexandria Real Estate Equities"
},
{
"id": 3813709,
"type": "FIXED_INCOME",
"name": "Alexandria Real Estate Equities, Inc. 3.95% 1/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 100000,
"marketValue": 97328,
"couponRate": 3.95,
"maturityDate": "2028-01-15",
"fundAbbreviation": null,
"sedol": "BDFD446",
"isin": "US015271AK55",
"cusip": "015271AK5",
"issuer": "98075146",
"ticker": null,
"issuerName": "Alexandria Real Estate Equities"
},
{
"id": 3813715,
"type": "FIXED_INCOME",
"name": "Alfa Desarrollo SpA 4.55% 9/27/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5678656,
"marketValue": 4190059,
"couponRate": 4.55,
"maturityDate": "2051-09-27",
"fundAbbreviation": null,
"sedol": "BP6QDB8",
"isin": "US01538TAA34",
"cusip": "01538TAA3",
"issuer": "212288565",
"ticker": null,
"issuerName": "Alfa Desarrollo"
},
{
"id": 3813717,
"type": "FIXED_INCOME",
"name": "Alibaba Group Holding, Ltd. 2.125% 2/9/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4215285,
"couponRate": 2.125,
"maturityDate": "2031-02-09",
"fundAbbreviation": null,
"sedol": "BLH23S4",
"isin": "US01609WAX02",
"cusip": "01609WAX0",
"issuer": "212017273",
"ticker": null,
"issuerName": "Alibaba Group"
},
{
"id": 3813721,
"type": "FIXED_INCOME",
"name": "Alibaba Group Holding, Ltd. 4.875% 5/26/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1500000,
"marketValue": 1486842,
"couponRate": 4.875,
"maturityDate": "2030-05-26",
"fundAbbreviation": null,
"sedol": "BS9F7V1",
"isin": "US01609WBH43",
"cusip": "01609WBH4",
"issuer": "212017273",
"ticker": null,
"issuerName": "Alibaba Group"
},
{
"id": 3813725,
"type": "FIXED_INCOME",
"name": "Alibaba Group Holding, Ltd. 5.625% 11/26/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1690000,
"marketValue": 1642271,
"couponRate": 5.625,
"maturityDate": "2054-11-26",
"fundAbbreviation": null,
"sedol": "BS89822",
"isin": "US01609WBL54",
"cusip": "01609WBL5",
"issuer": "212017273",
"ticker": null,
"issuerName": "Alibaba Group"
},
{
"id": 3813731,
"type": "FIXED_INCOME",
"name": "Allegro CLO, Ltd., Series 2021-2, Class A1, (3-month USD CME Term SOFR + 1.422%) 6.078% 10/15/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2550000,
"marketValue": 2550051,
"couponRate": 6.078,
"maturityDate": "2034-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US01751AAC09",
"cusip": "01751AAC0",
"issuer": "212320229",
"ticker": null,
"issuerName": "Allegro CLO Ltd ALLEG_21-2"
},
{
"id": 3813733,
"type": "FIXED_INCOME",
"name": "Allied Universal Holdco, LLC 4.625% 6/1/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2105000,
"marketValue": 1992054,
"couponRate": 4.625,
"maturityDate": "2028-06-01",
"fundAbbreviation": null,
"sedol": "BMVXSB8",
"isin": "US019579AA90",
"cusip": "019579AA9",
"issuer": "212283129",
"ticker": null,
"issuerName": "Allied Universal Holdco LLC Allied Universal Finance Corp Atlas"
},
{
"id": 3813735,
"type": "FIXED_INCOME",
"name": "Allison Transmission, Inc. 3.75% 1/30/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 3541708,
"couponRate": 3.75,
"maturityDate": "2031-01-30",
"fundAbbreviation": null,
"sedol": "BMX50K5",
"isin": "US019736AG29",
"cusip": "019736AG2",
"issuer": "94096766",
"ticker": null,
"issuerName": "Allison Transmission"
},
{
"id": 3813773,
"type": "FIXED_INCOME",
"name": "Allwyn Entertainment Financing (UK) PLC 7.875% 4/30/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2471000,
"marketValue": 2549071,
"couponRate": 7.875,
"maturityDate": "2029-04-30",
"fundAbbreviation": null,
"sedol": "BQMHP72",
"isin": "US02007VAA89",
"cusip": "02007VAA8",
"issuer": "212323223",
"ticker": null,
"issuerName": "Allwyn Entertainment Financing (Uk) PLC"
},
{
"id": 3813775,
"type": "FIXED_INCOME",
"name": "Alpek, SAB de CV 3.25% 2/25/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4210500,
"couponRate": 3.25,
"maturityDate": "2031-02-25",
"fundAbbreviation": null,
"sedol": "BMW2YN8",
"isin": "US020564AE00",
"cusip": "020564AE0",
"issuer": "163000163",
"ticker": null,
"issuerName": "Alfa"
},
{
"id": 3813781,
"type": "FIXED_INCOME",
"name": "Altria Group, Inc. 3.40% 5/6/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1272000,
"marketValue": 1167674,
"couponRate": 3.4,
"maturityDate": "2030-05-06",
"fundAbbreviation": null,
"sedol": "BM933M6",
"isin": "US02209SBJ15",
"cusip": "02209SBJ1",
"issuer": "123004363",
"ticker": null,
"issuerName": "Altria"
},
{
"id": 3813777,
"type": "FIXED_INCOME",
"name": "Altria Group, Inc. 4.50% 5/2/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 100000,
"marketValue": 81715,
"couponRate": 4.5,
"maturityDate": "2043-05-02",
"fundAbbreviation": null,
"sedol": "B7ZKNH1",
"isin": "US02209SAQ66",
"cusip": "02209SAQ6",
"issuer": "123004363",
"ticker": null,
"issuerName": "Altria"
},
{
"id": 3813807,
"type": "FIXED_INCOME",
"name": "American Credit Acceptance Receivables Trust, Series 2021-3, Class D, 1.34% 11/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1839712,
"marketValue": 1827717,
"couponRate": 1.34,
"maturityDate": "2027-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US025286AD72",
"cusip": "025286AD7",
"issuer": "212285994",
"ticker": null,
"issuerName": "American Credit Acceptance Receivables Trust ACAR_21-3"
},
{
"id": 3813809,
"type": "FIXED_INCOME",
"name": "American Credit Acceptance Receivables Trust, Series 2024-1, Class B, 5.60% 11/12/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1254000,
"marketValue": 1258596,
"couponRate": 5.6,
"maturityDate": "2027-11-12",
"fundAbbreviation": null,
"sedol": null,
"isin": "US02531AAC53",
"cusip": "02531AAC5",
"issuer": "212334120",
"ticker": null,
"issuerName": "American Credit Acceptance Receivables Trust 2024-1"
},
{
"id": 3813815,
"type": "FIXED_INCOME",
"name": "American Credit Acceptance Receivables Trust, Series 2024-2, Class B, 6.10% 12/13/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1232000,
"marketValue": 1245541,
"couponRate": 6.1,
"maturityDate": "2027-12-13",
"fundAbbreviation": null,
"sedol": null,
"isin": "US02531BAC37",
"cusip": "02531BAC3",
"issuer": "212338972",
"ticker": null,
"issuerName": "American Credit Acceptance Receivables Trust 2024-2"
},
{
"id": 3813799,
"type": "FIXED_INCOME",
"name": "American Credit Acceptance Receivables Trust, Series 2024-4, Class A, 4.81% 3/13/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4287051,
"marketValue": 4290807,
"couponRate": 4.81,
"maturityDate": "2028-03-13",
"fundAbbreviation": null,
"sedol": null,
"isin": "US024945AA55",
"cusip": "024945AA5",
"issuer": "212349291",
"ticker": null,
"issuerName": "American Credit Acceptance Receivables Trust 2024-4"
},
{
"id": 3813801,
"type": "FIXED_INCOME",
"name": "American Credit Acceptance Receivables Trust, Series 2024-4, Class B, 4.80% 11/13/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4364000,
"marketValue": 4362027,
"couponRate": 4.8,
"maturityDate": "2028-11-13",
"fundAbbreviation": null,
"sedol": null,
"isin": "US024945AC12",
"cusip": "024945AC1",
"issuer": "212349291",
"ticker": null,
"issuerName": "American Credit Acceptance Receivables Trust 2024-4"
},
{
"id": 3813823,
"type": "FIXED_INCOME",
"name": "American Electric Power Co., Inc. 1.00% 11/1/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 317000,
"marketValue": 307358,
"couponRate": 1,
"maturityDate": "2025-11-01",
"fundAbbreviation": null,
"sedol": "BMC72S4",
"isin": "US025537AR24",
"cusip": "025537AR2",
"issuer": "24000236",
"ticker": null,
"issuerName": "American Electric Power"
},
{
"id": 3813827,
"type": "FIXED_INCOME",
"name": "American Express Co. 5.85% 11/5/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 1031149,
"couponRate": 5.85,
"maturityDate": "2027-11-05",
"fundAbbreviation": null,
"sedol": "BMHLFM6",
"isin": "US025816DB21",
"cusip": "025816DB2",
"issuer": "26000238",
"ticker": null,
"issuerName": "American Express"
},
{
"id": 3813831,
"type": "FIXED_INCOME",
"name": "American Express Co. 6.338% 10/30/2026 (USD-SOFR + 1.33% on 10/30/2025)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4374000,
"marketValue": 4429786,
"couponRate": 6.338,
"maturityDate": "2026-10-30",
"fundAbbreviation": null,
"sedol": "BMHLTH9",
"isin": "US025816DL03",
"cusip": "025816DL0",
"issuer": "26000238",
"ticker": null,
"issuerName": "American Express"
},
{
"id": 3813833,
"type": "FIXED_INCOME",
"name": "American Express Co. 6.489% 10/30/2031 (USD-SOFR + 1.94% on 10/30/2030)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2593000,
"marketValue": 2772412,
"couponRate": 6.489,
"maturityDate": "2031-10-30",
"fundAbbreviation": null,
"sedol": "BMHLTD5",
"isin": "US025816DN68",
"cusip": "025816DN6",
"issuer": "26000238",
"ticker": null,
"issuerName": "American Express"
},
{
"id": 3813841,
"type": "FIXED_INCOME",
"name": "American Honda Finance Corp. 4.90% 3/13/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3600000,
"marketValue": 3589171,
"couponRate": 4.9,
"maturityDate": "2029-03-13",
"fundAbbreviation": null,
"sedol": "BRC6GQ2",
"isin": "US02665WFE66",
"cusip": "02665WFE6",
"issuer": "212164833",
"ticker": null,
"issuerName": "American Honda Finance Corp"
},
{
"id": 3813843,
"type": "FIXED_INCOME",
"name": "American Honda Finance Corp. 5.05% 7/10/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 990648,
"couponRate": 5.05,
"maturityDate": "2031-07-10",
"fundAbbreviation": null,
"sedol": "BSFW4L5",
"isin": "US02665WFL00",
"cusip": "02665WFL0",
"issuer": "212164833",
"ticker": null,
"issuerName": "American Honda Finance Corp"
},
{
"id": 3813849,
"type": "FIXED_INCOME",
"name": "American International Group, Inc. 4.375% 6/30/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1730000,
"marketValue": 1432061,
"couponRate": 4.375,
"maturityDate": "2050-06-30",
"fundAbbreviation": null,
"sedol": "BMCTM02",
"isin": "US026874DP97",
"cusip": "026874DP9",
"issuer": "37000249",
"ticker": null,
"issuerName": "American International Group"
},
{
"id": 3813629,
"type": "FIXED_INCOME",
"name": "American Money Management Corp., CLO, Series 2022-25A, Class DR, (3-month USD CME Term SOFR + 3.25%) 0% 4/15/2035",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2857000,
"marketValue": 2864405,
"couponRate": 0,
"maturityDate": "2035-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US00177GAU58",
"cusip": "00177GAU5",
"issuer": "212321028",
"ticker": null,
"issuerName": "AMMC CLO 25"
},
{
"id": 3813853,
"type": "FIXED_INCOME",
"name": "American Tower Corp. 2.70% 4/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4319755,
"couponRate": 2.7,
"maturityDate": "2031-04-15",
"fundAbbreviation": null,
"sedol": "BKVCS77",
"isin": "US03027XBM11",
"cusip": "03027XBM1",
"issuer": "16073792",
"ticker": null,
"issuerName": "American Tower"
},
{
"id": 3813855,
"type": "FIXED_INCOME",
"name": "American Tower Corp. 3.65% 3/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 427000,
"marketValue": 416991,
"couponRate": 3.65,
"maturityDate": "2027-03-15",
"fundAbbreviation": null,
"sedol": "BJLV1Q7",
"isin": "US03027XBV10",
"cusip": "03027XBV1",
"issuer": "16073792",
"ticker": null,
"issuerName": "American Tower"
},
{
"id": 3813857,
"type": "FIXED_INCOME",
"name": "American Transmission Systems, Inc. 2.65% 1/15/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1695000,
"marketValue": 1439714,
"couponRate": 2.65,
"maturityDate": "2032-01-15",
"fundAbbreviation": null,
"sedol": "BP2RQ61",
"isin": "US030288AC89",
"cusip": "030288AC8",
"issuer": "206072922",
"ticker": null,
"issuerName": "FirstEnergy"
},
{
"id": 3813863,
"type": "FIXED_INCOME",
"name": "AmeriCredit Automobile Receivables Trust, Series 2023-1, Class A2A, 5.84% 10/19/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1311714,
"marketValue": 1313284,
"couponRate": 5.84,
"maturityDate": "2026-10-19",
"fundAbbreviation": null,
"sedol": null,
"isin": "US03067BAB53",
"cusip": "03067BAB5",
"issuer": "212317972",
"ticker": null,
"issuerName": "Americredit Automobile Receivables Trust AMCAR_23-1"
},
{
"id": 3813791,
"type": "FIXED_INCOME",
"name": "AmeriCredit Automobile Receivables Trust, Series 2024-1, Class A3, 5.43% 1/18/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 993000,
"marketValue": 1003980,
"couponRate": 5.43,
"maturityDate": "2029-01-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US023947AD60",
"cusip": "023947AD6",
"issuer": "212341749",
"ticker": null,
"issuerName": "Americredit Automobile Receivables Trust AMCAR_24-1"
},
{
"id": 3813873,
"type": "FIXED_INCOME",
"name": "Amgen, Inc. 2.30% 2/25/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4259300,
"couponRate": 2.3,
"maturityDate": "2031-02-25",
"fundAbbreviation": null,
"sedol": "BM9D0T2",
"isin": "US031162CW82",
"cusip": "031162CW8",
"issuer": "65000277",
"ticker": null,
"issuerName": "Amgen"
},
{
"id": 3813875,
"type": "FIXED_INCOME",
"name": "Amgen, Inc. 3.00% 2/22/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3098000,
"marketValue": 2879799,
"couponRate": 3,
"maturityDate": "2029-02-22",
"fundAbbreviation": null,
"sedol": "BPTKQC9",
"isin": "US031162DD92",
"cusip": "031162DD9",
"issuer": "65000277",
"ticker": null,
"issuerName": "Amgen"
},
{
"id": 3813869,
"type": "FIXED_INCOME",
"name": "Amgen, Inc. 3.375% 2/21/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 122000,
"marketValue": 83448,
"couponRate": 3.375,
"maturityDate": "2050-02-21",
"fundAbbreviation": null,
"sedol": "BJVPJP4",
"isin": "US031162CS70",
"cusip": "031162CS7",
"issuer": "65000277",
"ticker": null,
"issuerName": "Amgen"
},
{
"id": 3813633,
"type": "FIXED_INCOME",
"name": "AMSR Trust, Series 2021-SFR3, Class A, 1.476% 10/17/2038",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3962770,
"marketValue": 3739317,
"couponRate": 1.476,
"maturityDate": "2038-10-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US00180UAA34",
"cusip": "00180UAA3",
"issuer": "212334000",
"ticker": null,
"issuerName": "Amsr Trust AMSR_21-SFR3"
},
{
"id": 3813631,
"type": "FIXED_INCOME",
"name": "AMSR Trust, Series 2023-SFR2, Class A, 3.95% 6/17/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3657000,
"marketValue": 3511967,
"couponRate": 3.95,
"maturityDate": "2040-06-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US00178YAA91",
"cusip": "00178YAA9",
"issuer": "212326406",
"ticker": null,
"issuerName": "Amsr Trust AMSR_23-SFR2"
},
{
"id": 3813897,
"type": "FIXED_INCOME",
"name": "Analog Devices, Inc. 1.70% 10/1/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4539000,
"marketValue": 4076008,
"couponRate": 1.7,
"maturityDate": "2028-10-01",
"fundAbbreviation": null,
"sedol": "BM8SKC1",
"isin": "US032654AU97",
"cusip": "032654AU9",
"issuer": "81000293",
"ticker": null,
"issuerName": "Analog Devices"
},
{
"id": 3813901,
"type": "FIXED_INCOME",
"name": "Analog Devices, Inc. 2.80% 10/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2973000,
"marketValue": 2105431,
"couponRate": 2.8,
"maturityDate": "2041-10-01",
"fundAbbreviation": null,
"sedol": "BPBK6K5",
"isin": "US032654AW53",
"cusip": "032654AW5",
"issuer": "81000293",
"ticker": null,
"issuerName": "Analog Devices"
},
{
"id": 3813917,
"type": "FIXED_INCOME",
"name": "Anheuser-Busch Companies, LLC 4.90% 2/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4555000,
"marketValue": 4147892,
"couponRate": 4.9,
"maturityDate": "2046-02-01",
"fundAbbreviation": null,
"sedol": "BJXS2M9",
"isin": "US03522AAJ97",
"cusip": "03522AAJ9",
"issuer": "212201163",
"ticker": null,
"issuerName": "Anheuser Busch Inbev"
},
{
"id": 3813923,
"type": "FIXED_INCOME",
"name": "Anheuser-Busch InBev Worldwide, Inc. 5.00% 6/15/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1500000,
"marketValue": 1483260,
"couponRate": 5,
"maturityDate": "2034-06-15",
"fundAbbreviation": null,
"sedol": "BQ9D7Y4",
"isin": "US03523TBY38",
"cusip": "03523TBY3",
"issuer": "212201163",
"ticker": null,
"issuerName": "Anheuser Busch Inbev"
},
{
"id": 3813921,
"type": "FIXED_INCOME",
"name": "Anheuser-Busch InBev Worldwide, Inc. 5.55% 1/23/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 1970066,
"couponRate": 5.55,
"maturityDate": "2049-01-23",
"fundAbbreviation": null,
"sedol": "BJ555R4",
"isin": "US03523TBV98",
"cusip": "03523TBV9",
"issuer": "212201163",
"ticker": null,
"issuerName": "Anheuser Busch Inbev"
},
{
"id": 3813939,
"type": "FIXED_INCOME",
"name": "Aon Corp. 2.60% 12/2/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 750000,
"marketValue": 636290,
"couponRate": 2.6,
"maturityDate": "2031-12-02",
"fundAbbreviation": null,
"sedol": "BP8KPC3",
"isin": "US03740LAC63",
"cusip": "03740LAC6",
"issuer": "212230295",
"ticker": null,
"issuerName": "Aon"
},
{
"id": 3813941,
"type": "FIXED_INCOME",
"name": "Aon Corp. 3.90% 2/28/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 1468364,
"couponRate": 3.9,
"maturityDate": "2052-02-28",
"fundAbbreviation": null,
"sedol": "BNR46Q3",
"isin": "US03740LAE20",
"cusip": "03740LAE2",
"issuer": "212230295",
"ticker": null,
"issuerName": "Aon"
},
{
"id": 3813947,
"type": "FIXED_INCOME",
"name": "Aon North America, Inc. 5.30% 3/1/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4500000,
"marketValue": 4521546,
"couponRate": 5.3,
"maturityDate": "2031-03-01",
"fundAbbreviation": null,
"sedol": "BMFF906",
"isin": "US03740MAC47",
"cusip": "03740MAC4",
"issuer": "120096792",
"ticker": null,
"issuerName": "Aon Plc"
},
{
"id": 3813957,
"type": "FIXED_INCOME",
"name": "Apex Credit CLO, LLC, Series 2022-1, Class C, (3-month USD CME Term SOFR + 2.71%) 7.342% 4/22/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 900000,
"marketValue": 900297,
"couponRate": 7.342,
"maturityDate": "2033-04-22",
"fundAbbreviation": null,
"sedol": null,
"isin": "US03753YAE86",
"cusip": "03753YAE8",
"issuer": "212319573",
"ticker": null,
"issuerName": "Apex Credit CLO Ltd APEXC_22-1"
},
{
"id": 3813961,
"type": "FIXED_INCOME",
"name": "Apidos CLO, Ltd., Series 2022-42, Class D, (3-month USD CME Term SOFR + 5.76%) 10.377% 1/20/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 750000,
"marketValue": 751276,
"couponRate": 10.377,
"maturityDate": "2036-01-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US03770GAJ58",
"cusip": "03770GAJ5",
"issuer": "212314782",
"ticker": null,
"issuerName": "Apidos CLO APID_22-42"
},
{
"id": 3813963,
"type": "FIXED_INCOME",
"name": "Apidos CLO, Ltd., Series 2023-45, Class D, (3-month USD CME Term SOFR + 5.20%) 9.817% 4/26/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1700000,
"marketValue": 1719008,
"couponRate": 9.817,
"maturityDate": "2036-04-26",
"fundAbbreviation": null,
"sedol": null,
"isin": "US03770MAG87",
"cusip": "03770MAG8",
"issuer": "212321636",
"ticker": null,
"issuerName": "Apidos CLO APID_23-45"
},
{
"id": 3813635,
"type": "FIXED_INCOME",
"name": "ARES CLO, Ltd., Series 2013-2A, Class CR3, (3-month USD CME Term SOFR + 1.85%) 6.37% 10/28/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4174000,
"marketValue": 4173875,
"couponRate": 6.37,
"maturityDate": "2034-10-28",
"fundAbbreviation": null,
"sedol": null,
"isin": "US00190YBT10",
"cusip": "00190YBT1",
"issuer": "212318792",
"ticker": null,
"issuerName": "Ares XXVII CLO"
},
{
"id": 3813969,
"type": "FIXED_INCOME",
"name": "ARES CLO, Ltd., Series 2018-28RA, Class CR, (3-month USD CME Term SOFR + 2.10%) 6.486% 10/17/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 4005320,
"couponRate": 6.486,
"maturityDate": "2030-10-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US04017QAS49",
"cusip": "04017QAS4",
"issuer": "212319779",
"ticker": null,
"issuerName": "Ares Xxviiir CLO Ltd ARES_18-28RA"
},
{
"id": 3813975,
"type": "FIXED_INCOME",
"name": "Arroyo Mortgage Trust, Series 2020-1, Class A1A, 1.622% 3/25/2055",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 278064,
"marketValue": 263841,
"couponRate": 1.662,
"maturityDate": "2055-03-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US04285CAA99",
"cusip": "04285CAA9",
"issuer": "212272441",
"ticker": null,
"issuerName": "Arroyo Mortgage Trust ARRW_20-1"
},
{
"id": 3813979,
"type": "FIXED_INCOME",
"name": "Arthur J. Gallagher & Co. 5.00% 2/15/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 292000,
"marketValue": 288361,
"couponRate": 5,
"maturityDate": "2032-02-15",
"fundAbbreviation": null,
"sedol": "BT22LH0",
"isin": "US04316JAM18",
"cusip": "04316JAM1",
"issuer": "74002194",
"ticker": null,
"issuerName": "Arthur J. Gallagher"
},
{
"id": 3813995,
"type": "FIXED_INCOME",
"name": "Astrazeneca Finance, LLC 1.75% 5/28/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 564000,
"marketValue": 512050,
"couponRate": 1.75,
"maturityDate": "2028-05-28",
"fundAbbreviation": null,
"sedol": "BMWC933",
"isin": "US04636NAE31",
"cusip": "04636NAE3",
"issuer": "192006340",
"ticker": null,
"issuerName": "AstraZeneca"
},
{
"id": 3813993,
"type": "FIXED_INCOME",
"name": "Astrazeneca Finance, LLC 2.25% 5/28/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1186000,
"marketValue": 1010566,
"couponRate": 2.25,
"maturityDate": "2031-05-28",
"fundAbbreviation": null,
"sedol": "BMW1GS4",
"isin": "US04636NAB91",
"cusip": "04636NAB9",
"issuer": "192006340",
"ticker": null,
"issuerName": "AstraZeneca"
},
{
"id": 3813991,
"type": "FIXED_INCOME",
"name": "AstraZeneca PLC 3.00% 5/28/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2249000,
"marketValue": 1472265,
"couponRate": 3,
"maturityDate": "2051-05-28",
"fundAbbreviation": null,
"sedol": "BMWC900",
"isin": "US046353AZ13",
"cusip": "046353AZ1",
"issuer": "192006340",
"ticker": null,
"issuerName": "AstraZeneca"
},
{
"id": 3814001,
"type": "FIXED_INCOME",
"name": "Atlantic City Electric Co. 2.30% 3/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2175000,
"marketValue": 1850007,
"couponRate": 2.3,
"maturityDate": "2031-03-15",
"fundAbbreviation": null,
"sedol": "BMTYMF5",
"isin": "US048303CJ83",
"cusip": "048303CJ8",
"issuer": "212231472",
"ticker": null,
"issuerName": "Atlantic City Electric"
},
{
"id": 3814003,
"type": "FIXED_INCOME",
"name": "Atlas LuxCo 4 SARL 4.625% 6/1/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1610000,
"marketValue": 1517989,
"couponRate": 4.625,
"maturityDate": "2028-06-01",
"fundAbbreviation": null,
"sedol": "BMVXSF2",
"isin": "US049362AA49",
"cusip": "049362AA4",
"issuer": "212282809",
"ticker": null,
"issuerName": "Atlas Luxco 4 SARL"
},
{
"id": 3814005,
"type": "FIXED_INCOME",
"name": "Atlas Static Senior Loan Fund, Ltd., Series 2022-1, Class DR, (3-month USD CME Term SOFR + 5.00%) 9.656% 7/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 2002002,
"couponRate": 9.656,
"maturityDate": "2030-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US04942PAQ00",
"cusip": "04942PAQ0",
"issuer": "212319203",
"ticker": null,
"issuerName": "Atlas Static Senior Loan Fund ATSTC_22-1"
},
{
"id": 3813651,
"type": "FIXED_INCOME",
"name": "AT&T, Inc. 1.70% 3/25/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1667000,
"marketValue": 1607918,
"couponRate": 1.7,
"maturityDate": "2026-03-25",
"fundAbbreviation": null,
"sedol": "BMW32G0",
"isin": "US00206RML32",
"cusip": "00206RML3",
"issuer": "82008986",
"ticker": null,
"issuerName": "AT&T"
},
{
"id": 3814019,
"type": "FIXED_INCOME",
"name": "Australia and New Zealand Banking Group, Ltd. 6.742% 12/8/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1518000,
"marketValue": 1621080,
"couponRate": 6.742,
"maturityDate": "2032-12-08",
"fundAbbreviation": null,
"sedol": "BPCPZB3",
"isin": "US052528AP13",
"cusip": "052528AP1",
"issuer": "41000041",
"ticker": null,
"issuerName": "Australia and New Zealand Banking Group"
},
{
"id": 3814025,
"type": "FIXED_INCOME",
"name": "Auxilior Term Funding, LLC, Series 24-1, Class C, 6.01% 7/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1197000,
"marketValue": 1209383,
"couponRate": 6.01,
"maturityDate": "2031-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05335FAE16",
"cusip": "05335FAE1",
"issuer": "212344466",
"ticker": null,
"issuerName": "Auxilior Term Funding LLC XCAP_24-1"
},
{
"id": 3814031,
"type": "FIXED_INCOME",
"name": "Avis Budget Rental Car Funding (AESOP), LLC, Series 2019-3A, Class A, 2.36% 3/20/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3230000,
"marketValue": 3219993,
"couponRate": 2.36,
"maturityDate": "2026-03-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05377RDQ48",
"cusip": "05377RDQ4",
"issuer": "212270793",
"ticker": null,
"issuerName": "Avis Budget Rental Car Funding AESOP_19-3A"
},
{
"id": 3814037,
"type": "FIXED_INCOME",
"name": "Avis Budget Rental Car Funding (AESOP), LLC, Series 2020-2A, Class B, 2.96% 2/20/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1798000,
"marketValue": 1765496,
"couponRate": 2.96,
"maturityDate": "2027-02-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05377REA86",
"cusip": "05377REA8",
"issuer": "212273364",
"ticker": null,
"issuerName": "Avis Budget Rental Car Funding AESOP_20-2"
},
{
"id": 3814039,
"type": "FIXED_INCOME",
"name": "Avis Budget Rental Car Funding (AESOP), LLC, Series 2020-2, Class C, 4.25% 2/20/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3581000,
"marketValue": 3536864,
"couponRate": 4.25,
"maturityDate": "2027-02-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05377REC43",
"cusip": "05377REC4",
"issuer": "212273364",
"ticker": null,
"issuerName": "Avis Budget Rental Car Funding AESOP_20-2"
},
{
"id": 3814043,
"type": "FIXED_INCOME",
"name": "Avis Budget Rental Car Funding (AESOP), LLC, Series 2021-1A, Class B, 1.63% 8/20/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3398000,
"marketValue": 3237030,
"couponRate": 1.63,
"maturityDate": "2027-08-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05377REJ95",
"cusip": "05377REJ9",
"issuer": "212282964",
"ticker": null,
"issuerName": "Avis Budget Rental Car Funding (Aesop) LLC AESOP_21-1"
},
{
"id": 3814045,
"type": "FIXED_INCOME",
"name": "Avis Budget Rental Car Funding (AESOP), LLC, Series 2021-1A, Class C, 2.13% 8/20/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1211000,
"marketValue": 1151459,
"couponRate": 2.13,
"maturityDate": "2027-08-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05377REK68",
"cusip": "05377REK6",
"issuer": "212282964",
"ticker": null,
"issuerName": "Avis Budget Rental Car Funding (Aesop) LLC AESOP_21-1"
},
{
"id": 3814049,
"type": "FIXED_INCOME",
"name": "Avis Budget Rental Car Funding AESOP, LLC, Series 2022-3A, Class A, 4.62% 2/20/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1800000,
"marketValue": 1800086,
"couponRate": 4.62,
"maturityDate": "2027-02-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05377RFK59",
"cusip": "05377RFK5",
"issuer": "212350097",
"ticker": null,
"issuerName": "Avis Budget Rental Car Funding AESOP_22-3A"
},
{
"id": 3814061,
"type": "FIXED_INCOME",
"name": "Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-1, Class B, 5.85% 6/20/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3347000,
"marketValue": 3375071,
"couponRate": 5.85,
"maturityDate": "2030-06-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05377RHZ01",
"cusip": "05377RHZ0",
"issuer": "212333769",
"ticker": null,
"issuerName": "Avis Budget Rental Car Funding AESOP_24-1"
},
{
"id": 3814065,
"type": "FIXED_INCOME",
"name": "Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-3, Class B, 5.58% 12/20/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3970000,
"marketValue": 3979052,
"couponRate": 5.58,
"maturityDate": "2030-12-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05377RJL96",
"cusip": "05377RJL9",
"issuer": "212336909",
"ticker": null,
"issuerName": "Avis Budget Rental Car Funding AESOP_24-3"
},
{
"id": 3814067,
"type": "FIXED_INCOME",
"name": "Avolon Holdings Funding, Ltd. 4.375% 5/1/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3500000,
"marketValue": 3464342,
"couponRate": 4.375,
"maturityDate": "2026-05-01",
"fundAbbreviation": null,
"sedol": "BJV0CQ1",
"isin": "US05401AAG67",
"cusip": "05401AAG6",
"issuer": "212261291",
"ticker": null,
"issuerName": "Global Aircraft Leasing"
},
{
"id": 3813387,
"type": "FIXED_INCOME",
"name": "Axiata SPV2 Berhad 2.163% 8/19/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4883000,
"marketValue": 4164994,
"couponRate": 2.163,
"maturityDate": "2030-08-19",
"fundAbbreviation": null,
"sedol": "BKWGXD9",
"isin": "XS2216900105",
"cusip": null,
"issuer": "18092662",
"ticker": null,
"issuerName": "Axiata Group"
},
{
"id": 3813891,
"type": "FIXED_INCOME",
"name": "AXIS Equipment Finance Receivables, LLC, Series 2022-2, Class A2, 5.30% 6/21/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1362972,
"marketValue": 1369108,
"couponRate": 5.3,
"maturityDate": "2028-06-21",
"fundAbbreviation": null,
"sedol": null,
"isin": "US03236XAB38",
"cusip": "03236XAB3",
"issuer": "212317979",
"ticker": null,
"issuerName": "Amur Equipment Finance Receivables XI"
},
{
"id": 3813893,
"type": "FIXED_INCOME",
"name": "AXIS Equipment Finance Receivables, LLC, Series 2023-1, Class A2, 6.09% 12/20/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3165172,
"marketValue": 3208646,
"couponRate": 6.09,
"maturityDate": "2029-12-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US03236YAB11",
"cusip": "03236YAB1",
"issuer": "212340826",
"ticker": null,
"issuerName": "Axis Equipment Finance Receivables LLC AXIS_23-1A"
},
{
"id": 3814081,
"type": "FIXED_INCOME",
"name": "BAE Systems PLC 5.25% 3/26/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3835000,
"marketValue": 3847468,
"couponRate": 5.25,
"maturityDate": "2031-03-26",
"fundAbbreviation": null,
"sedol": "BQ9D7T9",
"isin": "US05523RAK32",
"cusip": "05523RAK3",
"issuer": "178000814",
"ticker": null,
"issuerName": "BAE Systems"
},
{
"id": 3814085,
"type": "FIXED_INCOME",
"name": "BAE Systems PLC 5.50% 3/26/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 671000,
"marketValue": 653969,
"couponRate": 5.5,
"maturityDate": "2054-03-26",
"fundAbbreviation": null,
"sedol": "BQ9D8B8",
"isin": "US05523RAM97",
"cusip": "05523RAM9",
"issuer": "178000814",
"ticker": null,
"issuerName": "BAE Systems"
},
{
"id": 3814201,
"type": "FIXED_INCOME",
"name": "Bain Capital Credit CLO, Ltd., Series 2023-3, Class D, (3-month USD CME Term SOFR + 5.25%) 9.885% 7/24/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 500000,
"marketValue": 511403,
"couponRate": 9.885,
"maturityDate": "2036-07-24",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05682CAG24",
"cusip": "05682CAG2",
"issuer": "212325289",
"ticker": null,
"issuerName": "Bain Capital Credit CLO Ltd BCC_23-3"
},
{
"id": 3814203,
"type": "FIXED_INCOME",
"name": "Baker Hughes Holdings, LLC 2.061% 12/15/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 397000,
"marketValue": 378370,
"couponRate": 2.061,
"maturityDate": "2026-12-15",
"fundAbbreviation": null,
"sedol": "BP50GL2",
"isin": "US05724BAD10",
"cusip": "05724BAD1",
"issuer": "212230702",
"ticker": null,
"issuerName": "Baker Hughes Holdings"
},
{
"id": 3814253,
"type": "FIXED_INCOME",
"name": "Banc of America Commercial Mortgage, Inc., Series 2015-UBS7, Class A4, 3.705% 9/15/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2750000,
"marketValue": 2722888,
"couponRate": 3.705,
"maturityDate": "2048-09-15",
"fundAbbreviation": null,
"sedol": "BYXVT77",
"isin": "US06054AAX72",
"cusip": "06054AAX7",
"issuer": "212214977",
"ticker": null,
"issuerName": "BACM_15-UBS7"
},
{
"id": 3814287,
"type": "FIXED_INCOME",
"name": "Banc of America Commercial Mortgage, Inc., Series 2017-BNK3, Class A4, 3.574% 2/15/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 115000,
"marketValue": 111835,
"couponRate": 3.574,
"maturityDate": "2050-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06427DAS27",
"cusip": "06427DAS2",
"issuer": "212216580",
"ticker": null,
"issuerName": "Banc of America Commercial Mortgage Trust 2017-BNK3"
},
{
"id": 3814313,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2017-BNK4, Class A3, 3.362% 5/15/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1638929,
"marketValue": 1588366,
"couponRate": 3.362,
"maturityDate": "2050-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06541FAZ27",
"cusip": "06541FAZ2",
"issuer": "212217348",
"ticker": null,
"issuerName": "BANK 2017-BNK4"
},
{
"id": 3814315,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2017-BNK4, Class A4, 3.625% 5/15/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1660000,
"marketValue": 1607390,
"couponRate": 3.625,
"maturityDate": "2050-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06541FBA66",
"cusip": "06541FBA6",
"issuer": "212217348",
"ticker": null,
"issuerName": "BANK 2017-BNK4"
},
{
"id": 3814325,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2017-BNK7, Class A5, 3.435% 9/15/2060",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3750000,
"marketValue": 3604699,
"couponRate": 3.435,
"maturityDate": "2060-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06541XAF78",
"cusip": "06541XAF7",
"issuer": "212217756",
"ticker": null,
"issuerName": "Bank BANK_17-BNK7"
},
{
"id": 3814305,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2017-BNK9, Class A4, 3.538% 11/15/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 135000,
"marketValue": 129720,
"couponRate": 3.538,
"maturityDate": "2054-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06540RAE45",
"cusip": "06540RAE4",
"issuer": "212217972",
"ticker": null,
"issuerName": "Bank BANK_17-BNK9"
},
{
"id": 3814295,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2018-BN10, Class A4, 3.428% 2/17/2061",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 313051,
"marketValue": 299858,
"couponRate": 3.428,
"maturityDate": "2061-02-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US065404BA28",
"cusip": "065404BA2",
"issuer": "212218113",
"ticker": null,
"issuerName": "BANK_18-BN10"
},
{
"id": 3814297,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2018-BN10, Class A5, 3.688% 2/15/2061",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2510000,
"marketValue": 2416161,
"couponRate": 3.688,
"maturityDate": "2061-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US065404BB01",
"cusip": "065404BB0",
"issuer": "212271193",
"ticker": null,
"issuerName": "BANK 18-BN10-A5"
},
{
"id": 3814289,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2018-BN13, Class A5, 4.217% 8/15/2061",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 250000,
"marketValue": 242467,
"couponRate": 4.217,
"maturityDate": "2061-08-15",
"fundAbbreviation": null,
"sedol": "BG0L2G4",
"isin": "US06539LBB53",
"cusip": "06539LBB5",
"issuer": "212241717",
"ticker": null,
"issuerName": "BANK_18-BN13"
},
{
"id": 3814217,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2018-BN15, Class A3, 4.138% 11/15/2061",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 490111,
"marketValue": 476278,
"couponRate": 4.138,
"maturityDate": "2061-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06036FBB67",
"cusip": "06036FBB6",
"issuer": "212250607",
"ticker": null,
"issuerName": "BNK_18-B15"
},
{
"id": 3814319,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2019-BN12, Class A3, 3.99% 5/15/2061",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 500000,
"marketValue": 484614,
"couponRate": 3.99,
"maturityDate": "2061-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06541KAZ12",
"cusip": "06541KAZ1",
"issuer": "212237753",
"ticker": null,
"issuerName": "BANK_18-BN12"
},
{
"id": 3814299,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2019-BN16, Class A4, 4.005% 2/15/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3920000,
"marketValue": 3751781,
"couponRate": 4.005,
"maturityDate": "2052-02-15",
"fundAbbreviation": null,
"sedol": "BJDQ8J2",
"isin": "US065405AE24",
"cusip": "065405AE2",
"issuer": "212253129",
"ticker": null,
"issuerName": "Bank BANK_19-BN16"
},
{
"id": 3814293,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2019-BN17, Class A4, 3.714% 4/15/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 255000,
"marketValue": 241502,
"couponRate": 3.714,
"maturityDate": "2052-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US065403BC01",
"cusip": "065403BC0",
"issuer": "212256651",
"ticker": null,
"issuerName": "BANK 19-BN17"
},
{
"id": 3814307,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2019-BN24, Class A3, 2.96% 11/15/2062",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 1801708,
"couponRate": 2.96,
"maturityDate": "2062-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06540VBB09",
"cusip": "06540VBB0",
"issuer": "212268596",
"ticker": null,
"issuerName": "BANK 2019-BNK24"
},
{
"id": 3814303,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2020-BN26, Class A4, 2.403% 3/15/2063",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1654000,
"marketValue": 1443007,
"couponRate": 2.403,
"maturityDate": "2063-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06540JBG67",
"cusip": "06540JBG6",
"issuer": "212270050",
"ticker": null,
"issuerName": "BANK_20-BN26"
},
{
"id": 3814323,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2022-BNK43, Class A5, 4.399% 8/15/2055",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 450000,
"marketValue": 425363,
"couponRate": 4.399,
"maturityDate": "2055-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06541QAZ81",
"cusip": "06541QAZ8",
"issuer": "212311155",
"ticker": null,
"issuerName": "Bank BANK_22-BNK43"
},
{
"id": 3814255,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2023-5YR2, Class AS, 7.14% 6/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1940000,
"marketValue": 2045441,
"couponRate": 7.14,
"maturityDate": "2028-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06211CAP05",
"cusip": "06211CAP0",
"issuer": "212325792",
"ticker": null,
"issuerName": "BANK5 BANK5_23-5YR2"
},
{
"id": 3814259,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2023-5YR4, Class AS, 0% 12/15/2056",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3632000,
"marketValue": 3850236,
"couponRate": 0,
"maturityDate": "2056-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06211FBA57",
"cusip": "06211FBA5",
"issuer": "212332274",
"ticker": null,
"issuerName": "BANK5 2023-5YR4"
},
{
"id": 3814311,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2023-BNK45, Class A5, 5.203% 2/15/2056",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 230000,
"marketValue": 228969,
"couponRate": 5.203,
"maturityDate": "2056-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06541BBK35",
"cusip": "06541BBK3",
"issuer": "212317404",
"ticker": null,
"issuerName": "BANK 2023-BNK45"
},
{
"id": 3814337,
"type": "FIXED_INCOME",
"name": "Bank Commercial Mortgage Trust, Series 2024-5YR11, Class AS, 6.139% 11/15/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3763000,
"marketValue": 3858185,
"couponRate": 6.139,
"maturityDate": "2057-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06644WBL19",
"cusip": "06644WBL1",
"issuer": "212351125",
"ticker": null,
"issuerName": "BANK5 2024-5YR11"
},
{
"id": 3814329,
"type": "FIXED_INCOME",
"name": "Bankers Healthcare Group Securitization Trust, Series 2020-A, Class B, 3.59% 9/17/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2359537,
"marketValue": 2344759,
"couponRate": 3.59,
"maturityDate": "2031-09-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06616PAB31",
"cusip": "06616PAB3",
"issuer": "212273177",
"ticker": null,
"issuerName": "BHG 2020-A"
},
{
"id": 3814461,
"type": "FIXED_INCOME",
"name": "Bankers Healthcare Group Securitization Trust, Series 2021-A, Class A, 1.42% 11/17/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 425601,
"marketValue": 415841,
"couponRate": 1.42,
"maturityDate": "2033-11-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08861YAA47",
"cusip": "08861YAA4",
"issuer": "212282054",
"ticker": null,
"issuerName": "BHG Securitization Trust BHG_21-A"
},
{
"id": 3814463,
"type": "FIXED_INCOME",
"name": "Bankers Healthcare Group Securitization Trust, Series 2021-A, Class B, 2.79% 11/17/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 914000,
"marketValue": 869981,
"couponRate": 2.79,
"maturityDate": "2033-11-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08861YAB20",
"cusip": "08861YAB2",
"issuer": "212282054",
"ticker": null,
"issuerName": "BHG Securitization Trust BHG_21-A"
},
{
"id": 3814465,
"type": "FIXED_INCOME",
"name": "Bankers Healthcare Group Securitization Trust, Series 2021-B, Class A, 0.90% 10/17/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 70261,
"marketValue": 70029,
"couponRate": 0.9,
"maturityDate": "2034-10-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08862BAA35",
"cusip": "08862BAA3",
"issuer": "212288577",
"ticker": null,
"issuerName": "BHG Securitization Trust BHG_21-B"
},
{
"id": 3814467,
"type": "FIXED_INCOME",
"name": "Bankers Healthcare Group Securitization Trust, Series 2021-B, Class B, 1.67% 10/17/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1533000,
"marketValue": 1485955,
"couponRate": 1.67,
"maturityDate": "2034-10-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08862BAB18",
"cusip": "08862BAB1",
"issuer": "212288577",
"ticker": null,
"issuerName": "BHG Securitization Trust BHG_21-B"
},
{
"id": 3814225,
"type": "FIXED_INCOME",
"name": "Bank of America Corp. 2.676% 6/19/2041 (USD-SOFR + 1.93% on 6/19/2040)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 530000,
"marketValue": 368204,
"couponRate": 2.676,
"maturityDate": "2041-06-19",
"fundAbbreviation": null,
"sedol": "BMYXXT8",
"isin": "US06051GJE08",
"cusip": "06051GJE0",
"issuer": "54003870",
"ticker": null,
"issuerName": "Bank of America"
},
{
"id": 3814237,
"type": "FIXED_INCOME",
"name": "Bank of America Corp. 2.972% 7/21/2052 (USD-SOFR + 1.56% on 7/21/2051)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 410000,
"marketValue": 260916,
"couponRate": 2.972,
"maturityDate": "2052-07-21",
"fundAbbreviation": null,
"sedol": "BNZKS56",
"isin": "US06051GKB40",
"cusip": "06051GKB4",
"issuer": "54003870",
"ticker": null,
"issuerName": "Bank of America"
},
{
"id": 3814221,
"type": "FIXED_INCOME",
"name": "Bank of America Corp. 3.194% 7/23/2030 (3-month USD CME Term SOFR + 1.442% on 7/23/2029)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2351000,
"marketValue": 2166917,
"couponRate": 3.194,
"maturityDate": "2030-07-23",
"fundAbbreviation": null,
"sedol": "BKLNVY8",
"isin": "US06051GHV41",
"cusip": "06051GHV4",
"issuer": "54003870",
"ticker": null,
"issuerName": "Bank of America"
},
{
"id": 3814241,
"type": "FIXED_INCOME",
"name": "Bank of America Corp. 4.376% 4/27/2028 (USD-SOFR + 1.58% on 4/27/2027)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 314000,
"marketValue": 310719,
"couponRate": 4.376,
"maturityDate": "2028-04-27",
"fundAbbreviation": null,
"sedol": "BM92KS8",
"isin": "US06051GKP36",
"cusip": "06051GKP3",
"issuer": "54003870",
"ticker": null,
"issuerName": "Bank of America"
},
{
"id": 3814245,
"type": "FIXED_INCOME",
"name": "Bank of America Corp. 5.08% 1/20/2027 (USD-SOFR + 1.29% on 1/20/2026)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3343000,
"marketValue": 3353240,
"couponRate": 5.08,
"maturityDate": "2027-01-20",
"fundAbbreviation": null,
"sedol": "BL0NRK4",
"isin": "US06051GLE79",
"cusip": "06051GLE7",
"issuer": "54003870",
"ticker": null,
"issuerName": "Bank of America"
},
{
"id": 3814075,
"type": "FIXED_INCOME",
"name": "Bank of America Credit Card Trust, Series 2022-A2, Class A2, 5.00% 4/17/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1020000,
"marketValue": 1025468,
"couponRate": 5,
"maturityDate": "2028-04-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05522RDF29",
"cusip": "05522RDF2",
"issuer": "212314728",
"ticker": null,
"issuerName": "Bank of America Credit Card Trust BACCT_22-A2"
},
{
"id": 3814265,
"type": "FIXED_INCOME",
"name": "Bank of Montreal 5.203% 2/1/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 2016012,
"couponRate": 5.203,
"maturityDate": "2028-02-01",
"fundAbbreviation": null,
"sedol": "BPZK5C6",
"isin": "US06368LGV27",
"cusip": "06368LGV2",
"issuer": "177000601",
"ticker": null,
"issuerName": "Bank of Montreal"
},
{
"id": 3814111,
"type": "FIXED_INCOME",
"name": "Barclays Commercial Mortgage Securities, LLC, Series 2018-TALL, Class A, ((1-month USD CME Term SOFR + 0.047%) + 0.872%) 5.316% 3/15/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1574000,
"marketValue": 1492012,
"couponRate": 5.316,
"maturityDate": "2037-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05548WAA53",
"cusip": "05548WAA5",
"issuer": "212237715",
"ticker": null,
"issuerName": "BBCMS 2018-TALL Mortgage Trust"
},
{
"id": 3814113,
"type": "FIXED_INCOME",
"name": "Barclays Commercial Mortgage Securities, LLC, Series 2022-C16, Class A5, 4.6% 6/15/2055",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 160000,
"marketValue": 153958,
"couponRate": 4.6,
"maturityDate": "2055-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05552YAE68",
"cusip": "05552YAE6",
"issuer": "212303190",
"ticker": null,
"issuerName": "Barclays Commercial Mortgage Securities LLC BBCMS_22-C16"
},
{
"id": 3814115,
"type": "FIXED_INCOME",
"name": "Barclays Commercial Mortgage Securities, LLC, Series 2023-C19, Class A5, 5.451% 4/15/2056",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1087000,
"marketValue": 1101608,
"couponRate": 5.451,
"maturityDate": "2056-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05553RAC43",
"cusip": "05553RAC4",
"issuer": "212322380",
"ticker": null,
"issuerName": "Barclays Commercial Mortgage Securities LLC BBCMS_23-C19"
},
{
"id": 3814117,
"type": "FIXED_INCOME",
"name": "Barclays Commercial Mortgage Securities, LLC, Series 2023-C21, Class A5, 0% 9/15/2056",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 600000,
"marketValue": 632153,
"couponRate": 0,
"maturityDate": "2056-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05553WAE93",
"cusip": "05553WAE9",
"issuer": "212328698",
"ticker": null,
"issuerName": "BBCMS Mortgage Trust 2023-C21"
},
{
"id": 3814069,
"type": "FIXED_INCOME",
"name": "Barclays Commercial Mortgage Securities, LLC, Series 23-5C23, Class AS, 7.455% 12/15/2056",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 796000,
"marketValue": 852853,
"couponRate": 7.455,
"maturityDate": "2056-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05493QAD79",
"cusip": "05493QAD7",
"issuer": "212331851",
"ticker": null,
"issuerName": "Barclays Commercial Mortgage Securities LLC BBCMS_23-5C23"
},
{
"id": 3814351,
"type": "FIXED_INCOME",
"name": "Bardin Hill CLO, Ltd., Series 2021-2, Class C, (3-month USD CME Term SOFR + 2.702%) 7.327% 10/25/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1240000,
"marketValue": 1240166,
"couponRate": 7.327,
"maturityDate": "2034-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06744BAE39",
"cusip": "06744BAE3",
"issuer": "212318505",
"ticker": null,
"issuerName": "Bardin Hill CLO 2021-2"
},
{
"id": 3814353,
"type": "FIXED_INCOME",
"name": "Barings Middle Market CLO, Ltd., Series 2021-I, Class A1, ((3-month USD CME Term SOFR + 0.262%) + 1.55%) 6.429% 7/20/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 1002253,
"couponRate": 6.429,
"maturityDate": "2033-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US06760WAC01",
"cusip": "06760WAC0",
"issuer": "212327125",
"ticker": null,
"issuerName": "Barings Middle Market CLO BMM_21-I"
},
{
"id": 3814099,
"type": "FIXED_INCOME",
"name": "BAT Capital Corp. 2.726% 3/25/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1768000,
"marketValue": 1526608,
"couponRate": 2.726,
"maturityDate": "2031-03-25",
"fundAbbreviation": null,
"sedol": "BM9F076",
"isin": "US05526DBS36",
"cusip": "05526DBS3",
"issuer": "212219957",
"ticker": null,
"issuerName": "BAT Capital"
},
{
"id": 3814089,
"type": "FIXED_INCOME",
"name": "BAT Capital Corp. 4.39% 8/15/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4317155,
"couponRate": 4.39,
"maturityDate": "2037-08-15",
"fundAbbreviation": null,
"sedol": "BHXH0H3",
"isin": "US05526DBD66",
"cusip": "05526DBD6",
"issuer": "212219957",
"ticker": null,
"issuerName": "BAT Capital"
},
{
"id": 3814091,
"type": "FIXED_INCOME",
"name": "BAT Capital Corp. 4.54% 8/15/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5656000,
"marketValue": 4466300,
"couponRate": 4.54,
"maturityDate": "2047-08-15",
"fundAbbreviation": null,
"sedol": "BLR9BY7",
"isin": "US05526DBF15",
"cusip": "05526DBF1",
"issuer": "212219957",
"ticker": null,
"issuerName": "BAT Capital"
},
{
"id": 3814095,
"type": "FIXED_INCOME",
"name": "BAT Capital Corp. 4.758% 9/6/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3873000,
"marketValue": 3140360,
"couponRate": 4.758,
"maturityDate": "2049-09-06",
"fundAbbreviation": null,
"sedol": "BJSFMZ8",
"isin": "US05526DBK00",
"cusip": "05526DBK0",
"issuer": "212219957",
"ticker": null,
"issuerName": "BAT Capital"
},
{
"id": 3814101,
"type": "FIXED_INCOME",
"name": "BAT Capital Corp. 5.834% 2/20/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4243000,
"marketValue": 4339257,
"couponRate": 5.834,
"maturityDate": "2031-02-20",
"fundAbbreviation": null,
"sedol": "BSNWT12",
"isin": "US05526DBY04",
"cusip": "05526DBY0",
"issuer": "212219957",
"ticker": null,
"issuerName": "BAT Capital"
},
{
"id": 3814105,
"type": "FIXED_INCOME",
"name": "BAT International Finance PLC 3.95% 6/15/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 200000,
"marketValue": 199163,
"couponRate": 3.95,
"maturityDate": "2025-06-15",
"fundAbbreviation": null,
"sedol": "BZ0W0B1",
"isin": "US05530QAK67",
"cusip": "05530QAK6",
"issuer": "133074333",
"ticker": null,
"issuerName": "British American Tobacco"
},
{
"id": 3814355,
"type": "FIXED_INCOME",
"name": "Battalion CLO, Ltd., Series 2016-10, Class A1R2, (3-month USD CME Term SOFR + 1.432%) 6.066% 1/25/2035",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3125000,
"marketValue": 3125072,
"couponRate": 6.066,
"maturityDate": "2035-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US07132JBC71",
"cusip": "07132JBC7",
"issuer": "212318416",
"ticker": null,
"issuerName": "Battalion CLO Ltd BATLN_16-10A"
},
{
"id": 3814357,
"type": "FIXED_INCOME",
"name": "Battalion CLO, Ltd., Series 2017-11, Class AR, (3-month USD CME Term SOFR + 1.412%) 6.046% 4/24/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 2000012,
"couponRate": 6.046,
"maturityDate": "2034-04-24",
"fundAbbreviation": null,
"sedol": null,
"isin": "US07132LAL36",
"cusip": "07132LAL3",
"issuer": "212319710",
"ticker": null,
"issuerName": "Battalion CLO Ltd BATLN_17-11A"
},
{
"id": 3814363,
"type": "FIXED_INCOME",
"name": "Battalion CLO, Ltd., Series 2021-21, Class C, (3-month USD CME Term SOFR + 2.362%) 7.018% 7/15/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 1002513,
"couponRate": 7.018,
"maturityDate": "2034-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US07134WAJ27",
"cusip": "07134WAJ2",
"issuer": "212318732",
"ticker": null,
"issuerName": "Battalion Clo XXI"
},
{
"id": 3814361,
"type": "FIXED_INCOME",
"name": "Battalion CLO, Ltd., Series 2024-25, Class C, (3-month USD CME Term SOFR + 2.50%) 7.117% 3/13/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2400000,
"marketValue": 2423957,
"couponRate": 7.117,
"maturityDate": "2037-03-13",
"fundAbbreviation": null,
"sedol": null,
"isin": "US07134FAE07",
"cusip": "07134FAE0",
"issuer": "212333992",
"ticker": null,
"issuerName": "Battalion CLO Ltd BATLN_24-25"
},
{
"id": 3814365,
"type": "FIXED_INCOME",
"name": "Baxter International, Inc. 2.272% 12/1/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2150000,
"marketValue": 1938597,
"couponRate": 2.272,
"maturityDate": "2028-12-01",
"fundAbbreviation": null,
"sedol": "BQFMQG0",
"isin": "US071813CP23",
"cusip": "071813CP2",
"issuer": "6000642",
"ticker": null,
"issuerName": "Baxter International"
},
{
"id": 3814369,
"type": "FIXED_INCOME",
"name": "Baxter International, Inc. 3.132% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1394000,
"marketValue": 865791,
"couponRate": 3.132,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": "BMH0WZ5",
"isin": "US071813CV90",
"cusip": "071813CV9",
"issuer": "6000642",
"ticker": null,
"issuerName": "Baxter International"
},
{
"id": 3814371,
"type": "FIXED_INCOME",
"name": "Bayer US Finance II, LLC 4.375% 12/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4250000,
"marketValue": 4089750,
"couponRate": 4.375,
"maturityDate": "2028-12-15",
"fundAbbreviation": null,
"sedol": "BYZMHK7",
"isin": "US07274NAL73",
"cusip": "07274NAL7",
"issuer": "7074631",
"ticker": null,
"issuerName": "Bayer"
},
{
"id": 3814373,
"type": "FIXED_INCOME",
"name": "Baytex Energy Corp. 7.375% 3/15/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3610000,
"marketValue": 3520869,
"couponRate": 7.375,
"maturityDate": "2032-03-15",
"fundAbbreviation": null,
"sedol": "BSHSNT2",
"isin": "US07317QAK13",
"cusip": "07317QAK1",
"issuer": "153096825",
"ticker": null,
"issuerName": "Baytex Energy"
},
{
"id": 3814379,
"type": "FIXED_INCOME",
"name": "Becton, Dickinson and Co. 4.298% 8/22/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 327000,
"marketValue": 308002,
"couponRate": 4.298,
"maturityDate": "2032-08-22",
"fundAbbreviation": null,
"sedol": "BP6L090",
"isin": "US075887CP25",
"cusip": "075887CP2",
"issuer": "21000657",
"ticker": null,
"issuerName": "Becton Dickinson"
},
{
"id": 3814391,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2018-B2, Class A4, 3.6147% 2/15/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3475000,
"marketValue": 3347395,
"couponRate": 3.615,
"maturityDate": "2051-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08161CAD39",
"cusip": "08161CAD3",
"issuer": "212218141",
"ticker": null,
"issuerName": "Benchmark Mortgage Trust BMARK_18-B2"
},
{
"id": 3814393,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2018-B2, Class A5, 3.882% 2/15/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1905972,
"marketValue": 1828803,
"couponRate": 3.882,
"maturityDate": "2051-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08161CAE12",
"cusip": "08161CAE1",
"issuer": "212218141",
"ticker": null,
"issuerName": "Benchmark Mortgage Trust BMARK_18-B2"
},
{
"id": 3814395,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2018-B4, Class A5, 0% 7/15/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 90000,
"marketValue": 87144,
"couponRate": 0,
"maturityDate": "2051-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08161HAF73",
"cusip": "08161HAF7",
"issuer": "212240337",
"ticker": null,
"issuerName": "Benchmark Mortgage Trust BMARK_18-B4"
},
{
"id": 3814403,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2018-B7, Class A3, 4.241% 5/15/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 951379,
"couponRate": 4.241,
"maturityDate": "2053-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08162TBA07",
"cusip": "08162TBA0",
"issuer": "212249879",
"ticker": null,
"issuerName": "Benchmark Mortgage Trust BMARK_18-B7"
},
{
"id": 3814409,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2019-B10, Class A3, 3.455% 3/15/2062",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 495063,
"marketValue": 466795,
"couponRate": 3.455,
"maturityDate": "2062-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08162VAD01",
"cusip": "08162VAD0",
"issuer": "212256649",
"ticker": null,
"issuerName": "Benchmark Mortgage Trust BMARK_19-B10"
},
{
"id": 3814399,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2019-B13, Class A4, 2.952% 8/15/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 730000,
"marketValue": 663120,
"couponRate": 2.952,
"maturityDate": "2057-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08162DAE85",
"cusip": "08162DAE8",
"issuer": "212265843",
"ticker": null,
"issuerName": "Benchmark Mortgage Trust BMARK_19-B13"
},
{
"id": 3814417,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2019-B14, Class AS, 3.049% 12/15/2062",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4522245,
"couponRate": 3.049,
"maturityDate": "2062-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08162YAE23",
"cusip": "08162YAE2",
"issuer": "212268079",
"ticker": null,
"issuerName": "Benchmark Mortgage Trust BMARK_19-B14"
},
{
"id": 3814401,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2020-B17, Class A5, 2.289% 3/15/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 944000,
"marketValue": 809423,
"couponRate": 2.289,
"maturityDate": "2053-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08162MAX65",
"cusip": "08162MAX6",
"issuer": "212270041",
"ticker": null,
"issuerName": "Benchmark Mortgage Trust BMARK_20-B17"
},
{
"id": 3814415,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2020-B20, Class AS, 2.375% 10/15/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1450000,
"marketValue": 1172247,
"couponRate": 2.375,
"maturityDate": "2053-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08162XBL73",
"cusip": "08162XBL7",
"issuer": "212276106",
"ticker": null,
"issuerName": "Benchmark Mortgage Trust BMARK_20-B20"
},
{
"id": 3814425,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2020-B21, Class AS, 2.2543% 12/17/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1600000,
"marketValue": 1329856,
"couponRate": 2.254,
"maturityDate": "2053-12-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08163LAQ23",
"cusip": "08163LAQ2",
"issuer": "212277185",
"ticker": null,
"issuerName": "Benchmark Mortgage Trust BMARK_20-B21"
},
{
"id": 3814419,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2021-B24, Class A4, 2.264% 3/15/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 900000,
"marketValue": 773164,
"couponRate": 2.264,
"maturityDate": "2054-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08163CBB46",
"cusip": "08163CBB4",
"issuer": "212281444",
"ticker": null,
"issuerName": "BMK_21-B24"
},
{
"id": 3814423,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2021-B27, Class A5, 2.39% 7/15/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3785000,
"marketValue": 3141902,
"couponRate": 2.39,
"maturityDate": "2054-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08163HAE80",
"cusip": "08163HAE8",
"issuer": "212284550",
"ticker": null,
"issuerName": "Benchmark Mortgage Trust BMARK_21-B27"
},
{
"id": 3814427,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2021-B31, Class A5, 2.669% 12/15/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4252215,
"couponRate": 2.669,
"maturityDate": "2054-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08163MAE75",
"cusip": "08163MAE7",
"issuer": "212292988",
"ticker": null,
"issuerName": "Benchmark Mortgage Trust BMARK_21-B31"
},
{
"id": 3814429,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2022-B33, Class A5, 3.458% 3/15/2055",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2655867,
"couponRate": 3.458,
"maturityDate": "2055-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08163PBG46",
"cusip": "08163PBG4",
"issuer": "212297048",
"ticker": null,
"issuerName": "Benchmark Mortgage Trust BMARK_22-B33"
},
{
"id": 3814397,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2022-B34, Class A5, 3.786% 4/15/2055",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1822264,
"marketValue": 1625527,
"couponRate": 3.786,
"maturityDate": "2055-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08161YBG70",
"cusip": "08161YBG7",
"issuer": "212298203",
"ticker": null,
"issuerName": "Benchmark Mortgage Trust BMARK_22-B34"
},
{
"id": 3814431,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2024-V10, Class A3, 5.277% 9/15/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2292995,
"marketValue": 2302715,
"couponRate": 5.277,
"maturityDate": "2057-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08163UAC36",
"cusip": "08163UAC3",
"issuer": "212348854",
"ticker": null,
"issuerName": "Benchmark 2024-V10"
},
{
"id": 3814433,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2024-V5, Class AM, 6.417% 1/10/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1681000,
"marketValue": 1740097,
"couponRate": 6.417,
"maturityDate": "2057-01-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US08163XBA00",
"cusip": "08163XBA0",
"issuer": "212334079",
"ticker": null,
"issuerName": "Benchmark 2024-V5 Mortgage Trust"
},
{
"id": 3814447,
"type": "FIXED_INCOME",
"name": "Benchmark Mortgage Trust, Series 2024-V9, Class AS, 0% 8/15/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2180000,
"marketValue": 2229575,
"couponRate": 0,
"maturityDate": "2057-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US081919AS16",
"cusip": "081919AS1",
"issuer": "212347140",
"ticker": null,
"issuerName": "Benchmark 2024-V9 Mortgage Trust"
},
{
"id": 3814453,
"type": "FIXED_INCOME",
"name": "Berkshire Hathaway Energy Co. 4.50% 2/1/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 200000,
"marketValue": 173684,
"couponRate": 4.5,
"maturityDate": "2045-02-01",
"fundAbbreviation": null,
"sedol": "BVXY748",
"isin": "US084659AF84",
"cusip": "084659AF8",
"issuer": "51000687",
"ticker": null,
"issuerName": "Berkshire Hathaway"
},
{
"id": 3814455,
"type": "FIXED_INCOME",
"name": "Berkshire Hathaway Energy Co. 4.60% 5/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3465000,
"marketValue": 2886806,
"couponRate": 4.6,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": "BNC3DJ7",
"isin": "US084659BF75",
"cusip": "084659BF7",
"issuer": "51000687",
"ticker": null,
"issuerName": "Berkshire Hathaway"
},
{
"id": 3813587,
"type": "FIXED_INCOME",
"name": "Bharti Airtel, Ltd. 4.375% 6/10/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2988570,
"couponRate": 4.375,
"maturityDate": "2025-06-10",
"fundAbbreviation": null,
"sedol": "BYZPK96",
"isin": "USY0889VAA80",
"cusip": null,
"issuer": "91081499",
"ticker": null,
"issuerName": "Bharti Airtel"
},
{
"id": 3814469,
"type": "FIXED_INCOME",
"name": "Birch Grove CLO, Ltd., Series 2023-6, Class A1, (3-month USD CME Term SOFR + 2.20%) 6.817% 7/20/2035",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3703000,
"marketValue": 3727929,
"couponRate": 6.817,
"maturityDate": "2035-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US09077FAA30",
"cusip": "09077FAA3",
"issuer": "212324049",
"ticker": null,
"issuerName": "Birch Grove CLO Ltd BGCLO_23-6"
},
{
"id": 3814475,
"type": "FIXED_INCOME",
"name": "Blackbird Capital II Aircraft Lease, Ltd. / Blackbird Capital II Aircraft Lease US, LLC, Series 2021-1, Class B, 3.446% 7/15/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2028880,
"marketValue": 1843617,
"couponRate": 3.446,
"maturityDate": "2046-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US09229CAB54",
"cusip": "09229CAB5",
"issuer": "212284695",
"ticker": null,
"issuerName": "Blackbird Capital Aircraft Lease BBIRD_21-1"
},
{
"id": 3814483,
"type": "FIXED_INCOME",
"name": "Blackrock Elbert CLO V, LLC, Series 5, Class AR, (3-month USD CME Term SOFR + 1.85%) 6.209% 6/15/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2399401,
"marketValue": 2402278,
"couponRate": 6.209,
"maturityDate": "2034-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US092913AC66",
"cusip": "092913AC6",
"issuer": "212332319",
"ticker": null,
"issuerName": "Blackrock Elbert CLO V LLC ELB_5"
},
{
"id": 3814481,
"type": "FIXED_INCOME",
"name": "Blackrock Mt. Hood CLO X, LLC, Series 2023-1, Class A1, (3-month USD CME Term SOFR + 2.50%) 7.117% 4/20/2035",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 3008994,
"couponRate": 7.117,
"maturityDate": "2035-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US09263GAC15",
"cusip": "09263GAC1",
"issuer": "212332320",
"ticker": null,
"issuerName": "Blackrock Baker CLO Ltd BLKMM_23-1"
},
{
"id": 3814479,
"type": "FIXED_INCOME",
"name": "Blackstone Holdings Finance Co., LLC 6.20% 4/22/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1020000,
"marketValue": 1071077,
"couponRate": 6.2,
"maturityDate": "2033-04-22",
"fundAbbreviation": null,
"sedol": "BNVSWH4",
"isin": "US09261BAK61",
"cusip": "09261BAK6",
"issuer": "22090970",
"ticker": null,
"issuerName": "Blackstone"
},
{
"id": 3814489,
"type": "FIXED_INCOME",
"name": "Blue Owl Asset Leasing Trust, Series 2024-1A, Class B, 5.41% 3/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1639000,
"marketValue": 1640213,
"couponRate": 5.41,
"maturityDate": "2030-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US095921AC69",
"cusip": "095921AC6",
"issuer": "212351056",
"ticker": null,
"issuerName": "Blue Owl Asset Leasing Trust 2024-1"
},
{
"id": 3814491,
"type": "FIXED_INCOME",
"name": "Blue Owl Asset Leasing Trust, Series 2024-1A, Class C, 6.38% 1/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 522000,
"marketValue": 522975,
"couponRate": 6.38,
"maturityDate": "2031-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US095921AD43",
"cusip": "095921AD4",
"issuer": "212351056",
"ticker": null,
"issuerName": "Blue Owl Asset Leasing Trust 2024-1"
},
{
"id": 3814175,
"type": "FIXED_INCOME",
"name": "BMO Mortgage Trust, Series 2022-C2, Class A5, 0% 7/15/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 400000,
"marketValue": 392578,
"couponRate": 0,
"maturityDate": "2054-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05602NAE04",
"cusip": "05602NAE0",
"issuer": "212310724",
"ticker": null,
"issuerName": "BMO 2022-C2 Mortgage Trust"
},
{
"id": 3814165,
"type": "FIXED_INCOME",
"name": "BMO Mortgage Trust, Series 2023-5C1, Class A3, 6.534% 8/15/2056",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3833000,
"marketValue": 3997574,
"couponRate": 6.534,
"maturityDate": "2056-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US055986AC73",
"cusip": "055986AC7",
"issuer": "212326707",
"ticker": null,
"issuerName": "Bmo Mortgage Trust BMO_23-5C1"
},
{
"id": 3814167,
"type": "FIXED_INCOME",
"name": "BMO Mortgage Trust, Series 2023-5C1, Class AS, 7.355% 8/15/2056",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2661000,
"marketValue": 2805852,
"couponRate": 7.355,
"maturityDate": "2056-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US055986AF05",
"cusip": "055986AF0",
"issuer": "212326707",
"ticker": null,
"issuerName": "Bmo Mortgage Trust BMO_23-5C1"
},
{
"id": 3814169,
"type": "FIXED_INCOME",
"name": "BMO Mortgage Trust, Series 2023-C5, Class A5, 5.765% 6/15/2056",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 403650,
"marketValue": 414580,
"couponRate": 5.765,
"maturityDate": "2056-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US055988AD13",
"cusip": "055988AD1",
"issuer": "212325317",
"ticker": null,
"issuerName": "BMO Mortgage Trust BMO_23-C5"
},
{
"id": 3814161,
"type": "FIXED_INCOME",
"name": "BMO Mortgage Trust, Series 2023-C6, Class A5, 5.956% 9/15/2056",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2710000,
"marketValue": 2842755,
"couponRate": 5.956,
"maturityDate": "2056-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US055985AE56",
"cusip": "055985AE5",
"issuer": "212327219",
"ticker": null,
"issuerName": "Bmo Mortgage Trust BMO_23-C6"
},
{
"id": 3814155,
"type": "FIXED_INCOME",
"name": "BMO Mortgage Trust, Series 2024-5C5, Class AS, 6.364% 2/15/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2955000,
"marketValue": 3056794,
"couponRate": 6.364,
"maturityDate": "2057-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05593RAF91",
"cusip": "05593RAF9",
"issuer": "212346369",
"ticker": null,
"issuerName": "BMO 2024-5C5 Mortgage Trust"
},
{
"id": 3814149,
"type": "FIXED_INCOME",
"name": "BMO Mortgage Trust, Series 2024-C8, Class A5, 5.598% 3/15/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 200000,
"marketValue": 205414,
"couponRate": 5.598,
"maturityDate": "2057-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05593HAD61",
"cusip": "05593HAD6",
"issuer": "212338116",
"ticker": null,
"issuerName": "BMO 2024-C8 Mortgage Trust"
},
{
"id": 3814495,
"type": "FIXED_INCOME",
"name": "BNP Paribas SA 2.871% 4/19/2032 (USD-SOFR + 1.387% on 4/19/2031)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 214000,
"marketValue": 182008,
"couponRate": 2.871,
"maturityDate": "2032-04-19",
"fundAbbreviation": null,
"sedol": "BLR4TL5",
"isin": "US09659W2P81",
"cusip": "09659W2P8",
"issuer": "8074632",
"ticker": null,
"issuerName": "BNP Paribas"
},
{
"id": 3814537,
"type": "FIXED_INCOME",
"name": "Boeing Co. (The) 3.625% 2/1/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3864000,
"marketValue": 3509810,
"couponRate": 3.625,
"maturityDate": "2031-02-01",
"fundAbbreviation": null,
"sedol": "BMHXMZ4",
"isin": "US097023DC69",
"cusip": "097023DC6",
"issuer": "106000742",
"ticker": null,
"issuerName": "Boeing"
},
{
"id": 3814521,
"type": "FIXED_INCOME",
"name": "Boeing Co. (The) 3.75% 2/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 537000,
"marketValue": 366745,
"couponRate": 3.75,
"maturityDate": "2050-02-01",
"fundAbbreviation": null,
"sedol": "BJGV2H0",
"isin": "US097023CQ64",
"cusip": "097023CQ6",
"issuer": "106000742",
"ticker": null,
"issuerName": "Boeing"
},
{
"id": 3814517,
"type": "FIXED_INCOME",
"name": "Boeing Co. (The) 3.90% 5/1/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 698804,
"couponRate": 3.9,
"maturityDate": "2049-05-01",
"fundAbbreviation": null,
"sedol": "BK1WFJ8",
"isin": "US097023CK94",
"cusip": "097023CK9",
"issuer": "106000742",
"ticker": null,
"issuerName": "Boeing"
},
{
"id": 3814549,
"type": "FIXED_INCOME",
"name": "Boeing Co. (The) 6.858% 5/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2958000,
"marketValue": 3146895,
"couponRate": 6.858,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": "BRRG861",
"isin": "US097023DT94",
"cusip": "097023DT9",
"issuer": "106000742",
"ticker": null,
"issuerName": "Boeing"
},
{
"id": 3814551,
"type": "FIXED_INCOME",
"name": "Boeing Co. (The) 7.008% 5/1/2064",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2187000,
"marketValue": 2323051,
"couponRate": 7.008,
"maturityDate": "2064-05-01",
"fundAbbreviation": null,
"sedol": "BT25ZY4",
"isin": "US097023DU67",
"cusip": "097023DU6",
"issuer": "106000742",
"ticker": null,
"issuerName": "Boeing"
},
{
"id": 3819759,
"type": "FIXED_INCOME",
"name": "Boost Newco Borrower, LLC 7.50% 1/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3350000,
"marketValue": 3514669,
"couponRate": 7.5,
"maturityDate": "2031-01-15",
"fundAbbreviation": null,
"sedol": "BL6CM66",
"isin": "US36268NAA81",
"cusip": "36268NAA8",
"issuer": "212337366",
"ticker": null,
"issuerName": "Boost Newco Borrower"
},
{
"id": 3814565,
"type": "FIXED_INCOME",
"name": "Boston Scientific Corp. 2.65% 6/1/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3905000,
"marketValue": 3487755,
"couponRate": 2.65,
"maturityDate": "2030-06-01",
"fundAbbreviation": null,
"sedol": "BLBCYV0",
"isin": "US101137BA41",
"cusip": "101137BA4",
"issuer": "155007575",
"ticker": null,
"issuerName": "Boston Scientific"
},
{
"id": 3814567,
"type": "FIXED_INCOME",
"name": "BP Capital Markets America, Inc. 2.772% 11/10/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 40000,
"marketValue": 24019,
"couponRate": 2.772,
"maturityDate": "2050-11-10",
"fundAbbreviation": null,
"sedol": "BMF3XC0",
"isin": "US10373QBN97",
"cusip": "10373QBN9",
"issuer": "186000822",
"ticker": null,
"issuerName": "BP"
},
{
"id": 3813553,
"type": "FIXED_INCOME",
"name": "BPCE SA 0.895% 12/14/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 500000000,
"marketValue": 3161375,
"couponRate": 0.895,
"maturityDate": "2026-12-14",
"fundAbbreviation": null,
"sedol": "BR4P1P1",
"isin": "JP525021APC0",
"cusip": null,
"issuer": "212208777",
"ticker": null,
"issuerName": "BPCE SA"
},
{
"id": 3813351,
"type": "FIXED_INCOME",
"name": "Braskem Netherlands Finance BV 4.50% 1/10/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1777000,
"marketValue": 1627007,
"couponRate": 4.5,
"maturityDate": "2028-01-10",
"fundAbbreviation": null,
"sedol": "BF8F6P8",
"isin": "USN15516AB83",
"cusip": null,
"issuer": "212192333",
"ticker": null,
"issuerName": "Braskem Netherlands Finance BV"
},
{
"id": 3813367,
"type": "FIXED_INCOME",
"name": "Braskem Netherlands Finance BV 4.50% 1/31/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1180000,
"marketValue": 999927,
"couponRate": 4.5,
"maturityDate": "2030-01-31",
"fundAbbreviation": null,
"sedol": "BHT64C7",
"isin": "USN15516AD40",
"cusip": null,
"issuer": "212192333",
"ticker": null,
"issuerName": "Braskem Netherlands Finance BV"
},
{
"id": 3814571,
"type": "FIXED_INCOME",
"name": "Braskem Netherlands Finance BV 4.50% 1/31/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4600000,
"marketValue": 3898022,
"couponRate": 4.5,
"maturityDate": "2030-01-31",
"fundAbbreviation": null,
"sedol": "BKVKBD8",
"isin": "US10554TAD72",
"cusip": "10554TAD7",
"issuer": "212192333",
"ticker": null,
"issuerName": "Braskem Netherlands Finance BV"
},
{
"id": 3814573,
"type": "FIXED_INCOME",
"name": "Braskem Netherlands Finance BV 5.875% 1/31/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 2744488,
"couponRate": 5.875,
"maturityDate": "2050-01-31",
"fundAbbreviation": null,
"sedol": "BKVKBC7",
"isin": "US10554TAE55",
"cusip": "10554TAE5",
"issuer": "212192333",
"ticker": null,
"issuerName": "Braskem Netherlands Finance BV"
},
{
"id": 3814575,
"type": "FIXED_INCOME",
"name": "Braskem Netherlands Finance BV 7.25% 2/13/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1765000,
"marketValue": 1633287,
"couponRate": 7.25,
"maturityDate": "2033-02-13",
"fundAbbreviation": null,
"sedol": "BMXHQJ2",
"isin": "US10554TAG04",
"cusip": "10554TAG0",
"issuer": "212192333",
"ticker": null,
"issuerName": "Braskem Netherlands Finance BV"
},
{
"id": 3813535,
"type": "FIXED_INCOME",
"name": "Braskem Netherlands Finance BV 8.50% 1/12/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1043000,
"marketValue": 1046538,
"couponRate": 8.5,
"maturityDate": "2031-01-12",
"fundAbbreviation": null,
"sedol": "BQC5P76",
"isin": "USN15516AH53",
"cusip": null,
"issuer": "212192333",
"ticker": null,
"issuerName": "Braskem Netherlands Finance BV"
},
{
"id": 3814577,
"type": "FIXED_INCOME",
"name": "Braskem Netherlands Finance BV 8.75% 1/12/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1235000,
"marketValue": 1239189,
"couponRate": 8.5,
"maturityDate": "2031-01-12",
"fundAbbreviation": null,
"sedol": "BQBBGT4",
"isin": "US10554TAH86",
"cusip": "10554TAH8",
"issuer": "212192333",
"ticker": null,
"issuerName": "Braskem Netherlands Finance BV"
},
{
"id": 3814585,
"type": "FIXED_INCOME",
"name": "BRAVO Residential Funding Trust, Series 2020-RPL1, Class A1, 2.5% 5/26/2059",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 840432,
"marketValue": 819284,
"couponRate": 2.5,
"maturityDate": "2059-05-26",
"fundAbbreviation": null,
"sedol": null,
"isin": "US10568YAA64",
"cusip": "10568YAA6",
"issuer": "212272023",
"ticker": null,
"issuerName": "BRAVO Residential Funding Trust BRAVO_20-RPL1"
},
{
"id": 3814589,
"type": "FIXED_INCOME",
"name": "BRAVO Residential Funding Trust, Series 2020-RPL2, Class A1, 2% 5/25/2059",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1807453,
"marketValue": 1674553,
"couponRate": 2,
"maturityDate": "2059-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US10569BAA52",
"cusip": "10569BAA5",
"issuer": "212275498",
"ticker": null,
"issuerName": "BRAVO Residential Funding Trust BRAVO_20-RPL2"
},
{
"id": 3814581,
"type": "FIXED_INCOME",
"name": "BRAVO Residential Funding Trust, Series 2022-NQM2, Class A1, 4.272% 11/25/2061 (5.272% on 5/1/2026)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1514775,
"marketValue": 1464624,
"couponRate": 4.272,
"maturityDate": "2061-11-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US10568KAA60",
"cusip": "10568KAA6",
"issuer": "212311185",
"ticker": null,
"issuerName": "BRAVO Residential Funding Trust BRAVO_22-NQM2"
},
{
"id": 3814591,
"type": "FIXED_INCOME",
"name": "BRAVO Residential Funding Trust, Series 2022-NQM3, Class A1, 5.108% 7/25/2062 (6.108% on 9/1/2026)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2647061,
"marketValue": 2633903,
"couponRate": 5.108,
"maturityDate": "2062-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US10569JAA88",
"cusip": "10569JAA8",
"issuer": "212311798",
"ticker": null,
"issuerName": "BRAVO Residential Funding Trust BRAVO_22-NQM3"
},
{
"id": 3814583,
"type": "FIXED_INCOME",
"name": "BRAVO Residential Funding Trust, Series 2022-R1, Class A, 3.125% 1/29/2070 (6.125% on 1/29/2025)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2989514,
"marketValue": 2969872,
"couponRate": 3.125,
"maturityDate": "2070-01-29",
"fundAbbreviation": null,
"sedol": null,
"isin": "US10568PAA57",
"cusip": "10568PAA5",
"issuer": "212295794",
"ticker": null,
"issuerName": "BRAVO Residential Funding Trust BRAVO_22-R1"
},
{
"id": 3814609,
"type": "FIXED_INCOME",
"name": "Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class B, 5.37% 10/16/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3676000,
"marketValue": 3702787,
"couponRate": 5.37,
"maturityDate": "2028-10-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US10805NAD75",
"cusip": "10805NAD7",
"issuer": "212345389",
"ticker": null,
"issuerName": "Bridgecrest Lending Auto Securitization Trust 2024-3"
},
{
"id": 3814617,
"type": "FIXED_INCOME",
"name": "Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class B, 4.77% 8/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4138000,
"marketValue": 4133622,
"couponRate": 4.77,
"maturityDate": "2030-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US10806EAD67",
"cusip": "10806EAD6",
"issuer": "212349984",
"ticker": null,
"issuerName": "Bridgecrest Lending Auto Securitization Trust BLAST_24-4"
},
{
"id": 3814625,
"type": "FIXED_INCOME",
"name": "Bristol-Myers Squibb Co. 3.40% 7/26/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2197000,
"marketValue": 2074638,
"couponRate": 3.4,
"maturityDate": "2029-07-26",
"fundAbbreviation": null,
"sedol": "BMWV996",
"isin": "US110122CP17",
"cusip": "110122CP1",
"issuer": "176000812",
"ticker": null,
"issuerName": "Bristol-Myers Squibb"
},
{
"id": 3814651,
"type": "FIXED_INCOME",
"name": "Broadcom, Inc. 3.137% 11/15/2035",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2092000,
"marketValue": 1709363,
"couponRate": 3.137,
"maturityDate": "2035-11-15",
"fundAbbreviation": null,
"sedol": "BMCP6P3",
"isin": "US11135FBP53",
"cusip": "11135FBP5",
"issuer": "212030903",
"ticker": null,
"issuerName": "Broadcom"
},
{
"id": 3814655,
"type": "FIXED_INCOME",
"name": "Broadcom, Inc. 4.00% 4/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3178000,
"marketValue": 3058641,
"couponRate": 4,
"maturityDate": "2029-04-15",
"fundAbbreviation": null,
"sedol": "BMGDDX0",
"isin": "US11135FBR10",
"cusip": "11135FBR1",
"issuer": "212030903",
"ticker": null,
"issuerName": "Broadcom"
},
{
"id": 3814657,
"type": "FIXED_INCOME",
"name": "Broadcom, Inc. 4.15% 4/15/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 346000,
"marketValue": 324583,
"couponRate": 4.15,
"maturityDate": "2032-04-15",
"fundAbbreviation": null,
"sedol": "BNDB2F9",
"isin": "US11135FBT75",
"cusip": "11135FBT7",
"issuer": "212030903",
"ticker": null,
"issuerName": "Broadcom"
},
{
"id": 3814667,
"type": "FIXED_INCOME",
"name": "Buffalo Energy Mexico Holdings 7.875% 2/15/2039",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 830000,
"marketValue": 856705,
"couponRate": 7.875,
"maturityDate": "2039-02-15",
"fundAbbreviation": null,
"sedol": "BM8SL62",
"isin": "US11952AAA07",
"cusip": "11952AAA0",
"issuer": "212334044",
"ticker": null,
"issuerName": "Buffalo Energy Mexico Holdings"
},
{
"id": 3814177,
"type": "FIXED_INCOME",
"name": "BWX Technologies, Inc. 4.125% 6/30/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1675000,
"marketValue": 1569661,
"couponRate": 4.125,
"maturityDate": "2028-06-30",
"fundAbbreviation": null,
"sedol": "BMQ52P1",
"isin": "US05605HAB69",
"cusip": "05605HAB6",
"issuer": "24095212",
"ticker": null,
"issuerName": "BWX Technologies"
},
{
"id": 3814683,
"type": "FIXED_INCOME",
"name": "BX Trust, Series 2021-SDMF, Class A, (1-month USD CME Term SOFR + 0.703%) 5.101% 9/15/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 898592,
"marketValue": 894464,
"couponRate": 5.101,
"maturityDate": "2034-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12434CAA27",
"cusip": "12434CAA2",
"issuer": "212288740",
"ticker": null,
"issuerName": "BX Commercial Mortgage Trust BX_21-SDMF"
},
{
"id": 3814197,
"type": "FIXED_INCOME",
"name": "BX Trust, Series 24-VLT4, Class A, (1-month USD CME Term SOFR + 1.491%) 5.888% 7/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2500000,
"marketValue": 2513573,
"couponRate": 5.888,
"maturityDate": "2029-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US05612TAA34",
"cusip": "05612TAA3",
"issuer": "212341679",
"ticker": null,
"issuerName": "BX Trust 2024-VLT4"
},
{
"id": 3814877,
"type": "FIXED_INCOME",
"name": "Calpine Corp. 4.50% 2/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 3839676,
"couponRate": 4.5,
"maturityDate": "2028-02-15",
"fundAbbreviation": null,
"sedol": "BJVS9S6",
"isin": "US131347CM64",
"cusip": "131347CM6",
"issuer": "95094223",
"ticker": null,
"issuerName": "Calpine"
},
{
"id": 3814875,
"type": "FIXED_INCOME",
"name": "Calpine Corp. 5.25% 6/1/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1132000,
"marketValue": 1131334,
"couponRate": 5.25,
"maturityDate": "2026-06-01",
"fundAbbreviation": null,
"sedol": "BYZ97P3",
"isin": "US131347CK09",
"cusip": "131347CK0",
"issuer": "95094223",
"ticker": null,
"issuerName": "Calpine"
},
{
"id": 3814881,
"type": "FIXED_INCOME",
"name": "Campbells Co. (The) 5.40% 3/21/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4013000,
"marketValue": 3995467,
"couponRate": 5.4,
"maturityDate": "2034-03-21",
"fundAbbreviation": null,
"sedol": "BQ9D5Y0",
"isin": "US134429BP34",
"cusip": "134429BP3",
"issuer": "132000980",
"ticker": null,
"issuerName": "Campbells"
},
{
"id": 3814885,
"type": "FIXED_INCOME",
"name": "Canadian Imperial Bank of Commerce 3.60% 4/7/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 197000,
"marketValue": 176817,
"couponRate": 3.6,
"maturityDate": "2032-04-07",
"fundAbbreviation": null,
"sedol": "BPZKDM2",
"isin": "US13607HR535",
"cusip": "13607HR53",
"issuer": "138000986",
"ticker": null,
"issuerName": "Canadian Imperial Bank of Commerce"
},
{
"id": 3814895,
"type": "FIXED_INCOME",
"name": "Canadian National Railway Co. 5.85% 11/1/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3375000,
"marketValue": 3546690,
"couponRate": 5.85,
"maturityDate": "2033-11-01",
"fundAbbreviation": null,
"sedol": "BQ6C368",
"isin": "US136375DH23",
"cusip": "136375DH2",
"issuer": "187009727",
"ticker": null,
"issuerName": "Canadian National Railway"
},
{
"id": 3814901,
"type": "FIXED_INCOME",
"name": "Canadian Natural Resources, Ltd. 2.95% 7/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 206000,
"marketValue": 183065,
"couponRate": 2.95,
"maturityDate": "2030-07-15",
"fundAbbreviation": null,
"sedol": "BMBQJK3",
"isin": "US136385BA87",
"cusip": "136385BA8",
"issuer": "141000989",
"ticker": null,
"issuerName": "Canadian Natural Resources"
},
{
"id": 3814899,
"type": "FIXED_INCOME",
"name": "Canadian Natural Resources, Ltd. 3.85% 6/1/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2275000,
"marketValue": 2227423,
"couponRate": 3.85,
"maturityDate": "2027-06-01",
"fundAbbreviation": null,
"sedol": "BF47XV3",
"isin": "US136385AX99",
"cusip": "136385AX9",
"issuer": "141000989",
"ticker": null,
"issuerName": "Canadian Natural Resources"
},
{
"id": 3814707,
"type": "FIXED_INCOME",
"name": "Cantor Commercial Real Estate Lending, Series 2019-CF1, Class AS, 4.028% 5/15/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1255000,
"marketValue": 1141913,
"couponRate": 4.027,
"maturityDate": "2052-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12529MAJ71",
"cusip": "12529MAJ7",
"issuer": "212257609",
"ticker": null,
"issuerName": "Cantor Commercial Real Estate Lending CF_19-CF1"
},
{
"id": 3814907,
"type": "FIXED_INCOME",
"name": "Canyon Capital CLO, Ltd., Series 2021-2, Class D, (3-month USD CME Term SOFR + 3.612%) 8.268% 4/15/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 576923,
"marketValue": 578072,
"couponRate": 8.268,
"maturityDate": "2034-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US13876XAN12",
"cusip": "13876XAN1",
"issuer": "212319046",
"ticker": null,
"issuerName": "Canyon Capital CLO 2021-2"
},
{
"id": 3814915,
"type": "FIXED_INCOME",
"name": "Capital One Financial Corp. 5.468% 2/1/2029 (USD-SOFR + 2.08% on 2/1/2028)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4165000,
"marketValue": 4195238,
"couponRate": 5.468,
"maturityDate": "2029-02-01",
"fundAbbreviation": null,
"sedol": "BPQV3L3",
"isin": "US14040HCX17",
"cusip": "14040HCX1",
"issuer": "177008657",
"ticker": null,
"issuerName": "Capital One Financial"
},
{
"id": 3814927,
"type": "FIXED_INCOME",
"name": "CarMax Auto Owner Trust, Series 2021-1, Class C, 0.94% 12/15/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 580000,
"marketValue": 575305,
"couponRate": 0.94,
"maturityDate": "2026-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US14316NAF69",
"cusip": "14316NAF6",
"issuer": "212278234",
"ticker": null,
"issuerName": "Carmax Auto Owner Trust CARMX_21-1"
},
{
"id": 3814929,
"type": "FIXED_INCOME",
"name": "CarMax Auto Owner Trust, Series 2021-1, Class D, 1.28% 7/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 568000,
"marketValue": 563163,
"couponRate": 1.28,
"maturityDate": "2027-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US14316NAG43",
"cusip": "14316NAG4",
"issuer": "212278234",
"ticker": null,
"issuerName": "Carmax Auto Owner Trust CARMX_21-1"
},
{
"id": 3814925,
"type": "FIXED_INCOME",
"name": "CarMax Auto Owner Trust, Series 2023-2, Class A2A, 5.50% 6/15/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 695164,
"marketValue": 695717,
"couponRate": 5.5,
"maturityDate": "2026-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US142921AB11",
"cusip": "142921AB1",
"issuer": "212323116",
"ticker": null,
"issuerName": "Carmax Auto Owner Trust2023-2 CARMX_23-2"
},
{
"id": 3814931,
"type": "FIXED_INCOME",
"name": "CarMax Auto Owner Trust, Series 2023-3, Class A3, 5.28% 5/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 547000,
"marketValue": 551835,
"couponRate": 5.28,
"maturityDate": "2028-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US14319BAC63",
"cusip": "14319BAC6",
"issuer": "212326404",
"ticker": null,
"issuerName": "Carmax Auto Owner Trust CARMX_23-3"
},
{
"id": 3814941,
"type": "FIXED_INCOME",
"name": "Carnival Corp. 4.00% 8/1/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 948471,
"couponRate": 4,
"maturityDate": "2028-08-01",
"fundAbbreviation": null,
"sedol": "BMD9Z35",
"isin": "US143658BQ44",
"cusip": "143658BQ4",
"issuer": "178001026",
"ticker": null,
"issuerName": "Carnival"
},
{
"id": 3814945,
"type": "FIXED_INCOME",
"name": "Carnival Holdings Bermuda, Ltd. 10.375% 5/1/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 4264468,
"couponRate": 10.375,
"maturityDate": "2028-05-01",
"fundAbbreviation": null,
"sedol": "BM99Y87",
"isin": "US14366RAA77",
"cusip": "14366RAA7",
"issuer": "178001026",
"ticker": null,
"issuerName": "Carnival"
},
{
"id": 3814949,
"type": "FIXED_INCOME",
"name": "Carrier Global Corp. 2.242% 2/15/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1029000,
"marketValue": 1024952,
"couponRate": 2.242,
"maturityDate": "2025-02-15",
"fundAbbreviation": null,
"sedol": "BNG21Y1",
"isin": "US14448CAN48",
"cusip": "14448CAN4",
"issuer": "212269550",
"ticker": null,
"issuerName": "Carrier Global"
},
{
"id": 3814951,
"type": "FIXED_INCOME",
"name": "Carrier Global Corp. 2.493% 2/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1332000,
"marketValue": 1274078,
"couponRate": 2.493,
"maturityDate": "2027-02-15",
"fundAbbreviation": null,
"sedol": "BMYT051",
"isin": "US14448CAP95",
"cusip": "14448CAP9",
"issuer": "212269550",
"ticker": null,
"issuerName": "Carrier Global"
},
{
"id": 3814947,
"type": "FIXED_INCOME",
"name": "Carrier Global Corp. 2.70% 2/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1198000,
"marketValue": 1040267,
"couponRate": 2.7,
"maturityDate": "2031-02-15",
"fundAbbreviation": null,
"sedol": "BMT6MT5",
"isin": "US14448CAL81",
"cusip": "14448CAL8",
"issuer": "212269550",
"ticker": null,
"issuerName": "Carrier Global"
},
{
"id": 3814957,
"type": "FIXED_INCOME",
"name": "Carrier Global Corp. 3.577% 4/5/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 135000,
"marketValue": 96851,
"couponRate": 3.577,
"maturityDate": "2050-04-05",
"fundAbbreviation": null,
"sedol": "BNG21Z2",
"isin": "US14448CAS35",
"cusip": "14448CAS3",
"issuer": "212269550",
"ticker": null,
"issuerName": "Carrier Global"
},
{
"id": 3814961,
"type": "FIXED_INCOME",
"name": "Carrier Global Corp. 6.20% 3/15/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2116000,
"marketValue": 2239572,
"couponRate": 6.2,
"maturityDate": "2054-03-15",
"fundAbbreviation": null,
"sedol": "BPVFHW9",
"isin": "US14448CBD56",
"cusip": "14448CBD5",
"issuer": "212269550",
"ticker": null,
"issuerName": "Carrier Global"
},
{
"id": 3814965,
"type": "FIXED_INCOME",
"name": "Carvana Auto Receivables Trust, Series 2021-N4, Class A2, 1.80% 9/11/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3038201,
"marketValue": 2949361,
"couponRate": 1.8,
"maturityDate": "2028-09-11",
"fundAbbreviation": null,
"sedol": null,
"isin": "US14687HAB96",
"cusip": "14687HAB9",
"issuer": "212293040",
"ticker": null,
"issuerName": "Carvana Auto Receivables Trust CRVNA_21-N4"
},
{
"id": 3814967,
"type": "FIXED_INCOME",
"name": "Carvana Auto Receivables Trust, Series 2021-N4, Class C, 1.72% 9/11/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 500085,
"marketValue": 481052,
"couponRate": 1.72,
"maturityDate": "2028-09-11",
"fundAbbreviation": null,
"sedol": null,
"isin": "US14687HAD52",
"cusip": "14687HAD5",
"issuer": "212293040",
"ticker": null,
"issuerName": "Carvana Auto Receivables Trust CRVNA_21-N4"
},
{
"id": 3814963,
"type": "FIXED_INCOME",
"name": "Carvana Auto Receivables Trust, Series 2023-N3, Class A, 6.41% 9/10/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 847395,
"marketValue": 852188,
"couponRate": 6.41,
"maturityDate": "2027-09-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US14686RAA05",
"cusip": "14686RAA0",
"issuer": "212328646",
"ticker": null,
"issuerName": "Carvana Auto Receivables Trust CRVNA_23-N3"
},
{
"id": 3814979,
"type": "FIXED_INCOME",
"name": "Carvana Auto Receivables Trust, Series 2023-P3, Class A3, 5.82% 8/10/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1939000,
"marketValue": 1963156,
"couponRate": 5.82,
"maturityDate": "2028-08-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US14688GAC87",
"cusip": "14688GAC8",
"issuer": "212327063",
"ticker": null,
"issuerName": "Carvana Auto Receivables Trust CRVNA_23-P3"
},
{
"id": 3814981,
"type": "FIXED_INCOME",
"name": "Carvana Auto Receivables Trust, Series 2023-P3, Class A4, 5.71% 7/10/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1210000,
"marketValue": 1235484,
"couponRate": 5.71,
"maturityDate": "2029-07-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US14688GAD60",
"cusip": "14688GAD6",
"issuer": "212327063",
"ticker": null,
"issuerName": "Carvana Auto Receivables Trust CRVNA_23-P3"
},
{
"id": 3814971,
"type": "FIXED_INCOME",
"name": "Carvana Auto Receivables Trust, Series 2023-P5, Class A3, 5.62% 1/10/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2515000,
"marketValue": 2546908,
"couponRate": 5.62,
"maturityDate": "2029-01-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US14687RAC51",
"cusip": "14687RAC5",
"issuer": "212332762",
"ticker": null,
"issuerName": "Carvana Auto Receivables Trust 2023-P5"
},
{
"id": 3814973,
"type": "FIXED_INCOME",
"name": "Carvana Auto Receivables Trust, Series 2024-N2, Class A2, 5.96% 8/10/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3831555,
"marketValue": 3850020,
"couponRate": 5.9,
"maturityDate": "2027-08-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US14687VAB80",
"cusip": "14687VAB8",
"issuer": "212343041",
"ticker": null,
"issuerName": "Carvana Auto Receivables Trust 2024-N2"
},
{
"id": 3814975,
"type": "FIXED_INCOME",
"name": "Carvana Auto Receivables Trust, Series 2024-N3, Class A3, 4.53% 1/10/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1982000,
"marketValue": 1976488,
"couponRate": 4.53,
"maturityDate": "2029-01-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US14687WAC47",
"cusip": "14687WAC4",
"issuer": "212352348",
"ticker": null,
"issuerName": "Carvana Auto Receivables Trust CRVNA_24-N3"
},
{
"id": 3814977,
"type": "FIXED_INCOME",
"name": "Carvana Auto Receivables Trust, Series 2024-N3, Class B, 4.67% 12/10/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 1982634,
"couponRate": 4.67,
"maturityDate": "2030-12-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US14687WAD20",
"cusip": "14687WAD2",
"issuer": "212352348",
"ticker": null,
"issuerName": "Carvana Auto Receivables Trust CRVNA_24-N3"
},
{
"id": 3814983,
"type": "FIXED_INCOME",
"name": "Carvana Auto Receivables Trust, Series 2024-P2, Class A3, 5.33% 7/10/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3669000,
"marketValue": 3709880,
"couponRate": 5.33,
"maturityDate": "2029-07-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US14688PAC86",
"cusip": "14688PAC8",
"issuer": "212342732",
"ticker": null,
"issuerName": "Carvana Auto Receivables Trust 2024-P2"
},
{
"id": 3814985,
"type": "FIXED_INCOME",
"name": "Carvana Auto Receivables Trust, Series 2024-P3, Class A2, 4.61% 11/10/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1559000,
"marketValue": 1559203,
"couponRate": 4.61,
"maturityDate": "2027-11-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US146919AB16",
"cusip": "146919AB1",
"issuer": "212348168",
"ticker": null,
"issuerName": "Carvana Auto Receivables Trust 2024-P3"
},
{
"id": 3814725,
"type": "FIXED_INCOME",
"name": "Cascade Funding Mortgage Trust, Series 2023-HB12, Class A, 4.25% 7/25/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1778223,
"marketValue": 1762117,
"couponRate": 4.25,
"maturityDate": "2033-04-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12530QAA40",
"cusip": "12530QAA4",
"issuer": "212323183",
"ticker": null,
"issuerName": "Cascade Funding Mortgage Trust CFMT_23-HB12"
},
{
"id": 3815031,
"type": "FIXED_INCOME",
"name": "Cascade Funding Mortgage Trust, Series 2024-HB15, Class A, 4% 8/25/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2686121,
"marketValue": 2649469,
"couponRate": 4,
"maturityDate": "2034-08-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US15723AAA97",
"cusip": "15723AAA9",
"issuer": "212347475",
"ticker": null,
"issuerName": "CFMT 2024-HB15"
},
{
"id": 3815033,
"type": "FIXED_INCOME",
"name": "Cascade Funding Mortgage Trust, Series 2024-HB15, Class M1, 4% 8/25/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 969000,
"marketValue": 924280,
"couponRate": 4,
"maturityDate": "2034-08-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US15723AAB70",
"cusip": "15723AAB7",
"issuer": "212347475",
"ticker": null,
"issuerName": "CFMT 2024-HB15"
},
{
"id": 3814729,
"type": "FIXED_INCOME",
"name": "Cascade Funding Mortgage Trust, Series 2024-R1, Class A2, 4.00% 10/25/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2800000,
"marketValue": 2627828,
"couponRate": 4,
"maturityDate": "2054-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12530YAB56",
"cusip": "12530YAB5",
"issuer": "212349292",
"ticker": null,
"issuerName": "Cascade Funding Mortgage Trust CFMT_24-R1"
},
{
"id": 3814989,
"type": "FIXED_INCOME",
"name": "Castlelake Aircraft Securitization Trust, Series 2017-1R, Class A, 2.741% 8/15/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1774301,
"marketValue": 1677766,
"couponRate": 2.741,
"maturityDate": "2041-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US14856JAA25",
"cusip": "14856JAA2",
"issuer": "212286528",
"ticker": null,
"issuerName": "Castlelake Aircraft Securitization Trust CLAST_17-1R"
},
{
"id": 3814759,
"type": "FIXED_INCOME",
"name": "Castlelake Aircraft Securitization Trust, Series 2021-1, Class C, 6.171% 5/11/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3501622,
"marketValue": 3049709,
"couponRate": 6.171,
"maturityDate": "2037-05-11",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12567UAC71",
"cusip": "12567UAC7",
"issuer": "212298037",
"ticker": null,
"issuerName": "Castlelake Aircraft Securitization Trust CLAF_21-1"
},
{
"id": 3814703,
"type": "FIXED_INCOME",
"name": "CCG Receivables Trust, Series 2023-2, Class A2, 6.28% 4/14/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1052493,
"marketValue": 1069623,
"couponRate": 6.28,
"maturityDate": "2032-04-14",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12511QAB59",
"cusip": "12511QAB5",
"issuer": "212331297",
"ticker": null,
"issuerName": "CCG Receivables Trust"
},
{
"id": 3814695,
"type": "FIXED_INCOME",
"name": "CCO Holdings, LLC 4.50% 5/1/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3545000,
"marketValue": 3053372,
"couponRate": 4.5,
"maturityDate": "2032-05-01",
"fundAbbreviation": null,
"sedol": "BMBVFS8",
"isin": "US1248EPCN14",
"cusip": "1248EPCN1",
"issuer": "212221077",
"ticker": null,
"issuerName": "Spectrum Management Holding"
},
{
"id": 3814693,
"type": "FIXED_INCOME",
"name": "CCO Holdings, LLC 4.50% 6/1/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1680000,
"marketValue": 1415430,
"couponRate": 4.5,
"maturityDate": "2033-06-01",
"fundAbbreviation": null,
"sedol": "BNDM315",
"isin": "US1248EPCL57",
"cusip": "1248EPCL5",
"issuer": "212221077",
"ticker": null,
"issuerName": "Spectrum Management Holding"
},
{
"id": 3814687,
"type": "FIXED_INCOME",
"name": "CCO Holdings, LLC 5.375% 6/1/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2700000,
"marketValue": 2584659,
"couponRate": 5.375,
"maturityDate": "2029-06-01",
"fundAbbreviation": null,
"sedol": "BK8KJX7",
"isin": "US1248EPCB75",
"cusip": "1248EPCB7",
"issuer": "212221077",
"ticker": null,
"issuerName": "Spectrum Management Holding"
},
{
"id": 3814705,
"type": "FIXED_INCOME",
"name": "CD Commercial Mortgage Trust, Series 2017-CD3, Class A4, 3.631% 2/10/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 945762,
"couponRate": 3.631,
"maturityDate": "2050-02-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12515GAD97",
"cusip": "12515GAD9",
"issuer": "212216486",
"ticker": null,
"issuerName": "Cd Commercial Mortgage Trust CD_"
},
{
"id": 3815017,
"type": "FIXED_INCOME",
"name": "Cenovus Energy, Inc. 5.25% 6/15/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 822000,
"marketValue": 773090,
"couponRate": 5.25,
"maturityDate": "2037-06-15",
"fundAbbreviation": null,
"sedol": "BFNWDQ4",
"isin": "US15135UAP49",
"cusip": "15135UAP4",
"issuer": "212297015",
"ticker": null,
"issuerName": "Cenovus Energy"
},
{
"id": 3815023,
"type": "FIXED_INCOME",
"name": "CenterPoint Energy, Inc. 3.70% 9/1/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2775000,
"marketValue": 1976374,
"couponRate": 3.7,
"maturityDate": "2049-09-01",
"fundAbbreviation": null,
"sedol": "BKPT368",
"isin": "US15189TAY38",
"cusip": "15189TAY3",
"issuer": "89002633",
"ticker": null,
"issuerName": "CenterPoint Energy"
},
{
"id": 3815029,
"type": "FIXED_INCOME",
"name": "Central Garden & Pet Co. 4.125% 10/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1325000,
"marketValue": 1191229,
"couponRate": 4.125,
"maturityDate": "2030-10-15",
"fundAbbreviation": null,
"sedol": "BMHY6S8",
"isin": "US153527AN61",
"cusip": "153527AN6",
"issuer": "155084319",
"ticker": null,
"issuerName": "Central Garden & Pet"
},
{
"id": 3813585,
"type": "FIXED_INCOME",
"name": "CFAMC III Co., Ltd. 4.75% 4/27/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4213000,
"marketValue": 4107886,
"couponRate": 4.75,
"maturityDate": "2027-04-27",
"fundAbbreviation": null,
"sedol": "BYWL2Y6",
"isin": "XS1596795358",
"cusip": null,
"issuer": "212169171",
"ticker": null,
"issuerName": "China, People's Republic of"
},
{
"id": 3814733,
"type": "FIXED_INCOME",
"name": "CFCRE Commercial Mortgage Trust, Series 2016-C7, Class A2, 3.5853% 12/10/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1759537,
"marketValue": 1708517,
"couponRate": 3.585,
"maturityDate": "2054-12-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12532BAC19",
"cusip": "12532BAC1",
"issuer": "212216377",
"ticker": null,
"issuerName": "CFCRE Commercial Mortgage Trust"
},
{
"id": 3814715,
"type": "FIXED_INCOME",
"name": "CF Hippolyta, LLC, Series 2020-1, Class B2, 2.60% 7/15/2060",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 989397,
"marketValue": 857223,
"couponRate": 2.6,
"maturityDate": "2060-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12530MAD74",
"cusip": "12530MAD7",
"issuer": "212272737",
"ticker": null,
"issuerName": "CF Hippolyta Issuer LLC SORT_20-1"
},
{
"id": 3815035,
"type": "FIXED_INCOME",
"name": "Charles River Laboratories International, Inc. 3.75% 3/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4335000,
"marketValue": 3979287,
"couponRate": 3.75,
"maturityDate": "2029-03-15",
"fundAbbreviation": null,
"sedol": "BN6J2C7",
"isin": "US159864AG27",
"cusip": "159864AG2",
"issuer": "11078875",
"ticker": null,
"issuerName": "Charles River Laboratories"
},
{
"id": 3815051,
"type": "FIXED_INCOME",
"name": "Charter Communications Operating, LLC 4.40% 4/1/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4469110,
"couponRate": 4.4,
"maturityDate": "2033-04-01",
"fundAbbreviation": null,
"sedol": "BPCMGY4",
"isin": "US161175CJ14",
"cusip": "161175CJ1",
"issuer": "212221077",
"ticker": null,
"issuerName": "Spectrum Management Holding"
},
{
"id": 3815043,
"type": "FIXED_INCOME",
"name": "Charter Communications Operating, LLC 4.80% 3/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 3761075,
"couponRate": 4.8,
"maturityDate": "2050-03-01",
"fundAbbreviation": null,
"sedol": "BKSVYZ7",
"isin": "US161175BT05",
"cusip": "161175BT0",
"issuer": "212221077",
"ticker": null,
"issuerName": "Spectrum Management Holding"
},
{
"id": 3815057,
"type": "FIXED_INCOME",
"name": "Chase Auto Owner Trust, Series 2024-1, Class A3, 5.13% 5/25/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2971000,
"marketValue": 2995448,
"couponRate": 5.13,
"maturityDate": "2029-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US16144BAC28",
"cusip": "16144BAC2",
"issuer": "212337518",
"ticker": null,
"issuerName": "Chase Auto Owner Trust 2024-1"
},
{
"id": 3815061,
"type": "FIXED_INCOME",
"name": "Chase Auto Owner Trust, Series 2024-3, Class A3, 5.22% 7/25/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2461000,
"marketValue": 2488959,
"couponRate": 5.22,
"maturityDate": "2029-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US16144LAC00",
"cusip": "16144LAC0",
"issuer": "212343269",
"ticker": null,
"issuerName": "Chase Auto Owner Trust CHAOT_24-3"
},
{
"id": 3815063,
"type": "FIXED_INCOME",
"name": "Chase Auto Owner Trust, Series 2024-3, Class A4, 5.08% 12/25/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3099000,
"marketValue": 3132977,
"couponRate": 5.08,
"maturityDate": "2029-12-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US16144LAD82",
"cusip": "16144LAD8",
"issuer": "212343269",
"ticker": null,
"issuerName": "Chase Auto Owner Trust CHAOT_24-3"
},
{
"id": 3815069,
"type": "FIXED_INCOME",
"name": "Chase Mortgage Finance Corp., Series 2024-RPL4, Class A1A, 3.375% 12/25/2064",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1536254,
"marketValue": 1370868,
"couponRate": 3.375,
"maturityDate": "2064-12-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US16160NAB73",
"cusip": "16160NAB7",
"issuer": "212348740",
"ticker": null,
"issuerName": "Chase Home Lending Mortgage Trust 2024-RPL4"
},
{
"id": 3815071,
"type": "FIXED_INCOME",
"name": "Chase Mortgage Finance Corp., Series 2024-RPL4, Class A1B, 3.375% 12/25/2064",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4644943,
"marketValue": 4106009,
"couponRate": 3.375,
"maturityDate": "2064-12-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US16160NAC56",
"cusip": "16160NAC5",
"issuer": "212348740",
"ticker": null,
"issuerName": "Chase Home Lending Mortgage Trust 2024-RPL4"
},
{
"id": 3815077,
"type": "FIXED_INCOME",
"name": "Chesapeake Funding II, LLC, Series 2023-2, Class A1, 6.16% 10/15/2035",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1588551,
"marketValue": 1612306,
"couponRate": 6.16,
"maturityDate": "2035-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US165183CZ56",
"cusip": "165183CZ5",
"issuer": "212328657",
"ticker": null,
"issuerName": "Chesapeake Funding II LLC CFII_23-2"
},
{
"id": 3815083,
"type": "FIXED_INCOME",
"name": "Chevron Corp. 3.078% 5/11/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2419000,
"marketValue": 1601298,
"couponRate": 3.078,
"maturityDate": "2050-05-11",
"fundAbbreviation": null,
"sedol": "BLB4PD5",
"isin": "US166764CA68",
"cusip": "166764CA6",
"issuer": "86001146",
"ticker": null,
"issuerName": "Chevron"
},
{
"id": 3815081,
"type": "FIXED_INCOME",
"name": "Chevron USA, Inc. 1.018% 8/12/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4385000,
"marketValue": 4014020,
"couponRate": 1.018,
"maturityDate": "2027-08-12",
"fundAbbreviation": null,
"sedol": "BKPVMB2",
"isin": "US166756AL00",
"cusip": "166756AL0",
"issuer": "86001146",
"ticker": null,
"issuerName": "Chevron"
},
{
"id": 3813527,
"type": "FIXED_INCOME",
"name": "Chile Electricity Lux MPC SA r.l. 6.01% 1/20/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 965000,
"marketValue": 975412,
"couponRate": 6.01,
"maturityDate": "2033-01-20",
"fundAbbreviation": null,
"sedol": "BQ1P3M8",
"isin": "USL15669AA91",
"cusip": null,
"issuer": "212327394",
"ticker": null,
"issuerName": "Chile Electricity Lux Mpc SARL"
},
{
"id": 3815093,
"type": "FIXED_INCOME",
"name": "Chile Electricity Lux MPC SARL 6.01% 1/20/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3184500,
"marketValue": 3218861,
"couponRate": 6.01,
"maturityDate": "2033-01-20",
"fundAbbreviation": null,
"sedol": "BRBXKJ5",
"isin": "US168829AA77",
"cusip": "168829AA7",
"issuer": "212327394",
"ticker": null,
"issuerName": "Chile Electricity Lux Mpc SARL"
},
{
"id": 3813551,
"type": "FIXED_INCOME",
"name": "China Huaneng Group Co., Ltd., 5.85% perpetual contingent convertible bonds (3-year UST Yield Curve Rate T Note Constant Maturity + 3.775% on 7/5/2027)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4009000,
"marketValue": 4062905,
"couponRate": 5.3,
"maturityDate": "2079-12-31",
"fundAbbreviation": null,
"sedol": "BR2PKH8",
"isin": "XS2793946315",
"cusip": null,
"issuer": "212169171",
"ticker": null,
"issuerName": "China, People's Republic of"
},
{
"id": 3813477,
"type": "FIXED_INCOME",
"name": "China Ping An Insurance Overseas (Holdings), Ltd. 2.85% 8/12/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5188000,
"marketValue": 4400124,
"couponRate": 2.85,
"maturityDate": "2031-08-12",
"fundAbbreviation": null,
"sedol": "BNR5J34",
"isin": "XS2372975040",
"cusip": null,
"issuer": "195091779",
"ticker": null,
"issuerName": "Ping An Insurance"
},
{
"id": 3813669,
"type": "FIXED_INCOME",
"name": "Chubb INA Holdings, LLC 3.35% 5/3/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 100000,
"marketValue": 98503,
"couponRate": 3.35,
"maturityDate": "2026-05-03",
"fundAbbreviation": null,
"sedol": "BYRZVC4",
"isin": "US00440EAV92",
"cusip": "00440EAV9",
"issuer": "212228650",
"ticker": null,
"issuerName": "Chubb INA Holdings"
},
{
"id": 3813671,
"type": "FIXED_INCOME",
"name": "Chubb INA Holdings, LLC 4.35% 11/3/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 100000,
"marketValue": 85424,
"couponRate": 4.35,
"maturityDate": "2045-11-03",
"fundAbbreviation": null,
"sedol": "BYSRKF5",
"isin": "US00440EAW75",
"cusip": "00440EAW7",
"issuer": "212228650",
"ticker": null,
"issuerName": "Chubb INA Holdings"
},
{
"id": 3814737,
"type": "FIXED_INCOME",
"name": "CIM Trust, Series 2018-R3, Class A1, 5% 12/25/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1140464,
"marketValue": 1137291,
"couponRate": 5,
"maturityDate": "2057-12-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12553WAA36",
"cusip": "12553WAA3",
"issuer": "212303440",
"ticker": null,
"issuerName": "CIM Trust CIM_18-R3"
},
{
"id": 3815139,
"type": "FIXED_INCOME",
"name": "Citibank, NA 4.838% 8/6/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2252000,
"marketValue": 2243053,
"couponRate": 4.838,
"maturityDate": "2029-08-06",
"fundAbbreviation": null,
"sedol": "BR2NXM8",
"isin": "US17325FBK30",
"cusip": "17325FBK3",
"issuer": "34007454",
"ticker": null,
"issuerName": "Citigroup"
},
{
"id": 3815747,
"type": "FIXED_INCOME",
"name": "Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class A3, 3.515% 9/10/2058",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4515060,
"marketValue": 4488087,
"couponRate": 3.515,
"maturityDate": "2058-09-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US29425AAC71",
"cusip": "29425AAC7",
"issuer": "212214974",
"ticker": null,
"issuerName": "CGCMT_15-GC33"
},
{
"id": 3815109,
"type": "FIXED_INCOME",
"name": "Citigroup Commercial Mortgage Trust, Series 2016-C1, Class AS, 3.514% 5/10/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 500000,
"marketValue": 485864,
"couponRate": 3.514,
"maturityDate": "2049-05-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US17290YAT55",
"cusip": "17290YAT5",
"issuer": "212215737",
"ticker": null,
"issuerName": "Citigroup Commercial Mortgage Tr"
},
{
"id": 3815137,
"type": "FIXED_INCOME",
"name": "Citigroup Commercial Mortgage Trust, Series 2016-GC36, Class A5, 3.616% 2/10/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1525000,
"marketValue": 1494198,
"couponRate": 3.616,
"maturityDate": "2049-02-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US17324TAE91",
"cusip": "17324TAE9",
"issuer": "212215363",
"ticker": null,
"issuerName": "Citigroup Commercial Mortgage Tr"
},
{
"id": 3815107,
"type": "FIXED_INCOME",
"name": "Citigroup Commercial Mortgage Trust, Series 2016-GC37, Class A4, 3.314% 4/10/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2740000,
"marketValue": 2690929,
"couponRate": 3.314,
"maturityDate": "2049-04-10",
"fundAbbreviation": null,
"sedol": "BD6CBN0",
"isin": "US17290XAT72",
"cusip": "17290XAT7",
"issuer": "212215631",
"ticker": null,
"issuerName": "Citigroup Commercial Mortgage Tr"
},
{
"id": 3815143,
"type": "FIXED_INCOME",
"name": "Citigroup Commercial Mortgage Trust, Series 2017-C4, Class A4, 3.471% 10/12/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2930000,
"marketValue": 2815698,
"couponRate": 3.471,
"maturityDate": "2050-10-12",
"fundAbbreviation": null,
"sedol": null,
"isin": "US17326FAD96",
"cusip": "17326FAD9",
"issuer": "212217836",
"ticker": null,
"issuerName": "Citigroup Commercial Mortgage Trust CGCMT_17-C4"
},
{
"id": 3815155,
"type": "FIXED_INCOME",
"name": "Citigroup Commercial Mortgage Trust, Series 2019-GC41, Class AA, 2.62% 8/10/2056",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 200000,
"marketValue": 179338,
"couponRate": 2.62,
"maturityDate": "2056-08-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US17328FAV76",
"cusip": "17328FAV7",
"issuer": "212262827",
"ticker": null,
"issuerName": "Citigroup Commercial Mortgage Trust CGCMT_19-GC41"
},
{
"id": 3815149,
"type": "FIXED_INCOME",
"name": "Citigroup, Inc. 2.014% 1/25/2026 (USD-SOFR + 0.694% on 1/25/2025)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3356000,
"marketValue": 3348640,
"couponRate": 2.014,
"maturityDate": "2026-01-25",
"fundAbbreviation": null,
"sedol": "BLGSHC5",
"isin": "US17327CAN39",
"cusip": "17327CAN3",
"issuer": "34007454",
"ticker": null,
"issuerName": "Citigroup"
},
{
"id": 3815119,
"type": "FIXED_INCOME",
"name": "Citigroup, Inc. 2.561% 5/1/2032 (USD-SOFR + 1.167% on 5/1/2031)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 794000,
"marketValue": 672365,
"couponRate": 2.561,
"maturityDate": "2032-05-01",
"fundAbbreviation": null,
"sedol": "BKPBQW1",
"isin": "US172967MY46",
"cusip": "172967MY4",
"issuer": "34007454",
"ticker": null,
"issuerName": "Citigroup"
},
{
"id": 3815125,
"type": "FIXED_INCOME",
"name": "Citigroup, Inc. 3.785% 3/17/2033 (USD-SOFR + 1.939% on 3/17/2032)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 898179,
"couponRate": 3.785,
"maturityDate": "2033-03-17",
"fundAbbreviation": null,
"sedol": "BPSK783",
"isin": "US172967NN71",
"cusip": "172967NN7",
"issuer": "34007454",
"ticker": null,
"issuerName": "Citigroup"
},
{
"id": 3815127,
"type": "FIXED_INCOME",
"name": "Citigroup, Inc. 4.91% 5/24/2033 (USD-SOFR + 2.086% on 5/24/2032)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2251000,
"marketValue": 2176357,
"couponRate": 4.91,
"maturityDate": "2033-05-24",
"fundAbbreviation": null,
"sedol": "BPCTMM5",
"isin": "US172967NU15",
"cusip": "172967NU1",
"issuer": "34007454",
"ticker": null,
"issuerName": "Citigroup"
},
{
"id": 3815151,
"type": "FIXED_INCOME",
"name": "Citigroup, Inc. 6.174% 5/25/2034 (USD-SOFR + 2.661% on 5/25/2033)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 925000,
"marketValue": 942722,
"couponRate": 6.174,
"maturityDate": "2034-05-25",
"fundAbbreviation": null,
"sedol": "BMJ0DB6",
"isin": "US17327CAR43",
"cusip": "17327CAR4",
"issuer": "34007454",
"ticker": null,
"issuerName": "Citigroup"
},
{
"id": 3815145,
"type": "FIXED_INCOME",
"name": "Citigroup Mortgage Loan Trust, Series 2018-RP1, Class M1, 3% 9/25/2064",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3731350,
"marketValue": 3469883,
"couponRate": 3,
"maturityDate": "2064-09-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US17326QAB95",
"cusip": "17326QAB9",
"issuer": "212283870",
"ticker": null,
"issuerName": "Citigroup Mortgage Loan Trust"
},
{
"id": 3815157,
"type": "FIXED_INCOME",
"name": "Citigroup Mortgage Loan Trust, Series 2020-EXP1, Class A1A, 0% 5/25/2060",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 410336,
"marketValue": 376819,
"couponRate": 0,
"maturityDate": "2060-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US17328JAA51",
"cusip": "17328JAA5",
"issuer": "212273236",
"ticker": null,
"issuerName": "Citigroup Mortgage Loan Trust Inc CMLTI_20-EXP1"
},
{
"id": 3813377,
"type": "FIXED_INCOME",
"name": "CK Hutchison International (19) II, Ltd. 3.375% 9/6/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1800000,
"marketValue": 1278342,
"couponRate": 3.375,
"maturityDate": "2049-09-06",
"fundAbbreviation": null,
"sedol": "BKLMT96",
"isin": "USG2176DAB40",
"cusip": null,
"issuer": "85001145",
"ticker": null,
"issuerName": "CK Hutchison Holdings"
},
{
"id": 3813425,
"type": "FIXED_INCOME",
"name": "CK Hutchison International (20), Ltd. 3.375% 5/8/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3200000,
"marketValue": 2261306,
"couponRate": 3.375,
"maturityDate": "2050-05-08",
"fundAbbreviation": null,
"sedol": "BMHP9P9",
"isin": "USG2181LAB92",
"cusip": null,
"issuer": "85001145",
"ticker": null,
"issuerName": "CK Hutchison Holdings"
},
{
"id": 3815175,
"type": "FIXED_INCOME",
"name": "Clarus Capital Funding, LLC, Series 2024-1A, Class B, 4.79% 8/20/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2324000,
"marketValue": 2292191,
"couponRate": 4.79,
"maturityDate": "2032-08-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US18271JAC62",
"cusip": "18271JAC6",
"issuer": "212348196",
"ticker": null,
"issuerName": "Clarus Capital Funding 2024-1"
},
{
"id": 3815177,
"type": "FIXED_INCOME",
"name": "Clean Harbors, Inc. 4.875% 7/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1100000,
"marketValue": 1078527,
"couponRate": 4.875,
"maturityDate": "2027-07-15",
"fundAbbreviation": null,
"sedol": "BJR6WN0",
"isin": "US184496AN71",
"cusip": "184496AN7",
"issuer": "173001233",
"ticker": null,
"issuerName": "Clean Harbors"
},
{
"id": 3815181,
"type": "FIXED_INCOME",
"name": "Clean Harbors, Inc. 6.375% 2/1/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 808000,
"marketValue": 814177,
"couponRate": 6.375,
"maturityDate": "2031-02-01",
"fundAbbreviation": null,
"sedol": "BL0NTT7",
"isin": "US184496AQ03",
"cusip": "184496AQ0",
"issuer": "173001233",
"ticker": null,
"issuerName": "Clean Harbors"
},
{
"id": 3815183,
"type": "FIXED_INCOME",
"name": "Cleveland-Cliffs, Inc. 4.625% 3/1/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4175000,
"marketValue": 3897717,
"couponRate": 4.625,
"maturityDate": "2029-03-01",
"fundAbbreviation": null,
"sedol": "BMBRRK2",
"isin": "US185899AK74",
"cusip": "185899AK7",
"issuer": "176001236",
"ticker": null,
"issuerName": "Cleveland-Cliffs"
},
{
"id": 3815193,
"type": "FIXED_INCOME",
"name": "ClickLease Equipment Receivables 2024-1 Trust, Series 2024-1, Class A, 6.86% 2/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3635824,
"marketValue": 3650819,
"couponRate": 6.86,
"maturityDate": "2030-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US18682FAA12",
"cusip": "18682FAA1",
"issuer": "212343206",
"ticker": null,
"issuerName": "Clicklease Equipment Receivables LLC CLICK_24-1"
},
{
"id": 3814751,
"type": "FIXED_INCOME",
"name": "CLI Funding VIII, LLC, Series 2021-1A, Class A, 2.38% 2/18/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 898258,
"marketValue": 810848,
"couponRate": 2.38,
"maturityDate": "2046-02-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12565KAC18",
"cusip": "12565KAC1",
"issuer": "212279275",
"ticker": null,
"issuerName": "Clif Funding VII LLC CLIF_21-1"
},
{
"id": 3814739,
"type": "FIXED_INCOME",
"name": "CLI Funding VI, LLC, Series 2020-1A, Class A, 2.08% 9/18/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2735285,
"marketValue": 2510504,
"couponRate": 2.08,
"maturityDate": "2045-09-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12563LAN73",
"cusip": "12563LAN7",
"issuer": "212273892",
"ticker": null,
"issuerName": "CLI Funding LLC CLIF_20-1"
},
{
"id": 3814741,
"type": "FIXED_INCOME",
"name": "CLI Funding VI, LLC, Series 2020-1A, Class B, 3.62% 9/18/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 706008,
"marketValue": 658587,
"couponRate": 3.62,
"maturityDate": "2045-09-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12563LAP22",
"cusip": "12563LAP2",
"issuer": "212273892",
"ticker": null,
"issuerName": "CLI Funding LLC CLIF_20-1"
},
{
"id": 3814747,
"type": "FIXED_INCOME",
"name": "CLI Funding VI, LLC, Series 2020-3A, Class A, 2.07% 10/18/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4185000,
"marketValue": 3850572,
"couponRate": 2.07,
"maturityDate": "2045-10-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12563LAS60",
"cusip": "12563LAS6",
"issuer": "212274786",
"ticker": null,
"issuerName": "CLI Funding LLC CLIF_20-3"
},
{
"id": 3814745,
"type": "FIXED_INCOME",
"name": "CLI Funding V, LLC, Series 2020-2A, Class B, 3.56% 9/15/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 377611,
"marketValue": 352100,
"couponRate": 3.56,
"maturityDate": "2045-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12563LAR87",
"cusip": "12563LAR8",
"issuer": "212274071",
"ticker": null,
"issuerName": "CLI Funding LLC CLIF_20-2"
},
{
"id": 3815195,
"type": "FIXED_INCOME",
"name": "CNH Equipment Trust, Series 2024-A, Class A3, 4.77% 6/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1766000,
"marketValue": 1772564,
"couponRate": 4.77,
"maturityDate": "2029-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US18978FAC05",
"cusip": "18978FAC0",
"issuer": "212334819",
"ticker": null,
"issuerName": "CNH Equipment Trust 2024-A"
},
{
"id": 3815197,
"type": "FIXED_INCOME",
"name": "CNH Equipment Trust, Series 2024-B, Class A2A, 5.42% 10/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 783000,
"marketValue": 787596,
"couponRate": 5.42,
"maturityDate": "2027-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US18978JAB44",
"cusip": "18978JAB4",
"issuer": "212341390",
"ticker": null,
"issuerName": "CNH Equipment Trust 2024-B"
},
{
"id": 3814809,
"type": "FIXED_INCOME",
"name": "CNX Resources Corp. 6.00% 1/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1608000,
"marketValue": 1578270,
"couponRate": 6,
"maturityDate": "2029-01-15",
"fundAbbreviation": null,
"sedol": "BMHJ3P9",
"isin": "US12653CAJ71",
"cusip": "12653CAJ7",
"issuer": "136076244",
"ticker": null,
"issuerName": "CNX Resources"
},
{
"id": 3814813,
"type": "FIXED_INCOME",
"name": "CNX Resources Corp. 7.25% 3/1/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2935000,
"marketValue": 2998898,
"couponRate": 7.25,
"maturityDate": "2032-03-01",
"fundAbbreviation": null,
"sedol": "BP6GRB6",
"isin": "US12653CAL28",
"cusip": "12653CAL2",
"issuer": "136076244",
"ticker": null,
"issuerName": "CNX Resources"
},
{
"id": 3814811,
"type": "FIXED_INCOME",
"name": "CNX Resources Corp. 7.375% 1/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1437000,
"marketValue": 1477623,
"couponRate": 7.375,
"maturityDate": "2031-01-15",
"fundAbbreviation": null,
"sedol": "BP5WWG5",
"isin": "US12653CAK45",
"cusip": "12653CAK4",
"issuer": "136076244",
"ticker": null,
"issuerName": "CNX Resources"
},
{
"id": 3815205,
"type": "FIXED_INCOME",
"name": "Coca-Cola Co. 5.30% 5/13/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3420000,
"marketValue": 3301685,
"couponRate": 5.3,
"maturityDate": "2054-05-13",
"fundAbbreviation": null,
"sedol": "BS5WKY0",
"isin": "US191216DS69",
"cusip": "191216DS6",
"issuer": "194001254",
"ticker": null,
"issuerName": "Coca-Cola"
},
{
"id": 3815219,
"type": "FIXED_INCOME",
"name": "COLT Funding, LLC, Series 2023-1, Class A1, 6.048% 4/25/2068 (7.048% on 4/1/2027)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2192236,
"marketValue": 2203241,
"couponRate": 6.048,
"maturityDate": "2068-04-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US19688NAA63",
"cusip": "19688NAA6",
"issuer": "212323128",
"ticker": null,
"issuerName": "COLT Mortgage Loan Trust COLT_23-1"
},
{
"id": 3814781,
"type": "FIXED_INCOME",
"name": "COLT Mortgage Loan Trust, Series 2021-5, Class A1, 0% 11/26/2066",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4570603,
"marketValue": 4017414,
"couponRate": 0,
"maturityDate": "2066-11-26",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12598RAA14",
"cusip": "12598RAA1",
"issuer": "212292223",
"ticker": null,
"issuerName": "COLT Mortgage Loan Trust COLT_21-5"
},
{
"id": 3815227,
"type": "FIXED_INCOME",
"name": "Columbia Pipelines Operating Co., LLC 6.497% 8/15/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3869000,
"marketValue": 4030863,
"couponRate": 6.497,
"maturityDate": "2043-08-15",
"fundAbbreviation": null,
"sedol": "BRYQ9K5",
"isin": "US19828TAE64",
"cusip": "19828TAE6",
"issuer": "212224835",
"ticker": null,
"issuerName": "Columbia Pipeline Group Inc"
},
{
"id": 3815233,
"type": "FIXED_INCOME",
"name": "Comcast Corp. 2.887% 11/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4558000,
"marketValue": 2743556,
"couponRate": 2.887,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": "BQ7XHB3",
"isin": "US20030NDS71",
"cusip": "20030NDS7",
"issuer": "17001289",
"ticker": null,
"issuerName": "Comcast"
},
{
"id": 3814767,
"type": "FIXED_INCOME",
"name": "Commercial Mortgage Trust, Series 2014-UBS4, Class A5, 3.694% 8/10/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 76577,
"marketValue": 75649,
"couponRate": 3.694,
"maturityDate": "2047-08-10",
"fundAbbreviation": null,
"sedol": "BYYZGT9",
"isin": "US12591QAR39",
"cusip": "12591QAR3",
"issuer": "212213571",
"ticker": null,
"issuerName": "Comm Mortgage Trust COMM_14-UBS4"
},
{
"id": 3814769,
"type": "FIXED_INCOME",
"name": "Commercial Mortgage Trust, Series 2016-COR1, Class A4, 3.091% 10/10/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 3859284,
"couponRate": 3.091,
"maturityDate": "2049-10-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12594MBC10",
"cusip": "12594MBC1",
"issuer": "212216185",
"ticker": null,
"issuerName": "COMM_16-COR1"
},
{
"id": 3814771,
"type": "FIXED_INCOME",
"name": "Commercial Mortgage Trust, Series 2017-COR2, Class A2, 3.239% 9/10/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 825451,
"marketValue": 789030,
"couponRate": 3.239,
"maturityDate": "2050-09-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12595EAC93",
"cusip": "12595EAC9",
"issuer": "212217744",
"ticker": null,
"issuerName": "Comm Mortgage Trust COMM_17-COR2"
},
{
"id": 3814773,
"type": "FIXED_INCOME",
"name": "Commercial Mortgage Trust, Series 2017-COR2, Class A3, 3.51% 9/10/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2261000,
"marketValue": 2151005,
"couponRate": 3.51,
"maturityDate": "2050-09-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12595EAD76",
"cusip": "12595EAD7",
"issuer": "212217744",
"ticker": null,
"issuerName": "Comm Mortgage Trust COMM_17-COR2"
},
{
"id": 3814815,
"type": "FIXED_INCOME",
"name": "COMM Mortgage Trust, Series 2019-GC44, Class AM, 3.263% 8/15/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 804880,
"marketValue": 721519,
"couponRate": 3.263,
"maturityDate": "2057-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12655TBP30",
"cusip": "12655TBP3",
"issuer": "212268598",
"ticker": null,
"issuerName": "Comm Mortgage Trust COMM_19-G44"
},
{
"id": 3815249,
"type": "FIXED_INCOME",
"name": "Commonwealth Edison Co. 2.75% 9/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 375000,
"marketValue": 221635,
"couponRate": 2.75,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": "BKP4ZT0",
"isin": "US202795JU55",
"cusip": "202795JU5",
"issuer": "33007453",
"ticker": null,
"issuerName": "Exelon"
},
{
"id": 3815247,
"type": "FIXED_INCOME",
"name": "Commonwealth Edison Co. 3.125% 3/15/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 1301024,
"couponRate": 3.125,
"maturityDate": "2051-03-15",
"fundAbbreviation": null,
"sedol": "BMBZ728",
"isin": "US202795JT82",
"cusip": "202795JT8",
"issuer": "33007453",
"ticker": null,
"issuerName": "Exelon"
},
{
"id": 3813363,
"type": "FIXED_INCOME",
"name": "Competition Team Technologies, Ltd. 4.25% 3/12/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2911332,
"couponRate": 4.25,
"maturityDate": "2029-03-12",
"fundAbbreviation": null,
"sedol": "BGHVXG4",
"isin": "XS1891687300",
"cusip": null,
"issuer": "212232894",
"ticker": null,
"issuerName": "Competition Team Technologies Ltd"
},
{
"id": 3815253,
"type": "FIXED_INCOME",
"name": "Conagra Brands, Inc. 1.375% 11/1/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 527000,
"marketValue": 478603,
"couponRate": 1.375,
"maturityDate": "2027-11-01",
"fundAbbreviation": null,
"sedol": "BL68NL6",
"isin": "US205887CF79",
"cusip": "205887CF7",
"issuer": "71001343",
"ticker": null,
"issuerName": "Conagra Brands"
},
{
"id": 3815857,
"type": "FIXED_INCOME",
"name": "Connecticut Avenue Securities Trust, Series 18-C03, Class 1B1, (30-day Average USD-SOFR + 3.86%) 8.433% 10/25/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3735000,
"marketValue": 4079770,
"couponRate": 8.433,
"maturityDate": "2030-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30711XJ629",
"cusip": "30711XJ62",
"issuer": "212337194",
"ticker": null,
"issuerName": "Fannie Mae FNMA_18-C03"
},
{
"id": 3815855,
"type": "FIXED_INCOME",
"name": "Connecticut Avenue Securities Trust, Series 2015-C03, Class 1M2, (30-day Average USD-SOFR + 5.114%) 9.683% 7/25/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2237181,
"marketValue": 2280696,
"couponRate": 9.683,
"maturityDate": "2025-07-25",
"fundAbbreviation": null,
"sedol": "BYT3803",
"isin": "US30711XBB91",
"cusip": "30711XBB9",
"issuer": "212214824",
"ticker": null,
"issuerName": "Connecticut Avenue Securities CAS_15-C03"
},
{
"id": 3815279,
"type": "FIXED_INCOME",
"name": "Connecticut Avenue Securities Trust, Series 2022-R06, Class 1M1, (30-day Average USD-SOFR + 2.75%) 7.319% 5/25/2042",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1079191,
"marketValue": 1108432,
"couponRate": 7.319,
"maturityDate": "2042-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US20754NAB10",
"cusip": "20754NAB1",
"issuer": "212303193",
"ticker": null,
"issuerName": "Connecticut Avenue Securities Trust CAS_22-R06"
},
{
"id": 3815283,
"type": "FIXED_INCOME",
"name": "Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1, (30-day Average USD-SOFR + 2.30%) 6.869% 1/25/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 849941,
"marketValue": 870135,
"couponRate": 6.869,
"maturityDate": "2043-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US20755AAB89",
"cusip": "20755AAB8",
"issuer": "212317334",
"ticker": null,
"issuerName": "Fannie Mae Connecticut Avenue Securities CAS_23-R02"
},
{
"id": 3815281,
"type": "FIXED_INCOME",
"name": "Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M1, (30-day Average USD-SOFR + 2.30%) 6.869% 5/25/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3382229,
"marketValue": 3461525,
"couponRate": 6.869,
"maturityDate": "2043-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US20754QAA67",
"cusip": "20754QAA6",
"issuer": "212324260",
"ticker": null,
"issuerName": "Connecticut Avenue Securities CAS_23-R04"
},
{
"id": 3815295,
"type": "FIXED_INCOME",
"name": "Connecticut Avenue Securities Trust, Series 2023-R05, Class 1M1, (30-day Average USD-SOFR + 1.90%) 6.469% 6/25/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3300633,
"marketValue": 3335075,
"couponRate": 6.469,
"maturityDate": "2043-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US207942AA18",
"cusip": "207942AA1",
"issuer": "212325821",
"ticker": null,
"issuerName": "Connecticut Avenue Securities Trust 2023-R05"
},
{
"id": 3815275,
"type": "FIXED_INCOME",
"name": "Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1, (30-day Average USD-SOFR + 1.10%) 5.669% 2/25/2044",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3619680,
"marketValue": 3625348,
"couponRate": 5.669,
"maturityDate": "2044-02-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US20754GAA85",
"cusip": "20754GAA8",
"issuer": "212337049",
"ticker": null,
"issuerName": "Connecticut Avenue Securities Trust 2024-R02"
},
{
"id": 3815263,
"type": "FIXED_INCOME",
"name": "Connecticut Avenue Securities Trust, Series 2024-R04, Class 1B1, (30-day Average USD-SOFR + 2.20%) 6.769% 5/25/2044",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2222000,
"marketValue": 2239307,
"couponRate": 6.769,
"maturityDate": "2044-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US20753GAG64",
"cusip": "20753GAG6",
"issuer": "212341995",
"ticker": null,
"issuerName": "Connecticut Avenue Securities Trust 2024-R04"
},
{
"id": 3815259,
"type": "FIXED_INCOME",
"name": "Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M1, (30-day Average USD-SOFR + 1.10%) 5.669% 5/25/2044",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3790345,
"marketValue": 3793287,
"couponRate": 5.669,
"maturityDate": "2044-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US20753GAB77",
"cusip": "20753GAB7",
"issuer": "212341995",
"ticker": null,
"issuerName": "Connecticut Avenue Securities Trust 2024-R04"
},
{
"id": 3815261,
"type": "FIXED_INCOME",
"name": "Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M2, (30-day Average USD-SOFR + 1.65%) 6.219% 5/25/2044",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4184000,
"marketValue": 4207037,
"couponRate": 6.219,
"maturityDate": "2044-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US20753GAC50",
"cusip": "20753GAC5",
"issuer": "212341995",
"ticker": null,
"issuerName": "Connecticut Avenue Securities Trust 2024-R04"
},
{
"id": 3815309,
"type": "FIXED_INCOME",
"name": "Constellation Brands, Inc. 4.10% 2/15/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 776527,
"couponRate": 4.1,
"maturityDate": "2048-02-15",
"fundAbbreviation": null,
"sedol": "BF42ZJ0",
"isin": "US21036PAZ18",
"cusip": "21036PAZ1",
"issuer": "147000995",
"ticker": null,
"issuerName": "Constellation Brands"
},
{
"id": 3815319,
"type": "FIXED_INCOME",
"name": "Consumers Energy Co. 3.80% 11/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 966108,
"couponRate": 3.8,
"maturityDate": "2028-11-15",
"fundAbbreviation": null,
"sedol": "BGYTGG2",
"isin": "US210518DC78",
"cusip": "210518DC7",
"issuer": "48000896",
"ticker": null,
"issuerName": "CMS Energy"
},
{
"id": 3815325,
"type": "FIXED_INCOME",
"name": "Consumers Energy Co. 4.70% 1/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2708000,
"marketValue": 2689892,
"couponRate": 4.7,
"maturityDate": "2030-01-15",
"fundAbbreviation": null,
"sedol": "BMC94F1",
"isin": "US210518DX16",
"cusip": "210518DX1",
"issuer": "48000896",
"ticker": null,
"issuerName": "CMS Energy"
},
{
"id": 3815323,
"type": "FIXED_INCOME",
"name": "Consumers Energy Co. 4.90% 2/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2050000,
"marketValue": 2055953,
"couponRate": 4.9,
"maturityDate": "2029-02-15",
"fundAbbreviation": null,
"sedol": "BPSNP99",
"isin": "US210518DV59",
"cusip": "210518DV5",
"issuer": "48000896",
"ticker": null,
"issuerName": "CMS Energy"
},
{
"id": 3815331,
"type": "FIXED_INCOME",
"name": "Corebridge Financial, Inc. 4.35% 4/5/2042",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 208000,
"marketValue": 173296,
"couponRate": 4.35,
"maturityDate": "2042-04-05",
"fundAbbreviation": null,
"sedol": null,
"isin": "US21871XAK54",
"cusip": "21871XAK5",
"issuer": "212219829",
"ticker": null,
"issuerName": "Corebridge Financial"
},
{
"id": 3815333,
"type": "FIXED_INCOME",
"name": "Corebridge Financial, Inc. 4.40% 4/5/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 739000,
"marketValue": 594098,
"couponRate": 4.4,
"maturityDate": "2052-04-05",
"fundAbbreviation": null,
"sedol": "BPYS2Y2",
"isin": "US21871XAM11",
"cusip": "21871XAM1",
"issuer": "212219829",
"ticker": null,
"issuerName": "Corebridge Financial"
},
{
"id": 3815335,
"type": "FIXED_INCOME",
"name": "Corp. Inmobiliaria Vesta, SAB de CV 3.625% 5/13/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2490000,
"marketValue": 2151330,
"couponRate": 3.625,
"maturityDate": "2031-05-13",
"fundAbbreviation": null,
"sedol": "BN44L50",
"isin": "US21989DAA00",
"cusip": "21989DAA0",
"issuer": "212080069",
"ticker": null,
"issuerName": "Inmobiliaria Vesta"
},
{
"id": 3813437,
"type": "FIXED_INCOME",
"name": "Corp. Inmobiliaria Vesta, SAB de CV 3.625% 5/13/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 1727976,
"couponRate": 3.625,
"maturityDate": "2031-05-13",
"fundAbbreviation": null,
"sedol": "BMXT7L7",
"isin": "USP3146DAA11",
"cusip": null,
"issuer": "212080069",
"ticker": null,
"issuerName": "Inmobiliaria Vesta"
},
{
"id": 3815347,
"type": "FIXED_INCOME",
"name": "Coty, Inc. 4.75% 1/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3392000,
"marketValue": 3235578,
"couponRate": 4.75,
"maturityDate": "2029-01-15",
"fundAbbreviation": null,
"sedol": "BNQNFX1",
"isin": "US222070AG98",
"cusip": "222070AG9",
"issuer": "212002177",
"ticker": null,
"issuerName": "Coty"
},
{
"id": 3814817,
"type": "FIXED_INCOME",
"name": "CPS Auto Receivables Trust, Series 2021-A, Class D, 1.16% 12/15/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 232299,
"marketValue": 231379,
"couponRate": 1.16,
"maturityDate": "2026-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12656NAG60",
"cusip": "12656NAG6",
"issuer": "212278233",
"ticker": null,
"issuerName": "CPS Auto Receivables Trust CPS_21-A"
},
{
"id": 3814823,
"type": "FIXED_INCOME",
"name": "CPS Auto Receivables Trust, Series 2023-A, Class C, 5.54% 4/16/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2352000,
"marketValue": 2360855,
"couponRate": 5.54,
"maturityDate": "2029-04-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12664LAC90",
"cusip": "12664LAC9",
"issuer": "212316760",
"ticker": null,
"issuerName": "CPS Auto Receivables Trust CPS_23-A"
},
{
"id": 3814825,
"type": "FIXED_INCOME",
"name": "CPS Auto Receivables Trust, Series 2023-A, Class D, 6.44% 4/16/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3525000,
"marketValue": 3589218,
"couponRate": 6.44,
"maturityDate": "2029-04-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12664LAD73",
"cusip": "12664LAD7",
"issuer": "212316760",
"ticker": null,
"issuerName": "CPS Auto Receivables Trust CPS_23-A"
},
{
"id": 3814827,
"type": "FIXED_INCOME",
"name": "CPS Auto Receivables Trust, Series 2023-B, Class A, 5.91% 8/16/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1869478,
"marketValue": 1873622,
"couponRate": 5.91,
"maturityDate": "2027-08-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12664WAA99",
"cusip": "12664WAA9",
"issuer": "212323326",
"ticker": null,
"issuerName": "CPS Auto Receivables Trust CPS_23-B"
},
{
"id": 3815361,
"type": "FIXED_INCOME",
"name": "CPS Auto Receivables Trust, Series 2023-C, Class A, 6.13% 9/15/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 564219,
"marketValue": 565062,
"couponRate": 6.13,
"maturityDate": "2026-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US223928AA05",
"cusip": "223928AA0",
"issuer": "212326438",
"ticker": null,
"issuerName": "Cps Auto Receivables Trust CPS_23-C"
},
{
"id": 3815363,
"type": "FIXED_INCOME",
"name": "CPS Auto Receivables Trust, Series 2023-C, Class C, 6.27% 10/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3866000,
"marketValue": 3924620,
"couponRate": 6.27,
"maturityDate": "2029-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US223928AC60",
"cusip": "223928AC6",
"issuer": "212326438",
"ticker": null,
"issuerName": "Cps Auto Receivables Trust CPS_23-C"
},
{
"id": 3815365,
"type": "FIXED_INCOME",
"name": "CPS Auto Receivables Trust, Series 2023-C, Class D, 6.77% 10/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3489000,
"marketValue": 3581396,
"couponRate": 6.77,
"maturityDate": "2029-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US223928AD44",
"cusip": "223928AD4",
"issuer": "212326438",
"ticker": null,
"issuerName": "Cps Auto Receivables Trust CPS_23-C"
},
{
"id": 3814783,
"type": "FIXED_INCOME",
"name": "CPS Auto Receivables Trust, Series 2023-D, Class A, 6.40% 6/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3997117,
"marketValue": 4013369,
"couponRate": 6.4,
"maturityDate": "2027-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12598VAA26",
"cusip": "12598VAA2",
"issuer": "212330479",
"ticker": null,
"issuerName": "CPS Auto Receivables Trust 2023-D"
},
{
"id": 3815367,
"type": "FIXED_INCOME",
"name": "CPS Auto Receivables Trust, Series 2024-A, Class A, 5.71% 9/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3203122,
"marketValue": 3213347,
"couponRate": 5.71,
"maturityDate": "2027-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US22411CAA80",
"cusip": "22411CAA8",
"issuer": "212333938",
"ticker": null,
"issuerName": "CPS Auto Receivables Trust 2024-A"
},
{
"id": 3815369,
"type": "FIXED_INCOME",
"name": "CPS Auto Receivables Trust, Series 2024-A, Class B, 5.65% 5/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1667000,
"marketValue": 1680454,
"couponRate": 5.65,
"maturityDate": "2028-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US22411CAB63",
"cusip": "22411CAB6",
"issuer": "212333938",
"ticker": null,
"issuerName": "CPS Auto Receivables Trust 2024-A"
},
{
"id": 3815371,
"type": "FIXED_INCOME",
"name": "CPS Auto Receivables Trust, Series 2024-A, Class C, 5.74% 4/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2268000,
"marketValue": 2287539,
"couponRate": 5.74,
"maturityDate": "2030-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US22411CAC47",
"cusip": "22411CAC4",
"issuer": "212333938",
"ticker": null,
"issuerName": "CPS Auto Receivables Trust 2024-A"
},
{
"id": 3815373,
"type": "FIXED_INCOME",
"name": "CPS Auto Receivables Trust, Series 2024-A, Class D, 6.13% 4/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 982000,
"marketValue": 997370,
"couponRate": 6.13,
"maturityDate": "2030-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US22411CAD20",
"cusip": "22411CAD2",
"issuer": "212333938",
"ticker": null,
"issuerName": "CPS Auto Receivables Trust 2024-A"
},
{
"id": 3815355,
"type": "FIXED_INCOME",
"name": "CPS Auto Receivables Trust, Series 2024-C, Class B, 5.68% 12/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3632000,
"marketValue": 3673365,
"couponRate": 5.68,
"maturityDate": "2028-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US223920AB51",
"cusip": "223920AB5",
"issuer": "212343273",
"ticker": null,
"issuerName": "CPS Auto Receivables Trust 2024-C"
},
{
"id": 3815375,
"type": "FIXED_INCOME",
"name": "CPS Auto Receivables Trust, Series 2024-D, Class A, 4.91% 6/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3303838,
"marketValue": 3309643,
"couponRate": 4.91,
"maturityDate": "2028-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US22411JAA34",
"cusip": "22411JAA3",
"issuer": "212348117",
"ticker": null,
"issuerName": "CPS Auto Receivables Trust 2024-D"
},
{
"id": 3815389,
"type": "FIXED_INCOME",
"name": "Credit Acceptance Auto Loan Trust, Series 2024-1A, Class A, 5.68% 3/15/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 2026790,
"couponRate": 5.68,
"maturityDate": "2034-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US22537GAA85",
"cusip": "22537GAA8",
"issuer": "212352344",
"ticker": null,
"issuerName": "Credit Acceptance Auto Loan Trust 2024-1"
},
{
"id": 3815379,
"type": "FIXED_INCOME",
"name": "Crédit Agricole SA 4.375% 3/17/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3500000,
"marketValue": 3492920,
"couponRate": 4.375,
"maturityDate": "2025-03-17",
"fundAbbreviation": null,
"sedol": "BWBVVL3",
"isin": "US225313AF24",
"cusip": "225313AF2",
"issuer": "162081358",
"ticker": null,
"issuerName": "Credit Agricole"
},
{
"id": 3814777,
"type": "FIXED_INCOME",
"name": "Credit Suisse Mortgage Trust, Series 2019-RPL1, Class A1A, 3.65% 7/25/2058",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 471673,
"marketValue": 460646,
"couponRate": 3.65,
"maturityDate": "2058-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12596MAB28",
"cusip": "12596MAB2",
"issuer": "212270493",
"ticker": null,
"issuerName": "Credit Suisse Commercial Mortgage Trust CSMC_19-RPL1"
},
{
"id": 3814807,
"type": "FIXED_INCOME",
"name": "Credit Suisse Mortgage Trust, Series 2020-NET, Class A, 2.257% 8/15/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3365492,
"marketValue": 3281025,
"couponRate": 2.257,
"maturityDate": "2037-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US126438AA86",
"cusip": "126438AA8",
"issuer": "212273361",
"ticker": null,
"issuerName": "Credit Suisse Mortgage Capital CSMC_20-NET"
},
{
"id": 3814821,
"type": "FIXED_INCOME",
"name": "Credit Suisse Mortgage Trust, Series 2022-ATH3, Class A1, 4.991% 8/25/2067",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2115029,
"marketValue": 2105845,
"couponRate": 4.991,
"maturityDate": "2067-08-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12664AAD19",
"cusip": "12664AAD1",
"issuer": "212311664",
"ticker": null,
"issuerName": "Credit Suisse Mortgage Trust CSMC_22-ATH3"
},
{
"id": 3820215,
"type": "FIXED_INCOME",
"name": "Crescent Energy Finance, LLC 7.625% 4/1/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2725000,
"marketValue": 2713498,
"couponRate": 7.625,
"maturityDate": "2032-04-01",
"fundAbbreviation": null,
"sedol": "BQ9D885",
"isin": "US45344LAD55",
"cusip": "45344LAD5",
"issuer": "212282214",
"ticker": null,
"issuerName": "Crescent Energy Finance LLC"
},
{
"id": 3815423,
"type": "FIXED_INCOME",
"name": "CROWN Americas, LLC 4.25% 9/30/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 3917068,
"couponRate": 4.25,
"maturityDate": "2026-09-30",
"fundAbbreviation": null,
"sedol": "BF6Q4S2",
"isin": "US22819KAB61",
"cusip": "22819KAB6",
"issuer": "185001457",
"ticker": null,
"issuerName": "Crown Holdings"
},
{
"id": 3814785,
"type": "FIXED_INCOME",
"name": "CSAIL Commercial Mortgage Trust, Series 2015-C1, Class B, 4.044% 4/15/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 600000,
"marketValue": 563853,
"couponRate": 4.044,
"maturityDate": "2050-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US126281BE30",
"cusip": "126281BE3",
"issuer": "212214407",
"ticker": null,
"issuerName": "CSAIL Commercial Mortgage Trust CSAIL_15-C1"
},
{
"id": 3814789,
"type": "FIXED_INCOME",
"name": "CSAIL Commercial Mortgage Trust, Series 2015-C2, Class A3, 3.231% 6/15/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 586723,
"marketValue": 585505,
"couponRate": 3.231,
"maturityDate": "2057-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12634NAS71",
"cusip": "12634NAS7",
"issuer": "212214583",
"ticker": null,
"issuerName": "CSAIL Commercial Mortgage Trust"
},
{
"id": 3814791,
"type": "FIXED_INCOME",
"name": "CSAIL Commercial Mortgage Trust, Series 2015-C4, Class AS, 4.174% 11/15/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 999000,
"marketValue": 984086,
"couponRate": 4.174,
"maturityDate": "2048-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12635RBB33",
"cusip": "12635RBB3",
"issuer": "212171746",
"ticker": null,
"issuerName": "CSAIL 2015-C4 Commercial Mortgage Trust"
},
{
"id": 3814775,
"type": "FIXED_INCOME",
"name": "CSAIL Commercial Mortgage Trust, Series 2017-CX9, Class A4, 3.176% 9/15/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2330188,
"marketValue": 2248880,
"couponRate": 3.175,
"maturityDate": "2050-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12595FAD42",
"cusip": "12595FAD4",
"issuer": "212217759",
"ticker": null,
"issuerName": "CSAIL Commercial Mortgage Trust CSAIL_17-CX9"
},
{
"id": 3814779,
"type": "FIXED_INCOME",
"name": "CSAIL Commercial Mortgage Trust, Series 2019-C17, Class A5, 3.016% 9/15/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 1798962,
"couponRate": 3.016,
"maturityDate": "2052-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US12597BAU35",
"cusip": "12597BAU3",
"issuer": "212264707",
"ticker": null,
"issuerName": "CSAIL Commercial Mortgage Trust CSAIL_19-C17"
},
{
"id": 3814787,
"type": "FIXED_INCOME",
"name": "CSC Holdings, LLC 5.375% 2/1/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4850000,
"marketValue": 4189415,
"couponRate": 5.375,
"maturityDate": "2028-02-01",
"fundAbbreviation": null,
"sedol": "BF2BQ30",
"isin": "US126307AS68",
"cusip": "126307AS6",
"issuer": "212169815",
"ticker": null,
"issuerName": "Next Alt"
},
{
"id": 3815407,
"type": "FIXED_INCOME",
"name": "CS First Boston Mortgage Securities Corp., Series 2002-30, Class IA1, 7.50% 11/25/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 94240,
"marketValue": 95829,
"couponRate": 7.5,
"maturityDate": "2032-11-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US22541NTQ24",
"cusip": "22541NTQ2",
"issuer": "212206871",
"ticker": null,
"issuerName": "CSFB 02-30"
},
{
"id": 3815413,
"type": "FIXED_INCOME",
"name": "CS First Boston Mortgage Securities Corp., Series 2002-34, Class IA1, 7.50% 12/25/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 50634,
"marketValue": 53078,
"couponRate": 7.5,
"maturityDate": "2032-12-25",
"fundAbbreviation": null,
"sedol": "2659422",
"isin": "US2254W0BZ73",
"cusip": "2254W0BZ7",
"issuer": "212201009",
"ticker": null,
"issuerName": "CSFB 02-34"
},
{
"id": 3815411,
"type": "FIXED_INCOME",
"name": "CS First Boston Mortgage Securities Corp., Series 2003-21, Class VA1, 6.50% 7/25/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 467029,
"marketValue": 467569,
"couponRate": 6.5,
"maturityDate": "2033-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US22541QQA30",
"cusip": "22541QQA3",
"issuer": "212205995",
"ticker": null,
"issuerName": "CS First Boston Mortgage Securities Co."
},
{
"id": 3815409,
"type": "FIXED_INCOME",
"name": "CS First Boston Mortgage Securities Corp., Series 2003-29, Class VA1, 7.00% 12/25/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 66621,
"marketValue": 67092,
"couponRate": 7,
"maturityDate": "2033-12-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US22541Q4B56",
"cusip": "22541Q4B5",
"issuer": "212201026",
"ticker": null,
"issuerName": "CSFB 03-29"
},
{
"id": 3814797,
"type": "FIXED_INCOME",
"name": "CSX Corp. 2.50% 5/15/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1595000,
"marketValue": 928673,
"couponRate": 2.5,
"maturityDate": "2051-05-15",
"fundAbbreviation": null,
"sedol": "BKY5RH6",
"isin": "US126408HT35",
"cusip": "126408HT3",
"issuer": "72000920",
"ticker": null,
"issuerName": "CSX"
},
{
"id": 3814793,
"type": "FIXED_INCOME",
"name": "CSX Corp. 3.80% 3/1/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2460000,
"marketValue": 2392025,
"couponRate": 3.8,
"maturityDate": "2028-03-01",
"fundAbbreviation": null,
"sedol": "BF3VPY3",
"isin": "US126408HJ52",
"cusip": "126408HJ5",
"issuer": "72000920",
"ticker": null,
"issuerName": "CSX"
},
{
"id": 3814829,
"type": "FIXED_INCOME",
"name": "CVS Health Corp. 5.05% 3/25/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1707000,
"marketValue": 1409327,
"couponRate": 5.05,
"maturityDate": "2048-03-25",
"fundAbbreviation": null,
"sedol": "BF4JKH4",
"isin": "US126650CZ11",
"cusip": "126650CZ1",
"issuer": "9011457",
"ticker": null,
"issuerName": "CVS Health"
},
{
"id": 3814855,
"type": "FIXED_INCOME",
"name": "CWHEQ Revolving Home Equity Loan Trust, Series 2005-C, Class 2A, FSA insured, (1-month USD CME Term SOFR + 0.294%) 4.692% 7/15/2035",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 450827,
"marketValue": 416626,
"couponRate": 4.692,
"maturityDate": "2035-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US126685AD83",
"cusip": "126685AD8",
"issuer": "212205965",
"ticker": null,
"issuerName": "CWHEL_05-C"
},
{
"id": 3814857,
"type": "FIXED_INCOME",
"name": "CWHEQ Revolving Home Equity Loan Trust, Series 2006-I, Class 2A, FSA insured, (1-month USD CME Term SOFR + 0.254%) 4.652% 1/15/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 827142,
"marketValue": 777987,
"couponRate": 4.652,
"maturityDate": "2037-01-15",
"fundAbbreviation": null,
"sedol": "B1WSV05",
"isin": "US12668FAB04",
"cusip": "12668FAB0",
"issuer": "212207283",
"ticker": null,
"issuerName": "Countrywide Home Equity Loan Trust 06-I"
},
{
"id": 3814859,
"type": "FIXED_INCOME",
"name": "CWHEQ Revolving Home Equity Loan Trust, Series 2007-B, Class A, FSA insured, (1-month USD CME Term SOFR + 0.264%) 4.662% 2/15/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1210696,
"marketValue": 1122556,
"couponRate": 4.662,
"maturityDate": "2037-02-15",
"fundAbbreviation": null,
"sedol": "B1VNMB9",
"isin": "US12669XAE40",
"cusip": "12669XAE4",
"issuer": "212207523",
"ticker": null,
"issuerName": "CWHEL_07-B"
},
{
"id": 3815479,
"type": "FIXED_INCOME",
"name": "Daimler Trucks Finance North America, LLC 3.65% 4/7/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 611000,
"marketValue": 594479,
"couponRate": 3.65,
"maturityDate": "2027-04-07",
"fundAbbreviation": null,
"sedol": "BMFTR26",
"isin": "US233853AM25",
"cusip": "233853AM2",
"issuer": "212292970",
"ticker": null,
"issuerName": "Daimler Trucks Finance North America"
},
{
"id": 3815485,
"type": "FIXED_INCOME",
"name": "Daimler Trucks Finance North America, LLC 5.375% 1/18/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1806000,
"marketValue": 1799258,
"couponRate": 5.375,
"maturityDate": "2034-01-18",
"fundAbbreviation": null,
"sedol": "BRJC7Q0",
"isin": "US233853AW07",
"cusip": "233853AW0",
"issuer": "212292970",
"ticker": null,
"issuerName": "Daimler Trucks Finance North America"
},
{
"id": 3815481,
"type": "FIXED_INCOME",
"name": "Daimler Trucks Finance North America, LLC 5.40% 9/20/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3895000,
"marketValue": 3946772,
"couponRate": 5.4,
"maturityDate": "2028-09-20",
"fundAbbreviation": null,
"sedol": "BPSK9N2",
"isin": "US233853AT77",
"cusip": "233853AT7",
"issuer": "212292970",
"ticker": null,
"issuerName": "Daimler Trucks Finance North America"
},
{
"id": 3815491,
"type": "FIXED_INCOME",
"name": "Daimler Trucks Retail Trust, Series 2024-1, Class A3, 5.49% 12/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 922000,
"marketValue": 934309,
"couponRate": 5.49,
"maturityDate": "2027-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US233874AC06",
"cusip": "233874AC0",
"issuer": "212338707",
"ticker": null,
"issuerName": "Daimler Trucks Retail Trust DTRT_24-1"
},
{
"id": 3815493,
"type": "FIXED_INCOME",
"name": "Daimler Trucks Retail Trust, Series 2024-1, Class A4, 5.56% 7/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3048000,
"marketValue": 3102584,
"couponRate": 5.56,
"maturityDate": "2031-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US233874AD88",
"cusip": "233874AD8",
"issuer": "212338707",
"ticker": null,
"issuerName": "Daimler Trucks Retail Trust DTRT_24-1"
},
{
"id": 3815499,
"type": "FIXED_INCOME",
"name": "Danske Bank AS 6.466% 1/9/2026 (1-year UST Yield Curve Rate T Note Constant Maturity + 2.10% on 1/9/2025)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3831000,
"marketValue": 3831835,
"couponRate": 6.466,
"maturityDate": "2026-01-09",
"fundAbbreviation": null,
"sedol": "BNNMPG4",
"isin": "US23636ABF75",
"cusip": "23636ABF7",
"issuer": "69007489",
"ticker": null,
"issuerName": "Danske Bank"
},
{
"id": 3815503,
"type": "FIXED_INCOME",
"name": "Darling Ingredients, Inc. 6.00% 6/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 755000,
"marketValue": 745449,
"couponRate": 6,
"maturityDate": "2030-06-15",
"fundAbbreviation": null,
"sedol": "BN95KZ1",
"isin": "US237266AJ06",
"cusip": "237266AJ0",
"issuer": "155095343",
"ticker": null,
"issuerName": "Darling Ingredients"
},
{
"id": 3815515,
"type": "FIXED_INCOME",
"name": "Dell Equipment Finance Trust, Series 2024-1, Class A2, 5.58% 3/22/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 3013689,
"couponRate": 5.58,
"maturityDate": "2030-03-22",
"fundAbbreviation": null,
"sedol": null,
"isin": "US24702GAC96",
"cusip": "24702GAC9",
"issuer": "212338283",
"ticker": null,
"issuerName": "Dell Equipment Finance Trust 2024-1"
},
{
"id": 3815519,
"type": "FIXED_INCOME",
"name": "Dell Equipment Finance Trust, Series 2024-2, Class B, 4.82% 8/22/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1083000,
"marketValue": 1080064,
"couponRate": 4.82,
"maturityDate": "2030-08-22",
"fundAbbreviation": null,
"sedol": null,
"isin": "US24704EAG35",
"cusip": "24704EAG3",
"issuer": "212349589",
"ticker": null,
"issuerName": "Dell Equipment Finance Trust"
},
{
"id": 3815545,
"type": "FIXED_INCOME",
"name": "Deutsche Bank AG 6.119% 7/14/2026 (USD-SOFR + 3.19% on 7/14/2025)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1895000,
"marketValue": 1907856,
"couponRate": 6.119,
"maturityDate": "2026-07-14",
"fundAbbreviation": null,
"sedol": "BM8C2G1",
"isin": "US25160PAJ66",
"cusip": "25160PAJ6",
"issuer": "92077048",
"ticker": null,
"issuerName": "Deutsche Bank"
},
{
"id": 3815429,
"type": "FIXED_INCOME",
"name": "Deutsche Bank Commercial Mortgage Trust, Series 2016-C1, Class AM, 3.539% 5/10/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 500000,
"marketValue": 484521,
"couponRate": 3.539,
"maturityDate": "2049-05-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US23312LAT52",
"cusip": "23312LAT5",
"issuer": "212215612",
"ticker": null,
"issuerName": "Deutsche Bank Commercial Mortgag"
},
{
"id": 3815549,
"type": "FIXED_INCOME",
"name": "Diameter Capital CLO, Series 2023-5, Class A1, (3-month USD CME Term SOFR + 1.85%) 6.506% 10/15/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3333000,
"marketValue": 3358624,
"couponRate": 6.506,
"maturityDate": "2036-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US25255RAA77",
"cusip": "25255RAA7",
"issuer": "212328844",
"ticker": null,
"issuerName": "Diameter Capital CLO 5"
},
{
"id": 3815551,
"type": "FIXED_INCOME",
"name": "Diameter Capital CLO, Series 2023-5, Class A2, (3-month USD CME Term SOFR + 2.40%) 7.056% 10/15/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4286000,
"marketValue": 4308900,
"couponRate": 7.056,
"maturityDate": "2036-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US25255RAC34",
"cusip": "25255RAC3",
"issuer": "212328844",
"ticker": null,
"issuerName": "Diameter Capital CLO 5"
},
{
"id": 3815557,
"type": "FIXED_INCOME",
"name": "Diamondback Energy, Inc. 5.15% 1/30/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3152000,
"marketValue": 3159823,
"couponRate": 5.15,
"maturityDate": "2030-01-30",
"fundAbbreviation": null,
"sedol": "BMDPVN5",
"isin": "US25278XAY58",
"cusip": "25278XAY5",
"issuer": "114097422",
"ticker": null,
"issuerName": "Diamondback Energy"
},
{
"id": 3815559,
"type": "FIXED_INCOME",
"name": "Diamondback Energy, Inc. 5.40% 4/18/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3803000,
"marketValue": 3741559,
"couponRate": 5.4,
"maturityDate": "2034-04-18",
"fundAbbreviation": null,
"sedol": "BMDPVS0",
"isin": "US25278XAZ24",
"cusip": "25278XAZ2",
"issuer": "114097422",
"ticker": null,
"issuerName": "Diamondback Energy"
},
{
"id": 3815561,
"type": "FIXED_INCOME",
"name": "Diamondback Energy, Inc. 5.75% 4/18/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1702000,
"marketValue": 1598634,
"couponRate": 5.75,
"maturityDate": "2054-04-18",
"fundAbbreviation": null,
"sedol": "BMDPVW4",
"isin": "US25278XBA63",
"cusip": "25278XBA6",
"issuer": "114097422",
"ticker": null,
"issuerName": "Diamondback Energy"
},
{
"id": 3815555,
"type": "FIXED_INCOME",
"name": "Diamond Sports Group, LLC 5.375% 8/15/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3500000,
"marketValue": 17500,
"couponRate": 5.375,
"maturityDate": "2026-08-15",
"fundAbbreviation": null,
"sedol": "BMBTSG1",
"isin": "US25277LAF31",
"cusip": "25277LAF3",
"issuer": "212260513",
"ticker": null,
"issuerName": "Diamond Sports Group"
},
{
"id": 3815553,
"type": "FIXED_INCOME",
"name": "Diamond Sports Group, LLC, Term Loan, 5.00% 3/3/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 201024,
"marketValue": 220456,
"couponRate": 5,
"maturityDate": "2025-03-03",
"fundAbbreviation": null,
"sedol": null,
"isin": "US25277BAL27",
"cusip": "25277BAL2",
"issuer": "212260513",
"ticker": null,
"issuerName": "Diamond Sports Group"
},
{
"id": 3815565,
"type": "FIXED_INCOME",
"name": "Discover Bank 3.45% 7/27/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2343000,
"marketValue": 2291892,
"couponRate": 3.45,
"maturityDate": "2026-07-27",
"fundAbbreviation": null,
"sedol": "BYM8106",
"isin": "US25466AAJ07",
"cusip": "25466AAJ0",
"issuer": "77091025",
"ticker": null,
"issuerName": "DFS"
},
{
"id": 3815473,
"type": "FIXED_INCOME",
"name": "DLLAD, LLC, Series 2024-1, Class A4, 5.38% 9/22/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2412000,
"marketValue": 2451909,
"couponRate": 5.38,
"maturityDate": "2031-09-22",
"fundAbbreviation": null,
"sedol": null,
"isin": "US23346MAD83",
"cusip": "23346MAD8",
"issuer": "212340836",
"ticker": null,
"issuerName": "Dllad 2024-1"
},
{
"id": 3815433,
"type": "FIXED_INCOME",
"name": "DNB Bank ASA 1.127% 9/16/2026 (1-year UST Yield Curve Rate T Note Constant Maturity + 0.85% on 9/16/2025)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2882000,
"marketValue": 2806500,
"couponRate": 1.127,
"maturityDate": "2026-09-16",
"fundAbbreviation": null,
"sedol": "BKWG0R2",
"isin": "US23329PAF71",
"cusip": "23329PAF7",
"issuer": "212226599",
"ticker": null,
"issuerName": "DNB Bank Asa"
},
{
"id": 3815571,
"type": "FIXED_INCOME",
"name": "Dominion Energy, Inc. 3.30% 3/15/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2113000,
"marketValue": 2105501,
"couponRate": 3.3,
"maturityDate": "2025-03-15",
"fundAbbreviation": null,
"sedol": "BMYM588",
"isin": "US25746UDE64",
"cusip": "25746UDE6",
"issuer": "63077867",
"ticker": null,
"issuerName": "Dominion Energy"
},
{
"id": 3815579,
"type": "FIXED_INCOME",
"name": "Dow Chemical Co. (The) 3.60% 11/15/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2184000,
"marketValue": 1501251,
"couponRate": 3.6,
"maturityDate": "2050-11-15",
"fundAbbreviation": null,
"sedol": "BN15X50",
"isin": "US260543DD22",
"cusip": "260543DD2",
"issuer": "212253463",
"ticker": null,
"issuerName": "Dow"
},
{
"id": 3815573,
"type": "FIXED_INCOME",
"name": "Dow Chemical Co. (The) 4.55% 11/30/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 33000,
"marketValue": 32958,
"couponRate": 4.55,
"maturityDate": "2025-11-30",
"fundAbbreviation": null,
"sedol": "BH3TTV6",
"isin": "US260543CN13",
"cusip": "260543CN1",
"issuer": "212253463",
"ticker": null,
"issuerName": "Dow"
},
{
"id": 3815583,
"type": "FIXED_INCOME",
"name": "Dow Chemical Co. (The) 5.60% 2/15/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1734000,
"marketValue": 1641600,
"couponRate": 5.6,
"maturityDate": "2054-02-15",
"fundAbbreviation": null,
"sedol": "BSHRL95",
"isin": "US260543DK64",
"cusip": "260543DK6",
"issuer": "212253463",
"ticker": null,
"issuerName": "Dow"
},
{
"id": 3815431,
"type": "FIXED_INCOME",
"name": "DPL, Inc. 4.125% 7/1/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1040000,
"marketValue": 1027623,
"couponRate": 4.125,
"maturityDate": "2025-07-01",
"fundAbbreviation": null,
"sedol": "BNZFS28",
"isin": "US233293AR02",
"cusip": "233293AR0",
"issuer": "35000035",
"ticker": null,
"issuerName": "AES"
},
{
"id": 3815595,
"type": "FIXED_INCOME",
"name": "Drive Auto Receivables Trust, Series 2021-1, Class D, 1.45% 1/16/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3933107,
"marketValue": 3897875,
"couponRate": 1.45,
"maturityDate": "2029-01-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US262108AF00",
"cusip": "262108AF0",
"issuer": "212281520",
"ticker": null,
"issuerName": "DRIVE Auto Receivables Trust DRIVE_21-1"
},
{
"id": 3815449,
"type": "FIXED_INCOME",
"name": "DriveTime Auto Owner Trust, Series 2021-1A, Class D, 1.16% 11/16/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 720666,
"marketValue": 714272,
"couponRate": 1.16,
"maturityDate": "2026-11-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US23344GAG64",
"cusip": "23344GAG6",
"issuer": "212278229",
"ticker": null,
"issuerName": "DT Auto Owner Trust DTAOT_21-1"
},
{
"id": 3815453,
"type": "FIXED_INCOME",
"name": "DriveTime Auto Owner Trust, Series 2021-2A, Class D, 1.50% 2/16/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1603290,
"marketValue": 1586985,
"couponRate": 1.5,
"maturityDate": "2027-02-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US23345EAG08",
"cusip": "23345EAG0",
"issuer": "212281570",
"ticker": null,
"issuerName": "DT Auto Owner Trust DTAOT_21-2"
},
{
"id": 3815463,
"type": "FIXED_INCOME",
"name": "DriveTime Auto Owner Trust, Series 2023-1, Class C, 5.55% 10/16/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2681000,
"marketValue": 2694083,
"couponRate": 5.55,
"maturityDate": "2028-10-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US23346KAE01",
"cusip": "23346KAE0",
"issuer": "212316729",
"ticker": null,
"issuerName": "DT Auto Owner Trust DTAOT_23-1"
},
{
"id": 3815461,
"type": "FIXED_INCOME",
"name": "DriveTime Auto Owner Trust, Series 2023-2, Class A, 5.88% 4/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 382054,
"marketValue": 382385,
"couponRate": 5.88,
"maturityDate": "2027-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US23346CAA62",
"cusip": "23346CAA6",
"issuer": "212323089",
"ticker": null,
"issuerName": "DT Auto Owner Trust DTAOT_23-2"
},
{
"id": 3815455,
"type": "FIXED_INCOME",
"name": "DriveTime Auto Owner Trust, Series 2023-3, Class A, 6.29% 8/16/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1075307,
"marketValue": 1079246,
"couponRate": 6.29,
"maturityDate": "2027-08-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US23345WAA36",
"cusip": "23345WAA3",
"issuer": "212326235",
"ticker": null,
"issuerName": "Dt Auto Owner Trust DTAOT_23-3"
},
{
"id": 3815601,
"type": "FIXED_INCOME",
"name": "Dryden Senior Loan Fund, CLO, Series 2014-36, Class AR3, (3-month USD CME Term SOFR + 1.282%) 5.938% 4/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1381253,
"marketValue": 1383651,
"couponRate": 5.938,
"maturityDate": "2029-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US26249KAZ49",
"cusip": "26249KAZ4",
"issuer": "212318979",
"ticker": null,
"issuerName": "DRSLF_14-36A"
},
{
"id": 3815443,
"type": "FIXED_INCOME",
"name": "DTE Electric Co. 3.70% 3/15/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 107000,
"marketValue": 82241,
"couponRate": 3.7,
"maturityDate": "2045-03-15",
"fundAbbreviation": null,
"sedol": "BWB9B95",
"isin": "US23338VAE65",
"cusip": "23338VAE6",
"issuer": "117009869",
"ticker": null,
"issuerName": "DTE Energy"
},
{
"id": 3815447,
"type": "FIXED_INCOME",
"name": "DTE Electric Co. 4.85% 12/1/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1350000,
"marketValue": 1360924,
"couponRate": 4.85,
"maturityDate": "2026-12-01",
"fundAbbreviation": null,
"sedol": "BRC24V1",
"isin": "US23338VAU08",
"cusip": "23338VAU0",
"issuer": "117009869",
"ticker": null,
"issuerName": "DTE Energy"
},
{
"id": 3815445,
"type": "FIXED_INCOME",
"name": "DTE Energy Co. 2.25% 3/1/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1557000,
"marketValue": 1374745,
"couponRate": 2.25,
"maturityDate": "2030-03-01",
"fundAbbreviation": null,
"sedol": "BLF2HV7",
"isin": "US23338VAK26",
"cusip": "23338VAK2",
"issuer": "117009869",
"ticker": null,
"issuerName": "DTE Energy"
},
{
"id": 3815437,
"type": "FIXED_INCOME",
"name": "DTE Energy Co. 2.85% 10/1/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 539000,
"marketValue": 522614,
"couponRate": 2.85,
"maturityDate": "2026-10-01",
"fundAbbreviation": null,
"sedol": "BDGL944",
"isin": "US233331AY31",
"cusip": "233331AY3",
"issuer": "117009869",
"ticker": null,
"issuerName": "DTE Energy"
},
{
"id": 3815441,
"type": "FIXED_INCOME",
"name": "DTE Energy Co. 4.95% 7/1/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1825000,
"marketValue": 1832287,
"couponRate": 4.95,
"maturityDate": "2027-07-01",
"fundAbbreviation": null,
"sedol": "BSWWXL1",
"isin": "US233331BM83",
"cusip": "233331BM8",
"issuer": "117009869",
"ticker": null,
"issuerName": "DTE Energy"
},
{
"id": 3815613,
"type": "FIXED_INCOME",
"name": "Duke Energy Carolinas, LLC 2.45% 8/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3530000,
"marketValue": 3178133,
"couponRate": 2.45,
"maturityDate": "2029-08-15",
"fundAbbreviation": null,
"sedol": "BKFV9X3",
"isin": "US26442CAY03",
"cusip": "26442CAY0",
"issuer": "15001711",
"ticker": null,
"issuerName": "Duke Energy"
},
{
"id": 3815615,
"type": "FIXED_INCOME",
"name": "Duke Energy Carolinas, LLC 2.55% 4/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 419000,
"marketValue": 363223,
"couponRate": 2.55,
"maturityDate": "2031-04-15",
"fundAbbreviation": null,
"sedol": "BKP32K7",
"isin": "US26442CBB90",
"cusip": "26442CBB9",
"issuer": "15001711",
"ticker": null,
"issuerName": "Duke Energy"
},
{
"id": 3815617,
"type": "FIXED_INCOME",
"name": "Duke Energy Carolinas, LLC 5.35% 1/15/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 643000,
"marketValue": 612369,
"couponRate": 5.35,
"maturityDate": "2053-01-15",
"fundAbbreviation": null,
"sedol": "BQ0N1J6",
"isin": "US26442CBK99",
"cusip": "26442CBK9",
"issuer": "15001711",
"ticker": null,
"issuerName": "Duke Energy"
},
{
"id": 3815607,
"type": "FIXED_INCOME",
"name": "Duke Energy Corp. 3.50% 6/15/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4219000,
"marketValue": 2854550,
"couponRate": 3.5,
"maturityDate": "2051-06-15",
"fundAbbreviation": null,
"sedol": "BNR5LJ4",
"isin": "US26441CBN48",
"cusip": "26441CBN4",
"issuer": "15001711",
"ticker": null,
"issuerName": "Duke Energy"
},
{
"id": 3815609,
"type": "FIXED_INCOME",
"name": "Duke Energy Corp. 5.00% 8/15/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 331000,
"marketValue": 289214,
"couponRate": 5,
"maturityDate": "2052-08-15",
"fundAbbreviation": null,
"sedol": "BNG9CJ4",
"isin": "US26441CBU80",
"cusip": "26441CBU8",
"issuer": "15001711",
"ticker": null,
"issuerName": "Duke Energy"
},
{
"id": 3815631,
"type": "FIXED_INCOME",
"name": "Duke Energy Florida, LLC 5.875% 11/15/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4058000,
"marketValue": 4231885,
"couponRate": 5.875,
"maturityDate": "2033-11-15",
"fundAbbreviation": null,
"sedol": "BN12KF0",
"isin": "US26444HAQ48",
"cusip": "26444HAQ4",
"issuer": "15001711",
"ticker": null,
"issuerName": "Duke Energy"
},
{
"id": 3815629,
"type": "FIXED_INCOME",
"name": "Duke Energy Florida, LLC 5.95% 11/15/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 246000,
"marketValue": 250190,
"couponRate": 5.95,
"maturityDate": "2052-11-15",
"fundAbbreviation": null,
"sedol": "BM9B9B1",
"isin": "US26444HAN17",
"cusip": "26444HAN1",
"issuer": "15001711",
"ticker": null,
"issuerName": "Duke Energy"
},
{
"id": 3815623,
"type": "FIXED_INCOME",
"name": "Duke Energy Progress, LLC 2.00% 8/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 769000,
"marketValue": 637171,
"couponRate": 2,
"maturityDate": "2031-08-15",
"fundAbbreviation": null,
"sedol": "BM8DBX4",
"isin": "US26442UAL89",
"cusip": "26442UAL8",
"issuer": "15001711",
"ticker": null,
"issuerName": "Duke Energy"
},
{
"id": 3815621,
"type": "FIXED_INCOME",
"name": "Duke Energy Progress, LLC 2.50% 8/15/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 354000,
"marketValue": 205278,
"couponRate": 2.5,
"maturityDate": "2050-08-15",
"fundAbbreviation": null,
"sedol": "BMTV8X6",
"isin": "US26442UAK07",
"cusip": "26442UAK0",
"issuer": "15001711",
"ticker": null,
"issuerName": "Duke Energy"
},
{
"id": 3815633,
"type": "FIXED_INCOME",
"name": "Dun & Bradstreet Corp. (The) 5.00% 12/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1217000,
"marketValue": 1160141,
"couponRate": 5,
"maturityDate": "2029-12-15",
"fundAbbreviation": null,
"sedol": "BMV7VT9",
"isin": "US26483EAL48",
"cusip": "26483EAL4",
"issuer": "93079381",
"ticker": null,
"issuerName": "Dun & Bradstreet"
},
{
"id": 3815663,
"type": "FIXED_INCOME",
"name": "Eaton Corp. 4.15% 3/15/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 654000,
"marketValue": 615009,
"couponRate": 4.15,
"maturityDate": "2033-03-15",
"fundAbbreviation": null,
"sedol": "BPSLKJ8",
"isin": "US278062AH73",
"cusip": "278062AH7",
"issuer": "11097531",
"ticker": null,
"issuerName": "Eaton"
},
{
"id": 3815669,
"type": "FIXED_INCOME",
"name": "Ecopetrol SA 8.375% 1/19/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1305000,
"marketValue": 1259616,
"couponRate": 8.375,
"maturityDate": "2036-01-19",
"fundAbbreviation": null,
"sedol": "BR87692",
"isin": "US279158AV11",
"cusip": "279158AV1",
"issuer": "134010310",
"ticker": null,
"issuerName": "Colombia, Republic of"
},
{
"id": 3815667,
"type": "FIXED_INCOME",
"name": "Ecopetrol SA 8.625% 1/19/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 2123028,
"couponRate": 8.625,
"maturityDate": "2029-01-19",
"fundAbbreviation": null,
"sedol": "BRK2QH3",
"isin": "US279158AT64",
"cusip": "279158AT6",
"issuer": "134010310",
"ticker": null,
"issuerName": "Colombia, Republic of"
},
{
"id": 3815675,
"type": "FIXED_INCOME",
"name": "Edison International 6.95% 11/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1100000,
"marketValue": 1175338,
"couponRate": 6.95,
"maturityDate": "2029-11-15",
"fundAbbreviation": null,
"sedol": "BM9B9D3",
"isin": "US281020AW79",
"cusip": "281020AW7",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3815683,
"type": "FIXED_INCOME",
"name": "EDvestinU Private Education Loan, LLC, Series 2021-A, Class A, 1.80% 11/25/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 845221,
"marketValue": 771089,
"couponRate": 1.8,
"maturityDate": "2045-11-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US28166LAA26",
"cusip": "28166LAA2",
"issuer": "212280153",
"ticker": null,
"issuerName": "Edvestinu Private Education Loan Trust EDVES_21-A"
},
{
"id": 3815637,
"type": "FIXED_INCOME",
"name": "Electricité de France SA 4.50% 9/21/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1982000,
"marketValue": 1938293,
"couponRate": 4.5,
"maturityDate": "2028-09-21",
"fundAbbreviation": null,
"sedol": "BF5HVB8",
"isin": "US268317AU88",
"cusip": "268317AU8",
"issuer": "212002389",
"ticker": null,
"issuerName": "France, Republic of"
},
{
"id": 3813929,
"type": "FIXED_INCOME",
"name": "Elevance Health, Inc. 2.375% 1/15/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1534000,
"marketValue": 1532698,
"couponRate": 2.375,
"maturityDate": "2025-01-15",
"fundAbbreviation": null,
"sedol": "BJDSYF6",
"isin": "US036752AJ29",
"cusip": "036752AJ2",
"issuer": "19081215",
"ticker": null,
"issuerName": "Elevance"
},
{
"id": 3813931,
"type": "FIXED_INCOME",
"name": "Elevance Health, Inc. 4.55% 5/15/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4934000,
"marketValue": 3980593,
"couponRate": 4.55,
"maturityDate": "2052-05-15",
"fundAbbreviation": null,
"sedol": "BP4C341",
"isin": "US036752AU73",
"cusip": "036752AU7",
"issuer": "19081215",
"ticker": null,
"issuerName": "Elevance"
},
{
"id": 3813933,
"type": "FIXED_INCOME",
"name": "Elevance Health, Inc. 4.75% 2/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4178000,
"marketValue": 4128929,
"couponRate": 4.75,
"maturityDate": "2030-02-15",
"fundAbbreviation": null,
"sedol": "BT259W0",
"isin": "US036752BB83",
"cusip": "036752BB8",
"issuer": "19081215",
"ticker": null,
"issuerName": "Elevance"
},
{
"id": 3815689,
"type": "FIXED_INCOME",
"name": "Elevance Health, Inc. 5.125% 2/15/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1384000,
"marketValue": 1232267,
"couponRate": 5.125,
"maturityDate": "2053-02-15",
"fundAbbreviation": null,
"sedol": "BQB3QT0",
"isin": "US28622HAC51",
"cusip": "28622HAC5",
"issuer": "19081215",
"ticker": null,
"issuerName": "Elevance"
},
{
"id": 3815691,
"type": "FIXED_INCOME",
"name": "Emera, Inc. 6.75% 6/15/2076 (3-month USD-LIBOR + 5.44% on 6/15/2026)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 319000,
"marketValue": 321852,
"couponRate": 6.75,
"maturityDate": "2076-06-15",
"fundAbbreviation": null,
"sedol": "BYYFGC2",
"isin": "US290876AD37",
"cusip": "290876AD3",
"issuer": "36084200",
"ticker": null,
"issuerName": "Emera"
},
{
"id": 3815695,
"type": "FIXED_INCOME",
"name": "Empresa Nacional del Petroleo 5.95% 7/30/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4370000,
"marketValue": 4350326,
"couponRate": 5.95,
"maturityDate": "2034-07-30",
"fundAbbreviation": null,
"sedol": "BS4CWN4",
"isin": "US29245JAP75",
"cusip": "29245JAP7",
"issuer": "212168543",
"ticker": null,
"issuerName": "Chile, Republic of"
},
{
"id": 3815699,
"type": "FIXED_INCOME",
"name": "Energy Transfer, LP 6.40% 12/1/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3440000,
"marketValue": 3637153,
"couponRate": 6.4,
"maturityDate": "2030-12-01",
"fundAbbreviation": null,
"sedol": "BR3TGY8",
"isin": "US29273VAT70",
"cusip": "29273VAT7",
"issuer": "49092481",
"ticker": null,
"issuerName": "Energy Transfer"
},
{
"id": 3815697,
"type": "FIXED_INCOME",
"name": "Energy Transfer, LP 6.625% junior subordinated perpetual bonds (3-month USD-LIBOR + 4.155% on 2/15/2028)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2229000,
"marketValue": 2200527,
"couponRate": 6.625,
"maturityDate": "2079-12-31",
"fundAbbreviation": null,
"sedol": "BMHR7V7",
"isin": "US29273VAJ98",
"cusip": "29273VAJ9",
"issuer": "49092481",
"ticker": null,
"issuerName": "Energy Transfer"
},
{
"id": 3815649,
"type": "FIXED_INCOME",
"name": "Eni SpA 5.50% 5/15/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2700000,
"marketValue": 2670249,
"couponRate": 5.5,
"maturityDate": "2034-05-15",
"fundAbbreviation": null,
"sedol": "BSQM7X7",
"isin": "US26874RAN89",
"cusip": "26874RAN8",
"issuer": "167074579",
"ticker": null,
"issuerName": "Eni"
},
{
"id": 3815651,
"type": "FIXED_INCOME",
"name": "Eni SpA 5.95% 5/15/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3401000,
"marketValue": 3268215,
"couponRate": 5.95,
"maturityDate": "2054-05-15",
"fundAbbreviation": null,
"sedol": "BSQLDG9",
"isin": "US26874RAP38",
"cusip": "26874RAP3",
"issuer": "167074579",
"ticker": null,
"issuerName": "Eni"
},
{
"id": 3813397,
"type": "FIXED_INCOME",
"name": "ENN Clean Energy International Investment, Ltd. 3.375% 5/12/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2923806,
"couponRate": 3.375,
"maturityDate": "2026-05-12",
"fundAbbreviation": null,
"sedol": "BL6MFF6",
"isin": "USG3065HAB71",
"cusip": null,
"issuer": "212266107",
"ticker": null,
"issuerName": "ENN Clean Energy International Investment Ltd"
},
{
"id": 3815655,
"type": "FIXED_INCOME",
"name": "ENN Energy Holdings, Ltd. 2.625% 9/17/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1143000,
"marketValue": 1003725,
"couponRate": 2.625,
"maturityDate": "2030-09-17",
"fundAbbreviation": null,
"sedol": "BM98CP7",
"isin": "US26876FAC68",
"cusip": "26876FAC6",
"issuer": "93081289",
"ticker": null,
"issuerName": "ENN Energy Holdings"
},
{
"id": 3815715,
"type": "FIXED_INCOME",
"name": "Entergy Louisiana, LLC 1.60% 12/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1700000,
"marketValue": 1407355,
"couponRate": 1.6,
"maturityDate": "2030-12-15",
"fundAbbreviation": null,
"sedol": "BMX50N8",
"isin": "US29364WBE75",
"cusip": "29364WBE7",
"issuer": "212196177",
"ticker": null,
"issuerName": "Entergy Louisiana"
},
{
"id": 3815717,
"type": "FIXED_INCOME",
"name": "Entergy Louisiana, LLC 2.35% 6/15/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 395000,
"marketValue": 329322,
"couponRate": 2.35,
"maturityDate": "2032-06-15",
"fundAbbreviation": null,
"sedol": "BMW23W0",
"isin": "US29364WBH07",
"cusip": "29364WBH0",
"issuer": "212196177",
"ticker": null,
"issuerName": "Entergy Louisiana"
},
{
"id": 3815721,
"type": "FIXED_INCOME",
"name": "Entergy Texas, Inc. 1.75% 3/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 446000,
"marketValue": 368273,
"couponRate": 1.75,
"maturityDate": "2031-03-15",
"fundAbbreviation": null,
"sedol": "BLB20M3",
"isin": "US29365TAK07",
"cusip": "29365TAK0",
"issuer": "43007463",
"ticker": null,
"issuerName": "Entergy"
},
{
"id": 3815723,
"type": "FIXED_INCOME",
"name": "Enterprise Fleet Financing, LLC, Series 2022-3, Class A2, 4.38% 7/20/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2105099,
"marketValue": 2102093,
"couponRate": 4.38,
"maturityDate": "2029-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US29374FAB94",
"cusip": "29374FAB9",
"issuer": "212311527",
"ticker": null,
"issuerName": "Enterprise Fleet Financing LLC EFF_22-3"
},
{
"id": 3815727,
"type": "FIXED_INCOME",
"name": "Enterprise Fleet Financing, LLC, Series 2022-4, Class A2, 5.76% 10/22/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 770210,
"marketValue": 775740,
"couponRate": 5.76,
"maturityDate": "2029-10-22",
"fundAbbreviation": null,
"sedol": null,
"isin": "US29374GAB77",
"cusip": "29374GAB7",
"issuer": "212314718",
"ticker": null,
"issuerName": "Enterprise Fleet Financing LLC EFF_22-4"
},
{
"id": 3815737,
"type": "FIXED_INCOME",
"name": "Enterprise Fleet Financing, LLC, Series 2024-2, Class A2, 5.74% 12/20/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 480000,
"marketValue": 484170,
"couponRate": 5.74,
"maturityDate": "2026-12-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US29375RAB24",
"cusip": "29375RAB2",
"issuer": "212338973",
"ticker": null,
"issuerName": "Enterprise Fleet Financing 2024-2"
},
{
"id": 3815755,
"type": "FIXED_INCOME",
"name": "Equinix, Inc. 1.55% 3/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4566000,
"marketValue": 4116783,
"couponRate": 1.55,
"maturityDate": "2028-03-15",
"fundAbbreviation": null,
"sedol": "BMY4YK9",
"isin": "US29444UBL98",
"cusip": "29444UBL9",
"issuer": "51079127",
"ticker": null,
"issuerName": "Equinix"
},
{
"id": 3815757,
"type": "FIXED_INCOME",
"name": "Equinix, Inc. 2.00% 5/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1318000,
"marketValue": 1200264,
"couponRate": 2,
"maturityDate": "2028-05-15",
"fundAbbreviation": null,
"sedol": "BMFR6Q7",
"isin": "US29444UBR68",
"cusip": "29444UBR6",
"issuer": "51079127",
"ticker": null,
"issuerName": "Equinix"
},
{
"id": 3815753,
"type": "FIXED_INCOME",
"name": "Equinix, Inc. 2.15% 7/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2678000,
"marketValue": 2305937,
"couponRate": 2.15,
"maturityDate": "2030-07-15",
"fundAbbreviation": null,
"sedol": "BLR4HS8",
"isin": "US29444UBH86",
"cusip": "29444UBH8",
"issuer": "51079127",
"ticker": null,
"issuerName": "Equinix"
},
{
"id": 3815759,
"type": "FIXED_INCOME",
"name": "Equinix, Inc. 2.50% 5/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2800000,
"marketValue": 2394692,
"couponRate": 2.5,
"maturityDate": "2031-05-15",
"fundAbbreviation": null,
"sedol": "BMGGJ75",
"isin": "US29444UBS42",
"cusip": "29444UBS4",
"issuer": "51079127",
"ticker": null,
"issuerName": "Equinix"
},
{
"id": 3815751,
"type": "FIXED_INCOME",
"name": "Equinix, Inc. 3.20% 11/18/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4667000,
"marketValue": 4293575,
"couponRate": 3.2,
"maturityDate": "2029-11-18",
"fundAbbreviation": null,
"sedol": "BKC9V23",
"isin": "US29444UBE55",
"cusip": "29444UBE5",
"issuer": "51079127",
"ticker": null,
"issuerName": "Equinix"
},
{
"id": 3815761,
"type": "FIXED_INCOME",
"name": "Equinix, Inc. 3.40% 2/15/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3120000,
"marketValue": 2124851,
"couponRate": 3.4,
"maturityDate": "2052-02-15",
"fundAbbreviation": null,
"sedol": "BMGGJ86",
"isin": "US29444UBT25",
"cusip": "29444UBT2",
"issuer": "51079127",
"ticker": null,
"issuerName": "Equinix"
},
{
"id": 3815763,
"type": "FIXED_INCOME",
"name": "Equinix, Inc. 3.90% 4/15/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 933000,
"marketValue": 859746,
"couponRate": 3.9,
"maturityDate": "2032-04-15",
"fundAbbreviation": null,
"sedol": "BN773H2",
"isin": "US29444UBU97",
"cusip": "29444UBU9",
"issuer": "51079127",
"ticker": null,
"issuerName": "Equinix"
},
{
"id": 3815765,
"type": "FIXED_INCOME",
"name": "Equinor ASA 3.25% 11/18/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5687000,
"marketValue": 3889863,
"couponRate": 3.25,
"maturityDate": "2049-11-18",
"fundAbbreviation": null,
"sedol": "BJV9CD5",
"isin": "US29446MAC64",
"cusip": "29446MAC6",
"issuer": "53073617",
"ticker": null,
"issuerName": "Norway, Kingdom of"
},
{
"id": 3821167,
"type": "FIXED_INCOME",
"name": "EquipmentShare, Series 2024-2M, Class B, 6.43% 12/20/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2899000,
"marketValue": 2904670,
"couponRate": 6.43,
"maturityDate": "2032-12-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69121NAB47",
"cusip": "69121NAB4",
"issuer": "212353403",
"ticker": null,
"issuerName": "Equipmentshare EQS_24-2M"
},
{
"id": 3815775,
"type": "FIXED_INCOME",
"name": "Exelon Corp. 4.10% 3/15/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1725000,
"marketValue": 1313099,
"couponRate": 4.1,
"maturityDate": "2052-03-15",
"fundAbbreviation": null,
"sedol": "BKQN9J4",
"isin": "US30161NBH35",
"cusip": "30161NBH3",
"issuer": "33007453",
"ticker": null,
"issuerName": "Exelon"
},
{
"id": 3815817,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2022-6, Class B, 6.03% 8/16/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 937132,
"marketValue": 938574,
"couponRate": 6.03,
"maturityDate": "2027-08-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30168AAD46",
"cusip": "30168AAD4",
"issuer": "212315164",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust EART_22-6"
},
{
"id": 3815821,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2022-6, Class D, 8.03% 4/6/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1913000,
"marketValue": 1993181,
"couponRate": 8.03,
"maturityDate": "2029-04-06",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30168AAF93",
"cusip": "30168AAF9",
"issuer": "212315164",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust EART_22-6"
},
{
"id": 3815823,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2023-1A, Class D, 6.69% 6/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3227000,
"marketValue": 3287151,
"couponRate": 6.69,
"maturityDate": "2029-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30168BAF76",
"cusip": "30168BAF7",
"issuer": "212317637",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust EART_23-1X"
},
{
"id": 3815827,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2023-3A, Class B, 6.11% 9/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1348996,
"marketValue": 1353400,
"couponRate": 6.11,
"maturityDate": "2027-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US301989AD10",
"cusip": "301989AD1",
"issuer": "212325575",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust EART_23-3"
},
{
"id": 3815829,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2023-3A, Class C, 6.21% 6/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3075000,
"marketValue": 3114751,
"couponRate": 6.21,
"maturityDate": "2028-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US301989AE92",
"cusip": "301989AE9",
"issuer": "212325575",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust EART_23-3"
},
{
"id": 3815833,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2023-3A, Class E, 9.98% 1/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1150000,
"marketValue": 1247343,
"couponRate": 9.98,
"maturityDate": "2031-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US301989AG41",
"cusip": "301989AG4",
"issuer": "212325575",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust EART_23-3"
},
{
"id": 3815809,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2024-1, Class A3, 5.31% 8/16/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3483000,
"marketValue": 3491408,
"couponRate": 5.31,
"maturityDate": "2027-08-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30167PAC41",
"cusip": "30167PAC4",
"issuer": "212342034",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust EART_24-1"
},
{
"id": 3815801,
"type": "FIXED_INCOME",
"name": "Exeter Automobile Receivables Trust, Series 2024-4A, Class A2, 5.60% 5/17/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4015104,
"marketValue": 4024335,
"couponRate": 5.6,
"maturityDate": "2027-05-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30166UAB61",
"cusip": "30166UAB6",
"issuer": "212345584",
"ticker": null,
"issuerName": "Exeter Automobile Receivables Trust 2024-4"
},
{
"id": 3815837,
"type": "FIXED_INCOME",
"name": "Extended Stay America Trust, Series 2021-ESH, Class B, (1-month USD CME Term SOFR + 1.494%) 5.892% 7/15/2038",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3206078,
"marketValue": 3210839,
"couponRate": 5.892,
"maturityDate": "2038-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30227FAE07",
"cusip": "30227FAE0",
"issuer": "212284505",
"ticker": null,
"issuerName": "Extended Stay America Trust ESA_21-ESH"
},
{
"id": 3815839,
"type": "FIXED_INCOME",
"name": "Extended Stay America Trust, Series 2021-ESH, Class C, (1-month USD CME Term SOFR + 1.814%) 6.212% 7/15/2038",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3172608,
"marketValue": 3179832,
"couponRate": 6.212,
"maturityDate": "2038-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30227FAG54",
"cusip": "30227FAG5",
"issuer": "212284505",
"ticker": null,
"issuerName": "Extended Stay America Trust ESA_21-ESH"
},
{
"id": 3815841,
"type": "FIXED_INCOME",
"name": "Extended Stay America Trust, Series 2021-ESH, Class D, (1-month USD CME Term SOFR + 2.364%) 6.762% 7/15/2038",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3324104,
"marketValue": 3336729,
"couponRate": 6.762,
"maturityDate": "2038-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US30227FAJ93",
"cusip": "30227FAJ9",
"issuer": "212284505",
"ticker": null,
"issuerName": "Extended Stay America Trust ESA_21-ESH"
},
{
"id": 3815843,
"type": "FIXED_INCOME",
"name": "Exxon Mobil Corp. 4.227% 3/19/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 1755172,
"couponRate": 4.227,
"maturityDate": "2040-03-19",
"fundAbbreviation": null,
"sedol": "BLD6PH3",
"isin": "US30231GBF81",
"cusip": "30231GBF8",
"issuer": "8001916",
"ticker": null,
"issuerName": "ExxonMobil"
},
{
"id": 3817141,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #251752 6.50% 6/1/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 18,
"marketValue": 19,
"couponRate": 6.5,
"maturityDate": "2028-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31371GTH38",
"cusip": "31371GTH3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817143,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #256449 6.50% 10/1/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5987,
"marketValue": 6111,
"couponRate": 6.5,
"maturityDate": "2026-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31371MZN00",
"cusip": "31371MZN0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817147,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #256821 6.50% 7/1/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 528,
"marketValue": 539,
"couponRate": 6.5,
"maturityDate": "2027-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31371NG669",
"cusip": "31371NG66",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817149,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #256856 6.50% 8/1/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 17022,
"marketValue": 17374,
"couponRate": 6.5,
"maturityDate": "2027-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31371NH998",
"cusip": "31371NH99",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817151,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #256886 6.50% 9/1/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 10948,
"marketValue": 11175,
"couponRate": 6.5,
"maturityDate": "2027-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31371NJ713",
"cusip": "31371NJ71",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817153,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #256893 7.00% 8/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 9580,
"marketValue": 9937,
"couponRate": 7,
"maturityDate": "2047-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31371NKE49",
"cusip": "31371NKE4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817155,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #257145 6.50% 3/1/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4658,
"marketValue": 4755,
"couponRate": 6.5,
"maturityDate": "2028-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31371NTA36",
"cusip": "31371NTA3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817145,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #257431 6.50% 10/1/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 851,
"marketValue": 869,
"couponRate": 6.5,
"maturityDate": "2028-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31371N4Q57",
"cusip": "31371N4Q5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817157,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #303591 6.50% 11/1/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2,
"marketValue": 2,
"couponRate": 6.5,
"maturityDate": "2025-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31373UF852",
"cusip": "31373UF85",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817217,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #496029 6.50% 1/1/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 32,
"marketValue": 33,
"couponRate": 6.5,
"maturityDate": "2029-01-01",
"fundAbbreviation": null,
"sedol": "B7FDQF9",
"isin": "US31382YA658",
"cusip": "31382YA65",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817341,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #695412 5.00% 6/1/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3027,
"marketValue": 3060,
"couponRate": 5,
"maturityDate": "2033-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31400RR946",
"cusip": "31400RR94",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817343,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #745140 5.00% 11/1/2035",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 127410,
"marketValue": 126386,
"couponRate": 5,
"maturityDate": "2035-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31403CZD63",
"cusip": "31403CZD6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817345,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #745316 6.50% 2/1/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2507,
"marketValue": 2558,
"couponRate": 6.5,
"maturityDate": "2026-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31403DAR08",
"cusip": "31403DAR0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818733,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #889982 5.50% 11/1/2038",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 13101,
"marketValue": 13172,
"couponRate": 5.5,
"maturityDate": "2038-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31410KXK59",
"cusip": "31410KXK5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818735,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #890407 4.00% 2/1/2042",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 791966,
"marketValue": 747541,
"couponRate": 4,
"maturityDate": "2042-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31410LGQ95",
"cusip": "31410LGQ9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818737,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #913966 6.00% 2/1/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1538,
"marketValue": 1573,
"couponRate": 6,
"maturityDate": "2037-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31411SMP82",
"cusip": "31411SMP8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818739,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #914612 7.50% 3/1/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 49310,
"marketValue": 49141,
"couponRate": 7.5,
"maturityDate": "2037-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31411UDR95",
"cusip": "31411UDR9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818741,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #924069 7.00% 5/1/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 47921,
"marketValue": 47874,
"couponRate": 7,
"maturityDate": "2037-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31412FT298",
"cusip": "31412FT29",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818743,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #924866 6.765% 10/1/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5124,
"marketValue": 5107,
"couponRate": 6.765,
"maturityDate": "2037-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31412GQT12",
"cusip": "31412GQT1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818745,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #931768 5.00% 8/1/2039",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 32114,
"marketValue": 32012,
"couponRate": 5,
"maturityDate": "2039-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31412QFH74",
"cusip": "31412QFH7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818747,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #932606 5.00% 2/1/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 50935,
"marketValue": 50774,
"couponRate": 5,
"maturityDate": "2040-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31412RDK05",
"cusip": "31412RDK0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818749,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #945680 6.00% 9/1/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 14217,
"marketValue": 14736,
"couponRate": 6,
"maturityDate": "2037-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31413HCR75",
"cusip": "31413HCR7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818751,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #954927 7.00% 7/1/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 86992,
"marketValue": 87738,
"couponRate": 7,
"maturityDate": "2037-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31413TLG57",
"cusip": "31413TLG5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818753,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #954936 7% 7/1/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 23562,
"marketValue": 23856,
"couponRate": 7,
"maturityDate": "2037-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31413TLR13",
"cusip": "31413TLR1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818755,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #966170 7.00% 7/1/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 65330,
"marketValue": 66173,
"couponRate": 7,
"maturityDate": "2037-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31414G2B41",
"cusip": "31414G2B4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818757,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #988588 5.50% 8/1/2038",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3052,
"marketValue": 3067,
"couponRate": 5.5,
"maturityDate": "2038-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31415TF549",
"cusip": "31415TF54",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818759,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #995401 6.50% 10/1/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 135,
"marketValue": 138,
"couponRate": 6.5,
"maturityDate": "2027-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31416BX605",
"cusip": "31416BX60",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818761,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AB1068 4.50% 5/1/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 72,
"marketValue": 71,
"couponRate": 4.5,
"maturityDate": "2025-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31416WFJ62",
"cusip": "31416WFJ6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818763,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AB1297 5% 8/1/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 213902,
"marketValue": 213224,
"couponRate": 5,
"maturityDate": "2040-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31416WNP31",
"cusip": "31416WNP3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818765,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AB4050 4.00% 12/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 558762,
"marketValue": 527392,
"couponRate": 4,
"maturityDate": "2041-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31417AQC61",
"cusip": "31417AQC6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818767,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AC0794 5.00% 10/1/2039",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 24838,
"marketValue": 24760,
"couponRate": 5,
"maturityDate": "2039-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31417J3C20",
"cusip": "31417J3C2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818769,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AC2641 4.50% 10/1/2039",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3031352,
"marketValue": 2940054,
"couponRate": 4.5,
"maturityDate": "2039-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31417L5B74",
"cusip": "31417L5B7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819039,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AD3149 4.50% 4/1/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 11937,
"marketValue": 11901,
"couponRate": 4.5,
"maturityDate": "2025-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418QQB22",
"cusip": "31418QQB2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819037,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AD3566 5.00% 10/1/2035",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 21342,
"marketValue": 21170,
"couponRate": 5,
"maturityDate": "2035-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418Q6C20",
"cusip": "31418Q6C2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819041,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AD5692 4.50% 5/1/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 17548,
"marketValue": 17494,
"couponRate": 4.5,
"maturityDate": "2025-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418TKE63",
"cusip": "31418TKE6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819043,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AD6392 4.50% 5/1/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 23961,
"marketValue": 23878,
"couponRate": 4.5,
"maturityDate": "2025-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418UC696",
"cusip": "31418UC69",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819045,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AD8522 4.00% 8/1/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 73386,
"marketValue": 69271,
"couponRate": 4,
"maturityDate": "2040-08-01",
"fundAbbreviation": null,
"sedol": "B7ZXW06",
"isin": "US31418WPG95",
"cusip": "31418WPG9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819049,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AE1248 5.00% 6/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 41124,
"marketValue": 40875,
"couponRate": 5,
"maturityDate": "2041-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31419BL604",
"cusip": "31419BL60",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819051,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AE1277 5.00% 11/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 96567,
"marketValue": 96260,
"couponRate": 5,
"maturityDate": "2041-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31419BM362",
"cusip": "31419BM36",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819053,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AE1283 5.00% 12/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 61081,
"marketValue": 60888,
"couponRate": 5,
"maturityDate": "2041-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31419BM933",
"cusip": "31419BM93",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819055,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AE1290 5.00% 2/1/2042",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 128345,
"marketValue": 127225,
"couponRate": 5,
"maturityDate": "2042-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31419BNG67",
"cusip": "31419BNG6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819047,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AE1761 4% 9/1/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1457293,
"marketValue": 1375546,
"couponRate": 4,
"maturityDate": "2040-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31419B5X91",
"cusip": "31419B5X9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819057,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AE5471 4.50% 10/1/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 446531,
"marketValue": 433086,
"couponRate": 4.5,
"maturityDate": "2040-10-01",
"fundAbbreviation": null,
"sedol": "B70F5T7",
"isin": "US31419GCH56",
"cusip": "31419GCH5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819061,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AE7567 4.00% 11/1/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1570491,
"marketValue": 1482384,
"couponRate": 4,
"maturityDate": "2040-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31419JMR67",
"cusip": "31419JMR6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819059,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AE8073 4.00% 12/1/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 282645,
"marketValue": 266782,
"couponRate": 4,
"maturityDate": "2040-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31419J6K98",
"cusip": "31419J6K9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817219,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AH0007 4.00% 12/1/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1528819,
"marketValue": 1443062,
"couponRate": 4,
"maturityDate": "2040-12-01",
"fundAbbreviation": null,
"sedol": "B4SH1Z2",
"isin": "US3138A1AH42",
"cusip": "3138A1AH4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817221,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AH0539 4.00% 12/1/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 379811,
"marketValue": 357701,
"couponRate": 4,
"maturityDate": "2040-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138A1S511",
"cusip": "3138A1S51",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817223,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AH6099 5.00% 3/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 928913,
"marketValue": 925968,
"couponRate": 5,
"maturityDate": "2041-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138A7X526",
"cusip": "3138A7X52",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817225,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AH8144 5.00% 4/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 29696,
"marketValue": 29235,
"couponRate": 5,
"maturityDate": "2041-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138AABN07",
"cusip": "3138AABN0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817227,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AH9479 5.00% 4/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 28654,
"marketValue": 28563,
"couponRate": 5,
"maturityDate": "2041-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138ABQ939",
"cusip": "3138ABQ93",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817229,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AI1862 5.00% 5/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1019731,
"marketValue": 1016498,
"couponRate": 5,
"maturityDate": "2041-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138AFB825",
"cusip": "3138AFB82",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817231,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AI3510 5.00% 6/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 545997,
"marketValue": 544267,
"couponRate": 5,
"maturityDate": "2041-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138AG3U09",
"cusip": "3138AG3U0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817233,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AI5172 4.00% 8/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 344432,
"marketValue": 322648,
"couponRate": 4,
"maturityDate": "2041-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138AJXA56",
"cusip": "3138AJXA5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817235,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AJ0257 4.00% 9/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 94499,
"marketValue": 89196,
"couponRate": 4,
"maturityDate": "2041-09-01",
"fundAbbreviation": null,
"sedol": "B3ZGR46",
"isin": "US3138ARJB12",
"cusip": "3138ARJB1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817237,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AJ0704 5.00% 9/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 480619,
"marketValue": 479096,
"couponRate": 5,
"maturityDate": "2041-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138ARYA63",
"cusip": "3138ARYA6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817239,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AJ1873 4.00% 10/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 269847,
"marketValue": 254701,
"couponRate": 4,
"maturityDate": "2041-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138ATCK40",
"cusip": "3138ATCK4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817241,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AJ4154 4.00% 11/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 302002,
"marketValue": 284547,
"couponRate": 4,
"maturityDate": "2041-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138AVTL95",
"cusip": "3138AVTL9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817243,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AJ4189 4.00% 12/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 316429,
"marketValue": 298140,
"couponRate": 4,
"maturityDate": "2041-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138AVUP80",
"cusip": "3138AVUP8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817245,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AJ5391 5.00% 11/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 294238,
"marketValue": 293306,
"couponRate": 5,
"maturityDate": "2041-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138AW7D94",
"cusip": "3138AW7D9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817247,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AJ7471 4.00% 12/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 377225,
"marketValue": 353745,
"couponRate": 4,
"maturityDate": "2041-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138E0JR10",
"cusip": "3138E0JR1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817249,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AK4949 4.00% 3/1/2042",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 172956,
"marketValue": 163110,
"couponRate": 4,
"maturityDate": "2042-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138E9QB93",
"cusip": "3138E9QB9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817251,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AK6740 4.00% 3/1/2042",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2842378,
"marketValue": 2697198,
"couponRate": 4,
"maturityDate": "2042-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138EBP255",
"cusip": "3138EBP25",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817253,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AL0658 4.50% 8/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 493577,
"marketValue": 478714,
"couponRate": 4.5,
"maturityDate": "2041-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138EGWU45",
"cusip": "3138EGWU4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817255,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AL1237 6.50% 2/1/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 481,
"marketValue": 490,
"couponRate": 6.5,
"maturityDate": "2026-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138EHLT73",
"cusip": "3138EHLT7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817257,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AL2745 4.00% 3/1/2042",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2232857,
"marketValue": 2107599,
"couponRate": 4,
"maturityDate": "2042-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138EKBP90",
"cusip": "3138EKBP9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817259,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AL3829 3.50% 6/1/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1951387,
"marketValue": 1782391,
"couponRate": 3.5,
"maturityDate": "2043-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138ELHF38",
"cusip": "3138ELHF3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817261,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AL6344 5.00% 2/1/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 99588,
"marketValue": 99412,
"couponRate": 5,
"maturityDate": "2031-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138EPBN30",
"cusip": "3138EPBN3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817267,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AL8522 3.50% 5/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 24698,
"marketValue": 22309,
"couponRate": 3.5,
"maturityDate": "2046-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138ETPG54",
"cusip": "3138ETPG5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817269,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AL8822 6.50% 11/1/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 9,
"marketValue": 9,
"couponRate": 6.5,
"maturityDate": "2028-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138ETYU48",
"cusip": "3138ETYU4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817263,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AL9668 3.00% 10/1/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2490,
"marketValue": 2446,
"couponRate": 3,
"maturityDate": "2030-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138ERW638",
"cusip": "3138ERW63",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817271,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AR1512 3.50% 1/1/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 435932,
"marketValue": 397369,
"couponRate": 3.5,
"maturityDate": "2043-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138NXVE44",
"cusip": "3138NXVE4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817273,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AS6348 4.00% 12/1/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2608387,
"marketValue": 2433980,
"couponRate": 4,
"maturityDate": "2045-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138WGBS26",
"cusip": "3138WGBS2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817275,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AS6839 4.00% 3/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3430908,
"marketValue": 3192206,
"couponRate": 4,
"maturityDate": "2046-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138WGS540",
"cusip": "3138WGS54",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817277,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AS8310 3.00% 11/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 460012,
"marketValue": 402526,
"couponRate": 3,
"maturityDate": "2046-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138WJGU65",
"cusip": "3138WJGU6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817281,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AS8554 3.00% 12/1/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 687087,
"marketValue": 634932,
"couponRate": 3,
"maturityDate": "2036-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138WJQG61",
"cusip": "3138WJQG6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817283,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AT0300 3.50% 3/1/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 58630,
"marketValue": 53702,
"couponRate": 3.5,
"maturityDate": "2043-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138WMKN06",
"cusip": "3138WMKN0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817285,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AT0412 3.50% 3/1/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 199404,
"marketValue": 180637,
"couponRate": 3.5,
"maturityDate": "2043-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138WMN648",
"cusip": "3138WMN64",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817287,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AT2683 4.00% 5/1/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1428042,
"marketValue": 1340828,
"couponRate": 4,
"maturityDate": "2043-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138WP6V18",
"cusip": "3138WP6V1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817289,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AT3954 3.50% 4/1/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 82605,
"marketValue": 75295,
"couponRate": 3.5,
"maturityDate": "2043-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138WRMC10",
"cusip": "3138WRMC1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817293,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AT7161 3.50% 6/1/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 605404,
"marketValue": 550840,
"couponRate": 3.5,
"maturityDate": "2043-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138WU5X74",
"cusip": "3138WU5X7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817295,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AV0786 4.00% 11/1/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2445775,
"marketValue": 2296312,
"couponRate": 4,
"maturityDate": "2043-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138XB2U78",
"cusip": "3138XB2U7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817297,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AX0817 4.00% 9/1/2044",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 178393,
"marketValue": 168085,
"couponRate": 4,
"maturityDate": "2044-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138Y14B85",
"cusip": "3138Y14B8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817299,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AX3703 4.00% 9/1/2042",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3430356,
"marketValue": 3232132,
"couponRate": 4,
"maturityDate": "2042-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138Y5DH60",
"cusip": "3138Y5DH6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817301,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AX8521 3.50% 12/1/2044",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 272861,
"marketValue": 248057,
"couponRate": 3.5,
"maturityDate": "2044-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138YAPF60",
"cusip": "3138YAPF6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817303,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AY1829 3.50% 12/1/2044",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 96030,
"marketValue": 87420,
"couponRate": 3.5,
"maturityDate": "2044-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138YFA793",
"cusip": "3138YFA79",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817305,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AY1948 3.50% 1/1/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 147022,
"marketValue": 143112,
"couponRate": 3.5,
"maturityDate": "2030-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138YFEW00",
"cusip": "3138YFEW0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817307,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #AZ0554 3.50% 10/1/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 198112,
"marketValue": 191994,
"couponRate": 3.5,
"maturityDate": "2030-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3138YRTL28",
"cusip": "3138YRTL2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817429,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BC1352 4.00% 3/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 995831,
"marketValue": 924503,
"couponRate": 4,
"maturityDate": "2046-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140EVQE08",
"cusip": "3140EVQE0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817431,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BC8647 4.50% 6/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 250924,
"marketValue": 239952,
"couponRate": 4.5,
"maturityDate": "2046-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140F4TD88",
"cusip": "3140F4TD8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817435,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BD1550 4.50% 7/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 238792,
"marketValue": 228388,
"couponRate": 4.5,
"maturityDate": "2046-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140F8WL71",
"cusip": "3140F8WL7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817437,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BD1968 4.00% 7/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 30963,
"marketValue": 28731,
"couponRate": 4,
"maturityDate": "2046-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140F9FJ91",
"cusip": "3140F9FJ9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817439,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BD2440 3.50% 1/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1553404,
"marketValue": 1394820,
"couponRate": 3.5,
"maturityDate": "2047-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140F9WA99",
"cusip": "3140F9WA9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817441,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BD3554 4.00% 7/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 412692,
"marketValue": 380823,
"couponRate": 4,
"maturityDate": "2047-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FA5Q19",
"cusip": "3140FA5Q1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817445,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BD7600 4.50% 9/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 75659,
"marketValue": 72326,
"couponRate": 4.5,
"maturityDate": "2046-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FFNS61",
"cusip": "3140FFNS6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817449,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BD9236 3.50% 10/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 310685,
"marketValue": 278958,
"couponRate": 3.5,
"maturityDate": "2046-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FHHN05",
"cusip": "3140FHHN0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817447,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BD9248 4.50% 10/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 219114,
"marketValue": 209152,
"couponRate": 4.5,
"maturityDate": "2046-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FHH260",
"cusip": "3140FHH26",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817451,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BE5009 3.50% 1/1/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 599787,
"marketValue": 542755,
"couponRate": 3.5,
"maturityDate": "2045-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FQR740",
"cusip": "3140FQR74",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817453,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BE5017 3.50% 2/1/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1118756,
"marketValue": 1008207,
"couponRate": 3.5,
"maturityDate": "2045-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FQSF50",
"cusip": "3140FQSF5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817455,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BE8740 3.50% 5/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 949545,
"marketValue": 853623,
"couponRate": 3.5,
"maturityDate": "2047-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FUWA20",
"cusip": "3140FUWA2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817457,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BE8742 3.50% 5/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 255272,
"marketValue": 230670,
"couponRate": 3.5,
"maturityDate": "2047-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140FUWC85",
"cusip": "3140FUWC8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817495,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BH0876 4.50% 4/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1994919,
"marketValue": 1912559,
"couponRate": 4.5,
"maturityDate": "2047-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140GN6N87",
"cusip": "3140GN6N8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817497,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BH2846 3.50% 5/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 128488,
"marketValue": 115970,
"couponRate": 3.5,
"maturityDate": "2047-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140GREU48",
"cusip": "3140GREU4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817499,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BH2847 3.50% 5/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 65328,
"marketValue": 58737,
"couponRate": 3.5,
"maturityDate": "2047-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140GREV21",
"cusip": "3140GREV2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817501,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BH2848 3.50% 5/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 121078,
"marketValue": 109169,
"couponRate": 3.5,
"maturityDate": "2047-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140GREW04",
"cusip": "3140GREW0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817503,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BH3122 4.00% 6/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 66017,
"marketValue": 61330,
"couponRate": 4,
"maturityDate": "2047-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140GRPG35",
"cusip": "3140GRPG3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817507,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BJ3525 4.50% 11/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1021778,
"marketValue": 975478,
"couponRate": 4.5,
"maturityDate": "2047-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140H44K77",
"cusip": "3140H44K7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817509,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BJ3558 4.50% 12/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1057842,
"marketValue": 1010891,
"couponRate": 4.5,
"maturityDate": "2047-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140H45U41",
"cusip": "3140H45U4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817511,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BJ3581 4.50% 12/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 510055,
"marketValue": 488997,
"couponRate": 4.5,
"maturityDate": "2047-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140H46T68",
"cusip": "3140H46T6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817513,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BJ4856 3.00% 2/1/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 282870,
"marketValue": 268822,
"couponRate": 3,
"maturityDate": "2033-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140H6ME62",
"cusip": "3140H6ME6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817515,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BJ4901 3.50% 3/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 714120,
"marketValue": 642071,
"couponRate": 3.5,
"maturityDate": "2048-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140H6NT23",
"cusip": "3140H6NT2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817517,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BJ5015 4.00% 12/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1458311,
"marketValue": 1357383,
"couponRate": 4,
"maturityDate": "2047-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140H6SD26",
"cusip": "3140H6SD2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817519,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BJ8411 3.50% 8/1/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1903771,
"marketValue": 1709314,
"couponRate": 3.5,
"maturityDate": "2049-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140HAKZ27",
"cusip": "3140HAKZ2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817521,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BK0163 4.50% 2/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1291708,
"marketValue": 1232773,
"couponRate": 4.5,
"maturityDate": "2048-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140HDFD19",
"cusip": "3140HDFD1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817523,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BK5232 4.00% 5/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 919920,
"marketValue": 856000,
"couponRate": 4,
"maturityDate": "2048-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140HJY622",
"cusip": "3140HJY62",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817525,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BK6840 4.00% 6/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1258355,
"marketValue": 1170917,
"couponRate": 4,
"maturityDate": "2048-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140HLS646",
"cusip": "3140HLS64",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817529,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BK9743 4.00% 8/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 333206,
"marketValue": 309798,
"couponRate": 4,
"maturityDate": "2048-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140HPZH33",
"cusip": "3140HPZH3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817527,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BK9761 4.50% 8/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 190627,
"marketValue": 183431,
"couponRate": 4.5,
"maturityDate": "2048-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140HPZ345",
"cusip": "3140HPZ34",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817531,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BM1179 3.00% 4/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 560704,
"marketValue": 490544,
"couponRate": 3,
"maturityDate": "2047-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140J5JZ36",
"cusip": "3140J5JZ3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817533,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BM4413 4.50% 12/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4065222,
"marketValue": 3884799,
"couponRate": 4.5,
"maturityDate": "2047-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140J83X98",
"cusip": "3140J83X9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817543,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BN9135 2.50% 4/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 440864,
"marketValue": 359654,
"couponRate": 2.5,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140JSEH82",
"cusip": "3140JSEH8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817545,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BO1359 2.50% 8/1/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1091621,
"marketValue": 1002847,
"couponRate": 2.5,
"maturityDate": "2034-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140JVQM78",
"cusip": "3140JVQM7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817549,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BO9395 2.50% 2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1148775,
"marketValue": 947811,
"couponRate": 2.5,
"maturityDate": "2051-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140K5NM58",
"cusip": "3140K5NM5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817553,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BP5576 2.50% 6/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 169595,
"marketValue": 138562,
"couponRate": 2.5,
"maturityDate": "2050-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140KDFS41",
"cusip": "3140KDFS4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817555,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BP5717 2.50% 6/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5358457,
"marketValue": 4410985,
"couponRate": 2.5,
"maturityDate": "2050-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140KDK743",
"cusip": "3140KDK74",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817557,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BP6439 2.50% 7/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 18919,
"marketValue": 15457,
"couponRate": 2.5,
"maturityDate": "2050-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140KEEM62",
"cusip": "3140KEEM6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817559,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BP6715 2.00% 9/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 6358,
"marketValue": 4995,
"couponRate": 2,
"maturityDate": "2050-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140KEN950",
"cusip": "3140KEN95",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817561,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BP9537 2.50% 7/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 853997,
"marketValue": 697725,
"couponRate": 2.5,
"maturityDate": "2050-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140KHS366",
"cusip": "3140KHS36",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817565,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BQ6335 2.50% 11/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 905395,
"marketValue": 738593,
"couponRate": 2.5,
"maturityDate": "2050-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140KSBD86",
"cusip": "3140KSBD8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817567,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BQ7006 2.00% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3449039,
"marketValue": 2696721,
"couponRate": 2,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140KSYC56",
"cusip": "3140KSYC5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817569,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BQ7422 2.50% 8/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2232304,
"marketValue": 1832177,
"couponRate": 2.5,
"maturityDate": "2051-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140KTG820",
"cusip": "3140KTG82",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817573,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BQ7435 2.50% 9/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1203840,
"marketValue": 989925,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140KTHM05",
"cusip": "3140KTHM0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817571,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BQ7453 2.50% 11/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2532413,
"marketValue": 2085025,
"couponRate": 2.5,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140KTH737",
"cusip": "3140KTH73",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817575,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BQ7459 2.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1209458,
"marketValue": 994829,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140KTJD87",
"cusip": "3140KTJD8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817577,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BQ7729 2.50% 3/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 57389,
"marketValue": 46817,
"couponRate": 2.5,
"maturityDate": "2051-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140KTST39",
"cusip": "3140KTST3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817581,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BR0999 2.50% 5/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2019859,
"marketValue": 1647760,
"couponRate": 2.5,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140KYDD37",
"cusip": "3140KYDD3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817583,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BR1035 2.00% 5/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 119340,
"marketValue": 93347,
"couponRate": 2,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140KYEH32",
"cusip": "3140KYEH3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817585,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BR2666 2.00% 2/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2989129,
"marketValue": 2367662,
"couponRate": 2,
"maturityDate": "2051-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140L06C69",
"cusip": "3140L06C6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817591,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BR6304 2.50% 4/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1542645,
"marketValue": 1258459,
"couponRate": 2.5,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140L5AE69",
"cusip": "3140L5AE6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817593,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BR7222 2.50% 4/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 79921,
"marketValue": 65198,
"couponRate": 2.5,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140L6AY07",
"cusip": "3140L6AY0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817595,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BR7725 2.50% 4/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 560379,
"marketValue": 457145,
"couponRate": 2.5,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140L6SP08",
"cusip": "3140L6SP0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817597,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BR7795 2.50% 4/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 87729,
"marketValue": 72327,
"couponRate": 2.5,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140L6UV48",
"cusip": "3140L6UV4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817599,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BR8460 2.50% 4/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1084808,
"marketValue": 884961,
"couponRate": 2.5,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140L7MJ84",
"cusip": "3140L7MJ8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817601,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BR8465 2.50% 4/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 71179,
"marketValue": 58704,
"couponRate": 2.5,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140L7MP45",
"cusip": "3140L7MP4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817603,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BR9082 2.50% 4/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 774305,
"marketValue": 631650,
"couponRate": 2.5,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140L8CU23",
"cusip": "3140L8CU2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817609,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BR9603 2.50% 5/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2666815,
"marketValue": 2175476,
"couponRate": 2.5,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140L8U572",
"cusip": "3140L8U57",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817613,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT0098 2.50% 6/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 403021,
"marketValue": 331572,
"couponRate": 2.5,
"maturityDate": "2051-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LNDC89",
"cusip": "3140LNDC8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817615,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT0610 2.50% 6/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 110706,
"marketValue": 91199,
"couponRate": 2.5,
"maturityDate": "2051-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LNVC87",
"cusip": "3140LNVC8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817617,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT1250 2.50% 6/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3075713,
"marketValue": 2509022,
"couponRate": 2.5,
"maturityDate": "2051-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LPL834",
"cusip": "3140LPL83",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817619,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT1265 2.50% 6/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2507716,
"marketValue": 2046840,
"couponRate": 2.5,
"maturityDate": "2051-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LPMP40",
"cusip": "3140LPMP4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817621,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT1285 2.50% 7/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 546647,
"marketValue": 445928,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LPNB45",
"cusip": "3140LPNB4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817623,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT1288 2.50% 7/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 141615,
"marketValue": 115582,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LPNE83",
"cusip": "3140LPNE8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817627,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT1339 2.50% 7/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3451930,
"marketValue": 2834114,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LPPZ94",
"cusip": "3140LPPZ9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817629,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT1523 2.50% 7/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 745196,
"marketValue": 607893,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LPVR05",
"cusip": "3140LPVR0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817631,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT1967 2.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 606783,
"marketValue": 498901,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LQFH89",
"cusip": "3140LQFH8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817633,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT2188 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 931846,
"marketValue": 764691,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LQNE66",
"cusip": "3140LQNE6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817635,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT2292 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5329306,
"marketValue": 4349743,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LQRN20",
"cusip": "3140LQRN2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817637,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT3317 2.50% 6/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4878032,
"marketValue": 4031933,
"couponRate": 2.5,
"maturityDate": "2051-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LRVK18",
"cusip": "3140LRVK1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817639,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT4537 3.50% 9/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 355422,
"marketValue": 315783,
"couponRate": 3.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LTBF09",
"cusip": "3140LTBF0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817641,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT4725 2.50% 9/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1821258,
"marketValue": 1485733,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LTHB31",
"cusip": "3140LTHB3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817643,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT5082 2.50% 6/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1139590,
"marketValue": 929632,
"couponRate": 2.5,
"maturityDate": "2051-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LTUG70",
"cusip": "3140LTUG7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817647,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT6033 2.50% 11/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 457127,
"marketValue": 372910,
"couponRate": 2.5,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LUV320",
"cusip": "3140LUV32",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817649,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT6607 2.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 22423,
"marketValue": 18354,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LVKV04",
"cusip": "3140LVKV0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817651,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT6781 2.50% 10/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5400581,
"marketValue": 4405610,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LVRB76",
"cusip": "3140LVRB7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817653,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT6823 2.50% 10/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 620608,
"marketValue": 508761,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LVSM23",
"cusip": "3140LVSM2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817657,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT7263 2.50% 9/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1854374,
"marketValue": 1513665,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LWB971",
"cusip": "3140LWB97",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817659,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT7826 2.50% 5/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 159534,
"marketValue": 130138,
"couponRate": 2.5,
"maturityDate": "2052-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LWVU84",
"cusip": "3140LWVU8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817655,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT8069 4.00% 3/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 511904,
"marketValue": 468899,
"couponRate": 4,
"maturityDate": "2053-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LW6F96",
"cusip": "3140LW6F9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817661,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BT9828 2.50% 9/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3092429,
"marketValue": 2522782,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140LY4N03",
"cusip": "3140LY4N0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817669,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU0070 2.50% 10/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 646633,
"marketValue": 532124,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M1CG75",
"cusip": "3140M1CG7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817675,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU1430 2.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 395308,
"marketValue": 322470,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M2SU78",
"cusip": "3140M2SU7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817677,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU1498 3.50% 10/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 336233,
"marketValue": 298269,
"couponRate": 3.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M2UY62",
"cusip": "3140M2UY6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817679,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU3013 3.50% 11/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 398798,
"marketValue": 355480,
"couponRate": 3.5,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M4K316",
"cusip": "3140M4K31",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817685,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU3625 2.50% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 230863,
"marketValue": 189753,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M5A397",
"cusip": "3140M5A39",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817689,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU4112 5.00% 7/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 94419,
"marketValue": 91376,
"couponRate": 5,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M5SA46",
"cusip": "3140M5SA4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817683,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU4479 5.50% 4/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2849956,
"marketValue": 2814480,
"couponRate": 5.5,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M56R11",
"cusip": "3140M56R1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817699,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU4916 6.00% 8/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2123940,
"marketValue": 2140088,
"couponRate": 6,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M6PA55",
"cusip": "3140M6PA5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817701,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU4968 6.00% 8/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1413602,
"marketValue": 1420926,
"couponRate": 6,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M6QW66",
"cusip": "3140M6QW6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817713,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU5890 2.50% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 65042,
"marketValue": 53263,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M7RL75",
"cusip": "3140M7RL7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817715,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU5976 4.00% 11/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 44260,
"marketValue": 40570,
"couponRate": 4,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M7UA73",
"cusip": "3140M7UA7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817717,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU6901 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4080135,
"marketValue": 3350546,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M8U316",
"cusip": "3140M8U31",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817719,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU7244 2.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4979853,
"marketValue": 4062225,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M9BN61",
"cusip": "3140M9BN6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817723,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU7285 2.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1606922,
"marketValue": 1327824,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M9CX35",
"cusip": "3140M9CX3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817721,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU7294 3.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 37512,
"marketValue": 33270,
"couponRate": 3.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M9C882",
"cusip": "3140M9C88",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817725,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU7425 3.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 383691,
"marketValue": 340501,
"couponRate": 3.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M9HB69",
"cusip": "3140M9HB6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817727,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU7427 3.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 55764,
"marketValue": 50109,
"couponRate": 3.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M9HD26",
"cusip": "3140M9HD2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817729,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU7516 2.50% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 247974,
"marketValue": 203863,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140M9K638",
"cusip": "3140M9K63",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817735,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU8481 3.50% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 24950,
"marketValue": 22125,
"couponRate": 3.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MAM766",
"cusip": "3140MAM76",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817737,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU8730 2.50% 6/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3991684,
"marketValue": 3277572,
"couponRate": 2.5,
"maturityDate": "2052-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MAVY77",
"cusip": "3140MAVY7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817739,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU8825 2.50% 5/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 453370,
"marketValue": 370101,
"couponRate": 2.5,
"maturityDate": "2052-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MAYX67",
"cusip": "3140MAYX6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817733,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BU8884 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2971421,
"marketValue": 2440779,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MA2S24",
"cusip": "3140MA2S2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817741,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV0783 3.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 833112,
"marketValue": 749612,
"couponRate": 3.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MD2R86",
"cusip": "3140MD2R8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817743,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV0790 3.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 618782,
"marketValue": 548712,
"couponRate": 3.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MD2Y38",
"cusip": "3140MD2Y3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817745,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV1262 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 47294,
"marketValue": 38959,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MEML79",
"cusip": "3140MEML7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817747,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV2584 2.50% 7/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 421866,
"marketValue": 346046,
"couponRate": 2.5,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MF2S15",
"cusip": "3140MF2S1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817749,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV2655 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 296304,
"marketValue": 241826,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MF5R05",
"cusip": "3140MF5R0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817751,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV2781 2.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 54471,
"marketValue": 44699,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MGCT63",
"cusip": "3140MGCT6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817753,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV2851 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 49228,
"marketValue": 40393,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MGEZ06",
"cusip": "3140MGEZ0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817759,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV3083 2.00% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1679279,
"marketValue": 1312933,
"couponRate": 2,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MGM995",
"cusip": "3140MGM99",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817761,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV3101 2.00% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2637609,
"marketValue": 2062950,
"couponRate": 2,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MGNT45",
"cusip": "3140MGNT4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817763,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV3216 2.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 154462,
"marketValue": 126901,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MGSE21",
"cusip": "3140MGSE2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817765,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV3316 3.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 39517,
"marketValue": 35038,
"couponRate": 3.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MGVJ70",
"cusip": "3140MGVJ7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817767,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV3853 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 265345,
"marketValue": 217533,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MHH779",
"cusip": "3140MHH77",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817769,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV4119 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 467863,
"marketValue": 382082,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MHSH35",
"cusip": "3140MHSH3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817771,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV4170 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4720881,
"marketValue": 3880205,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MHT410",
"cusip": "3140MHT41",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817773,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV4172 2.00% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1771688,
"marketValue": 1385223,
"couponRate": 2,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MHT667",
"cusip": "3140MHT66",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817779,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV4656 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3827664,
"marketValue": 3139664,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MJE681",
"cusip": "3140MJE68",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817775,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV5355 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 977867,
"marketValue": 803316,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MJ5R23",
"cusip": "3140MJ5R2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817777,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV5370 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1096441,
"marketValue": 895054,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MJ6G58",
"cusip": "3140MJ6G5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817781,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV5800 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1811311,
"marketValue": 1489138,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MKNS73",
"cusip": "3140MKNS7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817785,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV7761 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 109489,
"marketValue": 89743,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MMTT58",
"cusip": "3140MMTT5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817783,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV8015 2.50% 8/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 759530,
"marketValue": 623294,
"couponRate": 2.5,
"maturityDate": "2052-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MM3Z94",
"cusip": "3140MM3Z9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817789,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV8126 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2426699,
"marketValue": 1989534,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MNA483",
"cusip": "3140MNA48",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817791,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV8156 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1576092,
"marketValue": 1291483,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MNB218",
"cusip": "3140MNB21",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817793,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV8166 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5034767,
"marketValue": 4127190,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MNCC89",
"cusip": "3140MNCC8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817795,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV8463 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2917630,
"marketValue": 2395617,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MNMM51",
"cusip": "3140MNMM5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817787,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV8976 5.00% 8/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4374460,
"marketValue": 4239232,
"couponRate": 5,
"maturityDate": "2052-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MN6N10",
"cusip": "3140MN6N1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817797,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV9644 2.50% 5/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 359636,
"marketValue": 295405,
"couponRate": 2.5,
"maturityDate": "2052-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MPWE73",
"cusip": "3140MPWE7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817799,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV9700 2.50% 6/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 737036,
"marketValue": 604447,
"couponRate": 2.5,
"maturityDate": "2052-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MPX639",
"cusip": "3140MPX63",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817801,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV9932 2.50% 6/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 513637,
"marketValue": 423041,
"couponRate": 2.5,
"maturityDate": "2052-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MQBA63",
"cusip": "3140MQBA6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817803,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BV9990 2.50% 6/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1491251,
"marketValue": 1220743,
"couponRate": 2.5,
"maturityDate": "2052-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MQC490",
"cusip": "3140MQC49",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817807,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BW1192 4.50% 9/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1898711,
"marketValue": 1788189,
"couponRate": 4.5,
"maturityDate": "2052-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MSKE41",
"cusip": "3140MSKE4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817809,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BW1241 4.00% 10/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 495529,
"marketValue": 453999,
"couponRate": 4,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MSLX13",
"cusip": "3140MSLX1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817821,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BW4964 2.50% 2/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 887018,
"marketValue": 724834,
"couponRate": 2.5,
"maturityDate": "2053-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MWQS84",
"cusip": "3140MWQS8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817825,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BW5182 4.50% 11/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2695959,
"marketValue": 2540292,
"couponRate": 4.5,
"maturityDate": "2052-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MWXL58",
"cusip": "3140MWXL5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817827,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BW5232 4.50% 10/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3111282,
"marketValue": 2932190,
"couponRate": 4.5,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MWY674",
"cusip": "3140MWY67",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817817,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BW5278 6.00% 4/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2593294,
"marketValue": 2607152,
"couponRate": 6,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MW2L90",
"cusip": "3140MW2L9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817819,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BW5286 5.50% 4/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 50341,
"marketValue": 49747,
"couponRate": 5.5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MW2U99",
"cusip": "3140MW2U9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817829,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BW5402 5.50% 7/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 609284,
"marketValue": 603580,
"couponRate": 5.5,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MXAC89",
"cusip": "3140MXAC8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817831,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BW6043 2.50% 7/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1428829,
"marketValue": 1170824,
"couponRate": 2.5,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MXWD25",
"cusip": "3140MXWD2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817833,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BW7063 4.00% 10/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 261484,
"marketValue": 239443,
"couponRate": 4,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140MYZ545",
"cusip": "3140MYZ54",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817835,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BW8175 4.50% 10/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1586542,
"marketValue": 1495576,
"couponRate": 4.5,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140N1CM34",
"cusip": "3140N1CM3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817841,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BW9049 4.50% 9/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 390463,
"marketValue": 369319,
"couponRate": 4.5,
"maturityDate": "2052-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140N2BT78",
"cusip": "3140N2BT7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817837,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BW9778 4.00% 6/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 313963,
"marketValue": 287527,
"couponRate": 4,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140N22L41",
"cusip": "3140N22L4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817839,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BW9888 4.00% 10/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 237084,
"marketValue": 217002,
"couponRate": 4,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140N27A31",
"cusip": "3140N27A3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817843,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX0008 4.00% 9/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 125269,
"marketValue": 114825,
"couponRate": 4,
"maturityDate": "2052-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140N4AJ61",
"cusip": "3140N4AJ6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817847,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX4070 6.00% 1/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1685573,
"marketValue": 1697925,
"couponRate": 6,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140N8QY78",
"cusip": "3140N8QY7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817849,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX5040 6.00% 1/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2540195,
"marketValue": 2555317,
"couponRate": 6,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140N9S648",
"cusip": "3140N9S64",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817853,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX5666 6.00% 1/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1048325,
"marketValue": 1054456,
"couponRate": 6,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NAJL85",
"cusip": "3140NAJL8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817855,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX5673 5.00% 12/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 194535,
"marketValue": 188121,
"couponRate": 5,
"maturityDate": "2052-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NAJT12",
"cusip": "3140NAJT1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817851,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX6216 5.50% 2/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 798678,
"marketValue": 790175,
"couponRate": 5.5,
"maturityDate": "2053-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NA4A87",
"cusip": "3140NA4A8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817859,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX6633 5.50% 1/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 360788,
"marketValue": 356671,
"couponRate": 5.5,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NBLP45",
"cusip": "3140NBLP4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817861,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX7642 5.00% 6/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2059080,
"marketValue": 1995273,
"couponRate": 5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NCP458",
"cusip": "3140NCP45",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817863,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX7779 5.50% 3/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3328111,
"marketValue": 3301446,
"couponRate": 5.5,
"maturityDate": "2053-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NCUD96",
"cusip": "3140NCUD9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817867,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX8389 5.50% 3/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 455497,
"marketValue": 450057,
"couponRate": 5.5,
"maturityDate": "2053-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NDKB24",
"cusip": "3140NDKB2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817869,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX8434 5.00% 4/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1428628,
"marketValue": 1382999,
"couponRate": 5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NDLQ83",
"cusip": "3140NDLQ8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817871,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX8514 5.50% 3/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1800099,
"marketValue": 1786120,
"couponRate": 5.5,
"maturityDate": "2053-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NDN865",
"cusip": "3140NDN86",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817873,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX8515 5.50% 3/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4240890,
"marketValue": 4211653,
"couponRate": 5.5,
"maturityDate": "2053-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NDN949",
"cusip": "3140NDN94",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817875,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX8556 5.50% 4/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1896089,
"marketValue": 1875607,
"couponRate": 5.5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NDQJ95",
"cusip": "3140NDQJ9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817879,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX8673 5.00% 4/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 765600,
"marketValue": 740137,
"couponRate": 5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NDT722",
"cusip": "3140NDT72",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817881,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX8835 5.50% 3/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 348987,
"marketValue": 344989,
"couponRate": 5.5,
"maturityDate": "2053-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NDY920",
"cusip": "3140NDY92",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817865,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX8880 5.00% 4/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 727459,
"marketValue": 703385,
"couponRate": 5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140ND2N62",
"cusip": "3140ND2N6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817883,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX9041 5.00% 4/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 188128,
"marketValue": 181906,
"couponRate": 5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NEBK07",
"cusip": "3140NEBK0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817885,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX9116 5.50% 4/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 984478,
"marketValue": 973388,
"couponRate": 5.5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NEDW27",
"cusip": "3140NEDW2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817889,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BX9431 5.50% 3/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1692849,
"marketValue": 1679286,
"couponRate": 5.5,
"maturityDate": "2053-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NEPR04",
"cusip": "3140NEPR0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817897,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY0007 5.50% 4/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2712892,
"marketValue": 2684252,
"couponRate": 5.5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NGAH35",
"cusip": "3140NGAH3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817899,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY0091 5.50% 5/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1328022,
"marketValue": 1312653,
"couponRate": 5.5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NGC572",
"cusip": "3140NGC57",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817901,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY0204 5.50% 5/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3395997,
"marketValue": 3371260,
"couponRate": 5.5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NGGN49",
"cusip": "3140NGGN4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817903,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY0545 5.00% 5/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1298069,
"marketValue": 1254570,
"couponRate": 5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NGTB63",
"cusip": "3140NGTB6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817891,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY0879 5.00% 4/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 633420,
"marketValue": 612876,
"couponRate": 5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NG6R67",
"cusip": "3140NG6R6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817893,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY0889 5.00% 4/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1267941,
"marketValue": 1228256,
"couponRate": 5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NG7B07",
"cusip": "3140NG7B0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817907,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY1265 5.00% 5/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1906977,
"marketValue": 1844240,
"couponRate": 5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NHMP06",
"cusip": "3140NHMP0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817909,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY1418 4.00% 11/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 736004,
"marketValue": 673734,
"couponRate": 4,
"maturityDate": "2053-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NHSG43",
"cusip": "3140NHSG4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817911,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY1497 5.00% 5/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2778889,
"marketValue": 2688203,
"couponRate": 5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NHUX48",
"cusip": "3140NHUX4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817915,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY2022 5.00% 5/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3828563,
"marketValue": 3706562,
"couponRate": 5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NJG817",
"cusip": "3140NJG81",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817917,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY2247 5.00% 5/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 410214,
"marketValue": 396655,
"couponRate": 5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NJP990",
"cusip": "3140NJP99",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817919,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY2251 5.00% 5/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2039551,
"marketValue": 1973541,
"couponRate": 5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NJQD95",
"cusip": "3140NJQD9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817921,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY2305 5.00% 6/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2594752,
"marketValue": 2507595,
"couponRate": 5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NJR301",
"cusip": "3140NJR30",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817913,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY2604 5.00% 7/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2719420,
"marketValue": 2633462,
"couponRate": 5,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NJ3N27",
"cusip": "3140NJ3N2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817923,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY3208 5.50% 5/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 179209,
"marketValue": 177305,
"couponRate": 5.5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NKR606",
"cusip": "3140NKR60",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817929,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY3600 5.00% 6/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000178,
"marketValue": 1934890,
"couponRate": 5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NLAA76",
"cusip": "3140NLAA7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817931,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY4170 5.00% 6/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2164532,
"marketValue": 2094661,
"couponRate": 5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NLT410",
"cusip": "3140NLT41",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817935,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY4223 5.50% 6/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 199150,
"marketValue": 196885,
"couponRate": 5.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NLVR72",
"cusip": "3140NLVR7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817937,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY4290 6.00% 6/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 982028,
"marketValue": 987356,
"couponRate": 6,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NLXU83",
"cusip": "3140NLXU8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817945,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY8083 4.00% 3/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 129589,
"marketValue": 118612,
"couponRate": 4,
"maturityDate": "2054-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NQ6V52",
"cusip": "3140NQ6V5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817947,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #BY8986 5.00% 8/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1627046,
"marketValue": 1575703,
"couponRate": 5,
"maturityDate": "2053-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140NR6Y73",
"cusip": "3140NR6Y7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817949,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA0770 3.50% 11/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 152655,
"marketValue": 137067,
"couponRate": 3.5,
"maturityDate": "2047-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140Q72C06",
"cusip": "3140Q72C0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817955,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA1189 3.50% 2/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1160679,
"marketValue": 1044025,
"couponRate": 3.5,
"maturityDate": "2048-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140Q8KB09",
"cusip": "3140Q8KB0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817957,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA1532 3.50% 4/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4580360,
"marketValue": 4129570,
"couponRate": 3.5,
"maturityDate": "2048-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140Q8V286",
"cusip": "3140Q8V28",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817959,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA2102 5.00% 7/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 360848,
"marketValue": 355655,
"couponRate": 5,
"maturityDate": "2048-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140Q9KQ50",
"cusip": "3140Q9KQ5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817961,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA2166 4.50% 8/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 12101,
"marketValue": 11568,
"couponRate": 4.5,
"maturityDate": "2048-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140Q9MQ33",
"cusip": "3140Q9MQ3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817963,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA2850 4.00% 12/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2100860,
"marketValue": 1965117,
"couponRate": 4,
"maturityDate": "2048-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QAEY25",
"cusip": "3140QAEY2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817965,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA3806 3.00% 7/1/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 732729,
"marketValue": 639028,
"couponRate": 3,
"maturityDate": "2049-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QBGQ55",
"cusip": "3140QBGQ5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817967,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA3807 3.00% 7/1/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1098724,
"marketValue": 952870,
"couponRate": 3,
"maturityDate": "2049-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QBGR39",
"cusip": "3140QBGR3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817983,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA6078 2.50% 6/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1967847,
"marketValue": 1607769,
"couponRate": 2.5,
"maturityDate": "2050-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QDXG47",
"cusip": "3140QDXG4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817977,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA6168 2.50% 6/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 186443,
"marketValue": 152327,
"couponRate": 2.5,
"maturityDate": "2050-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QD2A11",
"cusip": "3140QD2A1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817989,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA6409 2.50% 7/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 18338,
"marketValue": 14983,
"couponRate": 2.5,
"maturityDate": "2050-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QEDP49",
"cusip": "3140QEDP4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817999,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA7052 3.00% 9/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2364991,
"marketValue": 2035964,
"couponRate": 3,
"maturityDate": "2050-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QEZS40",
"cusip": "3140QEZS4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818005,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA7257 2.50% 10/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2247890,
"marketValue": 1865092,
"couponRate": 2.5,
"maturityDate": "2050-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QFB322",
"cusip": "3140QFB32",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818013,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA7529 2.50% 10/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 28956,
"marketValue": 23657,
"couponRate": 2.5,
"maturityDate": "2050-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QFLK35",
"cusip": "3140QFLK3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818015,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA7599 2.50% 11/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4040370,
"marketValue": 3355487,
"couponRate": 2.5,
"maturityDate": "2050-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QFNR69",
"cusip": "3140QFNR6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818029,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA8108 2.00% 12/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 952001,
"marketValue": 751542,
"couponRate": 2,
"maturityDate": "2050-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QGAJ63",
"cusip": "3140QGAJ6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818031,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA8136 2.50% 12/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4195528,
"marketValue": 3464373,
"couponRate": 2.5,
"maturityDate": "2050-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QGBE67",
"cusip": "3140QGBE6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818035,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA8251 2.50% 12/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 317297,
"marketValue": 260528,
"couponRate": 2.5,
"maturityDate": "2050-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QGEZ69",
"cusip": "3140QGEZ6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818033,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA8256 2.50% 12/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 26803,
"marketValue": 21881,
"couponRate": 2.5,
"maturityDate": "2050-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QGE605",
"cusip": "3140QGE60",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818039,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA8781 2.50% 1/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 68712,
"marketValue": 56691,
"couponRate": 2.5,
"maturityDate": "2051-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QGXK89",
"cusip": "3140QGXK8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818043,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA8820 2.00% 2/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1846477,
"marketValue": 1457662,
"couponRate": 2,
"maturityDate": "2051-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QGYS07",
"cusip": "3140QGYS0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818021,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA8895 2.50% 2/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 699560,
"marketValue": 575434,
"couponRate": 2.5,
"maturityDate": "2051-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QG3D77",
"cusip": "3140QG3D7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818023,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA8962 2.50% 2/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5353535,
"marketValue": 4370631,
"couponRate": 2.5,
"maturityDate": "2051-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QG5Y96",
"cusip": "3140QG5Y9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818025,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA8969 3.00% 2/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4300411,
"marketValue": 3697420,
"couponRate": 3,
"maturityDate": "2051-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QG6F98",
"cusip": "3140QG6F9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818045,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA9233 2.50% 2/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 988989,
"marketValue": 808031,
"couponRate": 2.5,
"maturityDate": "2051-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QHHK47",
"cusip": "3140QHHK4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818047,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA9289 2.50% 2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 245812,
"marketValue": 200776,
"couponRate": 2.5,
"maturityDate": "2051-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QHKB01",
"cusip": "3140QHKB0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818049,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA9290 2.50% 2/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1352217,
"marketValue": 1115459,
"couponRate": 2.5,
"maturityDate": "2051-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QHKC83",
"cusip": "3140QHKC8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818053,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CA9390 2.50% 3/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3856538,
"marketValue": 3146110,
"couponRate": 2.5,
"maturityDate": "2051-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QHNG60",
"cusip": "3140QHNG6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818067,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB0193 3.00% 4/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2846087,
"marketValue": 2445293,
"couponRate": 3,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QKGB85",
"cusip": "3140QKGB8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818069,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB0290 2.00% 4/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2793498,
"marketValue": 2192773,
"couponRate": 2,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QKKC13",
"cusip": "3140QKKC1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818075,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB0457 2.50% 5/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4611339,
"marketValue": 3802948,
"couponRate": 2.5,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QKQK74",
"cusip": "3140QKQK7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818077,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB0517 2.50% 5/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 857942,
"marketValue": 700719,
"couponRate": 2.5,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QKSF61",
"cusip": "3140QKSF6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818057,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB0838 2.50% 6/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 71541,
"marketValue": 59710,
"couponRate": 2.5,
"maturityDate": "2046-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QK4Y16",
"cusip": "3140QK4Y1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818089,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB1027 2.50% 7/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 48132,
"marketValue": 39532,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QLD946",
"cusip": "3140QLD94",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818093,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB1066 2.50% 7/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 30255,
"marketValue": 24915,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QLFG64",
"cusip": "3140QLFG6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818103,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB1566 2.50% 9/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 148669,
"marketValue": 121381,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QLW441",
"cusip": "3140QLW44",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818109,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB1868 2.50% 10/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2978154,
"marketValue": 2429479,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QMCE27",
"cusip": "3140QMCE2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818113,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2029 2.50% 11/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1240716,
"marketValue": 1019789,
"couponRate": 2.5,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QMHF47",
"cusip": "3140QMHF4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818111,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2049 2.50% 11/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 862977,
"marketValue": 703986,
"couponRate": 2.5,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QMH317",
"cusip": "3140QMH31",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818115,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2088 2.50% 11/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1664931,
"marketValue": 1366552,
"couponRate": 2.5,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QMKA13",
"cusip": "3140QMKA1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818121,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2292 3.00% 11/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1763270,
"marketValue": 1522632,
"couponRate": 3,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QMRN60",
"cusip": "3140QMRN6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818123,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2293 3.00% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1801003,
"marketValue": 1554069,
"couponRate": 3,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QMRP19",
"cusip": "3140QMRP1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818133,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2401 2.50% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1146107,
"marketValue": 937064,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QMU369",
"cusip": "3140QMU36",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818135,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2405 2.50% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 193255,
"marketValue": 157650,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QMU773",
"cusip": "3140QMU77",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818139,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2528 2.50% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 179356,
"marketValue": 147002,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QMY247",
"cusip": "3140QMY24",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818105,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2640 2.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 757737,
"marketValue": 622713,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QM5A84",
"cusip": "3140QM5A8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818147,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2866 2.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 850045,
"marketValue": 698312,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QNFG21",
"cusip": "3140QNFG2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818149,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2870 2.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 336820,
"marketValue": 276697,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QNFL16",
"cusip": "3140QNFL1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818151,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB2928 2.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 546117,
"marketValue": 447735,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QNHE54",
"cusip": "3140QNHE5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818157,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB3031 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2414028,
"marketValue": 1983131,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QNLM25",
"cusip": "3140QNLM2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818153,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB3049 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2952556,
"marketValue": 2415005,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QNL754",
"cusip": "3140QNL75",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818155,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB3050 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 950430,
"marketValue": 776150,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QNL838",
"cusip": "3140QNL83",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818159,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB3110 2.50% 3/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 237287,
"marketValue": 195405,
"couponRate": 2.5,
"maturityDate": "2047-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QNN404",
"cusip": "3140QNN40",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818165,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB3665 2.50% 5/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 783834,
"marketValue": 639401,
"couponRate": 2.5,
"maturityDate": "2052-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QPCB19",
"cusip": "3140QPCB1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818167,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB3744 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1062002,
"marketValue": 870703,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QPES26",
"cusip": "3140QPES2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818169,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB4135 5.00% 7/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 160076,
"marketValue": 155171,
"couponRate": 5,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QPSZ13",
"cusip": "3140QPSZ1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818171,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB4274 2.50% 7/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4356495,
"marketValue": 3563321,
"couponRate": 2.5,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QPXC62",
"cusip": "3140QPXC6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818175,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB4604 4.00% 9/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 430093,
"marketValue": 393860,
"couponRate": 4,
"maturityDate": "2052-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QQDJ19",
"cusip": "3140QQDJ1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818177,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB4818 4.00% 10/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2577559,
"marketValue": 2361671,
"couponRate": 4,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QQK874",
"cusip": "3140QQK87",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818181,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB5019 5.00% 8/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 182340,
"marketValue": 176566,
"couponRate": 5,
"maturityDate": "2052-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QQSH97",
"cusip": "3140QQSH9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818183,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB5525 6.00% 1/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 45672,
"marketValue": 45914,
"couponRate": 6,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QRD752",
"cusip": "3140QRD75",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818185,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB5545 6.50% 1/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2403492,
"marketValue": 2474539,
"couponRate": 6.5,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QRET64",
"cusip": "3140QRET6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818187,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB5778 6.00% 12/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1304661,
"marketValue": 1312140,
"couponRate": 6,
"maturityDate": "2052-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QRM423",
"cusip": "3140QRM42",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818191,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB5986 5.00% 3/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 92214,
"marketValue": 89280,
"couponRate": 5,
"maturityDate": "2053-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QRUL54",
"cusip": "3140QRUL5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818193,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB6012 4.00% 4/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 698530,
"marketValue": 639377,
"couponRate": 4,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QRVE03",
"cusip": "3140QRVE0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818273,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8328 5.50% 4/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 711663,
"marketValue": 706783,
"couponRate": 5.5,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QUHE97",
"cusip": "3140QUHE9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818279,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB8387 6.50% 4/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2909447,
"marketValue": 2995299,
"couponRate": 6.5,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QUJ985",
"cusip": "3140QUJ98",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818309,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #CB9456 4.50% 11/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 999900,
"marketValue": 941179,
"couponRate": 4.5,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140QVQJ66",
"cusip": "3140QVQJ6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817347,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DA1557 6.00% 10/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 85985,
"marketValue": 86452,
"couponRate": 6,
"maturityDate": "2053-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140A1WT06",
"cusip": "3140A1WT0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817349,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DA2723 6.00% 11/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 29943,
"marketValue": 30103,
"couponRate": 6,
"maturityDate": "2053-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140A3AZ69",
"cusip": "3140A3AZ6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817351,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DA7646 6.50% 6/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2302366,
"marketValue": 2353075,
"couponRate": 6.5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140A8P898",
"cusip": "3140A8P89",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818727,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DA8433 5.50% 4/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2228746,
"marketValue": 2210352,
"couponRate": 5.5,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140YWLP62",
"cusip": "3140YWLP6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817353,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB0012 2.50% 1/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 46738,
"marketValue": 38153,
"couponRate": 2.5,
"maturityDate": "2054-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140A9AN00",
"cusip": "3140A9AN0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817361,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB2495 6.00% 5/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2023553,
"marketValue": 2034035,
"couponRate": 6,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140ABXZ36",
"cusip": "3140ABXZ3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817363,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB2535 6.00% 7/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 35054,
"marketValue": 35235,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140ABY905",
"cusip": "3140ABY90",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817365,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB2541 6.00% 8/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 34006,
"marketValue": 34188,
"couponRate": 6,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140ABZF53",
"cusip": "3140ABZF5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817367,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB3283 2.50% 5/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 70876,
"marketValue": 57857,
"couponRate": 2.5,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140ACUH48",
"cusip": "3140ACUH4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817369,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB4399 6.50% 6/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1277404,
"marketValue": 1304658,
"couponRate": 6.5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AD3H25",
"cusip": "3140AD3H2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817371,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB4401 6.50% 6/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 844037,
"marketValue": 865058,
"couponRate": 6.5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AD3K53",
"cusip": "3140AD3K5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817379,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB5480 6.50% 6/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2701329,
"marketValue": 2762241,
"couponRate": 6.5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AFCS36",
"cusip": "3140AFCS3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817381,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB5795 6.50% 6/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 326781,
"marketValue": 334096,
"couponRate": 6.5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AFNM47",
"cusip": "3140AFNM4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817387,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB6906 6.50% 7/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2598209,
"marketValue": 2653328,
"couponRate": 6.5,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AGU852",
"cusip": "3140AGU85",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817391,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB7039 6.00% 7/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 617301,
"marketValue": 625479,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AGZD92",
"cusip": "3140AGZD9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817393,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB7687 6.00% 8/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 338658,
"marketValue": 343146,
"couponRate": 6,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AHRH71",
"cusip": "3140AHRH7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817395,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB7690 6.00% 8/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 252443,
"marketValue": 254918,
"couponRate": 6,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AHRL83",
"cusip": "3140AHRL8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817401,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB8242 4.00% 11/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 199652,
"marketValue": 182685,
"couponRate": 4,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AJEQ73",
"cusip": "3140AJEQ7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817403,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DB8284 4.00% 12/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 27612,
"marketValue": 25261,
"couponRate": 4,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AJF295",
"cusip": "3140AJF29",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817405,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DC0296 6.00% 8/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 238355,
"marketValue": 240691,
"couponRate": 6,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AMKJ95",
"cusip": "3140AMKJ9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817407,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DC0696 4.50% 11/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 110535,
"marketValue": 104027,
"couponRate": 4.5,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AMX227",
"cusip": "3140AMX22",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817411,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DC1873 6.00% 9/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1428153,
"marketValue": 1447082,
"couponRate": 6,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140APCK81",
"cusip": "3140APCK8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817413,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DC2101 4.00% 11/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 327620,
"marketValue": 299920,
"couponRate": 4,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140APKP86",
"cusip": "3140APKP8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817415,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DC7366 4.00% 12/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3479945,
"marketValue": 3204051,
"couponRate": 4,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AVFG11",
"cusip": "3140AVFG1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817417,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DC8818 4.00% 11/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 541176,
"marketValue": 495107,
"couponRate": 4,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AWYQ64",
"cusip": "3140AWYQ6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817419,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DC8819 4.50% 12/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 545002,
"marketValue": 512838,
"couponRate": 4.5,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AWYR48",
"cusip": "3140AWYR4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817421,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DC8823 5.50% 12/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 25827,
"marketValue": 25501,
"couponRate": 5.5,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AWYV59",
"cusip": "3140AWYV5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817423,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DC8825 6.50% 12/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 500000,
"marketValue": 515429,
"couponRate": 6.5,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AWYX16",
"cusip": "3140AWYX1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817425,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #DC9197 4.50% 12/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 388162,
"marketValue": 365299,
"couponRate": 4.5,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140AXGF84",
"cusip": "3140AXGF8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818321,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM1913 4.00% 9/1/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1257179,
"marketValue": 1166342,
"couponRate": 4,
"maturityDate": "2049-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140X5DT72",
"cusip": "3140X5DT7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818329,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM3280 3.50% 5/1/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 404325,
"marketValue": 363890,
"couponRate": 3.5,
"maturityDate": "2049-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140X6UE93",
"cusip": "3140X6UE9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818333,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM3920 2.50% 8/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4349505,
"marketValue": 3553633,
"couponRate": 2.5,
"maturityDate": "2050-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140X7LA55",
"cusip": "3140X7LA5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818339,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM4579 2.50% 10/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 221560,
"marketValue": 182800,
"couponRate": 2.5,
"maturityDate": "2050-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140X8CR64",
"cusip": "3140X8CR6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818343,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM4862 2.50% 11/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 226609,
"marketValue": 186006,
"couponRate": 2.5,
"maturityDate": "2050-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140X8ML84",
"cusip": "3140X8ML8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818341,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM4883 2.50% 3/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 201822,
"marketValue": 164895,
"couponRate": 2.5,
"maturityDate": "2050-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140X8M955",
"cusip": "3140X8M95",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818337,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM5309 2.50% 11/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2786210,
"marketValue": 2274667,
"couponRate": 2.5,
"maturityDate": "2050-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140X83T21",
"cusip": "3140X83T2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818349,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM5713 2.50% 2/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3618383,
"marketValue": 2982539,
"couponRate": 2.5,
"maturityDate": "2051-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140X9K387",
"cusip": "3140X9K38",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818351,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM5944 2.50% 1/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 995475,
"marketValue": 812077,
"couponRate": 2.5,
"maturityDate": "2051-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140X9TA30",
"cusip": "3140X9TA3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818353,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM5994 2.50% 2/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 18906,
"marketValue": 15423,
"couponRate": 2.5,
"maturityDate": "2051-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140X9UU74",
"cusip": "3140X9UU7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818361,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM6569 2.50% 3/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 844400,
"marketValue": 696540,
"couponRate": 2.5,
"maturityDate": "2051-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XAJP89",
"cusip": "3140XAJP8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818367,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM6856 2.50% 4/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3332306,
"marketValue": 2749355,
"couponRate": 2.5,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XATN22",
"cusip": "3140XATN2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818365,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM6871 2.50% 4/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 779214,
"marketValue": 635668,
"couponRate": 2.5,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XAT511",
"cusip": "3140XAT51",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818369,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM6965 2.50% 4/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 544368,
"marketValue": 445909,
"couponRate": 2.5,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XAW325",
"cusip": "3140XAW32",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818355,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM7093 2.50% 4/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1948196,
"marketValue": 1589282,
"couponRate": 2.5,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XA3B60",
"cusip": "3140XA3B6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818373,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM7325 2.50% 5/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4075549,
"marketValue": 3344978,
"couponRate": 2.5,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XBD729",
"cusip": "3140XBD72",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818377,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM7392 2.50% 5/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 237679,
"marketValue": 193974,
"couponRate": 2.5,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XBGA21",
"cusip": "3140XBGA2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818379,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM7407 2.50% 4/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 92320,
"marketValue": 75425,
"couponRate": 2.5,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XBGR55",
"cusip": "3140XBGR5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818381,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM7408 2.50% 5/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 837119,
"marketValue": 682904,
"couponRate": 2.5,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XBGS39",
"cusip": "3140XBGS3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818383,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM7409 2.50% 5/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 334032,
"marketValue": 272909,
"couponRate": 2.5,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XBGT12",
"cusip": "3140XBGT1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818385,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM7527 2.50% 5/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4803620,
"marketValue": 3918596,
"couponRate": 2.5,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XBLH19",
"cusip": "3140XBLH1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818395,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM7803 2.00% 6/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3924232,
"marketValue": 3109687,
"couponRate": 2,
"maturityDate": "2051-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XBU574",
"cusip": "3140XBU57",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818399,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM7886 2.50% 7/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 113687,
"marketValue": 93709,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XBXQ89",
"cusip": "3140XBXQ8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818397,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM7900 2.50% 7/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3669169,
"marketValue": 3038244,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XBX628",
"cusip": "3140XBX62",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818401,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM7909 3.00% 6/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2123027,
"marketValue": 1823353,
"couponRate": 3,
"maturityDate": "2051-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XBYF16",
"cusip": "3140XBYF1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818405,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM8313 2.50% 7/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 22453,
"marketValue": 18496,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XCGX07",
"cusip": "3140XCGX0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818409,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM8442 2.50% 8/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 771849,
"marketValue": 634093,
"couponRate": 2.5,
"maturityDate": "2051-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XCLY25",
"cusip": "3140XCLY2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818431,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM9086 2.50% 10/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 35477,
"marketValue": 28956,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XDCY09",
"cusip": "3140XDCY0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818433,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM9335 2.50% 10/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 80559,
"marketValue": 66336,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XDLR56",
"cusip": "3140XDLR5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818435,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM9416 3.50% 7/1/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1549907,
"marketValue": 1400315,
"couponRate": 3.5,
"maturityDate": "2045-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XDPA85",
"cusip": "3140XDPA8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818441,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM9515 2.50% 11/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 980455,
"marketValue": 806788,
"couponRate": 2.5,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XDSD97",
"cusip": "3140XDSD9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818425,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM9892 5.00% 9/1/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 21172,
"marketValue": 21138,
"couponRate": 5,
"maturityDate": "2031-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XD7E00",
"cusip": "3140XD7E0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818457,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FM9905 2.50% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1510700,
"marketValue": 1240264,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XEAF11",
"cusip": "3140XEAF1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818719,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FP0015 2.50% 9/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4292198,
"marketValue": 3506756,
"couponRate": 2.5,
"maturityDate": "2050-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XTAR28",
"cusip": "3140XTAR2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818725,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FP0034 2.50% 10/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 813630,
"marketValue": 664737,
"couponRate": 2.5,
"maturityDate": "2050-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XTBC40",
"cusip": "3140XTBC4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818723,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FP0060 2.50% 10/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 988965,
"marketValue": 807984,
"couponRate": 2.5,
"maturityDate": "2050-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XTB675",
"cusip": "3140XTB67",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818461,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS0029 2.50% 9/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 772828,
"marketValue": 630445,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XFA767",
"cusip": "3140XFA76",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818463,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS0030 2.50% 4/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3959878,
"marketValue": 3232797,
"couponRate": 2.5,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XFA841",
"cusip": "3140XFA84",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818465,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS0145 2.50% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 452338,
"marketValue": 368995,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XFET44",
"cusip": "3140XFET4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818469,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS0235 2.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3919980,
"marketValue": 3197673,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XFHM63",
"cusip": "3140XFHM6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818471,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS0381 2.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 326953,
"marketValue": 266709,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XFM739",
"cusip": "3140XFM73",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818481,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS0546 2.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 875091,
"marketValue": 713844,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XFTC53",
"cusip": "3140XFTC5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818487,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS0965 2.00% 11/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 939377,
"marketValue": 742418,
"couponRate": 2,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XGCB37",
"cusip": "3140XGCB3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818491,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS0976 2.50% 3/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 55520,
"marketValue": 45909,
"couponRate": 2.5,
"maturityDate": "2047-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XGCN74",
"cusip": "3140XGCN7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818493,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS1057 2.50% 1/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 643736,
"marketValue": 530983,
"couponRate": 2.5,
"maturityDate": "2051-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XGE700",
"cusip": "3140XGE70",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818495,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS1598 2.00% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2948552,
"marketValue": 2301300,
"couponRate": 2,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XGX460",
"cusip": "3140XGX46",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818483,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS1742 2.00% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2120363,
"marketValue": 1658522,
"couponRate": 2,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XG5C98",
"cusip": "3140XG5C9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818485,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS1746 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 452522,
"marketValue": 369139,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XG5G03",
"cusip": "3140XG5G0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818509,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS2493 6.00% 9/1/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 824529,
"marketValue": 830948,
"couponRate": 6,
"maturityDate": "2029-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XHXX01",
"cusip": "3140XHXX0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818511,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS2535 2.50% 8/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2004375,
"marketValue": 1635679,
"couponRate": 2.5,
"maturityDate": "2052-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XHY920",
"cusip": "3140XHY92",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818499,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS2654 4.00% 8/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3164356,
"marketValue": 2901369,
"couponRate": 4,
"maturityDate": "2052-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XH5Q66",
"cusip": "3140XH5Q6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818501,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS2660 2.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1140626,
"marketValue": 931174,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XH5W35",
"cusip": "3140XH5W3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818517,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS2805 2.50% 9/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2135493,
"marketValue": 1756082,
"couponRate": 2.5,
"maturityDate": "2052-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XJDK65",
"cusip": "3140XJDK6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818523,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS3411 6.00% 1/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 48235,
"marketValue": 48660,
"couponRate": 6,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XJYH08",
"cusip": "3140XJYH0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818513,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS3549 2.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1048135,
"marketValue": 860182,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XJ5K50",
"cusip": "3140XJ5K5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818515,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS3550 2.50% 1/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 45493,
"marketValue": 37167,
"couponRate": 2.5,
"maturityDate": "2051-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XJ5L34",
"cusip": "3140XJ5L3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818527,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS3619 2.50% 5/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 274599,
"marketValue": 224977,
"couponRate": 2.5,
"maturityDate": "2052-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XKAV21",
"cusip": "3140XKAV2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818529,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS3806 2.50% 7/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 364987,
"marketValue": 298558,
"couponRate": 2.5,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XKGQ71",
"cusip": "3140XKGQ7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818533,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS4152 5.50% 3/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 362648,
"marketValue": 358805,
"couponRate": 5.5,
"maturityDate": "2053-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XKTJ91",
"cusip": "3140XKTJ9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818541,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS4238 5.00% 3/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 843889,
"marketValue": 817106,
"couponRate": 5,
"maturityDate": "2053-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XKV805",
"cusip": "3140XKV80",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818543,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS4250 2.50% 8/1/2042",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 423667,
"marketValue": 362499,
"couponRate": 2.5,
"maturityDate": "2042-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XKWL01",
"cusip": "3140XKWL0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818555,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS4711 2.50% 9/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1447671,
"marketValue": 1180958,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XLGV40",
"cusip": "3140XLGV4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818557,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS4712 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1215587,
"marketValue": 991603,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XLGW23",
"cusip": "3140XLGW2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818563,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS4774 5.50% 3/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 846066,
"marketValue": 837003,
"couponRate": 5.5,
"maturityDate": "2053-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XLJU30",
"cusip": "3140XLJU3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818567,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS4862 2.50% 10/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 49652,
"marketValue": 40910,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XLML93",
"cusip": "3140XLML9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818569,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS4947 4.00% 1/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 203649,
"marketValue": 186703,
"couponRate": 4,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XLP938",
"cusip": "3140XLP93",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818575,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS5034 2.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2162461,
"marketValue": 1763649,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XLSY50",
"cusip": "3140XLSY5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818573,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS5037 2.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 922264,
"marketValue": 752974,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XLS338",
"cusip": "3140XLS33",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818579,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS5126 2.50% 5/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1682661,
"marketValue": 1374273,
"couponRate": 2.5,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XLVU91",
"cusip": "3140XLVU9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818581,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS5172 2.50% 6/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1873423,
"marketValue": 1535171,
"couponRate": 2.5,
"maturityDate": "2052-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XLXA10",
"cusip": "3140XLXA1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818547,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS5343 6.00% 7/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4155788,
"marketValue": 4188025,
"couponRate": 6,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XL5D63",
"cusip": "3140XL5D6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818585,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS5447 2.50% 9/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 922738,
"marketValue": 759969,
"couponRate": 2.5,
"maturityDate": "2052-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XMBR65",
"cusip": "3140XMBR6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818587,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS5493 2.50% 7/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 409671,
"marketValue": 336359,
"couponRate": 2.5,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XMC793",
"cusip": "3140XMC79",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818593,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS5613 2.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 983652,
"marketValue": 810167,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XMGX88",
"cusip": "3140XMGX8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818597,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS5929 2.50% 1/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 916200,
"marketValue": 748537,
"couponRate": 2.5,
"maturityDate": "2051-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XMST49",
"cusip": "3140XMST4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818599,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS5944 2.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3306598,
"marketValue": 2697381,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XMTA49",
"cusip": "3140XMTA4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818601,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS6034 2.50% 6/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1343446,
"marketValue": 1095903,
"couponRate": 2.5,
"maturityDate": "2052-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XMV454",
"cusip": "3140XMV45",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818603,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS6035 2.50% 6/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2015854,
"marketValue": 1646941,
"couponRate": 2.5,
"maturityDate": "2051-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XMV520",
"cusip": "3140XMV52",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818607,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS6038 2.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 91529,
"marketValue": 75415,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XMV868",
"cusip": "3140XMV86",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818611,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS6479 2.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 760132,
"marketValue": 621025,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XNFV15",
"cusip": "3140XNFV1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818617,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS6631 2.50% 7/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 779673,
"marketValue": 639973,
"couponRate": 2.5,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XNLM42",
"cusip": "3140XNLM4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818619,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS6632 2.50% 7/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 55378,
"marketValue": 45194,
"couponRate": 2.5,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XNLN25",
"cusip": "3140XNLN2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818621,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS6668 5.50% 12/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 670310,
"marketValue": 661966,
"couponRate": 5.5,
"maturityDate": "2053-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XNMS03",
"cusip": "3140XNMS0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818623,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS6763 6.50% 1/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1180845,
"marketValue": 1215858,
"couponRate": 6.5,
"maturityDate": "2054-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XNQR83",
"cusip": "3140XNQR8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818629,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS6809 5.50% 2/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2233420,
"marketValue": 2205621,
"couponRate": 5.5,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XNR716",
"cusip": "3140XNR71",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818635,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS6925 2.50% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 56534,
"marketValue": 46240,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XNVT84",
"cusip": "3140XNVT8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818637,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS6986 2.00% 7/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3413764,
"marketValue": 2665245,
"couponRate": 2,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XNXQ28",
"cusip": "3140XNXQ2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818647,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS7329 2.00% 6/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1641178,
"marketValue": 1282015,
"couponRate": 2,
"maturityDate": "2052-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XPEB18",
"cusip": "3140XPEB1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818667,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS8138 6.50% 6/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 95698,
"marketValue": 98709,
"couponRate": 6.5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XQBG15",
"cusip": "3140XQBG1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818673,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS8219 6.00% 6/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 727607,
"marketValue": 737641,
"couponRate": 6,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XQDZ77",
"cusip": "3140XQDZ7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818671,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS8223 6.00% 6/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 800474,
"marketValue": 806684,
"couponRate": 6,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XQD537",
"cusip": "3140XQD53",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818681,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS8400 6.00% 7/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 894420,
"marketValue": 905553,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XQKN64",
"cusip": "3140XQKN6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818687,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS8591 6.00% 7/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4193801,
"marketValue": 4245351,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XQRM19",
"cusip": "3140XQRM1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818691,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS8756 6.00% 8/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1648169,
"marketValue": 1674398,
"couponRate": 6,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XQWS24",
"cusip": "3140XQWS2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818693,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS8757 6.00% 8/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4111196,
"marketValue": 4161731,
"couponRate": 6,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XQWT07",
"cusip": "3140XQWT0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818695,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS8758 6.00% 8/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2413222,
"marketValue": 2431944,
"couponRate": 6,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XQWU79",
"cusip": "3140XQWU7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818697,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS8762 6.50% 8/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2591775,
"marketValue": 2670505,
"couponRate": 6.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XQWY91",
"cusip": "3140XQWY9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818701,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS8866 6.00% 9/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4442888,
"marketValue": 4513725,
"couponRate": 6,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XQZ837",
"cusip": "3140XQZ83",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818707,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS9001 5.50% 9/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 8806,
"marketValue": 8741,
"couponRate": 5.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XRAB10",
"cusip": "3140XRAB1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818703,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #FS9792 4.50% 12/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3357173,
"marketValue": 3205741,
"couponRate": 4.5,
"maturityDate": "2050-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3140XR3A16",
"cusip": "3140XR3A1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818771,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA2588 4.00% 4/1/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1065673,
"marketValue": 1030674,
"couponRate": 4,
"maturityDate": "2036-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418B2W55",
"cusip": "31418B2W5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818777,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA2717 4.00% 8/1/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 210291,
"marketValue": 203188,
"couponRate": 4,
"maturityDate": "2036-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418CAT18",
"cusip": "31418CAT1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818779,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA2746 4.00% 9/1/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1387643,
"marketValue": 1340289,
"couponRate": 4,
"maturityDate": "2036-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418CBQ69",
"cusip": "31418CBQ6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818781,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA2787 4.00% 10/1/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 780210,
"marketValue": 753741,
"couponRate": 4,
"maturityDate": "2036-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418CCZ59",
"cusip": "31418CCZ5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818785,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA2809 4.50% 10/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 598390,
"marketValue": 554223,
"couponRate": 4.5,
"maturityDate": "2046-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418CDP68",
"cusip": "31418CDP6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818783,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA2821 4.50% 10/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 301976,
"marketValue": 281668,
"couponRate": 4.5,
"maturityDate": "2046-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418CD353",
"cusip": "31418CD35",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818787,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA2833 3.00% 12/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 31902,
"marketValue": 27689,
"couponRate": 3,
"maturityDate": "2046-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418CEF77",
"cusip": "31418CEF7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818793,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA2973 3.00% 4/1/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1834,
"marketValue": 1804,
"couponRate": 3,
"maturityDate": "2027-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418CJT27",
"cusip": "31418CJT2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818795,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA3002 4.50% 4/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 414934,
"marketValue": 384306,
"couponRate": 4.5,
"maturityDate": "2047-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418CKQ68",
"cusip": "31418CKQ6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818797,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA3131 3.00% 9/1/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 18525,
"marketValue": 18175,
"couponRate": 3,
"maturityDate": "2027-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418CPR96",
"cusip": "31418CPR9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818799,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA3211 4.00% 12/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2972008,
"marketValue": 2764559,
"couponRate": 4,
"maturityDate": "2047-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418CR973",
"cusip": "31418CR97",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818773,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA3518 4% 11/1/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 8837,
"marketValue": 8648,
"couponRate": 4,
"maturityDate": "2033-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418C4C55",
"cusip": "31418C4C5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818775,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA3539 4.50% 12/1/2038",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 28897,
"marketValue": 28331,
"couponRate": 4.5,
"maturityDate": "2038-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418C4Z41",
"cusip": "31418C4Z4",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818833,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4305 2.00% 4/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 201458,
"marketValue": 158103,
"couponRate": 2,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418DYB27",
"cusip": "31418DYB2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818801,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4378 2.00% 7/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 79593,
"marketValue": 62414,
"couponRate": 2,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418D2L54",
"cusip": "31418D2L5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818803,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4379 2.50% 7/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 57287,
"marketValue": 47098,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418D2M38",
"cusip": "31418D2M3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818807,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4399 2.50% 8/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 33602,
"marketValue": 27548,
"couponRate": 2.5,
"maturityDate": "2051-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418D3H34",
"cusip": "31418D3H3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818813,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4466 2.50% 11/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 308322,
"marketValue": 252936,
"couponRate": 2.5,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418D6C10",
"cusip": "31418D6C1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818815,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4492 2.00% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1675592,
"marketValue": 1310370,
"couponRate": 2,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418D7E66",
"cusip": "31418D7E6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818817,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4493 2.50% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2645564,
"marketValue": 2165479,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418D7F32",
"cusip": "31418D7F3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818861,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4512 2.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1088268,
"marketValue": 890442,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EAN04",
"cusip": "31418EAN0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818869,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4547 2.00% 2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5142917,
"marketValue": 4018465,
"couponRate": 2,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EBR09",
"cusip": "31418EBR0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818871,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4548 2.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 943212,
"marketValue": 770569,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EBS81",
"cusip": "31418EBS8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818863,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4562 2.00% 2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2155215,
"marketValue": 1680647,
"couponRate": 2,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EB825",
"cusip": "31418EB82",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818865,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4563 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2507076,
"marketValue": 2048138,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EB908",
"cusip": "31418EB90",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818877,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4578 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4900569,
"marketValue": 4011239,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ECQ17",
"cusip": "31418ECQ1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818883,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4598 2.50% 5/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3316988,
"marketValue": 2710052,
"couponRate": 2.5,
"maturityDate": "2052-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EDC12",
"cusip": "31418EDC1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818885,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4652 2.50% 7/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 39624,
"marketValue": 32350,
"couponRate": 2.5,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EE225",
"cusip": "31418EE22",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818887,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4732 4.00% 9/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 325764,
"marketValue": 298528,
"couponRate": 4,
"maturityDate": "2052-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EHJ29",
"cusip": "31418EHJ2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818889,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4737 5.00% 8/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 616728,
"marketValue": 597473,
"couponRate": 5,
"maturityDate": "2052-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EHP88",
"cusip": "31418EHP8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818891,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4743 2.50% 8/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 374361,
"marketValue": 305529,
"couponRate": 2.5,
"maturityDate": "2052-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EHV56",
"cusip": "31418EHV5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818897,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4768 2.50% 9/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1024924,
"marketValue": 836662,
"couponRate": 2.5,
"maturityDate": "2052-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EJN13",
"cusip": "31418EJN1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818893,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4783 4.00% 10/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 819792,
"marketValue": 751165,
"couponRate": 4,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EJ505",
"cusip": "31418EJ50",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818899,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4803 3.50% 11/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4382220,
"marketValue": 3880772,
"couponRate": 3.5,
"maturityDate": "2052-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EKR08",
"cusip": "31418EKR0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818901,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4839 4.00% 12/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 226828,
"marketValue": 207672,
"couponRate": 4,
"maturityDate": "2052-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418ELV01",
"cusip": "31418ELV0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818909,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4908 6.00% 1/1/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 45858,
"marketValue": 46437,
"couponRate": 6,
"maturityDate": "2043-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EN226",
"cusip": "31418EN22",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818915,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4916 4.00% 2/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 148214,
"marketValue": 135675,
"couponRate": 4,
"maturityDate": "2053-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EPA28",
"cusip": "31418EPA2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818921,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA4977 4.50% 4/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 935639,
"marketValue": 881067,
"couponRate": 4.5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EQ781",
"cusip": "31418EQ78",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818967,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5119 2.50% 7/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 27282,
"marketValue": 22269,
"couponRate": 2.5,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EVM91",
"cusip": "31418EVM9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818961,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5135 4.00% 9/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 183430,
"marketValue": 167890,
"couponRate": 4,
"maturityDate": "2053-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EV567",
"cusip": "31418EV56",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818977,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5163 4.50% 10/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 868936,
"marketValue": 818335,
"couponRate": 4.5,
"maturityDate": "2053-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EWZ95",
"cusip": "31418EWZ9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818971,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5165 5.50% 10/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1710884,
"marketValue": 1690114,
"couponRate": 5.5,
"maturityDate": "2053-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EW300",
"cusip": "31418EW30",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818975,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5167 6.50% 10/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4336410,
"marketValue": 4432713,
"couponRate": 6.5,
"maturityDate": "2053-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418EW557",
"cusip": "31418EW55",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818839,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5270 5.00% 2/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3637753,
"marketValue": 3513761,
"couponRate": 5,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418E2C38",
"cusip": "31418E2C3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818845,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5295 6.00% 3/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 942589,
"marketValue": 947634,
"couponRate": 6,
"maturityDate": "2054-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418E3D02",
"cusip": "31418E3D0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818849,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5320 4.00% 3/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4928266,
"marketValue": 4510743,
"couponRate": 4,
"maturityDate": "2054-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418E4E75",
"cusip": "31418E4E7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818857,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5388 5.50% 6/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 299999,
"marketValue": 296265,
"couponRate": 5.5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418E7A27",
"cusip": "31418E7A2",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818999,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5412 6.50% 6/1/2044",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 30964,
"marketValue": 31627,
"couponRate": 6.5,
"maturityDate": "2044-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418FAN78",
"cusip": "31418FAN7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3818997,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5431 6.50% 7/1/2044",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3453625,
"marketValue": 3527719,
"couponRate": 6.5,
"maturityDate": "2044-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418FA980",
"cusip": "31418FA98",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819013,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5467 4.00% 9/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4059415,
"marketValue": 3714840,
"couponRate": 4,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418FCD78",
"cusip": "31418FCD7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819019,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5498 6.00% 10/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 77151,
"marketValue": 77551,
"couponRate": 6,
"maturityDate": "2054-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418FDC86",
"cusip": "31418FDC8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819025,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5532 6.00% 11/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1791915,
"marketValue": 1801199,
"couponRate": 6,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418FEE34",
"cusip": "31418FEE3",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819029,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5551 4.50% 12/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 999900,
"marketValue": 941094,
"couponRate": 4.5,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418FEZ62",
"cusip": "31418FEZ6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3819031,
"type": "FIXED_INCOME",
"name": "Fannie Mae Pool #MA5584 4.50% 1/1/2055",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1468462,
"marketValue": 1381799,
"couponRate": 4.5,
"maturityDate": "2055-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31418FF286",
"cusip": "31418FF28",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817131,
"type": "FIXED_INCOME",
"name": "Fannie Mae, Series 1998-W5, Class B3, 6.50% 7/25/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 175525,
"marketValue": 62097,
"couponRate": 6.5,
"maturityDate": "2028-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31359UWG65",
"cusip": "31359UWG6",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817129,
"type": "FIXED_INCOME",
"name": "Fannie Mae, Series 2001-25, Class ZA, 6.50% 6/25/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 240872,
"marketValue": 242425,
"couponRate": 6.5,
"maturityDate": "2031-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31359SU656",
"cusip": "31359SU65",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817127,
"type": "FIXED_INCOME",
"name": "Fannie Mae, Series 2001-4, Class GA, 9% 4/17/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1,
"marketValue": 1,
"couponRate": 9,
"maturityDate": "2025-04-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31359SGU87",
"cusip": "31359SGU8",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817125,
"type": "FIXED_INCOME",
"name": "Fannie Mae, Series 2001-4, Class NA, 9% 10/25/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 11,
"marketValue": 11,
"couponRate": 9,
"maturityDate": "2025-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31359SGT15",
"cusip": "31359SGT1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817311,
"type": "FIXED_INCOME",
"name": "Fannie Mae, Series 2001-50, Class BA, 7.00% 10/25/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 83316,
"marketValue": 84401,
"couponRate": 7,
"maturityDate": "2041-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31392AJW99",
"cusip": "31392AJW9",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817309,
"type": "FIXED_INCOME",
"name": "Fannie Mae, Series 2001-T10, Class A1, 7.00% 12/25/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 608098,
"marketValue": 613873,
"couponRate": 7,
"maturityDate": "2041-12-25",
"fundAbbreviation": null,
"sedol": "B96C3X6",
"isin": "US3139216A17",
"cusip": "3139216A1",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817313,
"type": "FIXED_INCOME",
"name": "Fannie Mae, Series 2002-W1, Class 2A, 4.534% 2/25/2042",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 512878,
"marketValue": 508077,
"couponRate": 4.534,
"maturityDate": "2042-02-25",
"fundAbbreviation": null,
"sedol": "B1VJ8T7",
"isin": "US31392CMS07",
"cusip": "31392CMS0",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817315,
"type": "FIXED_INCOME",
"name": "Fannie Mae, Series 2002-W3, Class A5, 7.50% 11/25/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 424613,
"marketValue": 445531,
"couponRate": 7.5,
"maturityDate": "2041-11-25",
"fundAbbreviation": null,
"sedol": "B7YL375",
"isin": "US31392CT208",
"cusip": "31392CT20",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817317,
"type": "FIXED_INCOME",
"name": "Fannie Mae, Series 2002-W7, Class A5, 7.50% 2/25/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 40249,
"marketValue": 42611,
"couponRate": 7.5,
"maturityDate": "2029-02-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31392DD747",
"cusip": "31392DD74",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817319,
"type": "FIXED_INCOME",
"name": "Fannie Mae, Series 2006-32, Class OA, principal only, 0% 5/25/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 246385,
"marketValue": 207417,
"couponRate": 0,
"maturityDate": "2036-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31395B5Y50",
"cusip": "31395B5Y5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817321,
"type": "FIXED_INCOME",
"name": "Fannie Mae, Series 2006-51, Class PO, principal only, 0% 3/25/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 142641,
"marketValue": 135789,
"couponRate": 0,
"maturityDate": "2036-03-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31395DS599",
"cusip": "31395DS59",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817323,
"type": "FIXED_INCOME",
"name": "Fannie Mae, Series 2006-96, Class OP, principal only, 0% 10/25/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 86673,
"marketValue": 77050,
"couponRate": 0,
"maturityDate": "2036-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31396LDA52",
"cusip": "31396LDA5",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817133,
"type": "FIXED_INCOME",
"name": "Fannie Mae, Series 2017-M3, Class A2, Multi Family, 2.464% 12/25/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 7089,
"marketValue": 6818,
"couponRate": 2.464,
"maturityDate": "2026-12-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3136AVYL74",
"cusip": "3136AVYL7",
"issuer": "57001965",
"ticker": null,
"issuerName": "Fannie Mae"
},
{
"id": 3817135,
"type": "FIXED_INCOME",
"name": "Fannie Mae, Series 2018-M12, Class A2, Multi Family, 3.627% 8/25/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3050000,
"marketValue": 2883278,
"couponRate": 3.627,
"maturityDate": "2030-08-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3136B26W77",
"cusip": "3136B26W7",
"issuer": "212316754",
"ticker": null,
"issuerName": "Fanniemae-Aces FNA_18-M12"
},
{
"id": 3817137,
"type": "FIXED_INCOME",
"name": "Fannie Mae, Series 2019-M5, Class A2, Multi Family, 3.273% 1/25/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 401833,
"marketValue": 381164,
"couponRate": 3.273,
"maturityDate": "2029-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3136B4KB37",
"cusip": "3136B4KB3",
"issuer": "212257059",
"ticker": null,
"issuerName": "Fannie Mae Aces FNMA_19-M5"
},
{
"id": 3813503,
"type": "FIXED_INCOME",
"name": "FibraSOMA 4.375% 7/22/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4198500,
"couponRate": 4.375,
"maturityDate": "2031-07-22",
"fundAbbreviation": null,
"sedol": "BP37X69",
"isin": "USP26064AA66",
"cusip": null,
"issuer": "212285985",
"ticker": null,
"issuerName": "CIBANCO SA Institucion de Banca Multiple Trust CIB/3332"
},
{
"id": 3813373,
"type": "FIXED_INCOME",
"name": "Fideicomiso Fibra Uno 4.869% 1/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 1813466,
"couponRate": 4.869,
"maturityDate": "2030-01-15",
"fundAbbreviation": null,
"sedol": "BK60N15",
"isin": "USP9401CAA01",
"cusip": null,
"issuer": "212213018",
"ticker": null,
"issuerName": "Fideicomiso Fibra Uno"
},
{
"id": 3819263,
"type": "FIXED_INCOME",
"name": "Fifth Third Bancorp 4.895% 9/6/2030 (USD-SOFR + 1.486% on 9/6/2029)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4024000,
"marketValue": 3970437,
"couponRate": 4.895,
"maturityDate": "2030-09-06",
"fundAbbreviation": null,
"sedol": "BTFK4S3",
"isin": "US316773DM97",
"cusip": "316773DM9",
"issuer": "83001991",
"ticker": null,
"issuerName": "Fifth Third Bancorp"
},
{
"id": 3819259,
"type": "FIXED_INCOME",
"name": "Fifth Third Bancorp 6.339% 7/27/2029 (USD-SOFR + 2.34% on 7/27/2028)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1285000,
"marketValue": 1333579,
"couponRate": 6.339,
"maturityDate": "2029-07-27",
"fundAbbreviation": null,
"sedol": "BM8K113",
"isin": "US316773DK32",
"cusip": "316773DK3",
"issuer": "83001991",
"ticker": null,
"issuerName": "Fifth Third Bancorp"
},
{
"id": 3819269,
"type": "FIXED_INCOME",
"name": "First Investors Auto Owner Trust, Series 2021-1A, Class D, 1.62% 3/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 950000,
"marketValue": 941346,
"couponRate": 1.62,
"maturityDate": "2027-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US32059FAG46",
"cusip": "32059FAG4",
"issuer": "212278027",
"ticker": null,
"issuerName": "First Investors Auto Owner Trust FIAOT_21-1"
},
{
"id": 3819271,
"type": "FIXED_INCOME",
"name": "First Investors Auto Owner Trust, Series 2023-1A, Class A, 6.44% 10/16/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3732431,
"marketValue": 3778878,
"couponRate": 6.44,
"maturityDate": "2028-10-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US320986AA08",
"cusip": "320986AA0",
"issuer": "212330059",
"ticker": null,
"issuerName": "First Investors Auto Owner Trust FIAOT_23-1"
},
{
"id": 3819285,
"type": "FIXED_INCOME",
"name": "Fiserv, Inc. 2.65% 6/1/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 900000,
"marketValue": 795875,
"couponRate": 2.65,
"maturityDate": "2030-06-01",
"fundAbbreviation": null,
"sedol": "BMCZVG9",
"isin": "US337738BC18",
"cusip": "337738BC1",
"issuer": "150002058",
"ticker": null,
"issuerName": "Fiserv"
},
{
"id": 3819283,
"type": "FIXED_INCOME",
"name": "Fiserv, Inc. 3.50% 7/1/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 406000,
"marketValue": 381274,
"couponRate": 3.5,
"maturityDate": "2029-07-01",
"fundAbbreviation": null,
"sedol": "BRXYZ35",
"isin": "US337738AU25",
"cusip": "337738AU2",
"issuer": "150002058",
"ticker": null,
"issuerName": "Fiserv"
},
{
"id": 3819301,
"type": "FIXED_INCOME",
"name": "Five Corners Funding Trust II 2.85% 5/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 300000,
"marketValue": 268364,
"couponRate": 2.85,
"maturityDate": "2030-05-15",
"fundAbbreviation": null,
"sedol": "BMGLSX9",
"isin": "US33834DAA28",
"cusip": "33834DAA2",
"issuer": "212271631",
"ticker": null,
"issuerName": "FIVE Corners Funding Trust II"
},
{
"id": 3819297,
"type": "FIXED_INCOME",
"name": "FIVE Mortgage Trust, Series 2023-V1, Class A3, 5.668% 2/10/2056",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1520000,
"marketValue": 1546180,
"couponRate": 5.668,
"maturityDate": "2056-02-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US337964AC48",
"cusip": "337964AC4",
"issuer": "212317417",
"ticker": null,
"issuerName": "FIVE 2023-V1 Mortgage Trust"
},
{
"id": 3819307,
"type": "FIXED_INCOME",
"name": "Flagship Credit Auto Trust, Series 2023-3, Class A3, 5.44% 4/17/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2275000,
"marketValue": 2290964,
"couponRate": 5.44,
"maturityDate": "2028-04-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US33846BAE48",
"cusip": "33846BAE4",
"issuer": "212327062",
"ticker": null,
"issuerName": "Flagship Credit Auto Trust FCAT_23-3"
},
{
"id": 3819309,
"type": "FIXED_INCOME",
"name": "Flagship Credit Auto Trust, Series 2023-3, Class B, 5.64% 7/16/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2211000,
"marketValue": 2233234,
"couponRate": 5.64,
"maturityDate": "2029-07-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US33846BAG95",
"cusip": "33846BAG9",
"issuer": "212327062",
"ticker": null,
"issuerName": "Flagship Credit Auto Trust FCAT_23-3"
},
{
"id": 3819311,
"type": "FIXED_INCOME",
"name": "Flagship Credit Auto Trust, Series 2023-3, Class C, 6.01% 7/16/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3215000,
"marketValue": 3261942,
"couponRate": 6.01,
"maturityDate": "2029-07-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US33846BAJ35",
"cusip": "33846BAJ3",
"issuer": "212327062",
"ticker": null,
"issuerName": "Flagship Credit Auto Trust FCAT_23-3"
},
{
"id": 3819313,
"type": "FIXED_INCOME",
"name": "Flagship Credit Auto Trust, Series 2023-3, Class D, 6.58% 8/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1800000,
"marketValue": 1773866,
"couponRate": 6.58,
"maturityDate": "2029-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US33846BAL80",
"cusip": "33846BAL8",
"issuer": "212327062",
"ticker": null,
"issuerName": "Flagship Credit Auto Trust FCAT_23-3"
},
{
"id": 3819315,
"type": "FIXED_INCOME",
"name": "Flagstar Mortgage Trust, Series 2021-11INV, Class A2, 3% 11/25/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2357091,
"marketValue": 1965976,
"couponRate": 3,
"maturityDate": "2051-11-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US33851TAB35",
"cusip": "33851TAB3",
"issuer": "212290515",
"ticker": null,
"issuerName": "Flagstar Mortgage Trust FSMT_21-11INV"
},
{
"id": 3819329,
"type": "FIXED_INCOME",
"name": "Florida Power & Light Co. 5.30% 4/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 718000,
"marketValue": 684716,
"couponRate": 5.3,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": "BPYT0N0",
"isin": "US341081GM32",
"cusip": "341081GM3",
"issuer": "21001929",
"ticker": null,
"issuerName": "NextEra Energy"
},
{
"id": 3819339,
"type": "FIXED_INCOME",
"name": "Fontainebleau Miami Beach Trust, Series 2024-FBLU, Class A, (1-month USD CME Term SOFR + 1.45%) 5.943% 12/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3468000,
"marketValue": 3478702,
"couponRate": 5.943,
"maturityDate": "2029-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US34461WAA80",
"cusip": "34461WAA8",
"issuer": "212352365",
"ticker": null,
"issuerName": "Fontainebleau Miami Beach Mortgage Trust 2024-FBLU"
},
{
"id": 3819341,
"type": "FIXED_INCOME",
"name": "Ford Credit Auto Lease Trust, Series 2023-A, Class A3, 4.94% 3/15/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 286085,
"marketValue": 286172,
"couponRate": 4.94,
"maturityDate": "2026-03-15",
"fundAbbreviation": null,
"sedol": "BPP4JY8",
"isin": "US345287AD81",
"cusip": "345287AD8",
"issuer": "212316758",
"ticker": null,
"issuerName": "Ford Credit Auto Lease Trust FORDL_23-A"
},
{
"id": 3819343,
"type": "FIXED_INCOME",
"name": "Ford Credit Auto Lease Trust, Series 2023-A, Class A4, 4.83% 5/15/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1108000,
"marketValue": 1108616,
"couponRate": 4.83,
"maturityDate": "2026-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US345287AE64",
"cusip": "345287AE6",
"issuer": "212316758",
"ticker": null,
"issuerName": "Ford Credit Auto Lease Trust FORDL_23-A"
},
{
"id": 3819351,
"type": "FIXED_INCOME",
"name": "Ford Credit Auto Lease Trust, Series 2024-A, Class A4, 5.05% 6/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2844000,
"marketValue": 2863533,
"couponRate": 5.05,
"maturityDate": "2027-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US345290AE02",
"cusip": "345290AE0",
"issuer": "212333932",
"ticker": null,
"issuerName": "Ford Credit Auto Lease Trust 2024-A"
},
{
"id": 3819377,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 3.375% 11/13/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1565000,
"marketValue": 1541146,
"couponRate": 3.375,
"maturityDate": "2025-11-13",
"fundAbbreviation": null,
"sedol": "BMWS436",
"isin": "US345397B280",
"cusip": "345397B28",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819379,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 4.00% 11/13/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4468000,
"marketValue": 4027831,
"couponRate": 4,
"maturityDate": "2030-11-13",
"fundAbbreviation": null,
"sedol": "BMX50B6",
"isin": "US345397B363",
"cusip": "345397B36",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819423,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 4.134% 8/4/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 400000,
"marketValue": 397635,
"couponRate": 4.134,
"maturityDate": "2025-08-04",
"fundAbbreviation": null,
"sedol": "BYZ5MH8",
"isin": "US345397XL24",
"cusip": "345397XL2",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819373,
"type": "FIXED_INCOME",
"name": "Ford Motor Credit Co., LLC 5.125% 6/16/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 999656,
"couponRate": 5.125,
"maturityDate": "2025-06-16",
"fundAbbreviation": null,
"sedol": "BMYNYX9",
"isin": "US345397A605",
"cusip": "345397A60",
"issuer": "11079087",
"ticker": null,
"issuerName": "Ford Motor"
},
{
"id": 3819433,
"type": "FIXED_INCOME",
"name": "Forestar Group, Inc. 3.85% 5/15/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3815000,
"marketValue": 3717969,
"couponRate": 3.85,
"maturityDate": "2026-05-15",
"fundAbbreviation": null,
"sedol": "BMCRW28",
"isin": "US346232AF83",
"cusip": "346232AF8",
"issuer": "75076183",
"ticker": null,
"issuerName": "D.R. Horton"
},
{
"id": 3819431,
"type": "FIXED_INCOME",
"name": "Forestar Group, Inc. 5.00% 3/1/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 1933420,
"couponRate": 5,
"maturityDate": "2028-03-01",
"fundAbbreviation": null,
"sedol": "BJVPJ76",
"isin": "US346232AE19",
"cusip": "346232AE1",
"issuer": "75076183",
"ticker": null,
"issuerName": "D.R. Horton"
},
{
"id": 3819447,
"type": "FIXED_INCOME",
"name": "Fortrea Holdings, Inc. 7.50% 7/1/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2825000,
"marketValue": 2833218,
"couponRate": 7.5,
"maturityDate": "2030-07-01",
"fundAbbreviation": null,
"sedol": "BRRH8K8",
"isin": "US34965KAA51",
"cusip": "34965KAA5",
"issuer": "212325255",
"ticker": null,
"issuerName": "Fortrea Holdings"
},
{
"id": 3819449,
"type": "FIXED_INCOME",
"name": "Fortrea Holdings, Inc., Term Loan B, (3-month USD CME Term SOFR + 3.75%) 8.491% 7/1/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 723223,
"marketValue": 729551,
"couponRate": 8.491,
"maturityDate": "2030-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US34965PAD87",
"cusip": "34965PAD8",
"issuer": "212325255",
"ticker": null,
"issuerName": "Fortrea Holdings"
},
{
"id": 3819435,
"type": "FIXED_INCOME",
"name": "Fortress Credit BSL, Ltd., Series 2019-1A, Class CR, (3-month USD CME Term SOFR + 2.10%) 6.654% 7/23/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4250000,
"marketValue": 4256885,
"couponRate": 6.654,
"maturityDate": "2032-07-23",
"fundAbbreviation": null,
"sedol": null,
"isin": "US34956NAS18",
"cusip": "34956NAS1",
"issuer": "212319434",
"ticker": null,
"issuerName": "Fortress Credit Bsl VII"
},
{
"id": 3819439,
"type": "FIXED_INCOME",
"name": "Fortress Credit BSL, Ltd., Series 2019-2A, Class CR, (3-month USD CME Term SOFR + 2.00%) 6.472% 10/20/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3500000,
"marketValue": 3500000,
"couponRate": 6.472,
"maturityDate": "2032-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US34962DAU00",
"cusip": "34962DAU0",
"issuer": "212318823",
"ticker": null,
"issuerName": "Fortress Credit BSL VIII"
},
{
"id": 3819441,
"type": "FIXED_INCOME",
"name": "Fortress Credit BSL, Ltd., Series 2019-2A, Class DR, (3-month USD CME Term SOFR + 2.85%) 7.322% 10/20/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2470000,
"marketValue": 2470000,
"couponRate": 7.322,
"maturityDate": "2032-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US34962DAW65",
"cusip": "34962DAW6",
"issuer": "212318823",
"ticker": null,
"issuerName": "Fortress Credit BSL VIII"
},
{
"id": 3819451,
"type": "FIXED_INCOME",
"name": "Fortress Credit BSL, Ltd., Series 2022-3A, Class BR, (3-month USD CME Term SOFR + 1.85%) 6.44% 10/20/2035",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 2000788,
"couponRate": 6.44,
"maturityDate": "2035-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US349927AQ68",
"cusip": "349927AQ6",
"issuer": "212319592",
"ticker": null,
"issuerName": "Fortress Credit BSL XVI"
},
{
"id": 3817111,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #760012 4.299% 4/1/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 454840,
"marketValue": 454339,
"couponRate": 4.299,
"maturityDate": "2045-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31342WAM38",
"cusip": "31342WAM3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817113,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #760013 4.701% 4/1/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 251808,
"marketValue": 253156,
"couponRate": 4.701,
"maturityDate": "2045-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31342WAN11",
"cusip": "31342WAN1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817115,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #760014 3.426% 8/1/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1447191,
"marketValue": 1421987,
"couponRate": 3.426,
"maturityDate": "2045-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31342WAP68",
"cusip": "31342WAP6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817117,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #760015 3.11% 1/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1664986,
"marketValue": 1582696,
"couponRate": 3.11,
"maturityDate": "2047-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31342WAQ42",
"cusip": "31342WAQ4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815907,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #A15120 5.50% 10/1/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1831,
"marketValue": 1853,
"couponRate": 5.5,
"maturityDate": "2033-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31296PVM12",
"cusip": "31296PVM1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815865,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #A56076 5.50% 1/1/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5896,
"marketValue": 5946,
"couponRate": 5.5,
"maturityDate": "2037-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3128KJXD95",
"cusip": "3128KJXD9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815903,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #A87873 5.00% 8/1/2039",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1714226,
"marketValue": 1700493,
"couponRate": 5,
"maturityDate": "2039-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US312934XA50",
"cusip": "312934XA5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815905,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #A93948 4.50% 9/1/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5159,
"marketValue": 5011,
"couponRate": 4.5,
"maturityDate": "2040-09-01",
"fundAbbreviation": null,
"sedol": "B7F2Q34",
"isin": "US312942L521",
"cusip": "312942L52",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815897,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #C91883 4.00% 6/1/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 299205,
"marketValue": 289564,
"couponRate": 4,
"maturityDate": "2036-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3128P8CU37",
"cusip": "3128P8CU3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815899,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #C91917 3.00% 2/1/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 414286,
"marketValue": 381446,
"couponRate": 3,
"maturityDate": "2037-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3128P8DW83",
"cusip": "3128P8DW8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815901,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #C91948 4.00% 7/1/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2417870,
"marketValue": 2325904,
"couponRate": 4,
"maturityDate": "2037-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3128P8EV91",
"cusip": "3128P8EV9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815863,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #D98356 4.50% 5/1/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 32802,
"marketValue": 32445,
"couponRate": 4.5,
"maturityDate": "2030-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3128E5H935",
"cusip": "3128E5H93",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815867,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G03695 5.50% 11/1/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1773,
"marketValue": 1790,
"couponRate": 5.5,
"maturityDate": "2037-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3128M5NL01",
"cusip": "3128M5NL0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815869,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G04804 4.50% 5/1/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 908114,
"marketValue": 878645,
"couponRate": 4.5,
"maturityDate": "2037-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3128M6U555",
"cusip": "3128M6U55",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815873,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G05196 5.50% 10/1/2038",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1301,
"marketValue": 1310,
"couponRate": 5.5,
"maturityDate": "2038-10-01",
"fundAbbreviation": null,
"sedol": "B4Y6335",
"isin": "US3128M7C957",
"cusip": "3128M7C95",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815875,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G05267 5.50% 12/1/2038",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1417,
"marketValue": 1426,
"couponRate": 5.5,
"maturityDate": "2038-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3128M7FG63",
"cusip": "3128M7FG6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815877,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G05860 5.50% 2/1/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 9479,
"marketValue": 9538,
"couponRate": 5.5,
"maturityDate": "2040-02-01",
"fundAbbreviation": null,
"sedol": "B7GFXX1",
"isin": "US3128M7ZZ25",
"cusip": "3128M7ZZ2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815871,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G05937 4.50% 8/1/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3768816,
"marketValue": 3660214,
"couponRate": 4.5,
"maturityDate": "2040-08-01",
"fundAbbreviation": null,
"sedol": "B7LVK77",
"isin": "US3128M74W34",
"cusip": "3128M74W3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815885,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G06020 5.50% 12/1/2039",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3003,
"marketValue": 3022,
"couponRate": 5.5,
"maturityDate": "2039-12-01",
"fundAbbreviation": null,
"sedol": "B56Y8C8",
"isin": "US3128M8AV68",
"cusip": "3128M8AV6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815887,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G06648 5.00% 6/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 476237,
"marketValue": 474378,
"couponRate": 5,
"maturityDate": "2041-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3128M8WH37",
"cusip": "3128M8WH3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815879,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G06769 4.50% 8/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 179760,
"marketValue": 174388,
"couponRate": 4.5,
"maturityDate": "2041-08-01",
"fundAbbreviation": null,
"sedol": "B906G02",
"isin": "US3128M82A14",
"cusip": "3128M82A1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815881,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G06841 5.50% 6/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 12926,
"marketValue": 13010,
"couponRate": 5.5,
"maturityDate": "2041-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3128M85A86",
"cusip": "3128M85A8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815883,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G06868 4.50% 4/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4257,
"marketValue": 4135,
"couponRate": 4.5,
"maturityDate": "2041-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3128M86D17",
"cusip": "3128M86D1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815889,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G06956 4.50% 8/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 412220,
"marketValue": 400340,
"couponRate": 4.5,
"maturityDate": "2041-08-01",
"fundAbbreviation": null,
"sedol": "B8FDX33",
"isin": "US3128M9BZ47",
"cusip": "3128M9BZ4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815895,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G08248 5.50% 2/1/2038",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 25056,
"marketValue": 25217,
"couponRate": 5.5,
"maturityDate": "2038-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3128MJH291",
"cusip": "3128MJH29",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815891,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G08793 4.00% 12/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2602730,
"marketValue": 2417822,
"couponRate": 4,
"maturityDate": "2047-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3128MJ3B44",
"cusip": "3128MJ3B4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815893,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G08805 4.00% 3/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 924887,
"marketValue": 859202,
"couponRate": 4,
"maturityDate": "2048-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3128MJ3P30",
"cusip": "3128MJ3P3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816457,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G30911 4.00% 3/1/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2167283,
"marketValue": 2098323,
"couponRate": 4,
"maturityDate": "2036-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132J4GV56",
"cusip": "3132J4GV5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816553,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G60138 3.50% 8/1/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 477587,
"marketValue": 435771,
"couponRate": 3.5,
"maturityDate": "2045-08-01",
"fundAbbreviation": null,
"sedol": "BGRDV66",
"isin": "US31335AEK07",
"cusip": "31335AEK0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816561,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G61628 3.50% 9/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 113683,
"marketValue": 102211,
"couponRate": 3.5,
"maturityDate": "2048-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31335BYZ39",
"cusip": "31335BYZ3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816559,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G61733 3.00% 12/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4215417,
"marketValue": 3670275,
"couponRate": 3,
"maturityDate": "2047-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31335B4S22",
"cusip": "31335B4S2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816495,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #G67700 3.50% 8/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4300297,
"marketValue": 3889202,
"couponRate": 3.5,
"maturityDate": "2046-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132XCRV97",
"cusip": "3132XCRV9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816471,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #K93532 4.00% 4/1/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 660201,
"marketValue": 633947,
"couponRate": 4,
"maturityDate": "2036-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132LPY529",
"cusip": "3132LPY52",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816451,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q01658 5.00% 6/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 215907,
"marketValue": 214888,
"couponRate": 5,
"maturityDate": "2041-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132GEZX11",
"cusip": "3132GEZX1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816453,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q01992 4.50% 7/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 24170,
"marketValue": 23323,
"couponRate": 4.5,
"maturityDate": "2041-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132GFF933",
"cusip": "3132GFF93",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816455,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q02705 4.50% 8/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1729469,
"marketValue": 1673328,
"couponRate": 4.5,
"maturityDate": "2041-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132GGAE52",
"cusip": "3132GGAE5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816459,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q15874 4.00% 2/1/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 41757,
"marketValue": 39086,
"couponRate": 4,
"maturityDate": "2043-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132J66L36",
"cusip": "3132J66L3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816461,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q17696 3.50% 4/1/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 451411,
"marketValue": 412013,
"couponRate": 3.5,
"maturityDate": "2043-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132J87J35",
"cusip": "3132J87J3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816463,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q18236 3.50% 5/1/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 669423,
"marketValue": 610989,
"couponRate": 3.5,
"maturityDate": "2043-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132J9S255",
"cusip": "3132J9S25",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816465,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q19133 3.50% 6/1/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 524401,
"marketValue": 476501,
"couponRate": 3.5,
"maturityDate": "2043-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132JASX45",
"cusip": "3132JASX4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816467,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q22946 4.00% 11/1/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3604336,
"marketValue": 3388570,
"couponRate": 4,
"maturityDate": "2043-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132JQHX16",
"cusip": "3132JQHX1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816473,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q28558 3.50% 9/1/2044",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2336567,
"marketValue": 2118369,
"couponRate": 3.5,
"maturityDate": "2044-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132M9E755",
"cusip": "3132M9E75",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816477,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q42034 4.50% 7/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 89765,
"marketValue": 86343,
"couponRate": 4.5,
"maturityDate": "2046-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132WFHL65",
"cusip": "3132WFHL6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816475,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q42633 4.50% 8/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 252111,
"marketValue": 242033,
"couponRate": 4.5,
"maturityDate": "2046-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132WF4T34",
"cusip": "3132WF4T3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816479,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q43312 4.50% 9/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 419324,
"marketValue": 403603,
"couponRate": 4.5,
"maturityDate": "2046-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132WGVE40",
"cusip": "3132WGVE4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816481,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q43461 4.50% 10/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 240819,
"marketValue": 231794,
"couponRate": 4.5,
"maturityDate": "2046-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132WGZ340",
"cusip": "3132WGZ34",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816483,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q44689 4.50% 12/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 351296,
"marketValue": 335690,
"couponRate": 4.5,
"maturityDate": "2046-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132WJF718",
"cusip": "3132WJF71",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816485,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q47615 3.50% 4/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 859239,
"marketValue": 765283,
"couponRate": 3.5,
"maturityDate": "2047-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132WMN914",
"cusip": "3132WMN91",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816489,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q47828 4.50% 5/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 244296,
"marketValue": 233242,
"couponRate": 4.5,
"maturityDate": "2047-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132WMVW16",
"cusip": "3132WMVW1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816497,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q51622 3.50% 10/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 969675,
"marketValue": 863649,
"couponRate": 3.5,
"maturityDate": "2047-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132XTYU66",
"cusip": "3132XTYU6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816503,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q52069 3.50% 11/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1270024,
"marketValue": 1143445,
"couponRate": 3.5,
"maturityDate": "2047-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132XUJP10",
"cusip": "3132XUJP1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816499,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q52596 4.50% 12/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1226819,
"marketValue": 1172687,
"couponRate": 4.5,
"maturityDate": "2047-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132XU3E39",
"cusip": "3132XU3E3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816501,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q52613 4.00% 12/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3504700,
"marketValue": 3265476,
"couponRate": 4,
"maturityDate": "2047-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132XU3X10",
"cusip": "3132XU3X1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816505,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q53878 4.00% 1/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3494962,
"marketValue": 3257001,
"couponRate": 4,
"maturityDate": "2048-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132XWJY82",
"cusip": "3132XWJY8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816507,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q54698 3.50% 3/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 223024,
"marketValue": 202175,
"couponRate": 3.5,
"maturityDate": "2048-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132XXGG86",
"cusip": "3132XXGG8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816509,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q54699 3.50% 3/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 382815,
"marketValue": 345977,
"couponRate": 3.5,
"maturityDate": "2048-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132XXGH69",
"cusip": "3132XXGH6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816511,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q54700 3.50% 3/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 707737,
"marketValue": 637599,
"couponRate": 3.5,
"maturityDate": "2048-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132XXGJ26",
"cusip": "3132XXGJ2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816513,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q54701 3.50% 3/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 851409,
"marketValue": 765445,
"couponRate": 3.5,
"maturityDate": "2048-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132XXGK98",
"cusip": "3132XXGK9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816515,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q54709 3.50% 3/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 926478,
"marketValue": 832989,
"couponRate": 3.5,
"maturityDate": "2048-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132XXGT08",
"cusip": "3132XXGT0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816517,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q54781 3.50% 3/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 633540,
"marketValue": 570048,
"couponRate": 3.5,
"maturityDate": "2048-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132XXJ347",
"cusip": "3132XXJ34",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816519,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q54782 3.50% 3/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 482985,
"marketValue": 434244,
"couponRate": 3.5,
"maturityDate": "2048-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132XXJ420",
"cusip": "3132XXJ42",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816521,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q54831 3.50% 3/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 240611,
"marketValue": 217293,
"couponRate": 3.5,
"maturityDate": "2048-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132XXLM99",
"cusip": "3132XXLM9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816523,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q55056 3.50% 3/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 566055,
"marketValue": 508942,
"couponRate": 3.5,
"maturityDate": "2048-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132XXTN90",
"cusip": "3132XXTN9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816525,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q55060 3.50% 4/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 210118,
"marketValue": 188913,
"couponRate": 3.5,
"maturityDate": "2048-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132XXTS87",
"cusip": "3132XXTS8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816529,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q55970 4.00% 5/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 385632,
"marketValue": 359621,
"couponRate": 4,
"maturityDate": "2048-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132XYT492",
"cusip": "3132XYT49",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816531,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q55971 4.00% 5/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 808476,
"marketValue": 752700,
"couponRate": 4,
"maturityDate": "2048-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132XYT567",
"cusip": "3132XYT56",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816527,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q56175 4.00% 5/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 716143,
"marketValue": 667280,
"couponRate": 4,
"maturityDate": "2048-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132XY2H96",
"cusip": "3132XY2H9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816533,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q56589 3.50% 6/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 281040,
"marketValue": 253508,
"couponRate": 3.5,
"maturityDate": "2048-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132Y0KB57",
"cusip": "3132Y0KB5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816535,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q56590 3.50% 6/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 477366,
"marketValue": 429407,
"couponRate": 3.5,
"maturityDate": "2048-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132Y0KC31",
"cusip": "3132Y0KC3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816537,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q56591 3.50% 6/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 160381,
"marketValue": 144194,
"couponRate": 3.5,
"maturityDate": "2048-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132Y0KD14",
"cusip": "3132Y0KD1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816539,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q56599 4.00% 6/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1258763,
"marketValue": 1171921,
"couponRate": 4,
"maturityDate": "2048-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132Y0KM13",
"cusip": "3132Y0KM1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816541,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q57242 4.50% 7/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 307004,
"marketValue": 293128,
"couponRate": 4.5,
"maturityDate": "2048-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132Y1BL14",
"cusip": "3132Y1BL1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816543,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q58378 4.50% 9/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 855277,
"marketValue": 816005,
"couponRate": 4.5,
"maturityDate": "2048-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132Y2JY36",
"cusip": "3132Y2JY3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816545,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q58411 4.50% 9/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2354448,
"marketValue": 2251912,
"couponRate": 4.5,
"maturityDate": "2048-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132Y2KZ81",
"cusip": "3132Y2KZ8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816547,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #Q58436 4.50% 9/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1223862,
"marketValue": 1171131,
"couponRate": 4.5,
"maturityDate": "2048-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132Y2LS30",
"cusip": "3132Y2LS3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816549,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QA0284 3.50% 6/1/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2738905,
"marketValue": 2459038,
"couponRate": 3.5,
"maturityDate": "2049-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31334WJ514",
"cusip": "31334WJ51",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816551,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QA1885 3.50% 8/1/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4067873,
"marketValue": 3652173,
"couponRate": 3.5,
"maturityDate": "2049-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31334YCW57",
"cusip": "31334YCW5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816563,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QA2748 3.50% 9/1/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 828982,
"marketValue": 744274,
"couponRate": 3.5,
"maturityDate": "2049-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31339SBR58",
"cusip": "31339SBR5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816567,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QB2781 2.50% 9/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 16317,
"marketValue": 13350,
"couponRate": 2.5,
"maturityDate": "2050-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133A9CS24",
"cusip": "3133A9CS2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816569,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QB4847 2.50% 10/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 605888,
"marketValue": 495036,
"couponRate": 2.5,
"maturityDate": "2050-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133ABL402",
"cusip": "3133ABL40",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816573,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QB5184 2.50% 10/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 35821,
"marketValue": 29398,
"couponRate": 2.5,
"maturityDate": "2050-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133ABXM71",
"cusip": "3133ABXM7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816571,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QB5200 2.50% 11/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 53080,
"marketValue": 43302,
"couponRate": 2.5,
"maturityDate": "2050-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133ABX548",
"cusip": "3133ABX54",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816575,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QB5608 2.50% 11/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 469820,
"marketValue": 387625,
"couponRate": 2.5,
"maturityDate": "2050-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133ACGR35",
"cusip": "3133ACGR3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816577,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QB5799 2.50% 11/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 92924,
"marketValue": 75861,
"couponRate": 2.5,
"maturityDate": "2050-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133ACNQ78",
"cusip": "3133ACNQ7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816579,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QB5838 2.50% 11/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 128585,
"marketValue": 105057,
"couponRate": 2.5,
"maturityDate": "2050-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133ACPX02",
"cusip": "3133ACPX0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816581,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QB7147 2.50% 1/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 878509,
"marketValue": 724398,
"couponRate": 2.5,
"maturityDate": "2051-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133AD5G78",
"cusip": "3133AD5G7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816583,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QB7854 2.50% 1/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 297778,
"marketValue": 245633,
"couponRate": 2.5,
"maturityDate": "2051-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133AEWP50",
"cusip": "3133AEWP5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816587,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QB8605 2.00% 2/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3203392,
"marketValue": 2539044,
"couponRate": 2,
"maturityDate": "2051-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133AFR293",
"cusip": "3133AFR29",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816585,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QB8934 2.50% 2/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 163448,
"marketValue": 134016,
"couponRate": 2.5,
"maturityDate": "2051-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133AF4T53",
"cusip": "3133AF4T5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816589,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QB9901 2.50% 3/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1179046,
"marketValue": 961855,
"couponRate": 2.5,
"maturityDate": "2051-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133AHAA50",
"cusip": "3133AHAA5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816591,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC0416 2.50% 4/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 510743,
"marketValue": 416657,
"couponRate": 2.5,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133AJN906",
"cusip": "3133AJN90",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816593,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC1084 2.50% 4/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 80572,
"marketValue": 66426,
"couponRate": 2.5,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133AKFZ85",
"cusip": "3133AKFZ8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816595,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC1187 2.50% 4/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1972108,
"marketValue": 1611159,
"couponRate": 2.5,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133AKJ845",
"cusip": "3133AKJ84",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816597,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC1292 2.50% 5/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 527451,
"marketValue": 433516,
"couponRate": 2.5,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133AKNH95",
"cusip": "3133AKNH9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816601,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC2992 2.50% 6/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 62849,
"marketValue": 51751,
"couponRate": 2.5,
"maturityDate": "2051-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133AMKD74",
"cusip": "3133AMKD7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816603,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC3428 2.50% 6/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 133759,
"marketValue": 109115,
"couponRate": 2.5,
"maturityDate": "2051-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133AMYZ31",
"cusip": "3133AMYZ3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816607,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC3654 2.50% 7/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 175468,
"marketValue": 143141,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133ANBX13",
"cusip": "3133ANBX1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816609,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC4006 2.50% 6/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 40398,
"marketValue": 32955,
"couponRate": 2.5,
"maturityDate": "2051-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133ANNX84",
"cusip": "3133ANNX8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816611,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC4225 2.50% 7/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 21885,
"marketValue": 18032,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133ANVS08",
"cusip": "3133ANVS0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816605,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC4413 2.50% 7/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 171618,
"marketValue": 141406,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133AN3W20",
"cusip": "3133AN3W2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816613,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC5206 2.50% 8/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 225995,
"marketValue": 186005,
"couponRate": 2.5,
"maturityDate": "2051-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133APYB93",
"cusip": "3133APYB9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816615,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC6516 2.50% 9/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 816905,
"marketValue": 666406,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133ARGZ20",
"cusip": "3133ARGZ2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816617,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC6597 2.50% 9/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 572198,
"marketValue": 466780,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133ARKJ32",
"cusip": "3133ARKJ3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816619,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC6761 2.50% 9/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 190777,
"marketValue": 155627,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133ARQN89",
"cusip": "3133ARQN8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816621,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC6821 2.50% 9/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 401091,
"marketValue": 327192,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133ARSJ59",
"cusip": "3133ARSJ5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816623,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC7626 3.00% 9/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 657470,
"marketValue": 564662,
"couponRate": 3,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133ASPK33",
"cusip": "3133ASPK3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816625,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC7739 2.50% 9/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 238430,
"marketValue": 194501,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133ASS468",
"cusip": "3133ASS46",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816627,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC8196 2.50% 10/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 769386,
"marketValue": 627646,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133ATC908",
"cusip": "3133ATC90",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816633,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC9123 2.50% 10/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 405587,
"marketValue": 330867,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133AUD474",
"cusip": "3133AUD47",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816635,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC9156 2.50% 10/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 292332,
"marketValue": 239619,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133AUE530",
"cusip": "3133AUE53",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816639,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QC9561 2.50% 11/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1394700,
"marketValue": 1137744,
"couponRate": 2.5,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133AUTS78",
"cusip": "3133AUTS7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816641,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD1626 2.50% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2830820,
"marketValue": 2309238,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133AXYX48",
"cusip": "3133AXYX4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816643,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD1841 2.00% 11/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4377084,
"marketValue": 3422464,
"couponRate": 2,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133AYBJ83",
"cusip": "3133AYBJ8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816647,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD2128 2.50% 11/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 39730,
"marketValue": 32705,
"couponRate": 2.5,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133AYLH18",
"cusip": "3133AYLH1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816649,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD2923 2.50% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1757111,
"marketValue": 1433351,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B0G801",
"cusip": "3133B0G80",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816651,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD3310 3.00% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4351386,
"marketValue": 3711045,
"couponRate": 3,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B0VB68",
"cusip": "3133B0VB6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816655,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD4256 2.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 744341,
"marketValue": 611391,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B1WR84",
"cusip": "3133B1WR8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816657,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD5570 2.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 52339,
"marketValue": 42983,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B3FK80",
"cusip": "3133B3FK8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816659,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD5828 2.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 42710,
"marketValue": 35042,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B3PM37",
"cusip": "3133B3PM3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816661,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD5941 2.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1392001,
"marketValue": 1149573,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B3S651",
"cusip": "3133B3S65",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816663,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD7089 3.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4593834,
"marketValue": 4095894,
"couponRate": 3.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B42W47",
"cusip": "3133B42W4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816665,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD7187 2.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 480495,
"marketValue": 395355,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B46Y66",
"cusip": "3133B46Y6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816669,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD7321 3.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 280287,
"marketValue": 249207,
"couponRate": 3.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B5D252",
"cusip": "3133B5D25",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816667,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD8010 2.00% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 969434,
"marketValue": 757576,
"couponRate": 2,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B53T71",
"cusip": "3133B53T7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816673,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD8103 2.00% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 874364,
"marketValue": 681843,
"couponRate": 2,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B6AC41",
"cusip": "3133B6AC4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816675,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD8208 3.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 37822,
"marketValue": 33633,
"couponRate": 3.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B6DM95",
"cusip": "3133B6DM9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816677,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD8408 2.00% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 853571,
"marketValue": 665787,
"couponRate": 2,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B6KV12",
"cusip": "3133B6KV1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816679,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD8807 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 224963,
"marketValue": 184484,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B6YC84",
"cusip": "3133B6YC8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816681,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD8820 2.00% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 529306,
"marketValue": 413514,
"couponRate": 2,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B6YR53",
"cusip": "3133B6YR5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816671,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD8966 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 872646,
"marketValue": 716892,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B66B19",
"cusip": "3133B66B1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816683,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD9030 3.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 659254,
"marketValue": 584984,
"couponRate": 3.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B7A734",
"cusip": "3133B7A73",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816685,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD9527 4.00% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 16349,
"marketValue": 14981,
"couponRate": 4,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B7SQ28",
"cusip": "3133B7SQ2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816687,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD9578 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3636027,
"marketValue": 2985393,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B7UB21",
"cusip": "3133B7UB2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816689,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD9765 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1261465,
"marketValue": 1035495,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B7Z681",
"cusip": "3133B7Z68",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816691,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD9911 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 173360,
"marketValue": 142035,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B8AL06",
"cusip": "3133B8AL0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816693,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QD9973 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 737890,
"marketValue": 601652,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B8CJ32",
"cusip": "3133B8CJ3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816701,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE0025 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 609341,
"marketValue": 499514,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B9A201",
"cusip": "3133B9A20",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816703,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE0312 2.00% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 966723,
"marketValue": 753636,
"couponRate": 2,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B9KZ64",
"cusip": "3133B9KZ6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816705,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE0322 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2234421,
"marketValue": 1821877,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B9LB87",
"cusip": "3133B9LB8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816707,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE0374 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2401367,
"marketValue": 1971595,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B9MX98",
"cusip": "3133B9MX9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816709,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE0521 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5437052,
"marketValue": 4434558,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B9SJ41",
"cusip": "3133B9SJ4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816711,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE0615 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 118632,
"marketValue": 97254,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B9VG64",
"cusip": "3133B9VG6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816695,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE0799 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1770498,
"marketValue": 1453556,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B93G78",
"cusip": "3133B93G7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816697,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE0849 2.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 177637,
"marketValue": 144840,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B95J99",
"cusip": "3133B95J9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816699,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE0888 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4978433,
"marketValue": 4087493,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133B96Z23",
"cusip": "3133B96Z2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816713,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE1724 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 507961,
"marketValue": 414176,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BA4H15",
"cusip": "3133BA4H1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816715,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE1863 2.50% 5/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1483321,
"marketValue": 1215352,
"couponRate": 2.5,
"maturityDate": "2052-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BBB815",
"cusip": "3133BBB81",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816717,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE2112 2.50% 5/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 506949,
"marketValue": 415114,
"couponRate": 2.5,
"maturityDate": "2052-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BBKZ13",
"cusip": "3133BBKZ1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816719,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE2310 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 618421,
"marketValue": 509679,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BBR761",
"cusip": "3133BBR76",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816721,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE2317 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1592265,
"marketValue": 1305232,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BBSE02",
"cusip": "3133BBSE0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816723,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE2352 2.50% 5/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2524084,
"marketValue": 2068270,
"couponRate": 2.5,
"maturityDate": "2052-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BBTH24",
"cusip": "3133BBTH2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816725,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE2470 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1530684,
"marketValue": 1253186,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BBW704",
"cusip": "3133BBW70",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816727,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE4044 2.50% 6/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1750031,
"marketValue": 1433316,
"couponRate": 2.5,
"maturityDate": "2052-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BDP589",
"cusip": "3133BDP58",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816729,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE5301 3.50% 5/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 800581,
"marketValue": 709196,
"couponRate": 3.5,
"maturityDate": "2052-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BE3J08",
"cusip": "3133BE3J0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816733,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE5589 3.50% 5/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 666112,
"marketValue": 589812,
"couponRate": 3.5,
"maturityDate": "2052-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BFF627",
"cusip": "3133BFF62",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816737,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE6097 2.50% 7/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 158042,
"marketValue": 129373,
"couponRate": 2.5,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BFX216",
"cusip": "3133BFX21",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816731,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE6185 5.00% 7/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 696396,
"marketValue": 675698,
"couponRate": 5,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BF2S88",
"cusip": "3133BF2S8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816743,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE7412 4.00% 8/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 120000,
"marketValue": 109963,
"couponRate": 4,
"maturityDate": "2052-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BHGV25",
"cusip": "3133BHGV2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816739,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE7987 5.50% 8/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 244221,
"marketValue": 241934,
"couponRate": 5.5,
"maturityDate": "2052-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BH2U98",
"cusip": "3133BH2U9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816741,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE8026 2.50% 8/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 493304,
"marketValue": 404119,
"couponRate": 2.5,
"maturityDate": "2052-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BH4K98",
"cusip": "3133BH4K9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816749,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE8282 5.00% 8/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 27345,
"marketValue": 26482,
"couponRate": 5,
"maturityDate": "2052-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BJFX55",
"cusip": "3133BJFX5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816751,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE8533 4.00% 7/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 199576,
"marketValue": 182947,
"couponRate": 4,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BJPS50",
"cusip": "3133BJPS5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816753,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE8579 4.50% 8/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 513227,
"marketValue": 483595,
"couponRate": 4.5,
"maturityDate": "2052-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BJQ881",
"cusip": "3133BJQ88",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816747,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE8989 2.50% 8/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 362023,
"marketValue": 296049,
"couponRate": 2.5,
"maturityDate": "2052-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BJ7A44",
"cusip": "3133BJ7A4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816755,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE9260 4.00% 8/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 249586,
"marketValue": 228777,
"couponRate": 4,
"maturityDate": "2052-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BKJD29",
"cusip": "3133BKJD2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816757,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE9349 4.00% 9/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 294421,
"marketValue": 270190,
"couponRate": 4,
"maturityDate": "2052-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BKL641",
"cusip": "3133BKL64",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816759,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QE9497 4.50% 9/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 590713,
"marketValue": 556641,
"couponRate": 4.5,
"maturityDate": "2052-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BKRS06",
"cusip": "3133BKRS0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816761,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF0212 4.50% 9/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2391805,
"marketValue": 2254541,
"couponRate": 4.5,
"maturityDate": "2052-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BMGV10",
"cusip": "3133BMGV1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816763,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF0666 4.00% 9/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 223220,
"marketValue": 204505,
"couponRate": 4,
"maturityDate": "2052-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BMW354",
"cusip": "3133BMW35",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816765,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF0923 2.50% 9/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 252726,
"marketValue": 206772,
"couponRate": 2.5,
"maturityDate": "2052-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BNAY95",
"cusip": "3133BNAY9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816767,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF1236 4.50% 10/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3491210,
"marketValue": 3290975,
"couponRate": 4.5,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BNLR26",
"cusip": "3133BNLR2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816773,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF1560 4.00% 10/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 590583,
"marketValue": 541076,
"couponRate": 4,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BNWV19",
"cusip": "3133BNWV1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816775,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF2009 4.50% 10/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 341994,
"marketValue": 322355,
"couponRate": 4.5,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BPGS12",
"cusip": "3133BPGS1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816777,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF2221 4.00% 10/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4752935,
"marketValue": 4355713,
"couponRate": 4,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BPPE25",
"cusip": "3133BPPE2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816779,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF2223 4.00% 10/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 291104,
"marketValue": 266661,
"couponRate": 4,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BPPG72",
"cusip": "3133BPPG7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816781,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF2368 4.50% 10/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2822446,
"marketValue": 2660079,
"couponRate": 4.5,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BPTZ18",
"cusip": "3133BPTZ1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816783,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF2960 4.50% 11/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2753462,
"marketValue": 2595350,
"couponRate": 4.5,
"maturityDate": "2052-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BQJD98",
"cusip": "3133BQJD9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816789,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF4602 2.50% 12/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 194896,
"marketValue": 159607,
"couponRate": 2.5,
"maturityDate": "2052-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BSDF66",
"cusip": "3133BSDF6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816785,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF5391 4.00% 12/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 656661,
"marketValue": 601895,
"couponRate": 4,
"maturityDate": "2052-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BS7C01",
"cusip": "3133BS7C0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816793,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF6121 6.00% 1/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 432952,
"marketValue": 437144,
"couponRate": 6,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BTYS32",
"cusip": "3133BTYS3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816791,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF6264 2.50% 1/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 146420,
"marketValue": 119604,
"couponRate": 2.5,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BT5Z95",
"cusip": "3133BT5Z9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816797,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF7483 5.50% 2/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 815249,
"marketValue": 806023,
"couponRate": 5.5,
"maturityDate": "2053-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BVJ485",
"cusip": "3133BVJ48",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816799,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF7774 5.50% 2/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4577026,
"marketValue": 4528999,
"couponRate": 5.5,
"maturityDate": "2053-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BVT708",
"cusip": "3133BVT70",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816801,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF7852 4.00% 2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1740104,
"marketValue": 1593897,
"couponRate": 4,
"maturityDate": "2053-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BVWM36",
"cusip": "3133BVWM3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816803,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF8331 5.50% 2/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 474015,
"marketValue": 468713,
"couponRate": 5.5,
"maturityDate": "2053-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BWHG16",
"cusip": "3133BWHG1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816809,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QF9463 4.00% 3/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2904986,
"marketValue": 2658631,
"couponRate": 4,
"maturityDate": "2053-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133BXQQ79",
"cusip": "3133BXQQ7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816817,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG1266 5.50% 4/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 117465,
"marketValue": 116214,
"couponRate": 5.5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133C1MP29",
"cusip": "3133C1MP2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816815,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG1719 5.50% 5/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 45729,
"marketValue": 45192,
"couponRate": 5.5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133C14C10",
"cusip": "3133C14C1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816819,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG1829 5.00% 4/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1083038,
"marketValue": 1046711,
"couponRate": 5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133C2A650",
"cusip": "3133C2A65",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816821,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG2060 5.00% 5/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 725881,
"marketValue": 702054,
"couponRate": 5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133C2JD19",
"cusip": "3133C2JD1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816823,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG2329 4.00% 4/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 146744,
"marketValue": 134394,
"couponRate": 4,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133C2SS86",
"cusip": "3133C2SS8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816825,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG3365 5.50% 5/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3992321,
"marketValue": 3967725,
"couponRate": 5.5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133C3W280",
"cusip": "3133C3W28",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816831,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG3775 5.50% 6/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 23504,
"marketValue": 23217,
"couponRate": 5.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133C4FQ24",
"cusip": "3133C4FQ2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816833,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG4096 6.00% 6/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 466543,
"marketValue": 469072,
"couponRate": 6,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133C4RR78",
"cusip": "3133C4RR7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816837,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG4732 5.50% 6/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 32287,
"marketValue": 32030,
"couponRate": 5.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133C5HH71",
"cusip": "3133C5HH7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816839,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG4778 5.00% 6/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 968739,
"marketValue": 938091,
"couponRate": 5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133C5JX04",
"cusip": "3133C5JX0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816847,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG6394 5.00% 7/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 744429,
"marketValue": 721454,
"couponRate": 5,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133C7C705",
"cusip": "3133C7C70",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816851,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG8013 5.00% 8/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 739521,
"marketValue": 714446,
"couponRate": 5,
"maturityDate": "2053-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133C83W38",
"cusip": "3133C83W3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816855,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QG9140 5.00% 8/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 969599,
"marketValue": 937722,
"couponRate": 5,
"maturityDate": "2053-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133CAEM81",
"cusip": "3133CAEM8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816861,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QH6802 6.50% 12/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 362623,
"marketValue": 370386,
"couponRate": 6.5,
"maturityDate": "2053-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133CKRX81",
"cusip": "3133CKRX8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817081,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QI0001 4.00% 2/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1496603,
"marketValue": 1369462,
"couponRate": 4,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133W6AA56",
"cusip": "3133W6AA5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817089,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QI3302 6.50% 4/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 18459,
"marketValue": 18854,
"couponRate": 6.5,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133W9U337",
"cusip": "3133W9U33",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817091,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QI3333 6.00% 4/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 377247,
"marketValue": 380336,
"couponRate": 6,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133W9V244",
"cusip": "3133W9V24",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817093,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QI4365 6.50% 4/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2676821,
"marketValue": 2740047,
"couponRate": 6.5,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133WAZ689",
"cusip": "3133WAZ68",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817099,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QI7015 6.50% 6/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 501899,
"marketValue": 512628,
"couponRate": 6.5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133WDYL08",
"cusip": "3133WDYL0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817101,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QI7041 6.50% 6/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 576622,
"marketValue": 588891,
"couponRate": 6.5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133WDZE55",
"cusip": "3133WDZE5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817109,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QI9449 6.50% 7/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 923378,
"marketValue": 942986,
"couponRate": 6.5,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133WGQA65",
"cusip": "3133WGQA6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816863,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QJ1440 6.00% 8/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 586028,
"marketValue": 589148,
"couponRate": 6,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133CRS532",
"cusip": "3133CRS53",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816865,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QJ1576 6.50% 8/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1163297,
"marketValue": 1189311,
"couponRate": 6.5,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133CRXD07",
"cusip": "3133CRXD0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816869,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QJ3972 4.50% 9/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 41125,
"marketValue": 38698,
"couponRate": 4.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133CUMV52",
"cusip": "3133CUMV5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816875,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QJ5733 6.00% 10/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 25762,
"marketValue": 25903,
"couponRate": 6,
"maturityDate": "2054-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133CWLN02",
"cusip": "3133CWLN0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816877,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QJ5986 4.00% 10/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1704667,
"marketValue": 1559554,
"couponRate": 4,
"maturityDate": "2054-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133CWUK61",
"cusip": "3133CWUK6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816879,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QJ6847 4.00% 10/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3128808,
"marketValue": 2863122,
"couponRate": 4,
"maturityDate": "2054-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133CXTC48",
"cusip": "3133CXTC4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816883,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QJ8400 4.50% 11/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 58000,
"marketValue": 54577,
"couponRate": 4.5,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133D0KM23",
"cusip": "3133D0KM2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816885,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QJ8517 4.00% 11/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1382906,
"marketValue": 1266353,
"couponRate": 4,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133D0PA30",
"cusip": "3133D0PA3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816881,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QJ8917 4.00% 11/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1536869,
"marketValue": 1406040,
"couponRate": 4,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133D04A62",
"cusip": "3133D04A6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819063,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QX0376 5.50% 12/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 941387,
"marketValue": 932421,
"couponRate": 5.5,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31425UM286",
"cusip": "31425UM28",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819067,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QX0716 4.50% 12/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 760296,
"marketValue": 715427,
"couponRate": 4.5,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31425UYN98",
"cusip": "31425UYN9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819069,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QX1326 4.00% 12/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 910841,
"marketValue": 833304,
"couponRate": 4,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31425VPL17",
"cusip": "31425VPL1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819071,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #QX1468 6.50% 12/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 263181,
"marketValue": 268796,
"couponRate": 6.5,
"maturityDate": "2054-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31425VT297",
"cusip": "31425VT29",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816897,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA3022 2.50% 6/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 155747,
"marketValue": 128499,
"couponRate": 2.5,
"maturityDate": "2050-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KJLB60",
"cusip": "3133KJLB6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816899,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA3055 2.50% 7/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 110960,
"marketValue": 90656,
"couponRate": 2.5,
"maturityDate": "2050-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KJMC35",
"cusip": "3133KJMC3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816901,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA3384 3.00% 8/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2490874,
"marketValue": 2144334,
"couponRate": 3,
"maturityDate": "2050-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KJXM97",
"cusip": "3133KJXM9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816905,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA3611 2.50% 9/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 124725,
"marketValue": 102015,
"couponRate": 2.5,
"maturityDate": "2050-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KKAL35",
"cusip": "3133KKAL3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816907,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA3932 2.50% 11/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1217558,
"marketValue": 1011334,
"couponRate": 2.5,
"maturityDate": "2050-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KKLM98",
"cusip": "3133KKLM9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816909,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA3934 2.50% 11/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 571794,
"marketValue": 471756,
"couponRate": 2.5,
"maturityDate": "2050-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KKLP20",
"cusip": "3133KKLP2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816917,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA4179 2.50% 12/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 42021,
"marketValue": 34279,
"couponRate": 2.5,
"maturityDate": "2050-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KKUC16",
"cusip": "3133KKUC1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816919,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA4351 2.50% 1/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 91800,
"marketValue": 75739,
"couponRate": 2.5,
"maturityDate": "2051-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KKZQ56",
"cusip": "3133KKZQ5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816921,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA4352 2.00% 1/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1681772,
"marketValue": 1326518,
"couponRate": 2,
"maturityDate": "2051-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KKZR30",
"cusip": "3133KKZR3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816903,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA4410 2.50% 1/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1885287,
"marketValue": 1555447,
"couponRate": 2.5,
"maturityDate": "2051-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KK3T46",
"cusip": "3133KK3T4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816929,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA4530 2.50% 2/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1006174,
"marketValue": 820824,
"couponRate": 2.5,
"maturityDate": "2051-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KLA726",
"cusip": "3133KLA72",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816931,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA4561 2.50% 2/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 948539,
"marketValue": 773807,
"couponRate": 2.5,
"maturityDate": "2051-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KLB633",
"cusip": "3133KLB63",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816937,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA5259 2.50% 5/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4444282,
"marketValue": 3665159,
"couponRate": 2.5,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KLZY63",
"cusip": "3133KLZY6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816923,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA5275 2.50% 5/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 825097,
"marketValue": 676427,
"couponRate": 2.5,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KL2G16",
"cusip": "3133KL2G1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816925,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA5286 2.50% 5/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 21509,
"marketValue": 17566,
"couponRate": 2.5,
"maturityDate": "2051-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KL2T37",
"cusip": "3133KL2T3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816947,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA5767 2.50% 9/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 895540,
"marketValue": 730554,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KMMQ59",
"cusip": "3133KMMQ5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816953,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA5971 3.00% 9/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3819268,
"marketValue": 3298621,
"couponRate": 3,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KMT476",
"cusip": "3133KMT47",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816955,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA5995 2.50% 10/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1321147,
"marketValue": 1077753,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KMUU79",
"cusip": "3133KMUU7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816957,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA6017 2.50% 10/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 497756,
"marketValue": 406054,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KMVJ16",
"cusip": "3133KMVJ1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816965,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA6114 2.00% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 481577,
"marketValue": 375893,
"couponRate": 2,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KMYK51",
"cusip": "3133KMYK5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816959,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA6132 2.50% 10/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1045805,
"marketValue": 860885,
"couponRate": 2.5,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KMY583",
"cusip": "3133KMY58",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816939,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA6231 2.50% 11/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2382874,
"marketValue": 1943867,
"couponRate": 2.5,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KM4Q51",
"cusip": "3133KM4Q5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816975,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA6411 2.50% 11/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 548276,
"marketValue": 447265,
"couponRate": 2.5,
"maturityDate": "2051-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KNDQ34",
"cusip": "3133KNDQ3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816981,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA6469 2.50% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 39993,
"marketValue": 32773,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KNFJ72",
"cusip": "3133KNFJ7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816979,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA6492 2.50% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 778604,
"marketValue": 635154,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KNF994",
"cusip": "3133KNF99",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816985,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA6614 2.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 95808,
"marketValue": 78340,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KNK366",
"cusip": "3133KNK36",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816987,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA6900 2.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 890588,
"marketValue": 730710,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KNUZ40",
"cusip": "3133KNUZ4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816989,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA6913 2.00% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3728585,
"marketValue": 2910075,
"couponRate": 2,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KNVE02",
"cusip": "3133KNVE0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816991,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA7020 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 74701,
"marketValue": 61323,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KNYR87",
"cusip": "3133KNYR8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816993,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA7021 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 94022,
"marketValue": 77187,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KNYS60",
"cusip": "3133KNYS6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816967,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA7091 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 213146,
"marketValue": 175114,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KN2Y85",
"cusip": "3133KN2Y8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816969,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA7139 2.50% 5/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 48812,
"marketValue": 39832,
"couponRate": 2.5,
"maturityDate": "2052-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KN4Y67",
"cusip": "3133KN4Y6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816999,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA7263 2.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 65779,
"marketValue": 54036,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KPB808",
"cusip": "3133KPB80",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817001,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA7502 5.00% 6/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 119592,
"marketValue": 115940,
"couponRate": 5,
"maturityDate": "2052-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KPKP26",
"cusip": "3133KPKP2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817005,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA7618 5.00% 7/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 357454,
"marketValue": 346495,
"couponRate": 5,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KPPB84",
"cusip": "3133KPPB8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817007,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA7772 4.00% 8/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 159784,
"marketValue": 146303,
"couponRate": 4,
"maturityDate": "2052-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KPT578",
"cusip": "3133KPT57",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817009,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA7918 4.00% 9/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 294885,
"marketValue": 270619,
"couponRate": 4,
"maturityDate": "2052-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KPYP79",
"cusip": "3133KPYP7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816995,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA8028 2.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 65189,
"marketValue": 53475,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KP4M74",
"cusip": "3133KP4M7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817019,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA8647 4.50% 5/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 239422,
"marketValue": 225740,
"couponRate": 4.5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KQTC05",
"cusip": "3133KQTC0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817021,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA8720 4.00% 4/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 419498,
"marketValue": 383998,
"couponRate": 4,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KQVM58",
"cusip": "3133KQVM5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817027,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA9126 2.50% 5/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 384443,
"marketValue": 314055,
"couponRate": 2.5,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KRD768",
"cusip": "3133KRD76",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817035,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA9287 6.50% 6/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4241629,
"marketValue": 4388827,
"couponRate": 6.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KRJ880",
"cusip": "3133KRJ88",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817043,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA9290 6.50% 6/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3193128,
"marketValue": 3295759,
"couponRate": 6.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KRKB95",
"cusip": "3133KRKB9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817045,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA9291 6.50% 6/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2276751,
"marketValue": 2332014,
"couponRate": 6.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KRKC78",
"cusip": "3133KRKC7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817051,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA9295 6.50% 6/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1659836,
"marketValue": 1737647,
"couponRate": 6.5,
"maturityDate": "2053-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KRKG82",
"cusip": "3133KRKG8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817055,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RA9735 2.50% 8/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 357118,
"marketValue": 291649,
"couponRate": 2.5,
"maturityDate": "2053-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KRY814",
"cusip": "3133KRY81",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817061,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RB5071 2.00% 9/1/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3959606,
"marketValue": 3310536,
"couponRate": 2,
"maturityDate": "2040-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KYT414",
"cusip": "3133KYT41",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817059,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RB5297 6.50% 5/1/2044",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 654761,
"marketValue": 671249,
"couponRate": 6.5,
"maturityDate": "2044-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133KY3E77",
"cusip": "3133KY3E7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819081,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ0147 2.50% 9/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 439847,
"marketValue": 359026,
"couponRate": 2.5,
"maturityDate": "2053-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GQEV04",
"cusip": "3142GQEV0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819075,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ0854 6.50% 1/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 635357,
"marketValue": 650505,
"couponRate": 6.5,
"maturityDate": "2054-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GQ5Q19",
"cusip": "3142GQ5Q1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819087,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1725 6.50% 6/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1021132,
"marketValue": 1050617,
"couponRate": 6.5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GR4K30",
"cusip": "3142GR4K3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819141,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1855 5.00% 6/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4570414,
"marketValue": 4425802,
"couponRate": 5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSBZ01",
"cusip": "3142GSBZ0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819143,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1873 2.50% 5/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1088615,
"marketValue": 887453,
"couponRate": 2.5,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSCK23",
"cusip": "3142GSCK2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819145,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ1879 6.00% 4/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 223722,
"marketValue": 224936,
"couponRate": 6,
"maturityDate": "2054-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSCR75",
"cusip": "3142GSCR7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819163,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2212 6.00% 8/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4162337,
"marketValue": 4213479,
"couponRate": 6,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSN616",
"cusip": "3142GSN61",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819201,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2306 6.00% 9/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4234964,
"marketValue": 4292395,
"couponRate": 6,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSR427",
"cusip": "3142GSR42",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819205,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2309 6.00% 9/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2762475,
"marketValue": 2783479,
"couponRate": 6,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSR757",
"cusip": "3142GSR75",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819217,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2325 6.50% 9/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3760416,
"marketValue": 3853505,
"couponRate": 6.5,
"maturityDate": "2054-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GSSP46",
"cusip": "3142GSSP4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819133,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #RJ2622 5.50% 10/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 63161,
"marketValue": 62718,
"couponRate": 5.5,
"maturityDate": "2054-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3142GS4G00",
"cusip": "3142GS4G0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815937,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SC0113 2.00% 12/1/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5351676,
"marketValue": 4473530,
"couponRate": 2,
"maturityDate": "2040-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132D9DS03",
"cusip": "3132D9DS0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815965,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD0185 3.00% 12/1/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3911169,
"marketValue": 3378190,
"couponRate": 3,
"maturityDate": "2049-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DMF266",
"cusip": "3132DMF26",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815973,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD0554 2.50% 3/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1990102,
"marketValue": 1623491,
"couponRate": 2.5,
"maturityDate": "2051-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DMTK17",
"cusip": "3132DMTK1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815947,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD0778 2.50% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 394782,
"marketValue": 323589,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DM2K07",
"cusip": "3132DM2K0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815949,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD0803 3.00% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1626072,
"marketValue": 1396515,
"couponRate": 3,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DM3L70",
"cusip": "3132DM3L7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815959,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD0871 2.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 387723,
"marketValue": 316138,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DM6G58",
"cusip": "3132DM6G5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815979,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD0926 2.50% 7/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 818213,
"marketValue": 670768,
"couponRate": 2.5,
"maturityDate": "2051-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DNA372",
"cusip": "3132DNA37",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815983,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD0975 2.50% 4/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 211452,
"marketValue": 172411,
"couponRate": 2.5,
"maturityDate": "2051-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DNCL55",
"cusip": "3132DNCL5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815985,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD1011 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 132432,
"marketValue": 108945,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DNDQ34",
"cusip": "3132DNDQ3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815989,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD1408 2.50% 8/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 243919,
"marketValue": 200150,
"couponRate": 2.5,
"maturityDate": "2052-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DNR541",
"cusip": "3132DNR54",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815993,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD1450 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2491638,
"marketValue": 2059309,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DNTF05",
"cusip": "3132DNTF0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815997,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD1581 2.50% 9/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 36454,
"marketValue": 29764,
"couponRate": 2.5,
"maturityDate": "2052-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DNXJ70",
"cusip": "3132DNXJ7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815999,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD1608 4.50% 9/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 349809,
"marketValue": 329827,
"couponRate": 4.5,
"maturityDate": "2052-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DNYD91",
"cusip": "3132DNYD9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816001,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD1658 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 120623,
"marketValue": 99177,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DNZX47",
"cusip": "3132DNZX4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816003,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD1660 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 103221,
"marketValue": 84697,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DNZZ94",
"cusip": "3132DNZZ9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816021,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD2066 4.00% 12/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2690305,
"marketValue": 2466722,
"couponRate": 4,
"maturityDate": "2052-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DPJK57",
"cusip": "3132DPJK5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816025,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD2101 2.50% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 253379,
"marketValue": 208575,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DPKN77",
"cusip": "3132DPKN7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816027,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD2246 6.00% 1/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 58182,
"marketValue": 58833,
"couponRate": 6,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DPP771",
"cusip": "3132DPP77",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816029,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD2465 4.50% 10/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 232256,
"marketValue": 218981,
"couponRate": 4.5,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DPW207",
"cusip": "3132DPW20",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816005,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD2600 2.50% 7/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 875833,
"marketValue": 714127,
"couponRate": 2.5,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DP3H95",
"cusip": "3132DP3H9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816009,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD2618 6.00% 2/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 49411,
"marketValue": 49689,
"couponRate": 6,
"maturityDate": "2053-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DP4B17",
"cusip": "3132DP4B1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816011,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD2629 2.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1028553,
"marketValue": 838816,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DP4N54",
"cusip": "3132DP4N5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816013,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD2654 5.00% 4/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1427116,
"marketValue": 1382006,
"couponRate": 5,
"maturityDate": "2053-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DP5P93",
"cusip": "3132DP5P9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816045,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD2963 2.50% 9/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2554098,
"marketValue": 2082532,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQJG29",
"cusip": "3132DQJG2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816047,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD2964 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1205032,
"marketValue": 982545,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQJH02",
"cusip": "3132DQJH0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816059,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD3227 2.50% 7/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1050914,
"marketValue": 856882,
"couponRate": 2.5,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQSQ00",
"cusip": "3132DQSQ0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816073,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD3415 2.50% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 607265,
"marketValue": 498465,
"couponRate": 2.5,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQYL49",
"cusip": "3132DQYL4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816075,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD3416 2.50% 7/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 380174,
"marketValue": 309982,
"couponRate": 2.5,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQYM22",
"cusip": "3132DQYM2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816069,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD3432 6.00% 7/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 654601,
"marketValue": 664769,
"couponRate": 6,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQY599",
"cusip": "3132DQY59",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816031,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD3478 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 970715,
"marketValue": 791491,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQ2K16",
"cusip": "3132DQ2K1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816033,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD3512 6.00% 8/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 568264,
"marketValue": 571881,
"couponRate": 6,
"maturityDate": "2053-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DQ3V61",
"cusip": "3132DQ3V6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816433,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD3632 2.50% 7/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 173389,
"marketValue": 141580,
"couponRate": 2.5,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132E0A935",
"cusip": "3132E0A93",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816437,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD3729 2.50% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 610759,
"marketValue": 501147,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132E0EA66",
"cusip": "3132E0EA6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816447,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD4175 2.50% 6/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 560917,
"marketValue": 460131,
"couponRate": 2.5,
"maturityDate": "2052-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132E0T851",
"cusip": "3132E0T85",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816085,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD4550 2.50% 10/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 510201,
"marketValue": 416021,
"couponRate": 2.5,
"maturityDate": "2053-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DSBT87",
"cusip": "3132DSBT8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816091,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD4815 2.50% 7/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 856136,
"marketValue": 702070,
"couponRate": 2.5,
"maturityDate": "2052-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DSK438",
"cusip": "3132DSK43",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816115,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD5109 2.00% 6/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4878947,
"marketValue": 3809019,
"couponRate": 2,
"maturityDate": "2052-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DSVA76",
"cusip": "3132DSVA7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816079,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD5343 2.00% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4048541,
"marketValue": 3160850,
"couponRate": 2,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DS5C27",
"cusip": "3132DS5C2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816083,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD5369 2.50% 1/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 106652,
"marketValue": 87343,
"couponRate": 2.5,
"maturityDate": "2054-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DS6E73",
"cusip": "3132DS6E7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816131,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD5485 2.50% 9/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 428211,
"marketValue": 349308,
"couponRate": 2.5,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DTCW80",
"cusip": "3132DTCW8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816133,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD5692 6.00% 5/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 483616,
"marketValue": 489583,
"couponRate": 6,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DTKD18",
"cusip": "3132DTKD1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816139,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD5790 6.00% 7/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 937305,
"marketValue": 947825,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DTNF39",
"cusip": "3132DTNF3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816145,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD5896 6.00% 7/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 708898,
"marketValue": 714849,
"couponRate": 6,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DTRR31",
"cusip": "3132DTRR3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816143,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD5905 6.50% 7/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4097418,
"marketValue": 4213920,
"couponRate": 6.5,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DTR282",
"cusip": "3132DTR28",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816149,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD5986 6.50% 7/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3653227,
"marketValue": 3754991,
"couponRate": 6.5,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DTUK41",
"cusip": "3132DTUK4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816155,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6029 6.00% 8/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2583598,
"marketValue": 2624714,
"couponRate": 6,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DTVW79",
"cusip": "3132DTVW7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816161,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6080 2.50% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4879149,
"marketValue": 3978307,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DTXH84",
"cusip": "3132DTXH8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816163,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6081 2.50% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4740487,
"marketValue": 3866796,
"couponRate": 2.5,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DTXJ41",
"cusip": "3132DTXJ4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816165,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6082 2.50% 9/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 487542,
"marketValue": 397526,
"couponRate": 2.5,
"maturityDate": "2052-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DTXK14",
"cusip": "3132DTXK1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816123,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6284 2.00% 1/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5326133,
"marketValue": 4154240,
"couponRate": 2,
"maturityDate": "2054-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DT6V70",
"cusip": "3132DT6V7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816189,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD6883 6.00% 10/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3350190,
"marketValue": 3399334,
"couponRate": 6,
"maturityDate": "2054-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DUUG02",
"cusip": "3132DUUG0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816201,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD7535 2.50% 2/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3830135,
"marketValue": 3180889,
"couponRate": 2.5,
"maturityDate": "2051-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DVLQ67",
"cusip": "3132DVLQ6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816217,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8122 2.50% 1/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 24011,
"marketValue": 19740,
"couponRate": 2.5,
"maturityDate": "2051-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWAX11",
"cusip": "3132DWAX1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816211,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8128 2.00% 2/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 696744,
"marketValue": 544684,
"couponRate": 2,
"maturityDate": "2051-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWA522",
"cusip": "3132DWA52",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816213,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8129 2.50% 2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 151751,
"marketValue": 124918,
"couponRate": 2.5,
"maturityDate": "2051-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWA605",
"cusip": "3132DWA60",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816219,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8160 2.00% 8/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 805906,
"marketValue": 631126,
"couponRate": 2,
"maturityDate": "2051-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWB512",
"cusip": "3132DWB51",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816229,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8172 2.00% 10/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 768094,
"marketValue": 600547,
"couponRate": 2,
"maturityDate": "2051-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWCH43",
"cusip": "3132DWCH4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816231,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8182 2.00% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2090048,
"marketValue": 1635553,
"couponRate": 2,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWCT80",
"cusip": "3132DWCT8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816233,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8183 2.50% 12/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 175120,
"marketValue": 143284,
"couponRate": 2.5,
"maturityDate": "2051-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWCU53",
"cusip": "3132DWCU5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816235,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8188 2.00% 2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 324547,
"marketValue": 253560,
"couponRate": 2,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWCZ41",
"cusip": "3132DWCZ4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816223,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8189 2.50% 1/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 417506,
"marketValue": 342128,
"couponRate": 2.5,
"maturityDate": "2052-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWC270",
"cusip": "3132DWC27",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816225,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8193 2.00% 2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1706888,
"marketValue": 1332764,
"couponRate": 2,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWC684",
"cusip": "3132DWC68",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816227,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8194 2.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 395770,
"marketValue": 323918,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWC767",
"cusip": "3132DWC76",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816241,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8199 2.00% 3/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3395602,
"marketValue": 2652294,
"couponRate": 2,
"maturityDate": "2052-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWDC47",
"cusip": "3132DWDC4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816243,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8204 2.00% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3239895,
"marketValue": 2527789,
"couponRate": 2,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWDH34",
"cusip": "3132DWDH3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816251,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8219 2.50% 6/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 369724,
"marketValue": 301910,
"couponRate": 2.5,
"maturityDate": "2052-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWDY66",
"cusip": "3132DWDY6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816261,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8234 2.50% 8/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3033484,
"marketValue": 2474464,
"couponRate": 2.5,
"maturityDate": "2052-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWEF68",
"cusip": "3132DWEF6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816263,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8237 4.00% 8/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 789162,
"marketValue": 723066,
"couponRate": 4,
"maturityDate": "2052-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWEJ80",
"cusip": "3132DWEJ8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816255,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8256 4.00% 10/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 561159,
"marketValue": 513904,
"couponRate": 4,
"maturityDate": "2052-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWE581",
"cusip": "3132DWE58",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816277,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8262 2.50% 9/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 102791,
"marketValue": 83813,
"couponRate": 2.5,
"maturityDate": "2052-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWFB46",
"cusip": "3132DWFB4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816271,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8288 5.00% 1/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1458547,
"marketValue": 1408951,
"couponRate": 5,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWF570",
"cusip": "3132DWF57",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816275,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8291 2.50% 11/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 547675,
"marketValue": 447742,
"couponRate": 2.5,
"maturityDate": "2052-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWF810",
"cusip": "3132DWF81",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816295,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8306 4.50% 3/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 372330,
"marketValue": 350640,
"couponRate": 4.5,
"maturityDate": "2053-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWGP23",
"cusip": "3132DWGP2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816297,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8312 2.50% 1/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2340684,
"marketValue": 1917923,
"couponRate": 2.5,
"maturityDate": "2053-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWGV90",
"cusip": "3132DWGV9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816285,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8321 4.00% 5/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 530284,
"marketValue": 485351,
"couponRate": 4,
"maturityDate": "2053-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWG644",
"cusip": "3132DWG64",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816315,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8341 5.00% 7/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 696985,
"marketValue": 673759,
"couponRate": 5,
"maturityDate": "2053-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWHS52",
"cusip": "3132DWHS5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816333,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8363 6.00% 9/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3692865,
"marketValue": 3714413,
"couponRate": 6,
"maturityDate": "2053-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWJG96",
"cusip": "3132DWJG9",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816349,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8390 4.00% 11/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1114967,
"marketValue": 1020440,
"couponRate": 4,
"maturityDate": "2053-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWKB80",
"cusip": "3132DWKB8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816351,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8392 4.00% 12/1/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1400160,
"marketValue": 1281425,
"couponRate": 4,
"maturityDate": "2053-12-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWKD47",
"cusip": "3132DWKD4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816353,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8393 4.50% 1/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2253607,
"marketValue": 2121584,
"couponRate": 4.5,
"maturityDate": "2054-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWKE20",
"cusip": "3132DWKE2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816363,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8403 6.50% 2/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3463142,
"marketValue": 3536900,
"couponRate": 6.5,
"maturityDate": "2054-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWKQ59",
"cusip": "3132DWKQ5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816375,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8428 4.00% 5/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1262773,
"marketValue": 1155593,
"couponRate": 4,
"maturityDate": "2054-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWLH42",
"cusip": "3132DWLH4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816385,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8436 4.50% 6/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 198529,
"marketValue": 186829,
"couponRate": 4.5,
"maturityDate": "2054-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWLR24",
"cusip": "3132DWLR2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816369,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8446 5.50% 7/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 574001,
"marketValue": 566766,
"couponRate": 5.5,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWL354",
"cusip": "3132DWL35",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816399,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8456 7.00% 8/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 938120,
"marketValue": 973200,
"couponRate": 7,
"maturityDate": "2054-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWMD29",
"cusip": "3132DWMD2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816401,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8458 4.00% 7/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2297265,
"marketValue": 2101823,
"couponRate": 4,
"maturityDate": "2054-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWMF76",
"cusip": "3132DWMF7",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816409,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8468 5.00% 10/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4481185,
"marketValue": 4327592,
"couponRate": 5,
"maturityDate": "2054-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWMR15",
"cusip": "3132DWMR1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816419,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SD8476 6.00% 11/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 38661,
"marketValue": 38861,
"couponRate": 6,
"maturityDate": "2054-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132DWMZ31",
"cusip": "3132DWMZ3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817077,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #SI2095 2.50% 2/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 39210,
"marketValue": 32110,
"couponRate": 2.5,
"maturityDate": "2052-02-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133USKG55",
"cusip": "3133USKG5",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815909,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #T65375 3.50% 7/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 94427,
"marketValue": 84623,
"couponRate": 3.5,
"maturityDate": "2046-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31322Y6L01",
"cusip": "31322Y6L0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3816469,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #V81992 4.00% 10/1/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 450274,
"marketValue": 416077,
"couponRate": 4,
"maturityDate": "2045-10-01",
"fundAbbreviation": null,
"sedol": "BG21M28",
"isin": "US3132L7F955",
"cusip": "3132L7F95",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815911,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #ZA0583 6.50% 3/1/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 27,
"marketValue": 28,
"couponRate": 6.5,
"maturityDate": "2029-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31329HUG46",
"cusip": "31329HUG4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815913,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #ZA1886 5.00% 6/1/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 10539,
"marketValue": 10505,
"couponRate": 5,
"maturityDate": "2025-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31329KCX00",
"cusip": "31329KCX0",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815919,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #ZA1940 6.50% 4/1/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3492,
"marketValue": 3564,
"couponRate": 6.5,
"maturityDate": "2026-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31329KEM27",
"cusip": "31329KEM2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815915,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #ZA1955 6.50% 9/1/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1136,
"marketValue": 1159,
"couponRate": 6.5,
"maturityDate": "2026-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31329KE429",
"cusip": "31329KE42",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815917,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #ZA1959 6.50% 10/1/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1070,
"marketValue": 1078,
"couponRate": 6.5,
"maturityDate": "2026-10-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31329KE833",
"cusip": "31329KE83",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815921,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #ZA5889 4.00% 11/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1450655,
"marketValue": 1345362,
"couponRate": 4,
"maturityDate": "2048-11-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31329PRJ48",
"cusip": "31329PRJ4",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815923,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #ZS1566 6.50% 8/1/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1244,
"marketValue": 1301,
"couponRate": 6.5,
"maturityDate": "2037-08-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132A1W345",
"cusip": "3132A1W34",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815925,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #ZS4735 3.50% 9/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 61653,
"marketValue": 55358,
"couponRate": 3.5,
"maturityDate": "2047-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132A5HL22",
"cusip": "3132A5HL2",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815931,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #ZS8801 6.50% 3/1/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 327,
"marketValue": 328,
"couponRate": 6.5,
"maturityDate": "2026-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132A9X692",
"cusip": "3132A9X69",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815929,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #ZS8948 6.50% 3/1/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 431,
"marketValue": 432,
"couponRate": 6.5,
"maturityDate": "2026-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132A95H69",
"cusip": "3132A95H6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3815933,
"type": "FIXED_INCOME",
"name": "Freddie Mac Pool #ZT0799 5.00% 9/1/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 6334,
"marketValue": 6315,
"couponRate": 5,
"maturityDate": "2031-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3132AC3G33",
"cusip": "3132AC3G3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3819453,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-1, Class MA, 3.00% 1/25/2056",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2907167,
"marketValue": 2696139,
"couponRate": 3,
"maturityDate": "2056-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35563PAL31",
"cusip": "35563PAL3",
"issuer": "212182781",
"ticker": null,
"issuerName": "Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-1"
},
{
"id": 3819463,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class HT, 3.25% 7/25/2056",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1025710,
"marketValue": 887865,
"couponRate": 3.25,
"maturityDate": "2056-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35563PBX69",
"cusip": "35563PBX6",
"issuer": "212270484",
"ticker": null,
"issuerName": "Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3"
},
{
"id": 3819461,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class MT, 3.00% 7/25/2056",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5105605,
"marketValue": 4380747,
"couponRate": 3,
"maturityDate": "2056-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35563PBS74",
"cusip": "35563PBS7",
"issuer": "212270484",
"ticker": null,
"issuerName": "Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3"
},
{
"id": 3819469,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M45T, 4.50% 6/25/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4090921,
"marketValue": 3904007,
"couponRate": 4.5,
"maturityDate": "2057-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35563PCS65",
"cusip": "35563PCS6",
"issuer": "212217982",
"ticker": null,
"issuerName": "Seasoned Credit Risk Transfer Trust Serries 2017-4"
},
{
"id": 3819467,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT, 3.50% 6/25/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4749013,
"marketValue": 4207222,
"couponRate": 3.5,
"maturityDate": "2057-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35563PCM95",
"cusip": "35563PCM9",
"issuer": "212217982",
"ticker": null,
"issuerName": "Seasoned Credit Risk Transfer Trust Serries 2017-4"
},
{
"id": 3819473,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-1, Class HT, 3.00% 5/25/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5400202,
"marketValue": 4528366,
"couponRate": 3,
"maturityDate": "2057-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35563PDT30",
"cusip": "35563PDT3",
"issuer": "212270485",
"ticker": null,
"issuerName": "Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1"
},
{
"id": 3819481,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MA, 3.50% 7/25/2058",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1038897,
"marketValue": 985038,
"couponRate": 3.5,
"maturityDate": "2058-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35563PJF71",
"cusip": "35563PJF7",
"issuer": "212252927",
"ticker": null,
"issuerName": "Seasoned Credit Risk Transfer SCRT_19-1"
},
{
"id": 3819479,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT, 3.50% 7/25/2058",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2667103,
"marketValue": 2331141,
"couponRate": 3.5,
"maturityDate": "2058-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35563PJE07",
"cusip": "35563PJE0",
"issuer": "212252927",
"ticker": null,
"issuerName": "Seasoned Credit Risk Transfer SCRT_19-1"
},
{
"id": 3819483,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MT, 3.50% 8/26/2058",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2240907,
"marketValue": 1957587,
"couponRate": 3.5,
"maturityDate": "2058-08-26",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35563PKF52",
"cusip": "35563PKF5",
"issuer": "212256861",
"ticker": null,
"issuerName": "Seasoned Credit Risk Transfer SCRT_19-2"
},
{
"id": 3819489,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MA, 3.50% 10/25/2058",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 425953,
"marketValue": 404561,
"couponRate": 3.5,
"maturityDate": "2058-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35563PLH00",
"cusip": "35563PLH0",
"issuer": "212271083",
"ticker": null,
"issuerName": "Structured Agency Credit Risk STACR_19-3SC"
},
{
"id": 3819487,
"type": "FIXED_INCOME",
"name": "Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MT, 3.50% 10/25/2058",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1378620,
"marketValue": 1207325,
"couponRate": 3.5,
"maturityDate": "2058-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35563PLG27",
"cusip": "35563PLG2",
"issuer": "212261581",
"ticker": null,
"issuerName": "Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3"
},
{
"id": 3817075,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series 2122, Class QM, 6.25% 2/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 120379,
"marketValue": 120918,
"couponRate": 6.25,
"maturityDate": "2029-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3133TJD261",
"cusip": "3133TJD26",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817325,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series 3136, Class OP, principal only, 0% 4/15/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 198629,
"marketValue": 155721,
"couponRate": 0,
"maturityDate": "2036-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31396NH664",
"cusip": "31396NH66",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817327,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series 3147, Class OD, principal only, 0% 4/15/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 201395,
"marketValue": 177618,
"couponRate": 0,
"maturityDate": "2036-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31396NL203",
"cusip": "31396NL20",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817331,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series 3149, Class AO, principal only, 0% 5/15/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 57703,
"marketValue": 49045,
"couponRate": 0,
"maturityDate": "2036-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31396RDS31",
"cusip": "31396RDS3",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817333,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series 3149, Class MO, principal only, 0% 5/15/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 65667,
"marketValue": 57581,
"couponRate": 0,
"maturityDate": "2036-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31396RGP64",
"cusip": "31396RGP6",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817329,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series 3156, Class PO, principal only, 0% 5/15/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 671468,
"marketValue": 571743,
"couponRate": 0,
"maturityDate": "2036-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31396RAU14",
"cusip": "31396RAU1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817335,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series 3257, Class PA, 5.50% 12/15/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1789019,
"marketValue": 1836761,
"couponRate": 5.5,
"maturityDate": "2036-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31397EF426",
"cusip": "31397EF42",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817337,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series 3286, Class JN, 5.50% 2/15/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1277775,
"marketValue": 1312955,
"couponRate": 5.5,
"maturityDate": "2037-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31397G3H17",
"cusip": "31397G3H1",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817339,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series 3318, Class JT, 5.50% 5/15/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 742691,
"marketValue": 762909,
"couponRate": 5.5,
"maturityDate": "2037-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US31397HDZ82",
"cusip": "31397HDZ8",
"issuer": "51001959",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage"
},
{
"id": 3817161,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K048, Class A2, Multi Family, 0% 6/25/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 507792,
"marketValue": 504506,
"couponRate": 0,
"maturityDate": "2025-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137BLAC24",
"cusip": "3137BLAC2",
"issuer": "212215029",
"ticker": null,
"issuerName": "Fhlmc Multifamily Structured Pas"
},
{
"id": 3817163,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K060, Class A2, Multi Family, 3.30% 10/25/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 400000,
"marketValue": 391119,
"couponRate": 3.3,
"maturityDate": "2026-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137BTAC59",
"cusip": "3137BTAC5",
"issuer": "212216397",
"ticker": null,
"issuerName": "Fhlmc Multifamily Structured Pas"
},
{
"id": 3817165,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K079, Class A2, Multi Family, 3.926% 6/25/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 172000,
"marketValue": 167962,
"couponRate": 3.926,
"maturityDate": "2028-06-25",
"fundAbbreviation": null,
"sedol": "BG095G9",
"isin": "US3137FGZT52",
"cusip": "3137FGZT5",
"issuer": "212243661",
"ticker": null,
"issuerName": "Fhlmc Multifamily Structured Pass Through Certificates FHMS_K079"
},
{
"id": 3817167,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K082, Class A2, Multi Family, 0% 9/25/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1680000,
"marketValue": 1637852,
"couponRate": 0,
"maturityDate": "2028-09-25",
"fundAbbreviation": null,
"sedol": "BGRLQC1",
"isin": "US3137FJKE87",
"cusip": "3137FJKE8",
"issuer": "212249065",
"ticker": null,
"issuerName": "Fhlmc Multifamily Structured Pass Through FHMS_K082"
},
{
"id": 3817169,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K083, Class A2, Multi Family, 0% 9/25/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2936526,
"couponRate": 0,
"maturityDate": "2028-09-25",
"fundAbbreviation": null,
"sedol": "BHXH4X7",
"isin": "US3137FJXV65",
"cusip": "3137FJXV6",
"issuer": "212247147",
"ticker": null,
"issuerName": "Fhlmc Multifamilystructured Pass Through FHMS_K083"
},
{
"id": 3817171,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K101, Class A2, Multi Family, 2.524% 10/25/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 62000,
"marketValue": 56204,
"couponRate": 2.524,
"maturityDate": "2029-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137FQ3Z46",
"cusip": "3137FQ3Z4",
"issuer": "212268257",
"ticker": null,
"issuerName": "Fhlmc Multifamily Structured Pass Through FHMS_K101"
},
{
"id": 3817173,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K105, Class A2, Multi Family, 1.872% 3/25/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 23000,
"marketValue": 20098,
"couponRate": 1.872,
"maturityDate": "2053-03-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137FRUJ80",
"cusip": "3137FRUJ8",
"issuer": "212275929",
"ticker": null,
"issuerName": "Fhlmc Multifamily Structured Pass Through Certs FHMS_K105"
},
{
"id": 3817175,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K127, Class A2, 2.108% 1/25/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 859960,
"couponRate": 2.108,
"maturityDate": "2031-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137FXZ356",
"cusip": "3137FXZ35",
"issuer": "212281276",
"ticker": null,
"issuerName": "FHMS_K127"
},
{
"id": 3817183,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K136, Class A2, 2.127% 11/25/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 142000,
"marketValue": 119631,
"couponRate": 2.127,
"maturityDate": "2031-11-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137H4SH46",
"cusip": "3137H4SH4",
"issuer": "212296952",
"ticker": null,
"issuerName": "Fhlmc Multifamily Structured Pass Through Certs FHMS_K136"
},
{
"id": 3817185,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K137, Class A2, Multi Family, 0% 11/25/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 306000,
"marketValue": 261297,
"couponRate": 0,
"maturityDate": "2031-11-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137H5DP91",
"cusip": "3137H5DP9",
"issuer": "212298479",
"ticker": null,
"issuerName": "Fhlmc Multifamily Structured Pass Through Certs FHMS_K137"
},
{
"id": 3817187,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K140, Class A2, Multi Family, 2.25% 1/25/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 417000,
"marketValue": 352518,
"couponRate": 2.25,
"maturityDate": "2032-01-25",
"fundAbbreviation": null,
"sedol": "BLFC461",
"isin": "US3137H6LZ64",
"cusip": "3137H6LZ6",
"issuer": "212298169",
"ticker": null,
"issuerName": "FHLMC Multifamily Structured Pass Through FHMS_K140"
},
{
"id": 3817195,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K144, Class A2, Multi Family, 2.45% 7/25/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3551000,
"marketValue": 3029507,
"couponRate": 2.45,
"maturityDate": "2032-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137H73J04",
"cusip": "3137H73J0",
"issuer": "212303746",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage Corporation FHLMC_WI-K144"
},
{
"id": 3817197,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K144, Class AM, Multi Family, 2.45% 7/25/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4249705,
"couponRate": 2.45,
"maturityDate": "2032-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137H73K76",
"cusip": "3137H73K7",
"issuer": "212303746",
"ticker": null,
"issuerName": "Federal Home Loan Mortgage Corporation FHLMC_WI-K144"
},
{
"id": 3817213,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K518, Class A2, Multi Family, 5.40% 1/25/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4407000,
"marketValue": 4514130,
"couponRate": 5.4,
"maturityDate": "2029-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137HC2L56",
"cusip": "3137HC2L5",
"issuer": "212338761",
"ticker": null,
"issuerName": "Fhlmc Multifamily Structured Pass Through Certs FHMS_K518"
},
{
"id": 3817177,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K742, Class A2, Multi Family, 1.76% 3/25/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2752161,
"couponRate": 1.76,
"maturityDate": "2028-03-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137FYZK59",
"cusip": "3137FYZK5",
"issuer": "212283809",
"ticker": null,
"issuerName": "Fhlmc Multifamily Structured Pass Through FHMS_K742"
},
{
"id": 3817193,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K749, Class A2, Multi Family, 2.12% 6/25/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2113000,
"marketValue": 1915504,
"couponRate": 2.12,
"maturityDate": "2029-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137H6MM43",
"cusip": "3137H6MM4",
"issuer": "212297919",
"ticker": null,
"issuerName": "Freddie Mac Wi Certificates Series Wi-K749"
},
{
"id": 3817191,
"type": "FIXED_INCOME",
"name": "Freddie Mac, Series K749, Class AM, 2.12% 6/25/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2069000,
"marketValue": 1859063,
"couponRate": 2.12,
"maturityDate": "2029-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137H6ML69",
"cusip": "3137H6ML6",
"issuer": "212297919",
"ticker": null,
"issuerName": "Freddie Mac Wi Certificates Series Wi-K749"
},
{
"id": 3817179,
"type": "FIXED_INCOME",
"name": "Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2016-DNA1, Class M3, (30-day Average USD-SOFR + 5.664%) 10.233% 7/25/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1447359,
"marketValue": 1502935,
"couponRate": 10.233,
"maturityDate": "2028-07-25",
"fundAbbreviation": null,
"sedol": "BD9WQ98",
"isin": "US3137G0HW20",
"cusip": "3137G0HW2",
"issuer": "212298097",
"ticker": null,
"issuerName": "Freddie Mac - Stacr 2016-DNA1"
},
{
"id": 3817181,
"type": "FIXED_INCOME",
"name": "Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2018-DNA1, Class M2B, (30-day Average USD-SOFR + 1.914%) 6.483% 7/25/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2692680,
"marketValue": 2736848,
"couponRate": 6.483,
"maturityDate": "2030-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3137G0TV19",
"cusip": "3137G0TV1",
"issuer": "212328453",
"ticker": null,
"issuerName": "Freddie Mac STACR Debt Notes 2018-DNA1"
},
{
"id": 3819511,
"type": "FIXED_INCOME",
"name": "Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2019-R07, Class 1B1, (30-day Average USD-SOFR + 3.515%) 5.569% 1/25/2042",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2152076,
"marketValue": 2153598,
"couponRate": 5.569,
"maturityDate": "2042-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35564KPU78",
"cusip": "35564KPU7",
"issuer": "212295563",
"ticker": null,
"issuerName": "Freddie Mac Stacr Remic Trust STACR_22-DNA1"
},
{
"id": 3819531,
"type": "FIXED_INCOME",
"name": "Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA1, Class M2, (30-day Average USD-SOFR + 1.814%) 6.383% 1/25/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 216209,
"marketValue": 216547,
"couponRate": 6.383,
"maturityDate": "2050-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35565HAH84",
"cusip": "35565HAH8",
"issuer": "212270595",
"ticker": null,
"issuerName": "Freddie Mac STACR REMIC Trust 2020-DNA1"
},
{
"id": 3819533,
"type": "FIXED_INCOME",
"name": "Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA2, Class M2, (30-day Average USD-SOFR + 1.964%) 6.533% 2/25/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1565895,
"marketValue": 1580733,
"couponRate": 6.533,
"maturityDate": "2050-02-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35565KAH14",
"cusip": "35565KAH1",
"issuer": "212270597",
"ticker": null,
"issuerName": "Freddie Mac STACR REMIC Trust 2020-DNA2"
},
{
"id": 3819535,
"type": "FIXED_INCOME",
"name": "Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA6, Class B1, (30-day Average USD-SOFR + 3.00%) 7.569% 12/25/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3660000,
"marketValue": 3962741,
"couponRate": 7.569,
"maturityDate": "2050-12-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35566CBD65",
"cusip": "35566CBD6",
"issuer": "212281860",
"ticker": null,
"issuerName": "Structured Agency Credit Risk STACR_20-DNA6"
},
{
"id": 3819509,
"type": "FIXED_INCOME",
"name": "Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2021-DNA6, Class M1, (30-day Average USD-SOFR + 0.80%) 5.369% 10/25/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 66251,
"marketValue": 66218,
"couponRate": 5.369,
"maturityDate": "2041-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35564KKR94",
"cusip": "35564KKR9",
"issuer": "212291028",
"ticker": null,
"issuerName": "Structured Agency Credit Risk STACR_21-DNA6"
},
{
"id": 3819515,
"type": "FIXED_INCOME",
"name": "Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA4, Class M1A, (30-day Average USD-SOFR + 2.20%) 6.769% 5/25/2042",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2568165,
"marketValue": 2609761,
"couponRate": 6.769,
"maturityDate": "2042-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35564KWS40",
"cusip": "35564KWS4",
"issuer": "212299429",
"ticker": null,
"issuerName": "Freddie Mac Stacr Remic Trust STACR_22-DNA4"
},
{
"id": 3819505,
"type": "FIXED_INCOME",
"name": "Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA6, Class M1A, (30-day Average USD-SOFR + 2.15%) 6.719% 9/25/2042",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1935343,
"marketValue": 1954089,
"couponRate": 6.719,
"maturityDate": "2042-09-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35564KH362",
"cusip": "35564KH36",
"issuer": "212312295",
"ticker": null,
"issuerName": "Structured Agency Credit Risk STACR_22-DNA6"
},
{
"id": 3819529,
"type": "FIXED_INCOME",
"name": "Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA3, Class M2, (30-day Average USD-SOFR + 1.45%) 6.019% 10/25/2044",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4427000,
"marketValue": 4447816,
"couponRate": 6.019,
"maturityDate": "2044-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US35564NFA63",
"cusip": "35564NFA6",
"issuer": "212349732",
"ticker": null,
"issuerName": "Freddie Mac STACR REMIC Trust 2024-DNA3"
},
{
"id": 3819539,
"type": "FIXED_INCOME",
"name": "Frontier Communications Holdings, LLC 6.00% 1/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 1997644,
"couponRate": 6,
"maturityDate": "2030-01-15",
"fundAbbreviation": null,
"sedol": "BMTVRK6",
"isin": "US35908MAB63",
"cusip": "35908MAB6",
"issuer": "212282862",
"ticker": null,
"issuerName": "Frontier Communications Parent Inc"
},
{
"id": 3819541,
"type": "FIXED_INCOME",
"name": "GCI Funding I, LLC, Series 2020-1, Class A, 2.82% 10/18/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1045817,
"marketValue": 966020,
"couponRate": 2.82,
"maturityDate": "2045-10-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36166VAA35",
"cusip": "36166VAA3",
"issuer": "212275332",
"ticker": null,
"issuerName": "GCI Funding I LLC GCI_2020"
},
{
"id": 3819543,
"type": "FIXED_INCOME",
"name": "GCI Funding I, LLC, Series 2020-1, Class B, 3.81% 10/18/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 531481,
"marketValue": 493330,
"couponRate": 3.81,
"maturityDate": "2045-10-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36166VAC90",
"cusip": "36166VAC9",
"issuer": "212275332",
"ticker": null,
"issuerName": "GCI Funding I LLC GCI_2020"
},
{
"id": 3819547,
"type": "FIXED_INCOME",
"name": "GCI Funding I, LLC, Series 2021-1, Class B, 3.04% 6/18/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 189865,
"marketValue": 169190,
"couponRate": 3.04,
"maturityDate": "2046-06-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36166VAF22",
"cusip": "36166VAF2",
"issuer": "212284089",
"ticker": null,
"issuerName": "GCI Funding I LLC GCI_21-1"
},
{
"id": 3819803,
"type": "FIXED_INCOME",
"name": "GC Treasury Center Co., Ltd. 4.30% 3/18/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1500000,
"marketValue": 1108104,
"couponRate": 4.3,
"maturityDate": "2051-03-18",
"fundAbbreviation": null,
"sedol": "BNKCTQ5",
"isin": "US36830DAC56",
"cusip": "36830DAC5",
"issuer": "210096458",
"ticker": null,
"issuerName": "PTT Global Chemical"
},
{
"id": 3819753,
"type": "FIXED_INCOME",
"name": "GE HealthCare Technologies, Inc. 5.857% 3/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1022000,
"marketValue": 1058864,
"couponRate": 5.857,
"maturityDate": "2030-03-15",
"fundAbbreviation": null,
"sedol": "BQLPVB3",
"isin": "US36267VAH69",
"cusip": "36267VAH6",
"issuer": "212314583",
"ticker": null,
"issuerName": "GE HealthCare Technologies"
},
{
"id": 3819755,
"type": "FIXED_INCOME",
"name": "GE HealthCare Technologies, Inc. 5.905% 11/22/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2560000,
"marketValue": 2660954,
"couponRate": 5.905,
"maturityDate": "2032-11-22",
"fundAbbreviation": null,
"sedol": "BQLPVC4",
"isin": "US36267VAK98",
"cusip": "36267VAK9",
"issuer": "212314583",
"ticker": null,
"issuerName": "GE HealthCare Technologies"
},
{
"id": 3819757,
"type": "FIXED_INCOME",
"name": "GE HealthCare Technologies, Inc. 6.377% 11/22/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 157000,
"marketValue": 168930,
"couponRate": 6.377,
"maturityDate": "2052-11-22",
"fundAbbreviation": null,
"sedol": "BQLPVD5",
"isin": "US36267VAM54",
"cusip": "36267VAM5",
"issuer": "212314583",
"ticker": null,
"issuerName": "GE HealthCare Technologies"
},
{
"id": 3819811,
"type": "FIXED_INCOME",
"name": "General Dynamics Corp. 2.25% 6/1/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 312000,
"marketValue": 266558,
"couponRate": 2.25,
"maturityDate": "2031-06-01",
"fundAbbreviation": null,
"sedol": "BNXM832",
"isin": "US369550BP29",
"cusip": "369550BP2",
"issuer": "105002225",
"ticker": null,
"issuerName": "General Dynamics"
},
{
"id": 3819837,
"type": "FIXED_INCOME",
"name": "Gilead Sciences, Inc. 2.80% 10/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 65000,
"marketValue": 39988,
"couponRate": 2.8,
"maturityDate": "2050-10-01",
"fundAbbreviation": null,
"sedol": "BMDWBN6",
"isin": "US375558BT99",
"cusip": "375558BT9",
"issuer": "160002280",
"ticker": null,
"issuerName": "Gilead Sciences"
},
{
"id": 3819847,
"type": "FIXED_INCOME",
"name": "Global Payments, Inc. 2.90% 5/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 631000,
"marketValue": 562039,
"couponRate": 2.9,
"maturityDate": "2030-05-15",
"fundAbbreviation": null,
"sedol": "BLCWGV3",
"isin": "US37940XAD49",
"cusip": "37940XAD4",
"issuer": "98080022",
"ticker": null,
"issuerName": "Global Payments"
},
{
"id": 3819851,
"type": "FIXED_INCOME",
"name": "Global SC Finance VII SRL, Series 2020-2A, Class A, 2.26% 11/19/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1797748,
"marketValue": 1697982,
"couponRate": 2.26,
"maturityDate": "2040-11-19",
"fundAbbreviation": null,
"sedol": null,
"isin": "US37959PAC14",
"cusip": "37959PAC1",
"issuer": "212274214",
"ticker": null,
"issuerName": "Global Sc Finance VII SRL"
},
{
"id": 3819857,
"type": "FIXED_INCOME",
"name": "Global SC Finance VII SRL, Series 2021-2A, Class B, 2.49% 8/17/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2325418,
"marketValue": 2118091,
"couponRate": 2.49,
"maturityDate": "2041-08-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US37959PAH01",
"cusip": "37959PAH0",
"issuer": "212283118",
"ticker": null,
"issuerName": "Global Sc Finance SRL SEACO_21-2"
},
{
"id": 3819849,
"type": "FIXED_INCOME",
"name": "Global SC Finance V SRL, Series 2020-1A, Class B, 3.55% 10/17/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 823821,
"marketValue": 783831,
"couponRate": 3.55,
"maturityDate": "2040-10-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US37959PAB31",
"cusip": "37959PAB3",
"issuer": "212273704",
"ticker": null,
"issuerName": "SEACO_20-1"
},
{
"id": 3819881,
"type": "FIXED_INCOME",
"name": "GLS Auto Receivables Trust, Series 2023-2, Class A2, 5.70% 1/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 729835,
"marketValue": 730433,
"couponRate": 5.7,
"maturityDate": "2027-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US379928AC86",
"cusip": "379928AC8",
"issuer": "212323784",
"ticker": null,
"issuerName": "GLS Auto Receivables Trust GCAR_23-2"
},
{
"id": 3819747,
"type": "FIXED_INCOME",
"name": "GLS Auto Receivables Trust, Series 2023-3, Class C, 6.01% 5/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3969000,
"marketValue": 4029750,
"couponRate": 6.01,
"maturityDate": "2029-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36267PAG19",
"cusip": "36267PAG1",
"issuer": "212327223",
"ticker": null,
"issuerName": "Gls Auto Receivables Trust GCAR_23-3A"
},
{
"id": 3819749,
"type": "FIXED_INCOME",
"name": "GLS Auto Receivables Trust, Series 2023-3, Class D, 6.44% 5/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3589000,
"marketValue": 3661193,
"couponRate": 6.44,
"maturityDate": "2029-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36267PAJ57",
"cusip": "36267PAJ5",
"issuer": "212327223",
"ticker": null,
"issuerName": "Gls Auto Receivables Trust GCAR_23-3A"
},
{
"id": 3819795,
"type": "FIXED_INCOME",
"name": "GLS Auto Receivables Trust, Series 2023-4, Class A2, 6.40% 12/15/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3583630,
"marketValue": 3591403,
"couponRate": 6.4,
"maturityDate": "2026-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US362929AB74",
"cusip": "362929AB7",
"issuer": "212331290",
"ticker": null,
"issuerName": "Gls Auto Receivables Issuer Trust GCAR_23-4"
},
{
"id": 3819763,
"type": "FIXED_INCOME",
"name": "GLS Auto Receivables Trust, Series 2024-1, Class A3, 5.40% 9/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2129000,
"marketValue": 2138263,
"couponRate": 5.4,
"maturityDate": "2027-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36269HAC60",
"cusip": "36269HAC6",
"issuer": "212336187",
"ticker": null,
"issuerName": "GLS Auto Receivables Issuer Trust 2024-1"
},
{
"id": 3819865,
"type": "FIXED_INCOME",
"name": "GLS Auto Receivables Trust, Series 2024-2, Class E, 7.98% 5/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1170000,
"marketValue": 1194760,
"couponRate": 7.98,
"maturityDate": "2031-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US37964VAG23",
"cusip": "37964VAG2",
"issuer": "212340936",
"ticker": null,
"issuerName": "GLS Auto Receivables Issuer Trust 2024-2"
},
{
"id": 3819779,
"type": "FIXED_INCOME",
"name": "GLS Auto Receivables Trust, Series 2024-4A, Class A3, 4.75% 7/17/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3109000,
"marketValue": 3111680,
"couponRate": 4.75,
"maturityDate": "2028-07-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36270YAE23",
"cusip": "36270YAE2",
"issuer": "212350517",
"ticker": null,
"issuerName": "GLS Auto Receivables Issuer Trust 2024-4"
},
{
"id": 3819761,
"type": "FIXED_INCOME",
"name": "GLS Auto Select Receivables Trust, Series 2023-2A, Class A2, 6.37% 6/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2509470,
"marketValue": 2540083,
"couponRate": 6.37,
"maturityDate": "2028-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36269EAB56",
"cusip": "36269EAB5",
"issuer": "212330058",
"ticker": null,
"issuerName": "Gls Auto Select Receivables Trust GSAR_23-2"
},
{
"id": 3819789,
"type": "FIXED_INCOME",
"name": "GLS Auto Select Receivables Trust, Series 2024-4A, Class B, 4.50% 11/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1395000,
"marketValue": 1371278,
"couponRate": 4.5,
"maturityDate": "2030-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36271BAE11",
"cusip": "36271BAE1",
"issuer": "212349069",
"ticker": null,
"issuerName": "GLS Auto Select Receivables Trust 2024-4"
},
{
"id": 3819791,
"type": "FIXED_INCOME",
"name": "GLS Auto Select Receivables Trust, Series 2024-4A, Class C, 4.75% 11/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3339000,
"marketValue": 3272123,
"couponRate": 4.75,
"maturityDate": "2030-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36271BAG68",
"cusip": "36271BAG6",
"issuer": "212349069",
"ticker": null,
"issuerName": "GLS Auto Select Receivables Trust 2024-4"
},
{
"id": 3819793,
"type": "FIXED_INCOME",
"name": "GLS Auto Select Receivables Trust, Series 2024-4A, Class D, 5.28% 10/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3344000,
"marketValue": 3261229,
"couponRate": 5.28,
"maturityDate": "2031-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36271BAJ08",
"cusip": "36271BAJ0",
"issuer": "212349069",
"ticker": null,
"issuerName": "GLS Auto Select Receivables Trust 2024-4"
},
{
"id": 3819883,
"type": "FIXED_INCOME",
"name": "GM Financial Automobile Leasing Trust, Series 2023-3, Class A3, 5.38% 11/20/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3143000,
"marketValue": 3160104,
"couponRate": 5.38,
"maturityDate": "2026-11-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US379929AD43",
"cusip": "379929AD4",
"issuer": "212327065",
"ticker": null,
"issuerName": "Gm Financial Automobile Leasing Trust GMALT_23-3"
},
{
"id": 3819775,
"type": "FIXED_INCOME",
"name": "GM Financial Automobile Leasing Trust, Series 2024-2, Class A3, 5.39% 7/20/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3016000,
"marketValue": 3050452,
"couponRate": 5.39,
"maturityDate": "2027-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36269WAD11",
"cusip": "36269WAD1",
"issuer": "212340937",
"ticker": null,
"issuerName": "GM Financial Automobile Leasing Trust 2024-2"
},
{
"id": 3819887,
"type": "FIXED_INCOME",
"name": "GM Financial Securitized Term Auto Receivables Trust, Series 2024-4, Class A2A, 4.53% 10/18/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4231000,
"marketValue": 4235159,
"couponRate": 4.53,
"maturityDate": "2027-10-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US38014AAB70",
"cusip": "38014AAB7",
"issuer": "212349510",
"ticker": null,
"issuerName": "GM Financial Consumer Automobile Receivables Trust 2024-4"
},
{
"id": 3819891,
"type": "FIXED_INCOME",
"name": "GM Financial Securitized Term Auto Receivables Trust, Series 2024-4, Class A4, 4.44% 4/16/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3095000,
"marketValue": 3075616,
"couponRate": 4.44,
"maturityDate": "2030-04-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US38014AAE10",
"cusip": "38014AAE1",
"issuer": "212349510",
"ticker": null,
"issuerName": "GM Financial Consumer Automobile Receivables Trust 2024-4"
},
{
"id": 3819893,
"type": "FIXED_INCOME",
"name": "GM Financial Securitized Term Auto Receivables Trust, Series 2024-4, Class B, 4.67% 5/16/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1222000,
"marketValue": 1216117,
"couponRate": 4.67,
"maturityDate": "2030-05-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US38014AAF84",
"cusip": "38014AAF8",
"issuer": "212349510",
"ticker": null,
"issuerName": "GM Financial Consumer Automobile Receivables Trust 2024-4"
},
{
"id": 3819923,
"type": "FIXED_INCOME",
"name": "Goldman Sachs Group, Inc. 1.992% 1/27/2032 (USD-SOFR + 1.09% on 1/27/2031)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3164000,
"marketValue": 2612341,
"couponRate": 1.992,
"maturityDate": "2032-01-27",
"fundAbbreviation": null,
"sedol": "BN11JM7",
"isin": "US38141GXR00",
"cusip": "38141GXR0",
"issuer": "165076273",
"ticker": null,
"issuerName": "Goldman Sachs"
},
{
"id": 3819917,
"type": "FIXED_INCOME",
"name": "Goldman Sachs Group, Inc. 2.60% 2/7/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3284000,
"marketValue": 2910087,
"couponRate": 2.6,
"maturityDate": "2030-02-07",
"fundAbbreviation": null,
"sedol": "BKT1TF1",
"isin": "US38141GXG45",
"cusip": "38141GXG4",
"issuer": "165076273",
"ticker": null,
"issuerName": "Goldman Sachs"
},
{
"id": 3819931,
"type": "FIXED_INCOME",
"name": "Goldman Sachs Group, Inc. 3.102% 2/24/2033 (USD-SOFR + 1.41% on 2/24/2032)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1478000,
"marketValue": 1274238,
"couponRate": 3.102,
"maturityDate": "2033-02-24",
"fundAbbreviation": null,
"sedol": "BN95VC5",
"isin": "US38141GZM94",
"cusip": "38141GZM9",
"issuer": "165076273",
"ticker": null,
"issuerName": "Goldman Sachs"
},
{
"id": 3819911,
"type": "FIXED_INCOME",
"name": "Goldman Sachs Group, Inc. 5.561% 11/19/2045 (USD-SOFR + 1.58% on 11/19/2044)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4506000,
"marketValue": 4354342,
"couponRate": 5.561,
"maturityDate": "2045-11-19",
"fundAbbreviation": null,
"sedol": "BT6NWN2",
"isin": "US38141GB862",
"cusip": "38141GB86",
"issuer": "165076273",
"ticker": null,
"issuerName": "Goldman Sachs"
},
{
"id": 3819935,
"type": "FIXED_INCOME",
"name": "Golub Capital Partners CLO, Ltd., Series 2014-21, Class AR, (3-month USD CME Term SOFR + 1.732%) 6.357% 1/25/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 920878,
"marketValue": 922445,
"couponRate": 6.357,
"maturityDate": "2031-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US38175CAA09",
"cusip": "38175CAA0",
"issuer": "212323907",
"ticker": null,
"issuerName": "GOCAP_14-21A"
},
{
"id": 3819681,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #004636 4.50% 2/20/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 679232,
"marketValue": 659954,
"couponRate": 4.5,
"maturityDate": "2040-02-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36202FEH55",
"cusip": "36202FEH5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819797,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #694836 5.682% 9/20/2059",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 9,
"marketValue": 8,
"couponRate": 5.682,
"maturityDate": "2059-09-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36296L4V90",
"cusip": "36296L4V9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819799,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #710085 4.941% 9/20/2061",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1757,
"marketValue": 1743,
"couponRate": 4.941,
"maturityDate": "2061-09-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36297E2S33",
"cusip": "36297E2S3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819683,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #721648 5.05% 4/20/2061",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3347,
"marketValue": 3244,
"couponRate": 5.05,
"maturityDate": "2061-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3620A7WH47",
"cusip": "3620A7WH4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819687,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #725876 4.901% 9/20/2061",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 404,
"marketValue": 400,
"couponRate": 4.901,
"maturityDate": "2061-09-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3620ACMZ45",
"cusip": "3620ACMZ4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819685,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #725879 4.893% 10/20/2061",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1458,
"marketValue": 1449,
"couponRate": 4.893,
"maturityDate": "2061-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3620ACM438",
"cusip": "3620ACM43",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819689,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #725893 5.20% 9/20/2064",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 140,
"marketValue": 139,
"couponRate": 5.2,
"maturityDate": "2064-09-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3620ACNJ93",
"cusip": "3620ACNJ9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819717,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #754353 3.50% 4/20/2042",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 248885,
"marketValue": 222793,
"couponRate": 3.5,
"maturityDate": "2042-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36230NZS79",
"cusip": "36230NZS7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819553,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #776095 4.807% 2/20/2064",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 400,
"marketValue": 394,
"couponRate": 4.807,
"maturityDate": "2064-02-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36176T7G77",
"cusip": "36176T7G7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819693,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #783687 4.50% 12/20/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3099670,
"marketValue": 2979579,
"couponRate": 4.5,
"maturityDate": "2041-12-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3622A2CY66",
"cusip": "3622A2CY6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819695,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #783688 5.00% 6/20/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 985700,
"marketValue": 991646,
"couponRate": 5,
"maturityDate": "2041-06-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3622A2CZ32",
"cusip": "3622A2CZ3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819691,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #783689 5.50% 2/20/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1110746,
"marketValue": 1129926,
"couponRate": 5.5,
"maturityDate": "2040-02-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3622A2C268",
"cusip": "3622A2C26",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819707,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #785998 2.50% 3/20/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2844301,
"marketValue": 2341320,
"couponRate": 2.5,
"maturityDate": "2052-03-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3622ABRT13",
"cusip": "3622ABRT1",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819709,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #786502 2.50% 2/20/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1654379,
"marketValue": 1374921,
"couponRate": 2.5,
"maturityDate": "2052-02-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3622ACDF48",
"cusip": "3622ACDF4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819711,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #786647 2.50% 3/20/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 93747,
"marketValue": 78040,
"couponRate": 2.5,
"maturityDate": "2052-03-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3622ACHY90",
"cusip": "3622ACHY9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819713,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #786701 2.50% 3/20/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 544340,
"marketValue": 452415,
"couponRate": 2.5,
"maturityDate": "2052-03-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3622ACKN98",
"cusip": "3622ACKN9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819555,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #AB3664 4.50% 8/20/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 103107,
"marketValue": 98006,
"couponRate": 4.5,
"maturityDate": "2041-08-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36178QB923",
"cusip": "36178QB92",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819557,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #AB3818 4.50% 6/20/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 60904,
"marketValue": 57621,
"couponRate": 4.5,
"maturityDate": "2041-06-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36178QG302",
"cusip": "36178QG30",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819559,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #AB3819 5.00% 12/20/2039",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 255574,
"marketValue": 249118,
"couponRate": 5,
"maturityDate": "2039-12-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36178QG484",
"cusip": "36178QG48",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819561,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #AB3820 5.00% 12/20/2035",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 155797,
"marketValue": 152307,
"couponRate": 5,
"maturityDate": "2035-12-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36178QG559",
"cusip": "36178QG55",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819563,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #AC1008 4.694% 10/20/2063",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 412,
"marketValue": 405,
"couponRate": 4.694,
"maturityDate": "2063-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179ADM53",
"cusip": "36179ADM5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819565,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #AC2886 4.50% 8/20/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 559456,
"marketValue": 536413,
"couponRate": 4.5,
"maturityDate": "2041-08-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179CF310",
"cusip": "36179CF31",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819671,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #AD7620 3.50% 3/20/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 758514,
"marketValue": 678858,
"couponRate": 3.5,
"maturityDate": "2043-03-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36180KPD71",
"cusip": "36180KPD7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819673,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #AE9612 4.805% 1/20/2065",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1645,
"marketValue": 1619,
"couponRate": 4.805,
"maturityDate": "2065-01-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36181DVD55",
"cusip": "36181DVD5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819675,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #AG8238 4.906% 12/20/2064",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1729,
"marketValue": 1711,
"couponRate": 4.906,
"maturityDate": "2064-12-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36182DEK72",
"cusip": "36182DEK7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819665,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #BC1530 3.00% 8/20/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2884567,
"marketValue": 2518325,
"couponRate": 3,
"maturityDate": "2047-08-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3617B4VX29",
"cusip": "3617B4VX2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819667,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #BC1565 3.00% 8/20/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1257754,
"marketValue": 1098047,
"couponRate": 3,
"maturityDate": "2047-08-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3617B4W292",
"cusip": "3617B4W29",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819669,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #BZ3978 2.50% 11/20/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1332428,
"marketValue": 1107668,
"couponRate": 2.5,
"maturityDate": "2050-11-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US3617QYM368",
"cusip": "3617QYM36",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819567,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA0908 2.50% 4/20/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 258903,
"marketValue": 251876,
"couponRate": 2.5,
"maturityDate": "2028-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179NAH17",
"cusip": "36179NAH1",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819571,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA5019 3.50% 2/20/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 203588,
"marketValue": 183879,
"couponRate": 3.5,
"maturityDate": "2048-02-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179TSG12",
"cusip": "36179TSG1",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819573,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA5263 3.50% 6/20/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1623702,
"marketValue": 1469236,
"couponRate": 3.5,
"maturityDate": "2048-06-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179TZ403",
"cusip": "36179TZ40",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819569,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA5332 5.00% 7/20/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 30775,
"marketValue": 30348,
"couponRate": 5,
"maturityDate": "2048-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179T4R30",
"cusip": "36179T4R3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819575,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA5527 3.50% 10/20/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1268882,
"marketValue": 1148716,
"couponRate": 3.5,
"maturityDate": "2048-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179UD820",
"cusip": "36179UD82",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819577,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA5594 3.50% 11/20/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2029877,
"marketValue": 1833026,
"couponRate": 3.5,
"maturityDate": "2048-11-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179UGB26",
"cusip": "36179UGB2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819579,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA5652 4.50% 12/20/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1756744,
"marketValue": 1684098,
"couponRate": 4.5,
"maturityDate": "2048-12-20",
"fundAbbreviation": null,
"sedol": "BGSPSL5",
"isin": "US36179UH540",
"cusip": "36179UH54",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819581,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA5754 4.50% 2/20/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 25056,
"marketValue": 23479,
"couponRate": 4.5,
"maturityDate": "2049-02-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179UMB51",
"cusip": "36179UMB5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819583,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA5755 5.00% 2/20/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 116620,
"marketValue": 112762,
"couponRate": 5,
"maturityDate": "2049-02-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179UMC35",
"cusip": "36179UMC3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819587,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA5818 4.50% 3/20/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1548468,
"marketValue": 1484300,
"couponRate": 4.5,
"maturityDate": "2049-03-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179UPB25",
"cusip": "36179UPB2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819589,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA6041 4.50% 7/20/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 254568,
"marketValue": 243663,
"couponRate": 4.5,
"maturityDate": "2049-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179UWA68",
"cusip": "36179UWA6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819591,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA6042 5.00% 7/20/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 61067,
"marketValue": 60201,
"couponRate": 5,
"maturityDate": "2049-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179UWB42",
"cusip": "36179UWB4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819593,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA6156 4.50% 9/20/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1528509,
"marketValue": 1458778,
"couponRate": 4.5,
"maturityDate": "2049-09-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179UZV78",
"cusip": "36179UZV7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819597,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA6602 4.50% 4/20/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 381392,
"marketValue": 365416,
"couponRate": 4.5,
"maturityDate": "2050-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179VKP49",
"cusip": "36179VKP4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819603,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA7987 2.50% 2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1064708,
"marketValue": 890242,
"couponRate": 2.5,
"maturityDate": "2052-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179W2U15",
"cusip": "36179W2U1",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819623,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA8147 2.50% 7/20/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 760277,
"marketValue": 635696,
"couponRate": 2.5,
"maturityDate": "2052-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179XBQ88",
"cusip": "36179XBQ8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819635,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA8425 3.50% 11/20/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3710220,
"marketValue": 3319761,
"couponRate": 3.5,
"maturityDate": "2052-11-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179XLE49",
"cusip": "36179XLE4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819637,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA8426 4.00% 11/20/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1842256,
"marketValue": 1698564,
"couponRate": 4,
"maturityDate": "2052-11-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179XLF14",
"cusip": "36179XLF1",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819639,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA8487 3.50% 12/20/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 30606,
"marketValue": 27385,
"couponRate": 3.5,
"maturityDate": "2052-12-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179XNC64",
"cusip": "36179XNC6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819641,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA8488 4.00% 12/20/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1120200,
"marketValue": 1032826,
"couponRate": 4,
"maturityDate": "2052-12-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179XND48",
"cusip": "36179XND4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819649,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA8800 5.00% 4/20/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3895597,
"marketValue": 3788814,
"couponRate": 5,
"maturityDate": "2053-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179XX509",
"cusip": "36179XX50",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819621,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA8947 5.00% 6/20/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2972184,
"marketValue": 2889795,
"couponRate": 5,
"maturityDate": "2053-06-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179X5G75",
"cusip": "36179X5G7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819663,
"type": "FIXED_INCOME",
"name": "Government National Mortgage Assn. Pool #MA9240 5.00% 10/20/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2563662,
"marketValue": 2491018,
"couponRate": 5,
"maturityDate": "2053-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36179YHR80",
"cusip": "36179YHR8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3819953,
"type": "FIXED_INCOME",
"name": "Gray Television, Inc. 4.75% 10/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 6535000,
"marketValue": 3570103,
"couponRate": 4.75,
"maturityDate": "2030-10-15",
"fundAbbreviation": null,
"sedol": "BMXWF01",
"isin": "US389375AL09",
"cusip": "389375AL0",
"issuer": "9002341",
"ticker": null,
"issuerName": "Gray Media"
},
{
"id": 3819951,
"type": "FIXED_INCOME",
"name": "Gray Television, Inc. 5.375% 11/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3786000,
"marketValue": 2023344,
"couponRate": 5.375,
"maturityDate": "2031-11-15",
"fundAbbreviation": null,
"sedol": "BM93J39",
"isin": "US389286AA34",
"cusip": "389286AA3",
"issuer": "9002341",
"ticker": null,
"issuerName": "Gray Media"
},
{
"id": 3819965,
"type": "FIXED_INCOME",
"name": "Greatamerica Leasing Receivables Funding, LLC, Series 2023-1, Class A3, 5.15% 7/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1481000,
"marketValue": 1492211,
"couponRate": 5.15,
"maturityDate": "2027-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US39154TCC09",
"cusip": "39154TCC0",
"issuer": "212344550",
"ticker": null,
"issuerName": "Great America Leasing Receivables GALC_23-1"
},
{
"id": 3819957,
"type": "FIXED_INCOME",
"name": "Great America Leasing Receivables Funding, LLC, Series 2024-2, Class A2, 5.28% 3/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1066000,
"marketValue": 1074705,
"couponRate": 5.28,
"maturityDate": "2027-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US39154GAB23",
"cusip": "39154GAB2",
"issuer": "212345392",
"ticker": null,
"issuerName": "GreatAmerica Leasing Receivables Funding LLC Series 2024-2"
},
{
"id": 3819969,
"type": "FIXED_INCOME",
"name": "Greywolf CLO, Ltd., Series 2013-1A, Class B1RR, ((3-month USD CME Term SOFR + 2.60%) + 2.30%) 7.218% 4/15/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 500000,
"marketValue": 500254,
"couponRate": 7.218,
"maturityDate": "2034-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US398079BE23",
"cusip": "398079BE2",
"issuer": "212319923",
"ticker": null,
"issuerName": "GREYWOLF CLO Ltd GWOLF_13-1A"
},
{
"id": 3819971,
"type": "FIXED_INCOME",
"name": "Grupo Energia Bogota SA ESP 7.85% 11/9/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2500000,
"marketValue": 2787075,
"couponRate": 7.85,
"maturityDate": "2033-11-09",
"fundAbbreviation": null,
"sedol": null,
"isin": "US40053XAB55",
"cusip": "40053XAB5",
"issuer": "96096768",
"ticker": null,
"issuerName": "Grupo Energia Bogota SA ESP"
},
{
"id": 3819731,
"type": "FIXED_INCOME",
"name": "GS Mortgage Securities Trust, Series 2014-GC24, Class A5, 3.931% 9/10/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 252804,
"marketValue": 251349,
"couponRate": 3.931,
"maturityDate": "2047-09-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36253GAE26",
"cusip": "36253GAE2",
"issuer": "212213828",
"ticker": null,
"issuerName": "GSMS_14-GC24"
},
{
"id": 3819723,
"type": "FIXED_INCOME",
"name": "GS Mortgage Securities Trust, Series 2016-GS4, Class A3, 3.178% 11/10/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2372196,
"marketValue": 2317076,
"couponRate": 3.178,
"maturityDate": "2049-11-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36251XAQ07",
"cusip": "36251XAQ0",
"issuer": "212216285",
"ticker": null,
"issuerName": "GS Mortgage Securities Trust GSMS_16-GS4"
},
{
"id": 3819725,
"type": "FIXED_INCOME",
"name": "GS Mortgage Securities Trust, Series 2016-GS4, Class A4, 3.442% 11/10/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2654000,
"marketValue": 2580455,
"couponRate": 3.442,
"maturityDate": "2049-11-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36251XAR89",
"cusip": "36251XAR8",
"issuer": "212216285",
"ticker": null,
"issuerName": "GS Mortgage Securities Trust GSMS_16-GS4"
},
{
"id": 3819733,
"type": "FIXED_INCOME",
"name": "GS Mortgage Securities Trust, Series 2017-GS7, Class A3, 3.167% 8/10/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 855000,
"marketValue": 816414,
"couponRate": 3.167,
"maturityDate": "2050-08-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36254CAU45",
"cusip": "36254CAU4",
"issuer": "212217485",
"ticker": null,
"issuerName": "GS Mortgage Securities Trust GSMS_17-GS7"
},
{
"id": 3819735,
"type": "FIXED_INCOME",
"name": "GS Mortgage Securities Trust, Series 2017-GS7, Class A4, 3.43% 8/10/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2853345,
"couponRate": 3.43,
"maturityDate": "2050-08-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36254CAV28",
"cusip": "36254CAV2",
"issuer": "212217485",
"ticker": null,
"issuerName": "GS Mortgage Securities Trust GSMS_17-GS7"
},
{
"id": 3819729,
"type": "FIXED_INCOME",
"name": "GS Mortgage Securities Trust, Series 2019-GC38, Class A4, 3.968% 2/10/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 255000,
"marketValue": 242235,
"couponRate": 3.968,
"maturityDate": "2052-02-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36252SAV97",
"cusip": "36252SAV9",
"issuer": "212253739",
"ticker": null,
"issuerName": "GS Mortgage Securities Trust GSMS_19-GC38"
},
{
"id": 3819739,
"type": "FIXED_INCOME",
"name": "GS Mortgage Securities Trust, Series 2020-GC45, Class A5, 2.911% 2/13/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 174000,
"marketValue": 156263,
"couponRate": 2.911,
"maturityDate": "2053-02-13",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36258YBG26",
"cusip": "36258YBG2",
"issuer": "212269713",
"ticker": null,
"issuerName": "GS Mortgage Securities Trust GSMS_20-GC45"
},
{
"id": 3819727,
"type": "FIXED_INCOME",
"name": "GS Mortgage Securities Trust, Series 2020-GS1, Class A2, 3.47% 11/10/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2999756,
"marketValue": 2964506,
"couponRate": 3.47,
"maturityDate": "2048-11-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36252AAB26",
"cusip": "36252AAB2",
"issuer": "212173291",
"ticker": null,
"issuerName": "GS Mortgage Securities Trust 2015-GS1"
},
{
"id": 3819741,
"type": "FIXED_INCOME",
"name": "GS Mortgage Securities Trust, Series 2020-GSA2, Class A5, 2.012% 12/12/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1556000,
"marketValue": 1284301,
"couponRate": 2.012,
"maturityDate": "2053-12-12",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36264KAV26",
"cusip": "36264KAV2",
"issuer": "212278398",
"ticker": null,
"issuerName": "Gs Mortgage Securities Trust GSMS_20-GSA2"
},
{
"id": 3819721,
"type": "FIXED_INCOME",
"name": "GT Loan Financing, Ltd., Series 2013-1, Class AR, (3-month USD CME Term SOFR + 1.362%) 5.979% 7/28/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1747532,
"marketValue": 1748939,
"couponRate": 5.979,
"maturityDate": "2031-07-28",
"fundAbbreviation": null,
"sedol": null,
"isin": "US36248MAJ62",
"cusip": "36248MAJ6",
"issuer": "212319185",
"ticker": null,
"issuerName": "GT Loan Financing I Ltd 2013-1"
},
{
"id": 3819973,
"type": "FIXED_INCOME",
"name": "Guggenheim CLO, Ltd., Series 2022-2, Class D, (3-month USD CME Term SOFR + 5.95%) 10.606% 1/15/2035",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 1006540,
"couponRate": 10.606,
"maturityDate": "2035-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US40172PAJ12",
"cusip": "40172PAJ1",
"issuer": "212316027",
"ticker": null,
"issuerName": "Guggenheim CLO GUGG_22-2"
},
{
"id": 3820033,
"type": "FIXED_INCOME",
"name": "Hanesbrands, Inc. 9.00% 2/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3681000,
"marketValue": 3928496,
"couponRate": 9,
"maturityDate": "2031-02-15",
"fundAbbreviation": null,
"sedol": "BNC3FR9",
"isin": "US410345AQ54",
"cusip": "410345AQ5",
"issuer": "163088779",
"ticker": null,
"issuerName": "Hanesbrands"
},
{
"id": 3820037,
"type": "FIXED_INCOME",
"name": "Harley-Davidson Financial Services, Inc. 5.95% 6/11/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4467000,
"marketValue": 4474393,
"couponRate": 5.95,
"maturityDate": "2029-06-11",
"fundAbbreviation": null,
"sedol": "BT3CQ07",
"isin": "US41283LBB09",
"cusip": "41283LBB0",
"issuer": "132002464",
"ticker": null,
"issuerName": "Harley-Davidson"
},
{
"id": 3820041,
"type": "FIXED_INCOME",
"name": "Harvest Midstream I, LP 7.50% 5/15/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2010000,
"marketValue": 2048767,
"couponRate": 7.5,
"maturityDate": "2032-05-15",
"fundAbbreviation": null,
"sedol": "BQTXC50",
"isin": "US417558AB90",
"cusip": "417558AB9",
"issuer": "212273547",
"ticker": null,
"issuerName": "Harvest Midstream I LP"
},
{
"id": 3820039,
"type": "FIXED_INCOME",
"name": "Harvest Midstream I, LP 7.50% 9/1/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1988000,
"marketValue": 2007415,
"couponRate": 7.5,
"maturityDate": "2028-09-01",
"fundAbbreviation": null,
"sedol": "BMF3RK6",
"isin": "US417558AA18",
"cusip": "417558AA1",
"issuer": "212273547",
"ticker": null,
"issuerName": "Harvest Midstream I LP"
},
{
"id": 3819987,
"type": "FIXED_INCOME",
"name": "HCA, Inc. 2.375% 7/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2704000,
"marketValue": 2245388,
"couponRate": 2.375,
"maturityDate": "2031-07-15",
"fundAbbreviation": null,
"sedol": "BP6C0T3",
"isin": "US404119CC14",
"cusip": "404119CC1",
"issuer": "142095754",
"ticker": null,
"issuerName": "HCA Healthcare Inc"
},
{
"id": 3819983,
"type": "FIXED_INCOME",
"name": "HCA, Inc. 4.125% 6/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2825000,
"marketValue": 2696273,
"couponRate": 4.125,
"maturityDate": "2029-06-15",
"fundAbbreviation": null,
"sedol": "BKKDGV1",
"isin": "US404119BX69",
"cusip": "404119BX6",
"issuer": "142095754",
"ticker": null,
"issuerName": "HCA Healthcare Inc"
},
{
"id": 3819991,
"type": "FIXED_INCOME",
"name": "HCA, Inc. 4.625% 3/15/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 323000,
"marketValue": 252367,
"couponRate": 4.625,
"maturityDate": "2052-03-15",
"fundAbbreviation": null,
"sedol": "BPLJR21",
"isin": "US404119CL13",
"cusip": "404119CL1",
"issuer": "142095754",
"ticker": null,
"issuerName": "HCA Healthcare Inc"
},
{
"id": 3822181,
"type": "FIXED_INCOME",
"name": "Henderson Receivables, LLC, Series 2006-3A, Class A1, (1-month USD CME Term SOFR + 0.314%) 1.075% 9/15/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 238812,
"marketValue": 233233,
"couponRate": 4.712,
"maturityDate": "2041-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US88576NAE85",
"cusip": "88576NAE8",
"issuer": "212030513",
"ticker": null,
"issuerName": "321 Henderson Receivables II LLC"
},
{
"id": 3820051,
"type": "FIXED_INCOME",
"name": "Hertz Vehicle Financing III, LLC, Series 2022-1A, Class B, 2.19% 6/25/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2237000,
"marketValue": 2218954,
"couponRate": 2.19,
"maturityDate": "2026-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US42806MAK53",
"cusip": "42806MAK5",
"issuer": "212295331",
"ticker": null,
"issuerName": "Hertz Vehicle Financing III LLC HERTZ_22-1"
},
{
"id": 3820065,
"type": "FIXED_INCOME",
"name": "Hertz Vehicle Financing III, LLC, Series 2023-1, Class 1D, 9.13% 6/25/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2352000,
"marketValue": 2373808,
"couponRate": 9.13,
"maturityDate": "2027-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US42806MCJ62",
"cusip": "42806MCJ6",
"issuer": "212317627",
"ticker": null,
"issuerName": "Hertz Vehicle Financing III LLC HERTZ_23-1"
},
{
"id": 3820057,
"type": "FIXED_INCOME",
"name": "Hertz Vehicle Financing III, LLC, Series 2023-1, Class A, 5.49% 6/25/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3005000,
"marketValue": 3025533,
"couponRate": 5.49,
"maturityDate": "2027-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US42806MBS70",
"cusip": "42806MBS7",
"issuer": "212317627",
"ticker": null,
"issuerName": "Hertz Vehicle Financing III LLC HERTZ_23-1"
},
{
"id": 3820047,
"type": "FIXED_INCOME",
"name": "Hertz Vehicle Financing, LLC, Series 2021-2A, Class C, 2.52% 12/27/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3138000,
"marketValue": 2955748,
"couponRate": 2.52,
"maturityDate": "2027-12-27",
"fundAbbreviation": null,
"sedol": null,
"isin": "US42806MAG42",
"cusip": "42806MAG4",
"issuer": "212284370",
"ticker": null,
"issuerName": "Hertz Vehicle Financing LLC HERTZ_21-2"
},
{
"id": 3820071,
"type": "FIXED_INCOME",
"name": "Hertz Vehicle Financing, LLC, Series 2024-1A, Class C, 6.70% 1/25/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4154000,
"marketValue": 4194065,
"couponRate": 6.7,
"maturityDate": "2029-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US42806MCR88",
"cusip": "42806MCR8",
"issuer": "212345393",
"ticker": null,
"issuerName": "Hertz Vehicle Financing LLC HERTZ_24-1"
},
{
"id": 3820073,
"type": "FIXED_INCOME",
"name": "Hess Midstream Operations, LP 6.50% 6/1/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2855000,
"marketValue": 2885326,
"couponRate": 6.5,
"maturityDate": "2029-06-01",
"fundAbbreviation": null,
"sedol": "BSQLDL4",
"isin": "US428102AG28",
"cusip": "428102AG2",
"issuer": "212181911",
"ticker": null,
"issuerName": "Hess Midstream"
},
{
"id": 3820075,
"type": "FIXED_INCOME",
"name": "Hilcorp Energy I, LP 5.75% 2/1/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2125000,
"marketValue": 2029394,
"couponRate": 5.75,
"maturityDate": "2029-02-01",
"fundAbbreviation": null,
"sedol": "BL6JRZ1",
"isin": "US431318AU81",
"cusip": "431318AU8",
"issuer": "212244175",
"ticker": null,
"issuerName": "Hilcorp Energy I LP"
},
{
"id": 3820095,
"type": "FIXED_INCOME",
"name": "Home Partners of America Trust, Series 2022-1, Class A, 3.93% 4/17/2039",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1319472,
"marketValue": 1290588,
"couponRate": 3.93,
"maturityDate": "2039-04-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US43730NAA46",
"cusip": "43730NAA4",
"issuer": "212297924",
"ticker": null,
"issuerName": "Home Partners of America Trust HPA_22-1"
},
{
"id": 3820099,
"type": "FIXED_INCOME",
"name": "Honda Auto Receivables Owner Trust, Series 2023-1, Class A3, 5.04% 4/21/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1355196,
"marketValue": 1359995,
"couponRate": 5.04,
"maturityDate": "2027-04-21",
"fundAbbreviation": null,
"sedol": null,
"isin": "US43815JAC71",
"cusip": "43815JAC7",
"issuer": "212317602",
"ticker": null,
"issuerName": "Honda Auto Receivables Owner Trust HAROT_23-1"
},
{
"id": 3820103,
"type": "FIXED_INCOME",
"name": "Honeywell International, Inc. 1.35% 6/1/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 165000,
"marketValue": 162881,
"couponRate": 1.35,
"maturityDate": "2025-06-01",
"fundAbbreviation": null,
"sedol": "BLBCYS7",
"isin": "US438516CB04",
"cusip": "438516CB0",
"issuer": "184000184",
"ticker": null,
"issuerName": "Honeywell International"
},
{
"id": 3820105,
"type": "FIXED_INCOME",
"name": "Honeywell International, Inc. 5.00% 2/15/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 500000,
"marketValue": 497509,
"couponRate": 5,
"maturityDate": "2033-02-15",
"fundAbbreviation": null,
"sedol": "BMFS1P4",
"isin": "US438516CK03",
"cusip": "438516CK0",
"issuer": "184000184",
"ticker": null,
"issuerName": "Honeywell International"
},
{
"id": 3820107,
"type": "FIXED_INCOME",
"name": "Honeywell International, Inc. 5.00% 3/1/2035",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2500000,
"marketValue": 2451195,
"couponRate": 5,
"maturityDate": "2035-03-01",
"fundAbbreviation": null,
"sedol": "BQC5S77",
"isin": "US438516CS39",
"cusip": "438516CS3",
"issuer": "184000184",
"ticker": null,
"issuerName": "Honeywell International"
},
{
"id": 3820109,
"type": "FIXED_INCOME",
"name": "Honeywell International, Inc. 5.25% 3/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 937499,
"couponRate": 5.25,
"maturityDate": "2054-03-01",
"fundAbbreviation": null,
"sedol": "BQBCWS8",
"isin": "US438516CT12",
"cusip": "438516CT1",
"issuer": "184000184",
"ticker": null,
"issuerName": "Honeywell International"
},
{
"id": 3820111,
"type": "FIXED_INCOME",
"name": "Honeywell International, Inc. 5.35% 3/1/2064",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2816235,
"couponRate": 5.35,
"maturityDate": "2064-03-01",
"fundAbbreviation": null,
"sedol": "BQBCWR7",
"isin": "US438516CU84",
"cusip": "438516CU8",
"issuer": "184000184",
"ticker": null,
"issuerName": "Honeywell International"
},
{
"id": 3813327,
"type": "FIXED_INCOME",
"name": "Hongkong Land Finance (Cayman Islands) Co., Ltd. (The) 4.50% 10/7/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3760000,
"marketValue": 3749833,
"couponRate": 4.5,
"maturityDate": "2025-10-07",
"fundAbbreviation": null,
"sedol": "B4L1SS3",
"isin": "XS0546241075",
"cusip": null,
"issuer": "212234189",
"ticker": null,
"issuerName": "Hongkong Land Finance (Cayman Islands) Company Ltd"
},
{
"id": 3820031,
"type": "FIXED_INCOME",
"name": "HPEFS Equipment Trust, Series 2024-2, Class B, 5.35% 10/20/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2717000,
"marketValue": 2745260,
"couponRate": 5.35,
"maturityDate": "2031-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US40444MAG69",
"cusip": "40444MAG6",
"issuer": "212344283",
"ticker": null,
"issuerName": "HPEFS Equipment Trust 2024-2"
},
{
"id": 3820001,
"type": "FIXED_INCOME",
"name": "HSBC Holdings PLC 2.871% 11/22/2032 (USD-SOFR + 1.41% on 11/22/2031)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 648000,
"marketValue": 546871,
"couponRate": 2.871,
"maturityDate": "2032-11-22",
"fundAbbreviation": null,
"sedol": "BM9VWR8",
"isin": "US404280CY37",
"cusip": "404280CY3",
"issuer": "40083992",
"ticker": null,
"issuerName": "HSBC Holdings"
},
{
"id": 3819995,
"type": "FIXED_INCOME",
"name": "HSBC Holdings PLC 4.95% 3/31/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3150000,
"marketValue": 3120116,
"couponRate": 4.95,
"maturityDate": "2030-03-31",
"fundAbbreviation": null,
"sedol": "BM6CFD1",
"isin": "US404280CF48",
"cusip": "404280CF4",
"issuer": "40083992",
"ticker": null,
"issuerName": "HSBC Holdings"
},
{
"id": 3820005,
"type": "FIXED_INCOME",
"name": "HSBC Holdings PLC 7.39% 11/03/2028 (USD-SOFR + 7.39% on 11/3/2027)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3357000,
"marketValue": 3558682,
"couponRate": 7.39,
"maturityDate": "2028-11-03",
"fundAbbreviation": null,
"sedol": "BMGHHF2",
"isin": "US404280DR76",
"cusip": "404280DR7",
"issuer": "40083992",
"ticker": null,
"issuerName": "HSBC Holdings"
},
{
"id": 3820021,
"type": "FIXED_INCOME",
"name": "HTL Commercial Mortgage Trust, Series 2024-T53, Class A, 5.876% 5/10/2039",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1404000,
"marketValue": 1412430,
"couponRate": 5.876,
"maturityDate": "2039-05-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US404300AA33",
"cusip": "404300AA3",
"issuer": "212337865",
"ticker": null,
"issuerName": "HTL Commercial Mortgage Trust 2024-T53"
},
{
"id": 3820129,
"type": "FIXED_INCOME",
"name": "Humana, Inc. 5.95% 3/15/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3125000,
"marketValue": 3150503,
"couponRate": 5.95,
"maturityDate": "2034-03-15",
"fundAbbreviation": null,
"sedol": "BN12KQ1",
"isin": "US444859BY76",
"cusip": "444859BY7",
"issuer": "103002647",
"ticker": null,
"issuerName": "Humana"
},
{
"id": 3813329,
"type": "FIXED_INCOME",
"name": "Hutchison Whampoa International, Ltd. 7.45% 11/24/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 3440646,
"couponRate": 7.45,
"maturityDate": "2033-11-24",
"fundAbbreviation": null,
"sedol": "B7NKCG5",
"isin": "USG4672CAC94",
"cusip": null,
"issuer": "85001145",
"ticker": null,
"issuerName": "CK Hutchison Holdings"
},
{
"id": 3820185,
"type": "FIXED_INCOME",
"name": "Hyundai Auto Lease Securitization Trust, Series 2024-A, Class A4, 5.07% 2/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3562000,
"marketValue": 3585114,
"couponRate": 5.07,
"maturityDate": "2028-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US448988AE50",
"cusip": "448988AE5",
"issuer": "212333933",
"ticker": null,
"issuerName": "Hyundai Auto Lease Securitization Trust 2024-A"
},
{
"id": 3820181,
"type": "FIXED_INCOME",
"name": "Hyundai Auto Receivables Trust, Series 2024-A, Class A3, 4.99% 2/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1472000,
"marketValue": 1483694,
"couponRate": 4.99,
"maturityDate": "2029-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US448973AD90",
"cusip": "448973AD9",
"issuer": "212337192",
"ticker": null,
"issuerName": "Hyundai Auto Receivables Trust 2024-A"
},
{
"id": 3820183,
"type": "FIXED_INCOME",
"name": "Hyundai Auto Receivables Trust, Series 2024-A, Class A4, 4.92% 1/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2195000,
"marketValue": 2212788,
"couponRate": 4.92,
"maturityDate": "2031-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US448973AE73",
"cusip": "448973AE7",
"issuer": "212337192",
"ticker": null,
"issuerName": "Hyundai Auto Receivables Trust 2024-A"
},
{
"id": 3820169,
"type": "FIXED_INCOME",
"name": "Hyundai Capital America 5.30% 1/8/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2748000,
"marketValue": 2754639,
"couponRate": 5.3,
"maturityDate": "2029-01-08",
"fundAbbreviation": null,
"sedol": "BQS6YB0",
"isin": "US44891ACU97",
"cusip": "44891ACU9",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820161,
"type": "FIXED_INCOME",
"name": "Hyundai Capital America 5.60% 3/30/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3300000,
"marketValue": 3341946,
"couponRate": 5.6,
"maturityDate": "2028-03-30",
"fundAbbreviation": null,
"sedol": "BN7K4X4",
"isin": "US44891ACD72",
"cusip": "44891ACD7",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820163,
"type": "FIXED_INCOME",
"name": "Hyundai Capital America 6.10% 9/21/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 1029131,
"couponRate": 6.1,
"maturityDate": "2028-09-21",
"fundAbbreviation": null,
"sedol": "BKPJSC9",
"isin": "US44891ACN54",
"cusip": "44891ACN5",
"issuer": "38009366",
"ticker": null,
"issuerName": "Hyundai Motor"
},
{
"id": 3820197,
"type": "FIXED_INCOME",
"name": "Icahn Enterprises, LP 5.25% 5/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 995000,
"marketValue": 942948,
"couponRate": 5.25,
"maturityDate": "2027-05-15",
"fundAbbreviation": null,
"sedol": "BLGSGV7",
"isin": "US451102BZ91",
"cusip": "451102BZ9",
"issuer": "188082656",
"ticker": null,
"issuerName": "Icahn Enterprises"
},
{
"id": 3820191,
"type": "FIXED_INCOME",
"name": "ICG US CLO, Ltd., Series 2017-1, Class ARR, (3-month USD CME Term SOFR + 1.432%) 6.049% 7/28/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 4000124,
"couponRate": 6.049,
"maturityDate": "2034-07-28",
"fundAbbreviation": null,
"sedol": null,
"isin": "US449259AJ97",
"cusip": "449259AJ9",
"issuer": "212318681",
"ticker": null,
"issuerName": "Icg Us CLO Ltd ICG_17-1A"
},
{
"id": 3820207,
"type": "FIXED_INCOME",
"name": "Imola Merger Corp. 4.75% 5/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2500000,
"marketValue": 2372803,
"couponRate": 4.75,
"maturityDate": "2029-05-15",
"fundAbbreviation": null,
"sedol": "BJNPGH3",
"isin": "US45258LAA52",
"cusip": "45258LAA5",
"issuer": "212280994",
"ticker": null,
"issuerName": "Imola Merger Corp"
},
{
"id": 3813461,
"type": "FIXED_INCOME",
"name": "Indofood CBP Sukses Makmur Tbk PT 4.805% 4/27/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 809000,
"marketValue": 666954,
"couponRate": 4.805,
"maturityDate": "2052-04-27",
"fundAbbreviation": null,
"sedol": "BNBQXK8",
"isin": "XS2399788277",
"cusip": null,
"issuer": "1080773",
"ticker": null,
"issuerName": "Indofood Sukses Makmur"
},
{
"id": 3813413,
"type": "FIXED_INCOME",
"name": "Indonesia Asahan Aluminium (Persero) PT 5.80% 5/15/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2809641,
"couponRate": 5.8,
"maturityDate": "2050-05-15",
"fundAbbreviation": null,
"sedol": "BMDSLK1",
"isin": "USY7140WAG34",
"cusip": null,
"issuer": "212002393",
"ticker": null,
"issuerName": "Indonesia, Government of the Republic of"
},
{
"id": 3813469,
"type": "FIXED_INCOME",
"name": "InRetail Consumer 3.25% 3/22/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 1836744,
"couponRate": 3.25,
"maturityDate": "2028-03-22",
"fundAbbreviation": null,
"sedol": "BNNLHG5",
"isin": "USP56236AB16",
"cusip": null,
"issuer": "54097362",
"ticker": null,
"issuerName": "InRetail Peru"
},
{
"id": 3820225,
"type": "FIXED_INCOME",
"name": "Intercontinental Exchange, Inc. 3.00% 9/15/2060",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 134000,
"marketValue": 78021,
"couponRate": 3,
"maturityDate": "2060-09-15",
"fundAbbreviation": null,
"sedol": "BMTQL54",
"isin": "US45866FAQ72",
"cusip": "45866FAQ7",
"issuer": "15087147",
"ticker": null,
"issuerName": "Intercontinental Exchange"
},
{
"id": 3820229,
"type": "FIXED_INCOME",
"name": "Intercontinental Exchange, Inc. 4.95% 6/15/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 183000,
"marketValue": 164075,
"couponRate": 4.95,
"maturityDate": "2052-06-15",
"fundAbbreviation": null,
"sedol": "BMTWJ25",
"isin": "US45866FAX24",
"cusip": "45866FAX2",
"issuer": "15087147",
"ticker": null,
"issuerName": "Intercontinental Exchange"
},
{
"id": 3820233,
"type": "FIXED_INCOME",
"name": "International Flavors & Fragrances, Inc. 1.23% 10/1/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4262000,
"marketValue": 4144616,
"couponRate": 1.23,
"maturityDate": "2025-10-01",
"fundAbbreviation": null,
"sedol": "BNNFQC6",
"isin": "US459506AN18",
"cusip": "459506AN1",
"issuer": "64002820",
"ticker": null,
"issuerName": "International Flavors & Fragrances"
},
{
"id": 3820235,
"type": "FIXED_INCOME",
"name": "International Flavors & Fragrances, Inc. 1.832% 10/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 664000,
"marketValue": 610413,
"couponRate": 1.832,
"maturityDate": "2027-10-15",
"fundAbbreviation": null,
"sedol": "BNNFQD7",
"isin": "US459506AP65",
"cusip": "459506AP6",
"issuer": "64002820",
"ticker": null,
"issuerName": "International Flavors & Fragrances"
},
{
"id": 3820237,
"type": "FIXED_INCOME",
"name": "International Flavors & Fragrances, Inc. 2.30% 11/1/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2895000,
"marketValue": 2459908,
"couponRate": 2.3,
"maturityDate": "2030-11-01",
"fundAbbreviation": null,
"sedol": "BNNFQF9",
"isin": "US459506AQ49",
"cusip": "459506AQ4",
"issuer": "64002820",
"ticker": null,
"issuerName": "International Flavors & Fragrances"
},
{
"id": 3820241,
"type": "FIXED_INCOME",
"name": "International Flavors & Fragrances, Inc. 3.468% 12/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4225000,
"marketValue": 2770476,
"couponRate": 3.468,
"maturityDate": "2050-12-01",
"fundAbbreviation": null,
"sedol": "2H478B1",
"isin": "US459506AS05",
"cusip": "459506AS0",
"issuer": "64002820",
"ticker": null,
"issuerName": "International Flavors & Fragrances"
},
{
"id": 3820243,
"type": "FIXED_INCOME",
"name": "International Game Technology PLC 6.25% 1/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3500000,
"marketValue": 3524847,
"couponRate": 6.25,
"maturityDate": "2027-01-15",
"fundAbbreviation": null,
"sedol": "BGQVRL8",
"isin": "US460599AD57",
"cusip": "460599AD5",
"issuer": "212026093",
"ticker": null,
"issuerName": "International Game Technology PLC"
},
{
"id": 3820255,
"type": "FIXED_INCOME",
"name": "Intesa Sanpaolo SpA 4.00% 9/23/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2827194,
"couponRate": 4,
"maturityDate": "2029-09-23",
"fundAbbreviation": null,
"sedol": "BKTPNT5",
"isin": "US46115HBL06",
"cusip": "46115HBL0",
"issuer": "10096046",
"ticker": null,
"issuerName": "Intesa Sanpaolo"
},
{
"id": 3820259,
"type": "FIXED_INCOME",
"name": "Intesa Sanpaolo SpA 8.248% 11/21/2033 (1-year UST Yield Curve Rate T Note Constant Maturity + 4.40% on 11/21/2032)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2525000,
"marketValue": 2833754,
"couponRate": 8.248,
"maturityDate": "2033-11-21",
"fundAbbreviation": null,
"sedol": "BP38H26",
"isin": "US46115HBV87",
"cusip": "46115HBV8",
"issuer": "10096046",
"ticker": null,
"issuerName": "Intesa Sanpaolo"
},
{
"id": 3820359,
"type": "FIXED_INCOME",
"name": "Jamestown CLO, Ltd., Series 2021-16A, Class CR, (3-month USD CME Term SOFR + 1.95%) 6.471% 7/25/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2960000,
"marketValue": 2959950,
"couponRate": 6.471,
"maturityDate": "2034-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US47048RAQ83",
"cusip": "47048RAQ8",
"issuer": "212318736",
"ticker": null,
"issuerName": "Jamestown CLO XVI"
},
{
"id": 3820361,
"type": "FIXED_INCOME",
"name": "Jamestown CLO, Ltd., Series 2021-16A, Class DR, (3-month USD CME Term SOFR + 3.05%) 7.571% 7/25/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 3999904,
"couponRate": 7.571,
"maturityDate": "2034-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US47048RAS40",
"cusip": "47048RAS4",
"issuer": "212318736",
"ticker": null,
"issuerName": "Jamestown CLO XVI"
},
{
"id": 3820365,
"type": "FIXED_INCOME",
"name": "Jersey Central Power & Light Co. 5.10% 1/15/2035",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4375000,
"marketValue": 4269659,
"couponRate": 5.1,
"maturityDate": "2035-01-15",
"fundAbbreviation": null,
"sedol": "BPG4QX5",
"isin": "US476556DE27",
"cusip": "476556DE2",
"issuer": "206072922",
"ticker": null,
"issuerName": "FirstEnergy"
},
{
"id": 3820283,
"type": "FIXED_INCOME",
"name": "JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class B, 4.549% 9/15/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 100000,
"marketValue": 97665,
"couponRate": 4.549,
"maturityDate": "2047-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US46643ABK88",
"cusip": "46643ABK8",
"issuer": "212214125",
"ticker": null,
"issuerName": "JPMBB_14-C23"
},
{
"id": 3820285,
"type": "FIXED_INCOME",
"name": "JPMBB Commercial Mortgage Securities Trust, Series 2014-C26, Class B, 3.951% 1/15/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2333333,
"marketValue": 2234978,
"couponRate": 3.951,
"maturityDate": "2048-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US46643TBF84",
"cusip": "46643TBF8",
"issuer": "212214179",
"ticker": null,
"issuerName": "JPMBB_14-C26"
},
{
"id": 3820275,
"type": "FIXED_INCOME",
"name": "JPMDB Commercial Mortgage Securities Trust, Series 2017-C5, Class A5, 3.694% 3/15/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1600000,
"marketValue": 1540418,
"couponRate": 3.694,
"maturityDate": "2050-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US46590TAE55",
"cusip": "46590TAE5",
"issuer": "212217315",
"ticker": null,
"issuerName": "JPMDB Commercial Mortgage Securi"
},
{
"id": 3820341,
"type": "FIXED_INCOME",
"name": "JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, Class A5, 3.409% 10/15/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1682714,
"marketValue": 1596453,
"couponRate": 3.409,
"maturityDate": "2050-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US46648KAU07",
"cusip": "46648KAU0",
"issuer": "212217817",
"ticker": null,
"issuerName": "JPMDB Commercial Mortgage Securities Trust JPMDB_17-C7"
},
{
"id": 3820373,
"type": "FIXED_INCOME",
"name": "JPMDB Commercial Mortgage Securities Trust, Series 2019-COR6, Class A4, 3.057% 11/13/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 975000,
"marketValue": 846159,
"couponRate": 3.057,
"maturityDate": "2052-11-13",
"fundAbbreviation": null,
"sedol": null,
"isin": "US48129RAX35",
"cusip": "48129RAX3",
"issuer": "212268081",
"ticker": null,
"issuerName": "JPMDB Commercial Mortgage Securities Trust JPMDB_19-COR6"
},
{
"id": 3820297,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 1.045% 11/19/2026 (USD-SOFR + 0.80% on 11/19/2025)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 355000,
"marketValue": 343752,
"couponRate": 1.045,
"maturityDate": "2026-11-19",
"fundAbbreviation": null,
"sedol": "BM9BPB3",
"isin": "US46647PBT21",
"cusip": "46647PBT2",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820295,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 3.109% 4/22/2051 (USD-SOFR + 3.109% on 4/22/2050)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 849000,
"marketValue": 562423,
"couponRate": 3.109,
"maturityDate": "2051-04-22",
"fundAbbreviation": null,
"sedol": "BMF0547",
"isin": "US46647PBN50",
"cusip": "46647PBN5",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820303,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 3.328% 4/22/2052 (USD-SOFR + 1.58% on 4/22/2051)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1907000,
"marketValue": 1305145,
"couponRate": 3.328,
"maturityDate": "2052-04-22",
"fundAbbreviation": null,
"sedol": "BMCPMR7",
"isin": "US46647PCE43",
"cusip": "46647PCE4",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820309,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 4.08% 4/26/2026 (USD-SOFR + 1.32% on 4/26/2025)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1924000,
"marketValue": 1919277,
"couponRate": 4.08,
"maturityDate": "2026-04-26",
"fundAbbreviation": null,
"sedol": "BPDWKJ6",
"isin": "US46647PCZ71",
"cusip": "46647PCZ7",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820289,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 4.203% 7/23/2029 (3-month USD CME Term SOFR + 1.522% on 7/23/2028)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 875000,
"marketValue": 851786,
"couponRate": 4.203,
"maturityDate": "2029-07-23",
"fundAbbreviation": null,
"sedol": "BLPNK55",
"isin": "US46647PAV85",
"cusip": "46647PAV8",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820319,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 5.012% 1/23/2030 (USD-SOFR + 1.31% on 1/23/2029)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3700000,
"marketValue": 3697310,
"couponRate": 5.012,
"maturityDate": "2030-01-23",
"fundAbbreviation": null,
"sedol": "BQWR420",
"isin": "US46647PEB85",
"cusip": "46647PEB8",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820327,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase & Co. 5.294% 7/22/2035 (USD-SOFR + 1.46% on 7/22/2034)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 951000,
"marketValue": 941328,
"couponRate": 5.294,
"maturityDate": "2035-07-22",
"fundAbbreviation": null,
"sedol": "BSWWSY9",
"isin": "US46647PEK84",
"cusip": "46647PEK8",
"issuer": "38010426",
"ticker": null,
"issuerName": "JPMorgan Chase"
},
{
"id": 3820339,
"type": "FIXED_INCOME",
"name": "JPMorgan Chase Commercial Mortgage Securities Trust, Series 2017-JP5, Class AS, 3.723% 3/15/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 970390,
"couponRate": 3.723,
"maturityDate": "2050-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US46647TAS78",
"cusip": "46647TAS7",
"issuer": "212216568",
"ticker": null,
"issuerName": "JP Morgan Chase Commercial Mortgage Securities Trust JPMCC_17-JP"
},
{
"id": 3820343,
"type": "FIXED_INCOME",
"name": "JP Morgan Mortgage Trust, Series 2019-6, Class B3, 4.267% 12/25/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1092384,
"marketValue": 985540,
"couponRate": 4.267,
"maturityDate": "2049-12-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US46651BBA70",
"cusip": "46651BBA7",
"issuer": "212315834",
"ticker": null,
"issuerName": "JP Morgan Mortgage Trust 2019-6"
},
{
"id": 3820347,
"type": "FIXED_INCOME",
"name": "JP Morgan Mortgage Trust, Series 2024-INV1, Class A2, 6% 4/25/2055",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2875195,
"marketValue": 2869603,
"couponRate": 6,
"maturityDate": "2055-04-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US46658PAA03",
"cusip": "46658PAA0",
"issuer": "212350437",
"ticker": null,
"issuerName": "JP Morgan Mortgage Trust 2024-INV1"
},
{
"id": 3820387,
"type": "FIXED_INCOME",
"name": "Kaiser Foundation Hospitals 2.81% 6/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 701000,
"marketValue": 496237,
"couponRate": 2.81,
"maturityDate": "2041-06-01",
"fundAbbreviation": null,
"sedol": "BMF8YY4",
"isin": "US48305QAF00",
"cusip": "48305QAF0",
"issuer": "212199505",
"ticker": null,
"issuerName": "Kaiser Foundation Hospitals"
},
{
"id": 3820381,
"type": "FIXED_INCOME",
"name": "KBC Groep NV 4.932% 10/16/2030 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.07% on 10/16/2029)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4550000,
"marketValue": 4480235,
"couponRate": 4.932,
"maturityDate": "2030-10-16",
"fundAbbreviation": null,
"sedol": "BQFNYM5",
"isin": "US48241FAD69",
"cusip": "48241FAD6",
"issuer": "12074848",
"ticker": null,
"issuerName": "KBC Groep"
},
{
"id": 3820379,
"type": "FIXED_INCOME",
"name": "KBC Groep NV 6.324% 9/21/2034 (1-year UST Yield Curve Rate T Note Constant Maturity + 2.05% on 9/21/2033)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2318000,
"marketValue": 2399146,
"couponRate": 6.324,
"maturityDate": "2034-09-21",
"fundAbbreviation": null,
"sedol": "BNNMML8",
"isin": "US48241FAC86",
"cusip": "48241FAC8",
"issuer": "12074848",
"ticker": null,
"issuerName": "KBC Groep"
},
{
"id": 3820391,
"type": "FIXED_INCOME",
"name": "Kennedy-Wilson, Inc. 4.75% 3/1/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2325000,
"marketValue": 2111551,
"couponRate": 4.75,
"maturityDate": "2029-03-01",
"fundAbbreviation": null,
"sedol": "BMVHFJ7",
"isin": "US489399AL90",
"cusip": "489399AL9",
"issuer": "212101541",
"ticker": null,
"issuerName": "Kennedy-Wilson Holdings"
},
{
"id": 3820397,
"type": "FIXED_INCOME",
"name": "Keurig Dr Pepper, Inc. 3.20% 5/1/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2557000,
"marketValue": 2340031,
"couponRate": 3.2,
"maturityDate": "2030-05-01",
"fundAbbreviation": null,
"sedol": "BKWF8W0",
"isin": "US49271VAJ98",
"cusip": "49271VAJ9",
"issuer": "34093102",
"ticker": null,
"issuerName": "Keurig Dr Pepper"
},
{
"id": 3820395,
"type": "FIXED_INCOME",
"name": "Keurig Dr Pepper, Inc. 4.417% 5/25/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1028000,
"marketValue": 1026285,
"couponRate": 4.417,
"maturityDate": "2025-05-25",
"fundAbbreviation": null,
"sedol": "BJQ4138",
"isin": "US49271VAH33",
"cusip": "49271VAH3",
"issuer": "34093102",
"ticker": null,
"issuerName": "Keurig Dr Pepper"
},
{
"id": 3820403,
"type": "FIXED_INCOME",
"name": "Kookmin Bank 5.375% 5/8/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3270000,
"marketValue": 3320943,
"couponRate": 5.375,
"maturityDate": "2027-05-08",
"fundAbbreviation": null,
"sedol": "BN0SLD4",
"isin": "US50050GAW87",
"cusip": "50050GAW8",
"issuer": "61093341",
"ticker": null,
"issuerName": "KB Financial Group"
},
{
"id": 3813417,
"type": "FIXED_INCOME",
"name": "Korea East-West Power Co., Ltd. 1.75% 5/6/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1500000,
"marketValue": 1484474,
"couponRate": 1.75,
"maturityDate": "2025-05-06",
"fundAbbreviation": null,
"sedol": "BMFC8S8",
"isin": "USY4836TBT70",
"cusip": null,
"issuer": "212002399",
"ticker": null,
"issuerName": "Korea, Republic of"
},
{
"id": 3813501,
"type": "FIXED_INCOME",
"name": "Korea East-West Power Co., Ltd. 3.60% 5/6/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1500000,
"marketValue": 1492692,
"couponRate": 3.6,
"maturityDate": "2025-05-06",
"fundAbbreviation": null,
"sedol": "BP0V256",
"isin": "USY4836TCE92",
"cusip": null,
"issuer": "212002399",
"ticker": null,
"issuerName": "Korea, Republic of"
},
{
"id": 3813525,
"type": "FIXED_INCOME",
"name": "Korea Electric Power Corp. 4.00% 6/14/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3931000,
"marketValue": 3866936,
"couponRate": 4,
"maturityDate": "2027-06-14",
"fundAbbreviation": null,
"sedol": "BQ0PFR8",
"isin": "USY4907LAD48",
"cusip": null,
"issuer": "212002399",
"ticker": null,
"issuerName": "Korea, Republic of"
},
{
"id": 3813479,
"type": "FIXED_INCOME",
"name": "Korea Electric Power Corp. 4.875% 1/31/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 3007899,
"couponRate": 4.875,
"maturityDate": "2027-01-31",
"fundAbbreviation": null,
"sedol": "BNRPQT9",
"isin": "USY4907LAJ18",
"cusip": null,
"issuer": "212002399",
"ticker": null,
"issuerName": "Korea, Republic of"
},
{
"id": 3820405,
"type": "FIXED_INCOME",
"name": "Korea Gas Corp. 5.00% 7/8/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1011000,
"marketValue": 1012903,
"couponRate": 5,
"maturityDate": "2029-07-08",
"fundAbbreviation": null,
"sedol": "BQV1L44",
"isin": "US50066AAV52",
"cusip": "50066AAV5",
"issuer": "212002399",
"ticker": null,
"issuerName": "Korea, Republic of"
},
{
"id": 3820407,
"type": "FIXED_INCOME",
"name": "Korea National Oil Corp. 2.125% 4/18/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2069000,
"marketValue": 1952592,
"couponRate": 2.125,
"maturityDate": "2027-04-18",
"fundAbbreviation": null,
"sedol": "BP6FTB7",
"isin": "US50066RAS58",
"cusip": "50066RAS5",
"issuer": "212002399",
"ticker": null,
"issuerName": "Korea, Republic of"
},
{
"id": 3820409,
"type": "FIXED_INCOME",
"name": "Korea National Oil Corp. 2.625% 4/18/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2527407,
"couponRate": 2.625,
"maturityDate": "2032-04-18",
"fundAbbreviation": null,
"sedol": "BP4ZDN9",
"isin": "US50066RAT32",
"cusip": "50066RAT3",
"issuer": "212002399",
"ticker": null,
"issuerName": "Korea, Republic of"
},
{
"id": 3820411,
"type": "FIXED_INCOME",
"name": "KSL Commercial Mortgage Trust, Series 2024-HT2, Class A, (1-month USD CME Term SOFR + 1.542%) 6.115% 12/15/2039",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2390000,
"marketValue": 2390306,
"couponRate": 6.115,
"maturityDate": "2039-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US500937AA54",
"cusip": "500937AA5",
"issuer": "212352142",
"ticker": null,
"issuerName": "KSL Commercial Mortgage Trust 2024-HT2"
},
{
"id": 3820415,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2021-1A, Class B, 1.94% 11/16/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 154020,
"marketValue": 153835,
"couponRate": 1.94,
"maturityDate": "2026-11-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US501683AB24",
"cusip": "501683AB2",
"issuer": "212292193",
"ticker": null,
"issuerName": "LAD Auto Receivables Trust LADAR_21-1"
},
{
"id": 3820417,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2022-1, Class A, 5.21% 6/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1600740,
"marketValue": 1603436,
"couponRate": 5.21,
"maturityDate": "2027-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US501687AA54",
"cusip": "501687AA5",
"issuer": "212311263",
"ticker": null,
"issuerName": "LAD Auto Receivables Trust LADAR_22-1"
},
{
"id": 3820419,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2022-1, Class B, 5.87% 9/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2901000,
"marketValue": 2928377,
"couponRate": 5.87,
"maturityDate": "2027-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US501687AB38",
"cusip": "501687AB3",
"issuer": "212311263",
"ticker": null,
"issuerName": "LAD Auto Receivables Trust LADAR_22-1"
},
{
"id": 3820421,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2022-1, Class C, 6.85% 4/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4131000,
"marketValue": 4221828,
"couponRate": 6.85,
"maturityDate": "2030-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US501687AC11",
"cusip": "501687AC1",
"issuer": "212311263",
"ticker": null,
"issuerName": "LAD Auto Receivables Trust LADAR_22-1"
},
{
"id": 3820465,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2023-1, Class A2, 5.68% 10/15/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 612185,
"marketValue": 612469,
"couponRate": 5.68,
"maturityDate": "2026-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US505710AB97",
"cusip": "505710AB9",
"issuer": "212317331",
"ticker": null,
"issuerName": "LAD Auto Receivables Trust LADAR_23-1A"
},
{
"id": 3820467,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2023-1, Class C, 6.18% 12/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 927000,
"marketValue": 939108,
"couponRate": 6.18,
"maturityDate": "2027-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US505710AD53",
"cusip": "505710AD5",
"issuer": "212317331",
"ticker": null,
"issuerName": "LAD Auto Receivables Trust LADAR_23-1A"
},
{
"id": 3820471,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2023-1, Class D, 7.30% 6/17/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 981000,
"marketValue": 1007707,
"couponRate": 7.3,
"maturityDate": "2030-06-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US505710AF02",
"cusip": "505710AF0",
"issuer": "212317331",
"ticker": null,
"issuerName": "LAD Auto Receivables Trust LADAR_23-1A"
},
{
"id": 3820473,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2023-2, Class A2, 5.93% 6/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1485332,
"marketValue": 1489156,
"couponRate": 5.93,
"maturityDate": "2027-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US505713AB37",
"cusip": "505713AB3",
"issuer": "212323896",
"ticker": null,
"issuerName": "Lad Auto Receivables Trust 2023-2"
},
{
"id": 3820477,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2023-2, Class B, 5.45% 4/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4473000,
"marketValue": 4503322,
"couponRate": 5.45,
"maturityDate": "2028-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US505713AD92",
"cusip": "505713AD9",
"issuer": "212323896",
"ticker": null,
"issuerName": "Lad Auto Receivables Trust 2023-2"
},
{
"id": 3820481,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2023-2, Class D, 6.30% 2/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 895000,
"marketValue": 905934,
"couponRate": 6.3,
"maturityDate": "2031-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US505713AF41",
"cusip": "505713AF4",
"issuer": "212323896",
"ticker": null,
"issuerName": "Lad Auto Receivables Trust 2023-2"
},
{
"id": 3820437,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2023-3, Class D, 6.92% 12/16/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3430000,
"marketValue": 3551120,
"couponRate": 6.92,
"maturityDate": "2030-12-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US50168BAF58",
"cusip": "50168BAF5",
"issuer": "212327303",
"ticker": null,
"issuerName": "Lad Auto Receivables Trust LADAR_23-3"
},
{
"id": 3820483,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2023-4, Class A3, 6.10% 12/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3145000,
"marketValue": 3169503,
"couponRate": 6.1,
"maturityDate": "2027-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US50571AAC53",
"cusip": "50571AAC5",
"issuer": "212331291",
"ticker": null,
"issuerName": "LAD Auto Receivables Trust 2023-4"
},
{
"id": 3820423,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2024-1, Class A3, 5.23% 1/18/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2278000,
"marketValue": 2288053,
"couponRate": 5.23,
"maturityDate": "2028-01-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US501689AC76",
"cusip": "501689AC7",
"issuer": "212335997",
"ticker": null,
"issuerName": "LAD Auto Receivables Trust 2024-1"
},
{
"id": 3820425,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2024-1, Class A4, 5.17% 9/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1164000,
"marketValue": 1172406,
"couponRate": 5.17,
"maturityDate": "2028-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US501689AD59",
"cusip": "501689AD5",
"issuer": "212335997",
"ticker": null,
"issuerName": "LAD Auto Receivables Trust 2024-1"
},
{
"id": 3820427,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2024-1, Class B, 5.33% 2/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1598000,
"marketValue": 1608345,
"couponRate": 5.33,
"maturityDate": "2029-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US501689AE33",
"cusip": "501689AE3",
"issuer": "212335997",
"ticker": null,
"issuerName": "LAD Auto Receivables Trust 2024-1"
},
{
"id": 3820429,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2024-1, Class C, 5.64% 6/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1932000,
"marketValue": 1952050,
"couponRate": 5.64,
"maturityDate": "2029-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US501689AF08",
"cusip": "501689AF0",
"issuer": "212335997",
"ticker": null,
"issuerName": "LAD Auto Receivables Trust 2024-1"
},
{
"id": 3820431,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2024-1, Class D, 6.15% 6/16/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1190000,
"marketValue": 1204965,
"couponRate": 6.15,
"maturityDate": "2031-06-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US501689AG80",
"cusip": "501689AG8",
"issuer": "212335997",
"ticker": null,
"issuerName": "LAD Auto Receivables Trust 2024-1"
},
{
"id": 3820489,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2024-2, Class A4, 5.46% 7/16/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2671000,
"marketValue": 2703557,
"couponRate": 5.46,
"maturityDate": "2029-07-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US505920AD00",
"cusip": "505920AD0",
"issuer": "212342963",
"ticker": null,
"issuerName": "Lad Auto Receivables Trust LADAR_24-2"
},
{
"id": 3820491,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2024-2, Class D, 6.37% 10/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 614000,
"marketValue": 624891,
"couponRate": 6.37,
"maturityDate": "2031-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US505920AG31",
"cusip": "505920AG3",
"issuer": "212342963",
"ticker": null,
"issuerName": "Lad Auto Receivables Trust LADAR_24-2"
},
{
"id": 3820457,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2024-3A, Class A4, 4.60% 12/17/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2791000,
"marketValue": 2765898,
"couponRate": 4.6,
"maturityDate": "2029-12-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US505709AD72",
"cusip": "505709AD7",
"issuer": "212349866",
"ticker": null,
"issuerName": "LAD Auto Receivables Trust 2024-3"
},
{
"id": 3820461,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2024-3A, Class C, 4.93% 3/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3670000,
"marketValue": 3627032,
"couponRate": 4.93,
"maturityDate": "2030-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US505709AF21",
"cusip": "505709AF2",
"issuer": "212349866",
"ticker": null,
"issuerName": "LAD Auto Receivables Trust 2024-3"
},
{
"id": 3820463,
"type": "FIXED_INCOME",
"name": "LAD Auto Receivables Trust, Series 2024-3A, Class D, 5.18% 2/17/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1864000,
"marketValue": 1836519,
"couponRate": 5.18,
"maturityDate": "2032-02-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US505709AG04",
"cusip": "505709AG0",
"issuer": "212349866",
"ticker": null,
"issuerName": "LAD Auto Receivables Trust 2024-3"
},
{
"id": 3820493,
"type": "FIXED_INCOME",
"name": "Legacy Mortgage Asset Trust, Series 2021-GS1, Class A1, 4.892% 10/25/2066 (5.892% on 1/25/2025)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3321986,
"marketValue": 3325497,
"couponRate": 4.892,
"maturityDate": "2066-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US52474JAA43",
"cusip": "52474JAA4",
"issuer": "212344383",
"ticker": null,
"issuerName": "Legacy Mortgage Asset Trust LMAT_21-GS1"
},
{
"id": 3820495,
"type": "FIXED_INCOME",
"name": "Legacy Mortgage Asset Trust, Series 2021-GS3, Class A1, 4.75% 7/25/2061 (5.75% on 5/25/2025)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4103951,
"marketValue": 4101842,
"couponRate": 4.75,
"maturityDate": "2061-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US52474XAA37",
"cusip": "52474XAA3",
"issuer": "212350504",
"ticker": null,
"issuerName": "Legacy Mortgage Asset Trust 2021-GS3"
},
{
"id": 3813395,
"type": "FIXED_INCOME",
"name": "Lenovo Group, Ltd. 3.421% 11/2/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 3596572,
"couponRate": 3.421,
"maturityDate": "2030-11-02",
"fundAbbreviation": null,
"sedol": "BL6G7L8",
"isin": "USY5257YAJ65",
"cusip": null,
"issuer": "153009269",
"ticker": null,
"issuerName": "Lenovo"
},
{
"id": 3813541,
"type": "FIXED_INCOME",
"name": "Lenovo Group, Ltd. 6.536% 7/27/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 3154425,
"couponRate": 6.536,
"maturityDate": "2032-07-27",
"fundAbbreviation": null,
"sedol": "BQH7VM4",
"isin": "USY5257YAM94",
"cusip": null,
"issuer": "153009269",
"ticker": null,
"issuerName": "Lenovo"
},
{
"id": 3820503,
"type": "FIXED_INCOME",
"name": "Level 3 Financing, Inc. 3.75% 7/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3052750,
"marketValue": 2376123,
"couponRate": 3.75,
"maturityDate": "2029-07-15",
"fundAbbreviation": null,
"sedol": "BMBKDF8",
"isin": "US527298BT90",
"cusip": "527298BT9",
"issuer": "212230710",
"ticker": null,
"issuerName": "Level 3 Financing Inc"
},
{
"id": 3820511,
"type": "FIXED_INCOME",
"name": "Lima Metro Line 2 Finance, Ltd. 4.35% 4/5/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2524698,
"marketValue": 2321326,
"couponRate": 4.35,
"maturityDate": "2036-04-05",
"fundAbbreviation": null,
"sedol": "BJ7WLD1",
"isin": "US532522AB57",
"cusip": "532522AB5",
"issuer": "212028453",
"ticker": null,
"issuerName": "Lima Metro Line 2 Finance Ltd"
},
{
"id": 3813589,
"type": "FIXED_INCOME",
"name": "Lima Metro Line 2 Finance, Ltd. 5.875% 7/5/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 455005,
"marketValue": 454207,
"couponRate": 5.875,
"maturityDate": "2034-07-05",
"fundAbbreviation": null,
"sedol": "BZ0W0D3",
"isin": "USG54897AA45",
"cusip": null,
"issuer": "212028453",
"ticker": null,
"issuerName": "Lima Metro Line 2 Finance Ltd"
},
{
"id": 3820509,
"type": "FIXED_INCOME",
"name": "Lima Metro Line 2 Finance, Ltd. 5.875% 7/5/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2137284,
"marketValue": 2133533,
"couponRate": 5.875,
"maturityDate": "2034-07-05",
"fundAbbreviation": null,
"sedol": "BZ0Y921",
"isin": "US532522AA74",
"cusip": "532522AA7",
"issuer": "212028453",
"ticker": null,
"issuerName": "Lima Metro Line 2 Finance Ltd"
},
{
"id": 3821431,
"type": "FIXED_INCOME",
"name": "Linde, Inc. 2.00% 8/10/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1139000,
"marketValue": 593893,
"couponRate": 2,
"maturityDate": "2050-08-10",
"fundAbbreviation": null,
"sedol": "BMF26G2",
"isin": "US74005PBS20",
"cusip": "74005PBS2",
"issuer": "212317875",
"ticker": null,
"issuerName": "Linde PLC"
},
{
"id": 3820517,
"type": "FIXED_INCOME",
"name": "Lloyds Banking Group PLC 1.627% 5/11/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 0.85% on 5/11/2026)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 312000,
"marketValue": 298531,
"couponRate": 1.627,
"maturityDate": "2027-05-11",
"fundAbbreviation": null,
"sedol": "BMG7BP0",
"isin": "US53944YAP88",
"cusip": "53944YAP8",
"issuer": "129009881",
"ticker": null,
"issuerName": "Lloyds Banking Group"
},
{
"id": 3820529,
"type": "FIXED_INCOME",
"name": "Lockheed Martin Corp. 4.75% 2/15/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 838000,
"marketValue": 813535,
"couponRate": 4.75,
"maturityDate": "2034-02-15",
"fundAbbreviation": null,
"sedol": "BRJVGG0",
"isin": "US539830CA58",
"cusip": "539830CA5",
"issuer": "101008793",
"ticker": null,
"issuerName": "Lockheed Martin"
},
{
"id": 3820531,
"type": "FIXED_INCOME",
"name": "Lockheed Martin Corp. 5.20% 2/15/2055",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 500000,
"marketValue": 471456,
"couponRate": 5.2,
"maturityDate": "2055-02-15",
"fundAbbreviation": null,
"sedol": "BRJVGH1",
"isin": "US539830CB32",
"cusip": "539830CB3",
"issuer": "101008793",
"ticker": null,
"issuerName": "Lockheed Martin"
},
{
"id": 3820447,
"type": "FIXED_INCOME",
"name": "LV Trust, Series 2024-SHOW, Class A, 5.104% 10/10/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1912000,
"marketValue": 1884704,
"couponRate": 5.104,
"maturityDate": "2041-10-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US50245XAA54",
"cusip": "50245XAA5",
"issuer": "212349198",
"ticker": null,
"issuerName": "LV Trust LV_24-SHOW"
},
{
"id": 3820559,
"type": "FIXED_INCOME",
"name": "Madison Park Funding, Ltd., CLO, Series 2021-50A, Class A, (3-month USD CME Term SOFR + 1.402%) 6.019% 4/19/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 250000,
"marketValue": 250258,
"couponRate": 6.019,
"maturityDate": "2034-04-19",
"fundAbbreviation": null,
"sedol": null,
"isin": "US55821FAA57",
"cusip": "55821FAA5",
"issuer": "212309852",
"ticker": null,
"issuerName": "Madison Park Funding Ltd MDPK_21-50A"
},
{
"id": 3820567,
"type": "FIXED_INCOME",
"name": "Marathon CLO, Ltd., Series 19-2A, Class A1AR, (3-month USD CME Term SOFR + 1.38%) 5.997% 1/20/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2500000,
"marketValue": 2502495,
"couponRate": 5.997,
"maturityDate": "2033-01-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US56578HAU05",
"cusip": "56578HAU0",
"issuer": "212319837",
"ticker": null,
"issuerName": "Marathon CLO 14"
},
{
"id": 3820573,
"type": "FIXED_INCOME",
"name": "Marathon CLO, Ltd., Series 2019-1, Class BLR, (3-month USD CME Term SOFR + 2.65%) 7.306% 4/15/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 3009870,
"couponRate": 7.306,
"maturityDate": "2032-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US56579ABM18",
"cusip": "56579ABM1",
"issuer": "212319672",
"ticker": null,
"issuerName": "Marathon CLO XIII"
},
{
"id": 3820569,
"type": "FIXED_INCOME",
"name": "Marathon CLO, Ltd., Series 2019-2, Class BAR, (3-month USD CME Term SOFR + 2.70%) 7.317% 1/20/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1286000,
"marketValue": 1288803,
"couponRate": 7.317,
"maturityDate": "2033-01-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US56578HAW60",
"cusip": "56578HAW6",
"issuer": "212319837",
"ticker": null,
"issuerName": "Marathon CLO 14"
},
{
"id": 3820579,
"type": "FIXED_INCOME",
"name": "Marble Point CLO, Ltd., Series 2019-1A, Class CR2, (3-month USD CME Term SOFR + 1.90%) 6.391% 7/23/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3832000,
"marketValue": 3833644,
"couponRate": 6.391,
"maturityDate": "2032-07-23",
"fundAbbreviation": null,
"sedol": null,
"isin": "US56606YBC84",
"cusip": "56606YBC8",
"issuer": "212319464",
"ticker": null,
"issuerName": "Marble Point CLO XV Ltd MP15_19-1A"
},
{
"id": 3820581,
"type": "FIXED_INCOME",
"name": "Marble Point CLO, Ltd., Series 2019-1A, Class DR2, (3-month USD CME Term SOFR + 3.00%) 7.491% 7/23/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3860000,
"marketValue": 3860961,
"couponRate": 7.491,
"maturityDate": "2032-07-23",
"fundAbbreviation": null,
"sedol": null,
"isin": "US56606YBE41",
"cusip": "56606YBE4",
"issuer": "212319464",
"ticker": null,
"issuerName": "Marble Point CLO XV Ltd MP15_19-1A"
},
{
"id": 3820583,
"type": "FIXED_INCOME",
"name": "Marble Point CLO XIX, Ltd., Series 2020-3, Class DR, (3-month USD CME Term SOFR + 4.00%) 8.617% 1/19/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 4019216,
"couponRate": 8.617,
"maturityDate": "2034-01-19",
"fundAbbreviation": null,
"sedol": null,
"isin": "US56607KAQ76",
"cusip": "56607KAQ7",
"issuer": "212318482",
"ticker": null,
"issuerName": "Marble Point CLO XIX"
},
{
"id": 3820601,
"type": "FIXED_INCOME",
"name": "Marriott International, Inc. 2.85% 4/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2120000,
"marketValue": 1853177,
"couponRate": 2.85,
"maturityDate": "2031-04-15",
"fundAbbreviation": null,
"sedol": "BMV37F5",
"isin": "US571903BG74",
"cusip": "571903BG7",
"issuer": "164073516",
"ticker": null,
"issuerName": "Marriott International"
},
{
"id": 3820607,
"type": "FIXED_INCOME",
"name": "Marriott International, Inc. 4.90% 4/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4024000,
"marketValue": 4017940,
"couponRate": 4.9,
"maturityDate": "2029-04-15",
"fundAbbreviation": null,
"sedol": "BRF4MM1",
"isin": "US571903BL69",
"cusip": "571903BL6",
"issuer": "164073516",
"ticker": null,
"issuerName": "Marriott International"
},
{
"id": 3820599,
"type": "FIXED_INCOME",
"name": "Marriott International, Inc. 5.75% 5/1/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 208000,
"marketValue": 208437,
"couponRate": 5.75,
"maturityDate": "2025-05-01",
"fundAbbreviation": null,
"sedol": "BMCJ8S2",
"isin": "US571903BD44",
"cusip": "571903BD4",
"issuer": "164073516",
"ticker": null,
"issuerName": "Marriott International"
},
{
"id": 3820587,
"type": "FIXED_INCOME",
"name": "Marsh & McLennan Companies, Inc. 2.25% 11/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 221000,
"marketValue": 190823,
"couponRate": 2.25,
"maturityDate": "2030-11-15",
"fundAbbreviation": null,
"sedol": "BMBKZF2",
"isin": "US571748BN17",
"cusip": "571748BN1",
"issuer": "85003477",
"ticker": null,
"issuerName": "Marsh & McLennan"
},
{
"id": 3820589,
"type": "FIXED_INCOME",
"name": "Marsh & McLennan Companies, Inc. 2.90% 12/15/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 875000,
"marketValue": 544176,
"couponRate": 2.9,
"maturityDate": "2051-12-15",
"fundAbbreviation": null,
"sedol": "BMG7990",
"isin": "US571748BQ48",
"cusip": "571748BQ4",
"issuer": "85003477",
"ticker": null,
"issuerName": "Marsh & McLennan"
},
{
"id": 3820597,
"type": "FIXED_INCOME",
"name": "Marsh & McLennan Cos., Inc. 5.35% 11/15/2044",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 1942256,
"couponRate": 5.35,
"maturityDate": "2044-11-15",
"fundAbbreviation": null,
"sedol": "BL9XNH4",
"isin": "US571748CE09",
"cusip": "571748CE0",
"issuer": "85003477",
"ticker": null,
"issuerName": "Marsh & McLennan"
},
{
"id": 3820591,
"type": "FIXED_INCOME",
"name": "Marsh & McLennan Cos., Inc. 5.45% 3/15/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 950000,
"marketValue": 920883,
"couponRate": 5.45,
"maturityDate": "2054-03-15",
"fundAbbreviation": null,
"sedol": "BSBGTQ1",
"isin": "US571748BX98",
"cusip": "571748BX9",
"issuer": "85003477",
"ticker": null,
"issuerName": "Marsh & McLennan"
},
{
"id": 3820611,
"type": "FIXED_INCOME",
"name": "Masco Corp. 1.50% 2/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 795000,
"marketValue": 717197,
"couponRate": 1.5,
"maturityDate": "2028-02-15",
"fundAbbreviation": null,
"sedol": "BKY7976",
"isin": "US574599BS40",
"cusip": "574599BS4",
"issuer": "102003494",
"ticker": null,
"issuerName": "Masco"
},
{
"id": 3820609,
"type": "FIXED_INCOME",
"name": "Masco Corp. 2.00% 2/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1173000,
"marketValue": 981606,
"couponRate": 2,
"maturityDate": "2031-02-15",
"fundAbbreviation": null,
"sedol": "BKY7987",
"isin": "US574599BQ83",
"cusip": "574599BQ8",
"issuer": "102003494",
"ticker": null,
"issuerName": "Masco"
},
{
"id": 3820631,
"type": "FIXED_INCOME",
"name": "McDonald's Corp. 4.20% 4/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 708000,
"marketValue": 559842,
"couponRate": 4.2,
"maturityDate": "2050-04-01",
"fundAbbreviation": null,
"sedol": "BKSG571",
"isin": "US58013MFR07",
"cusip": "58013MFR0",
"issuer": "145003537",
"ticker": null,
"issuerName": "McDonald's"
},
{
"id": 3820625,
"type": "FIXED_INCOME",
"name": "McDonald's Corp. 4.45% 9/1/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 242000,
"marketValue": 202065,
"couponRate": 4.45,
"maturityDate": "2048-09-01",
"fundAbbreviation": null,
"sedol": "BYVN663",
"isin": "US58013MFH25",
"cusip": "58013MFH2",
"issuer": "145003537",
"ticker": null,
"issuerName": "McDonald's"
},
{
"id": 3820633,
"type": "FIXED_INCOME",
"name": "McDonald's Corp. 5.15% 9/9/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 220000,
"marketValue": 201361,
"couponRate": 5.15,
"maturityDate": "2052-09-09",
"fundAbbreviation": null,
"sedol": "BMTWYS6",
"isin": "US58013MFT62",
"cusip": "58013MFT6",
"issuer": "145003537",
"ticker": null,
"issuerName": "McDonald's"
},
{
"id": 3820637,
"type": "FIXED_INCOME",
"name": "McDonald's Corp. 5.45% 8/14/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2473000,
"marketValue": 2371310,
"couponRate": 5.45,
"maturityDate": "2053-08-14",
"fundAbbreviation": null,
"sedol": "BRF5C57",
"isin": "US58013MFW91",
"cusip": "58013MFW9",
"issuer": "145003537",
"ticker": null,
"issuerName": "McDonald's"
},
{
"id": 3820655,
"type": "FIXED_INCOME",
"name": "Merck & Co., Inc. 1.45% 6/24/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 465000,
"marketValue": 390102,
"couponRate": 1.45,
"maturityDate": "2030-06-24",
"fundAbbreviation": null,
"sedol": "BMYQX19",
"isin": "US58933YAZ88",
"cusip": "58933YAZ8",
"issuer": "193003585",
"ticker": null,
"issuerName": "Merck"
},
{
"id": 3820667,
"type": "FIXED_INCOME",
"name": "Methanex Corp. 5.25% 12/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1125000,
"marketValue": 1084896,
"couponRate": 5.25,
"maturityDate": "2029-12-15",
"fundAbbreviation": null,
"sedol": "BK7CRF2",
"isin": "US59151KAL26",
"cusip": "59151KAL2",
"issuer": "192008672",
"ticker": null,
"issuerName": "Methanex"
},
{
"id": 3820671,
"type": "FIXED_INCOME",
"name": "MetLife Capital Trust IV, junior subordinated, 7.875% 12/15/2067 (3-month USD-LIBOR + 3.96% on 12/1/2037)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 100000,
"marketValue": 109319,
"couponRate": 7.875,
"maturityDate": "2067-12-15",
"fundAbbreviation": null,
"sedol": "B29W497",
"isin": "US591560AA57",
"cusip": "591560AA5",
"issuer": "45078485",
"ticker": null,
"issuerName": "MetLife"
},
{
"id": 3820673,
"type": "FIXED_INCOME",
"name": "MetLife, Inc. 3.60% 11/13/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 100000,
"marketValue": 99205,
"couponRate": 3.6,
"maturityDate": "2025-11-13",
"fundAbbreviation": null,
"sedol": "BYQ29N3",
"isin": "US59156RBQ02",
"cusip": "59156RBQ0",
"issuer": "45078485",
"ticker": null,
"issuerName": "MetLife"
},
{
"id": 3820677,
"type": "FIXED_INCOME",
"name": "MetLife, Inc. 4.55% 3/23/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 417000,
"marketValue": 411361,
"couponRate": 4.55,
"maturityDate": "2030-03-23",
"fundAbbreviation": null,
"sedol": "BMF33R5",
"isin": "US59156RBZ01",
"cusip": "59156RBZ0",
"issuer": "45078485",
"ticker": null,
"issuerName": "MetLife"
},
{
"id": 3820675,
"type": "FIXED_INCOME",
"name": "MetLife, Inc. 4.60% 5/13/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 800000,
"marketValue": 696172,
"couponRate": 4.6,
"maturityDate": "2046-05-13",
"fundAbbreviation": null,
"sedol": "BYQ29M2",
"isin": "US59156RBR84",
"cusip": "59156RBR8",
"issuer": "45078485",
"ticker": null,
"issuerName": "MetLife"
},
{
"id": 3820681,
"type": "FIXED_INCOME",
"name": "MetLife, Inc. 5.30% 12/15/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 3987216,
"couponRate": 5.3,
"maturityDate": "2034-12-15",
"fundAbbreviation": null,
"sedol": "BRF3SD1",
"isin": "US59156RCN61",
"cusip": "59156RCN6",
"issuer": "45078485",
"ticker": null,
"issuerName": "MetLife"
},
{
"id": 3820705,
"type": "FIXED_INCOME",
"name": "Metropolitan Life Global Funding I 1.55% 1/7/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 284000,
"marketValue": 232895,
"couponRate": 1.55,
"maturityDate": "2031-01-07",
"fundAbbreviation": null,
"sedol": "BLB3DN8",
"isin": "US59217GGU76",
"cusip": "59217GGU7",
"issuer": "212172319",
"ticker": null,
"issuerName": "Metropolitan Life Global Funding I"
},
{
"id": 3820691,
"type": "FIXED_INCOME",
"name": "Metropolitan Life Global Funding I 2.40% 1/11/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3250000,
"marketValue": 2723026,
"couponRate": 2.4,
"maturityDate": "2032-01-11",
"fundAbbreviation": null,
"sedol": "BMVVMZ4",
"isin": "US59217GET22",
"cusip": "59217GET2",
"issuer": "212172319",
"ticker": null,
"issuerName": "Metropolitan Life Global Funding I"
},
{
"id": 3820687,
"type": "FIXED_INCOME",
"name": "Metropolitan Life Global Funding I 2.95% 4/9/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 980000,
"marketValue": 885604,
"couponRate": 2.95,
"maturityDate": "2030-04-09",
"fundAbbreviation": null,
"sedol": "BMHFQK3",
"isin": "US59217GEG01",
"cusip": "59217GEG0",
"issuer": "212172319",
"ticker": null,
"issuerName": "Metropolitan Life Global Funding I"
},
{
"id": 3820685,
"type": "FIXED_INCOME",
"name": "Metropolitan Life Global Funding I 3.45% 12/18/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2315000,
"marketValue": 2267681,
"couponRate": 3.45,
"maturityDate": "2026-12-18",
"fundAbbreviation": null,
"sedol": "BYM4751",
"isin": "US59217GBY44",
"cusip": "59217GBY4",
"issuer": "212172319",
"ticker": null,
"issuerName": "Metropolitan Life Global Funding I"
},
{
"id": 3820695,
"type": "FIXED_INCOME",
"name": "Metropolitan Life Global Funding I 4.30% 8/25/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 884000,
"marketValue": 861015,
"couponRate": 4.3,
"maturityDate": "2029-08-25",
"fundAbbreviation": null,
"sedol": "BNM6SC4",
"isin": "US59217GFD60",
"cusip": "59217GFD6",
"issuer": "212172319",
"ticker": null,
"issuerName": "Metropolitan Life Global Funding I"
},
{
"id": 3820693,
"type": "FIXED_INCOME",
"name": "Metropolitan Life Global Funding I 4.40% 6/30/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 824000,
"marketValue": 819541,
"couponRate": 4.4,
"maturityDate": "2027-06-30",
"fundAbbreviation": null,
"sedol": "BMQ78Z9",
"isin": "US59217GFB05",
"cusip": "59217GFB0",
"issuer": "212172319",
"ticker": null,
"issuerName": "Metropolitan Life Global Funding I"
},
{
"id": 3820683,
"type": "FIXED_INCOME",
"name": "Metropolitan Life Global Funding I 5.05% 1/6/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1418000,
"marketValue": 1426813,
"couponRate": 5.05,
"maturityDate": "2028-01-06",
"fundAbbreviation": null,
"sedol": "BNNM2L8",
"isin": "US592179KF10",
"cusip": "592179KF1",
"issuer": "212172319",
"ticker": null,
"issuerName": "Metropolitan Life Global Funding I"
},
{
"id": 3820703,
"type": "FIXED_INCOME",
"name": "Metropolitan Life Global Funding I 5.05% 1/8/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 1959378,
"couponRate": 5.05,
"maturityDate": "2034-01-08",
"fundAbbreviation": null,
"sedol": "BQPG651",
"isin": "US59217GFS30",
"cusip": "59217GFS3",
"issuer": "212172319",
"ticker": null,
"issuerName": "Metropolitan Life Global Funding I"
},
{
"id": 3820697,
"type": "FIXED_INCOME",
"name": "Metropolitan Life Global Funding I 5.15% 3/28/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2068000,
"marketValue": 2044222,
"couponRate": 5.15,
"maturityDate": "2033-03-28",
"fundAbbreviation": null,
"sedol": "BRBFL10",
"isin": "US59217GFP90",
"cusip": "59217GFP9",
"issuer": "212172319",
"ticker": null,
"issuerName": "Metropolitan Life Global Funding I"
},
{
"id": 3820707,
"type": "FIXED_INCOME",
"name": "Mexico City Airport Trust 3.875% 4/30/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 690000,
"marketValue": 647855,
"couponRate": 3.875,
"maturityDate": "2028-04-30",
"fundAbbreviation": null,
"sedol": "BF0GKQ8",
"isin": "US59284MAC82",
"cusip": "59284MAC8",
"issuer": "212167931",
"ticker": null,
"issuerName": "Mexico City Airport Trust"
},
{
"id": 3813339,
"type": "FIXED_INCOME",
"name": "Mexico City Airport Trust 5.50% 10/31/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3106000,
"marketValue": 2496062,
"couponRate": 5.5,
"maturityDate": "2046-10-31",
"fundAbbreviation": null,
"sedol": "BD878T8",
"isin": "USP6629MAB83",
"cusip": null,
"issuer": "212167931",
"ticker": null,
"issuerName": "Mexico City Airport Trust"
},
{
"id": 3820709,
"type": "FIXED_INCOME",
"name": "Mexico City Airport Trust 5.50% 7/31/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2485000,
"marketValue": 2008461,
"couponRate": 5.5,
"maturityDate": "2047-07-31",
"fundAbbreviation": null,
"sedol": "BDZSCY7",
"isin": "US59284MAD65",
"cusip": "59284MAD6",
"issuer": "212167931",
"ticker": null,
"issuerName": "Mexico City Airport Trust"
},
{
"id": 3820623,
"type": "FIXED_INCOME",
"name": "MFRA Trust, Series 2024-NQM2, Class A1, 5.272% 8/1/2064 (6.272% on 8/1/2028)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3763716,
"marketValue": 3724039,
"couponRate": 5.272,
"maturityDate": "2069-08-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US58004JAA07",
"cusip": "58004JAA0",
"issuer": "212348146",
"ticker": null,
"issuerName": "MFA 2024-NQM2 Trust"
},
{
"id": 3820723,
"type": "FIXED_INCOME",
"name": "MidAmerican Energy Co. 3.15% 4/15/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 3370295,
"couponRate": 3.15,
"maturityDate": "2050-04-15",
"fundAbbreviation": null,
"sedol": "BKT2JL0",
"isin": "US595620AV77",
"cusip": "595620AV7",
"issuer": "212233395",
"ticker": null,
"issuerName": "Midamerican Energy Company"
},
{
"id": 3820721,
"type": "FIXED_INCOME",
"name": "MidAmerican Energy Co. 3.65% 4/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2853000,
"marketValue": 2722210,
"couponRate": 3.65,
"maturityDate": "2029-04-15",
"fundAbbreviation": null,
"sedol": "BJ1STT7",
"isin": "US595620AT22",
"cusip": "595620AT2",
"issuer": "212233395",
"ticker": null,
"issuerName": "Midamerican Energy Company"
},
{
"id": 3820725,
"type": "FIXED_INCOME",
"name": "MidAmerican Energy Co. 5.35% 1/15/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 350000,
"marketValue": 354695,
"couponRate": 5.35,
"maturityDate": "2034-01-15",
"fundAbbreviation": null,
"sedol": "BNT9DY3",
"isin": "US595620AX34",
"cusip": "595620AX3",
"issuer": "212233395",
"ticker": null,
"issuerName": "Midamerican Energy Company"
},
{
"id": 3820719,
"type": "FIXED_INCOME",
"name": "MidAmerican Energy Co. 5.75% 11/1/2035",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2025000,
"marketValue": 2103926,
"couponRate": 5.75,
"maturityDate": "2035-11-01",
"fundAbbreviation": null,
"sedol": "B0NFKV2",
"isin": "US595620AE52",
"cusip": "595620AE5",
"issuer": "212233395",
"ticker": null,
"issuerName": "Midamerican Energy Company"
},
{
"id": 3820729,
"type": "FIXED_INCOME",
"name": "MidOcean Credit CLO, Series 2023-12, Class A1R, (3-month USD CME Term SOFR + 1.34%) 5.972% 4/18/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2500000,
"marketValue": 2500578,
"couponRate": 5.972,
"maturityDate": "2036-04-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US59803TAQ40",
"cusip": "59803TAQ4",
"issuer": "212317908",
"ticker": null,
"issuerName": "Mid Ocean CLO MIDO_23-12"
},
{
"id": 3820733,
"type": "FIXED_INCOME",
"name": "Mill City Mortgage Trust, Series 2016-1, Class M3, 3.35% 4/25/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2931846,
"couponRate": 3.35,
"maturityDate": "2057-04-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US59980TAD81",
"cusip": "59980TAD8",
"issuer": "212243197",
"ticker": null,
"issuerName": "Mill City Mortgage Loan Trust Mc"
},
{
"id": 3820735,
"type": "FIXED_INCOME",
"name": "Mill City Mortgage Trust, Series 2018-1, Class A1, 3.25% 5/25/2062",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 61452,
"marketValue": 60674,
"couponRate": 3.25,
"maturityDate": "2062-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US59980VAA98",
"cusip": "59980VAA9",
"issuer": "212270456",
"ticker": null,
"issuerName": "Mill City Mortgage Trust MCMLT_18-1"
},
{
"id": 3820737,
"type": "FIXED_INCOME",
"name": "Mill City Mortgage Trust, Series 2019-GS2, Class A1, 2.75% 8/25/2059",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3002629,
"marketValue": 2891616,
"couponRate": 2.75,
"maturityDate": "2059-08-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US59981TAC99",
"cusip": "59981TAC9",
"issuer": "212270482",
"ticker": null,
"issuerName": "Mill City Mortgage Trust MCMLT_19-GS2"
},
{
"id": 3813341,
"type": "FIXED_INCOME",
"name": "Minejesa Capital BV 4.625% 8/10/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4414046,
"marketValue": 4266034,
"couponRate": 4.625,
"maturityDate": "2030-08-10",
"fundAbbreviation": null,
"sedol": "BDFB3Y3",
"isin": "USN57445AA17",
"cusip": null,
"issuer": "212187369",
"ticker": null,
"issuerName": "Minejesa Capital BV"
},
{
"id": 3813531,
"type": "FIXED_INCOME",
"name": "MISC Capital Two (Labuan), Ltd. 3.625% 4/6/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2984877,
"couponRate": 3.625,
"maturityDate": "2025-04-06",
"fundAbbreviation": null,
"sedol": "BQ3SBW1",
"isin": "USY6080GAA59",
"cusip": null,
"issuer": "212002401",
"ticker": null,
"issuerName": "Malaysia, Government of"
},
{
"id": 3820759,
"type": "FIXED_INCOME",
"name": "Mitsubishi UFJ Financial Group, Inc. 5.133% 7/20/2033 (1-year UST Yield Curve Rate T Note Constant Maturity + 2.125% on 7/20/2032)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 631000,
"marketValue": 626580,
"couponRate": 5.133,
"maturityDate": "2033-07-20",
"fundAbbreviation": null,
"sedol": "BNKH164",
"isin": "US606822CK87",
"cusip": "606822CK8",
"issuer": "172080308",
"ticker": null,
"issuerName": "Mitsubishi UFJ Financial Group"
},
{
"id": 3820771,
"type": "FIXED_INCOME",
"name": "MMAF Equipment Finance, LLC, Series 20-A, Class A3, 0.97% 4/9/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2986045,
"marketValue": 2906258,
"couponRate": 0.97,
"maturityDate": "2027-04-09",
"fundAbbreviation": null,
"sedol": null,
"isin": "US60700MAC29",
"cusip": "60700MAC2",
"issuer": "212294030",
"ticker": null,
"issuerName": "MMAF Equipment Finance LLC 2020-A"
},
{
"id": 3820775,
"type": "FIXED_INCOME",
"name": "Molina Healthcare, Inc. 3.875% 11/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2665000,
"marketValue": 2374249,
"couponRate": 3.875,
"maturityDate": "2030-11-15",
"fundAbbreviation": null,
"sedol": "BMYKTN5",
"isin": "US60855RAK68",
"cusip": "60855RAK6",
"issuer": "82082974",
"ticker": null,
"issuerName": "Molina Healthcare"
},
{
"id": 3820773,
"type": "FIXED_INCOME",
"name": "Molina Healthcare, Inc. 4.38% 6/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2125000,
"marketValue": 2015645,
"couponRate": 4.375,
"maturityDate": "2028-06-15",
"fundAbbreviation": null,
"sedol": "BMXTM34",
"isin": "US60855RAJ95",
"cusip": "60855RAJ9",
"issuer": "82082974",
"ticker": null,
"issuerName": "Molina Healthcare"
},
{
"id": 3820781,
"type": "FIXED_INCOME",
"name": "Monroe Capital MML CLO XI, Ltd., Series 2021-1, Class A1, (3-month USD CME Term SOFR + 1.811%) 6.333% 5/20/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2500000,
"marketValue": 2503790,
"couponRate": 6.333,
"maturityDate": "2033-05-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US61034NAA90",
"cusip": "61034NAA9",
"issuer": "212331697",
"ticker": null,
"issuerName": "Monroe Capital Mml CLO MCMML_21-1A"
},
{
"id": 3820785,
"type": "FIXED_INCOME",
"name": "Monroe Capital MML CLO XI, Ltd., Series 2021-2, Class A1, (3-month USD CME Term SOFR + 1.762%) 6.12% 9/14/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3500000,
"marketValue": 3504774,
"couponRate": 6.12,
"maturityDate": "2033-09-14",
"fundAbbreviation": null,
"sedol": null,
"isin": "US61034VAC72",
"cusip": "61034VAC7",
"issuer": "212331701",
"ticker": null,
"issuerName": "Monroe Capital Mml CLO MCMML_21-2"
},
{
"id": 3820783,
"type": "FIXED_INCOME",
"name": "Monroe Capital MML CLO X, LLC, Series 2020-1, Class A1R, (3-month USD CME Term SOFR + 1.87%) 6.391% 5/20/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1540000,
"marketValue": 1543850,
"couponRate": 6.391,
"maturityDate": "2034-05-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US61034UAA34",
"cusip": "61034UAA3",
"issuer": "212332318",
"ticker": null,
"issuerName": "Monroe Capital Mml CLO MCMML_20-1A"
},
{
"id": 3820805,
"type": "FIXED_INCOME",
"name": "Morgan Stanley 1.512% 7/20/2027 (USD-SOFR + 0.858% on 7/20/2026)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2884000,
"marketValue": 2741680,
"couponRate": 1.512,
"maturityDate": "2027-07-20",
"fundAbbreviation": null,
"sedol": "BNZKDG2",
"isin": "US61747YEC57",
"cusip": "61747YEC5",
"issuer": "95001579",
"ticker": null,
"issuerName": "Morgan Stanley"
},
{
"id": 3820803,
"type": "FIXED_INCOME",
"name": "Morgan Stanley 1.928% 4/28/2032 (USD-SOFR + 1.02% on 4/28/2031)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5319000,
"marketValue": 4352793,
"couponRate": 1.928,
"maturityDate": "2032-04-28",
"fundAbbreviation": null,
"sedol": "BMZ2XG1",
"isin": "US6174468X01",
"cusip": "6174468X0",
"issuer": "95001579",
"ticker": null,
"issuerName": "Morgan Stanley"
},
{
"id": 3820843,
"type": "FIXED_INCOME",
"name": "Morgan Stanley 3.217% 4/22/2042 (USD-SOFR + 1.485% on 4/22/2041)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5708000,
"marketValue": 4223241,
"couponRate": 3.217,
"maturityDate": "2042-04-22",
"fundAbbreviation": null,
"sedol": "BN7LY82",
"isin": "US61772BAC72",
"cusip": "61772BAC7",
"issuer": "95001579",
"ticker": null,
"issuerName": "Morgan Stanley"
},
{
"id": 3820809,
"type": "FIXED_INCOME",
"name": "Morgan Stanley 4.679% 7/17/2026 (USD-SOFR + 1.669% on 7/17/2025)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1121000,
"marketValue": 1120083,
"couponRate": 4.679,
"maturityDate": "2026-07-17",
"fundAbbreviation": null,
"sedol": "BMHCB09",
"isin": "US61747YET82",
"cusip": "61747YET8",
"issuer": "95001579",
"ticker": null,
"issuerName": "Morgan Stanley"
},
{
"id": 3820827,
"type": "FIXED_INCOME",
"name": "Morgan Stanley 5.042% 7/19/2030 (USD-SOFR + 1.215% on 7/19/2029)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3440000,
"marketValue": 3429195,
"couponRate": 5.042,
"maturityDate": "2030-07-19",
"fundAbbreviation": null,
"sedol": "BRC15Q0",
"isin": "US61747YFS90",
"cusip": "61747YFS9",
"issuer": "95001579",
"ticker": null,
"issuerName": "Morgan Stanley"
},
{
"id": 3820815,
"type": "FIXED_INCOME",
"name": "Morgan Stanley 5.449% 7/20/2029 (USD-SOFR + 1.63% on 7/20/2028)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2750000,
"marketValue": 2781496,
"couponRate": 5.449,
"maturityDate": "2029-07-20",
"fundAbbreviation": null,
"sedol": "BNTDVP2",
"isin": "US61747YFF79",
"cusip": "61747YFF7",
"issuer": "95001579",
"ticker": null,
"issuerName": "Morgan Stanley"
},
{
"id": 3820821,
"type": "FIXED_INCOME",
"name": "Morgan Stanley 5.652% 4/13/2028 (USD-SOFR + 1.01% on 4/13/2027)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2594000,
"marketValue": 2638168,
"couponRate": 5.652,
"maturityDate": "2028-04-13",
"fundAbbreviation": null,
"sedol": "BLDCFF9",
"isin": "US61747YFP51",
"cusip": "61747YFP5",
"issuer": "95001579",
"ticker": null,
"issuerName": "Morgan Stanley"
},
{
"id": 3820817,
"type": "FIXED_INCOME",
"name": "Morgan Stanley 6.407% 11/1/2029 (USD-SOFR + 1.83% on 11/1/2028)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4220000,
"marketValue": 4409356,
"couponRate": 6.407,
"maturityDate": "2029-11-01",
"fundAbbreviation": null,
"sedol": "BQ6C2Z0",
"isin": "US61747YFH36",
"cusip": "61747YFH3",
"issuer": "95001579",
"ticker": null,
"issuerName": "Morgan Stanley"
},
{
"id": 3820789,
"type": "FIXED_INCOME",
"name": "Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class A-4, 3.306% 4/15/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1870000,
"marketValue": 1859534,
"couponRate": 3.306,
"maturityDate": "2048-04-15",
"fundAbbreviation": null,
"sedol": "BWZMHS1",
"isin": "US61690FAM59",
"cusip": "61690FAM5",
"issuer": "212030101",
"ticker": null,
"issuerName": "Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22"
},
{
"id": 3820791,
"type": "FIXED_INCOME",
"name": "Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C23, Class A3, 3.451% 7/15/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 535656,
"marketValue": 532764,
"couponRate": 3.451,
"maturityDate": "2050-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US61690QAD16",
"cusip": "61690QAD1",
"issuer": "212214525",
"ticker": null,
"issuerName": "Morgan Stanley Baml Trust MSBAM_"
},
{
"id": 3820835,
"type": "FIXED_INCOME",
"name": "Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class A-4, 3.372% 10/15/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1300000,
"marketValue": 1289075,
"couponRate": 3.372,
"maturityDate": "2048-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US61765TAE38",
"cusip": "61765TAE3",
"issuer": "212215052",
"ticker": null,
"issuerName": "Morgan Stanley Baml Trust MSBAM_"
},
{
"id": 3820787,
"type": "FIXED_INCOME",
"name": "Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class A4, 3.753% 12/15/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 525000,
"marketValue": 519477,
"couponRate": 3.753,
"maturityDate": "2047-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US61690AAE47",
"cusip": "61690AAE4",
"issuer": "212171621",
"ticker": null,
"issuerName": "Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27"
},
{
"id": 3820837,
"type": "FIXED_INCOME",
"name": "Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C30, Class A4, 2.60% 9/15/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 207798,
"marketValue": 201313,
"couponRate": 2.6,
"maturityDate": "2049-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US61766NBA28",
"cusip": "61766NBA2",
"issuer": "212216111",
"ticker": null,
"issuerName": "Morgan Stanley Baml Trust MSBAM_"
},
{
"id": 3820839,
"type": "FIXED_INCOME",
"name": "Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class A-S, 3.102% 11/15/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2877711,
"couponRate": 3.102,
"maturityDate": "2049-11-15",
"fundAbbreviation": null,
"sedol": "BD8NW72",
"isin": "US61766RAZ91",
"cusip": "61766RAZ9",
"issuer": "212216233",
"ticker": null,
"issuerName": "Morgan Stanley Baml Trust MSBAM_"
},
{
"id": 3820797,
"type": "FIXED_INCOME",
"name": "Morgan Stanley Capital I Trust, Series 2015-UBS8, Class AS, 4.114% 12/15/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1730000,
"marketValue": 1679389,
"couponRate": 4.114,
"maturityDate": "2048-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US61691ABN28",
"cusip": "61691ABN2",
"issuer": "212215704",
"ticker": null,
"issuerName": "Morgan Stanley Capital I Trust 2015-UBS8"
},
{
"id": 3820847,
"type": "FIXED_INCOME",
"name": "Morgan Stanley Capital I Trust, Series 2022-L8, Class A5, 3.793% 4/15/2055",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 120000,
"marketValue": 108513,
"couponRate": 3.793,
"maturityDate": "2055-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US61774LBF58",
"cusip": "61774LBF5",
"issuer": "212299187",
"ticker": null,
"issuerName": "Morgan Stanley Capital I Trust 2022-L8"
},
{
"id": 3820553,
"type": "FIXED_INCOME",
"name": "MSWF Commercial Mortgage Trust, Series 2023-2, Class AS, 6.491% 12/15/2056",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3463000,
"marketValue": 3685622,
"couponRate": 6.491,
"maturityDate": "2056-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US55361AAX28",
"cusip": "55361AAX2",
"issuer": "212332637",
"ticker": null,
"issuerName": "MSWF Commercial Mortgage Trust 2023-2"
},
{
"id": 3820533,
"type": "FIXED_INCOME",
"name": "M&T Equipment Notes, Series 2023-1, Class A2, 6.09% 7/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1549614,
"marketValue": 1553927,
"couponRate": 6.09,
"maturityDate": "2030-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US551925AA85",
"cusip": "551925AA8",
"issuer": "212337038",
"ticker": null,
"issuerName": "M&T Equipment 2023-LEAF1 Notes"
},
{
"id": 3820535,
"type": "FIXED_INCOME",
"name": "M&T Equipment Notes, Series 2023-1, Class A3, 5.74% 7/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 3030828,
"couponRate": 5.74,
"maturityDate": "2030-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US551925AB68",
"cusip": "551925AB6",
"issuer": "212337038",
"ticker": null,
"issuerName": "M&T Equipment 2023-LEAF1 Notes"
},
{
"id": 3820855,
"type": "FIXED_INCOME",
"name": "Multi Family Connecticut Avenue Securities, Series 2024-01, Class M10, (30-day Average USD-SOFR + 3.85%) 8.584% 7/25/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4044000,
"marketValue": 4140409,
"couponRate": 8.584,
"maturityDate": "2054-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US62548RAB50",
"cusip": "62548RAB5",
"issuer": "212345473",
"ticker": null,
"issuerName": "Multifamily Connecticut Avenue Securities Trust 2024-01"
},
{
"id": 3820857,
"type": "FIXED_INCOME",
"name": "Murphy Oil Corp. 5.875% 12/1/2042",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1395000,
"marketValue": 1205438,
"couponRate": 5.875,
"maturityDate": "2042-12-01",
"fundAbbreviation": null,
"sedol": "B7WNRX7",
"isin": "US626717AG73",
"cusip": "626717AG7",
"issuer": "178003782",
"ticker": null,
"issuerName": "Murphy Oil"
},
{
"id": 3820555,
"type": "FIXED_INCOME",
"name": "MV24 Capital BV 6.748% 6/1/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1492919,
"marketValue": 1416956,
"couponRate": 6.748,
"maturityDate": "2034-06-01",
"fundAbbreviation": null,
"sedol": "BK5ZFH1",
"isin": "US55388RAA41",
"cusip": "55388RAA4",
"issuer": "212261563",
"ticker": null,
"issuerName": "MV24 Capital BV"
},
{
"id": 3820881,
"type": "FIXED_INCOME",
"name": "Nasdaq, Inc. 5.35% 6/28/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1540000,
"marketValue": 1562543,
"couponRate": 5.35,
"maturityDate": "2028-06-28",
"fundAbbreviation": null,
"sedol": "BQZDPL1",
"isin": "US63111XAH44",
"cusip": "63111XAH4",
"issuer": "188085412",
"ticker": null,
"issuerName": "Nasdaq"
},
{
"id": 3820885,
"type": "FIXED_INCOME",
"name": "National Australia Bank, Ltd. 4.944% 1/12/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3474000,
"marketValue": 3497522,
"couponRate": 4.944,
"maturityDate": "2028-01-12",
"fundAbbreviation": null,
"sedol": "BNNMQP0",
"isin": "US63253QAB05",
"cusip": "63253QAB0",
"issuer": "18003834",
"ticker": null,
"issuerName": "National Australia Bank"
},
{
"id": 3821715,
"type": "FIXED_INCOME",
"name": "Navient Corp. 5.625% 8/1/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2598789,
"couponRate": 5.625,
"maturityDate": "2033-08-01",
"fundAbbreviation": null,
"sedol": "2922061",
"isin": "US78442FAZ18",
"cusip": "78442FAZ1",
"issuer": "212011313",
"ticker": null,
"issuerName": "Navient"
},
{
"id": 3820903,
"type": "FIXED_INCOME",
"name": "Navient Student Loan Trust, Series 2021-A, Class A, 0.84% 5/15/2069",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1255077,
"marketValue": 1131974,
"couponRate": 0.84,
"maturityDate": "2069-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US63942BAA26",
"cusip": "63942BAA2",
"issuer": "212278139",
"ticker": null,
"issuerName": "Navient Student Loan Trust NAVSL_21-A"
},
{
"id": 3820907,
"type": "FIXED_INCOME",
"name": "Navient Student Loan Trust, Series 2021-B, Class A, 0.94% 7/15/2069",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1295196,
"marketValue": 1161709,
"couponRate": 0.94,
"maturityDate": "2069-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US63942LAA08",
"cusip": "63942LAA0",
"issuer": "212280491",
"ticker": null,
"issuerName": "Navient Private Education Loan Trust NAVSL_21-B"
},
{
"id": 3820919,
"type": "FIXED_INCOME",
"name": "Nelnet Student Loan Trust, Series 2021-CA, Class AFX, 1.32% 4/20/2062",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1856358,
"marketValue": 1706886,
"couponRate": 1.32,
"maturityDate": "2062-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US64035GAB59",
"cusip": "64035GAB5",
"issuer": "212287057",
"ticker": null,
"issuerName": "Nelnet Student Loan Trust NSLT_21-C"
},
{
"id": 3820923,
"type": "FIXED_INCOME",
"name": "Nestle Holdings, Inc. 1.875% 9/14/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 884000,
"marketValue": 732458,
"couponRate": 1.875,
"maturityDate": "2031-09-14",
"fundAbbreviation": null,
"sedol": "BMYR7G5",
"isin": "US641062AX23",
"cusip": "641062AX2",
"issuer": "212220392",
"ticker": null,
"issuerName": "Nestle Hldgs Inc."
},
{
"id": 3820931,
"type": "FIXED_INCOME",
"name": "Netflix, Inc. 4.875% 6/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 53000,
"marketValue": 52790,
"couponRate": 4.875,
"maturityDate": "2030-06-15",
"fundAbbreviation": null,
"sedol": "BKM1GZ7",
"isin": "US64110LAV80",
"cusip": "64110LAV8",
"issuer": "21081853",
"ticker": null,
"issuerName": "Netflix"
},
{
"id": 3820929,
"type": "FIXED_INCOME",
"name": "Netflix, Inc. 5.375% 11/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3244000,
"marketValue": 3308711,
"couponRate": 5.375,
"maturityDate": "2029-11-15",
"fundAbbreviation": null,
"sedol": "BK0RZV6",
"isin": "US64110LAU08",
"cusip": "64110LAU0",
"issuer": "21081853",
"ticker": null,
"issuerName": "Netflix"
},
{
"id": 3820937,
"type": "FIXED_INCOME",
"name": "Netflix, Inc. 5.40% 8/15/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2003000,
"marketValue": 1950249,
"couponRate": 5.4,
"maturityDate": "2054-08-15",
"fundAbbreviation": null,
"sedol": "BR2NKZ0",
"isin": "US64110LBA35",
"cusip": "64110LBA3",
"issuer": "21081853",
"ticker": null,
"issuerName": "Netflix"
},
{
"id": 3820921,
"type": "FIXED_INCOME",
"name": "Neuberger Berman Loan Advisers LaSalle Street Lending CLO, Ltd., Series 2023-1, Class D1, (3-month USD CME Term SOFR + 5.00%) 9.626% 10/25/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 1019013,
"couponRate": 9.626,
"maturityDate": "2036-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US640977AG95",
"cusip": "640977AG9",
"issuer": "212332618",
"ticker": null,
"issuerName": "Neuberger Berman Loan Advisers Lasalle Street Lending Clo I"
},
{
"id": 3820963,
"type": "FIXED_INCOME",
"name": "Newark BSL CLO 1, Ltd., Series 2016-1A, Class A1R, (3-month USD CME Term SOFR + 1.362%) 5.979% 12/21/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 469306,
"marketValue": 469940,
"couponRate": 5.979,
"maturityDate": "2029-12-21",
"fundAbbreviation": null,
"sedol": null,
"isin": "US65023TAJ16",
"cusip": "65023TAJ1",
"issuer": "212319115",
"ticker": null,
"issuerName": "NBCLO_16-1A"
},
{
"id": 3820961,
"type": "FIXED_INCOME",
"name": "Newark BSL CLO 2, Ltd., Series 2017-1A, Class A1R, (3-month USD CME Term SOFR + 1.232%) 5.857% 7/25/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1401206,
"marketValue": 1402878,
"couponRate": 5.857,
"maturityDate": "2030-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US65023PAN06",
"cusip": "65023PAN0",
"issuer": "212278919",
"ticker": null,
"issuerName": "Newark Bsl CLO NBCLO_17-1A"
},
{
"id": 3820949,
"type": "FIXED_INCOME",
"name": "New Residential Mortgage Loan Trust, Series 2019-2A, Class A1, 4.25% 12/25/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1536614,
"marketValue": 1478441,
"couponRate": 4.25,
"maturityDate": "2057-12-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US64830DAB91",
"cusip": "64830DAB9",
"issuer": "212271463",
"ticker": null,
"issuerName": "New Residential Mortgage Loan Trust NRZT_19-2A"
},
{
"id": 3820953,
"type": "FIXED_INCOME",
"name": "New York Life Global Funding 0.85% 1/15/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3803000,
"marketValue": 3661426,
"couponRate": 0.85,
"maturityDate": "2026-01-15",
"fundAbbreviation": null,
"sedol": "BMBSTR6",
"isin": "US64952WDW01",
"cusip": "64952WDW0",
"issuer": "33083561",
"ticker": null,
"issuerName": "New York Life"
},
{
"id": 3820951,
"type": "FIXED_INCOME",
"name": "New York Life Global Funding 1.20% 8/7/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4913000,
"marketValue": 4045536,
"couponRate": 1.2,
"maturityDate": "2030-08-07",
"fundAbbreviation": null,
"sedol": "BMB0SZ3",
"isin": "US64952WDS98",
"cusip": "64952WDS9",
"issuer": "33083561",
"ticker": null,
"issuerName": "New York Life"
},
{
"id": 3820955,
"type": "FIXED_INCOME",
"name": "New York Life Global Funding 3.25% 4/7/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2164000,
"marketValue": 2103064,
"couponRate": 3.25,
"maturityDate": "2027-04-07",
"fundAbbreviation": null,
"sedol": "BNDB1C9",
"isin": "US64952WEQ24",
"cusip": "64952WEQ2",
"issuer": "33083561",
"ticker": null,
"issuerName": "New York Life"
},
{
"id": 3820957,
"type": "FIXED_INCOME",
"name": "New York Life Global Funding 4.55% 1/28/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3067000,
"marketValue": 2932687,
"couponRate": 4.55,
"maturityDate": "2033-01-28",
"fundAbbreviation": null,
"sedol": "BPP33D2",
"isin": "US64952WEZ23",
"cusip": "64952WEZ2",
"issuer": "33083561",
"ticker": null,
"issuerName": "New York Life"
},
{
"id": 3820879,
"type": "FIXED_INCOME",
"name": "New York Mortgage Trust, Series 2022-SP1, Class A1, 5.25% 7/25/2062 (8.25% on 7/1/2025)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3224734,
"marketValue": 3205547,
"couponRate": 5.25,
"maturityDate": "2062-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US62956BAA70",
"cusip": "62956BAA7",
"issuer": "212351882",
"ticker": null,
"issuerName": "New York Mortgage Trust NYMT_22-SP1"
},
{
"id": 3820971,
"type": "FIXED_INCOME",
"name": "NextEra Energy Capital Holdings, Inc. 1.875% 1/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1470000,
"marketValue": 1389184,
"couponRate": 1.875,
"maturityDate": "2027-01-15",
"fundAbbreviation": null,
"sedol": "BN91231",
"isin": "US65339KBY55",
"cusip": "65339KBY5",
"issuer": "21001929",
"ticker": null,
"issuerName": "NextEra Energy"
},
{
"id": 3820969,
"type": "FIXED_INCOME",
"name": "NextEra Energy Capital Holdings, Inc. 6.051% 3/1/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4050000,
"marketValue": 4057521,
"couponRate": 6.051,
"maturityDate": "2025-03-01",
"fundAbbreviation": null,
"sedol": "BQKRHH8",
"isin": "US65339KBP49",
"cusip": "65339KBP4",
"issuer": "21001929",
"ticker": null,
"issuerName": "NextEra Energy"
},
{
"id": 3820973,
"type": "FIXED_INCOME",
"name": "NextEra Energy Operating Partners, LP 3.875% 10/15/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3535000,
"marketValue": 3383974,
"couponRate": 3.875,
"maturityDate": "2026-10-15",
"fundAbbreviation": null,
"sedol": "BKZCC59",
"isin": "US65342QAL68",
"cusip": "65342QAL6",
"issuer": "21001929",
"ticker": null,
"issuerName": "NextEra Energy"
},
{
"id": 3820975,
"type": "FIXED_INCOME",
"name": "Niagara Energy S.A.C. 5.746% 10/3/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4400000,
"marketValue": 4269096,
"couponRate": 5.746,
"maturityDate": "2034-10-03",
"fundAbbreviation": null,
"sedol": "BSML3T6",
"isin": "US65345YAA01",
"cusip": "65345YAA0",
"issuer": "212349120",
"ticker": null,
"issuerName": "Niagara Energy SAC"
},
{
"id": 3820979,
"type": "FIXED_INCOME",
"name": "NIKE, Inc. 3.25% 3/27/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5469000,
"marketValue": 4225847,
"couponRate": 3.25,
"maturityDate": "2040-03-27",
"fundAbbreviation": null,
"sedol": "BKSG5P9",
"isin": "US654106AL77",
"cusip": "654106AL7",
"issuer": "139003955",
"ticker": null,
"issuerName": "Nike"
},
{
"id": 3820981,
"type": "FIXED_INCOME",
"name": "NiSource, Inc. 5.00% 6/15/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 24000,
"marketValue": 21263,
"couponRate": 5,
"maturityDate": "2052-06-15",
"fundAbbreviation": null,
"sedol": "BP9LNY3",
"isin": "US65473PAM77",
"cusip": "65473PAM7",
"issuer": "199003803",
"ticker": null,
"issuerName": "NiSource"
},
{
"id": 3821001,
"type": "FIXED_INCOME",
"name": "Nissan Auto Lease Trust, Series 2023-A, Class A3, 4.91% 1/15/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 182765,
"marketValue": 182808,
"couponRate": 4.91,
"maturityDate": "2026-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US65480VAD55",
"cusip": "65480VAD5",
"issuer": "212316763",
"ticker": null,
"issuerName": "Nissan Auto Lease Trust NALT_23-A"
},
{
"id": 3820999,
"type": "FIXED_INCOME",
"name": "Nissan Auto Receivables Owner Trust, Series 2023-B, Class A3, 5.93% 3/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4270000,
"marketValue": 4339815,
"couponRate": 5.93,
"maturityDate": "2028-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US65480MAD56",
"cusip": "65480MAD5",
"issuer": "212330394",
"ticker": null,
"issuerName": "Nissan Auto Receivables 2023-B Owner Trust"
},
{
"id": 3820995,
"type": "FIXED_INCOME",
"name": "Nissan Motor Acceptance Co., LLC 6.95% 9/15/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4190000,
"marketValue": 4287920,
"couponRate": 6.95,
"maturityDate": "2026-09-15",
"fundAbbreviation": null,
"sedol": "BNQQSR5",
"isin": "US65480CAE57",
"cusip": "65480CAE5",
"issuer": "212286330",
"ticker": null,
"issuerName": "Nissan Motor Acceptance Company LLC"
},
{
"id": 3820989,
"type": "FIXED_INCOME",
"name": "Nissan Motor Co., Ltd. 4.81% 9/17/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2808000,
"marketValue": 2641340,
"couponRate": 4.81,
"maturityDate": "2030-09-17",
"fundAbbreviation": null,
"sedol": "BM9C475",
"isin": "US654744AD34",
"cusip": "654744AD3",
"issuer": "187004003",
"ticker": null,
"issuerName": "Nissan Motor"
},
{
"id": 3821003,
"type": "FIXED_INCOME",
"name": "Noble Finance II, LLC 8.00% 4/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 800000,
"marketValue": 808785,
"couponRate": 8,
"maturityDate": "2030-04-15",
"fundAbbreviation": null,
"sedol": "BPK28M8",
"isin": "US65505PAA57",
"cusip": "65505PAA5",
"issuer": "212321715",
"ticker": null,
"issuerName": "Noble Finance 2 LLC"
},
{
"id": 3821013,
"type": "FIXED_INCOME",
"name": "Norfolk Southern Corp. 4.45% 3/1/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2194000,
"marketValue": 2094375,
"couponRate": 4.45,
"maturityDate": "2033-03-01",
"fundAbbreviation": null,
"sedol": "BR1H3Y3",
"isin": "US655844CQ90",
"cusip": "655844CQ9",
"issuer": "13004041",
"ticker": null,
"issuerName": "Norfolk Southern"
},
{
"id": 3821019,
"type": "FIXED_INCOME",
"name": "Northern States Power Co. 2.90% 3/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 6150000,
"marketValue": 3940391,
"couponRate": 2.9,
"maturityDate": "2050-03-01",
"fundAbbreviation": null,
"sedol": "BKLMSY4",
"isin": "US665772CR86",
"cusip": "665772CR8",
"issuer": "37004065",
"ticker": null,
"issuerName": "Xcel Energy"
},
{
"id": 3821025,
"type": "FIXED_INCOME",
"name": "Northern States Power Co. 4.50% 6/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2789000,
"marketValue": 2347722,
"couponRate": 4.5,
"maturityDate": "2052-06-01",
"fundAbbreviation": null,
"sedol": "BMV87C7",
"isin": "US665772CV98",
"cusip": "665772CV9",
"issuer": "37004065",
"ticker": null,
"issuerName": "Xcel Energy"
},
{
"id": 3821033,
"type": "FIXED_INCOME",
"name": "Northrop Grumman Corp. 4.95% 3/15/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5032000,
"marketValue": 4501411,
"couponRate": 4.95,
"maturityDate": "2053-03-15",
"fundAbbreviation": null,
"sedol": "BN6LRM8",
"isin": "US666807CJ91",
"cusip": "666807CJ9",
"issuer": "41004069",
"ticker": null,
"issuerName": "Northrop Grumman"
},
{
"id": 3821035,
"type": "FIXED_INCOME",
"name": "Northwestern Mutual Global Funding 0.80% 1/14/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2062000,
"marketValue": 1985553,
"couponRate": 0.8,
"maturityDate": "2026-01-14",
"fundAbbreviation": null,
"sedol": "BL6JRW8",
"isin": "US66815L2A63",
"cusip": "66815L2A6",
"issuer": "212277932",
"ticker": null,
"issuerName": "Northwestern Mutual Global Funding"
},
{
"id": 3821039,
"type": "FIXED_INCOME",
"name": "Northwoods Capital, Ltd., Series 2018-12BA, Class BR, (3-month USD CME Term SOFR + 1.70%) 6.059% 6/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 4004600,
"couponRate": 6.059,
"maturityDate": "2031-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US66858CAQ06",
"cusip": "66858CAQ0",
"issuer": "212318579",
"ticker": null,
"issuerName": "Northwoods Capital XII-B"
},
{
"id": 3821041,
"type": "FIXED_INCOME",
"name": "Northwoods Capital, Ltd., Series 2018-12BA, Class CR, (3-month USD CME Term SOFR + 2.05%) 6.409% 6/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 4005200,
"couponRate": 6.409,
"maturityDate": "2031-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US66858CAS61",
"cusip": "66858CAS6",
"issuer": "212318579",
"ticker": null,
"issuerName": "Northwoods Capital XII-B"
},
{
"id": 3821047,
"type": "FIXED_INCOME",
"name": "NOVA Chemicals Corp. 8.50% 11/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1490000,
"marketValue": 1580160,
"couponRate": 8.5,
"maturityDate": "2028-11-15",
"fundAbbreviation": null,
"sedol": "BN12NJ5",
"isin": "US66977WAT62",
"cusip": "66977WAT6",
"issuer": "212183661",
"ticker": null,
"issuerName": "NOVA Chemicals Corp"
},
{
"id": 3821051,
"type": "FIXED_INCOME",
"name": "Novartis Capital Corp. 1.75% 2/14/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 103000,
"marketValue": 102645,
"couponRate": 1.75,
"maturityDate": "2025-02-14",
"fundAbbreviation": null,
"sedol": "BKTHB08",
"isin": "US66989HAP38",
"cusip": "66989HAP3",
"issuer": "17011677",
"ticker": null,
"issuerName": "Novartis"
},
{
"id": 3820875,
"type": "FIXED_INCOME",
"name": "NRG Energy, Inc. 3.625% 2/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4375760,
"couponRate": 3.625,
"maturityDate": "2031-02-15",
"fundAbbreviation": null,
"sedol": "BNM51T9",
"isin": "US629377CR16",
"cusip": "629377CR1",
"issuer": "186087106",
"ticker": null,
"issuerName": "NRG Energy"
},
{
"id": 3820877,
"type": "FIXED_INCOME",
"name": "NRG Energy, Inc. 3.875% 2/15/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 270000,
"marketValue": 235990,
"couponRate": 3.875,
"maturityDate": "2032-02-15",
"fundAbbreviation": null,
"sedol": "BNSNQY7",
"isin": "US629377CS98",
"cusip": "629377CS9",
"issuer": "186087106",
"ticker": null,
"issuerName": "NRG Energy"
},
{
"id": 3821129,
"type": "FIXED_INCOME",
"name": "Ocean Trails CLO, Series 2023-14, Class B1, (3-month USD CME Term SOFR + 2.75%) 7.367% 1/20/2035",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 500000,
"marketValue": 500000,
"couponRate": 7.367,
"maturityDate": "2035-01-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67515JAE55",
"cusip": "67515JAE5",
"issuer": "212317529",
"ticker": null,
"issuerName": "Ocean Trails CLO OCTR_23-14"
},
{
"id": 3821131,
"type": "FIXED_INCOME",
"name": "OCP CLO, Ltd., Series 2019-16A, Class AR, (3-month USD CME Term SOFR + 1.262%) 5.938% 4/10/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1877003,
"marketValue": 1882403,
"couponRate": 5.938,
"maturityDate": "2033-04-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67570QAK76",
"cusip": "67570QAK7",
"issuer": "212312681",
"ticker": null,
"issuerName": "OCP CLO Ltd OCP_19-16A"
},
{
"id": 3821059,
"type": "FIXED_INCOME",
"name": "OCP CLO, Ltd., Series 2023-28, Class D, (3-month USD CME Term SOFR + 5.35%) 9.997% 7/16/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 500000,
"marketValue": 511830,
"couponRate": 9.997,
"maturityDate": "2036-07-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US670891AG53",
"cusip": "670891AG5",
"issuer": "212325259",
"ticker": null,
"issuerName": "OCP CLO Ltd OCP_23-28"
},
{
"id": 3821075,
"type": "FIXED_INCOME",
"name": "OCP CLO, Ltd., Series 2023-29, Class C, (3-month USD CME Term SOFR + 3.10%) 7.717% 1/20/2035",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1800000,
"marketValue": 1802790,
"couponRate": 7.717,
"maturityDate": "2035-01-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67118BAG86",
"cusip": "67118BAG8",
"issuer": "212330821",
"ticker": null,
"issuerName": "OCP Aegis CLO 2023-29"
},
{
"id": 3821077,
"type": "FIXED_INCOME",
"name": "OCP CLO, Ltd., Series 2023-29, Class D, (3-month USD CME Term SOFR + 5.00%) 9.617% 1/20/2035",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 3007950,
"couponRate": 9.617,
"maturityDate": "2035-01-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67118BAJ26",
"cusip": "67118BAJ2",
"issuer": "212330821",
"ticker": null,
"issuerName": "OCP Aegis CLO 2023-29"
},
{
"id": 3821133,
"type": "FIXED_INCOME",
"name": "Octagon 64, Ltd., CLO, Series 2022-1A, Class B1, (3-month USD CME Term SOFR + 2.10%) 6.717% 7/21/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 1000055,
"couponRate": 6.717,
"maturityDate": "2037-07-21",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67579AAK34",
"cusip": "67579AAK3",
"issuer": "212299389",
"ticker": null,
"issuerName": "Octagon Investment Partners 64 Ltd OCT64_22-1"
},
{
"id": 3821137,
"type": "FIXED_INCOME",
"name": "Olin Corp. 5.625% 8/1/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2500000,
"marketValue": 2432588,
"couponRate": 5.625,
"maturityDate": "2029-08-01",
"fundAbbreviation": null,
"sedol": "BKBQ3C9",
"isin": "US680665AL00",
"cusip": "680665AL0",
"issuer": "119004147",
"ticker": null,
"issuerName": "Olin"
},
{
"id": 3821139,
"type": "FIXED_INCOME",
"name": "Oncor Electric Delivery Co., LLC 0.55% 10/1/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 716000,
"marketValue": 695167,
"couponRate": 0.55,
"maturityDate": "2025-10-01",
"fundAbbreviation": null,
"sedol": "BN7LC33",
"isin": "US68233JBZ66",
"cusip": "68233JBZ6",
"issuer": "167093235",
"ticker": null,
"issuerName": "Oncor Electric Delivery Co LLC"
},
{
"id": 3821141,
"type": "FIXED_INCOME",
"name": "Oncor Electric Delivery Co., LLC 4.55% 9/15/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 807000,
"marketValue": 777475,
"couponRate": 4.55,
"maturityDate": "2032-09-15",
"fundAbbreviation": null,
"sedol": "BNNDVF8",
"isin": "US68233JCK88",
"cusip": "68233JCK8",
"issuer": "167093235",
"ticker": null,
"issuerName": "Oncor Electric Delivery Co LLC"
},
{
"id": 3821083,
"type": "FIXED_INCOME",
"name": "OnDeck Asset Securitization Trust, LLC, Series 2024-1, Class B, 7.15% 6/17/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2366000,
"marketValue": 2412901,
"couponRate": 7.15,
"maturityDate": "2031-06-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67118NAB38",
"cusip": "67118NAB3",
"issuer": "212341284",
"ticker": null,
"issuerName": "Ondeck Asset Securitization Trust LLC ONDK_24-1"
},
{
"id": 3821063,
"type": "FIXED_INCOME",
"name": "Ondeck Asset Securitization Trust, LLC, Series 2024-2A, Class B, 5.42% 10/17/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3931000,
"marketValue": 3873623,
"couponRate": 5.42,
"maturityDate": "2031-10-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67108SAE81",
"cusip": "67108SAE8",
"issuer": "212348851",
"ticker": null,
"issuerName": "Ondeck Asset Securitization Trust LLC ONDK_24-2"
},
{
"id": 3821065,
"type": "FIXED_INCOME",
"name": "Ondeck Asset Securitization Trust, LLC, Series 2024-2A, Class C, 7.03% 10/17/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 146000,
"marketValue": 145988,
"couponRate": 7.03,
"maturityDate": "2031-10-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67108SAF56",
"cusip": "67108SAF5",
"issuer": "212348851",
"ticker": null,
"issuerName": "Ondeck Asset Securitization Trust LLC ONDK_24-2"
},
{
"id": 3821143,
"type": "FIXED_INCOME",
"name": "One Market Plaza Trust, Series 2017-1MKT, Class A, 3.614% 2/10/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4543385,
"marketValue": 4250518,
"couponRate": 3.614,
"maturityDate": "2032-02-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US68245HAA23",
"cusip": "68245HAA2",
"issuer": "212271007",
"ticker": null,
"issuerName": "One Market Plaza Trust OMPT_17-1"
},
{
"id": 3821145,
"type": "FIXED_INCOME",
"name": "One Market Plaza Trust, Series 2017-1MKT, Class C, 4.0163% 2/10/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 891788,
"couponRate": 4.016,
"maturityDate": "2032-02-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US68245HAE45",
"cusip": "68245HAE4",
"issuer": "212271007",
"ticker": null,
"issuerName": "One Market Plaza Trust OMPT_17-1"
},
{
"id": 3821149,
"type": "FIXED_INCOME",
"name": "ONEOK, Inc. 5.55% 11/1/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1977000,
"marketValue": 2003090,
"couponRate": 5.55,
"maturityDate": "2026-11-01",
"fundAbbreviation": null,
"sedol": "BMZ6BH0",
"isin": "US682680BH51",
"cusip": "682680BH5",
"issuer": "130004158",
"ticker": null,
"issuerName": "ONEOK"
},
{
"id": 3821147,
"type": "FIXED_INCOME",
"name": "ONEOK, Inc. 5.85% 1/15/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 432000,
"marketValue": 436016,
"couponRate": 5.85,
"maturityDate": "2026-01-15",
"fundAbbreviation": null,
"sedol": "BM93315",
"isin": "US682680BD48",
"cusip": "682680BD4",
"issuer": "130004158",
"ticker": null,
"issuerName": "ONEOK"
},
{
"id": 3821079,
"type": "FIXED_INCOME",
"name": "Onslow Bay Financial Mortgage Loan Trust, Series 2022-NQM9, Class A1A, 6.45% 9/25/2062 (7.45% on 11/1/2026)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2360273,
"marketValue": 2373316,
"couponRate": 6.45,
"maturityDate": "2062-09-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US67118LAA98",
"cusip": "67118LAA9",
"issuer": "212316894",
"ticker": null,
"issuerName": "OBX Trust OBX_22-NQM9"
},
{
"id": 3821057,
"type": "FIXED_INCOME",
"name": "Onslow Bay Financial Mortgage Loan Trust, Series 2023-NQM1, Class A1, 6.12% 11/25/2062 (7.12% on 12/1/2026)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1453735,
"marketValue": 1458563,
"couponRate": 6.12,
"maturityDate": "2062-11-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US670855AA38",
"cusip": "670855AA3",
"issuer": "212316520",
"ticker": null,
"issuerName": "OBX Trust OBX_23-NQM1"
},
{
"id": 3821163,
"type": "FIXED_INCOME",
"name": "Oversea-Chinese Banking Corp., Ltd. 1.832% 9/10/2030 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.58% on 9/10/2025)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2250000,
"marketValue": 2197852,
"couponRate": 1.832,
"maturityDate": "2030-09-10",
"fundAbbreviation": null,
"sedol": "BN6RJN1",
"isin": "US69033DAD93",
"cusip": "69033DAD9",
"issuer": "69004097",
"ticker": null,
"issuerName": "Oversea-Chinese Banking Corporation Ltd"
},
{
"id": 3821255,
"type": "FIXED_INCOME",
"name": "Pacific Gas and Electric Co. 4.20% 3/1/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3475000,
"marketValue": 3360766,
"couponRate": 4.2,
"maturityDate": "2029-03-01",
"fundAbbreviation": null,
"sedol": "BP38D62",
"isin": "US694308KB20",
"cusip": "694308KB2",
"issuer": "87011747",
"ticker": null,
"issuerName": "PG&E"
},
{
"id": 3821279,
"type": "FIXED_INCOME",
"name": "PacifiCorp 4.125% 1/15/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4800000,
"marketValue": 3730810,
"couponRate": 4.125,
"maturityDate": "2049-01-15",
"fundAbbreviation": null,
"sedol": "BF2WX10",
"isin": "US695114CT39",
"cusip": "695114CT3",
"issuer": "51000687",
"ticker": null,
"issuerName": "Berkshire Hathaway"
},
{
"id": 3821305,
"type": "FIXED_INCOME",
"name": "Palmer Square Loan Funding, CLO, Series 2021-3, Class A1, (3-month USD CME Term SOFR + 1.062%) 5.679% 7/20/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 536805,
"marketValue": 537117,
"couponRate": 5.679,
"maturityDate": "2029-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69702BAA98",
"cusip": "69702BAA9",
"issuer": "212313614",
"ticker": null,
"issuerName": "Palmer Square Loan Funding Ltd PSTAT_21-3A"
},
{
"id": 3821307,
"type": "FIXED_INCOME",
"name": "Palmer Square Loan Funding, CLO, Series 2021-4A, Class A1, (3-month USD CME Term SOFR + 1.062%) 5.718% 10/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2688949,
"marketValue": 2692617,
"couponRate": 5.718,
"maturityDate": "2029-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69702HAA68",
"cusip": "69702HAA6",
"issuer": "212288972",
"ticker": null,
"issuerName": "Palmer Square Loan Funding Ltd PSTAT_21-4"
},
{
"id": 3821301,
"type": "FIXED_INCOME",
"name": "Palmer Square Loan Funding, CLO, Series 2022-1A, Class A1, (3-month USD CME Term SOFR + 1.05%) 5.706% 4/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3979866,
"marketValue": 3982139,
"couponRate": 5.706,
"maturityDate": "2030-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69701CAA80",
"cusip": "69701CAA8",
"issuer": "212295603",
"ticker": null,
"issuerName": "Palmer Square Loan Funding Ltd PSTAT_22-1A"
},
{
"id": 3821303,
"type": "FIXED_INCOME",
"name": "Palmer Square Loan Funding, CLO, Series 2022-2A, Class A1, (3-month USD CME Term SOFR + 1.27%) 5.926% 10/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 158662,
"marketValue": 158868,
"couponRate": 5.926,
"maturityDate": "2030-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69701NAA46",
"cusip": "69701NAA4",
"issuer": "212309849",
"ticker": null,
"issuerName": "Palmer Square Loan Funding Ltd PSTAT_22-2A"
},
{
"id": 3821309,
"type": "FIXED_INCOME",
"name": "Palmer Square Loan Funding Ltd., Series 2022-4A, Class A1RN, (3-month USD CME Term SOFR + 1.00%) 5.635% 7/24/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2012605,
"marketValue": 2013269,
"couponRate": 5.635,
"maturityDate": "2031-07-24",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69702YAJ01",
"cusip": "69702YAJ0",
"issuer": "212316856",
"ticker": null,
"issuerName": "Palmer Square Loan Funding 2022-4"
},
{
"id": 3821311,
"type": "FIXED_INCOME",
"name": "Palmer Square Loan Funding Ltd., Series 2022-4A, Class CR, (3-month USD CME Term SOFR + 2.40%) 7.035% 7/24/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3571000,
"marketValue": 3583324,
"couponRate": 7.035,
"maturityDate": "2031-07-24",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69702YAQ44",
"cusip": "69702YAQ4",
"issuer": "212316856",
"ticker": null,
"issuerName": "Palmer Square Loan Funding 2022-4"
},
{
"id": 3821323,
"type": "FIXED_INCOME",
"name": "Panama (Republic of) 2.252% 9/29/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1462000,
"marketValue": 1025504,
"couponRate": 2.252,
"maturityDate": "2032-09-29",
"fundAbbreviation": null,
"sedol": "BM9F098",
"isin": "US698299BN37",
"cusip": "698299BN3",
"issuer": "212002405",
"ticker": null,
"issuerName": "Panama, Republic of"
},
{
"id": 3821321,
"type": "FIXED_INCOME",
"name": "Panama (Republic of) 3.16% 1/23/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 1675422,
"couponRate": 3.16,
"maturityDate": "2030-01-23",
"fundAbbreviation": null,
"sedol": "BJVN8H3",
"isin": "US698299BK97",
"cusip": "698299BK9",
"issuer": "212002405",
"ticker": null,
"issuerName": "Panama, Republic of"
},
{
"id": 3821277,
"type": "FIXED_INCOME",
"name": "PEAC Solutions Receivables, LLC, Series 2024-1A, Class B, 5.79% 11/20/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2728000,
"marketValue": 2759724,
"couponRate": 5.79,
"maturityDate": "2030-11-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69433BAD91",
"cusip": "69433BAD9",
"issuer": "212343266",
"ticker": null,
"issuerName": "PEAC Solutions Receivables 2024-1"
},
{
"id": 3821223,
"type": "FIXED_INCOME",
"name": "PEAC Solutions Receivables, LLC, Series 2024-2A, Class B, 4.83% 10/20/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2847000,
"marketValue": 2808264,
"couponRate": 4.83,
"maturityDate": "2031-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69392BAD82",
"cusip": "69392BAD8",
"issuer": "212348848",
"ticker": null,
"issuerName": "PEAC Solutions Receivables 2024-2"
},
{
"id": 3821333,
"type": "FIXED_INCOME",
"name": "PepsiCo, Inc. 1.40% 2/25/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 666000,
"marketValue": 544048,
"couponRate": 1.4,
"maturityDate": "2031-02-25",
"fundAbbreviation": null,
"sedol": "BN0XP37",
"isin": "US713448FA19",
"cusip": "713448FA1",
"issuer": "78004318",
"ticker": null,
"issuerName": "PepsiCo"
},
{
"id": 3821331,
"type": "FIXED_INCOME",
"name": "PepsiCo, Inc. 1.625% 5/1/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 588000,
"marketValue": 501898,
"couponRate": 1.625,
"maturityDate": "2030-05-01",
"fundAbbreviation": null,
"sedol": "BKSHX03",
"isin": "US713448EZ78",
"cusip": "713448EZ7",
"issuer": "78004318",
"ticker": null,
"issuerName": "PepsiCo"
},
{
"id": 3821343,
"type": "FIXED_INCOME",
"name": "Petroleos Mexicanos 4.50% 1/23/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 1931436,
"couponRate": 4.5,
"maturityDate": "2026-01-23",
"fundAbbreviation": null,
"sedol": "BZ8TPF3",
"isin": "US71654QBW15",
"cusip": "71654QBW1",
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3821349,
"type": "FIXED_INCOME",
"name": "Petroleos Mexicanos 6.50% 1/23/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1833000,
"marketValue": 1705330,
"couponRate": 6.5,
"maturityDate": "2029-01-23",
"fundAbbreviation": null,
"sedol": "BHNZPJ4",
"isin": "US71654QCP54",
"cusip": "71654QCP5",
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3821357,
"type": "FIXED_INCOME",
"name": "Petroleos Mexicanos 6.875% 10/16/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 1995260,
"couponRate": 6.875,
"maturityDate": "2025-10-16",
"fundAbbreviation": null,
"sedol": "BP95851",
"isin": "US71654QDH20",
"cusip": "71654QDH2",
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3821361,
"type": "FIXED_INCOME",
"name": "PETRONAS Capital, Ltd. 4.55% 4/21/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3695000,
"marketValue": 3137668,
"couponRate": 4.55,
"maturityDate": "2050-04-21",
"fundAbbreviation": null,
"sedol": "BMD3LL7",
"isin": "US716743AR02",
"cusip": "716743AR0",
"issuer": "212002401",
"ticker": null,
"issuerName": "Malaysia, Government of"
},
{
"id": 3821371,
"type": "FIXED_INCOME",
"name": "Pfizer, Inc. 1.70% 5/28/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 690000,
"marketValue": 588108,
"couponRate": 1.7,
"maturityDate": "2030-05-28",
"fundAbbreviation": null,
"sedol": "BK94MR3",
"isin": "US717081EY56",
"cusip": "717081EY5",
"issuer": "110004350",
"ticker": null,
"issuerName": "Pfizer"
},
{
"id": 3821363,
"type": "FIXED_INCOME",
"name": "Pfizer Investment Enterprises Pte., Ltd. 4.45% 5/19/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 140000,
"marketValue": 138800,
"couponRate": 4.45,
"maturityDate": "2028-05-19",
"fundAbbreviation": null,
"sedol": "BQ66T40",
"isin": "US716973AC67",
"cusip": "716973AC6",
"issuer": "110004350",
"ticker": null,
"issuerName": "Pfizer"
},
{
"id": 3821179,
"type": "FIXED_INCOME",
"name": "PFS Financing Corp., Series 2022-D, Class B, 4.90% 8/16/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 862000,
"marketValue": 860660,
"couponRate": 4.9,
"maturityDate": "2027-08-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69335PEQ46",
"cusip": "69335PEQ4",
"issuer": "212311057",
"ticker": null,
"issuerName": "Pfs Financing Corp PFSFC_22-D"
},
{
"id": 3821383,
"type": "FIXED_INCOME",
"name": "Philip Morris International, Inc. 1.75% 11/1/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4207000,
"marketValue": 3516509,
"couponRate": 1.75,
"maturityDate": "2030-11-01",
"fundAbbreviation": null,
"sedol": "BLNL4Q0",
"isin": "US718172CS62",
"cusip": "718172CS6",
"issuer": "66092498",
"ticker": null,
"issuerName": "Philip Morris International"
},
{
"id": 3821381,
"type": "FIXED_INCOME",
"name": "Philip Morris International, Inc. 2.10% 5/1/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3718000,
"marketValue": 3215672,
"couponRate": 2.1,
"maturityDate": "2030-05-01",
"fundAbbreviation": null,
"sedol": "BLB7Z89",
"isin": "US718172CP24",
"cusip": "718172CP2",
"issuer": "66092498",
"ticker": null,
"issuerName": "Philip Morris International"
},
{
"id": 3821379,
"type": "FIXED_INCOME",
"name": "Philip Morris International, Inc. 3.375% 8/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 780000,
"marketValue": 733112,
"couponRate": 3.375,
"maturityDate": "2029-08-15",
"fundAbbreviation": null,
"sedol": "BJK36N6",
"isin": "US718172CJ63",
"cusip": "718172CJ6",
"issuer": "66092498",
"ticker": null,
"issuerName": "Philip Morris International"
},
{
"id": 3821375,
"type": "FIXED_INCOME",
"name": "Philip Morris International, Inc. 4.125% 3/4/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 108000,
"marketValue": 87804,
"couponRate": 4.125,
"maturityDate": "2043-03-04",
"fundAbbreviation": null,
"sedol": "B83KB65",
"isin": "US718172AW92",
"cusip": "718172AW9",
"issuer": "66092498",
"ticker": null,
"issuerName": "Philip Morris International"
},
{
"id": 3821377,
"type": "FIXED_INCOME",
"name": "Philip Morris International, Inc. 4.25% 11/10/2044",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 106000,
"marketValue": 86870,
"couponRate": 4.25,
"maturityDate": "2044-11-10",
"fundAbbreviation": null,
"sedol": "BSHZYC3",
"isin": "US718172BL29",
"cusip": "718172BL2",
"issuer": "66092498",
"ticker": null,
"issuerName": "Philip Morris International"
},
{
"id": 3813569,
"type": "FIXED_INCOME",
"name": "Piraeus Bank SA 4.625% 7/17/2029 (1-year EUR Mid-Swap + 1.723% on 7/17/2028)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1285000,
"marketValue": 1380386,
"couponRate": 4.625,
"maturityDate": "2029-07-17",
"fundAbbreviation": null,
"sedol": "BSFXNG6",
"isin": "XS2845167613",
"cusip": null,
"issuer": "69086989",
"ticker": null,
"issuerName": "Piraeus Financial Holdings"
},
{
"id": 3813555,
"type": "FIXED_INCOME",
"name": "Piraeus Bank SA 7.25% 7/13/2028 (1-year EUR Mid-Swap + 3.692% on 7/13/2027)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2565000,
"marketValue": 2909385,
"couponRate": 7.25,
"maturityDate": "2028-07-13",
"fundAbbreviation": null,
"sedol": "BRBRLX8",
"isin": "XS2644936259",
"cusip": null,
"issuer": "69086989",
"ticker": null,
"issuerName": "Piraeus Financial Holdings"
},
{
"id": 3821169,
"type": "FIXED_INCOME",
"name": "PK ALIFT Loan Funding 3, LP, Series 2024-1, Class AF, (1-month USD CME Term SOFR + 0%) 6.097% 9/15/2039",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3517343,
"marketValue": 3529780,
"couponRate": 6.097,
"maturityDate": "2039-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US69291VAA26",
"cusip": "69291VAA2",
"issuer": "212343239",
"ticker": null,
"issuerName": "PK Alift Loan Funding 3"
},
{
"id": 3821407,
"type": "FIXED_INCOME",
"name": "Pluspetrol Camisea SA 6.24% 7/3/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1270000,
"marketValue": 1281322,
"couponRate": 6.24,
"maturityDate": "2036-07-03",
"fundAbbreviation": null,
"sedol": "BQ1NZ59",
"isin": "US72941KAA43",
"cusip": "72941KAA4",
"issuer": "212344780",
"ticker": null,
"issuerName": "Pluspetrol Camisea SA / Pluspetrol Lote 56"
},
{
"id": 3821203,
"type": "FIXED_INCOME",
"name": "PNC Financial Services Group, Inc. 5.676% 1/22/2035 (USD-SOFR + 1.902% on 1/22/2034)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3375000,
"marketValue": 3415490,
"couponRate": 5.676,
"maturityDate": "2035-01-22",
"fundAbbreviation": null,
"sedol": "BPJN8T9",
"isin": "US693475BW41",
"cusip": "693475BW4",
"issuer": "198004226",
"ticker": null,
"issuerName": "PNC Financial Services Group"
},
{
"id": 3821199,
"type": "FIXED_INCOME",
"name": "PNC Financial Services Group, Inc. 5.939% 8/18/2034 (USD-SOFR + 1.946% on 8/18/2033)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1174000,
"marketValue": 1211647,
"couponRate": 5.939,
"maturityDate": "2034-08-18",
"fundAbbreviation": null,
"sedol": "BQ1QMJ1",
"isin": "US693475BS39",
"cusip": "693475BS3",
"issuer": "198004226",
"ticker": null,
"issuerName": "PNC Financial Services Group"
},
{
"id": 3821193,
"type": "FIXED_INCOME",
"name": "PNC Financial Services Group, Inc. 6.037% 10/28/2033 (USD-SOFR + 2.14% on 10/28/2032)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1046000,
"marketValue": 1082897,
"couponRate": 6.037,
"maturityDate": "2033-10-28",
"fundAbbreviation": null,
"sedol": "BNNJRJ2",
"isin": "US693475BJ30",
"cusip": "693475BJ3",
"issuer": "198004226",
"ticker": null,
"issuerName": "PNC Financial Services Group"
},
{
"id": 3821419,
"type": "FIXED_INCOME",
"name": "POSCO 5.875% 1/17/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 630000,
"marketValue": 647193,
"couponRate": 5.875,
"maturityDate": "2033-01-17",
"fundAbbreviation": null,
"sedol": "BQD0246",
"isin": "US73730EAE32",
"cusip": "73730EAE3",
"issuer": "190004430",
"ticker": null,
"issuerName": "POSCO Holdings"
},
{
"id": 3821423,
"type": "FIXED_INCOME",
"name": "Post CLO, Ltd., Series 2021-1, Class A, (3-month USD CME Term SOFR + 1.462%) 6.118% 10/15/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3050000,
"marketValue": 3055527,
"couponRate": 6.118,
"maturityDate": "2034-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US73742FAA49",
"cusip": "73742FAA4",
"issuer": "212318917",
"ticker": null,
"issuerName": "Post CLO Ltd POST_21-1"
},
{
"id": 3821425,
"type": "FIXED_INCOME",
"name": "Post Holdings, Inc. 6.25% 2/15/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2162000,
"marketValue": 2148459,
"couponRate": 6.25,
"maturityDate": "2032-02-15",
"fundAbbreviation": null,
"sedol": "BPSQQR3",
"isin": "US737446AU86",
"cusip": "737446AU8",
"issuer": "209096669",
"ticker": null,
"issuerName": "Post Holdings"
},
{
"id": 3821433,
"type": "FIXED_INCOME",
"name": "President and Fellows of Harvard College 2.517% 10/15/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5500000,
"marketValue": 3329887,
"couponRate": 2.517,
"maturityDate": "2050-10-15",
"fundAbbreviation": null,
"sedol": "BMCQ6F6",
"isin": "US740816AP89",
"cusip": "740816AP8",
"issuer": "142077946",
"ticker": null,
"issuerName": "President and Fellows of Harvard College"
},
{
"id": 3821435,
"type": "FIXED_INCOME",
"name": "Prestige Auto Receivables Trust, Series 2024-1, Class B, 5.71% 5/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2044000,
"marketValue": 2060982,
"couponRate": 5.71,
"maturityDate": "2028-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US74113QAE17",
"cusip": "74113QAE1",
"issuer": "212337534",
"ticker": null,
"issuerName": "Prestige Auto Receivables Trust 2024-1"
},
{
"id": 3821437,
"type": "FIXED_INCOME",
"name": "Prestige Auto Receivables Trust, Series 2024-1, Class C, 5.73% 3/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3728000,
"marketValue": 3774548,
"couponRate": 5.73,
"maturityDate": "2029-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US74113QAG64",
"cusip": "74113QAG6",
"issuer": "212337534",
"ticker": null,
"issuerName": "Prestige Auto Receivables Trust 2024-1"
},
{
"id": 3821441,
"type": "FIXED_INCOME",
"name": "Prestige Auto Receivables Trust, Series 2024-2, Class B, 4.56% 2/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3815000,
"marketValue": 3792408,
"couponRate": 4.56,
"maturityDate": "2029-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US74113SAC17",
"cusip": "74113SAC1",
"issuer": "212348102",
"ticker": null,
"issuerName": "Prestige Auto Receivables Trust 2024-2"
},
{
"id": 3821445,
"type": "FIXED_INCOME",
"name": "Prime Security Services Borrower, LLC 3.375% 8/31/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3100000,
"marketValue": 2902133,
"couponRate": 3.375,
"maturityDate": "2027-08-31",
"fundAbbreviation": null,
"sedol": "BMFBJS2",
"isin": "US74166MAF32",
"cusip": "74166MAF3",
"issuer": "212195673",
"ticker": null,
"issuerName": "ADT"
},
{
"id": 3821443,
"type": "FIXED_INCOME",
"name": "Prime Security Services Borrower, LLC 5.75% 4/15/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 2000680,
"couponRate": 5.75,
"maturityDate": "2026-04-15",
"fundAbbreviation": null,
"sedol": "BJTRRK3",
"isin": "US74166MAC01",
"cusip": "74166MAC0",
"issuer": "212195673",
"ticker": null,
"issuerName": "ADT"
},
{
"id": 3821451,
"type": "FIXED_INCOME",
"name": "Procter & Gamble Co. 0.55% 10/29/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4261000,
"marketValue": 4129983,
"couponRate": 0.55,
"maturityDate": "2025-10-29",
"fundAbbreviation": null,
"sedol": "BN6LZX5",
"isin": "US742718FL83",
"cusip": "742718FL8",
"issuer": "35004487",
"ticker": null,
"issuerName": "Procter & Gamble"
},
{
"id": 3821455,
"type": "FIXED_INCOME",
"name": "Procter & Gamble Co. 1.00% 4/23/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1229000,
"marketValue": 1178837,
"couponRate": 1,
"maturityDate": "2026-04-23",
"fundAbbreviation": null,
"sedol": "BMDV371",
"isin": "US742718FP97",
"cusip": "742718FP9",
"issuer": "35004487",
"ticker": null,
"issuerName": "Procter & Gamble"
},
{
"id": 3821453,
"type": "FIXED_INCOME",
"name": "Procter & Gamble Co. 1.20% 10/29/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4005000,
"marketValue": 3307369,
"couponRate": 1.2,
"maturityDate": "2030-10-29",
"fundAbbreviation": null,
"sedol": "BLF8135",
"isin": "US742718FM66",
"cusip": "742718FM6",
"issuer": "35004487",
"ticker": null,
"issuerName": "Procter & Gamble"
},
{
"id": 3821449,
"type": "FIXED_INCOME",
"name": "Procter & Gamble Co. 3.00% 3/25/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1183000,
"marketValue": 1091005,
"couponRate": 3,
"maturityDate": "2030-03-25",
"fundAbbreviation": null,
"sedol": "BL63MT2",
"isin": "US742718FH71",
"cusip": "742718FH7",
"issuer": "35004487",
"ticker": null,
"issuerName": "Procter & Gamble"
},
{
"id": 3821461,
"type": "FIXED_INCOME",
"name": "Prodigy Finance DAC, Series 2021-1A, Class A, (1-month USD CME Term SOFR + 1.364%) 5.702% 7/25/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1201794,
"marketValue": 1201510,
"couponRate": 5.702,
"maturityDate": "2051-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US742855AA76",
"cusip": "742855AA7",
"issuer": "212285746",
"ticker": null,
"issuerName": "Prodigy Finance PRDGY_21-1"
},
{
"id": 3821465,
"type": "FIXED_INCOME",
"name": "Progress Residential Trust, Series 2024-SFR2, Class B, 3.4% 4/17/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4804000,
"marketValue": 4421976,
"couponRate": 3.4,
"maturityDate": "2041-04-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US74290XAC56",
"cusip": "74290XAC5",
"issuer": "212337784",
"ticker": null,
"issuerName": "Progress Residential 2024-SFR2 Trust"
},
{
"id": 3821485,
"type": "FIXED_INCOME",
"name": "Prologis, LP 4.75% 6/15/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1726000,
"marketValue": 1671489,
"couponRate": 4.75,
"maturityDate": "2033-06-15",
"fundAbbreviation": null,
"sedol": "BP6V8D0",
"isin": "US74340XCE94",
"cusip": "74340XCE9",
"issuer": "34072962",
"ticker": null,
"issuerName": "ProLogis"
},
{
"id": 3821491,
"type": "FIXED_INCOME",
"name": "Prologis, LP 5.00% 3/15/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2625000,
"marketValue": 2564885,
"couponRate": 5,
"maturityDate": "2034-03-15",
"fundAbbreviation": null,
"sedol": "BPDYZF3",
"isin": "US74340XCJ81",
"cusip": "74340XCJ8",
"issuer": "34072962",
"ticker": null,
"issuerName": "ProLogis"
},
{
"id": 3821493,
"type": "FIXED_INCOME",
"name": "Prologis, LP 5.25% 3/15/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 235000,
"marketValue": 219429,
"couponRate": 5.25,
"maturityDate": "2054-03-15",
"fundAbbreviation": null,
"sedol": "BPDYZG4",
"isin": "US74340XCK54",
"cusip": "74340XCK5",
"issuer": "34072962",
"ticker": null,
"issuerName": "ProLogis"
},
{
"id": 3821487,
"type": "FIXED_INCOME",
"name": "Prologis, LP 5.25% 6/15/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 426000,
"marketValue": 398078,
"couponRate": 5.25,
"maturityDate": "2053-06-15",
"fundAbbreviation": null,
"sedol": "BP6V8F2",
"isin": "US74340XCF69",
"cusip": "74340XCF6",
"issuer": "34072962",
"ticker": null,
"issuerName": "ProLogis"
},
{
"id": 3821497,
"type": "FIXED_INCOME",
"name": "Prosper Marketplace Issuance Trust, Series 2024-1, Class A, 6.12% 8/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1326088,
"marketValue": 1330148,
"couponRate": 6.12,
"maturityDate": "2029-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US74363CAA71",
"cusip": "74363CAA7",
"issuer": "212337785",
"ticker": null,
"issuerName": "Prosper Marketplace Issuance Trust Series 2024-1"
},
{
"id": 3821503,
"type": "FIXED_INCOME",
"name": "Prudential Financial, Inc. 3.70% 3/13/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5583000,
"marketValue": 4046045,
"couponRate": 3.7,
"maturityDate": "2051-03-13",
"fundAbbreviation": null,
"sedol": "BKVJXR3",
"isin": "US74432QCF00",
"cusip": "74432QCF0",
"issuer": "158081354",
"ticker": null,
"issuerName": "Prudential Financial"
},
{
"id": 3821499,
"type": "FIXED_INCOME",
"name": "Prudential Financial, Inc. 3.905% 12/7/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 700000,
"marketValue": 534278,
"couponRate": 3.905,
"maturityDate": "2047-12-07",
"fundAbbreviation": null,
"sedol": "BG0KDC4",
"isin": "US744320AY89",
"cusip": "744320AY8",
"issuer": "158081354",
"ticker": null,
"issuerName": "Prudential Financial"
},
{
"id": 3821501,
"type": "FIXED_INCOME",
"name": "Prudential Financial, Inc. 4.418% 3/27/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 826894,
"couponRate": 4.418,
"maturityDate": "2048-03-27",
"fundAbbreviation": null,
"sedol": "BFNNX67",
"isin": "US74432QCD51",
"cusip": "74432QCD5",
"issuer": "158081354",
"ticker": null,
"issuerName": "Prudential Financial"
},
{
"id": 3813499,
"type": "FIXED_INCOME",
"name": "PT Freeport Indonesia 6.20% 4/14/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3200000,
"marketValue": 3168320,
"couponRate": 6.2,
"maturityDate": "2052-04-14",
"fundAbbreviation": null,
"sedol": "BNYNMZ4",
"isin": "USY7141BAC73",
"cusip": null,
"issuer": "212002393",
"ticker": null,
"issuerName": "Indonesia, Government of the Republic of"
},
{
"id": 3821213,
"type": "FIXED_INCOME",
"name": "PTTEP Treasury Center Co., Ltd. 2.587% 6/10/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4780000,
"marketValue": 4523419,
"couponRate": 2.587,
"maturityDate": "2027-06-10",
"fundAbbreviation": null,
"sedol": "BMFZYZ6",
"isin": "US69371MAF41",
"cusip": "69371MAF4",
"issuer": "212234077",
"ticker": null,
"issuerName": "PTTEP Treasury Center"
},
{
"id": 3813399,
"type": "FIXED_INCOME",
"name": "PTTEP Treasury Center Co., Ltd. 2.993% 1/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3500000,
"marketValue": 3166293,
"couponRate": 2.993,
"maturityDate": "2030-01-15",
"fundAbbreviation": null,
"sedol": "BL7BHD4",
"isin": "USY7150MAF42",
"cusip": null,
"issuer": "212234077",
"ticker": null,
"issuerName": "PTTEP Treasury Center"
},
{
"id": 3821505,
"type": "FIXED_INCOME",
"name": "Public Service Company of Colorado 3.20% 3/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5860000,
"marketValue": 3897187,
"couponRate": 3.2,
"maturityDate": "2050-03-01",
"fundAbbreviation": null,
"sedol": "BKDJPC0",
"isin": "US744448CS82",
"cusip": "744448CS8",
"issuer": "37004065",
"ticker": null,
"issuerName": "Xcel Energy"
},
{
"id": 3821531,
"type": "FIXED_INCOME",
"name": "Public Service Electric and Gas Co. 1.90% 8/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2773000,
"marketValue": 2286372,
"couponRate": 1.9,
"maturityDate": "2031-08-15",
"fundAbbreviation": null,
"sedol": "BMFN2N4",
"isin": "US74456QCH74",
"cusip": "74456QCH7",
"issuer": "63004515",
"ticker": null,
"issuerName": "Public Service Enterprise Group"
},
{
"id": 3821527,
"type": "FIXED_INCOME",
"name": "Public Service Electric and Gas Co. 2.70% 5/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4432000,
"marketValue": 2719329,
"couponRate": 2.7,
"maturityDate": "2050-05-01",
"fundAbbreviation": null,
"sedol": "BMVX324",
"isin": "US74456QCD60",
"cusip": "74456QCD6",
"issuer": "63004515",
"ticker": null,
"issuerName": "Public Service Enterprise Group"
},
{
"id": 3821521,
"type": "FIXED_INCOME",
"name": "Public Service Electric and Gas Co. 3.20% 8/1/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2475000,
"marketValue": 1697419,
"couponRate": 3.2,
"maturityDate": "2049-08-01",
"fundAbbreviation": null,
"sedol": "BK5HXM8",
"isin": "US74456QCA22",
"cusip": "74456QCA2",
"issuer": "63004515",
"ticker": null,
"issuerName": "Public Service Enterprise Group"
},
{
"id": 3821517,
"type": "FIXED_INCOME",
"name": "Public Service Electric and Gas Co. 3.65% 9/1/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 263000,
"marketValue": 253302,
"couponRate": 3.65,
"maturityDate": "2028-09-01",
"fundAbbreviation": null,
"sedol": "BGLRQL4",
"isin": "US74456QBX34",
"cusip": "74456QBX3",
"issuer": "63004515",
"ticker": null,
"issuerName": "Public Service Enterprise Group"
},
{
"id": 3821537,
"type": "FIXED_INCOME",
"name": "Public Storage Operating Co. 1.95% 11/9/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 721000,
"marketValue": 649142,
"couponRate": 1.95,
"maturityDate": "2028-11-09",
"fundAbbreviation": null,
"sedol": "BK7XZQ2",
"isin": "US74460DAH26",
"cusip": "74460DAH2",
"issuer": "212327427",
"ticker": null,
"issuerName": "Public Storage"
},
{
"id": 3821541,
"type": "FIXED_INCOME",
"name": "Public Storage Operating Co. 5.10% 8/1/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2798000,
"marketValue": 2786917,
"couponRate": 5.1,
"maturityDate": "2033-08-01",
"fundAbbreviation": null,
"sedol": "BLNM5K4",
"isin": "US74460WAG24",
"cusip": "74460WAG2",
"issuer": "212327427",
"ticker": null,
"issuerName": "Public Storage"
},
{
"id": 3813335,
"type": "FIXED_INCOME",
"name": "QBE Insurance Group, Ltd. 5.875% 6/17/2046 (10-year USD-ICE SOFR Spread-Adjusted Swap + 4.395% on 6/17/2026)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 4012660,
"couponRate": 5.875,
"maturityDate": "2046-06-17",
"fundAbbreviation": null,
"sedol": "BD046G0",
"isin": "XS1423722823",
"cusip": null,
"issuer": "82004534",
"ticker": null,
"issuerName": "QBE Insurance Group"
},
{
"id": 3821547,
"type": "FIXED_INCOME",
"name": "QVC, Inc. 4.45% 2/15/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1500000,
"marketValue": 1492161,
"couponRate": 4.45,
"maturityDate": "2025-02-15",
"fundAbbreviation": null,
"sedol": "BTDYJN7",
"isin": "US747262AU78",
"cusip": "747262AU7",
"issuer": "164088144",
"ticker": null,
"issuerName": "Qurate Retail"
},
{
"id": 3821561,
"type": "FIXED_INCOME",
"name": "Rad CLO, Ltd., Series 2019-4, Class CR, (3-month USD CME Term SOFR + 2.20%) 6.826% 4/25/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1400000,
"marketValue": 1400057,
"couponRate": 6.826,
"maturityDate": "2032-04-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US749984AE06",
"cusip": "749984AE0",
"issuer": "212338750",
"ticker": null,
"issuerName": "Rad CLO Ltd RAD_19-4A"
},
{
"id": 3821555,
"type": "FIXED_INCOME",
"name": "RAD CLO, Ltd., Series 2020-7, Class CR, (3-month USD CME Term SOFR + 2.60%) 7.247% 4/17/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 3002430,
"couponRate": 7.247,
"maturityDate": "2036-04-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US74936GAE89",
"cusip": "74936GAE8",
"issuer": "212320770",
"ticker": null,
"issuerName": "Rad CLO 7"
},
{
"id": 3821563,
"type": "FIXED_INCOME",
"name": "Raizen Fuels Finance SA 6.45% 3/5/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1325000,
"marketValue": 1310809,
"couponRate": 6.45,
"maturityDate": "2034-03-05",
"fundAbbreviation": null,
"sedol": "BMFF9W8",
"isin": "US75102XAB29",
"cusip": "75102XAB2",
"issuer": "212287409",
"ticker": null,
"issuerName": "Raizen"
},
{
"id": 3821565,
"type": "FIXED_INCOME",
"name": "Raizen Fuels Finance SA 6.95% 3/5/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1050000,
"marketValue": 1036479,
"couponRate": 6.95,
"maturityDate": "2054-03-05",
"fundAbbreviation": null,
"sedol": "BMFF9X9",
"isin": "US75102XAC02",
"cusip": "75102XAC0",
"issuer": "212287409",
"ticker": null,
"issuerName": "Raizen"
},
{
"id": 3821589,
"type": "FIXED_INCOME",
"name": "Reach Financial, LLC, Series 2023-1, Class A, 7.05% 2/18/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 313928,
"marketValue": 314461,
"couponRate": 7.05,
"maturityDate": "2031-02-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US75525AAA34",
"cusip": "75525AAA3",
"issuer": "212326325",
"ticker": null,
"issuerName": "Reach Financial LLC REACH_23-1"
},
{
"id": 3821595,
"type": "FIXED_INCOME",
"name": "Regatta VI Funding, Ltd., CLO, Series 2016-1, Class AR2, (3-month USD CME Term SOFR + 1.422%) 6.039% 4/20/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 3007302,
"couponRate": 6.039,
"maturityDate": "2034-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US75887NAW92",
"cusip": "75887NAW9",
"issuer": "212319926",
"ticker": null,
"issuerName": "Regatta VI Funding Ltd REGT6_16-1A"
},
{
"id": 3821603,
"type": "FIXED_INCOME",
"name": "Regatta XVI Funding, Ltd., Series 2019-2A, Class DR, (3-month USD CME Term SOFR + 3.20%) 0% 1/15/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 2004424,
"couponRate": 0,
"maturityDate": "2033-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US75888TAU97",
"cusip": "75888TAU9",
"issuer": "212318533",
"ticker": null,
"issuerName": "Regatta Xvi Funding Ltd REG16_19-2A"
},
{
"id": 3821605,
"type": "FIXED_INCOME",
"name": "Regatta XXII Funding, Ltd., Series 2022-2A, Class CR, (3-month USD CME Term SOFR + 2.00%) 6.617% 7/20/2035",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3500000,
"marketValue": 3499843,
"couponRate": 6.617,
"maturityDate": "2035-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US758968AS01",
"cusip": "758968AS0",
"issuer": "212349895",
"ticker": null,
"issuerName": "Regatta XXII Funding"
},
{
"id": 3813511,
"type": "FIXED_INCOME",
"name": "Reliance Industries, Ltd. 2.875% 1/12/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2551797,
"couponRate": 2.875,
"maturityDate": "2032-01-12",
"fundAbbreviation": null,
"sedol": "BPQ0655",
"isin": "USY72570AS69",
"cusip": null,
"issuer": "116081100",
"ticker": null,
"issuerName": "Reliance Industries"
},
{
"id": 3813513,
"type": "FIXED_INCOME",
"name": "Reliance Industries, Ltd. 3.625% 1/12/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 1382578,
"couponRate": 3.625,
"maturityDate": "2052-01-12",
"fundAbbreviation": null,
"sedol": "BPQ0666",
"isin": "USY72570AU16",
"cusip": null,
"issuer": "116081100",
"ticker": null,
"issuerName": "Reliance Industries"
},
{
"id": 3813349,
"type": "FIXED_INCOME",
"name": "Reliance Industries, Ltd. 3.667% 11/30/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2902380,
"couponRate": 3.667,
"maturityDate": "2027-11-30",
"fundAbbreviation": null,
"sedol": "BF2TXD3",
"isin": "USY72570AN72",
"cusip": null,
"issuer": "116081100",
"ticker": null,
"issuerName": "Reliance Industries"
},
{
"id": 3813515,
"type": "FIXED_INCOME",
"name": "Reliance Industries, Ltd. 3.75% 1/12/2062",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 300000,
"marketValue": 201997,
"couponRate": 3.75,
"maturityDate": "2062-01-12",
"fundAbbreviation": null,
"sedol": "BPQ0677",
"isin": "USY72570AT43",
"cusip": null,
"issuer": "116081100",
"ticker": null,
"issuerName": "Reliance Industries"
},
{
"id": 3813577,
"type": "FIXED_INCOME",
"name": "Reliance Industries, Ltd. 4.875% 2/10/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2660031,
"couponRate": 4.875,
"maturityDate": "2045-02-10",
"fundAbbreviation": null,
"sedol": "BVVSZN7",
"isin": "USY72570AM99",
"cusip": null,
"issuer": "116081100",
"ticker": null,
"issuerName": "Reliance Industries"
},
{
"id": 3821607,
"type": "FIXED_INCOME",
"name": "Republic Services, Inc. 2.375% 3/15/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1252000,
"marketValue": 1014769,
"couponRate": 2.375,
"maturityDate": "2033-03-15",
"fundAbbreviation": null,
"sedol": "BPDZ114",
"isin": "US760759BA74",
"cusip": "760759BA7",
"issuer": "210074622",
"ticker": null,
"issuerName": "Republic Services"
},
{
"id": 3821609,
"type": "FIXED_INCOME",
"name": "Research-Driven Pagaya Motor Asset Trust I, Series 2022-3, Class A, 5.38% 11/25/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1658016,
"marketValue": 1659334,
"couponRate": 5.38,
"maturityDate": "2030-11-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US76088TAA97",
"cusip": "76088TAA9",
"issuer": "212311543",
"ticker": null,
"issuerName": "Reasearch-Driven Pagaya Motor Asset Trust I RPM_22-3"
},
{
"id": 3821557,
"type": "FIXED_INCOME",
"name": "Reverse Mortgage Investment Trust, Series 2021-HB1, Class A, 1.259% 11/25/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1943119,
"marketValue": 1934782,
"couponRate": 1.259,
"maturityDate": "2031-11-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US74969TAA88",
"cusip": "74969TAA8",
"issuer": "212292060",
"ticker": null,
"issuerName": "RMF Buyout Issuance Trust RBIT_21-HB1"
},
{
"id": 3815351,
"type": "FIXED_INCOME",
"name": "Reworld Holding Corp., Term Loan C, (1-month USD CME Term SOFR + 2.50%) 0% 11/30/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 350897,
"marketValue": 351994,
"couponRate": 0,
"maturityDate": "2028-11-30",
"fundAbbreviation": null,
"sedol": null,
"isin": null,
"cusip": "22282GAK3",
"issuer": "111088939",
"ticker": null,
"issuerName": "Reworld Holding"
},
{
"id": 3821613,
"type": "FIXED_INCOME",
"name": "Reynolds American, Inc. 4.45% 6/12/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3478000,
"marketValue": 3469089,
"couponRate": 4.45,
"maturityDate": "2025-06-12",
"fundAbbreviation": null,
"sedol": "BZ0PJX5",
"isin": "US761713BG06",
"cusip": "761713BG0",
"issuer": "212219954",
"ticker": null,
"issuerName": "Reynolds American"
},
{
"id": 3821611,
"type": "FIXED_INCOME",
"name": "Reynolds American, Inc. 4.75% 11/1/2042",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2500000,
"marketValue": 1985998,
"couponRate": 4.75,
"maturityDate": "2042-11-01",
"fundAbbreviation": null,
"sedol": "B8BCLJ6",
"isin": "US761713AW64",
"cusip": "761713AW6",
"issuer": "212219954",
"ticker": null,
"issuerName": "Reynolds American"
},
{
"id": 3821615,
"type": "FIXED_INCOME",
"name": "Ritchie Bros. Holdings, Inc. 7.75% 3/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1511000,
"marketValue": 1582003,
"couponRate": 7.75,
"maturityDate": "2031-03-15",
"fundAbbreviation": null,
"sedol": "BQZC853",
"isin": "US76774LAC19",
"cusip": "76774LAC1",
"issuer": "103088507",
"ticker": null,
"issuerName": "RB Global"
},
{
"id": 3821617,
"type": "FIXED_INCOME",
"name": "Roche Holdings, Inc. 1.93% 12/13/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3114000,
"marketValue": 2803385,
"couponRate": 1.93,
"maturityDate": "2028-12-13",
"fundAbbreviation": null,
"sedol": "BP50GN4",
"isin": "US771196BW19",
"cusip": "771196BW1",
"issuer": "212230809",
"ticker": null,
"issuerName": "Roche Holdings Inc"
},
{
"id": 3821621,
"type": "FIXED_INCOME",
"name": "Roche Holdings, Inc. 4.909% 3/8/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 3991796,
"couponRate": 4.909,
"maturityDate": "2031-03-08",
"fundAbbreviation": null,
"sedol": "BM8SW81",
"isin": "US771196CK61",
"cusip": "771196CK6",
"issuer": "212230809",
"ticker": null,
"issuerName": "Roche Holdings Inc"
},
{
"id": 3821623,
"type": "FIXED_INCOME",
"name": "Roche Holdings, Inc. 5.218% 3/8/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3318000,
"marketValue": 3173690,
"couponRate": 5.218,
"maturityDate": "2054-03-08",
"fundAbbreviation": null,
"sedol": "BM8H4B5",
"isin": "US771196CM28",
"cusip": "771196CM2",
"issuer": "212230809",
"ticker": null,
"issuerName": "Roche Holdings Inc"
},
{
"id": 3821643,
"type": "FIXED_INCOME",
"name": "Royal Bank of Canada 3.625% 5/4/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 748000,
"marketValue": 730893,
"couponRate": 3.625,
"maturityDate": "2027-05-04",
"fundAbbreviation": null,
"sedol": "BMGDBX6",
"isin": "US78016EZD20",
"cusip": "78016EZD2",
"issuer": "92004756",
"ticker": null,
"issuerName": "Royal Bank of Canada"
},
{
"id": 3821647,
"type": "FIXED_INCOME",
"name": "Royal Bank of Canada 4.90% 1/12/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1650000,
"marketValue": 1651500,
"couponRate": 4.9,
"maturityDate": "2028-01-12",
"fundAbbreviation": null,
"sedol": "BQCZGY0",
"isin": "US78016FZW75",
"cusip": "78016FZW7",
"issuer": "92004756",
"ticker": null,
"issuerName": "Royal Bank of Canada"
},
{
"id": 3821645,
"type": "FIXED_INCOME",
"name": "Royal Bank of Canada 6.00% 11/1/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1098000,
"marketValue": 1134104,
"couponRate": 6,
"maturityDate": "2027-11-01",
"fundAbbreviation": null,
"sedol": "BLCWHF4",
"isin": "US78016FZU10",
"cusip": "78016FZU1",
"issuer": "92004756",
"ticker": null,
"issuerName": "Royal Bank of Canada"
},
{
"id": 3821569,
"type": "FIXED_INCOME",
"name": "RTX Corp. 1.90% 9/1/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2488000,
"marketValue": 2036697,
"couponRate": 1.9,
"maturityDate": "2031-09-01",
"fundAbbreviation": null,
"sedol": "BP2BQS5",
"isin": "US75513ECM12",
"cusip": "75513ECM1",
"issuer": "181005905",
"ticker": null,
"issuerName": "Rtx Corp"
},
{
"id": 3821567,
"type": "FIXED_INCOME",
"name": "RTX Corp. 2.82% 9/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1750000,
"marketValue": 1061305,
"couponRate": 2.82,
"maturityDate": "2051-09-01",
"fundAbbreviation": null,
"sedol": "BP2BTQ4",
"isin": "US75513ECL39",
"cusip": "75513ECL3",
"issuer": "181005905",
"ticker": null,
"issuerName": "Rtx Corp"
},
{
"id": 3821573,
"type": "FIXED_INCOME",
"name": "RTX Corp. 3.03% 3/15/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 7000000,
"marketValue": 4431154,
"couponRate": 3.03,
"maturityDate": "2052-03-15",
"fundAbbreviation": null,
"sedol": "BMYT813",
"isin": "US75513ECP43",
"cusip": "75513ECP4",
"issuer": "181005905",
"ticker": null,
"issuerName": "Rtx Corp"
},
{
"id": 3822815,
"type": "FIXED_INCOME",
"name": "RTX Corp. 3.125% 5/4/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 965516,
"couponRate": 3.125,
"maturityDate": "2027-05-04",
"fundAbbreviation": null,
"sedol": "BF2YLP6",
"isin": "US913017CR85",
"cusip": "913017CR8",
"issuer": "181005905",
"ticker": null,
"issuerName": "Rtx Corp"
},
{
"id": 3822813,
"type": "FIXED_INCOME",
"name": "RTX Corp. 4.50% 6/1/2042",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1375000,
"marketValue": 1188168,
"couponRate": 4.5,
"maturityDate": "2042-06-01",
"fundAbbreviation": null,
"sedol": "B86VSX1",
"isin": "US913017BT50",
"cusip": "913017BT5",
"issuer": "181005905",
"ticker": null,
"issuerName": "Rtx Corp"
},
{
"id": 3821575,
"type": "FIXED_INCOME",
"name": "RTX Corp. 5.15% 2/27/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 428000,
"marketValue": 424591,
"couponRate": 5.15,
"maturityDate": "2033-02-27",
"fundAbbreviation": null,
"sedol": "BQS6Q47",
"isin": "US75513ECR09",
"cusip": "75513ECR0",
"issuer": "181005905",
"ticker": null,
"issuerName": "Rtx Corp"
},
{
"id": 3821577,
"type": "FIXED_INCOME",
"name": "RTX Corp. 5.375% 2/27/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3194000,
"marketValue": 3035686,
"couponRate": 5.375,
"maturityDate": "2053-02-27",
"fundAbbreviation": null,
"sedol": "BQS6QG9",
"isin": "US75513ECS81",
"cusip": "75513ECS8",
"issuer": "181005905",
"ticker": null,
"issuerName": "Rtx Corp"
},
{
"id": 3821581,
"type": "FIXED_INCOME",
"name": "RTX Corp. 5.75% 1/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 3098004,
"couponRate": 5.75,
"maturityDate": "2029-01-15",
"fundAbbreviation": null,
"sedol": "BQHN229",
"isin": "US75513ECU38",
"cusip": "75513ECU3",
"issuer": "181005905",
"ticker": null,
"issuerName": "Rtx Corp"
},
{
"id": 3821579,
"type": "FIXED_INCOME",
"name": "RTX Corp. 5.75% 11/8/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 4074476,
"couponRate": 5.75,
"maturityDate": "2026-11-08",
"fundAbbreviation": null,
"sedol": "BQHN230",
"isin": "US75513ECT64",
"cusip": "75513ECT6",
"issuer": "181005905",
"ticker": null,
"issuerName": "Rtx Corp"
},
{
"id": 3821583,
"type": "FIXED_INCOME",
"name": "RTX Corp. 6.00% 3/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2833000,
"marketValue": 2972656,
"couponRate": 6,
"maturityDate": "2031-03-15",
"fundAbbreviation": null,
"sedol": "BQHN1V1",
"isin": "US75513ECV11",
"cusip": "75513ECV1",
"issuer": "181005905",
"ticker": null,
"issuerName": "Rtx Corp"
},
{
"id": 3821655,
"type": "FIXED_INCOME",
"name": "Rutas 2 & 7 Finance, Ltd. 0% 9/30/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1436000,
"marketValue": 1020496,
"couponRate": 0,
"maturityDate": "2036-09-30",
"fundAbbreviation": null,
"sedol": "BK8JBW7",
"isin": "US78319MAA18",
"cusip": "78319MAA1",
"issuer": "212264805",
"ticker": null,
"issuerName": "Rutas 2 and 7 Finance Ltd"
},
{
"id": 3821739,
"type": "FIXED_INCOME",
"name": "San Diego Gas & Electric Co. 3.32% 4/15/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2025000,
"marketValue": 1375329,
"couponRate": 3.32,
"maturityDate": "2050-04-15",
"fundAbbreviation": null,
"sedol": "BM7SRR6",
"isin": "US797440BY99",
"cusip": "797440BY9",
"issuer": "36078900",
"ticker": null,
"issuerName": "San Diego Gas & Electric Co"
},
{
"id": 3821781,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2021-2, Class D, 1.35% 7/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2803489,
"marketValue": 2776486,
"couponRate": 1.35,
"maturityDate": "2027-07-15",
"fundAbbreviation": null,
"sedol": "BN6M4R5",
"isin": "US80286XAF15",
"cusip": "80286XAF1",
"issuer": "212283308",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust SDART_21-2"
},
{
"id": 3821787,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2021-3, Class D, 1.33% 9/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3832425,
"marketValue": 3781971,
"couponRate": 1.33,
"maturityDate": "2027-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US80287EAF25",
"cusip": "80287EAF2",
"issuer": "212285710",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust SDART_21-3"
},
{
"id": 3821799,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2022-5, Class B, 4.43% 3/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1783485,
"marketValue": 1782627,
"couponRate": 4.43,
"maturityDate": "2027-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US80287HAD08",
"cusip": "80287HAD0",
"issuer": "212311526",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust SDART_22-5"
},
{
"id": 3821789,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2022-7, Class A3, 5.75% 4/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 127612,
"marketValue": 127719,
"couponRate": 5.75,
"maturityDate": "2027-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US80287FAC68",
"cusip": "80287FAC6",
"issuer": "212314717",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust SDART_22-7"
},
{
"id": 3821791,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2022-7, Class B, 5.95% 1/17/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1309000,
"marketValue": 1317476,
"couponRate": 5.95,
"maturityDate": "2028-01-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US80287FAD42",
"cusip": "80287FAD4",
"issuer": "212314717",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust SDART_22-7"
},
{
"id": 3821793,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2022-7, Class C, 6.69% 3/17/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2368000,
"marketValue": 2432812,
"couponRate": 6.69,
"maturityDate": "2031-03-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US80287FAE25",
"cusip": "80287FAE2",
"issuer": "212314717",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust SDART_22-7"
},
{
"id": 3821795,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2023-1, Class B, 4.98% 2/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2704640,
"marketValue": 2707036,
"couponRate": 4.98,
"maturityDate": "2028-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US80287GAD25",
"cusip": "80287GAD2",
"issuer": "212316730",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust SDART_23-1"
},
{
"id": 3821797,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2023-1, Class C, 5.09% 5/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3968000,
"marketValue": 3984003,
"couponRate": 5.09,
"maturityDate": "2030-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US80287GAE08",
"cusip": "80287GAE0",
"issuer": "212316730",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust SDART_23-1"
},
{
"id": 3821779,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2023-5, Class A3, 6.02% 9/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3536000,
"marketValue": 3574295,
"couponRate": 6.02,
"maturityDate": "2028-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US80286PAC59",
"cusip": "80286PAC5",
"issuer": "212330054",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust SDART_23-5"
},
{
"id": 3821807,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2024-1, Class A3, 5.25% 4/17/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1405000,
"marketValue": 1411493,
"couponRate": 5.25,
"maturityDate": "2028-04-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US80288AAC62",
"cusip": "80288AAC6",
"issuer": "212333842",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust 2024-1"
},
{
"id": 3821809,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2024-1, Class B, 5.23% 12/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2556000,
"marketValue": 2572315,
"couponRate": 5.23,
"maturityDate": "2028-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US80288AAD46",
"cusip": "80288AAD4",
"issuer": "212333842",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust 2024-1"
},
{
"id": 3821811,
"type": "FIXED_INCOME",
"name": "Santander Drive Auto Receivables Trust, Series 2024-1, Class C, 5.45% 3/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2142000,
"marketValue": 2159130,
"couponRate": 5.45,
"maturityDate": "2030-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US80288AAE29",
"cusip": "80288AAE2",
"issuer": "212333842",
"ticker": null,
"issuerName": "Santander Drive Auto Receivables Trust 2024-1"
},
{
"id": 3821763,
"type": "FIXED_INCOME",
"name": "Santander Holdings USA, Inc. 6.565% 6/12/2029 (USD-SOFR + 2.70% on 6/12/2028)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3644000,
"marketValue": 3766624,
"couponRate": 6.565,
"maturityDate": "2029-06-12",
"fundAbbreviation": null,
"sedol": "BQWPDY9",
"isin": "US80282KBG04",
"cusip": "80282KBG0",
"issuer": "136074548",
"ticker": null,
"issuerName": "Banco Santander"
},
{
"id": 3821841,
"type": "FIXED_INCOME",
"name": "Saudi Arabian Oil Co. 5.75% 7/17/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4629000,
"marketValue": 4337230,
"couponRate": 5.75,
"maturityDate": "2054-07-17",
"fundAbbreviation": null,
"sedol": "BPLZN09",
"isin": "US80414L2P94",
"cusip": "80414L2P9",
"issuer": "212167471",
"ticker": null,
"issuerName": "Kingdom of Saudi Arabia Ministry of Finance"
},
{
"id": 3821685,
"type": "FIXED_INCOME",
"name": "SBNA Auto Lease Trust, Series 2024-C, Class A2, 4.94% 11/20/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2091307,
"marketValue": 2094270,
"couponRate": 4.94,
"maturityDate": "2026-11-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78398DAB38",
"cusip": "78398DAB3",
"issuer": "212348097",
"ticker": null,
"issuerName": "SBNA Auto Lease Trust 2024-C"
},
{
"id": 3821659,
"type": "FIXED_INCOME",
"name": "SCF Equipment Leasing, LLC, Series 2024-1A, Class A3, 5.52% 1/20/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1439000,
"marketValue": 1463922,
"couponRate": 5.52,
"maturityDate": "2032-01-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US783896AC79",
"cusip": "783896AC7",
"issuer": "212342378",
"ticker": null,
"issuerName": "SCF Equipment Leasing 2024-1"
},
{
"id": 3821663,
"type": "FIXED_INCOME",
"name": "SCF Equipment Leasing, LLC, Series 2024-1A, Class C, 5.82% 9/20/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1625000,
"marketValue": 1649375,
"couponRate": 5.82,
"maturityDate": "2032-09-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US783896AE36",
"cusip": "783896AE3",
"issuer": "212342378",
"ticker": null,
"issuerName": "SCF Equipment Leasing 2024-1"
},
{
"id": 3821661,
"type": "FIXED_INCOME",
"name": "SCF Equipment Leasing, LLC, Series 2024-1, Class B, 5.56% 4/20/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 1016549,
"couponRate": 5.56,
"maturityDate": "2032-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US783896AD52",
"cusip": "783896AD5",
"issuer": "212342378",
"ticker": null,
"issuerName": "SCF Equipment Leasing 2024-1"
},
{
"id": 3821665,
"type": "FIXED_INCOME",
"name": "SCF Equipment Trust, LLC, Series 2021-1A, Class D, 1.93% 9/20/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1800000,
"marketValue": 1780124,
"couponRate": 1.93,
"maturityDate": "2030-09-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US783897AF83",
"cusip": "783897AF8",
"issuer": "212351161",
"ticker": null,
"issuerName": "SCF Equipment Leasing 2021-1"
},
{
"id": 3821667,
"type": "FIXED_INCOME",
"name": "SCF Equipment Trust, LLC, Series 2021-1A, Class E, 3.56% 8/20/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 776000,
"marketValue": 770421,
"couponRate": 3.56,
"maturityDate": "2032-08-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US783897AG66",
"cusip": "783897AG6",
"issuer": "212351161",
"ticker": null,
"issuerName": "SCF Equipment Leasing 2021-1"
},
{
"id": 3821851,
"type": "FIXED_INCOME",
"name": "SDR Commercial Mortgage Trust, Series 2024-DSNY, Class B, (1-month USD CME Term SOFR + 1.741%) 6.138% 5/15/2039",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 486000,
"marketValue": 482600,
"couponRate": 6.138,
"maturityDate": "2039-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US811304AE49",
"cusip": "811304AE4",
"issuer": "212338655",
"ticker": null,
"issuerName": "SDR Commercial Mortgage Trust 2024-DSNY"
},
{
"id": 3821853,
"type": "FIXED_INCOME",
"name": "Seadrill Finance, Ltd. 8.375% 8/1/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1500000,
"marketValue": 1531254,
"couponRate": 8.375,
"maturityDate": "2030-08-01",
"fundAbbreviation": null,
"sedol": "BQ9CK08",
"isin": "US81172QAA22",
"cusip": "81172QAA2",
"issuer": "212326357",
"ticker": null,
"issuerName": "Seadrill Finance Ltd"
},
{
"id": 3820117,
"type": "FIXED_INCOME",
"name": "Service Properties Trust 3.95% 1/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 100000,
"marketValue": 83862,
"couponRate": 3.95,
"maturityDate": "2028-01-15",
"fundAbbreviation": null,
"sedol": "BZ3CYL6",
"isin": "US44106MAX02",
"cusip": "44106MAX0",
"issuer": "135079635",
"ticker": null,
"issuerName": "Service Properties"
},
{
"id": 3821697,
"type": "FIXED_INCOME",
"name": "SFO Commerical Mortgage Trust, Series 2021-555, Class B, (1-month USD CME Term SOFR + 1.614%) 6.012% 5/15/2038",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1500000,
"marketValue": 1443323,
"couponRate": 6.012,
"maturityDate": "2038-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78432WAC73",
"cusip": "78432WAC7",
"issuer": "212327875",
"ticker": null,
"issuerName": "SFO Commercial Mortgage Trust 2021-555"
},
{
"id": 3821675,
"type": "FIXED_INCOME",
"name": "SFS Auto Receivables Securitization Trust, Series 2023-1, Class A2A, 5.89% 3/22/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2693189,
"marketValue": 2699456,
"couponRate": 5.89,
"maturityDate": "2027-03-22",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78398AAB98",
"cusip": "78398AAB9",
"issuer": "212325509",
"ticker": null,
"issuerName": "SFS Auto Receivables Securitization Trust SFAST_23-1"
},
{
"id": 3821679,
"type": "FIXED_INCOME",
"name": "SFS Auto Receivables Securitization Trust, Series 2023-1, Class A4, 5.47% 12/20/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2641000,
"marketValue": 2684030,
"couponRate": 5.47,
"maturityDate": "2029-12-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78398AAE38",
"cusip": "78398AAE3",
"issuer": "212325509",
"ticker": null,
"issuerName": "SFS Auto Receivables Securitization Trust SFAST_23-1"
},
{
"id": 3821681,
"type": "FIXED_INCOME",
"name": "SFS Auto Receivables Securitization Trust, Series 2023-1, Class B, 5.71% 1/22/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2244000,
"marketValue": 2290738,
"couponRate": 5.71,
"maturityDate": "2030-01-22",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78398AAF03",
"cusip": "78398AAF0",
"issuer": "212325509",
"ticker": null,
"issuerName": "SFS Auto Receivables Securitization Trust SFAST_23-1"
},
{
"id": 3821683,
"type": "FIXED_INCOME",
"name": "SFS Auto Receivables Securitization Trust, Series 2023-1, Class C, 5.97% 2/20/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3578000,
"marketValue": 3662627,
"couponRate": 5.97,
"maturityDate": "2031-02-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78398AAG85",
"cusip": "78398AAG8",
"issuer": "212325509",
"ticker": null,
"issuerName": "SFS Auto Receivables Securitization Trust SFAST_23-1"
},
{
"id": 3821705,
"type": "FIXED_INCOME",
"name": "SFS Auto Receivables Securitization Trust, Series 2024-3A, Class A2, 4.71% 5/22/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4212000,
"marketValue": 4217766,
"couponRate": 4.71,
"maturityDate": "2028-05-22",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78436XAB38",
"cusip": "78436XAB3",
"issuer": "212349509",
"ticker": null,
"issuerName": "SFS Auto Receivables Securitization Trust 2024-3"
},
{
"id": 3821711,
"type": "FIXED_INCOME",
"name": "SFS Auto Receivables Securitization Trust, Series 2024-3A, Class B, 4.76% 11/20/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2769000,
"marketValue": 2748332,
"couponRate": 4.76,
"maturityDate": "2031-11-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78436XAE76",
"cusip": "78436XAE7",
"issuer": "212349509",
"ticker": null,
"issuerName": "SFS Auto Receivables Securitization Trust 2024-3"
},
{
"id": 3821865,
"type": "FIXED_INCOME",
"name": "Shell Finance US, Inc. 2.75% 4/6/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 841000,
"marketValue": 758170,
"couponRate": 2.75,
"maturityDate": "2030-04-06",
"fundAbbreviation": null,
"sedol": "BM9Y7P0",
"isin": "US822905AB18",
"cusip": "822905AB1",
"issuer": "212348319",
"ticker": null,
"issuerName": "Shell Finance US"
},
{
"id": 3821869,
"type": "FIXED_INCOME",
"name": "Shell Finance US, Inc. 3.25% 4/6/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 580000,
"marketValue": 391074,
"couponRate": 3.25,
"maturityDate": "2050-04-06",
"fundAbbreviation": null,
"sedol": "BT26H41",
"isin": "US822905AG05",
"cusip": "822905AG0",
"issuer": "212348319",
"ticker": null,
"issuerName": "Shell Finance US"
},
{
"id": 3821861,
"type": "FIXED_INCOME",
"name": "Shell International Finance BV 3.875% 11/13/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3279000,
"marketValue": 3186703,
"couponRate": 3.875,
"maturityDate": "2028-11-13",
"fundAbbreviation": null,
"sedol": "BFXPTR6",
"isin": "US822582CB65",
"cusip": "822582CB6",
"issuer": "130085566",
"ticker": null,
"issuerName": "Shell"
},
{
"id": 3821871,
"type": "FIXED_INCOME",
"name": "Shire Acquisitions Investments Ireland DAC 3.20% 9/23/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 532000,
"marketValue": 520227,
"couponRate": 3.2,
"maturityDate": "2026-09-23",
"fundAbbreviation": null,
"sedol": "BD1XH85",
"isin": "US82481LAD10",
"cusip": "82481LAD1",
"issuer": "177005477",
"ticker": null,
"issuerName": "Takeda Pharmaceutical"
},
{
"id": 3821873,
"type": "FIXED_INCOME",
"name": "Silgan Holdings, Inc. 4.125% 2/1/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2500000,
"marketValue": 2388183,
"couponRate": 4.125,
"maturityDate": "2028-02-01",
"fundAbbreviation": null,
"sedol": "BN2XL71",
"isin": "US827048AW93",
"cusip": "827048AW9",
"issuer": "34011906",
"ticker": null,
"issuerName": "Silgan Holdings"
},
{
"id": 3821879,
"type": "FIXED_INCOME",
"name": "Sirius XM Radio, LLC 3.875% 9/1/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4190145,
"couponRate": 3.875,
"maturityDate": "2031-09-01",
"fundAbbreviation": null,
"sedol": "BM9SD09",
"isin": "US82967NBM92",
"cusip": "82967NBM9",
"issuer": "212348170",
"ticker": null,
"issuerName": "Sirius XM Holdings"
},
{
"id": 3821877,
"type": "FIXED_INCOME",
"name": "Sirius XM Radio, LLC 4.00% 7/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4300000,
"marketValue": 3966565,
"couponRate": 4,
"maturityDate": "2028-07-15",
"fundAbbreviation": null,
"sedol": "BMBJVY0",
"isin": "US82967NBJ63",
"cusip": "82967NBJ6",
"issuer": "212348170",
"ticker": null,
"issuerName": "Sirius XM Holdings"
},
{
"id": 3821671,
"type": "FIXED_INCOME",
"name": "SK hynix, Inc. 2.375% 1/19/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4830000,
"marketValue": 4052017,
"couponRate": 2.375,
"maturityDate": "2031-01-19",
"fundAbbreviation": null,
"sedol": "BMTVZ24",
"isin": "US78392BAC19",
"cusip": "78392BAC1",
"issuer": "1009965",
"ticker": null,
"issuerName": "SK hynix"
},
{
"id": 3813429,
"type": "FIXED_INCOME",
"name": "SK hynix, Inc. 2.375% 1/19/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4194635,
"couponRate": 2.375,
"maturityDate": "2031-01-19",
"fundAbbreviation": null,
"sedol": "BMV7YQ7",
"isin": "USY8085FBD16",
"cusip": null,
"issuer": "1009965",
"ticker": null,
"issuerName": "SK hynix"
},
{
"id": 3813537,
"type": "FIXED_INCOME",
"name": "SK hynix, Inc. 6.375% 1/17/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 4127548,
"couponRate": 6.375,
"maturityDate": "2028-01-17",
"fundAbbreviation": null,
"sedol": "BQFKWT9",
"isin": "USY8085FBK58",
"cusip": null,
"issuer": "1009965",
"ticker": null,
"issuerName": "SK hynix"
},
{
"id": 3813539,
"type": "FIXED_INCOME",
"name": "SK hynix, Inc. 6.50% 1/17/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 1057488,
"couponRate": 6.5,
"maturityDate": "2033-01-17",
"fundAbbreviation": null,
"sedol": "BQFKWW2",
"isin": "USY8085FBL32",
"cusip": null,
"issuer": "1009965",
"ticker": null,
"issuerName": "SK hynix"
},
{
"id": 3821723,
"type": "FIXED_INCOME",
"name": "SLAM, Ltd., Series 2021-1, Class B, 3.422% 6/15/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2588116,
"marketValue": 2347035,
"couponRate": 3.422,
"maturityDate": "2046-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78449AAC62",
"cusip": "78449AAC6",
"issuer": "212283599",
"ticker": null,
"issuerName": "Slam Ltd SLAM_21-1"
},
{
"id": 3821719,
"type": "FIXED_INCOME",
"name": "SMB Private Education Loan Trust, Series 2021-A, Class APT2, 1.07% 1/15/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3557896,
"marketValue": 3159347,
"couponRate": 1.07,
"maturityDate": "2053-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78448YAJ01",
"cusip": "78448YAJ0",
"issuer": "212278732",
"ticker": null,
"issuerName": "SMB Private Education Loan Trust SMB_21-A"
},
{
"id": 3821889,
"type": "FIXED_INCOME",
"name": "SMB Private Education Loan Trust, Series 2023-C, Class A1A, 5.67% 11/15/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2568907,
"marketValue": 2606102,
"couponRate": 5.67,
"maturityDate": "2052-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US83207DAA63",
"cusip": "83207DAA6",
"issuer": "212327060",
"ticker": null,
"issuerName": "Smb Private Education Loan Trust SMB_23-C"
},
{
"id": 3821895,
"type": "FIXED_INCOME",
"name": "Sound Point CLO, Ltd., Series 2015-1RA, Class AR, (3-month USD CME Term SOFR + 1.342%) 5.998% 4/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 347389,
"marketValue": 347454,
"couponRate": 5.998,
"maturityDate": "2030-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US83607HAL96",
"cusip": "83607HAL9",
"issuer": "212278965",
"ticker": null,
"issuerName": "Sound Point CLO Ltd SNDPT_15-1RA"
},
{
"id": 3821897,
"type": "FIXED_INCOME",
"name": "Sound Point CLO, Ltd., Series 2019-2, Class CR, (3-month USD CME Term SOFR + 2.616%) 7.168% 7/15/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 1000017,
"couponRate": 7.168,
"maturityDate": "2034-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US83614BAU35",
"cusip": "83614BAU3",
"issuer": "212319390",
"ticker": null,
"issuerName": "Sound Point CLO XXIII"
},
{
"id": 3821899,
"type": "FIXED_INCOME",
"name": "Sound Point CLO, Ltd., Series 2021-1, Class C1, (3-month USD CME Term SOFR + 2.562%) 7.187% 4/25/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 2000218,
"couponRate": 7.187,
"maturityDate": "2034-04-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US83614VAG05",
"cusip": "83614VAG0",
"issuer": "212319344",
"ticker": null,
"issuerName": "Sound Point CLO XXIX"
},
{
"id": 3821923,
"type": "FIXED_INCOME",
"name": "Southern California Edison Co. 1.20% 2/1/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 166000,
"marketValue": 160031,
"couponRate": 1.2,
"maturityDate": "2026-02-01",
"fundAbbreviation": null,
"sedol": "BLB20N4",
"isin": "US842400GV99",
"cusip": "842400GV9",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3821911,
"type": "FIXED_INCOME",
"name": "Southern California Edison Co. 3.60% 2/1/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1178000,
"marketValue": 871325,
"couponRate": 3.6,
"maturityDate": "2045-02-01",
"fundAbbreviation": null,
"sedol": "BVDPXD2",
"isin": "US842400GE74",
"cusip": "842400GE7",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3821929,
"type": "FIXED_INCOME",
"name": "Southern California Edison Co. 3.65% 6/1/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2687000,
"marketValue": 1911451,
"couponRate": 3.65,
"maturityDate": "2051-06-01",
"fundAbbreviation": null,
"sedol": "BN6M4F3",
"isin": "US842400HF31",
"cusip": "842400HF3",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3821939,
"type": "FIXED_INCOME",
"name": "Southern California Edison Co. 5.65% 10/1/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1775000,
"marketValue": 1817554,
"couponRate": 5.65,
"maturityDate": "2028-10-01",
"fundAbbreviation": null,
"sedol": "BQ2MZL1",
"isin": "US842400HY20",
"cusip": "842400HY2",
"issuer": "70010246",
"ticker": null,
"issuerName": "Edison International"
},
{
"id": 3821951,
"type": "FIXED_INCOME",
"name": "Southwestern Energy Co. 5.70% 1/23/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 880000,
"marketValue": 880668,
"couponRate": 5.7,
"maturityDate": "2025-01-23",
"fundAbbreviation": null,
"sedol": "BVGCM11",
"isin": "US845467AL33",
"cusip": "845467AL3",
"issuer": "84008352",
"ticker": null,
"issuerName": "Expand Energy"
},
{
"id": 3820727,
"type": "FIXED_INCOME",
"name": "Stagwell Global, LLC 5.625% 8/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3500000,
"marketValue": 3336512,
"couponRate": 5.625,
"maturityDate": "2029-08-15",
"fundAbbreviation": null,
"sedol": "BMY8TS4",
"isin": "US59565JAA97",
"cusip": "59565JAA9",
"issuer": "212287295",
"ticker": null,
"issuerName": "Stagwell"
},
{
"id": 3821961,
"type": "FIXED_INCOME",
"name": "Standard Chartered PLC 3.265% 2/18/2036 (5-year UST Yield Curve Rate T Note Constant Maturity + 2.30% on 2/18/2031)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2554000,
"marketValue": 2209297,
"couponRate": 3.265,
"maturityDate": "2036-02-18",
"fundAbbreviation": null,
"sedol": "BN4L2R0",
"isin": "US853254BU32",
"cusip": "853254BU3",
"issuer": "171005259",
"ticker": null,
"issuerName": "Standard Chartered"
},
{
"id": 3819895,
"type": "FIXED_INCOME",
"name": "State of California, Golden State Tobacco Securitization Corp., Enhanced Tobacco Settlement Asset-Backed Bonds, Series 2021-B, 2.746% 6/1/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2685000,
"marketValue": 2262220,
"couponRate": 2.746,
"maturityDate": "2034-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US38122NB504",
"cusip": "38122NB50",
"issuer": "95082563",
"ticker": null,
"issuerName": "Golden St Tob Securitization Corp Calif"
},
{
"id": 3820199,
"type": "FIXED_INCOME",
"name": "State of Illinois, Housing Dev. Auth., Rev. Bonds, Series 2016-A, 4.00% 4/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 155000,
"marketValue": 154897,
"couponRate": 4,
"maturityDate": "2046-04-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US45201YJ325",
"cusip": "45201YJ32",
"issuer": "212172383",
"ticker": null,
"issuerName": "Illinois Housing Development Authority"
},
{
"id": 3820265,
"type": "FIXED_INCOME",
"name": "State of Iowa, Fin. Auth., Single Family Mortgage Bonds (Mortgage-Backed Securities Program), Series 2016-A, 4.00% 7/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 85000,
"marketValue": 85000,
"couponRate": 4,
"maturityDate": "2046-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US462467PY19",
"cusip": "462467PY1",
"issuer": "212202965",
"ticker": null,
"issuerName": "Iowa Finance Authority"
},
{
"id": 3820615,
"type": "FIXED_INCOME",
"name": "State of Massachusetts, Housing Fin. Agcy., Single Family Housing Rev. Bonds, Series 178, 3.50% 6/1/2042",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 150000,
"marketValue": 149631,
"couponRate": 3.5,
"maturityDate": "2042-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US57587AJD19",
"cusip": "57587AJD1",
"issuer": "212172269",
"ticker": null,
"issuerName": "Massachusetts Housing Finance Agency"
},
{
"id": 3820711,
"type": "FIXED_INCOME",
"name": "State of Michigan, Housing Dev. Auth., Single Family Mortgage Rev. Bonds, Series 2016-B, 3.50% 6/1/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2385000,
"marketValue": 2373156,
"couponRate": 3.5,
"maturityDate": "2047-06-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US5946537N10",
"cusip": "5946537N1",
"issuer": "183077987",
"ticker": null,
"issuerName": "Michigan State Housing Development Authority"
},
{
"id": 3820743,
"type": "FIXED_INCOME",
"name": "State of Minnesota, Housing Fin. Agcy., Residential Housing Fin. Bonds, Series 2014-C, AMT, 4.00% 1/1/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 960000,
"marketValue": 958045,
"couponRate": 4,
"maturityDate": "2045-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US60416SHX18",
"cusip": "60416SHX1",
"issuer": "212002943",
"ticker": null,
"issuerName": "Minnesota Housing Finance Agency"
},
{
"id": 3820745,
"type": "FIXED_INCOME",
"name": "State of Minnesota, Housing Fin. Agcy., Residential Housing Fin. Bonds, Series 2015-A, AMT, 4.00% 1/1/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 15000,
"marketValue": 14983,
"couponRate": 4,
"maturityDate": "2041-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US60416SKD17",
"cusip": "60416SKD1",
"issuer": "212002943",
"ticker": null,
"issuerName": "Minnesota Housing Finance Agency"
},
{
"id": 3820747,
"type": "FIXED_INCOME",
"name": "State of Minnesota, Housing Fin. Agcy., Residential Housing Fin. Bonds, Series 2015-E, AMT, 3.50% 1/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 380000,
"marketValue": 378690,
"couponRate": 3.5,
"maturityDate": "2046-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US60416SMZ01",
"cusip": "60416SMZ0",
"issuer": "212002943",
"ticker": null,
"issuerName": "Minnesota Housing Finance Agency"
},
{
"id": 3820757,
"type": "FIXED_INCOME",
"name": "State of Missouri, Housing Dev. Commission, Single Family Mortgage Rev. Bonds (Special Homeownership Loan Program), Series 2015-A, 3.75% 5/1/2038",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 100000,
"marketValue": 99840,
"couponRate": 3.75,
"maturityDate": "2038-05-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US60637BGC81",
"cusip": "60637BGC8",
"issuer": "5087985",
"ticker": null,
"issuerName": "Missouri Housing Development Commission"
},
{
"id": 3820911,
"type": "FIXED_INCOME",
"name": "State of Nebraska, Investment Fin. Auth., Single Family Housing Rev. Bonds, Series 2016-A, 3.50% 9/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 605000,
"marketValue": 602092,
"couponRate": 3.5,
"maturityDate": "2046-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US63968MMX47",
"cusip": "63968MMX4",
"issuer": "212002945",
"ticker": null,
"issuerName": "Nebraska Investment Finance Authority"
},
{
"id": 3821901,
"type": "FIXED_INCOME",
"name": "State of South Carolina, Housing Fin. and Dev. Auth., Mortgage Rev. Ref. Bonds, Series 2016-A, 4.00% 7/1/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 175000,
"marketValue": 174890,
"couponRate": 4,
"maturityDate": "2036-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US83712DVG86",
"cusip": "83712DVG8",
"issuer": "212204513",
"ticker": null,
"issuerName": "South Carolina State Housing Finance & Development Authority"
},
{
"id": 3822133,
"type": "FIXED_INCOME",
"name": "State of Tennessee, Housing Dev. Agcy., Homeownership Program Bonds, Series 2015-A, 3.50% 7/1/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 310000,
"marketValue": 308698,
"couponRate": 3.5,
"maturityDate": "2045-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US88045RB762",
"cusip": "88045RB76",
"issuer": "8076752",
"ticker": null,
"issuerName": "Tennessee Housing Development Agency"
},
{
"id": 3822135,
"type": "FIXED_INCOME",
"name": "State of Tennessee, Housing Dev. Agcy., Residential Fin. Program Bonds, Series 2015-1-A, AMT, 4.00% 7/1/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 520000,
"marketValue": 519474,
"couponRate": 4,
"maturityDate": "2045-07-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US880461EU80",
"cusip": "880461EU8",
"issuer": "8076752",
"ticker": null,
"issuerName": "Tennessee Housing Development Agency"
},
{
"id": 3822137,
"type": "FIXED_INCOME",
"name": "State of Tennessee, Housing Dev. Agcy., Residential Fin. Program Bonds, Series 2015-2-A, AMT, 4.00% 1/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 780000,
"marketValue": 778665,
"couponRate": 4,
"maturityDate": "2046-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US880461GG78",
"cusip": "880461GG7",
"issuer": "8076752",
"ticker": null,
"issuerName": "Tennessee Housing Development Agency"
},
{
"id": 3822857,
"type": "FIXED_INCOME",
"name": "State of Utah, Housing Corp., Single Family Mortgage Bonds, Class III, Series 2015-D-2, 4.00% 1/1/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 375000,
"marketValue": 374510,
"couponRate": 4,
"maturityDate": "2045-01-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US9174366Y83",
"cusip": "9174366Y8",
"issuer": "181073533",
"ticker": null,
"issuerName": "Utah (State of)"
},
{
"id": 3823207,
"type": "FIXED_INCOME",
"name": "State of Wisconsin, Housing and Econ. Dev. Auth., Home Ownership Rev. Bonds, Series 2015-A, AMT, 4.00% 9/1/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 135000,
"marketValue": 134891,
"couponRate": 4,
"maturityDate": "2045-09-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US97689QBZ81",
"cusip": "97689QBZ8",
"issuer": "212346370",
"ticker": null,
"issuerName": "Wisconsin Housing & Economic Development Authority Home Ownershi"
},
{
"id": 3823209,
"type": "FIXED_INCOME",
"name": "State of Wisconsin, Housing and Econ. Dev. Auth., Home Ownership Rev. Bonds, Series 2016-A, AMT, 3.50% 3/1/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 280000,
"marketValue": 278651,
"couponRate": 3.5,
"maturityDate": "2046-03-01",
"fundAbbreviation": null,
"sedol": null,
"isin": "US97689QDD51",
"cusip": "97689QDD5",
"issuer": "212346370",
"ticker": null,
"issuerName": "Wisconsin Housing & Economic Development Authority Home Ownershi"
},
{
"id": 3821975,
"type": "FIXED_INCOME",
"name": "State Street Corp. 4.821% 1/26/2034 (USD-SOFR + 1.567% on 1/26/2033)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 254000,
"marketValue": 246397,
"couponRate": 4.821,
"maturityDate": "2034-01-26",
"fundAbbreviation": null,
"sedol": "BPX2063",
"isin": "US857477CA94",
"cusip": "857477CA9",
"issuer": "199005287",
"ticker": null,
"issuerName": "State Street"
},
{
"id": 3821973,
"type": "FIXED_INCOME",
"name": "State Street Corp. 5.82% 11/4/2028 (USD-SOFR + 1.715% on 11/4/2027)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 430000,
"marketValue": 442736,
"couponRate": 5.82,
"maturityDate": "2028-11-04",
"fundAbbreviation": null,
"sedol": "BQXS7P6",
"isin": "US857477BY89",
"cusip": "857477BY8",
"issuer": "199005287",
"ticker": null,
"issuerName": "State Street"
},
{
"id": 3821979,
"type": "FIXED_INCOME",
"name": "Steele Creek CLO, Ltd., Series 2019-2, Class D, (3-month USD CME Term SOFR + 4.612%) 9.268% 7/15/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 3000228,
"couponRate": 9.268,
"maturityDate": "2032-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US85817EAG89",
"cusip": "85817EAG8",
"issuer": "212319768",
"ticker": null,
"issuerName": "Steele Creek CLO Ltd STCR_19-2A"
},
{
"id": 3821981,
"type": "FIXED_INCOME",
"name": "Stellar Jay Ireland Dac, Series 2021-1, Class A, 3.967% 10/15/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1130729,
"marketValue": 1087128,
"couponRate": 3.967,
"maturityDate": "2041-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US858558AA70",
"cusip": "858558AA7",
"issuer": "212291073",
"ticker": null,
"issuerName": "Stellar Jay US LLC STELLAR_21-1"
},
{
"id": 3813401,
"type": "FIXED_INCOME",
"name": "STE TransCore Holdings, Inc. 3.375% 5/5/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2915283,
"couponRate": 3.375,
"maturityDate": "2027-05-05",
"fundAbbreviation": null,
"sedol": "BLDBRQ1",
"isin": "USU8585EAA02",
"cusip": null,
"issuer": "64072992",
"ticker": null,
"issuerName": "Singapore Technologies Engineering"
},
{
"id": 3821701,
"type": "FIXED_INCOME",
"name": "Stonepeak Infrastructure Partners, Series 2021-1A, Class A, 2.675% 2/28/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3953128,
"marketValue": 3784694,
"couponRate": 2.675,
"maturityDate": "2033-02-28",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78433XAB64",
"cusip": "78433XAB6",
"issuer": "212290798",
"ticker": null,
"issuerName": "Stonepeak 2021-1 Abs SALTT_21-1A"
},
{
"id": 3821699,
"type": "FIXED_INCOME",
"name": "Stonepeak Infrastructure Partners, Series 2021-1A, Class AA, 3.821% 2/28/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2939405,
"marketValue": 2820015,
"couponRate": 2.301,
"maturityDate": "2033-02-28",
"fundAbbreviation": null,
"sedol": null,
"isin": "US78433XAA81",
"cusip": "78433XAA8",
"issuer": "212290798",
"ticker": null,
"issuerName": "Stonepeak 2021-1 Abs SALTT_21-1A"
},
{
"id": 3821993,
"type": "FIXED_INCOME",
"name": "Subway Funding, LLC, Series 2024-3A, Class A2II, 5.566% 7/30/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2423000,
"marketValue": 2361516,
"couponRate": 5.566,
"maturityDate": "2054-07-30",
"fundAbbreviation": null,
"sedol": null,
"isin": "US864300AJ70",
"cusip": "864300AJ7",
"issuer": "212347967",
"ticker": null,
"issuerName": "Subway Funding LLC SUBWAY_24-3"
},
{
"id": 3821991,
"type": "FIXED_INCOME",
"name": "Subway Funding, LLC, Series 2024-3, Class A2I, 5.246% 7/30/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4105000,
"marketValue": 4006271,
"couponRate": 5.246,
"maturityDate": "2054-07-30",
"fundAbbreviation": null,
"sedol": null,
"isin": "US864300AG32",
"cusip": "864300AG3",
"issuer": "212347967",
"ticker": null,
"issuerName": "Subway Funding LLC SUBWAY_24-3"
},
{
"id": 3821995,
"type": "FIXED_INCOME",
"name": "Sumitomo Mitsui Financial Group, Inc. 5.766% 1/13/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 427000,
"marketValue": 439608,
"couponRate": 5.766,
"maturityDate": "2033-01-13",
"fundAbbreviation": null,
"sedol": "BMTX144",
"isin": "US86562MCS70",
"cusip": "86562MCS7",
"issuer": "114082370",
"ticker": null,
"issuerName": "Sumitomo Mitsui Financial Group (SMFG)"
},
{
"id": 3822005,
"type": "FIXED_INCOME",
"name": "Summa Health 3.511% 11/15/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 187000,
"marketValue": 133519,
"couponRate": 3.511,
"maturityDate": "2051-11-15",
"fundAbbreviation": null,
"sedol": "BMF9Y14",
"isin": "US86564UAA88",
"cusip": "86564UAA8",
"issuer": "212281686",
"ticker": null,
"issuerName": "Summa Health"
},
{
"id": 3822011,
"type": "FIXED_INCOME",
"name": "Sun Communities Operating, LP 2.30% 11/1/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 419000,
"marketValue": 378077,
"couponRate": 2.3,
"maturityDate": "2028-11-01",
"fundAbbreviation": null,
"sedol": "BM8JD14",
"isin": "US866677AF41",
"cusip": "866677AF4",
"issuer": "212017793",
"ticker": null,
"issuerName": "Sun Communities"
},
{
"id": 3822009,
"type": "FIXED_INCOME",
"name": "Sun Communities Operating, LP 2.70% 7/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1537000,
"marketValue": 1293278,
"couponRate": 2.7,
"maturityDate": "2031-07-15",
"fundAbbreviation": null,
"sedol": "BMDRCH2",
"isin": "US866677AE75",
"cusip": "866677AE7",
"issuer": "212017793",
"ticker": null,
"issuerName": "Sun Communities"
},
{
"id": 3822013,
"type": "FIXED_INCOME",
"name": "Sun Communities Operating, LP 4.20% 4/15/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 541000,
"marketValue": 494231,
"couponRate": 4.2,
"maturityDate": "2032-04-15",
"fundAbbreviation": null,
"sedol": "BNNKK74",
"isin": "US866677AH07",
"cusip": "866677AH0",
"issuer": "212017793",
"ticker": null,
"issuerName": "Sun Communities"
},
{
"id": 3813463,
"type": "FIXED_INCOME",
"name": "Suncorp Group, Ltd. (3-month AUD-BBSW + 2.65%) 7.086% 12/1/2038",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 50000,
"marketValue": 32204,
"couponRate": 7.086,
"maturityDate": "2038-12-01",
"fundAbbreviation": null,
"sedol": "BNGC8R3",
"isin": "AU3FN0075644",
"cusip": null,
"issuer": "114072194",
"ticker": null,
"issuerName": "Suncorp Group"
},
{
"id": 3822019,
"type": "FIXED_INCOME",
"name": "Sunoco, LP 6.00% 4/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4210000,
"marketValue": 4204725,
"couponRate": 6,
"maturityDate": "2027-04-15",
"fundAbbreviation": null,
"sedol": "BKLNVX7",
"isin": "US86765LAQ05",
"cusip": "86765LAQ0",
"issuer": "212123557",
"ticker": null,
"issuerName": "Sunoco"
},
{
"id": 3822017,
"type": "FIXED_INCOME",
"name": "Sunoco, LP 7.25% 5/1/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3080000,
"marketValue": 3183996,
"couponRate": 7.25,
"maturityDate": "2032-05-01",
"fundAbbreviation": null,
"sedol": "BSLQTK5",
"isin": "US86765KAC36",
"cusip": "86765KAC3",
"issuer": "212123557",
"ticker": null,
"issuerName": "Sunoco"
},
{
"id": 3822027,
"type": "FIXED_INCOME",
"name": "Suzano Austria gmbh 3.125% 1/15/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2490972,
"couponRate": 3.125,
"maturityDate": "2032-01-15",
"fundAbbreviation": null,
"sedol": "BMBSMK0",
"isin": "US86964WAK80",
"cusip": "86964WAK8",
"issuer": "212192881",
"ticker": null,
"issuerName": "Suzano SA"
},
{
"id": 3822033,
"type": "FIXED_INCOME",
"name": "Sycamore Tree CLO, Ltd., Series 2023-2, Class DR, (3-month USD CME Term SOFR + 4.50%) 9.117% 1/20/2037",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 3049995,
"couponRate": 9.117,
"maturityDate": "2037-01-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US87122CAQ69",
"cusip": "87122CAQ6",
"issuer": "212333993",
"ticker": null,
"issuerName": "Sycamore Tree CLO 2023-2"
},
{
"id": 3822031,
"type": "FIXED_INCOME",
"name": "Sycamore Tree CLO, Ltd., Series 2023-4, Class D, (3-month USD CME Term SOFR + 5.55%) 10.117% 10/20/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 2038760,
"couponRate": 10.117,
"maturityDate": "2036-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US870923AJ82",
"cusip": "870923AJ8",
"issuer": "212326624",
"ticker": null,
"issuerName": "Sycamore Tree CLO Ltd STCP_23-4"
},
{
"id": 3822047,
"type": "FIXED_INCOME",
"name": "Symphony CLO, Ltd., Series 2020-24, Class D, (3-month USD CME Term SOFR + 3.662%) 8.288% 1/23/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1250000,
"marketValue": 1255670,
"couponRate": 8.288,
"maturityDate": "2032-01-23",
"fundAbbreviation": null,
"sedol": null,
"isin": "US87167QAJ76",
"cusip": "87167QAJ7",
"issuer": "212320186",
"ticker": null,
"issuerName": "Symphony CLO XXIV"
},
{
"id": 3822051,
"type": "FIXED_INCOME",
"name": "Symphony Static CLO, Ltd., Series 2021-1, Class A, (3-month USD CME Term SOFR + 1.092%) 5.717% 10/25/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 926238,
"marketValue": 926651,
"couponRate": 5.717,
"maturityDate": "2029-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US87190TAA16",
"cusip": "87190TAA1",
"issuer": "212313174",
"ticker": null,
"issuerName": "SSTAT_21-1A"
},
{
"id": 3822109,
"type": "FIXED_INCOME",
"name": "Targa Resources Partners, LP 4.875% 2/1/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2190000,
"marketValue": 2116101,
"couponRate": 4.875,
"maturityDate": "2031-02-01",
"fundAbbreviation": null,
"sedol": "BP6T4Q9",
"isin": "US87612BBS07",
"cusip": "87612BBS0",
"issuer": "85096757",
"ticker": null,
"issuerName": "Targa Resources"
},
{
"id": 3822113,
"type": "FIXED_INCOME",
"name": "Taylor Morrison Communities, Inc. 5.75% 1/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3500000,
"marketValue": 3479679,
"couponRate": 5.75,
"maturityDate": "2028-01-15",
"fundAbbreviation": null,
"sedol": "BJX75H2",
"isin": "US87724RAB87",
"cusip": "87724RAB8",
"issuer": "212005013",
"ticker": null,
"issuerName": "Taylor Morrison Homes"
},
{
"id": 3822055,
"type": "FIXED_INCOME",
"name": "TCW CLO 2019-1 AMR, Ltd., Series 2019-1A, Class DR, (3-month USD CME Term SOFR + 3.932%) 8.417% 8/16/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1500000,
"marketValue": 1502147,
"couponRate": 8.417,
"maturityDate": "2034-08-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US87241EBC84",
"cusip": "87241EBC8",
"issuer": "212327872",
"ticker": null,
"issuerName": "TCW CLO Ltd TCW_19-1R"
},
{
"id": 3822049,
"type": "FIXED_INCOME",
"name": "TCW Gem, Ltd., CLO, Series 2020-1, Class DRR, (3-month USD CME Term SOFR + 3.662%) 8.279% 4/20/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 750000,
"marketValue": 750000,
"couponRate": 8.279,
"maturityDate": "2034-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US87190CBE93",
"cusip": "87190CBE9",
"issuer": "212319214",
"ticker": null,
"issuerName": "TCW_20-1"
},
{
"id": 3822093,
"type": "FIXED_INCOME",
"name": "Teachers Insurance and Annuity Association of AME., CLO, Series 17-2A, Class A, (3-month USD CME Term SOFR + 1.412%) 6.059% 1/16/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 387655,
"marketValue": 388180,
"couponRate": 6.059,
"maturityDate": "2031-01-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US87272HAA86",
"cusip": "87272HAA8",
"issuer": "212320350",
"ticker": null,
"issuerName": "TIA 2017-2A"
},
{
"id": 3822121,
"type": "FIXED_INCOME",
"name": "Tencent Holdings, Ltd. 3.29% 6/3/2060",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 3112810,
"couponRate": 3.29,
"maturityDate": "2060-06-03",
"fundAbbreviation": null,
"sedol": "BMXB5D1",
"isin": "US88032WAW64",
"cusip": "88032WAW6",
"issuer": "140084092",
"ticker": null,
"issuerName": "Tencent"
},
{
"id": 3822125,
"type": "FIXED_INCOME",
"name": "Tencent Holdings, Ltd. 3.68% 4/22/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 794000,
"marketValue": 620725,
"couponRate": 3.68,
"maturityDate": "2041-04-22",
"fundAbbreviation": null,
"sedol": "BMD03W3",
"isin": "US88032XBB91",
"cusip": "88032XBB9",
"issuer": "140084092",
"ticker": null,
"issuerName": "Tencent"
},
{
"id": 3822127,
"type": "FIXED_INCOME",
"name": "Tenet Healthcare Corp. 5.125% 11/1/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4565000,
"marketValue": 4474809,
"couponRate": 5.125,
"maturityDate": "2027-11-01",
"fundAbbreviation": null,
"sedol": "BPTJRF6",
"isin": "US88033GDB32",
"cusip": "88033GDB3",
"issuer": "123009239",
"ticker": null,
"issuerName": "Tenet Healthcare"
},
{
"id": 3822129,
"type": "FIXED_INCOME",
"name": "Tenet Healthcare Corp. 6.125% 6/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 3973472,
"couponRate": 6.125,
"maturityDate": "2030-06-15",
"fundAbbreviation": null,
"sedol": "BPW9BQ2",
"isin": "US88033GDQ01",
"cusip": "88033GDQ0",
"issuer": "123009239",
"ticker": null,
"issuerName": "Tenet Healthcare"
},
{
"id": 3822155,
"type": "FIXED_INCOME",
"name": "Texas Combined Tirz I, LLC 0% 3/15/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3400000,
"marketValue": 3400000,
"couponRate": 0,
"maturityDate": "2062-12-07",
"fundAbbreviation": null,
"sedol": null,
"isin": "US881935AA84",
"cusip": "881935AA8",
"issuer": "212353208",
"ticker": null,
"issuerName": "Texas Combined Tirz I"
},
{
"id": 3822157,
"type": "FIXED_INCOME",
"name": "Texas Instruments, Inc. 4.60% 2/8/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3968000,
"marketValue": 3958346,
"couponRate": 4.6,
"maturityDate": "2029-02-08",
"fundAbbreviation": null,
"sedol": "BPSQRR0",
"isin": "US882508CG73",
"cusip": "882508CG7",
"issuer": "59005571",
"ticker": null,
"issuerName": "Texas Instruments"
},
{
"id": 3822163,
"type": "FIXED_INCOME",
"name": "Textainer Marine Containers, Ltd., Series 2020-1A, Class B, 4.94% 8/21/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3943221,
"marketValue": 3859242,
"couponRate": 4.94,
"maturityDate": "2045-08-21",
"fundAbbreviation": null,
"sedol": null,
"isin": "US88315LAF58",
"cusip": "88315LAF5",
"issuer": "212273520",
"ticker": null,
"issuerName": "Textainer Marine Containers VII Ltd TMCL_20-1"
},
{
"id": 3822167,
"type": "FIXED_INCOME",
"name": "Textainer Marine Containers, Ltd., Series 2020-3, Class A, 2.11% 9/20/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1778425,
"marketValue": 1653101,
"couponRate": 2.11,
"maturityDate": "2045-09-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US88315LAJ70",
"cusip": "88315LAJ7",
"issuer": "212281733",
"ticker": null,
"issuerName": "Textainer Marine Containers IV Ltd TMCL_20-3A"
},
{
"id": 3822179,
"type": "FIXED_INCOME",
"name": "Thaioil Treasury Center Co., Ltd. 3.75% 6/18/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 7000000,
"marketValue": 4443033,
"couponRate": 3.75,
"maturityDate": "2050-06-18",
"fundAbbreviation": null,
"sedol": "BMVLLX5",
"isin": "US88323AAH59",
"cusip": "88323AAH5",
"issuer": "75087207",
"ticker": null,
"issuerName": "Thailand, Kingdom of"
},
{
"id": 3822173,
"type": "FIXED_INCOME",
"name": "Thaioil Treasury Center Co., Ltd. 4.625% 11/20/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4252000,
"marketValue": 4095084,
"couponRate": 4.625,
"maturityDate": "2028-11-20",
"fundAbbreviation": null,
"sedol": "BH4FW03",
"isin": "US88323AAC62",
"cusip": "88323AAC6",
"issuer": "75087207",
"ticker": null,
"issuerName": "Thailand, Kingdom of"
},
{
"id": 3822171,
"type": "FIXED_INCOME",
"name": "Thaioil Treasury Center Co., Ltd. 4.875% 1/23/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4300000,
"marketValue": 3476959,
"couponRate": 4.875,
"maturityDate": "2043-01-23",
"fundAbbreviation": null,
"sedol": "BDQPXM2",
"isin": "US88323AAB89",
"cusip": "88323AAB8",
"issuer": "75087207",
"ticker": null,
"issuerName": "Thailand, Kingdom of"
},
{
"id": 3822175,
"type": "FIXED_INCOME",
"name": "Thaioil Treasury Center Co., Ltd. 5.375% 11/20/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 1658420,
"couponRate": 5.375,
"maturityDate": "2048-11-20",
"fundAbbreviation": null,
"sedol": "BG0M201",
"isin": "US88323AAD46",
"cusip": "88323AAD4",
"issuer": "75087207",
"ticker": null,
"issuerName": "Thailand, Kingdom of"
},
{
"id": 3822059,
"type": "FIXED_INCOME",
"name": "TICP CLO, Ltd., Series 2019-14, Class A1R, (3-month USD CME Term SOFR + 1.342%) 5.959% 10/20/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 1000729,
"couponRate": 5.959,
"maturityDate": "2032-10-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US87250CAL19",
"cusip": "87250CAL1",
"issuer": "212320487",
"ticker": null,
"issuerName": "TICP CLO Ltd TICP_19-14A"
},
{
"id": 3822057,
"type": "FIXED_INCOME",
"name": "TIF Funding II, LLC, Series 2020-1A, Class B, 3.82% 8/20/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1217917,
"marketValue": 1152437,
"couponRate": 3.82,
"maturityDate": "2045-08-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US872480AB40",
"cusip": "872480AB4",
"issuer": "212273703",
"ticker": null,
"issuerName": "Triton Internal Finance TIF_20-1"
},
{
"id": 3822183,
"type": "FIXED_INCOME",
"name": "TIF Funding II, LLC, Series 2024-1, Class C, 6.31% 4/20/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 662513,
"marketValue": 661530,
"couponRate": 6.31,
"maturityDate": "2049-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US88655AAE01",
"cusip": "88655AAE0",
"issuer": "212337858",
"ticker": null,
"issuerName": "TIF Funding III"
},
{
"id": 3822073,
"type": "FIXED_INCOME",
"name": "T-Mobile USA, Inc. 2.05% 2/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 221000,
"marketValue": 203015,
"couponRate": 2.05,
"maturityDate": "2028-02-15",
"fundAbbreviation": null,
"sedol": "BM8GZS6",
"isin": "US87264ACA16",
"cusip": "87264ACA1",
"issuer": "206077798",
"ticker": null,
"issuerName": "Deutsche Telekom"
},
{
"id": 3822077,
"type": "FIXED_INCOME",
"name": "T-Mobile USA, Inc. 2.70% 3/15/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 429000,
"marketValue": 363360,
"couponRate": 2.7,
"maturityDate": "2032-03-15",
"fundAbbreviation": null,
"sedol": "BMWDS40",
"isin": "US87264ACQ67",
"cusip": "87264ACQ6",
"issuer": "206077798",
"ticker": null,
"issuerName": "Deutsche Telekom"
},
{
"id": 3822091,
"type": "FIXED_INCOME",
"name": "T-Mobile USA, Inc. 5.50% 1/15/2055",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1908000,
"marketValue": 1801904,
"couponRate": 5.5,
"maturityDate": "2055-01-15",
"fundAbbreviation": null,
"sedol": "BR876T2",
"isin": "US87264ADG76",
"cusip": "87264ADG7",
"issuer": "206077798",
"ticker": null,
"issuerName": "Deutsche Telekom"
},
{
"id": 3822085,
"type": "FIXED_INCOME",
"name": "T-Mobile USA, Inc. 6.00% 6/15/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2131000,
"marketValue": 2161925,
"couponRate": 6,
"maturityDate": "2054-06-15",
"fundAbbreviation": null,
"sedol": "BN4P5S4",
"isin": "US87264ADD46",
"cusip": "87264ADD4",
"issuer": "206077798",
"ticker": null,
"issuerName": "Deutsche Telekom"
},
{
"id": 3813357,
"type": "FIXED_INCOME",
"name": "TNB Global Ventures Capital Bhd 4.851% 11/1/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 3976304,
"couponRate": 4.851,
"maturityDate": "2028-11-01",
"fundAbbreviation": null,
"sedol": "BFD1J96",
"isin": "XS1897339096",
"cusip": null,
"issuer": "212002401",
"ticker": null,
"issuerName": "Malaysia, Government of"
},
{
"id": 3822197,
"type": "FIXED_INCOME",
"name": "TotalEnergies Capital International SA 3.127% 5/29/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1008000,
"marketValue": 661023,
"couponRate": 3.127,
"maturityDate": "2050-05-29",
"fundAbbreviation": null,
"sedol": "BMYC5X3",
"isin": "US89153VAV18",
"cusip": "89153VAV1",
"issuer": "31074655",
"ticker": null,
"issuerName": "TotalEnergies"
},
{
"id": 3822195,
"type": "FIXED_INCOME",
"name": "TotalEnergies Capital International SA 3.461% 7/12/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2600000,
"marketValue": 1834625,
"couponRate": 3.461,
"maturityDate": "2049-07-12",
"fundAbbreviation": null,
"sedol": "BK4NRZ8",
"isin": "US89153VAU35",
"cusip": "89153VAU3",
"issuer": "31074655",
"ticker": null,
"issuerName": "TotalEnergies"
},
{
"id": 3822199,
"type": "FIXED_INCOME",
"name": "TotalEnergies Capital SA 5.15% 4/5/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3720000,
"marketValue": 3705797,
"couponRate": 5.15,
"maturityDate": "2034-04-05",
"fundAbbreviation": null,
"sedol": "BPW6WK4",
"isin": "US89157XAA90",
"cusip": "89157XAA9",
"issuer": "31074655",
"ticker": null,
"issuerName": "TotalEnergies"
},
{
"id": 3822217,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2015-3, Class B1, 4.24% 3/25/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1500000,
"marketValue": 1473273,
"couponRate": 4.24,
"maturityDate": "2054-03-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89172HAE71",
"cusip": "89172HAE7",
"issuer": "212282084",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMT_15-3"
},
{
"id": 3822213,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2016-1, Class B1, 4.522% 2/25/2055",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 3890612,
"couponRate": 4.522,
"maturityDate": "2055-02-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89172EAJ38",
"cusip": "89172EAJ3",
"issuer": "212270525",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMT_16-1"
},
{
"id": 3822221,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2016-2, Class B2, 3.602% 8/25/2055",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3200000,
"marketValue": 2852102,
"couponRate": 3.602,
"maturityDate": "2055-08-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89172PAF62",
"cusip": "89172PAF6",
"issuer": "212270487",
"ticker": null,
"issuerName": "TPMT_16-2"
},
{
"id": 3822225,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2017-1, Class A2, 3.5% 10/25/2056",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1880882,
"marketValue": 1863535,
"couponRate": 3.5,
"maturityDate": "2056-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89173FAB67",
"cusip": "89173FAB6",
"issuer": "212179011",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust 2017-1"
},
{
"id": 3822227,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2017-2, Class A2, 0% 4/25/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2798308,
"marketValue": 2776739,
"couponRate": 0,
"maturityDate": "2057-04-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89173HAB24",
"cusip": "89173HAB2",
"issuer": "212270394",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMT_17-2"
},
{
"id": 3822229,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2017-2, Class M2, 0% 4/25/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 956438,
"couponRate": 0,
"maturityDate": "2057-04-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89173HAD89",
"cusip": "89173HAD8",
"issuer": "212270394",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMT_17-2"
},
{
"id": 3822205,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2017-3, Class A1, 0% 7/25/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 45260,
"marketValue": 45018,
"couponRate": 0,
"maturityDate": "2057-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89169DAA90",
"cusip": "89169DAA9",
"issuer": "212270452",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust"
},
{
"id": 3822231,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2017-4, Class A1, 0% 6/25/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 360359,
"marketValue": 350258,
"couponRate": 0,
"maturityDate": "2057-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89173UAA51",
"cusip": "89173UAA5",
"issuer": "212217653",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMT_17-4"
},
{
"id": 3822233,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2017-4, Class M1, 0% 6/25/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1575000,
"marketValue": 1423902,
"couponRate": 0,
"maturityDate": "2057-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89173UAC18",
"cusip": "89173UAC1",
"issuer": "212217653",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMT_17-4"
},
{
"id": 3822207,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2017-5, Class A1, 5.053% 2/25/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 64343,
"marketValue": 67201,
"couponRate": 5.053,
"maturityDate": "2057-02-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89169EAA73",
"cusip": "89169EAA7",
"issuer": "212217801",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMT_17-5"
},
{
"id": 3822235,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75% 10/25/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 581782,
"marketValue": 568720,
"couponRate": 2.75,
"maturityDate": "2057-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89175JAA88",
"cusip": "89175JAA8",
"issuer": "212270387",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMT_17-6"
},
{
"id": 3822239,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2018-3, Class M2, 0% 5/25/2058",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 3440708,
"couponRate": 0,
"maturityDate": "2058-05-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89175MAF05",
"cusip": "89175MAF0",
"issuer": "212270223",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMT_18-3"
},
{
"id": 3822245,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2018-5, Class A1A, 3.25% 7/25/2058",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 160963,
"marketValue": 158659,
"couponRate": 3.25,
"maturityDate": "2058-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89176VAK89",
"cusip": "89176VAK8",
"issuer": "212270458",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMT_18-5"
},
{
"id": 3822251,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2019-4, Class A2, 3.25% 10/25/2059",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3090000,
"marketValue": 2769233,
"couponRate": 3.25,
"maturityDate": "2059-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89178BAB09",
"cusip": "89178BAB0",
"issuer": "212270412",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMT_19-4"
},
{
"id": 3822253,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2019-4, Class M1B, 0% 10/25/2059",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2498967,
"couponRate": 0,
"maturityDate": "2059-10-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89178BAS34",
"cusip": "89178BAS3",
"issuer": "212270412",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMT_19-4"
},
{
"id": 3822249,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2019-A2, Class A2, 3.75% 12/25/2058",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3615000,
"marketValue": 3229598,
"couponRate": 3.75,
"maturityDate": "2058-12-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89177JAB44",
"cusip": "89177JAB4",
"issuer": "212270491",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMT_19-2"
},
{
"id": 3822257,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2023-1, Class A1, 3.75% 1/25/2063",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1681678,
"marketValue": 1598289,
"couponRate": 3.75,
"maturityDate": "2063-01-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89181JAA07",
"cusip": "89181JAA0",
"issuer": "212316828",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust TPMT_23-1"
},
{
"id": 3822261,
"type": "FIXED_INCOME",
"name": "Towd Point Mortgage Trust, Series 2024-3, Class A1B, 5.163% 7/25/2065",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4153282,
"marketValue": 4058342,
"couponRate": 5.163,
"maturityDate": "2065-07-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89183FAQ19",
"cusip": "89183FAQ1",
"issuer": "212345544",
"ticker": null,
"issuerName": "Towd Point Mortgage Trust 2024-3"
},
{
"id": 3822263,
"type": "FIXED_INCOME",
"name": "Toyota Auto Receivables Owner Trust, Series 2023-C, Class A3, 5.16% 4/17/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2489000,
"marketValue": 2509213,
"couponRate": 5.16,
"maturityDate": "2028-04-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89231FAD24",
"cusip": "89231FAD2",
"issuer": "212327035",
"ticker": null,
"issuerName": "Toyota Auto Receivables Owner Trust TAOT_23-C"
},
{
"id": 3822275,
"type": "FIXED_INCOME",
"name": "Toyota Auto Receivables Owner Trust, Series 2024-C, Class A3, 4.88% 3/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3974000,
"marketValue": 4003956,
"couponRate": 4.88,
"maturityDate": "2029-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89237QAD25",
"cusip": "89237QAD2",
"issuer": "212345614",
"ticker": null,
"issuerName": "Toyota Auto Receivables 2024-C Owner Trust"
},
{
"id": 3822277,
"type": "FIXED_INCOME",
"name": "Transportadora de Gas del Perú SA 4.25% 4/30/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2028000,
"marketValue": 1988884,
"couponRate": 4.25,
"maturityDate": "2028-04-30",
"fundAbbreviation": null,
"sedol": "B8CHNW7",
"isin": "US89388AAA07",
"cusip": "89388AAA0",
"issuer": "212001435",
"ticker": null,
"issuerName": "Transportadora de Gas del Perú"
},
{
"id": 3822279,
"type": "FIXED_INCOME",
"name": "Travelers Companies, Inc. 2.55% 4/27/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1601000,
"marketValue": 945142,
"couponRate": 2.55,
"maturityDate": "2050-04-27",
"fundAbbreviation": null,
"sedol": "BMDWQN1",
"isin": "US89417EAQ26",
"cusip": "89417EAQ2",
"issuer": "183004847",
"ticker": null,
"issuerName": "Travelers"
},
{
"id": 3823221,
"type": "FIXED_INCOME",
"name": "Travel + Leisure Co. 6.625% 7/31/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 4045592,
"couponRate": 6.625,
"maturityDate": "2026-07-31",
"fundAbbreviation": null,
"sedol": "BMWZQD1",
"isin": "US98310WAS70",
"cusip": "98310WAS7",
"issuer": "94088710",
"ticker": null,
"issuerName": "Travel + Leisure"
},
{
"id": 3822299,
"type": "FIXED_INCOME",
"name": "Tricon Residential Trust, Series 2023-SFR1, Class C, 5.10% 7/17/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1536000,
"marketValue": 1509592,
"couponRate": 5.1,
"maturityDate": "2040-07-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89616WAC29",
"cusip": "89616WAC2",
"issuer": "212325722",
"ticker": null,
"issuerName": "Tricon Residential Trust TCN_23-SFR1"
},
{
"id": 3822293,
"type": "FIXED_INCOME",
"name": "Tricon Residential Trust, Series 2024-SFR1, Class B, 4.75% 4/17/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2116000,
"marketValue": 2059786,
"couponRate": 4.75,
"maturityDate": "2041-04-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89616UAB89",
"cusip": "89616UAB8",
"issuer": "212337725",
"ticker": null,
"issuerName": "Tricon Residential 2024-SFR1 Trust"
},
{
"id": 3822295,
"type": "FIXED_INCOME",
"name": "Tricon Residential Trust, Series 2024-SFR2, Class A, 4.75% 6/17/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3432865,
"marketValue": 3391581,
"couponRate": 4.75,
"maturityDate": "2040-06-17",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89616VAA89",
"cusip": "89616VAA8",
"issuer": "212341748",
"ticker": null,
"issuerName": "Tricon Residential 2024-SFR2 Trust"
},
{
"id": 3822305,
"type": "FIXED_INCOME",
"name": "Trimaran Advisors CAVU, CLO, Series 2019-2, Class C, (3-month USD CME Term SOFR + 4.982%) 9.614% 11/26/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1265000,
"marketValue": 1273568,
"couponRate": 9.614,
"maturityDate": "2032-11-26",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89624JAJ60",
"cusip": "89624JAJ6",
"issuer": "212319892",
"ticker": null,
"issuerName": "Trimaran CAVU 2019-2"
},
{
"id": 3822309,
"type": "FIXED_INCOME",
"name": "Trinitas CLO, Ltd., Series 2020-12, Class A1R, (3-month USD CME Term SOFR + 1.37%) 5.996% 4/25/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3052000,
"marketValue": 3054213,
"couponRate": 5.996,
"maturityDate": "2033-04-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89641GAN25",
"cusip": "89641GAN2",
"issuer": "212318591",
"ticker": null,
"issuerName": "Trinitas CLO XII"
},
{
"id": 3822313,
"type": "FIXED_INCOME",
"name": "Trinitas CLO, Ltd., Series 2020-12, Class CR, (3-month USD CME Term SOFR + 2.60%) 7.226% 4/25/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 3000201,
"couponRate": 7.226,
"maturityDate": "2033-04-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89641GAS12",
"cusip": "89641GAS1",
"issuer": "212318591",
"ticker": null,
"issuerName": "Trinitas CLO XII"
},
{
"id": 3822307,
"type": "FIXED_INCOME",
"name": "Trinitas CLO, Ltd., Series 2023-22A, Class D, (3-month USD CME Term SOFR + 6.19%) 10.807% 7/20/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1500000,
"marketValue": 1532972,
"couponRate": 10.807,
"maturityDate": "2036-07-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89640HAG65",
"cusip": "89640HAG6",
"issuer": "212321775",
"ticker": null,
"issuerName": "Trinitas CLO Ltd TRNTS_23-22"
},
{
"id": 3822323,
"type": "FIXED_INCOME",
"name": "Triton Container Finance VIII, LLC, Series 2021-1A, Class B, 2.58% 3/20/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 786163,
"marketValue": 701735,
"couponRate": 2.58,
"maturityDate": "2046-03-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US89680HAF91",
"cusip": "89680HAF9",
"issuer": "212279678",
"ticker": null,
"issuerName": "Triton Container Finance LLC TCF_21-1"
},
{
"id": 3822333,
"type": "FIXED_INCOME",
"name": "Truist Financial Corp. 5.435% 1/24/2030 (USD-SOFR + 1.62% on 1/24/2029)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4343000,
"marketValue": 4382899,
"couponRate": 5.435,
"maturityDate": "2030-01-24",
"fundAbbreviation": null,
"sedol": "BMGC3Y8",
"isin": "US89788MAR34",
"cusip": "89788MAR3",
"issuer": "144006716",
"ticker": null,
"issuerName": "Truist Financial"
},
{
"id": 3822095,
"type": "FIXED_INCOME",
"name": "TSMC Arizona Corp. 3.125% 10/25/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 3826430,
"couponRate": 3.125,
"maturityDate": "2041-10-25",
"fundAbbreviation": null,
"sedol": "BN7DNL4",
"isin": "US872898AD36",
"cusip": "872898AD3",
"issuer": "36009152",
"ticker": null,
"issuerName": "TSMC"
},
{
"id": 3813403,
"type": "FIXED_INCOME",
"name": "TSMC Global, Ltd. 1.75% 4/23/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5000000,
"marketValue": 4525115,
"couponRate": 1.75,
"maturityDate": "2028-04-23",
"fundAbbreviation": null,
"sedol": "BLKFST6",
"isin": "USG91139AG31",
"cusip": null,
"issuer": "36009152",
"ticker": null,
"issuerName": "TSMC"
},
{
"id": 3815415,
"type": "FIXED_INCOME",
"name": "UBS AG 2.95% 4/9/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2350000,
"marketValue": 2338638,
"couponRate": 2.95,
"maturityDate": "2025-04-09",
"fundAbbreviation": null,
"sedol": "BKPG0N5",
"isin": "US22550L2C42",
"cusip": "22550L2C4",
"issuer": "212019097",
"ticker": null,
"issuerName": "UBS Group AG"
},
{
"id": 3822361,
"type": "FIXED_INCOME",
"name": "UKG, Inc. 6.875% 2/1/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3250000,
"marketValue": 3300723,
"couponRate": 6.875,
"maturityDate": "2031-02-01",
"fundAbbreviation": null,
"sedol": "BS2FZM5",
"isin": "US90279XAA00",
"cusip": "90279XAA0",
"issuer": "212218705",
"ticker": null,
"issuerName": "UKG"
},
{
"id": 3822367,
"type": "FIXED_INCOME",
"name": "Union Electric Co. 2.625% 3/15/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 132000,
"marketValue": 78404,
"couponRate": 2.625,
"maturityDate": "2051-03-15",
"fundAbbreviation": null,
"sedol": "BMHZRF5",
"isin": "US906548CS94",
"cusip": "906548CS9",
"issuer": "153073081",
"ticker": null,
"issuerName": "Ameren"
},
{
"id": 3822369,
"type": "FIXED_INCOME",
"name": "Union Electric Co. 3.90% 4/1/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5303000,
"marketValue": 4065927,
"couponRate": 3.9,
"maturityDate": "2052-04-01",
"fundAbbreviation": null,
"sedol": "BM8T585",
"isin": "US906548CU41",
"cusip": "906548CU4",
"issuer": "153073081",
"ticker": null,
"issuerName": "Ameren"
},
{
"id": 3822371,
"type": "FIXED_INCOME",
"name": "Union Electric Co. 5.125% 3/15/2055",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3725000,
"marketValue": 3415929,
"couponRate": 5.125,
"maturityDate": "2055-03-15",
"fundAbbreviation": null,
"sedol": "BQKS500",
"isin": "US906548CZ38",
"cusip": "906548CZ3",
"issuer": "153073081",
"ticker": null,
"issuerName": "Ameren"
},
{
"id": 3822377,
"type": "FIXED_INCOME",
"name": "Union Pacific Corp. 2.15% 2/5/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4740000,
"marketValue": 4520704,
"couponRate": 2.15,
"maturityDate": "2027-02-05",
"fundAbbreviation": null,
"sedol": "BKDMLB0",
"isin": "US907818FJ28",
"cusip": "907818FJ2",
"issuer": "126005850",
"ticker": null,
"issuerName": "Union Pacific"
},
{
"id": 3822389,
"type": "FIXED_INCOME",
"name": "Union Pacific Corp. 3.50% 2/14/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4558000,
"marketValue": 3213983,
"couponRate": 3.5,
"maturityDate": "2053-02-14",
"fundAbbreviation": null,
"sedol": "BNYF3J1",
"isin": "US907818FZ69",
"cusip": "907818FZ6",
"issuer": "126005850",
"ticker": null,
"issuerName": "Union Pacific"
},
{
"id": 3822373,
"type": "FIXED_INCOME",
"name": "Union Pacific Corp. 3.75% 7/15/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2230000,
"marketValue": 2220393,
"couponRate": 3.75,
"maturityDate": "2025-07-15",
"fundAbbreviation": null,
"sedol": "BDFY0J6",
"isin": "US907818ES36",
"cusip": "907818ES3",
"issuer": "126005850",
"ticker": null,
"issuerName": "Union Pacific"
},
{
"id": 3822375,
"type": "FIXED_INCOME",
"name": "Union Pacific Corp. 4.30% 3/1/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1367000,
"marketValue": 1128125,
"couponRate": 4.3,
"maturityDate": "2049-03-01",
"fundAbbreviation": null,
"sedol": "BGLC062",
"isin": "US907818FC74",
"cusip": "907818FC7",
"issuer": "126005850",
"ticker": null,
"issuerName": "Union Pacific"
},
{
"id": 3822391,
"type": "FIXED_INCOME",
"name": "Unisys Corp. 6.875% 11/1/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1700000,
"marketValue": 1658415,
"couponRate": 6.875,
"maturityDate": "2027-11-01",
"fundAbbreviation": null,
"sedol": "BN7HDK5",
"isin": "US909214BV97",
"cusip": "909214BV9",
"issuer": "132005856",
"ticker": null,
"issuerName": "Unisys"
},
{
"id": 3822393,
"type": "FIXED_INCOME",
"name": "United Auto Credit Securitization Trust, Series 2024-1, Class A, 6.17% 8/10/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 156056,
"marketValue": 156345,
"couponRate": 6.17,
"maturityDate": "2026-08-10",
"fundAbbreviation": null,
"sedol": null,
"isin": "US90945DAA81",
"cusip": "90945DAA8",
"issuer": "212338969",
"ticker": null,
"issuerName": "United Auto Credit Securitization Trust 2024-1"
},
{
"id": 3822829,
"type": "FIXED_INCOME",
"name": "UnitedHealth Group, Inc. 2.875% 8/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1172000,
"marketValue": 1077793,
"couponRate": 2.875,
"maturityDate": "2029-08-15",
"fundAbbreviation": null,
"sedol": "BHKDKX0",
"isin": "US91324PDS83",
"cusip": "91324PDS8",
"issuer": "144005868",
"ticker": null,
"issuerName": "UnitedHealth Group"
},
{
"id": 3822839,
"type": "FIXED_INCOME",
"name": "UnitedHealth Group, Inc. 3.25% 5/15/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5408000,
"marketValue": 3573341,
"couponRate": 3.25,
"maturityDate": "2051-05-15",
"fundAbbreviation": null,
"sedol": "BLPK6S1",
"isin": "US91324PEF53",
"cusip": "91324PEF5",
"issuer": "144005868",
"ticker": null,
"issuerName": "UnitedHealth Group"
},
{
"id": 3822831,
"type": "FIXED_INCOME",
"name": "UnitedHealth Group, Inc. 3.70% 8/15/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3098000,
"marketValue": 2253897,
"couponRate": 3.7,
"maturityDate": "2049-08-15",
"fundAbbreviation": null,
"sedol": "BHKDL04",
"isin": "US91324PDU30",
"cusip": "91324PDU3",
"issuer": "144005868",
"ticker": null,
"issuerName": "UnitedHealth Group"
},
{
"id": 3822821,
"type": "FIXED_INCOME",
"name": "UnitedHealth Group, Inc. 3.75% 7/15/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3900000,
"marketValue": 3884868,
"couponRate": 3.75,
"maturityDate": "2025-07-15",
"fundAbbreviation": null,
"sedol": "BYTRVX9",
"isin": "US91324PCP53",
"cusip": "91324PCP5",
"issuer": "144005868",
"ticker": null,
"issuerName": "UnitedHealth Group"
},
{
"id": 3822823,
"type": "FIXED_INCOME",
"name": "UnitedHealth Group, Inc. 4.25% 6/15/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3314000,
"marketValue": 2661682,
"couponRate": 4.25,
"maturityDate": "2048-06-15",
"fundAbbreviation": null,
"sedol": "BFWST10",
"isin": "US91324PDL31",
"cusip": "91324PDL3",
"issuer": "144005868",
"ticker": null,
"issuerName": "UnitedHealth Group"
},
{
"id": 3822827,
"type": "FIXED_INCOME",
"name": "UnitedHealth Group, Inc. 4.45% 12/15/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2015000,
"marketValue": 1663995,
"couponRate": 4.45,
"maturityDate": "2048-12-15",
"fundAbbreviation": null,
"sedol": "BHSSQ40",
"isin": "US91324PDQ28",
"cusip": "91324PDQ2",
"issuer": "144005868",
"ticker": null,
"issuerName": "UnitedHealth Group"
},
{
"id": 3822843,
"type": "FIXED_INCOME",
"name": "UnitedHealth Group, Inc. 4.75% 5/15/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4538000,
"marketValue": 3891712,
"couponRate": 4.75,
"maturityDate": "2052-05-15",
"fundAbbreviation": null,
"sedol": "BNKBV00",
"isin": "US91324PEK49",
"cusip": "91324PEK4",
"issuer": "144005868",
"ticker": null,
"issuerName": "UnitedHealth Group"
},
{
"id": 3822397,
"type": "FIXED_INCOME",
"name": "United Mexican States 3.75% 4/19/2071",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 465000,
"marketValue": 257428,
"couponRate": 3.75,
"maturityDate": "2071-04-19",
"fundAbbreviation": null,
"sedol": "BM9RCD2",
"isin": "XS2280637039",
"cusip": "91087BAP5",
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3822401,
"type": "FIXED_INCOME",
"name": "United Mexican States 4.40% 2/12/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 229000,
"marketValue": 155370,
"couponRate": 4.4,
"maturityDate": "2052-02-12",
"fundAbbreviation": null,
"sedol": "BNSP0K7",
"isin": "US91087BAS97",
"cusip": "91087BAS9",
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3822395,
"type": "FIXED_INCOME",
"name": "United Mexican States 5.00% 4/27/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5100000,
"marketValue": 3843309,
"couponRate": 5,
"maturityDate": "2051-04-27",
"fundAbbreviation": null,
"sedol": "BMXPS67",
"isin": "US91087BAL45",
"cusip": "91087BAL4",
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3822407,
"type": "FIXED_INCOME",
"name": "United Mexican States 6.338% 5/4/2053",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4895000,
"marketValue": 4374006,
"couponRate": 6.338,
"maturityDate": "2053-05-04",
"fundAbbreviation": null,
"sedol": "BMWJJL2",
"isin": "US91087BAX82",
"cusip": "91087BAX8",
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3822405,
"type": "FIXED_INCOME",
"name": "United Mexican States 6.35% 2/9/2035",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 253000,
"marketValue": 247750,
"couponRate": 6.35,
"maturityDate": "2035-02-09",
"fundAbbreviation": null,
"sedol": "BNM9D06",
"isin": "US91087BAV27",
"cusip": "91087BAV2",
"issuer": "210008902",
"ticker": null,
"issuerName": "Mexico (United Mexican States) (Government)"
},
{
"id": 3822417,
"type": "FIXED_INCOME",
"name": "U.S. Bancorp 5.775% 6/12/2029 (USD-SOFR + 2.02% on 6/12/2028)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1500000,
"marketValue": 1534145,
"couponRate": 5.775,
"maturityDate": "2029-06-12",
"fundAbbreviation": null,
"sedol": "BRXDC97",
"isin": "US91159HJM34",
"cusip": "91159HJM3",
"issuer": "187080111",
"ticker": null,
"issuerName": "U.S. Bancorp"
},
{
"id": 3822363,
"type": "FIXED_INCOME",
"name": "US Foods, Inc. 5.75% 4/15/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3140000,
"marketValue": 3059289,
"couponRate": 5.75,
"maturityDate": "2033-04-15",
"fundAbbreviation": null,
"sedol": "BSML619",
"isin": "US90290MAJ09",
"cusip": "90290MAJ0",
"issuer": "212079785",
"ticker": null,
"issuerName": "US Foods"
},
{
"id": 3822589,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 0.25% 5/31/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 983926,
"couponRate": 0.25,
"maturityDate": "2025-05-31",
"fundAbbreviation": null,
"sedol": "BLB6SL0",
"isin": "US912828ZT04",
"cusip": "912828ZT0",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822611,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 0.50% 2/28/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 150000,
"marketValue": 143755,
"couponRate": 0.5,
"maturityDate": "2026-02-28",
"fundAbbreviation": null,
"sedol": "BLKH0X0",
"isin": "US91282CBQ33",
"cusip": "91282CBQ3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822623,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 0.75% 5/31/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1245000,
"marketValue": 1186217,
"couponRate": 0.75,
"maturityDate": "2026-05-31",
"fundAbbreviation": null,
"sedol": "BM9BQT8",
"isin": "US91282CCF68",
"cusip": "91282CCF6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822639,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.125% 10/31/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1797000,
"marketValue": 1699593,
"couponRate": 1.125,
"maturityDate": "2026-10-31",
"fundAbbreviation": null,
"sedol": "BN7DP63",
"isin": "US91282CDG33",
"cusip": "91282CDG3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822579,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.625% 11/30/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 100,
"marketValue": 95,
"couponRate": 1.625,
"maturityDate": "2026-11-30",
"fundAbbreviation": null,
"sedol": "BJR45M4",
"isin": "US912828YU85",
"cusip": "912828YU8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822577,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 1.625% 8/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 397900,
"marketValue": 353350,
"couponRate": 1.625,
"maturityDate": "2029-08-15",
"fundAbbreviation": null,
"sedol": "BK9DLB7",
"isin": "US912828YB05",
"cusip": "912828YB0",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822501,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.00% 11/15/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 685000,
"marketValue": 460663,
"couponRate": 2,
"maturityDate": "2041-11-15",
"fundAbbreviation": null,
"sedol": "BPBMDF5",
"isin": "US912810TC27",
"cusip": "912810TC2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822571,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.25% 2/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2880092,
"couponRate": 2.25,
"maturityDate": "2027-02-15",
"fundAbbreviation": null,
"sedol": "BYPG9T2",
"isin": "US912828V988",
"cusip": "912828V98",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822561,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.625% 12/31/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 821800,
"marketValue": 809393,
"couponRate": 2.625,
"maturityDate": "2025-12-31",
"fundAbbreviation": null,
"sedol": "BHN7686",
"isin": "US9128285T35",
"cusip": "9128285T3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822429,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.75% 11/15/2042",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1735300,
"marketValue": 1297950,
"couponRate": 2.75,
"maturityDate": "2042-11-15",
"fundAbbreviation": null,
"sedol": "B8JB195",
"isin": "US912810QY73",
"cusip": "912810QY7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822455,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.75% 11/15/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5300000,
"marketValue": 3724507,
"couponRate": 2.75,
"maturityDate": "2047-11-15",
"fundAbbreviation": null,
"sedol": "BF92XY6",
"isin": "US912810RZ30",
"cusip": "912810RZ3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822427,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.75% 8/15/2042",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3811000,
"marketValue": 2865787,
"couponRate": 2.75,
"maturityDate": "2042-08-15",
"fundAbbreviation": null,
"sedol": "B75JF50",
"isin": "US912810QX90",
"cusip": "912810QX9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822447,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.875% 11/15/2046",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3800,
"marketValue": 2764,
"couponRate": 2.875,
"maturityDate": "2046-11-15",
"fundAbbreviation": null,
"sedol": "BZ1BP67",
"isin": "US912810RU43",
"cusip": "912810RU4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822651,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.875% 5/15/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 528800,
"marketValue": 475276,
"couponRate": 2.875,
"maturityDate": "2032-05-15",
"fundAbbreviation": null,
"sedol": "BPSLLY0",
"isin": "US91282CEP23",
"cusip": "91282CEP2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822555,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 2.875% 8/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3759700,
"marketValue": 3578125,
"couponRate": 2.875,
"maturityDate": "2028-08-15",
"fundAbbreviation": null,
"sedol": "BFZLQP9",
"isin": "US9128284V99",
"cusip": "9128284V9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822559,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.00% 10/31/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1058300,
"marketValue": 1047800,
"couponRate": 3,
"maturityDate": "2025-10-31",
"fundAbbreviation": null,
"sedol": "BGN70G5",
"isin": "US9128285J52",
"cusip": "9128285J5",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822465,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.00% 2/15/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3141000,
"marketValue": 2289035,
"couponRate": 3,
"maturityDate": "2049-02-15",
"fundAbbreviation": null,
"sedol": "BJ7G9G2",
"isin": "US912810SF66",
"cusip": "912810SF6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822441,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.00% 5/15/2045",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1460000,
"marketValue": 1104466,
"couponRate": 3,
"maturityDate": "2045-05-15",
"fundAbbreviation": null,
"sedol": "BXC4FZ0",
"isin": "US912810RM27",
"cusip": "912810RM2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822557,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.00% 9/30/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 380000,
"marketValue": 376586,
"couponRate": 3,
"maturityDate": "2025-09-30",
"fundAbbreviation": null,
"sedol": "BFM0VV0",
"isin": "US9128285C00",
"cusip": "9128285C0",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822425,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.125% 11/15/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 300000,
"marketValue": 241711,
"couponRate": 3.125,
"maturityDate": "2041-11-15",
"fundAbbreviation": null,
"sedol": "B6ZKRY9",
"isin": "US912810QT88",
"cusip": "912810QT8",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822459,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.125% 5/15/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1150000,
"marketValue": 862874,
"couponRate": 3.125,
"maturityDate": "2048-05-15",
"fundAbbreviation": null,
"sedol": "BG5NQ30",
"isin": "US912810SC36",
"cusip": "912810SC3",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822659,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.125% 8/15/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 200000,
"marketValue": 198664,
"couponRate": 3.125,
"maturityDate": "2025-08-15",
"fundAbbreviation": null,
"sedol": "BQHM4C0",
"isin": "US91282CFE66",
"cusip": "91282CFE6",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822463,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.375% 11/15/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4545000,
"marketValue": 3555643,
"couponRate": 3.375,
"maturityDate": "2048-11-15",
"fundAbbreviation": null,
"sedol": "BGRW851",
"isin": "US912810SE91",
"cusip": "912810SE9",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822689,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.75% 4/15/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 355000,
"marketValue": 352823,
"couponRate": 3.75,
"maturityDate": "2026-04-15",
"fundAbbreviation": null,
"sedol": "BN6QD47",
"isin": "US91282CGV72",
"cusip": "91282CGV7",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822521,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 3.875% 2/15/2043",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4000000,
"marketValue": 3532888,
"couponRate": 3.875,
"maturityDate": "2043-02-15",
"fundAbbreviation": null,
"sedol": "BMXHQM5",
"isin": "US912810TQ13",
"cusip": "912810TQ1",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822423,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.625% 2/15/2040",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 600000,
"marketValue": 591129,
"couponRate": 4.625,
"maturityDate": "2040-02-15",
"fundAbbreviation": null,
"sedol": "B3M3870",
"isin": "US912810QE10",
"cusip": "912810QE1",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822705,
"type": "FIXED_INCOME",
"name": "U.S. Treasury 4.75% 7/31/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3135000,
"marketValue": 3144123,
"couponRate": 4.75,
"maturityDate": "2025-07-31",
"fundAbbreviation": null,
"sedol": "BNTDWY8",
"isin": "US91282CHN48",
"cusip": "91282CHN4",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822637,
"type": "FIXED_INCOME",
"name": "U.S. Treasury Inflation-Protected Security 0.125% 10/15/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 462,
"marketValue": 449,
"couponRate": 0.144,
"maturityDate": "2026-10-15",
"fundAbbreviation": null,
"sedol": "BLH25R7",
"isin": "US91282CDC29",
"cusip": "91282CDC2",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822487,
"type": "FIXED_INCOME",
"name": "U.S. Treasury Inflation-Protected Security 0.125% 2/15/2051",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 485,
"marketValue": 267,
"couponRate": 0.152,
"maturityDate": "2051-02-15",
"fundAbbreviation": null,
"sedol": "BN33TP4",
"isin": "US912810SV17",
"cusip": "912810SV1",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822567,
"type": "FIXED_INCOME",
"name": "U.S. Treasury Inflation-Protected Security 0.625% 1/15/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 266,
"marketValue": 262,
"couponRate": 0.83,
"maturityDate": "2026-01-15",
"fundAbbreviation": null,
"sedol": "BDHLRC7",
"isin": "US912828N712",
"cusip": "912828N71",
"issuer": "212170309",
"ticker": null,
"issuerName": "U.S. Treasury"
},
{
"id": 3822873,
"type": "FIXED_INCOME",
"name": "Venture CDO, Ltd., CLO, Series 2017-29, Class AR, (3-month USD CME Term SOFR + 1.252%) 5.775% 9/7/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 398922,
"marketValue": 399082,
"couponRate": 5.775,
"maturityDate": "2030-09-07",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92331EAF34",
"cusip": "92331EAF3",
"issuer": "212319037",
"ticker": null,
"issuerName": "Venture Cdo Ltd VENTR_17-29A"
},
{
"id": 3822869,
"type": "FIXED_INCOME",
"name": "Venture CDO, Ltd., CLO, Series 2018-32, Class A2A, (3-month USD CME Term SOFR + 1.332%) 5.964% 7/18/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1131936,
"marketValue": 1133093,
"couponRate": 5.964,
"maturityDate": "2031-07-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92325QAC15",
"cusip": "92325QAC1",
"issuer": "212319244",
"ticker": null,
"issuerName": "Venture Cdo Ltd VENTR_18-32A"
},
{
"id": 3822877,
"type": "FIXED_INCOME",
"name": "Veralto Corp. 5.45% 9/18/2033",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 3012147,
"couponRate": 5.45,
"maturityDate": "2033-09-18",
"fundAbbreviation": null,
"sedol": "BPLP882",
"isin": "US92338CAF05",
"cusip": "92338CAF0",
"issuer": "212328697",
"ticker": null,
"issuerName": "Veralto"
},
{
"id": 3822879,
"type": "FIXED_INCOME",
"name": "Verdant Receivables, LLC, Series 2024-1, Class A2, 5.68% 12/12/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3963000,
"marketValue": 4014032,
"couponRate": 5.68,
"maturityDate": "2031-12-12",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92339MAB63",
"cusip": "92339MAB6",
"issuer": "212341808",
"ticker": null,
"issuerName": "Verdant Receivables 2024-1"
},
{
"id": 3822881,
"type": "FIXED_INCOME",
"name": "Verdant Receivables, LLC, Series 2024-1, Class B, 5.72% 12/12/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2400000,
"marketValue": 2436797,
"couponRate": 5.72,
"maturityDate": "2031-12-12",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92339MAC47",
"cusip": "92339MAC4",
"issuer": "212341808",
"ticker": null,
"issuerName": "Verdant Receivables 2024-1"
},
{
"id": 3822883,
"type": "FIXED_INCOME",
"name": "Verdant Receivables, LLC, Series 2024-1, Class C, 6.25% 12/12/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 205000,
"marketValue": 208125,
"couponRate": 6.25,
"maturityDate": "2031-12-12",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92339MAD20",
"cusip": "92339MAD2",
"issuer": "212341808",
"ticker": null,
"issuerName": "Verdant Receivables 2024-1"
},
{
"id": 3822897,
"type": "FIXED_INCOME",
"name": "Verizon Communications, Inc. 1.68% 10/30/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3445000,
"marketValue": 2865771,
"couponRate": 1.68,
"maturityDate": "2030-10-30",
"fundAbbreviation": null,
"sedol": "BNZFS51",
"isin": "US92343VFX73",
"cusip": "92343VFX7",
"issuer": "30000666",
"ticker": null,
"issuerName": "Verizon Communications"
},
{
"id": 3822905,
"type": "FIXED_INCOME",
"name": "Verizon Communications, Inc. 2.355% 3/15/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 330000,
"marketValue": 273758,
"couponRate": 2.355,
"maturityDate": "2032-03-15",
"fundAbbreviation": null,
"sedol": "BMV8VC5",
"isin": "US92343VGN82",
"cusip": "92343VGN8",
"issuer": "30000666",
"ticker": null,
"issuerName": "Verizon Communications"
},
{
"id": 3822893,
"type": "FIXED_INCOME",
"name": "Verizon Communications, Inc. 2.875% 11/20/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4818000,
"marketValue": 2961981,
"couponRate": 2.875,
"maturityDate": "2050-11-20",
"fundAbbreviation": null,
"sedol": "BMWBBL2",
"isin": "US92343VFU35",
"cusip": "92343VFU3",
"issuer": "30000666",
"ticker": null,
"issuerName": "Verizon Communications"
},
{
"id": 3822901,
"type": "FIXED_INCOME",
"name": "Verizon Communications, Inc. 3.40% 3/22/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3500000,
"marketValue": 2648909,
"couponRate": 3.4,
"maturityDate": "2041-03-22",
"fundAbbreviation": null,
"sedol": "BKY5H21",
"isin": "US92343VGK44",
"cusip": "92343VGK4",
"issuer": "30000666",
"ticker": null,
"issuerName": "Verizon Communications"
},
{
"id": 3822885,
"type": "FIXED_INCOME",
"name": "Verizon Communications, Inc. 3.875% 2/8/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 183000,
"marketValue": 176587,
"couponRate": 3.875,
"maturityDate": "2029-02-08",
"fundAbbreviation": null,
"sedol": "BJHN0G0",
"isin": "US92343VES97",
"cusip": "92343VES9",
"issuer": "30000666",
"ticker": null,
"issuerName": "Verizon Communications"
},
{
"id": 3822887,
"type": "FIXED_INCOME",
"name": "Verizon Communications, Inc. 4.016% 12/3/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 175000,
"marketValue": 168040,
"couponRate": 4.016,
"maturityDate": "2029-12-03",
"fundAbbreviation": null,
"sedol": "BJ84802",
"isin": "US92343VEU44",
"cusip": "92343VEU4",
"issuer": "30000666",
"ticker": null,
"issuerName": "Verizon Communications"
},
{
"id": 3822909,
"type": "FIXED_INCOME",
"name": "Verizon Communications, Inc. 5.50% 2/23/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2965000,
"marketValue": 2840120,
"couponRate": 5.5,
"maturityDate": "2054-02-23",
"fundAbbreviation": null,
"sedol": "BP6GQM0",
"isin": "US92343VGW81",
"cusip": "92343VGW8",
"issuer": "30000666",
"ticker": null,
"issuerName": "Verizon Communications"
},
{
"id": 3822925,
"type": "FIXED_INCOME",
"name": "Verus Securitization Trust, Series 2023-1, Class A1, 5.85% 12/25/2067 (6.85% on 1/1/2027)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4281191,
"marketValue": 4288139,
"couponRate": 5.85,
"maturityDate": "2067-12-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92539BAA08",
"cusip": "92539BAA0",
"issuer": "212316580",
"ticker": null,
"issuerName": "Verus Securitization Trust VERUS_23-1"
},
{
"id": 3822923,
"type": "FIXED_INCOME",
"name": "Verus Securitization Trust, Series 2023-5, Class A5, 6.476% 6/25/2068 (7.476% on 6/1/2027)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 482563,
"marketValue": 486670,
"couponRate": 6.476,
"maturityDate": "2068-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US924934AA00",
"cusip": "924934AA0",
"issuer": "212325434",
"ticker": null,
"issuerName": "Verus Securitization Trust VERUS_23-5"
},
{
"id": 3822935,
"type": "FIXED_INCOME",
"name": "Verus Securitization Trust, Series 2024-5, Class A2, 6.446% 6/25/2069 (7.446% on 6/1/28)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3954519,
"marketValue": 3983688,
"couponRate": 6.446,
"maturityDate": "2069-06-25",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92540HAB24",
"cusip": "92540HAB2",
"issuer": "212342735",
"ticker": null,
"issuerName": "Verus Securitization Trust 2024-5"
},
{
"id": 3822953,
"type": "FIXED_INCOME",
"name": "Vibrant CLO, Ltd., Series 2021-12, Class BR, (3-month USD CME Term SOFR + 2.50%) 7.117% 4/20/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2391000,
"marketValue": 2400492,
"couponRate": 7.117,
"maturityDate": "2034-04-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92558WAW29",
"cusip": "92558WAW2",
"issuer": "212321089",
"ticker": null,
"issuerName": "Vibrant CLO Ltd VIBR_21-12A"
},
{
"id": 3822973,
"type": "FIXED_INCOME",
"name": "Vibrant CLO, Ltd., Series 2023-16, Class A2, (3-month USD CME Term SOFR + 2.80%) 7.456% 4/15/2036",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 2006070,
"couponRate": 7.456,
"maturityDate": "2036-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US925930AG47",
"cusip": "925930AG4",
"issuer": "212323090",
"ticker": null,
"issuerName": "Vibrant CLO Ltd VIBR_23-16"
},
{
"id": 3822963,
"type": "FIXED_INCOME",
"name": "VICI Properties, LP 3.875% 2/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2835000,
"marketValue": 2673453,
"couponRate": 3.875,
"maturityDate": "2029-02-15",
"fundAbbreviation": null,
"sedol": "BMH6ZF4",
"isin": "US92564RAL96",
"cusip": "92564RAL9",
"issuer": "212189851",
"ticker": null,
"issuerName": "VICI Properties"
},
{
"id": 3822959,
"type": "FIXED_INCOME",
"name": "VICI Properties, LP 4.125% 8/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2500000,
"marketValue": 2324693,
"couponRate": 4.125,
"maturityDate": "2030-08-15",
"fundAbbreviation": null,
"sedol": "BKMH5T2",
"isin": "US92564RAE53",
"cusip": "92564RAE5",
"issuer": "212189851",
"ticker": null,
"issuerName": "VICI Properties"
},
{
"id": 3822965,
"type": "FIXED_INCOME",
"name": "VICI Properties, LP 4.375% 5/15/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4312000,
"marketValue": 4303570,
"couponRate": 4.375,
"maturityDate": "2025-05-15",
"fundAbbreviation": null,
"sedol": "BP5JTF4",
"isin": "US925650AA17",
"cusip": "925650AA1",
"issuer": "212189851",
"ticker": null,
"issuerName": "VICI Properties"
},
{
"id": 3822957,
"type": "FIXED_INCOME",
"name": "VICI Properties, LP 4.625% 12/1/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 715000,
"marketValue": 685649,
"couponRate": 4.625,
"maturityDate": "2029-12-01",
"fundAbbreviation": null,
"sedol": "BJYKF47",
"isin": "US92564RAB15",
"cusip": "92564RAB1",
"issuer": "212189851",
"ticker": null,
"issuerName": "VICI Properties"
},
{
"id": 3822961,
"type": "FIXED_INCOME",
"name": "VICI Properties, LP 4.625% 6/15/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2975000,
"marketValue": 2967604,
"couponRate": 4.625,
"maturityDate": "2025-06-15",
"fundAbbreviation": null,
"sedol": "BMH6ZL0",
"isin": "US92564RAG02",
"cusip": "92564RAG0",
"issuer": "212189851",
"ticker": null,
"issuerName": "VICI Properties"
},
{
"id": 3813361,
"type": "FIXED_INCOME",
"name": "Vigorous Champion International, Ltd. 4.25% 5/28/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1708000,
"marketValue": 1634228,
"couponRate": 4.25,
"maturityDate": "2029-05-28",
"fundAbbreviation": null,
"sedol": "BFY1FN1",
"isin": "XS1994698436",
"cusip": null,
"issuer": "195091779",
"ticker": null,
"issuerName": "Ping An Insurance"
},
{
"id": 3822983,
"type": "FIXED_INCOME",
"name": "Virginia Electric & Power 2.30% 11/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 2510148,
"couponRate": 2.3,
"maturityDate": "2031-11-15",
"fundAbbreviation": null,
"sedol": "BMHYKB9",
"isin": "US927804GE83",
"cusip": "927804GE8",
"issuer": "63077867",
"ticker": null,
"issuerName": "Dominion Energy"
},
{
"id": 3822985,
"type": "FIXED_INCOME",
"name": "Virginia Electric & Power 2.40% 3/30/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 990000,
"marketValue": 826946,
"couponRate": 2.4,
"maturityDate": "2032-03-30",
"fundAbbreviation": null,
"sedol": "BMVFJ77",
"isin": "US927804GG32",
"cusip": "927804GG3",
"issuer": "63077867",
"ticker": null,
"issuerName": "Dominion Energy"
},
{
"id": 3822981,
"type": "FIXED_INCOME",
"name": "Virginia Electric & Power 2.875% 7/15/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1425000,
"marketValue": 1313817,
"couponRate": 2.875,
"maturityDate": "2029-07-15",
"fundAbbreviation": null,
"sedol": "BKB0280",
"isin": "US927804GB45",
"cusip": "927804GB4",
"issuer": "63077867",
"ticker": null,
"issuerName": "Dominion Energy"
},
{
"id": 3822979,
"type": "FIXED_INCOME",
"name": "Virginia Electric & Power 2.95% 11/15/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 265000,
"marketValue": 257352,
"couponRate": 2.95,
"maturityDate": "2026-11-15",
"fundAbbreviation": null,
"sedol": "BYMCDX5",
"isin": "US927804FV18",
"cusip": "927804FV1",
"issuer": "63077867",
"ticker": null,
"issuerName": "Dominion Energy"
},
{
"id": 3822977,
"type": "FIXED_INCOME",
"name": "Virgin Media Secured Finance PLC 4.50% 8/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 500000,
"marketValue": 432417,
"couponRate": 4.5,
"maturityDate": "2030-08-15",
"fundAbbreviation": null,
"sedol": "BLB2ZD9",
"isin": "US92769XAR61",
"cusip": "92769XAR6",
"issuer": "212221207",
"ticker": null,
"issuerName": "Virgin Media"
},
{
"id": 3822987,
"type": "FIXED_INCOME",
"name": "Vistra Operations Co., LLC 5.00% 7/31/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 982024,
"couponRate": 5,
"maturityDate": "2027-07-31",
"fundAbbreviation": null,
"sedol": "BHRH886",
"isin": "US92840VAF94",
"cusip": "92840VAF9",
"issuer": "212166839",
"ticker": null,
"issuerName": "Vistra"
},
{
"id": 3822859,
"type": "FIXED_INCOME",
"name": "Vnesheconombank Via VEB Finance PLC 6.80% 11/22/2025",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 500000,
"marketValue": 0,
"couponRate": 6.8,
"maturityDate": "2025-11-22",
"fundAbbreviation": null,
"sedol": "B7SJ4T4",
"isin": "US91821XAD57",
"cusip": "91821XAD5",
"issuer": "87095063",
"ticker": null,
"issuerName": "Vnesheconombank"
},
{
"id": 3822997,
"type": "FIXED_INCOME",
"name": "Volvo Financial Equipment, LLC, Series 2024-1A, Class A3, 4.29% 10/16/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2414000,
"marketValue": 2399188,
"couponRate": 4.29,
"maturityDate": "2028-10-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92887QAC15",
"cusip": "92887QAC1",
"issuer": "212348106",
"ticker": null,
"issuerName": "Volvo Financial Equipment LLC Series 2024-1"
},
{
"id": 3823009,
"type": "FIXED_INCOME",
"name": "Voya CLO, Ltd., Series 2018-3, Class CR2, (3-month USD CME Term SOFR + 2.35%) 7.006% 10/15/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3000000,
"marketValue": 3004995,
"couponRate": 7.006,
"maturityDate": "2031-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92917KAW45",
"cusip": "92917KAW4",
"issuer": "212319014",
"ticker": null,
"issuerName": "Voya CLO 2018-3"
},
{
"id": 3822999,
"type": "FIXED_INCOME",
"name": "VStrong Auto Receivables Trust, Series 2024-A, Class A2, 5.79% 8/16/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1262846,
"marketValue": 1267209,
"couponRate": 5.79,
"maturityDate": "2027-08-16",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92891PAC77",
"cusip": "92891PAC7",
"issuer": "212337440",
"ticker": null,
"issuerName": "VStrong Auto Receivables Trust 2024-A"
},
{
"id": 3823001,
"type": "FIXED_INCOME",
"name": "VStrong Auto Receivables Trust, Series 2024-A, Class A3, 5.62% 12/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3306000,
"marketValue": 3336359,
"couponRate": 5.62,
"maturityDate": "2028-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92891PAE34",
"cusip": "92891PAE3",
"issuer": "212337440",
"ticker": null,
"issuerName": "VStrong Auto Receivables Trust 2024-A"
},
{
"id": 3823003,
"type": "FIXED_INCOME",
"name": "VStrong Auto Receivables Trust, Series 2024-A, Class B, 5.77% 7/15/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3075000,
"marketValue": 3114904,
"couponRate": 5.77,
"maturityDate": "2030-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US92891PAG81",
"cusip": "92891PAG8",
"issuer": "212337440",
"ticker": null,
"issuerName": "VStrong Auto Receivables Trust 2024-A"
},
{
"id": 3822861,
"type": "FIXED_INCOME",
"name": "VZ Secured Financing BV 5.00% 1/15/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 1772416,
"couponRate": 5,
"maturityDate": "2032-01-15",
"fundAbbreviation": null,
"sedol": "BM94BT2",
"isin": "US91845AAA34",
"cusip": "91845AAA3",
"issuer": "212183287",
"ticker": null,
"issuerName": "VodafoneZiggo Group Holding BV"
},
{
"id": 3823029,
"type": "FIXED_INCOME",
"name": "Waste Management, Inc. 4.15% 4/15/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1103000,
"marketValue": 1042685,
"couponRate": 4.15,
"maturityDate": "2032-04-15",
"fundAbbreviation": null,
"sedol": "BNVX3L0",
"isin": "US94106LBS79",
"cusip": "94106LBS7",
"issuer": "64009392",
"ticker": null,
"issuerName": "Waste Management"
},
{
"id": 3823111,
"type": "FIXED_INCOME",
"name": "WCORE Commercial Mortgage Trust, Series 2024-CORE, Class C, (1-month USD CME Term SOFR + 2.241%) 6.638% 11/15/2041",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2400000,
"marketValue": 2408477,
"couponRate": 6.638,
"maturityDate": "2041-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US951913AE20",
"cusip": "951913AE2",
"issuer": "212351058",
"ticker": null,
"issuerName": "WCORE Commercial Mortgage Trust 2024-CORE"
},
{
"id": 3823023,
"type": "FIXED_INCOME",
"name": "WEC Energy Group, Inc. 5.60% 9/12/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1169000,
"marketValue": 1184945,
"couponRate": 5.6,
"maturityDate": "2026-09-12",
"fundAbbreviation": null,
"sedol": "BNSP5N5",
"isin": "US92939UAM80",
"cusip": "92939UAM8",
"issuer": "7006155",
"ticker": null,
"issuerName": "WEC Energy"
},
{
"id": 3823063,
"type": "FIXED_INCOME",
"name": "Wells Fargo & Co. 2.39% 6/2/2028 (USD-SOFR + 2.10% on 6/2/2027)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 225000,
"marketValue": 211964,
"couponRate": 2.393,
"maturityDate": "2028-06-02",
"fundAbbreviation": null,
"sedol": "BMGDBG9",
"isin": "US95000U2S19",
"cusip": "95000U2S1",
"issuer": "50004078",
"ticker": null,
"issuerName": "Wells Fargo"
},
{
"id": 3823061,
"type": "FIXED_INCOME",
"name": "Wells Fargo & Co. 2.879% 10/30/2030 (3-month USD CME Term SOFR + 1.432% on 10/30/2029)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 158000,
"marketValue": 142586,
"couponRate": 2.879,
"maturityDate": "2030-10-30",
"fundAbbreviation": null,
"sedol": "BKRKN36",
"isin": "US95000U2G70",
"cusip": "95000U2G7",
"issuer": "50004078",
"ticker": null,
"issuerName": "Wells Fargo"
},
{
"id": 3823065,
"type": "FIXED_INCOME",
"name": "Wells Fargo & Co. 3.35% 3/2/2033 (USD-SOFR + 1.50% on 3/2/2032)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3293000,
"marketValue": 2887694,
"couponRate": 3.35,
"maturityDate": "2033-03-02",
"fundAbbreviation": null,
"sedol": "BLD7GV7",
"isin": "US95000U2U64",
"cusip": "95000U2U6",
"issuer": "50004078",
"ticker": null,
"issuerName": "Wells Fargo"
},
{
"id": 3823077,
"type": "FIXED_INCOME",
"name": "Wells Fargo & Co. 5.557% 7/25/2034 (USD-SOFR + 1.99% on 7/25/2033)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1038000,
"marketValue": 1037020,
"couponRate": 5.557,
"maturityDate": "2034-07-25",
"fundAbbreviation": null,
"sedol": "BNFZXQ7",
"isin": "US95000U3F88",
"cusip": "95000U3F8",
"issuer": "50004078",
"ticker": null,
"issuerName": "Wells Fargo"
},
{
"id": 3823081,
"type": "FIXED_INCOME",
"name": "Wells Fargo & Co. 6.491% 10/23/2034 (USD-SOFR + 2.06% on 10/23/2033)",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1056000,
"marketValue": 1122950,
"couponRate": 6.491,
"maturityDate": "2034-10-23",
"fundAbbreviation": null,
"sedol": "BLB0XT5",
"isin": "US95000U3H45",
"cusip": "95000U3H4",
"issuer": "50004078",
"ticker": null,
"issuerName": "Wells Fargo"
},
{
"id": 3823037,
"type": "FIXED_INCOME",
"name": "Wells Fargo Commercial Mortgage Trust, Series 2015-C28, Class A4, 3.54% 5/15/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4380000,
"marketValue": 4355332,
"couponRate": 3.54,
"maturityDate": "2048-05-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US94989JAZ93",
"cusip": "94989JAZ9",
"issuer": "212214589",
"ticker": null,
"issuerName": "Wells Fargo Commercial Mortgage Trust WFCM_15-C28"
},
{
"id": 3823047,
"type": "FIXED_INCOME",
"name": "Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class A4, 3.695% 11/15/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1400000,
"marketValue": 1386715,
"couponRate": 3.695,
"maturityDate": "2048-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US94989WAS61",
"cusip": "94989WAS6",
"issuer": "212215116",
"ticker": null,
"issuerName": "Wells Fargo Commercial Mortgage Trust WFCM_15-C31"
},
{
"id": 3823043,
"type": "FIXED_INCOME",
"name": "Wells Fargo Commercial Mortgage Trust, Series 2015-LC22, Class C, 4.541% 9/15/2058",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 927875,
"couponRate": 4.541,
"maturityDate": "2058-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US94989TBF03",
"cusip": "94989TBF0",
"issuer": "212214981",
"ticker": null,
"issuerName": "Wells Fargo Commercial Mortgage Trust WFCM_15-LC22"
},
{
"id": 3823045,
"type": "FIXED_INCOME",
"name": "Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class D, 3.153% 9/15/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1667000,
"marketValue": 1563871,
"couponRate": 3.153,
"maturityDate": "2057-09-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US94989VAZ22",
"cusip": "94989VAZ2",
"issuer": "212173235",
"ticker": null,
"issuerName": "Wells Fargo Commercial Mortgage Trust 2015-NXS3"
},
{
"id": 3823049,
"type": "FIXED_INCOME",
"name": "Wells Fargo Commercial Mortgage Trust, Series 2015-P2, Class A4, 3.809% 12/15/2048",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1137000,
"marketValue": 1125371,
"couponRate": 3.809,
"maturityDate": "2048-12-15",
"fundAbbreviation": null,
"sedol": "BYPHMJ6",
"isin": "US95000AAU16",
"cusip": "95000AAU1",
"issuer": "212215261",
"ticker": null,
"issuerName": "Wells Fargo Commercial Mortgage Trust WFCM_15-P2"
},
{
"id": 3823055,
"type": "FIXED_INCOME",
"name": "Wells Fargo Commercial Mortgage Trust, Series 2016-C33, Class A4, 3.426% 3/15/2059",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1320000,
"marketValue": 1299032,
"couponRate": 3.426,
"maturityDate": "2059-03-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US95000LAZ67",
"cusip": "95000LAZ6",
"issuer": "212175545",
"ticker": null,
"issuerName": "Wells Fargo Commercial Mortgage Trust 2016-C33"
},
{
"id": 3823053,
"type": "FIXED_INCOME",
"name": "Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class AS, 3.484% 6/15/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 380000,
"marketValue": 366448,
"couponRate": 3.484,
"maturityDate": "2049-06-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US95000DBF78",
"cusip": "95000DBF7",
"issuer": "212215712",
"ticker": null,
"issuerName": "Wells Fargo Commercial Mortgage Trust WFCM_16-C34"
},
{
"id": 3823057,
"type": "FIXED_INCOME",
"name": "Wells Fargo Commercial Mortgage Trust, Series 2016-C36, Class A4, 3.065% 11/15/2059",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3853000,
"marketValue": 3719671,
"couponRate": 3.065,
"maturityDate": "2059-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US95000MBP59",
"cusip": "95000MBP5",
"issuer": "212175555",
"ticker": null,
"issuerName": "Wells Fargo Commercial Mortgage Trust 2016-C36"
},
{
"id": 3823087,
"type": "FIXED_INCOME",
"name": "Wells Fargo Commercial Mortgage Trust, Series 2017-C40, Class A4, 3.581% 10/15/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1154000,
"marketValue": 1110239,
"couponRate": 3.581,
"maturityDate": "2050-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US95000YAY14",
"cusip": "95000YAY1",
"issuer": "212217783",
"ticker": null,
"issuerName": "Wells Fargo Commercial Mortgage Trust WFCM_17-C40"
},
{
"id": 3823089,
"type": "FIXED_INCOME",
"name": "Wells Fargo Commercial Mortgage Trust, Series 2017-C40, Class AS, 0% 10/15/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 1883048,
"couponRate": 0,
"maturityDate": "2050-10-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US95000YBB02",
"cusip": "95000YBB0",
"issuer": "212217783",
"ticker": null,
"issuerName": "Wells Fargo Commercial Mortgage Trust WFCM_17-C40"
},
{
"id": 3823091,
"type": "FIXED_INCOME",
"name": "Wells Fargo Commercial Mortgage Trust, Series 2017-RC1, Class A4, 3.631% 1/15/2060",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 510000,
"marketValue": 496892,
"couponRate": 3.631,
"maturityDate": "2060-01-15",
"fundAbbreviation": null,
"sedol": "BF01YH2",
"isin": "US95001FAX33",
"cusip": "95001FAX3",
"issuer": "212216563",
"ticker": null,
"issuerName": "Wells Fargo Commercial Mortgage Trust WFCM_17-RC1"
},
{
"id": 3823095,
"type": "FIXED_INCOME",
"name": "Wells Fargo Commercial Mortgage Trust, Series 2019-C54, Class A4, 3.146% 12/15/2052",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3898000,
"marketValue": 3552169,
"couponRate": 3.146,
"maturityDate": "2052-12-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US95001YAE41",
"cusip": "95001YAE4",
"issuer": "212268256",
"ticker": null,
"issuerName": "Wells Fargo Commercial Mortgage Trust WFCM_19-C54"
},
{
"id": 3823097,
"type": "FIXED_INCOME",
"name": "Wells Fargo Commercial Mortgage Trust, Series 2022-C62, Class A4, 4% 4/15/2055",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 520000,
"marketValue": 479435,
"couponRate": 4,
"maturityDate": "2055-04-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US95003MBS61",
"cusip": "95003MBS6",
"issuer": "212299595",
"ticker": null,
"issuerName": "Wells Fargo Commercial Mortgage Trust 2022-C62"
},
{
"id": 3823103,
"type": "FIXED_INCOME",
"name": "Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class AS, 6.52% 7/15/2057",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1610000,
"marketValue": 1674159,
"couponRate": 6.52,
"maturityDate": "2057-07-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US95003VAF58",
"cusip": "95003VAF5",
"issuer": "212345244",
"ticker": null,
"issuerName": "Wells Fargo Commercial Mortgage Trust 2024-5C1"
},
{
"id": 3823105,
"type": "FIXED_INCOME",
"name": "WESCO Distribution, Inc. 7.25% 6/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4355000,
"marketValue": 4431687,
"couponRate": 7.25,
"maturityDate": "2028-06-15",
"fundAbbreviation": null,
"sedol": "BMYMZT9",
"isin": "US95081QAP90",
"cusip": "95081QAP9",
"issuer": "22076342",
"ticker": null,
"issuerName": "WESCO"
},
{
"id": 3823115,
"type": "FIXED_INCOME",
"name": "Western Midstream Operating, LP 4.05% 2/1/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2202000,
"marketValue": 2066861,
"couponRate": 4.05,
"maturityDate": "2030-02-01",
"fundAbbreviation": null,
"sedol": "BKRMR85",
"isin": "US958667AC17",
"cusip": "958667AC1",
"issuer": "212028373",
"ticker": null,
"issuerName": "Western Midstream Partners"
},
{
"id": 3823137,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2023-1, Class B, 5.41% 1/18/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1062000,
"marketValue": 1065835,
"couponRate": 5.41,
"maturityDate": "2028-01-18",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96042XAE58",
"cusip": "96042XAE5",
"issuer": "212316498",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust WLAKE_23-1"
},
{
"id": 3823139,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2023-1, Class C, 5.74% 8/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2059000,
"marketValue": 2077422,
"couponRate": 5.74,
"maturityDate": "2028-08-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96042XAF24",
"cusip": "96042XAF2",
"issuer": "212316498",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust WLAKE_23-1"
},
{
"id": 3823141,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2023-1, Class D, 6.79% 11/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4024000,
"marketValue": 4128153,
"couponRate": 6.79,
"maturityDate": "2028-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96042XAG07",
"cusip": "96042XAG0",
"issuer": "212316498",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust WLAKE_23-1"
},
{
"id": 3823165,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2024-1, Class B, 5.55% 11/15/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3231000,
"marketValue": 3258648,
"couponRate": 5.55,
"maturityDate": "2027-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96043RAE71",
"cusip": "96043RAE7",
"issuer": "212336785",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust 2024-1"
},
{
"id": 3823143,
"type": "FIXED_INCOME",
"name": "Westlake Automobile Receivables Trust, Series 2024-2, Class A3, 5.56% 2/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2725000,
"marketValue": 2752427,
"couponRate": 5.56,
"maturityDate": "2028-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96042YAD58",
"cusip": "96042YAD5",
"issuer": "212342372",
"ticker": null,
"issuerName": "Westlake Automobile Receivables Trust 2024-2"
},
{
"id": 3823121,
"type": "FIXED_INCOME",
"name": "Westlake Corp. 4.375% 11/15/2047",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1110000,
"marketValue": 879264,
"couponRate": 4.375,
"maturityDate": "2047-11-15",
"fundAbbreviation": null,
"sedol": "BZ1JS17",
"isin": "US960413AU67",
"cusip": "960413AU6",
"issuer": "212169411",
"ticker": null,
"issuerName": "TTWF"
},
{
"id": 3823159,
"type": "FIXED_INCOME",
"name": "Westlake Flooring Master Trust, Series 2024-1, Class A, 5.43% 2/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 894000,
"marketValue": 901408,
"couponRate": 5.43,
"maturityDate": "2028-02-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US96043GAA94",
"cusip": "96043GAA9",
"issuer": "212336553",
"ticker": null,
"issuerName": "Westlake Flooring Master Trust"
},
{
"id": 3823183,
"type": "FIXED_INCOME",
"name": "Willis North America, Inc. 3.875% 9/15/2049",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4700000,
"marketValue": 3456554,
"couponRate": 3.875,
"maturityDate": "2049-09-15",
"fundAbbreviation": null,
"sedol": "BKLMSW2",
"isin": "US970648AK73",
"cusip": "970648AK7",
"issuer": "123080683",
"ticker": null,
"issuerName": "Willis Towers Watson"
},
{
"id": 3823185,
"type": "FIXED_INCOME",
"name": "Wind River CLO, Ltd., Series 2019-2, Class CR, (3-month USD CME Term SOFR + 2.25%) 6.906% 1/15/2035",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2000000,
"marketValue": 2000064,
"couponRate": 6.906,
"maturityDate": "2035-01-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US97314EAG17",
"cusip": "97314EAG1",
"issuer": "212320515",
"ticker": null,
"issuerName": "THL Credit Wind River 2019-2 Clo"
},
{
"id": 3823193,
"type": "FIXED_INCOME",
"name": "Wingspire Equipment Finance, LLC, Series 2024-1A, Class A2, 4.99% 9/20/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 4046000,
"marketValue": 4055277,
"couponRate": 4.99,
"maturityDate": "2032-09-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US97415AAB89",
"cusip": "97415AAB8",
"issuer": "212347297",
"ticker": null,
"issuerName": "Wingspire Equipment Finance 2024-1"
},
{
"id": 3823195,
"type": "FIXED_INCOME",
"name": "Wingspire Equipment Finance, LLC, Series 2024-1A, Class C, 5.28% 9/20/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 721000,
"marketValue": 720567,
"couponRate": 5.28,
"maturityDate": "2032-09-20",
"fundAbbreviation": null,
"sedol": null,
"isin": "US97415AAD46",
"cusip": "97415AAD4",
"issuer": "212347297",
"ticker": null,
"issuerName": "Wingspire Equipment Finance 2024-1"
},
{
"id": 3823197,
"type": "FIXED_INCOME",
"name": "Wisconsin Electric Power Co. 4.60% 10/1/2034",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2700000,
"marketValue": 2572854,
"couponRate": 4.6,
"maturityDate": "2034-10-01",
"fundAbbreviation": null,
"sedol": "BS6WWN2",
"isin": "US976656CS53",
"cusip": "976656CS5",
"issuer": "7006155",
"ticker": null,
"issuerName": "WEC Energy"
},
{
"id": 3823199,
"type": "FIXED_INCOME",
"name": "Wisconsin Electric Power Co. 5.05% 10/1/2054",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 675000,
"marketValue": 614814,
"couponRate": 5.05,
"maturityDate": "2054-10-01",
"fundAbbreviation": null,
"sedol": "BS6WWQ5",
"isin": "US976656CT37",
"cusip": "976656CT3",
"issuer": "7006155",
"ticker": null,
"issuerName": "WEC Energy"
},
{
"id": 3823203,
"type": "FIXED_INCOME",
"name": "Wisconsin Power and Light Co. 1.95% 9/16/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 5316000,
"marketValue": 4333991,
"couponRate": 1.95,
"maturityDate": "2031-09-16",
"fundAbbreviation": null,
"sedol": "BNZGVM2",
"isin": "US976826BP11",
"cusip": "976826BP1",
"issuer": "95006031",
"ticker": null,
"issuerName": "Alliant Energy"
},
{
"id": 3823201,
"type": "FIXED_INCOME",
"name": "Wisconsin Power and Light Co. 3.65% 4/1/2050",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2675000,
"marketValue": 1923774,
"couponRate": 3.65,
"maturityDate": "2050-04-01",
"fundAbbreviation": null,
"sedol": "BM5W5Z4",
"isin": "US976826BN62",
"cusip": "976826BN6",
"issuer": "95006031",
"ticker": null,
"issuerName": "Alliant Energy"
},
{
"id": 3823205,
"type": "FIXED_INCOME",
"name": "Wisconsin Power and Light Co. 3.95% 9/1/2032",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1276000,
"marketValue": 1181277,
"couponRate": 3.95,
"maturityDate": "2032-09-01",
"fundAbbreviation": null,
"sedol": "BPH2J73",
"isin": "US976826BQ93",
"cusip": "976826BQ9",
"issuer": "95006031",
"ticker": null,
"issuerName": "Alliant Energy"
},
{
"id": 3823215,
"type": "FIXED_INCOME",
"name": "World Omni Auto Receivables Trust, Series 2023-C, Class A3, 5.15% 11/15/2028",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2033000,
"marketValue": 2048217,
"couponRate": 5.15,
"maturityDate": "2028-11-15",
"fundAbbreviation": null,
"sedol": null,
"isin": "US98164FAD42",
"cusip": "98164FAD4",
"issuer": "212327064",
"ticker": null,
"issuerName": "World Omni Auto Receivables Trust WOART_23-C"
},
{
"id": 3823223,
"type": "FIXED_INCOME",
"name": "Wynn Resorts Finance, LLC 5.125% 10/1/2029",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2500000,
"marketValue": 2396308,
"couponRate": 5.125,
"maturityDate": "2029-10-01",
"fundAbbreviation": null,
"sedol": "BKPQND6",
"isin": "US983133AA70",
"cusip": "983133AA7",
"issuer": "212228107",
"ticker": null,
"issuerName": "Wynn Resorts Finance LLC"
},
{
"id": 3823227,
"type": "FIXED_INCOME",
"name": "Xcel Energy, Inc. 3.35% 12/1/2026",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 439000,
"marketValue": 428238,
"couponRate": 3.35,
"maturityDate": "2026-12-01",
"fundAbbreviation": null,
"sedol": "BYW4D97",
"isin": "US98389BAU44",
"cusip": "98389BAU4",
"issuer": "37004065",
"ticker": null,
"issuerName": "Xcel Energy"
},
{
"id": 3823231,
"type": "FIXED_INCOME",
"name": "Xcel Energy, Inc. 3.40% 6/1/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2086000,
"marketValue": 1917128,
"couponRate": 3.4,
"maturityDate": "2030-06-01",
"fundAbbreviation": null,
"sedol": "BKVG590",
"isin": "US98389BAY65",
"cusip": "98389BAY6",
"issuer": "37004065",
"ticker": null,
"issuerName": "Xcel Energy"
},
{
"id": 3813389,
"type": "FIXED_INCOME",
"name": "Xiaomi Best Time International, Ltd. 2.875% 7/14/2031",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1000000,
"marketValue": 856849,
"couponRate": 2.875,
"maturityDate": "2031-07-14",
"fundAbbreviation": null,
"sedol": "BKX7FW4",
"isin": "USY77108AD33",
"cusip": null,
"issuer": "212238205",
"ticker": null,
"issuerName": "Xiaomi"
},
{
"id": 3813441,
"type": "FIXED_INCOME",
"name": "Xiaomi Best Time International, Ltd. 3.375% 4/29/2030",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 2865000,
"marketValue": 2607030,
"couponRate": 3.375,
"maturityDate": "2030-04-29",
"fundAbbreviation": null,
"sedol": "BMY5HM5",
"isin": "USY77108AA93",
"cusip": null,
"issuer": "212238205",
"ticker": null,
"issuerName": "Xiaomi"
},
{
"id": 3813317,
"type": "EQUITY",
"name": "Constellation Oil Services Holding SA",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 1442858,
"marketValue": 587142,
"couponRate": 0,
"maturityDate": null,
"fundAbbreviation": null,
"sedol": null,
"isin": null,
"cusip": null,
"issuer": "212170076",
"ticker": null,
"issuerName": "Lux Oil & Gas International"
},
{
"id": 3820557,
"type": "EQUITY",
"name": "MYT Holding Co., Class B",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 521407,
"marketValue": 198917,
"couponRate": 0,
"maturityDate": null,
"fundAbbreviation": null,
"sedol": null,
"isin": "US55406N1037",
"cusip": "55406N103",
"issuer": "212274725",
"ticker": null,
"issuerName": "MYT Holding"
},
{
"id": 3820943,
"type": "EQUITY",
"name": "New Fortress Energy, Inc., Class A",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 136998,
"marketValue": 2071410,
"couponRate": 0,
"maturityDate": null,
"fundAbbreviation": null,
"sedol": "BH3Z4P3",
"isin": "US6443931000",
"cusip": "644393100",
"issuer": "212251361",
"ticker": null,
"issuerName": "New Fortress Energy"
},
{
"id": 3820871,
"type": "EQUITY",
"name": "NMG Parent, LLC",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 3867,
"marketValue": 474365,
"couponRate": 0,
"maturityDate": null,
"fundAbbreviation": null,
"sedol": "BMCMWD4",
"isin": "US62929P1021",
"cusip": "62929P102",
"issuer": "212274298",
"ticker": null,
"issuerName": "NMG Parent"
},
{
"id": 3820869,
"type": "EQUITY",
"name": "NMG Parent, LLC",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 728,
"marketValue": 89304,
"couponRate": 0,
"maturityDate": null,
"fundAbbreviation": null,
"sedol": "BMCMWD4",
"isin": "US62929P1021",
"cusip": "62929P102",
"issuer": "212274298",
"ticker": null,
"issuerName": "NMG Parent"
},
{
"id": 3820873,
"type": "EQUITY",
"name": "NMG Parent, LLC, warrants, expire 9/24/2027",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 18410,
"marketValue": 0,
"couponRate": 0,
"maturityDate": "2027-09-24",
"fundAbbreviation": null,
"sedol": "BMXZ4W5",
"isin": "US62929P1104",
"cusip": "62929P110",
"issuer": "212274298",
"ticker": null,
"issuerName": "NMG Parent"
},
{
"id": 3821737,
"type": "EQUITY",
"name": "SVB Financial Group, Class C, Trust Units",
"percentage": 0,
"asOfDate": "2024-12-31",
"shares": 464560,
"marketValue": 0,
"couponRate": 0,
"maturityDate": null,
"fundAbbreviation": null,
"sedol": null,
"isin": null,
"cusip": "78500B403",
"issuer": "143006715",
"ticker": null,
"issuerName": "SVB Financial Group"
}
]
},
"historicalDistributions": {
"loading": false,
"data": [
{
"id": 708,
"asOfDate": "2025-01-31",
"fundNav": 11.16,
"nonDailyDiv": 0.042899418622255325,
"capGainPaid": 0,
"stockSplitRatio": null,
"reinvestDate": "2025-01-31",
"nonDailySpDiv": 0,
"stCapGainPaid": 0
},
{
"id": 708,
"asOfDate": "2025-02-28",
"fundNav": 11.36,
"nonDailyDiv": 0.040440358221530914,
"capGainPaid": 0,
"stockSplitRatio": null,
"reinvestDate": "2025-02-28",
"nonDailySpDiv": 0,
"stCapGainPaid": 0
},
{
"id": 708,
"asOfDate": "2025-03-31",
"fundNav": 11.33,
"nonDailyDiv": 0.04368596896529198,
"capGainPaid": 0,
"stockSplitRatio": null,
"reinvestDate": "2025-03-31",
"nonDailySpDiv": 0,
"stCapGainPaid": 0
}
],
"year": 2025,
"dividendSubtotal": 0.12702574580907822,
"capGainsSubtotal": 0,
"totalDistributions": 0.12702574580907822,
"asOfDate": "2025-04-04"
},
"litResources": {
"loading": false,
"data": [
[
[
348921,
"2501",
8,
" 4Q-2024 Quarterly Attribution Report — The Bond Fund of America",
"Quarterly Attribution Report",
"01/25",
""
]
],
[
[
368191,
"2501",
2,
" 4Q-2024 Fund Fact Sheet (F-3 Share) — The Bond Fund of America",
"Quarterly Fund Fact Sheet",
"01/25",
""
]
],
[
[
"0",
"1501",
"99",
"Prospectus",
"Prospectus",
"01/15",
"&fileType=prosp"
]
],
[
[
"0",
"1501",
"99",
"Statement of additional information",
"Statement of additional information",
"01/15",
"&fileType=sai"
]
]
]
},
"showExpenseRatioGross": false,
"showSeparateBenchmarks": false,
"definitionsList": [
"BS_AL",
"BS_AD",
"BS_ED",
"BS_YLDMAT",
"BS_YTW",
"AVGCOUP",
52005,
"PBRAT",
"PCRAT",
"PERAT",
"MorningstarCategory",
"SDF",
"SRAT",
"RSQ_AFR",
"BETA_AF",
"DCAPRAT",
"UCAPRAT",
"96002",
"NON_DAILY_DIV",
"NON_DAILY_SP_DIV",
"CAP_GAIN_PAID",
"ST_CAP_GAIN_PAID",
"CWEIGHT",
"Rating_All",
"NAV",
"MOP",
"YLDMM_7YLD"
],
"countryDomicile": [],
"alertExpireDateNef": "2020-02-01T00:00:00.000Z",
"morningStarDetail": {
"valuation": {
"priceToBook": null,
"priceToCashFlow": null,
"earnings": null,
"fundAsOfDate": null,
"marketCapitalInMillions": null
},
"riskMeasures": {
"stdDeviation": {
"year03": 7.676,
"year05": 6.422,
"year10": 4.993
},
"sharpRatio": {
"year03": -0.485,
"year05": -0.33,
"year10": 0.016
},
"rSquared": {
"year03": 99.52,
"year05": 99.04,
"year10": 98.39
},
"beta": {
"year03": 1,
"year05": 1,
"year10": 0.99
},
"captureUpRatio": {
"year03": 100.26,
"year05": 105.72,
"year10": 101.97
},
"captureDownRatio": {
"year03": 99.95,
"year05": 95.89,
"year10": 94.34
},
"morningStarIndex": "Bloomberg US Agg Bond TR USD",
"morningStarIndexCode": "XIUSA000MC",
"asOfDate": "2025-03-31",
"latestDataAvailable": "10",
"latestStandardDeviationYear": 4.993,
"latestSharpeRatioYear": 0.016,
"latestRSquaredYear": 98.39,
"latestBetaYear": 0.99,
"latestCaptureRatioDown": 94.34,
"latestCaptureRatioUp": 101.97
},
"mStarRating": {
"RatingDate": "2025-03-31",
"RatingOverall": "4",
"RiskOverall": "Average",
"NumberOfFundsOverall": "422",
"Rating3Year": "3",
"NumberOfFunds3Year": "422",
"Rating5Year": "4",
"NumberOfFunds5Year": "380",
"Rating10Year": "4",
"FundLevelCategoryName": "Intermediate Core Bond",
"NumberOfFunds10Year": "276",
"returnOverall": null,
"return3Year": null,
"risk3Year": null,
"return5Year": null,
"risk5Year": null,
"return10Year": null,
"risk10Year": null,
"riskAdjustedReturn3Yr": null,
"riskAdjustedReturn5Yr": null,
"riskAdjustedReturn10Yr": null,
"riskAdjustedReturnOverall": null,
"performanceScore3Yr": null,
"performanceScore5Yr": null,
"performanceScore10Yr": null,
"performanceScoreOverall": null,
"riskScore3Y": null,
"riskScore5Yr": null,
"riskScore10Yr": null,
"riskScoreOverall": null,
"ratingCatRank3Year": null,
"perfCatRank3Year": null,
"riskCatRank3Year": null,
"ratingCatRank5Year": null,
"perfCatRank5Year": null,
"riskCatRank5Year": null,
"ratingCatRank10Year": null,
"perfCatRank10Year": null,
"riskCatRank10Year": null,
"ratingDate": "2025-03-31",
"ratingOverall": "4",
"riskOverall": "Average",
"numberOfFundsOverall": "422",
"rating3Year": "3",
"numberOfFunds3Year": "422",
"rating5Year": "4",
"numberOfFunds5Year": "380",
"rating10Year": "4",
"numberOfFunds10Year": "276",
"category": "Intermediate Core Bond"
},
"mStarStylebox": {
"asOfDate": "2024-12-31",
"fixedIncomeStylebox": "2",
"fixedIncomeStyleboxQuality": "High Quality",
"fixedIncomeStyleboxSensitvity": "Moderate Sensitivity"
},
"ownershipZone": null,
"mStarBenchmark": {
"PrimaryIndexId": "XIUSA000MC",
"PrimaryIndexDesc": "The index measures the performance of investment grade, U.S. dollar-denominated, fixed-rate taxable bond market, including Treasuries, government-related and corporate securities, MBS (agency fixed-rate and hybrid ARM passthroughs), ABS, and CMBS. It rolls up into other Bloomberg flagship indices, such as the multi-currency Global Aggregate Index and the U.S. Universal Index, which includes high yield and emerging markets debt."
}
}
}
Figures shown are past results and are not predictive of results in future periods. Current and future results may be lower or higher than those shown. Investing for short periods makes losses more likely. Prices and returns will vary, so investors may lose money. View mutual fund expense ratios and returns. View current mutual fund SEC yields.
Investments are not FDIC-insured, nor are they deposits of or guaranteed by a bank or any other entity, so they may lose value.
Investors should carefully consider investment objectives, risks, charges and expenses. This and other important information is contained in the fund prospectuses and summary prospectuses, which can be obtained from a financial professional and should be read carefully before investing.
The use of derivatives involves a variety of risks, which may be different from, or greater than, the risks associated with investing in traditional securities, such as stocks and bonds.
Lower rated bonds are subject to greater fluctuations in value and risk of loss of income and principal than higher rated bonds.
The return of principal for bond portfolios and for portfolios with significant underlying bond holdings is not guaranteed. Investments are subject to the same interest rate, inflation and credit risks associated with the underlying bond holdings.
Investing outside the United States involves risks, such as currency fluctuations, periods of illiquidity and price volatility. These risks may be heightened in connection with investments in developing countries.
There have been periods when the results lagged the index(es) and/or average(s). The indexes are unmanaged and, therefore, have no expenses. Investors cannot invest directly in an index.
Source: Bloomberg Index Services Limited. BLOOMBERG® is a trademark and service mark of Bloomberg Finance L.P. and its affiliates (collectively "Bloomberg"). Bloomberg or Bloomberg's licensors own all proprietary rights in the Bloomberg Indices. Neither Bloomberg nor Bloomberg's licensors approves or endorses this material, or guarantees the accuracy or completeness of any information herein, or makes any warranty, express or implied, as to the results to be obtained therefrom and, to the maximum extent allowed by law, neither shall have any liability or responsibility for injury or damages arising in connection therewith.
All Capital Group trademarks mentioned are owned by The Capital Group Companies, Inc., an affiliated company or fund. All other company and product names mentioned are the property of their respective companies.
Investment results assume all distributions are reinvested and reflect applicable fees and expenses.
When applicable, results reflect fee waivers and/or expense reimbursements, without which they would have been lower and net expenses higher. Read details about how waivers and/or reimbursements affect the results for each fund. View results and yields without fee waiver and/or expense reimbursement.
Certain share classes were offered after the inception dates of some funds. Results for these shares prior to the dates of first sale are hypothetical based on the original share class results without a sales charge, adjusted for typical estimated expenses.
Use of this website is intended for U.S. residents only.
Capital Client Group, Inc.
This content, developed by Capital Group, home of American Funds, should not be used as a primary basis for investment decisions and is not intended to serve as impartial investment or fiduciary advice.
© 2025 Morningstar, Inc. All Rights Reserved. Some of the information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar, its content providers nor Capital Group are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results. Information is calculated by Morningstar. Due to differing calculation methods, the figures shown here may differ from those calculated by Capital Group.
Expressed in years, average life is time weighting the expected principal payments, taking into consideration the impact of calls and prepayments. In general, it is a better measure than average maturity for bonds that have the ability to prepay principal before they reach maturity (e.g., mortgages, mortgage-backed securities and asset-backed securities). Data shown is a weighted average of the bond holdings.
Expressed in years, average duration is a weighted average of the estimated price sensitivity of the bond holdings to a given change in interest rates. With respect to individual bonds, for example, a duration of 4 years indicates that the price of a bond will rise/fall by approximately 4% if rates in general fall/rise by 1%. Typically, bonds with a longer duration pay higher interest but are more sensitive to interest rate changes.
Effective duration is a duration calculation for bonds that takes into account that expected cash flows will fluctuate as interest rates change.
A bond's total return if held to maturity and no default occurs or options are exercised. Assumes coupons are paid on time and accounts for their present value. Assumes principal is returned at maturity.
Lower of Yield to Maturity or the bond's total return if put or call options are exercised prior to maturity but no default occurs.
The average coupon is the weighted average coupon rate of all the bond holdings.
Bloomberg U.S. Aggregate Index represents the U.S. investment-grade fixed-rate bond market. This index is unmanaged, and its results include reinvested dividends and|or distributions but do not reflect the effect of sales charges, commissions, account fees, expenses or U.S. federal income taxes.
Price-to-book ratio compares a stock's market value to the value of total assets less total liabilities (book value). Adjusted for stock splits. Price-to-cash-flow (P/C) ratio is the average price to cash flow ratio of the individual stocks within a fund. Price-to-earnings (P/E) ratio takes the current price of a stock divided by its earnings per share. The ratio reflects the cost of a given stock per dollar of current annual earnings and is the most common measure of a stock's expense. The higher the P/E, the more investors are paying, and therefore the more earnings growth they are expecting.
Price-to-cash-flow (P/C) ratio is the average price to cash flow ratio of the individual stocks within a fund/model.
Price-to-earnings (P/E) ratio takes the current price of a stock divided by its earnings per share. The ratio reflects the cost of a given stock per dollar of current annual earnings and is the most common measure of a stock's expense. The higher the P/E, the more investors are paying, and therefore the more earnings growth they are expecting.
In an effort to classify funds by what they own, as well as by their prospectus objectives and styles, Morningstar developed Morningstar Categories. While the prospectus objective identifies a fund's investment goals based on the wording in the fund prospectus, the Morningstar Category identifies funds based on their actual investment styles as measured by their underlying portfolio holdings (portfolio and other statistics over the past three years).
Annualized standard deviation (based on monthly returns) is a common measure of absolute volatility that tells how returns over time have varied from the mean. A lower number signifies lower volatility.
Sharpe ratios use standard deviation and excess return to determine reward per unit of risk. The higher the number, the better the portfolio's historical risk-adjusted performance.
R-squared is a measure of the correlation between a particular return and that of a benchmark index. A measure of 100 indicates that all of the return can be explained by movements in the benchmark. Generally the higher the R-squared measure, the more reliable the beta measurement will be.
Beta relatively measures sensitivity to market movements over a specified period of time. The beta of the market (represented by the benchmark index) is equal to 1; a beta higher than 1 implies that a return was more volatile than the market. A beta lower than 1 suggests that a return was less volatile than the market. Generally the higher the R-squared measure, the more reliable the beta measurement will be.
Ratio of a fund/model/composite's return during periods when the index was down, divided by the return of the index during those periods. For example, during periods when the index was down, a down-capture ratio greater than 100 indicates the fund/model/composite produced a lower return than the index.
Ratio of a fund/model/composite's return during periods when the index was up, divided by the return of the index during those periods. For example, an up-capture ratio greater than 100 indicates the fund/model/composite produced a higher return than the index during periods when the index was up.
Funds pay their shareholders dividends (usually from income or dividends earned by the fund) during the year. Regular dividends are typically paid monthly, quarterly or semi-annually. The share prices of funds that pay dividends decrease when a dividend is paid.
A fund pays a special dividend when the income earned by the fund exceeds the income the fund has paid in the form of regular dividends throughout the year. Special dividends are distributed with the last dividend payment at the end of the calendar year. The share prices of all of our equity funds and funds of funds decrease when a special dividend is paid.
When a capital gain distribution is paid, the net asset value per share is reduced by the amount of the payment plus or minus any change in the value of the fund's holdings. Read our explanation of the effect of a capital gain on a fund's price for details. Two types of capital gains are realized by our funds - short-term and long-term. Net short-term capital gains are distributed to shareholders as income dividends and are taxed at ordinary income tax rates. Long-term capital gain distributions are taxed at a maximum 20% rate. The information above classifies gain from the sale or exchange of a capital asset held for more than one year as a long-term capital gain.
When a capital gain distribution is paid, the net asset value per share is reduced by the amount of the payment plus or minus any change in the value of the fund's holdings. Read our explanation of the effect of a capital gain on a fund's price for details. Two types of capital gains are realized by our funds - short-term and long-term. Net short-term capital gains are distributed to shareholders as income dividends and are taxed at ordinary income tax rates. Long-term capital gain distributions are taxed at a maximum 20% rate. The information above classifies gain from the sale or exchange of a capital asset held for more than one year as a long-term capital gain.
The exposure to a specific currency before taking into consideration any forward currency contracts that may increase or decrease that currency's exposure.
The value of a fund share. This is the price a shareholder of the fund would receive for each share sold. NAV is calculated daily and does not account for any sales charges and/or transaction fees.
The price of a share with the maximum sales charge assessed on that share.
The 7-day SEC yield is calculated by annualizing dividends paid over the past seven days. Compared with returns, the 7-day SEC yield more accurately reflects the fund's current earnings. If shown, the net 7-day SEC yield reflects waivers/reimbursements; the gross yield does not reflect waivers/reimbursements.