v3.26.1
FORM 5500, SCHEDULE H, LINE 4(i) - SCHEDULE OF ASSETS (HELD AT END OF YEAR)
 12 Months Ended
Dec. 31, 2025
EBP 002  
EBP, Schedule of Asset Held for Investment [Line Items]  
FORM 5500, SCHEDULE H, LINE 4(i) - SCHEDULE OF ASSETS (HELD AT END OF YEAR)
THE BOEING COMPANY 401(k) RETIREMENT PLAN
FORM 5500, SCHEDULE H, LINE 4(i) - SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2025
Security NameMaturity DateRateCostCurrent Value
(in dollars)
10X GENOMICS INC CL A CL A**$403,297 
1166 AVE OF THE 5.6896% DUE 10-13-203710/13/20375.69 %**2,889,531 
1345 TR 2025-AOA COML MTG PASSTHRU CTF CL A 5.28019% 06-15-20426/15/20425.35 %**2,507,778 
1CMO BENCHMARK MORTGAGE TRUST SER 20-B21 CL A5 2.014% DUE 12-15-2053 BEO12/17/20531.98 %**9,961,954 
1ST INDL RLTY TR INC COM**1,826,455 
1ST INVS AUTO 4.31% DUE 12-15-202812/15/20284.31 %**2,292,159 
1ST PACIFIC CO USD0.01**59,726 
1ST SOURCE CORP COM**43,493 
361 DEGREES INTERN HKD0.10**64,621 
3650R 2021-PF1 COML MTG TR COML MTG PASSTHRU CTF CL 2.372% 11-15-205411/15/20542.37 %**4,969,282 
37 INTERACTIVE ENTERTAINMENT NETWORK TECHNOLOGY GROUP CO LTD 'A'CNY1**2,666,346 
3M CO 4.8% 03-15-20303/15/20304.80 %**453,171 
3M CO COM**5,579,005 
3SBIO INC USD0.00001 REG'S'/144A**365,022 
5N PLUS INC COM**523,553 
5TH 3RD BK CIN OH 3.85% DUE 03-15-20263/15/20263.85 %**1,330,958 
8X8 INC NEW COM**75,130 
99 SPEED MART RETA NPV**122,994 
A&D HOLON HOLDINGS CO LTD NPV**178,390 
A.P. MOLLER-MAERSK SER'B'DKK1000**5,837,952 
A10 NETWORKS INC COM**36,371 
A2A SPA EUR0.52**1,991,175 
AAC TECHNOLOGIES HOLDINGS INC**350,742 
AAON INC COM PAR $0.004 COM PAR $0.004**10,208,121 
AAYAN LEASING &INV KWD0.1**181,207 
ABB LTD CHF0.12 (REGD)**15,340,053 
ABBISKO CAYMAN LTD USD0.00001**180,520 
ABBOTT LAB COM**16,951,486 
ABBVIE INC 3.2% 11-21-202911/21/20293.20 %**8,439,944 
ABBVIE INC 3.2% DUE 05-14-20265/14/20263.20 %**562,746 
ABBVIE INC 4.05% DUE 11-21-2039 REG11/21/20394.05 %**1,002,378 
ABBVIE INC 4.25% DUE 11-14-202811/14/20284.25 %**252,840 
ABBVIE INC 4.25% DUE 11-21-2049 REG11/21/20494.25 %**1,310,135 
ABBVIE INC 4.4% DUE 11-06-204211/6/20424.40 %**223,016 
ABBVIE INC 4.45% DUE 05-14-20465/14/20464.45 %**174,289 
ABBVIE INC 4.8% 03-15-20293/15/20294.80 %**1,629,189 
ABBVIE INC 5.05% 03-15-20343/15/20345.05 %**5,682,212 
ABBVIE INC 5.4% 03-15-20543/15/20545.40 %**175,610 
ABBVIE INC COM USD0.01**42,180,853 
ABBVIE INC FIXED 2.95% DUE 11-21-202611/21/20262.95 %**6,177,981 
ABDULLAH AL OTHAIM SAR1**11,239 
ABERCROMBIE & FITCH CO CL A CL A**48,963 
ABM INDS INC COM**5,457 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ABN AMRO BANK N.V. DR EACH REP SHS**7,006,645 
ABN AMRO BK N V 4.197% DUE 07-07-20287/7/20284.20 %**3,539,680 
ABN AMRO BK N V 6.339% DUE 09-18-20279/18/20276.34 %**4,467,799 
ABSA GROUP LTD ZAR2**1,917,538 
ABU DHABI COMM.BK. AED1**4,072,796 
ABU DHABI ISLAM BK AED1**377,472 
ABU DHABI NATL CO AED0.08**821,179 
ABU DHABI SHIP AED1**130,337 
ACADEMEDIA AB NPV**902,178 
ACADIA HEALTHCARE CO INC COM**522,008 
ACADIAN ASSET MANAGEMENT INC COM USD0.001**682,346 
ACCEL ENTMT INC COM CL A-1 COM CL A-1**99,655 
ACCELLERON INDUSTR CHF0.01**1,948,080 
ACCENTURE CAP INC 4.25% 10-04-203110/4/20314.25 %**476,090 
ACCENTURE CAP INC 4.5% 10-04-203410/4/20344.50 %**380,359 
ACCENTURE PLC CLS A**28,045,399 
ACCOR SA EUR3**604,207 
ACERINOX SA EUR0.25**70,774 
ACI WORLDWIDE INC COM STK**3,467,898 
ACKERMANS NPV**725,867 
ACOMO**540,643 
ACTER GROUP CORPOR TWD5**621,410 
ACTION CONSTR CMSTK**56,148 
ACUITY INC**2,428,830 
ADANI PORT AND SPECIAL ECONOMIC ZON LIMITED**80,931 
ADAPTIVE BIOTECHNOLOGIES CORP COM USD0.0001**189,537 
ADATA TECHNOLOGY TWD10**435,878 
ADDTECH AB SER'B'NPV**48,832 
ADDUS HOMECARE CORP COM STK**480,463 
ADIDAS AG**5,264,905 
ADIENT PLC ADIENT PLC LTD COM**5,387 
ADITYA BIRLA INR5.00**151,796 
ADMA BIOLOGICS INC COM**6,728,918 
ADNOC MURBAN RSC LTD GLOBAL MEDIUM 5.125% 09-11-20549/11/20545.12 %**375,868 
ADOBE INC COM**7,020,799 
ADR ARCELORMITTAL N Y REGISTRY SHS NEW 2017 N Y REGISTRY SHS NEW 2017**1,835,970 
ADR ARGENX SE SPONSORED ADS**1,008,299 
ADR ASML HLDG NV NY REG 2012 (POST REV SPLIT)**9,545,291 
ADR ASTRAZENECA PLC SPONSORED ADR UNITEDKINGDOM**5,020,481 
ADR AUTOHOME INC SPONSORED ADR REPST CL A**1,989,020 
ADR BANCO BRADESCO S A SPONSORED ADR REPSTG PFD SHS NEW 2004**2,155,889 
ADR BARCLAYS PLC ADR**12,675,093 
ADR BHP GROUP LTD SPONSORED ADR**741,162 
ADR BP P L C SPONSORED ADR**8,892,512 
ADR CEMEX SAB DE CV**1,515,106 
ADR COCA-COLA FEMSA S.A.B DE C.V.**157,882 
ADR COMPANIA DE MINAS BUENAVENTURA S A SPONSORED ADR REPSTG SER B SHS**1,503 
ADR DINGDONG CAYMAN LTD SPN ADR**18,976 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ADR DRDGOLD LTD SPONSORED ADR REPSTG 10 SHS**65,307 
ADR EMBRAER S A SPONSORED ADR REPSTG 4 COM SHS**1,696,858 
ADR FOMENTO ECONOMICO MEXICANO SAB DE CV**1,563,452 
ADR FUTU HLDGS LTD SPONSORED ADS**2,431,129 
ADR GAOTU TECHEDU INC**1,213 
ADR GOLD FIELDS LTD NEW SPONSORED ADR**2,280,624 
ADR GRAVITY CO LTD SPONSORED ADR NEW**109,432 
ADR GRUPO CIBEST SA SPON ADS EACH REP 4 PRF SHS**15,966 
ADR GSK PLC**21,696,375 
ADR HARMONY GOLD MNG LTD SPONSORED ADR**1,305,102 
ADR HDFC BK LTD ADR REPSTG 3 SHS**119,193 
ADR HELLO GROUP INC ADR**43,125 
ADR HONDA MTR LTD ADR REPRESENTING 3 ORDSHS**451,575 
ADR HSBC HLDGS PLC SPONSORED ADR NEW**817,381 
ADR HUYA INC ADS REPSTG CL A SHS**27,752 
ADR ICICI BK LTD**1,372,648 
ADR INTERCONTINENTAL HOTELS GROUP PLC NEW SPON ADS EACH REPR 1 ORD SHS**11,830 
ADR JINKOSOLAR HLDG CO LTD**198,685 
ADR JOYY INC ADS REPSTG COM CL A**709,252 
ADR KANZHUN LTD SPONSORED ADS**4,206,004 
ADR KB FINL GROUP INC SPONSORED ADR REPSTG 1 COM SH ADR**6,367 
ADR KOREA ELEC PWR CORP SPONSORED ADR ISIN #US5006311063**87,219 
ADR NICE LTD SPONSORED ADR**1,434,365 
ADR NOAH HLDGS LTD SPONSORED ADS**132,528 
ADR NOKIA CORP SPONSORED ADR**2,714,864 
ADR NOVABRIDGE BIOSCIENCES**13,007 
ADR NOVARTIS AG**1,213,394 
ADR POSCO HOLDINGS INC ADR EACH REP 1/4 ORD KRW5000 (BNY)**7,875 
ADR PRUDENTIAL PLC ADR ISIN #US74435K2042**322,621 
ADR PT BK RAKYAT ADR TO PUR SHS B**68,738 
ADR QFIN HOLDINGS INC**10,406 
ADR RECKITT BENCKISER GROUP PLC SPONSORED ADR**8,079,133 
ADR RELX PLC SPONSORED ADR**889 
ADR RLX TECHNOLOGY INC SPONSORED ADS**73,884 
ADR RYANAIR HLDGS PLC SPONSORED ADR NEW**15,777,558 
ADR SASOL LTD SPONSORED ADR**1,204 
ADR SEA LTD ADR**727,277 
ADR SHINHAN FINL GROUP CO LTD SPONSORED ADR**19,092 
ADR SIBANYE STILLWATER LTD SPONSORED ADR**2,454,392 
ADR SILICON MOTION TECHNOLOGY CORP SPONSORED ADR REPSTG SHS**2,443,943 
ADR SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR REPSTG SER B SHS**1,284,152 
ADR STRUCTURE THERAPEUTICS INC SPONSOREDADR**514,253 
ADR TAIWAN SEMICONDUCTOR MANUFACTURING ADS REP 5 TWD10**34,372,998 
ADR TAL ED GROUP ADS REPSTG COM SHS ADR**6,415 
ADR TURKCELL ILETISIM HIZMET ADS EACH REPR 2.5 TRADABLE SHS TRY1**43,519 
ADR UNILEVER PLC SPONSORED ADS EACH 1 ORD REV SPT**6,904,736 
ADR UP FINTECH HLDG LTD SPONSORED ADR REPSTG CL A ORD SHS**103,678 
ADR VALE S A ADR**2,219,765 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ADR VIPSHOP HLDGS LTD SPONSORED ADR**4,459,596 
ADR VODAFONE GROUP PLC NEW SPONSORED ADRNO PAR**256,697 
ADR WOORI FINL GROUP INC**13,522 
ADR WPP PLC ADR DR EACH REPR 5 SHS**6,401,100 
ADR XUNLEI LTD SPONSORED ADS**40,853 
ADR YIREN DIGITAL LTD**35,442 
ADR YOUDAO INC SPONSORED ADS REPSTG SHS CL A**7,510 
ADR ZEPP HEALTH CORPORATION SPON ADS EACH REP 16 ORD CL A (P/S)**38,686 
ADT INC DEL COM**18,004 
ADTALEM GLOBAL ED INC COM**235,912 
ADVANCE RES INV REIT**165,118 
ADVANCED DRAIN SYS INC DEL COM**1,099,694 
ADVANCED ENERGY INDS INC COM**6,909 
ADVANCED ENERGY SO TWD10**84,658 
ADVANCED MICRO DEVICES 4.212% 09-24-20269/24/20264.21 %**1,240,911 
ADVANCED MICRO DEVICES INC 4.319% 03-24-20283/24/20284.32 %**676,265 
ADVANCED MICRO DEVICES INC 4.393% DUE 06-01-20526/1/20524.39 %**246,298 
ADVANCED MICRO DEVICES INC COM**48,700,412 
ADVANSIX INC COM**290,778 
ADVANTEST CORP NPV**3,870,755 
ADVENTIST HLTH 2.952% DUE 03-01-20293/1/20292.95 %**5,150,112 
ADYEN NV EUR0.01**4,340,768 
AECI ZAR1**19,961 
AECON GROUP INC. COM NPV**91,279 
AEGIS LOGISTICS INR1**20,934 
AEP TEX INC 3.45% DUE 01-15-20501/15/20503.45 %**226,383 
AEP TEX INC 4.15% DUE 05-01-20495/1/20494.15 %**192,690 
AEP TEX INC 5.25% DUE 05-15-20525/15/20525.25 %**156,657 
AEP TEX INC 5.45% 05-15-20295/15/20295.45 %**808,129 
AEP TEXAS CENT CO FIXED 3.95% DUE 06-01-20286/1/20283.95 %**3,196,774 
AEP TRANSM CO LLC 3.1% DUE 12-01-202612/1/20263.10 %**754,352 
AERCAP HOLDINGS N.V. EUR0.01**6,575,151 
AERCAP IRELAND CAP / GLOBA 3.3% DUE 01-30-2032 BEO1/30/20323.30 %**1,414,699 
AERCAP IRELAND CAP / GLOBA 3.0% DUE 10-29-202810/29/20283.00 %**5,096,451 
AERCAP IRELAND CAP DESIGNATED 5.0% 11-15-203511/15/20355.00 %**227,795 
AERCAP IRELAND CAP DESIGNATED GTD SR NT 4.375% 11-15-203011/15/20304.38 %**488,912 
AERCAP IRELAND CAP/GLOBA 2.45% DUE 10-29-2026 BEO10/29/20262.45 %**7,607,693 
AERCAP IRELAND CAP/GLOBA 5.1% 01-19-20291/19/20295.10 %**429,612 
AEROPORTO GUGLIELM NVP**27,029 
AERSALE CORP COM**2,112 
AES CORP 5.45% 06-01-20286/1/20285.45 %**613,785 
AES CORP COM**875 
AES CORP SR NT 1.375% 01-15-20261/15/20261.38 %**1,227,579 
AETNA INC NEW 4.5% DUE 05-15-20425/15/20424.50 %**171,912 
AETNA INC NEW 6.75% DUE 12-15-203712/15/20376.75 %**99,307 
AFFIRM HLDGS INC CL A CL A**1,278,707 
AFLAC INC 1.125% DUE 03-15-20263/15/20261.12 %**687,342 
AFLAC INC COM**388,040 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
AGCO CORP DEL 5.45% 03-21-20273/21/20275.45 %**1,064,250 
AGESA HAYAT VE EMEKLILIK AS**355,766 
AGILENT TECHNOLOGIES INC COM**22,477,403 
AGILITY PUBLIC WAR KWD0.100**164,142 
AGILON HEALTH INC COM**82,437 
AGIOS PHARMACEUTICALS INC COM**575,621 
AGL CAP CORP 5.875% DUE 03-15-20413/15/20415.88 %**25,868 
AGNICO EAGLE MINES LTD COM NPV**1,952,756 
AGNICO-EAGLE MINES LTD COM NPV**256,160 
AGORA INC ADS SPON ADS EACH REP 4 ORD SHS**29,219 
AI HOLDINGS CORPOR NPV**108,252 
AIA ENGINEERING INR2**20,249 
AIA GROUP LTD NPV**12,131,537 
AIB GROUP PLC ORD EUR0.625**11,336,695 
AICA KOGYO CO NPV**67,332 
AICHI CORPORATION NPV**19,215 
AIG GLOBAL FDG SR FLTG RT 4.990643% DUE 09-25-20269/25/20265.02 %**1,917,495 
AIMS APAC REIT MANAGEMENT LTD**1,241,641 
AIN HOLDINGS INC**68,238 
AIPHONE CO LTD NPV**39,483 
AIR ARABIA AED1**320,267 
AIR FRANCE-KLM EUR1 (POST CONSOLIDATION)**155,696 
AIR LEASE CORP CL A CL A**30,060 
AIR LIQUIDE(L') EUR5.50**19,954,806 
AIR PRODS & CHEMS FIXED 2.7% DUE 05-15-20405/15/20402.70 %**127,876 
AIR PRODUCTS & CHEMICALS INC 4.3% 06-11-20286/11/20284.30 %**1,227,697 
AIRBNB INC CL A COM USD0.0001 CL A**641,820 
AIRBUS SE EUR1**2,816,636 
AIRPORTS OF THAILA THB1.00(NVDR)**1,541,130 
AIRTEL AFRICA PLC ORD USD0.5**1,428,235 
AIRTRIP CORP NPV**18,885 
AISAN INDUSTRY CO NPV**430,617 
AISIN CORPORATION NPV**492,816 
AJANTA PHARMACEUTICAL INR2**23,136 
AKATSUKI INC NPV**546,490 
AKEBIA THERAPEUTICS INC COM**123,402 
AKER SOLUTIONS ASA**179,413 
AKIS GAYRIMENKUL Y TRY1 (B SHARES)**20,283 
AKITA BANK NPV**46,222 
AL BABTAIN POWER SAR10**866,773 
AL NAHDI MED CO SAR10**20,946 
AL RAJHI BANK SAR10**138,498 
ALA TR 2025-OANA COML MTG PASS THRU CTF CL A 5.42363% 06-15-20406/15/20405.49 %**2,573,610 
ALABAMA PWR CO 3.45% DUE 10-01-204910/1/20493.45 %**249,904 
ALABAMA PWR CO 3.75% DUE 09-01-20279/1/20273.75 %**1,647,326 
ALBA PLC FLT 15/12/203812/15/20382.17 %**190,790 
ALBANY INTL CORP NEW CL A**2,336,205 
ALBARAKA TURK NPV**57,698 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ALBEMARLE CORP 4.65% 06-01-20276/1/20274.65 %**1,053,721 
ALBEMARLE CORP COM**725,021 
ALBERTA PROV CDA BD 3.3% DUE 03-15-2028 REG3/15/20283.30 %**495,864 
ALBERTA PROV CDA USD BD 1.3% DUE 07-22-2030 REG7/22/20301.30 %**818,089 
ALCONIX CORPORATIO NPV**17,664 
ALDAR PROPERTIES AED1**1,669,988 
ALDEYRA THERAPEUTICS INC FORMERLY ALDEXATHERAPEUTICS INC 03/17/2014 COM**223,538 
ALECTOR INC COM**53,003 
ALEXANDER & BALDWIN INC**102,705 
ALEXANDERS INC COM REIT FUND**332,794 
ALEXANDRIA REAL 4% DUE 02-01-20502/1/20504.00 %**224,631 
ALEXANDRIA REAL ESTATE E 2.0% DUE 05-18-20325/18/20322.00 %**1,549,740 
ALEXANDRIA REAL ESTATE EQUITIES 2.95% 03-15-20343/15/20342.95 %**364,466 
ALEXANDRIA REAL ESTATE EQUITIES INC COM**124,210 
ALFA FINANCIAL SOF ORD GBP0.001**134,277 
ALGONQUIN POWER & UTILITIES CORP STEP UP06-15-20266/15/20265.36 %**2,300,839 
ALGONQUIN PWR&UTIL COM NPV**123,760 
ALIBABA GROUP HOLDING LTD**10,153,101 
ALIGHT INC CL A**10,865 
ALIGN TECHNOLOGY INC COM**458,144 
ALIGNMENT HEALTHCARE INC COM**743,489 
ALIMENTATION 3.55% DUE 07-26-20277/26/20273.55 %**4,617,808 
ALIMENTATION COUCHE-TARD INC SR NT 144A 4.148% 09-29-20289/29/20284.15 %**3,650,191 
ALIOR BANK SA PLN10.00**1,594,846 
ALK-ABELLO A/S SER'B'DKK0.50**629,049 
ALKANE RESOURCES LTD COMSTK**4,064 
ALKERMES PLC SHS**237,690 
ALKHALEEJ TAKAFUL QAR1**105,694 
ALLEGIANT TRAVEL CO COM**727,779 
ALLEGION PLC COMMON STOCK**485,621 
ALLEGRO MICROSYSTEMS INC DEL COM**536,121 
ALLIED GOLD CORP COM NPV (REV SPT)**114,718 
ALLISON TRANSMISSION HOLDING**703,509 
ALLOS S.A COM NPV**538,433 
ALLSTATE CORP COM**2,285,903 
ALLY AUTO 4.94% DUE 10-15-202910/15/20294.94 %**2,490,223 
ALLY AUTO RECEIVABLES TR SR 24-1 CL A3 5.17% 12-15-202812/15/20285.08 %**525,048 
ALLY AUTO RECEIVABLES TRUST SER 23-1 CL A3 5.46% DUE 05-15-20285/15/20285.46 %**1,052,063 
ALLY FINANCIAL INC 5.737% 05-15-20295/15/20295.74 %**1,446,241 
ALLY FINL INC 6.848% 01-03-20301/3/20306.85 %**849,203 
ALLY FINL INC COM**7,126,110 
ALMAJED FOR OUD CO SAR10**20,317 
ALMASANE ALKOBRA SAR10**1,314,275 
ALMIRALL SA EUR0.12**457,224 
ALMONTY INDUSTRIES INC COM NPV (POST REV SPLIT)**3,007,276 
ALNYLAM PHARMACEUTICALS INC COM**866,082 
ALPARGATAS SA PRF NPV**97,616 
ALPHA & OMEGA SEMICONDUCTOR LTD COM STK**186,749 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ALPHA BANK S.A. EUR0.29**1,556,063 
ALPHA METALLURGICAL RES INC COM**123,726 
ALPHA SYSTEMS INC NPV**54,126 
ALPHABET INC 1.1% DUE 08-15-20308/15/20301.10 %**342,295 
ALPHABET INC 1.9% DUE 08-15-20408/15/20401.90 %**112,733 
ALPHABET INC 3.875% 11-15-202811/15/20283.88 %**2,030,901 
ALPHABET INC 4.1% 11-15-203011/15/20304.10 %**1,616,756 
ALPHABET INC 4.375% 11-06-206411/6/20644.38 %**224,463 
ALPHABET INC 4.375% DUE 11-15-203211/15/20324.38 %**271,319 
ALPHABET INC 4.7% 11-15-203511/15/20354.70 %**1,192,633 
ALPHABET INC 5.25% 15 MAY 20555/15/20555.25 %**201,989 
ALPHABET INC 5.3% 05-15-20655/15/20655.30 %**268,921 
ALPHABET INC 5.45% 11-15-205511/15/20555.45 %**231,270 
ALPHABET INC CAP STK USD0.001 CL C**77,230,887 
ALPHABET INC CAPITAL STOCK USD0.001 CL A**224,065,006 
ALPHAMAB ONCOLOGY USD0.000002**1,259 
ALS LIMITED NPV**1,453,526 
ALSTOM EUR7.0**307,877 
ALTRIA GROUP INC 3.875% DUE 09-16-20469/16/20463.88 %**135,755 
ALTRIA GROUP INC 4.5% 08-06-20308/6/20304.50 %**2,583,130 
ALTRIA GROUP INC 4.8% DUE 02-14-20292/14/20294.80 %**4,046,015 
ALTRIA GROUP INC 4.875% 02-04-20282/4/20284.88 %**930,305 
ALTRIA GROUP INC 6.2% 11-01-202811/1/20286.20 %**684,631 
ALTRIA GROUP INC BNDS 2.625% 09-16-20269/16/20262.62 %**2,195,477 
ALTRIA GROUP INC COM**3,057,767 
ALTRIA GROUP INC FIXED 3.4% DUE 05-06-20305/6/20303.40 %**727,578 
ALTRIA GROUP INC FIXED 4.4% DUE 02-14-20262/14/20264.40 %**5,207,837 
ALUMINUM CORP CHN. 'H'CNY1**347,111 
AMADA CO LTD**1,697,869 
AMADEUS IT GROUP EUR0.01**10,414,854 
AMATA CORP THB1(NVDR)**160,968 
AMAZON COM INC 2.5% DUE 06-03-20506/3/20502.50 %**114,289 
AMAZON COM INC 3.9% 11-20-202811/20/20283.90 %**3,015,534 
AMAZON COM INC 4.1% 11-20-203011/20/20304.10 %**2,504,990 
AMAZON COM INC 5.55% 11-20-206511/20/20655.55 %**146,038 
AMAZON COM INC COM**248,816,805 
AMAZON COM INC FIXED 3.875% DUE 08-22-20378/22/20373.88 %**505,550 
AMAZON COM INC NT 3.1% 05-12-20515/12/20513.10 %**444,819 
AMBARELLA INC SHS**1,100,924 
AMBEA AB NPV**2,011,657 
AMBEV SA COM NPV ABEV3**1,721,703 
AMCOR FLEXIBLES NORTH AMER INC 4.8% 03-17-20283/17/20284.80 %**1,182,506 
AMCOR FLEXIBLES NORTH AMER INC 5.1% 03-17-20303/17/20305.10 %**581,484 
AMDOCS ORD GBP0.01**11,409,958 
AMER ELEC PWR CO INC COM**5,997,734 
AMER MED SYS EUR B 3% GTD SNR 08/03/2031EUR3/8/20313.00 %**2,799,061 
AMER SPORTS INC COM EUR0.030058**1,108,735 
AMERANT BANCORP INC CL A CL A**1,058,047 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
AMEREN CORP 1.95% 03-15-20273/15/20271.95 %**4,910,334 
AMEREN CORP 5.7% 12-01-202612/1/20265.70 %**6,522,754 
AMEREN CORP COM**422,707 
AMEREN ILL CO 3.7% 12-01-204712/1/20473.70 %**191,403 
AMEREN ILL CO 3.8% DUE 05-15-20285/15/20283.80 %**5,197,577 
AMEREN ILL CO 5.55% DUE 07-01-20547/1/20545.55 %**1,479,844 
AMERESCO INC**187,280 
AMERICAN AIRLINES INC COM USD1**74,335 
AMERICAN AIRLS INC 3.0% 10-15-202810/15/20283.00 %**32,720 
AMERICAN AIRLS PASS THRU 2016-2 AA 3.2% DUE 12-15-202912/15/20293.20 %**628,746 
AMERICAN ASSETS TR INC COM**229,242 
AMERICAN AXLE & MFG HLDGS INC COM**113,265 
AMERICAN COASTAL INSURANCE CORPORATION**114,415 
AMERICAN EAGLE OUTFITTERS INC NEW COM**33,068 
AMERICAN ELEC PWR CO INC 5.2% 01-15-20291/15/20295.20 %**1,470,397 
AMERICAN EXPRESS CO**59,952,987 
AMERICAN EXPRESS CO 2.55% DUE 03-04-2027BEO3/4/20272.55 %**985,694 
AMERICAN EXPRESS CO 3.433% 05-20-20325/20/20323.43 %**945,507 
AMERICAN EXPRESS CO 4.351% 07-20-20297/20/20294.35 %**4,544,479 
AMERICAN EXPRESS CO 4.42% 08-03-20338/3/20334.42 %**4,025,513 
AMERICAN EXPRESS CO 4.731% 04-25-20294/25/20294.73 %**4,006,720 
AMERICAN EXPRESS CO 4.918% 07-20-20337/20/20334.92 %**3,769,805 
AMERICAN EXPRESS CO 5.098% 02-16-20282/16/20285.10 %**8,807,933 
AMERICAN EXPRESS CO 5.389% 07-28-20277/28/20275.39 %**1,197,200 
AMERICAN EXPRESS CO 5.645% 04-23-20274/23/20275.64 %**1,125,395 
AMERICAN EXPRESS CR ACCOUNT MASTER TR SER 23-3 CL A 5.23% 09-15-20289/15/20285.23 %**6,337,928 
AMERICAN HEALTHCARE REIT INC COM**4,653,387 
AMERICAN HOMES 4 RENT 5.25% 03-15-20353/15/20355.25 %**406,704 
AMERICAN HOMES 4 RENT COMMON STOCK**493,923 
AMERICAN HONDA FIN 4.95% 01-09-20261/9/20264.95 %**1,949,350 
AMERICAN HONDA FIN CORP MED TERM NTS BOO4.9% DUE 03-12-20273/12/20274.90 %**1,016,126 
AMERICAN HONDA FINANCE 4.4% 10-05-202610/5/20264.40 %**496,739 
AMERICAN HONDA FINANCE 4.45% 10-22-202710/22/20274.45 %**962,417 
AMERICAN HONDA FINANCE VAR RT 12-11-202612/11/20264.35 %**5,006,119 
AMERICAN INTEGRITY INS GROUP INC COM**142,561 
AMERICAN INTERNATIONAL GROUP INC COM**25,733,440 
AMERICAN INTL GROUP INC 4.9% 05-07-20305/7/20304.85 %**799,928 
AMERICAN MUN PWR OHIO INC REV 6.449% 02-15-2044 BEO TAXABLE2/15/20446.45 %**5,262,220 
AMERICAN STS WTR CO COM**14,496 
AMERICAN TOWER CORP**3,151,833 
AMERICAN TOWER CORP 3.65% DUE 03-15-20273/15/20273.65 %**1,292,325 
AMERICAN TOWER CORP 5.0% 01-31-20301/31/20305.00 %**466,393 
AMERICAN TOWER CORP 5.2% 02-15-20292/15/20295.20 %**2,339,425 
AMERICAN TOWER CORP 5.25% 07-15-20287/15/20285.25 %**179,981 
AMERICAN TOWER CORP NEW 1.875% DUE 10-15-203010/15/20301.88 %**669,665 
AMERICAN TOWER CORP NEW 2.3% 09-15-20319/15/20312.30 %**4,446,750 
AMERICAN TOWER CORP NEW 4.7% 12-15-203212/15/20324.70 %**1,337,021 
AMERICAN TOWER CORP NEW 5.5% 03-15-20283/15/20285.50 %**1,535,421 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
AMERICAN TOWER CORP NEW 5.8% 11-15-202811/15/20285.80 %**291,339 
AMERICAN TOWER CORP NEW 5.9% 11-15-203311/15/20335.90 %**2,460,758 
AMERICAN VANGUARD CORP COM**127,324 
AMERICAN WTR CAP CORP 5.7% 09-01-20559/1/20555.70 %**191,120 
AMERICREDIT 1.41% DUE 08-18-20278/18/20271.41 %**2,055,331 
AMERICREDIT 5.38% DUE 06-18-20296/18/20295.38 %**5,014,558 
AMERICREDIT 5.81% DUE 05-18-20285/18/20285.81 %**1,010,686 
AMERICREDIT AUTOMOBILE RECEIVABLES AUTO RECEIVABLES BACKED NT 5.62% 11-18-202711/18/20275.62 %**320,376 
AMERICREDIT AUTOMOBILE RECEIVABLES AUTO RECEIVABLES BACKED NT 5.8% 12-18-202812/18/20285.80 %**5,769,250 
AMERIPRISE FINL INC 4.5% 05-13-20325/13/20324.50 %**1,818,044 
AMERIPRISE FINL INC COM**9,757,276 
AMERIS BANCORP COM**1,293,561 
AMERISAFE INC COM**18,590 
AMERN AIRLINES INC 3.7% DUE 10-01-202610/1/20263.70 %**1,443,430 
AMERN CR ACCEP 5.59% DUE 04-12-20294/12/20295.59 %**2,547 
AMERN EXPRESS CO FLTG RT 5.016% DUE 04-25-20314/25/20315.02 %**618,837 
AMERN EXPRESS CO FLTG RT 5.442% DUE 01-30-20361/30/20365.44 %**541,089 
AMERN EXPRESS CO FLTG RT 5.667% DUE 04-25-20364/25/20365.67 %**635,143 
AMERN EXPRESS CR 5.24% DUE 04-15-20314/15/20315.24 %**6,255,988 
AMERN HONDA FIN 1.3% DUE 09-09-20269/9/20261.30 %**228,848 
AMERN HONDA FIN 4.25% DUE 09-01-20289/1/20284.25 %**6,415,869 
AMERN HONDA FIN CORP MED TERM NTS TRANCHE # TR 149 VAR DTD 4.52 07-09-20277/9/20274.87 %**1,122,584 
AMERN TOWER CORP 2.9% DUE 01-15-20301/15/20302.90 %**1,467,990 
AMERN TOWER CORP 3.125% DUE 01-15-20271/15/20273.12 %**3,070,807 
AMERN TOWER CORP 3.55% DUE 07-15-20277/15/20273.55 %**3,513,341 
AMERN TOWER CORP 3.8% DUE 08-15-20298/15/20293.80 %**1,176,397 
AMERN TOWER CORP 4.9% DUE 03-15-20303/15/20304.90 %**2,509,303 
AMERN TOWER CORP FIXED 1.45% DUE 09-15-20269/15/20261.45 %**2,439,771 
AMERN WOODMARK CORP COM**385,924 
AMETEK INC NEW COM**5,144,863 
AMG CRITICAL MATER EUR0.02**1,801,003 
AMGEN INC 1.65% DUE 08-15-2028 BEO8/15/20281.65 %**423,322 
AMGEN INC 2.6% DUE 08-19-20268/19/20262.60 %**2,178,075 
AMGEN INC 4.05% DUE 08-18-20298/18/20294.05 %**3,471,171 
AMGEN INC 5.25% 03-02-20303/2/20305.25 %**2,824,002 
AMGEN INC 5.25% DUE 03-01-20333/2/20335.25 %**10,365,630 
AMGEN INC 5.6% DUE 03-01-20433/2/20435.60 %**1,190,778 
AMGEN INC 5.65% 03-02-20533/2/20535.65 %**472,035 
AMGEN INC 5.75% DUE 03-02-20633/2/20635.75 %**529,094 
AMGEN INC COM**3,973,543 
AMGEN INC FIXED 5.15% 03-02-20283/2/20285.15 %**8,035,318 
AMKOR TECHNOLOGY INC COM**88,554 
AMMB HOLDINGS BHD MYR1**86,175 
AMP LIMITED NPV**307,684 
AMPHENOL CORP 3.9% 11-15-202811/15/20283.90 %**4,047,080 
AMPHENOL CORP 5.3% 11-15-205511/15/20555.30 %**844,151 
AMPHENOL CORP NEW 4.375% DUE 06-12-20286/12/20284.38 %**1,637,424 
AMPHENOL CORP NEW CL A**28,130,607 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
AMPOL LTD NPV**892,157 
AMPRIUS TECHNOLOGIES INC COM**1,029,306 
AMRIZE FIN US LLC 4.95% 04-07-20304/7/20304.95 %**1,038,630 
AMTRAN TECHNOLOGY TWD10**69,205 
AMUNDI EUR2.5**990,268 
AMYLYX PHARMACEUTICALS INC COM**3,805 
ANA HOLDINGS INC NPV**319,291 
ANADOLU SIGORTA TRY1 (B SHARES)**36,923 
ANALOG DEVICES INC 4.25% 06-15-20286/15/20284.25 %**2,454,726 
ANALOG DEVICES INC 5.3% 04-01-20544/1/20545.30 %**386,260 
ANALOG DEVICES INC COM**26,788,865 
ANAND RATHI WEALTH INR5**74,555 
ANAPASS INC KRW500**24,678 
ANAPTYSBIO INC COM**207,446 
ANDERSONS INC COM**1,006,987 
ANDREW W MELLON .947% DUE 08-01-20278/1/20270.95 %**9,458,805 
ANE (CAYMAN) INC. USD0.00002**44,799 
ANEKA TAMBANG TBK IDR100**715,650 
ANEST IWATA CORP NPV**19,807 
ANGI INC COM USD0.001 WI**392,154 
ANGLO AMERICAN ORD USD0.623855311355311**1,645,852 
ANGLOGOLD ASHANTI PLC ORD USD1**5,393,022 
ANHEUSER-BUSCH COS LLC CORP 4.7% 02-01-20362/1/20364.70 %**1,051,464 
ANHEUSER-BUSCH COS LLC CORP 4.9% 02-01-20462/1/20464.90 %**260,160 
ANHEUSER-BUSCH INBEV WOR 8.2 DUE 01-15-20391/15/20398.20 %**284,313 
ANHUI CONCH CEMENT 'H'CNY1**842,521 
ANHUI HUILONG AGRICULTURAL MEANS OF 'A'CNY**465,724 
ANI PHARMACEUTICALS INC COM**4,150,665 
ANNALY CAPITAL MANAGEMENT INC COM NEW COM USD0.01(POST REV SPLT)**777,144 
ANNEXON INC COM**186,543 
ANRITSU CORP NPV**306,436 
ANTARES HLDGS LP 2.75% 01-15-20271/15/20272.75 %**6,156,370 
ANTERO MIDSTREAM CORPORATION COM USD1.00**425,412 
ANTERO RES CORP COM**3,522,605 
ANTHEM INC FIXED 2.25% DUE 05-15-20305/15/20302.25 %**170,055 
ANTHEM INC NT 1.5% 03-15-20263/15/20261.50 %**5,615,679 
AON NORTH AMER INC 5.125% 03-01-20273/1/20275.12 %**549,734 
AON NORTH AMER INC 5.45% 03-01-20343/1/20345.45 %**832,984 
AON NORTH AMER INC FIXED 5.15% 03-01-20293/1/20295.15 %**2,458,836 
AON PLC**20,406,345 
AOYAMA TRADING CO NPV**24,269 
AP MEMORY TECHNOLO TWD5**570,328 
APA CORP COM**24,751,074 
APEX MINING CO PHP1**21,504 
APG SGA SA CHF2.60**10,603 
API GROUP CORPORATION COM USD0.0001**8,057,518 
APOGEE ENTERPRISES INC COM**3,522,704 
APOGEE THERAPEUTICS INC COM**341,396 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
APOLLO HOSPITALS ENTERPRISE COMSTK**1,075,657 
APOLLO TYRES COMMON STK**502,473 
APPFOLIO INC COM CL A COM CL A**5,348,624 
APPIAN CORP CL A CL A**1,076,733 
APPLE INC 1.65% DUE 05-11-20305/11/20301.65 %**6,409,208 
APPLE INC 2.65% 02-08-20512/8/20512.65 %**211,126 
APPLE INC 2.65% DUE 05-11-2050 REG5/11/20502.65 %**677,827 
APPLE INC 3.85% DUE 08-04-20468/4/20463.85 %**74,824 
APPLE INC COM STK**356,951,575 
APPLE INC FIXED 2.95% 09-11-20499/11/20492.95 %**234,610 
APPLE INC FIXED 3.75% 11-13-204711/13/20473.75 %**596,572 
APPLIED DIGITAL CORPORATION**11,482,054 
APPLIED INDL TECHNOLOGIES INC COM**2,660,394 
APPLIED MATERIALS INC COM**2,512,848 
APPLIED MATLS INC 4.0% 01-15-20311/15/20314.00 %**1,165,334 
APPLOVIN CORP 5.125% DUE 12-01-202912/1/20295.12 %**10,180,838 
APPLOVIN CORP COM CL A COM CL A**13,162,400 
APR CO LTD KRW100**1,163,379 
APTIV PLC NEW ORD USD0.01**7,205,723 
AQ GROUP AB NPV**1,018,279 
ARAB NATIONAL BANK SAR10**1,510,800 
ARABIAN DRILLING SAR10**661,958 
ARABIAN INTERNET & SAR10**881,604 
ARABIAN PIPE CO SAR1**286,465 
ARAMARK COM**4,692,278 
ARCADYAN TECHNOLOG TWD10**1,007,877 
ARCBEST CORP COM USD0.01**946,516 
ARCELLX INC COM**691,446 
ARCELORMITTAL NPV**1,890,130 
ARCH CAP FIN LLC 4.011% DUE 12-15-202612/15/20264.01 %**684,970 
ARCHER-DANIELS-MIDLAND CO COM**123,604 
ARCHOSAUR GAMES IN HKD0.00001**16,962 
ARCTURUS THERAPEUTICS HLDGS INC COM**34,389 
ARCUS BIOSCIENCES INC COM**980,986 
ARDAGH METAL PACKAGING SA**116,440 
ARDENT HEALTH INC**152,627 
ARDENTEC CORP TWD10**43,586 
AREIT 2022-CRE7 LLC SR SECD NT CL A 144A5.91736% 06-17-20396/17/20395.98 %**1,180,286 
ARENA REIT STAPLED UNITS**292,302 
ARES FIN CO IV LLC SR NT 144A 3.65% 02-01-20522/1/20523.65 %**1,048,425 
ARES MANAGEMENT CORPORATION 5.6% 10-11-205410/11/20545.60 %**4,762,125 
ARES MANAGEMENT LP COM SHS REPSTG LTD PARTNER**5,208,688 
ARES STRATEGIC INC 5.15% DUE 01-15-20311/15/20315.15 %**589,380 
ARES STRATEGIC INCOME FD NT 144A 5.45% 09-09-20289/9/20285.45 %**403,495 
ARGAN EUR2**420,279 
ARGAN INC COM**6,986,096 
ARGENT SECS INC 2003-W3 ASSET BKD CTF M-1 FLTG 09-25-2033 REG9/25/20334.97 %**290,797 
ARGOSY RESEARCH TWD10**273,261 
ARISTA NETWORKS INC COM NEW**6,154,479 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ARISTOCRAT LEISURE NPV**8,294,753 
ARITZIA INC SUB VTG SHS**453,733 
ARIZONA PUB SVC CO 2.55% DUE 09-15-20269/15/20262.55%**4,270,428 
ARIZONA PUB SVC CO 2.6% DUE 08-15-20298/15/20292.60%**3,503,979 
ARIZONA PUB SVC CO NT 2.2% 12-15-203112/15/20312.20%**2,838,805 
ARKO CORP COM**85,747 
ARMSTRONG WORLD INDS INC NEW COM STK**303,658 
AROUNDTOWN SA EUR0.01**214,586 
ARROWHEAD PHARMACEUTICALS INC COM**346,489 
ARTERIS INC COM**124,946 
ARTHUR J GALLAGHER & CO 4.85% 12-15-202912/15/20294.85%**1,539,727 
ARTHUR J GALLAGHER & CO 5.15% 02-15-20352/15/20355.15%**405,089 
ARTIENCE CO LTD NPV**215,075 
ARVINAS INC COM**282,209 
ARZ TR 2024-BILT 5.772% 06-11-20396/11/20395.77%**1,028,437 
ASAHI INTECC CO LT NPV**133,058 
ASAHI KASEI CORP NPV**68,234 
ASAHI KOGYOSHA CO NPV**17,659 
ASANA INC CL A**747,620 
ASANUMA CORP NPV**20,212 
ASCENTAGE PHARMA G USD0.0001**318,192 
ASCLETIS PHARMA USD0.0001**27,804 
ASHOK LEYLAND LTD INR1**2,777,545 
ASIA PILE HLDG CO NPV**139,430 
ASIA VITAL COMPONE TWD10**336,405 
ASIAN DEVELOPMENT BANK 4.875% 09-26-20289/26/20284.88%**5,494,472 
ASICS CORP NPV**2,457,897 
ASK AUTOMOTIVE LIM INR2**44,004 
ASM INTL NV EUR0.04**1,798,762 
ASMEDIA TECHNOLOGY SHS**192,549 
ASML HOLDING NV EUR0.09**2,719,414 
ASMPT LTD HKD0.10**627,879 
ASPEED TECHNOLOGY TWD10**924,237 
ASPEN AEROGELS INC COM**76,716 
ASROCK INCORPORATI TWD10**1,191,833 
ASSURED GUARANTY LTD COMMON STK**727,767 
ASTEC INDS INC COM**71,435 
ASTELLAS PHARMA NPV**2,455,598 
ASTER DM HEALTHCAR INR10**233,242 
ASTERA LABS INC COM**591,077 
ASTRA AGRO LESTARI IDR500**14,507 
ASTRA OTOPARTS**13,309 
ASTRANA HEALTH INC COM USD0.001**459,134 
ASTRAZENECA FINANCE LLC. 4.8% 02-26-20272/26/20274.80%**565,291 
ASTRAZENECA PLC 6.45% DUE 09-15-20379/15/20376.45%**400,010 
ASURANSI TUGU INDONESI**32,571 
ASUSTEK COMPUTER TWD10**4,046,276 
ASX LTD NPV**176,591 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
AT&T INC 1.65% DUE 02-01-20282/1/20281.65%**1,852,527 
AT&T INC 1.7% DUE 03-25-2026 BEO3/25/20261.70%**680,543 
AT&T INC 2.3% DUE 06-01-20276/1/20272.30%**47,886 
AT&T INC 2.55% DUE 12-01-203312/1/20332.55%**8,879,080 
AT&T INC 3.5% DUE 06-01-20416/1/20413.50%**496,961 
AT&T INC 3.5% DUE 09-15-2053 REG9/15/20533.50%**6,720,937 
AT&T INC 3.55% DUE 09-15-20559/15/20553.55%**1,043,658 
AT&T INC 3.65% DUE 06-01-20516/1/20513.65%**176,387 
AT&T INC 3.65% DUE 09-15-20599/15/20593.65%**3,518,489 
AT&T INC 4.35% DUE 03-01-20293/1/20294.35%**542,064 
AT&T INC 4.5% DUE 05-15-20355/15/20354.50%**620,724 
AT&T INC COM**7,268,383 
AT&T INC FIXED 4.3% 02-15-20302/15/20304.30%**513,064 
ATALAYA MINING COPPER SA**186,970 
ATCO LTD CLASS I NON-VOTING COM NPV**49,357 
ATHENE GLOBAL FDG 5.516% DUE 03-25-20273/25/20275.52%**304,670 
ATHENE GLOBAL FDG MEDIUM TERM SR TRANCHE# TR 00796 1.73% 10-02-202610/2/20261.73%**343,798 
ATI INC COM**625,098 
ATKORE INC**698,723 
ATLANTA BRAVES HLDGS INC COM SER C**535,731 
ATLANTICUS HLDGS CORP COM**98,350 
ATLAS ENERGY SOLUTIONS INC NEW CL A**4,434,936 
ATLASSIAN CORP CL A**1,750,139 
ATMOS ENERGY CORP 1.5% DUE 01-15-20311/15/20311.50%**175,639 
ATMOS ENERGY CORP 4.125% DUE 10-15-204410/15/20444.12%**352,780 
ATMOS ENERGY CORP COM**3,358,802 
ATOS SE EUR1(POST CONS)**6,835 
ATOUR LIFESTYLE HLDGS LTD**848,006 
ATRAE INC NPV**18,572 
ATRICURE INC COM STK**4,055,573 
ATRIUM HOTEL 6.09025% DUE 11-10-202911/10/20296.09%**1,327,841 
ATTENDO AB NPV**2,114,645 
AUCNET INC NPV**42,280 
AUMOVIO SE NPV**1,614,646 
AURA MINERALS INC. BDR EACH 3 REPR 1 COM**506,319 
AURAS TECHNOLOGY TWD10**1,253,640 
AURINIA PHARMACEUTICALS INC COM**1,014,755 
AURIZON HOLDINGS NPV**88,262 
AUROBINDO PHARMA INR1**75,234 
AUSTAL LIMITED NPV**131,869 
AUSTRALIAN CLINICA NPV**56,282 
AUSTRALIAN GOVERNMENT 2.75% 21/06/20356/21/20352.75%**226,817 
AUTOBACS SEVEN CO NPV**36,821 
AUTODESK INC COM**2,156,729 
AUTOMATIC DATA PROCESSING INC COM**1,170,911 
AUTOZONE INC 3.125% 04-21-20264/21/20263.12%**500,523 
AUTOZONE INC 3.75% DUE 04-18-20294/18/20293.75%**3,267,937 
AUTOZONE INC 5.4% 07-15-20347/15/20345.40%**279,805 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
AUTOZONE INC COM**2,367,267 
AUTOZONE INC SR NT 5.125% 06-15-20306/15/20305.12%**3,303,168 
AVALONBAY CMNTYS 2.95% DUE 05-11-20265/11/20262.95%**2,238,773 
AVALONBAY CMNTYS REIT**199,985 
AVANT GROUP CORPORATION NPV**99,365 
AVANTOR INC COM**596,046 
AVEANNA HEALTHCARE HLDGS INC COM**236,767 
AVERY DENNISON CORP COM**4,565,188 
AVI LTD ZAR0.05**85,712 
AVIENT CORPORATION**4,974,283 
AVILEASE CAP LTD 4.75% DUE 11-12-203011/12/20304.75%**297,782 
AVIS BUDGET RENT 5.2% DUE 10-20-202710/20/20275.20%**905,833 
AVIS BUDGET RENT 5.24% DUE 08-20-20298/20/20295.24%**2,033,579 
AVIS BUDGET RENT 5.25% DUE 04-20-20294/20/20295.25%**3,064,891 
AVIS BUDGET RENT 5.78% DUE 04-20-20284/20/20285.78%**3,052,200 
AVIS BUDGET RENT 5.81% DUE 12-20-202912/20/20295.81%**1,456,187 
AVIS BUDGET RENTAL CAR FUNDING 5.46000003815% 02-20-20292/20/20295.46%**2,037,793 
AVNET INC COM**990,448 
AVOLON HLDGS FDG 2.125% DUE 02-21-20262/21/20262.12%**523,266 
AVOLON HLDGS FDG 4.25% DUE 04-15-20264/15/20264.25%**499,885 
AVOLON HLDGS FDG 4.375% DUE 05-01-20265/1/20264.38%**675,203 
AVON TECHNOLOGIES PLC ORD GBP1**356,180 
AXALTA COATING SYSTEMS LTD COM USD1.00**914,761 
AXELL CORP NPV**16,184 
AXIATA GROUP BERHAD MYR1**48,748 
AXIOMTEK CO TWD10**77,911 
AXIS CAPITAL HOLDINGS LTD COM USD0.0125**725,856 
AXOGEN INC COM USD0.01**711,059 
AXON ENTERPRISE INC COM**5,644,656 
AXSOME THERAPEUTICS INC. COM**2,434,409 
AYDEM YENILENEBILI TRY1**64,153 
AYEN ENERJI AS TRY1**13,481 
AYGAZ TRY1**93,205 
AYVENS EUR1.5**11,944 
AZAD ENGINERIN LTD INR2**80,250 
B & M EUROPEAN VALUE RETAIL SA ORD GBP0.1**24,003 
B A T CAP CORP 2.259% DUE 03-25-20283/25/20282.26%**3,724,923 
B A T CAP CORP 4.39% 08-15-20378/15/20374.39%**276,942 
B A T CAP CORP 4.54% 08-15-20478/15/20474.54%**44,959 
B A T CAP CORP FIXED 3.557% DUE 08-15-20278/15/20273.56%**5,172,713 
B A T INTL FIN PLC FIXED 1.668% DUE 03-25-20263/25/20261.67%**3,606,663 
B2 GOLD CORP COMMON STOCK**251,122 
B2 IMPACT ASA**153,490 
B2GOLD CORP COM STK**5,890 
BABCOCK & WILCOX ENTERPRISES INC COM NEWCOM NEW**1,945,049 
BABCOCK INTL GROUP ORD GBP0.60**288,653 
BAE SYS PLC 3.4% DUE 04-15-20304/15/20303.40%**561,062 
BAFANG YUNJI INTL CO LTD**90,944 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
BAHNHOF AB SER'B'NPV**303,756 
BAIC MOTOR CORPORATION LIMITED 'H'CNY1**31,739 
BAIDU INC USD0.000000625 A CLASS**5,255,101 
BAIN CAP CR CLO FLTG RT 0% DUE 04-23-20354/23/20354.85%**6,294,029 
BAKER HUGHES CO**28,449,952 
BAKER HUGHES LLC/CO-OBL 2.061% 12-15-202612/15/20262.06%**1,103,529 
BALCHEM CORP COM**3,834 
BALFOUR BEATTY GBP0.50**244,505 
BALMER LAWRIE INVESTMENT LTD. FV INR 1 DEMAT EQUITY**48,845 
BALT GAS & ELEC CO 3.2% DUE 09-15-20499/15/20493.20%**152,566 
BALT GAS & ELEC CO 3.5% DUE 08-15-20468/15/20463.50%**19,314 
BALT GAS & ELEC CO FIXED 2.9% DUE 06-15-20506/15/20502.90%**301,934 
BAMLL COML MTG FLTG RT 4.84548% DUE 09-15-20389/15/20384.92%**4,821,102 
BANC CALIF INC COM**10,648 
BANCA IFIS EUR1**233,453 
BANCA MEDIOLANUM BANCA MEDIOLANUM SPA**2,279,749 
BANCA MONTE DEI PASCHI S .875% 08/10/202710/8/20270.88%**465,347 
BANCA SISTEMA SPA EUR0.12**243,171 
BANCO ABC BRASIL PRF NPV**33,303 
BANCO ABC BRASIL SA RIGHTS 02/02/2026**376 
BANCO BILBAO VIZCA EUR0.49**21,620,485 
BANCO DE CHILE COM NPV**33,155 
BANCO DEL BAJIO COM MXN2 SER'O'**14,165 
BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA**193,252 
BANCO SANTANDER EUR0.50(REGD)**2,523,998 
BANCO SANTANDER S A 2.749% DUE 12-03-203012/3/20302.75%**181,969 
BANCO SANTANDER S A 5.127% 11-06-203511/6/20355.13%**601,322 
BANCO SANTANDER SA 4.175% 03-24-20283/24/20284.18%**3,401,508 
BANCO SANTANDER SA 5.538% 03-14-20303/14/20305.54%**413,919 
BANCO SANTANDER SA 5.588% 08-08-20288/8/20285.59%**1,244,021 
BANCO SANTANDER SA FLTG RT 07-15-20287/15/20285.36%**8,155,015 
BANCO SANTANDER SA SR NON PFD FIXED-FIXED RATE 1.722% 09-14-20279/14/20271.72%**4,128,978 
BANCO SANTANDER SA SR NT NON PFD 2.958% 03-25-20313/25/20312.96%**9,463,554 
BANDWIDTH INC CL A CL A**248,189 
BANGKOK BANK THB10 (NVDR)**5,527,513 
BANK 2017-BNK9 3.47% DUE 11-15-205411/15/20543.47%**1,292,399 
BANK 2020-BNK30 1.65% DUE 12-15-205312/15/20531.65%**1,318,586 
BANK AMER CORP 2.496% 02-13-20312/13/20312.50%**615,282 
BANK AMER CORP 2.572% 10-20-203210/20/20322.57%**1,209,602 
BANK AMER CORP 2.687% DUE 04-22-20324/22/20322.69%**13,778,674 
BANK AMER CORP 3.194% 07-23-20307/23/20303.19%**1,555,171 
BANK AMER CORP 3.419% 12-20-202812/20/20283.42%**4,906,535 
BANK AMER CORP 3.559% 04-23-20274/23/20273.56%**5,528,399 
BANK AMER CORP 3.593% 07-21-20287/21/20283.59%**13,348,999 
BANK AMER CORP 3.705% 04-24-20284/24/20283.70%**764,595 
BANK AMER CORP 4.376% 04-27-20284/27/20284.38%**205,839 
BANK AMER CORP 4.45% DUE 03-03-20263/3/20264.45%**3,402,462 
BANK AMER CORP 4.623% 05-09-20295/9/20294.62%**8,195,818 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
BANK AMER CORP 5.933% DUE 09-15-20279/15/20275.93%**506,483 
BANK BJB LKD SHS (IDR250 'A' & 'B')**7,666 
BANK HAPOALIM B.M. ILS1**783,053 
BANK MILLENNIUM SA PLN1.00**128,009 
BANK MONTREAL 0.949% 01-22-20271/22/20270.95%**2,983,045 
BANK MONTREAL 5.266% 12-11-202612/11/20265.27%**3,180,373 
BANK MONTREAL QUE 4.35% 09-22-20319/22/20314.35%**744,652 
BANK MONTREAL QUE 5.3% 06-05-20266/5/20265.30%**892,230 
BANK MONTREAL QUE FIXED 5.203% DUE 02-01-20282/1/20285.20%**2,610,181 
BANK N S HALIFAX COM STK**117,462 
BANK NEW YORK MELLON CORP 4.947% DUE 04-26-20274/26/20274.95%**1,553,018 
BANK NOVA SCOTIA 4.043% 09-15-20289/15/20284.04%**815,178 
BANK NT BUTTERFIELD COM BMD1(POST REV SPLIT)**622,750 
BANK OF AMERICA CORP**21,577,115 
BANK OF AMERICA CORP 1.734% 07-22-20277/22/20271.73%**10,104,494 
BANK OF AMERICA CORP 2.299% 07-21-20327/21/20322.30%**4,694,219 
BANK OF AMERICA CORP 2.884% 10-22-203010/22/20302.88%**2,565,629 
BANK OF AMERICA CORP 4.979% 01-24-20291/24/20294.98%**9,275,890 
BANK OF AMERICA CORP 5.162% 01-24-20311/24/20315.16%**8,487,350 
BANK OF AMERICA CORP 5.511% 01-24-20361/24/20365.51%**1,359,170 
BANK OF AMERICA CORPORATION 1.658% 03-11-20273/11/20271.66%**19,384,228 
BANK OF AMERICA CORPORATION 2.087% 06-14-20296/14/20292.09%**4,167,033 
BANK OF AMERICA CORPORATION 2.551% 02-04-20282/4/20282.55%**1,824,934 
BANK OF AMERICA CORPORATION 2.651% 03-11-20323/11/20322.65%**4,045,885 
BANK OF AMERICA CORPORATION 2.676% DUE 06-19-2041/06-19-2020 REG6/19/20412.68%**851,109 
BANK OF AMERICA CORPORATION 3.97% 03-05-20293/5/20293.97%**349,532 
BANK OF AMERICA CORPORATION 4.078% 04-23-20404/23/20404.08%**1,253,255 
BANK OF AMERICA CORPORATION 4.33% 03-15-20503/15/20504.33%**421,783 
BANK OF AMERICA CORPORATION 5.202% 04-25-20294/25/20295.20%**9,523,555 
BANK OF AMERICA CORPORATION 5.288% 04-25-20344/25/20345.29%**206,251 
BANK OF AMERICA CORPORATION 5.468% 01-23-20351/23/20355.47%**9,416,217 
BANK OF AMERICA CORPORATION 6.11% 01-29-20371/29/20376.11%**378,040 
BANK OF CHINA LTD 'H'CNY1**29,796 
BANK OF CHONGQING CO LTD COMMON STOCK**68,077 
BANK OF IRELAND GR ORD EUR1.00**6,253,258 
BANK OF MONTREAL 4.062% 09-22-20289/22/20284.06%**2,837,568 
BANK OF MONTREAL 4.1% 12-15-202712/15/20274.10%**3,696,438 
BANK OZK COM**2,534,782 
BANK PEKAO SA PLN1.00**3,462,375 
BANK SER 2017-BNK8 CL A-3 3.229% 11-15-205011/15/20503.23%**1,627,100 
BANK ST PETERSBURG COM**1,279,571 
BANK TABUNGAN NEG IDR500**47,092 
BANK5 2024-5YR10 COML MTG PASS THRU CTF CL 5.30200004578% 10-15-205710/15/20575.30%**7,887,784 
BANK5 2024-5YR10 COML MTG PASS THRU CTF CL B 6.14% 10-15-205710/15/20576.14%**2,058,605 
BANK5 2025-5YR14 5.646% DUE 04-15-20584/15/20585.65%**5,703,576 
BANK5 2025-5YR15 MTG PASS THRU CTF CL A-3 5.452% 07-15-20587/15/20585.45%**4,209,384 
BANKINTER SA EUR0.30(REGD)**989,763 
BANKUNITED INC**1,695,933 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
BANKWELL FINL GROUP INC COM**22,085 
BANNER CORP COM NEW COM NEW**4,579,945 
BANQUE SAUDI FRANS SAR10**220,447 
BARCLAYS PLC 2.279% DUE 11-24-202711/24/20272.28%**6,636,379 
BARCLAYS PLC 4.972% 05-16-20295/16/20294.97%**6,111,643 
BARCLAYS PLC 5.335% 09-10-20359/10/20355.34%**122,208 
BARCLAYS PLC 5.501% DUE 08-09-20288/9/20285.50%**1,859,722 
BARCLAYS PLC 5.69% 03-12-20303/12/20305.69%**2,082,813 
BARCLAYS PLC 5.785% 02-25-20362/25/20365.78%**733,577 
BARCLAYS PLC 5.86% 08-11-20468/11/20465.86%**246,742 
BARCLAYS PLC DUE 11-02-2028/05-02-2023 BEO11/2/20287.38%**2,076,975 
BARCLAYS PLC FIXED 2.645% DUE 06-24-20316/24/20312.64%**9,266,010 
BARCLAYS PLC FLTG RT 4.837% DUE 09-10-20289/10/20284.84%**2,701,698 
BARCLAYS PLC ORD GBP0.25**4,693,058 
BARCLAYS PLC SR NT FIXED/FLTG 4.47% 11-11-202911/11/20294.47%**5,193,488 
BARCO NPV**545,290 
BARITO PACIFIC TBK IDR100**265,110 
BARRETT BUSINESS SVCS INC COM**345,950 
BASE CO LTD NPV**28,626 
BASF - ORD SHS COMSTK**2,889,408 
BASILEA PHARMACEU CHF1 (REGD)**957,915 
BAT CAPITAL CORPORATION 6.343% DUE 08-02-20308/2/20306.34%**3,723,148 
BAT CAPITAL CORPORATION 7.081% DUE 08-02-20538/2/20537.08%**284,324 
BAT INTL FINANCE PLC 5.931% 02-02-20292/2/20295.93%**4,450,977 
BATH & BODY WORKS INC COM USD0.5 WI**119,536 
BAUSCH HEALTH COMP COM NPV**736,462 
BAVARIAN NORDIC DKK10**619,551 
BAWAG GROUP AG COMMON STOCK**721,657 
BAXTER INTL INC 4.9% 12-15-203012/15/20304.90%**2,591,493 
BAXTER INTL INC COM**3,294,602 
BAYER US FIN II 4.375% DUE 12-15-202812/15/20284.38%**3,303,875 
BAYERISCHE MOTOREN WERKE A G COM**1,523,669 
BAYVIEW 5.67% DUE 08-15-20288/15/20285.67%**1,007,623 
BAYVIEW MSR 3% DUE 11-25-205111/25/20513.00%**1,305,524 
BBCMS MTG TR 1.617% DUE 10-15-205310/15/20531.62%**5,615,439 
BBCMS MTG TR 2024-5C27 COML MTG PASS THRU CTF CL 6.014% 07-15-20577/15/20576.01%**295,375 
BBCMS MTG TR 2024-5C31 COML MTG PASSTHRUCTF CL 5.137% 12-15-205712/15/20575.14%**2,155,038 
BBCMS MTG TR 2025-5C36 COML MTG PASS THRU CTF CL 5.517% 08-15-20588/15/20585.52%**1,735,054 
BCO DO BRASIL SA COM NPV**465,841 
BCO EST R GDE SUL PRF CLASS 'B' NPV**50,895 
BE SEMICONDUCTOR INDUSTRIES NV EUR0.01**1,776,762 
BEACON FINANCIAL CORP. COM USD0.01**242,762 
BEAR STEARNS ARM FLTG RT 4.28249% DUE 05-25-20345/25/20344.28%**2,835 
BEAR STEARNS ASSET BACKED SECS I LLC ASSASSET BKD CTF CL I-A-1A 5.5 25 AUG 20368/25/20365.50%**19,072 
BEAUTY FARM MED & HKD**92,606 
BEAZLEY PLC (UK) ORD GBP0.05**1,065,925 
BECTON DICKINSON & CO 4.693% 02-13-20282/13/20284.69%**1,665,167 
BECTON DICKINSON & FIXED 6.7% DUE 12-01-202612/1/20266.70%**1,544,425 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
BED BATH & BEYOND INC**1,960 
BEIERSDORF AG EUR1**9,413,634 
BEIJING ENTERPRISE NPV**118,556 
BEIJING JINGNENG CLEAN ENRGY CO LTD REGISTEREDSHARES**46,080 
BEIJING URBAN CONSTRUCTION COMSTK**25,541 
BELL FOOD GROUP AG CHF0.5 (REGD)**38,649 
BELLEVUE GOLD LTD NPV**572,402 
BELLRING BRANDS INC COM USD0.01**311,832 
BENCHMARK 2020-B20 1.94539999962% DUE 10-15-205310/15/20531.95%**3,482,985 
BENCHMARK 2021-B24 2.0103% DUE 03-15-20543/15/20542.01%**4,721,507 
BENCHMARK 2021-B27 1.792% DUE 07-15-20547/15/20541.79%**6,891,121 
BENCHMARK 2021-B27 2.163% DUE 07-15-20547/15/20542.16%**4,265,837 
BENCHMARK 2021-B29 FLTG RT 2.284% DUE 09-15-20549/15/20542.28%**3,936,804 
BENCHMARK 2021-B30 2.329% DUE 11-15-205411/15/20542.33%**3,557,192 
BENCHMARK 2023-B38 MTG TR MTG PASS THRU CTF CL A-2 5.62599992752% 04-15-20564/15/20565.63%**5,101,572 
BENCHMARK 2024-V10 5.2774% DUE 09-15-20579/15/20575.28%**5,149,652 
BENCHMARK 2024-V12 5.73845% DUE 12-15-205712/15/20575.74%**3,663,857 
BENCHMARK 2025-V14 5.6599% DUE 04-15-20574/15/20575.66%**7,285,113 
BENCHMARK 2025-V18 MTG TR COML MTG PASSTHRU CTF CL 5.18365% 10-15-205810/15/20585.18%**3,298,296 
BENCHMARK 2025-V19 5.249% DUE 01-15-20581/15/20585.25%**4,135,576 
BENCHMARK ELECTRS INC COM**6,286 
BEONE MEDICINES AG**1,356,815 
BERKLEY W R CORP COM**242,755 
BERKSHIRE HATHAWAY 3.25% DUE 04-15-20284/15/20283.25%**394,344 
BERKSHIRE HATHAWAY ENERGY CO 3.7% 07-15-20307/15/20303.70%**1,879,367 
BERKSHIRE HATHAWAY FIN CORP 2.85% DUE 10-15-205010/15/20502.85%**323,032 
BERKSHIRE HATHAWAY FIN CORP 4.2% DUE 08-15-2048 REG8/15/20484.20%**175,945 
BERKSHIRE HATHAWAY FINANCE CORP 3.85% 03-15-20523/15/20523.85%**1,105,644 
BERKSHIRE HATHAWAY INC COM USD0.0033 CLASS'B'**17,377,616 
BERNER KTBK CHF20 (REGD)**366,439 
BERRY GLOBAL INC 1.57% DUE 01-15-20261/15/20261.57%**14,175,797 
BERRY GLOBAL INC 5.5% 04-15-20284/15/20285.50%**721,518 
BEST BUY INC COM STK**1,153,472 
BETAGRO PCL THB5 (NVDR)**138,702 
BETSSON AB NPV B**562,374 
BEZEQ ISRAEL TELCM ILS1**869,310 
BGC GROUP INC SR NT 6.15% 04-02-20304/2/20306.15%**518,034 
BHARAT BIJLEE INR5**128,228 
BHARAT DYNAMICS INR 5 (POST SUB)**318,706 
BHARAT PETROL CORP INR10**841,080 
BHARTI AIRTEL LTD COMSTK**5,087,349 
BHG SECURITIZATION 4.84% DUE 09-17-20369/17/20364.84%**2,350,215 
BHI CO LTD KRW500**211,952 
BHP BILLITON FIN USA LTD 5.25% 09-08-20269/8/20265.25%**565,109 
BHP BILLITON FIN USA LTD 5.75% 09-05-20559/5/20555.75%**440,117 
BHP GROUP LIMITED**136,599 
BILFINGER SE BILFINGER SE**264,885 
BILIBILI INC USD0.0001 Z CLASS**2,847,242 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
BILL HOLDINGS INC COM USD0.00001**1,054,095 
BINJIANG SVC GROUP USD0.0001**12,210 
BIOAGE LABS INC COM**185,022 
BIOCON LTD INR5**778,339 
BIOCRYST PHARMACEUTICALS INC COM**568,628 
BIOGAIA AB SER'B'NPV**203,073 
BIOGEN INC 5.75% 05-15-20355/15/20355.75%**131,824 
BIOGEN INC 6.45% 05-15-20555/15/20556.45%**295,296 
BIOGEN INC COMMON STOCK**195,701 
BIO-TECHNE CORP COM**813,166 
BIPROGY INC NPV**1,233,084 
BIRKENSTOCK HOLDING PLC COM NPV**2,621,690 
BIZLINK HOLDING IN TWD10**339,552 
BK CIMB NIAGA LKD SHS (IDR5000 & IDR50)**29,080 
BK LEUMI LE ISRAEL ILS1**70,793 
BK NEW YORK MELLON 4.289% DUE 06-13-20336/13/20334.29%**3,186,669 
BK NEW YORK MELLON FLTG RT 5.316% DUE 06-06-20366/6/20365.32%**5,190 
BK NEW YORK MELLON VAR RT 4.729% DUE 04-20-20294/20/20294.73%**274,445 
BK OF AMER CR CARD FIXED 4.98% DUE 11-15-202811/15/20284.98%**1,463,046 
BK OF AMERICA CORP 3.261%-FRN SNR 28/01/31 EUR1/28/20313.26%**354,195 
BK OF INDIA INR10**104,873 
BK OF MAHARASHTRA INR10**166,776 
BK OF NOVA SCOTIA 0.01%-FRN GTD 14/09/29EUR9/14/20290.01%**533,139 
BK OF NOVA SCOTIA COM NPV**14,784,786 
BK RAKYAT IDR50**366,812 
BKV CORP COM**234,332 
BLACK HILLS CORP COM**721,968 
BLACK ROCK COFFEE BAR INC CL A CL A**485,273 
BLACKROCK INC NEW COM**18,898,993 
BLACKSTONE INC COM USD0.00001**20,455,544 
BLACKSTONE REG FINANCE CO LLC 4.3% 11-03-203011/3/20304.30%**800,388 
BLOCK INC**1,467,324 
BLOOM ENERGY CORP CL A CL A**5,978,553 
BLP COML MTG FLTG RT 5.37184% DUE 03-15-20413/15/20415.44%**857,183 
BLUE BIRD TBK PT IDR100**88,013 
BLUE OWL CAP INC COM CL A**9,247,337 
BLUELINX HLDGS INC COM NEW COM NEW**299,164 
BLUESCOPE STEEL NPV**3,069,753 
BMO 2024-5C5 MTG TR COML MTG PASS THRU CTF CL 5.4621% 02-15-20572/15/20575.46%**2,055,480 
BMO 2024-5C6 MTG TR MTG PASS THRU CTF CLA-3 5.31610012054% 09-15-20579/15/20575.32%**6,323,842 
BMO 2024-5C6 MTG TR MTG PASS THRU CTF CLB 6.08629989624% 09-15-20579/15/20576.09%**1,029,816 
BMO 2024-5C7 MTG TR COML MTG PASSTHRU CTF CL 5.09159994125% 11-15-205711/15/20575.09%**5,110,600 
BMO MORTGAGE TRUST SR 24-5C7 CL A3 5.5657% 11-15-205711/15/20575.57%**4,535,557 
BMW VEH LEASE TR 5% DUE 06-25-20276/25/20275.00%**4,877,778 
BMW VEHICLE LEASE TRUST SR 25-1 CL A2A 4.43% 09-27-20279/27/20274.43%**1,469,326 
BMW VEHICLE LEASE TRUST SR 25-2 CL A2A 3.94% 11-26-202711/26/20273.94%**5,649,123 
BNK FINANCIAL GROUP INC**1,200,999 
BNP PARIBAS EUR2**34,192,335 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
BNP PARIBAS SR NON VAR RT 5.085% DUE 05-09-20315/9/20315.08%**1,001,128 
BOARDWALK R/EST IN TRUST UNITS**1,707,127 
BOC HONG KONG HLDG NPV**268,422 
BOE TECH GP (STOCK CONNECT)**3,565,015 
BOE VARITRONIX LTD HKD0.25**67,227 
*BOEING CO COM USD5.00**6,401,994,458 
BOISE CASCADE CO COM**1,711,347 
BOK FINL CORP COM NEW**243,909 
BOLIDEN AB NPV**2,611,487 
BONAVA AB COMMON STOCK**48,815 
BONOS DE TESORERIA 5.35% GTD SNR BDS 12/08/408/12/20405.35%**158,486 
BOOKING HLDGS INC COM**3,802,284 
BOOT BARN HLDGS INC COM**3,654,517 
BORAL FIN PTY LTD 3.75% 05-01-20285/1/20283.75%**127,074 
BORG WARNER INC COM**8,498,586 
BORGWARNER INC 4.95% 08-15-20298/15/20294.95%**737,313 
BORYUNG CORPORATION KRW2500.00**108,435 
BOSCH HOME COMFORT INDIA LTD**65,570 
BOSTON BEER INC CL A CL A**1,366 
BOSTON SCIENTIFIC CORP COM**15,465,389 
BOYD GAMING CORP COM**21,821 
BP CAP MKTS AMER 1.749% DUE 08-10-20308/10/20301.75%**332,833 
BP CAP MKTS AMER 2.939% DUE 06-04-20516/4/20512.94%**399,374 
BP CAP MKTS AMER INC 3.0% DUE 02-24-20502/24/20503.00%**615,495 
BP CAP MKTS AMER INC 5.227% 11-17-203411/17/20345.23%**206,773 
BPCE S A MEDIUM 1% DUE 01-20-20261/20/20261.00%**1,572,593 
BPCE SR NON PFD VAR RT 2.045% DUE 10-19-202710/19/20272.04%**1,382,187 
BPER BANCA NPV**4,223 
BRAVURA SOLUTIONS NPV**16,535 
BRAZE INC CL A CL A**27,809 
BREAD FINANCIAL HOLDINGS INC COM USD0.01**1,650,943 
BRIDGEBIO PHARMA INC COM**2,737,654 
BRIDGECREST 5.65% DUE 04-16-20294/16/20295.65%**3,534,843 
BRIDGECREST 5.94% DUE 02-15-20302/15/20305.94%**3,528,463 
BRIDGECREST 6.8% DUE 08-15-20298/15/20296.80%**486,821 
BRIDGECREST 7.1% DUE 08-15-20298/15/20297.10%**2,544,243 
BRIDGECREST LENDING AUTO 25-2 CL C 5.17% 03-17-2031Q3/17/20315.17%**577,405 
BRIDGECREST LENDING AUTO SECURITIZATION SER 25-1 CL B 4.92% 03-15-20293/15/20294.92%**2,641,683 
BRIDGEWATER BANCSHARES INC COM**56,096 
BRIGHT HORIZONS FA COM USD0.001**927,709 
BRIGHTVIEW HLDGS INC COM**4,845,680 
BRILLIANCE CHINA USD0.01**151,937 
BRISTOL MYERS FIXED 4.25% DUE 10-26-204910/26/20494.25%**61,478 
BRISTOL MYERS FIXED 4.35% DUE 11-15-204711/15/20474.35%**907,564 
BRISTOL MYERS SQUIBB CO COM**11,262,726 
BRISTOL-MYERS SQUIBB CO 5.1% 02-22-20312/22/20315.10%**312,611 
BRISTOL-MYERS SQUIBB CO 5.2% 02-22-20342/22/20345.20%**599,109 
BRIT COLUMBIA(PROV 4.15% BDS 18/06/2034 CAD16/18/20344.15%**150,766 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
BRITANNIA INDUSTRIES COMMON STOCK NR1(POST SUBDIVISION)**2,133,477 
BRITISH AMERICAN TOBACCO ORD GBP0.25**13,796,579 
BRITISH COLUMBIA PROV CDA 4.8% 06-11-20356/11/20354.80%**4,702,281 
BRITISH COLUMBIA(PROVINCE OF)CANADA 1.3% 01-29-20311/29/20311.30%**4,928,036 
BRITISH LAND CO ORD GBP0.25**501,424 
BRITISH TELECOMMUNICATIONS P L C NT STEPUP 12-15-2030 12-12-200012/15/20309.62%**183,261 
BRIXMOR OPER 2.5% DUE 08-16-20318/16/20312.50%**180,027 
BRIXMOR OPER PARTNERSHIP LP SR NT 2.25% 04-01-20284/1/20282.25%**240,096 
BROADCOM INC 2.45% 02-15-20312/15/20312.45%**663,685 
BROADCOM INC 3.419% 04-15-20334/15/20333.42%**2,361,844 
BROADCOM INC 3.459% 09-15-20269/15/20263.46%**5,358,080 
BROADCOM INC 3.469% 04-15-20344/15/20343.47%**7,094,314 
BROADCOM INC 4.11% DUE 09-15-2028 REG9/15/20284.11%**902,669 
BROADCOM INC 4.15% 02-15-20282/15/20284.15%**1,579,761 
BROADCOM INC 4.2% 10-15-203010/15/20304.20%**545,194 
BROADCOM INC 4.3% DUE 11-15-2032 BEO11/15/20324.30%**1,481,850 
BROADCOM INC 4.55% 02-15-20322/15/20324.55%**702,885 
BROADCOM INC 4.6% 07-15-20307/15/20304.60%**1,876,000 
BROADCOM INC 4.8% 04-15-20284/15/20284.80%**351,261 
BROADCOM INC 4.8% 10-15-203410/15/20344.80%**150,577 
BROADCOM INC 5.05% 07-12-20297/12/20295.05%**5,403,976 
BROADCOM INC COM**202,910,816 
BROADCOM INC FIXED 4.15% DUE 11-15-203011/15/20304.15%**2,721,303 
BROADCOM INC SR NT 144A 4% 04-15-20294/15/20294.00%**832,051 
BROADCOM INC SR NT 4.8% 02-15-20362/15/20364.80%**292,685 
BROADCOM INC SR NT 5.15% 11-15-203111/15/20315.15%**322,092 
BROADCOM INC SR NT 5.2% 07-15-20357/15/20355.20%**518,747 
BROOKDALE SR LIVING INC COM STK**911,949 
BROOKFIELD ASSET MANAGEMENT LTD 5.795% 04-24-20354/24/20355.80%**314,597 
BROOKFIELD CAP FIN LLC SR NT 6.087% 06-14-20336/14/20336.09%**1,820,262 
BROOKFIELD EXCHANGEABLE SUB VTG SHS CL**22,728 
BROOKFIELD FIN INC 3.5% DUE 03-30-20513/30/20513.50%**1,741,257 
BROOKFIELD FIN INC 5.968% 03-04-20543/4/20545.97%**80,947 
BROOKFIELD RENB CL A EXCHANGEABLE SUB VTG**288,072 
BROTHER INDUSTRIES NPV**1,444,033 
BROWN & BROWN INC 2.375% DUE 03-15-20313/15/20312.38%**381,440 
BROWN & BROWN INC 4.7% 06-23-20286/23/20284.70%**5,447,153 
BROWN & BROWN INC 4.9% 06-23-20306/23/20304.90%**507,515 
BROWN & BROWN INC 6.25% 06-23-20556/23/20556.25%**276,537 
BRUKER CORP**306,922 
BRUNSWICK CORP COM**12,438,541 
BSTN SCIENTIFIC 2.65% DUE 06-01-20306/1/20302.65%**53,676 
BUILD-A-BEAR WORKSHOP INC COM STK**520,734 
BUILDERS FIRSTSOURCE INC COM STK**472,368 
BUKIT ASAM TBK IDR500 SER'B'**48,223 
BUMBLE INC COM CL A COM CL A**337,394 
BUMI RESOURCES TBK IDR500**186,360 
BUMITAMA AGRI LTD NPV**630,490 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
BUMRUNGRAD HOPTL THB1(NVDR)**769,378 
BUNGE GLOBAL SA F COMMON STOCK**76,876 
BUNGE LTD FIN CORP 2.0% 04-21-20264/21/20262.00%**3,975,258 
BUNGE LTD FIN CORP FIXED 2.75% 05-14-20315/14/20312.75%**643,294 
BUNGE LTD FINANCE CORP 4.2% 09-17-20299/17/20294.20%**2,943,432 
BUNGE LTD FINANCE CORP 5.15% 08-04-20358/4/20355.15%**483,763 
BURBERRY GROUP ORD GBP0.0005**1,346,754 
BURCKHARDT COMPRES CHF**247,867 
BUREAU VERITAS EUR0.12**19,855 
BURFORD CAPITAL LTD ORD NPV (DI)**5,650,552 
BURGAN BANK COM STK**46,008 
BURKHALTER HOLDING CHF0.04**102,993 
BURL NORTHN SANTA 4.375% DUE 09-01-20429/1/20424.38%**854,056 
BURL NORTHN SANTA 5.75% DUE 05-01-20405/1/20405.75%**84,759 
BURLINGTN NORTH SANTA FE 5.55% 03-15-20563/15/20565.55%**217,799 
BURLINGTON NORTHN SANTA FE LLC 5.2% 04-15-20544/15/20545.20%**264,347 
BURLINGTON STORES INC COM**857,018 
BUSINESS BRAIN SHO NPV**40,882 
BUSINESS ENGINEERI NPV**65,265 
BUSINESS FIRST BANCSHARES INC COM**26,375 
BUTTERFLY NETWORK INC CL A CL A**4,289,178 
BUY TO OPEN REPO W/BOFA SECU 3.9% FROM 12-31-2025 TO 01-02-2026**13,000,000 
BUY TO OPEN REPO W/DBSI/FIXE 3.87% FROM 12-31-2025 TO 01-05-2026**102,400,000 
BWAY 2021-1450 MTG FLTG RT 5.04467% DUE 09-15-20369/15/20365.11%**1,952,683 
BX 2021-21M MTG TR FLTG RT 4.52448% DUE 10-15-203610/15/20364.59%**594,677 
BX COML MORTAGE TR 2025-BCAT 5.73% 08-15-20428/15/20425.13%**1,918,957 
BX COML MTG TR 2.843% DUE 03-09-20443/9/20442.84%**3,718,089 
BX COML MTG TR 2021-CIP 4.71548% 12-15-203812/15/20384.79%**2,991,219 
BX COML MTG TR 2024-AIRC COML MTG PASSTHRU CTF CL A 5.37143% 08-15-20398/15/20395.44%**2,560,579 
BX COML MTG TR 2024-GPA3 MTG PASS THRU CTF CL A 144A 4.97301% 12-15-203912/15/20395.04%**1,011,350 
BX COML MTG TR 2024-MDHS COML MTG PASSTHRU CTF CL A 5.32149% 05-15-20415/15/20415.39%**731,751 
BX COML MTG TR FLTG RT 4.48298% DUE 10-15-203810/15/20384.55%**774,277 
BX COML MTG TR FLTG RT 5.1218% DUE 02-15-20392/15/20395.19%**3,562,819 
BX TR 2021-ACNT FLTG RT 5.04448% DUE 11-15-203811/15/20385.11%**389,611 
BX TR 2021-LGCY COML MTG PASS THRU CTF CL A 4.30048% 10-15-203610/15/20364.37%**1,995,805 
BX TR 2021-SDMF FLTG RT 4.53248% DUE 09-15-20349/15/20344.60%**5,640,406 
BX TR 2022-LBA6 FLTG RT 4.68019% DUE 01-15-20391/15/20394.75%**5,806,411 
BX TR 2024-BIO MTG PASSTHRU CTF CL A 144A 5.32219% 02-15-20412/15/20415.39%**3,668,025 
BX TR 2025-LUNR COML MTG PASSTHRU CTF CLB 5.53019% 06-15-20406/15/20405.53%**888,789 
BX TR 2025-OMG 5.031% 10-15-204210/15/20425.10%**2,001,247 
BXCOMMERCIAL MTG FLTG RT 5.44161% DUE 12-09-204012/9/20405.51%**1,720,014 
BXSC COML MTG TR 2022-WSS COML MTG PASS THRU CTF CL B 5.773% 03-15-20353/15/20355.84%**2,983,953 
BYD COMPANY LTD 'H'CNY1**493,686 
C H ROBINSON WORLDWIDE INC COM NEW COM NEW**9,299,162 
C&A MODAS SA COM NPV**236,350 
C. UYEMURA & CO NPV**823,044 
CABOT CORP COM**1,094,879 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CAC HOLDINGS CORP**106,246 
CACTUS INC CL A CL A**948,728 
CADENCE BK COM**315,217 
CADENCE DESIGN SYS 4.3% DUE 09-10-20299/10/20294.30%**186,085 
CADENCE DESIGN SYS 4.7% 09-10-20349/10/20344.70%**235,369 
CADENCE DESIGN SYS INC 4.2% 09-10-20279/10/20274.20%**779,361 
CADENCE DESIGN SYS INC COM**19,286,499 
CAIRO COMSTK**11,148 
CAIXABANK SA EUR1**10,433,784 
CAL MAINE FOODS INC COM NEW STK**89,914 
CALAVO GROWERS INC COM**164,495 
CALFRAC WELL SVCS LTD COM NPV**225,683 
CALIFORNIA WTR SVC GROUP COM**1,213 
CALIX NETWORKS INC COMMON STOCK**1,490,244 
CALLAWAY GOLF COMPANY**84,024 
CAMDEN PPTY TR SH BEN INT**4,690,399 
CAMPING WORLD HLDGS INC CL A CL A**892,582 
CANADA(GOVT OF) 3% BDS 01/06/2034 CAD10006/1/20343.00%**2,210,549 
CANADA(GOVT OF) 3.25% BDS 01/12/2034 CAD112/1/20343.25%**1,665,438 
CANADA(GOVT OF) I/L 1.5% BDS 01/12/44 CAD100012/1/20442.14%**495,473 
CANADIAN IMPERIAL BANK 4.857% 03-30-20293/30/20294.86%**6,493,423 
CANADIAN IMPERIAL BANK 4.243% 09-08-20289/8/20284.24%**4,282,002 
CANADIAN IMPERIAL BANK OF COMMERCE 5.001% DUE 04-28-20284/28/20285.00%**2,454,796 
CANADIAN IMPERIAL BK 5.245% DUE 01-13-20311/13/20315.24%**825,582 
CANADIAN IMPERIAL BK COMM TORONTO BRH 5.926% 10-02-202610/2/20265.93%**3,131,204 
CANADIAN IMPERIAL BK COMM TORONTO BRH 4.508% 09-11-20279/11/20274.51%**2,175,433 
CANADIAN IMPERIAL BK COMM TORONTO ONT COM STK**77,472 
CANADIAN NAT RES LTD NT 5% 12-15-202912/15/20295.00%**1,359,461 
CANADIAN NATL RY CO COM**10,341,687 
CANADIAN PAC RY CO NEW 3.0% DUE 12-02-2041 BEO12/2/20413.00%**374,796 
CANARA BANK INR2**2,280,155 
CANFIN HOMES LTD**428,573 
CANNY ELEVATOR CO 'A'CNY1 (STOCK CONNECT)**270,901 
CANSINO BIOLOGICS H**526,705 
CANTOR FITZGERALD L P SR NT 144A 4.5% 04-14-20274/14/20274.50%**2,995,745 
CANYON CLO 2018-1 LTD / CANYON CLO 5.0038% 07-15-20317/15/20315.24%**313,968 
CAP 1 FINL CORP 3.75% DUE 03-09-20273/9/20273.75%**1,553,545 
CAP 1 FINL CORP 3.8% DUE 01-31-20281/31/20283.80%**607,743 
CAP 1 FINL CORP 7.149% DUE 10-29-202710/29/20277.15%**1,894,233 
CAP 1 MULTI-ASSET 2.06% DUE 08-15-20288/15/20282.06%**3,868,087 
CAP 1 PRIME AUTO 3.17% DUE 04-15-20274/15/20273.17%**448,420 
CAP 1 PRIME AUTO 3.69% DUE 12-15-202712/15/20273.69%**1,245,550 
CAP PWR US HLDGS 5.257% DUE 06-01-20286/1/20285.26%**1,319,600 
CAPGEMINI EUR8**11,248,856 
CAPITAL BANCORP INC MD COM**31,917 
CAPITAL ONE FINANCIAL CORP 4.493% 09-11-20319/11/20314.49%**1,548,850 
CAPITAL ONE FINANCIAL CORP 5.468% DUE 02-01-20292/1/20295.47%**6,430,468 
CAPITAL ONE FINANCIAL CORP 6.312% 06-08-20296/8/20296.31%**1,697,499 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CAPITAL ONE FINL CORP 1.878% 11-02-202711/2/20271.88%**2,055,719 
CAPITAL ONE FINL CORP 5.197% 09-11-20369/11/20365.20%**1,191,465 
CAPITAL ONE FINL CORP 5.7% 02-01-20302/1/20305.70%**1,577,257 
CAPITAL ONE FINL CORP 6.051% 02-01-20352/1/20356.05%**585,464 
CAPITAL ONE FINL CORP COM**8,584,149 
CAPITAL ONE FINL CORP SR NT FIXED / FLTG5.268% 05-10-20335/10/20335.27%**513,541 
CAPITAL ONE MULTI-ASSET EXECUTION TR SER25-1 CL A 3.82% 09-16-20309/15/20303.82%**5,805,164 
CAPITAL ONE MULTI-ASSET EXECUTION TR SR 23-A1CLS A 4.42% 05-15-20285/15/20284.42%**11,335,779 
CAPITAL SOUTHWEST CORP COM STK**11,806 
CAPITOL FED FINL INC COM .**11,781 
CAPLIN POINT LABORATORIES**433,576 
CAPRICORN METALS L NPV**820,653 
CAPSTONE COPPER COM NPV**1,595,464 
CARDINAL HEALTH INC 4.7% 11-15-202611/15/20264.70%**809,196 
CARDINAL HEALTH INC 5.125% 02-15-20292/15/20295.12%**628,077 
CARDINAL HEALTH INC 5.15% 09-15-20359/15/20355.15%**213,881 
CARDINAL HLTH INC**3,362,597 
CARDINAL HLTH INC 4.368% DUE 06-15-20476/15/20474.37%**161,842 
CARDINAL HLTH INC 5% DUE 11-15-202911/15/20295.00%**678,352 
CARE PROPERTY INV NPV SICAFI**21,270 
CAREDX INC COM**459,602 
CARETRUST REIT INC COM**2,687,592 
CARGURUS INC CL A CL A**1,907,874 
CARIS LIFE SCIENCES INC COM**253,801 
CARLISLE COMPANIES INC COM**5,146,547 
CARLSBERG SER'B'DKK20**9,585,179 
CARLYLE GROUP INC COM**18,669,480 
CARMAX AUTO OWNER 1.95% DUE 09-15-20279/15/20271.95%**1,492,209 
CARMAX AUTO OWNER 4.65% DUE 11-15-203011/15/20304.65%**2,090,422 
CARMAX AUTO OWNER FIXED 1.7% DUE 08-16-20278/16/20271.70%**549,367 
CARMAX AUTO OWNER FIXED 6% DUE 07-17-20287/17/20286.00%**2,898,192 
CARMAX AUTO OWNER TR 2024-2 ASSET BACKEDNT CL A-3 5.5% 01-16-20291/16/20295.50%**6,082,423 
CARMAX AUTO OWNER TR SR 24-1 CL A3 4.92% 10-16-202810/16/20284.92%**306,604 
CARMAX AUTO OWNER TR SR 25-1 CL A3 4.84% 01-15-20301/15/20304.84%**11,162,421 
CARMAX AUTO OWNER TR SR 25-2 CL A3 4.48% 03-15-20303/15/20304.48%**333,641 
CARMAX AUTO OWNER TRUST SER 23-3 CL A3 6% 05-15-20285/15/20285.28%**1,433,257 
CARMAX AUTO OWNER TRUST SER 22-4 CL A3 5.34% DUE 08-16-2027 REG8/16/20275.34%**722,173 
CARMAX INC COM**13,254 
CARMAX OWNER TR 4.65% DUE 01-16-20291/16/20294.65%**965,390 
CARMAX SELECT 5.35% DUE 01-15-20301/15/20305.35%**740,668 
CARMILA EUR6**718,604 
CARNIVAL CORP COM PAIRED**1,604,266 
CARPENTER TECHNOLOGY CORP COM**902,331 
CARRIER GLOBAL CORPORATION COM USD0.01 WI**6,352,530 
CARVANA AUTO 4.04% DUE 11-11-203011/11/20304.04%**5,955,930 
CARVANA AUTO 4.24% DUE 08-11-20318/11/20314.24%**4,420,014 
CARVANA AUTO 5.21% DUE 06-10-20306/10/20305.21%**2,865,485 
CARVANA AUTO RECEIVABLES TR 2021-N1 ASSET BACKED CTF CL C 1.3% 01-10-20281/10/20281.30%**121,598 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CARVANA AUTO RECEIVABLES TR 2021-N4 ASSET BACKED NT CL C 1.72% 09-11-20289/11/20281.72%**113,033 
CARVANA AUTO RECEIVABLES TR 2022-P3 SR 22-P3 CL A3 4.61% DUE 11-10-2027 BEO11/10/20274.61%**98,839 
CARVANA CO CL A CL A**1,677,530 
CASELLA WASTE SYS INC CL A COM STK**7,682,120 
CASEYS GEN STORES INC COM**2,199,233 
CASSA DEPOSITI E PRESTITI S P A 5.75% 05-05-20265/5/20265.75%**5,328,655 
CASTLE BIOSCIENCES INC COM**119,151 
CASTROL INDIA INR5**85,112 
CATERPILLAR FINL SERV CRP 4.4% 03-03-20283/3/20284.40%**869,606 
CATERPILLAR FINL SVCS CORP 4.8% 01-08-20301/8/20304.80%**225,485 
CATERPILLAR FINL VAR RT 4.183239% DUE 07-07-20277/7/20274.54%**3,461,807 
CATERPILLAR INC 2.6% DUE 04-09-2030 BEO4/9/20302.60%**1,069,915 
CATERPILLAR INC COM**17,471,389 
CATHAY FINL HLDG TWD10**571,748 
CAVA GROUP INC COM**6,554,206 
CBL & ASSOCIATES PROPERTIES**117,364 
CBOE GLOBAL MARKETS INC**487,442 
CBRE SVCS INC 5.5% 06-15-20356/15/20355.50%**620,981 
CCK CONSOLIDATED NPV**68,369 
CCL PRODUCTS(INDIA)LTD INR2**202,120 
CD 2016-CD2 MTG TR 3.348% DUE 11-10-204911/10/20493.35%**972,258 
CD 2017-CD6 MTG TR 3.19% DUE 11-13-205011/13/20503.19%**2,865,424 
CD PROJEKT SA PLN1.00**901,605 
CDN APARTMENT PROP TRUST UNITS**1,713,382 
CDN IMPERIAL BK COMM TORONTO BRH COVEREDBD SER CBL59 144A 4.876% 01-14-20301/14/20304.88%**8,283,083 
CDN IMPERIAL BK FLTG RT 4.862% 01-13-20281/13/20284.86%**4,592,482 
CDN UTILITIES CLASS'A'COM NON-VTG NPV**87,284 
CDW LLC/CDW FIN FIXED 2.67% DUE 12-01-202612/1/20262.67%**5,086,925 
CEAT LTD INR10**751,369 
CELCUITY INC COM**107,320 
CELESTICA INC COM NPV**1,188,943 
CELESTICA INC NPV**1,629,075 
CELLDEX THERAPEUTICS INC NEW SHS**210,843 
CELSIUS HLDGS INC COM NEW COM NEW**7,893,718 
CEMBRA MONEY BANK CHF1 (REGD)**39,753 
CENCORA INC 5.125% 02-15-20342/15/20345.12%**924,677 
CENCORA INC 5.15% 02-15-20352/15/20355.15%**486,503 
CENOVUS ENERGY INC 2.65% 01-15-20321/15/20322.65%**267,009 
CENOVUS ENERGY INC 4.65% 03-20-20313/20/20314.65%**199,506 
CENT ASIA METALS COMSTK**1,180,994 
CENTENE CORP DEL 3% DUE 10-15-203010/15/20303.00%**894,538 
CENTENE CORP DEL COM**1,876,234 
CENTERPOINT ENERGY 2.4% DUE 09-01-20269/1/20262.40%**2,331,400 
CENTERPOINT ENERGY 3.95% 03-01-20483/1/20483.95%**25,579 
CENTERPOINT ENERGY 5.85 DUE 01-15-20411/15/20415.85%**83,378 
CENTERPOINT ENERGY HOUSTON ELEC LLC 4.8%DUE 03-15-20303/15/20304.80%**1,289,329 
CENTERPOINT ENERGY RES CORP 1.75% DUE 10-01-203010/1/20301.75%**267,507 
CENTERPOINT ENERGY RES CORP 5.25% 03-01-20283/1/20285.25%**65,608 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CENTERRA GOLD INC COM NPV**2,006,979 
CENTERSPACE**687,216 
CENTRAL DEPOSITORY INR10**443,700 
CENTRAL SEC PATROL NPV**50,509 
CENTRICA ORD GBP0.061728395**2,014,269 
CENTRUS ENERGY CORP CL A COM**165,562 
CENTURION CORP LTD NPV**203,188 
CENTURY ALUM CO COM**124,984 
CENTURY CMNTYS INC COM**621,632 
CENTURY IRON & STE TWD10**128,754 
CERES POWER HLDGS ORD GBP0.10**7,153 
CES ENERGY SOLUTIO COM NPV**3,565,662 
CESC INR1**66,939 
CEWE STIFTUNG & CO NPV**111,790 
CF INDUSTRIES INC 5.3% 11-26-203511/26/20355.30%**988,366 
CF JPMCB LIQUIDITY FD**335,292,792 
CG ONCOLOGY INC COM**247,044 
CGN NEW ENERGY HOL HKD0.0001**22,394 
CHAM SWISS PROPERTIES AG**61,173 
CHAMPION HOMES INC**4,702,087 
CHANG HWA COMMERC TWD10**321,194 
CHANGJIANG & JING A CNY1**422,613 
CHANNEL WELL TECHN TWD10**346,551 
CHARLES RIV LABORATORIES INTL INC COM**7,110,664 
CHARLES SCHWAB CORP 6.196% 11-17-202911/17/20296.20%**484,582 
CHAROEN POK PHAND TWD10**50,222 
CHAROEN POKPHAND INDONESI PT**6,167 
CHARTER 2.3% DUE 02-01-20322/1/20322.30%**5,490,933 
CHARTER 3.5% DUE 06-01-20416/1/20413.50%**598,932 
CHARTER 6.384% DUE 10-23-203510/23/20356.38%**227,314 
CHARTER 6.484% DUE 10-23-204510/23/20456.48%**527,535 
CHARTER COMMUNICATIONS INC NEW CL A CL A**417,083 
CHARTER COMMUNICATIONS OPER LLC 5.85% 12-01-203512/1/20355.85%**500,026 
CHARTER COMMUNICATIONS OPER LLC/CAP 06-01-20296/1/20296.10%**2,219,203 
CHARTER COMMUNICATIONS OPER LLC/CHARTE 2.8% DUE 04-01-2031/04-17-2020 REG4/1/20312.80%**2,356,157 
CHARTER COMMUNICATIONS OPER LLC/CHARTE 4.2% DUE 03-15-2028 BEO3/15/20284.20%**1,740,740 
CHARTER COMMUNICATIONS OPER LLC/CHARTE 4.8% DUE 03-01-20503/1/20504.80%**444,768 
CHARTER FIXED 2.25% DUE 01-15-20291/15/20292.25%**4,749,952 
CHARTER HALL GROUP NPV (STAPLED)**196,616 
CHARTER HALL LONG NPV (STAPLED)**44,514 
CHARTER HALL RETAI UNITS NPV**888,101 
CHARTER HALL SOCIA NPV**340,230 
CHASE AUTO OWNER TR 2023-A ASSET BACKED NT CL A-3 144A 5.68% 01-25-20291/25/20295.68%**970,497 
CHASE HOME LENDING 3.25% DUE 09-25-20639/25/20633.25%**380,283 
CHASE HOME LENDING MTG TR 2025-5 MTG PASS THRU CTF CL A-11 5.19728 04-25-20564/25/20565.37%**2,717,602 
CHASE ISSUANCE TRUST SER 23-A CL A 5.16% 09-15-20289/15/20285.16%**8,257,013 
CHATHAM LODGING TR COM**68,236 
CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01**15,538,238 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CHEERWIN GRP LTD USD0.0000002**53,881 
CHEGG INC COM**96,524 
CHEIL WORLDWIDE KRW200**41,707 
CHEMED CORP NEW COM**3,427,159 
CHEMRING GROUP ORD GBP0.01(POST SUBD)**92,833 
CHENBRO MICOM CO**159,927 
CHENIERE CORPUS CHRISTI HLDGS LLC 3.7% 11-15-202911/15/20293.70%**3,245,085 
CHENIERE CORPUS CHRISTI HLDGS LLC 5.125% 06-30-20276/30/20275.12%**4,917,450 
CHENIERE ENERGY 5.65% DUE 04-15-20344/15/20345.65%**1,256,900 
CHENIERE ENERGY FIXED 4% DUE 03-01-20313/1/20314.00%**383,092 
CHENIERE ENERGY FIXED 4.5% DUE 10-01-202910/1/20294.50%**10,829,787 
CHENIERE ENERGY INC COM NEW**2,287,970 
CHENNAI PETRO CP INR10(DEMAT)**76,680 
CHERVON HLDGS LTD NPV**2,773 
CHES FDG II LLC 5.52% DUE 05-15-20365/15/20365.52%**520,110 
CHESTER CNTY PA HLTH & ED FACS AUTH HLTHSYS REV 3.314 06-01-2051 BEO TAXABLE6/1/20513.31%**259,535 
CHEVRON CORP COM**20,869,196 
CHEVRON U S A INC 4.05% 08-13-20288/13/20284.05%**226,811 
CHEVRON U S A INC 4.3% 10-15-203010/15/20304.30%**735,680 
CHEVRON U S A INC 4.475% 02-26-20282/26/20284.48%**907,108 
CHEVRON USA INC 4.687% 04-15-20304/15/20304.69%**442,332 
CHEWY INC CLASS A**453,512 
CHIME FINL INC CL A CL A**2,993,468 
CHIN WELL HOLDS BERHAD MYR0.50**3,105 
CHINA AIRLINES TWD10**94,505 
CHINA CONSTRUCTION BANK HCNY1**3,722,737 
CHINA DTNG CO RNWB 'H'CNY1**17,732 
CHINA EAST EDUCATI HKD0.0001**14,076 
CHINA EVERBRIGHT ENVIRONMENT GROUP LTD**21,674 
CHINA FEIHE LTD USD0.000000025**18,257 
CHINA FOODS LTD HKD0.10**161,701 
CHINA GOLD INTL RE COM NPV**487,824 
CHINA HONGQIAO GRO USD0.01**963,911 
CHINA INTL MARINE COMSTK**23,905 
CHINA LESSO GROUP HKD0.05**19,672 
CHINA LIFE INSURANCE CO H CNY1**98,496 
CHINA MEDICAL SYS USD0.005**217,113 
CHINA MERCHANTS BK COM STK**579,996 
CHINA MERCHANTS PO NPV**66,135 
CHINA NONFERRO MNG NPV**1,430,751 
CHINA OILFIELD SERVICES H CNY1**10,777 
CHINA ORIENTAL GP HKD0.10**220,479 
CHINA OVERSEAS LAND & INVESTMNT HKD0.10**1,469,182 
CHINA PACIFIC INSU 'H'CNY1**27,134 
CHINA RES BEER HLD NPV**1,423,261 
CHINA SUNTIEN GREE 'H'CNY1**27,841 
CHINA TAIPING INSU NPV**391,401 
CHINA TOBACCO INTL (HK) CO LTD NPV**264,683 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CHINA TOURISM GROU CNY1 H**802,328 
CHINA WATER AFFAIR HKD0.01**21,379 
CHINA XLX FERTILSE NPV**61,283 
CHINA YUCHAI INTL LTD COM**866,307 
CHINA YUHUA EDUCAT HKD0.00001**191,142 
CHIPMOS TECHNOLOGI TWD10**256,605 
CHIPOTLE MEXICAN GRILL INC COM STK**14,956,177 
CHIYODA INTEGRE CO NPV**65,171 
CHOICE INTL INR10**121,364 
CHONGQING MACHINER 'H'CNY1**70,616 
CHORD ENERGY CORPORATION COM USD0.01**1,272,678 
CHORUS AVIATION IN COM VTG & VARIABLE VTG (R/S**97,927 
CHOW SANG SANG HLD HKD0.25**566,470 
CHROMA ATE INC TWD10**1,479,926 
CHUBB INA HLDGS INC 4.9% 08-15-20358/15/20354.90%**2,781,362 
CHUBB LTD ORD CHF24.15**23,174,910 
CHUGAI PHARMACY CO. LTD NPV**3,970,439 
CHUNGHWA PRECISION TWD10**509,063 
CIA DE SANEAMENTO UNITS (1 COM & 4 PRF)**558,733 
CIA ENERG MG-CEMIG PRF BRL5.00**144,503 
CIA SANEAMENTO MIN COM NPV**188,352 
CICOR TECHNOLOGIES CHF10(REGD)**843,033 
CIE DE ST-GOBAIN EUR4**11,507,314 
CIENA CORP COM NEW**6,952,020 
CIGNA CORP 1.25% 03-15-20263/15/20261.25%**456,376 
CIGNA CORP 2.375% DUE 03-15-2031 BEO3/15/20312.38%**798,071 
CIGNA CORP NEW 3.4% DUE 03-01-2027 BEO3/1/20273.40%**1,699,371 
CIGNA CORP NEW CORP 4.375% 10-15-202810/15/20284.38%**6,680,861 
CIGNA CORP NEW FIXED 3.2% DUE 03-15-20403/15/20403.20%**197,892 
CIGNA GROUP 4.5% 09-15-20309/15/20304.50%**866,694 
CIGNA GROUP 5.125% 05-15-20315/15/20315.12%**931,159 
CIGNA GROUP 5.25% 01-15-20361/15/20365.25%**1,275,404 
CIGNA GROUP 6.0% 01-15-20561/15/20566.00%**216,880 
CIKARANG LISTRINDO IDR200**55,660 
CIM TR 2023-R2 FLTG RT 5.5% DUE 08-25-20648/25/20645.50%**7,334,952 
CIMC ENRIC HLDG LT HKD0.01**349,663 
CIN FINL CORP 6.92% DUE 05-15-20285/15/20286.92%**213,079 
CINEMARK HLDGS INC COM**984,121 
CINTAS CORP COM**4,272,574 
CIPHER MNG INC COM**535,183 
CIPLA LTD INR2**471,166 
CIR SPA- COMPAGNIE INDUSTRIALI RIUNITE**73,730 
CIRRUS LOGIC INC COM**1,834,617 
CISCO SYS INC 4.55% 02-24-20282/24/20284.55%**669,890 
CISCO SYS INC 4.75% 02-24-20302/24/20304.75%**226,404 
CISCO SYS INC 5.3% 02-26-20542/26/20545.30%**365,806 
CISCO SYSTEMS INC**1,671,551 
CIT HOME EQUITY LN TR 2002-1 ASSET BKD CTF CL AF-5 02-25-2033 BEO2/25/20337.21%**47,931 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CITI TRENDS INC COM ORD USD1**198,283 
CITIBANK CR CARD 6.15% DUE 06-15-20396/15/20396.15%**4,219,722 
CITIBANK N A 4.876% 11-19-202711/19/20274.88%**6,720,645 
CITIBANK N A 4.914% 05-29-20305/29/20304.91%**2,527,144 
CITIBANK N A 5.803% 09-29-20289/29/20285.80%**3,325,902 
CITIBANK NA FLTG 04-30-20264/30/20264.52%**2,101,559 
CITIC TEL INT HLDGS HKD0.10**55,851 
CITIGROUP COML MTG 2.646% DUE 07-10-20497/10/20492.65%**1,063,694 
CITIGROUP COML MTG TR 2016-C2 COML MTG PASSTHRU CTF CL D 3.25% 08-10-20498/10/20493.25%**1,502,355 
CITIGROUP INC 1.122% DUE 01-28-20271/28/20271.12%**1,197,272 
CITIGROUP INC 1.462% DUE 06-09-2027 BEO6/9/20271.46%**11,160,992 
CITIGROUP INC 2.561% DUE 05-01-2032 BEO5/1/20322.56%**1,553,014 
CITIGROUP INC 2.572% 06-03-20316/3/20312.57%**5,235,510 
CITIGROUP INC 3.668% 07-24-20287/24/20283.67%**298,129 
CITIGROUP INC 3.7% DUE 01-12-20261/12/20263.70%**754,909 
CITIGROUP INC 3.887% 01-10-20281/10/20283.89%**5,535,194 
CITIGROUP INC 4.412% 03-31-20313/31/20314.41%**300,171 
CITIGROUP INC 4.45% DUE 09-29-20279/29/20274.45%**5,546,199 
CITIGROUP INC 4.503% 09-11-20319/11/20314.50%**10,861,870 
CITIGROUP INC 4.542% 09-19-20309/19/20304.54%**5,920,984 
CITIGROUP INC 4.6% DUE 03-09-20263/9/20264.60%**810,736 
CITIGROUP INC 4.643% 05-07-20285/7/20284.64%**15,646,423 
CITIGROUP INC 4.786% 03-04-20293/4/20294.79%**9,102,160 
CITIGROUP INC 5.174% 09-11-20369/11/20365.17%**783,900 
CITIGROUP INC 5.174% 02-13-20302/13/20305.17%**5,617,962 
CITIGROUP INC 5.316% 09-26-2020 REG3/26/20415.32%**682,640 
CITIGROUP INC 5.449% 06-11-20356/11/20355.45%**518,611 
CITIGROUP INC 5.612% 03-04-20563/4/20565.61%**249,761 
CITIGROUP INC COM NEW COM NEW**67,880,090 
CITIGROUP INC FLTG RT 4.952% DUE 05-07-20315/7/20314.95%**6,664,597 
CITIGROUP INC NEW 2.976% 11-05-203011/5/20302.98%**3,745,659 
CITIGROUP INC SR NT 3.057% 01-25-20331/25/20333.06%**1,252,694 
CITIGROUP MTG LN TR 2004-RES1 MTG PASSTHRU CTF M-1 VAR 11-25-2034 REG11/25/20344.82%**178,733 
CITIZEN WATCH CO NPV**259,685 
CITIZENS AUTO 5.83% DUE 02-15-20282/15/20285.83%**1,077,348 
CITIZENS AUTO 5.84% DUE 01-18-20281/18/20285.84%**1,387,922 
CITIZENS FINL GROUP INC 5.967% 07-23-20327/23/20325.72%**1,259,965 
CITIZENS FINL GROUP INC COM**11,769,615 
CITY UNION BK COMMON STK**84,131 
CIVISTA BANCSHARES INC COM NO PAR COM NOPAR**9,821 
CJ ENM CO LTD**11,076 
CK HUTCHISON HLDGS HKD1**350,347 
CLAS OHLSON AB SER'B'NPV**168,274 
CLEAN HBRS INC COM**6,023,791 
CLEAR SECURE INC CL A CL A**2,442,515 
CLEARWATER ANALYTICS HLDGS INC CL A CL A**3,391,513 
CLEARWATER PAPER CORP COM STK**188,616 
CLEARWAY ENERGY INC CL C CL C**797,142 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CLECO SECURITIZATION II LLC 5.346% 06-01-20476/1/20475.35%**150,932 
CLEV ELEC ILLUM CO 4.55% DUE 11-15-203011/15/20304.55%**184,166 
CLEVELAND CLIFFS USD0.125**283,462 
CLOUDFLARE INC COM**979,047 
CLP HOLDINGS LTD NPV**630,410 
CLSA (SHANGHAI PUTAILAI NEW ENERGY TECHNO) P-NOTE 02/09/2030**977,834 
CLSA(SHENZHEN SUNLORD ELECTRONICS CO LTD) P-NOTE 31/12/2049**835,862 
CMC MARKETS ORD GBP0.25**68,984 
CME GROUP INC 4.4% 03-15-20303/15/20304.40%**782,610 
CME GROUP INC COM STK**5,581,209 
CME_OIS CHASUS33 02/01/2029 BRL P 1DBZDIO / R 13.4% SWU02JCH4**547 
CME_OIS MSNYUS33 01/04/2030 MXN P 1DMXIBTIEF / R 7.75% SWU02GPZ6**3,361 
CME_OIS MSNYUS33 01/04/2030 MXN P 1DMXIBTIEF / R 7.775 SWU02GP78**4,744 
CME_OIS MSNYUS33 01/04/2030 MXN P 1DMXIBTIEF / R 7.79% SWU02GP60**926 
CME_OIS MSNYUS33 06/24/2027 USD P 1DSOFR / R 3.9% SWU027CQ0**167,021 
CME_OIS MSNYUS33 06/24/2030 USD P 1DSOFR / R 3.7% SWU027CS6**109,763 
CME_OIS MSNYUS33 06/24/2035 USD P 3.7% / R 1DSOFR SWU027CR8**56,926 
CME_OIS MSNYUS33 06/24/2055 USD P 3.5% / R 1DSOFR SWU027CT4**407,513 
CME_OIS MSNYUS33 12/21/2052 USD P 1.75% / R 1DSOFR SWU01JI06**4,150,181 
CME_OIS MSNYUS33 29/03/2032 MXN P 1DMXIBTIEF / R 7.91% SWU02GP45**286 
CMO ADJBL RATE MTG TR DUE 09-25-2035 BEO9/25/20355.28%**126,940 
CMO BANK 2017-BNK4 MTG PASS THRU CTF CL A-SB 3.419% DUE 05-15-2050 REG5/15/20503.42%**159,958 
CMO BANK 2019-BNK22 COML MTG PASS THRU CTF CL A-4 2.978% DUE 11-15-2062 REG11/15/20622.98%**3,694,443 
CMO BANK 2022-BNK39 CL A4 2.854% DUE 02-15-2055 BEO2/15/20552.93%**1,861,751 
CMO BANK 2024-BNK48 SR 24-BNK48 CL AS 5.053% 09-15-203410/15/20575.05%**3,565,055 
CMO BANK5 SR 23-5YR1 CL A3 6.26% 03-15-20564/15/20566.26%**6,223,042 
CMO BARCLAYS COMMERCIAL MORTGAGE SR 22-C17 CL A5 4.441% 09-15-20559/15/20554.44%**3,200,183 
CMO BARCLAYS COMMERCIAL MORTGAGE SEC SR 25-5C37 CL A3 5.015% DUE 09-15-2058 REG9/15/20585.02%**3,481,007 
CMO BARCLAYS COMMERCIAL MORTGAGE SECURITIES SR 25-C35 CL A5 5.586% 07-15-20587/15/20585.59%**2,421,211 
CMO BARCLAYS COMMERCIAL MORTGAGE SR 25-C32 CL A5 FRN 02-15-20622/15/20625.72%**6,394,369 
CMO BARCLAYS COMMERCIAL MORTGAGE SR 25-C39 CL AS 5.29694% 12-15-205812/15/20585.30%**3,100,704 
CMO BARCLAYS COMMERCIAL MTGE SECURITIES SR 25-5C33 CL A4 5.839% 03-15-20583/15/20585.84%**258,105 
CMO BBCMS MTG TR 2018-C2 MTG PASS THRU CTF CL A-3 4.052% DUE 12-15-2051 REG12/15/20514.05%**7,082,978 
CMO BBCMS MTG TR SER 24-5C31 CL A3 5.6% 12-15-205712/15/20575.61%**1,788,894 
CMO BBMCS MORTGAGE TRUST SER 23-C19 CL A2A 5.756% 04-15-20564/15/20565.76%**3,303,768 
CMO BEAR STEARNS ALT-A TR SER 2005-4 CL II-3A-2 DUE 05-25-2035 REG5/25/20355.40%**182,646 
CMO BEAR STEARNS ARM TR 2000-2 MTG PASS THRU CTF CL A-1 VAR RATE 11-25-2030 BEO11/25/20304.79%**5,689 
CMO BEAR STEARNS ARM TR 2002-11 CL I-A-1DUE 02-25-2033/04-25-2006 BEO2/25/20336.12%**80 
CMO BEAR STEARNS ARM TR 2004-10 MTG DUE 01-25-20351/25/20355.13%**13,026 
CMO BEAR STEARNS ARM TR DUE 02-25-2034 REG2/25/20345.57%**54,854 
CMO BEAR STEARNS STRUCTURED PRODS INC TR200 DUE 12-25-2046 REG12/26/20463.88%**685,748 
CMO BEAR STEARNS STRUCTURED PRODS INC TR200 MTG PASSTHRU CTF CL I-A-1 VAR DUE1/26/20364.98%**13,516 
CMO BENCHMARK 2018-B4 MTG TRSE 2018-B4 CL A3 3.886% DUE 07-15-20517/15/20513.89%**5,962,643 
CMO BENCHMARK 2019-B11 MTG TR SER 2019-B11 CLS A4 3.2805% 05-15-20525/15/20523.28%**7,553,350 
CMO BENCHMARK 2020-B16 MTG TR 2.475% 12-15-20572/15/20532.48%**4,975,916 
CMO BENCHMARK 2022-B32 MTG TR CL A5 2.9089% DUE 01-15-2055 BEO1/15/20553.00%**1,766,195 
CMO BENCHMARK MORTGAGE TRUST SR 24-V11 CL A3 5.909% 11-15-205711/15/20575.91%**6,856,491 
CMO BENCHMARK SER 19-B14 CL A5 3.0486% DUE 12-15-206112/15/20623.05%**8,532,616 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CMO BMO MORTGAGE TRUST SER 24-5C5 CLS A3 5.8574% 02-15-20572/15/20575.86%**7,837,634 
CMO BMO MORTGAGE TRUST SR 24-5C8 CL A3 VAR RT 12-15-205712/15/20575.63%**4,697,771 
CMO BMO MRTG TR SR 25-5C9 CL A3 5.7785% 12-15-20574/15/20585.78%**4,918,904 
CMO BMO MTG TR SR 25-SC10 CL A3 5.57840%05-15-20585/15/20585.58%**5,105,844 
CMO CHASE MTG FIN TR SER 2007-A1 PASSTHRU CTF CL 1-A1 4.366 03-25-37 REG2/25/20376.65%**3,912 
CMO CITIGROUP COML MTG TR 2016-C3 COML MTG CTF CL A-3 2.86% 11-15-204911/15/20492.90%**5,414,664 
CMO CITIGROUP COML MTG TR 2016-P3 BNDS 3.495% 04-15-20494/15/20493.33%**996,859 
CMO CITIGROUP COML MTG TR 2016-P5 2.684%DUE 10-10-2049 REG10/10/20492.68%**6,575,025 
CMO CITIGROUP COML MTG TR 2017-B1 COML MTG CTF CL A-AB 3.243% 08-15-20508/15/20503.24%**570,233 
CMO CITIGROUP COML MTG TR SER 2016-P6 CLS A4 3.458% 12-10-204912/10/20493.46%**1,429,150 
CMO CITIGROUP MTG LN TR SER 2005-6 CL A1FLT RT DUE 09-25-2035/12-25-2021 BEO9/25/20355.75%**2,282 
CMO COMM 2019-GC44 MTG TR SER 19-GC44 CLS A3 2.688% DUE 08-15-2057 REG8/15/20572.69%**5,356,122 
CMO CREDIT SUISSE 1ST BSTN MTG SECS CORPSER 2004-8 CL 6A1 4.5 DUE 12-25-2019 REG3/25/20604.50%**10,548 
CMO CWMBS INC SER 2005-11 CL 3-A-1 FLT RT DUE 04-25-2035 REG4/25/20353.64%**231,464 
CMO FREMF 2016-K53 MTG TR MTG PASSTHRU CTF CL B 144A DUE 03-25-2049 BEO3/25/20494.13%**164,128 
CMO GS MTG SECS CORP 2003-2F CL IIIA-1 6% DUE 03-25-2032 BEO3/25/20326.00%**831 
CMO GS MTG SECS TR 2017-GS7 COML MTG PASSTHRU CTF CL A-4 0 DUE 08-10-2050 REG8/10/20503.43%**4,167,098 
CMO GS MTG SECS TR SER 2016-GS3 CL AAB 2.777% 10-10-204910/10/20492.78%**15,772 
CMO HARBORVIEW MTG LN TR 2003-1 CL A FLTG RT 05-19-20335/19/20334.92%**1,606 
CMO HARBORVIEW MTG LN TR 2005-9 CL 2-A-1A DUE 06-20-2035 REG6/20/20354.53%**71,429 
CMO J P MORGAN CHASE CML MTG SECS TR 2016-N PTHRU CTF CL A 144A 10-06-38 BEO9/6/20382.95%**2,620,719 
CMO J P MORGAN MTG TR 2005-A1 MTG PASSTHRU CTF CL 6-T-1 DUE 02-25-2035 REG2/25/20355.23%**29,384 
CMO JJPMDB COML MTG SECS SER 17-C5 CL A4 3.4141% DUE 03-15-2050 REG3/15/20503.41%**5,032,300 
CMO JPMCC COML MTG SECS TR 2016-JP2 2.5589% DUE 08-15-2049 BEO8/15/20492.56%**3,598,999 
CMO JPMCC COML MTG SECS TR 2017-JP7 CL A-3 3.3785% 09-15-20509/15/20503.38%**243,261 
CMO JPMDB COML MTG SECS SR 2017-C7 CL A-5 3.4092% DUE 10-15-205010/15/20503.41%**5,748,906 
CMO JPMDB COML MTG SECS TR 2020-COR7 SR 20-COR7 CL A-4 1.9152% 05-13-20535/13/20531.92%**7,434,818 
CMO MASTR ADJ RATE MTGS TR 2003-6 MTG PASSTHRU CTF CL 3-A-1 DUE 12-25-2033 REG12/25/20334.14%**11,695 
CMO MELLON RESDNTL FDG CORP 2000-TBC2 MTG PASSTHRU CTF CL A-1 VAR 05-25-306/15/20304.34%**28,013 
CMO MERRILL LYNCH MTG INVS INC 2004-A CLA-1 FLTG DUE 04-25-2029 REG4/25/20294.31%**1,053 
CMO MERRILL LYNCH MTG INVS INC SER 2003-C CL A1 6-25-286/25/20284.51%**14,231 
CMO MERRILL LYNCH MTG INVS INC SER 2005-A5 CL A3 DUE 06-25-2035 REG6/25/20354.80%**769,505 
CMO MORGAN STANLEY BAML TRUST SR 25-SC1 CL A3 5.635% 03-15-20303/15/20585.64%**3,265,922 
CMO MORGAN STANLEY BK AMER MERRILL TR 2017-C33 CL A-3 3.295% 05-15-20505/15/20503.30%**6,549,383 
CMO MORGAN STANLEY CAP I TR 2018-H3 CL A-SB 4.12% 07-15-20517/15/20514.12%**2,176,388 
CMO MORGAN STANLEY CAP I TR SER 2019-L2 CL A4 4.071% 03-15-20523/15/20524.07%**1,277,602 
CMO MORGAN STANLEY MTG LN TR 2004-2AR DUE 01-25-2035 REG1/25/20354.17%**21,318 
CMO MSWF COMMERCIAL MORTGAGE TRUST SR 23-2 CL A5 VAR RT 12-15-205612/15/20566.01%**3,782,116 
CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003-S9 CL A-1 6.5 03-25-2032 REG3/25/20326.50%**500 
CMO SER 12-CR4 CL A3 2.853% DUE 10-15-2045 REG10/15/20452.85%**129,134 
CMO SMRT 2022-MINI COML MTG PASSTHRU CTFCL A 144A DUE 01-15-2039 BEO1/15/20394.75%**409,999 
CMO STRUCTU ASST MTG INVTS II INC 2004-AR1 FLT MTG PASS CTF CL IA1 3-19-343/19/20344.55%**26,123 
CMO STRUCTURED ASSET SECS CORP 2004-4 MTG PASSTHRU CTF 2-A1 DUE 04-25-2034 REG4/25/20345.08%**52,411 
CMO STRUCTURED ASSET SECS CORP 2004-4 MTG PASSTHRU CTF 3-A2 DUE 04-25-2034 REG4/25/20346.05%**184 
CMO STRUCTURED AST MTG INVTS II INC DUE 05-19-2035 REG5/19/20354.53%**1,367,597 
CMO STRUCTURED AST MTG INVTS II INC DUE 07-19-2035 REG7/19/20354.35%**190,967 
CMO STRUCTURED AST SECS CORP 2004-1 MTG PASSTHRU CTF CL 4-A1 DUE 02-25-2034 REG2/25/20346.14%**1,188 
CMO STRUCTURED AST SECS CORP FOR FUTURE IS 2003-31A CL 2-A7 10-25-2033 REG10/25/20335.76%**475,744 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CMO STRUCTURED AST SECS CORP FOR FUTURE IS DUE 06-25-2033 REG6/25/20336.25%**10,651 
CMO STRUCTURED AST SECS CORP SER 2003-22A CL 3-A 4.42 DUE 6-25-2033 REG6/25/20335.86%**24,432 
CMO UBS COML MTG TR SER 2017-C3 CL ASB 3.215% 08-15-20508/15/20503.22%**1,535,529 
CMO WAMU MTG PASS-THROUGH CTFS 2005-AR2 CL 2A-1A VAR DUE 01-25-2045 REG1/25/20454.47%**302,154 
CMO WAMU MTG PASS-THRU CTFS TR 2002-AR2 MTG PASSTHRU CTF CL A VAR DUE 02-27-20342/27/20344.12%**282,659 
CMO WELLS FARGO COML MTG SER 2017-C39 CL ASB 3.212% 09-15-20509/15/20503.21%**568,019 
CMO WELLS FARGO COML MTG TR 2016-NXS5 CL A-6 01-15-20591/15/20593.64%**1,780,546 
CMO WELLS FARGO COML MTG TR SR 25-5C3 CL A3 6.096% 01-15-20581/15/20586.10%**5,074,091 
CMO WELLS FARGO COMMERCIAL MORTGAGE TRU SER 24-5C1 CL A3 5.928% 07-15-20577/15/20575.93%**7,122,851 
CMOC GROUP LIMITED**3,531,943 
CMOMORGAN STANLEY BK AMER MERRILL SER 2016-C31 CL A-SB 2.952% 12-15-202511/15/20492.95%**16,335 
CNA FNCL CORP COM**81,206 
CNH EQUIP TR 2022-B ASSET BACKED NT CL A-3 3.89% 08-16-202711/15/20273.89%**1,238,189 
CNH INDL CAP LLC 5.1% 04-20-20294/20/20295.10%**705,714 
CNH INDUSTRIAL NV COM STK**9,810,311 
CNX RESOURCES CORPORATION COM**145,499 
COAL INDIA LTD**6,178,730 
COASTAL FINL CORP WA COM NEW COM NEW**2,369,721 
COBANK ACB FXD RATE RESET NON CUM PERP 7.25% 12-31-204912/31/20497.25%**2,876,784 
COCA COAL FEMSA SAB DE CV**74,215 
COCA COLA CO 5.3% 05-13-20545/13/20545.30%**197,015 
COCA COLA CO 5.4% 05-13-20645/13/20645.40%**360,939 
COCA COLA CO COM**4,943,825 
COCA COLA CO FIXED 2.5% DUE 06-01-20406/1/20402.50%**223,688 
COCA-COLA EUROPACIFIC PARTNERS**5,210,352 
COCA-COLA FEMSA S A B DE C V 1.85% DUE 09-01-2032/09-01-2020 REG9/1/20321.85%**312,502 
CODAN LTD NPV**1,405,890 
COEUR MNG INC COM NEW COM NEW**566,780 
COFORGE LIMITED FV INR 2 DEMAT EQUITY**450,020 
COGECO INC SUB-VTG SHS NPV**14,005 
COGENT BIOSCIENCES INC COM NEW COM USD**400,275 
COGNA EDUCACAO SA COM NPV**369,310 
COGNEX CORP COM**248,010 
COGNIZANT TECH SOLUTIONS CORP CL A**2,895,040 
COHERENT CORP COM**4,267,443 
COHORT ORD GBP0.10**182,689 
COLGATE-PALM (IND) INR1.00**106,349 
COLLEGE AVE STUDENT LNS 2021-B LLC ASSETBACKED NT CL A-2 144A 1.76% 06-25-20526/25/20521.76%**1,100,477 
COLOMBIA REP 7.5% 02-02-20342/2/20347.50%**208,400 
COLOPL INC NPV**140,952 
COLT CZ GROUP SE CZK0.10**324,964 
COLUMBIA BKG SYS INC COM**7,747,964 
COLUMBUS MCKINNON CORP N Y COM**190,613 
COM ALCOA CORPORATION COM USD0.01**746,776 
COM7 PCL THB0.25(NVDR)**219,361 
COMCAST CORP NEW 2.8% DUE 01-15-2051/05-28-2020 REG1/15/20512.80%**442,748 
COMCAST CORP NEW 2.887% 11-01-2051 BEO11/1/20512.89%**241,855 
COMCAST CORP NEW 3.45% DUE 02-01-20502/1/20503.45%**670,532 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
COMCAST CORP NEW 3.75% DUE 04-01-20404/1/20403.75%**190,086 
COMCAST CORP NEW 3.9% DUE 03-01-20383/1/20383.90%**794,506 
COMCAST CORP NEW 3.999% 11-01-204911/1/20494.00%**413,708 
COMCAST CORP NEW 4% DUE 03-01-20483/1/20484.00%**452,778 
COMCAST CORP NEW 4.2% DUE 08-15-20348/15/20344.20%**143,487 
COMCAST CORP NEW 4.25% DUE 01-15-20331/15/20334.25%**97,983 
COMCAST CORP NEW FIXED 3.4% DUE 04-01-20304/1/20303.40%**844,475 
COMCAST CORP NEW FIXED 3.969% DUE 11-01-204711/1/20473.97%**187,871 
COMCAST CORP NEW SR NT 144A 5.168% 01-15-20371/15/20375.17%**872,599 
COMCAST CORP NEW-CL A**30,042,678 
COMFORT SYS USA INC COM**15,010,103 
COMM 2018-HOME MTG VAR RT 3.81507% DUE 04-10-20334/10/20333.82%**7,111,177 
COMM 2024-CBM MTG TR COML MTG PASSTHRU CTF CL 5.867% 12-10-204112/10/20415.87%**235,539 
COMMERCE.COM INC SERIES 1**107,392 
COMMERCIAL METALS CO COM**2,814,278 
COMMONSPIRIT HEALTH 4.975% 09-01-20359/1/20354.98%**4,556,370 
COMMONSPIRIT HEALTH 6.073% 11-01-202711/1/20276.07%**103,382 
COMMONSPIRIT HLTH 2.782% DUE 10-01-203010/1/20302.78%**605,430 
COMMONSPIRIT HLTH 4.352% DUE 09-01-20309/1/20304.35%**498,288 
COMMONWEALTH EDISON CO 2.95% 08-15-20278/15/20272.95%**2,366,950 
COMMONWEALTH EDISON CO 4.0% DUE 03-01-2048 REG3/1/20484.00%**179,363 
COMMUNITY FINANCIAL SYSTEM INC**3,913,215 
COMMUNITY HEALTH SYS INC NEW COM**3,120 
COMMUNITY HEALTHCARE TR INC REIT**6,240 
COMMUNITY TR BANCORP INC COM**27,911 
COMMUNITY WEST BANCSHARES NEW COM**27,158 
COMP.FIN.RICHEMONT CHF1 (REGD)**17,877,564 
COMPASS GROUP ORD GBP0.1105**15,418,931 
COMPASS INC CL A CL A**2,159,736 
COMPASS THERAPEUTICS INC COM**11,642 
COMPEQ MFG TWD10**1,093,359 
COMPUTERSHARE LTD NPV**186,820 
COMSTOCK INC FORMERLY COMSTOCK MNG COM PAR $0.000666 NEW**1,096,484 
COMSYS HOLDINGS CORPORATION NPV**278,914 
COMTURE CORPORATIO NPV**19,637 
COMWLTH BK 5.071% DUE 09-14-20289/14/20285.07%**8,688,866 
COMWLTH EDISON CO 5.95% DUE 06-01-20556/1/20555.95%**364,820 
CONAGRA BRANDS INC 5.75% 08-01-20358/1/20355.75%**511,784 
CONAGRA BRANDS INC COM USD5**4,257,585 
CONDUENT INC COM**76,381 
CONE TR 2024-DFW1 MTG PASSTHRU CTF CL A 144A 5.32192% 08-15-20418/15/20415.39%**908,582 
CONFLUENT INC CL A CL A**36,318 
CONNECTICUT LIGHT & POWER CO 1ST MTG BD 4.65% 01-01-20291/1/20294.65%**225,308 
CONOCOPHILLIPS CO 5.55% 03-15-20543/15/20545.55%**1,280,395 
CONOCOPHILLIPS COM**30,022,599 
CONOCOPHILLIPS COMPANY 5.5% 01-15-20551/15/20555.50%**479,771 
CONS EDISON CO N Y 3.875% DUE 06-15-20476/15/20473.88%**70,038 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CONS EDISON CO N Y 4.2% DUE 03-15-20423/15/20424.20%**102,898 
CONSOLIDATED EDISON CO N Y INC 4.125% 05-15-2049 REG5/15/20494.12%**119,498 
CONSOLIDATED EDISON CO N Y INC 5.75% 11-15-205511/15/20555.75%**205,293 
CONSTELLATION BRANDS INC 2.25% DUE 08-01-2031 BEO8/1/20312.25%**1,225,628 
CONSTELLATION BRANDS INC CL A CL A**6,451,423 
CONSTELLATION ENERGY CORPORATION COM NPV WI**16,467,328 
CONSTELLATION ENERGY GENERATION LLC 5.6%DUE 03-01-20283/1/20285.60%**2,022,627 
CONSTELLATION ENERGY GENERATION LLC 5.8%DUE 03-01-20333/1/20335.80%**298,220 
CONSTELLATION ENERGY GENERATION LLC 6.5%10-01-205310/1/20536.50%**792,201 
CONSTELLIUM SE (FRANCE) EUR0.02 CLASS A**79,660 
CONSTRUTORA TENDA COM NPV**224,098 
CONSUMERS 2023 SECURE FUND 5.21% 09-01-20309/1/20305.21%**1,856,333 
CONSUMERS ENERGY 4.05% DUE 05-15-20485/15/20484.05%**201,994 
CONSUMERS ENERGY CO 4.5% 01-15-20311/15/20314.50%**2,417,381 
CONSUMERS ENERGY CO 4.9% 02-15-20292/15/20294.90%**1,672,455 
CONSUMERS ENERGY COMPANY 4.6% 05-30-20295/30/20294.60%**513,564 
CONSUMERS ENERGY FIXED 3.75% 02-15-20502/15/20503.75%**112,745 
CONSUN PHARMACEUTI HKD0.1**468,185 
CONTEMPORARY AMPER CNY1 H SHS**1,415,803 
CONTINENTAL AG ORD NPV**2,567,190 
CONTROLADORA NEMAK NPV 144A/REG S**49,829 
CONVATEC GROUP PLC ORD GBP0.1 (WI)**1,061,322 
COOPERATIEVE 3.75% DUE 07-21-20267/21/20263.75%**498,867 
COOPERATIEVE 4.8% DUE 01-09-20291/9/20294.80%**1,645,115 
COOPER-STANDARD HOLDING COM**242,417 
COPA HOLDINGS SA COM STK**55,963 
COPART INC COM**15,612,198 
COPT DEFENSE PROPERTIES COM STK USD0.01**104,667 
COPT DEFENSE PROPERTIES LP 4.5% 10-15-203010/15/20304.50%**99,632 
CORE & MAIN INC COM CL A COM CL A**1,971,222 
CORE NATURAL RESOURCES INC COM USD0.01**118,161 
CORE SCIENTIFIC INC NEW COM**1,258,159 
COREBRIDGE FINL INC COM**13,702,218 
COREBRIDGE FINL INC SR NT 3.65% 04-05-20274/5/20273.65%**4,331,361 
CORECIVIC INC COM**138,108 
COREWEAVE INC COM CL A COM CL A**54,424 
CORNING INC 3.9% DUE 11-15-204911/15/20493.90%**231,923 
COROMANDEL INTL LTD**621,751 
CORONATION FUND MA ZAR0.0001**152,807 
CORP COMERCI SAB DE CV**17,269 
CORPORACION ANDINA DE FOMENTO 2.25% 02-08-20272/8/20272.25%**1,050,665 
CORPORACION ANDINA DE FOMENTO 5.0% 01-24-20291/24/20295.00%**1,344,998 
CORPORACION NPV**256,767 
CORPORATE OFFICE PPTYS L P 2.25% DUE 03-15-20263/15/20262.25%**79,648 
CORPORATE OFFICE PPTYS L P GTD SR NT 2.75% 04-15-20314/15/20312.75%**2,533,723 
CORTEVA INC COM USD0.01 WI**6,221,993 
CORVEL CORP COM**105,633 
COSCO SHIPPING PORTS LTD**44,607 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
COSCO SHIPPING INT HKD0.10**23,858 
COSMO ENERGY HOLDINGS CO LTD COMSTK**628,601 
COSTAIN GROUP ORD GBP0.01**82,311 
COSTAMARE INC COM STK**282,357 
COSTCO WHOLESALE CORP NEW COM**52,367,321 
COTERRA ENERGY INC 4.375% 03-15-20293/15/20294.38%**2,076,462 
COTERRA ENERGY INC COM**88,304 
COTY INC COM CL A COM CL A**173,515 
COUNTRYWIDE AST-BACKED CERTIFICATES SER 2007-13 RATE 02-25-2036 REG10/25/20474.65%**1,399,411 
COUPANG INC**341,512 
COURSERA INC COM**192,825 
COUSINS PPTYS INC**209,695 
COVENANT LOGISTICS GROUP INC CL A**271,952 
COVEO SOLUTIONS IN SUB VTG SHS**99,487 
CPI EUROPE AG**127,630 
CR ACCEP AUTO LN 4.68% DUE 09-15-20349/15/20344.68%**935,268 
CR ACCEP AUTO LN 4.87% DUE 01-15-20361/15/20364.87%**1,353,343 
CR ACCEP AUTO LN 5.95% DUE 06-15-20346/15/20345.95%**1,730,114 
CR ACCEP AUTO LN 6.03% DUE 05-15-20345/15/20346.03%**2,134,085 
CR ACCEP AUTO LN 6.48% DUE 03-15-20333/15/20336.48%**141,348 
CR ACCEP AUTO LN 7.02% DUE 05-16-20335/16/20337.02%**2,015,319 
CR ACCEP AUTO LN 7.71% DUE 07-15-20337/15/20337.71%**1,528,180 
CR AGRICOLE S A FLTG RT 4.818% DUE 09-25-20339/25/20334.82%**340,043 
CRAFTSMAN AUTO LTD INR100**408,090 
CRANE CO NEW COM**790,283 
CRANEWARE PLC ORD GBP0.01**333,008 
CREDIT AGRICOLE SA EUR3**205,766 
CREDIT SAISON CO NPV**638,938 
CREDIT SUISSE AG NEW YORK 1.25% 08-07-20268/7/20261.25%**246,223 
CREDITACCESS GRAME INR10**7,071 
CREDITO EMILIANO EUR1**31,405 
CREDO TECHNOLOGY GROUP HOLDING LTD**2,874,778 
CREEK & RIVER NPV**58,959 
CRH AMER FIN INC 5.0% 02-09-20362/9/20365.00%**306,656 
CRH ORD EUR 0.32**10,353,034 
CRH SMW FIN DESIGNATED ACTIVITY CO 5.2% 05-21-20295/21/20295.20%**3,367,483 
CRICUT INC CL A COM CL A COM**81,274 
CRINETICS PHARMACEUTICALS INC COM**1,452,313 
CROSSROADS AST TR 4.91% DUE 02-20-20322/20/20324.91%**395,308 
CROWDSTRIKE HLDGS INC CL A CL A**16,666,293 
CROWN CASTLE INC 5.6% 06-01-20296/1/20295.60%**493,069 
CROWN CASTLE INC COM**716,825 
CROWN CASTLE INTL 2.25% DUE 01-15-20311/15/20312.25%**4,487,921 
CROWN CASTLE INTL 3.65% DUE 09-01-20279/1/20273.65%**1,216,719 
CROWN CASTLE TOWERS LLC/CROWN PPN BOND 4.241% 07-15-20287/15/20484.24%**8,175,404 
CROWN HLDGS INC COM**5,702,170 
CRVNA 2022-P2 B NEW ISSUE 5.08% 04-10-20284/10/20285.08%**2,401,986 
CS DISCO INC COM**70,616 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CS WIND CORP KRW500**63,936 
CSAIL COML MTG SR 2018-CX11 CL ASB 4.0339% 04-15-20514/15/20514.03%**1,293,794 
CSAIL 2017-C8 CL A-SB 3.18574% 06-15-20506/15/20503.19%**2,375,447 
CSE GLOBAL LTD SGD0.05**236,906 
CSG SYS INTL INC COM**9,740 
CSL FIN PLC GTD SR NT 144A 3.85% 04-27-20274/27/20273.85%**686,297 
CSL LTD NPV**166,480 
CSMC 2021-RPL2 TR FLTG RT 1.11456% DUE 01-25-20601/25/20601.11%**204,709 
CSMC 2022-RPL4 TR MTG BACKED NT CL A-1 144A 3.90435% 04-25-20624/25/20623.90%**3,009,708 
CSPC PHARMACEUTICAL GROUP LTD HKD0.10**64,984 
CSSC (HK) SHIPPING NPV**8,634 
CSTONE REG S**60,260 
CSWF 2021-SOP2 FLTG RT 4.86155% DUE 06-15-20346/15/20344.93%**870,093 
CSWF 2021-SOP2 MTG PASSTHRU CTF CL B 144A 5.16155% 06-15-20346/15/20345.23%**3,788,017 
CSX CORP 4.5% 11-15-205211/15/20524.50%**519,244 
CSX CORP 4.75% DUE 11-15-204811/15/20484.75%**222,983 
CTS CO LTD NPV**30,087 
CTT CORREIOS DE PORTUGAL SA EUR 0.17**1,487,663 
CUBESMART**3,664,410 
CULLEN / FROST BANKERS INC COM**8,050,882 
CUMMINS INC**14,496,780 
CUMMINS INC 4.9% 02-20-20292/20/20294.90%**210,540 
CUMMINS INDIA INR2**227,395 
CURTISS WRIGHT CORP COM**1,414,559 
CURY CONST E INCO COM NPV**309,375 
CUSTOMERS BANCORP INC COM**2,495,439 
CVS HEALTH CORP 1.75% DUE 08-21-20308/21/20301.75%**1,164,650 
CVS HEALTH CORP 4.78% DUE 03-25-20383/25/20384.78%**284,054 
CVS HEALTH CORP 5.125% DUE 07-20-20457/20/20455.12%**642,907 
CVS HEALTH CORP 5.25% 02-21-20332/21/20335.25%**825,143 
CVS HEALTH CORP 5.4% 06-01-20296/1/20295.40%**2,269,622 
CVS HEALTH CORP 5.875% 06-01-20536/1/20535.88%**175,474 
CVS HEALTH CORP COM**10,908,984 
CWABS INC 2004-6 ASSET BKD CTF CL 1-A-1 FLTG RATE 12-25-2034 REG12/25/20344.39%**1,185,901 
CWABS INC FLTG RT 4.28707% DUE 10-25-203410/25/20344.35%**3,677,174 
CYBERAGENT INC**368,762 
CYBER-ARK SOFTWARE LTD COM ILS0.01**93,673 
CYFROWY POLSAT SA PLN0.04**27,874 
CYRELA BRAZIL RLTY S A EMPREENDIMENTOS ECOM NPV**1,075,125 
CYTEK BIOSCIENCES INC COM**232,229 
CYTOKINETICS INC COMMON STOCK**1,855,813 
D R HORTON INC 1.3% 10-15-202610/15/20261.30%**51,921 
D R HORTON INC COM**2,529,599 
D2L INC SUB VTG SHS**32,525 
DAE CHANG FORGING KRW500**78,727 
DAECHANG CO LTD KRW500**47,280 
DAEDONG CORP**94,993 
DAESANG CORPN KRW1000**11,149 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
DAEWOO ENGINEERING & CONSTRUCTION KRW5000**14,290 
DAEWOONG PHARM CO KRW2500**83,725 
DAH SING BANKING G NPV**121,731 
DAH SING FINANCIAL NPV**112,665 
DAI-DAN CO LTD NPV**625,536 
DAIDO STEEL CO NPV**35,716 
DAIHATSU INFINEARTH MFG CO LTD**137,469 
DAIHEN CORP NPV**554,487 
DAI-ICHI LIFE HOLD NPV**1,754,688 
DAIICHI SANKYO COM NPV**401,559 
DAIKIN INDUSTRIES NPV**11,696,092 
DAIMLER TRUCK HOLD NPV**2,809,709 
DAISHI HOKUETSU NPV**373,907 
DAISHIN SECURITIES 1ST PRF KRW5000**80,630 
DAIWA HOUSE INDS NPV**43,111 
DAIWA OFFICE INVESTMENT CORP REIT**164,857 
DAIWABO HOLDINGS NPV**64,865 
DALLAS FT WORTH TEX INTL ARPT REV 4.087%11-01-205111/1/20514.09%**123,013 
DALLAS TEX TAXABLE-CAP APPREC-SER B DUE 02-15-2027 BEO TAXABLE ZCP2/15/2027—%**2,778,431 
DALMIA BHARAT LTD INR2.00**54,197 
DAMAI ENTERTAINMENT HOLDINGS LTD HKD0.25**8,544 
DANA INC COM**1,787,560 
DANAHER CORP SR NT 2.8% 12-10-205112/10/20512.80%**303,663 
DANIELI & C DI RISP EUR1(NON CNV)**1,129,765 
DANSKE BANK A/S DKK10**563,296 
DANSKE BK A/S 0% CP 02-06-20262/6/2026—%**2,113,541 
DANSKE BK A/S VAR RT 5.019% DUE 03-04-20313/4/20315.02%**429,275 
DARDEN RESTAURANTS INC 4.35% 10-15-202710/15/20274.35%**2,517,022 
DARDEN RESTAURANTS INC COM**1,119,946 
DARLING INGREDIENTS INC COMSTK**658,440 
DARWIN PRECISIONS TWD10**24,361 
DASSAULT SYSTEMES EUR0.10**3,254,423 
DATA PATTERNS IND INR2**186,710 
DATADOG INC COM USD0.00001 CL A**8,512,974 
DATATEC ZAR0.01**518,887 
DAVE INC COM USD0.0001 CL A (POST REV SPLIT)**9,751,561 
DAY ONE BIOPHARMACEUTICALS INC COM USD0.0001**239,440 
DAYFORCE INC**1,251,104 
DB HITEK CO., LTD**1,068,376 
DBAPPSECURITY CO A CNY1**863,724 
DBJPM 2020-C9 MTG PASS THRU CTF CL A-3 1.882% 08-15-20538/15/20531.88%**4,671,228 
DBS GROUP HLDGS NPV**9,499,684 
DC COML MTG TR 6.3143% DUE 09-12-20409/12/20406.31%**5,870,283 
DECKERS OUTDOOR CORP COM**925,877 
DEEP VALUE DRILLER NOK0.10**85,367 
DEERE & CO COM**11,918,126 
DEERE & COMPANY 5.7% 19/01/20551/19/20555.70%**124,678 
DEERE JOHN CAP 4.25% DUE 06-05-20286/5/20284.25%**2,053,436 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
DEERE JOHN CAP 4.85% DUE 03-05-20273/5/20274.85%**452,683 
DEERE JOHN CAP CORP MEDIUM TERM NTS-BOOK4.95% 07-14-20287/14/20284.95%**398,581 
DELEK GROUP ILS1**327,855 
DELEK US HLDGS INC NEW COM**111,462 
DELL INTL L L C / 4.5% DUE 02-15-20312/15/20314.50%**1,604,213 
DELL INTL L L C / 4.75% 04-01-20284/1/20284.75%**1,552,238 
DELL INTL L L C / EMC CORP 5.0% 04-01-20304/1/20305.00%**246,119 
DELL INTL L L C/EMC CORP 4.15% 02-15-20292/15/20294.15%**2,099,304 
DELL INTL L L C/EMC CORP 4.9% 10-01-202610/1/20264.90%**146,685 
DELL INTL L L C/EMC CORP 5.3% 04-01-20324/1/20325.30%**592,131 
DELL TECHNOLOGIES INC COM USD0.01 CL C WI COMMON STOCK**1,500,364 
DELTA AIR LINES INC DEL COM NEW COM NEW**1,111,788 
DELTA ELECTRONIC TWD10**7,692,844 
DELTA ELECTRONICS THB0.1 (NVDR)**118,061 
DELUXE CORP COM STK USD1**4,718,508 
DEME GROUP NV NPV**321,645 
DENSO CORP NPV**10,009,034 
DENTSPLY SIRONA INC COM**3,218,345 
DERAYAH FINANCIAL COMPANY**110,822 
DEUTSCHE BANK AG NPV(REGD)**12,893,523 
DEUTSCHE BK AG N Y 07-10-2025 4.41% CD 07-10-20267/10/20264.41%**2,022,674 
DEUTSCHE BK AG N Y 3.547% DUE 09-18-20319/18/20313.55%**7,625,609 
DEUTSCHE BK AG N Y 4.469% DUE 12-10-203112/10/20314.47%**883,420 
DEUTSCHE BK AG N Y 5.373% 01-10-20291/10/20295.37%**5,531,917 
DEUTSCHE BK AG N Y BRANCH 2.311% 11-16-202711/16/20272.31%**7,643,661 
DEUTSCHE BK AG N Y BRANCH 4.95% 08-04-20318/4/20314.95%**1,486,118 
DEUTSCHE BK AG N Y BRANCH 5.403% 09-11-20359/11/20355.40%**490,460 
DEUTSCHE BK AG N Y BRANCH 6.819% 11-20-202911/20/20296.82%**963,058 
DEUTSCHE BK AG N Y BRANCH DUE 11-16-2027BEO11/16/20275.09%**1,054,465 
DEUTSCHE BK AG N Y BRH 1.686% DUE 03-19-2026 BEO3/19/20261.69%**895,659 
DEUTSCHE BK AG N Y BRH 2.552% 01-07-20281/7/20282.55%**850,756 
DEUTSCHE BK AG NY 5.706% 02-08-20282/8/20285.71%**1,107,203 
DEUTSCHE BOERSE AG NPV(REGD)**12,839,871 
DEUTSCHE LUFTHANSA ORD NPV (REGD)(VINK)**43,942 
DEUTZ AG NPV**1,028,730 
DEVON ENERGY CORP 5.6 DUE 07-15-20417/15/20415.60%**174,634 
DEVON ENERGY CORP 5.75% 09-15-20549/15/20545.75%**476,004 
DEVON ENERGY CORP FIXED 5% DUE 06-15-20456/15/20455.00%**148,406 
DEVON ENERGY CORP NEW COM**5,086,369 
DEVON ENERGY CORPORATION 5.2% 09-15-20349/15/20345.20%**808,632 
DEXCOM INC COM**5,652,335 
DEXIA 24/01/2030 4.75% 01-24-20301/24/20304.75%**4,111,014 
DEXUS PROPERTY GROUP NPV**117,380 
DEYAAR DEVELOPMENT AED1**538,389 
DFI TWD10**40,636 
DFS FURNITURE PLC ORD GBP 0.1000**19,886 
DHARMA SATYA NUSANTARA TBK COM STK**75,786 
DHT HOLDINGS INC SHS NEW**443,980 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
DIAGEO CAP PLC 5.3% DUE 10-24-202710/24/20275.30%**1,683,526 
DIAGEO INVT CORP 5.625% 04-15-20354/15/20355.62%**317,945 
DIAGEO PLC SPONSORED ADR NEW**3,208,985 
DIAMONDBACK ENERGY INC 3.5% DUE 12-01-202912/1/20293.50%**4,711,512 
DIAMONDBACK ENERGY INC 5.15% 01-30-20301/30/20305.15%**3,598,852 
DIAMONDBACK ENERGY INC 5.2% 04-18-20274/18/20275.20%**1,074,409 
DIAMONDBACK ENERGY INC 5.75% 04-18-20544/18/20545.75%**284,636 
DIAMONDBACK ENERGY INC COM**1,349,362 
DIANTHUS THERAPEUTICS INC COM**100,594 
DIGI INTL INC COM**1,039 
DIGITAL CORE REIT NPV (REIT)**383,112 
DIGITAL DAESUNG CO KRW500**18,078 
DIGITAL HEARTS HOLDINGS CO.LTD.**20,877 
DIGITAL RLTY TR INC COM**1,123,349 
DIGITALOCEAN HLDGS INC COM**3,453,669 
DILLARDS INC CL A COM**859,184 
DIOS FASTIGHETER NPV**330,472 
DIRECIONAL ENGENHA COM NPV**339,096 
DISC MEDICINE INC COM**267,056 
DISCO CORPORATION NPV**1,259,989 
DISCOVER BK NEW 3.45% DUE 07-27-20267/27/20263.45%**299,099 
DISCOVER CARD EXECUTION NT TR SER 23-A2 CL A 4.93% 06-15-20286/15/20284.93%**1,105,560 
DISCOVERY LIMITED ZAR0.001**1,340,854 
DISNEY WALT CO 2.75% DUE 09-01-20499/1/20492.75%**376,156 
DISTRIBUIDORA INTL DE ALIMENTACION EUR5**269,109 
DISTRICT COLUMBIA UNIV REV 5.751% 04-01-20354/1/20355.75%**53,333 
DL E&C CO LTD KRW5000**116,262 
D-LINK TWD10**92,444 
DNB ASA NOK**1,738,143 
DNOW INC COM USD0.01**641,923 
DOCTORS CO AN INTERINSURANCE SURPLUS NT 144A 4.5% 01-18-20321/18/20324.50%**89,927 
DOCUSIGN INC COM**169,153 
DOF GROUP ASA NOK2.50**213,412 
DOGAN SIRKETLER TRY1**74,673 
DOGU ARAS ENERJI TRY1**135,559 
DOHA BANK QAR1.00**69,885 
DOLE PLC COM USD0.01**812,788 
DOLLAR GEN CORP NEW COM**3,208,918 
DOLLARAMA INC COM STK NPV**29,931 
DOLP TR 2021-NYC 2.956% DUE 05-10-20415/10/20412.96%**1,618,459 
DOMINICAN REP 5.3% 01-21-20411/21/20415.30%**226,250 
DOMINICAN REP BD USD 144A 7.05% 02-03-20312/3/20317.05%**536,575 
DOMINICAN REPUBLIC 4.875% DUE 09-23-2032 REG9/23/20324.88%**192,250 
DOMINICAN REPUBLIC 6.6% 06-01-20366/1/20366.60%**157,890 
DOMINION ENERGY FIXED 4.25% DUE 06-01-20286/1/20284.25%**479,730 
DOMINION ENERGY INC 3.3% DUE 04-15-20414/15/20413.30%**418,671 
DOMINION ENERGY INC 5.0% 06-15-20306/15/20305.00%**1,125,954 
DOMINION ENERGY INC 7.0% 06-01-20546/1/20547.00%**1,840,677 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
DOMINION ENERGY INC COM STK NPV**42,346,626 
DOMINION RES INC 2.85% DUE 08-15-20268/15/20262.85%**615,351 
DOMINOS PIZZA INC COM**43,349 
DOMO INC CL B CL B**219,838 
DONALDSON INC COM**23,938 
DONEGAL GROUP INC CL A NEW CLA**155,165 
DONGBU INSURANCE CO LTD KRW500**214,776 
DONGFANG ELECT COR 'H'CNY1**1,733,153 
DONGFENG MOTOR GRO 'H'CNY1**4,533 
DONGGUAN AOHAI TECHNOLOGY CO LTD A CNY1**357,573 
DONGJIANG ENVIRONM 'H'CNY1.00**23,217 
DONGJIN SEMICHEM C KRW500**121,560 
DONGKUK HOLDINGS CO LTD KRW5000**62,597 
DONGSUNG FINETEC C KRW500**610,315 
DONGYANG COMSTK**23,494 
DONGYUE GROUP LTD HKD0.1**436,498 
DOORDASH INC CL A COM USD0.00001 CLASS A**6,487,293 
DOOSAN CORPORATION 1ST PFD KRW5000**65,905 
DOOSAN CORPORATION KRW5000**91,082 
DORIAN LPG LIMITED COM USD0.01**414 
DORMAKABA HOLDING CHF0.01 'B'(REGD)**103,235 
DORMAN PRODS INC COM**817,366 
DOSHISHA CO LTD NPV**534,754 
DOUBLEUGAMES CO KRW500**11,162 
DOVER CORP COM USD1.00**1,521,896 
DOW INC COM USD0.01 WI**3,080,970 
DOWDUPONT INC 5.319% DUE 11-15-203811/15/20385.32%**231,010 
DOWNER EDI LTD NPV**299,490 
DOXIMITY INC COM USD0.001 CL A**444,483 
DPM METALS INC COM NPV**2,494,293 
DR AUTO 4.5% DUE 09-15-20289/15/20284.50%**951,243 
DR AUTO 4.52% DUE 07-16-20297/16/20294.52%**5,522,278 
DR AUTO 4.65% DUE 09-15-20329/15/20324.65%**3,915,680 
DR AUTO 4.67% DUE 05-17-20325/17/20324.67%**905,788 
DR AUTO 4.78% DUE 09-15-20329/15/20324.78%**539,775 
DR AUTO 4.79% DUE 09-15-20329/15/20324.79%**6,300,524 
DR AUTO 4.99% DUE 09-15-20329/15/20324.99%**238,011 
DR PEPPER SNAPPLE 2.55% DUE 09-15-20269/15/20262.55%**52,441 
DR. ING. H.C. F. NON-VTG PRF NPV**26,361 
DRAFTKINGS INC NEW CL A**828,522 
DRAX GROUP ORD GBP0.1155172**2,004,229 
DREAM FINDERS HOMES INC COM CL A COM CL A**4,584,784 
DRIVE AUTO RECEIVABLES TR SR 24-1 CL B 5.31%01-16-20291/16/20295.31%**317,447 
DRIVE AUTO RECEIVABLES TRUST SR 24-2 CL D 4.94% 05-17-20325/17/20324.94%**1,764,747 
DRIVEN BRANDS HLDGS INC COM**2,653 
DROPBOX INC CL A CL A**2,888,198 
DSM FIRMENICH AG EUR0.01**64,846 
DSV A S DKK1**111,229 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
DT AUTO OWNER TR 2023-1 ASSET BACKED NT CL C 144A 5.55% 10-16-202810/16/20285.55%**721,403 
DT AUTO OWNER TR 5.79% DUE 02-15-20292/15/20295.79%**2,149,044 
DT MIDSTREAM INC COM USD0.01 WI**562,257 
DTE ELEC CO 4.25% 05-14-20275/14/20274.25%**565,866 
DTE ELEC CO 5.2% DUE 04-01-20334/1/20335.20%**208,196 
DTE ELEC CO 5.25% 05-15-20355/15/20355.25%**3,913,905 
DTE ELEC CO GEN & REF MTG BD SER 2022 3%03-01-20323/1/20323.00%**3,792,781 
DTE ELEC SECURITIZATION FDG II LLC 6.09%09-01-20379/1/20376.09%**5,415,436 
DTE ENERGY CO 2.85% DUE 10-01-202610/1/20262.85%**1,997,388 
DTE ENERGY CO 4.875% 06-01-20286/1/20284.88%**2,635,672 
DTE ENERGY CO 5.1% 03-01-20293/1/20295.10%**1,444,994 
DTE ENERGY CO 5.2% 04-01-20304/1/20305.20%**103,244 
DTE ENERGY CO COM**44,885 
DTS CORP JPY50**25,875 
DUBAI INVESTMENTS AED1**36,314 
DUBAI ISLAMIC BK AED1**2,367,862 
DUERR AG ORD NPV**1,265,769 
DUKE ENERGY 3.95% DUE 11-15-202811/15/20283.95%**1,243,524 
DUKE ENERGY 4.15% DUE 12-01-204412/1/20444.15%**183,807 
DUKE ENERGY 6.1% DUE 06-01-20376/1/20376.10%**323,623 
DUKE ENERGY CAROLINAS LLC 4.85% 03-15-20303/15/20304.85%**2,374,747 
DUKE ENERGY CAROLINAS LLC 5.25% 03-15-20353/15/20355.25%**5,176,572 
DUKE ENERGY CAROLINAS LLC 5.4% DUE 01-15-20541/15/20545.40%**427,700 
DUKE ENERGY CORP 2.65% DUE 09-01-20269/1/20262.65%**2,371,947 
DUKE ENERGY CORP 3.75% 04-01-20314/1/20313.75%**952,817 
DUKE ENERGY CORP 4.3% DUE 03-15-20283/15/20284.30%**1,985,073 
DUKE ENERGY CORP 5% DUE 08-15-20528/15/20525.00%**257,019 
DUKE ENERGY CORP 5.7% 09-15-20559/15/20555.70%**355,866 
DUKE ENERGY CORP FIXED 2.45% DUE 06-01-20306/1/20302.45%**824,172 
DUKE ENERGY CORP NEW 4.85% 01-05-20291/5/20294.85%**2,870,434 
DUKE ENERGY CORP NEW COM NEW COM NEW**22,681,190 
DUKE ENERGY CORP NEW SR NT 3.3% 06-15-20416/15/20413.30%**541,392 
DUKE ENERGY FIXED 3.7% DUE 12-01-204712/1/20473.70%**303,170 
DUKE ENERGY FLA FIXED 2.4% DUE 12-15-203112/15/20312.40%**1,035,309 
DUKE ENERGY FLA FIXED 3.8% DUE 07-15-20287/15/20283.80%**4,296,519 
DUKE ENERGY IND LLC 5.9% 05-15-20555/15/20555.90%**189,200 
DUKE ENERGY PROGRESS LLC 2.5% DUE 08-15-20508/15/20502.50%**234,112 
DUKE ENERGY PROGRESS LLC 4.35% 03-06-20273/6/20274.35%**1,414,387 
DUKE ENERGY PROGRESS LLC 5.55% 03-15-20553/15/20555.55%**346,406 
DUNELM GROUP LTD W/I**238,245 
DUOLINGO INC CL A COM CL A COM**177,606 
DUPONT DE NEMOURS INC COMMON STOCK**694,937 
DUTCH BROS INC CL A CL A**2,117,539 
DWS GROUP SE NPV**442,398 
DXC TECHNOLOGY CO COM**285,880 
DYNACOR GROUP INC COM**39,826 
DYNATRACE INC COM**164,302 
E L F BEAUTY INC COM**163,714 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
E.I.D.-PARRY(INDIA INR1**156,139 
E1 CORPORATION KRW5000**22,841 
EAGLE MATLS INC COM**902,158 
EAST WEST BANCORP INC COM**1,660,787 
EASTERN ENERGY GAS HLDGS LLC 6.2% 01-15-20551/15/20556.20%**114,129 
EASTERN ENERGY GAS HOLDINGS LLC 5.8% 01-15-20351/15/20355.80%**4,442,223 
EASTMAN CHEM CO 5.0% 08-01-20298/1/20295.00%**1,192,229 
EASTN GAS TRANSM & FIXED 3.9% DUE 11-15-204911/15/20493.90%**69,401 
EASTN GAS TRANSM & FIXED 4.8% DUE 11-01-204311/1/20434.80%**265,790 
EASYJET ORD GBP0.27285714**627,671 
EATON CORP PLC COM USD0.50**30,677,609 
EBASE CO LTD NPV**20,021 
EBAY INC COM USD0.001**29,004 
ECHOSTAR CORPORATION**469,149 
ECLERX SERVICES INR10**180,332 
ECOLAB INC 1.65% 02-01-20272/1/20271.65%**1,563,838 
ECOLAB INC 4.3% 06-15-20286/15/20284.30%**1,022,982 
ECOPETROL S A 8.375% 01-19-20361/19/20368.38%**925,755 
ECORODOVIAS INFRA COM NPV**73,894 
EDAN INSTRUMENTS I A CNY1**186,583 
EDENRED EUR2**3,887,615 
EDISON INTL 5.25% 11-15-202811/15/20285.25%**1,064,549 
EDISON INTL 6.95% DUE 11-15-202911/15/20296.95%**1,811,129 
EDISON INTL COM**1,178,853 
EDITAS MEDICINE INC COM**155,775 
EDWARDS LIFESCIENCES CORP COM**25,393,418 
EEKA FASHION HLDGS HKD0.01**20,424 
EFMT 2022-4 FLTG RT 5.9% DUE 09-25-20679/25/20675.90%**2,661,644 
EGAIN CORPORATION COM NEW**16,464 
EHIME BANK NPV**34,221 
EIDP INC 4.5% 05-15-20265/15/20264.50%**1,134,909 
EIFFAGE EUR4**391,295 
EISAI CO LTD NPV**4,266,229 
EL PUERTO DE LIVER SER'C1'NPV(NON VTG)**26,766 
ELAN MICROELECTRON TWD10**588,342 
ELASTIC N V COM USD0.01**499,715 
ELBIT SYSTEMS LTD ILS1**482,173 
ELDORADO GOLD CORP COM NPV (POST REV SPLIT)**3,418,822 
ELECTR ARTS COM**336,736 
ELECTRIC POWER DEVELOPMENT CO LTD NPV**1,789,901 
ELECTRICAL INDUSTRIES COMPANY SAR10**399,071 
ELECTRICITY GENRTG THB10(NVDR)**92,633 
ELEVANCE HEALTH INC**32,595,191 
ELEVANCE HEALTH INC 4.0% 09-15-20289/15/20284.00%**898,836 
ELEVANCE HEALTH INC 4.6% 09-15-20329/15/20324.60%**4,449,595 
ELEVANCE HEALTH INC 5.15% 06-15-20296/15/20295.15%**1,538,290 
ELI LILLY & CO 4.55% 02-12-20282/12/20284.55%**565,659 
ELI LILLY & CO 4.75% 02-12-20302/12/20304.75%**438,408 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ELI LILLY & CO 4.95% 02-27-20632/27/20634.95%**135,874 
ELI LILLY & CO 5.5% 02-12-20552/12/20555.50%**301,765 
ELI LILLY & CO 5.6% 10-15-205510/15/20555.55%**50,535 
ELI LILLY & CO 5.65% 10-15-206510/15/20655.65%**192,198 
ELI LILLY & CO COM NPV**81,178,252 
ELI LILLY AND COMPANY 4.7% 02-09-20342/9/20344.70%**2,792,594 
ELI LILLY AND COMPANY 5.0% 02-09-20542/9/20545.00%**1,024,773 
ELITE MATERIAL TWD10**418,835 
ELM TR 2024-ELM COML MTG PASSTHRU CTF 144A 6.19505% 06-10-20396/10/20396.20%**1,507,808 
ELMOS SEMICONDUCT NPV**246,071 
EMAAR DEVELOPMENT AED1**1,837,362 
EMAAR PROPERTIES AED1**2,147,107 
E-MART INC. KRW5000**114,736 
EMBASSY DEVELOPMENTS LTD**34,027 
EMCOR GROUP INC COM**5,273,018 
EMERA INC COM NPV**217,119 
EMERA US FIN LP 4.75% DUE 06-15-20466/15/20464.75%**522,566 
EMERALD RESOURCES NPV**309,967 
EMERSON ELECTRIC CO COM**544,019 
EMIRATES CENTRAL C AED0.1**99,663 
EMIRATES NBD BANK AED1**2,328,628 
EMIRATES TELECOMMUNICATIONS GROUP COMPA NY PJSC ETISALAT GROUP**3,366,842 
EMLAK KONUT GAYRIM TRY1 (B SHARES)**171,763 
EMPEROR WATCH AND NPV**45,014 
EMPIRE CO CLASS'A'N/VTG COM NPV**4,796,543 
EMPIRE DIST BONDCO LLC 5.091% 01-01-20371/1/20375.09%**7,006,963 
EMPLOYERS HLDGS INC COM**351,965 
EN INC NPV**47,190 
ENACT HLDGS INC COM**176,596 
ENBRIDGE INC 1.6% DUE 10-04-2026 BEO10/4/20261.60%**1,148,918 
ENBRIDGE INC 4.6% 06-20-20286/20/20284.60%**2,049,624 
ENBRIDGE INC 5.25% 04-05-20274/5/20275.25%**137,893 
ENBRIDGE INC 5.625% 04-05-20344/5/20345.62%**784,139 
ENBRIDGE INC 5.7% 03-08-20333/8/20335.70%**1,054,934 
ENBRIDGE INC 5.95% 04-05-20544/5/20545.95%**599,214 
ENBRIDGE INC 6.2% 11-15-203011/15/20306.20%**4,891,357 
ENBRIDGE INC 6.7% 11-15-205311/15/20536.70%**429,597 
ENCANA CORP 6.5% DUE 08-15-20348/15/20346.50%**107,594 
ENCOMPASS HEALTH CORP COM USD0.01**1,420,896 
ENDEAVOUR MINING P ORD USD0.01**1,557,098 
ENDESA SA EUR1.2**761,773 
ENDUR ASA NOK0.50**723,309 
ENDURANCE TECH INR10**307,632 
ENEA SA PLN1.00**428,569 
ENEL SPA EUR1**2,518,167 
ENEOS HOLDINGS INC**710,480 
ENERFLEX LTD COM NPV**236,646 
ENERGY RECOVERY INC COM**270,690 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ENERGY TRANSFER 3.75% DUE 05-15-20305/15/20303.75%**3,366,736 
ENERGY TRANSFER 4.95% DUE 06-15-20286/15/20284.95%**991,413 
ENERGY TRANSFER 6.25% DUE 04-15-20494/15/20496.25%**1,389,885 
ENERGY TRANSFER FIXED 5.3% DUE 04-15-20474/15/20475.30%**177,930 
ENERGY TRANSFER FIXED 5.5% DUE 06-01-20276/1/20275.50%**3,790,692 
ENERGY TRANSFER L P 5.7% 04-01-20354/1/20355.70%**2,073,964 
ENERGY TRANSFER L P 6.1% 12-01-202812/1/20286.10%**5,398,002 
ENERGY TRANSFER L P 6.2% 04-01-20554/1/20556.20%**196,698 
ENERGY TRANSFER L P 6.4% 12-01-203012/1/20306.40%**535,201 
ENERGY TRANSFER L P 6.55% 12-01-203312/1/20336.55%**3,375,882 
ENERGY TRANSFER LP 5.25% 07-01-20297/1/20295.25%**3,624,560 
ENERGY TRANSFER LP 5.55% 05-15-20345/15/20345.55%**555,853 
ENERGY TRANSFER OPER L P 5.0% 05-15-20505/15/20505.00%**319,090 
ENERGY TRANSFER PARTNERS L P 4.2% 04-15-20274/15/20274.20%**2,657,359 
ENERJISA ENERJI TRY0.01**248,265 
ENERPAC TOOL GROUP CORP CL A COM CL A COM**7,518,749 
ENERSYS COM**8,590,745 
ENF TECHNOLOGY CO KRW500**11,452 
ENGHOUSE SYSTEMS COM NPV**531,833 
ENGIE COMSTK**14,413,571 
ENHABIT INC COM**87,572 
ENI SPA EUR1**8,299,910 
ENLIVEN THERAPEUTICS INC COM**17,941 
ENNOCONN CORPORATI TWD10**410,321 
ENNOSTAR INC TWD10**276,484 
ENOVA INTL INC COM**232,499 
ENOVIS CORPORATION COM USD0.001**1,149,836 
ENPRO INC**3,212 
ENSIGN ENERGY SVS COM NPV**49,846 
ENSIGN GROUP INC COM STK**1,609,434 
ENTEGRIS INC COM**778,133 
ENTERGY ARK LLC 2.65% DUE 06-15-20516/15/20512.65%**388,085 
ENTERGY ARK LLC 5.45% 06-01-20346/1/20345.45%**4,501,174 
ENTERGY CORP NEW COM**7,207,229 
ENTERGY LA LLC 2.4% DUE 10-01-202610/1/20262.40%**79,211 
ENTERGY LA LLC 3.12% 09-01-20279/1/20273.12%**93,841 
ENTERGY LA LLC 4.0% 03-15-20333/15/20334.00%**159,370 
ENTERGY LA LLC 5.7% 03-15-20543/15/20545.70%**199,371 
ENTERGY MISS LLC 3.85% DUE 06-01-20496/1/20493.85%**352,093 
ENTERGY MISSISSIPPI LLC 5.0% 09-01-20339/1/20335.00%**1,425,848 
ENTERGY TEX INC 3.55% DUE 09-30-20499/30/20493.55%**214,770 
ENTERGY TEX INC 5.25% 04-15-20354/15/20355.25%**2,157,664 
ENTERGY TEX RESTORATION FDG II LLC 3.697% 12-15-203612/15/20363.70%**688,652 
ENTERGY TEXAS INC 5.55% 09-15-20549/15/20545.55%**340,846 
ENTERGY TEXAS INC 5.8% 09-01-20539/1/20535.80%**220,186 
ENTERPRISE FINL SVCS CORP COM STK**13,068 
ENTERPRISE FLEET FNC 2017-2 ASSET BACKEDNT CL A-2 144A 4.5% 04-20-20284/20/20284.50%**1,206,099 
ENTERPRISE PRODS 2.8% DUE 01-31-20301/31/20302.80%**1,635,157 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ENTERPRISE PRODS OPER LLC 4.3% 06-20-20286/20/20284.30%**1,635,418 
ENTERPRISE PRODS OPER LLC 4.6% 01-11-20271/11/20274.60%**2,718,527 
ENTERPRISE PRODS OPER LLC 5.2% 01-15-20361/15/20365.20%**280,423 
ENTERPRISE PRODS OPER LLC 5.55% 02-16-20552/16/20555.55%**320,900 
ENTERPRISE PRODUCTS OPER L P 3.125% DUE 07-31-20297/31/20293.12%**3,711,593 
ENTRADA THERAPEUTICS INC COM**38,930 
EOG RES INC 5% 07-15-20327/15/20325.00%**3,149,210 
EOG RES INC 5.35% 01-15-20361/15/20365.35%**3,522,123 
EOG RESOURCES INC COM**11,571,892 
EPIROC AB SER'A'NPV**55,972 
EQ NEW FV RE 1**309,648 
EQT AB SR NT 144A 5.85% 05-08-20355/8/20355.85%**719,274 
EQT CORP 3.9% DUE 10-01-202710/1/20273.90%**2,719,928 
EQT CORP 4.5% 01-15-20291/15/20294.50%**3,128,784 
EQT CORP 4.75% 01-15-20311/15/20314.75%**1,873,956 
EQT CORP 6.375% 04-01-20294/1/20296.38%**2,965,351 
EQT CORP 7% DUE 02-01-20302/1/20307.00%**1,436,882 
EQT CORP SR NT 6.5% 07-01-20277/1/20276.50%**784,939 
EQT CORP SR NT 7.5% 06-01-20306/1/20307.50%**4,865,598 
EQT CORPORATION 5.0% DUE 01-15-2029 BEO1/15/20295.00%**3,400,977 
EQUIFAX INC COM**15,056,893 
EQUINIX EUROPE 2 FING CORP LLC 4.6% 11-15-203011/15/20304.60%**4,065,802 
EQUINIX INC 1.45% DUE 05-15-2026 BEO5/15/20261.45%**2,589,015 
EQUINIX INC 1.55% DUE 03-15-20283/15/20281.55%**437,409 
EQUINIX INC 1.8% DUE 07-15-20277/15/20271.80%**2,097,620 
EQUINIX INC 2.15% DUE 07-15-20307/15/20302.15%**1,332,694 
EQUINIX INC 2.5% DUE 05-15-2031 BEO5/15/20312.50%**453,035 
EQUINIX INC 2.9% 11-18-202611/18/20262.90%**5,431,414 
EQUINIX INC FIXED 3.2% 11-18-202911/18/20293.20%**3,459,583 
EQUINIX INC SR NT 2% 05-15-20285/15/20282.00%**781,729 
EQUINOX GOLD CORP COM NPV(POST REV SPLIT)**6,501 
EQUITABLE HLDGS INC COM**1,857,206 
ERAJAYA TBK IDR100**18,224 
ERICSSON**32,307,341 
ERICSSON(LM)TEL SER'B'NPV**218,775 
ERSAN ALISVERIS HI TRY1**18,285 
ERSTE GROUP BANK AG NPV**1,493,234 
ESAB CORPORATION COM USD0.001 WI**5,660,852 
ESCO TECHNOLOGIES INC**1,785,278 
ESCORTS KUBOTA LTD INR10**282,629 
ESPEC Y50**19,264 
ESPRINET EUR0.15**162,400 
ESR-REIT NPV REIT (POST-SPLT)**107,262 
ESSENT GROUP LTD COM STK**7,080,174 
ESSENTIAL UTILS INC COM**731,180 
ESSEX PORTFOLIO L FIXED 1.65% DUE 01-15-20311/15/20311.65%**279,585 
ESSEX PORTFOLIO L FIXED 2.65% DUE 03-15-20323/15/20322.65%**267,885 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ESSEX PORTFOLIO L P 5.375% 04-01-20354/1/20355.38%**309,203 
ESSEX PPTY TR REIT**21,458 
ESSILORLUXOTTICA EUR 0.18**118,235 
ESSILORLUXOTTICA EUR0.18**644,985 
ETHAN ALLEN INTERIORS INC COM**296,052 
ETIHAD ETISALAT CO SAR10**2,781,597 
ETSY INC COM**1,620,068 
EUGENE TECHNOLOGY KRW500**19,368 
EUROFINS SCIENTIFI EUR0.01**128,323 
EURONET WORLDWIDE INC COM**5,624,529 
EURONEXT EUR1.60**4,300,630 
EVA PRECISION INDL HKD0.10**72,726 
EVERBRIGHT SECURIT 'H'CNY1**106,906 
EVERCORE INC**846,542 
EVEREST GROUP LTD**4,981,319 
EVEREST MEDICINES LTD**149,659 
EVERGREEN MARINE C TWD10**4,045,448 
EVERGY KANS CENT INC 4.7% 03-13-20283/13/20284.70%**624,577 
EVERGY KANS CENT INC 5.25% 03-15-20353/15/20355.25%**2,946,764 
EVERGY METRO INC 5.4% 04-01-20344/1/20345.40%**6,459,085 
EVERSOURCE ENERGY 2.9% 03-01-20273/1/20272.90%**2,275,270 
EVERSOURCE ENERGY 4.45%12-15-203012/15/20304.45%**1,238,028 
EVERSOURCE ENERGY 4.75% 05-15-20265/15/20264.75%**3,814,714 
EVERSOURCE ENERGY 5.0% 01-01-20271/1/20275.00%**1,015,299 
EVERSOURCE ENERGY 5.125% DUE 05-15-20335/15/20335.12%**556,447 
EVERSOURCE ENERGY COM**1,038,431 
EVERTEC INC COM**82,616 
EVOLENT HEALTH INC CL A CL A**294,244 
EVOLUTION MINING NPV**1,814,491 
EVRAZ PLC ORD US0.5**336,084 
EXACT SCIENCES CORP COM**784,449 
EXAIL TECHNOLOGIES**61,451 
EXCELERATE ENERGY INC CL A COM CL A COM**5,549,636 
EXEDY CORP NPV**1,059,402 
EXELIXIS INC COM STK**2,635,717 
EXELON CORP 4.05% DUE 04-15-20304/15/20304.05%**338,129 
EXELON CORP 5.15% 03-15-20283/15/20285.15%**1,993,764 
EXELON CORP 5.15% 03-15-20293/15/20295.15%**1,364,320 
EXELON CORP 5.6% DUE 03-15-20533/15/20535.60%**272,253 
EXELON CORP 6.5% 03-15-20553/15/20556.50%**83,364 
EXELON CORP COM**8,203,202 
EXELON GENERATION 5.75% DUE 10-01-204110/1/20415.75%**51,100 
EXELON GENERATION SR NT 6.25 DUE 10-01-203910/1/20396.25%**304,070 
EXEO GROUP INC NPV**1,115,906 
EXETER AUTOMOBILE 4.28% DUE 07-15-20307/15/20304.28%**6,524,036 
EXETER AUTOMOBILE 4.39% DUE 09-17-20299/17/20294.39%**1,406,121 
EXETER AUTOMOBILE 4.64% DUE 01-15-20301/15/20304.64%**3,414,510 
EXETER AUTOMOBILE 4.68% DUE 03-15-20323/15/20324.68%**336,114 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
EXETER AUTOMOBILE 4.91% DUE 08-15-20298/15/20294.91%**4,351,160 
EXETER AUTOMOBILE 5.48% DUE 08-15-20308/15/20305.48%**3,903,187 
EXETER AUTOMOBILE 5.57% DUE 09-15-20289/15/20285.57%**578,486 
EXETER AUTOMOBILE 5.61% DUE 04-17-20284/17/20285.61%**507,502 
EXETER AUTOMOBILE 5.92% DUE 02-15-20302/15/20305.92%**1,581,283 
EXETER AUTOMOBILE 6.21% DUE 06-15-20286/15/20286.21%**1,087,041 
EXETER AUTOMOBILE 6.32% DUE 05-15-20285/15/20286.32%**1,546,375 
EXETER AUTOMOBILE FIXED 4.57% DUE 06-16-20316/16/20314.57%**1,499,355 
EXETER AUTOMOBILE RECEIVABLES SER 24-1A CL C 5.410% 05-15-20305/15/20305.41%**626,504 
EXETER AUTOMOBILE RECEIVABLES TR 4.38% 06-15-20286/15/20284.38%**4,303,957 
EXETER AUTOMOBILE RECEIVABLES TR AUTO RECEIVABLES BKD NT CL 5.82% 02-15-20282/15/20285.82%**47,825 
EXETER AUTOMOBILE RECEIVABLES TR SER 24-3A CL C 5.7% 07-16-20297/16/20295.70%**4,051,269 
EXETER AUTOMOBILE RECEIVABLES TR SER 25-4A CL A2 4.53% 03-15-20283/15/20284.53%**1,497,071 
EXETER AUTOMOBILE RECEIVABLES TRUST SR 23-2A CL C 5.75% 07-17-20287/17/20285.75%**2,338,065 
EXETER AUTOMOBILE RECEIVABLES TRUST SR 25-3A CL C 5.09% 10-15-203110/15/20315.09%**391,044 
EXETER SELECT 4.69% DUE 04-15-20304/15/20304.69%**4,079,786 
EXLSERVICE COM INC COM STK**2,327,622 
EXP WORLD HOLDINGS INC**410,490 
EXPAND ENERGY CORP**1,143,881 
EXPAND ENERGY CORPORATION 5.375% 03-15-20303/15/20305.38%**4,952,259 
EXPEDIA GROUP INC COM USD0.001**847,097 
EXPERIAN ORD USD0.10**12,494,319 
EXTENDED STAY AMER TR 2025-ESH 5.45% 10-15-204210/15/20425.05%**1,201,874 
EXTENDED STAY AMER TR 2025-ESH 5.75% 10-15-204210/15/20425.35%**2,503,904 
EXTRA SPACE FIXED 5.7% 04-01-20284/1/20285.70%**310,033 
EXTRA SPACE STORAGE INC 2.35% 03-15-20323/15/20322.35%**482,105 
EXTRA SPACE STORAGE L P 4.95% 01-15-20331/15/20334.95%**202,375 
EXTRA SPACE STORAGE L P 5.4% 06-15-20356/15/20355.40%**3,338,448 
EXTRA SPACE STORAGE L P SR NT 2.2% 10-15-203010/15/20302.20%**113,232 
EXXON MOBIL CORP 3.095% DUE 08-16-20498/16/20493.10%**294,697 
EXXON MOBIL CORP 3.452% DUE 04-15-2051 REG4/15/20513.45%**734,237 
EXXON MOBIL CORP 4.114% DUE 03-01-20463/1/20464.11%**125,812 
EXXON MOBIL CORP COM**28,152,580 
EXZEO GROUP INC COM**1,731,450 
F&G ANNUITIES & LIFE INC COM**309,604 
F.C.C. CO LTD NPV**92,309 
F5 INC COM STK NPV**36,633,128 
FABRINET COM USD0.01**3,325,365 
FACC AG NVP**46,650 
FACTSET RESH SYS INC COM STK**831,394 
FAIRFAX FINANCIAL HLDGS LTD 5.625% 08-16-20328/16/20325.62%**4,962,514 
FAIRFAX FINANCIAL HLDGS LTD 6.1% 03-15-20553/15/20556.10%**804,864 
FAIRFAX FINL HLDGS 2.75% SNR 29/03/2028 EUR3/29/20282.75%**116,720 
FAIRFAX FINL HLDGS LTD 6.5% 05-20-20555/20/20556.50%**6,368,958 
FALABELLA SA COM NPV**276,473 
FANNIE MAE 1997-89 CL-ZA 7.0% DUE 12-20-202712/20/20277.00%**11,241 
FANNIE MAE BS9278 4.65% 08-01-20288/1/20284.65%**1,774,226 
FANNIE MAE BV2859 3% 03-01-20523/1/20523.00%**52,808 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FANNIE MAE BZ0819 POOL #BZ0819 4.62% 04-01-20294/1/20294.62%**2,228,869 
FANNIE MAE BZ3405 4.32% 03-01-20303/1/20304.32%**902,646 
FANNIE MAE FN BY9041 6% 08-01-20538/1/20536.00%**1,015,637 
FANNIE MAE FNR 2013-34 PF 5.7851% 08-25-20428/25/20424.34%**730,351 
FANNIE MAE POOL #BS7923 4.1% 03-01-20283/1/20284.10%**4,019,719 
FANNIE MAE POOL #BZ0592 5.05% 03-01-20293/1/20295.05%**3,086,654 
FANNIE MAE POOL #BZ3406 4.32% 03-01-20303/1/20304.32%**1,121,744 
FANNIE MAE POOL #CB8226 6.5% 03-01-20543/1/20546.50%**398,970 
FANNIE MAE POOL #FN BZ2693 5.29% 01-01-20361/1/20365.29%**342,195 
FANNIE MAE POOL FN DA5981 6.50% 6.5% 01-01-20541/1/20546.50%**40,632 
FANNIE MAE POOL#BZ3735 4.36% 05-01-20305/1/20304.36%**4,038,287 
FANNIE MAE REMIC SER 15-88 CL AC 3.0% 04-25-20434/25/20433.00%**2,293,827 
FANNIE MAE REMIC SR 015-60 CL-AF FLTG RATE 08-25-20458/25/20454.29%**482,549 
FANNIE MAE REMICS SR 24-86 CL FA FLTG 12-25-205412/25/20545.32%**1,421,833 
FANNIE MAE SR 05-99 CL KZ 5.5% 12-25-203512/25/20355.50%**976,866 
FANNIE MAE SR 12-104 CL QC 2.5% 05-25-20425/25/20422.50%**197,544 
FANNIE MAE SR 24-100 CL V 5.5% 12-25-203512/25/20355.50%**6,384,538 
FANNIE MAE SR 24-88 CL FD FLTG RT 12-25-205412/25/20545.07%**591,129 
FANNIE MAE SR 24-88 CL J 5.5% 10-25-205010/25/20505.50%**3,383,063 
FANNIE POOL #BX6719 5.5% 02-01-20532/1/20535.50%**281,113 
FANNIEMAE-ACES SER 22-M1G CL A1 VAR 01-25-20319/25/20311.53%**2,679,527 
FANUC CORP NPV**54,340 
FAR EAST HORIZON NPV**28,923 
FARMERS NATL BANC CORP COM**34,366 
FAST RETAILING CO LTD NPV**108,980 
FASTENAL CO COM**125,767 
FASTLY INC CL A CL A**29,074 
FB FINL CORP COM**7,569,605 
FED AGRIC MTG CORP MEDIUM TERM NTS TRANCHE # TR 00292 2.6% 10-17-203410/17/20342.60%**436,859 
FED FARM CR BKS CONS SYSTEMWIDE BDS DTD .7% 01-27-20271/27/20270.70%**5,818,704 
FED FARM CR BKS CONS SYSTEMWIDE BDS DTD 1.28% 06-03-20306/3/20301.28%**195,148 
FED FARM CR BKS CONS SYSTEMWIDE BDS DTD 1.3% 02-03-20312/3/20311.30%**3,388,154 
FED FARM CR BKS CONS SYSTEMWIDE BDS DTD 1.48% 02-18-20312/18/20311.48%**279,324 
FED FARM CR BKS CONS SYSTEMWIDE BDS DTD 1.48% 11-26-203211/26/20321.48%**8,424,827 
FED FARM CR BKS CONS SYSTEMWIDE BDS DTD 1.99% 03-17-20313/17/20311.99%**168,084 
FED HOME LN BANKS 4% DUE 02-01-20532/1/20534.00%**4,282,828 
FED HOME LN MTG 1% DUE 05-15-20415/15/20411.00%**2,385,314 
FED HOME LN MTG 2.5% DUE 01-01-20521/1/20522.50%**7,062,432 
FED HOME LN MTG 2.5% DUE 02-01-20512/1/20512.50%**1,187,661 
FED HOME LN MTG 2.5% DUE 07-01-20507/1/20502.50%**1,112,188 
FED HOME LN MTG 2.5% DUE 10-01-203510/1/20352.50%**1,277,983 
FED HOME LN MTG 2.5% DUE 10-01-205010/1/20502.50%**1,517,278 
FED HOME LN MTG 3% DUE 02-01-20502/1/20503.00%**2,526,243 
FED HOME LN MTG 3% DUE 03-01-20523/1/20523.00%**469,044 
FED HOME LN MTG 3.5% DUE 04-01-20504/1/20503.50%**3,941,985 
FED HOME LN MTG 3.5% DUE 09-01-20329/1/20323.50%**255,592 
FED HOME LN MTG 4% DUE 04-01-20524/1/20524.00%**2,720,392 
FED HOME LN MTG 5.5% DUE 09-01-20539/1/20535.50%**23,599,265 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FED HOME LN MTG 6% DUE 07-01-20537/1/20536.00%**393,357 
FED HOME LN MTG CORP G14239 4 DUE 09-01-20269/1/20264.00%**956 
FED HOME LOAN MTG SR 3981 CL ME 3.0% 01-15-20271/15/20273.00%**11,242 
FED NATL MTG ASSOC 5% DUE 05-01-20535/1/20535.00%**195,681 
FEDERAL BANK**600,373 
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS 1.37% 11-04-203011/4/20301.37%**93,806 
FEDERAL FARM CREDIT 2.17% 10-29-202910/29/20292.17%**2,371,103 
FEDERAL FARM CREDIT BANK 4.41% 01-28-20271/28/20274.41%**2,533,329 
FEDERAL HOME LN BKS 1.5% 09-30-20339/30/20331.50%**297,730 
FEDERAL HOME LN BKS 2.0% 02-25-20362/25/20362.00%**119,319 
FEDERAL HOME LN BKS 2.1% 02-25-20392/25/20392.10%**366,054 
FEDERAL HOME LN BKS 2.18% 11-06-202911/6/20292.18%**3,307,039 
FEDERAL HOME LN BKS 2.5% 05-19-20365/19/20362.50%**248,205 
FEDERAL HOME LN BKS 4.0% 10-07-202710/7/20274.00%**2,087,791 
FEDERAL HOME LN BKS 4.05% 10-08-202710/8/20274.05%**1,290,089 
FEDERAL HOME LN BKS 4.07% 11-09-202711/9/20274.07%**1,919,112 
FEDERAL HOME LN BKS CONS BD DTD 01/27/2021 1.61% 01-27-20331/27/20331.61%**1,940,821 
FEDERAL HOME LN BKS CONS BD DTD 02/05/2021 1.8% 02-05-20362/5/20361.80%**545,998 
FEDERAL HOME LN BKS CONS BD DTD 02/12/2021 .55% 02-12-20262/12/20260.55%**4,982,576 
FEDERAL HOME LN BKS CONS BD DTD 03/03/2021 .9% 03-03-20263/3/20260.90%**1,891,510 
FEDERAL HOME LN BKS CONS BD DTD 03/04/2021 .8% 03-04-20263/4/20260.80%**9,390,546 
FEDERAL HOME LN BKS CONS BD DTD 06/23/2021 2.375% 06-23-20366/23/20362.38%**489,397 
FEDERAL HOME LN BKS CONS BD DTD 07/30/2021 1.11% 07-27-20267/27/20261.11%**1,970,131 
FEDERAL HOME LN BKS CONS BD DTD 09/29/2025 4.125% 09-17-20279/17/20274.12%**1,290,276 
FEDERAL HOME LN BKS CONS BD DTD 1.57% 06-30-20326/30/20321.57%**2,543,013 
FEDERAL HOME LN MTG CORP POOL #QD3960 2.0% 01-01-20521/1/20522.00%**372,335 
FEDERAL HOME LN MTG CORP 2% 01-01-20421/1/20422.00%**312,062 
FEDERAL HOME LN MTG CORP 2% 11-01-205111/1/20512.00%**415,983 
FEDERAL HOME LN MTG CORP 2.5% 01-01-20521/1/20522.50%**417,891 
FEDERAL HOME LN MTG CORP 2.5% 04-01-20374/1/20372.50%**2,068,321 
FEDERAL HOME LN MTG CORP 3% 04-01-20524/1/20523.00%**413,323 
FEDERAL HOME LN MTG CORP 3.5% 05-01-20525/1/20523.50%**191,059 
FEDERAL HOME LN MTG CORP 5.5% 01-01-20531/1/20535.50%**478,969 
FEDERAL HOME LN MTG CORP 5.5% 07-01-20537/1/20535.50%**229,853 
FEDERAL HOME LN MTG CORP 6% 12-01-205212/1/20526.00%**950,720 
FEDERAL HOME LN MTG CORP 6.5% 01-01-20531/1/20536.50%**405,823 
FEDERAL HOME LN MTG CORP MULTICLASS PREASSIGN SER 3019 CL FN 08-15-2035 REG8/15/20354.40%**471,845 
FEDERAL HOME LN MTG CORP MULTICLASS SER 004639 CL KB STEP UP 04-15-20534/15/20533.25%**1,007,479 
FEDERAL HOME LN MTG CORP MULTICLASS SER 3384 CL FL FLTG RT 11-15-203711/15/20374.63%**742,990 
FEDERAL HOME LN MTG CORP MULTICLASS SR 2008-25 CL EF VAR 04-25-2038 REG4/25/20384.94%**444,374 
FEDERAL HOME LN MTG CORP MULTICLASS SR 2008-6 CL BF VAR 02-25-2038 REG2/25/20384.49%**658,647 
FEDERAL HOME LN MTG CORP MULTICLASS SR 2410 CL PF VAR 02-15-2032 REG2/15/20325.08%**223,031 
FEDERAL HOME LN MTG CORP MULTICLASS SR 3055 CL CF VAR 10-15-2035 REG10/15/20354.51%**93,523 
FEDERAL HOME LN MTG CORP MULTICLASS SR 3150 CL FA VAR 05-15-2036 REG5/15/20364.45%**556,054 
FEDERAL HOME LN MTG CORP MULTICLASS VAR SR 2012-17 CL FG 03-25-2042 REG3/25/20424.49%**808,387 
FEDERAL HOME LN MTG CORP POOL #2B0646 FLTG RT DUE 07-01-2042 BEO7/1/20426.52%**16,598 
FEDERAL HOME LN MTG CORP POOL #410792 5.88% 02-01-2030 BEO2/1/20305.88%**2,441 
FEDERAL HOME LN MTG CORP POOL #841076 3.007% 11-01-2048 BEO11/1/20483.01%**2,781,944 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FEDERAL HOME LN MTG CORP POOL #841077 5.046% 11-01-2047 BEO11/1/20475.16%**646,147 
FEDERAL HOME LN MTG CORP POOL #841081 3.118% 02-01-2050 BEO2/1/20503.27%**1,323,047 
FEDERAL HOME LN MTG CORP POOL #849407 6.279% 09-01-2037 BEO9/1/20376.26%**63,220 
FEDERAL HOME LN MTG CORP POOL #84-9790 FLTG RT DUE 03-01-20453/1/20456.28%**368,499 
FEDERAL HOME LN MTG CORP POOL #A39803 5.5% 11-01-2035 BEO11/1/20355.50%**4,308 
FEDERAL HOME LN MTG CORP POOL #A47038 5%09-01-2035 BEO9/1/20355.00%**21,292 
FEDERAL HOME LN MTG CORP POOL #A62378 6%06-01-2037 BEO6/1/20376.00%**4,711 
FEDERAL HOME LN MTG CORP POOL #A63809 6%08-01-2037 BEO8/1/20376.00%**15,805 
FEDERAL HOME LN MTG CORP POOL #A69654 6%12-01-2037 BEO12/1/20376.00%**6,319 
FEDERAL HOME LN MTG CORP POOL #A71410 6%01-01-2038 BEO1/1/20386.00%**129 
FEDERAL HOME LN MTG CORP POOL #A85726 5%04-01-2039 BEO4/1/20395.00%**32,056 
FEDERAL HOME LN MTG CORP POOL #A91235 4.5% 02-01-2040 BEO2/1/20404.50%**79,708 
FEDERAL HOME LN MTG CORP POOL #A93318 5%08-01-2040 BEO8/1/20405.00%**58,848 
FEDERAL HOME LN MTG CORP POOL #A93625 5%08-01-2040 BEO8/1/20405.00%**124,189 
FEDERAL HOME LN MTG CORP POOL #A93652 5%09-01-2040 BEO9/1/20405.00%**8,434 
FEDERAL HOME LN MTG CORP POOL #A93713 5%09-01-2040 BEO9/1/20405.00%**138,711 
FEDERAL HOME LN MTG CORP POOL #A94069 5%09-01-2040 BEO9/1/20405.00%**48,965 
FEDERAL HOME LN MTG CORP POOL #A94898 4.5% 11-01-2040 BEO11/1/20404.50%**92,870 
FEDERAL HOME LN MTG CORP POOL #A95085 4%11-01-2040 BEO11/1/20404.00%**81,148 
FEDERAL HOME LN MTG CORP POOL #A95519 4.5% 12-01-2040 BEO12/1/20404.50%**30,453 
FEDERAL HOME LN MTG CORP POOL #A95561 4%12-01-2040 BEO12/1/20404.00%**138,591 
FEDERAL HOME LN MTG CORP POOL #A95575 4%12-01-2040 BEO12/1/20404.00%**117,663 
FEDERAL HOME LN MTG CORP POOL #A97040 4%02-01-2041 BEO2/1/20414.00%**83,888 
FEDERAL HOME LN MTG CORP POOL #C01623 5.5% 09-01-2033 BEO9/1/20335.50%**69,148 
FEDERAL HOME LN MTG CORP POOL #C03517 4.5% 09-01-2040 BEO9/1/20404.50%**63,054 
FEDERAL HOME LN MTG CORP POOL #C03520 4%09-01-2040 BEO9/1/20404.00%**569,376 
FEDERAL HOME LN MTG CORP POOL #C03545 5%08-01-2040 BEO9/1/20404.00%**62,860 
FEDERAL HOME LN MTG CORP POOL #C03613 4%11-01-2040 BEO11/1/20404.00%**72,910 
FEDERAL HOME LN MTG CORP POOL #C03792 3.5% 04-01-2042 BEO4/1/20423.50%**293,934 
FEDERAL HOME LN MTG CORP POOL #C04240 3.5% 09-01-2042 BEO9/1/20423.50%**168,747 
FEDERAL HOME LN MTG CORP POOL #C04422 3%12-01-2042 BEO12/1/20423.00%**206,093 
FEDERAL HOME LN MTG CORP POOL #C09022 3%01-01-2043 BEO1/1/20433.00%**891,614 
FEDERAL HOME LN MTG CORP POOL #C09055 4%12-01-2043 BEO12/1/20434.00%**130,259 
FEDERAL HOME LN MTG CORP POOL #C10542 7%06-01-2028 BEO6/1/20287.00%**544 
FEDERAL HOME LN MTG CORP POOL #C12585 7%07-01-2028 BEO7/1/20287.00%**89 
FEDERAL HOME LN MTG CORP POOL #C14084 7%08-01-2028 BEO8/1/20287.00%**594 
FEDERAL HOME LN MTG CORP POOL #C91161 5%02-01-2028 BEO2/1/20285.00%**1,246 
FEDERAL HOME LN MTG CORP POOL #C91362 4.5% 03-01-2031 BEO3/1/20314.50%**65,661 
FEDERAL HOME LN MTG CORP POOL #C91581 3%11-01-2032 BEO11/1/20323.00%**419,250 
FEDERAL HOME LN MTG CORP POOL #C91589 3.5% 11-01-2032 BEO11/1/20323.50%**81,242 
FEDERAL HOME LN MTG CORP POOL #C91925 3.5% 04-01-2037 BEO4/1/20373.50%**365,564 
FEDERAL HOME LN MTG CORP POOL #C91928 3.5% 05-01-2037 BEO5/1/20373.50%**58,998 
FEDERAL HOME LN MTG CORP POOL #C91942 4%06-01-2037 BEO6/1/20374.00%**4,703 
FEDERAL HOME LN MTG CORP POOL #C91960 3.5% 11-01-2037 BEO11/1/20373.50%**274,818 
FEDERAL HOME LN MTG CORP POOL #D70703 7%04-01-2026 BEO4/1/20267.00%**284 
FEDERAL HOME LN MTG CORP POOL #D75787 8%11-01-2026 BEO11/1/20268.00%**191 
FEDERAL HOME LN MTG CORP POOL #D80177 7%05-01-2027 BEO5/1/20277.00%**774 
FEDERAL HOME LN MTG CORP POOL #FR SD8265 4.0% 11-01-205211/1/20524.00%**1,992,488 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FEDERAL HOME LN MTG CORP POOL #G00704 7%12-01-2026 BEO12/1/20267.00%**51 
FEDERAL HOME LN MTG CORP POOL #G01665 5.5% 03-01-2034 BEO3/1/20345.50%**89,378 
FEDERAL HOME LN MTG CORP POOL #G02031 5.5% 02-01-2036 BEO2/1/20365.50%**28,092 
FEDERAL HOME LN MTG CORP POOL #G02427 5.5% 12-01-2036 BEO12/1/20365.50%**89,248 
FEDERAL HOME LN MTG CORP POOL #G03073 5.5% 07-01-2037 BEO7/1/20375.50%**48,931 
FEDERAL HOME LN MTG CORP POOL #G03233 6%08-01-2037 BEO8/1/20376.00%**2,398 
FEDERAL HOME LN MTG CORP POOL #G03695 5.5% 11-01-2037 BEO11/1/20375.50%**24,765 
FEDERAL HOME LN MTG CORP POOL #G03812 5.5% 02-01-2038 BEO2/1/20385.50%**34,352 
FEDERAL HOME LN MTG CORP POOL #G03819 6%01-01-2038 BEO1/1/20386.00%**14,151 
FEDERAL HOME LN MTG CORP POOL #G04448 5.5% 07-01-2038 BEO7/1/20385.50%**13,934 
FEDERAL HOME LN MTG CORP POOL #G04585 5.5% 02-01-2038 BEO2/1/20385.50%**24,578 
FEDERAL HOME LN MTG CORP POOL #G04588 5.5% 08-01-2038 BEO8/1/20385.50%**14,873 
FEDERAL HOME LN MTG CORP POOL #G04636 5%12-01-2035 BEO12/1/20355.00%**17,123 
FEDERAL HOME LN MTG CORP POOL #G04688 5.5% 09-01-2038 BEO9/1/20385.50%**14,002 
FEDERAL HOME LN MTG CORP POOL #G05179 5.5% 01-01-2039 BEO1/1/20395.50%**17,572 
FEDERAL HOME LN MTG CORP POOL #G05527 4%07-01-2039 BEO7/1/20394.00%**11,277 
FEDERAL HOME LN MTG CORP POOL #G05676 4%11-01-2039 BEO11/1/20394.00%**204,216 
FEDERAL HOME LN MTG CORP POOL #G05726 5%08-01-2039 BEO8/1/20395.00%**49,556 
FEDERAL HOME LN MTG CORP POOL #G05741 4.5% 12-01-2039 BEO12/1/20394.50%**106,977 
FEDERAL HOME LN MTG CORP POOL #G05927 4.5% 07-01-2040 BEO7/1/20404.50%**244,503 
FEDERAL HOME LN MTG CORP POOL #G06021 5.5% 01-01-2040 BEO1/1/20405.50%**39,300 
FEDERAL HOME LN MTG CORP POOL #G06087 5%09-01-2040 BEO9/1/20405.00%**11,119 
FEDERAL HOME LN MTG CORP POOL #G06601 4.5% 12-01-2040 BEO12/1/20404.50%**470,324 
FEDERAL HOME LN MTG CORP POOL #G07032 3%06-01-2042 BEO6/1/20423.00%**248,217 
FEDERAL HOME LN MTG CORP POOL #G07129 3.5% 09-01-2042 BEO9/1/20423.50%**239,772 
FEDERAL HOME LN MTG CORP POOL #G07434 3.5% 07-01-2043 BEO7/1/20433.50%**475,365 
FEDERAL HOME LN MTG CORP POOL #G08273 5.5% 06-01-2038 BEO6/1/20385.50%**10,358 
FEDERAL HOME LN MTG CORP POOL #G08368 4.5% 10-01-2039 BEO10/1/20394.50%**90,233 
FEDERAL HOME LN MTG CORP POOL #G08457 4.5% 08-01-2041 BEO8/1/20414.50%**147,674 
FEDERAL HOME LN MTG CORP POOL #G08521 3%01-01-2043 BEO1/1/20433.00%**148,366 
FEDERAL HOME LN MTG CORP POOL #G08540 3%08-01-2043 BEO8/1/20433.00%**247,648 
FEDERAL HOME LN MTG CORP POOL #G08567 4%01-01-2044 BEO1/1/20444.00%**279,670 
FEDERAL HOME LN MTG CORP POOL #G08624 4%01-01-2045 BEO1/1/20454.00%**371,466 
FEDERAL HOME LN MTG CORP POOL #G08653 3%07-01-2045 BEO7/1/20453.00%**437,687 
FEDERAL HOME LN MTG CORP POOL #G08672 4%10-01-2045 BEO10/1/20454.00%**218,893 
FEDERAL HOME LN MTG CORP POOL #G08681 3.5% 12-01-2045 BEO12/1/20453.50%**802,860 
FEDERAL HOME LN MTG CORP POOL #G08732 3%11-01-2046 BEO11/1/20463.00%**850,927 
FEDERAL HOME LN MTG CORP POOL #G08734 4%11-01-2046 BEO11/1/20464.00%**440,228 
FEDERAL HOME LN MTG CORP POOL #G08741 3%01-01-2047 BEO1/1/20473.00%**555,716 
FEDERAL HOME LN MTG CORP POOL #G08764 4.5% 05-01-2047 BEO5/1/20474.50%**110,875 
FEDERAL HOME LN MTG CORP POOL #G08770 3.5% 07-01-2047 BEO7/1/20473.50%**1,374,367 
FEDERAL HOME LN MTG CORP POOL #G08772 4.5% 07-01-2047 BEO7/1/20474.50%**67,105 
FEDERAL HOME LN MTG CORP POOL #G08785 4%10-01-2047 BEO10/1/20474.00%**132,793 
FEDERAL HOME LN MTG CORP POOL #G08786 4.5% 10-01-2047 BEO10/1/20474.50%**117,424 
FEDERAL HOME LN MTG CORP POOL #G08790 4.5% 11-01-2047 BEO11/1/20474.50%**101,831 
FEDERAL HOME LN MTG CORP POOL #G08792 3.5% 12-01-2047 BEO12/1/20473.50%**1,452,582 
FEDERAL HOME LN MTG CORP POOL #G08809 4%04-01-2048 BEO4/1/20484.00%**52,440 
FEDERAL HOME LN MTG CORP POOL #G08827 4.5% 07-01-2048 BEO7/1/20484.50%**438,895 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FEDERAL HOME LN MTG CORP POOL #G08832 4.5% 08-01-2048 BEO8/1/20484.50%**187,412 
FEDERAL HOME LN MTG CORP POOL #G08862 4%02-01-2049 BEO2/1/20494.00%**2,116,368 
FEDERAL HOME LN MTG CORP POOL #G14375 4%07-01-2026 BEO7/1/20264.00%**55 
FEDERAL HOME LN MTG CORP POOL #G14517 2.5% 07-01-2027 BEO7/1/20272.50%**413,497 
FEDERAL HOME LN MTG CORP POOL #G14956 2.5% 05-01-2028 BEO5/1/20282.50%**67,819 
FEDERAL HOME LN MTG CORP POOL #G15100 2.5% 07-01-2028 BEO7/1/20282.50%**408,358 
FEDERAL HOME LN MTG CORP POOL #G15252 3%12-01-2029 BEO12/1/20293.00%**119,437 
FEDERAL HOME LN MTG CORP POOL #G15403 3.5% 04-01-2030 BEO4/1/20303.50%**282,164 
FEDERAL HOME LN MTG CORP POOL #G15441 3%03-01-2030 BEO3/1/20303.00%**110,598 
FEDERAL HOME LN MTG CORP POOL #G15653 3%10-01-2028 BEO10/1/20283.00%**4,095,566 
FEDERAL HOME LN MTG CORP POOL #G16015 3%01-01-2032 BEO1/1/20323.00%**135,572 
FEDERAL HOME LN MTG CORP POOL #G16177 2%01-01-2032 BEO1/1/20322.00%**342,368 
FEDERAL HOME LN MTG CORP POOL #G16763 4%02-01-2034 BEO2/1/20344.00%**924,187 
FEDERAL HOME LN MTG CORP POOL #G16789 4%02-01-2034 BEO2/1/20344.00%**1,077,667 
FEDERAL HOME LN MTG CORP POOL #G16792 4%03-01-2034 BEO3/1/20344.00%**902,733 
FEDERAL HOME LN MTG CORP POOL #G18475 2.5% 08-01-2028 BEO8/1/20282.50%**23,157 
FEDERAL HOME LN MTG CORP POOL #G18552 3%05-01-2030 BEO5/1/20303.00%**188,797 
FEDERAL HOME LN MTG CORP POOL #G18659 3%09-01-2032 BEO9/1/20323.00%**280,247 
FEDERAL HOME LN MTG CORP POOL #G20028 7.5% 12-01-2036 BEO12/1/20367.50%**93,887 
FEDERAL HOME LN MTG CORP POOL #G30591 6%02-01-2028 BEO2/1/20286.00%**2,982 
FEDERAL HOME LN MTG CORP POOL #G31156 5.5% 02-01-2029 BEO2/1/20295.50%**480,617 
FEDERAL HOME LN MTG CORP POOL #G60985 3%05-01-2047 BEO5/1/20473.00%**2,042,000 
FEDERAL HOME LN MTG CORP POOL #G61047 4.5% 07-01-2047 BEO7/1/20474.50%**100,381 
FEDERAL HOME LN MTG CORP POOL #G61502 5%02-01-2048 BEO2/1/20485.00%**85,842 
FEDERAL HOME LN MTG CORP POOL #G61638 4%07-01-2048 BEO7/1/20484.00%**301,697 
FEDERAL HOME LN MTG CORP POOL #G61657 5%12-01-2047 BEO12/1/20475.00%**249,628 
FEDERAL HOME LN MTG CORP POOL #G61713 3.5% 01-01-2045 BEO1/1/20453.50%**270,993 
FEDERAL HOME LN MTG CORP POOL #G61739 3%09-01-2048 BEO9/1/20483.00%**1,327,339 
FEDERAL HOME LN MTG CORP POOL #G61909 4.5% 12-01-2037 BEO12/1/20374.50%**508,914 
FEDERAL HOME LN MTG CORP POOL #J15658 4%06-01-2026 BEO6/1/20264.00%**1,450 
FEDERAL HOME LN MTG CORP POOL #J15719 4%06-01-2026 BEO6/1/20264.00%**7,832 
FEDERAL HOME LN MTG CORP POOL #J16059 4%07-01-2026 BEO7/1/20264.00%**2,294 
FEDERAL HOME LN MTG CORP POOL #J25735 3%09-01-2028 BEO9/1/20283.00%**45,087 
FEDERAL HOME LN MTG CORP POOL #J27464 3.5% 02-01-2029 BEO2/1/20293.50%**89,121 
FEDERAL HOME LN MTG CORP POOL #J31736 3.5% 05-01-2030 BEO5/1/20303.50%**154,801 
FEDERAL HOME LN MTG CORP POOL #Q04673 4%11-01-2041 BEO11/1/20414.00%**203,907 
FEDERAL HOME LN MTG CORP POOL #Q04674 4%12-01-2041 BEO12/1/20414.00%**2,405 
FEDERAL HOME LN MTG CORP POOL #Q10448 3.5% 08-01-2042 BEO8/1/20423.50%**109,684 
FEDERAL HOME LN MTG CORP POOL #Q19853 3.5% 06-01-2043 BEO6/1/20433.50%**185,870 
FEDERAL HOME LN MTG CORP POOL #Q25703 4.5% 04-01-2044 BEO4/1/20444.50%**212,985 
FEDERAL HOME LN MTG CORP POOL #Q25705 4.5% 04-01-2044 BEO4/1/20444.50%**86,609 
FEDERAL HOME LN MTG CORP POOL #Q56364 4%05-01-2048 BEO5/1/20484.00%**355,376 
FEDERAL HOME LN MTG CORP POOL #QC3242 3%06-01-2051 BEO6/1/20513.00%**219,681 
FEDERAL HOME LN MTG CORP POOL #QD6056 3%02-01-2052 BEO2/1/20523.00%**362,280 
FEDERAL HOME LN MTG CORP POOL #QF8222 6.5% 02-01-2053 BEO2/1/20536.50%**215,428 
FEDERAL HOME LN MTG CORP POOL #QF8298 6.5% 03-01-2053 BEO3/1/20536.50%**108,760 
FEDERAL HOME LN MTG CORP POOL #RA3882 2.0% DUE 11-01-2050 REG11/1/20502.00%**699,489 
FEDERAL HOME LN MTG CORP POOL #RA-3913 2.5% 11-01-205011/1/20502.50%**4,169,168 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FEDERAL HOME LN MTG CORP POOL #RA4142 2.5% 12-01-2050 BEO12/1/20502.50%**3,030,613 
FEDERAL HOME LN MTG CORP POOL #RA5373 2%DUE 06-01-2051 REG6/1/20512.00%**836,859 
FEDERAL HOME LN MTG CORP POOL #RB5114 2.0% DUE 05-01-20416/1/20412.00%**233,137 
FEDERAL HOME LN MTG CORP POOL #RB-5131 2.0% 09-01-204110/1/20412.00%**1,877,141 
FEDERAL HOME LN MTG CORP POOL #RB-5141 2% DUE 01-01-2042 REG1/1/20422.00%**189,501 
FEDERAL HOME LN MTG CORP POOL #RB5153 2%04-01-2042 BEO4/1/20422.00%**590,712 
FEDERAL HOME LN MTG CORP POOL #RBS5145 2.0% 01-01-20422/1/20422.00%**3,434,996 
FEDERAL HOME LN MTG CORP POOL #RE0014 3.0% 09-01-20509/1/20503.00%**1,578,042 
FEDERAL HOME LN MTG CORP POOL #RJ0137 5.0%12-01-205312/1/20535.00%**11,772,000 
FEDERAL HOME LN MTG CORP POOL #S0-6179 3% 09-15-2042 BEO9/15/20423.00%**1,397,297 
FEDERAL HOME LN MTG CORP POOL #S0-6228 3% 09-15-2042 BEO9/15/20423.00%**1,080,595 
FEDERAL HOME LN MTG CORP POOL #SB0258 4% 06-01-20346/1/20344.00%**404,438 
FEDERAL HOME LN MTG CORP POOL #SC0093 2.0% 10-01-204010/1/20402.00%**299,320 
FEDERAL HOME LN MTG CORP POOL #SC0319 2%04-01-2042 BEO4/1/20422.00%**792,603 
FEDERAL HOME LN MTG CORP POOL #SD-0573 2.0% DUE 04-01-2051 REG4/1/20512.00%**189,003 
FEDERAL HOME LN MTG CORP POOL #SD-0615 4.5% 01-01-20511/1/20514.50%**561,612 
FEDERAL HOME LN MTG CORP POOL #SD0987 4.5% 01-01-2050 BEO1/1/20504.50%**775,873 
FEDERAL HOME LN MTG CORP POOL #SD1439 2%02-01-2052 BEO2/1/20522.00%**1,122,382 
FEDERAL HOME LN MTG CORP POOL #SD1610 4.5% 09-01-2052 BEO9/1/20524.50%**26,424,863 
FEDERAL HOME LN MTG CORP POOL #SD2394 4.5% 11-01-2052 BEO11/1/20524.50%**558,484 
FEDERAL HOME LN MTG CORP POOL #SD3642 6%09-01-2053 BEO9/1/20536.00%**790,678 
FEDERAL HOME LN MTG CORP POOL #SD3737 6%09-01-2053 BEO9/1/20536.00%**563,913 
FEDERAL HOME LN MTG CORP POOL #SD3853 5.5% 08-01-2053 BEO8/1/20535.50%**19,762,901 
FEDERAL HOME LN MTG CORP POOL #SD3942 4.5% 01-01-2053 BEO1/1/20534.50%**2,936,399 
FEDERAL HOME LN MTG CORP POOL #SD3953 3%02-01-2052 BEO2/1/20523.00%**4,016,541 
FEDERAL HOME LN MTG CORP POOL #SD4030 6.5% 10-01-2053 BEO10/1/20536.50%**2,251,951 
FEDERAL HOME LN MTG CORP POOL #SD4115 4.5% 10-01-2052 BEO10/1/20524.50%**2,133,085 
FEDERAL HOME LN MTG CORP POOL #SD4365 5.5% 09-01-2053 BEO9/1/20535.50%**495,333 
FEDERAL HOME LN MTG CORP POOL #SD7554 2.5% 04-01-2052 BEO4/1/20522.50%**6,129,735 
FEDERAL HOME LN MTG CORP POOL #SD7555 3%08-01-2052 BEO8/1/20523.00%**5,331,923 
FEDERAL HOME LN MTG CORP POOL #SD7560 4.0% 02-01-20532/1/20534.00%**1,697,883 
FEDERAL HOME LN MTG CORP POOL #SD8090 2.0% DUE 08-01-20509/1/20502.00%**1,415,675 
FEDERAL HOME LN MTG CORP POOL #SD8141 2.5% DUE 03-01-2051 REG4/1/20512.50%**10,517,430 
FEDERAL HOME LN MTG CORP POOL #SD8151 2.5% DUE 06-01-2051 BEO6/1/20512.50%**4,727,599 
FEDERAL HOME LN MTG CORP POOL #SD8155 2.0% 07-01-20517/1/20512.00%**1,150,267 
FEDERAL HOME LN MTG CORP POOL #SD8156 2.5% DUE 07-01-2051 BEO7/1/20512.50%**664,900 
FEDERAL HOME LN MTG CORP POOL #SD8238 4.5% DUE 07-01-2052 REG8/1/20524.50%**1,663,525 
FEDERAL HOME LN MTG CORP POOL #SD8244 4%DUE 09-01-2052 BEO9/1/20524.00%**23,161,752 
FEDERAL HOME LN MTG CORP POOL #SD8258 5%DUE 10-01-2052 BEO10/1/20525.00%**1,998,986 
FEDERAL HOME LN MTG CORP POOL #SD8264 3.5% DUE 10-01-2052 BEO11/1/20523.50%**2,835,268 
FEDERAL HOME LN MTG CORP POOL #SD8267 5%DUE 11-01-2052 BEO11/1/20525.00%**4,034,347 
FEDERAL HOME LN MTG CORP POOL #SD8284 3%01-01-2053 BEO1/1/20533.00%**689,458 
FEDERAL HOME LN MTG CORP POOL #SD8290 6%01-01-2053 BEO1/1/20536.00%**6,869,073 
FEDERAL HOME LN MTG CORP POOL #T45022 2.5% 01-01-2028 BEO1/1/20282.50%**249,289 
FEDERAL HOME LN MTG CORP POOL #T45023 2.5% 02-01-2028 BEO2/1/20282.50%**128,827 
FEDERAL HOME LN MTG CORP POOL #U79041 3%10-01-2029 BEO10/1/20293.00%**1,220,553 
FEDERAL HOME LN MTG CORP POOL #U79065 3.5% 04-01-2030 BEO4/1/20303.50%**131,948 
FEDERAL HOME LN MTG CORP POOL #U80439 3.5% 07-01-2033 BEO7/1/20333.50%**37,706 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FEDERAL HOME LN MTG CORP POOL #U9-0690 3.5 DUE 06-01-20426/1/20423.50%**48,737 
FEDERAL HOME LN MTG CORP POOL #U92272 4.5% 12-01-2043 BEO12/1/20434.50%**181,328 
FEDERAL HOME LN MTG CORP POOL #U99076 4.5% 12-01-2043 BEO12/1/20434.50%**1,341,674 
FEDERAL HOME LN MTG CORP POOL #U99084 4.5% 02-01-2044 BEO2/1/20444.50%**1,038,448 
FEDERAL HOME LN MTG CORP POOL #U99091 4.5% 03-01-2044 BEO3/1/20444.50%**318,333 
FEDERAL HOME LN MTG CORP POOL #ZA2257 3.5% 04-01-2032 BEO4/1/20323.50%**550,961 
FEDERAL HOME LN MTG CORP POOL #ZA2489 3.5% 01-01-2038 BEO1/1/20383.50%**564,064 
FEDERAL HOME LN MTG CORP POOL #ZA3714 3%06-01-2029 BEO6/1/20293.00%**432,710 
FEDERAL HOME LN MTG CORP POOL #ZA5796 4.5% 11-01-2038 BEO11/1/20384.50%**270,026 
FEDERAL HOME LN MTG CORP POOL #ZK4886 2.5% 01-01-2028 BEO1/1/20282.50%**656,125 
FEDERAL HOME LN MTG CORP POOL #ZK5602 2.5% 06-01-2028 BEO6/1/20282.50%**557,936 
FEDERAL HOME LN MTG CORP POOL #ZM5659 3.5% 02-01-2048 BEO2/1/20483.50%**677,015 
FEDERAL HOME LN MTG CORP POOL #ZM6968 4%06-01-2048 BEO6/1/20484.00%**47,413 
FEDERAL HOME LN MTG CORP POOL #ZS8682 3%01-01-2033 BEO1/1/20333.00%**2,454,077 
FEDERAL HOME LN MTG CORP POOL #ZS9316 3.5% 01-01-2038 BEO1/1/20383.50%**1,895,449 
FEDERAL HOME LN MTG CORP POOL #ZT0536 3.5% 03-01-2048 BEO3/1/20483.50%**3,088,500 
FEDERAL HOME LN MTG CORP POOL #ZT1257 3%01-01-2046 BEO1/1/20463.00%**290,535 
FEDERAL HOME LN MTG CORP POOL #ZT1561 3%04-01-2031 BEO4/1/20313.00%**1,586,488 
FEDERAL HOME LN MTG CORP POOL #ZT1985 3.5% DUE 02-01-2031 BEO2/1/20313.50%**1,560,033 
FEDERAL HOME LN MTG CORP POOL# QF5465 5.0% 12-01-205212/1/20525.00%**443,484 
FEDERAL HOME LN MTG CORP POOL#RB5064 2.0% 06-01-20406/1/20402.00%**505,174 
FEDERAL HOME LN MTG CORP Q15062 3 DUE 02-01-20432/1/20433.00%**738,309 
FEDERAL HOME LN MTG CORP Q5-2319 3.5% 11-01-204711/1/20473.50%**511,915 
FEDERAL HOME LN MTG CORP REMIC SER 2794 CL PH 5.5% 05-15-20345/15/20345.50%**1,413,297 
FEDERAL HOME LN MTG CORP REMIC SER 4042 CL EB 6.5 08-15-20398/15/20396.50%**308,076 
FEDERAL HOME LN MTG CORP SER 004569 CL G3.5% DUE 06-15-2042 REG6/15/20423.50%**102,897 
FEDERAL HOME LN MTG CORP SER 004638 CL FA FLTG 07-15-20407/15/20404.58%**39,289 
FEDERAL HOME LN MTG CORP SER 004752 CL PL 3% 09-15-20469/15/20463.00%**983,836 
FEDERAL HOME LN MTG CORP SER 004879 CL DF 4.22183% 08-15-20348/15/20344.50%**703,610 
FEDERAL HOME LN MTG CORP SER 004941 CL MB 3% 07-25-20497/25/20493.00%**862,474 
FEDERAL HOME LN MTG CORP SER 004949 CL CB 3% 05-25-20375/25/20373.00%**43,821 
FEDERAL HOME LN MTG CORP SER 004989 CL FA 4.48913% 08-15-20408/15/20404.49%**988,561 
FEDERAL HOME LN MTG CORP SER 004989 CL FB 4.48913% 10-15-204010/15/20404.49%**763,386 
FEDERAL HOME LN MTG CORP SER 005000 CL MA 2% 06-25-20446/25/20442.00%**658,778 
FEDERAL HOME LN MTG CORP SER 005006 CL KA 2% 06-25-20456/25/20452.00%**1,913,768 
FEDERAL HOME LN MTG CORP SER 00KJ47 CL A2 5.42999982834% 06-25-20316/25/20315.43%**3,130,011 
FEDERAL HOME LN MTG CORP SER 00Q034 CL APT2 2.94236% 07-25-20547/25/20542.94%**4,691,119 
FEDERAL HOME LN MTG CORP SER 2519 CL NU 5.0% 11-15-203211/15/20325.00%**433,945 
FEDERAL HOME LN MTG CORP SER 3221 CL FW 09-15-20369/15/20364.52%**317,990 
FEDERAL HOME LN MTG CORP SER 3231 CL FA FRN 10-15-203610/15/20364.50%**224,605 
FEDERAL HOME LN MTG CORP SER 3326 CL FG 4.17183% 06-15-20376/15/20374.45%**659,589 
FEDERAL HOME LN MTG CORP SER 3361 CL PF FRN 08-15-20358/15/20354.55%**647,602 
FEDERAL HOME LN MTG CORP SER 3370 CL FC 4.46183% 10-15-203710/15/20374.74%**684,796 
FEDERAL HOME LN MTG CORP SER 3404 CL FB FRN 01-15-20381/15/20385.10%**517,294 
FEDERAL HOME LN MTG CORP SER 3616 CL FG FRN 03-15-20323/15/20324.75%**104,699 
FEDERAL HOME LN MTG CORP SER 3725 CL PD 2.5% 01-15-20401/15/20402.50%**9,258 
FEDERAL HOME LN MTG CORP SER 3741 CL HF FLTG 11-15-203911/15/20394.55%**49,204 
FEDERAL HOME LN MTG CORP SER 3786 CL NA 4.5 DUE 07-15-2040 REG7/15/20404.50%**101,408 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FEDERAL HOME LN MTG CORP SER 3925 CL DE 2.0% 07-15-20407/15/20402.00%**50,231 
FEDERAL HOME LN MTG CORP SER 3954 CL GF 4.32183% 11-15-204111/15/20414.60%**376,197 
FEDERAL HOME LN MTG CORP SER 4024 CL C 3.0% 03-15-20273/15/20273.00%**36,616 
FEDERAL HOME LN MTG CORP SER 4120 CL KA 1.75% 10-15-203210/15/20321.75%**511,891 
FEDERAL HOME LN MTG CORP SER 4125 CL PH 3 08-15-20418/15/20413.00%**579,936 
FEDERAL HOME LN MTG CORP SER 4205 CL PC 1.75% 01-15-20331/15/20331.75%**377,666 
FEDERAL HOME LN MTG CORP SER 4205 CL PE 2% 01-15-20331/15/20332.00%**378,715 
FEDERAL HOME LN MTG CORP SER 4229 CL MA 3.5 05-15-2041 REG5/15/20413.50%**346,202 
FEDERAL HOME LN MTG CORP SER 4231 CL B 2.5% 07-15-20287/15/20282.50%**603,226 
FEDERAL HOME LN MTG CORP SER 4247 CL AK 4.5 12-15-204212/15/20424.50%**110,349 
FEDERAL HOME LN MTG CORP SER 4341 CL MA 4% 11-15-203111/15/20314.00%**1,597,314 
FEDERAL HOME LN MTG CORP SER 4374 CL CE 3.5% 12-15-204312/15/20433.50%**296,208 
FEDERAL HOME LN MTG CORP SER 4508 CL CF FLTG 09-15-20459/15/20454.50%**2,030,250 
FEDERAL HOME LN MTG CORP SER 4559 CL AF FLTG 03-15-2042 REG3/15/20424.64%**263,093 
FEDERAL HOME LN MTG CORP SER 4559 CL LA 2% 03-15-20313/15/20312.00%**10,451,249 
FEDERAL HOME LN MTG CORP SER 4637 CL WF FLTG RT 07-15-20417/15/20414.64%**964,518 
FEDERAL HOME LN MTG CORP SER 4678 CL AF FLTG RT 12-15-204212/15/20424.54%**780,972 
FEDERAL HOME LN MTG CORP SER 5565 CL FA FLTG RT 08-25-20558/25/20555.02%**3,606,742 
FEDERAL HOME LN MTG CORP SL 4365 CL FH FRN 01-15-2040 REG1/15/20404.60%**2,972,840 
FEDERAL HOME LN MTG CORP SR 3867 CL FB FLTG RT 05-15-20415/15/20414.54%**485,275 
FEDERAL HOME LN MTG CORP SR 4097 CL KF FLTG 09-15-20319/15/20314.40%**39,624 
FEDERAL HOME LN MTG CORP SR 4162 CL DA 1.5% 02-15-20282/15/20281.50%**1,513,110 
FEDERAL HOME LN MTG CORP SR 4387 CL NA 1.5% 09-15-20299/15/20291.50%**66,703 
FEDERAL HOME LN MTG CORP SR 5353 CL A 6.5% 08-25-20458/25/20456.50%**2,240,685 
FEDERAL HOME LN MTG CORP SR 5427 CL DA 5.5% 05-25-20455/25/20455.50%**1,893,041 
FEDERAL HOME LOAN BANK 1.8% 01-25-20361/25/20361.80%**3,141,491 
FEDERAL HOME LOAN BANK 2.0% 02-25-20362/25/20362.00%**449,106 
FEDERAL HOME LOAN BANK 4.0% 10-13-202710/13/20274.00%**1,254,112 
FEDERAL HOME LOAN BANKS DISC NTS 01-12-20261/12/2026—%**34,558,941 
FEDERAL HOME LOAN BANKS 2.27% 08-19-20368/19/20362.27%**403,380 
FEDERAL HOME LOAN BANKS 2.5% 11-01-205111/1/20512.50%**7,487,682 
FEDERAL HOME LOAN BANKS 3% 01-01-20521/1/20523.00%**2,251,081 
FEDERAL HOME LOAN BANKS DISC NT 01-02-20261/2/2026—%**31,993,760 
FEDERAL HOME LOAN BANKS DISC NT 01-23-20261/23/2026—%**45,976,642 
FEDERAL HOME LOAN MORTGAGE CORP POOL #SD2612 4.5% 10-01-205210/1/20524.50%**1,712,334 
FEDERAL HOME LOAN MORTGAGE CORP #FR SD8288 5.0% 01-01-20531/1/20535.00%**2,837,782 
FEDERAL HOME LOAN MORTGAGE CORP 1.5% 11-01-205011/1/20501.50%**1,614,953 
FEDERAL HOME LOAN MORTGAGE CORP 2% 01-01-20421/1/20422.00%**2,303,882 
FEDERAL HOME LOAN MORTGAGE CORP 2% 02-01-20422/1/20422.00%**516,602 
FEDERAL HOME LOAN MORTGAGE CORP 2% 03-01-20413/1/20412.00%**936,694 
FEDERAL HOME LOAN MORTGAGE CORP 2% 04-01-20424/1/20422.00%**1,703,610 
FEDERAL HOME LOAN MORTGAGE CORP 2% 04-01-20514/1/20512.00%**3,545,236 
FEDERAL HOME LOAN MORTGAGE CORP 2% 05-01-20515/1/20512.00%**2,703,767 
FEDERAL HOME LOAN MORTGAGE CORP 2% 07-01-20417/1/20412.00%**283,272 
FEDERAL HOME LOAN MORTGAGE CORP 2% 08-01-20418/1/20412.00%**478,105 
FEDERAL HOME LOAN MORTGAGE CORP 2% 09-01-20409/1/20402.00%**398,727 
FEDERAL HOME LOAN MORTGAGE CORP 2% 09-01-20419/1/20412.00%**2,154,958 
FEDERAL HOME LOAN MORTGAGE CORP 2% 12-01-204112/1/20412.00%**5,024,547 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 03-01-20423/1/20422.50%**395,785 
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08-01-20518/1/20512.50%**1,422,933 
FEDERAL HOME LOAN MORTGAGE CORP 3% 02-01-20512/1/20513.00%**243,292 
FEDERAL HOME LOAN MORTGAGE CORP 3% 03-01-20523/1/20523.00%**132,715 
FEDERAL HOME LOAN MORTGAGE CORP 3% 04-01-20524/1/20523.00%**723,441 
FEDERAL HOME LOAN MORTGAGE CORP 3% 05-01-20425/1/20423.00%**4,534,550 
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02-01-20342/1/20343.50%**2,888,212 
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12-01-205012/1/20503.50%**727,169 
FEDERAL HOME LOAN MORTGAGE CORP 4% 07-01-20507/1/20504.00%**325,202 
FEDERAL HOME LOAN MORTGAGE CORP 4% 08-01-20538/1/20534.00%**179,553 
FEDERAL HOME LOAN MORTGAGE CORP 4% 11-01-203911/1/20394.00%**11,046,050 
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03-01-20473/1/20474.50%**282,515 
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12-01-205212/1/20524.50%**6,358,670 
FEDERAL HOME LOAN MORTGAGE CORP 5% 01-01-20531/1/20535.00%**461,344 
FEDERAL HOME LOAN MORTGAGE CORP 5% 01-01-20551/1/20555.00%**26,998 
FEDERAL HOME LOAN MORTGAGE CORP 5% 02-01-20532/1/20535.00%**15,914,181 
FEDERAL HOME LOAN MORTGAGE CORP 5% 06-01-20536/1/20535.00%**49,809,698 
FEDERAL HOME LOAN MORTGAGE CORP 5% 07-01-20527/1/20525.00%**1,864,008 
FEDERAL HOME LOAN MORTGAGE CORP 5% 09-01-20359/1/20355.00%**3,990,191 
FEDERAL HOME LOAN MORTGAGE CORP 5% 09-01-20529/1/20525.00%**371,768 
FEDERAL HOME LOAN MORTGAGE CORP 5% 11-01-205311/1/20535.00%**1,592,962 
FEDERAL HOME LOAN MORTGAGE CORP 5% 11-01-205411/1/20545.00%**6,920,407 
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01-01-20531/1/20535.50%**1,079,411 
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02-01-20532/1/20535.50%**10,106,910 
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02-01-20552/1/20555.50%**6,089,322 
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02-25-20502/25/20505.50%**3,123,541 
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04-01-20534/1/20535.50%**444,821 
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05-01-20535/1/20535.50%**2,181,836 
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 06-01-20536/1/20535.50%**1,078,484 
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 08-01-20538/1/20535.50%**1,352,955 
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12-01-205212/1/20525.50%**392,815 
FEDERAL HOME LOAN MORTGAGE CORP 6% 02-01-20552/1/20556.00%**9,802,209 
FEDERAL HOME LOAN MORTGAGE CORP 6% 03-01-20533/1/20536.00%**521,460 
FEDERAL HOME LOAN MORTGAGE CORP 6% 03-01-20553/1/20556.00%**39,217,342 
FEDERAL HOME LOAN MORTGAGE CORP 6% 04-01-20544/1/20546.00%**255,387 
FEDERAL HOME LOAN MORTGAGE CORP 6% 10-01-205310/1/20536.00%**429,041 
FEDERAL HOME LOAN MORTGAGE CORP 6% 12-01-205212/1/20526.00%**1,094,320 
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02-01-20532/1/20536.50%**563,044 
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04-01-20544/1/20546.50%**791,761 
FEDERAL HOME LOAN MORTGAGE CORP POOL #QB5093 2.5% 11-01-2050 BEO11/1/20502.50%**222,390 
FEDERAL HOME LOAN MORTGAGE CORP POOL #SD0935 3% DUE 04-01-2052 REG4/1/20523.00%**5,058,031 
FEDERAL HOME LOAN MORTGAGE CORP POOL #SD1218 4.0% DUE 07-01-2049 REG7/1/20494.00%**419,681 
FEDERAL HOME LOAN MORTGAGE CORP POOL #SD2511 5.5% DUE 04-01-20534/1/20535.50%**384,119 
FEDERAL HOME LOAN MORTGAGE CORP SER 00K509 CL A2 4.85% 09-25-20289/25/20284.85%**5,022,504 
FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-20512/1/20512.00%**1,207,422 
FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-20513/1/20512.00%**2,676,993 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FEDERAL NATIONAL MORTGAGE ASSOC 2% 05-01-20515/1/20512.00%**3,540,158 
FEDERAL NATIONAL MORTGAGE ASSOC 2% 11-01-205111/1/20512.00%**822,661 
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 01-01-20521/1/20522.50%**4,075,874 
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 02-01-20362/1/20362.50%**1,573,428 
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 02-01-20522/1/20522.50%**1,433,250 
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 04-01-20414/1/20412.50%**625,696 
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 04-01-20524/1/20522.50%**1,948,386 
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 07-01-20517/1/20512.50%**355,251 
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 08-01-20518/1/20512.50%**294,162 
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 10-01-205010/1/20502.50%**5,372,810 
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 11-01-204111/1/20412.50%**1,397,256 
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 11-01-205011/1/20502.50%**308,789 
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 12-01-205112/1/20512.50%**1,127,609 
FEDERAL NATIONAL MORTGAGE ASSOC 3% 01-01-20521/1/20523.00%**3,061,909 
FEDERAL NATIONAL MORTGAGE ASSOC 3% 05-01-20525/1/20523.00%**36,208 
FEDERAL NATIONAL MORTGAGE ASSOC 3% 06-01-20526/1/20523.00%**2,224,516 
FEDERAL NATIONAL MORTGAGE ASSOC 3% 07-01-20527/1/20523.00%**1,386,346 
FEDERAL NATIONAL MORTGAGE ASSOC 3% 10-01-205110/1/20513.00%**2,189,566 
FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 03-01-20523/1/20523.50%**1,020,604 
FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 04-01-20524/1/20523.50%**272,305 
FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 05-01-20525/1/20523.50%**639,088 
FEDERAL NATIONAL MORTGAGE ASSOC 4% 04-01-20504/1/20504.00%**1,452,367 
FEDERAL NATIONAL MORTGAGE ASSOC 4% 04-01-20524/1/20524.00%**340,445 
FEDERAL NATIONAL MORTGAGE ASSOC 4.81% 12-01-202912/1/20294.81%**3,844,399 
FEDERAL NATIONAL MORTGAGE ASSOC 4.89728%10-25-205310/25/20535.07%**1,752,664 
FEDERAL NATIONAL MORTGAGE ASSOC 5% 07-01-20527/1/20525.00%**438,256 
FEDERAL NATIONAL MORTGAGE ASSOC 5% 10-01-205310/1/20535.00%**1,746,625 
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% 05-01-20535/1/20535.50%**814,353 
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% 09-01-20539/1/20535.50%**2,530,643 
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% 11-01-205211/1/20525.50%**2,064,521 
FEDERAL NATIONAL MORTGAGE ASSOC 6% 09-01-20549/1/20546.00%**89,486 
FEDERAL NATIONAL MORTGAGE ASSOC 6% 12-01-205212/1/20526.00%**1,247,042 
FEDERAL NATIONAL MORTGAGE ASSOC 6.5% 01-01-20531/1/20536.50%**589,369 
FEDERAL NATIONAL MORTGAGE ASSOC 6.5% 02-01-20542/1/20546.50%**279,698 
FEDERAL NATIONAL MORTGAGE ASSOC DISC NT 01-15-20261/15/2026—%**2,088,681 
FEDERAL NATIONAL MORTGAGE ASSOC FR SER 11-124 CL JF FLTG RT DUE 02-25-20412/25/20414.39%**90,052 
FEDERAL NATIONAL MORTGAGE ASSOC POOL #BZ3505 4.25% 04-01-20304/1/20304.25%**8,045,798 
FEDERAL NATIONAL MORTGAGE ASSOC SER 2016-M11 CL AL 2.944% 07-25-20397/25/20392.94%**102,337 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH0210 4.5% 12-01-2040 BEO12/1/20404.50%**274,031 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH0864 4% 12-01-2040 BEO12/1/20404.00%**2,973 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH0943 4% DUE 12-01-2040 BEO12/1/20404.00%**319,459 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1115 4.5% 01-01-2041 BEO1/1/20414.50%**563,844 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1266 4% 01-01-2041 BEO1/1/20414.00%**74,174 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1508 4.5% 12-01-2040 BEO12/1/20404.50%**270,207 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1559 4% 12-01-2040 BEO12/1/20404.00%**163,868 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1560 4% 01-01-2041 BEO1/1/20414.00%**260,195 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1565 4.5% 12-01-2040 BEO12/1/20404.50%**99,799 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH2442 4% 01-01-2041 BEO1/1/20414.00%**13,379 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FEDERAL NATL MTG ASSN GTD MTG POOL #AH3203 4% DUE 01-01-2041 BEO1/1/20414.00%**18,107 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH4404 4% 01-01-2041 BEO1/1/20414.00%**266,356 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH6958 ADJ RT DUE 02-01-2041 BEO2/1/20416.64%**27,881 
FEDERAL NATL MTG ASSN GTD MTG POOL #AI1051 4% DUE 06-01-2026 REG6/1/20264.00%**1,923 
FEDERAL NATL MTG ASSN GTD MTG POOL #AI1892 5% 05-01-2041 BEO5/1/20415.00%**186,539 
FEDERAL NATL MTG ASSN GTD MTG POOL #AI7778 4% 07-01-2041 BEO7/1/20414.00%**2,338 
FEDERAL NATL MTG ASSN GTD MTG POOL #AI8630 4% 07-01-2042 BEO7/1/20424.00%**13,186 
FEDERAL NATL MTG ASSN GTD MTG POOL #AI9940 5% 09-01-2041 BEO9/1/20415.00%**173,236 
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ1884 FIXED 3.5% 02-01-2042 BEO2/1/20423.50%**302,406 
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ2288 4% 09-01-2041 BEO9/1/20414.00%**118,733 
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ4051 4% 10-01-2041 BEO10/1/20414.00%**1,354 
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ9317 4% 01-01-2042 BEO1/1/20424.00%**329,973 
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ9982 3.5% 08-01-2042 BEO8/1/20423.50%**653,320 
FEDERAL NATL MTG ASSN GTD MTG POOL #AK0968 3% 02-01-2027 BEO2/1/20273.00%**19,249 
FEDERAL NATL MTG ASSN GTD MTG POOL #AK1140 3% 02-01-2027 BEO2/1/20273.00%**13,366 
FEDERAL NATL MTG ASSN GTD MTG POOL #AK1608 3% 01-01-2027 BEO1/1/20273.00%**11,321 
FEDERAL NATL MTG ASSN GTD MTG POOL #AK5551 FIXED 4% 04-01-2042 BEO4/1/20424.00%**898,185 
FEDERAL NATL MTG ASSN GTD MTG POOL #AK6966 3% 03-01-2027 BEO3/1/20273.00%**18,952 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0007 5% 12-01-2034 BEO12/1/20345.00%**149,657 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0009 5.5% 12-01-2034 BEO12/1/20345.50%**137,154 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0379 8% 12-01-2036 BEO12/1/20368.00%**20,000 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0533 ADJ RT DUE 07-01-2041 BEO7/1/20416.50%**82,352 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0998 4.5% 10-01-2041 BEO10/1/20414.50%**104,409 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL1945 3.5% 06-01-2042 BEO6/1/20423.50%**135,665 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL2151 3.5% 03-01-2042 BEO3/1/20423.50%**301,106 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL2389 3.5% 09-01-2042 BEO9/1/20423.50%**284,598 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL2465 3.0% 10-01-202710/1/20273.00%**436,463 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL3626 4% 09-01-2042 BEO9/1/20424.00%**3,748 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL3797 2.5% 06-01-2028 BEO6/1/20282.50%**248,129 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4043 3% 09-01-2028 BEO9/1/20283.00%**363,932 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4324 6.5% 05-01-2040 BEO5/1/20406.50%**615,613 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4741 4.5% 01-01-2044 BEO1/1/20444.50%**190,114 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4895 3.5% 12-01-2028 BEO12/1/20283.50%**91,678 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4936 3% 03-01-2029 BEO3/1/20293.00%**130,673 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL5232 3.5% 03-01-2029 BEO3/1/20293.50%**300,693 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL5674 4.5% 08-01-2044 BEO8/1/20444.50%**535,385 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL5760 4% 09-01-2043 BEO9/1/20434.00%**11,975 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL6185 3% 10-01-2029 BEO10/1/20293.00%**334,927 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL6605 3% 04-01-2030 BEO4/1/20303.00%**89,463 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL6851 2.5% 10-01-2043 BEO10/1/20432.50%**231,130 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL7204 5% 10-01-2043 BEO10/1/20435.00%**20,212 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL7320 3% 09-01-2030 BEO9/1/20303.00%**116,248 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL7430 3.5% DUE 08-01-2030 REG8/1/20303.50%**290,217 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL9397 3% 10-01-2046 BEO10/1/20463.00%**630,511 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL9546 3.5% 11-01-2046 BEO11/1/20463.50%**353,478 
FEDERAL NATL MTG ASSN SR 2011-59 CL NZ 5.5 DUE 07-25-20417/25/20415.50%**859,909 
FEDERAL RLTY INVT TR COM USD0.01**135,878 
FEDERAL RLTY INVT TR 3.5% DUE 06-01-20306/1/20303.50%**865,075 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FEDERAL SIGNAL CORP COM**4,219,807 
FEDEX CORP 3.25% DUE 04-01-20264/1/20263.25%**1,493,527 
FEDEX CORP 4.4% 01-15-20471/15/20474.40%**204,128 
FEDEX CORP COM**18,902,998 
FERGUSON ENTERPRISES INC USD0.0001**980,240 
FERROGLOBE PLC COM NPV**213,704 
FFNMA SER 2015-38 CL-PG 3.0% 08-25-20448/25/20443.00%**930,277 
FHLMC CMO SER 2248 CL FB FLTG DUE 09-15-2030 REG9/15/20304.60%**545 
FHLMC FR SD8363 6% 09-01-20539/1/20536.00%**220,707 
FHLMC GOLD #A53630 A53630 6 10-01-203610/1/20366.00%**67,067 
FHLMC GOLD #G00473 7.5% DUE 05-01-20263/1/20267.50%**3 
FHLMC GOLD 3% MBS 01/06/2029 USD'V6-0564' V60564 3 06-01-20296/1/20293.00%**104,416 
FHLMC GOLD 3% MBS 01/10/2046 USD'G6-7701' G67701 3 10-01-204610/1/20463.00%**1,161,956 
FHLMC GOLD 3% MBS 01/10/2046 USD'Q4-3413' Q43413 3 10-01-204610/1/20463.00%**220,374 
FHLMC GOLD 3.5% MBS 01/01/2046 USD'Q3-8490' Q38490 3.5 01-01-20461/1/20463.50%**1,041,431 
FHLMC GOLD 4.5% MBS 01/02/2048 USD'V8-3956' V83956 4.5 02-01-20482/1/20484.50%**284,601 
FHLMC GOLD A47999 5 08-01-20358/1/20355.00%**84,569 
FHLMC GOLD A62077 6 06-01-20376/1/20376.00%**12,276 
FHLMC GOLD A9-5825 4.0% DUE 12-01-204012/1/20404.00%**113,177 
FHLMC GOLD A95831 4.5 12-01-204012/1/20404.50%**225,390 
FHLMC GOLD C00522 7.0% 05-01-20275/1/20277.00%**311 
FHLMC GOLD C00632 7 07-01-20287/1/20287.00%**429 
FHLMC GOLD C00987 7.5 05-01-20305/1/20307.50%**158 
FHLMC GOLD C01116 7.5 01-01-20311/1/20317.50%**5,068 
FHLMC GOLD C04272 3 10-01-204210/1/20423.00%**504,574 
FHLMC GOLD C80379 7.0% 02-01-20262/1/20267.00%**13 
FHLMC GOLD C80407 7.0% 06-01-20266/1/20267.00%**3 
FHLMC GOLD C91908 3 01-01-20371/1/20373.00%**210,730 
FHLMC GOLD G02408 5.5 12-01-203612/1/20365.50%**41,528 
FHLMC GOLD G06506 4 12-01-204012/1/20404.00%**395,311 
FHLMC GOLD G06507 4 02-01-20412/1/20414.00%**73,047 
FHLMC GOLD G0-7388 3.5 05-01-20435/1/20433.50%**467,465 
FHLMC GOLD G07762 4.5 06-01-20446/1/20444.50%**201,078 
FHLMC GOLD G08372 4.5 11-01-203911/1/20394.50%**88,274 
FHLMC GOLD G08553 3 10-01-204310/1/20433.00%**35,097 
FHLMC GOLD G08793 4 12-01-204712/1/20474.00%**64,996 
FHLMC GOLD G67720 4.5 03-01-20493/1/20494.50%**913,806 
FHLMC GOLD GROUP #C00636 7.5 MTG PARTN CTF DUE 07-01-2028 REG7/1/20287.50%**381 
FHLMC GOLD J23935 3 05-01-20285/1/20283.00%**22,582 
FHLMC GOLD J2-7964 3 04-01-20294/1/20293.00%**47,333 
FHLMC GOLD J28196 3 05-01-20295/1/20293.00%**388,672 
FHLMC GOLD J29007 3 08-01-20298/1/20293.00%**64,850 
FHLMC GOLD POOL #G00675 7.5% DUE 03-01-20273/1/20277.50%**465 
FHLMC GOLD POOL #G00869 7.5% DUE 01-01-20281/1/20287.50%**663 
FHLMC GOLD POOL #Q11288 3.5 09-01-20429/1/20423.50%**114,397 
FHLMC GOLD POOL #Q1-1788 3 DUE 10-01-204210/1/20423.00%**58,517 
FHLMC GOLD POOL #Q12052 Q12052 3.5 10-01-204210/1/20423.50%**125,226 
FHLMC GOLD POOL C00984 8 05-01-20305/1/20308.00%**176 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FHLMC GOLD POOL G0-0529 7.5% DUE 08-01-20268/1/20267.50%**9 
FHLMC GOLD POOL G01091 7 12-01-202912/1/20297.00%**3,078 
FHLMC GOLD POOL G67713 4.0% DUE 06-01-20486/1/20484.00%**3,762,631 
FHLMC GOLD POOL Q44963 3.5% 12-01-204612/1/20463.50%**403,366 
FHLMC GOLD POOL# U91254 4 DUE 04-01-20434/1/20434.00%**263,201 
FHLMC GOLD POOL#Q17792 3.5 DUE 05-01-20435/1/20433.50%**636,563 
FHLMC GOLD Q08998 3.5 06-01-20426/1/20423.50%**223,684 
FHLMC GOLD Q12520 3 10-01-204210/1/20423.00%**30,314 
FHLMC GOLD Q14326 2.5 01-01-20431/1/20432.50%**292,332 
FHLMC GOLD Q44452 3 11-01-204611/1/20463.00%**394,268 
FHLMC GOLD Q45458 4 08-01-20468/1/20464.00%**110,331 
FHLMC GOLD Q48338 4.5 05-01-20475/1/20474.50%**17,053 
FHLMC GOLD Q49494 4.5% 07-01-20477/1/20474.50%**114,372 
FHLMC GOLD U90291 4 10-01-204210/1/20424.00%**42,870 
FHLMC GOLD U90316 4 10-01-204210/1/20424.00%**457,559 
FHLMC GOLD U91619 4 06-01-20436/1/20434.00%**270,642 
FHLMC GOLD V60298 3.0% 10-01-202810/1/20283.00%**47,896 
FHLMC GOLD V60869 2.5 07-01-20307/1/20302.50%**294,389 
FHLMC GOLDPOOL #Q10241 3.5 08-01-20428/1/20423.50%**108,902 
FHLMC GROUP #C00516 8.0 MTG PARTN CTF DUE 05-01-2027 REG5/1/20278.00%**237 
FHLMC GROUP #G00825 7.0 MTG PARTN CTF DUE 11-01-2027 REG12/1/20277.00%**47 
FHLMC MULTICLASS SER 4102 CL EG 1.25% 09-15-20279/15/20271.25%**17,818 
FHLMC MULTICLASS 2005-S001 CTF CL 2A2 VAR RATE 09-25-20459/25/20454.00%**161,264 
FHLMC MULTICLASS 3.5 07-15-20417/15/20413.50%**7,056 
FHLMC MULTICLASS 3122 CL FE FLTG 03-15-20363/15/20364.40%**446,881 
FHLMC MULTICLASS 5.0% DUE 07-15-2033 REG7/15/20335.00%**132,235 
FHLMC MULTICLASS FHLMC #80-0146 10-15-203710/15/20374.49%**892,446 
FHLMC MULTICLASS FREDDIE MAC SER 2017-SR01 CL A3G 3.089% 11-25-202711/25/20273.09%**2,690,314 
FHLMC MULTICLASS PREASSIGN 00320 4.5 09-15-20349/15/20344.50%**166,587 
FHLMC MULTICLASS PREASSIGN 00366 5 08-15-20358/15/20355.00%**130,997 
FHLMC MULTICLASS SER 004281 CL LG 4 01-15-20431/15/20434.00%**515,590 
FHLMC MULTICLASS SER 004293 CL KG 3.0% DUE 08-15-2043 REG8/15/20433.00%**263,075 
FHLMC MULTICLASS SER 004302 CL HF 01-15-20381/15/20384.48%**173,227 
FHLMC MULTICLASS SER 004579 CL FD 01-15-20381/15/20384.49%**98,941 
FHLMC MULTICLASS SER 004582 CL PA 3 11-15-204511/15/20453.00%**4,237,504 
FHLMC MULTICLASS SER 004711 CL HA 3 12-15-204312/15/20433.00%**8,964 
FHLMC MULTICLASS SER 004774 CL LP 3.5% 09-15-20469/15/20463.50%**271,968 
FHLMC MULTICLASS SER 004864 CL TZ 4 12-15-204812/15/20484.00%**483,745 
FHLMC MULTICLASS SER 004877 CL CA 3 04-15-20344/15/20343.00%**791,524 
FHLMC MULTICLASS SER 004936 CL AP 2.5 09-25-20489/25/20482.50%**2,879,517 
FHLMC MULTICLASS SER 005048 CL B 1% 05-25-20335/25/20331.00%**669,137 
FHLMC MULTICLASS SER 18-4 CL MA 3.5% FIXED UE 11-25-2057 REG3/25/20583.50%**183,911 
FHLMC MULTICLASS SER 19-1 CL MT 3.5% 07-25-2058 REG7/25/20583.50%**534,111 
FHLMC MULTICLASS SER 2113 CL MW 6.5 01-15-20291/15/20296.50%**16,039 
FHLMC MULTICLASS SER 2135 CL OH 6.5 03-15-20293/15/20296.50%**17,780 
FHLMC MULTICLASS SER 2175 CL TH 6 07-15-20297/15/20296.00%**12,397 
FHLMC MULTICLASS SER 2319 CL PZ 6.5 05-15-20315/15/20316.50%**74,030 
FHLMC MULTICLASS SER 2338 CL ZC 6.5 07-15-20317/15/20316.50%**29,825 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FHLMC MULTICLASS SER 2430 CL WF 6.5 03-15-2032 REG3/15/20326.50%**12,761 
FHLMC MULTICLASS SER 2663 CL Z 5.5 08-15-20338/15/20335.50%**228,567 
FHLMC MULTICLASS SER 2792 CL MB 5.5% 05-15-20345/15/20345.50%**1,650,065 
FHLMC MULTICLASS SER 2980 CL QA 6 05-15-20355/15/20356.00%**16,268 
FHLMC MULTICLASS SER 3047 CL CJ 5.5 10-15-203510/15/20355.50%**1,654,058 
FHLMC MULTICLASS SER 3108 CL FP 12-15-203512/15/20354.40%**495,753 
FHLMC MULTICLASS SER 3117 CL FE FLT RT 02-15-20362/15/20364.40%**161,607 
FHLMC MULTICLASS SER 3153 CL UF 05-15-20365/15/20364.53%**1,530,656 
FHLMC MULTICLASS SER 3187 CL Z 5 07-15-20367/15/20365.00%**32,127 
FHLMC MULTICLASS SER 3531 CL FA 05-15-20395/15/20394.80%**395,604 
FHLMC MULTICLASS SER 3564 CL AL FLT RT 08-15-20368/15/20365.04%**30,460 
FHLMC MULTICLASS SER 3578 CL VZ 5.5 08-15-20368/15/20365.50%**156,974 
FHLMC MULTICLASS SER 3648 CL CY 4.5% DUE 03-15-20303/15/20304.50%**19,962 
FHLMC MULTICLASS SER 3653 CL HJ 5 04-15-20404/15/20405.00%**36,489 
FHLMC MULTICLASS SER 3662 CL PJ 5 DUE 04-15-20404/15/20405.00%**38,221 
FHLMC MULTICLASS SER 3677 CL PB 4.5 DUE 05-15-2040 REG5/15/20404.50%**34,421 
FHLMC MULTICLASS SER 3746 CL KL 3.25 04-15-20404/15/20403.25%**233,489 
FHLMC MULTICLASS SER 3939 CL BZ 4.5 06-15-20416/15/20414.50%**426,124 
FHLMC MULTICLASS SER 3956 CL EB 3.25 11-15-204111/15/20413.25%**471,213 
FHLMC MULTICLASS SER 3966 CL VZ 4 12-15-204112/15/20414.00%**221,085 
FHLMC MULTICLASS SER 4016 CL CA 2% 07-15-20417/15/20412.00%**46,027 
FHLMC MULTICLASS SER 4059 CL DA 2.0% 02-15-2041 REG2/15/20412.00%**38,659 
FHLMC MULTICLASS SER 406 CL F43 FLTG RT 10-25-205310/25/20534.67%**4,635,407 
FHLMC MULTICLASS SER 4100 CL EC 1.5 DUE 08-15-2027 REG8/15/20271.50%**16,195 
FHLMC MULTICLASS SER 4118 CL PD 1.5 05-15-20425/15/20421.50%**92,557 
FHLMC MULTICLASS SER 4148 CL JB 1.5 12-15-202712/15/20271.50%**21,683 
FHLMC MULTICLASS SER 4150 CL FN FLTG 07-15-20417/15/20414.40%**470,610 
FHLMC MULTICLASS SER 4170 CL TC 1.625 02-15-20282/15/20281.62%**22,042 
FHLMC MULTICLASS SER 4171 CL NG 2 06-15-20426/15/20422.00%**268,621 
FHLMC MULTICLASS SER 4176 CL HA 4 DUE 12-15-204212/15/20424.00%**97,640 
FHLMC MULTICLASS SER 4188 CL AG 2 04-15-20284/15/20282.00%**4,828 
FHLMC MULTICLASS SER 4198 CL QP 4.0% 01-15-20331/15/20334.00%**200,902 
FHLMC MULTICLASS SER 4203 CL DG 2.25% DUE 04-15-2033 REG4/15/20332.25%**98,093 
FHLMC MULTICLASS SER 4261 CL DA 2.5% DUE06-15-20326/15/20322.50%**3,645 
FHLMC MULTICLASS SER 4268 CL BP 4.25 08-15-20428/15/20424.25%**800,118 
FHLMC MULTICLASS SER 4281 CL MP 3.75% 12-15-204312/15/20433.75%**187,563 
FHLMC MULTICLASS SER 4331 CL EA 4 03-15-20433/15/20434.00%**139,283 
FHLMC MULTICLASS SER 4338 CL A 2.5% 05-15-20445/15/20442.50%**375,190 
FHLMC MULTICLASS SER 4373 CL PA 3 02-15-20432/15/20433.00%**223,038 
FHLMC MULTICLASS SER 4374 CL GA 3.0% 09-15-20369/15/20363.00%**551,962 
FHLMC MULTICLASS SER 4457 CL BA 3.0% DUE07-15-20397/15/20393.00%**282,964 
FHLMC MULTICLASS SER 4458 CL CB 2.0% 2.0% DUE 11-15-2028 REG11/15/20282.00%**14,800 
FHLMC MULTICLASS SER 4472 CL WL 3 05-15-20455/15/20453.00%**4,239,182 
FHLMC MULTICLASS SER 4480 CL EA 3.5 11-15-204311/15/20433.50%**299,832 
FHLMC MULTICLASS SER 4482 CL CA 3.0% 04-15-20344/15/20343.00%**425,413 
FHLMC MULTICLASS SER 4631 CL AE 3.5 05-15-20445/15/20443.50%**791,362 
FHLMC MULTICLASS SER 4631 CL VA 3.5% 02-15-20282/15/20283.50%**446,533 
FHLMC MULTICLASS SER T-34 CL A1V 07-25-20317/25/20314.23%**1,758,282 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FHLMC MULTICLASS SER T-61 CL 1A1 FLT RT 07-25-20447/25/20445.43%**179,824 
FHLMC MULTICLASS SER-4777 CL-CB 3.5% 10-15-2045 REG10/15/20453.50%**905,473 
FHLMC MULTICLASS SR 18-1 CL A1 3.5% 06-25-20286/25/20283.50%**506,312 
FHLMC MULTICLASS SR 3814 CL B 3 02-15-20262/15/20263.00%**4,423 
FHLMC MULTICLASS SR 4569 CL JA FLTG 3.0% 03-15-20423/15/20423.00%**489,617 
FHLMC MULTICLASS SR 5400 CL AP 5.5% 02-25-20542/25/20545.50%**1,622,032 
FHLMC MULTICLASS SR 5501 CL EA 6.0% 07-25-20497/25/20496.00%**2,460,628 
FHLMC MULTICLASS SR 5534 CL DA 5.0% 04-25-20524/25/20525.00%**2,679,616 
FHLMC MULTICLASS SR K506 CL A2 4.65% 08-25-20288/25/20284.65%**3,864,701 
FHLMC MULTICLASS TRANCHE 00045 2.952 02-25-20272/25/20272.95%**460,456 
FHLMC MULTICLASS TRANCHE 00112 3.176 11-25-202811/25/20283.18%**375,366 
FHLMC MULTICLASSSER 3613 CL HJ 5.5 DUE 12-15-2039 REG12/15/20395.50%**110,637 
FHLMC POOL #1B8062 ADJ RT 03-01-20413/1/20416.84%**13,310 
FHLMC POOL #1G1381 ADJ RT 12-01-203612/1/20366.66%**9,492 
FHLMC POOL #1J1467 ADJ RT 12-01-203612/1/20366.22%**25,853 
FHLMC POOL #1J1492 ADJ RT 11-01-203611/1/20366.24%**10,108 
FHLMC POOL #2B4296 ADJ RT 06-01-20456/1/20456.26%**495,627 
FHLMC POOL #3132D9KK9 6.0% 01-01-20301/1/20306.00%**1,188,333 
FHLMC POOL #3132DV6Q3 2 07-01-20507/1/20502.00%**1,078,234 
FHLMC POOL #C00650 7 09-01-20289/1/20287.00%**304 
FHLMC POOL #G08788 3.5 11-01-204711/1/20473.50%**135,743 
FHLMC POOL #Q25818 4.5 04-01-20444/1/20444.50%**755,769 
FHLMC POOL #Q25819 4.5 04-01-20444/1/20444.50%**722,982 
FHLMC POOL #QA7477 3.0% DUE 03-01-20503/1/20503.00%**1,864,412 
FHLMC POOL #QC-9154 3% DUE 10-01-2051 REG10/1/20513.00%**338,097 
FHLMC POOL #QE0992 3.0% 04-01-20524/1/20523.00%**663,717 
FHLMC POOL #QE3984 3.0% 05-01-20525/1/20523.00%**1,147,674 
FHLMC POOL #QG2979 3.0% 05-01-20535/1/20533.00%**60,740 
FHLMC POOL #RA1293 3.0% DUE 09-01-20499/1/20493.00%**852,712 
FHLMC POOL #RA6486 3.0% 12-01-205112/1/20513.00%**4,642,140 
FHLMC POOL #RA9079 6.5% 05-01-20535/1/20536.50%**215,449 
FHLMC POOL #RA-9080 6.5% 05-01-20535/1/20536.50%**245,480 
FHLMC POOL #RA-9081 6.5% 05-01-20535/1/20536.50%**416,540 
FHLMC POOL #RA9437 5.5% 07-01-20537/1/20535.50%**388,158 
FHLMC POOL #SC0405 3.5% 11-01-203811/1/20383.50%**376,588 
FHLMC POOL #SD0849 2.5% DUE 01-01-20521/1/20522.50%**492,945 
FHLMC POOL #SD1967 4.0% 10-01-205210/1/20524.00%**10,263,577 
FHLMC POOL #SD2269 3% 01-01-20521/1/20523.00%**3,085,660 
FHLMC POOL #SD2723 5.5% 03-01-20533/1/20535.50%**600,261 
FHLMC POOL #SD5143 6.0% 04-01-20544/1/20546.00%**1,394,698 
FHLMC POOL #SD5384 5.5% 07-01-20537/1/20535.50%**429,427 
FHLMC POOL #SD5691 6.0% 06-01-20546/1/20546.00%**1,045,883 
FHLMC POOL #SD5709 6.0% 07-01-20547/1/20546.00%**663,583 
FHLMC POOL #SD5876 6.0% 05-01-20545/1/20546.00%**1,034,131 
FHLMC POOL #SD7509 3.0% DUE 11-01-2049 REG11/1/20493.00%**608,789 
FHLMC POOL #SD8006 4.0% 08-01-20498/1/20494.00%**8,135,413 
FHLMC POOL #SD-8113 2.0% 11-01-205012/1/20502.00%**270,570 
FHLMC POOL #SD-8121 2.0% DUE 12-01-2050 REG1/1/20512.00%**3,251,320 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FHLMC POOL #SD8335 3.0% 04-01-20534/1/20533.00%**95,089 
FHLMC POOL 846661 ADJ RT DUE 02-01-20292/1/20296.03%**31 
FHLMC POOL SD5416 5.5% 04-01-20544/1/20545.50%**345,345 
FHLMC POOL# SD2688 5.5% 04-01-20534/1/20535.50%**801,448 
FHLMC POOL# SD2866 4.0% 07-01-20497/1/20494.00%**378,268 
FHLMC POOL#SD2981 6.5% 05-01-20535/1/20536.50%**418,443 
FHLMC PRIN STRIP PRIN PMT ON 6.25% DEB 2032 07-15-2032 (UNDDATE)7/15/2032—%**2,321,022 
FHLMC SER 3645 CL KP 5 02-15-20402/15/20405.00%**143,573 
FHLMC SR 5407 CL A 5.5% 11-25-205011/25/20505.50%**2,142,563 
FHLMC SR 5440 CL F FLTG 08-25-20548/25/20544.92%**1,332,957 
FHLMC SR 5482 CL FC FLTG RT 12-25-205412/25/20545.17%**688,983 
FHLMC SR 5490 CL LA 5.0% 12-31-20494/25/20525.00%**4,480,495 
FHLMC SUPER 30Y FIXED 5% 10-01-205410/1/20545.00%**2,060,854 
FHLMC UMBS 30Y FIXED 2% 02-01-20512/1/20512.00%**1,339,346 
FHLMC UMBS 30Y FIXED 2% 03-01-20513/1/20512.00%**655,906 
FHLMC UMBS 30Y FIXED 2% 11-01-205111/1/20512.00%**255,465 
FHLMC UMBS 30Y FIXED 2.5% 08-01-20518/1/20512.50%**1,764,277 
FHLMC UMBS 30Y FIXED 3% 02-01-20522/1/20523.00%**16,390 
FHLMC UMBS 30Y FIXED 3% 06-01-20526/1/20523.00%**640,533 
FHLMC UMBS 30Y FIXED 3% 10-01-205210/1/20523.00%**551,893 
FHLMC UMBS 30Y FIXED 5% 04-01-20534/1/20535.00%**1,128,574 
FHLMC UMBS 30Y FIXED 6% 04-01-20544/1/20546.00%**436,661 
FHLMC UMBS 30Y FIXED 6.5% 02-01-20542/1/20546.50%**787,952 
FHLMC UMBS 30Y FIXED 6.5% 04-01-20534/1/20536.50%**634,426 
FHLMC UMBS 30Y FIXED 6.5% 04-01-20544/1/20546.50%**862,736 
FHLMC UMBS 30Y FXD 2.5% DUE 02-01-20522/1/20522.50%**565,598 
FHLMC UMBS 30Y FXD 5% DUE 02-01-20532/1/20535.00%**4,426,804 
FIDELIS INSURANCE HOLDINGS LIMITED**600,094 
FIDELITY NATIONAL INFORMATION SERVICES INC 1.15% 03-01-20263/1/20261.15%**2,093,806 
FIDELITY NATL FINL INC NEW FORMERLY FIDELITY COMMON STOCK**9,130,887 
FIDELITY NATL INFORMATION SVCS INC COM STK**10,285,748 
FIDELITY NATL INFORMATION SVCS INC SR NT1.65% 03-01-20283/1/20281.65%**1,440,480 
FIEM INDUSTRIES LT INR10**367,405 
FIERA MILANO NPV**565,597 
FIFTH THIRD BANCORP 5.631% 01-29-20321/29/20325.63%**136,551 
FIFTH THIRD BANCORP 6.339% 07-27-20297/27/20296.34%**1,300,944 
FIGS INC COM USD0.0001 CL A**902,029 
FINCANTIERI SPA NPV**25,497 
FIRST ABU DHABI BK AED1**1,004,425 
FIRST AMERN FINL CORP COM STK**115,384 
FIRST BANCORP P R COM NEW COM NEW**820,846 
FIRST INTERNET BANCORP COM STK**45,497 
FIRST RESOURCES LT NPV**1,604,067 
FIRST TRACTOR CO 'H'CNY1**27,926 
FIRSTCASH HLDGS INC COM**5,024,614 
FIRSTENERGY CORP 2.65% DUE 03-01-20303/1/20302.65%**1,372,073 
FIRSTENERGY CORP 3.9% 07-15-20277/15/20273.90%**4,572,463 
FIRSTENERGY CORP COM**72,259 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FIRSTENERGY CORP FIXED 2.25% DUE 09-01-20309/1/20302.25%**1,617,192 
FIRSTENERGY TRANSMISSION LLC 4.55% 01-15-20301/15/20304.55%**862,187 
FIRSTENERGY TRANSMISSION LLC 5.0% 01-15-20351/15/20355.00%**471,855 
FIRSTENERGY TRANSMISSION LLC SR NT 144A 4.55% 04-01-20494/1/20494.55%**140,985 
FIRSTGROUP ORD GBP0.05**1,614,586 
FIRSTKEY HOMES 2021-SFR1 TR 1.788% 08-17-20388/17/20381.79%**2,702,414 
FIRSTKEY HOMES 2021-SFR1 TR 2.389% 08-17-20388/17/20382.39%**1,277,908 
FIRSTSERVICE CORP COM NPV**1,370,316 
FISERV INC 3.5% DUE 07-01-20297/1/20293.50%**7,161,606 
FISERV INC 5.15% 08-12-20348/12/20345.15%**3,381,264 
FISERV INC 5.15% 03-15-20273/15/20275.15%**532,603 
FISERV INC 5.375% 08-21-20288/21/20285.38%**2,307,979 
FISERV INC 5.45% DUE 03-02-20283/2/20285.45%**1,682,900 
FISERV INC 5.6% DUE 03-02-20333/2/20335.60%**516,773 
FISERV INC COM**5,270,158 
FIVE 2023-V1 MTG TR COML MTG PASS THRU CTF CL 5.1719% 02-10-20562/10/20565.17%**3,018,638 
FIVE BELOW INC COM USD0.01**5,744,603 
FIVE STAR BANCORP COM NPV**2,147 
FL PWR & LT CO 3.8% DUE 12-15-204212/15/20423.80%**98,851 
FL PWR & LT CO 3.95% 03-01-20483/1/20483.95%**160,308 
FL PWR & LT CO 4.05% DUE 06-01-20426/1/20424.05%**196,958 
FLAGSHIP CR AUTO 1.46% DUE 09-15-20279/15/20271.46%**383,987 
FLATEXDEGIRO SE NPV (REG)**346,901 
FLEX LTD COM USD0.01**4,958,730 
FLOOR & DECOR HLDGS INC CL A CL A**1,805,084 
FLORIDA POWER & LIGHT COMPANY 5.05% DUE 04-01-20284/1/20285.05%**102,562 
FLORIDA POWER & LIGHT COMPANY 5.6% 02-15-20662/15/20665.60%**237,055 
FLORIDA PWR & LT CO 4.4% 05-15-20285/15/20284.40%**1,022,925 
FLORIDA PWR & LT CO 5.8% 03-15-20653/15/20655.80%**183,715 
FLORIDA ST BRD ADMIN FIN CORP REV 5.526%07-01-2034 BEO TAXABLE7/1/20345.53%**4,100,626 
FLOWSERVE CORP COM**5,040,179 
FLUENCE ENERGY INC CL A CL A**1,061,375 
FLUOR CORP NEW COM**2,551,578 
FLUSHING FINL CORP COM**48,483 
FLYWIRE CORP COM VTG COM VTG**1,012,709 
FMC CORP 3.45% DUE 10-01-202910/1/20293.45%**2,276,289 
FMC CORP COM (NEW)**688,285 
FNMA POOL #QA6364 3.5% 01-01-20501/1/20503.50%**373,245 
FNMA . POOL #AO6482 ADJ RT DUE 07-01-2042 BEO7/1/20426.42%**9,560 
FNMA 0.87% DUE 08-05-20308/5/20300.88%**189,842 
FNMA 01/04/2051 POOL #BR7745 2% DUE 04-01-2051 BEO4/1/20512.00%**204,301 
FNMA 1.55% DUE 08-24-20358/24/20351.55%**501,239 
FNMA 2.0% DUE 02-25-2043 REG2/25/20432.00%**143,868 
FNMA 2.5% 11-01-204111/1/20412.50%**370,317 
FNMA 2.5% DUE 02-01-20362/1/20362.50%**768,478 
FNMA 2.5% MBS 01/05/2051 USD'BR1001F' POOL #BR1001 2.5% DUE 05-01-2051 BEO5/1/20512.50%**234,374 
FNMA 2004-W1 CL-2A1 6.5% DUE 12-25-204312/25/20436.50%**44,388 
FNMA 3% DUE 05-01-20525/1/20523.00%**17,834,985 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA 3% DUE 10-01-205010/1/20503.00%**504,440 
FNMA 3% DUE 12-01-205112/1/20513.00%**829,673 
FNMA 3.5% MBS 01/07/2049 USD'CA3861F' POOL #CA3861 3.5% DUE 07-01-2049 BEO7/1/20493.50%**1,582,532 
FNMA 4% MBS 01/10/2048 USD'CA2472F' POOL#CA2472 4% DUE 10-01-2048 BEO10/1/20484.00%**498,276 
FNMA 4.5% DUE 03-25-2037 BEO3/25/20374.50%**562,172 
FNMA 4.5% MBS 01/04/2049 USD'BN5404F' POOL #BN5404 4.5% DUE 04-01-2049 BEO4/1/20494.50%**433,890 
FNMA 4.5% MBS 01/07/2029 USD'BO1834F' POOL #BO1834 4.5% DUE 07-01-2029 BEO7/1/20294.50%**297,809 
FNMA AR9203 3.5 DUE 03-01-20433/1/20433.50%**380,699 
FNMA BS9323 4.855% 08-01-20288/1/20284.86%**1,533,839 
FNMA CMO SER 2002-86 CL PG 6 09-25-2032 BEO12/25/20326.00%**33,895 
FNMA DTD 11/03/2000 6.625 11-15-203011/15/20306.62%**2,533,273 
FNMA DTD 12/27/2001 ZCP NT 0 DUE 03-17-20313/17/2031—%**698,100 
FNMA FLTG RT SER 16-62 CL FH 09-25-20469/25/20464.39%**1,417,131 
FNMA FLTG RT SER 19-14 CL FA 04-25-2049 REG4/25/20494.39%**1,426,103 
FNMA FN#BL6037 2.02% 05-01-20305/1/20302.02%**2,822,984 
FNMA FNMA # FS5270 5.5% 07-01-20537/1/20535.50%**803,638 
FNMA FNMA # MA5190 5.5% 11-01-205311/1/20535.50%**5,703,771 
FNMA FNMA 11-25-204611/25/20464.54%**472,345 
FNMA FNR 2006-127 CL-FD FLTG RT 07-25-20367/25/20364.27%**491,829 
FNMA FNR 2007-58 FLTG RT 06-25-20376/25/20374.24%**445,801 
FNMA FNR 2011-75 ME 3 08-25-20268/25/20263.00%**157 
FNMA FNR 2012-37 BF FLTG RT 12-25-203512/25/20354.49%**412,222 
FNMA FNR 2024-97 MA 5.5% 25/12/2050 5.5 12-25-205012/25/20505.50%**4,389,874 
FNMA FR CMO 25/02/2037 USD1000'DF' 2007-4 02-25-20372/25/20374.43%**123,493 
FNMA FR CMO 25/06/2037 USD1000 'EF' '2007-54 06-25-20376/25/20374.33%**1,257,177 
FNMA FR CMO 25/10/2037 USD1000 A7 10-25-203710/25/20376.06%**5,948 
FNMA POOL #190353 5% 08-01-2034 BEO8/1/20345.00%**1,570 
FNMA POOL #190357 5% 03-01-2035 BEO3/1/20355.00%**1,240 
FNMA POOL #190360 5% 08-01-2035 BEO8/1/20355.00%**981 
FNMA POOL #190377 5% 11-01-2036 BEO11/1/20365.00%**43,024 
FNMA POOL #253947 8% DUE 08-01-2031 REG8/1/20318.00%**8,732 
FNMA POOL #254223 7.5% DUE 02-01-2032 REG2/1/20327.50%**86 
FNMA POOL #256901 6.5% 09-01-2037 BEO9/1/20376.50%**959 
FNMA POOL #256937 6.5% 10-01-2037 BEO10/1/20376.50%**1,660 
FNMA POOL #257239 5.5% 06-01-2028 BEO6/1/20285.50%**8,766 
FNMA POOL #313947 7% 01-01-2028 BEO1/1/20287.00%**68 
FNMA POOL #347547 ADJ RT DUE 08-01-2026 BEO8/1/20266.12%**15 
FNMA POOL #347633 6.125% 07-01-2026 BEO7/1/20266.12%**998 
FNMA POOL #371073 7.5% 02-01-2027 BEO2/1/20277.50%**408 
FNMA POOL #396439 7.5% 11-01-2027 BEO11/1/20277.50%**1,796 
FNMA POOL #397256 7.5% 10-01-2027 BEO10/1/20277.50%**95 
FNMA POOL #401788 7.5 GTD MTG PASS THRU CTF DUE 10-01-2027 REG10/1/20277.50%**62 
FNMA POOL #479545 7% DUE 08-01-2029 REG8/1/20297.00%**232 
FNMA POOL #503573 7% DUE 10-01-2029 REG10/1/20297.00%**823 
FNMA POOL #509662 7% DUE 08-01-2029 REG8/1/20297.00%**193 
FNMA POOL #511384 7% 09-01-2029 BEO9/1/20297.00%**366 
FNMA POOL #515518 7% DUE 10-01-2029 REG10/1/20297.00%**1,416 
FNMA POOL #523486 8% DUE 08-01-2030 REG8/1/20308.00%**260 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #534194 8% DUE 04-01-2030 REG4/1/20308.00%**321 
FNMA POOL #545204 ADJ RT DUE 05-01-2036 REG5/1/20364.41%**1,961 
FNMA POOL #545278 7.5% DUE 11-01-2031 REG11/1/20317.50%**11,045 
FNMA POOL #554482 7.5% 10-01-2030 BEO10/1/20307.50%**13,791 
FNMA POOL #593848 8% 07-01-2031 BEO7/1/20318.00%**10,325 
FNMA POOL #602065 7% DUE 09-01-2031 REG9/1/20317.00%**12,076 
FNMA POOL #60680 ADJ RT DUE 02-01-2028 REG2/1/20284.50%**948 
FNMA POOL #609504 7% DUE 10-01-2031 REG10/1/20317.00%**35,481 
FNMA POOL #725946 5.5% 11-01-2034 BEO11/1/20345.50%**21,603 
FNMA POOL #735061 6% 11-01-2034 BEO10/1/20355.00%**242,470 
FNMA POOL #735382 5% 04-01-2035 BEO4/1/20355.00%**156,233 
FNMA POOL #735500 5.5% 05-01-2035 BEO5/1/20355.50%**231,155 
FNMA POOL #735501 6% 05-01-2035 BEO5/1/20356.00%**56,564 
FNMA POOL #735503 6% 04-01-2035 BEO4/1/20356.00%**67,408 
FNMA POOL #735561 FLTG DUE 04-01-20344/1/20346.16%**17,270 
FNMA POOL #735580 5% 06-01-2035 BEO6/1/20355.00%**73,049 
FNMA POOL #735676 5% 07-01-2035 BEO7/1/20355.00%**51,234 
FNMA POOL #735893 5% 10-01-2035 BEO10/1/20355.00%**22,071 
FNMA POOL #735989 5.5% 02-01-2035 BEO2/1/20355.50%**302,984 
FNMA POOL #745140 5% 11-01-2035 BEO11/1/20355.00%**302,899 
FNMA POOL #745327 6% DUE 03-01-2036 REG3/1/20366.00%**37,677 
FNMA POOL #745412 5.5% 12-01-2035 BEO12/1/20355.50%**174,399 
FNMA POOL #745885 6% 10-01-2036 BEO10/1/20366.00%**111,995 
FNMA POOL #745948 6.5% DUE 10-01-2036 BEO10/1/20366.50%**12,106 
FNMA POOL #813599 ADJ RT DUE 01-01-2036 BEO1/1/20365.80%**19,966 
FNMA POOL #831561 6.5% 05-01-2036 BEO5/1/20366.50%**4,201 
FNMA POOL #833600 6.5% DUE 11-01-2035 REG11/1/20356.50%**2,017 
FNMA POOL #836464 ADJ RT DUE 10-01-2035 BEO10/1/20356.13%**10,904 
FNMA POOL #836852 ADJ RT DUE 10-01-2035 BEO10/1/20355.97%**5,400 
FNMA POOL #843823 ADJ RT DUE 11-01-2035 BEO11/1/20355.95%**4,939 
FNMA POOL #843997 5.783% 11-01-2035 BEO11/1/20355.86%**2,401 
FNMA POOL #844052 4.065 11-01-2035 BEO11/1/20355.88%**1,218 
FNMA POOL #844148 5.86% 11-01-2035 BEO11/1/20355.95%**2,347 
FNMA POOL #844237 ADJ RT DUE 11-01-2035 BEO11/1/20355.62%**1,680 
FNMA POOL #844789 5.809% 11-01-2035 BEO11/1/20355.90%**2,538 
FNMA POOL #866888 ADJ RT DUE 01-01-2036 BEO1/1/20366.16%**4,433 
FNMA POOL #879067 ADJ RT DUE 04-01-2036 BEO4/1/20366.61%**94,726 
FNMA POOL #880870 6.5% 03-01-2036 BEO3/1/20366.50%**9,170 
FNMA POOL #884773 ADJ RT DUE 10-01-2036 BEO10/1/20366.36%**21,397 
FNMA POOL #888637 6% 09-01-2037 BEO9/1/20376.00%**19,147 
FNMA POOL #888890 6.5% DUE 10-01-2037 BEO10/1/20376.50%**34,935 
FNMA POOL #888893 5.5% 08-01-2037 BEO8/1/20375.50%**8,112 
FNMA POOL #889072 6.5% 12-01-2037 BEO12/1/20376.50%**40,294 
FNMA POOL #889190 6% 03-01-2038 BEO3/1/20386.00%**16,691 
FNMA POOL #889579 6% DUE 05-01-2038 REG5/1/20386.00%**261,142 
FNMA POOL #890236 4.5% 08-01-2040 BEO8/1/20404.50%**15,713 
FNMA POOL #890268 6.5% 10-01-2038 BEO10/1/20386.50%**58,781 
FNMA POOL #890594 3% 01-01-2029 BEO1/1/20293.00%**35,109 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #890604 4.5% 10-01-2044 BEO10/1/20444.50%**628,861 
FNMA POOL #890827 3.5% 12-01-2037 BEO9/1/20473.00%**109,152 
FNMA POOL #890843 3% 09-01-2047 BEO9/1/20473.00%**2,404,121 
FNMA POOL #891654 6.5% DUE 06-01-2036 REG6/1/20366.50%**67,594 
FNMA POOL #902425 ADJ RT DUE 11-01-203611/1/20366.15%**8,811 
FNMA POOL #903261 6% 10-01-2036 BEO10/1/20366.00%**756 
FNMA POOL #906666 6.5% 12-01-2036 BEO12/1/20366.50%**1,333 
FNMA POOL #908172 6.5% DUE 01-01-2037 REG1/1/20376.50%**413 
FNMA POOL #914875 6.5% DUE 04-01-2037 REG4/1/20376.50%**62,917 
FNMA POOL #918653 6% 06-01-2037 BEO6/1/20376.00%**697 
FNMA POOL #928746 6.5% DUE 09-01-2037 REG9/1/20376.50%**4,173 
FNMA POOL #929298 5% 03-01-2038 BEO3/1/20385.00%**4,662 
FNMA POOL #931307 4.5% 06-01-2039 BEO6/1/20394.50%**73,446 
FNMA POOL #931991 4.5% 09-01-2039 BEO9/1/20394.50%**63,136 
FNMA POOL #932058 4.5% 10-01-2039 BEO10/1/20394.50%**66,693 
FNMA POOL #932426 4.5% 01-01-2040 BEO1/1/20404.50%**380,614 
FNMA POOL #932495 4.5% 02-01-2040 BEO2/1/20404.50%**31,658 
FNMA POOL #932669 4.5% 03-01-2040 BEO3/1/20404.50%**2,017 
FNMA POOL #932850 4% 12-01-2040 BEO12/1/20404.00%**47,299 
FNMA POOL #933409 5% 03-01-2038 BEO3/1/20385.00%**3,205 
FNMA POOL #933638 ADJ RT DUE 08-01-2038 BEO8/1/20386.38%**25,297 
FNMA POOL #942798 6.5% DUE 08-01-2037 REG8/1/20376.50%**12,687 
FNMA POOL #943699 6.5% DUE 08-01-2037 REG8/1/20376.50%**6,066 
FNMA POOL #946065 6.5% 09-01-2037 BEO9/1/20376.50%**7,102 
FNMA POOL #948849 6% 08-01-2037 BEO8/1/20376.00%**15,012 
FNMA POOL #955762 6.5% 10-01-2037 BEO10/1/20376.50%**2,748 
FNMA POOL #962062 5% 03-01-2038 BEO3/1/20385.00%**5,465 
FNMA POOL #962444 5% DUE 04-01-2038 BEO4/1/20385.00%**7,918 
FNMA POOL #971053 4.5% 02-01-2039 BEO2/1/20394.50%**8,126 
FNMA POOL #972571 5% 03-01-2038 BEO3/1/20385.00%**11,208 
FNMA POOL #972572 5% DUE 03-01-2038 REG3/1/20385.00%**754 
FNMA POOL #973161 6.5% 02-01-2038 BEO2/1/20386.50%**42,138 
FNMA POOL #975184 5% 03-01-2038 BEO3/1/20385.00%**5,914 
FNMA POOL #975441 5% DUE 03-01-2038 REG3/1/20385.00%**1,265 
FNMA POOL #979973 5% 09-01-2036 BEO9/1/20365.00%**1,657 
FNMA POOL #987325 ADJ RT DUE 09-01-2038 BEO9/1/20386.62%**49,014 
FNMA POOL #995067 6% 09-01-2036 BEO9/1/20366.00%**356,449 
FNMA POOL #995149 6.5% 10-01-2038 BEO10/1/20386.50%**38,728 
FNMA POOL #995899 6% 02-01-2038 BEO2/1/20386.00%**29,125 
FNMA POOL #AA0472 4% 03-01-2039 BEO3/1/20394.00%**29,540 
FNMA POOL #AA2700 5% 01-01-2039 BEO1/1/20395.00%**2,326 
FNMA POOL #AB3701 4.5% 10-01-2041 BEO10/1/20414.50%**216,748 
FNMA POOL #AB4058 4% 12-01-2041 BEO12/1/20414.00%**146,930 
FNMA POOL #AB4590 3.5% DUE 03-01-2042 BEO3/1/20423.50%**305,563 
FNMA POOL #AB4689 3.5% 03-01-2042 BEO3/1/20423.50%**243,803 
FNMA POOL #AB4941 3.5% 04-01-2042 BEO4/1/20423.50%**652,566 
FNMA POOL #AB5236 3% 05-01-2027 BEO5/1/20273.00%**18,089 
FNMA POOL #AB5546 3.5% DUE 06-01-2042 BEO6/1/20423.50%**301,812 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #AB5593 3.5% 07-01-2042 BEO7/1/20423.50%**145,336 
FNMA POOL #AB6229 3.5% 09-01-2042 BEO9/1/20423.50%**616,460 
FNMA POOL #AB6238 3.5% 09-01-2042 BEO9/1/20423.50%**143,125 
FNMA POOL #AB6390 3% 10-01-2042 BEO10/1/20423.00%**92,337 
FNMA POOL #AB6694 3% 10-01-2042 BEO10/1/20423.00%**125,654 
FNMA POOL #AB6832 3.5% 11-01-2042 BEO11/1/20423.50%**430,950 
FNMA POOL #AB7272 3 12-01-2042 REG12/1/20423.00%**354,821 
FNMA POOL #AB7410 3% 12-01-2042 BEO12/1/20423.00%**651,982 
FNMA POOL #AB7426 3% 12-01-2042 BEO12/1/20423.00%**269,330 
FNMA POOL #AB7568 3% 01-01-2043 BEO1/1/20433.00%**413,606 
FNMA POOL #AB7570 3% 01-01-2043 BEO1/1/20433.00%**647,578 
FNMA POOL #AB7741 3% 01-01-2043 BEO1/1/20433.00%**460,473 
FNMA POOL #AB8680 2% 03-01-2028 BEO3/1/20282.00%**200,567 
FNMA POOL #AB9347 3% 05-01-2043 BEO5/1/20433.00%**572,184 
FNMA POOL #AB9361 3.5% DUE 05-01-2043 BEO5/1/20433.50%**159,926 
FNMA POOL #AB9461 3% 05-01-2043 BEO5/1/20433.00%**552,192 
FNMA POOL #AB9516 2.5% 05-01-2028 BEO5/1/20282.50%**21,663 
FNMA POOL #AB9615 4% 06-01-2033 BEO6/1/20334.00%**41,832 
FNMA POOL #AB9663 3% 06-01-2043 BEO6/1/20433.00%**79,310 
FNMA POOL #AB9825 2.5% 07-01-2028 BEO7/1/20282.50%**8,327 
FNMA POOL #AC1889 4% 09-01-2039 BEO9/1/20394.00%**71,265 
FNMA POOL #AC2953 4.5% 09-01-2039 BEO9/1/20394.50%**23,395 
FNMA POOL #AC3237 5% 10-01-2039 BEO10/1/20395.00%**294,263 
FNMA POOL #AC9526 5.5% DUE 01-01-2040 BEO1/1/20405.50%**196,373 
FNMA POOL #AD0121 4.5% 09-01-2029 BEO9/1/20294.50%**133,397 
FNMA POOL #AD0249 5.5% 04-01-2037 BEO4/1/20375.50%**97,316 
FNMA POOL #AD0296 FLTG 12-01-203612/1/20366.00%**23,138 
FNMA POOL #AD0329 6.5 DUE 09-01-2028 BEO9/1/20286.50%**1,787 
FNMA POOL #AD0752 7% 01-01-2039 BEO1/1/20397.00%**22,361 
FNMA POOL #AD0979 7.5% 10-01-2035 BEO10/1/20357.50%**12,783 
FNMA POOL #AD4178 4.5% 06-01-2040 BEO6/1/20404.50%**438,952 
FNMA POOL #AD9143 4.5% 08-01-2040 BEO8/1/20404.50%**6,906 
FNMA POOL #AD9153 4.5% 08-01-2040 BEO8/1/20404.50%**49,166 
FNMA POOL #AD9713 5% 08-01-2040 BEO8/1/20405.00%**27,918 
FNMA POOL #AE0113 4% 07-01-2040 BEO7/1/20404.00%**88,222 
FNMA POOL #AE0478 4% 11-01-2040 BEO11/1/20404.00%**1,318 
FNMA POOL #AE0521 6% 08-01-2037 BEO8/1/20376.00%**41,072 
FNMA POOL #AE0654 6.347% DUE 12-01-2040 BEO12/1/20406.35%**470,293 
FNMA POOL #AE0967 3.5% 06-01-2039 BEO6/1/20393.50%**203,148 
FNMA POOL #AE1807 4% 10-01-2040 BEO10/1/20404.00%**2,172 
FNMA POOL #AE1840 5% 08-01-2040 BEO8/1/20405.00%**8,164 
FNMA POOL #AE1862 5% 08-01-2040 BEO8/1/20405.00%**45,393 
FNMA POOL #AE4456 4% 02-01-2041 BEO2/1/20414.00%**16,615 
FNMA POOL #AE4664 4% 10-01-2040 BEO10/1/20404.00%**15,501 
FNMA POOL #AE6090 4% 10-01-2040 BEO10/1/20404.00%**61,121 
FNMA POOL #AE6191 4% 11-01-2040 BEO11/1/20404.00%**10,325 
FNMA POOL #AE7314 4% 11-01-2040 BEO11/1/20404.00%**559 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #AE8446 4% 11-01-2040 BEO11/1/20404.00%**777 
FNMA POOL #AE9387 4% 12-01-2040 BEO12/1/20404.00%**499 
FNMA POOL #AH2683 4% 01-01-2041 BEO1/1/20414.00%**311,563 
FNMA POOL #AL8558 6% 07-01-2041 BEO7/1/20416.00%**89,348 
FNMA POOL #AN0360 3.95% DUE 12-01-2045 BEO12/1/20453.95%**3,854,155 
FNMA POOL #AN1371 2.68% DUE 06-01-2028 BEO6/1/20282.68%**1,945,852 
FNMA POOL #AN1461 2.59% 05-01-20265/1/20262.59%**1,489,849 
FNMA POOL #AN1613 2.55% 07-01-2026 BEO7/1/20262.55%**1,534,941 
FNMA POOL #AN5171 3.29% 04-01-20274/1/20273.29%**5,133,361 
FNMA POOL #AN6585 2.84% 09-01-20279/1/20272.84%**1,428,768 
FNMA POOL #AN8612 3.29% 03-01-20283/1/20283.29%**4,175,987 
FNMA POOL #AN8717 3.02% 03-01-20283/1/20283.02%**215,478 
FNMA POOL #AN9215 3.43% 05-01-20285/1/20283.43%**485,515 
FNMA POOL #AN9814 3.63% DUE 08-01-2028 BEO8/1/20283.63%**2,056,835 
FNMA POOL #AO0454 3.5% 08-01-2042 BEO8/1/20423.50%**167,518 
FNMA POOL #AO0527 3% 05-01-2027 BEO5/1/20273.00%**11,301 
FNMA POOL #AO2801 3% DUE 06-01-2027 BEO6/1/20273.00%**65,219 
FNMA POOL #AO2802 3% 06-01-2027 BEO6/1/20273.00%**118,448 
FNMA POOL #AO4135 3.5% 06-01-2042 BEO6/1/20423.50%**348,164 
FNMA POOL #AO4688 3% DUE 07-01-2043 BEO7/1/20433.00%**678,175 
FNMA POOL #AO6757 4% 06-01-2042 BEO6/1/20424.00%**65,981 
FNMA POOL #AO7348 4% 08-01-2042 BEO8/1/20424.00%**77,948 
FNMA POOL #AP0006 ADJ RT DUE 07-01-2042 BEO7/1/20426.42%**13,469 
FNMA POOL #AP0645 3.5% 07-01-2032 BEO7/1/20323.50%**13,801 
FNMA POOL #AP2611 3.5% 09-01-2042 BEO9/1/20423.50%**106,927 
FNMA POOL #AP3308 3.5% 09-01-2042 BEO9/1/20423.50%**117,327 
FNMA POOL #AP3902 3% 10-01-2042 BEO10/1/20423.00%**102,957 
FNMA POOL #AP4710 3.5% 08-01-2042 BEO8/1/20423.50%**227,986 
FNMA POOL #AP5143 3% 09-01-2042 BEO9/1/20423.00%**124,694 
FNMA POOL #AP6027 3% 04-01-2043 BEO4/1/20433.00%**98,529 
FNMA POOL #AP6032 3% 04-01-2043 BEO4/1/20433.00%**111,131 
FNMA POOL #AP6053 2.5% 07-01-2028 BEO7/1/20282.50%**13,889 
FNMA POOL #AP6054 3% 07-01-2043 BEO7/1/20433.00%**14,811 
FNMA POOL #AP7126 2.5% 10-01-2027 BEO10/1/20272.50%**22,096 
FNMA POOL #AP8057 3.5% 09-01-2042 BEO9/1/20423.50%**166,654 
FNMA POOL #AP8903 3.5% 10-01-2042 BEO10/1/20423.50%**112,744 
FNMA POOL #AP9539 3% DUE 10-01-2042 BEO10/1/20423.00%**79,368 
FNMA POOL #AP9766 4% 10-01-2042 BEO10/1/20424.00%**310,087 
FNMA POOL #AQ0556 3% 11-01-2042 BEO11/1/20423.00%**559,590 
FNMA POOL #AQ1534 3.5% 10-01-2032 BEO10/1/20323.50%**47,215 
FNMA POOL #AQ1607 3.5% 11-01-2032 BEO11/1/20323.50%**39,603 
FNMA POOL #AQ1802 3.5% 10-01-2042 BEO10/1/20423.50%**68,074 
FNMA POOL #AQ7192 3% DUE 07-01-2043 REG7/1/20433.00%**43,416 
FNMA POOL #AQ8359 3% 01-01-2043 BEO1/1/20433.00%**179,965 
FNMA POOL #AR2638 3.5% 02-01-2043 BEO2/1/20433.50%**179,603 
FNMA POOL #AR3368 2.5% DUE 02-01-2028 REG2/1/20282.50%**23,590 
FNMA POOL #AR4343 3% 06-01-2043 BEO6/1/20433.00%**75,058 
FNMA POOL #AR4410 2.5% 02-01-2028 BEO2/1/20282.50%**493,126 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #AR7214 3% DUE 06-01-2043 REG6/1/20433.00%**467,084 
FNMA POOL #AR7399 3% 06-01-2043 BEO6/1/20433.00%**35,393 
FNMA POOL #AR7961 3.5% DUE 03-01-2033 REG3/1/20333.50%**47,675 
FNMA POOL #AR8749 3% 03-01-2043 BEO3/1/20433.00%**562,472 
FNMA POOL #AR9215 3% DUE 03-01-2043 REG3/1/20433.00%**367,399 
FNMA POOL #AS0038 3% DUE 07-01-2043 BEO7/1/20433.00%**370,949 
FNMA POOL #AS0047 2.5% 07-01-2028 BEO1/1/20453.00%**60,466 
FNMA POOL #AS0070 4% DUE 08-01-2043 REG8/1/20434.00%**126,463 
FNMA POOL #AS0302 3% 08-01-2043 BEO8/1/20433.00%**32,893 
FNMA POOL #AS0522 3.5% 09-01-2043 BEO9/1/20433.50%**56,221 
FNMA POOL #AS0838 5% 10-01-2043 BEO10/1/20435.00%**34,265 
FNMA POOL #AS1364 3% 12-01-2043 BEO12/1/20433.00%**25,418 
FNMA POOL #AS1745 3% 02-01-2029 BEO2/1/20293.00%**210,644 
FNMA POOL #AS1774 4% 02-01-2044 BEO2/1/20444.00%**24,612 
FNMA POOL #AS2117 4.0% 04-01-20444/1/20444.00%**1,881 
FNMA POOL #AS2369 3.5% 05-01-2029 BEO5/1/20293.50%**132,971 
FNMA POOL #AS3282 3% 10-01-2043 BEO10/1/20433.00%**49,912 
FNMA POOL #AS3293 4% 09-01-2044 BEO9/1/20444.00%**173,373 
FNMA POOL #AS4302 4% 01-01-2045 BEO1/1/20454.00%**192,676 
FNMA POOL #AS4354 4.5% 01-01-2045 BEO1/1/20454.50%**504,877 
FNMA POOL #AS4427 4.5% 02-01-2045 BEO2/1/20454.50%**493,346 
FNMA POOL #AS4431 4.5% 02-01-2045 BEO2/1/20454.50%**311,995 
FNMA POOL #AS5068 3.5% 06-01-2045 BEO6/1/20453.50%**21,871 
FNMA POOL #AS5103 3% 06-01-2030 BEO6/1/20303.00%**219,611 
FNMA POOL #AS5133 3.5% 06-01-2045 BEO6/1/20453.50%**550,578 
FNMA POOL #AS5598 4% 08-01-2045 BEO8/1/20454.00%**381,806 
FNMA POOL #AS5722 3.5% 09-01-2045 BEO9/1/20453.50%**2,323,498 
FNMA POOL #AS6065 3.5% 10-01-2045 BEO10/1/20453.50%**62,725 
FNMA POOL #AS6067 3.5% 10-01-2045 BEO10/1/20453.50%**3,195,486 
FNMA POOL #AS6286 4% 12-01-2045 BEO12/1/20454.00%**438,794 
FNMA POOL #AS6304 4% DUE 12-01-2045 BEO12/1/20454.00%**599,010 
FNMA POOL #AS6315 4% 12-01-2045 BEO12/1/20454.00%**20,788 
FNMA POOL #AS6328 3.5% 12-01-2045 BEO12/1/20454.00%**727,175 
FNMA POOL #AS6386 3% 12-01-2045 BEO12/1/20453.00%**72,260 
FNMA POOL #AS6395 3.5% 12-01-2045 BEO12/1/20453.50%**30,214 
FNMA POOL #AS6452 3.5% 01-01-2046 BEO1/1/20463.50%**120,500 
FNMA POOL #AS6489 4% DUE 01-01-2046 BEO1/1/20464.00%**474,397 
FNMA POOL #AS6534 3.5% 01-01-2046 BEO1/1/20463.50%**1,161,521 
FNMA POOL #AS7125 2.5% 05-01-2046 BEO4/1/20454.00%**256,524 
FNMA POOL #AS7155 3% 05-01-2046 BEO5/1/20463.00%**187,645 
FNMA POOL #AS7530 2.5% 07-01-2046 BEO7/1/20462.50%**459,622 
FNMA POOL #AS7533 3% 07-01-2046 BEO7/1/20463.00%**988,004 
FNMA POOL #AS7693 2% DUE 08-01-2031 BEO8/1/20312.00%**375,075 
FNMA POOL #AS7844 3% 09-01-2046 BEO9/1/20463.00%**491,864 
FNMA POOL #AS7877 2.5% 09-01-2046 BEO9/1/20462.50%**545,295 
FNMA POOL #AS8143 4% 10-01-2046 BEO10/1/20464.00%**50,871 
FNMA POOL #AS8249 3% 11-01-2036 BEO11/1/20363.00%**603,180 
FNMA POOL #AS8257 2% 11-01-2026 BEO11/1/20262.00%**236,672 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #AS8269 3% 11-01-2046 BEO11/1/20463.00%**3,312,266 
FNMA POOL #AS8740 3.5% 02-01-2037 BEO2/1/20373.50%**116,858 
FNMA POOL #AS8980 4.5% 03-01-2047 BEO3/1/20474.50%**657,054 
FNMA POOL #AS9588 4% 05-01-2047 BEO5/1/20474.00%**1,197,833 
FNMA POOL #AS9610 4.5% 05-01-2047 BEO5/1/20474.50%**1,761,558 
FNMA POOL #AT0874 POOL #AT0874 3% DUE 07-01-2043 REG7/1/20433.00%**26,829 
FNMA POOL #AT1572 3% DUE 05-01-2043 REG5/1/20433.00%**507,608 
FNMA POOL #AT2005 2.5% 04-01-2028 BEO4/1/20282.50%**92,435 
FNMA POOL #AT2043 3% DUE 04-01-2043 REG4/1/20433.00%**18,766 
FNMA POOL #AT2722 3% DUE 05-01-2043 REG5/1/20433.00%**260,341 
FNMA POOL #AT2725 3% 05-01-2043 BEO5/1/20433.00%**2,868,904 
FNMA POOL #AT3179 3% 05-01-2043 BEO5/1/20433.00%**147,760 
FNMA POOL #AT3487 3.5% DUE 04-01-2043 REG4/1/20433.50%**473,051 
FNMA POOL #AT5803 3% 06-01-2043 BEO6/1/20433.00%**17,019 
FNMA POOL #AT5915 4 DUE 06-01-2043 REG6/1/20434.00%**101,288 
FNMA POOL #AT5994 3% 05-01-2043 BEO5/1/20433.00%**54,091 
FNMA POOL #AT6764 3% 07-01-2043 BEO7/1/20433.00%**12,049 
FNMA POOL #AT7213 2.5% DUE 06-01-2028 BEO6/1/20282.50%**3,991 
FNMA POOL #AT7620 3% DUE 06-01-2043 REG6/1/20433.00%**525,052 
FNMA POOL #AT8000 3% 06-01-2043 BEO6/1/20433.00%**37,121 
FNMA POOL #AT8326 3% DUE 06-01-2043 BEO6/1/20433.00%**421,905 
FNMA POOL #AT8419 3 DUE 06-01-2043 REG6/1/20433.00%**84,195 
FNMA POOL #AT8489 3% DUE 08-01-2043 REG8/1/20433.00%**786,070 
FNMA POOL #AT8968 2.5% 07-01-2028 BEO7/1/20282.50%**5,671 
FNMA POOL #AT9250 3% 07-01-2043 BEO7/1/20433.00%**483,663 
FNMA POOL #AT9311 FIXED 2.5% 07-01-2028 BEO7/1/20282.50%**16,175 
FNMA POOL #AT9521 2.5% 07-01-2028 BEO7/1/20282.50%**21,840 
FNMA POOL #AU0317 3% 06-01-2043 BEO6/1/20433.00%**44,684 
FNMA POOL #AU0909 2% 07-01-2028 BEO7/1/20282.00%**36,897 
FNMA POOL #AU0923 3.5% 07-01-2043 BEO7/1/20433.50%**133,303 
FNMA POOL #AU1629 3% DUE 07-01-2043 REG7/1/20433.00%**43,069 
FNMA POOL #AU1632 3% DUE 07-01-2043 REG7/1/20433.00%**1,060,254 
FNMA POOL #AU1811 2.5% 08-01-2028 BEO8/1/20282.50%**16,695 
FNMA POOL #AU2032 3% 07-01-2043 BEO7/1/20433.00%**58,636 
FNMA POOL #AU2909 3% 08-01-2028 BEO8/1/20283.00%**86,272 
FNMA POOL #AU3034 2.5% 08-01-2028 BEO8/1/20282.50%**6,709 
FNMA POOL #AU3176 3% DUE 08-01-2043 REG8/1/20433.00%**48,582 
FNMA POOL #AU3191 2.5% DUE 08-01-2028 REG8/1/20282.50%**30,535 
FNMA POOL #AU3195 3% 08-01-2043 BEO8/1/20433.00%**41,920 
FNMA POOL #AU3334 2.5% DUE 07-01-2028 REG7/1/20282.50%**28,726 
FNMA POOL #AU3789 2.5% DUE 08-01-2028 REG8/1/20282.50%**18,136 
FNMA POOL #AU3811 3% DUE 08-01-2043 REG8/1/20433.00%**35,038 
FNMA POOL #AU4585 3% 08-01-2043 BEO8/1/20433.00%**16,107 
FNMA POOL #AU5161 3 DUE 08-01-2043 REG8/1/20433.00%**655,647 
FNMA POOL #AU5190 2.5% 08-01-2028 BEO8/1/20282.50%**32,017 
FNMA POOL #AU5202 3% 08-01-2043 BEO8/1/20433.00%**29,856 
FNMA POOL #AU5904 3.5% 09-01-2033 BEO9/1/20333.50%**120,143 
FNMA POOL #AU6735 3% 10-01-2043 BEO10/1/20433.00%**349,454 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #AU8066 3% 09-01-2043 BEO9/1/20433.00%**43,539 
FNMA POOL #AV0702 4% 12-01-2043 BEO12/1/20434.00%**66,123 
FNMA POOL #AV0802 2.5% 08-01-2028 BEO8/1/20282.50%**5,361 
FNMA POOL #AV4736 4% 12-01-2043 BEO12/1/20434.00%**74,298 
FNMA POOL #AV5425 4.5% 01-01-2044 BEO1/1/20444.50%**415,155 
FNMA POOL #AV5667 4% 01-01-2044 BEO1/1/20444.00%**58,978 
FNMA POOL #AV5730 4.5% 04-01-2044 BEO4/1/20444.50%**169,233 
FNMA POOL #AV9290 4.5% 02-01-2044 BEO2/1/20444.50%**226,117 
FNMA POOL #AW3146 4% 06-01-2044 BEO6/1/20444.00%**113,071 
FNMA POOL #AW9504 3% 01-01-2045 BEO1/1/20453.00%**37,198 
FNMA POOL #AX1348 4% 10-01-2044 BEO10/1/20444.00%**5,126 
FNMA POOL #AX4277 3% 01-01-2045 BEO1/1/20453.00%**170,860 
FNMA POOL #AX4883 3% 12-01-2044 BEO12/1/20443.00%**546,692 
FNMA POOL #AX6579 3% 01-01-2045 BEO1/1/20453.00%**52,112 
FNMA POOL #AX7578 3% 01-01-2045 BEO1/1/20453.00%**31,891 
FNMA POOL #AY1022 3% 05-01-2045 BEO5/1/20453.00%**254,623 
FNMA POOL #AY1363 4% 04-01-2045 BEO4/1/20454.00%**119,094 
FNMA POOL #AY1377 4% DUE 04-01-2045 REG4/1/20454.00%**184,865 
FNMA POOL #AY3913 3.5% 02-01-2045 BEO2/1/20453.50%**94,941 
FNMA POOL #AY4869 4% 06-01-2045 BEO6/1/20454.00%**106,701 
FNMA POOL #AY5484 4% 12-01-2044 BEO12/1/20444.00%**2,921 
FNMA POOL #AY9434 4% 12-01-2045 BEO12/1/20454.00%**19,859 
FNMA POOL #AZ0711 3.5% 02-01-2046 BEO2/1/20463.50%**26,923 
FNMA POOL #AZ3743 3.5% 11-01-2045 BEO11/1/20453.50%**416,061 
FNMA POOL #AZ3926 4% 10-01-2045 BEO10/1/20454.00%**558 
FNMA POOL #AZ4234 3% 06-01-2030 BEO6/1/20303.00%**597,112 
FNMA POOL #AZ4775 3.5% 10-01-2045 BEO10/1/20453.50%**1,536,394 
FNMA POOL #AZ5713 4% 09-01-2045 BEO9/1/20454.00%**224,188 
FNMA POOL #AZ7353 3.5% 11-01-2045 BEO11/1/20453.50%**140,433 
FNMA POOL #BA3779 4% 01-01-2046 BEO1/1/20464.00%**3,637 
FNMA POOL #BA4750 3.5% 01-01-2031 BEO1/1/20313.50%**93,103 
FNMA POOL #BA4766 4% 01-01-2046 BEO1/1/20464.00%**51,824 
FNMA POOL #BA4780 4% 01-01-2046 BEO1/1/20464.00%**1,395,716 
FNMA POOL #BA4801 4% 02-01-2046 BEO2/1/20464.00%**309,489 
FNMA POOL #BA5330 4% 11-01-2045 BEO11/1/20454.00%**10,535 
FNMA POOL #BA5827 3% 11-01-2030 BEO4/1/20444.50%**102,222 
FNMA POOL #BA6018 3% 01-01-2046 BEO1/1/20463.00%**8,556 
FNMA POOL #BA6555 3% 01-01-2046 BEO1/1/20463.00%**13,886 
FNMA POOL #BA6798 4% 01-01-2046 BEO1/1/20464.00%**67,757 
FNMA POOL #BA6824 3% 02-01-2046 BEO2/1/20463.00%**101,224 
FNMA POOL #BA6924 3% 02-01-2046 BEO2/1/20463.00%**11,487 
FNMA POOL #BC0855 3% 04-01-2031 BEO4/1/20313.00%**1,315,412 
FNMA POOL #BC1104 3% 02-01-2046 BEO2/1/20463.00%**112,409 
FNMA POOL #BC1509 3% 08-01-2046 BEO8/1/20463.00%**428,830 
FNMA POOL #BC2817 3% 09-01-2046 BEO9/1/20463.00%**863,646 
FNMA POOL #BC3020 3% 02-01-2046 BEO2/1/20463.00%**250,713 
FNMA POOL #BC3883 4% DUE 03-01-2046 BEO3/1/20464.00%**189,432 
FNMA POOL #BC4411 3.5% 03-01-2031 BEO3/1/20313.50%**125,258 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #BC4764 3% 10-01-2046 BEO10/1/20463.00%**414,232 
FNMA POOL #BC9077 3.5% 12-01-2046 BEO12/1/20463.50%**268,212 
FNMA POOL #BD5992 2.5% 07-01-2031 BEO7/1/20312.50%**59,513 
FNMA POOL #BD8104 3% 10-01-2046 BEO10/1/20463.00%**734,991 
FNMA POOL #BF0194 4.5% 07-01-2040 BEO7/1/20404.50%**543,420 
FNMA POOL #BF0334 3.5% 01-01-2059 BEO1/1/20593.50%**129,884 
FNMA POOL #BF0574 6% 11-01-2039 BEO11/1/20396.00%**5,027,829 
FNMA POOL #BJ0669 3.5% 03-01-2033 BEO3/1/20333.50%**334,444 
FNMA POOL #BJ1635 3% 11-01-2032 BEO11/1/20323.00%**390,535 
FNMA POOL #BJ8703 3.5% 05-01-2049 BEO5/1/20493.50%**50,965 
FNMA POOL #BJ9249 4.5% 06-01-2048 BEO6/1/20484.50%**305,878 
FNMA POOL #BK2620 2.5% 06-01-2050 BEO6/1/20502.50%**345,075 
FNMA POOL #BK7608 4% 09-01-2048 BEO9/1/20484.00%**3,334,634 
FNMA POOL #BK8814 4.5% 08-01-2048 BEO8/1/20484.50%**176,778 
FNMA POOL #BK9849 4% 09-01-2033 BEO9/1/20334.00%**269,675 
FNMA POOL #BL6406 1.63% 05-01-2027 BEO5/1/20271.63%**7,279,116 
FNMA POOL #BM1565 3% 04-01-2047 BEO4/1/20473.00%**1,118,453 
FNMA POOL #BM1775 4.5% 07-01-2047 BEO7/1/20474.50%**247,352 
FNMA POOL #BM3119 1.8% 02-01-2047 BEO2/1/20471.80%**693,570 
FNMA POOL #BM3280 4.5% 11-01-2047 BEO11/1/20474.50%**1,962,812 
FNMA POOL #BM3537 3% 01-01-2031 BEO1/1/20313.00%**1,722,951 
FNMA POOL #BM3724 3.5% 03-01-2048 BEO3/1/20483.50%**4,699,166 
FNMA POOL #BM3855 4% 03-01-2048 BEO3/1/20484.00%**615,316 
FNMA POOL #BM3904 5% 05-01-2048 BEO5/1/20485.00%**300,760 
FNMA POOL #BM4130 3.5% 03-01-2032 BEO3/1/20323.50%**6,999,700 
FNMA POOL #BM4301 4% 03-01-2048 BEO3/1/20484.00%**7,546,247 
FNMA POOL #BM4676 4% 10-01-2048 BEO10/1/20484.00%**722,240 
FNMA POOL #BM4716 3.5% 12-01-2030 BEO12/1/20303.50%**112,747 
FNMA POOL #BM4898 4% 11-01-2038 BEO11/1/20384.00%**513,534 
FNMA POOL #BM5082 4.5% 11-01-2048 BEO11/1/20484.50%**988,758 
FNMA POOL #BM5111 3% 11-01-2033 BEO11/1/20333.00%**3,146,920 
FNMA POOL #BM5184 4% 09-01-2033 BEO9/1/20334.00%**528,887 
FNMA POOL #BM5261 4% 01-01-2048 BEO1/1/20484.00%**2,276,164 
FNMA POOL #BM5568 4.5% 02-01-2049 BEO2/1/20494.50%**1,505,272 
FNMA POOL #BM6605 3.5% 01-01-2038 BEO1/1/20383.50%**9,246,890 
FNMA POOL #BM7221 3% 02-01-2031 BEO2/1/20313.00%**1,001,471 
FNMA POOL #BM7643 2.5% 01-01-2035 BEO1/1/20352.50%**2,833,621 
FNMA POOL #BN4428 4.5% DUE 12-01-2048 REG12/1/20484.50%**156,780 
FNMA POOL #BQ6617 1.5% 10-01-2051 BEO10/1/20511.50%**3,271,987 
FNMA POOL #BQ9298 2.5% 12-01-205012/1/20502.50%**199,160 
FNMA POOL #BR2664 2.0% 02-01-20512/1/20512.00%**517,982 
FNMA POOL #BR4753 2.0% DUE 03-01-20513/1/20512.00%**229,693 
FNMA POOL #BR6500 2.5% DUE 03-01-2051 REG3/1/20512.50%**525,094 
FNMA POOL #BS6767 4.27% DUE 10-01-2032 BEO10/1/20324.27%**1,044,125 
FNMA POOL #BS9166 4.61% 08-01-20288/1/20284.61%**1,617,387 
FNMA POOL #BT0087 2.5% 05-01-20515/1/20512.50%**1,477,771 
FNMA POOL #BV7598 3.0% 03-01-20523/1/20523.00%**42,870 
FNMA POOL #BV9613 3% 04-01-2052 BEO4/1/20523.00%**396,457 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #BW9916 5% 10-01-2052 BEO10/1/20525.00%**768,429 
FNMA POOL #BX7702 6.5% 02-01-2053 BEO2/1/20536.50%**291,159 
FNMA POOL #BZ0874 4.76% 06-01-20296/1/20294.76%**3,986,963 
FNMA POOL #BZ1178 5.81% 06-01-20316/1/20315.81%**4,687,673 
FNMA POOL #BZ2692 5.21% DUE 12-01-2039 BEO12/1/20395.21%**155,345 
FNMA POOL #BZ3005 5.03% DUE 01-01-20301/1/20305.03%**3,620,433 
FNMA POOL #BZ3101 4.83% DUE 02-01-20302/1/20304.83%**3,598,683 
FNMA POOL #BZ5550 4.3% 12-01-203212/1/20324.30%**14,462,820 
FNMA POOL #CA0789 3.5% 11-01-203211/1/20323.50%**300,476 
FNMA POOL #CA0907 3.5% DUE 12-01-204712/1/20473.50%**380,981 
FNMA POOL #CA1576 5.0% DUE 01-01-2048 REG1/1/20485.00%**217,103 
FNMA POOL #CA3283 4.0% 03-01-20343/1/20344.00%**645,680 
FNMA POOL #CA3285 4.0% 03-01-20343/1/20344.00%**590,707 
FNMA POOL #CA3287 4.0% 03-01-20343/1/20344.00%**122,450 
FNMA POOL #CA4346 3% DUE 10-01-2049 REG10/1/20493.00%**271,987 
FNMA POOL #CA4819 4% DUE 12-01-2049 BEO12/1/20494.00%**336,999 
FNMA POOL #CA6315 3.0% DUE 07-01-2050 REG7/1/20503.00%**371,090 
FNMA POOL #CA7257 2.5% DUE 10-01-2050 REG10/1/20502.50%**847,150 
FNMA POOL #CA7422 2.0% 10-01-204010/1/20402.00%**4,806,387 
FNMA POOL #CA9358 2.5% DUE 03-01-2041 REG3/1/20412.50%**548,954 
FNMA POOL #CB0100 2.5% DUE 04-01-2041 REG4/1/20412.50%**701,711 
FNMA POOL #CB0470 2.5% 05-01-20415/1/20412.50%**1,089,127 
FNMA POOL #CB0858 3.0% DUE 06-01-2051 REG6/1/20513.00%**1,723,613 
FNMA POOL #CB1771 1.5% DUE 09-01-2051 REG9/1/20511.50%**4,999,198 
FNMA POOL #CB2429 3.0% DUE 12-01-2051 REG12/1/20513.00%**12,028,113 
FNMA POOL #CB2858 2.5% DUE 02-01-2052 REG2/1/20522.50%**1,637,013 
FNMA POOL #CB2929 3% 02-01-2052 BEO2/1/20523.00%**60,719 
FNMA POOL #CB3614 4.0% DUE 05-01-2052 REG5/1/20524.00%**572,028 
FNMA POOL #CB4090 4% DUE 07-01-20527/1/20524.00%**2,898,656 
FNMA POOL #CB4755 5% 09-01-2037 BEO9/1/20375.00%**1,854,059 
FNMA POOL #CB4756 5% 09-01-2037 BEO9/1/20375.00%**815,127 
FNMA POOL #CB4757 5% 09-01-2037 BEO9/1/20375.00%**1,526,211 
FNMA POOL #CB4758 5% 09-01-2037 BEO9/1/20375.00%**1,007,513 
FNMA POOL #CB4759 5% 09-01-2037 BEO9/1/20375.00%**1,002,309 
FNMA POOL #CB4760 5% 09-01-2037 BEO9/1/20375.00%**2,274,893 
FNMA POOL #CB4991 4.5% 10-01-2037 BEO10/1/20374.50%**419,823 
FNMA POOL #CB4995 4.5% 10-01-2037 BEO10/1/20374.50%**692,455 
FNMA POOL #CB5005 5% 10-01-2037 BEO10/1/20375.00%**744,409 
FNMA POOL #CB6540 6.0% 06-01-20536/1/20536.00%**2,190,732 
FNMA POOL #CB6753 6.0% 07-01-20537/1/20536.00%**2,447,013 
FNMA POOL #FA0083 2.5% 02-01-2035 BEO2/1/20352.50%**8,241,970 
FNMA POOL #FA0185 1.5% 12-01-2031 BEO12/1/20311.50%**6,935,053 
FNMA POOL #FM1349 3.5% 03-01-2047 BEO3/1/20473.50%**1,452,057 
FNMA POOL #FM1467 3% 12-01-2047 BEO12/1/20473.00%**1,048,207 
FNMA POOL #FM1727 5% 09-01-2049 BEO9/1/20495.00%**887,311 
FNMA POOL #FM1796 3.5% 10-01-2034 BEO10/1/20343.50%**26,813 
FNMA POOL #FM2477 3% 05-01-2036 BEO5/1/20363.00%**3,334,497 
FNMA POOL #FM2479 2.5% 07-01-2033 BEO7/1/20332.50%**922,924 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #FM2743 3.0% DUE 02-01-2034 REG2/1/20343.00%**1,479,297 
FNMA POOL #FM2922 3% 02-01-2038 BEO2/1/20383.00%**623,417 
FNMA POOL #FM2972 4% 12-01-2044 BEO12/1/20444.00%**4,025,492 
FNMA POOL #FM3004 4% 01-01-2046 BEO1/1/20464.00%**26,185,868 
FNMA POOL #FM3049 4% 04-01-2044 BEO4/1/20444.00%**1,117,697 
FNMA POOL #FM3123 2.5% 03-01-2038 BEO3/1/20382.50%**781,509 
FNMA POOL #FM3241 3% 03-01-2050 BEO3/1/20503.00%**9,562,304 
FNMA POOL #FM3243 3.5% 02-01-2050 BEO2/1/20503.50%**88,260 
FNMA POOL #FM3773 3.5% 11-01-2048 BEO11/1/20483.50%**2,222,391 
FNMA POOL #FM4311 3% 08-01-2050 BEO8/1/20503.00%**299,149 
FNMA POOL #FM4436 4% 06-01-2034 BEO6/1/20344.00%**881,916 
FNMA POOL #FM4577 2.5% 10-01-2050 BEO10/1/20502.50%**485,005 
FNMA POOL #FM4817 5% 06-01-2049 BEO6/1/20495.00%**771,425 
FNMA POOL #FM5018 2.5% 12-01-2050 BEO12/1/20502.50%**1,005,164 
FNMA POOL #FM5050 2.5% 02-01-2035 BEO2/1/20352.50%**624,775 
FNMA POOL #FM5313 2.5% 10-01-2050 BEO10/1/20502.50%**687,042 
FNMA POOL #FM5743 2.5% 02-01-2051 BEO2/1/20512.50%**991,153 
FNMA POOL #FM5754 3.5% 03-01-2037 BEO3/1/20373.50%**63,660 
FNMA POOL #FM5783 3% 06-01-2038 BEO6/1/20383.00%**409,920 
FNMA POOL #FM5904 2.5% 02-01-2051 BEO2/1/20512.50%**196,842 
FNMA POOL #FM6015 3.5% 08-01-2039 BEO8/1/20393.50%**106,143 
FNMA POOL #FM6036 4% 01-01-2050 BEO1/1/20504.00%**1,108,224 
FNMA POOL #FM6117 3% 11-01-2048 BEO11/1/20483.00%**200,884 
FNMA POOL #FM6448 2% 03-01-2051 BEO3/1/20512.00%**881,661 
FNMA POOL #FM6460 2.5% 03-01-2051 BEO3/1/20512.50%**319,733 
FNMA POOL #FM7100 3.5% 06-01-2050 BEO6/1/20503.50%**218,288 
FNMA POOL #FM7531 3% 05-01-2051 BEO5/1/20513.00%**233,058 
FNMA POOL #FM7630 2.5% 06-01-2051 BEO6/1/20512.50%**272,670 
FNMA POOL #FM7675 2.5% 06-01-2051 BEO6/1/20512.50%**432,679 
FNMA POOL #FM7786 4% 01-01-2049 BEO1/1/20494.00%**365,384 
FNMA POOL #FM7796 4% 06-01-2048 BEO6/1/20484.00%**554,479 
FNMA POOL #FM7869 2.5% 01-01-2051 BEO1/1/20512.50%**222,670 
FNMA POOL #FM7900 2.5% 07-01-2051 BEO7/1/20512.50%**283,052 
FNMA POOL #FM7910 2.5% 07-01-2051 BEO7/1/20512.50%**422,102 
FNMA POOL #FM8166 3% 06-01-2051 BEO6/1/20513.00%**319,447 
FNMA POOL #FM8325 2.5% 07-01-2035 BEO7/1/20352.50%**1,629,775 
FNMA POOL #FM8480 3% 11-01-2050 BEO11/1/20503.00%**1,058,206 
FNMA POOL #FM8576 3% 02-01-2050 BEO2/1/20503.00%**631,647 
FNMA POOL #FM8577 3% 08-01-2051 BEO8/1/20513.00%**822,969 
FNMA POOL #FM8648 3% 09-01-2051 BEO9/1/20513.00%**1,326,249 
FNMA POOL #FM8864 2.5% 10-01-2051 BEO10/1/20512.50%**686,717 
FNMA POOL #FM9044 3% 10-01-2051 BEO10/1/20513.00%**294,503 
FNMA POOL #FM9365 3% 11-01-2051 BEO11/1/20513.00%**237,669 
FNMA POOL #FM9464 3% 11-01-2051 BEO11/1/20513.00%**874,941 
FNMA POOL #FN BZ0099 5.69% 12-01-202812/1/20285.69%**1,259,077 
FNMA POOL #FNAT5995 3 DUE 05-01-2043 REG5/1/20433.00%**62,145 
FNMA POOL #FP0021 4% 05-01-2031 BEO5/1/20314.00%**1,076,970 
FNMA POOL #FP0028 2% 08-01-2040 BEO8/1/20402.00%**348,941 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #FS0024 2.5% 09-01-2051 BEO8/1/20513.00%**266,826 
FNMA POOL #FS0034 3% 12-01-2051 BEO12/1/20513.00%**363,370 
FNMA POOL #FS0037 3% 08-01-2051 BEO8/1/20513.00%**209,721 
FNMA POOL #FS0041 3% 11-01-2050 BEO11/1/20503.00%**210,468 
FNMA POOL #FS0191 2.5% 01-01-2052 BEO1/1/20522.50%**310,947 
FNMA POOL #FS0240 3% 01-01-2052 BEO1/1/20523.00%**365,351 
FNMA POOL #FS0331 3% 01-01-2052 BEO1/1/20523.00%**448,446 
FNMA POOL #FS0366 2.5% 01-01-2052 BEO1/1/20522.50%**237,749 
FNMA POOL #FS0408 3% 01-01-2052 BEO1/1/20523.00%**367,457 
FNMA POOL #FS0424 2.5% 01-01-2052 BEO1/1/20522.50%**1,307,440 
FNMA POOL #FS0697 2.5% 02-01-2042 BEO2/1/20422.50%**605,057 
FNMA POOL #FS0744 3% 02-01-2052 BEO2/1/20523.00%**4,826,869 
FNMA POOL #FS0751 3% 03-01-2052 BEO2/1/20523.00%**1,308,714 
FNMA POOL #FS0835 2.5% 03-01-2052 BEO3/1/20522.50%**656,386 
FNMA POOL #FS0896 3% 12-01-2051 BEO12/1/20513.00%**5,305,169 
FNMA POOL #FS0995 2.5% 03-01-2042 BEO3/1/20422.50%**191,627 
FNMA POOL #FS1014 2% 02-01-2052 BEO2/1/20522.00%**373,046 
FNMA POOL #FS1015 2% 02-01-2052 BEO2/1/20522.00%**1,195,828 
FNMA POOL #FS1074 3% 03-01-2052 BEO3/1/20523.00%**2,757,031 
FNMA POOL #FS1201 3% 01-01-2050 BEO1/1/20503.00%**693,026 
FNMA POOL #FS1289 3% 03-01-2052 BEO3/1/20523.00%**899,903 
FNMA POOL #FS1403 3% 01-01-2045 BEO1/1/20453.00%**372,350 
FNMA POOL #FS1427 3% 02-01-2050 BEO2/1/20503.00%**311,927 
FNMA POOL #FS1462 3.5% 01-01-2052 BEO1/1/20523.50%**194,438 
FNMA POOL #FS1539 3% 11-01-2048 BEO11/1/20483.00%**444,843 
FNMA POOL #FS1553 2.5% 11-01-2050 BEO11/1/20502.50%**245,998 
FNMA POOL #FS1726 2% 09-01-2041 BEO9/1/20412.00%**441,768 
FNMA POOL #FS1836 2.5% 05-01-2052 BEO5/1/20522.50%**3,209,919 
FNMA POOL #FS1845 3.5% 12-01-2029 BEO12/1/20293.50%**529,596 
FNMA POOL #FS2768 2% 01-01-2052 BEO1/1/20522.00%**194,749 
FNMA POOL #FS2920 3% 07-01-2036 BEO7/1/20363.00%**1,373,330 
FNMA POOL #FS3009 2% 05-01-2042 BEO5/1/20422.00%**332,632 
FNMA POOL #FS3249 5% 11-01-2052 BEO11/1/20525.00%**886,170 
FNMA POOL #FS3275 3% 04-01-2052 BEO4/1/20523.00%**2,019,572 
FNMA POOL #FS3393 4% 10-01-2052 BEO10/1/20524.00%**106,597 
FNMA POOL #FS3411 6% 01-01-2053 BEO1/1/20536.00%**344,180 
FNMA POOL #FS3425 4.5% 09-01-2052 BEO3/1/20522.00%**1,022,660 
FNMA POOL #FS3672 5.5% 02-01-2053 BEO2/1/20535.50%**1,068,340 
FNMA POOL #FS3836 4.5% 01-01-2053 BEO1/1/20534.50%**657,972 
FNMA POOL #FS3977 4.5% 11-01-2052 BEO11/1/20524.50%**475,682 
FNMA POOL #FS3978 5% 01-01-2053 BEO1/1/20535.00%**487,892 
FNMA POOL #FS4000 6.0% 07-01-20417/1/20416.00%**749,591 
FNMA POOL #FS4166 5.5% 04-01-2053 BEO4/1/20535.50%**753,805 
FNMA POOL #FS4269 2.0% 10-01-205110/1/20512.00%**1,477,310 
FNMA POOL #FS4270 2.0% 03-01-20523/1/20522.00%**1,485,359 
FNMA POOL #FS4314 2% 03-01-2052 BEO3/1/20522.00%**265,623 
FNMA POOL #FS4363 2.5% 03-01-2035 BEO3/1/20352.50%**1,272,971 
FNMA POOL #FS4377 3% 04-01-2052 BEO4/1/20523.00%**81,663 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #FS4448 4% 12-01-2044 BEO12/1/20444.00%**217,003 
FNMA POOL #FS4454 6% 04-01-2053 BEO4/1/20536.00%**457,727 
FNMA POOL #FS4471 2.5% 09-01-2042 BEO9/1/20422.50%**286,873 
FNMA POOL #FS4480 4.5% 03-01-2050 BEO3/1/20504.50%**287,959 
FNMA POOL #FS4570 5.0% 12-01-204712/1/20475.00%**805,847 
FNMA POOL #FS4573 6% 05-01-2053 BEO1/1/20535.00%**914,226 
FNMA POOL #FS4805 5.5% 05-01-2053 BEO5/1/20535.50%**442,671 
FNMA POOL #FS4914 2.5% 10-01-2037 BEO10/1/20372.50%**632,047 
FNMA POOL #FS5155 5% 07-01-2053 BEO7/1/20535.00%**1,866,796 
FNMA POOL #FS5191 2% 08-01-2042 BEO8/1/20422.00%**495,576 
FNMA POOL #FS5306 6% 07-01-2053 BEO7/1/20536.00%**492,728 
FNMA POOL #FS5365 3% 02-01-2050 BEO2/1/20503.00%**1,897,500 
FNMA POOL #FS5385 2.5% 04-01-2052 BEO4/1/20522.50%**1,487,452 
FNMA POOL #FS5647 5.5% 07-01-2053 BEO7/1/20535.50%**671,848 
FNMA POOL #FS6072 2.5% 12-01-2036 BEO12/1/20362.50%**558,281 
FNMA POOL #FS6451 5.5% 08-01-2053 BEO8/1/20535.50%**1,013,188 
FNMA POOL #FS6779 6.5% 12-01-2053 BEO12/1/20536.50%**435,983 
FNMA POOL #FS7170 2.0% 08-01-20428/1/20422.00%**814,607 
FNMA POOL #FS7180 2% 05-01-2042 BEO5/1/20422.00%**441,658 
FNMA POOL #FS7294 5.5% 05-01-20445/1/20445.50%**639,821 
FNMA POOL #FS7408 2.5% 04-01-2052 BEO4/1/20522.50%**2,360,566 
FNMA POOL #FS7624 6.5% 03-01-2054 BEO3/1/20546.50%**589,340 
FNMA POOL #FS7849 2.5% 05-01-2052 BEO5/1/20522.50%**450,316 
FNMA POOL #FS7997 6% 05-01-2054 BEO5/1/20546.00%**1,531,063 
FNMA POOL #FS8001 5.5% 06-01-2054 BEO6/1/20545.50%**356,555 
FNMA POOL #FS8027 2.5% 03-01-2052 BEO3/1/20522.50%**901,910 
FNMA POOL #FS8087 5.5% 06-01-2054 BEO6/1/20545.50%**1,181,006 
FNMA POOL #FS8398 2.5% 02-01-2035 BEO2/1/20352.50%**2,722,699 
FNMA POOL #G67717 4.0% DUE 11-01-2048 REG11/1/20484.00%**305,097 
FNMA POOL #MA0006 4% 03-01-2039 BEO3/1/20394.00%**2,732 
FNMA POOL #MA0214 5% 10-01-2029 BEO10/1/20295.00%**48,204 
FNMA POOL #MA0243 5% 11-01-2029 BEO11/1/20295.00%**41,381 
FNMA POOL #MA0295 5% 01-01-2030 BEO1/1/20305.00%**27,971 
FNMA POOL #MA0583 4% 12-01-2040 BEO12/1/20404.00%**1,308 
FNMA POOL #MA0706 4.5% 04-01-2031 BEO4/1/20314.50%**25,639 
FNMA POOL #MA0734 4.5% DUE 05-01-2031 BEO5/1/20314.50%**89,299 
FNMA POOL #MA0776 4.5% DUE 06-01-2031 BEO6/1/20314.50%**93,526 
FNMA POOL #MA0816 4.5% 08-01-2031 BEO8/1/20314.50%**73,866 
FNMA POOL #MA0919 3.5% 12-01-2031 BEO12/1/20313.50%**4,088,666 
FNMA POOL #MA0939 4.5% 12-01-2031 BEO12/1/20314.50%**68,435 
FNMA POOL #MA1044 3% DUE 04-01-2042 BEO4/1/20423.00%**36,440 
FNMA POOL #MA1045 3% 04-01-2027 BEO4/1/20314.50%**39,545 
FNMA POOL #MA1125 4 07-01-2042 BEO7/1/20424.00%**70,118 
FNMA POOL #MA1177 3.5% 09-01-2042 BEO9/1/20423.50%**61,827 
FNMA POOL #MA1213 3.5% DUE 10-01-2042 BEO10/1/20423.50%**60,776 
FNMA POOL #MA1272 3% 12-01-2042 BEO12/1/20423.00%**294,151 
FNMA POOL #MA1373 3.5% 03-01-2043 BEO3/1/20433.50%**171,547 
FNMA POOL #MA1458 3% 06-01-2043 BEO6/1/20433.00%**246,203 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #MA1463 3.5% 06-01-2043 BEO6/1/20433.50%**384,535 
FNMA POOL #MA1508 3.5% 07-01-2043 BEO7/1/20433.50%**110,416 
FNMA POOL #MA1510 4% 07-01-2043 BEO7/1/20434.00%**115,392 
FNMA POOL #MA1546 3.5% DUE 08-01-2043 BEO8/1/20433.50%**142,700 
FNMA POOL #MA1553 2.5% 08-01-2028 BEO8/1/20282.50%**149,157 
FNMA POOL #MA1591 4.5% 09-01-2043 BEO9/1/20434.50%**80,991 
FNMA POOL #MA1629 4.5% 10-01-2043 BEO10/1/20434.50%**73,597 
FNMA POOL #MA1711 4.5% 12-01-2043 BEO12/1/20434.50%**61,279 
FNMA POOL #MA1728 5% 11-01-2033 BEO11/1/20335.00%**38,024 
FNMA POOL #MA1772 3.5% 02-01-2034 BEO2/1/20343.50%**1,903,453 
FNMA POOL #MA2110 3.5% 12-01-2034 BEO12/1/20343.50%**379,002 
FNMA POOL #MA2138 3.5% 01-01-2035 BEO1/1/20353.50%**228,415 
FNMA POOL #MA2320 3% 07-01-2035 BEO7/1/20353.00%**120,220 
FNMA POOL #MA2373 2.5% 08-01-2030 BEO8/1/20302.50%**24,560 
FNMA POOL #MA2516 3% 01-01-2046 BEO1/1/20463.00%**202,016 
FNMA POOL #MA2523 3% 02-01-2036 BEO2/1/20363.00%**499,972 
FNMA POOL #MA2579 3% 04-01-2036 BEO4/1/20363.00%**369,670 
FNMA POOL #MA2670 3% 07-01-2046 BEO7/1/20463.00%**662,640 
FNMA POOL #MA2672 3% 07-01-2036 BEO7/1/20363.00%**1,453,926 
FNMA POOL #MA2707 3% 08-01-2036 BEO8/1/20363.00%**3,076,299 
FNMA POOL #MA2728 2.5% 08-01-2031 BEO8/1/20312.50%**236,551 
FNMA POOL #MA2749 2.5% 09-01-2036 BEO9/1/20362.50%**529,476 
FNMA POOL #MA2773 3% 10-01-2036 BEO10/1/20363.00%**1,639,302 
FNMA POOL #MA2798 2.5% 10-01-2031 BEO10/1/20312.50%**90,855 
FNMA POOL #MA2806 3% DUE 11-01-2046 REG11/1/20463.00%**599,287 
FNMA POOL #MA2832 3% 12-01-2036 BEO12/1/20363.00%**1,170,339 
FNMA POOL #MA2863 3% DUE 01-01-2047 BEO1/1/20473.00%**1,890,138 
FNMA POOL #MA2913 2.5% 02-01-2032 BEO2/1/20322.50%**71,777 
FNMA POOL #MA2930 4% 03-01-2047 BEO3/1/20474.00%**76,961 
FNMA POOL #MA2960 4% 04-01-2047 BEO4/1/20474.00%**458,555 
FNMA POOL #MA2995 4% 05-01-2047 BEO5/1/20474.00%**374,394 
FNMA POOL #MA3058 4% 07-01-2047 BEO7/1/20474.00%**59,136 
FNMA POOL #MA3060 3% 07-01-2032 BEO7/1/20323.00%**757,572 
FNMA POOL #MA3076 2.5% 07-01-2032 BEO7/1/20322.50%**453,998 
FNMA POOL #MA3114 2.5% 08-01-2032 BEO8/1/20433.50%**510,428 
FNMA POOL #MA3124 2.5% 09-01-2032 BEO1/1/20463.00%**483,042 
FNMA POOL #MA3182 3.5% 11-01-2047 BEO11/1/20473.50%**1,429,450 
FNMA POOL #MA3183 4% 11-01-2047 BEO11/1/20474.00%**128,854 
FNMA POOL #MA3210 3.5% 12-01-2047 BEO12/1/20473.50%**26,627 
FNMA POOL #MA3211 4% DUE 12-01-2047 BEO12/1/20474.00%**305,297 
FNMA POOL #MA3239 4% 01-01-2048 BEO1/1/20484.00%**681,951 
FNMA POOL #MA3305 3.5% 03-01-2048 BEO3/1/20483.50%**8,522,896 
FNMA POOL #MA3310 4% 03-01-2038 BEO3/1/20384.00%**1,381 
FNMA POOL #MA3333 4% 04-01-2048 BEO4/1/20484.00%**52,663 
FNMA POOL #MA3356 3.5% 05-01-2048 BEO5/1/20483.50%**2,114,973 
FNMA POOL #MA3383 3.5% 06-01-2048 BEO6/1/20483.50%**7,314,977 
FNMA POOL #MA3385 4.5% 06-01-2048 BEO6/1/20484.50%**347,078 
FNMA POOL #MA3442 3.5% 08-01-2048 BEO8/1/20483.50%**796,482 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #MA3564 4.5% 01-01-2049 BEO1/1/20494.50%**161,489 
FNMA POOL #MA3879 4.5% 12-01-2049 BEO12/1/20494.50%**1,226,659 
FNMA POOL #MA3897 3% 01-01-2035 BEO1/1/20353.00%**870,647 
FNMA POOL #MA3937 3% 02-01-2050 BEO2/1/20503.00%**1,649,190 
FNMA POOL #MA3945 4.5% DUE 02-01-2050 BEO2/1/20504.50%**746,127 
FNMA POOL #MA3960 3% 03-01-2050 BEO11/1/20524.50%**936,735 
FNMA POOL #MA4014 3% 05-01-2035 BEO5/1/20353.00%**2,254,529 
FNMA POOL #MA4026 4% 05-01-2050 BEO5/1/20504.00%**1,175,910 
FNMA POOL #MA4031 4.5% 05-01-2050 BEO5/1/20504.50%**374,704 
FNMA POOL #MA4047 2% 06-01-2050 BEO6/1/20502.00%**6,363,310 
FNMA POOL #MA4053 2.5% 06-01-2035 BEO6/1/20352.50%**2,317,841 
FNMA POOL #MA4093 2% 08-01-2040 BEO8/1/20402.00%**864,900 
FNMA POOL #MA4099 2.5% 08-01-2035 BEO8/1/20352.50%**7,824,161 
FNMA POOL #MA4119 2% 09-01-2050 BEO9/1/20502.00%**3,785,157 
FNMA POOL #MA4128 2% 09-01-2040 BEO9/1/20402.00%**777,265 
FNMA POOL #MA4157 1.5% 10-01-2050 BEO10/1/20501.50%**509,950 
FNMA POOL #MA4158 2% DUE 10-01-2050 BEO10/1/20502.00%**6,639,942 
FNMA POOL #MA4177 2.5% 11-01-2040 BEO11/1/20402.50%**477,396 
FNMA POOL #MA4181 1.5% 11-01-2050 BEO11/1/20501.50%**1,113,004 
FNMA POOL #MA4182 2% 11-01-2050 BEO11/1/20502.00%**3,705,874 
FNMA POOL #MA4209 1.5% 12-01-2050 BEO12/1/20501.50%**7,090,524 
FNMA POOL #MA4232 2% 01-01-2041 BEO1/1/20412.00%**215,456 
FNMA POOL #MA4237 2% DUE 01-01-2051 BEO1/1/20512.00%**3,393,511 
FNMA POOL #MA4255 2% 02-01-2051 BEO2/1/20512.00%**13,170,075 
FNMA POOL #MA4281 2% 03-01-2051 BEO3/1/20512.00%**585,601 
FNMA POOL #MA4285 2% 03-01-2031 BEO3/1/20312.00%**690,160 
FNMA POOL #MA4305 2% 04-01-2051 BEO4/1/20512.00%**237,293 
FNMA POOL #MA4306 2.5% 04-01-2051 BEO4/1/20512.50%**10,202,115 
FNMA POOL #MA4325 2.0% 05-01-20515/1/20512.00%**10,825,411 
FNMA POOL #MA4333 2% 05-01-2041 BEO5/1/20412.00%**4,584,272 
FNMA POOL #MA4364 2% 06-01-2041 BEO6/1/20412.00%**1,056,933 
FNMA POOL #MA4377 1.5% 07-01-2051 BEO7/1/20511.50%**9,295,299 
FNMA POOL #MA4380 3% 07-01-2051 BEO7/1/20513.00%**301,864 
FNMA POOL #MA4389 1.5% 07-01-2031 BEO7/1/20311.50%**4,077,502 
FNMA POOL #MA4399 2.5% 08-01-2051 BEO8/1/20512.50%**1,307,983 
FNMA POOL #MA4414 2.5% 09-01-2051 BEO9/1/20512.50%**690,354 
FNMA POOL #MA4422 2% 09-01-2041 BEO9/1/20412.00%**2,311,324 
FNMA POOL #MA4446 2% 10-01-2041 BEO10/1/20412.00%**772,328 
FNMA POOL #MA4474 2% 11-01-2041 BEO11/1/20412.00%**838,648 
FNMA POOL #MA4501 2% 12-01-2041 BEO12/1/20412.00%**2,166,562 
FNMA POOL #MA4523 2% 01-01-2032 BEO1/1/20322.00%**1,446,040 
FNMA POOL #MA4539 1.5% 02-01-2042 BEO2/1/20421.50%**332,170 
FNMA POOL #MA4540 2% 02-01-2042 BEO2/1/20422.00%**1,440,246 
FNMA POOL #MA4571 2.5% 03-01-2042 BEO3/1/20422.50%**382,274 
FNMA POOL #MA4579 3% 04-01-2052 BEO4/1/20523.00%**2,962,987 
FNMA POOL #MA4586 2% 04-01-2042 BEO4/1/20422.00%**393,363 
FNMA POOL #MA4587 2.5% 04-01-2042 BEO4/1/20422.50%**911,067 
FNMA POOL #MA4599 3% 05-01-2052 BEO5/1/20523.00%**3,197,085 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #MA4600 3.5% 05-01-2052 BEO5/1/20523.50%**812,454 
FNMA POOL #MA4626 4% 06-01-2052 BEO6/1/20524.00%**2,926,333 
FNMA POOL #MA4643 3% 05-01-2042 BEO5/1/20423.00%**1,039,802 
FNMA POOL #MA4656 4.5% 07-01-2052 BEO7/1/20524.50%**275,982 
FNMA POOL #MA4686 5% 06-01-2052 BEO6/1/20525.00%**1,049,960 
FNMA POOL #MA4700 4% 08-01-2052 BEO8/1/20524.00%**4,078,418 
FNMA POOL #MA4701 4.5% 08-01-2052 BEO8/1/20524.50%**232,473 
FNMA POOL #MA4732 4% 09-01-2052 BEO9/1/20524.00%**47,999,158 
FNMA POOL #MA4733 4.5% 09-01-2052 BEO9/1/20524.50%**3,738,361 
FNMA POOL #MA4737 5% 08-01-2052 BEO8/1/20525.00%**358,483 
FNMA POOL #MA4783 4% 10-01-2052 BEO10/1/20524.00%**6,147,668 
FNMA POOL #MA4785 5% 10-01-2052 BEO10/1/20525.00%**8,438,652 
FNMA POOL #MA4805 4.5% 11-01-2052 BEO11/1/20524.50%**1,467,077 
FNMA POOL #MA4807 5.5% 11-01-2052 BEO11/1/20525.50%**764,161 
FNMA POOL #MA4840 4.5% 12-01-2052 BEO12/1/20524.50%**1,587,351 
FNMA POOL #MA4867 4.5% 01-01-2053 BEO1/1/20534.50%**3,553,955 
FNMA POOL #MA4894 6% 01-01-2053 BEO1/1/20536.00%**9,745,490 
FNMA POOL #MA4962 4% 03-01-2053 BEO3/1/20534.00%**167,193 
FNMA POOL #MA4979 5.5% 04-01-2053 BEO4/1/20535.50%**1,655,894 
FNMA POOL #MA4980 6% 04-01-2053 BEO4/1/20536.00%**2,133,663 
FNMA POOL #MA5008 4.5% 05-01-2053 BEO5/1/20534.50%**22,916,329 
FNMA POOL #MA5010 5.5% 05-01-2053 BEO5/1/20535.50%**2,290,937 
FNMA POOL #MA5036 3% 04-01-2053 BEO4/1/20533.00%**538,843 
FNMA POOL #MA5038 5% 06-01-2053 BEO6/1/20535.00%**1,261,855 
FNMA POOL #MA5108 6% 08-01-2053 BEO8/1/20536.00%**602,827 
FNMA POOL #MA5139 6% 09-01-2053 BEO9/1/20536.00%**1,111,199 
FNMA POOL #MA5167 6.5% 10-01-2053 BEO10/1/20536.50%**1,674,126 
FNMA POOL #MA5191 6% 11-01-2053 BEO12/1/20494.50%**4,249,669 
FNMA POOL #MA5192 6.5% 11-01-2053 BEO11/1/20536.50%**224,695 
FNMA POOL #MA5246 5.5% 01-01-2054 BEO1/1/20545.50%**727,955 
FNMA POOL #MA5794 6.5% 08-01-2055 BEO8/1/20556.50%**8,338,945 
FNMA POOL #SB0623 2.5% 03-01-20373/1/20372.50%**1,020,266 
FNMA POOL #SD8323 5.0% 05-01-20535/1/20535.00%**35,943,405 
FNMA POOL #ZT1857 4.5% DUE 03-01-20493/1/20494.50%**17,085,443 
FNMA POOL AT3389 3 DUE 08-01-2043 REG8/1/20433.00%**111,505 
FNMA POOL AU4346 3.5 DUE 07-01-2043 REG7/1/20433.50%**253,393 
FNMA POOL CA0243 4.5% DUE 08-01-20478/1/20474.50%**88,792 
FNMA POOL FN #BZ0254 4.66% 01-01-20291/1/20294.66%**1,666,153 
FNMA POOL FN #BZ3419 4.32% 03-01-20303/1/20304.32%**1,008,661 
FNMA POOL FN FS7902 6.5% 12-01-205312/1/20536.50%**273,105 
FNMA POOL# AN6729 2.81% 09-01-20279/1/20272.81%**4,170,693 
FNMA POOL# BZ0820 4.66% 04-01-20294/1/20294.66%**2,025,172 
FNMA POOL# SB0799 2.5% 01-01-20281/1/20282.50%**716,388 
FNMA POOL#CA1535 3.5% 02-01-2048 REG2/1/20483.50%**3,396,749 
FNMA PREASSIGN 00800 5.5 03-25-20333/25/20335.50%**20,611 
FNMA PRIN PMT ON 7.25% 2030 DEB 05-15-2030 (UNDDATE)5/15/2030—%**1,356,483 
FNMA REMIC 2004-40 CL-FY FRN 05-25-20345/25/20344.44%**353,484 
FNMA REMIC 2017-77 CL-CA 2.0% DUE 10-25-204710/25/20472.00%**377,259 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA REMIC SER 03-85 CL PZ 5% 09-25-2033REG9/25/20335.00%**673,296 
FNMA REMIC SER 07-15 CL BF FLTG 03-25-20373/25/20374.29%**1,043,639 
FNMA REMIC SER 09-62 SER BY 4.0% DUE 08-25-2029 BEO8/25/20294.00%**518,777 
FNMA REMIC SER 10-21 CL FA FLTG 03-25-20403/25/20404.74%**1,129,722 
FNMA REMIC SER 12-128 CL JC 1.5% 09-25-20429/25/20421.50%**867,944 
FNMA REMIC SER 13-37 CL JA 1.75% DUE 06-25-20426/25/20421.75%**64,713 
FNMA REMIC SER 16-49 CL-BA 2.5% 11-25-204111/25/20412.50%**129,819 
FNMA REMIC SER 16-60 CL Q 1.75% 09-25-20469/25/20461.75%**405,480 
FNMA REMIC SER 17-15 CL KG 2.5% 03-25-20323/25/20322.50%**2,103,901 
FNMA REMIC SER 2003-W1 CL IA-1 4.68634 12-25-204212/25/20424.69%**42,076 
FNMA REMIC SER 2003-W15 CL 1A1 6.5 07-25-20437/25/20436.50%**14,555 
FNMA REMIC SER 2005-70 CL NA 5.5 08-25-20358/25/20355.50%**7,039 
FNMA REMIC SER 2005-83 CL LA 5.5 10-25-203510/25/20355.50%**592,580 
FNMA REMIC SER 2007-73 CL A1 FLT RT 07-25-20377/25/20374.05%**69,380 
FNMA REMIC SER 2013-133 CL-LA 3.0% 01-25-20331/25/20333.00%**61,551 
FNMA REMIC SER 2013-9 CL CB 5.50 04-25-20424/25/20425.50%**975,484 
FNMA REMIC SER 2014-87 CL-JB 3.0% 01-25-20451/25/20453.00%**280,157 
FNMA REMIC SER 2015-33 CL-P 2.5% DUE 06-25-20456/25/20452.50%**251,304 
FNMA REMIC SR 12-128 CL QC 1.75% 06-25-20426/25/20421.75%**63,701 
FNMA REMIC SR 12-146 CL KC 2.0% 11-25-204211/25/20422.00%**107,559 
FNMA REMIC SR 16-55 CL-AC 1.75% 01-25-20381/25/20381.75%**13,019,102 
FNMA REMIC SR 2009-88 CL-MA 4.5% 10-25-203910/25/20394.50%**13,443 
FNMA REMIC SR 2017-46 CLLB 3.5 12-25-205212/25/20523.50%**102,837 
FNMA REMIC SR 2018-21 CL CA 3.5% 04-25-20454/25/20453.50%**96,111 
FNMA REMIC TR 18-35 CL-EA 3.0% 05-25-20485/25/20483.00%**2,523,783 
FNMA REMIC TR 2001-81 CL-HE 6.5 01-25-20321/25/20326.50%**97,065 
FNMA REMIC TR 2004-38 CL-FK FLTG RATE 05-25-20345/25/20344.34%**51,457 
FNMA REMIC TR 2004-W1 CL-1A7 5.681 11-25-204311/25/20435.68%**103,839 
FNMA REMIC TR 2005-64 CL-PL 5.5% 07-25-20357/25/20355.50%**82,506 
FNMA REMIC TR 2005-84 CL-XM 5.75 10-25-203510/25/20355.75%**175,148 
FNMA REMIC TR 2006-48 CL-TF VAR RATE 06-25-20366/25/20364.39%**7,278 
FNMA REMIC TR 2007-100 CL-YF FLT RATE DUE 10-25-203710/25/20374.54%**221,634 
FNMA REMIC TR 2009-103 CL-FM VAR RATE 11-25-203911/25/20394.69%**791,556 
FNMA REMIC TR 2009-19 CL-PW 4.5 10-25-203610/25/20364.50%**730,934 
FNMA REMIC TR 2009-29 CL-LA VAR RATE 05-25-20395/25/20391.07%**267,757 
FNMA REMIC TR 2009-73 CL-AB 4.0% 09-25-20299/25/20294.00%**355,410 
FNMA REMIC TR 2009-87 CL-NF VAR RATE 11-25-203911/25/20394.74%**229,996 
FNMA REMIC TR 2009-W1 CL-A 6.0% DUE 12-25-2049 REG12/25/20495.99%**11,261 
FNMA REMIC TR 2010-107 CL-KF FLTG RATE 03-25-20363/25/20364.39%**52,405 
FNMA REMIC TR 2010-115 CL-FD VAR 4.21176% 11-25-203911/25/20394.39%**428,864 
FNMA REMIC TR 2010-135 CL-BM 4.0% DUE 12-25-204012/25/20404.00%**566,299 
FNMA REMIC TR 2010-155 CL-PC 4% 02-25-20402/25/20404.00%**391,910 
FNMA REMIC TR 2010-26 CL-F FLTG RATE DUE 11-25-203611/25/20364.76%**1,100,313 
FNMA REMIC TR 2010-43 CL-MC 3.5 DUE 05-25-2040 REG5/25/20403.50%**2,977 
FNMA REMIC TR 2011-44 CL-EB 3 05-25-2026/01-25-20265/25/20263.00%**523 
FNMA REMIC TR 2012-132 CL-KH 1.75% 12-25-203212/25/20321.75%**9,039,389 
FNMA REMIC TR 2012-54 CL-WA 3.0% DUE 04-25-2032 REG4/25/20323.00%**27,324 
FNMA REMIC TR 2012-68 CL-NA 2 DUE 03-25-2042 REG3/25/20422.00%**129,559 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA REMIC TR 2012-90 CL-DA 1.5 03-25-20423/25/20421.50%**43,602 
FNMA REMIC TR 2012-93 CL-DP 1.5% 09-25-20279/25/20271.50%**266,091 
FNMA REMIC TR 2013-115 CL-DZ 3% 10-25-203310/25/20333.00%**1,147,603 
FNMA REMIC TR 2013-126 CL-EZ PRIN ONLY 301-25-20381/25/20383.00%**757,006 
FNMA REMIC TR 2013-15 CL-CP 1.75 % 04-25-20414/25/20411.75%**85,167 
FNMA REMIC TR 2013-20 CL-YC 1.75% 03-25-20423/25/20421.75%**394,488 
FNMA REMIC TR 2013-57 CL-DG 3.5 06-25-20286/25/20283.50%**38,220 
FNMA REMIC TR 2013-58 CL-KJ 3 DUE 02-25-20432/25/20433.00%**1,543,601 
FNMA REMIC TR 2013-59 CL-HC 1.5 06-25-20286/25/20281.50%**30,940 
FNMA REMIC TR 2013-6 CL-NE 2.0% DUE 11-25-2032 REG11/25/20322.00%**137,142 
FNMA REMIC TR 2013-86 CL-LC 3 02-25-20432/25/20433.00%**203,017 
FNMA REMIC TR 2013-90 CL-PD 3% 09-25-20429/25/20423.00%**365,619 
FNMA REMIC TR 2013-93 CL-PJ 3 07-25-2042 REG7/25/20423.00%**358,830 
FNMA REMIC TR 2013-96 CL-FY VAR RATE 07-25-20427/25/20424.34%**1,180,690 
FNMA REMIC TR 2014-32 CL-DK 3.0% 08-25-20438/25/20433.00%**234,113 
FNMA REMIC TR 2015-53 CL-MA 2.5 06-25-20456/25/20452.50%**527,844 
FNMA REMIC TR 2015-79 CL-FE VAR RATE 11-25-204511/25/20454.24%**79,684 
FNMA REMIC TR 2016-10 CL-MA 1.5 10-25-204410/25/20441.50%**173,397 
FNMA REMIC TR 2016-100 CL-WF VAR RATE 01-25-20471/25/20474.64%**1,128,969 
FNMA REMIC TR 2016-12 CL-EG 2 05-25-20325/25/20322.00%**922,997 
FNMA REMIC TR 2016-14 CL-PN 4% 01-25-20461/25/20464.00%**422,593 
FNMA REMIC TR 2016-3 CL-HB 2% 10-25-203110/25/20312.00%**188,423 
FNMA REMIC TR 2016-6 CL-AD 2.5% 04-25-20344/25/20342.50%**161,317 
FNMA REMIC TR 2016-75 CL-LA 2.5% DUE 05-25-2045 REG5/25/20452.50%**389,096 
FNMA REMIC TR 2016-8 CL-FB VAR 4.21176% 03-25-20463/25/20464.39%**4,047,510 
FNMA REMIC TR 2016-84 CL-DF VAR RATE 11-25-204611/25/20464.56%**731,208 
FNMA REMIC TR 2016-97 CL-CF VAR RATE 12-25-205612/25/20564.56%**235,758 
FNMA REMIC TR 2020-77 CL-DP .75% 11-25-205011/25/20500.75%**3,368,915 
FNMA REMIC TR 2021-M900 CL-A1 .833% 12-25-203012/25/20300.83%**1,343,300 
FNMA REMIC TR 2022-M8 CL-A1 VAR 1.93614%12-25-203112/25/20311.94%**1,532,784 
FNMA REMIC TR 2024-104 CL-FA VAR 4.74728% 01-25-20551/25/20554.92%**1,721,696 
FNMA REMIC TR 2025-19 CL-FC VAR 4.85728%03-25-20553/25/20555.03%**435,503 
FNMA REMIC TR 2025-24 CL-FB VAR 4.59728%03-25-20553/25/20554.77%**785,317 
FNMA REMIC TR SER 06-106 CL FC FLTG DUE 11-25-2036 REG11/25/20364.40%**251,837 
FNMA REMIC TR SER 13-99 CL BD 2% 08-25-20418/25/20412.00%**86,976 
FNMA REMIC TR SER 2013-12 CL-P 1.75% DUE 11-25-2041 REG11/25/20411.75%**248,960 
FNMA REMIC TR SR 12-128 CL WB 1.5% 10-25-203210/25/20321.50%**299,406 
FNMA REMIC TR SR 2010-130 CL-EF VAR RATE 11-25-204011/25/20404.44%**59,377 
FNMA REMIC TR SR 2010-135 CL-CA 2.0% 04-25-20404/25/20402.00%**12,482 
FNMA REMIC TRUST SER 23-M4 CL A2 VAR RT DUE 08-25-20329/25/20323.77%**193,371 
FNMA SER 07-15 CL CF FLT RT DUE 03-25-2037 REG3/25/20374.36%**94,252 
FNMA SER 10-118 CLS FN VAR RT 10-25-204010/25/20404.39%**3,308,160 
FNMA SER 12-139 CL CA 2.0% 11-25-2042 REG11/25/20422.00%**243,041 
FNMA SER 12-35 CL PL 2.0% DUE 11-25-2041 REG11/25/20412.00%**93,321 
FNMA SER 12-93 CL FL FLTG DUE 09-25-2032 BEO9/25/20324.39%**418,968 
FNMA SER 13-137 CL BA 1.5% 01-25-20291/25/20291.50%**188,779 
FNMA SER 13-4 CLS GB 3.92 02-25-20432/25/20431.75%**178,795 
FNMA SER 13-44 CLS PB 1.75% DUE 01-25-20431/25/20431.75%**287,051 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA SER 13-6 CLS NC 1.5% 11-25-203211/25/20321.50%**272,732 
FNMA SER 14-35 CLS CA 3.5 06-25-20446/25/20443.50%**355,010 
FNMA SER 14-67 CL HC 3.0% 03-25-20443/25/20443.00%**3,454 
FNMA SER 15-79 CLS FA FLTG 11-25-204511/25/20454.24%**5,191,261 
FNMA SER 16-2 CLS HA 3 12-25-204112/25/20413.00%**110,799 
FNMA SER 16-8 CLS HA 3.0% 06-25-20276/25/20273.00%**53,859 
FNMA SER 18-70 CLS HA 3.5% 10-25-205610/25/20563.50%**3,116,862 
FNMA SER 19-28 CL FJ FLTG DUE 06-25-2059 REG6/25/20594.44%**1,379,183 
FNMA SER 2010-54 CL FT FRN 04-25-20374/25/20374.75%**2,925,957 
FNMA SER 2010-58 CL NK 3% 05-25-20405/25/20403.00%**3,639 
FNMA SER 2010-64 CL DM 05/01/2010 5 06/25/20406/25/20405.00%**30,242 
FNMA SER 2012-102 CL GA 1.375 DUE 09-25-2027 REG9/25/20271.38%**200,026 
FNMA SER 2012-145 CL DC 1.5 DUE 01-25-20281/25/20281.50%**39,354 
FNMA SER 2012-28 CL B 6.5 06-25-20396/25/20396.50%**2,548 
FNMA SER 2013-23 CL-NH 2% 03-25-20283/25/20282.00%**50,246 
FNMA SER 2013-9 CL BC 6.5 07-25-20427/25/20426.50%**514,202 
FNMA SER 2016-76 CL-ME 3.0% 01-25-20461/25/20463.00%**1,229,821 
FNMA SER 2017-M12 CL A2 FLTG RT 06-25-20276/25/20273.06%**188,857 
FNMA SER 2017-M5 CL A2 3.303% 04-25-20294/25/20293.02%**103,570 
FNMA SER 2017-T1 CL A 2.898% DUE 06-25-2027 REG6/25/20272.90%**721,548 
FNMA SER 2018-17 CL EA 3.5% DUE 11-25-204711/25/20473.50%**258,568 
FNMA SER 2018-M3 CL A2 3.1935% 02-25-20302/25/20303.07%**190,990 
FNMA SER 2018-M4 CL A2 VAR RT DUE 03-25-2028 REG3/25/20283.07%**289,116 
FNMA SER 2019-M4 CL A2 3.61% 02-25-2031 REG2/25/20313.61%**330,436 
FNMA SER 20-37 CL FH FLTG RT 06-25-20506/25/20504.39%**872,864 
FNMA SER 20-79 CLS JA 1.5% 11-25-205011/25/20501.50%**1,546,936 
FNMA SER 21-M2G CL A1 1.198% 03-25-2031 REG3/25/20311.20%**5,421,291 
FNMA SER 24-8 CL A 5.5 05-25-20505/25/20505.50%**4,847,240 
FNMA SERIES 2013-5 CLASS MP 3.5 02-25-20432/25/20433.50%**368,585 
FNMA SR 05-79 CL UC 5.75 09-25-20359/25/20355.75%**408,314 
FNMA SR 06-101 CL FC VAR RT 07-25-20367/25/20364.29%**27,528 
FNMA SR 11-64 CL DT 5.8 07-25-20417/25/20415.80%**1,564,111 
FNMA SR 13-54 CL-CA 3.0% 06-25-20336/25/20333.00%**1,253,964 
FNMA SR 16-55 CL DC 2.5% 12-25-203412/25/20342.50%**1,163,494 
FNMA SR 17-86 CL AF VAR RT 11-25-205711/25/20574.44%**5,486,564 
FNMA SR 19-60 CL BA 2.5% 10-25-204910/25/20492.50%**87,556 
FNMA SR 2013-104 CL-ZT 3.0% 10-25-203310/25/20333.00%**1,859,666 
FNMA SR 2013-26 CL-JD 3.0% 04-25-20334/25/20333.00%**774,039 
FNMA SR 2017-M7 CL A2 VAR RT 02-25-20272/25/20272.96%**167,451 
FNMA SR 25-52 CL FB FLTG RT 07-25-20557/25/20555.07%**3,686,818 
FNMA SR 25-62 CL BA 5.5% 11-25-205111/25/20515.50%**3,305,974 
FNMA TRANCHE 05-25-20275/25/20273.06%**242,015 
FNMA TRANCHE 12-25-202612/25/20262.57%**297,870 
FNMA TRANCHE 3.5 10-25-204210/25/20423.50%**34,858 
FNMA TRANCHE SER 2013-1 CL LA 1.25 02-25-20282/25/20281.25%**233,921 
FNMA TRUST 2004 W-2 CL 2A-2 7 02-25-20442/25/20447.00%**6,493 
FOCALTECH SYSTEMS TWD10**113,534 
FOCUS MEDIA INFORM 'A'CNY1**845,550 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FOCUS TECHNOLOGY CO LTD 'A'CNY1 (STOCK CONNECT)**24,913 
FORCE MOTORS LTD INR10**293,116 
FORD AUTO 6.082% 15/10/202910/15/20296.08%**1,990,880 
FORD CR AUTO LEASE 5.05% DUE 06-15-20276/15/20275.05%**1,104,661 
FORD CR AUTO LEASE 5.06% DUE 05-15-20275/15/20275.06%**991,001 
FORD CR AUTO OWNER 1.53% DUE 05-15-20345/15/20341.53%**489,839 
FORD CR AUTO OWNER 1.61% DUE 10-17-203310/17/20331.61%**714,304 
FORD CR AUTO OWNER 1.91% DUE 05-15-20345/15/20341.91%**1,176,158 
FORD CR AUTO OWNER 4.86% DUE 08-15-20378/15/20374.86%**8,487,072 
FORD CR AUTO OWNER 5.53% DUE 09-15-20289/15/20285.53%**3,689,712 
FORD CR AUTO OWNER TR 2025-B SER 25-B CL-A2A 3.88% 06-15-20286/15/20283.88%**8,677,795 
FORD CR FLOORPLAN 4.92% DUE 05-15-20285/15/20284.92%**3,410,842 
FORD CR FLOORPLAN 5.24% DUE 04-15-20314/15/20315.24%**2,534,995 
FORD CR FLOORPLAN MASTER OWNER TR SER 18-4 CL A 4.06% 11-15-2030 REG11/15/20304.06%**4,830,807 
FORD CR FLOORPLAN MASTER OWNER TR SR 25-1 CL A1 4.63% 04-15-20304/15/20304.63%**3,050,464 
FORD CREDIT AUTO OWNER TRUST SER 23-A CL A3 4.65% DUE 02-15-20282/15/20284.65%**3,038,854 
FORD CREDIT AUTO OWNER TRUST SER 24-B CLS A3 5.1% 04-15-20294/15/20295.10%**1,164,810 
FORD FNDTN 2.815% DUE 06-01-20706/1/20702.82%**133,065 
FORD MOTOR CREDIT CO LLC 5.8% 03-05-20273/5/20275.80%**303,769 
FORD MOTOR CREDIT CO LLC 5.875% 11-07-202911/7/20295.88%**4,560,607 
FORD MOTOR CREDIT CO LLC 6.125% 03-08-20343/8/20346.12%**5,801,744 
FORD MOTOR CREDIT CO LLC 6.95% 06-10-20266/10/20266.95%**3,163,269 
FORD MOTOR CREDIT CO LLC 7.35% DUE 11-04-2027 BEO11/4/20277.35%**631,562 
FORD MTR CO DEL 3.25% 02-12-20322/12/20323.25%**379,428 
FORD MTR CO DEL COM PAR $0.01 COM PAR $0.01**1,648,029 
FORD MTR CR CO LLC 4.0% DUE 11-13-2030 BEO11/13/20304.00%**755,630 
FORD MTR CR CO LLC 4.125% DUE 08-17-20278/17/20274.12%**1,234,838 
FORD MTR CR CO LLC 4.95% 05-28-20275/28/20274.95%**401,494 
FORD MTR CR CO LLC 5.8% 03-08-20293/8/20295.80%**2,380,015 
FORD MTR CR CO LLC 5.918% 03-20-20283/20/20285.92%**1,023,462 
FORD OTOMOTIV SAN TRY1**296,979 
FORESTAR GROUP INC COM**225,167 
FORFARMERS NV EUR0.01**507,815 
FORTERRA PLC ORD GBP0.01**770,900 
FORTESCUE LTD NPV**145,438 
FORTIS HEALTHCARELIMITED. W.E.F**266,215 
FORTIS INC 3.055% DUE 10-04-202610/4/20263.06%**204,311 
FORTIS INC COM NPV**947,475 
FORTIS INC COM STK**10,700 
FORTUNA MNG CORP COM**1,440,050 
FORUM ENERGY TECHNOLOGIES INC COM NEW**205,701 
FORVIA EUR7**895,209 
FOSITEK CORP TWD10**206,871 
FOX CORP CL A CL A**473,201 
FOX CORP CL B CL B**168,688 
FOXCONN TECH CO TWD10**37,310 
FRANCO NEV CORP COM STK**1,264,408 
FRANKLIN COVEY CO COM**31,546 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FREDDIE MAC 1.3% 08-27-20328/27/20321.30%**422,736 
FREDDIE MAC 01/02/2051 2% 02-01-20512/1/20512.00%**232,947 
FREDDIE MAC 1.5% 09-02-20339/2/20331.50%**82,128 
FREDDIE MAC 1.5% 08-10-20258/10/20351.50%**186,867 
FREDDIE MAC 4.5% 01/01/2040 4.5% 01-01-20401/1/20404.50%**1,403,350 
FREDDIE MAC FR QG9541 6% 08-01-20538/1/20536.00%**192,554 
FREDDIE MAC FR QJ0915 6% 08-01-20548/1/20546.00%**228,687 
FREDDIE MAC FR RA7346 3% 06-01-20526/1/20523.00%**2,126,721 
FREDDIE MAC FR SD1441 4% 08-01-20528/1/20524.00%**130,525 
FREDDIE MAC FR SD2864 3% 03-01-20523/1/20523.00%**4,434,979 
FREDDIE MAC MSCR TR MN12 NT CL M-1 144A 5.44728% 11-25-204511/25/20455.62%**365,019 
FREDDIE MAC POOL #G08847 4% 11-01-2048 BEO11/1/20484.00%**5,414,206 
FREDDIE MAC POOL #SD1749 2.5% 04-01-20524/1/20522.50%**269,623 
FREDDIE MAC POOL FR QH2780 5.50% 5.5% 09-01-20539/1/20535.50%**28,880 
FREDDIE MAC POOL FR QI9919 5% 07-01-20547/1/20545.00%**196,009 
FREDDIE MAC POOL FR SB1233 2.5% 2.5% 10-01-203210/1/20322.50%**3,283,455 
FREDDIE MAC POOL FR SI2103 2% 08-01-20508/1/20502.00%**296,557 
FREDDIE MAC RA7026 3% 03-01-20523/1/20523.00%**3,190,220 
FREDDIE MAC RJ0136 4.5% 12-01-205312/1/20534.50%**6,170,593 
FREDDIE MAC SB1364 2.5% 02-01-20352/1/20352.50%**6,545,337 
FREDDIE MAC SER 005334 CL GA 6% 07-25-20457/25/20456.00%**2,863,141 
FREDDIE MAC SER 3914 CL NA 4.0% 06-15-20396/15/20394.00%**171,550 
FREDDIE MAC SER 4000 CL PJ 3.0% 01-15-20421/15/20423.00%**16,759 
FREDDIE MAC SER 4102 CL CE 1.5% 11-15-204011/15/20401.50%**16,176 
FREDDIE MAC SER 5502 CL FD FLTG 02-25-20552/25/20555.47%**789,250 
FREDDIE MAC SER 5511 CL FB 5.72859% 03-25-20553/25/20555.27%**792,394 
FREDDIE MAC SR 5387 CL KG 5.25% 05-25-20515/25/20515.25%**3,046,063 
FREDDIE MAC SR 5439 CL FK FLTG RT 08-25-20548/25/20544.87%**2,395,409 
FREDDIE MAC SR 5481 CL FA FLTG RT 12-25-205412/25/20545.27%**2,427,582 
FREDDIE MAC SR 5483 CL FD FLTG RT 12-25-205412/25/20545.17%**665,045 
FREDDIE MAC SR 5499 CL FH FLTG 02-25-20552/25/20555.07%**2,081,261 
FREDDIE MAC SR 5502 CL EF FLTG 02-25-20552/25/20555.27%**23,627,881 
FREDDIE MAC SR 5507 CL FG FRN 02-25-20552/25/20555.27%**6,258,298 
FREDDIE MAC SR 5513 CL MF FLTG RT 11-25-205411/25/20544.81%**26,545,107 
FREDDIEMAC STRIP FLTG 6.22809% 10-25-205310/25/20534.77%**3,670,028 
FREEPORT-MCMORAN INC**4,333,200 
FRESENIUS MEDICAL CARE AG**1,783,467 
FRESENIUS SE&KGAA NPV**2,664,078 
FRESHPET INC COM**1,355,936 
FRESNILLO PLC ORD USD0.50**1,113,072 
FRIEDRICH VORWERK NPV**843,541 
FRKLN RES INC COM**617,509 
FS KKR CAP CORP COM NEW COM NEW**149,818 
FS KKR CAP CORP SR NT 3.125% 10-12-202810/12/20283.12%**3,692,349 
FTI CONSULTING INC COM**1,799,182 
FUFENG GROUP LTD**72,893 
FUJI ELECTRIC HOLINDGS CO Y50**355,322 
FUJI KYUKO CO LTD NPV**26,463 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FUJI MACHINE MFG NPV**787,457 
FUJI SEAL INTL INC NPV**22,001 
FUJIAN FUXIN SOFTW A CNY1**900,636 
FUJIFILM HOLDINGS CORP NPV**6,605,011 
FUJITSU NPV**3,745,015 
FUKUOKA FINANCIAL NPV**58,188 
FULCRUM THERAPEUTICS INC COM**14,499 
FULGENT GENETICS INC COM**32,233 
FULLER H B CO COM**12,168,192 
FULLER SMITH&TURNR 'A'ORD GBP0.40**52,499 
FUNKO INC CL A CL A**179,761 
FURUKAWA CO NPV**51,514 
FURUKAWA ELECTRIC NPV**1,066,490 
FUSO CHEMICAL CO NPV**32,511 
FUT C 23JAN26 EURX EUR-BU 130501/23/2026—%**24 
FUTABA INDUSTRIAL NPV**414,806 
FY GROUP LTD TWD10**21,793 
G CITY LTD ILS1**318,916 
GAKKEN HOLDINGS CO LTD NPV**100,660 
GALAXY ENTERTAINME NPV**1,604,975 
GALDERMA GROUP AG CHF0.01**2,640,250 
GALLAGHER ARTHUR J & CO COM**18,692,143 
GALLIFORD TRY HOLD GBP0.5**442,674 
GALP ENERGIA SGPS EUR1**4,839,110 
GAMMA COMMUNICATIO ORD GBP0.0025**404,913 
GAP INC COM**1,730,176 
GARMIN LTD COMMON STOCK**1,628,886 
GARRETT MOTION INC COM**6,345 
GARTNER INC COM**697,050 
GATX CORP COM**156,202 
GATX CORP SR NT 5.4% 03-15-20273/15/20275.40%**1,252,760 
GAZPROM PJSC RUB5(RUB)**399,549 
GAZPROM PJSC SPON ADR-EACH REPR 2 ORD SHS**8,180 
G-BITS NETWORK TEC A CNY1 STOCK CONNECT**1,888,514 
GBL ONE R/EST INV REIT**200,443 
GCAT 2021-NQM7 TR MTG PASSTHRU CTF CL A-1 1.915% 08-25-20668/25/20661.92%**905,470 
GCAT 2023-NQM4 TR 4.25% DUE 05-25-20675/25/20674.25%**3,090,627 
GDR NESTLE S A SPONSORED ADR REPSTG REG SH**7,467,768 
GE AEROSPACE**29,120,540 
GE CAP FDG LLC 4.55% 05-15-20325/15/20324.55%**4,065,377 
GE HEALTHCARE TECHNOLOGIES INC COM**22,154,258 
GE VERNOVA LLC COM**5,584,102 
GE VERNOVA T AND D INDIA LIMITED**736,707 
GEA GROUP AG NPV**1,390,520 
GEELY AUTOMOBILE H HKD0.02**296,666 
GEN MTRS CO COM**27,285,625 
GEN MTRS FINL CO 5.25% DUE 03-01-20263/1/20265.25%**1,281,998 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GEN MTRS FINL CO FIXED 4.35% DUE 01-17-20271/17/20274.35%**516,105 
GENERAC HLDGS INC COM STK**291,014 
GENERAL DYNAMICS CORP COM**34,201,626 
GENERAL MOTORS CO 5.0% 04-09-20274/9/20275.00%**1,880,148 
GENERAL MOTORS FINANCIAL CO INC 2.35% 02-26-20272/26/20272.35%**2,061,901 
GENERAL MOTORS FINANCIAL CO INC 5.4% DUE04-06-20264/6/20265.40%**1,021,546 
GENERAL MOTORS FINL CO 2.4% DUE 10-15-2028 BEO10/15/20282.40%**2,341,768 
GENERAL MOTORS FINL CO 5.05% 04-04-20284/4/20285.05%**1,083,934 
GENERAL MTRS CO 5.15% DUE 04-01-20384/1/20385.15%**241,121 
GENERAL MTRS FINL CO 5.55% 07-15-20297/15/20295.55%**758,312 
GENERAL MTRS FINL CO INC 1.25% DUE 01-08-2026 REG1/8/20261.25%**2,378,112 
GENERAL MTRS FINL CO INC 1.5% DUE 06-10-2026 BEO6/10/20261.50%**2,387,719 
GENERAL MTRS FINL CO INC 2.7% DUE 08-20-2027 REG8/20/20272.70%**2,023,602 
GENERAL MTRS FINL CO INC 6.15% 07-15-20357/15/20356.15%**496,153 
GENERAL PLASTIC IN TWD10**18,061 
GENERTEC UNIVERSAL MEDICAL GROUP COMPANY LIMITED**150,594 
GENESCO INC COM**198,160 
GENESYS LOGIC TWD10**178,737 
GENFLEET THERA**133,206 
GENIE ENERGY LTD CL B CL B**106,905 
GENIUS ELECTRONIC TWD10**343,343 
GENIUS SPORTS LTD COM NPV**4,248,772 
GENMAB AS DKK1**1,506,128 
GENTERA SAB DE CV COM NPV**439,541 
GENTEX CORP COM**64,947 
GENWORTH FINL INC COMMON STOCK**883,829 
GEO ENERGY RESO NPV**206,505 
GEORGIA POWER CO 4.7% 05-15-20325/15/20324.70%**5,075,037 
GEORGIA POWER CO 5.004% 02-23-20272/23/20275.00%**451,808 
GEORGIA PWR CO 4.0% 10-01-202810/1/20284.00%**571,302 
GEORGIA PWR CO 4.75% DUE 09-01-20409/1/20404.75%**190,077 
GEORGIA PWR CO 5.125% DUE 05-15-2052 BEO5/15/20525.12%**205,413 
GFL ENVIRONMENTAL INC. COM NPV SUB VTG SHS**3,650,492 
GFPT PCL THB1(NVDR)**210,587 
GILDAN ACTIVEWEAR INC COM**13,253,262 
GILEAD SCIENCES 4.5% DUE 02-01-20452/1/20454.50%**372,570 
GILEAD SCIENCES 4.75% DUE 03-01-20463/1/20464.75%**627,589 
GILEAD SCIENCES INC**2,917,898 
GILEAD SCIENCES INC 2.6% DUE 10-01-204010/1/20402.60%**483,656 
GILEAD SCIENCES INC 4.8% 11-15-202911/15/20294.80%**224,432 
GINNIE MAE II POOL G2 MB0262 7% 03-20-20553/20/20557.00%**3,090,369 
GJENSIDIGE FORSIKR NOK2**144,520 
GLACIER BANCORP INC NEW COM**14,769,040 
GLAXO SMITHKLINE P INR10**25,622 
GLAXOSMITHKLINE 4.5% DUE 04-15-20304/15/20304.50%**680,428 
GLENCORE FDG LLC 2.5% DUE 09-01-20309/1/20302.50%**1,290,268 
GLENCORE FDG LLC 3.875% DUE 10-27-202710/27/20273.88%**3,722,253 
GLENCORE FDG LLC 4% DUE 03-27-20273/27/20274.00%**5,130,706 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GLENMARK PHARM INR1.00**720,431 
GLOBAL E ONLINE LTD COM NPV**239,673 
GLOBAL INDL CO COM USD0.01**220,991 
GLOBAL LIGHTING TECHNOLOGIES INC SHS**28,637 
GLOBAL PMTS INC 1.2% DUE 03-01-20263/1/20261.20%**977,419 
GLOBAL PMTS INC 2.9% 11-15-203111/15/20312.90%**1,794,521 
GLOBAL PMTS INC COM**1,509,300 
GLOBAL PMTS INC FIXED 2.9% DUE 05-15-20305/15/20302.90%**1,299,145 
GLOBAL PMTS INC SR NT 4.5% 11-15-202811/15/20284.50%**1,878,249 
GLOBAL PMTS INC SR NT 4.875% 11-15-203011/15/20304.88%**972,139 
GLOBAL PMTS INC SR NT 5.2% 11-15-203211/15/20325.20%**996,515 
GLOBAL PMTS INC SR NT 5.55% 11-15-203511/15/20355.55%**4,517,225 
GLOBAL POWER SYNER THB10(NVDR)**83,758 
GLOBAL SHIP LEASE INC**87,600 
GLOBAL STANDARD TE KRW500**154,929 
GLOBAL UNICHIP COR TWD10**202,893 
GLOBANT SA USD1.20**275,404 
GLOBE LIFE INC COM**4,113,702 
GLP CAP L P / GLP 4% DUE 01-15-20301/15/20304.00%**921,589 
GLP CAP L P / GLP 5.75% DUE 06-01-20286/1/20285.75%**309,894 
GLP CAP L P / GLP FING II INC 5.3% 01-15-20291/15/20295.30%**1,933,873 
GLP CAP L P/GLP FING II INC 5.625% 09-15-20349/15/20345.62%**2,333,461 
GLP CAP L P/GLP FING II INC 6.25% 09-15-20549/15/20546.25%**1,392,147 
GLS AUTO 1.48% DUE 07-15-20277/15/20271.48%**501,107 
GLS AUTO 5.21% DUE 02-18-20312/18/20315.21%**3,036,195 
GLS AUTO 7.01% DUE 01-16-20291/16/20297.01%**2,161,470 
GLS AUTO RECEIVABLES ISSUER TR AUTO RECEIVABLES BACKED NT 4.74% 08-15-20318/15/20314.74%**798,469 
GM FINANCIAL AUTOMOBILE LEASIN 5.78% SER 24-2 CL A3 07-20-20277/20/20275.39%**344,010 
GM FINANCIAL AUTOMOBILE LEASIN SR 25-1 CL A3 4.66% 02-21-20282/21/20284.66%**4,680,109 
GM FINANCIAL AUTOMOBILE LEASING TR SR 24-3 CL A3 4.21% 10-20-202710/20/20274.21%**3,365,449 
GM FINANCIAL CONSUMER AUTOMOBILE SER 2024-1 CL A3 4.85% 12-18-202812/18/20284.85%**183,488 
GM FINANCIAL SECURITIZED TERM SER 23-1 CL A3 4.66% DUE 02-16-20282/16/20284.66%**696,667 
GM FINL AUTOMOBILE 4.55% DUE 07-20-20277/20/20274.55%**1,679,306 
GM FINL AUTOMOBILE LEASING TR SR 25-2 CL A3 4.58% 05-22-20285/22/20284.79%**6,054,088 
GM FINL CNSMR 3.84% DUE 02-18-20312/18/20313.84%**1,932,982 
GM FINL CNSMR 5.5% DUE 08-16-20288/16/20285.50%**504,575 
GM FINL CONSUMER AUTOMOBILE RECEIVABLES AUTO NT CL A-4 3.71% 12-16-202712/16/20273.71%**584,399 
GM FINL CONSUMER AUTOMOBILE RECEIVABLES CL A-4 3.25% 04-17-20284/17/20283.25%**3,156,663 
GM FINL SECURITIZED TERM AUTO SR 25-1 CL A3 4.62% 12-17-202912/17/20294.62%**479,904 
GMO GLOBALSIGN HOLDINGS KK**21,034 
GMO INTERNET GROUP NPV**739,882 
GNMA 2.3% DUE 11-16-205111/16/20512.30%**101,864 
GNMA 2.4% DUE 09-16-20589/16/20582.40%**3,581 
GNMA 2008-047 REMIC CL ML 5.25 DUE 06-16-20386/16/20385.25%**10,654 
GNMA 2009-069 CL PV 4 DUE 08-20-20398/20/20394.00%**6,551 
GNMA 2009-076 REMIC PASSTHRU MX CL CF 09-16-20399/16/20394.65%**209,702 
GNMA 2009-096 REMIC PASSTHRU FT 10-20-203910/20/20394.60%**219,124 
GNMA 2010-046 REMIC PASSTHRU 4.58984% 03-20-20353/20/20354.65%**627,532 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GNMA 2010-H11 REMIC PASSTHRU CTF CL FA 06-20-20606/20/20605.03%**220,586 
GNMA 2010-H26 REMIC PASSTHRU CTF CL LF INT FLTG 08-20-20588/20/20584.46%**96,270 
GNMA 2011-157 REMIC PASSTHRU CL PA 3.0% DUE 03-20-20413/20/20413.00%**57,100 
GNMA 2011-H09 CL AF VAR 03-20-20613/20/20614.61%**120,009 
GNMA 2012-059 REMIC PASSTHRU CTF CL F 05-20-20425/20/20424.30%**85,463 
GNMA 2012-105 REMIC PASSTHRU CTF 1.25% 08-16-20278/16/20271.25%**367,720 
GNMA 2012-106 REMIC PASSTHRU 1.25% 09-20-20279/20/20271.25%**1,255,098 
GNMA 2012-H08 REMIC PASSTHRU CTF CL FS 04-20-20624/20/20624.81%**676,931 
GNMA 2012-H31 REMIC PASSTHRU SECS CL FD VAR RT 12-20-206212/20/20624.45%**274,979 
GNMA 2013-88 REMIC CL WA VAR RT DUE 06-20-2030 REG6/20/20304.82%**529 
GNMA 2013-H04 REMIC PASSTHRU CTF CL BA 1.65 DUE 02-20-20632/20/20631.65%**375 
GNMA 2013-H05 REMIC PASSTHRU CL FB FLTG RT 02-20-20622/20/20624.39%**722 
GNMA 2013-H15 REMIC PASSTHRU CTF 4.49919% 07-20-20637/20/20634.66%**408,499 
GNMA 2013-H22 REMIC PASSTHRU 4.58919% 07-20-20637/20/20634.75%**58,837 
GNMA 2013-H22 REMIC PASSTHRU 5.58919% 08-20-20638/20/20635.75%**82,265 
GNMA 2014-190 REMIC PASSTHRU CTF CL PA FIXED 3.0% 06-20-20446/20/20443.00%**466,825 
GNMA 2014-H10 CL FA FLTG RT DUE04-20-20644/20/20644.61%**46,437 
GNMA 2014-H17 REMIC PASSTHRU CTF 4.59411% 08-20-20648/20/20644.59%**432,810 
GNMA 2014-H20 REMIC SER 14-H20 CL FA FLTG DUE 10-20-2064 REG10/20/20644.54%**252,286 
GNMA 2015-H06 REMIC PASSTHRU CTF 4.59919% 02-20-20652/20/20654.76%**1,025,112 
GNMA 2015-H27 REMIC PASSTHRU CTF CL FA 09-20-20659/20/20654.86%**143,546 
GNMA 2015-H28 REMIC PASSTHRU CTF CL MX-FL 10-20-206510/20/20654.81%**464,044 
GNMA 2015-H29 REMIC PASSTHRU SEC CL FJ 11-20-206511/20/20654.79%**478,683 
GNMA 2015-H31 REMIC PASSTHRU SEC CL FT 11-20-206511/20/20654.76%**50,528 
GNMA 2015-H32 REMIC PASSTHRU CTF CL FH 12-20-206512/20/20654.77%**48,492 
GNMA 2016-H04 MTG PASSTHRU CTF CL FK 02-20-20662/20/20665.16%**122,386 
GNMA 2016-H11 REMIC PASSTHRU CTF CL FE 04-20-20664/20/20664.96%**431,129 
GNMA 2016-H13 REMIC PASS THRU SECS CL FT05-20-20665/20/20664.69%**29,315 
GNMA 2016-H19 REMIC PASSTHRU SECS CL FA 09-20-20669/20/20664.89%**261,793 
GNMA 2016-H20 REMIC PASSTHRU CTF CL FG 08-20-20668/20/20664.81%**95,167 
GNMA 2016-H22 REMIC PASSTHRU CTF CL FA 10-20-206610/20/20664.88%**788,272 
GNMA 2016-H23 REMIC PASSTHRU CTF CL F FLTG RT 10-20-206610/20/20664.86%**461,822 
GNMA 2016-H26 REMIC PASSTHRU SECS CL MX-FC 12-20-206612/20/20665.11%**21,292 
GNMA 2017-121 MTG PASS THRU CTF 3% 07-20-20467/20/20463.00%**2,167 
GNMA 2017-153 CL WA DUE 06-20-20366/20/20364.49%**151,389 
GNMA 2017-H03 CL FB FLTG 06-20-20666/20/20664.76%**141,648 
GNMA 2017-H03 REMIC PASSTHRU CTF 4.74919% 01-20-20671/20/20674.91%**226,379 
GNMA 2017-H06 REMIC PASS THRU 4.69919% 11-20-206611/20/20664.86%**618,122 
GNMA 2017-H10 REMIC PASSTHRU SECS CL FB FLTG RT 04-20-2067 REG4/20/20675.59%**285,992 
GNMA 2017-H14 CL FD FLTG 06-20-20676/20/20674.58%**168,246 
GNMA 2017-H14 REMIC PASSTHRU CTF CL FB 06-20-20676/20/20675.23%**264,225 
GNMA 2017-H14 REMIC PASSTHRU CTF CL FE 06-20-20676/20/20675.23%**809,820 
GNMA 2017-H14 REMIC PASSTHRU CTF CL FG 06-20-20676/20/20675.23%**457,398 
GNMA 2017-H16 REMIC PASSTHRU CTF CL FG FLTG 07-20-2067 REG7/20/20675.38%**4,854,735 
GNMA 2017-H16 REMIC PASSTHRU CTF CL FH 07-20-20677/20/20675.33%**7,904,547 
GNMA 2017-H23 MTG PASS THRU CTF 4.39919%11-20-206711/20/20674.56%**1,220,667 
GNMA 2018-H08 REMIC SER 2018-H08 CLS KF VAR RT DUE 05-20-20685/20/20684.41%**550,188 
GNMA 2019-H09 REMIC PASSTHRU CTF 4.44919% 04-20-20694/20/20694.61%**676,899 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GNMA 2019-H11 REMIC PASSTHRU CTF 4.54919% 05-20-20695/20/20694.71%**1,408,647 
GNMA 2020-H13 REMIC PASSTHRU CTF 4.34919% 08-20-20708/20/20704.51%**672,455 
GNMA 2020-H13 REMIC PASSTHRU CTF 4.39919% 07-20-20707/20/20704.56%**9,669,314 
GNMA 2025-001 REMIC PASS THRU 5.003% 01-20-20551/20/20555.22%**3,398,109 
GNMA 3% DUE 01-20-20461/20/20463.00%**340,290 
GNMA 3% DUE 02-16-20462/16/20463.00%**541,032 
GNMA 3% DUE 09-16-20399/16/20393.00%**20,917 
GNMA 3.5% DUE 03-20-20463/20/20463.50%**547,124 
GNMA 4% DUE 04-16-20414/16/20414.00%**84,063 
GNMA 4% DUE 07-16-20397/16/20394.00%**4,937 
GNMA 4.36919% 06-20-20706/20/20704.53%**2,319,958 
GNMA 4.44919% 05-20-20695/20/20694.61%**1,253,531 
GNMA 4.44919% 07-20-20707/20/20704.61%**379,324 
GNMA 5% DUE 03-16-20343/16/20345.00%**66,096 
GNMA 5.5% DUE 08-20-20338/20/20335.50%**41,253 
GNMA 5.5% DUE 11-20-203711/20/20375.50%**20,754 
GNMA 6.5% DUE 08-16-20428/16/20426.50%**157,616 
GNMA CL 2007-035 CL TE 6 DUE 06-20-20376/20/20376.00%**14,650 
GNMA FIXED 3.5% DUE 02-20-20452/20/20453.50%**21,677 
GNMA FLTG RT 4.27919% DUE 10-20-206010/20/20604.44%**587,939 
GNMA FLTG RT 4.44919% DUE 04-20-20614/20/20614.61%**416,360 
GNMA FLTG RT SER 18-H19 CL FA 12-20-2063 REG12/20/20634.46%**1,227,752 
GNMA GNMA # MA7471 2% 07-20-20517/20/20512.00%**2,789,158 
GNMA MTG PASS THRU CTF CL FM 02-20-20662/20/20664.88%**800 
GNMA POOL #3529 5% 03-20-2034 BEO3/20/20345.00%**665 
GNMA POOL #4028 6% 09-20-2037 BEO9/20/20376.00%**12,603 
GNMA POOL #4041 7% 10-20-2037 BEO10/20/20377.00%**65,230 
GNMA POOL #4222 6% 08-20-2038 BEO8/20/20386.00%**11,202 
GNMA POOL #4245 6% 09-20-2038 BEO9/20/20386.00%**144,791 
GNMA POOL #4247 7% 09-20-2038 BEO9/20/20387.00%**48,292 
GNMA POOL #4423 4.5% 04-20-2039 BEO4/20/20394.50%**1,187 
GNMA POOL #4447 5% 05-20-2039 BEO5/20/20395.00%**25,103 
GNMA POOL #4520 5% 08-20-2039 BEO8/20/20395.00%**109,997 
GNMA POOL #4543 6% 09-20-2039 BEO9/20/20396.00%**10,102 
GNMA POOL #4746 4.5% 07-20-2040 BEO7/20/20404.50%**44,634 
GNMA POOL #4800 4% 09-20-2040 BEO9/20/20404.00%**101,065 
GNMA POOL #4833 4% 10-20-2040 BEO10/20/20404.00%**345,916 
GNMA POOL #4834 4.5% 10-20-2040 BEO10/20/20404.50%**14,735 
GNMA POOL #4855 5% 11-20-2040 BEO11/20/20405.00%**322,882 
GNMA POOL #4883 4.5% 12-20-2040 BEO12/20/20404.50%**76,790 
GNMA POOL #4923 4.5% 01-20-2041 BEO1/20/20414.50%**75,076 
GNMA POOL #4945 4% 02-20-2041 BEO2/20/20414.00%**57,066 
GNMA POOL #497630 SER 2029 6% DUE 02-15-2029 REG2/15/20296.00%**58 
GNMA POOL #4978 4.5% 03-20-2041 BEO3/20/20414.50%**1,497,820 
GNMA POOL #4979 5% 03-20-2041 BEO3/20/20415.00%**142,797 
GNMA POOL #498387 SER 2029 6% DUE 02-15-2029 REG2/15/20296.00%**210 
GNMA POOL #5016 4% 04-20-2041 BEO4/20/20414.00%**50,623 
GNMA POOL #5017 4.5% 04-20-2041 BEO4/20/20414.50%**122,077 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GNMA POOL #5018 5% 04-20-2041 BEO4/20/20415.00%**98,161 
GNMA POOL #5115 4.5% 07-20-2041 BEO7/20/20414.50%**21,455 
GNMA POOL #5140 4.5% 08-20-2041 BEO8/20/20414.50%**207,188 
GNMA POOL #521330 SER 2035 5% DUE 05-15-2035 BEO5/15/20355.00%**43,403 
GNMA POOL #5259 4% 12-20-2041 BEO12/20/20414.00%**29,226 
GNMA POOL #5280 4% 01-20-2042 BEO1/20/20424.00%**43,948 
GNMA POOL #5305 4% 02-20-2042 BEO2/20/20424.00%**259,773 
GNMA POOL #543812 SER 2031 6% DUE 02-15-2031 REG2/15/20316.00%**4,650 
GNMA POOL #586373 5% DUE 02-15-2035 REG2/15/20355.00%**2,084 
GNMA POOL #594106 SER 2033 4.5% DUE 09-15-2033 BEO9/15/20334.50%**10,350 
GNMA POOL #595611 SER 2035 5% DUE 01-15-2035 BEO1/15/20355.00%**1,019 
GNMA POOL #604497 5% 07-15-2033 BEO7/15/20335.00%**1,819 
GNMA POOL #607451 SER 2034 5% DUE 01-15-2034 REG1/15/20345.00%**9,509 
GNMA POOL #607465 5% DUE 02-15-2034 REG2/15/20345.00%**10,228 
GNMA POOL #610410 SER 2033 5% DUE 08-15-2033 BEO8/15/20335.00%**1,768 
GNMA POOL #615656 5% 10-15-2033 BEO10/15/20335.00%**1,603 
GNMA POOL #623871 5.0% 06-15-20346/15/20345.00%**1,468 
GNMA POOL #633701 5.0% 09-15-20339/15/20335.00%**2,357 
GNMA POOL #636484 5.0% 03-15-20353/15/20355.00%**2,627 
GNMA POOL #637746 5.0% 12-15-203412/15/20345.00%**3,489 
GNMA POOL #638222 5% 12-15-2034 BEO12/15/20345.00%**1,237 
GNMA POOL #643362 5% 10-15-2035 BEO10/15/20355.00%**852 
GNMA POOL #668014 3% 11-15-2044 BEO11/15/20443.00%**998,948 
GNMA POOL #670030 3% 07-15-2045 BEO7/15/20453.00%**238,363 
GNMA POOL #672676 SER 2038 5.5% DUE 04-15-2038 BEO4/15/20385.50%**19,274 
GNMA POOL #676754 SER 2038 5.5% DUE 03-15-2038 REG3/15/20385.50%**47,838 
GNMA POOL #687179 SER 2038 5.5% DUE 04-15-2038 REG4/15/20385.50%**24,571 
GNMA POOL #687835 6% 08-15-2038 BEO8/15/20386.00%**15,563 
GNMA POOL #688043 6% 11-15-2038 BEO11/15/20386.00%**24,179 
GNMA POOL #690922 5.5% 06-15-2038 BEO6/15/20385.50%**37,242 
GNMA POOL #697586 5.5% 11-15-2038 BEO11/15/20385.50%**1,197 
GNMA POOL #711379 SER 2038 5.5% DUE 07-15-2038 REG7/15/20385.50%**1,160 
GNMA POOL #723344 4% 09-15-2039 BEO9/15/20394.00%**112,325 
GNMA POOL #723430 4.5% 11-15-2039 BEO11/15/20394.50%**29,522 
GNMA POOL #723616 5% 01-15-2040 BEO1/15/20405.00%**303,559 
GNMA POOL #726480 5% 11-15-2039 BEO11/15/20395.00%**423,762 
GNMA POOL #733600 SER 2040 5% DUE 04-15-2040 REG4/15/20405.00%**4,106 
GNMA POOL #733627 5% 05-15-2040 BEO5/15/20405.00%**8,382 
GNMA POOL #736520 SER 2040 4.5% DUE 04-15-2040 REG4/15/20404.50%**127,068 
GNMA POOL #737111 FIXED 4.5% 04-15-2040 BEO4/15/20404.50%**89,442 
GNMA POOL #738108 4.5% 03-15-2041 BEO3/15/20414.50%**139,906 
GNMA POOL #745243 4% 07-15-2040 BEO7/15/20404.00%**103,842 
GNMA POOL #771561 4.0% 08-15-20418/15/20414.00%**57,104 
GNMA POOL #781804 6% 09-15-2034 BEO9/15/20346.00%**55,931 
GNMA POOL #781847 6% 12-15-2034 BEO12/15/20346.00%**43,149 
GNMA POOL #781885 SER 2035 5% DUE 03-15-2035 REG3/15/20355.00%**3,057 
GNMA POOL #781902 6% 02-15-2035 BEO2/15/20356.00%**62,642 
GNMA POOL #781958 5% 07-15-2035 BEO7/15/20355.00%**2,897 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GNMA POOL #782382 5.5% 08-15-2038 BEO8/15/20385.50%**3,968 
GNMA POOL #782436 6% 10-15-2038 BEO10/15/20386.00%**27,022 
GNMA POOL #782716 SER 2039 5% DUE 07-15-2039 REG7/15/20395.00%**31,767 
GNMA POOL #784119 3% 02-20-2046 BEO2/20/20463.00%**163,927 
GNMA POOL #799706 SER 2042 3.5% DUE 09-15-2042 BEO9/15/20423.50%**21,349 
GNMA POOL #AA5821 3 DUE 11-15-2042 REG11/15/20423.00%**267,908 
GNMA POOL #AB3031 SER 2042 3% DUE 10-15-2042 REG10/15/20423.00%**72,153 
GNMA POOL #AC3752 3 DUE 12-15-2042 REG12/15/20423.00%**99,349 
GNMA POOL #AD1034 3% DUE 07-15-2043 REG7/15/20433.00%**174,987 
GNMA POOL #AD2413 3.5% DUE 05-15-2043 REG5/15/20433.50%**58,784 
GNMA POOL #AD2414 3.5 DUE 05-15-2043 REG5/15/20433.50%**45,352 
GNMA POOL #AD4102 SER 2043 3 DUE 07-15-2043 REG7/15/20433.00%**376,743 
GNMA POOL #AD6086 3.5% 02-15-2050 BEO2/15/20503.50%**313,571 
GNMA POOL #AE7691 3 DUE 08-15-2043 REG8/15/20433.00%**596,153 
GNMA POOL #AF5807 SER 2044 3.5% DUE 01-15-2044 BEO1/15/20443.50%**20,682 
GNMA POOL #AI6888 3% 05-15-2045 BEO5/15/20453.00%**394,665 
GNMA POOL #AK6718 3% 01-15-2045 BEO1/15/20453.00%**38,182 
GNMA POOL #AK7285 3% 03-15-2045 BEO3/15/20453.00%**82,877 
GNMA POOL #AK7286 3% 03-15-2045 BEO3/15/20453.00%**148,622 
GNMA POOL #AK7329 3% 04-15-2045 BEO4/15/20453.00%**687,820 
GNMA POOL #AK8997 SER 2045 3% DUE 07-15-2045 BEO7/15/20453.00%**136,831 
GNMA POOL #AL1539 3% 05-15-2045 BEO5/15/20453.00%**58,609 
GNMA POOL #AL4608 SER 2045 3% DUE 03-15-2045 BEO3/15/20453.00%**594,795 
GNMA POOL #AL8635 SER 2045 3% DUE 03-15-2045 BEO3/15/20453.00%**314,596 
GNMA POOL #AM4099 3% 04-15-2045 BEO4/15/20453.00%**347,409 
GNMA POOL #AM8643 3% 05-15-2045 BEO5/15/20453.00%**413,407 
GNMA POOL #AM8646 3% 05-15-2045 BEO5/15/20453.00%**229,782 
GNMA POOL #AN5715 3% 06-15-2045 BEO6/15/20453.00%**58,176 
GNMA POOL #AN5721 3% 06-15-2045 BEO6/15/20453.00%**37,139 
GNMA POOL #AN5726 SER 2045 3% DUE 06-15-2045 BEO6/15/20453.00%**384,046 
GNMA POOL #AN5733 3% 06-15-2045 BEO6/15/20453.00%**47,440 
GNMA POOL #AN5734 SER 2045 3% DUE 06-15-2045 BEO6/15/20453.00%**299,557 
GNMA POOL #AS6414 6.092% 03-20-2066 BEO3/20/20665.95%**199,627 
GNMA POOL #BD4016 3% 10-15-2049 BEO10/15/20493.00%**315,929 
GNMA POOL #BL1045X SER 2049 3.5% 10-15-204910/15/20493.50%**230,396 
GNMA POOL #BM9692 4.5% 07-20-2049 BEO7/20/20494.50%**303,417 
GNMA POOL #BP6203X 3.5% 11-15-204911/15/20493.50%**240,327 
GNMA POOL #BP6229 3% 11-15-2049 BEO11/15/20493.00%**452,085 
GNMA POOL #BQ0651 3.5% 11-15-2049 BEO11/15/20493.50%**126,441 
GNMA POOL #BQ7371 3.5% 11-15-2049 BEO11/15/20493.50%**70,630 
GNMA POOL #BR6606 3% 02-15-2050 BEO2/15/20503.00%**21,958 
GNMA POOL #BS5027 3.5% 02-15-2050 BEO2/15/20503.50%**19,348 
GNMA POOL #BS5195 3.5% 01-15-2050 BEO1/15/20503.50%**38,010 
GNMA POOL #MA0318 3.5% 08-20-2042 BEO8/20/20423.50%**561,761 
GNMA POOL #MA1376 4% 10-20-2043 BEO10/20/20434.00%**122,649 
GNMA POOL #MA1377 4.5% 10-20-2043 BEO10/20/20434.50%**219,622 
GNMA POOL #MA1448 3.5% 11-20-2043 BEO11/20/20433.50%**4,009 
GNMA POOL #MA1839 4% 04-20-2044 BEO4/20/20444.00%**142,702 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GNMA POOL #MA1997 4.5% 06-20-2044 BEO6/20/20444.50%**176,079 
GNMA POOL #MA2072 3% 07-20-2044 BEO7/20/20443.00%**92,478 
GNMA POOL #MA2149 4% 08-20-2044 BEO8/20/20444.00%**88,394 
GNMA POOL #MA2303 3.5% 10-20-2044 BEO10/20/20443.50%**243,557 
GNMA POOL #MA2446 4% 12-20-2044 BEO12/20/20444.00%**161,817 
GNMA POOL #MA2489 3% 01-20-2030 BEO1/20/20303.00%**815,227 
GNMA POOL #MA2753 3% 04-20-2045 BEO4/20/20453.00%**112,165 
GNMA POOL #MA2825 3% 05-20-2045 BEO5/20/20453.00%**102,027 
GNMA POOL #MA2960 3% 07-20-2045 BEO7/20/20453.00%**208,611 
GNMA POOL #MA3037 5% 08-20-2045 BEO8/20/20455.00%**96,770 
GNMA POOL #MA3243 3% 11-20-2045 BEO11/20/20453.00%**72,199 
GNMA POOL #MA3244 3.5% 11-20-2045 BEO11/20/20453.50%**194,585 
GNMA POOL #MA3245 4% 11-20-2045 BEO11/20/20454.00%**228,247 
GNMA POOL #MA3311 4% 12-20-2045 BEO12/20/20454.00%**280,812 
GNMA POOL #MA3663 3.5% 05-20-2046 BEO5/20/20463.50%**123,069 
GNMA POOL #MA3737 4% 06-20-2046 BEO6/20/20464.00%**374,374 
GNMA POOL #MA3802 3% 07-20-2046 BEO7/20/20463.00%**108,783 
GNMA POOL #MA3803 3.5% 07-20-2046 BEO7/20/20463.50%**1,413,076 
GNMA POOL #MA3873 3% 08-20-2046 BEO8/20/20463.00%**326,288 
GNMA POOL #MA3937 3.5% 09-20-2046 BEO9/20/20463.50%**105,674 
GNMA POOL #MA3939 4.5% 09-20-2046 BEO9/20/20464.50%**134,452 
GNMA POOL #MA4070 4% 11-20-2046 BEO11/20/20464.00%**119,593 
GNMA POOL #MA4071 4.5% 11-20-2046 BEO11/20/20464.50%**308,149 
GNMA POOL #MA4125 2.5% 12-20-2046 BEO12/20/20462.50%**267,734 
GNMA POOL #MA4127 3.5% 12-20-2046 BEO12/20/20463.50%**428,164 
GNMA POOL #MA4261 3% 02-20-2047 BEO2/20/20473.00%**757,088 
GNMA POOL #MA4263 4% 02-20-2047 BEO2/20/20474.00%**157,387 
GNMA POOL #MA4321 3.5% 03-20-2047 BEO3/20/20473.50%**321,265 
GNMA POOL #MA4450 3% 05-20-2047 BEO5/20/20473.00%**526,280 
GNMA POOL #MA4585 3% 07-20-2047 BEO7/20/20473.00%**178,793 
GNMA POOL #MA4781 5% 10-20-2047 BEO10/20/20475.00%**348,664 
GNMA POOL #MA4838 4% 11-20-2047 BEO11/20/20474.00%**1,023,211 
GNMA POOL #MA4899 3% 12-20-2047 BEO12/20/20473.00%**767,671 
GNMA POOL #MA4961 3% 01-20-2048 BEO1/20/20483.00%**491,229 
GNMA POOL #MA4962 3.5% 01-20-2048 BEO1/20/20483.50%**224,165 
GNMA POOL #MA4964 4.5% 01-20-2048 BEO1/20/20484.50%**140,326 
GNMA POOL #MA5019 3.5% 02-20-2048 BEO2/20/20483.50%**1,087,485 
GNMA POOL #MA5021 4.5% 02-20-2048 BEO2/20/20484.50%**801,920 
GNMA POOL #MA5137 4% 04-20-2048 BEO4/20/20484.00%**385,097 
GNMA POOL #MA5138 4.5% 04-20-2048 BEO4/20/20484.50%**501,087 
GNMA POOL #MA5265 4.5% 06-20-2048 BEO6/20/20484.50%**763,317 
GNMA POOL #MA5399 4.5% 08-20-2048 BEO8/20/20484.50%**162,571 
GNMA POOL #MA5594 3.5% 11-20-2048 BEO11/20/20483.50%**1,352,298 
GNMA POOL #MA5651 4% 12-20-2048 BEO12/20/20484.00%**109,917 
GNMA POOL #MA5764 4.5% 02-20-2049 BEO2/20/20494.50%**577,017 
GNMA POOL #MA5817 4% 03-20-2049 BEO3/20/20494.00%**266,422 
GNMA POOL #MA5877 4.5% DUE 04-20-2049 REG4/20/20494.50%**229,495 
GNMA POOL #MA6038 3% 07-20-2049 BEO7/20/20493.00%**142,752 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GNMA POOL #MA6157 5% 09-20-2049 BEO9/20/20495.00%**271,106 
GNMA POOL #MA6413 5% 01-20-2050 BEO1/20/20505.00%**241,869 
GNMA POOL #MA6477 4.5% 02-20-2050 BEO2/20/20504.50%**228,904 
GNMA POOL #MA6999 4.5% 11-20-2050 BEO11/20/20504.50%**1,804,011 
GNMA POOL #MA8098 3% 06-20-2052 BEO6/20/20523.00%**656,521 
GNMA POOL #MA8345 3.5% 10-20-2052 BEO10/20/20523.50%**755,863 
GNMA POOL #MA8877 4.5% 05-20-2053 BEO5/20/20534.50%**3,771,297 
GNMA POOL #MA9780 6% 07-20-2054 BEO7/20/20546.00%**2,053,420 
GNMA POOL #MA9782 7.0% 07-20-20547/20/20547.00%**2,574,150 
GNMA POOL #MA9851 5.5% 08-20-20548/20/20545.50%**9,513,760 
GNMA POOL #MA9852 6.0% 08-20-20548/20/20546.00%**787,080 
GNMA POOL #MA9853 6.5% 08-20-20548/20/20546.50%**1,041,822 
GNMA POOL #MA9906 5.5% 09-20-2054 BEO9/20/20545.50%**509,612 
GNMA POOL #MA9961 3.5% 10-20-205410/20/20543.50%**5,384,476 
GNMA POOL #MA9965 5.5% 10-20-205410/20/20545.50%**4,140,090 
GNMA POOL AE7613 SER 2043 3 DUE 07-15-2043 REG7/15/20433.00%**46,361 
GNMA POOL G2 MA6409 3.0% 01-20-20501/20/20503.00%**937,531 
GNMA POOL#MA5712 5.0% 01-20-2049 REG1/20/20495.00%**608,746 
GNMA REMIC 2015-H30 CL FD FLT RT 10-20-206510/20/20654.71%**412,748 
GNMA REMIC PASS THRU SECS SER 2012-102 CL DA 1.25% DUE 08-20-20278/20/20271.25%**516,291 
GNMA REMIC PASSTHRU SER 2016-H11 CLS F 05-20-20665/20/20664.91%**1,206,209 
GNMA REMIC SER 10-61 CL KG 4% FIXED DUE 03-16-20403/16/20404.00%**202,751 
GNMA REMIC SER 11-128 CL BL 2% DUE 09-16-20269/16/20262.00%**3,263 
GNMA REMIC SER 13-H24 CL FB FLTG DUE 09-20-20639/20/20634.84%**13,085 
GNMA REMIC SER 15-H04 CL FA FLTG DUE 12-20-2064 REG12/20/20644.76%**1,844,188 
GNMA REMIC SER 2010-H02 CL FA 02-20-20602/20/20604.71%**303,606 
GNMA REMIC SR 17-H05 CL FA FLTG 01-20-20671/20/20674.86%**872,233 
GNMA REMIC SR 2017-H12 CL FL VAR RT 05-20-20675/20/20674.59%**4,887,845 
GNMA REMIC TRUST SER 17-H07 CL FC FLTG RT DUE 03-20-2067 REG3/20/20674.63%**947,922 
GNMA REMIC TRUST SER 19-H03 CL FL FLTG RT DUE 02-20-2069 REG2/20/20694.64%**2,068,385 
GNMA REMIC TRUST SER 20-H10 CL FG FLTG RT DUE 06-20-2070 REG6/20/20705.06%**1,460,837 
GNMA SER 2017-H01 CL FC FLTG 12-20-206612/20/20665.06%**253,938 
GNMA SER 09-98 CLS DA 3.25% 07-16-20397/16/20393.25%**462,754 
GNMA SER 12-H12 CL HD 2.0% 05-20-20625/20/20622.00%**48,782 
GNMA SER 13-H18 CL EA FLTG DUE 07-20-2063 REG7/20/20634.61%**40,498 
GNMA SER 13-H19 CL FB FLT 08-20-20638/20/20634.71%**674,644 
GNMA SER 16-H24 CL FG FLT 10-20-206610/20/20664.86%**386,204 
GNMA SER 18-36 CL AM 3.0% 07-20-20457/20/20453.00%**1,693,648 
GNMA SER 19-111 CL NA 3.5% 05-20-20485/20/20483.50%**2,702,358 
GNMA SER 19-H09 CL FG FLTG RT 05-20-20695/20/20695.03%**2,336,917 
GNMA SER 19-H14 CL EF FLTG RT 05-20-20695/20/20694.55%**316,118 
GNMA SER 2009-061 CL NP 4.0% DUE 08-20-20398/20/20394.00%**158,508 
GNMA SER 2010-H010 CL FC FLTG RT DUE 05-20-20605/20/20605.03%**156,626 
GNMA SER 2015-H11 CL FC FLTG RT 5-20-20655/20/20654.66%**248,072 
GNMA SER 2015-H20 CL FB FLT RT 08-20-20658/20/20654.71%**74,728 
GNMA SER 2017-H07 CL FG FLTG RT DUE 02-20-2067 REG2/20/20674.57%**643,258 
GNMA SER 2017-H19 CL FA FLTG RT DUE 08-20-20678/20/20674.56%**268,146 
GNMA SER 2018-H06 CL PF FLTG 02-20-20682/20/20684.41%**424,528 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GNMA SER 2018-H07 CL FD FLTG 05-20-2068 REG5/20/20684.41%**767,325 
GNMA SER 24-23 CL BA 5.5% 10-20-205110/20/20515.50%**520,509 
GNMA SER 24-23 CL PB 5.5% 02-20-20502/20/20505.50%**685,847 
GNMA SR 16-H07 CL FQ FLTG RT 03-20-20663/20/20664.81%**636,583 
GNMA SR 19-H15 CL AF FLTG RT 08-20-20698/20/20694.96%**307,756 
GNMA SR 2006-38 CL FZ FLTG DUE 09-16-20359/16/20353.95%**453,796 
GNMA SR 2010-115 CL DA 2.5% DUE 09-20-20409/20/20402.50%**27,503 
GNMA SR 2011-156 CL PD 2.0% 04-20-20404/20/20402.00%**98,295 
GNMA SR 20-127 CL LP 1.5% 06-20-20506/20/20501.50%**1,250,631 
GNMA SR 2018-166 CL H-C 3.5% 09-20-20489/20/20483.50%**288,926 
GNMA SR 2019-031CL HA 3.0% 07-20-20477/20/20473.00%**59,513 
GNMA SR 2024-76 CL KA 6.0% 12-20-204912/20/20496.00%**1,160,929 
GNMA SR 20-H09 CL BF FLTG 05-20-20705/20/20704.96%**4,683,032 
GNMA SR 20-H09 CL FL FLTG RT 05-20-20705/20/20705.26%**1,114,323 
GNMA SR 22-120 CL EA 4% 05-20-20465/20/20464.00%**1,614,555 
GNMA SR 24-13 CL DA 5.5% 10-20-205010/20/20505.50%**1,565,152 
GNMA SR 24-H08 CL FC FLTG 05-20-20745/20/20744.57%**284,620 
GNMA SR 25-2 CL EA 4.5% 09-20-20409/20/20404.50%**3,039,444 
GNMAII POOL #004224 SER 2038 7 DUE 08-20-2038 REG8/20/20387.00%**40,676 
GNMAII POOL #2958 SER 2030 8% DUE 08-20-2030 REG8/20/20308.00%**1,863 
GNMAII POOL #4040 SER 2037 6.5% DUE 10-20-2037 REG10/20/20376.50%**4,259 
GNMAII POOL #4060 SER 2037 6% DUE 12-20-2037 REG12/20/20376.00%**13,656 
GNMAII POOL #4195 SER 2038 6% DUE 07-20-2038 REG7/20/20386.00%**1,989 
GNMAII POOL #4268 SER 2038 6% DUE 10-20-2038 REG10/20/20386.00%**1,448 
GNMAII POOL #4696 SER 2040 4.5% DUE 05-20-2040 REG5/20/20404.50%**69,939 
GNMAII POOL #4697 SER 2040 5% DUE 05-20-2040 REG5/20/20405.00%**43,258 
GNMAII POOL #4747 SER 2040 5% DUE 07-20-2040 BEO7/20/20405.00%**249,632 
GNMAII POOL #4922 SER 2041 4% DUE 01-20-2041 BEO1/20/20414.00%**75,764 
GNMAII POOL #5082 SER 2041 4.5% DUE 06-20-2041 BEO6/20/20414.50%**87,289 
GNMAII POOL #5326 SER 2027 3% DUE 03-20-2027 BEO3/20/20273.00%**7,614 
GNMAII POOL #783637 SER 2042 3% DUE 06-20-2042 REG6/20/20423.00%**28,286 
GNMAII POOL #787154 6.5% 11-20-205311/20/20536.50%**256,047 
GNMAII POOL #80012 SER 2026 ADJ RT 11-20-202611/20/20264.75%**626 
GNMAII POOL #80106 5.375% DUE 08-20-2027REG8/20/20275.38%**1,387 
GNMAII POOL #80397 SER 2030 ADJ RT 04-20-20304/20/20305.62%**335 
GNMAII POOL #8788 SER 2026 5.625% DUE 01-20-2026 REG1/20/20265.62%**3 
GNMAII POOL #BX4951 3.5% 09-20-20509/20/20503.50%**1,199,822 
GNMAII POOL #CO4938 5.0% 08-20-20528/20/20525.00%**1,380,173 
GNMAII POOL #CO4960 5.0% 08-20-20528/20/20525.00%**1,368,188 
GNMAII POOL #G2 MA4654 SER 2047 4.5% DUE08-20-2047 REG GNMAII8/20/20474.50%**183,626 
GNMAII POOL #MA0023 SER 2042 4% DUE 04-20-2042 REG4/20/20424.00%**86,152 
GNMAII POOL #MA0073 SER 2027 3% DUE 05-20-2027 REG5/20/20273.00%**19,158 
GNMAII POOL #MA0272 SER 2027 2.0% DUE 07-20-20277/20/20272.00%**26,803 
GNMAII POOL #MA0299 SER 2027 2.5% DUE 08-20-2027 REG8/20/20272.50%**45,938 
GNMAII POOL #MA0317 3 DUE 08-20-2012 REG8/20/20423.00%**307,717 
GNMAII POOL #MA0391 SER 2042 3% DUE 09-20-2042 REG9/20/20423.00%**406,849 
GNMAII POOL #MA0392 SER 2042 3.5 DUE 09-20-2042 REG9/20/20423.50%**426,749 
GNMAII POOL #MA0462 3.5 DUE 10-20-2042 REG10/20/20423.50%**596,773 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GNMAII POOL #MA0463 4 DUE 10-20-2042 REG10/20/20424.00%**431,101 
GNMAII POOL #MA0624 3 12-20-2042 REG12/20/20423.00%**152,121 
GNMAII POOL #MA0626 4 DUE 11-20-2042 REG12/20/20424.00%**219,916 
GNMAII POOL #MA0674 SER 2028 2.5 DUE 01-20-2028 REG1/20/20282.50%**1,047,747 
GNMAII POOL #MA0698 3 01-20-2043 REG1/20/20433.00%**214,607 
GNMAII POOL #MA0933 SER 2043 3% DUE 04-20-2043 REG4/20/20433.00%**178,865 
GNMAII POOL #MA1012 SER 2043 3.5% DUE 05-20-2043 REG5/20/20433.50%**475,870 
GNMAII POOL #MA1995 SER 2044 3.5% DUE 06-20-2044 BEO6/20/20443.50%**934,707 
GNMAII POOL #MA2372 SER 2044 4% DUE 11-20-2044 REG11/20/20444.00%**362,192 
GNMAII POOL #MA2678 SER 2045 3.5% DUE 03-20-2045 REG3/20/20453.50%**260,828 
GNMAII POOL #MA2754 SER 2045 3.5% DUE 04-20-2045 REG4/20/20453.50%**715,431 
GNMAII POOL #MA3172 SER 2045 3% DUE 10-20-2045 REG10/20/20453.00%**364,475 
GNMAII POOL #MA3174 SER 2045 4% DUE 10-20-2045 REG10/20/20454.00%**185,415 
GNMAII POOL #MA3597 SER 2046 3.5% DUE 04-20-2046 BEO4/20/20463.50%**1,852,668 
GNMAII POOL #MA3662 SER 2046 3% DUE 05-20-2046 REG5/20/20463.00%**629,334 
GNMAII POOL #MA3736 SER 2046 3.5% DUE 06-20-2046 REG6/20/20463.50%**233,996 
GNMAII POOL #MA4004 SER 2046 3.5% DUE 10-20-2046 REG10/20/20463.50%**1,316,521 
GNMAII POOL #MA4322 SER 2047 4% DUE 03-20-2047 REG3/20/20474.00%**503,010 
GNMAII POOL #MA4383 SER 2047 4% DUE 04-20-2047 REG4/20/20474.00%**203,034 
GNMAII POOL #MA4452 4.0% DUE 05-20-2047 REG5/20/20474.00%**182,606 
GNMAII POOL #MA4511 SER 2047 4% DUE 06-20-2047 REG6/20/20474.00%**1,327,807 
GNMAII POOL #MA4720 SER 2047 4% DUE 09-20-2047 REG9/20/20474.00%**3,476,999 
GNMAII POOL #MA4837 SER 2047 3.5% DUE 11-20-2047 REG11/20/20473.50%**261,973 
GNMAII POOL #MA4900 SER 2047 3.5% DUE 12-20-204712/20/20473.50%**62,958 
GNMAII POOL #MA4901 4% 12-20-204712/20/20474.00%**437,072 
GNMAII POOL #MA5020 4.0% 02-20-20482/20/20484.00%**294,609 
GNMAII POOL #MA5078 4.0% 03-20-20483/20/20484.00%**1,943,068 
GNMAII POOL #MA5079 4.5% 03-20-20483/20/20484.50%**45,158 
GNMAII POOL #MA5266 SER 2048 5% DUE 06-01-2048 REG6/20/20485.00%**64,120 
GNMAII POOL #MA5465 3.5% DUE 09-20-2048 REG9/20/20483.50%**287,223 
GNMAII POOL #MA5529 4.5% 10-20-204810/20/20484.50%**342,069 
GNMAII POOL #MA5530 SER 2048 5.0% DUE 10-20-2048 REG10/20/20485.00%**552,200 
GNMAII POOL #MA5597 5.0% 11-20-2048 REG11/20/20485.00%**291,532 
GNMAII POOL #MA5653 5.0% DUE 12-20-2048 REG12/20/20485.00%**382,464 
GNMAII POOL #MA5763 4% DUE 02-20-2049 REG2/20/20494.00%**1,976,404 
GNMAII POOL #MA5818 SER 2049 4.5% DUE 03-20-2049 REG MBS3/20/20494.50%**1,508,281 
GNMAII POOL #MA5876 4.0% 04-20-20494/20/20494.00%**1,010,904 
GNMAII POOL #MA5988 5.0% 06-20-20496/20/20495.00%**52,471 
GNMAII POOL #MA6153 3.0% 09-20-20499/20/20493.00%**467,270 
GNMAII POOL #MA6217 2.5% 10-20-204910/20/20492.50%**458,762 
GNMAII POOL #MA6411 4.0% 01-20-20501/20/20504.00%**88,829 
GNMAII POOL #MA6476 4.0% 02-20-20502/20/20504.00%**128,944 
GNMAII POOL #MA6659 4.5% 05-20-20505/20/20504.50%**1,961,694 
GNMAII POOL #MA6768 4.0% DUE 07-20-20507/20/20504.00%**194,656 
GNMAII POOL #MA6865 SER 2050 2.5% DUE 09-20-2050 REG9/20/20502.50%**422,922 
GNMAII POOL #MA6930 2.0% 10-20-205010/20/20502.00%**4,058,901 
GNMAII POOL #MA6931 2.5% 10-20-205010/20/20502.50%**1,933,865 
GNMAII POOL #MA6995 2.5% 11-20-205011/20/20502.50%**1,473,103 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GNMAII POOL #MA7135 SER 2051 2% DUE 01-20-2051 BEO 2.0% 20/01/20511/20/20512.00%**1,422,707 
GNMAII POOL #MA7136 SER 2051 2.5% DUE 01-20-2051 REG1/20/20512.50%**262,331 
GNMAII POOL #MA7193 SER 2051 2.5% DUE 02-20-2051 REG2/20/20512.50%**2,579,146 
GNMAII POOL #MA7194 SER 2051 3% DUE 02-20-2051 BEO 3.0% 20/02/20512/20/20513.00%**4,035,293 
GNMAII POOL #MA7254 2.0% DUE 03-20-2051 REG6/20/20523.50%**1,496,961 
GNMAII POOL #MA7255 SER 2051 2.5% DUE 03-20-2051 REG3/20/20512.50%**404,797 
GNMAII POOL #MA7312 2.5% DUE 04-20-20514/20/20512.50%**2,450,164 
GNMAII POOL #MA7367 SER 2051 2.5% DUE 05-20-2051 REG5/20/20512.50%**6,186,749 
GNMAII POOL #MA7589 2.5% 09-20-20519/20/20512.50%**3,593,822 
GNMAII POOL #MA7828 3% DUE 01-20-2052 REG1/20/20523.00%**509,808 
GNMAII POOL #MA7829 SER 2052 3.5% 01-20-20521/20/20523.50%**2,380,650 
GNMAII POOL #MA7937 SER 2052 3.0% 03-20-20523/20/20523.00%**375,310 
GNMAII POOL #MA7988 SER 2052 3.0% 04-20-20524/20/20523.00%**10,500,066 
GNMAII POOL #MA7989 3.5% DUE 04-20-2052 REG4/20/20523.50%**2,261,272 
GNMAII POOL #MA8043 SER 2052 3.0% DUE 05-20-2052 REG5/20/20523.00%**4,207,696 
GNMAII POOL #MA8099 SER 2052 3.5% 06-20-20526/20/20523.50%**4,490,060 
GNMAII POOL #MA8202 5.0% DUE 08-20-2052 REG8/20/20525.00%**1,902,328 
GNMAII POOL #MA8267 4.0% DUE 09-20-2052 REG9/20/20524.00%**4,270,923 
GNMAII POOL #MA8346 4.0% DUE 10-20-205210/20/20524.00%**530,166 
GNMAII POOL #MA8347 SER 2052 4.5% DUE 10-20-2052 BEO G2 MA834710/20/20524.50%**2,285,564 
GNMAII POOL #MA8429 5.5% 11-20-205211/20/20525.50%**1,530,239 
GNMAII POOL #MA8491 SER 2052 5.5% DUE 12-20-2052 REG12/20/20525.50%**2,832,346 
GNMAII POOL #MA8725 5% DUE 03-20-20533/20/20535.00%**1,381,254 
GNMAII POOL #MA9726 SER 2054 6.0% 06-20-20546/20/20546.00%**989,415 
GNMAII POOL #MA9728 SER 2054 7.0% 06-20-20546/20/20547.00%**2,102,437 
GNMAII POOL #MA9964 5.0% 10-20-205410/20/20543.50%**14,999,314 
GNMAII POOL #MB0025 SER 2054 5% DUE 11-20-2054 BEO G2 MB0025 5% 20/11/205411/20/20545.00%**3,875,739 
GNMAII POOL MA5878 5.0% 04-20-20494/20/20495.00%**259,844 
GNMAII POOL MB0022 3.5% 11-20-205411/20/20543.50%**809,690 
GODADDY INC CL A CL A**1,973,492 
GODO STEEL LTD NPV**32,719 
GODREJ CONSUMER PR INR1**52,040 
GOLD BULLION BAR .9999-1 OZ**16,991 
GOLD CIRCUIT ELECT TWD10**1,027,641 
GOLD.COM INC**497,777 
GOLDEN ENTMT INC COM**2,317,920 
GOLDEN ST TOB SECURITIZATION CORP 3.714%06-01-20416/1/20413.71%**621,958 
GOLDEN ST TOB SECURITIZATION CORP CALIF 3.0% 06-01-20466/1/20463.00%**2,260,982 
GOLDEN ST TOB SECURITIZATION CORP CALIF 4.214% DUE 06-01-2050 REG6/1/20504.21%**2,705,674 
GOLDMAN SACHS 3.85% DUE 01-26-20271/26/20273.85%**3,152,497 
GOLDMAN SACHS 4.937% DUE 04-23-20284/23/20284.94%**7,930,773 
GOLDMAN SACHS 5.851% 04-25-20354/25/20355.85%**585,647 
GOLDMAN SACHS 6.75% DUE 10-01-203710/1/20376.75%**682,639 
GOLDMAN SACHS BANK USA 5.283% 03-18-20273/18/20275.28%**4,376,130 
GOLDMAN SACHS BANK USA FLTG RT 03-18-20273/18/20274.47%**1,114,477 
GOLDMAN SACHS BK USA 5.414% 05-21-20275/21/20275.41%**2,291,690 
GOLDMAN SACHS FIXED 2.615% 04-22-20324/22/20322.62%**4,563,291 
GOLDMAN SACHS GROUP INC 1.431% 03-09-20273/9/20271.43%**6,799,179 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GOLDMAN SACHS GROUP INC 1.542% 09-10-20279/10/20271.54%**4,844,098 
GOLDMAN SACHS GROUP INC 1.948% 10-21-202710/21/20271.95%**12,512,571 
GOLDMAN SACHS GROUP INC 1.992% DUE 01-27-2032 REG1/27/20321.99%**444,564 
GOLDMAN SACHS GROUP INC 2.6% DUE 02-07-20302/7/20302.60%**940,381 
GOLDMAN SACHS GROUP INC 2.908% DUE 07-21-2042 BEO7/21/20422.91%**367,699 
GOLDMAN SACHS GROUP INC 3.102% 02-24-20332/24/20333.10%**1,383,937 
GOLDMAN SACHS GROUP INC 3.21% DUE 04-22-2042 BEO4/22/20423.21%**504,763 
GOLDMAN SACHS GROUP INC 3.691% 06-05-20286/5/20283.69%**3,979,065 
GOLDMAN SACHS GROUP INC 4.017% 10-31-203810/31/20384.02%**531,602 
GOLDMAN SACHS GROUP INC 4.153% 10-21-202910/21/20294.15%**3,780,269 
GOLDMAN SACHS GROUP INC 4.369% 10-21-203110/21/20314.37%**7,506,578 
GOLDMAN SACHS GROUP INC 5.016% 10-23-203510/23/20355.02%**15,106,215 
GOLDMAN SACHS GROUP INC 5.049% 07-23-20307/23/20305.05%**12,310,408 
GOLDMAN SACHS GROUP INC 5.218% 04-23-20314/23/20315.22%**1,832,487 
GOLDMAN SACHS GROUP INC 5.33% 07-23-20357/23/20355.33%**617,551 
GOLDMAN SACHS GROUP INC 5.536% 01-28-20361/28/20365.54%**416,157 
GOLDMAN SACHS GROUP INC 5.561% 11-19-204511/19/20455.56%**542,095 
GOLDMAN SACHS GROUP INC 5.727% 04-25-20304/25/20305.73%**3,413,166 
GOLDMAN SACHS GROUP INC 5.734% 01-28-20561/28/20565.73%**284,367 
GOLDMAN SACHS GROUP INC 6 45 05 01 6.45 DUE 05-01-2036 BEO5/1/20366.45%**99,030 
GOLDMAN SACHS GROUP INC 6.484% DUE 10-24-202910/24/20296.48%**11,974,024 
GOLDMAN SACHS GROUP INC COM**10,110,258 
GOLDMAN SACHS GROUP INC SR NT FIXED / FLTG 2.65% 10-21-203210/21/20322.65%**2,489,531 
GOLDWIND SCI&TECH 'H'CNY1**55,821 
GOODLEAP 4% DUE 04-20-20494/20/20494.00%**1,350,611 
GOODRX HLDGS INC COM CL A COM CL A**125,384 
GOODYEAR TIRE & RUBBER CO COM**1,134,543 
GOPRO INC CL A CL A**170,203 
GOSSAMER BIO INC COM USD0.0001**191,375 
GOVERNMENT NATIONAL MORTGAGE A G2 MB00297% 20/11/2054 7% 11-20-205411/20/20547.00%**1,269,190 
GOVERNMENT NATIONAL MORTGAGE A GNR SR 24-84 BA 5.75% 11-20-204511/20/20455.75%**2,843,422 
GOVERNMENT NATIONAL MORTGAGE ASSN SR 23-164 CL DA 5.5% 10-20-204710/20/20475.50%**2,970,919 
GOVERNMENT NATIONAL MORTGAGE ASSN SR 25-110 CL GE 5.0% 10-20-204910/20/20495.00%**3,541,029 
GOVERNMENT NATIONAL MORTGAGE ASSOC 4.59919% 11-20-206511/20/20654.76%**488,867 
GOVERNMENT NATIONAL MORTGAGE ASSOC 5.5% 08-20-20508/20/20505.50%**2,190,641 
GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7420 3.5% 06-20-20516/20/20513.50%**1,251,792 
GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7883 3.5% 02-20-20522/20/20523.50%**3,192,922 
GOVERNMENT NATIONAL MORTGAGE ASSOC POOL #646853 5.5% 08-15-2035 BEO8/15/20355.50%**537 
GOVERNMENT NATIONAL MORTGAGE ASSOC SR 24-19 CL E 5.0% 09-20-20579/20/20575.00%**1,753,336 
GOVERNMENT NATIONAL MTG ASSOC 2024-064 REMIC PASSTHRU CTF 4.953 04-20-20544/20/20545.17%**1,121,056 
GOVERNMENT NATL MTG SER 2015-H14 CL FA FLTG RT 06-20-20656/20/20654.68%**378,395 
GPMT 2021-FL4 LTD FLTG RT 5.74139% DUE 12-15-203612/15/20365.80%**4,999,090 
GPO AERO SURESTE SER'B'NPV**41,877 
GPT GROUP NPV (STAPLED SECURITIES)**1,212,245 
GRACO INC COM**859,373 
GRAIL INC COM**403,985 
GRAINCORP 'A'NPV**417,512 
GRAINGER PLC ORD GBP0.05**920,716 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GRAINGER W W INC COM**6,009,902 
GRAND CITY PROPERT EUR0.10**557,467 
GRAND PHARMACEUTICAL GROUP LIMITED HKD0.01**51,436 
GRANITE REAL ESTAT UNITS**1,808,082 
GRANITE RIDGE RES INC COM**95,015 
GRAPHIC PACKAGING HLDG CO COM STK**723,874 
GREAT EAGLE HLDGS HKD0.50**1,939 
GREAT EASTERN SHI INR10 (POST REORG)**389,412 
GREAT LAKES DREDGE & DOCK CORP NEW COM**481,228 
GREAT SOUTHN BANCORP INC COM**42,846 
GREAT WALL MOTOR 'H'CNY1**130,719 
GREAT WEST LIFECO COM NPV**399,992 
GREATAMERICA 4.22% DUE 05-15-20285/15/20284.22%**3,411,387 
GREAT-WEST LIFECO 4.15% DUE 06-03-20476/3/20474.15%**146,380 
GREEN PLAINS INC COM STK**376,467 
GREENCORE GROUP ORD GBP0.01 (CDI)**103,948 
GREENPLY INDUSTRIE INR1**63,672 
GREENPOINT MTG FDG TR 2006-OH1 MTG PASSTHRU CTF CL A-1 FLTG 01-25-2037 REG1/25/20374.21%**691,962 
GREENS CO LTD COMMON STOCK**332,483 
GREIF INC.**6,083,319 
GREMS INC NPV**277,294 
GREYWOLF CLO IV LTD RE-ISSUE / 0% 04-17-20344/17/20345.12%**1,799,601 
GREYWOLF CLO VII LTD SRS 18-7A CL A1 10-20-203110/20/20315.32%**872,353 
GRID DYNAMICS HOLDINGS INC COM USD0.0001CL A**336,259 
GRINDR INC COM**269,690 
GROUP 1 AUTOMOTIVE INC COM**382,288 
GROUPE DYNAMITE INC SUB VTG SHS WI**494,542 
GRUPO FINANCIERO BANORTE S A B DE C V**122,562 
GS ENGINEERING & C KRW5000**84,432 
GS MTG BACKED SECS 2.5% DUE 09-25-20529/25/20522.50%**1,842,431 
GS MTG BACKED SECS 4.72419% DUE 01-25-20521/25/20524.55%**359,829 
GS MTG SECS TR 1.56% DUE 12-12-205312/12/20531.56%**904,296 
GS MTG SECS TR 2020-GC45 SR 20-GC45 CL A3 2.63% 02-13-20532/13/20532.64%**2,713,368 
GS MTG SECS TR 3.05% DUE 05-10-20495/10/20493.05%**1,744,464 
GS MTG SECS TR 3.469% DUE 11-10-205011/10/20503.47%**1,816,307 
GS MTG SECS TR 3.506% DUE 10-10-204810/10/20483.51%**123,862 
GS MTG-BACKED SECS 3% DUE 08-26-20528/26/20523.00%**1,578,989 
GS MTG-BACKED SECS FLTG RT 2.5% DUE 12-25-205112/25/20512.50%**61,153 
GS MTG-BACKED SECS TR 2022-HP1 MTG PASSTHRU CTF CL A-2 3% 09-25-20529/25/20523.00%**1,416,087 
GSAT TR 2025-BMF 5.18019% 07-15-20407/15/20405.25%**4,597,739 
GTT EUR0.01**1,889,215 
GUANGDONG DONGPENG GUANGDONG DONGPENG HOLDINGS**146,015 
GUANGDONG VANWARD NEW ELECTRIC CO L 'A'CNY1 (STOCK CONNECT)**372,126 
GUARDANT HEALTH INC COM**5,444,471 
GUIDEWIRE SOFTWARE INC COM USD0.0001**6,669,713 
GUJARAT NARMADA VALLEY FERTILIZERS AND CHEMCIALS LTD**23,919 
GUOQUAN FOOD (SHAN CNY1 H**445,965 
H LUNDBECK A/S SER B DKK1**992,369 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
H WORLD GROUP LTD SPONSORED ADR**278,724 
H.U. GROUP HOLDINGS INC**53,941 
H2O AMERICA**19,547 
HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC**1,096,907 
HACHIJUNI NAGANO BK LTD NPV**61,729 
HACKENSACK MERIDIAN HEALTH INC 2.875% 09-01-20509/1/20502.88%**281,066 
HAESUNG DS CO LTD KRW5000**1,075,992 
HAFNIA LIMITED USD0.01**167,220 
HAGERTY INC CL A COM CL A COM**16,545 
HAITIAN INTL HLDGS HKD0.10**170,823 
HAL TRUST UNITS NPV**155,605 
HALEON US CAPITAL LLC 3.375% 03-24-20273/24/20273.38%**4,755,752 
HALEON US CAPITAL LLC 3.375% 03-24-20293/24/20293.38%**752,267 
HALFORDS GROUP ORD GBP0.01**401,899 
HALK GAYRIMENKUL Y TRY1 (B SHARES)**19,583 
HALLADOR ENERGY COMPANY COM STK**7,216 
HALLIBURTON CO COM**407,537 
HALO MICROELECTRON CNY1 A (SHANGHAI STOCK CONN**352,200 
HALOZYME THERAPEUTICS INC COM**2,836,089 
HAMAMATSU PHOTONIC NPV**69,939 
HAMILTON INSURANCE GROUP LTD.**1,253,798 
HAMILTON LANE INC CL A CL A**4,620,533 
HANA FINANCIAL GRP KRW5000**9,199,466 
HANA MICROELECTRNC THB1 (NVDR)**218,954 
HANG SENG BANK NPV**15,777 
HANGZHOU SHUNWANG 'A'CNY1**498,754 
HANKOOK SHELL OIL KRW5000**111,957 
HANKOOK TIRE & TECHNOLOGY CO LTD**116,353 
HANKUK CARBON CO KRW500**517,990 
HANMI FINL CORP COM NEW COM NEW**46,302 
HANNSTAR BOARD CRP TWD10**85,190 
HANOVER INS GROUP 4.5% DUE 04-15-20264/15/20264.50%**878,177 
HANOVER INS GROUP INC COM**1,368,033 
HANSOH PHARMACEUTI HKD0.00001**231,772 
HANWA CO LTD NPV**324,776 
HANWHA AEROSPACE CO LTD**865,520 
HANWHA CORP KRW5000**607,405 
HANWHA CORPORATION 3RD PRF KRW5000**357,430 
HANWHA ENGINE KRW1000**628,918 
HANWHA GENERAL INSURANCE CO LTD KRW5000**52,808 
HANWHA INVESTMENT & SECURITIES CO., LTD**42,431 
HARBIN ELECTRIC COMPANY LTD**568,328 
HAREL INS INVS ILS1**470,001 
HARLEY DAVIDSON FINL SVCS INC GTD NT 144A 3.05% 02-14-20272/14/20273.05%**3,782,616 
HARLEY-DAVIDSON MOTORCYCLE TR 2024-A SER24-A CL A4 5.29% 12-15-203112/15/20315.29%**3,790,088 
HARLEY-DAVIDSON MOTORCYCLE TR SER 24-A CL A3 5.37% 03-15-20293/15/20295.37%**3,057,127 
HARMONIC INC COM**24,666 
HARMONY BIOSCIENCES HLDGS INC COM**605,718 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
HARMONY GOLD MNG NPV**753,314 
HARTFORD FINL SVCS 4.3 DUE 04-15-20434/15/20434.30%**137,875 
HARVEY NORMAN HLDG NPV**123,895 
HASBRO INC COM**5,704,904 
HAVERTY FURNITURE COS INC COM STK**200,732 
HAZAMA ANDO CORP NPV**1,275,184 
HCA HEALTHCARE INC COM**10,793,803 
HCA INC 3.5% DUE 09-01-20309/1/20303.50%**2,406,578 
HCA INC 4.125% 06-15-20296/15/20294.12%**4,752,353 
HCA INC 4.3% 11-15-203011/15/20304.30%**2,858,972 
HCA INC 4.6% 11-15-203211/15/20324.60%**317,586 
HCA INC 4.9% 11-15-203511/15/20354.90%**232,224 
HCA INC 5.0% 03-01-20283/1/20285.00%**4,781,798 
HCA INC 5.2% 06-01-20286/1/20285.20%**5,851,949 
HCA INC 5.25% 03-01-20303/1/20305.25%**1,135,405 
HCA INC 5.25% DUE 06-15-20266/15/20265.25%**3,762,937 
HCA INC 5.25% DUE 06-15-20496/15/20495.25%**27,212 
HCA INC 5.5% DUE 06-15-20476/15/20475.50%**237,080 
HCA INC 5.75% 03-01-20353/1/20355.75%**625,705 
HCA INC 5.875% DUE 02-01-20292/1/20295.88%**2,808,698 
HCA INC 5.95% 09-15-20549/15/20545.95%**694,293 
HCA INC 6.2% 03-01-20553/1/20556.20%**1,737,964 
HCA INC SR SECD NT 3.125% 03-15-20273/15/20273.12%**894,711 
HCA INC SR SECD NT 4.625% 03-15-20523/15/20524.62%**1,605,317 
HCA INC. 5.7% 11-15-205511/15/20555.70%**229,606 
HCI GROUP INC COM NPV**791,680 
HCL TECHNOLOGIES INR2**341,513 
HD CONSTRUCTION EQUIPMENT CO LTD**115,029 
HD HYUNDAI CO LTD KRW1000 267250**562,667 
HD HYUNDAI ELECTRIC & ENERGY SYSTEM CO LTD KRW5000**149,368 
HD HYUNDAI HEAVY INDUSTRIES CO LTD KRW5000**565,340 
HD KOREA SHIPBUILDING & OFFSHORE ENGINEERING CO LTD**724,409 
HDC HOLDINGS CO KRW5000**66,785 
HDFC BANK LTD INR1**6,647,911 
HEALTHCARE SVCS GROUP INC COM**9,617 
HEALTHEQUITY INC COM**5,349,200 
HEALTHPEAK OP LLC SR NT 5.375% 02-15-20352/15/20355.38%**153,495 
HEALTHPEAK PPTYS FIXED 3% DUE 01-15-20301/15/20303.00%**2,095,720 
HEALTHPEAK PROPERTIES INC 3.5% DUE 07-15-20297/15/20293.50%**617,641 
HEALTHSTREAM INC COM STK ISIN# US42222N1037**69,671 
HECLA MNG CO COM**487,560 
HEG LIMITED INR2(POST SUBD)**96,965 
HEICO CORP NEW 5.25% 08-01-20288/1/20285.25%**828,886 
HEICO CORP NEW CL A CL A**2,423,328 
HEICO CORP NEW COM**245,281 
HELEN TROY LTD COM STK**123,335 
HELIOS TECHNOLOGIES INC**2,150,565 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
HELLENIQ ENERGY HOLDINGS S.A.**23,672 
HELMERICH & PAYNE INC COM**3,475,328 
HELVETIA BALOISE HOLDING AG**120,939 
HERA EUR1**361,948 
HERITAGE INS HLDGS INC COM**569,575 
HERO FDG 2017-2 FIXED 3.28% DUE 09-20-20489/20/20483.28%**53,699 
HERO MOTOCORP LTD INR2**146,395 
HERSHEY COMPANY 4.75% 02-24-20302/24/20304.75%**567,364 
HERTZ VEH FING III 2.33% DUE 06-26-20286/26/20282.33%**1,172,127 
HERTZ VEH FING III 3.89% DUE 09-25-20289/25/20283.89%**1,789,991 
HESS CORP 4.3% DUE 04-01-20274/1/20274.30%**1,909,320 
HEWLETT PACKARD ENTERPRISE CO COM**1,354,200 
HF SINCLAIR CORPORATION COM USD0.01**996,065 
HFCL LTD INR1**199,848 
HIGHWEALTH CONSTRU TWD10**19,191 
HIGHWOODS PPTYS INC COM**5,706 
HIKMA PHARMACEUTIC ORD GBP0.10**61,544 
HILLTOP HLDGS INC COM STK**391,973 
HILT COML MTG TR 2024-ORL 5.22142% 05-15-20375/15/20375.29%**2,002,484 
HILTON GRAND 4.73% DUE 05-25-20445/25/20444.73%**290,719 
HILTON WORLDWIDE HLDGS INC COM NEW COM NEW**12,638,426 
HIMS & HERS HEALTH INC COM CL A COM**300,705 
HINDUSTAN COPPER LIMITED**260,986 
HINDUSTAN PETROL INR10**384,296 
HIPPO HLDGS INC COM NEW**2,698,507 
HIROGIN HOLDINGS INC**747,642 
HIROSE ELECTRIC NPV**1,268,892 
HISAMITSU PHARM CO NPV**64,446 
HISENSE VISUAL TECHNOLOGY CO LTD 'A'CNY1 (STOCK CONNECT)**68,527 
HITACHI CONSTRUCTION MACHINERY NPV**838,891 
HITACHI ENERGY INDIA LTD**576,113 
HITACHI NPV**21,378,718 
HK ELEC INVS&HK EL UNITS (STAPLED)**60,301 
HK INNO.N CORP KRW500**692,743 
HKT TRUST AND HKT HKD0.0005 SHARE STAPLED**294,275 
HL MANDO CORPORATI KRW1000**166,416 
HLTN COML MTG TR FLTG RT 5.32169% DUE 06-15-20416/15/20415.39%**4,743,783 
HNI CORP COM**4,180,458 
HOCHSCHILD MINING ORD GBP0.01**107,678 
HOCHTIEF AG NPV**1,533,289 
HOKURIKU ELEC PWR NPV**8,095 
HOKUTO CORP NPV**14,204 
HOLOGIC INC COM**334,833 
HOME BANCORP INC COM STK**15,606 
HOME BANCSHARES INC COM**1,089,309 
HOME DEPOT INC 2.375% 03-15-20513/15/20512.38%**495,046 
HOME DEPOT INC 3.75% 09-15-20289/15/20283.75%**568,371 
HOME DEPOT INC 4.875% 06-25-20276/25/20274.88%**1,266,320 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
HOME DEPOT INC COM**3,560,059 
HOME PARTNERS AMER 2.302% DUE 12-17-202612/17/20262.30%**3,496,955 
HON HAI PRECISION TWD10**7,101,224 
HON PRECISION INC TWD10**682,155 
HONDA AUTO RECEIVABLES OWNER TRUST SER 23-3 CL A3 5.41% 02-18-20282/18/20285.41%**2,012,347 
HONDA AUTO RECEIVABLES OWNER TRUST SER 24-3 CLS A4 4.51% 11-21-203011/21/20304.51%**3,538,194 
HONDA AUTO RECEIVABLES OWNER TRUST SR 24-1 CL A3 5.21% 08-15-20288/15/20285.21%**2,427,123 
HONDA MTR CO LTD 2.534% DUE 03-10-20273/10/20272.53%**1,854,772 
HONDA MTR CO LTD 4.436% 07-08-20287/8/20284.44%**1,734,204 
HONEYWELL INTERNATIONAL 4.7% 02-01-20302/1/20304.70%**1,631,338 
HONEYWELL INTERNATIONAL INC 5.35% 03-01-20643/1/20645.35%**143,148 
HONEYWELL INTL INC COM STK**22,259,964 
HONG KONG & CHINA GAS HKD0.25**43,230 
HONG KONG EXCHANGES & CLEAR**2,440,311 
HONG LEONG ASIA NPV**1,658,538 
HOOSIERS HOLDINGS CO LTD NPV**4,198 
HORACE MANN EDUCATORS CORP COM**802,608 
HORMEL FOODS CORP COM**12,182 
HOSHINO RESORTS REIT**333,280 
HOST HOTELS & RESORTS INC REIT**1,803,265 
HOST HOTELS & RESORTS L P 5.5% 04-15-20354/15/20355.50%**709,734 
HOULIHAN LOKEY INC CL A CL A**1,336,734 
HOWMET AEROSPACE INC COM USD1.00 WI**15,201,208 
HOYA CORP NPV**4,638,933 
HP ENTERPRISE CO 4.15% 09-15-20289/15/20284.15%**1,101,350 
HP ENTERPRISE CO 4.55% 10-15-202910/15/20294.55%**3,117,414 
HP ENTERPRISE CO 5.0% 10-15-203410/15/20345.00%**112,252 
HP INC COM**1,193,807 
HP INC NT 1.45% 06-17-20266/17/20261.45%**2,996,721 
HPS CORPORATE LENDING FD SR NT 144A 4.9%09-11-20289/11/20284.90%**298,549 
HPS LN MANAGMENT 2025-26 LTD / HPS 0% 07-20-20387/20/20385.60%**3,010,704 
HSBC BK USA N A 7 DUE 01-15-20391/15/20397.00%**292,319 
HSBC HLDGS ORD USD0.50(UK REG)**2,164,973 
HSBC HLDGS PLC 4.041% 03-13-20283/13/20284.04%**599,227 
HSBC HLDGS PLC 5.13% 11-19-202811/19/20285.13%**2,969,607 
HSBC HLDGS PLC 5.133% DUE 11-06-203611/6/20365.13%**804,240 
HSBC HLDGS PLC 5.597% 05-17-20285/17/20285.60%**3,280,527 
HSBC HLDGS PLC 5.733% DUE 05-17-20325/17/20325.73%**7,911,389 
HSBC HLDGS PLC FLTG RT 2.871% DUE 11-22-203211/22/20322.87%**909,483 
HSBC HLDGS PLC FLTG RT 4.899% DUE 03-03-20293/3/20294.90%**5,527,080 
HSBC HLDGS PLC FLTG RT 5.24% DUE 05-13-20315/13/20315.24%**412,457 
HSBC HLDGS PLC FLTG RT 5.887% DUE 08-14-20278/14/20275.89%**202,112 
HSBC HOLDINGS PLC 6.161% 03-09-20293/9/20296.16%**1,640,286 
HSBC HOLDINGS PLC 6.332% 03-09-20443/9/20446.33%**362,591 
HSTN GALLERIA MALL FLTG RT 5.46185% DUE 02-05-20452/5/20455.46%**1,110,047 
HUA NAN FINANCIAL TWD10**49,558 
HUAYU AUTOMOTIVE SYSTEMS CO LTD 'A'CNY1 (STOCK CONNECT)**548,428 
HUB GROUP INC CL A CL A**5,388,205 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
HUB24 LIMITED NPV**106,739 
HUBER & SUHNER AG CHF0.25 (REGD)**1,337,515 
HUBSPOT INC COM**1,523,335 
HUDBAY MINERALS IN COM NPV**1,379,646 
HUDBAY MINERALS INC COM STK**1,238,461 
HUGO BOSS AG**23,988 
HUMANA AB NPV**131,740 
HUMANA INC 5.375% 04-15-20314/15/20315.38%**2,193,512 
HUMANA INC 5.75% DUE 03-01-20283/1/20285.75%**1,704,683 
HUMANA INC COM**21,901,164 
HUNGARY REP 5.5% 03-26-20363/26/20365.50%**699,495 
HUNGARY(REP OF) 6.75% SNR 25/09/52 USD'REGS9/25/20526.75%**212,347 
HUNT J B TRANS SVCS INC COM**204,834 
HUNTINGTON BANCSHARES INC 5.272% 01-15-20311/15/20315.27%**514,896 
HUNTINGTON BANCSHARES INC 6.208% 08-21-20298/21/20296.21%**576,968 
HUNTINGTON BANCSHARES INC COM**6,604,278 
HUNTINGTON FLTG RT 5.023% DUE 05-17-20335/17/20335.02%**425,325 
HUNTINGTON INGALLS INDS INC COM**13,919,065 
HUNTINGTON INGALLS INDS INC SR NT 2.043%08-16-20288/16/20282.04%**947,429 
HUNTSMAN CORP COM STK**1,493,170 
HUSQVARNA AB SER'B'NPV**963,609 
HUT 8 CORP COM**1,859,146 
HYAKUJUSHI BANK NPV**33,992 
HYATT HOTELS CORP 5.05% 03-30-20283/30/20285.05%**749,539 
HYATT HOTELS CORP 5.25% 06-30-20296/30/20295.25%**828,959 
HYATT HOTELS CORP COM CL A COM CL A**3,746,358 
HYDRO ONE LTD COM NPV**131,543 
HYDRO-QUEBEC 8.5% DEB 1/12/2029 USD1000 8.5% DUE 12-01-2029 REG12/1/20298.50%**2,306,792 
HYOSUNG HEAVY INDU KRW5000**158,251 
HYPROP INVESTMENTS LTD**30,317 
HYSTER-YALE INC COM USD0.01 CL A**143,083 
HYUNDAI AUTO 4.58% DUE 04-15-20274/15/20274.58%**264,586 
HYUNDAI AUTO RECEIVABLES TRUST SER 24-B CL A3 4.84% 03-15-20293/15/20294.84%**298,304 
HYUNDAI CAP AMER 4.875% DUE 11-01-202711/1/20274.88%**3,029,711 
HYUNDAI CAP AMER 5% DUE 01-07-20281/7/20285.00%**4,444,787 
HYUNDAI DEPT STORE KRW5000**170,982 
HYUNDAI DEVELOPMENT COMPANY**15,993 
HYUNDAI ELEVATOR KRW5000**289,072 
HYUNDAI EZWEL CO L KRW500**6,258 
HYUNDAI GLOVIS CO KRW500**541,844 
HYUNDAI HYMS KRW500**21,416 
HYUNDAI MARINE&FIR KRW500**117,936 
HYUNDAI MOBIS KRW5000**1,189,778 
HYUNDAI MOTOR CO KRW5000 005380**1,824,014 
HYUNDAI ROTEM CO L KRW5000**1,108,317 
HYUNDAI STEEL CO KRW5000**282,857 
HYVISION SYSTEM IN SHS**177,408 
I/L CANADA (GOVT OF) 3% 01/12/2036 CAD100012/1/20364.81%**93,716 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
I/O FEDERAL HOME LN MTG CORP SER 2936 CL SC VAR RT 03-15-20293/15/20292.28%**3,424 
I/O FHLMC MULTICLASS SER 004579 CL SD 01-15-20381/15/20381.89%**5,048 
I/O FNMA POOL #AN6788 2.87% 09-01-20279/1/20272.87%**1,689,419 
I/O FNMA REMIC SER 2013-13 CL IK 03-25-20283/25/20282.50%**777 
I/O FNMA REMIC TR 2013-17 CL-TI 3% 03-25-2028 REG3/25/20283.00%**783 
I/O FNMA SMBS TR 404 CL 05-25-20405/25/20404.59%**87,990 
I/O FNMA SMBS TR 421 CL 12-25-203812/25/20386.50%**21,067 
I3 VERTICALS INC CL A CL A**3,031,037 
IA FINANCIAL CORP COM NPV**5,980,641 
IAC INC COM NEW**967,764 
IAMGOLD CORP COM STK**3,562 
IBOTTA INC CL A COM USD0.00001 CL A**150,586 
ICE_CDS BOFAGB2U 06/20/2026 SELL MORGAN STANLEY 7.25% 0 SWPC0NOQ4**1,088 
ICE_CDS MSNYUS33 06/20/2028 SELL AT&T INC 3.8% 02/15/20 SWPC0LX54**2,784 
ICE_CDS MSNYUS33 12/20/2028 SELL FORD MOTOR COMPANY 4.3 SWPC0M9M2**87,346 
ICE_CDS MSNYUS33 20/12/2029 SELL GLENCORE FINANCE EUROP SWPC0N1J5**117,290 
ICE_CDS MSNYUS33 20/12/2030 SELL BARCLAYS PLC 6.496% 09 SWPC0O278**12,174 
ICE_CDX CHASUS33 12/20/2030 SELL CDX.NA.IG.45 SWPC0NUQ7**134,164 
ICF INTL INC COM STK**126,073 
ICG PLC**843,158 
ICG US CLO 2024-R1 LTD / ICG US CLO 5.08802% 01-25-20381/25/20385.28%**7,026,810 
ICHIGO OFFICE REIT INVESTMENT**646,204 
ICICI BANK INR2**1,088,611 
ICL GROUP LTD**782,931 
ICNQ 2024-MF MTG TR COML MTG PASS THRU CTF CL A 5.778% 12-10-203412/10/20345.78%**1,032,554 
IDACORP INC COM**5,004,562 
IDEC CORPORATION NPV**316,693 
IDEMITSU KOSAN CO NPV**534,348 
IDEXX LABS INC COM**23,253,689 
IDT CORP CL B NEW CL B NEW**432,008 
IGG INC USD0.0000025**669,142 
IGO LTD**1,252,534 
IL JIN ELECTRIC KRW1000 (NEW)**56,343 
IL ST BUILD AMERICA BONDS-TAXABLE-SER 3 6.725 04-01-2035 BEO4/1/20356.72%**325,950 
I'LL INC NPV**25,979 
ILL TOOL WKS INC COM**17,954,777 
ILLUMINA INC COM**647,143 
IM FINANCIAL GROUP CO LTD**475,163 
IMAX CORP COM**266,038 
IMB INTERNAT CAPITAL 4.6% 02-05-20292/5/20294.60%**1,671,703 
IMDEX LTD NPV**271,982 
IMMUNOME INC COM**115,348 
IMPALA PLATINUM NPV**1,130,332 
IMPERIAL BRANDS FIN PLC NT 144A 4.5% 06-30-20286/30/20284.50%**814,766 
IMPERIAL BRNDS FIN 5.25% GTD SNR 15/02/31 EUR2/15/20315.25%**380,385 
IN MICH PWR CO FIXED 3.85% 05-15-20285/15/20283.85%**249,599 
INABA DENKISANGYO NPV**55,302 
INCYTE CORP COM**82,078 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
INDEPENDENCE RLTY TR INC COM**945,563 
INDEPENDENT BK CORP MASS COM COM STK USD0.01**8,238,016 
INDEPENDENT BK CORPORATION**87,831 
INDIAMART INTERMES INR10**26,743 
INDIAN BANK INR10**144,480 
INDIAN METALS & FERRO ALLOY**146,299 
INDIAN OIL CORP INR10**187,806 
INDIANA ST FIN AUTH REV 2.496% 03-01-2032 BEO TAXABLE3/1/20322.50%**1,790,572 
INDL BANK OF KOREA KRW5000**132,036 
INDO TAMBANGRAY IDR500**110,064 
INDOCEMENT TUNGGAL IDR500**61,459 
INDONESIA(REPUBLIC OF) T BOND 3.5% 01-11-20281/11/20283.50%**792,353 
INDRA SISTEMAS SA EUR0.20 SER 'A'**1,054,416 
INDUS HOLDING AG NPV**264,592 
INDUSTRIAL & COMMERCIAL BANK CHINA 'H'**4,418,799 
INDUSTRIAS PENOLES NPV**219,368 
INFINEON TECHNOLOG ORD NPV (REGD)**1,616,014 
INFOSYS LIMITED**8,301,015 
INFOSYS LIMITED ADR**679,958 
INFRONEER HLDGS INC NPV**10,912 
ING GROEP N V 4.017% 03-28-20283/28/20284.02%**678,208 
ING GROEP N V 5.525% 03-25-20363/25/20365.52%**312,187 
ING GROEP N V 5.55% 03-19-20353/19/20355.55%**3,646,991 
ING GROEP N V 6.083% 09-11-20279/11/20276.08%**1,006,318 
ING GROEP N V FIXED 4.625% DUE 01-06-20261/6/20264.62%**800,047 
ING GROEP N V SR NT FIXED/FLTG 4.858% 03-25-20293/25/20294.86%**1,527,852 
ING GROEP N.V. EUR0.01**30,384,668 
INGENIA GROUP**1,587,768 
INGERSOLL RAND INC 5.197% 06-15-20276/15/20275.20%**2,494,219 
INGERSOLL RAND INC 5.4% DUE 08-14-20288/14/20285.40%**1,613,063 
INGEVITY CORP COM**786,798 
INGHAMS GROUP LTD NPV**2,780 
INGLES MKTS INC CL A**54,086 
INGRAM MICRO HLDG CORP COM**1,117,725 
INGREDION INC COM**3,584,332 
INNER MONGOLIA ERD 'A'CNY1**389,396 
INNOCARE PHARMA LT USD0.000002**314,473 
INNOTECH CORP(JPN) NPV**251,874 
INNOVENT BIOLOGICS INC**151,844 
INNOVEX INTERNATIONAL INC COM NPV**152,500 
INOGEN INC COM**52,275 
INSEEGO CORP COM NEW**10,568 
INSMED INC COM PAR $.01**7,787,246 
INSOURCE CO LTD NPV**244,988 
INSPERITY INC COM**1,076,222 
INSPIRE MED SYS INC COM**187,965 
INSTEEL INDS INC COM**26,096 
INTACT FINL CORP COM NPV**5,193,480 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
INTEGER HLDGS CORP COM**6,042,482 
INTEGRAFIN HOLDING ORD GBP0.01**1,217,959 
INTEL CORP 3.25% DUE 11-15-204911/15/20493.25%**83,187 
INTEL CORP 3.734% 12-08-2047 BEO12/8/20473.73%**121,426 
INTEL CORP 4.1% DUE 05-11-20475/11/20474.10%**159,259 
INTEL CORP 4.875% 02-10-20262/10/20264.88%**2,517,597 
INTEL CORP COM**5,364,670 
INTEL CORP FIXED 3.75% DUE 08-05-20278/5/20273.75%**1,580,080 
INTELLECT DESIGN ARENA LTD INR5**132,730 
INTER & CO INC BDR EACH REP 1 COM A**121,331 
INTERACTIVE BROKERS GROUP INC CL COM**1,614,310 
INTER-AMERICAN INVESTMENT CORP 3.625% 11-20-202811/20/20283.62%**11,703,628 
INTERCONTINENTAL EXCHANGE INC 3.95% 12-01-202812/1/20283.95%**4,061,329 
INTERCONTINENTAL EXCHANGE INC COM**6,846,211 
INTERDIGITAL INC COM**2,308,892 
INTERFLEX CO LTD KRW500**45,065 
INTERNATIONAL BUSINESS MACHS CORP COM**2,557,181 
INTERNATIONAL CONSOLIDATED AIRLINE ORD EUR0.10**2,656,247 
INTERNATIONAL PERSONAL FINANCE PLC ORD GBP0.10**5,162 
INTERNATIONAL TOWER HILL MINES LTD NEW COM STK**2,697 
INTERSTATE PWR & LT CO 3.6% 04-01-20294/1/20293.60%**2,132,073 
INTERTEK GROUP ORD GBP0.01**14,933 
INTESA SANPAOLO NPV**15,407,388 
INTL BK FOR RECON & DEV MEDIUM TRANCHE #TR 00702 2.7% DUE 12-28-2037 REG12/28/20372.70%**2,765,758 
INTL CONTAINER TER PHP1**1,493,432 
INTL GAME SYSTEM TWD10**2,271,733 
INTOWN 2025-STAY MTG TR 5.03% 03-15-20423/15/20425.10%**2,334,913 
INTRALOT CAPITAL FRN GTD SNR SEC 10/2031EUR10/15/20316.50%**697,890 
INTREPID POTASH INC COM NEW**108,286 
INTUIT COM**36,277,431 
INTUIT INC 5.5% 09-15-20539/15/20535.50%**148,128 
INTUITIVE MACHS INC CL A CL A**1,054,544 
INTUITIVE SURGICAL INC COM NEW STK**16,387,627 
INVENTRUST PPTYS CORP COM USD0.001**4,004,720 
INVESTEC LIMITED ZAR0.0002**37,856 
INVINCIBLE INVESTMENTS CORP REIT**609,303 
INVITATION HOMES 4.15% 04-15-20324/15/20324.15%**2,434,372 
INVITATION HOMES OPER PARTNERSHIP 2.3% DUE 11-15-2028 BEO11/15/20282.30%**856,131 
INVITATION HOMES OPER PARTNERSHIP SR NT 2.7% 01-15-20341/15/20342.70%**2,655,118 
IONIS PHARMACEUTICALS INC COM**2,136,128 
IONOS GROUP SE NPV**501,125 
IONQ INC COM**322,481 
IPALCO ENTERPRISES INC 4.25% DUE 05-01-2030 REG5/1/20304.25%**415,748 
IPALCO ENTERPRISES INC SR SECD NT 5.75% 04-01-20344/1/20345.75%**3,828,487 
IREN SPA EUR1**78,941 
IRHYTHM HOLDINGS INC**846,566 
IRISH RESIDENTIAL EUR0.10**394,768 
IRISO ELECTRONICS NPV**379,454 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
IRON MTN INC NEW COM**51,180 
IRONWOOD PHARMACEUTICALS INC COM CL A**306,916 
ISB CORPORATION NPV**55,281 
ISHIHARA SANGYO NPV**36,736 
ISRAEL(STATE OF) 4.5% DUE 01-17-2033 REG1/17/20334.50%**293,863 
ISRAEL(STATE OF) 5.375% 03-12-20293/12/20295.38%**1,646,762 
ISRAEL(STATE OF) AID-ISRAEL 5.5% DUE 09-18-2033 REG9/18/20335.50%**11,853,484 
ISS A/S DKK1**80,635 
ISUZU MOTORS NPV**28,014 
ITALGAS SPA NPV**1,328,505 
ITALY(REP OF) 2.1% BDS 26/08/2027 EUR10008/26/20272.10%**4,221,619 
ITC HLDGS CORP 5.3% DUE 07-01-20437/1/20435.30%**724,874 
ITE TECH INC TWD10**18,300 
IVANHOE ELEC INC COM**198,807 
IWAI COSMO HOLDINGS INC NPV**27,120 
IZUMI CO LTD NPV**258,381 
J P MORGAN CHASE COML MTG SECS TR 5.79715% 10-05-203910/5/20395.80%**506,020 
J P MORGAN CHASE FLTG RT 5.13548% DUE 06-15-20386/15/20385.21%**558,366 
J P MORGAN MTG TR 2.5% DUE 10-25-205110/25/20512.50%**1,224,101 
JABIL INC COM USD0.001**1,425,809 
JACK HENRY & ASSOC INC COM**129,013 
JACKSON FINANCIAL INC CL A COM**2,249,035 
JACKSON NATL LIFE 4.55% DUE 09-09-20309/9/20304.55%**892,183 
JACKSON NATL LIFE GLOBAL FDG NT FLTG RATE 144A 4.620409% 01-14-20281/14/20284.97%**200,660 
JACKSON NATL LIFE GLOBAL FDG SECD TRANCHE # SR 00457 5.55% 07-02-20277/2/20275.55%**1,403,940 
JACOBIO PHARMACEUTICALS GRP CO LTD USD0.0001 144A**54,751 
JACOBS ENGR GROUP INC 6.35% 08-18-20288/18/20286.35%**7,377,076 
JAMES HARDIE INDUSTRIES PLC COM**6,125,172 
JAMF HLDG CORP COM**4,606 
JAMMU AND KASHMIR BANK LTD INR1 DEMAT EQUITY**38,839 
JAMNA AUTO IND INR1**164,130 
JANUS INTL GROUP INC COM**6,024,386 
JANUX THERAPEUTICS INC COM**149,206 
JAPAN AIRLINES CO NPV**72,280 
JAPAN AVIATN ELECT NPV**77,047 
JAPAN ELECTRON MAT NPV**596,086 
JAPAN EXCELLENT IN REIT**1,901 
JAPAN EXCHANGE GROUP INC NPV**917,419 
JAPAN GOVT CPI IDX/LKD 10/03/20283/10/20280.11%**2,062,164 
JAPAN MATERIAL CO NPV**68,100 
JAPAN MEDICAL DYNA NPV**16,467 
JAPAN PETROLEUM EX NPV**35,057 
JAPAN POST BANK CO NPV**2,371,844 
JAPAN POST HOLD CO NPV**3,679,127 
JAPAN POST INSURAN NPV**610,250 
JAPAN TOB INC SR NT 144A 4.85% 05-15-20285/15/20284.85%**4,606,983 
JAPAN(GOVT OF) 0.1% I/L SNR 10/03/2029 JPY3/10/20290.11%**2,773,265 
JAPAN(GOVT OF) 0.4% SNR 20/06/40 JPY500006/20/20400.40%**851,424 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
JAPAN(GOVT OF) 0.5% SNR 20/03/49 JPY500003/20/20490.50%**158,634 
JAPAN(GOVT OF) 0.7% SNR 20/03/51 JPY500003/20/20510.70%**106,048 
JAPAN(GOVT OF) 0.7% SNR 20/06/51 JPY500006/20/20510.70%**346,471 
JAPAN(GOVT OF) 0.7% SNR 20/12/50 JPY5000012/20/20500.70%**107,203 
JAPAN(GOVT OF) 1.8% SNR 20/03/54 JPY500003/20/20541.80%**5,472 
JAPAN(GOVT OF) 2% SNR 20/12/2044 JPY5000012/20/20442.00%**4,442,783 
JAPAN(GOVT OF) 2.2% SNR 20/03/64 JPY500003/20/20642.20%**18,577 
JAPAN(GOVT OF) 2.2% SNR 20/06/54 JPY500006/20/20542.20%**21,578 
JAPAN(GOVT OF) 2.3% SNR 20/12/54 JPY5000012/20/20542.30%**2,767,799 
JAPAN(GOVT OF) 2.4% SNR 20/03/45 JPY500003/20/20452.40%**1,772,439 
JAPAN(GOVT OF) 2.4% SNR 20/03/55 JPY500003/20/20552.40%**450,871 
JAPAN(GOVT OF) 2.8% SNR 20/06/55 JPY500006/20/20552.80%**1,314,153 
JAPFA COMFEED INDO LKD SHARES (IDR200 & IDR40)**131,793 
JAYA TIASA HLDGS NPV**131,729 
JAYMART GROUP HOLDINGS PCL THB1(NVDR)**69,734 
JAZZ PHARMACEUTICALS PLC COM USD0.0001**442,170 
JB FINANCIAL GROUP**307,807 
JB HI-FI NPV**196,150 
JB HUNT TRANSPRT SVCS 4.9% 03-15-20303/15/20304.90%**1,075,315 
JBS USA HOLD/FOOD/LUX CO 6.75% 03-15-20343/15/20346.75%**944,604 
JBS USA LUX S A / JBS USA FOOD CO 7.25% 11-15-205311/15/20537.25%**246,417 
JBS USA/FOOD/FINANCE 3.0% 05-15-20325/15/20323.00%**2,415,991 
JCDECAUX SE NPV**63,995 
JD.COM INC USD0.00002 A CLASS**4,847,685 
JEFFERIES FINL GROUP INC COM**665,000 
JELD-WEN HLDG INC COM**151,184 
JENOPTIK AG NPV (POST CONS)**521,507 
JERONIMO MARTINS EUR1**285,437 
JERSEY CENTRAL POWER & LIGHT CO 5.1% 01-15-20351/15/20355.10%**3,039,976 
JET2 PLC**288,008 
JETBLUE AWYS CORP COM**798,029 
JHSF PARTICIPACOES COM NPV**31,982 
JIANGXI COPPER CO 'H'CNY1**2,225,672 
JINDAL SAW LTD FV INR 1 DEMAT EQUITY**131,789 
JK TYRE & INDUSTRIES LTD INR2**576,767 
JL MAG RARE-EARTH CNY1 H**607,296 
JM AB NPV**961,748 
JM FINL LTD EQUITY**110,401 
JNBY DESIGN LTD HKD0.01**18,722 
JOHN DEERE CAPITAL CORP 2.35% 03-08-20273/8/20272.35%**114,116 
JOHN DEERE OWNER 4.91% DUE 02-18-20312/18/20314.91%**2,545,913 
JOHN DEERE OWNER FIXED 5.2% DUE 09-17-20299/17/20295.20%**1,154,780 
JOHN DEERE OWNER TR SR 24-A CL A3 4.96% 11-15-202811/15/20284.96%**2,242,495 
JOHN DEERE OWNER TRUST SR 25-A CL A4 4.42%02-17-20322/17/20324.42%**910,232 
JOHNSON & JOHNSON 4.55% 03-01-20283/1/20284.55%**453,433 
JOHNSON & JOHNSON COM USD1**36,104,290 
JOHNSON ELEC HLDGS HKD0.05**771,303 
JOHNSON MATTHEY**1,755,516 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
JOHNSON OUTDOORS INC CL A CL A**119,879 
JOHOR PLANTATIONS NPV**341,862 
J-OIL MILLS INC NPV**293,208 
JONES LANG LASALLE INC COM STK**6,549,052 
JOSHIN DENKI CO NPV**1,731 
JPMDB COML MTG SECS TR 2016-C4 CL A-2 2.8822% 9-15-202612/15/20492.88%**4,758,267 
JPMORGAN CHASE & 5.581% DUE 04-22-20304/22/20305.58%**3,671,327 
JPMORGAN CHASE & 6.087% DUE 10-23-202910/23/20296.09%**526,733 
JPMORGAN CHASE & CO 1.04% 02-04-20272/4/20271.04%**5,484,829 
JPMORGAN CHASE & CO 1.47% 09-22-20279/22/20271.47%**1,364,713 
JPMORGAN CHASE & CO 1.764% 11-19-203111/19/20311.76%**1,383,047 
JPMORGAN CHASE & CO 2.069% 06-01-20296/1/20292.07%**5,111,078 
JPMORGAN CHASE & CO 2.522% 04-22-20314/22/20312.52%**5,976,294 
JPMORGAN CHASE & CO 2.947% 02-24-20282/24/20282.95%**2,818,432 
JPMORGAN CHASE & CO 2.963% 01-25-20331/25/20332.96%**15,104,548 
JPMORGAN CHASE & CO 3.509% 01-23-20291/23/20293.51%**1,316,673 
JPMORGAN CHASE & CO 3.96% 01-29-20271/29/20273.96%**295,952 
JPMORGAN CHASE & CO 4.0% DUE 12-31-2049 REG12/31/20496.73%**2,761,849 
JPMORGAN CHASE & CO 4.255% 10-22-203110/22/20314.26%**4,012,620 
JPMORGAN CHASE & CO 4.323% 04-26-20284/26/20284.32%**386,627 
JPMORGAN CHASE & CO 4.452% 12-05-202912/5/20294.45%**7,179,708 
JPMORGAN CHASE & CO 4.505% 10-22-202810/22/20284.50%**1,590,423 
JPMORGAN CHASE & CO 4.603% 10-22-203010/22/20304.60%**355,192 
JPMORGAN CHASE & CO 4.915% 01-24-20291/24/20294.92%**9,796,887 
JPMORGAN CHASE & CO 4.979% 07-22-20287/22/20284.98%**175,610 
JPMORGAN CHASE & CO 4.995% 07-22-20307/22/20305.00%**431,502 
JPMORGAN CHASE & CO 5.012% 01-23-20301/23/20305.01%**5,405,321 
JPMORGAN CHASE & CO 5.04% 01-23-20281/23/20285.04%**2,971,701 
JPMORGAN CHASE & CO 5.103% 04-22-20314/22/20315.10%**7,237,714 
JPMORGAN CHASE & CO 5.14% 01-24-20311/24/20315.14%**1,448,220 
JPMORGAN CHASE & CO 5.299% 07-24-20297/24/20295.30%**1,164,932 
JPMORGAN CHASE & CO 5.571% 04-22-20284/22/20285.57%**2,259,297 
JPMORGAN CHASE & CO 5.572% 04-22-20364/22/20365.57%**946,722 
JPMORGAN CHASE & CO 5.766% 04-22-20354/22/20355.77%**10,673,316 
JPMORGAN CHASE & CO 5.834% 01-24-20361/24/20365.50%**418,926 
JPMORGAN CHASE & CO 6.07% 10-22-202710/22/20276.07%**6,064,250 
JPMORGAN CHASE & CO COM**72,271,368 
JPMORGAN CHASE & CO NT FIXED TO FLTG RATE 1.578% 04-22-20274/22/20271.58%**1,905,725 
JPMORGAN CHASE & CO. 2.739% 10-15-203010/15/20302.74%**3,946,773 
JPMORGAN CHASE & CO. 2.956% 05-13-20315/13/20312.96%**1,562,559 
JPMORGAN CHASE & CO. 5.336% 01-23-20351/23/20355.34%**622,808 
JPMORGAN CHASE & CO. 5.35% 06-01-20346/1/20345.35%**1,456,952 
JSC KAZMUNAYGAS 3.5% SNR MTN 14/04/2033 USD4/14/20333.50%**451,679 
JSC OGK-2 RUB0.3627(RUB)**38,025 
JSE LIMITED ZAR0.10**279,753 
JTEKT CORPORATION NPV**386,306 
JULIUS BAER GRUPPE CHF0.02 (REGD)**1,823,876 
JUNGHEINRICH NON-VTG PRF NPV**64,520 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
JUROKU FINANCIAL GROUP INC NPV**32,154 
JUSTSYSTEMS CORP NPV**35,510 
JUSUNG ENGINEERING KRW500**81,030 
JYSKE BANK A/S DKK10**1,852,258 
KAGA ELECTRONICS NPV**1,025,950 
KAKEN PHARM NPV**1,144,984 
KALBE FARMA IDR10**116,692 
KANADEN CORP NPV**38,299 
KANADEVIA CORP NPV**52,729 
KANEMATSU CORP NPV**9,182 
KANGWON LAND INC KRW500**125,825 
KANSAS CITY POWER & LIGHT CO 4.2% 03-15-20483/15/20484.20%**246,190 
KAORI HEAT TREATME TWD10**1,126,016 
KARAT PACKAGING INC COM**103,213 
KARDEX HOLDING AG**372,389 
KARMAN HLDGS INC COM**5,377,336 
KARUR VYSYA BANK INR2**559,639 
KASIKORNBANK PCL THB10 (NVDR)**3,267,699 
KAUFMAN & BROAD SA EUR0.26**453,945 
KAWADA TECHNOLOGIE NPV**83,735 
KAZATOMPROM JSC NA GDR EACH REPR 1 ORD REG**908,089 
KB HOME COM**3,806,942 
KBC GROEP NV NPV**4,944,605 
KBR INC COM**3,870,134 
KCE ELECTRONICS THB1(NVDR)**22,010 
KELINGTON GROUP BH MYR0.1**71,631 
KELLANOVA 4.3% DUE 05-15-20285/15/20284.30%**3,934,488 
KELLANOVA SR NT 5.75% 05-16-20545/16/20545.75%**201,423 
KELLER GROUP PLC ORD GBP0.10**177,901 
KELLY SERVICES INC CL A COM**246,083 
KEMPER CORP DEL COM**458,913 
KENKO MAYONNAISE NPV**79,455 
KENNAMETAL INC CAP**3,689,891 
KENVUE INC 5.2% 03-22-20633/22/20635.20%**145,644 
KENVUE INC COM**3,359,903 
KEPCO PLANT SERVICE & ENGINEERING CO LTDKRW200**112,627 
KERING**1,668,918 
KEROS THERAPEUTICS INC COM**464,636 
KESHUN WATERPROOF A CNY1**214,643 
KESTRA MEDICAL TECHNOLOGIES LTD COM USD1**2,393,801 
KEY BK NATL ASSN STEP CPN 4.39% DUE 12-14-202712/14/20274.39%**1,451,083 
KEYCORP 5.121% 04-04-20314/4/20315.12%**58,579 
KEYCORP NEW COM**1,667,877 
KEYMED BIOSCIENCES USD0.0001**288,418 
KEYSIGHT TECHNOLOGIES INC COM**10,590,872 
KFORCE INC**310,313 
KG CHEMICAL CORP KRW1000**195,685 
KG DONGBUSTEEL KRW5000**60,618 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
KG ECO SOLUTION CO LTD KRW500**53,071 
KGHM POLSKA MIEDZ PLN10.00**4,088,283 
KGI FINANCIAL HOLDING CO LTD TWD10**67,648 
KIA CORP**40,246 
KIATNAKIN PHATRA BANK PCL NON VTG DEP RCPT REP 1 ORD THB10**584,491 
KIER GROUP PLC ORD GBP0.01**160,507 
KILLAM APT REAL ES TRUST UNIT**33,500 
KILROY REALTY CORP 2.5% DUE 11-15-203211/15/20322.50%**626,143 
KILROY RLTY L P 6.25% 01-15-20361/15/20366.25%**310,658 
KIMBERLY-CLARK CORP COM**10,481,866 
KIMCO REALTY CORPORATION**2,617,181 
KINAXIS INC COM NPV**669,213 
KINDEN CORP NPV**130,014 
KINDER MORGAN 6.5% DUE 02-01-20372/1/20376.50%**240,284 
KINDER MORGAN INC 5.2% 06-01-20336/1/20335.20%**772,853 
KINDER MORGAN INC 5.55% DUE 06-01-20456/1/20455.55%**194,016 
KINDER MORGAN INC DEL 1.75% 11-15-202611/15/20261.75%**4,738,481 
KINDER MORGAN INC DEL COM**5,749,451 
KINDER MORGAN INC FIXED 3.25% DUE 08-01-20508/1/20503.25%**176,022 
KINETIC DEVELOPMENT GROUP LTD 144A USD0.001**21,348 
KINETIK HOLDINGS INC CL A NEW**391,683 
KING YUAN ELECTRON TWD10**354,466 
KINGBOARD HOLDINGS LTD**729,898 
KINGSGATE CONSD LTD NPV**36,218 
KINIKSA PHARMACEUTICALS INTERNATION USD0.00027323**323,730 
KINROSS GOLD CORP COM NPV NEW**19,712 
KINSUS INTERCONNE TWD10**278,321 
KION GROUP AG NPV**30,299 
KIRBY CORP COM**1,354,663 
KISSEI PHARM CO NPV**516,189 
KI-STAR REAL ESTATE CO LTD NPV**79,760 
KITRON ASA NOK0.10**459,112 
KIWOOM SECURITIES KRW5000**629,708 
KIYO BANK LTD NPV**27,038 
KKR & CO INC CL A CL A**19,749,074 
KKR CLO 27 LTD / KKR CLO 27 LLC 4.78219%01-15-20351/15/20355.01%**1,399,664 
KLA CORP 3.3% 03-01-20503/1/20503.30%**230,007 
KLA CORP 4.95% 07-15-20527/15/20524.95%**136,624 
KLA CORPORATION COM USD0.001**21,746,287 
KLARNA GROUP PLC**423,647 
KLN LOGISTICS GROUP LIMITED**46,911 
KNIGHT-SWIFT TRANSN HLDGS INC CL A CLASSA COMMON STOCK USD0.01**10,661,774 
KNOWLES CORP COM**8,165 
KOA CORPORATION NPV**48,142 
KOBE STEEL LTD**552,284 
KODIAK GAS SVCS INC COM**4,516,087 
KODIAK SCIENCES INC COM USD0.0001**427,117 
KOHLS CORP COM**53,188 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
KOITO MFG CO LTD NPV**297,694 
KOMATSU NPV**523,143 
KOMAX HLDG AG CHF0.10 (REGD)**278,569 
KOMERCNI BANKA CZK100**695,454 
KON AHOLD DELHAIZE EUR0.01**1,816,515 
KON BAM GROEP NV EUR0.10**1,440,805 
KONE CORPORATION NPV ORD 'B'**10,353,480 
KONECRANES OYJ NPV**966,502 
KONGSBERG GRUPPEN**458,857 
KONINKLIJKE HEIJMANS N.V**1,894,948 
KOREA ELEC POWER KRW5000**1,815,065 
KOREA ELEC TERM KRW500**162,813 
KOREA FUEL TECH CO KRW100**48,367 
KOREA GAS KRW5000**111,635 
KOREA INVESTMENT H 1ST PRF KRW5000**67,310 
KOREAN REINSURANCE KRW500**296,393 
KORN FERRY COM**1,377,375 
KOSE HOLDINGS CORPORATION**1,972,376 
KOTAK MAHINDRA BAN COMSTK**1,217,740 
KPP GROUP HOLDINGS CO LTD NPV**25,233 
KRAFT HEINZ CO COM**11,203,500 
KRAFT HEINZ FOODS 4.375% DUE 06-01-20466/1/20464.38%**352,282 
KRAFT HEINZ FOODS CO 5.4% 03-15-20353/15/20355.40%**3,601,768 
KRAFT HEINZ FOODS CO GTD SR NT 4.625% 10-01-203910/1/20394.62%**366,229 
KRATOS DEFENSE & SECURITY SOLUTIONS INC**5,208,413 
KRE COML MTG TR 2025-AIP4 COML MTG PASSTHRU CTF CL B 5.28019% 03-15-20423/15/20425.35%**1,496,271 
KROGER CO 4.45% DUE 02-01-20472/1/20474.45%**253,199 
KROGER CO 5.358% 09-15-20349/15/20345.00%**523,757 
KROGER CO 5.5% 09-15-20549/15/20545.50%**19,122 
KROGER CO 5.65% 09-15-20649/15/20645.65%**267,964 
KROGER CO COM**1,528,823 
KRONOS WORLDWIDE INC COM STK**41,287 
KRUNG THAI BNK LTD THB5.15(NVDR)**870,859 
KRYSTAL BIOTECH INC COM**3,834,190 
KS ST DEV FIN AUTH REV PUB EMPLOYEES RETSYS-C 5.501 5-1-34 BEO TXBL SF 5-1-275/1/20345.50%**1,054,031 
KT CORPORATION KRW5000**909,267 
KT CORPORATION SPON ADR EACH REP 1/2 ORD SHS KRW5000 ADR**415,898 
KT MILLIE SEOJAE KRW500**3,291 
KUAISHOU TECHNOLOG USD0.0000053 B CLASS**7,294,252 
KUBOTA CR OWNER TR 4.57% DUE 11-15-203011/15/20304.57%**813,543 
KUKBO DESIGN KRW500**41,178 
KUKDO CHEMICAL KRW5000**64,263 
KULICKE & SOFFA INDS INC COM**1,445,528 
KUMBA IRON ORE LTD ZAR0.01**150,297 
KUMHO TIRE CO KRW5000**32,299 
KUMIAI CHEM IND CO NPV**2,695 
KURA ONCOLOGY INC COM**551,958 
KURA SUSHI USA INC CL A COM CL A COM**793,898 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
KURITA WATER INDS NPV**52,649 
KUWAIT INTERNATIONAL BANK COM STK**446,896 
KUWAIT TELECOMMUNICATIONS COMPANY KWD0.1**183,892 
KYB CORPORATION NPV**65,517 
KYMERA THERAPEUTICS INC COM**301,436 
KYOBO SECURITIES KRW5000**65,423 
KYUSHU ELEC POWER NPV**1,244,696 
L A CAL DEPT ARPTS ARPT REV TAX BUILD AMER BD 6.582 DUE 05-15-20395/15/20396.58%**59,431 
L&K ENGINEERING CO TWD10**386,499 
L3HARRIS TECHNOLOGIES INC 3.85% DUE 12-15-202612/15/20263.85%**2,386,434 
L3HARRIS TECHNOLOGIES INC 4.4% DUE 06-15-20286/15/20284.40%**1,247,556 
L3HARRIS TECHNOLOGIES INC 5.05% 06-01-20296/1/20295.05%**3,304,953 
L3HARRIS TECHNOLOGIES INC 5.4% 07-31-20337/31/20335.40%**511,136 
L3HARRIS TECHNOLOGIES INC 5.6% 07-31-20537/31/20535.60%**348,375 
L3HARRIS TECHNOLOGIES INC COM**52,549 
LAB CORP AMER 2.95% DUE 12-01-202912/1/20292.95%**2,906,293 
LABCORP HLDGS INC COM**5,491,763 
LABORATORY CORP OF AMER 4.35% 04-01-20304/1/20304.35%**626,449 
LADDER CAP CORP CL A CL A**204,227 
LADDER CAP FIN 5.5% 08-01-20308/1/20305.50%**102,340 
LAGERCRANTZ GROUP SER'B'NPV**158,998 
LAM RESH CORP COM NEW**12,366,557 
LANCASHIRE HLDGS COM STK**408,741 
LANDS END INC NEW COM**173,790 
LANDSTAR SYS INC COM**2,436,002 
LANGHAM HOSP&LANGH UNIT 1 COM & 1 PREF SHS**21 
LAS VEGAS SANDS 3.5% DUE 08-18-20268/18/20263.50%**3,433,851 
LAS VEGAS SANDS 3.9% DUE 08-08-20298/8/20293.90%**1,423,227 
LAS VEGAS SANDS CORP 6.0% 08-15-20298/15/20296.00%**470,000 
LAS VEGAS SANDS CORP COM STK**1,691,754 
LATHAM GROUP INC COM**121,863 
LATTICE SEMICONDUCTOR CORP COM**1,856,497 
LAUREATE ED INC COM CL A**1,583,029 
LAURUS LABS LTD INR2 (POST SUBD)**1,117,931 
LAZARD GROUP LLC 6.0% 03-15-20313/15/20316.00%**2,861,016 
LAZARD INC COM USD0.01**5,722,068 
LCH_IRS MSNYUS33 06/05/2029 EUR P 6MEURIB / R 2.827% SWU024SM9**15,335 
LCH_IRS MSNYUS33 18/03/2056 EUR P 3% / R 6MEURIB SWU02JZS5**276,890 
LCH_OIS BOFAGB2U 02/03/2027 USD P 3.79% / R 1DSOFR SWU02ERC0**37,745 
LCH_OIS BOFAGB2U 02/12/2055 USD P 3% / R 1DSOFR SWU02F374**8,699,960 
LCH_OIS BOFAGB2U 02/28/2029 USD P 3.261% / R 1DSOFR SWU02AAL6**553,600 
LCH_OIS BOFAGB2U 02/28/2029 USD P 3.28% / R 1DSOFR SWU02A9M6**518,152 
LCH_OIS BOFAGB2U 02/28/2029 USD P 3.281% / R 1DSOFR SWU02ABS0**666,561 
LCH_OIS BOFAGB2U 06/30/2031 USD P 3.264% / R 1DSOFR SWU02AAH5**404,174 
LCH_OIS BOFAGB2U 06/30/2031 USD P 3.266% / R 1DSOFR SWU02A8V7**1,328,850 
LCH_OIS BOFAGB2U 08/07/2034 USD P 3.715% / R 1DSOFR SWU028NX1**1,745 
LCH_OIS MSNYUS33 01/06/2034 CAD P 3% / R 1DCORRA SWU02E7K4**1,712 
LCH_OIS MSNYUS33 01/06/2034 CAD P 3% / R 1DCORRA SWU02EAK0**2,853 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
LCH_OIS MSNYUS33 01/06/2034 CAD P 3% / R 1DCORRA SWU02ELG7**14,552 
LCH_OIS MSNYUS33 01/17/2034 USD P 3.6% / R 1DSOFR SWU020RA4**18,689 
LCH_OIS MSNYUS33 02/15/2055 USD P 3.814% / R 1DSOFR SWU02FXU0**389,966 
LCH_OIS MSNYUS33 02/15/2055 USD P 3.846% / R 1DSOFR SWU02GCD9**64,967 
LCH_OIS MSNYUS33 02/15/2055 USD P 3.872% / R 1DSOFR SWU02GCC1**163,109 
LCH_OIS MSNYUS33 03/27/2027 USD P 1DSOFR / R 3.68% SWU022ZE3**1,031,267 
LCH_OIS MSNYUS33 06/18/2027 USD P 3.25% / R 1DSOFR SWU02G0H3**147,731 
LCH_OIS MSNYUS33 06/20/2054 USD P 3.5% / R 1DSOFR SWU0206W9**2,226,372 
LCH_OIS MSNYUS33 08/15/2033 USD P 3.604% / R 1DSOFR SWU020NU4**72,983 
LCH_OIS MSNYUS33 08/15/2033 USD P 3.608% / R 1DSOFR SWU020O41**66,778 
LCH_OIS MSNYUS33 08/15/2033 USD P 3.609% / R 1DSOFR SWU020RD8**19,884 
LCH_OIS MSNYUS33 08/15/2033 USD P 3.619% / R 1DSOFR SWU020QQ0**21,323 
LCH_OIS MSNYUS33 08/21/2034 USD P 3.55% / R 1DSOFR SWU02A1B8**23,221 
LCH_OIS MSNYUS33 08/28/2034 USD P 3.555% / R 1DSOFR SWU02A7Z9**28,128 
LCH_OIS MSNYUS33 08/28/2034 USD P 3.565% / R 1DSOFR SWU02A805**26,574 
LCH_OIS MSNYUS33 08/28/2034 USD P 3.6% / R 1DSOFR SWU02A821**26,418 
LCH_OIS MSNYUS33 08/28/2034 USD P 3.605% / R 1DSOFR SWU02A839**3,054 
LCH_OIS MSNYUS33 08/28/2034 USD P 3.643% / R 1DSOFR SWU02A854**6,503 
LCH_OIS MSNYUS33 11/15/2054 USD P 3.956% / R 1DSOFR SWU02F2F7**166,400 
LCH_OIS MSNYUS33 17/09/2030 GBP P 1DSONIA / R 3.75% SWU02K0M3**124,183 
LCH_OIS MSNYUS33 18/03/2028 JPY P 1% / R 1DTONAR SWU02FLV1**113,769 
LCH_OIS SBSIUS33 08/15/2035 USD P 3.591% / R 1DSOFR 3597626**34,520 
LEAR CORP COM NEW COM NEW**4,724,156 
LEENO INDUSTRIAL KRW100**325,245 
LEG IMMOBILIEN SE**1,644,233 
LEGEND HOLDINGS CORPORATION 'H' CNY1**17,227 
LEGGETT & PLATT INC COM**48,818 
LEGRAND SA EUR4**7,726,950 
LEIDOS HLDGS INC COM**58,089 
LEIDOS INC 5.75% 03-15-20333/15/20335.75%**848,864 
LELON ELECTRONICS TWD10**105,568 
LEMAITRE VASCULAR INC COM STK**4,523,758 
LENDINGTREE INC NEW COM USD0.01**558,613 
LENDLEASE CORP LTD NPV (STAPLED)**100,561 
LENDMARK FDG TR 2021-1 1.9% 11-20-203111/20/20311.90%**1,948,904 
LENDMARK FDG TR 2025-1 ASSET BACKED NT CL A 144A 4.94% 09-20-20349/20/20344.94%**525,955 
LENNAR CORP CL A CL A**294,316 
LENOVO GROUP LIMITED HKD0.025**2,771,992 
LENZ THERAPEUTICS INC NEW COM**115,104 
LEONARDO DRS INC COM**1,387,497 
LEONARDO SPA NPV**2,583,916 
LEONG HUP INTERNAT NPV**20,984 
LEPU BIOPHARMA CO COMSTK**130,899 
LEVI STRAUSS & CO NEW CL A CL A**827,858 
LG CHEMICAL KRW5000**563,341 
LG DISPLAY**13,430 
LG ELECTRONICS INC KRW5000**2,061,921 
LG HELLOVISION CO LTD**69,089 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
LG INNOTEK CO KRW5000**2,880,721 
LG UPLUS CORP KRW5000**136,936 
LI NING CO LTD HKD0.1**1,855,366 
LIBERTY BROADBAND CORP COM SER C COM SERC**18,128 
LIBERTY GLOBAL LTD. COM USD0.01 CLASS C**310,920 
LIBERTY LATIN AMERICA LTD COM USD0.01 CLASS A**9,252 
LIBERTY LATIN AMERICA LTD COM USD0.01 CLASS C**189,245 
LIC HOUSING FINAN INR 2**75,014 
LIFE CORPORATION NPV**29,352 
LIFE HEALTHCARE GR ZAR0.000001**56,731 
LIFE TIME GROUP HLDGS INC COM**5,207,208 
LIFULL CO LTD NPV**26,914 
LIG NEX1 CO LTD KRW5000**29,809 
LIGAND PHARMACEUTICALS INCORPORATED CL BCOMMON STOCK**8,887,424 
LIGHTPATH TECHNOLOGIES INC CL A NEW COM**1,364,256 
LILLY ELI & CO 4.0% 10-15-202810/15/20284.00%**1,705,947 
LINCOLN ELEC HLDGS INC COM**4,074 
LINCOLN NATL CORP COM**103,087 
LINDE PLC**19,025,095 
LINEAGE INC COM**72,065 
LINGBAO GOLD GROUP COMPANY LTD**2,301 
LINK REAL ESTATE INVESTMENT TRUST UNITS**10,712 
LION FINANCE GROUP PLC**511,742 
LION TRAVEL SERVICE CO LTD TWD10**109,276 
LIQUIDIA CORPORATION COM USD0.001**7,553 
LIQUIDITY SVCS INC COM STK**24,581 
LIVANOVA PLC ORD GBP1.00 (DI)**1,149,319 
LIVE OAK BANCSHARES INC COM**324,951 
LIVERAMP HOLDINGS INC**180,302 
LKQ CORP COM LKQ CORP**5,645,769 
LLOYDS BANKING GROUP PLC 4.425% 11-04-203111/4/20314.42%**997,700 
LLOYDS BANKING GROUP PLC 5.087% 11-26-202811/26/20285.09%**3,088,084 
LLOYDS BANKING GROUP PLC 5.871% 03-06-20293/6/20295.87%**5,185,365 
LLOYDS BANKING GROUP PLC 5.985% 08-07-20278/7/20275.98%**6,723,583 
LLOYDS BKG GROUP FLTG RT 3.574% 11-07-202811/7/20283.57%**1,555,781 
LLOYDS BKG GROUP PLC 4.943% 11-04-203611/4/20364.94%**822,680 
LLOYDS BKG GROUP PLC 5.679% 01-05-20351/5/20355.68%**9,489,205 
LOADSTAR CAPITAL K NPV**101,946 
LOAR HOLDINGS INC COM**911,540 
LOCALIZA RENT A CA COM NPV 144A/REG**774,436 
LOCALIZA RENT A CAR SA PRF NPV**28,370 
LOCKHEED MARTIN 4.15% DUE 08-15-20288/15/20284.15%**818,430 
LOCKHEED MARTIN CORP 4.4% 08-15-20308/15/20304.40%**1,050,883 
LOCKHEED MARTIN CORP 5.2% 02-15-20552/15/20555.20%**188,879 
LOCKHEED MARTIN CORP COM**4,251,943 
LOCKHEED MARTIN CORP NT 6.15% DUE 09-01-2036/12-18-20069/1/20366.15%**289,814 
LOGISTA INTEGRAL S A**2,806,077 
LOGITECH INTL CHF0.25 (REGD)**10,023,696 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
LOGO YAZILIM TRY1**360,452 
LOJAS RENNER SA COM NPV**295,766 
LONDON STOCK EXCHANGE GROUP ORD GBP0.06918604**8,666,911 
LONKING HOLDINGS HKD0.1**593,635 
LONZA GROUP AG CHF1 (REGD)**233,516 
LOT VACUUM CO LTD KRW500**57,647 
LOTTE SHOPPING C0 KRW5000**27,932 
LOTTERY CORPORATIO NPV**4,755 
LOTTOMATICA GROUP NPV**1,325,881 
LOTUS PHARMACEUTIC**1,846,406 
LOUIS HACHETTE GR EUR0.2**312,287 
LOUISIANA LOC GOVT ENVRNMNTL FACS & TAX-LA UTILS RESTRTN CORP 5.048% 12-01-203412/1/20345.05%**413,812 
LOUISIANA-PACIFIC CORP COM**2,164,530 
LOVESAC CO COM**106,126 
LOWES COS INC 3.35% 04-01-20274/1/20273.35%**1,880,577 
LOWES COS INC 4.0% 10-15-202810/15/20284.00%**2,560,682 
LOWES COS INC 4.05% DUE 05-03-20475/3/20474.05%**412,425 
LOWES COS INC 4.8% DUE 04-01-20264/1/20264.80%**1,391,096 
LOWES COS INC COM**49,691,259 
LPL FINL HLDGS INC COM**7,999,536 
LPL HLDGS INC 4.9% 04-03-20284/3/20284.90%**304,504 
LPL HLDGS INC 6.75% 11-17-202811/17/20286.75%**752,632 
LPL HLDGS INC SR NT 5.7% 05-20-20275/20/20275.70%**764,449 
LS CORP KRW5000**537,304 
LS ECO ENERGY LTD KRW500**5,037 
LUK FOOK HLDGS HKD0.10**289,844 
LUKOIL PJSC**599,597 
LUMAX INDUSTRIES INR10**128,709 
LUMEN TECHNOLOGIES INC**433,869 
LUMENTUM HLDGS INC COM**4,017,262 
LUNDIN GOLD INC COM**16,636 
LUNDIN MINING CORP COM NPV**1,385,957 
LUOLAI LIFESTYLE TECHNOLOGY CO LTD 'A'CNY1 (STOCK CONNECT)**252,966 
LUYE PHARMA GP LTD USD0.02**586,124 
LUZERNER KTBK CHF3.70 (REGD)**95,713 
LVMH MOET HENNESSY EUR0.30**15,014,810 
LX INTERNATIONAL CORP KRW5000**48,416 
LY CORP NPV**6,023,309 
LYB INTL FIN III LLC 5.125% 01-15-20311/15/20315.12%**532,419 
LYFT INC CL A CL A**3,200,137 
LYNAS RARE EARTHS LTD**542,541 
LYONDELLBASELL IND N V COM USD0.01 CL 'A'**1,261,892 
M UP HOLDINGS INC**115,857 
M&T BANK CORPORATION 5.179% 07-08-20317/8/20315.18%**272,234 
M.P. EVANS GROUP ORD GBP0.10**84,625 
MAANSHAN IRON&STL 'H'CNY1**28,378 
MABUCHI MOTOR CO NPV**794,756 
MACERICH CO REIT**1,443,074 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
MACMAHON HLDGS NPV**213,375 
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC COM STK**6,649,603 
MACQUARIE BK LTD 0% CP 11-19-202611/19/2026—%**5,640,530 
MACQUARIE GROUP LTD 21/06/2028 4.098% 06-21-20286/21/20284.10%**5,000,935 
MACQUARIE MEXICO REAL ESTATE MGMT**31,138 
MACROGENICS INC COM**13,447 
MACYS INC COM STK**14,729 
MADISON PARK FUNDING LTD 20/04/2032 0% 04-20-20324/20/20325.14%**1,026,584 
MADISON PK FDG LX LTD / MADISON PK 5.03802% 10-25-203710/25/20375.23%**4,515,993 
MADISON PK FDG XXX FLTG RT 0% DUE 07-16-20377/16/20375.25%**10,434,838 
MADISON SQUARE GARDEN ENTMT CORP CL A**879,377 
MADRIGAL PHARMACEUTICALS INC COM**3,866,738 
MAGNA INTERNATIONAL INC COMMON STOCK**19,417,190 
MAGNERA CORP COM**370,067 
MAGNITE INC COM**56,805 
MAGNUM ICE CREAM C ORD EUR3.50 (DI)**34,543 
MAGNUM ICE CREAM COMPANY N.V. NPV**360,112 
MAGYAR TELEKOM HUF100**115,476 
MAHINDRA &MAH FIN**318,851 
MAKUS INC KRW500**26,254 
MALIBU BOATS INC COM CL A COM CL A**4,440,085 
MAMA S CREATIONS INC**24,282 
MAN INFRACONSTRUCTION LTD INR2**74,146 
MANGALORE REF &PET INR10**114,492 
MANHATTAN ASSOCS INC COM**3,879,198 
MANITOBA PROV CDA DEB SER GM 2.125% DUE 06-22-2026 REG6/22/20262.12%**198,305 
MANITOBA PROV CDA USD 4.3% 07-27-20337/27/20334.30%**3,989,070 
MANNKIND CORP COM USD0.01(POST REV SPLIT)**131,516 
MANPOWERGROUP INC**711,944 
MANULIFE FINL CORP 4.15% DUE 03-04-20263/4/20264.15%**51,006 
MAPLE GROVE FDG TR I PRE-CAPITALIZED TR SECS 4.161% 08-15-20518/15/20514.16%**1,479,153 
MAPLEBEAR INC COM**3,185,394 
MARA HOLDINGS INC COM USD0.0001**42,224 
MARATHON PETE CORP 4.75% DUE 09-15-20449/15/20444.75%**214,462 
MARATHON PETE CORP 5.125% 05-22-201912/15/20265.12%**1,375,226 
MARATHON PETE CORP COM**327,212 
MARATHON PETROLEUM CORP 5.15% 03-01-20303/1/20305.15%**2,565,084 
MARAVAI LIFESCIENCES HLDGS INC CL A CL A**252,808 
MARCOPOLO SA PRF NPV**15,340 
MAREX GROUP PLC 5.829% 05-08-20285/8/20285.83%**304,938 
MARICO LTD INR1**129,285 
MARICOPA CNTY ARIZ INDL DEV AUTH ED 7.375% 10-01-202910/1/20297.38%**209,805 
MARKEL GROUP INC**4,748,577 
MARKEL GROUP INC 5% DUE 04-05-20464/5/20465.00%**279,400 
MARKETAXESS HLDGS INC COM STK**1,045,269 
MARKETECH INTERNATIONAL CORP**78,770 
MARQETA INC COM USD0.001 A**1,543,422 
MARRIOTT INTERNATIONAL INC 5.0% 10-15-202710/15/20275.00%**2,486,700 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
MARRIOTT INTL INC NEW 4.2% 07-15-20277/15/20274.20%**1,224,545 
MARRIOTT INTL INC NEW 4.9% 04-15-20294/15/20294.90%**250,676 
MARRIOTT INTL INC NEW 5.45% 09-15-20269/15/20265.45%**1,437,828 
MARRIOTT INTL INC NEW 5.5% 04-15-20374/15/20375.50%**615,508 
MARRIOTT INTL INC NEW COM STK CL A**24,717,441 
MARRIOTT VACATIONS WORLDWIDE CORP COM**4,089,010 
MARSH**27,132,486 
MARSH & MCLENNAN COS INC 4.55% 11-08-202711/8/20274.55%**1,593,837 
MARTIN MARIETTA 4.25% 12-15-204712/15/20474.25%**207,207 
MARTIN MARIETTA MATLS INC COM**13,529,156 
MARTINREA INTL INC COM NPV**1,518,089 
MARUBENI CORP NPV**133,302 
MARUBUN CORP NPV**28,264 
MARUI GROUP CO LTD**73,977 
MARUTI SUZUKI IND INR5**1,566,422 
MARVELL TECHNOLOGY INC 5.75% 02-15-20292/15/20295.75%**3,510,965 
MARVELL TECHNOLOGY INC COM**1,573,830 
MARVELL TECHNOLOGY INC SR NT 4.75% 07-15-20307/15/20304.75%**872,233 
MARVELL TECHNOLOGY INC SR NT 5.45% 07-15-20357/15/20355.45%**749,774 
MASCO CORP 6.5% DUE 08-15-20328/15/20326.50%**328,201 
MASCO CORP COM**545,502 
MASCO CORP FIXED 2% DUE 10-01-203010/1/20302.00%**56,264 
MASSACHUSETTS EDL FING AUTH SER 8-1 CL A1 FLTG 04-25-20384/25/20385.52%**2,075 
MASTEC INC 5.9% 06-15-20296/15/20295.90%**281,482 
MASTEC INC COM**13,995,802 
MASTERBRAND INC COM**4,123,771 
MASTERCARD INC 4.55% 03-15-20283/15/20284.55%**908,065 
MASTERCARD INCORPORATED COM USD0.0001 CLASS A**113,846,602 
MASTERCRAFT BOAT HLDGS INC COM**35,834 
MASTR AST BACKED FLTG RT 4.00707% DUE 11-25-203611/25/20364.07%**1,014,334 
MATADOR RES CO COM**772,408 
MATCH GROUP INC NEW COM**3,343,242 
MATIV HOLDINGS INC**229,185 
MATRIMONY COM LTD INR5**50,868 
MATRIX SVC CO COM**92,290 
MAXELL LTD NPV**36,748 
MAZDA MOTOR CORP NPV**1,146,324 
MBANK SA PLN4**116,921 
MBRF GLOBAL FOODS COMPANY SA**37,191 
MBX BIOSCIENCES INC COM**214,504 
MC DONALDS CORP COM**25,677,199 
MCDONALDS CORP 4.45% DUE 03-01-2047 REG3/1/20474.45%**77,269 
MCDONALDS CORP 4.4% 02-12-20312/12/20314.40%**1,165,329 
MCDONALD'S CORP FIXED 4.45% DUE 09-01-20489/1/20484.45%**212,165 
MCDONALDS CORP MEDIUM TERM NTS BOOK 3.625% DUE 09-01-20499/1/20493.62%**177,178 
MCJ CO LTD NPV**22,625 
MCKESSON CORP**38,957,213 
MCKESSON CORP NEW 4.25% 09-15-20299/15/20294.25%**399,422 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
MCNEX CO.LTD KRW500**235,518 
MDA SPACE LTD COM NPV**812,367 
MEARS GROUP ORD GBP0.01**929,850 
MEBUKI FINANCIAL GROUP INC NPV**62,249 
MECHEL PJSC RUB10(RUB)**641 
MECHEL-PFD**448 
MEDIAALPHA INC CL A CL A**396,011 
MEDIATEK INC TWD10**12,242,644 
MEDIBANK PRIVATE L NPV**540,620 
MEDLINE INC CL A CL A**1,944,474 
MEDPACE HLDGS INC COM**6,560,072 
MEDSTAR HEALTH INC 3.626% DUE 08-15-20498/15/20493.63%**440,198 
MEDTRONIC INC 2.95% 10-15-203010/15/20302.95%**117,250 
MEDTRONIC PLC COMMON STOCK STOCK**31,664,258 
MEGACABLE HOLDINGS-CPO COM STK**15,534 
MEGAPORT LTD NPV**85,213 
MEIDENSHA CORP NPV**14,214 
MEIJI HOLDINGS CO NPV**351,290 
MEIRAGTX HOLDINGS PLC**71,653 
MELCO RESORTS & ENTERTAINMENT LIMITED**764,161 
MELIA HOTELS INTL EUR0.2**363,694 
MEMORIAL HLTH SVCS 3.447% DUE 11-01-204911/1/20493.45%**341,975 
MERCADOLIBRE INC COM STK**10,379,482 
MERCEDES-BENZ AUTO FIXED 4.51% DUE 11-15-202711/15/20274.51%**190,665 
MERCEDES-BENZ AUTO RECEIVABLES SR 25-1 CL A3 4.78% 12-17-202912/17/20294.78%**10,779,553 
MERCEDES-BENZ GROUP AG**177,361 
MERCK & CO INC 2.9% DUE 12-10-206112/10/20612.90%**186,883 
MERCK & CO INC 2.75% DUE 12-10-2051 BEO12/10/20512.75%**155,405 
MERCK & CO INC 4.15% 03-15-20313/15/20314.15%**1,551,140 
MERCK & CO INC 5.5% 03-15-20463/15/20465.50%**240,002 
MERCK & CO INC NEW 4.45% DUE 12-04-203212/4/20324.45%**2,392,609 
MERCK & CO INC NEW 5.7% DUE 12-04-206512/4/20655.70%**208,416 
MERCK & CO INC NEW COM**10,811,465 
MERCK KGAA NPV**11,537,725 
MERCURY GEN CORP NEW COM**1,261,533 
MERIT MED SYS INC COM**4,449,307 
MERITAGE HOMES CORP COM**1,028,191 
MERLIN PROPERTIES EUR1**86,277 
MERRILL LYNCH MTG FLTG RT 4.58207% DUE 09-25-20359/25/20354.64%**2,840 
MERTIZ FINANCIAL GROUP**676,928 
MESA LABS INC COM**2,692,158 
MESOBLAST LTD COMSTK**425,476 
META FINL GROUP INC COM**56,019 
META PLATFORMS INC 4.2% 11-15-203011/15/20304.20%**4,329,801 
META PLATFORMS INC 4.3% 08-15-20298/15/20294.30%**565,061 
META PLATFORMS INC 4.6% 11-15-203211/15/20324.60%**827,698 
META PLATFORMS INC 4.875% 11-15-203511/15/20354.88%**2,140,729 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
META PLATFORMS INC 5.4% 08-15-20548/15/20545.40%**615,965 
META PLATFORMS INC 5.55% 08-15-20648/15/20645.55%**791,197 
META PLATFORMS INC 5.6% DUE 05-15-20535/15/20535.60%**144,085 
META PLATFORMS INC 5.625% 11-15-205511/15/20555.62%**413,525 
META PLATFORMS INC COM USD0.000006 CL 'A'**171,264,669 
META PLATFORMS INC FIXED 4.45% DUE 08-15-20528/15/20524.45%**440,799 
META PLATFORMS INC SR NT 5.75% 11-15-206511/15/20655.75%**143,636 
METALS EXPLOR.(UK) ORD GBP0.0001**112,132 
METALS X LTD NPV**391,979 
METAWATER CO LTD NPV**85,872 
METLEN ENGY & MET. ORD EUR1**1,097,184 
METLIFE INC 5.25% DUE 01-15-20541/15/20545.25%**314,906 
METLIFE INC COM STK USD0.01**6,716,768 
METRO BANK HOLDING ORD GBP0.000001**79,861 
METROPOLE TV-(M6) EUR0.40**40,511 
MEXICO(UTD MEX ST) 4% GTD 30/11/2028 DUAL CURR11/30/202834.66%**19,204 
MFA 2020-NQM2 TR 1.381% DUE 04-25-20654/25/20651.38%**73,550 
MFA 2023-NQM2 TR FLTG RT 4.4% DUE 03-25-20683/25/20684.40%**2,041,323 
MFA 2023-NQM4 TR 6.105% DUE 12-25-206812/25/20686.10%**1,700,291 
*MFB NT COLLECTIVE 1-10 YR.INTERMEDIATE GOVT BOND INDEX FD-NON-LENDING**402,437,502 
*MFB NT COLLECTIVE AGGREGATE BOND INDEX FUND-NON LENDING**7,532,439,519 
*MFB NT COLLECTIVE LONG-TERM GOVT BD INDEX FUND-NON-LENDING**159,373,222 
*MFB NT COLLECTIVE RUSSELL 2000 INDEX FUND - DC - NON LENDING (TIER J)**4,301,114,287 
MFE-MEDIAFOREUROPE N.V. EUR0.06 A**386,824 
MFO AEW GLOBAL PROPERTIES TRUST FUND DC PLAN CLASS B 00105A30-0452**327,594,627 
MFO JPMORGAN MBS FUND COMMINGLED**335,898,839 
MFO PIMCO ABS AND SHORT TERM INVESTMENT PORT**125,753 
MFO PIMCO COMMODITIES PLUS COLTV TR (SEI) 92202**62,232,649 
MFO PIMCO FDS PAC INVT MGMT SER SHORT-TERM PORTFOLIO INSTL CL**2,913,828 
MFO PIMCO FDS PAC INVT MGMT SER INVT GRADE CR BD PORT INSTL CL**40,540 
MFO PIMCO FDS PIMCO SECTOR FD SER H**2,915,844 
MFO PIMCO LONG DURATION CREDIT BOND PORT**111,700,300 
MFO PIMCO SHORT TERM FLOATING NAV II**57,398,023 
MFO WTC CIF II DIVERSIFIED REAL ASSETS SERIES**583,442,942 
MGAME CORP KRW500**95,536 
MGM CHINA HLDGS LT HKD1**943,226 
MGM RESORTS INTERNATIONAL COM**17,880 
MHP COML MTG TR 2025-MHIL2 COML MTG PASSTHRU CTF CL B 5.48019% 09-15-20409/15/20405.55%**1,249,998 
MI TECHNOVATION NPV**32,505 
MIAMI INTL HLDGS INC COM**557,191 
MICHELIN (CGDE) EUR0.50 (POST SUBDIVISION)**6,774,552 
MICHIGAN FIN AUTH REV MUNI 3.384% 12-01-204012/1/20403.38%**5,917,958 
MICROCHIP TECHNOLOGY INC 4.9% 03-15-20283/15/20284.90%**1,297,912 
MICROCHIP TECHNOLOGY INC COM**305,474 
MICRON TECH INC COM**11,759,177 
MICRON TECHNOLOGY INC 2.703% 04-15-20324/15/20322.70%**444,605 
MICRON TECHNOLOGY INC 5.3% 01-15-20311/15/20315.30%**2,114,712 
MICROSOFT CORP 2.921% 03-17-2052 USD3/17/20522.92%**36,849 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
MICROSOFT CORP COM**370,059,253 
MICROSOFT CORP SR NT 2.5% 09-15-20509/15/20502.50%**480,772 
MID-AMERICA APARTMENT 1.7% DUE 02-15-2031 BEO2/15/20311.70%**298,080 
MIDAMERICAN ENERGY 4.4% DUE 10-15-204410/15/20444.40%**563,212 
MIDAMERICAN ENERGY 5.858% 09-15-20549/15/20545.85%**206,285 
MIDDLEBY CORP COM**5,133,129 
MIDLAND STS BANCORP INC ILL COM**171,879 
MIDMICHIGAN HEALTH 3.409% DUE 06-01-20506/1/20503.41%**278,502 
MIGOS TICARET A.S COMSTK**572,385 
MILLER INDS INC TENN COM NEW**205,124 
MILLERKNOLL INC COM STK USD0.20**4,590,474 
MILLICOM INTERNATIONAL CELLULAR COM USD1.50 (POST-SUBD)**107,886 
MILLROSE PROPERTIES INC. COM USD0.01 CL A WI**1,897,044 
MINDA CORP LTD INR2**434,666 
MINDSPACE BUS PRK NPV(REIT)**261,378 
MINERALYS THERAPEUTICS INC COM**129,229 
MINERVA SA COM NPV**114,790 
MINISTRY FIN PEOPLES REP CHINA 3.625% 11-13-202811/13/20283.62%**302,428 
MINISTRY FIN PEOPLES REP CHINA BD 144A 3.75% 11-13-203011/13/20303.75%**202,260 
MINSHENG EDUCATION GROUP CO LTD USD0.00001**13,612 
MINTO APT REAL UNIT**242,620 
MIRAE ASSET SEC 2ND PRF KRW5000**944,827 
MIRAE ASSET SECURITIES CO LTD**225,015 
MIRAI CORPORATION REIT**130,224 
MIRUM PHARMACEUTICALS INC COM**829,632 
MIRVAC GROUP STAPLED SECURITIES**449,894 
MISSION PRODUCE INC COM**64,334 
MITIE GROUP ORD GBP0.025**146,465 
MITRABARA ADIPERDA IDR100**7,509 
MITSUBISHI ELEC CP NPV**14,494,035 
MITSUBISHI ESTAT.L REIT**5,087 
MITSUBISHI HVY IND NPV**1,773,683 
MITSUBISHI KAKOKI NPV**74,069 
MITSUBISHI MATERLS NPV**1,219,860 
MITSUBISHI RESEARC NPV**636,703 
MITSUBISHI STEEL NPV**105,379 
MITSUBISHI UFJ 1.538% DUE 07-20-20277/20/20271.54%**4,315,273 
MITSUBISHI UFJ 2.309% DUE 07-20-20327/20/20322.31%**1,071,408 
MITSUBISHI UFJ 2.757% DUE 09-13-20269/13/20262.76%**299,556 
MITSUBISHI UFJ 5.017% DUE 07-20-20287/20/20285.02%**2,085,542 
MITSUBISHI UFJ 5.188% DUE 09-12-20369/12/20365.19%**468,198 
MITSUBISHI UFJ FIN GRP BDS 3.195% 07-18-20297/18/20293.20%**7,257,466 
MITSUBISHI UFJ FIN GRP 5.197% 01-16-20311/16/20315.20%**1,389,494 
MITSUBISHI UFJ FINANCIAL GROUP INC 5.242% DUE 04-19-20294/19/20295.24%**862,462 
MITSUBISHI UFJ FINANCIAL GROUP INC SR NT2.048% 07-17-20307/17/20302.05%**3,635,613 
MITSUBISHI UFJ FINL GROUP INC 5.574% 01-16-20361/16/20365.57%**419,364 
MITSUBISHI UFJ FINL GROUP INC SR CALL FXD TO FXD RESET 1.64% 10-13-202710/13/20271.64%**3,695,761 
MITSUBISHI UFJ FINL GROUP INC SR CALL NTFXD TO FXD RESET 4.527% 09-12-20319/12/20314.53%**3,079,401 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
MIURA CO LTD NPV**151,228 
MIXI. INC NPV**187,895 
MIZUHO BANK LTD/NY 03-10-2025 CD FRN 03-06-2026**1,484,643 
MIZUHO FINANCIAL GROUP NPV**5,851,096 
MIZUHO FINL GROUP 5.382% 07-10-20307/10/20305.38%**3,187,114 
MIZUHO FINL GROUP INC 2.172% DUE 05-22-2032 REG5/22/20322.17%**4,356,593 
MIZUHO FINL GROUP INC 2.201% 07-10-20317/10/20312.20%**4,554,351 
MIZUHO FINL GROUP INC 2.869% 09-13-20309/13/20302.87%**3,146,934 
MIZUHO FINL GROUP INC 5.376% 05-26-20305/26/20305.38%**970,918 
MKS INC**11,973,015 
MLP COMPASS DIVERSIFIED HLDGS FORMERLY COMP SH BEN INT**264,662 
MLP XPLR INFRASTRUCTURE LP COM UNIT LTD PARTNERSHIP INT**137,370 
MMC NORILSK NICKEL ADR EACH REPR 1/10 SHARE (S**8 
MMC NORILSK NICKEL PJSC**265,182 
MMG LTD NPV**739,143 
MN HOLDINGS BHD NPV**135,399 
MNTN INC CL A CL A**1,179,182 
MOBILE TEL SYSTEMS KWD0.1**650,453 
MOBILE TELESYSTEMS PJSC**62,603 
MODERNA INC COM**1,009,413 
MODETOUR NETWORK I KRW500**39,397 
MODINE MFG CO COM STK**2,085,960 
MOIL LTD**367,105 
MOLINA HEALTHCARE INC COM**582,227 
MOLSON COORS BEVERAGE COMPANY COM USD0.01 CLASS B**257,394 
MOMENTUM GROUP LTD ZAR0.000001**347,162 
MONARCH CASINO & RESORT INC COM**55,219 
MONDAY COM LTD COM NPV**26,413 
MONDELEZ INTL INC COM**16,884,318 
MONETA MONEY BANK CZK20.00**5,606,120 
MONGODB INC CL A CL A**193,057 
MONOLITHIC PWR SYS INC COM**580,070 
MONOPAR THERAPEUTICS INC COM NEW**168,213 
MONSTER BEVERAGE CORP NEW COM**26,019,038 
MOODYS CORP COM**1,550,941 
MORGAN STANLEY 1.794% 02-13-20322/13/20321.79%**2,290,437 
MORGAN STANLEY 1.928% DUE 04-28-20324/28/20321.93%**615,334 
MORGAN STANLEY 2.239% 07-21-20327/21/20322.24%**5,425,674 
MORGAN STANLEY 2.475% 01-21-20281/21/20282.48%**4,717,863 
MORGAN STANLEY 2.511% 10-20-203210/20/20322.51%**1,571,315 
MORGAN STANLEY 2.699% DUE 01-22-20311/22/20312.70%**2,257,667 
MORGAN STANLEY 3.125% DUE 07-27-20267/27/20263.12%**307,625 
MORGAN STANLEY 3.625% DUE 01-20-20271/20/20273.62%**4,169,553 
MORGAN STANLEY 3.772% 01-24-20291/24/20293.77%**3,003,830 
MORGAN STANLEY 3.79%-FRN SNR 21/03/30 EUR3/21/20303.79%**360,722 
MORGAN STANLEY 3.955% 03-21-20353/21/20353.96%**834,596 
MORGAN STANLEY 3.971% 07-22-20387/22/20383.97%**225,352 
MORGAN STANLEY 4.133% 10-18-202910/18/20294.13%**3,627,936 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
MORGAN STANLEY 4.3% DUE 01-27-20451/27/20454.30%**304,119 
MORGAN STANLEY 4.35 DUE 09-08-20269/8/20264.35%**7,723,508 
MORGAN STANLEY 4.431% 01-23-20301/23/20304.43%**313,923 
MORGAN STANLEY 4.654% 10-18-203010/18/20304.65%**1,888,769 
MORGAN STANLEY 4.892% 10-22-203610/22/20364.89%**33,774 
MORGAN STANLEY 5.042% 07-19-20307/19/20305.04%**2,386,950 
MORGAN STANLEY 5.123% DUE 02-01-20292/1/20295.12%**296,097 
MORGAN STANLEY 5.164% 04-20-20294/20/20295.16%**11,090,634 
MORGAN STANLEY 5.173% 01-16-20301/16/20305.17%**14,146,762 
MORGAN STANLEY 5.23% 01-15-20311/15/20315.23%**902,269 
MORGAN STANLEY 5.25% 04-21-20344/21/20345.25%**763,230 
MORGAN STANLEY 5.32% 07-19-20357/19/20355.32%**1,578,283 
MORGAN STANLEY 5.449% 07-20-20297/20/20295.45%**3,846,155 
MORGAN STANLEY 5.466% 01-18-20351/18/20355.47%**2,676,992 
MORGAN STANLEY 5.652% 04-13-20284/13/20285.65%**2,824,896 
MORGAN STANLEY 5.656% 04-18-20304/18/20305.66%**2,542,747 
MORGAN STANLEY 5.831% 04-19-20354/19/20355.83%**329,978 
MORGAN STANLEY 5.948% 01-19-20381/19/20385.95%**474,189 
MORGAN STANLEY 6.342% 10-18-203310/18/20336.34%**241,398 
MORGAN STANLEY 6.407% 11-01-202911/1/20296.41%**424,118 
MORGAN STANLEY 6.627% 11-01-203411/1/20346.63%**8,962,771 
MORGAN STANLEY BANK NA 5.504% 05-26-20285/26/20285.50%**9,320,171 
MORGAN STANLEY BK 2.84% DUE 11-15-204911/15/20492.84%**3,587,898 
MORGAN STANLEY BK AMER MERRILL LYNCH TR 2017-C34 CL A-SB 3.354% 11-15-205211/15/20523.35%**675,679 
MORGAN STANLEY BK N A 4.447% 10-15-202710/15/20274.45%**1,713,640 
MORGAN STANLEY BK N A 4.968% 07-14-20287/14/20284.97%**1,698,662 
MORGAN STANLEY BK N A 5.016% 01-12-20291/12/20295.02%**11,009,012 
MORGAN STANLEY BK N A SALT LAKE CITY UTAH 4.952% 01-14-20281/14/20284.95%**3,879,294 
MORGAN STANLEY BK N A SALT LAKE CY GLOBAL NT SER A 3/A2 4.754% 04-21-20264/21/20264.75%**778,472 
MORGAN STANLEY COM STK USD0.01**52,244,594 
MORGAN STANLEY DIRECT LENDING FD 6.15% 05-17-20295/17/20296.15%**1,232,996 
MORGAN STANLEY FIXED 1.593% DUE 05-04-20275/4/20271.59%**10,996,728 
MORGAN STANLEY FIXED 5.516% 11-19-205511/19/20555.52%**148,757 
MORGAN STANLEY FLTG RT 6.296% DUE 10-18-202810/18/20286.30%**308,581 
MORGAN STANLEY MTN 1.512% DUE 07-20-20277/20/20271.51%**1,304,282 
MORGAN STANLEY PRIVATE BANK 4.734% 07-18-20317/18/20314.73%**2,734,151 
MORGAN STANLEY PRIVATE BANK NATIONA 4.204% 11-17-202811/17/20284.20%**2,919,654 
MORGAN STANLEY PVT BK 4.465% 11-19-203111/19/20314.46%**1,805,636 
MORGAN STANLEY SR NT FIXED / FLTG 4.994%04-12-20294/12/20294.99%**9,363,704 
MORGAN STANLEY SR NT FIXED / FLTG 5.192%04-17-20314/17/20315.19%**3,743,707 
MORGAN STANLEY SR NT FIXED / FLTG 5.664%04-17-20364/17/20365.66%**32,604 
MORI HILLS REIT REIT**34,221 
MORIROKU CO LTD NPV**41,386 
MORNINGSTAR INC COM STK**1,204,984 
MOSAIC CO/THE**1,139,047 
MOTHERSON SUMI LIMITED DEMAT EQUITY**101,793 
MOTILAL OSWAL FINA INR1**256,241 
MOTOR OIL REFIN SA EUR0.75**117,898 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
MOTOROLA SOLUTIONS 4.6% DUE 02-23-20282/23/20284.60%**70,725 
MOTOROLA SOLUTIONS INC**5,162,554 
MOTOROLA SOLUTIONS INC 2.3% DUE 11-15-2030/08-14-2020 REG11/15/20302.30%**208,986 
MOTUS HOLDINGS LTD NPV**40,685 
MOURA DUBEUX ENGEN COM NPV**228,927 
MOVADO GROUP INC COM**158,094 
MPI CORPORATION TWD10**787,702 
MPLUS CORP KRW500**49,781 
MPLX LP 1.75% DUE 03-01-20263/1/20261.75%**11,217,645 
MPLX LP 2.65% DUE 08-15-20308/15/20302.65%**2,595,689 
MPLX LP 4% 03-15-20283/15/20284.00%**1,547,158 
MPLX LP 4.5% 04-15-20384/15/20384.50%**301,682 
MPLX LP 5.0% 03-01-20333/1/20335.00%**301,863 
MPLX LP 5.4% 04-01-20354/1/20355.40%**322,624 
MPLX LP 5.5% 06-01-20346/1/20345.50%**802,289 
MPLX LP 5.95% 04-01-20554/1/20555.95%**314,462 
MPLX LP FIXED 4.125% DUE 03-01-20273/1/20274.12%**735,341 
MPLX LP SR NT 4.95% 03-14-20523/14/20524.95%**253,217 
MR PRICE GROUP COM STK**98,092 
MSA SAFETY INC COM**7,393,664 
MSC INDL DIRECT INC CL A COM**4,513,058 
MTAR TECHNOLOGIES INR10**896,911 
MTN COML MTG TR FLTG RT 5.0869% DUE 03-15-20393/15/20395.16%**2,498,444 
MTU AERO ENGINES A NPV (REGD)**5,191,407 
MUELLER INDS INC COM**1,774,234 
MUELLER WTR PRODS INC COM STK**148,446 
MUENCHENER RUECKVE NPV(REGD)**1,067,666 
MULTI COMMODITY EX INR10**784,407 
MULTICAMPUS CO LTD KRW5000**20,766 
MULTICLASS SR 5410 CL DF FLTG RT 05-25-20545/25/20545.32%**950,063 
MULTIPLAN EMPREEND COM NPV**308,814 
MUNICIPAL ELEC AUTH GA 2.257% 01-01-2029BEO TAXABLE1/1/20292.26%**3,572,526 
MUNICIPAL ELEC AUTH GA 2.397% 01-01-2030BEO TAXABLE1/1/20302.40%**2,395,302 
MUNICIPAL ELEC AUTH GA 6.655% 04-01-2057BEO TAXABLE4/1/20576.66%**2,109,724 
MURATA MANUFACTURING CO. NPV**1,791,311 
MURPHY OIL CORP COM**4,087,500 
MXC SOLUTIONS PRIVATE LTD**1,076,655 
MYLAN N V FIXED 3.95% DUE 06-15-20266/15/20263.95%**4,622,597 
MYR GROUP INC DEL COM STK**1,954,264 
MYRIAD GENETICS INC COM**387,020 
N-ABLE INC COM**412,492 
NACHI-FUJIKOSHI CO NPV**36,078 
NAMEN-AKT VZ HOLDING AG**199,543 
NAMUGA CO LTD KRW500**119,753 
NAN YA PRINTED CIR TWD10**1,418,978 
NANYA TECHNOLOGY C TWD10**2,684,267 
NAPCO SECURITY TECHNOLOGIES INC**782,250 
NARAYANA HRUDAYALA INR10**53,952 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
NASDAQ INC**24,583,214 
NASDAQ INC 5.55% 02-15-20342/15/20345.55%**293,445 
NASDAQ INC 6.1% 06-28-20636/28/20636.10%**158,019 
NASPERS NPV POST SPLT**1,677,629 
NATERA INC COM**3,953,864 
NATIONAL ALUMINUM**941,329 
NATIONAL BANK OF CANADA 4.95% 02-01-20282/1/20284.95%**6,180,724 
NATIONAL BANK OF CANADA 5.6% 12-18-202812/18/20285.60%**3,461,624 
NATIONAL BEVERAGE CORP COM**314,276 
NATIONAL BK HLDGS CORP CL A COM STK**4,637,980 
NATIONAL ENERGY SERVICES REU**419,187 
NATIONAL FERTI.LTD INR10**93,257 
NATIONAL FL GAS CO 2.95% DUE 03-01-20313/1/20312.95%**1,643,040 
NATIONAL GRID PLC 5.418% 01-11-20341/11/20345.42%**777,268 
NATIONAL GRID PLC 5.809% 06-12-20336/12/20335.81%**4,154,052 
NATIONAL HEALTHCARE CORP COM**1,076,979 
NATIONAL MEDICAL C SAR10**797,314 
NATIONAL RURAL UTILITIES COOP FIN 5.15% 06-15-20296/15/20295.15%**335,319 
NATIONAL RURAL UTILS COOP 5.6% 11-13-202611/13/20265.60%**353,748 
NATIONAL RURAL UTILS COOP FIN CORP MEDIUFLTG RT 10-30-202610/30/20264.26%**3,345,504 
NATIONWIDE BLDG 4.85% DUE 07-27-20277/27/20274.85%**5,580,502 
NATL AUSTRALIA BK 3.905% DUE 06-09-20276/9/20273.90%**2,771,537 
NATL BK CDA MEDIUM FLTG RT 4.702% DUE 03-05-20273/5/20274.70%**3,068,397 
NATL BK OF CANADA COM NPV**1,737,748 
NATL BK OF GREECE**1,882,816 
NATL FUEL GAS CO COM**369,317 
NATL HLTH INVS INC 3% DUE 02-01-20312/1/20313.00%**1,635,346 
NATL MOBILE TELECO KWD0.1**31,117 
NATL RURAL UTILS 4.15% DUE 08-25-20282/7/20284.75%**809,432 
NATL RURAL UTILS COOP FIN CORP 4.12% 09-16-20279/16/20274.12%**278,329 
NATL RURAL UTILS COOP FIN CORP 4.75% 02-07-20282/7/20284.75%**434,678 
NATL SECS CLEARING 4.7% DUE 05-20-20305/20/20304.70%**3,989,046 
NATURA COSMETICOS SA COM NPV**43,234 
NATURAL GROCERS BY VITAMIN COTTAGE INC COM USD0.001**23,948 
NATWEST GROUP PLC 1.642% 06-14-20276/14/20271.64%**4,945,790 
NATWEST GROUP PLC 4.892% 05-18-20295/18/20294.89%**16,105,993 
NATWEST GROUP PLC 4.964% 08-15-20308/15/20304.96%**408,550 
NATWEST GROUP PLC 5.115% 05-23-20315/23/20315.12%**924,454 
NATWEST GROUP PLC 5.583% 03-01-20283/1/20285.58%**948,454 
NATWEST GROUP PLC 5.778% 03-01-20353/1/20355.78%**635,637 
NATWEST GROUP PLC 5.847% DUE 03-02-20273/2/20275.85%**1,457,870 
NATWEST GROUP PLC ORD GBP1.0769**23,583,811 
NATWEST GROUP PLC SR GLBL COCO 5.076% 01-27-20301/27/20305.08%**286,351 
NAVAN INC CL A CL A**584,068 
NAVER CORPORATION KRW500**2,232,168 
NAVIENT PRIVATE ED LN TR 2020-I 4.79467%04-15-20694/15/20694.86%**3,500,971 
NAVIENT PVT ED 5.66% DUE 10-15-207210/15/20725.66%**3,470,774 
NAVIN FLUORINE INTERNATIONAL INR2**399,675 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
NBT BANCORP INC COM**2,862,472 
NCC SER'B'NPV**678,863 
NCINO INC NEW COM**4,396,619 
NCL INDUSTRIES INR10**36,196 
NCR VOYIX CORP COM STK USD0.01**64,260 
NCSOFT CORP KRW500**303,114 
NEC CORP NPV**3,611,254 
NEDAP (NED APP) NV EUR0.10**672,459 
NEKTAR THERAPEUTICS COM NEW**47,354 
NELNET INC CL A CL A**69,937 
NELNET STUDENT LN TR 2025-C 4.67% 06-22-20656/22/20654.67%**4,762,762 
NEMETSCHEK SE ORD NPV**25,503 
NEO JAPAN INC NPV**20,843 
NEOGENOMICS INC COM NEW COM NEW**4,410 
NEOWIZ KRW500**106,829 
NEPES CORPORATION KRW500**47,020 
NERDWALLET INC CL A CL A**349,305 
NESTLE SA**10,798,685 
NETBAY PLC THB1 (NVDR)**42,120 
NETEASE CLOUD MUSIC INC**4,779 
NETEASE INC COMSTK**17,951,572 
NETFLIX INC 5.4% 08-15-20548/15/20545.40%**311,127 
NETFLIX INC 5.875% DUE 11-15-202811/15/20285.88%**1,682,853 
NETFLIX INC COM STK**31,474,294 
NETGEAR INC COM**466,144 
NETMARBLE CORPORATION**23,513 
NETSCOUT SYS INC COM**135,868 
NETSTREIT CORP COM USD0.01**3,149,587 
NETWEALTH GROUP NPV**174,604 
NETWEB TECHNOLOGIE INR2**857,968 
NEUBERGER BERMAN CLO LTD SR 15-20A CL A1R3 FLTG RT 04-15-20394/15/20395.05%**3,735,886 
NEULAND LABORITIE INR10**40,859 
NEUREN PHARMACEUTI NPV**165,836 
NEUROCRINE BIOSCIENCES INC COM**3,322,651 
NEVADA PWR CO 6.0% 03-15-20543/15/20546.00%**205,480 
NEW CHINA LIFE INS CO LTD**28,629 
NEW GOLD INC CDA COM**12,307 
NEW ISSUE HOME DEPOT 30YR USD 3.625% 04-15-20524/15/20523.62%**190,440 
NEW POWER PLASMA C KRW100**53,209 
NEW YORK & FIXED 2.606% DUE 08-01-20608/1/20602.61%**54,701 
NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY 5.458% 12-15-203112/15/20315.46%**436,850 
NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 3.13% 11-01-2028 BEO TAXABLE11/1/20283.13%**14,133,324 
NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 4.375% 05-01-2037 BEO TAXABLE5/1/20374.38%**963,751 
NEW YORK ST DORM AUTH ST PERS INCOME TAXREV 5.051% 09-15-2027 BEO TAXABLE9/15/20275.05%**612,567 
NEW YORK ST URBAN DEV CORP REV 3.9% 03-15-20333/15/20333.90%**11,574,518 
NEW YORK ST URBAN DEV CORP REV 3.9% 03-15-20333/15/20333.90%**2,789,174 
NEW YORK TIMES CO CL A ISIN #US6501111073**2,230,603 
NEWAMSTERDAM PHARMA CO NV ORD**109,906 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
NEWBORN TOWN INC COM**310,534 
NEWELL BRANDS INC COM**5,123,106 
NEWFIELD EXPL CO 5.375% DUE 01-01-20261/1/20265.38%**503,000 
NEWGATE FUND.PLC FRN M/BKD 12/2050 GBP 'A3A'12/1/20504.26%**515,465 
NEWMONT CORPORATION**2,955,260 
NEWPRINCES S.P.A. NPV**21,282 
NEXANS SA EUR1**2,246,328 
NEXEN TIRE CP KRW500**66,249 
NEXON CO LTD NPV**856,982 
NEXT ORD GBP0.10**657,074 
NEXTDOOR HLDGS INC CL A CL A**164,592 
NEXTEER AUTOMOTIVE GROUP LIMITED HKD0.1**1,298,718 
NEXTERA ENERGY CAP 1.9% DUE 06-15-20286/15/20281.90%**1,516,362 
NEXTERA ENERGY CAP 3.83% DEB 12/06/2030 CAD16/12/20303.83%**441,549 
NEXTERA ENERGY CAP 4.625% DUE 07-15-20277/15/20274.62%**4,436,708 
NEXTERA ENERGY CAP 4.67% DEB 12/06/2035 CAD16/12/20354.67%**445,694 
NEXTERA ENERGY CAP 5.38% 02-28-20532/28/20535.25%**140,175 
NEXTERA ENERGY CAP HLDGS INC 1.875% 01-15-20271/15/20271.88%**2,624,886 
NEXTERA ENERGY CAP HLDGS INC 2.25% DUE 06-01-2030/05-12-2020 REG6/1/20302.25%**2,526,226 
NEXTERA ENERGY CAP HLDGS INC 4.85% 02-04-20282/4/20284.85%**5,643,807 
NEXTERA ENERGY CAP HLDGS INC 4.9% 02-28-20282/28/20284.90%**3,645,795 
NEXTERA ENERGY CAP HLDGS INC 5.05% 03-15-20303/15/20305.05%**1,912,061 
NEXTERA ENERGY CAP HLDGS INC 5.55% 03-15-20543/15/20545.55%**1,647,715 
NEXTERA ENERGY CAPITAL 4.685% 09-01-20279/1/20274.68%**2,676,947 
NEXTERA ENERGY INC COM**21,724,474 
NEXTIN INC KRW500**822,242 
NEXTPOWER INC**1,784,710 
NEXUS SELECT TRUST INR10**28,981 
NEXXEN INTERNATIONAL LTD ORD**65,413 
NGK INSULATORS LTD NPV**361,300 
NH INVESTMENT & SE PFD KRW5000**126,885 
NH INVESTMENT AND SECURITIES CO LTD KRW5000**30,774 
NICE CORPORATION**38,269 
NICKEL INDUSTRIES LTD NPV**311,034 
NIDEC CORPORATION NPV**349,564 
NIHON DENKEI CO NPV**99,927 
NIHON KOHDEN CORP NPV**83,750 
NIKE INC CL B**963,486 
NIKKISO CO LTD NPV**743,623 
NINE DRAGONS PAPER HKD0.1**830,673 
NINETY ONE LIMITED NPV**14,026 
NINETY ONE PLC ORD GBP0.0001**146,807 
NINTENDO CO LTD NPV**270,375 
NIPPON AVIONICS CO NPV**142,269 
NIPPON DRY-CHEMICA NPV**46,955 
NIPPON EXPRESS HLD NPV**164,616 
NIPPON KAYAKU CO NPV**203,825 
NIPPON LIFE INDIA INR10**272,920 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
NIPPON LIGHT METAL NPV**450,636 
NIPPON REIT INVEST NPV REIT**1,081,635 
NIPPON SEIKI CO NPV**125,459 
NIPPON SHINYAKU CO NPV**400,108 
NIPPON SHOKUBAI CO NPV**6,397 
NIPPON SIGNAL CO NPV**8,358 
NIPPON THOMPSON CO NPV**35,965 
NIPPON YAKIN KOGYO NPV**20,208 
NISHIMATSU CONSTCN NPV**561,590 
NISHIMATSUYA CHAIN NPV**37,909 
NISHI-NIPPON FINANCIAL HD**641,196 
NISHIO HOLDINGS CO LTD NPV**21,146 
NISOURCE FIN CORP 5.65% DUE 02-01-20452/1/20455.65%**87,639 
NISOURCE INC 1.7% DUE 02-15-20312/15/20311.70%**1,071,937 
NISOURCE INC 5.2% 07-01-20297/1/20295.20%**1,351,664 
NISOURCE INC 5.25% DUE 03-30-20283/30/20285.25%**255,368 
NISOURCE INC 5.85% 04-01-20554/1/20555.85%**670,452 
NISOURCE INC COM**2,036,259 
NISSAN AUTO 5.93% DUE 03-15-20283/15/20285.93%**597,311 
NISSAN AUTO LEASE 4.97% DUE 09-15-20289/15/20284.97%**854,163 
NISSAN AUTO LEASE TRUST SR 25-A CL A3 4.88% 03-15-20283/15/20284.75%**12,652,825 
NISSAN MOTOR CO NPV**346,435 
NITTO KOGYO CORP NPV**47,255 
NLG GLOBAL FDG MEDIUM TERM NTS BOOK 5.4%01-23-20301/23/20305.40%**3,703,713 
NMDC ENERGY AED0.5**107,644 
NMI HOLDINGS INC COMMON STOCK**239,397 
NN GROUP N.V. EUR0.12**7,836,416 
NNN REIT INC**4,514,095 
NNN REIT INC 4.6% DUE 02-15-20312/15/20314.60%**755,947 
NODA CORP NPV**40,668 
NOK CORP NPV**1,196,685 
NOMURA CO LTD NPV**822,438 
NOMURA HLDGS INC 2.329% DUE 01-22-20271/22/20272.33%**884,188 
NOMURA HLDGS INC 2.999% DUE 01-22-20321/22/20323.00%**5,011,235 
NOMURA HLDGS INC 5.491% DUE 06-29-20356/29/20355.49%**1,032,149 
NOMURA HLDGS INC 5.783% DUE 07-03-20347/3/20345.78%**1,004,325 
NOMURA HLDGS INC FIXED 2.679% DUE 07-16-20307/16/20302.68%**258,993 
NOMURA HOLDINGS NPV**1,002,653 
NOMURA RESEARCH INSTITUTE NPV**49,937 
NORBIT ASA NOK0.10**927,533 
NORDEA BK ABP MED 1.5% DUE 09-30-20269/30/20261.50%**2,689,889 
NORDEX SE NPV**129,960 
NORDIC SEMICONDUCT NOK0.01**734,568 
NORFOLK SOUTHN 2.9% DUE 06-15-20266/15/20262.90%**281,868 
NORFOLK SOUTHN 3.05% DUE 05-15-20505/15/20503.05%**230,666 
NORFOLK SOUTHN CORP COM**8,283,666 
NORFOLK SOUTHN FIXED 4.05% DUE 08-15-20528/15/20524.05%**233,624 
NORINCHUKIN BK 4.674% DUE 09-09-20309/9/20304.67%**382,817 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
NORINCHUKIN BK 5.359% DUE 09-09-20359/9/20355.36%**304,794 
NORITAKE CO LTD NPV**32,786 
NORITSU KOKI CO NPV**1,084,025 
NORMA GROUP SE NPV**166,046 
NORSK HYDRO ASA NOK1.098**765,173 
NORTH PACIFIC BANK NPV**315,407 
NORTHAM PLATINUM HLDGS LTD NPV**200,883 
NORTHEASTERN UNIV 2.894% 10-01-205010/1/20502.89%**77,665 
NORTHERN OIL & GAS INC COM NEW**3,674,569 
NORTHERN STAR RESOURCES LTD**1,841,722 
NORTHERN STATES POWER CO WISCONSIN 5.65%06-15-20546/15/20545.65%**262,554 
*NORTHERN TRUST CORP 4.0% DUE 05-10-2027 BEO5/10/20274.00%**2,498,454 
NORTHRIM BANCORP INC COM**47,020 
NORTHROP GRUMMAN 4.03% DUE 10-15-204710/15/20474.03%**120,951 
NORTHROP GRUMMAN 4.65% 07-15-20307/15/20304.65%**436,985 
NORTHROP GRUMMAN 5.15% DUE 05-01-20405/1/20405.15%**199,389 
NORTHROP GRUMMAN CORP 4.95% 03-15-20533/15/20534.95%**226,205 
NORTHROP GRUMMAN CORP 5.2% 06-01-20546/1/20545.20%**178,221 
NORTHROP GRUMMAN CORP COM**41,109,290 
NORTHWEST NAT HLDG CO COM**24,679 
NORTHWESTERN ENERGY GROUP INC**17,490 
NORTHWESTERN UNIV 4.94% 12-01-203512/1/20354.94%**6,134,854 
NORWEGIAN AIR SHUT NOK0.10**274,201 
NORWEGIAN CRUISE LINE HLDGS LTD COM USD0.001**231,548 
NOTE AB COM STK SEK10**129,426 
NOV INC COM**15,723,780 
NOVABEV GROUP 1 01 55052 E 004D ORDINARY SH RUB 100.00**35,538 
NOVABEV GROUP RUB100 RUB**5,452 
NOVAGOLD RES INC COM NEW**145,746 
NOVANTA INC NOVANTA INC**736,072 
NOVARTIS AG CHF0.49 (REGD)**42,798,852 
NOVARTIS CAPITAL CORP 3.8% 09-18-20299/18/20293.80%**771,816 
NOVATEK MICROELECTRONICS CORP TWD10**3,689,948 
NOVATEK PJSC RUB0.1(RUB)**178,908 
NOVO NORDISK A/S SER'B'DKK0.1**6,662,316 
NOVOCURE LTD COM USD0.00**555,718 
NOVOLIPETSK STEEL RUB1(RUB)**114,129 
NRB BEARINGS INR2 (POST SUBDIVISION)**46,536 
NRG ENERGY INC COM NEW**4,110,065 
NSD CO LTD NPV**39,779 
NSK LTD NPV**1,389,509 
*NT COLLECTIVE ALL COUNTRY WORLD EX-US INVESTABLE MARKET INDEX FUND - DC - NONLEN**8,437,620,475 
*NT COLLECTIVE ALL COUNTRY WORLD INVESTABLE MARKET INDEX FUND - DC - TIER J**1,322,071,125 
*NT COLLECTIVE S&P500 INDEX FUND-DC-NON LENDING (TIER J)**25,716,302,047 
NTN CORP NPV**60,506 
NTPC LTD INR10**75,095 
NU HOLDINGS LTD**559,283 
NU SKIN ENTERPRISES INC CL A CL A**44,175 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
NUCOR CORP 4.65% 06-01-20306/1/20304.65%**1,454,939 
NUCOR CORP COM**207,313 
NUCOR CORP FIXED 2.979% DUE 12-15-205512/15/20552.98%**15,550 
NURIX THERAPEUTICS INC COM**433,028 
NUTANIX INC CL A CL A**4,090,436 
NUTRIEN LTD 4.5% 03-12-20273/12/20274.50%**3,661,069 
NUTRIEN LTD 4.9% DUE 03-27-20283/27/20284.90%**1,111,955 
NUTRIEN LTD 5.875% 12-01-203612/1/20365.88%**178,426 
NUTRIEN LTD FIXED 4.125% DUE 03-15-20353/15/20354.12%**9,255 
NUTRIEN LTD FIXED 5.25% DUE 01-15-20451/15/20455.25%**188,474 
NUVALENT INC CL A CL A**1,389,450 
NUVOCO VISTAS CORP INR10**283,942 
NVIDIA CORP COM**454,209,292 
NVR INC COM STK USD0.01**2,399,321 
NXP B V / NXP FDG LLC / NXP USA INC SR NT 3.25% 05-11-20415/11/20413.25%**646,381 
NXP B V/NXP FUNDING LLC/NXP USA INC 2.5%DUE 05-11-20315/11/20312.50%**498,287 
NXP SEMICONDUCTORS N V COM STK**37,604,994 
NXPT COML MTG TR 2024-STOR 4.31158% 11-05-204111/5/20414.31%**1,985,854 
NY N Y TAXABLE-BUILD AMER BDS-F-1 6.271 DUE 12-01-203712/1/20376.27%**6,968,317 
NYC COML MTG TR 2025-3BP COML MTG PASSTHRU CTF 144A 4.89316% 02-15-20422/15/20424.96%**886,753 
O REILLY 3.55% DUE 03-15-20263/15/20263.55%**241,179 
O REILLY AUTOMOTIVE INC NEW 3.6% DUE 09-01-20279/1/20273.60%**55,684 
O REILLY AUTOMOTIVE INC NEW 5.75% 11-20-202611/20/20265.75%**3,063,722 
O REILLY AUTOMOTIVE INC NEW COM USD0.01**33,670,263 
OBX 2021-INV2 TR FLTG RT 2.5% DUE 10-25-205110/25/20512.50%**1,276,708 
OBX 2022 INV3 TR 3% DUE 02-25-20522/25/20523.00%**1,260,058 
OBX 2023-NQM3 TR MTG BACKED NT CL A-1 144A 5.94871% 02-25-20632/25/20635.95%**1,776,169 
OCCIDENTAL PETE 3% DUE 02-15-20272/15/20273.00%**2,341,843 
OCCIDENTAL PETE CORP 5.0% 08-01-20278/1/20275.00%**66,189 
OCCIDENTAL PETE CORP 6.625% DUE 09-01-2030 REG9/1/20306.62%**1,088,357 
OCEANAGOLD CORP COM NEW NPV**2,467,039 
OCEANEERING INTL INC COM**3,879,644 
OCEANFIRST FINL CORP COM**790,482 
OCHI HLDG CO LTD NPV**24,052 
OCTAVE SPECIALTY GROUP INC**270,511 
OCULAR THERAPEUTIX INC COM**852,301 
ODDITY TECH LTD COMSTK**313,404 
ODFJELL DRILLING LIMITED USD0.01**215,999 
OFG BANCORP COM**570,442 
OFSI BSL XIV CLO FLTG RT 0% DUE 07-20-20377/20/20375.34%**1,816,664 
OGE ENERGY CORP COM**159,314 
OHA CR FDG 18 LTD FLTG RT 5.16763% DUE 04-20-20374/20/20375.38%**1,243,796 
OIL REFINERIES LTD COM STK ILS1**352,097 
OILES CORPORATION NPV**92,993 
OKAMURA CORP NPV**21,943 
OKI ELECTRIC IND NPV**344,458 
OKINAWA FINL GRP NPV**51,679 
OKLAHOMA GAS & ELEC CO 5.8% 04-01-20554/1/20555.80%**121,642 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
OKLO INC CL A CL A**95,871 
OKTA INC CL A CL A**1,087,447 
OKUMURA CORP NPV**1,007,018 
OLD DOMINION FREIGHT LINE INC COM**1,740,480 
OLD MUTUAL LTD NPV**430,613 
OLD REPUBLIC INTERNATIONAL CORP COM STK USD1**2,873,768 
OLIN CORP COM**9,371,417 
OLLIES BARGAIN OUTLET HLDGS INC COM**3,603,867 
OLYMPUS CORP NPV**6,976,041 
OMNICELL INC COM**611,686 
OMNICOM GROUP INC 3.6% DUE 04-15-20264/15/20263.60%**3,907,973 
OMNICOM GROUP INC COM**19,000,475 
OMRON CORP NPV**472,436 
ON24 INC COM**55,513 
ONCOR ELEC 3.7% DUE 11-15-202811/15/20283.70%**350,765 
ONCOR ELEC DELIVERY CO LLC 4.65% 11-01-202911/1/20294.65%**2,215,997 
ONCOR ELEC FIXED 4.95% DUE 09-15-20529/15/20524.95%**938,825 
ONDAS INC**10,401,173 
ONE 97 COMMUNICATI INR1**140,484 
ONE GAS INC 5.1% 04-01-20294/1/20295.10%**1,454,240 
ONE GAS INC COM**1,502,513 
ONE LIBERTY PPTYS INC COM**19,762 
ONE REIT INC REIT**16,818 
ONEMAIN DIRECT 5.41% DUE 11-14-202911/14/20295.41%**11,677,496 
ONEMAIN FINL 5.84% DUE 09-15-20369/15/20365.84%**9,486,368 
ONEMAIN FINL ISSUANCE TR 2020-2 1.75% 09-14-20359/14/20351.75%**604,457 
ONEMAIN FINL ISSUANCE TR 2021-1 AST BACKED NT CL A-2 FLTG 4.46834 06-16-20366/16/20364.74%**2,903,368 
ONEMAIN FINL ISSUANCE TR 2022-2 ASSET BACKED NT CL A 144A 4.89% 10-14-203410/14/20344.89%**342,943 
ONEMAIN HLDGS INC COM**827,488 
ONEOK INC 4.95% 10-15-203210/15/20324.95%**402,394 
ONEOK INC 5.65% 11-01-202811/1/20285.65%**1,838,884 
ONEOK INC 5.7% 11-01-205411/1/20545.70%**702,022 
ONEOK INC 6.625% DUE 09-01-20539/1/20536.62%**147,199 
ONEOK INC NEW 4% DUE 07-13-20277/13/20274.00%**1,123,842 
ONEOK INC NEW 4.55% DUE 07-15-20287/15/20284.55%**2,007,966 
ONEOK INC NEW 6.5% 09-01-20309/1/20306.50%**1,609,488 
ONESPAN INC COM STK USD0.001**188,517 
ONESPAWORLD HLDGS LTD COM USD0.0001**3,036,543 
ONESTREAM INC CL A CL A**913,155 
ONEX CORP SUB-VTG NPV**560,371 
ONO PHARMACEUTICAL NPV**2,544,713 
ONTARIO PROV CDA 2.0% 10-02-2029 REG10/2/20292.00%**3,992,147 
ONTARIO(PROV OF) 3.8% NTS 02/12/2034 CAD112/2/20343.80%**586,132 
ONTO INNOVATION INC**1,470,466 
ONWARD HOLDINGS NPV**64,710 
OOMA INC COM**28,164 
OOREDOO QAR1**38,442 
OPENDOOR TECHNOLOGIES INC COM**103,961 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
OPENDOOR TECHNOLOGIES INC WT EXP SER A 11-20-2026**61 
OPENDOOR TECHNOLOGIES INC WT EXP SER K 11-20-2026**106 
OPENDOOR TECHNOLOGIES INC WT EXP SER Z 11-20-2026**47 
OPMOBILITY EUR0.06**293,962 
OPPLE LIGHTING CO LTD-A STOCK CONNECT**979,218 
OPT MACHINE VISION A CNY1**195,088 
OPTEX GROUP COMPAN NPV**30,971 
OPTIM CORPORATION NPV**15,434 
OPTION CARE HEALTH INC COM NEW COM NEW**840,116 
OPTORUN CO LTD NPV**132,821 
OR ROYALTIES INC**1,283,277 
ORACLE CORP 1.65% 03-25-20263/25/20261.65%**906,254 
ORACLE CORP 2.65% DUE 07-15-20267/15/20262.65%**9,091,143 
ORACLE CORP 3.6% DUE 04-01-2040 REG4/1/20403.60%**3,987,799 
ORACLE CORP 3.6% DUE 04-01-2050 REG4/1/20503.60%**1,407,173 
ORACLE CORP 3.85% DUE 07-15-20367/15/20363.85%**159,859 
ORACLE CORP 3.9% DUE 05-15-20355/15/20353.90%**59,581 
ORACLE CORP 4% DUE 07-15-20467/15/20464.00%**111,419 
ORACLE CORP 4.2% 09-27-20299/27/20294.20%**1,206,265 
ORACLE CORP 4.45% 09-26-20309/26/20304.45%**2,428,940 
ORACLE CORP 4.8% 08-03-20288/3/20284.80%**1,849,877 
ORACLE CORP 4.8% 09-26-20329/26/20324.80%**873,200 
ORACLE CORP 4.9% 02-06-20332/6/20334.90%**362,064 
ORACLE CORP 5.55% 02-06-20532/6/20535.55%**303,798 
ORACLE CORP 6% 08-03-20558/3/20556.00%**353,951 
ORACLE CORP 6.125% 08-03-20658/3/20656.12%**1,599,742 
ORACLE CORP COM**54,614,216 
ORACLE CORP FIXED 2.3% DUE 03-25-20283/25/20282.30%**2,909,338 
ORACLE CORP FIXED 2.95% DUE 04-01-20304/1/20302.95%**2,920,527 
ORACLE CORP FIXED 3.65% DUE 03-25-20413/25/20413.65%**629,284 
ORACLE CORP FIXED 3.85% DUE 04-01-20604/1/20603.85%**5,704,704 
ORACLE CORP JAPAN NPV**8,415 
ORASURE TECHNOLOGIES INC COM**112,704 
ORICA LIMITED NPV**1,147,011 
ORIENT O/SEAS INTL USD0.10**8,056 
ORIENTAL LAND CO LTD NPV**147,935 
ORIGIN ENERGY LTD NPV**140,278 
ORION CORPORATION SER'B'NPV**3,114,166 
ORION RETAIL PROPE ILS2**1 
ORION S A COM NPV**244,427 
ORIX CORP NPV**293,441 
ORIX JREIT INC REIT**189,888 
ORLA MNG LTD NEW COM**4,445 
ORLEN SA**9,011,275 
ORSERO NPV**810,309 
ORTHOFIX MED INC COM USD0.10**241,256 
OSAKA GAS CO LTD NPV**51,963 
OSB GROUP PLC ORD GBP 0.0100**613,219 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
OSCAR HEALTH INC CL A CL A**1,091,545 
OSCAR US FDG XIV LLC NT CL A-4 144A 2.82% 04-10-20294/10/20292.82%**1,011,211 
OSG CORP NPV**68,546 
OTE(HELLENIC TLCM) EUR2.83(CR)**595,542 
OTIS WORLDWIDE CORP 2.565% DUE 02-15-2030 BEO2/15/20302.56%**299,869 
OTIS WORLDWIDE CORP COM USD0.01 WI**5,046,821 
OTOKAR OTOMOTIV VE TRY1**30,191 
OTSUKA CORP NPV**1,466,045 
OTSUKA HOLDINGS CO LTD**667,973 
OUSTER INC COM NEW**4,869 
OUTFRONT MEDIA INC COM USD0.01(POST REV SPLIT)**1,474,269 
OVERSEAS PVT INVT 3.43% DUE 05-15-20305/15/20303.43%**3,056,519 
OVH GROUPE EUR1**8,750 
OVINTIV INC COM USD0.01**11,379,208 
OVS SPA NPV**1,832,206 
OWENS CORNING NEW 5.5% 06-15-20276/15/20275.50%**1,056,333 
OWENS CORNING NEW COM STK**1,237,165 
OWLET INC CL A NEW**91,295 
OYO CORP NPV**16,106 
OZATA DENIZCILIK TRY1**5,784 
PAC GAS & ELEC CO 3.3% DUE 08-01-20408/1/20403.30%**614,809 
PAC GAS & ELEC CO 4.2% DUE 06-01-20416/1/20414.20%**271,466 
PAC GAS & ELEC CO 5.9% DUE 10-01-205410/1/20545.90%**591,695 
PAC GAS & ELEC CO 6.95% 03-15-20343/15/20346.95%**668,844 
PAC GAS & ELEC CO FIXED 2.1% DUE 08-01-20278/1/20272.10%**6,069,714 
PAC GAS & ELEC CO FIXED 2.95% DUE 03-01-20263/1/20262.95%**598,473 
PAC GAS & ELEC CO FIXED 4.5% DUE 07-01-20407/1/20404.50%**174,812 
PAC GAS & ELEC CO FIXED 4.55% DUE 07-01-20307/1/20304.55%**2,685,570 
PAC GAS & ELEC CO FIXED 4.95% DUE 07-01-20507/1/20504.95%**525,556 
PACCAR FINANCIAL CORP 4.0% 09-26-20299/26/20294.00%**223,518 
PACCAR FINANCIAL CORP 4.0% 11-07-202811/7/20284.00%**1,628,307 
PACCAR FINANCIAL CORP 4.0% 08-08-20288/8/20284.00%**566,676 
PACCAR INC COM**28,116,802 
PACIFIC GAS & ELEC CO 1ST MTG BD 5% 06-04-20286/4/20285.00%**3,836,910 
PACIFIC GAS & ELEC CO 1ST MTG BD 6% 08-15-20358/15/20356.00%**389,044 
PACIFIC GAS & ELEC CO 2.5% DUE 02-01-2031/06-19-2020 REG2/1/20312.50%**4,235,089 
PACIFIC GAS & ELEC CO 3.3% DUE 12-01-202712/1/20273.30%**145,677 
PACIFIC GAS & ELEC CO 4.0% 12-01-204612/1/20464.00%**225,628 
PACIFIC GAS & ELEC CO 4.45% DUE 4-15-20424/15/20424.45%**82,971 
PACIFIC GAS & ELEC CO 5.45% DUE 06-15-2027/06-08-2022 BEO6/15/20275.45%**688,296 
PACIFIC GAS & ELEC CO 5.55% 05-15-20295/15/20295.55%**7,670,132 
PACIFIC GAS & ELEC CO 5.8% 05-15-20345/15/20345.80%**416,089 
PACIFIC GAS & ELEC CO 6.15% DUE 01-15-20331/15/20336.15%**1,418,568 
PACIFIC GAS & ELEC CO 6.7% 04-01-20534/1/20536.70%**846,995 
PACIFIC GAS & ELEC CO 6.75% 01-15-20531/15/20536.75%**1,098,674 
PACIFIC GAS & ELECTRIC CO 5.7% 03-01-20353/1/20355.70%**669,430 
PACIFIC GAS & ELECTRIC CO 6.4% 06-15-20336/15/20336.40%**2,485,281 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PACIFIC METALS CO NPV**328,165 
PACIFICORP 2.7% DUE 09-15-20309/15/20302.70%**956,059 
PACIFICORP 5.3% 02-15-20312/15/20315.30%**205,964 
PACIFICORP 7.375% 09-15-20559/15/20557.38%**1,426,867 
PACKAGING CORP AMER COM ISIN US6951561090**852,761 
PACKAGING CORP AMER SR NT 5.2% 08-15-20358/15/20355.20%**127,111 
PAGAYA TECHNOLOGIES LTD COM USD0.0001 CL A**4,368 
PAGERDUTY INC COM**904,629 
PAGSEGURO DIGITAL LTD COM USD CLS A**1,740,685 
PALANTIR TECHNOLOGIES INC CL A CL A**8,738,546 
PALFINGER AG NPV**50,096 
PALO ALTO NETWORKS INC COM USD0.0001**850,083 
PALOMAR HLDGS INC COM**181,522 
PAN AMERN SILVER CORP COM**1,223,286 
PAN OCEAN CO LTD**22,768 
PANAMA REP 6.875% 01-31-20361/31/20366.88%**326,130 
PANAMA REP GLOBAL BD 4.3% DUE 04-29-2053REG SINKING FUND 04-29-20514/29/20534.30%**225,030 
PANAMA(REPUBLIC OF) 7.875% 03-01-20573/1/20577.88%**232,897 
PANASONIC HOLDINGS CORP NPV**602,874 
PANDORA A/S DKK0.01**131,404 
PANIN FINANCIAL IDR125**11,244 
PANTORO GOLD LIMITED**21,245 
PAPA JOHNS INTL INC COM**6,297,079 
PAR PACIFIC HOLDINGS INC COM NEW COM NEW**839,108 
PARADEEP PHOSPHATE INR10**531,474 
PARAGON BANKING GR ORD GBP1**1,592,521 
PARAGUAY REP BD 144A 6.65% 03-04-20553/4/20556.65%**554,074 
PARKER-HANNIFIN CORP COM**5,908,369 
PARKIN COMPANY PJS AED0.02**313,205 
PARTNER COMMUNICAT ILS0.01**143,642 
PATRICK INDS INC COM**531,524 
PAYCHEX INC 5.1% 04-15-20304/15/20305.10%**3,290,031 
PAYCHEX INC COM**445,803 
PAYCOM SOFTWARE INC COM**25,498 
PAYLOCITY HLDG CORP COM**5,880,248 
PAYONEER GLOBAL INC COM**579,647 
PAYSAFE LTD COM**194,168 
PAYSIGN INC COM**147,614 
PAZ RETAIL AND ENERGY LTD**774,428 
PC CONNECTION INC COM**189,511 
PCA CORPORATION NPV**37,933 
PCCW LIMITED NPV**10,407 
PDF SOLUTIONS INC COM**4,424,718 
PECO ENERGY CO 5.25% 09-15-20549/15/20545.25%**170,720 
PEDIATRIX MEDICAL GROUP INC**106,094 
PEGASYSTEMS INC COM**13,801,411 
PEIJIA MEDICAL LIMITED USD0.0001**12,354 
PELOTON INTERACTIVE INC**696,074 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PENUMBRA INC COM**1,261,362 
PEPPERDINE UNIV FIXED 3.301% DUE 12-01-205912/1/20593.30%**159,062 
PEPSICO INC 4.1% 01-15-20291/15/20294.10%**1,017,016 
PEPSICO INC 4.3% 07-23-20307/23/20304.30%**404,415 
PEPSICO INC COM**12,633,922 
PEPTIDREAM INC NPV**396,305 
PER AARSLEFF HLDNG SER'B'DKK2**47,302 
PERELLA WEINBERG PARTNERS COM USD0.0001 CL A**137,241 
PERENTI LIMITED NPV**476,447 
PERFECT WORLD CO LTD 'A'CNY1 (STOCK CONNECT LINE)**1,701,003 
PERFORMANCE FOOD GROUP CO COM**2,249,169 
PERMIAN RES CORP CL A**5,137,744 
PERNOD RICARD NPV EUR 1.55**7,414,548 
PERPETUA RES CORP COM NPV**129,499 
PERPETUAL LIMITED NPV**5,923 
PERRIGO COMPANY LIMITED COM EUR0.001**3,162,387 
PERSEUS MINING LTD NPV**2,672,122 
PERU REP 2.78% 12-01-206012/1/20602.78%**413,782 
PERU(REP OF) 6.15% GTD 12/08/2032 PEN8/12/20326.15%**3,274,150 
PERU(REPUBLIC OF) 7.3% 12/08/20338/12/20337.30%**678,562 
PETASYS CO LTD**335,205 
PETCO HEALTH & WELLNESS CO INC CL A COM CL A COM**186,014 
PETRO-CDA 7.875% DUE 06-15-20266/15/20267.88%**3,792,594 
PETROLEOS MEXICANOS GTD NT 7.69% DUE 01-23-2050 REG1/23/20507.69%**224,071 
PETRONAS DAGANGAN NPV**48,203 
PEXIP HOLDINGS AS**829,079 
PFIZER INC 4.2% 11-15-203011/15/20304.20%**2,056,127 
PFIZER INC COM**12,501,319 
PFIZER INVESTMENT ENTER 5.34% 05-19-20635/19/20635.34%**466,072 
PFIZER LTD INR10**14,040 
PFS FING CORP 4.94999980927% DUE 02-15-20292/15/20294.95%**7,463,131 
PFS FING CORP 5.52% DUE 10-15-202810/15/20285.52%**2,064,147 
PG& E CORP COM**15,321,684 
PG&E RECOVERY FDG LLC 2.822% 07-15-20467/15/20462.82%**141,138 
PG&E WILDFIRE 3.594% DUE 06-01-20306/1/20303.59%**487,801 
PG&E WILDFIRE RECOVERY FDG LLC 4.263% 06-01-20366/1/20364.26%**4,630,885 
PG&E WILDFIRE RECOVERY FDG LLC 4.674% 12-01-205112/1/20514.67%**438,240 
PG&E WILDFIRE RECOVERY FDG LLC 4.722% 06-01-20376/1/20374.72%**2,973,624 
PG&E WILDFIRE RECOVERY FDG LLC SR SECD RECOVERY BD SER 5.099% 06-01-20546/1/20545.10%**1,242,798 
PGE POLSKA GRUPA PLN8.55**1,561,848 
PHARMAENGINE INC SHS**76,180 
PHARMARESEARCH CO LTD**157,781 
PHARMARON BEIJING CO LTD 144A**59,901 
PHARVARIS BV**112,748 
PHEAA STUDENT LN TR 2021-1 STUD LN AST BACKED NT 144A 4.34176% 05-25-20705/25/20704.52%**1,137,129 
PHILEX MINING CORP PHP1**14,589 
PHILIP MORRIS INTERNATIONAL INC 4.0% 10-29-203010/29/20304.00%**3,738,208 
PHILIP MORRIS INTL 3.25% 6/6/2032 3.25% 06/06/20326/6/20323.25%**697,358 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PHILIP MORRIS INTL 4.375% DUE 11-15-204111/15/20414.38%**160,730 
PHILIP MORRIS INTL 4.875% DUE 04-30-20354/30/20354.88%**100,523 
PHILIP MORRIS INTL 6.375% DUE 05-16-20385/16/20386.38%**223,336 
PHILIP MORRIS INTL COM STK NPV**11,716,578 
PHILIP MORRIS INTL INC 3.125% DUE 03-02-20283/2/20283.12%**4,841,609 
PHILIP MORRIS INTL INC 3.875% 10-27-202810/27/20283.88%**1,858,293 
PHILIP MORRIS INTL INC 4.125% 04-28-20284/28/20284.12%**1,437,806 
PHILIP MORRIS INTL INC 4.625% 10-29-203510/29/20354.62%**328,453 
PHILIP MORRIS INTL INC 4.875 DUE 11-15-204311/15/20434.88%**369,873 
PHILIP MORRIS INTL INC 4.875% 02-13-20292/13/20294.88%**824,523 
PHILIP MORRIS INTL INC 4.875% 02-15-20282/15/20284.88%**2,823,859 
PHILIP MORRIS INTL INC 4.89% 04-30-20304/30/20304.38%**2,299,673 
PHILIP MORRIS INTL INC 5.125% 02-13-20312/13/20315.12%**8,431,998 
PHILIP MORRIS INTL INC 5.375% 02-15-20332/15/20335.38%**418,972 
PHILIP MORRIS INTL INC NT 4.25% 10-29-203210/29/20324.25%**197,094 
PHILIPPINES(REPUBLIC OF) 5.175% 09-05-20499/5/20495.18%**190,752 
PHILLIPS 66 COM**343,634 
PHILLIPS 66 FIXED 1.3% DUE 02-15-20262/15/20261.30%**2,037,159 
PHILLIPS EDISON GROCERY 5.25% 08-15-20328/15/20325.25%**3,141,500 
PHINIA INC COM USD0.01 WI**560,699 
PHISON ELECTRONICS TWD10**1,522,891 
PHOENIX ED PARTNERS INC COM**279,396 
PHOENIX FINANCE LTD**446,336 
PHOENIX MILLS INR2**803,127 
PHREESIA INC COM**626,751 
PHX ENERGY SVCS CO COM NPV**95,751 
PHYSICIANS RLTY L P 2.625% 11-01-203111/1/20312.62%**306,104 
PICC PROPERTY & CA 'H'CNY1**12,611 
PICTON PROP INCOME ORD NPV**309,719 
PIEDMONT NAT GAS 3.64% DUE 11-01-204611/1/20463.64%**598,950 
PIGEON CORP NPV**88,417 
PILGRIMS PRIDE CORP**617,875 
PING AN INSURANCE GROUP H CNY1**3,670,364 
PINNACLE INV MGMT NPV**224,612 
PINNACLE W. CAP CORP COM**2,273,292 
PINNACLE WEST CAPITAL CORP 5.15% 05-15-20305/15/20305.15%**1,010,771 
PINTEREST INC CL A CL A**1,610,177 
PIONEER NAT RES CO 1.125% DUE 01-15-2026 REG1/15/20261.12%**914,022 
PIRAEUS BANK SA EUR0.93**39,984 
PIXART IMAGING TWD10**225,569 
PLAINS ALL AMERICAN PIPELINE LP 5.95% 06-15-20356/15/20355.95%**782,920 
PLAINS ALL AMERN 4.5% DUE 12-15-202612/15/20264.50%**1,434,305 
PLAINS ALL AMERN PIPELN L P / PAA SR NT 5.6% 01-15-20361/15/20365.60%**157,147 
PLAINS ALL AMERN PIPELN L P/PAA 4.9% 02-15-20452/15/20454.90%**219,561 
PLAN & PLAN DESENV COM NPV**22,074 
PLANET LABS PBC COM CL A COM USD0.0001 CL A**2,455,258 
PLAYTECH PLC ORD NPV**117,920 
PLEXUS CORP COM**788,067 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PLOVER BAY TECHNOL HKD0.01**7,683 
PLUS500 LTD ORD ILS0.01 (DI)**535,956 
PNC BK N A PITT PA FIXED 4.775% DUE 01-15-20271/15/20274.78%**3,559,907 
PNC BK NA 4.543% 05-13-20275/13/20274.54%**8,691,133 
PNC FINANCIAL SERVICES 5.3% 01-21-20281/21/20285.30%**227,938 
PNC FINANCIAL SERVICES 5.373% 07-21-20367/21/20365.37%**206,127 
PNC FINANCIAL SERVICES 5.939% 08-18-20348/18/20345.94%**424,727 
PNC FINANCIAL SERVICES GROUP COM STK**21,396,077 
PNC FINL SVCS 2.55% DUE 01-22-20301/22/20302.55%**2,750,140 
PNC FINL SVCS GROUP INC 5.222% 01-29-20311/29/20315.22%**4,452,585 
POOL CORP COM STK**3,134,561 
POONAWALLA FINCORP LIMITED INR2**18,914 
POONGSAN CORP KRW5000**424,285 
POP MART INTL GRP LTD**487,125 
POPULAR INC COM NEW COM USD6 (POST REV SPLIT)**4,162,953 
PORR AG NPV**71,930 
PORSCHE INNOVATIVE 4.66% DUE 02-20-20302/20/20304.66%**1,260,303 
PORSCHE INNOVATIVE 4.67% DUE 11-22-202711/22/20274.67%**642,555 
PORT AUTH N Y & N J 4.458% 10-01-2062 BEO TAXABLE10/1/20624.46%**234,619 
PORT MORROW ORE TRANSMISSION FACS REV 2.987% 09-01-2036 BEO TAXABLE9/1/20362.99%**5,194,635 
POSIFLEX TECH INC**5,633 
POST HLDGS INC 6.5% DUE 03-15-20363/15/20366.50%**600,877 
POSTAL REALTY TRUST INC COM USD0.01 CL A**60,638 
POSTAL SAVINGS BANK OF CHINA (LOCAL 1658)**9,187,569 
POTLATCHDELTIC CORPORATION**9,815,755 
POWELL INDS INC COM**2,031,904 
POWER ASSETS HLDGS NPV**187,766 
POWER CORP CANADA SUB-VTG NPV**596,053 
POWER GRID CORP INR10**110,245 
POWERTECH TECHNOLO TWD10**660,715 
PP LONDON SUMATRA IDR100.00**85,875 
PPG IND INC COM**17,991,464 
PPL CAPITAL FUNDING INC 5.25% 09-01-20349/1/20345.25%**559,321 
PPL CORP COM ISIN US69351T1060**7,347,196 
PRA GROUP INC COM**398,998 
PRARAM 9 HOSPITAL THB1(NVDR)**331,501 
PRAXIS PRECISION MEDICINES INC COM NEW**2,798,851 
PRECISION 4.375% DUE 06-15-20456/15/20454.38%**218,342 
PRECISION TSUGAMI HKD1**600,396 
PREMIUM GROUP CO L NPV**25,964 
PRESIDENT & FELLOWS HARVARD COLLEGE 4.887% 03-15-20303/15/20304.89%**5,057,822 
PRICOL LTD INR1 (POST SCHEME)**130,728 
PRIMARIS REAL TR UNIT SER A**1,688,554 
PRIMERICA INC COM**37,721 
PRIMORIS SVCS CORP COM**3,375,118 
PRIN FINL GROUP 3.7% DUE 05-15-20295/15/20293.70%**24,599 
PRINCIPAL FINL GROUP INC COM STK**48,692 
PRIORITY TECHNOLOGY HLDGS INC COM**12,361 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PRKCM 2023-AFC4 TR 7.225% DUE 11-25-205811/25/20587.22%**886,273 
PRM TR 2025-PRM6 COML MTG PASSTHRU CTF CL A 4.4803% 07-05-20337/5/20334.48%**999,114 
PRO MEDICUS NPV**5,153,136 
PROCREDIT HOLDING NPV**413,415 
PROCTER & GAMBLE COM NPV**9,150,057 
PROG HOLDINGS INC COM**769,247 
PROGRESS RESDNTL 2.393% DUE 12-17-204012/17/20402.39%**1,568,291 
PROGRESS RESDNTL 2.425% DUE 07-17-20387/17/20382.42%**1,249,307 
PROGRESS RESDNTL 3.4% DUE 02-17-20422/17/20423.40%**970,646 
PROGRESS RESDNTL 3.4% DUE 04-17-20414/17/20413.40%**2,385,357 
PROGRESS RESIDENTIAL 2021-SFR6 TR SINGLEFAMILY RENT PASS 1.524% 07-17-20387/17/20381.52%**3,631,177 
PROGRESS RESIDENTIAL 2022-SFR6 TR RENT PASSTHRU CTF CL C 144A 5.195% 07-20-20397/20/20395.20%**2,004,425 
PROGRESSIVE CORP OH COM**54,843,174 
PROLOGIS INC COM**29,492,524 
PROLOGIS L P 4.75% 01-15-20311/15/20314.75%**4,190,063 
PROLOGIS L P 4.875% 06-15-20286/15/20284.88%**815,197 
PROLOGIS L P FIXED 2.125% DUE 10-15-205010/15/20502.12%**281,076 
PROLOGIS L P SR NT 3.375% 12-15-202712/15/20273.38%**495,853 
PROLOGIS LP 3.0% DUE 04-15-20504/15/20503.00%**132,401 
PROLOGIS TARGETED 4.25% DUE 01-15-20311/15/20314.25%**298,061 
PROMOTORA Y OPERADORA DE INFRACOM NPV**64,383 
PROSPERITY BANCSHARES INC COM**1,819,321 
PROTAGONIST THERAPEUTICS INC COM**420,717 
PROTECTIVE LIFE GF 5.432% 01-14-20321/14/20325.43%**3,125,159 
PROTHENA CORP PLC USD0.01**287,121 
PROTO LABS INC COM**54,587 
PROVID HLTH & SVCS 2.746% DUE 10-01-202610/1/20262.75%**1,486,902 
PRUDENTIAL FINL INC 3.935% DUE 12-07-204912/7/20493.94%**178,798 
PRUDENTIAL FINL INC COM**484,142 
PRUDENTIAL PLC GBP0.05**6,455,146 
PRYSMIAN SPA NPV**1,576,535 
PSG FINANCIAL SERVICES LIMITED**65,625 
PSK INC KRW500**102,743 
PT BANK DANAMON 'A' IDR50000 & 'B' IDR500**96,030 
PT BANK NEGARA IND LKD SHS(IDR3750 & IDR187.5)**84,281 
PT BUMI RESOURCES MINERALS TBK IDR625**387,299 
PTC INDIA LTD INR10**199,549 
PTC THERAPEUTICS INC COM**2,380,586 
PTT EXPLORTN & PRD THB1(NVDR)**3,433,937 
PTT GLOBAL CHEMICAL PUBLIC CO LTD THB10(NVDR)**18,864 
PUB SERVICE ENTERPRISE GROUP INC COM**144,058 
PUB STORAGE COM**3,968,015 
PUB SVC ELEC & GAS FIXED 3.65% DUE 09-01-20289/1/20283.65%**5,113,625 
PUBLIC JOINT STOCK COMPANY MAGNIT RUB0.01(RUB)**142,617 
PUBLIC SERVICE CO OF OKLAHOMA 5.2% 01-15-20351/15/20355.20%**70,913 
PUBLIC SERVICE CO OF OKLAHOMA 5.25% 01-15-20331/15/20335.25%**513,773 
PUBLIC SERVICE COLORADO 5.35% 5-15-20345/15/20345.35%**4,632,271 
PUBLIC SERVICE ELECTRIC 4.85% 08-01-20348/1/20344.85%**3,537,810 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PUBLIC SERVICE ENTERPRISE 5.2% 04-01-20294/1/20295.20%**200,565 
PUBLIC SERVICE ENTERPRISE GROUP INC 5.85% DUE 11-15-2027 BEO11/15/20275.85%**1,691,942 
PUBLIC SERVICE ENTERPRISE GROUP INC 1.6%DUE 08-15-2030 BEO8/15/20301.60%**1,556,988 
PUBLIC STORAGE 5.125% 01-15-20291/15/20295.12%**562,412 
PUBLIC SVC CO OKLA 2.2% DUE 08-15-20318/15/20312.20%**1,776,399 
PUBLIC SVC CO OKLA 5.45% 01-15-20361/15/20365.45%**339,114 
PUBLIC SVC ENTERPRISE GROUP INC 4.9% 03-15-20303/15/20304.90%**2,351,715 
PUBMATIC INC CL A COM CL A COM**224,198 
PUGET ENERGY INC 5.725% 03-15-20353/15/20355.72%**437,032 
PUGET ENERGY INC FIXED 2.379% DUE 06-15-20286/15/20282.38%**119,675 
PUGET ENERGY INC SR NT 5.33% 06-15-20346/15/20345.33%**5,051,830 
PULTE GROUP INC**2,111 
PURE STORAGE INC CL A CL A**1,509,601 
PUUILO OYJ NPV**47,535 
PVH CORP COM USD1**831,048 
PVPTL ASB BK LTD SR MEDIUM TERM NTS BOOK ENTRY 1.625% 10-22-202610/22/20261.62%**1,963,337 
PVPTL COMM MORTGAGE TRUST SER 2016-787S CL A BNDS 3.545% 02-10-20362/10/20363.54%**1,789,346 
PVPTL DELTA AIR LINES/SKYMILES 4.75% DUE 10-20-202810/20/20284.75%**2,384,635 
PVPTL MID-ATLANTIC INTST TRANSMISSION LLC 4.1% DUE 05-15-20285/15/20284.10%**1,561,395 
PVT PLBNP PARIBAS SR NON PFD 5.198% 01-10-20301/10/20305.20%**1,453,935 
PVTPL 1166 AVE OF THE AMERS COML MTG TR II 2005-C6 COML 5.6896% 10-13-203710/13/20375.69%**1,046,861 
PVTPL 37 CAPITAL CLO LTD SR 21-1A CL AR FLTG 10-15-203410/15/20345.18%**3,002,709 
PVTPL 37 CAPITAL CLO LTD SR 22-1A CL A1R FLTG RT07-15-20347/15/20345.19%**4,002,907 
PVTPL 720 EAST CLO LTD. SR 23-IA CL A1R FLTG RT 04-15-20384/15/20385.27%**2,809,845 
PVTPL ABN AMRO BANK N V 5.515% 12-03-203512/3/20355.52%**413,780 
PVTPL AFFIRM INC SR 25-X2 CL A 4.45% 10-15-203010/15/20304.45%**1,238,345 
PVTPL AIA GROUP LTD 5.4% 09-30-20549/30/20545.40%**192,223 
PVTPL AIA GROUP LTD GLOBAL MEDIUM TERM NTS BOO 3.2% DUE 09-16-20409/16/20403.20%**238,503 
PVTPL AIB GROUP PLC 5.32% 05-15-20315/15/20315.32%**619,726 
PVTPL AIB GROUP PLC 6.608% 09-13-20299/13/20296.61%**5,619,357 
PVTPL AIG GLOBAL FDG SR SECD MEDIUM TERMNTS B 5.75% 07-02-20267/2/20265.75%**1,648,394 
PVTPL AIMCO SR 22-17A CL A1R FLTG RT 07-20-20377/20/20375.21%**1,991,863 
PVTPL AIR CANADA 2017-1AA PTT 3.3% 07-15-20317/15/20313.30%**404,262 
PVTPL AIR CDA PASS THRU TR 2017-1 PVTPL AIR CANADA BNDS 3.55% DUE 07-15-20317/15/20313.55%**250,679 
PVTPL AIRCASTLE LTD 2.85% DUE 01-26-2028BEO1/26/20282.85%**1,749,303 
PVTPL AIRCASTLE LTD/AIRCASTLE IRELAND 5.25% 03-15-20303/15/20305.25%**275,829 
PVTPL AKER BP ASA 5.125% 10-01-203410/1/20345.12%**196,014 
PVTPL AKER BP ASA 5.8% 10-01-205410/1/20545.80%**319,237 
PVTPL ALIGNED DATA CTRS ISSUER LLC 21-1A CL A2 1.937% DUE 08-15-2046 BEO8/15/20461.94%**2,905,998 
PVTPL ALLIANT ENERGY FIN 5.4% 06-06-20276/6/20275.40%**1,170,776 
PVTPL AMERICAN HERITAGE AUTO RECEIVABLES TR SR 24-1A CL A3 4.9% 09-17-20299/17/20294.90%**1,161,827 
PVTPL AMERICAN MONEY MANAGEMENT CORP SR 22-27A A1R FLTG RT 01-20-20371/20/20374.96%**1,697,604 
PVTPL AMERICAN NATL GLOBAL FDG 4.625%12-15-202812/15/20284.62%**3,011,365 
PVTPL AMMC CLO 30 LTD/AMMC CLO 30 LLC SR24-30A CL A1 VAR RT DUE 01-15-20371/15/20375.58%**3,536,722 
PVTPL AMSR TRUST 21-SFR2 C 958609% 08-17-20268/17/20381.88%**2,105,889 
PVTPL AMSR TRUST SR 21-SFR3 CL A 1.476% 10-17-203810/17/20381.48%**2,934,015 
PVTPL ANCHORAGE CAP CLO SR 15-7A CL AR3 FLTG RT 04-28-20374/28/20375.42%**8,280,294 
PVTPL ANCHORAGE CR FDG LTD SER 15-1A CL ARV 3.9% 07-28-2037 BEO7/28/20373.90%**817,945 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL ANCHORAGE CREDIT FUNDING SR 25-19A CL A 5.036% 10-25-204010/25/20405.04%**1,472,803 
PVTPL ANTOFAGASTA PLC 2.375% DUE 10-14-2030/10-14-2020 BEO10/14/20302.38%**271,888 
PVTPL APEX CR CLO LTD SER 20-1A CLA R FLTG RT 04-20-20354/20/20355.33%**2,241,178 
PVTPL APIDOS CLO LTD SER 18-18A CL A1R2 FLTG 01-22-20381/22/20385.19%**17,055,675 
PVTPL APIDOS CLO LTD SR 19-32A CL A1R FLTG 01-20-20331/20/20334.98%**222,870 
PVTPL AQUA FIN TR 2021-A SR 21-A CL A 1.54% DUE 07-17-2046 BEO7/17/20461.54%**800,213 
PVTPL ARBOR RLTY COML REAL ESTATE NTS 2021-FL4 SR 21-FL4 CL A 11-15-203611/15/20365.21%**437,608 
PVTPL ARES CLO LTD SER 25-ALF9A CL A1 FLTG 03-31-20383/31/20385.08%**6,498,794 
PVTPL ARES XXVII CLO LTD SR 13 2A CL A-R3 FLTG 10-28-203410/28/20345.01%**3,901,740 
PVTPL ARI FLEET LEASE TR SR 24-A CL A2 5.3%11-15-203211/15/20325.30%**978,451 
PVTPL ARI FLEET LEASE TRUST SR 25-B CL A2 4.59% 03-15-20343/15/20344.59%**5,239,236 
PVTPL ASHTEAD CAPITAL 2.45% 08-12-20318/12/20312.45%**1,339,994 
PVTPL ATHENE GLOBAL FDG MEDIUM TERM SR SECD NT 1.45% 01-08-20261/8/20261.45%**499,775 
PVTPL ATHENE GLOBAL FUNDING 4.86% 08-27-20263/25/20275.52%**3,613,617 
PVTPL ATHENE GLOBAL FUNDING 4.95% 01-07-20271/7/20274.95%**3,305,050 
PVTPL ATHENE GLOBAL FUNDING 5.033% 07-17-20307/17/20305.03%**806,683 
PVTPL ATHENE GLOBAL FUNDING 5.38% 01-07-20301/7/20305.38%**7,162,866 
PVTPL ATLANTIC AVENUE LTD SR 25-4A CL A FLTG RT 10-15-203810/15/20385.15%**3,211,255 
PVTPL ATLAS SR LN FD XIV LTD/ATLAS SR LN FD SR 19-14A CL AR VAR RT 07-20-20327/20/20325.31%**3,793,703 
PVTPL AVIATION CAPITAL GROUP 5.125% 04-10-20304/10/20305.12%**1,642,382 
PVTPL AVIS BUDGET RENT CAR FDG AESOP LLC SR 2023-8 CL A 6.02% DUE 02-20-20302/20/20306.02%**5,451,260 
PVTPL AVIS BUDGET RENT CAR FDG AESOP LLC SRS 20-2 CL A 2.02% DUE 02-20-20272/20/20272.02%**825,982 
PVTPL AVIS BUDGET RENT CAR FDG AESOP LLCSER 21-2A CL A 1.66% DUE 02-20-20282/20/20281.66%**17,983,269 
PVTPL AVIS BUDGET RENTAL CAR FNDG AESOP 5.36% 06-20-20306/20/20305.36%**3,321,572 
PVTPL AVIS BUDGET RENTAL CAR FNDG AESOP SER 23-3A CL A 5.24% DUE 02-22-20282/22/20285.44%**3,238,363 
PVTPL AVIS BUDGET RENTAL CAR FNDG AESOP SER 24-3A CL A 5.23% 12-20-203012/20/20305.23%**2,475,857 
PVTPL AVOLON HLDGS FDG LTD 2.528% DUE 11-18-202711/18/20272.53%**542,034 
PVTPL AVOLON HLDGS FDG LTD 4.7% 01-30-20311/30/20314.70%**601,802 
PVTPL AVOLON HLDGS FDG LTD 4.95% 01-15-20281/15/20284.95%**560,710 
PVTPL AVOLON HLDGS FDG LTD 5.15% 01-15-20301/15/20305.15%**432,412 
PVTPL AVOLON HOLDINGS FNDG LTD 4.95% 10-15-203210/15/20324.95%**4,062,119 
PVTPL AVOLON HOLDINGS FNDG LTD 5.75% 11-15-202911/15/20295.75%**197,244 
PVTPL AXIS EQUIPMENT FINANCE RECEIVABLESSER 22-2A CL A2 5.3% DUE 06-21-20286/21/20285.30%**69,442 
PVTPL BABSON CLO LTD SR 25-3A CL A1 FLTG RT 03-31-20383/31/20385.38%**6,272,037 
PVTPL BACARDI LTD GTD NT 144A 4.7% DUE 05-15-2028/04-30-2018 BEO5/15/20284.70%**1,410,773 
PVTPL BAE SYS PLC 1.9% DUE 02-15-2031/09-15-2020 BEO2/15/20311.90%**355,152 
PVTPL BAE SYS PLC 5.0% 03-26-20273/26/20275.00%**2,541,574 
PVTPL BAE SYS PLC 5.125% 03-26-20293/26/20295.12%**730,210 
PVTPL BAIN CAP CR CLO 2022-2/BAIN CAP CLO 20 SR 22-2A CL A1R VAR RT 4-22-20354/22/20355.01%**2,300,587 
PVTPL BAIN CAPITAL CREDIT CLO LIMITED SER 25-1A CL A1 FLTG 04-23-20384/23/20385.02%**499,668 
PVTPL BAIN CAPITAL CREDIT CLO LIMITED SR 18-2A CLA1R FLTG RT 07-19-20317/19/20314.96%**199,512 
PVTPL BAIN CAPITAL CREDIT CLO LIMITED SR20-5A CL ARR FLTG 04-20-20344/20/20345.03%**1,219,750 
PVTPL BALLYROCK LTD SR 22-19A CL A1R FLTG RT 04-20-20354/20/20354.99%**1,149,669 
PVTPL BANK IRELAND GROUP PLC 5.601% 03-20-20303/20/20305.60%**5,195,080 
PVTPL BANK OF IRELAND GROUP 2.029% 09-30-20279/30/20272.03%**610,244 
PVTPL BANQUE FED CRED MUTUEL 5.194% 02-16-20282/16/20285.19%**3,886,787 
PVTPL BATTALION CLO LTD SR 25-29A CL A1 FLTG RT 03-31-20383/31/20385.68%**6,171,700 
PVTPL BAYER US FINANCE LLC 6.375% 11-21-203011/21/20306.38%**642,019 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL BDS 2021-FL10 LTD/BDS 2021-FL10 LLC 3RD PRTY SECD CL B FLTG 12-18-203612/16/20365.80%**4,997,110 
PVTPL BDS 2021-FL10 LTD/BDS 2021-FL10 LLC SR SECD NT CL A FLTG 12-18-203612/16/20365.20%**283,106 
PVTPL BEIGNET INV LLC 6.581% 05-30-20495/30/20496.58%**53,356,289 
PVTPL BENEFIT STREET PARTNERS CLO LTD SR 20-21A CL A1R2 FLTG 01-15-20391/15/20395.16%**2,003,197 
PVTPL BENEFIT STREET PARTNERS CLO LTD SR22-29A CL AR FLTG 01-25-20381/25/20385.04%**1,649,219 
PVTPL BIMBO BAKERIES USA INC 5.375% 01-09-20361/9/20365.38%**328,068 
PVTPL BIRCH GROVE CLO LTD SER 25-13A CL A1 FLTG 10-23-203810/23/20385.47%**2,104,816 
PVTPL BLUEMOUNTAIN CLO LTD SE 15-3A CL A1R FLTG 04-20-20314/20/20315.15%**763,895 
PVTPL BLUEMOUNTAIN CLO SER 18-2A CLS A VAR RT 08-15-20318/15/20315.22%**209,695 
PVTPL BLUEMOUNTAIN CLO XXII LTD 18-1A CL A-1 FLTG RT 07-15-20317/15/20315.25%**173,175 
PVTPL BMW US CAPITAL LLC 4.15% 08-11-20278/11/20274.15%**1,156,814 
PVTPL BMW US CAPITAL LLC 4.5% 08-11-20308/11/20304.50%**732,203 
PVTPL BNP PARIBAS 1.323% 01-13-20271/13/20271.32%**3,250,222 
PVTPL BNP PARIBAS 3.052% 01-13-20311/13/20313.05%**402,691 
PVTPL BNP PARIBAS 3.132% 01-20-20331/20/20333.13%**913,334 
PVTPL BNP PARIBAS 5.176% 01-09-20301/9/20305.18%**3,105,381 
PVTPL BNP PARIBAS 5.283%11-19-203011/19/20305.28%**3,682,440 
PVTPL BNP PARIBAS 5.894% 12-05-203412/5/20345.89%**4,386,318 
PVTPL BNP PARIBAS FLTG RT 05-09-20295/9/20294.79%**4,546,695 
PVTPL BNP PARIBAS MEDIUM TERM NTS BOOK ENTRY 5.335% 06-12-20296/12/20295.34%**5,129,487 
PVTPL BNP PARIBAS SR 2.159% 09-15-20299/15/20292.16%**3,287,124 
PVTPL BNP PARIBAS SR NON PFD 1.904% 09-30-20289/30/20281.90%**3,175,717 
PVTPL BNP PARIBAS SR NON PFD MED 4.4% 08-14-20288/14/20284.40%**1,052,359 
PVTPL BOOZ ALLEN HAMILTON INC 144A 3.875% DUE 09-01-2028 BEO9/1/20283.88%**155,145 
PVTPL BOSTON GAS CO 5.843% 01-10-20351/10/20355.84%**952,286 
PVTPL BPCE 6.293% 01-14-20361/14/20366.29%**834,082 
PVTPL BPCE SA 5.389% 05-28-20315/28/20315.39%**1,685,941 
PVTPL BPCE SA 5.716% 01-18-20301/18/20305.72%**5,339,309 
PVTPL BPCE SA 6.027% 05-28-20365/28/20366.03%**315,271 
PVTPL BPCE SA 7.003% 10-19-203410/19/20347.00%**724,849 
PVTPL BQE FEDERATIVE DU CRED.MUTUEL-BFCM 5.538% 01-22-20301/22/20305.54%**987,765 
PVTPL BRITISH AIRWAYS CAPITAL 3.3% 06-15-20346/15/20343.30%**101,724 
PVTPL BRITISH AWYS PASS THRU TR 2018-1A 4.125% 09-20-20313/20/20334.12%**245,843 
PVTPL BRITISH AWYS PASS THRU TR 2018-1AA 3.8% 09-20-20319/20/20313.80%**276,769 
PVTPL BROADCOM INC 3.137% DUE 11-15-2035 BEO11/15/20353.14%**2,613,876 
PVTPL BROADCOM INC AVGO 3.187 11/15/36 3.187% DUE 11-15-2036/09-30-2021 BEO11/15/20363.19%**4,503,698 
PVTPL BROADCOM INC NT 4.926% 05-15-20375/15/20374.93%**247,314 
PVTPL BUSINESS JET SECS 2022-1 LLC SER 22-1A CL A 4.455% 06-15-20376/15/20374.46%**952,632 
PVTPL BX COML MTG TR 2024-XL4 FLTG 02-15-20392/15/20395.19%**1,889,714 
PVTPL CADILLAC FAIRVIEW CORP 2.5% DUE 10-15-2031 BEO10/15/20312.50%**1,822,763 
PVTPL CAIXABANK S A 4.634% 07-03-20297/3/20294.63%**1,301,162 
PVTPL CAIXABANK S A 5.673% 03-15-20303/15/20305.67%**5,302,558 
PVTPL CAIXABANK S A 6.684% 09-13-20279/13/20276.68%**595,167 
PVTPL CAIXABANK SA 5.581% 07-03-20367/3/20365.58%**926,439 
PVTPL CAIXABANK SA 6.037% 06-15-20356/15/20356.04%**747,707 
PVTPL CAMERON LNG LLC 2.902% 07-15-20317/15/20312.90%**2,659,749 
PVTPL CAMERON LNG LLC 3.302% DUE 01-15-20351/15/20353.30%**100,774 
PVTPL CANTOR FITZGERALD LP 7.2% 12-12-202812/12/20287.20%**743,359 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL CAPITAL AUTOMOTIVE REIT SR 23-1A CL A1 5.75% 09-15-20539/15/20535.75%**1,839,210 
PVTPL CARLYLE GLOBAL MARKET STRATEGIES SR 17-3A CL A1R2 FLTG RT 10-21-203710/21/20375.27%**8,384,106 
PVTPL CARLYLE US CLO 2021-4 LTD CL A-2 FLTG DUE 04-20-2034 BEO4/20/20345.55%**2,605,149 
PVTPL CARVAL CLO LTD SER 24-3A CL A1 FLTG RT 10-20-203710/20/20375.27%**842,932 
PVTPL CASSA DEPOSITI E PRESTIT 5.875% 04-30-20294/30/20295.88%**842,870 
PVTPL CASSA DEPOSITI E PRESTITI 4.375% 10-01-203010/1/20304.38%**1,300,938 
PVTPL CDP FINANCIAL INC. DTD 11-25-2025 FLTG RT CP 11-24-2026**4,499,439 
PVTPL CF HIPPOLYTA ISSUER LLC SER 20-1 CL A1 1.69% DUE 07-15-2060 BEO7/15/20601.69%**299,143 
PVTPL CHENIERE ENERGY PARTNERS 5.55% 10-30-203510/30/20355.55%**281,881 
PVTPL CHEVRON PHILLIPS CHEM CO 4.75%05-15-20305/15/20304.75%**131,777 
PVTPL CHILE ELECTRICITY LUX MPC 6.01% 07-20-20241/20/20336.01%**375,689 
PVTPL CIFC FDG LTD SER 22-4A CL AR FLTG 07-16-20357/16/20354.98%**799,940 
PVTPL CIFC FUNDING LTD SER 19-6A CL A2R FLTG RT 07-16-20377/16/20375.59%**1,595,578 
PVTPL CITIZENS AUTO RECEIVABLES TR 2023-2 5.74% 10-15-203010/15/20305.74%**1,477,597 
PVTPL CLECO POWER LLC 5.3% 01-15-20361/15/20365.30%**202,074 
PVTPL CLYDESDALE ACQUISITION HLDGS INC 6.75% 04-15-20324/15/20326.75%**308,482 
PVTPL CMO 1166 AVE OF THE AMERS COML 2005-C6A CL D 144A 5.6896 10/13/203710/13/20375.69%**469,470 
PVTPL CMO 1166 AVE OF THE AMERS COML 2005-C6A CL F 144A 5.6896 10/13/203710/13/20375.69%**358,270 
PVTPL CMO ARBOR MULTIFAMILY MTG SECS SER 20-MF1 CL A5 2.7563% DUE 05-15-2053 BEO5/15/20532.76%**1,128,652 
PVTPL CMO ARROYO MTG TR 2022-2 SR 22-2 CL A1 4.95% DUE 07-25-2057 BEO7/25/20574.95%**3,260,704 
PVTPL CMO BBCCRE TRUST SER 2015-GTP CL A 3.966% 08-10-20338/10/20333.97%**1,024,831 
PVTPL CMO BENCHMARK 2020-IG3 MTG TR SR 20-IG3 CL A2 2.475% UE 09-15-20489/15/20482.48%**2,870,579 
PVTPL CMO BFLD COML MTG TR 2025-5MW BFLD2025-5MW A VAR RT DUE 10-10-2042 BEO10/10/20424.67%**3,228,730 
PVTPL CMO BFLD TRUST SER 24-WRHS CL A FLTG 08-15-20267/15/20395.24%**1,344,565 
PVTPL CMO BFLD TRUST SR 24-UNIV CL A FLTG 11-15-202911/15/20415.24%**700,437 
PVTPL CMO BFLD TRUST SR 25-660F CL A FLTG 11-15-204211/15/20425.25%**1,709,794 
PVTPL CMO BOCA COML MTG TR SR 25-BOCA CL A FLTG 12-15-204212/15/20425.45%**3,003,747 
PVTPL CMO BSPRT ISSUER LTD SR 25-FL12 CL A FLTG 01-17-20431/17/20435.12%**997,828 
PVTPL CMO BX TR SR 24-AIR2 CL A FLTG 10-15-204110/15/20415.24%**2,472,959 
PVTPL CMO BX TR 2021-VIEW VAR RT DUE 06-15-2023 BEO6/15/20365.66%**1,499,065 
PVTPL CMO BX TR 2021-VIEW VAR RT DUE 06-15-2023 BEO6/15/20366.21%**1,998,761 
PVTPL CMO BX TR SR 25-LIFE CL A VAR 06-13-20476/13/20475.88%**2,254,113 
PVTPL CMO BX TR SR 25-TAIL CL A FLTG RT 06-15-20356/15/20355.15%**2,000,000 
PVTPL CMO BX TRUST SR 24-BRBK CL A FLTG 10-15-204110/15/20416.61%**990,315 
PVTPL CMO BX TRUST SR 24-PALM CL A FLTG RT 06-15-20376/15/20375.29%**2,597,774 
PVTPL CMO BX TRUST SR 25-GW CL B FLTG RT07-15-20427/15/20425.60%**1,002,480 
PVTPL CMO BX TRUST VAR RT DUE 07-15-2029BEO6/15/20415.24%**1,794,438 
PVTPL CMO CIP COML MTG TR 2025-SBAY CIP 25-SBAY VAR RT DUE 10-15-2037 BEO10/15/20375.15%**1,851,718 
PVTPL CMO COLONY MTG CAP LTD SR 19-IKPR CL A FLTG 11-15-203811/15/20385.28%**410,348 
PVTPL CMO CREDIT SUISSE MORTGAGE TRUST SER 2014-USA CL A2 3.953% DUE 09-15-20379/15/20373.95%**1,837,749 
PVTPL CMO CSMC 2019-AFC1 TR MTG BACKED NT CL A-1 144A VAR RT DUE 07-25-2049 BEO7/25/20493.57%**837,870 
PVTPL CMO DBC MORTGAGE TRUST SR 25-DBC CL A FLTG 06-15-203811/15/20425.10%**3,857,977 
PVTPL CMO EQUS 2021-EQAZ MTG TR SR 21-EQAZ CL B VAR RT DUE 10-15-2036 BEO10/15/20385.12%**1,033,314 
PVTPL CMO FS RIALTO ISSUER LTD SR 25-FL10 CL A FRN 02-01-20308/19/20425.12%**999,893 
PVTPL CMO GREYSTONE COMMERCIAL REAL ESTATE NOTES SR 25-FL4 CL A FRN 01-15-20431/15/20435.23%**2,000,058 
PVTPL CMO GS MTG SECS CORP SER 2017-GPTX CL B 3.103915% FIXED 05-10-20345/10/20343.10%**521,247 
PVTPL CMO HERO FDG 2016-3 NT CL A-1 144A3.07999992371% DUE 09-20-2042 BEO9/20/20423.08%**9,587 
PVTPL CMO HUDSON YARDS SR 25-SPRL CL A FLTG RT 01-13-20301/13/20405.47%**1,483,584 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL CMO J P MORGAN CHASE COML MOTGAGE SECS SER 20-MKST CL A FRN 12-15-2036 BEO12/15/20365.21%**2,397,600 
PVTPL CMO MADISON AVENUE TRUST SR 25-11MD CL A VAR 10-15-204210/15/20424.91%**1,004,704 
PVTPL CMO MORGAN STANLEY CAP I TR SR 24-NSTB CL A VAR 09-24-20579/24/20573.90%**634,822 
PVTPL CMO MORGAN STANLEY CAP I TR SRS 20-CNP CL A VAR RT DUE 04-05-20424/5/20422.43%**1,330,414 
PVTPL CMO MSDB TR 2017-712F CL A VAR RT DUE 07-11-2039 BEO7/11/20393.32%**6,477,436 
PVTPL CMO NEW ORL HOTEL TR 2019-HNLASER 19-HNLA CLS A VAR RT DUE 04-15-2032 BEO4/15/20324.79%**1,788,958 
PVTPL CMO NEW RESIDENTIAL MTG LN SER 19-RPL3 CL A1 FRN 07-25-2059 BEO7/25/20592.75%**157,699 
PVTPL CMO NEW RESIDENTIAL MTG LN TR 20-RPL1 CL A-1 VAR RT DUE 11-25-205911/25/20592.75%**141,460 
PVTPL CMO NYC COMMERCIAL MORTGAGE TRUST SR 24-3ELV CL A FLTG RT 08-15-20298/15/20295.74%**972,821 
PVTPL CMO ONE MKT PLAZA TR SER 2017-1MKT CL A 144A 3.6139% 02-10-2032 BEO2/10/20323.61%**4,535,538 
PVTPL CMO PRPM SER 23-NQM3 CL A1 STEP 11-25-206811/25/20686.22%**325,447 
PVTPL CMO SMB PRIVATE ED LN TR 2022-B 0%DUE 12-31-20492/16/20553.94%**4,016,873 
PVTPL CMO SMB PRIVATE ED LN TR 2022-B 0%DUE 12-31-2049 BEO2/16/20555.43%**4,875,696 
PVTPL CMO TOWD PT MTG TR 2019-4 SER 19-4CLS A1 VAR RT DUE 07-25-2059 BEO10/25/20592.90%**535,381 
PVTPL CMO TOWD PT MTG TR 2022-4 TPMT 2022-4 A1 VAR RT DUE 09-25-2062 BEO9/25/20623.75%**6,312,217 
PVTPL CMO TRUST SR 25-ROIC CL A 144A FLTG RT 03-15-20303/15/20304.89%**3,984,457 
PVTPL CMO UWM MTG TR 2021-INV3 CL A3 VAR RT DUE 11-25-2051 BEO11/25/20512.50%**1,775,028 
PVTPL CMO VERUS SECURITIZATION TR 2021-3SER 21-3 CL A2 VAR RT DUE 06-25-2066 BEO6/25/20661.28%**684,060 
PVTPL CMO VERUS SECURITIZATION TRUST SER 23-5 CL A1 STEP UP DUE 06-25-20686/25/20686.48%**2,024,405 
PVTPL CMO VMC FIN 2021-FL4 LLC VMC 2021-FL4 C VAR RT DUE 06-16-2036 BEO6/16/20366.10%**966,802 
PVTPL CMO WFRBS COML MTG TR 2013-C11 COML PASS THRU CTF CL D VAR RT 03-15-453/15/20454.07%**351,797 
PVTPL CMO WSTN TR 2023-MAUI CLA VAR RT 08-05-20277/5/20376.30%**2,036,418 
PVTPL CNO GLOBAL FUNDING 4.375% 09-08-20289/8/20284.38%**1,895,937 
PVTPL CNO GLOBAL FUNDING 4.7% 12-11-203012/11/20304.70%**3,006,350 
PVTPL CNO GLOBAL FUNDING 4.875% 12-10-202712/10/20274.88%**5,064,927 
PVTPL CODELCO INC 6.44% 01-26-20361/26/20366.44%**650,625 
PVTPL COLLEGE AVE STUDENT LNS 2023-A LLCSER 23-A CL A1 FLTG RT 05-25-20555/25/20555.77%**1,931,211 
PVTPL COLLEGE AVE STUDENT LNS SR 23-B CL A1A 6.5% 06-25-20546/25/20546.50%**1,796,536 
PVTPL COLUMBIA PIPELINE GROUP 5.097% 10-01-203110/1/20315.10%**269,832 
PVTPL COLUMBIA PIPELINES HLDG CO LLC 5.681% 01-15-20341/15/20345.68%**258,052 
PVTPL COLUMBIA PIPELINES OPER CO LLC 5.962% 02-15-20552/15/20555.96%**642,243 
PVTPL COLUMBIA PIPELINES OPER CO LLC 6.036% 11-15-203311/15/20336.04%**2,391,309 
PVTPL COLUMBIA PIPELINES OPER CO LLC 6.544% 11-15-205311/15/20536.54%**363,567 
PVTPL CONTINENTAL RESOURCES 2.268% 11-15-202611/15/20262.27%**1,836,660 
PVTPL COOPERATIEVE RABOBANK U A 5.71% 01-21-20331/21/20335.71%**10,539,986 
PVTPL COOPERATIEVE RABOBANK UA 5.447% 03-05-20303/5/20305.45%**517,057 
PVTPL COOPERATIEVE RABOBANK UA 5.564% 02-28-20292/28/20295.56%**3,201,208 
PVTPL COREBRIDGE GLOB FUNDING 4.65% 08-20-20278/20/20274.65%**3,361,206 
PVTPL COREBRIDGE GLOBAL FUNDING 4.25% 08-21-20288/21/20284.25%**1,093,157 
PVTPL COREBRIDGE GLOBAL FUNDING FLTG RT 12-15-202812/15/20284.56%**3,447,649 
PVTPL COREVEST AMERN FIN 2019-3 TR SER 19-3 CLS A 2.772% DUE 10-15-2052 BEO10/15/20522.70%**59,738 
PVTPL COREVEST AMERN FIN 2022-1 TR SR 22-1 CL A VAR RT 12-31-20496/17/20554.74%**1,066,208 
PVTPL COTY INC/HFC PRESTIGE/INT US 5.6% 01-15-20311/15/20315.60%**302,729 
PVTPL COX COMMUNICATIONS INC NEW NT 3.5% 08-15-20278/15/20273.50%**7,266,306 
PVTPL COX COMMUNICATIONS INC NEW NT 144A3.35% DUE 09-15-2026/09-13-2016 BEO9/15/20263.35%**1,989,523 
PVTPL CQS US CLO LTD SR 25-5A CL A1 FRN 01-17-20391/17/20395.10%**9,825,814 
PVTPL CREDICORP CAPITAL SOCIED 9.7%03-05-20453/5/20459.70%**220,663 
PVTPL CREDIT ACCEP AUTO LN TR 2023-2 SER 23-2A CL A 5.92% 05-16-20335/16/20335.92%**759,771 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL CREDIT ACCEP AUTO LN TR SER 23-3A CL A 6.39% 08-15-20338/15/20336.39%**707,295 
PVTPL CREDIT ACCEPTANCE AUTO LOAN TRUST SER 24-1A CL A 5.68% 03-15-20343/15/20345.68%**1,003,725 
PVTPL CREDIT ACCEPTANCE AUTO LOAN TRUST SER 24-2A CLS C 6.7% 10-16-203410/16/20346.70%**1,314,967 
PVTPL CREDIT AGRICOLE S A 6.316% 10-03-202910/3/20296.32%**7,670,172 
PVTPL CREDIT AGRICOLE S A LONDON BRH 1.247% 01-26-20271/26/20271.25%**1,031,836 
PVTPL CREDIT AGRICOLE SA 5.222% 05-27-20315/27/20315.22%**472,663 
PVTPL CREDIT AGRICOLE SA 5.23% 01-09-20291/9/20295.23%**2,257,231 
PVTPL CREDIT AGRICOLE SA 5.335% 01-10-20301/10/20305.34%**1,353,456 
PVTPL CREDIT AGRICOLE SA 5.862% 01-09-20361/9/20365.86%**1,352,581 
PVTPL CSL FINANCE PLC 4.75% DUE 04-27-2052 BEO4/27/20524.75%**225,176 
PVTPL CVS LEASE BACKED PASS THRU CTF 8.353% DUE 07-10-20317/10/20318.35%**71,751 
PVTPL CVS LEASE BACKED PASS THRU SER 2013 TR 4.704 01-10-20361/10/20364.70%**190,439 
PVTPL DANONE NT 144A 2.947% DUE 11-02-2026/11-02-2016 BEO11/2/20262.95%**1,997,223 
PVTPL DANSKE BANK A/S 4.613% 10-02-203010/2/20304.61%**587,427 
PVTPL DANSKE BANK A/S 5.427% 03-01-20283/1/20285.43%**5,078,077 
PVTPL DANSKE BANK A/S 5.705% 03-01-20303/1/20305.70%**311,915 
PVTPL DIAMOND ISSUER LLC 2021-1 SECD CL A 2.305% 11-20-205111/20/20512.30%**1,631,538 
PVTPL DNB BK ASA 1.535% 05-25-20275/25/20271.54%**1,424,098 
PVTPL DNB BK ASA 4.853% 11-05-203011/5/20304.85%**370,451 
PVTPL DNB BK ASA MED TERM NTS BOOK ENTRY 1.605% 03-30-20283/30/20281.60%**4,855,777 
PVTPL DOMINICAN REPUBLIC 5.875% 10-28-203510/28/20355.88%**300,540 
PVTPL DOMINOS PIZZA MASTER ISSUER SR 25-1A CL A2II 5.217% 07-25-20557/25/20555.22%**14,617,380 
PVTPL DT MIDSTREAM 10YR 144A NEW ISSUE 4.3% 04-15-20324/15/20324.30%**367,529 
PVTPL DUPONT DE NEMOURS INC 4.725% 11-15-202811/15/20284.72%**3,676,197 
PVTPL ECMC GROUP STUDENT LN TR SR 17-2A CL A FLTG RT 05-25-20675/25/20675.04%**2,071,873 
PVTPL EDF S A 4.875% DUE 09-21-2038 BEO9/21/20384.88%**2,337,740 
PVTPL ELECTRICITE DE FRANCE 5.7% 05-23-20285/23/20285.70%**1,136,986 
PVTPL ELECTRICITE DE FRANCE 6.375% 01-13-20551/13/20556.38%**209,071 
PVTPL ELEMENT FLEET MGMT CORP 5.643% 03-13-20273/13/20275.64%**1,709,267 
PVTPL ELEMENT FLEET MGMT CORP 6.271% 06-26-20266/26/20266.27%**2,553,532 
PVTPL ELEVATION CLO LTD SR 18-3A CL A1R2 FLTG RT 01-25-20351/25/20355.16%**3,399,950 
PVTPL ELMWOOD CLO LTD SR 25-3A CL A FLTG RT 03-22-20383/22/20385.12%**11,517,262 
PVTPL EMD FIN LLC 4.125% 08-15-20288/15/20284.12%**1,962,972 
PVTPL EMPOWER CLO LTD SR 22-1A CL A1R FLTG 10-20-203710/20/20375.27%**1,254,657 
PVTPL EMPOWER CLO LTD SR 25-1A CL A FLTG RT 04-20-20387/20/20385.19%**1,254,045 
PVTPL ENCORE CAPITAL GROUP INC 6.625%04-15-20314/15/20316.62%**402,001 
PVTPL ENEL FIN INTL N V 4.125% 09-30-20289/30/20284.12%**2,541,393 
PVTPL ENEL FIN INTL N V NT 4.75% DUE 05-25-20475/25/20474.75%**276,933 
PVTPL ENEL FINANCE INTERNATIONAL N.V 5.125% 06-26-20296/26/20295.12%**1,221,316 
PVTPL ENEL FINANCE INTL NV 2.125% 07-12-20287/12/20282.12%**4,754,300 
PVTPL ENGIE S A 5.875% 04-10-20544/10/20545.88%**202,575 
PVTPL ENI S P A 5.5% 05-15-20345/15/20345.50%**8,368,416 
PVTPL ENI S P A 5.95% 05-15-20545/15/20545.95%**238,700 
PVTPL ENTERPRISE FLEET FINANCING LLC SER 24-1 CL A3 5.16% 09-20-20309/20/20305.16%**146,773 
PVTPL ENTERPRISE FLEET FINANCING LLC SER24-4 CL A3 4.56% 11-20-202811/20/20284.56%**885,052 
PVTPL ENTERPRISE FLEET FINANCING LLC SR 24-1 CL A2 6.52% 03-20-20303/20/20305.23%**2,598,102 
PVTPL ENTERPRISE FLEET FINANCING LLC SR 24-2 CL A2 5.74% 12-20-202612/20/20265.74%**331,340 
PVTPL ENTERPRISE FLEET FINANCING LLC SR 24-2 CL A3 5.61% 04-20-20284/20/20285.61%**3,559,534 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL ENTERPRISE FLEET FINANCING LLC SR 25-2 CL A3 4.41% 06-20-20296/20/20294.41%**3,110,462 
PVTPL ENTERPRISE FLEET FING 2023-2 LLC 5.5% 04-22-20304/22/20305.50%**169,874 
PVTPL ENTERPRISE FLEET FING 2023-2 LLC SRS 23-2 CLS A2 5.56% 04-22-20304/22/20305.56%**983,886 
PVTPL ENTERPRISE FLEET FING LLC SR 23-3 CL A2 6.4% 03-20-20303/20/20306.40%**1,449,375 
PVTPL EQT CORP SR NT 3.125% 05-15-20265/15/20263.12%**551,813 
PVTPL EQUITABLE AMER GLOBAL 4.7% 09-15-20329/15/20324.70%**697,451 
PVTPL EQUITABLE AMER GLOBAL 4.95% 06-09-20306/9/20304.95%**4,789,868 
PVTPL EQUITABLE FINL LIFE 4.6% 04-01-20274/1/20274.60%**5,455,295 
PVTPL EXPERIAN FIN PLC 2.75% DUE 03-08-20303/8/20302.75%**3,246,735 
PVTPL F G GLOBAL FUNDING 144A 5.875% DUE06-10-2027 BEO6/10/20275.88%**3,236,947 
PVTPL F G GLOBAL FUNDING 5.875% 01-16-20301/16/20305.88%**311,582 
PVTPL F&G GLOBAL FDG 2.0% 09-20-20289/20/20282.00%**374,843 
PVTPL F&G GLOBAL FUNDING 4.65% 09-08-20289/8/20284.65%**2,465,332 
PVTPL FED DES CAISSES DESJARDINS QUEBEC 1.2% 10-14-202610/14/20261.20%**7,835,095 
PVTPL FED DES CAISSES DESJARDINS QUEBEC 4.55% DUE 08-23-2027 BEO8/23/20274.55%**5,053,256 
PVTPL FIRST INVS AUTO OWNER TR 2023-1 SR 23-1A CL A 6.44% 10-16-202810/16/20286.44%**664,795 
PVTPL FIRSTKEY HOMES SR 22-SFR2 CL B 4.5% 07-17-20277/17/20394.50%**3,063,666 
PVTPL FIRSTKEY HOMES TRUST SR 22-SFR1 CL B 4.493% 05-19-20395/19/20394.49%**2,493,431 
PVTPL FORD CR AUTO OWN TR 2024-REV1 SR 24-1 CL A STEP UP 08-15-20368/15/20364.87%**14,481,998 
PVTPL FORD CR AUTO OWNER TR 2023-REV1 231 CL A 4.85% 08-15-20358/15/20354.85%**10,722,760 
PVTPL FORD CR AUTO OWNER TR 2023-REV2 SER 23-2 CL A 5.28% 02-15-20362/15/20365.28%**11,233,077 
PVTPL FORD CR FLOORPLAN MASTER OWNER TR SR 24-1 CL A1 5.29% 04-15-20294/15/20295.29%**2,646,111 
PVTPL FORD CR FLOORPLAN MASTER OWNER TR SER 24-3 CL A-1 4.3% DUE 09-15-20299/15/20294.30%**8,871,882 
PVTPL FORTRESS CR BSL VII LTD SR 21-1A CL A-1-R FLTG 07-23-20327/23/20324.95%**956,885 
PVTPL FOUNDRY JV HOLDCO LLC 6.1% 01-24-20361/25/20366.10%**534,487 
PVTPL FOUNDRY JV HOLDCO LLC 6.3% 01-25-20391/25/20396.30%**211,611 
PVTPL FOUNDRY JV HOLDCO LLC. 5.5% 01-25-20311/25/20315.50%**1,953,192 
PVTPL FREEDOM MORTGAGE CORPORATION 9.25%02-01-20292/1/20299.25%**731,556 
PVTPL FREMF MORTGAGE TRUST SER 16-K59 CL B VAR RT 11-25-204911/25/20493.56%**175,563 
PVTPL FREMF MORTGAGE TRUST SER 19-K734 CL B VAR RT 02-25-20512/25/20514.17%**1,275,499 
PVTPL FREMF MORTGAGE TRUST SR 19-K97 CL B VAR RT 09-25-20519/25/20513.77%**1,734,018 
PVTPL GA GLOBAL FDG 01-06-20271/6/20272.25%**147,245 
PVTPL GA GLOBAL FDG TR 5.5% 01-08-20291/8/20295.50%**2,056,929 
PVTPL GA GLOBAL FUNDING TRUST 5.9% 01-13-20351/13/20355.90%**1,281,411 
PVTPL GALAXY CLO LTD SER 24-33A CL A1 FLTG RT 04-20-20374/20/20375.43%**1,735,843 
PVTPL GENERAL MOTORS CO SER 24-4A CL A1 4.73% 11-15-202911/15/20294.73%**2,487,979 
PVTPL GENERAL MOTORS SR 24-1 CL A1 5.13%03-15-20293/15/20295.13%**6,590,419 
PVTPL GENERATE CLO 8 LTD/GENERATE SR 8A CL A1R2 FLTG 01-20-20381/20/20385.26%**9,283,456 
PVTPL GILDAN ACTIVEWEAR INC 10-07-203010/7/20304.70%**891,404 
PVTPL GLENCORE FDG LLC 6.125% 10-06-202810/6/20286.12%**2,135,471 
PVTPL GLENCORE FDG LLC FLTG RT 10-01-202610/1/20264.77%**1,351,147 
PVTPL GLENCORE FUNDING LLC 5.186% 04-01-20304/1/20305.19%**1,543,650 
PVTPL GLENCORE FUNDING LLC 5.371% 04-04-20294/4/20295.37%**2,493,610 
PVTPL GM FINANCIAL REVOLVING RECEIVABLESSER 23-2 CL A 5.77% 08-11-20368/11/20365.77%**5,774,286 
PVTPL GM FINL REVOLVING RECEIVABLES TR SER 24-2 CL A 4.52% 03-11-20373/11/20374.52%**10,998,592 
PVTPL GM FINL REVOLVING RECEIVABLES TR SR 24-1 CL A 4.9% 12-11-203612/11/20364.98%**3,909,526 
PVTPL GOLUB CAP PARTNERS CLO LTD SR 20-48A CL A1R FLTG RT 04-17-20384/17/20384.98%**1,003,295 
PVTPL GOODGREEN 2017-1 TR NT CL A 144A 3.74% DUE 10-15-2052 BEO10/15/20523.74%**42,444 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL GOODGREEN 2017-2 NT CL A 144A 3.26% DUE 10-15-2053 BEO10/15/20533.26%**87,761 
PVTPL GOODMAN US FIN FOUR LLC 4.625% DUE05-04-2032 BEO5/4/20324.62%**1,978,462 
PVTPL GOODMAN US FIN THREE LLC 3.7% DUE 03-15-20283/15/20283.70%**989,724 
PVTPL GOODMAN US FINANCE SIX LLC 5.125% 10-07-203410/7/20345.12%**377,479 
PVTPL GPMT 2021-FL3 LTD/GPMT 2021-FL3 LLC SR SECD NT CL A FLTG 07-16-20357/16/20355.35%**124,954 
PVTPL GPMT LTD SR 21-FL4 CL A FLTG RT 11-15-203612/15/20365.20%**1,802,510 
PVTPL GREENSAIF PIPELINES BIDCO S A R L 6.1027% 08-23-20428/23/20426.10%**2,399,590 
PVTPL GREENSKY HOME IMPT ISSUER TR SER 25-3 CL A2 4.59% 12-27-206012/27/20604.59%**271,015 
PVTPL GREYWOLF CLO I LTD SR 20-3RA CL A1R2 FLTG 04-22-20334/22/20335.09%**3,485,011 
PVTPL GUARDIAN LIFE INSURANCE CORP 3.7% 01-22-20701/22/20703.70%**67,162 
PVTPL GUATEMALA REP 6.25% 08-15-20368/15/20366.25%**418,000 
PVTPL HEALTH CARE SERVICE CORP 5.2% 06-15-20296/15/20295.20%**435,932 
PVTPL HERO FDG 2017-3 NT CL A2 3.95% 09-20-20489/20/20483.95%**198,655 
PVTPL HERO FDG SER 2017-1A NT CL A2 4.46% 09-20-2047 BEO9/20/20474.46%**35,583 
PVTPL HERTZ VEH FING III LLC SR 23-4A CL A 6.15% 03-25-20303/25/20306.15%**1,047,174 
PVTPL HILTON GRAND VACATIONS TR SER 25-3EXT CL A 4.56% 10-25-204410/25/20444.56%**561,758 
PVTPL HILTON GRAND VACATIONS TRUST SR 24-2A CL 5.5% 03-25-20383/25/20385.50%**918,825 
PVTPL HPS CORPORATE LENDING FD 5.85% 06-05-20306/5/20305.85%**607,460 
PVTPL HUNGARY REP 6.0% 09-26-20359/26/20356.00%**625,203 
PVTPL HYUNDAI AUTO LEASE SECURITIZAT SR 25-B CL A3 4.53% 04-17-20284/17/20284.53%**2,214,919 
PVTPL HYUNDAI CAP AMER MEDIUM TERM NTS BOOK EN 1.5% DUE 06-15-20266/15/20261.50%**429,949 
PVTPL HYUNDAI CAPITAL AMERICA 4.25% 09-18-20289/18/20284.25%**1,821,275 
PVTPL HYUNDAI CAPITAL AMERICA 4.3% 09-24-20279/24/20274.30%**2,410,842 
PVTPL HYUNDAI CAPITAL AMERICA 4.85% 03-25-20273/25/20274.85%**3,895,144 
PVTPL HYUNDAI CAPITAL AMERICA 5.3% 03-19-20273/19/20275.30%**2,358,110 
PVTPL HYUNDAI CAPITAL AMERICA 5.3% 06-24-20296/24/20295.30%**1,030,088 
PVTPL HYUNDAI CAPITAL AMERICA 5.45% 06-24-20266/24/20265.45%**949,467 
PVTPL HYUNDAI CAPITAL AMERICA 5.95% 08-21-20269/21/20265.95%**4,320,631 
PVTPL IMPERIAL BRANDS FIN PLC 5.5% 02-01-20302/1/20305.50%**3,638,936 
PVTPL IMPERIAL BRANDS FIN PLC GTD SR NT 144A 6.125 DUE 07-27-2027/07-27-2022 BEO7/27/20276.12%**564,130 
PVTPL INTERNATIONAL FLAVORS & FRAGRANCES 2.3% 11-01-2030 USD11/1/20302.30%**451,677 
PVTPL INTESA SANPAOLO S P A 7.2% 11-28-203311/28/20337.20%**1,029,558 
PVTPL INTESA SANPAOLO S P A 7.8% 11-28-205311/28/20537.80%**257,288 
PVTPL J P MORGAN MTG TR SER 21-14 CL A11 FLTG DUE 05-25-20525/25/20524.82%**1,361,582 
PVTPL JACKSON NATL LIFE GLOBAL 4.6% 10-01-202910/1/20294.60%**2,005,660 
PVTPL JACKSON NATL LIFE GLOBAL 4.7% 06-05-20286/5/20284.70%**5,051,694 
PVTPL JACKSON NATL LIFE GLOBAL 4.9% 01-13-20271/13/20274.90%**2,436,597 
PVTPL JAMESTOWN CLO LTD SER 19-14A CL A1RR FLTG 10-20-203410/20/20344.92%**6,996,007 
PVTPL JAMESTOWN CLO LTD SR 22-18A CL AR FLTG RT 07-25-20357/25/20355.13%**7,605,164 
PVTPL JANE STR GROUP LLC/JSG FIN INC 6.125% 11-01-203211/1/20326.12%**407,058 
PVTPL JBS USA HLDG LUX S A R L/JBS USA FOOD C 5.5% 01-15-20361/15/20365.50%**406,722 
PVTPL JBS USA HLDG LUX S A R L/JBS USA FOOD C 6.375% 04-15-20664/15/20666.38%**353,465 
PVTPL JBS USA HOLD/FOOD GRP/CO 6.25% 03-01-20563/1/20566.25%**393,627 
PVTPL JBS USA SARL/FOOD/GRP 5.95% 04-20-20354/20/20355.95%**179,000 
PVTPL JBS USA SARL/FOOD/GRP 6.375% 02-25-20552/25/20556.38%**662,915 
PVTPL JERSEY CENTRAL POWER & LIGHT CO 4.15% 01-15-20291/15/20294.15%**1,618,203 
PVTPL KBC GROUP NV 4.932% 10-16-203010/16/20304.93%**1,605,280 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL KBC GROUP NV 5.796% 01-19-20291/19/20295.80%**9,109,878 
PVTPL KKR CLO SER 21 CL A FLTG 04-15-20314/15/20315.17%**631,459 
PVTPL KKR FINANCIAL CLO LTD SER 36A CL AR FLTG 10-15-203410/15/20345.05%**5,798,751 
PVTPL KKR FINANCIAL CLO LTD SR 42A CL ARFLTG RT 07-20-20347/20/20345.03%**4,299,103 
PVTPL KKR GROUP FIN CO LLC 3.25% 12-15-205112/15/20513.25%**932,347 
PVTPL KREF 2022-FL3 LTD CL A FLTG 02-15-20392/17/20395.18%**1,630,770 
PVTPL KUWAIT INTL BOND 4.652% 10-09-203510/9/20354.65%**199,302 
PVTPL LCM 31 LTD SR SECD NT CL A-R FLTG 07-20-20347/20/20345.16%**2,301,687 
PVTPL LIBERTY MUT GROUP INC 4.569% DUE 02-01-2029 BEO2/1/20294.57%**6,712,829 
PVTPL LIBERTY UTILITIES CO 5.577% 01-31-20291/31/20295.58%**611,880 
PVTPL LINCOLN FINL GLOBAL FDG 4.625% 08-18-20308/18/20304.62%**1,414,629 
PVTPL LOANCORE 2021-CRE6 ISSUER LTD SER 21-CRE6 CL A FLTG 11-15-203811/15/20385.16%**203,181 
PVTPL LPL HLDGS INC 4.625% 11-15-202711/15/20274.62%**804,998 
PVTPL LRECS SER 25-CRE1 CL A FLTG 08-19-20438/19/20435.50%**7,309,889 
PVTPL LSEG US FINANCE CORP 5.297% 03-28-20343/28/20345.30%**620,795 
PVTPL M&T EQUIPMENT NOTES SER 25-1A CL A2 4.7% 12-16-202712/16/20274.70%**423,031 
PVTPL MACQUARIE AIRFINANCE HLDGS LTD 5.15% 03-17-20303/17/20305.15%**405,768 
PVTPL MACQUARIE GROUP LTD SR MEDIUM 3.763% 11-28-202811/28/20283.76%**143,908 
PVTPL MACQUARIE GROUP LTD SR NT 2.691%06-23-20326/23/20322.69%**409,671 
PVTPL MADISON PARK FUNDING LTD SER 21-39A CL AR FLTG 10-22-203410/22/20345.11%**2,200,577 
PVTPL MADISON PARK FUNDING LTD SR 16-22A CL AR2 FLTG RT 01-15-20381/15/20385.21%**5,108,049 
PVTPL MADISON PK FDG LXIII LTD/MADISON PK FD SR 23-63A CL A1R VAR RT 07-21-20387/21/20385.27%**1,445,520 
PVTPL MADISON PK FDG XXXIII LTD CL A-R FLTG 10-15-203210/15/20325.19%**3,442,403 
PVTPL MARATHON CLO LTD SR 21-16A CL A1AR FLTG RT 04-15-20344/15/20345.01%**9,991,872 
PVTPL MARBLE PT CLO XVIII LTD SR 20-2A CL A1R2 FLTG RT 03-15-20383/15/20385.11%**6,500,884 
PVTPL MARS INC 4.6% 03-01-20283/1/20284.60%**7,876,488 
PVTPL MARS INC 4.8% 03-01-20303/1/20304.80%**553,220 
PVTPL MARS INC 5.2% 03-01-20353/1/20355.20%**8,692,608 
PVTPL MARS INC 5.65% 05-01-20455/1/20455.65%**517,580 
PVTPL MARS INC 5.7% 05-01-20555/1/20555.70%**130,036 
PVTPL MASSMUTUAL GLOBAL 4.95% 01-10-20301/10/20304.95%**5,634,241 
PVTPL MASSMUTUAL GLOBAL FDG II FLTG 08-01-20288/1/20284.59%**2,380,688 
PVTPL MASSMUTUAL GLOBAL FUNDIN 5.15%05-30-20295/30/20295.15%**2,163,854 
PVTPL MENLO SER 24-1A CL A1 FLTG 01-20-20381/20/20385.30%**16,566,535 
PVTPL MERCEDES-BENZ FIN NORTH AMER LLC 4.8% 11-13-202611/13/20264.80%**1,114,739 
PVTPL MERITAGE HOMES CORP 3.875% 04-15-20294/15/20293.88%**3,936,176 
PVTPL MET TOWER GLOBAL FUNDING 4.0% 10-01-202710/1/20274.00%**676,352 
PVTPL MF1 MULTIFAMILY HOUSING MORTGAGE SER 24-FL15 CL A FLTG RT 08-18-20418/18/20415.42%**1,503,004 
PVTPL MF1 MULTIFAMILY HOUSING MORTGAGE SR 22-FL8 CL A FLTG 02-19-20372/19/20375.08%**3,245,322 
PVTPL MGM CHINA HLDGS LTD 7.125% 06-26-20316/26/20317.12%**1,480,730 
PVTPL MILOS CLO LTD/MILOS CLO LLC SR 17-1A CL AR FLTG 10-20-203010/20/20305.22%**1,536,458 
PVTPL MMAF EQUIPMENT FINANCE LLC SR 24-ACL A3 4.95% 07-14-20317/14/20314.95%**775,704 
PVTPL MMAF EQUIPMENT FINANCE LLC SR 25-ACL A3 5.45% 08-13-20328/13/20324.82%**1,945,282 
PVTPL MOLEX ELECTR TECHNOLOGIES LLC 4.75% 04-30-20284/30/20284.75%**531,831 
PVTPL MONONGAHELA PWR CO 3.55% DUE 05-15-2027 BEO5/15/20273.55%**2,286,322 
PVTPL MRCD MORTGAGE TRUST SER 19-PARK CL A 2.71752% 12-15-203612/15/20362.72%**420,000 
PVTPL MVW OWNER TRUST SER 19-2A CL B 2.44% 10-20-203810/20/20382.44%**134,871 
PVTPL NATIONWIDE BLDG 5.537% 07-14-20367/14/20365.54%**413,879 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL NATIONWIDE BLDG SOC SR NON-PFD 6.557% 10-18-202710/18/20276.56%**5,094,514 
PVTPL NATWEST MARKETS PLC FLTG RT 03-21-20303/21/20304.89%**1,213,140 
PVTPL NATWEST MKTS PLC 5.41% DUE 05-17-2029 BEO5/17/20295.41%**918,584 
PVTPL NAVIENT PRIVATE ED LN TR 2020-A NTCL A-2B VAR RT DUE 11-15-206811/15/20684.76%**110,413 
PVTPL NAVIENT PRIVATE ED REFI LN SER 20-BA CL A2 2.12% 01-15-2069 BEO1/15/20692.12%**354,454 
PVTPL NAVIENT PRIVATE ED REFI LN TR 2019-FA CL A2 2.6% DUE 08-15-20688/15/20682.60%**506,147 
PVTPL NAVIENT PRIVATE ED REFI LN TR 2021-B SER 21-BA CL A .94% 07-15-20697/15/20690.94%**354,050 
PVTPL NAVIENT PRIVATE ED REFI LN TR 2021-F SR 21-FA CL A 1.11% 02-18-20702/18/20701.11%**3,238,177 
PVTPL NAVIENT PRIVATE ED REFI LN TR SR 2019-C CL A-2 02-15-20682/15/20683.13%**222,840 
PVTPL NAVIENT PRIVATE ED REFI LN TR SRS 20-HA CL A 1.31% DUE 01-15-20691/15/20691.31%**1,735,455 
PVTPL NAVIENT PVT ED LN TR 2015-B NT CL A-3 FLTG RATE 144A VAR RT DUE 07-16-20407/16/20405.31%**436,518 
PVTPL NAVIENT PVT ED REFI LN TR 2020-G SER 20-GA CL A 1.17% DUE 09-16-2069 BEO9/16/20691.17%**880,385 
PVTPL NAVIENT PVT ED REFI LN TR 2023-A NT CL A 144A 5.51 DUE 10-15-2071BEO10/15/20715.51%**1,416,383 
PVTPL NAVIENT REFINANCE LN TR SR 25-C CL A 4.8% 10-15-205510/15/20554.80%**5,345,482 
PVTPL NAVIENT STUDENT LOAN TRUST SER 21-A CL A 0.84% DUE 05-15-2069 BEO5/15/20690.84%**178,978 
PVTPL NAVIENT STUDENT LOAN TRUST SR 23-BA CL A1A 6.48% 03-15-20723/15/20726.48%**529,883 
PVTPL NBN CO LTD 4.0% 10-01-202710/1/20274.00%**1,114,290 
PVTPL NBN CO LTD 4.25% 10-01-202910/1/20294.25%**1,401,136 
PVTPL NBN CO LTD 5.75% 10-06-202810/6/20285.75%**610,545 
PVTPL NELNET STUDENT LN TR SER 17-3A CL A FLTG 02-25-20662/25/20664.84%**2,487,116 
PVTPL NELNET STUDENT LN TR SER 21-BA CL AFX 1.42% 04-20-20624/20/20621.42%**281,704 
PVTPL NELNET STUDENT LN TR SR 25-BA CL A1B FLTG 05-17-20555/17/20555.33%**4,745,670 
PVTPL NELNET STUDENT LOAN TRUST SR 25-AA CL A1B FRN 03-15-20573/15/20575.08%**1,766,391 
PVTPL NESTLE CAPITAL CORPORATION 5.1% 03-12-20543/12/20545.10%**305,317 
PVTPL NETFLIX INC 4.875% DUE 06-15-2030/10-25-2019 BEO6/15/20304.88%**1,415,755 
PVTPL NEUBERGER BERMAN LN ADVISERS CLO SR 17-26A CL AR2 FLTG 10-18-203810/18/20385.24%**3,994,252 
PVTPL NEW RESIDENTIAL MTG LN TR SER 22-SFR1 CL B 2.849% DUE 02-17-2027 BEO2/17/20392.85%**1,958,130 
PVTPL NEW YORK LIFE GLOBAL FDG 2.35% 07-14-20267/14/20262.35%**44,643 
PVTPL NEW YORK LIFE INS CO 3.75% DUE 05-15-20505/15/20503.75%**632,678 
PVTPL NEW YORK ST ELEC & GAS CORP 5.65% 08-15-20288/15/20285.65%**1,516,065 
PVTPL NEW YORK ST ELEC & GAS CORP SR NT 144A 3.25% DUE 12-01-2026/11-29-2016 BEO12/1/20263.25%**96,297 
PVTPL NEW YORK STATE ELECTRIC & GAS CORP 5.3% 08-15-20348/15/20345.30%**2,888,058 
PVTPL NGPL PIPECO LLC 3.25% DUE 07-15-2031 BEO7/15/20313.25%**138,152 
PVTPL NIAGARA MOHAWK POWER 5.996% 07-03-20557/3/20556.00%**264,590 
PVTPL NIAGARA MOHAWK PWR CORP NEW SR NT 144A 1.96% DUE 06-27-2030/06-25-2020 BEO6/27/20301.96%**902,027 
PVTPL NISSAN MOTOR ACCEPTANCE CORP 2.75%03-09-20283/9/20282.75%**1,710,291 
PVTPL NORTHERN NAT GAS CO DEL SR BD 144A4.3% 01-15-20491/15/20494.30%**200,880 
PVTPL NORTHWESTERN MUT LIFE INS CO 6.17%05-29-20555/29/20556.17%**511,140 
PVTPL NORTHWESTERN MUTUA 3.45% DUE 03-30-2051 BEO3/30/20513.45%**216,743 
PVTPL NORTHWESTERN MUTUAL GLBL 4.96% 01-13-20301/13/20304.96%**2,359,833 
PVTPL NORTHWOODS CAPITAL LTD SR 18-12BA CL AR FLTG RT 06-15-20316/15/20314.91%**1,990,874 
PVTPL NRG ENERGY INC 4.734% 10-15-203010/15/20304.73%**2,608,704 
PVTPL NRG ENERGY INC 5.407% 10-15-203510/15/20355.41%**214,836 
PVTPL NTT FIN CORP 03/04/2026 1.162% DUE04-03-2026/03-03-2021 BEO4/3/20261.16%**2,321,317 
PVTPL NTT FIN CORP 4.62% 07-16-20287/16/20284.62%**1,989,773 
PVTPL NTT FIN CORP 5.502% 07-16-20357/16/20355.50%**373,446 
PVTPL NTT FIN CORP SR NT 144A 4.372% DUE07-27-2027/07-27-2022 BEO7/27/20274.37%**1,211,457 
PVTPL NTT FINANCE CORP 07-16-20307/16/20304.88%**203,859 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL NTT FINANCE CORP 4.567% 07-16-20277/16/20274.57%**3,305,248 
PVTPL NTT FINANCE CORP 5.171% 07-16-20327/16/20325.17%**298,145 
PVTPL OCEAN TRAILS CLO SR 20-8A CL A1R2 FLTG 03-15-20383/15/20385.09%**6,314,627 
PVTPL OCP CLO LTD SER 23-26A CL AR FLTG 04-17-20374/17/20374.96%**8,988,599 
PVTPL OCTAGON INVESTMENT PARTNERS LTD SR19-2A CL A1R2 FLTG RT 10-15-203310/15/20334.99%**6,073,452 
PVTPL OCTAGON INVT PARTNERS 20-3A CL A1R2 FLTG 01-15-20381/15/20385.26%**752,717 
PVTPL OCTANE RECEIVABLES TR 23-1A CL C 6.37% 09-20-20299/20/20296.37%**4,468,618 
PVTPL OCTANE RECEIVABLES TRUST SER 23-3ACL A2 6.44% 03-20-20293/20/20296.44%**308,548 
PVTPL OFSI FUND LTD SR 21-10A CL AR FLTGRT 04-20-20344/20/20345.15%**2,600,893 
PVTPL OHA CR PARTNERS XI LTD SR 15-11A CL A1R2 FLTG RT 04-20-20374/20/20375.34%**486,799 
PVTPL OHIO EDISON COMPANY 4.95% 12-15-202912/15/20294.95%**1,197,330 
PVTPL OMERS FINANCE TRUST 4.375% 03-20-20303/20/20304.38%**2,692,836 
PVTPL OMERS FINANCE TRUST 5.5% 11-15-203311/15/20335.50%**4,048,704 
PVTPL ONCOR ELEC DELIVERY CO LLC 5.8% 04-01-20554/1/20555.80%**383,677 
PVTPL ONCOR ELECTRIC DELIVERY 4.5% 03-20-20273/20/20274.50%**978,939 
PVTPL ONEMAIN FINL ISSUANCE SRS 20-2A CL B 2.21% DUE 09-14-2035 BEO9/14/20352.21%**1,208,956 
PVTPL ONT TEACHERS CADILLAC FAIRVIEW 4.125% 02-01-20292/1/20294.12%**817,560 
PVTPL OPORTUN FUNDING LLC SR 25-A CL B 5.3% 02-08-20332/8/20335.30%**334,944 
PVTPL OZLM XXIV LTD / OZLM XXIV LLC 20/07/2032 VAR RT DUE 07-20-2032 BEO7/20/20325.31%**1,307,313 
PVTPL PACIFIC LIFE GLOBAL FDG II 4.5% 08-28-20298/28/20294.50%**3,638,661 
PVTPL PACIFIC LIFE GLOBAL FDG II FLTG RT 02-04-20272/4/20274.39%**1,251,024 
PVTPL PACIFIC LIFE GLOBAL FDG II MEDIUM TERM TR 00802 FLTG 07-10-20287/10/20284.75%**3,154,361 
PVTPL PACIFIC LIFE GLOBAL FDG II MTN 4.875% 07-17-20327/17/20324.88%**3,055,987 
PVTPL PACIFIC LIFECORP 5.125% 01-30-20431/30/20435.12%**237,110 
PVTPL PALMER SQUARE CLO LTD SR 15-1A CL A1A5 FLTG RT 05-21-20345/21/20344.92%**10,247,265 
PVTPL PARK AVENUE INSTITUTIONAL ADVISERS SR 21-1A CL A1AR FRN 01-20-20341/20/20344.99%**5,797,175 
PVTPL PARK BLUE CLO LTD SR 22-2A CL A1R FLTG RT 07-20-20377/20/20375.30%**682,507 
PVTPL PENFED AUTO RECEIVABLES OWNER SER 24-A CL A3 4.7% 06-15-20296/15/20294.70%**3,063,515 
PVTPL PENNSYLVANIA ELEC CO FIXED 3.6%06-01-2029 BEO6/1/20293.60%**244,792 
PVTPL PENNSYLVANIA HIGHER ED ASSISTANCE A VAR RT DUE 11-25-206511/25/20654.94%**457,277 
PVTPL PENSKE TRUCK LEASING CO L P / PTL FIN CORP 5.55% 05-01-20285/1/20285.55%**1,831,490 
PVTPL PENSKE TRUCK LEASING CO L P / PTL FIN CORP 5.75% 05-24-20265/24/20265.75%**4,585,765 
PVTPL PENSKE TRUCK LEASING CO L P/PTL FIN CO 1.7% DUE 06-15-2026 BEO6/15/20261.70%**66,231 
PVTPL PENSKE TRUCK LEASING CO L P/PTL FIN CO 6.05% 08-01-20288/1/20286.05%**2,578,276 
PVTPL PERNOD RICARD S A NT 144A 3.25% DUE 06-08-2026/06-08-2016 BEO6/8/20263.25%**3,644,822 
PVTPL PERU(REPUBLIC OF) 6.15% 08-12-20328/12/20320.06%**9,044,668 
PVTPL PFS FING CORP SR 25-B CL A 4.85% 02-15-20302/15/20304.85%**3,189,659 
PVTPL PIKES PEAK CLO SER 23-12A CL AR FLTG 04-20-20384/20/20385.10%**2,494,054 
PVTPL PORSCHE FINL AUTO SECURITIZATION TR SR 23-1A CLS A4 4.72% 06-23-20316/23/20314.72%**1,358,617 
PVTPL PPIB CAP INC C 2.75% 11-02-202711/2/20272.75%**246,145 
PVTPL PRIN LIFE GLOBAL FLTG RT 5.183737% 08-18-20288/18/20284.68%**771,650 
PVTPL PRINCIPAL LIFE GLOBAL FDG II 4.8% 01-09-20281/9/20284.80%**4,548,656 
PVTPL PRKCM TRUST SER 23-AFC3 CL A1 6.584% 09-25-20589/25/20586.58%**1,121,518 
PVTPL PROGRESS RESIDENTIAL TRUST SER 22-SFR6 CL B 4.997% 07-20-20397/20/20395.00%**1,003,511 
PVTPL PROLOGIS TARGETED US 5.25% 01-15-20351/15/20355.25%**713,642 
PVTPL PROLOGIS TARGETED US 5.25% 04-01-20294/1/20295.25%**4,296,866 
PVTPL PROLOGIS TARGETED US 5.5% 04-01-20344/1/20345.50%**1,248,619 
PVTPL PROTECTIVE LIFE CORP 5.35% 12-15-203512/15/20355.35%**3,038,542 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL PROTECTIVE LIFE GF 5.467% 12-08-202812/8/20285.47%**1,326,601 
PVTPL PSP CAPITAL INC 3.75% 10-02-202910/2/20293.75%**3,000,411 
PVTPL PT FREEPORT INDONESIA NT 4.763% DUE04-14-20274/14/20274.76%**225,426 
PVTPL QUIKRETE HLDGS INC 6.375% 03-01-20323/1/20326.38%**416,360 
PVTPL RABOBANK NEDERLAND GLOBAL MED TM NT TRANCHE # TR 00088 4.655% 8-22-20288/22/20284.66%**3,283,157 
PVTPL RAD CLO 6 LTD/RAD CLO SR 19 6A CL A1R FLTG 10-20-203710/20/20375.27%**5,111,089 
PVTPL RECKITT BENCKISER TREAS SVCS BNDS 3.0% DUE 06-26-20276/26/20273.00%**6,105,759 
PVTPL REGATTA XVI FUNDING LTD SR 19-2A CL A1R FLTG RT 01-15-20331/15/20335.10%**6,316,336 
PVTPL RENEW 2017-1 FDG NT CL A 144A 3.67% DUE 09-20-2052 BEO9/20/20523.67%**19,675 
PVTPL RENTOKIL TERMINIX LLC 5.0% 04-28-20304/28/20305.00%**204,621 
PVTPL REPSOL E&P CAP MARKETS 5.976% 09-16-20359/16/20355.98%**291,206 
PVTPL RGA GLOBAL FDG 2.7% 01-18-20291/18/20292.70%**2,195,071 
PVTPL RISERVA CLO LTD SR 16-3A CL AR3 FLTG 01-18-20341/18/20344.93%**3,143,311 
PVTPL ROCC TRUST SER 24-CNTR CL A 5.38834% 11-13-204111/13/20415.39%**193,876 
PVTPL ROCHE HLDGS INC 5.338% 11-13-202811/13/20285.34%**557,095 
PVTPL ROCKFORD TOWER CLO 2018-2 LTD SER 2018-2A CLS A FLTG 10-20-203110/20/20315.31%**706,142 
PVTPL ROCKFORD TOWER CLO LTD SR 2017-3 CL A FLTG DUE 10-20-203010/20/20305.34%**99,332 
PVTPL ROMARK WM-R LTD SER 2018-1A CL A-1 FLTG 04-20-20314/20/20315.18%**1,665,296 
PVTPL ROYAL CARIBBEAN CRUISES LTD 5.5% DUE 04-01-2028 BEO4/1/20285.50%**2,007,937 
PVTPL RWE FINANCE US LLC 5.125% 09-18-20359/18/20355.12%**388,833 
PVTPL SAMMONS FINANCIAL GLOBAL 5.05% 01-10-20281/10/20285.05%**1,422,092 
PVTPL SAMMONS FINL GLOBAL 4.95% 06-12-20306/12/20304.95%**5,074,402 
PVTPL SAMMONS FINL GROUP FLTG DUE 09-02-20279/2/20274.67%**3,514,360 
PVTPL SANDSTONE PEAK LTD SR 21-1A CL A1R FLTG RT 10-15-203410/15/20345.18%**3,300,120 
PVTPL SANTANDER BANK AUTO CREDIT-LIN SER 24-A CL B 5.622% 06-15-20326/15/20325.62%**1,652,729 
PVTPL SANTOS FINANCE LTD 5.75% 11-13-203511/13/20355.75%**468,428 
PVTPL SAUDI ARABIA (KINGDOM OF) 5.75% 01-16-20541/16/20545.75%**198,049 
PVTPL SAUDI ARABIAN OIL CO 5.25% 07-17-20347/17/20345.25%**1,029,159 
PVTPL SAUDI ARABIAN OIL CO 6.375% 06-02-20556/2/20556.38%**627,794 
PVTPL SAUDI ARABIAN OIL CO GLOBAL 5.75%07-17-20547/17/20545.75%**195,107 
PVTPL SBA TOWER TR SR 2020-1 CL 1C 1.884% 07-15-20507/15/20501.88%**1,698,104 
PVTPL SBNA AUTO LEASE TR SR 24-A CL A4 5.24% 01-22-20291/22/20295.24%**286,159 
PVTPL SCF EQUIPMENT LEASING SR 25-1A CL A3 5.11% 11-21-203311/21/20335.11%**495,217 
PVTPL SCF EQUIPMENT TRUST LLC SER 24-1A CLS A3 5.52% DUE 01-20-20321/20/20325.52%**239,526 
PVTPL SCF EQUIPMENT TRUST LLC SR 25-2A CL A3 4.33% 06-20-20366/20/20364.33%**627,240 
PVTPL SERBIA (REPUBLIC) 6% 06-12-20346/12/20346.00%**310,657 
PVTPL SES GLOBAL AMERS HLDGS GP SR NT 5.3 DUE 03-25-20443/25/20445.30%**206,852 
PVTPL SFS AUTO RECEIVABLES SECURITIZATION TR 2 SER 23-1A CL B 01-22-20301/22/20305.71%**512,069 
PVTPL SFS AUTO RECEIVABLES SECURITIZATION TR 2 SER 23-1A CL C 5.97% 02-20-20312/20/20315.97%**822,900 
PVTPL SFS AUTO RECEIVABLES SECURITIZATIONSR 23-1A CL A4 5.47% 12-20-202912/20/20295.47%**4,473,793 
PVTPL SIEMENS FUNDING BV 5.9% 05-28-20655/28/20655.90%**209,492 
PVTPL SIXTH STREET CLO LTD SR 18-12A CL A1R2 FLTG RT 01-17-20391/17/20394.87%**6,508,514 
PVTPL SLAM LLC SR 25-1A CL A 5.807% 05-15-20505/15/20505.81%**2,078,676 
PVTPL SLM STUD LN TR 2004-3 STUD LN BKD NT CL 144A A-6B VAR RT DUE 10-25-206410/25/20645.12%**1,944,376 
PVTPL SMB PRIVATE ED LN TR 2014-A SER 23-B CL A1B FLTG RT 10-16-205610/16/20565.78%**843,818 
PVTPL SMB PRIVATE ED LN TR 2020-B VAR RTDUE 07-15-2053 BEO7/15/20534.96%**3,309,978 
PVTPL SMB PRIVATE ED LN TR SE 2018-A CLA-2B FLTG RATE DUE 02-15-20362/15/20364.66%**62,089 
PVTPL SMB PRIVATE ED LN TR SER 17-B CL A-2B FLTG RATE 10-15-203510/15/20354.61%**13,183 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL SMB PRIVATE ED LN TR SER 20-A CL 2A2 2.23% 09-15-2037 BEO9/15/20372.23%**371,428 
PVTPL SMB PRIVATE ED LN TR SER 24-C CL A1A 5.5% 06-17-20526/17/20525.50%**2,748,199 
PVTPL SMB PRIVATE EDUACATION LN TR 2023-C NT CL A-1A 5.67% 11-15-205211/15/20525.67%**565,052 
PVTPL SMB PRIVATE EDUCATION LOAN TRUST 20SR 23-A CLS A1B 01-15-20531/15/20535.48%**1,091,930 
PVTPL SMB PRIVATE EDUCATION LOAN TRUST SER 24-E CL A1A 5.09% 10-16-205610/16/20565.09%**1,667,861 
PVTPL SMB PRIVATE EEDUCATION LN TR SER 24-A CL A1B 03-15-20563/15/20565.43%**1,545,203 
PVTPL SMB PVT ED LN TR 2022-C DUE 05-16-2050 BEO5/16/20505.83%**1,194,863 
PVTPL SMBC AVIATION CAP FIN DAC 5.7% 07-25-20337/25/20335.70%**3,138,630 
PVTPL SMITHFIELD FOODS INC 4.25% 02-01-20272/1/20274.25%**4,155,906 
PVTPL SOCIAL PROFESSIONAL LOAN PROGRAM LLC SR 21-B CL AFX 1.14% 02-15-20472/15/20471.14%**2,321,081 
PVTPL SOCIETE GENERALE 2.889% 06-09-2032/6/9/20322.89%**371,474 
PVTPL SOCIETE GENERALE 4.027% 01-21-20431/21/20434.03%**169,757 
PVTPL SOCIETE GENERALE 5.249% 05-22-20295/22/20295.25%**7,316,158 
PVTPL SOCIETE GENERALE 5.5% 04-13-20294/13/20295.50%**4,205,160 
PVTPL SOCIETE GENERALE 6.066% 01-19-20351/19/20356.07%**1,057,181 
PVTPL SOCIETE GENERALE MEDIUM TERM NTS BOOK EN DUE 01-10-2034/01-10-2023 BEO1/10/20346.69%**2,290,257 
PVTPL SOFI CONSUMER LN PROGRAM 2025-1 SR25-1 CL B 5.12% DUE 02-27-2034 BEO2/27/20345.12%**1,365,127 
PVTPL SOFI CONSUMER LOAN PROGRAM SR 25-4CL A 4.24% 08-25-20358/25/20354.24%**4,032,368 
PVTPL SOFI PROFESSIONAL LN PROGRAM SER 19-C CL A2FX 2.8% 11-16-204811/16/20482.37%**470,875 
PVTPL SOFI PROFESSIONAL LN PROGRAM SR 20-A CL A2FX 2.54% 05-15-20465/15/20462.54%**1,451,247 
PVTPL SOLRR AIRCRAFT 2021-1 LTD/SOLRR AIRCRA SR 21-1 CL A 2.636% 10-15-204610/15/20462.64%**2,124,609 
PVTPL SOUND POINT CLO LTD SR 20-3A CLA1RFLTG RT 01-25-20321/25/20325.14%**920,727 
PVTPL SOUND POINT CLO LTD SR 21-1A CL B1R FLTG 04-25-20344/25/20345.51%**1,451,573 
PVTPL SOUND POINT CLO XX LTD (US) SER 18-2A CLS A FLTG RT 07-26-20317/26/20315.22%**209,706 
PVTPL SOUND PT CLO LTD SER 17-4A CL A1 FLTG RATE 01-20-2031 BEO1/21/20315.27%**202,761 
PVTPL SP POWERASSETS LTD GLOBAL MEDIUM TERM NT 3% DUE 09-26-2027 BEO9/26/20273.00%**2,041,816 
PVTPL STANDARD CHARTERED PLC 5.545% 01-21-20291/21/20295.54%**5,075,105 
PVTPL STANDARD CHARTERED PLC 5.688% 05-14-20285/14/20285.69%**2,581,928 
PVTPL STANDARD CHARTERED PLC 6.296% 07-06-20347/6/20346.30%**1,624,454 
PVTPL STANDARD CHARTERED PLC 7.767% DUE 11-16-2028/11-16-2022 BEO11/16/20287.77%**2,301,258 
PVTPL STELLANTIS FIN US INC 5.75% 03-18-20303/18/20305.75%**516,145 
PVTPL STELLANTIS FINANCE US INC 2.0% DUE01-29-20271/29/20271.71%**583,210 
PVTPL STREAM INNOVATIONS 2025-1 ISSUER TRUST SR 25-1A CL A 5.05% 09-15-20459/15/20455.05%**668,859 
PVTPL SUMITOMO MITSUI TRUST BANK LTD 5.65% DUE 03-09-20263/9/20265.65%**1,158,875 
PVTPL SWEDBANK AB MEDIUM TERM NTS BOOK ENTRY 1 6.136% 09-12-20269/12/20266.14%**615,389 
PVTPL SYMPHONY CLO LTD SR 20-22A CL A1ARFLTG RT 04-18-20334/18/20335.06%**4,110,509 
PVTPL SYMPHONY CLO LTD SR 22-32A CL AR FLTG RT 10-23-203510/23/20355.42%**2,101,028 
PVTPL SYMPHONY CLO XIX LTD/SYMPHONY CLO XIX SR SECD NT CL A FLTG 04-16-20314/16/20315.12%**244,467 
PVTPL TCW CLO 2019-1 AMR LTD SR 19-1A CLASNR FLTG RT 08-16-20348/16/20345.15%**3,003,509 
PVTPL TCW GEM LTD SR 20-1A CL A1R3 FLTG RT 04-20-20344/20/20344.93%**7,741,075 
PVTPL TESLA AUTO LEASE TRUST SR 24-B CL A3 4.82% 10-20-202710/20/20274.82%**3,823,556 
PVTPL TEXAS EASTN TRANSMISSION LP 3.5% DUE 01-15-2028 BEO1/15/20283.50%**2,473,342 
PVTPL TOWD POINT ASSET TRUST SER21-SL1 CL A2 FLTG 11-20-206111/20/20614.55%**499,451 
PVTPL TOWD PT MTG TR FLTG RT SER 19-HY2 CL A1 12-25-2048 BEO5/25/20584.85%**54,924 
PVTPL TOWD PT MTG TR SER 18-2 CL A1 VAR 03-25-20583/25/20583.25%**34,661 
PVTPL TOWD PT MTG TR SER 2019-HY3 CL A1A FLTG 12-25-204810/25/20594.85%**1,421,324 
PVTPL TOYOTA AUTO LOAN EXTENDED NOTE SER 23-1A CL A 4.93% DUE 06-25-20366/25/20364.93%**9,082,560 
PVTPL TOYOTA AUTO LOAN EXTENDED NOTE SR 25-1A CL A 4.65% DUE 05-25-2038 BEO5/25/20384.65%**6,022,981 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL TOYOTA LEASE OWNER TRUST SER 24-B CL A3 4.21% 09-20-20279/20/20274.21%**1,101,901 
PVTPL TOYOTA LEASE OWNER TRUST SR 25-B CL A3 3.96% 11-20-202811/20/20283.96%**5,614,738 
PVTPL TRESTLES CLO VIII LTD SR 25-8A CL A1 FLTG RT 06-11-20356/11/20355.63%**695,761 
PVTPL TRIMARAN CAVU LTD SR 19-1A CL A1R FLTG RT 01-20-20371/20/20375.07%**7,753,798 
PVTPL TRINITAS CLO LTD SR 21-17A CL AR FLTG10-20-203410/20/20345.03%**4,199,095 
PVTPL TRINITAS CLO LTD SR 22-19A CL A1R FLTG RT 10-20-203310/20/20334.99%**3,479,478 
PVTPL TRINITAS CLO LTD SR 24-29A CL A FLTG RT 07-23-20377/23/20375.35%**1,836,314 
PVTPL TRINITAS CLO XI LTD 19-11A A1RR FLTG 07-15-20347/15/20345.09%**17,500,457 
PVTPL UBER TECHNOLOGIES INC 15/08/2029 4.5% DUE 08-15-2029/08-15-2025 BEO8/15/20294.50%**5,680,699 
PVTPL UBS GROUP AG 1.305% 02-02-20272/2/20271.30%**2,198,308 
PVTPL UBS GROUP AG 11/02/2032 2.095% DUE02-11-2032/02-11-2031 BEO2/11/20322.10%**696,435 
PVTPL UBS GROUP AG 3.869% 01-12-20181/12/20293.87%**1,243,208 
PVTPL UBS GROUP AG 4.151% 12-23-202912/23/20294.15%**4,167,626 
PVTPL UBS GROUP AG 4.194% 04-01-20314/1/20314.19%**1,695,437 
PVTPL UBS GROUP AG 4.751% DUE 05-12-2028BEO5/12/20284.75%**5,041,107 
PVTPL UBS GROUP AG 4.988% 08-05-2033 BEO8/5/20334.99%**5,079,325 
PVTPL UBS GROUP AG 5.01% 03-23-20373/23/20375.01%**785,102 
PVTPL UBS GROUP AG 5.379% 09-06-20459/6/20455.38%**885,490 
PVTPL UBS GROUP AG 5.428% 02-08-20302/8/20305.43%**1,561,337 
PVTPL UBS GROUP AG 6.301% 09-22-20349/22/20346.30%**218,526 
PVTPL UBS GROUP AG VAR RT 05-14-20325/14/20323.09%**4,783,005 
PVTPL UBS GROUP FDG SWITZ AG SR 4.253% DUE 03-23-20283/23/20284.25%**5,296,430 
PVTPL VAR ENERGI ASA 7.5% DUE 01-15-2028/11-15-2022 BEO1/15/20287.50%**1,588,744 
PVTPL VENTURE CDO LTD SER 19-36A CL A1AR FLTG 04-20-20324/20/20325.28%**1,044,724 
PVTPL VICI PPTYS L P/VICI NT 4.625% DUE 12-01-202912/1/20294.62%**3,165,937 
PVTPL VICI PPTYS L P/VICI NT CO INC 3.875% DUE 02-15-2029 BEO2/15/20293.88%**367,906 
PVTPL VICI PPTYS L P/VICI NT CO INC 4.125% DUE 08-15-20308/15/20304.12%**4,659,843 
PVTPL VICI PPTYS L P/VICI NT CO INC 4.5%DUE 01-15-2028 BEO1/15/20284.50%**571,281 
PVTPL VICI PROPERTIES INC 4.5% 09-01-20269/1/20264.50%**4,072,075 
PVTPL VICI PROPERTIES INC 5.75% DUE 02-01-2027 BEO2/1/20275.75%**1,263,124 
PVTPL VISTRA OPERATIONS CO LLC 4.3% DUE 07-15-20297/15/20294.30%**3,905,095 
PVTPL VISTRA OPERATIONS CO LLC 3.7% 01-30-20271/30/20273.70%**3,053,444 
PVTPL VISTRA OPERATIONS CO LLC 4.3% 10-15-202810/15/20284.30%**1,922,542 
PVTPL VISTRA OPERATIONS CO LLC 4.6% 10-15-203010/15/20304.60%**2,548,967 
PVTPL VISTRA OPERATIONS CO LLC 5.05% 12-30-202612/30/20265.05%**1,958,881 
PVTPL VOLKSWAGEN GROUP AMER FIN LLC 5.65% 09-12-20289/12/20285.65%**585,784 
PVTPL VOLKSWAGEN GROUP AMER FIN LLC 3.2% DUE 09-26-20269/26/20263.20%**1,998,939 
PVTPL VOLKSWAGEN GROUP AMER FIN LLC 4.95%08-15-20298/15/20294.95%**3,001,371 
PVTPL VOLKSWAGEN GROUP AMER FIN LLC GTD NT 6.45% 11-16-203011/16/20306.45%**751,707 
PVTPL VOLKSWAGEN GROUP AMERICA 4.45% 09-11-20279/11/20274.45%**598,499 
PVTPL VOLKSWAGEN GROUP AMERICA 4.55% 09-11-20289/11/20284.55%**356,815 
PVTPL VOLVO FINANCIAL EQUIPMENT LLC SR 24-1A CL A4 4.29% 07-15-20317/15/20314.29%**554,004 
PVTPL VOLVO FINL EQUIP LLC SER 24-1A CL A3 4.29% 10-16-202810/16/20284.29%**602,476 
PVTPL VOLVO FINL EQUIP LLC SR 25-1A CL A3 4.46% 05-15-20295/15/20294.46%**957,775 
PVTPL WEIR GROUP PLC 5.35% 05-06-20305/6/20305.35%**5,924,063 
PVTPL WESTGATE RESORTS SR 24-1A CL A 6.06% 6.06% 01-20-20381/20/20386.06%**742,906 
PVTPL WESTLAKE AUTOMOBILE RECEIVABLE 2023-3 SR 23-3A CL B 5.92% 09-15-20289/15/20285.92%**1,441,407 
PVTPL WHEELS FLEET LEASE FDG 1 LLC SR 24-1A CL A1 5.49% 02-18-20392/18/20395.49%**1,242,024 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL WHEELS FLEET LEASE FUNDING 1 LLC SR 25-3A CL A1 0.0% 09-18-20409/18/20404.08%**2,206,109 
PVTPL WIND RIVER CLO LTD SR 16-1KRA CL A1R3 FLTG RT 10-15-203410/15/20344.96%**1,390,651 
PVTPL WISE CLO 2023-2 LTD/WISE CLO 2023-2 LL SER 23-2A CL A FLTG 01-15-20371/15/20375.70%**1,753,262 
PVTPL XSTRATA FIN CDA LTD GTD NT 5.3 DUE10-25-2042 BEO10/25/20425.55%**126,145 
PVTPL ZAIS ZAIS CLO 13 LTD SR 19-13A CL A1AR FRN 07-15-20327/15/20325.20%**452,297 
PVTPLSAMMONS FINL GROUP 6.875% 04-15-20344/15/20346.88%**877,271 
Q TECHNOLOGY GROUP CO LTD HKD0.01**133,058 
QANTAS AIRWAYS NPV**2,112,399 
QBE INS GROUP NPV**9,868 
QIAGEN NV ORD EUR0.01 (POST REV SPLT)**5,808,475 
QNITY ELECTRONICS INC COM**705,701 
QUAKER CHEM CORP COM**4,589,449 
QUALCOMM INC 2.15% DUE 05-20-20305/20/20302.15%**258,090 
QUALCOMM INC COM**3,552,366 
QUANEX BLDG PRODS CORP COM STK**3,297,903 
QUANTA SVCS INC 2.9% DUE 10-01-203010/1/20302.90%**655,720 
QUANTA SVCS INC 4.3% DUE 08-09-20288/9/20284.30%**6,812,443 
QUANTA SVCS INC 4.75% 08-09-20278/9/20274.75%**1,736,089 
QUANTA SVCS INC COM**1,749,439 
QUANTA SVCS INC SR NT 3.05% 10-01-204110/1/20413.05%**252,516 
QUANTA SVCS INC SR NT 5.1% 08-09-20358/9/20355.10%**401,671 
QUANTUMSCAPE CORP COM USD0.0001 CL A**26,925 
QUE PROV CDA MEDIUM TERM NTS BOOK ENT TRANCHE # TR 00050 7.14 2-27-262/27/20267.14%**522,081 
QUEBEC PROV CDA 2.75% DUE 04-12-2027 BEO4/12/20272.75%**899,050 
QUEBEC PROV CDA PROVINCE DE QUEBEC GLOBAL NOTE 7.5% DUE 09-15-2029 BEO9/15/20297.50%**4,287,771 
QUEBEC(PROV OF) 4.45% NTS 01/09/2034 CAD19/1/20344.45%**4,140,775 
QUEBECOR INC CLASS'B'SUB-VTG NPV**852,395 
QUESS CORP LTD INR10**154,502 
QUEST DIAGNOSTICS INC 2.95% DUE 06-30-2030 BEO6/30/20302.95%**236,680 
QUEST DIAGNOSTICS INC 4.6% 12-15-202712/15/20274.60%**784,458 
QUEST DIAGNOSTICS INC COM**1,451,926 
QUINSTREET INC COM STK**487,114 
QXO INC COM PAR VALUE $0.00001 NEW**4,153,812 
R&D COMPUTER CO LTD NPV**2,435 
RABOBANK NEDERLAND 1.98% DUE 12-15-202712/15/20271.98%**2,015,229 
RADICO KHAITAN INR2**165,508 
RADIUM LIFE TECH C TWD10**27,406 
RADNET INC COM STK**2,557,327 
RADWARE LTD COM STK**776,854 
RAI WAY SPA NPV**44,689 
RAIA DROGASIL SA COM NPV**1,416,000 
RAIFFEISEN BK INTL NPV (REGD)**2,380,013 
RAINBOW TOURS SA PLN0.10**282,527 
RAITO KOGYO CO LTD NPV**71,265 
RALLIS INDIA LTD INR1**379,872 
RALPH LAUREN CORP CL A CL A**2,490,475 
RAMBUS INC DEL COM**4,752,735 
RAMELIUS RESOURCES NPV**466,989 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
RANDSTAD N.V. EUR0.10**1,196,546 
RANGE RES CORP COM**259,090 
RANGER ENERGY SVCS INC COM CL A COM CL A**51,027 
RANK GROUP PLC ORD GBP0.1388888**129,833 
RAPID7 INC COM**904,658 
RAPT THERAPEUTICS INC COM NEW**8,129 
RAS AL KHAIMAH AED1**126,128 
RASAN INFORMATION SAR1**738,728 
RASIYAT HOLDING CO KWD0.10**88,186 
RATEGAIN TRAVEL TE INR1**70,440 
RATOS AB SER'B'NPV**815,209 
RAYDIUM SEMI-CONDU TWD10**246,718 
RAYMOND JAMES FNCL INC COM STK**173,598 
RAYONIER ADVANCED MATLS INC COM**192,744 
RB GLOBAL INC COM NPV**8,223,119 
RBL BANK LIMITED INR10**227,815 
REALTEK SEMICOND TWD10**3,517,258 
REALTY INCOME CORP .75% DUE 03-15-20263/15/20260.75%**546,277 
REALTY INCOME CORP 2.7% 02-15-20322/15/20322.70%**904,308 
REALTY INCOME CORP 3% DUE 01-15-20271/15/20273.00%**22,796 
REALTY INCOME CORP 3.25% DUE 01-15-2031 REG1/15/20313.25%**1,624,624 
REALTY INCOME CORP 3.25% DUE 06-15-20296/15/20293.25%**1,044,978 
REALTY INCOME CORP 5.125% 04-15-20354/15/20355.12%**173,261 
REALTY INCOME CORP 5.975% 09-01-20549/1/20545.38%**222,506 
RECHI PRECISION CO LTD TWD10**163,384 
RECKITT BENCK GRP ORD GBP0.10**2,581,500 
RECRUIT HLDGS CO L NPV**8,703,355 
RED RIV BANCSHARES INC COM**19,286 
RED ROCK RESORTS INC CL A CL A**1,003,900 
RED VIOLET INC COM USD0.001 WHEN ISSUED**643,364 
REDDIT INC CL A CL A**2,772,922 
REGAL REXNORD CORPORATION COM STK USD0.01**1,118,210 
REGENCY CTRS CORP COM**1,580,718 
REGENERON PHARMACEUTICALS INC COM**13,092,459 
REGIS HEALTHCARE LIMITED NPV**24,661 
REGIS RESOURCES LT NPV**2,979,727 
REINET INVESTMENTS ORD NPV**47,639 
REINSURANCE GROUP AMER INC COM NEW STK**5,331,262 
REITMANS(CANADA) CLASS'A'NON VTG NPV**33,148 
RELAY THERAPEUTICS INC COM**9,035 
RELIANCE INC COM NPV**669,312 
RELIANCE INDS INR10(100%DEMAT)**3,736,434 
RELX CAP INC 4.75% 03-27-20303/27/20304.75%**875,626 
RELX PLC**10,942,964 
RENAISSANCE RE HLDGS LTD COM**9,653,347 
RENASANT CORP COM**4,733,709 
RENAULT SA EUR3.81**333,167 
RENEW WIND ENERGY AP 2 PVT LTD / SR SECDNT 144A 4.5% 07-14-20287/14/20284.50%**1,726,154 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
REN-REDES ENERGET EUR1(REGD)**284,220 
REORG/ANYWHERE MERGER COMPASS 2V1JAT3 01-09-2026**16,440 
REORG/MIND CHANGE DEFINIUM 2G1EAW5 01-15-2026**157,065 
REORG/PINNACLE MERGER PINNACLE 2G16AX5 02 JAN 2026**722,158 
REORG/QIAGEN EXCHANGE QIAGEN 2H19AL5 01-08-2026**819,533 
REORG/SYNOVUS MERGER PINNACLE 2G16AX5 01-02-2026**4,331,427 
REP BANCORP INC KY CDT-CL A COM STK**26,561 
REP OF SOUTH AFRICA 8.75% 28/02/20482/28/20488.75%**92,868 
REPCO HOME FIN LTD INR10**160,458 
REPLIGEN CORP COM STK USD0.01**6,940,126 
REPT BATTERO ENERG CNY1 H**286,170 
REPUBLIC OF CHILE 4.34% 03-07-20423/7/20424.34%**408,940 
REPUBLIC OF GUATEMALA 5.375% DUE 04-24-2032 REG4/24/20325.38%**201,900 
REPUBLIC OF PANAMA SENIOR SECURED TERM LN 05/03/20273/5/2027—%**234,420 
REPUBLIC OF POLAND 5.5% 03-18-20543/18/20545.50%**268,146 
REPUBLIC OF TURKIYE 7.625% 05-15-20345/15/20347.62%**977,362 
REPUBLIC SVCS INC COM**2,075,219 
REPUBLICA ORIENT URUGUAY 5.25% T-BOND 09-10-20609/10/20605.25%**420,075 
RESOLUTE MINING NPV**157,662 
RESOLUTION FDG CORP FED BOOK ENTRY PRIN STRIPS GENERIC PRIN PMT 04-15-20304/15/2030—%**2,008,170 
RESOURCES CONNECTION INC COM**83,185 
REUNERT NPV**19,606 
REVOLUTION MEDICINES INC COM**2,923,474 
REVVITY INC**39,764 
REXEL EUR5**2,277,909 
REXFORD INDUSTRIAL REALTY INC 5.0% DUE 06-15-20286/15/20285.00%**1,221,215 
REYNOLDS AMERN INC FIXED 5.85% DUE 08-15-20458/15/20455.85%**384,860 
RGA GLOBAL FDG 4.35% DUE 08-25-20288/25/20284.35%**2,556,684 
RGA GLOBAL FDG 4.6% DUE 11-25-203011/25/20304.60%**3,001,449 
RGA GLOBAL FDG 5.448% DUE 05-24-20295/24/20295.45%**2,381,294 
RGA GLOBAL FDG MEDIUM TERM SR SECD TRANCHE # TR 00006 5.05% 12-06-203112/6/20315.05%**2,553,326 
RH COM**910,978 
RHB BANK BHD NPV**202,155 
RHEINMETALL AG NPV**1,638,985 
RHEON AUTO MACHNRY NPV**24,118 
RHYTHM PHARMACEUTICALS INC COM**889,395 
RIBBON COMMUNICATIONS INC COM STK USD0.0001**74,261 
RICH HONOUR INTERN TWD10**15,324 
RICHWAVE TECHNOLOGY CORPORATION TWD10**60,152 
RICOH CO LTD NPV**1,247,378 
RINGKJOBING LNDOBK DKK1**1,332,194 
RINNAI CORP NPV**1,493,100 
RIO TINTO FIN USA 5.125% DUE 03-09-20533/9/20535.12%**289,652 
RIO TINTO FIN USA PLC 4.5% 03-14-20283/14/20284.50%**483,658 
RIO TINTO FIN USA PLC 4.875% 03-14-20303/14/20304.88%**2,360,408 
RIO TINTO FIN USA PLC 5.75% 03-14-20553/14/20555.75%**317,116 
RIO TINTO FINANCE (USA)PLC 4.375% 03-12-20273/12/20274.38%**271,829 
RIO TINTO ORD GBP0.10**6,418,100 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
RIOT PLATFORMS INC COM NPV**150,089 
RISO KAGAKU CORP NPV**41,402 
RITHM CAPITAL CORP**652,757 
RIYAD BANK SAR10**306,812 
RIYADH CABLES GROUP CO. SAR10**973,531 
RLI CORP COM**17,275 
RMAC SECS NO 1 PLC FRN M/BKD 06/2044 GBP'A2A'6/12/20444.21%**1,918,919 
RMAC SECS NO 1 PLC FRN M/BKD 06/2044 GBP'A3A'6/12/20444.23%**417,470 
RMAC SECS NO 1 PLC FRN MTG 06/44 EUR REGS'A2C'6/12/20442.18%**309,063 
ROBERT HALF INC COM USD0.001**8,472,127 
ROBINHOOD MKTS INC COM CL A COM CL A**566,179 
ROBLOX CORP COM USD0.0001 CL A**1,669,785 
ROCHE HLDGS AG GENUSSCHEINE NPV**48,849,499 
ROCKET COS INC CL A CL A**408,612 
ROCKET LAB CORP COM**2,725,174 
ROCKWELL AUTOMATION**2,355,430 
ROGERS 2.9% DUE 11-15-202611/15/20262.90%**141,546 
ROGERS COMMUNICATIONS INC 3.2% 03-15-20273/15/20273.20%**2,839,625 
ROGERS COMMUNICATIONS INC 4.5% 03-15-20423/15/20424.50%**372,973 
ROGERS COMMUNICATIONS INC 5.0% 02-15-20292/15/20295.00%**3,474,492 
ROGERS CORP COM**181,309 
ROHM CO LTD NPV**1,590,520 
ROKU INC COM CL A COM CL A**4,898,757 
ROLLS ROYCE HLDGS ORD GBP0.20**21,554,038 
ROMANIA(REP OF) 5.25% MTN 10/03/30 EUR10003/10/20305.25%**615,614 
ROMANIA(REP OF) 5.375% MTN 07/06/33 EUR10006/7/20335.38%**2,498,262 
ROPER TECHNOLOGIES INC**6,021,719 
ROPER TECHNOLOGIES INC 4.2% 09-15-20289/15/20284.20%**250,780 
ROPER TECHNOLOGIES INC 4.25% 09-15-20289/15/20284.25%**1,098,335 
ROPER TECHNOLOGIES INC 4.75% 02-15-20322/15/20324.75%**187,286 
ROPER TECHNOLOGIES INC 4.9% 10-15-203410/15/20344.90%**64,975 
ROSNEFT OIL CO RUB0.01(RUB)**113,275 
ROSS STORES INC COM**1,027,338 
ROYAL BANK OF CANADA 4.498% 08-06-20298/6/20294.50%**4,964,128 
ROYAL BANK OF CANADA 4.51% 10-18-202710/18/20274.51%**3,773,261 
ROYAL BANK OF CANADA 4.715% 03-27-20283/27/20284.72%**7,975,913 
ROYAL BANK OF CANADA 4.875% 01-19-20271/19/20274.88%**5,021,847 
ROYAL BANK OF CANADA 4.969% 08-02-20308/2/20304.97%**363,862 
ROYAL BANK OF CANADA FLTG 02-04-20312/4/20314.94%**501,928 
ROYAL BANK OF CANADA MTN 4.522% 10-18-202810/18/20284.52%**3,242,808 
ROYAL BANK OF CANADA MTN 4.95% 02-01-20292/1/20294.95%**224,943 
ROYAL BK CDA 6% DUE 11-01-202711/1/20276.00%**67,492 
ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTS BOOK ENTRY 5.2% 07-20-20267/20/20265.20%**898,319 
ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NT1.15% 07-14-20267/14/20261.15%**456,471 
ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NT3.875% 05-04-20325/4/20323.88%**4,815,487 
ROYAL BK CDA MONTREAL QUE COM NPV**308,757 
ROYAL BK OF CANADA COM NPV**1,536,320 
ROYAL CARIBBEAN GROUP COM STK**283,941 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ROYAL DUTCH SHELL PLC SPONSORED ADR REPSTG ORD SH**15,333,439 
ROYAL GOLD INC COM STK USD0.01**785,128 
ROYAL UNIBREW A/S DKK2 (POST SPLIT)**93,046 
ROYALTY PHARMA PLC 4.45% 03-25-20313/25/20314.45%**399,315 
RPM INTL INC**50,128 
RR KABEL LTD INR5**17,731 
RTX CORP 5.75% 11-08-202611/8/20265.75%**6,630,446 
RTX CORP 6.0% 03-15-20313/15/20316.00%**3,438,793 
RTX CORPORATION 2.375% 03-15-20323/15/20322.38%**892,261 
RTX CORPORATION 2.82% 09-01-20519/1/20512.82%**513,253 
RTX CORPORATION 2.25% DUE 07-01-20307/1/20302.25%**2,508,453 
RTX CORPORATION 3.125% 05-04-20275/4/20273.12%**2,000,690 
RTX CORPORATION 3.5% 03-15-2027 USD3/15/20273.50%**942,510 
RTX CORPORATION 4.125% 11-16-202811/16/20284.12%**2,932,769 
RTX CORPORATION 4.15% 05-15-20455/15/20454.15%**167,502 
RTX CORPORATION 4.35% DUE 04-15-20474/15/20474.35%**263,535 
RTX CORPORATION 5.375% 02-27-20532/27/20535.38%**96,474 
RTX CORPORATION COMSTK**58,048,301 
RUBIS EUR1.25(POST SPLIT)**79,448 
RUBRIK INC COM USD0.000025 CL A**270,586 
RUSH ENTERPRISES INC CL A CL A**5,215,459 
RUSH STREET INTERACTIVE INC COM USD0.0001 CL A**3,818,986 
RXSIGHT INC COM**174,014 
RYDER SYS INC COM**2,728,073 
RYDER SYSTEM INC 2.85% 03-01-20273/1/20272.85%**1,539,937 
RYDER SYSTEM INC 4.9% 12-01-202912/1/20294.90%**558,840 
RYDER SYSTEM INC 4.95% 09-01-20299/1/20294.95%**623,037 
RYDER SYSTEM INC 5.25% 06-01-20286/1/20285.25%**2,227,178 
RYDER SYSTEM INC 5.375% 03-15-20293/15/20295.38%**648,211 
RYDER SYSTEM INC 5.5% 06-01-20296/1/20295.50%**241,626 
RYERSON HLDG CORP COM STOCK**319,809 
RYMAN HOSPITALITY PPTYS INC COM**4,716,807 
S & T BANCORP INC COM STK**377,445 
S FOODS INC NPV**67,727 
S INDIA BK LTD COMSTK**67,606 
S&P GLOBAL INC 2.45% 03-01-20273/1/20272.45%**1,596,349 
S&P GLOBAL INC 2.7% 03-01-20293/1/20292.70%**1,102,350 
S&P GLOBAL INC 2.9% 03-01-20323/1/20322.90%**521,673 
S&P GLOBAL INC COM**3,976,910 
S.W. AIRL CO COM**99,357 
SABIC AGRI-NUTRIEN SAR10**151,759 
SABINE PASS FIXED 4.2% DUE 03-15-20283/15/20284.20%**2,724,262 
SABINE PASS LIQUEFACTION LLC 4.5% DUE 05-15-2030 REG5/15/20304.50%**1,741,673 
SABINE PASS LIQUEFACTION LLC 5.0% 03-15-20273/15/20275.00%**8,812,753 
SABRA HEALTH CARE REIT INC COM**29,774 
SABRA HLTH CARE 3.9% DUE 10-15-202910/15/20293.90%**1,274,163 
SAFEHOLD INC NEW COM**2,820 
SAFEHOLD OPER PARTNERSHIP LP 2.85% 01-15-20321/15/20322.85%**586,456 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
SAFETY INS GROUP INC COM**186,984 
SAFILO GROUP NPV**148,839 
SAGILITY LIMITED**169,586 
SAIA INC COM STK**8,232,875 
SAINSBURY(J) ORD GBP0.28571428**1,896,704 
SAINT MARC HOLDING NPV**27,530 
SAIZERIYA COMPANY NPV**227,248 
SAKAI CHEMICAL IND NPV**28,403 
SALES TAX SECURITIZATION CORP ILL 3.238%01-01-2042 BEO TAXABLE1/1/20423.24%**6,824,495 
SALESFORCE INC COM USD0.001**27,428,516 
SAMPO OYJ/SH CL COMMON STOCK**634,107 
SAMSUNG CARD KRW5000**32,247 
SAMSUNG E&A CO LTD KRW5000**664,111 
SAMSUNG ELECTRO-MECHANICS CO KRW5000 009150**345,712 
SAMSUNG ELECTRONIC KRW100**29,852,191 
SAMSUNG FIRE & MARINE INS.CO.LTD**1,558,397 
SAMSUNG SECURITIES KRW5000**1,287,710 
SAMTY RESIDENTIAL REIT**45,338 
SAN DIEGO CALIF REDEV AGY SUCCESSOR AGY TX ALLOCATION 3.5 09-01-2028 BEO TAXABLE9/1/20283.50%**1,302,496 
SAN DIEGO GAS & ELEC CO 4.95% 08-15-20288/15/20284.95%**84,067 
SAN DIEGO GAS & ELEC CO 5.4% 04-15-20354/15/20355.40%**3,110,411 
SAN DIEGO GAS & ELEC CO 5.55% 04-15-20544/15/20545.55%**190,293 
SAN DIEGO GAS & ELECTRIC CO 4.1% 06-15-20496/15/20494.10%**436,874 
SAN-A CO LTD NPV**809,062 
SAN-AI OBBLI CO LTD NPV**20,211 
SANDFIRE RESOURCES LTD**2,204,336 
SANDISK CORP COM**1,705,101 
SANDOZ GROUP AG CHF0.05**1,030,789 
SANDS CHINA LTD 4.3% 01-08-20261/8/20263.80%**1,798,520 
SANDVIK AB NPV**1,430,351 
SANGAMO THERAPEUTICS INC COM**1,160 
SANIL ELECTRIC CO KRW500**960,218 
SANIONA AB NPV**234,576 
SANKI ENGINEERING NPV**1,472,124 
SANKYO CO LTD NPV**110,235 
SANMINA CORP COM**34,516 
SANOFI EUR2**2,033,846 
SANOFI SPONSORED ADR**675,290 
SANTA ANA CALIF PENSION OBLIG 1.665% 08-01-2028 BEO TAXABLE8/1/20281.66%**4,256,590 
SANTA ANA CALIF PENSION OBLIG 1.869% 08-01-2029 BEO TAXABLE8/1/20291.87%**2,728,655 
SANTA ANA CALIF PENSION OBLIG 2.089% 08-01-2030 BEO TAXABLE8/1/20302.09%**1,466,242 
SANTAM LIMITED NPV**39,366 
SANTANDER DR AUTO 4.96% DUE 11-15-202811/15/20284.96%**2,110,015 
SANTANDER DR AUTO 5% DUE 11-15-202911/15/20295.00%**5,565,599 
SANTANDER DR AUTO 5.61% DUE 07-17-20287/17/20285.61%**188,708 
SANTANDER DR AUTO 5.77% DUE 11-15-203011/15/20305.77%**2,444,618 
SANTANDER DR AUTO 5.84% DUE 06-17-20306/17/20305.84%**5,254,016 
SANTANDER DR AUTO 6.02% DUE 09-15-20289/15/20286.02%**1,023,878 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
SANTANDER DR AUTO 6.43% DUE 02-18-20312/18/20316.43%**8,003,342 
SANTANDER DR AUTO RECEIVABLES TR 4.49% 09-15-20319/15/20314.49%**4,803,446 
SANTANDER DR AUTO RECEIVABLES TR ASSET BACKED CTF CL C 6.69% 03-17-20313/17/20316.69%**1,359,720 
SANTANDER DR AUTO RECEIVABLES TR SER 24-4 CL B 4.93% 09-17-20299/17/20294.93%**705,292 
SANTANDER DR AUTO RECEIVABLES TR SR 25-4 CL C 4.66% 01-15-20321/15/20324.66%**170,443 
SANTANDER DRIVE AUTO REC SER 24-1 CL A3 5.25% 04-17-20284/17/20285.25%**190,421 
SANTANDER DRIVE AUTO REC TR 2012-6 SER 24-A CLS C 4.95% 04-15-20304/15/20304.95%**2,425,566 
SANTANDER DRIVE AUTO REC TR SER 24-4 CLS A3 4.85% 01-16-20291/16/20294.85%**1,379,300 
SANTANDER DRIVE AUTO RECEIVABLES SER 24-5 CL B 4.63% 08-15-20298/15/20294.63%**2,010,463 
SANTANDER DRIVE AUTO RECEIVABLES TR SER 23-4 CL B 5.77% DUE 12-15-202812/15/20285.77%**853,097 
SANTANDER DRIVE AUTO RECEIVABLES TR SER 23-4 CL C 6.04% DUE 12-15-203112/15/20316.04%**3,793,467 
SANTANDER DRIVE AUTO RECEIVABLES TR 2022AUTO LN NT CL C 4.86% 08-15-20298/15/20294.49%**3,435,984 
SANTANDER DRIVE AUTO RECEIVABLES TR SER 25-3 CL C 4.68% 09-15-20319/15/20314.68%**473,015 
SANTANDER DRIVE AUTO RECEIVABLES TR SR 25-1 CL C 5.04% 03-17-20313/17/20315.04%**399,796 
SANTANDER DRIVE AUTO RECEIVABLES TRUST SR 24-3 CL C 6.03% 08-15-20308/15/20305.64%**5,254,856 
SANTANDER DRIVE AUTO SER 24-1 CL B 5.23% 12-15-202812/15/20285.23%**351,556 
SANTANDER HLDGS USA INC 2.49% 01-06-20281/6/20282.49%**1,722,193 
SANTANDER HLDGS USA INC 5.353% 09-06-20309/6/20305.35%**767,783 
SANTANDER UK GROUP FIXED 2.896% 03-15-20323/15/20322.90%**2,665,316 
SANTANDER UK GROUP FLTG RT 5.136% DUE 09-22-20369/22/20365.14%**637,808 
SANTANDER UK GROUP HLDGS PLC 2.469% 01-11-20281/11/20282.47%**687,940 
SANTANDER UK GROUP HLDGS PLC 5.694% 04-15-20314/15/20315.69%**2,921,327 
SANTANDER UK GROUP HOLDINGS PLC 6.534% 01-10-20291/10/20296.53%**1,254,189 
SANTEN PHARM CO NPV**1,809,145 
SANY HEAVY EQUIPME HKD0.1**353,810 
SANYO CHEMICAL IND NPV**29,972 
SAP SE**16,791,086 
SAPUTO INC COM NPV**105,479 
SAREPTA THERAPEUTICS INC COM**414,863 
SARTORIUS AG NON VTG PRF NPV**1,723,073 
SASOL LTD NPV**361,670 
SASSEUR REAL REIT FUND**386,849 
SATO CORPORATION NPV**88,844 
SATS ASA NOK2.125**694,187 
SAUDI ARABIAN MINI SAR10**63,001 
SAUDI AWWAL BANK**204,667 
SAUDI ELECTRIC CO SAR10**44,179 
SAUDI NATIONAL BANK SAR10**208,770 
SAVARA INC COM**177,994 
SBA COMMUNICATIONS CORP COM USD0.01 CL A**759,019 
SBA TOWER TR 2.328% DUE 07-15-20527/15/20522.33%**4,036,438 
SBERBANK OF RUSSIA**716,368 
SBERBANK OF RUSSIA SPON ADR**1,065 
SBM OFFSHORE NV EUR0.25**1,548,071 
SBNA AUTO LEASE TR 6.51% DUE 04-20-20274/20/20276.51%**314,732 
SCALES CORP LT NPV**107,929 
SCANDIC HOTELS GRO NPV**291,305 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
SCANDINAVIAN TOBAC DKK1**56,793 
SCANSOURCE INC COM**518,482 
SCATEC ASA NOK0.025**590,389 
SCB X PCL THB10 (NVDR)**603,561 
SCCU AUTO 5.11% DUE 06-15-20296/15/20295.11%**1,107,414 
SCE RECOVERY FDG 5.541% DUE 09-15-20529/15/20525.54%**6,241,217 
SCE RECOVERY FUNDING LLC 4.453% 03-15-20363/15/20364.45%**3,917,568 
SCF EQUIP LEASING 6.17% DUE 05-20-20325/20/20326.17%**1,660,280 
SCG HOTEL ISSUER INC COML MTG PASSTHRU CTF CL A 5.18019% 09-15-20429/15/20425.25%**3,204,996 
SCHINDLER-HLDG AG CHF0.10 (PTG CERT)**3,744,485 
SCHNEIDER ELECTR INR2**100,473 
SCHNEIDER ELECTRIC EUR4.00**20,287,541 
SCHNEIDER NATL INC WIS CL B CL B**4,936,331 
SCHOLAR ROCK HLDG CORP COM**2,800,347 
SCHOLASTIC CORP COM**216,566 
SCHWAB CHARLES .9% DUE 03-11-20263/11/20260.90%**3,748,575 
SCHWAB CHARLES 3.2% DUE 01-25-20281/25/20283.20%**320,620 
SCHWAB CHARLES 3.2% DUE 03-02-20273/2/20273.20%**89,294 
SCHWAB CHARLES CORP COM NEW**13,271,145 
SCHWAB CHARLES CORP NEW 5.875% 08-24-20268/24/20265.88%**1,167,684 
SCHWAB(CHARLES)CORP 1.95% 12-01-2031 BEO12/1/20311.95%**7,625,326 
SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001**21,441 
SCIENTECH CORPORAT TWD10**31,890 
SCOR SE EUR7.876972**1,540,620 
SCOTTS MIRACLE-GRO CLASS'A'COM NPV**5,778,342 
SCREEN HOLDINGS CO LTD NPV**641,705 
SCROLL CORP NPV**307,761 
SEABOARD CORP DEL COM**208,907 
SEACOAST BKG CORP FLA COM NEW COM NEW**7,646,591 
SEADRILL LIMITED**295,968 
SEAGATE TECHNOLOGY HOLDINGS PLC**1,831,068 
SEALED AIR CORP NEW COM STK**26,971 
SECRETARIA TESOURO 0% T-BILL 01/04/26 BRL10004/1/2026—%**21,465,703 
SEEGENE INC KRW500**241,445 
SEI INVTS CO COM**384,346 
SEIKITOKYU KOGYO NPV**50,497 
SEIKO EPSON CORP NPV**784,370 
SEKISUI JUSHI CORP NPV**14,955 
SELECT MED HLDGS CORP COM**18,087 
SELECT WATER SOLUTIONS INC**3,602,332 
SELECTIVE INS GROUP INC COM**602,675 
SELECTQUOTE INC COM**34,066 
SEMPRA 5.4% 08-01-20268/1/20265.40%**580,718 
SEMPRA 6% DUE 10-15-203910/15/20396.00%**187,863 
SEMPRA ENERGY 3.8% DUE 02-01-20382/1/20383.80%**284,213 
SEMTECH CORP COM**5,290,205 
SENAO NETWORKS INC TWD10**16,613 
SENSEONICS HLDGS INC COM NEW**374,124 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
SENTINELONE INC CL A COM CL A COM**1,079,250 
SERABI GOLD PLC ORD GBP0.10**364,160 
SERBIA (REPUBLIC) 1% SNR MTN 23/09/2028 EUR9/23/20281.00%**1,977,086 
SERBIA (REPUBLIC) 6% SNR MTN 12/06/34 USD10006/12/20346.00%**517,762 
SERCOMM CORP TWD10**27,867 
SERVICE CORP INTL COM**1,346,854 
SERVICE STREAM LTD NPV**487,198 
SERVICENOW INC COM USD0.001**50,919,896 
SERVICETITAN INC CL A CL A**11,289 
SERVISFIRST BANCSHARES INC COMMON STOCK**5,471,906 
SEVEN & I HOLDINGS NPV**9,935,539 
SEVEN BANK NPV**20,633 
SEVERSTAL PJSC GDR EACH REPR 1 ORD 'REGS'**994 
SFS GROUP AG CHF0.1 (REGD)**111,581 
SG COML MTG SECS 3.055% DUE 10-10-204810/10/20483.06%**3,267,513 
SGS SA CHF0.04 (REGD)**61,816 
SHAKE SHACK INC CL A CL A**1,202,371 
SHANGHAI ELECTRIC 'H'CNY1**83,531 
SHANGHAI HENLIUS BIOTECH I-H**93,819 
SHARJAH ISLAMIC BK AED1**803,586 
SHARKNINJA COM USD0.0001**6,357,710 
SHELL FIN US INC 4.0% 05-10-20465/10/20464.00%**136,262 
SHELL FINANCE US INC 3.75% 09-12-20469/12/20463.75%**390,845 
SHELL FINANCE US INC 4.75% 01-06-20361/6/20364.75%**545,291 
SHELL PLC ORD EUR0.07**1,785,412 
SHENG SIONG GROUP NPV**298,585 
SHENZHEN BINGCHUAN A CNY1**217,965 
SHERWIN-WILLIAMS 3.45% DUE 06-01-20276/1/20273.45%**1,181,930 
SHERWIN-WILLIAMS CO 4.3% 08-15-20288/15/20284.30%**10,789,299 
SHERWIN-WILLIAMS CO 4.5% 08-15-20308/15/20304.50%**1,168,989 
SHERWIN-WILLIAMS CO COM**4,975,157 
SHIBAURA MACHINE CO LTD**16,402 
SHIKOKU BANK NPV**19,067 
SHIKOKU ELEC POWER NPV**122,659 
SHIMIZU CORP NPV**401,777 
SHINDENGEN ELECTRC NPV**38,585 
SHIN-ETSU CHEMICAL NPV**11,729,771 
SHINHAN FINANCIAL GROUP CO LTD KRW5000 055550**1,933,457 
SHINNIHONSEIYAKU C NPV**102,161 
SHINSEGAE INC. KRW5000**180,893 
SHOE CARNIVAL INC COM**98,917 
SHOPIFY INC CL A SUB VTG SHS SHOPIFY INC**16,175,875 
SHORE BANCSHARES INC COM**32,266 
SHOUCHENG HOLDINGS LTD**62,645 
SHOWBOX CORP COMMMON STOCK**29,302 
SHR TR 2024-LXRY 7.05% 10-15-204110/15/20415.70%**1,002,082 
SHRIRAM PISTONS & INR10**427,629 
SHURGARD SELF NPV**268,065 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
SIAM CEMENT PCL-NVDR**209,681 
SICHUAN EXPRESSWAY 'H'CNY1**14,783 
SIEMENS AG NPV(REGD)**2,989,858 
SIEMENS ENERGY AG NPV**4,828,940 
SIERRA TIMESHARE 2021-1 RECEIVABLES VACATION TIMESHARE LN BKD .99 11-20-203711/20/20370.99%**223,093 
SIGA TECHNOLOGIES INC COM**136,919 
SIGMAROC PLC COMMON STOCK**101,389 
SIGNET JEWELERS LTD ORD USD0.18**1,893,394 
SIGURD MICROELECTR TWD10**693,353 
SIHUAN PHARM HLDG COMSTK**21,966 
SILICON LABORATORIES INC COM**1,515,728 
SIMCERE PHARMACEU. NPV**595,155 
SIMMONS FIRST NATL CORP CL A $0.01 PAR CL A $0.01 PAR**726,649 
SIMON PPTY GROUP L FIXED 3.25% 09-13-20499/13/20493.25%**138,468 
SIMON PPTY GROUP L P 4.375% 10-01-203010/1/20304.38%**4,214,300 
SIMPLO TECHNOLOGY TWD10**79,980 
SIMPSON MFG INC COM**5,070,158 
SINGAPORE EXCHANGE NPV**5,727,627 
SINGAPORE TECHNOLOGIES ENGINEERING**2,560,047 
SINGAPORE TELECOMMUNICATIONS NEW COM STK**4,730,797 
SINO BIOPHARMACEUT HKD0.025**524,826 
SINOFERT HOLDINGS HKD0.1**47,336 
SINOPAC FIN HLDGS TWD10**49,662 
SINOPEC ENGINEERIN 'H' CNY1**622,464 
SIRIUSPOINT LTD COM USD0.1**33,711 
SITE CTRS CORP COM PAR $**251,144 
SITIME CORP COM**510,713 
SJS ENTERPRISES LT INR10**18,871 
SK DISCOVERY CO LT KRW5000**20,463 
SK GAS KRW5000**55,604 
SK HYNIX INC 000660**24,556,829 
SK INC KRW200**1,817,428 
SKANDINAVISKA ENSKILDA BANKEN AB PUBL 4.5% 09-03-20309/3/20304.50%**703,431 
SKISTAR AB SER'B'NPV**74,548 
SKYWARD SPECIALTY INS GROUP INC COM**39,099 
SKYWORKS SOLUTIONS INC COM**3,263,332 
SKYWORTH GROUP LIMITED**45,794 
SL CORPORATION KRW500**71,836 
SL GREEN RLTY CORP COM**730,434 
SLB LIMITED COM**12,128,042 
SLEEP NUMBER CORP COM**157,720 
SLIDE INS HLDGS INC COM**3,506,361 
SLM CORP 6.5% 01-31-20301/31/20306.50%**103,492 
SLM PRIVATE CR STUDENT LN TR 2007-A STUDLN BACKED NT A-4 FLTG 12-16-2041BEO12/16/20414.22%**2,714,077 
SLM PRIVATE CR STUDENT LN TR ASSTBCKD SER 2005-A CL A4 FLTG 12-15-2038 BEO12/15/20384.29%**390,061 
SLM STUDENT LN 3-7 3.8%-FRN A/BKD 15/12/33 EUR12/15/20332.65%**134,593 
SLR INVT CORP COM STK**85,648 
SMALL BUSINESS 5.67999982834% DUE 06-01-20286/1/20285.68%**15,182 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
SMART-CORE HOLDING USD0.00001**28,059 
SMARTFINANCIAL INC COM NEW COM NEW**37,434 
SMARTSTOP SELF STORAGE REIT INC COM USD0.001**622,172 
SMB PRIVATE ED LN TR 2020-PT-B PVT ED LNBACKED EXCHANGE 1.6% 09-15-20549/15/20541.60%**2,200,521 
SMB PRIVATE ED LN TR 2021-A PVT ED LN BKD NT CL A-2A1 4.52467% 01-15-20531/15/20534.59%**727,312 
SMB PRIVATE ED LN TR 2021-E PVT ED LN BKS NTS CL A-1A 1.68% 02-15-20512/15/20511.68%**697,637 
SMB PRIVATE ED LN TR 2025-B PVT ED LN BACKED NT 144A 5.02% 03-17-20533/17/20535.02%**1,916,827 
SMB PVT ED LN TR 4.48% DUE 05-16-20505/16/20504.48%**1,740,046 
SMB PVT ED LN TR 5.13% DUE 04-15-20544/15/20545.13%**4,489,938 
SMB PVT ED LN TR 5.38% DUE 01-15-20531/15/20535.38%**536,671 
SMB PVT ED LN TR FLTG RT 4.80668% DUE 06-17-20526/17/20525.07%**2,581,454 
SMC CORP NPV**868,608 
SMITH & NEPHEW PLC 5.15% 03-20-20273/20/20275.15%**1,572,877 
SMITH A O CORP COM**306,845 
SMITHFIELD FOODS INC COM**800,307 
SMITHS NEWS PLC**146,275 
SMK CORP NPV**42,091 
SMRT 2022-MINI COML MTG PASSTHRU CTF CL B 5.031% 01-15-20391/15/20395.10%**2,494,698 
SMUCKER J M CO COM NEW**6,234,898 
SMURFIT WESTROCK LTD**2,272,481 
SNAM SPA X GLOBAL B NT 144A 5.75% 05-28-20355/28/20355.75%**627,613 
SNAM SPA X GLOBAL C NT 144A 6.5% 05-28-20555/28/20556.50%**2,988,048 
SNAP INC SNAP INC**469,077 
SNOWFLAKE INC CL A CL A**40,123,796 
SOBHA LTD INR10**149,795 
SOCIETE GENERALE 5.25% DUE 02-19-20272/19/20275.25%**2,048,196 
SOCIETE GENERALE EUR1.25**16,805,064 
SOCIONEXT INC NPV**780,842 
SODICK CO LTD NPV**476,377 
SOFI PROFESSIONAL LN PROGRAM 2020-C POSTGRADUATE LN AST BKD NT 1.95% 02-15-20462/15/20461.95%**319,537 
SOFI TECHNOLOGIES INC COM**1,592,111 
SOFTCREATE HLDGS C NPV**28,912 
S-OIL CORP KRW2500**414,957 
SOJITZ CORPORATION**149,042 
SOKEN CHEM & ENG NPV**52,192 
SOLAR INDUSTRIES INDIA LTD INR2**68,431 
SOLARA ACTIVE PHAR INR10**194,817 
SOLAREDGE TECHNOLOGIES INC COM**122,901 
SOLARIA ENERGIA Y COMSTK**952,368 
SOLARIS ENERGY INFRA STRUCTURE INC**4,530,160 
SOLARIS RESOURCES COM NPV**102,300 
SOLENO THERAPEUTICS INC COM PAR**943,038 
SOLID PWR INC COM CL A**98,439 
SOLSTICE ADVANCED MATLS INC COM**17,343 
SOLVENTUM CORP 5.4% 03-01-20293/1/20295.40%**2,113,096 
SOMPO HOLDINGS INC**10,658,723 
SONIC AUTOMOTIVE INC CL A**527,418 
SONIC HEALTHCARE NPV**30,788 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
SONOCO PRODS CO 5.0% 09-01-20349/1/20345.00%**99,231 
SONOS INC COM**1,586,599 
SONOVA HOLDING AG CHF0.05 (REGD)**3,861,512 
SONY FINANCIAL GROUP INC NPV**28,382 
SONY GROUP CORPORA NPV**18,201,640 
SOPRA STERIA GROUP**94,780 
SOUTH AFRICA(REPUBLIC OF) 6.25% BDS 31/03/36 ZAR3/31/20366.25%**71,850 
SOUTH BOW CORPOR COM NPV**24,786 
SOUTH PLAINS FINL INC COM**18,857 
SOUTH32 LTD NPV**844,327 
SOUTHERN CALI EDISON 5.45% 06-01-20316/1/20315.45%**724,945 
SOUTHERN CALIF EDISON CO 4.125% 03-01-20483/1/20484.12%**605,235 
SOUTHERN CALIF EDISON CO 5.3% 03-01-20283/1/20285.30%**899,769 
SOUTHERN CALIF EDISON CO 5.65% 10-01-202810/1/20285.65%**2,552,208 
SOUTHERN CALIF EDISON CO SR NT 2.75% 02-01-20322/1/20322.75%**1,870,943 
SOUTHERN CALIF GAS CO 5.75% 06-01-20536/1/20535.75%**209,446 
SOUTHERN CO 3.25% DUE 07-01-20267/1/20263.25%**1,500,321 
SOUTHERN CO 3.7% DUE 04-30-2030 REG4/30/20303.70%**2,291,396 
SOUTHERN CO 4.4% DUE 07-01-20467/1/20464.40%**296,340 
SOUTHERN CO 4.85% 06-15-20286/15/20284.85%**988,802 
SOUTHERN CO 5.2% 06-15-20336/15/20335.20%**401,267 
SOUTHERN CO 5.5% 03-15-20293/15/20295.50%**3,061,085 
SOUTHERN CO COM STK**25,755,654 
SOUTHERN CO GAS CAP 3.15% 09-30-20519/30/20513.15%**227,254 
SOUTHERN CO GAS CAP 3.25% 06-15-20266/15/20263.25%**2,788,102 
SOUTHERN CO GAS CAP 4.05% 09-15-20289/15/20284.05%**2,591,819 
SOUTHERN CO GAS CAPITAL 5.1% 09-15-20359/15/20355.10%**146,388 
SOUTHERN FIRST BANCSHARES COM**5,873 
SOUTHERN MO BANCORP INC COM**38,487 
SOUTHERN POWER COMPANIES 4.25% 10-01-203010/1/20304.25%**703,790 
SOUTHERN PWR CO 5.15% DUE 09-15-20419/15/20415.15%**57,938 
SOUTHN CAL EDISON 1.2% DUE 02-01-20262/1/20261.20%**298,913 
SOUTHN CAL EDISON 2.85% DUE 08-01-20298/1/20292.85%**663,256 
SOUTHN CAL EDISON 3.65% DUE 03-01-20283/1/20283.65%**346,062 
SOUTHN CAL EDISON 4% DUE 04-01-20474/1/20474.00%**222,041 
SOUTHN CAL EDISON CO 5.55 DUE 01-15-2036BEO1/15/20365.55%**165,762 
SOUTHN CAL GAS CO 5.45% DUE 06-15-20356/15/20355.45%**3,544,975 
SOUTHN COPPER CORP DEL COM**1,314,329 
SOUTHWEST GAS CORP 5.45% 03-23-20283/23/20285.45%**307,644 
SOUTHWESTERN ELEC PWR CO 5.3% 04-01-20334/1/20335.30%**720,270 
SOUTHWESTERN PUBLIC SERVICE CO 3.75% 06-15-20496/15/20493.75%**185,341 
SOUTHWESTN ELEC 3.9% DUE 04-01-20454/1/20453.90%**74,626 
SPACE CO LTD NPV**39,682 
SPAR GROUP LIMITED ZAR**45,145 
SPAREBANK 1 NORD-NORGE GRUNNFONDSBEVIS NOK50**610,019 
SPAREBANK 1 SMN NOK25**1,630,407 
SPAREBANKEN NORGE NOK25 GRUNNFONDSBEVIS**196,040 
SPAREK.SJAELLAND-F DKK10**87,567 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
SPCL1 GEN ELEC CAP CORP 5.875% DUE 01-14-20381/14/20385.88%**184,720 
SPEED TECH TWD10**40,254 
SPOTIFY TECHNOLOGY S A COM EUR0.025**15,747,694 
SPRINT CAP CORP 6.875% DUE 11-15-202811/15/20286.88%**1,276,318 
SPROUTS FMRS MKT INC COM**732,008 
SPRUCE BIOSCIENCES INC COM NEW**60,193 
SPYRE THERAPEUTICS INC COM NEW COM USD0.0001 POST REV SPLIT**251,564 
SS&C TECHNOLOGIES HLDGS INC COM**2,367,771 
SSR MNG INC COM NPV**283,448 
ST GALLER KTBK AG CHF80 (REGD)**192,435 
STANDARD CHARTERED PLC SHS**5,322,316 
STANDARDAERO INC. COM USD0.01**2,359,217 
STANFORD UNIVERSIT 4.679% 03-01-20353/1/20354.68%**5,149,528 
STANLEY AGRICULTUR 'A'CNY1**355,165 
STANLEY BLACK & DECKER INC 3.4% 03-01-20263/1/20263.40%**3,728,675 
STANLEY BLACK & DECKER INC 6.0% 03-06-20283/6/20286.00%**1,872,098 
STANLEY BLACK & DECKER INC COM**13,810,138 
STANLEY ELECTRIC NPV**259,208 
STAR PETROLEUM PLC THB6.92 (NVDR)**445,220 
STARBUCKS CORP COM**874,352 
STARK TECHNOLOGY TWD10**28,835 
STARWOOD MTG 1.172% DUE 05-25-20655/25/20651.17%**113,797 
STARWOOD MTG 1.431% DUE 05-25-20655/25/20651.43%**164,470 
STARWOOD MTG 1.486% DUE 04-25-20654/25/20651.49%**33,271 
STATE OF ISRAEL 5.625% 02-19-20352/19/20355.62%**522,144 
STATE OF ISRAEL 5.375% 02-19-20302/19/20305.38%**827,180 
STATE OF ISRAEL 5.5% 03-12-20343/12/20345.50%**621,304 
STATE STR CORP 4.536% DUE 02-28-20282/28/20284.54%**1,652,322 
STATE STR CORP 4.543% 04-24-20284/24/20284.54%**2,402,898 
STATE STR CORP 4.784% 10-23-203610/23/20364.78%**498,383 
STATE STR CORP COM**16,719,696 
STATE STR CORP FLTG RT 3.031% DUE 11-01-203411/1/20343.03%**1,364,242 
STATE STR CORP FLTG RT 4.53% DUE 02-20-20292/20/20294.53%**1,261,261 
STATE STR CORP FLTG RT 4.821% DUE 01-26-20341/26/20344.82%**578,348 
STATE STREET BANK & TRUST 4.594% 11-25-202611/25/20264.59%**1,786,022 
STATE STREET CORPP 4.729% 02-28-20302/28/20304.73%**292,879 
STEEL DYNAMICS INC 3.45% DUE 04-15-2030 BEO4/15/20303.45%**96,708 
STEEL DYNAMICS INC 4.0% 12-15-202812/15/20284.00%**4,603,920 
STEEL DYNAMICS INC 5.75% 05-15-20555/15/20555.75%**329,869 
STEEL DYNAMICS INC COM**432,775 
STEEL DYNAMICS INC SR NT 5.375% 08-15-20348/15/20345.38%**399,497 
STELLA JONES INC COM NPV**975,044 
STELLANTIS N.V COM EUR0.01**104,403 
STEPAN CO COM**3,772,840 
STEPSTONE GROUP INC CL A CL A**1,398,713 
STEVANATO GROUP S.P.A. COM NPV**5,150,559 
STEWART INFORMATION SVCS CORP COM**13,560 
STH AFRICA(REP OF) 8% SNR 31/01/2030 ZAR10001/31/20308.00%**1,208,358 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
STH AFRICA(REP OF) 8.5% SNR 31/01/2037 ZAR10001/31/20378.50%**269,366 
STH AFRICA(REP OF) 8.875% SNR 28/02/35 ZAR10002/28/20358.88%**16,877,697 
STH AFRICA(REP OF) 9% SNR 31/01/2040 ZAR10001/31/20409.00%**84,719 
STICHTING AK RABOBANK CERTIFICATEN 6.5% 31/12/204912/31/20496.50%**558,000 
STIFEL FINL CORP COM**1,597,432 
STITCH FIX INC CL A CL A**407,710 
STOKE THERAPEUTICS INC COM**215,197 
STONERIDGE INC COM**50,170 
STOREBRAND ASA SER'A'NOK5**1,611,714 
STRABAG SE NPV (BR)**50,324 
STRATEGIC ED INC**87,017 
STRATTEC SEC CORP COM**273,419 
STRIDES PHARMA SCIENCE LIMITED**381,569 
STRUCTURED ASSET INVT LN TR 2004-2 MTG PASSTHRU CTF CL A4 03-25-2034 REG3/25/20344.55%**133,715 
STRYKER CORP**20,618,285 
STRYKER CORP 3.65% 03-07-20283/7/20283.65%**567,911 
STRYKER CORP 4.55% 02-10-20272/10/20274.55%**1,760,938 
STRYKER CORP 4.7% 02-10-20282/10/20284.70%**1,461,001 
STWD 2025-FL4 LLC FLTG RT 5.12536% DUE 11-19-204211/19/20425.18%**1,249,105 
STX METAL CO LTD KRW2500**513,248 
SUAL PHOTONICS TWD10**260,371 
SUBARU CORPORATION NPV**394,201 
SUMITOMO CHEMICAL CO. LTD NPV**108,312 
SUMITOMO CORP NPV**186,448 
SUMITOMO ELECTRIC NPV**581,071 
SUMITOMO HEAVY IND NPV**341,460 
SUMITOMO METAL MINING CO LTD NPV**4,056 
SUMITOMO MITSUI FINANCIAL GROUP NPV**20,412,279 
SUMITOMO MITSUI FINL GROUP INC 1.402% 09-17-20269/17/20261.40%**2,094,278 
SUMITOMO MITSUI FINL GROUP INC 5.464% 01-13-20261/13/20265.46%**954,675 
SUMITOMO MITSUI FINL GROUP INC 5.52% 01-13-20281/13/20285.52%**4,168,524 
SUMITOMO MITSUI FINL GROUP INC 5.716% 09-14-20289/14/20285.72%**543,868 
SUMITOMO MITSUI FINL GROUP INC 5.88% 07-13-20267/13/20265.88%**3,852,849 
SUMITOMO MITSUI FINL GROUP INC FIXED 3.04% 07-16-20297/16/20293.04%**752,019 
SUMITOMO MITSUI TR BK LTD 4.5% 03-13-20283/13/20284.50%**4,307,030 
SUMITOMO OSAKA CEM NPV**351,526 
SUMITOMO PHARMA CO LTD NPV**11,831 
SUMITOMO SEIKA NPV**51,676 
SUN FRONTIER FUDOS NPV**15,311 
SUN INC NPV**24,348 
SUN INTL LTD ZAR0.08**14,819 
SUN KING TECHNOLOGY GROUP LTD**153,432 
SUNAC CHINA HLDGS HKD0.10**31,136 
SUNCOKE ENERGY INC COM USD0.01**450,727 
SUNCOR ENERGY INC 4% DUE 11-15-204711/15/20474.00%**304,784 
SUNCOR ENERGY INC COM NPV 'NEW'**8,865,454 
SUNDRUG CO LTD NPV**961,498 
SUNOCO LOGISTICS PARTNER 4.0% 10-01-202710/1/20274.00%**1,852,235 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
SUNOCO LOGISTICS PARTNERS 5.4% 10-01-204710/1/20475.40%**549,920 
SUNOCOCORP LLC COM UNIT REPSTG LLC UINTS**8,969 
SUNONWEALTH ELECTR TWD10**582,327 
SUNOPTA INC COM**153,284 
SUNPLUS INNOVATION TWD10**80,513 
SUNREX TECHNOLOGY TWD10**100,476 
SUNTORY BEVERAGE & NPV**1,094,709 
SUNWAY CONSTRUCTION GROUP BHD MYR0.2**735,605 
SUNWAY REAL ESTATE REIT**465,928 
SUPER GROUP SGHC LTD**178,055 
SUPERNUS PHARMACEUTICALS INC COM STK**1,133,806 
SURGUTNEFTEGAS PJS RUB1(RUB)**58,232 
SURYA CITRA MEDIA IDR10**33,466 
SUSCO PCL THB1(NVDR)**35,143 
SUSTAINED INFRASTR SAR10**302,952 
SUTTER HEALTH TAXABLE BD SER 2025A 5.537% 08-15-20358/15/20355.54%**1,778,344 
SUZUKI MOTOR CORP NPV**7,616,596 
SVENSKA HANDELSBANKEN SER'A'NPV (P/S)**5,815 
SWEDBANK AB MEDIUM 1.538% DUE 11-16-202611/16/20261.54%**1,518,806 
SWEPCO STORM RECOVERY FU 4.88% 09-01-20419/1/20414.88%**4,007,743 
SWIRE PACIFIC 'B' NPV**3,726 
SWIRE PROPERTIES LTD HKD1**23,720 
SWISSQUOTE GP HLDG CHF0.20 (REGD)(POST SUBD)**143,239 
SY HOLDINGS GROUP LTD HKD0.01**335,869 
SYMBOTIC INC COM USD0.0001 CLASS A**4,347,546 
SYMPHONY LTD INR2**72,683 
SYNCHRONY CARD ISSUANCE TR SER 23-A2 CL A 5.74% 10-15-202910/15/20295.74%**9,231,054 
SYNCHRONY FINANCIAL 5.019% 07-29-20297/29/20295.02%**2,403,645 
SYNCHRONY FINANCIAL 5.935% 08-02-20308/2/20305.94%**1,568,271 
SYNCHRONY FINL 3.95% DUE 12-01-202712/1/20273.95%**391,180 
SYNCHRONY FINL FLTG RT 5.45% DUE 03-06-20313/6/20315.45%**3,190,987 
SYNDAX PHARMACEUTICALS INC COM**1,399,266 
SYNGENE INTERNATIONAL LTD INR10 COMM**194,700 
SYNOPSYS INC 4.65% 04-01-20284/1/20284.65%**5,071,390 
SYNOPSYS INC 4.85% 04-01-20304/1/20304.85%**2,446,874 
SYNOPSYS INC 5.0% 04-01-20324/1/20325.00%**408,957 
SYNOPSYS INC 5.15% 04-01-20354/1/20355.15%**1,461,319 
SYNOPSYS INC 5.7% 04-01-20554/1/20555.70%**318,432 
SYNOPSYS INC COM**2,478,712 
SYNTHOMER PLC COMMON STOCK**674 
SYRMA SGS TECH LTD INR10**52,311 
SYSCO CORP 5.1% 09-23-20309/23/20305.10%**309,983 
SYSCO CORP COM**599,468 
SYSTEM ENERGY RES INC FIRST MTG BD 5.3% 12-15-203412/15/20345.30%**2,632,807 
SYSTEM RESEARCH CO NPV**32,361 
SYSTEM SUPPORT HOLDINGS INC**49,816 
T RAD CO LTD JPY50**62,854 
TAB GIDA SANAYI VE TRY1**305,688 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
TAC CONSUMER PCL THB0.25 (NVDR)**65,060 
TACHI-S CO LTD NPV**388,042 
TACTILE SYS TECHNOLOGY INC COM**1,247 
TAEKWANG IND CO KRW5000**19,043 
TAG IMMOBILIEN AG NPV**1,337,928 
TAICHUNG COMM BANK TWD10**7,306 
TAIHO KOGYO NPV**17,700 
TAIKISHA LTD NPV**63,064 
TAIKO BANK NPV**29,040 
TAIWAN PCB TECHVES TWD10**14,503 
TAIWAN SEMICON MAN TWD10**59,640,999 
TAIWAN SURFACE MOU TWD10**51,616 
TAKARA & CO LTD**60,098 
TAKASAGO THML ENG NPV**90,542 
TAKEDA PHARMACEUTICAL 5.3% 07-05-20347/5/20345.30%**775,564 
TAKEDA PHARMACEUTICAL CO LTD SR NT 3.025% 07-09-20407/9/20403.02%**322,328 
TAKE-TWO INTERACTIVE SOF 5.6% 06-12-20346/12/20345.60%**261,127 
TAKE-TWO INTERACTIVE SOFTWARE INC COM STK USD0.01**4,268,532 
TAKE-TWO INTERACTIVE SOFTWARE INC 4.95% 04-14-20233/28/20284.95%**2,210,403 
TAKE-TWO INTERACTIVE SOFTWARE INC 5.0% 03-28-20263/28/20265.00%**2,833,911 
TAKUMA CO LTD NPV**28,445 
TALANX AG NPV**1,437,432 
TALEN ENERGY CORP NEW COM**1,906,061 
TANDEM DIABETES CARE INC COM NEW COM USD0.001(POST REV SPLT)**1,408,039 
TANGER INC**887,542 
TANSEISHA CO LTD NPV**187,133 
TAPESTRY INC COM USD0.01**1,260,068 
TARGA RES CORP 4.35% 01-15-20291/15/20294.35%**1,223,313 
TARGA RES CORP 4.9% 09-15-20309/15/20304.90%**2,529,453 
TARGA RES CORP COM**478,778 
TARGA RES PARTNERS LP/TARGA RES FIN 5.5% SNR NTS 03-01-2030 USD3/1/20305.50%**3,601,344 
TARSUS PHARMACEUTICALS INC COM**7,779 
TASMEA LIMITED NPV**157,879 
TATA CHEMICALS INR10**19,888 
TATA CONSULTANCY S INR1**3,050,797 
TATA STEEL LTD INR1.00(POST SUBDIVISION)**64,798 
TATNEFT PJSC RUB1(RUB)**302,739 
TAURON POLSKA ENER PLN5.00**322,171 
TAV HAVALIMANLARI TRY1**199,315 
TAYLOR MORRISON HOME CORP COM USD0.00001**1,453,206 
TAZMO CO LTD NPV**102,660 
TCL ELECTRONICS HOLDINGS LTD**342,733 
TCO COML MTG TR 2024-DPM COML MTG PASS THRU CTF CL A 4.9231% 12-15-203912/15/20394.99%**2,109,563 
TD SYNNEX CORP 6.1% 04-12-20344/12/20346.10%**846,700 
TDK CORP NPV**2,285,126 
TE CONNECTIVITY PLC COM USD0.01**7,565,163 
TEACHERS INS & 3.3% DUE 05-15-20505/15/20503.30%**3,441,013 
TEACHERS INS & 4.27% DUE 05-15-20475/15/20474.27%**387,047 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
TECAN GROUP AG CHF0.10 (REGD)**212,802 
TECHMATRIX CORP NPV**147,605 
TECHNIPFMC PLC COM USD1**2,612,241 
TECHNOGYM S P A**1,310,516 
TECNICAS REUNIDAS ORD EUR0.10**353,152 
TECNOGLASS INC COMMON STOCK**2,721,356 
TECSYS INC COM NPV**42,484 
TEEKAY CORPORATION COM STK USD0.001**130,113 
TEEKAY TANKERS LTD (BM) COM USD0.01 CL A**692,697 
TEGMA GESTAO LOGIS COM NPV**30,376 
TEGNA INC COM**13,801 
TEIJIN LTD NPV**49,292 
TEIKOKU ELECTRIC M NPV**142,977 
TEJAS NETWORKS LTD COMN STOCK**118,166 
TEL AVIV STK COM**316,075 
TELECOM ITALIA SPA NPV**943,533 
TELEDYNE TECHNOLOGIES INC COM**4,023,531 
TELEDYNE TECHNOLOGIES INC NT 1.6% 04-01-20264/1/20261.60%**651,498 
TELEFLEX INC COM**5,108,228 
TELEFONICA EMISIONES S A U 5.213% 03-08-2047 REG3/8/20475.21%**265,086 
TELKOM INDONESIA (PERSERO) TBK IDR50**1,582,539 
TELKOM SA SOC LTD ZAR10**435,039 
TELOS CORP MD COM**22,226 
TEMAIRAZU INC NPV**45,194 
TEMPUS AI INC COM USD0.0001 CL A**24,151 
TENCENT HLDGS LTD HKD0.00002**20,563,089 
TENET HEALTHCARE CORP COM NEW .**1,105,678 
TENN VALLEY AUTHORITY 1.5% 09-15-20319/15/20311.50%**70,349 
TENN VALLEY AUTHORITY 5.25% 02-01-20552/1/20555.25%**1,549,891 
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPNGENERIC INT PMT 04-01-20284/1/2028—%**2,710,140 
TENNESSEE VALLEY AUTHORITY 4.375% 08-01-20348/1/20344.38%**2,429,108 
TENNESSEE VY AUTH 4.875% 05-15-20355/15/20354.88%**17,210,229 
TENNESSEE VY AUTH GLOBAL POWER BD SER A 4.625% DUE 09-15-2060 REG9/15/20604.62%**40,204 
TENNESSEE VY AUTH GLOBAL PWR BD SER A 4.25% DUE 09-15-2065 REG9/15/20654.25%**59,639 
TENNESSEE VY AUTH TENN VALLEY AUTH 4.875% DUE 01-15-2048 REG1/15/20484.88%**299,417 
TERADYNE INC COM**3,666,801 
TERAWULF INC COM USD0.10**802,921 
TERNS PHARMACEUTICALS INC COM**394,062 
TERUMO CORP NPV**5,165,772 
TERWIN MTG TR 2003-6HE ASSET BKD CTF CL A-1 FLTG 11-25-2033 REG11/25/20334.79%**14,746 
TES CO LTD KRW500**241,468 
TESCO ORD GBP0.0633333**8,523,069 
TESLA INC COM USD0.001**82,337,886 
TEST RESEARCH INC TWD10**79,232 
TETRA TECH INC NEW COM**277,644 
TEXAS HEALTH RES FIXED 2.328% DUE 11-15-205011/15/20502.33%**248,973 
TEXAS INSTRUMENTS INC COM**28,849,652 
TEXAS NAT GAS SECURITIZATION FIN CORP RE0.0% SER 23-1 CL A1 04-01-20354/1/20355.10%**4,813,397 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
TEXAS ROADHOUSE INC COMMON STOCK**6,950,918 
TEXTRON INC 3.9% 09-17-20299/17/20293.90%**1,501,935 
TEXTRON INC FIXED 2.45% DUE 03-15-20313/15/20312.45%**635,139 
TF1 - TV FRANCAISE EUR0.20**55,862 
TG THERAPEUTICS INC COM**766,981 
THAI LIFE INSURANC THB1 (NVDR)**105,738 
THAI OIL PCL THB10(NVDR)**98,270 
THAIFOODS GROUP THB1 (NVDR)**340,364 
THE A2 MILK CO LTD NPV**678,374 
THE BEAUTY HEALTH CO CL A**34,897 
THE CIGNA GROUP**41,927,437 
THE HARTFORD INSURANCE GROUP INC COM USD0.01**7,620,891 
THE MARZETTI COMPANY**808,124 
THE PEOPLE S INSUR 'H'CNY1**15,610 
THE REAL BROKERAGE INC COM NPV (POST REVSPLIT)**339,216 
THE TRADE DESK INC COM CL A COM CL A**671,854 
THERAVANCE BIOPHARMA INC COM**33,846 
THERMO FISHER SCIENTIFIC INC 5.0% 12-05-202612/5/20265.00%**558,452 
THERMO FISHER SCIENTIFIC INC COM USD1**4,038,187 
THIRD COAST BANCSHARES INC COM**25,847 
THK CO LTD NPV**38,346 
THOMSON REUTERS CORPORATION**726,766 
THOR INDS INC COM STK**4,035,650 
THYSSENKRUPP AG NPV**382,260 
TI CLOUD INC USD0.0001**10,243 
TIANGONG INTERNATI USD0.0025**471,957 
TIANNENG BATTERY G CNY1 (SHANGHAI STOCK CONNEC**286,532 
TIANRUN CRANKSHAFT CO. LTD. 'A'CNY1(STOCK CONNECT)**181,301 
TIGER BRANDS ZAR0.10**139,577 
TIM S.A. COM NPV**318,506 
TIME DOTCOM BHD NPV**60,336 
TIME WARNER CABLE 4.5% DUE 09-15-20429/15/20424.50%**331,745 
TIMKEN CO COM**10,710,086 
TIPS MUSIC LIMITED INR1(POST SUBD)**37,702 
TIS INC**959,203 
TISCO FINANCIAL GR THB10(NVDR)**1,036,080 
TJX COS INC COM NEW**6,467,903 
TK CHEMICAL CORP KRW500**24,144 
TKMS AG & CO KGAA NPV**61,484 
TLB CO LTD KRW500**171,984 
T-MOBILE US INC COM**4,602,714 
T-MOBILE USA INC 2.05% DUE 02-15-20282/15/20282.05%**4,286,517 
T-MOBILE USA INC 2.25% DUE 02-15-20262/15/20262.25%**569,695 
T-MOBILE USA INC 2.55% 02-15-20312/15/20312.55%**5,943,142 
T-MOBILE USA INC 2.625% DUE 04-15-2026 BEO4/15/20262.62%**1,192,261 
T-MOBILE USA INC 3.0% DUE 02-15-2041 BEO2/15/20413.00%**1,176,873 
T-MOBILE USA INC 3.375% 04-15-20294/15/20293.38%**4,385,112 
T-MOBILE USA INC 3.875% 04-15-20304/15/20303.88%**9,171,889 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
T-MOBILE USA INC 4.5% DUE 04-15-20504/15/20504.50%**347,315 
T-MOBILE USA INC 4.7% 01-15-20351/15/20354.70%**2,362,345 
T-MOBILE USA INC 4.75% 02-01-20282/1/20284.75%**1,670,680 
T-MOBILE USA INC 4.95% DUE 03-15-20283/15/20284.95%**696,056 
T-MOBILE USA INC 5.15% 04-15-20344/15/20345.15%**1,023,961 
T-MOBILE USA INC 5.2% DUE 01-15-2033 BEO1/15/20335.20%**3,503,665 
T-MOBILE USA INC 5.75% 01-15-20541/15/20545.75%**137,887 
T-MOBILE USA INC 5.875% DUE 11-15-205511/15/20555.88%**110,238 
T-MOBILE USA INC FIXED 3.75% DUE 04-15-20274/15/20273.75%**5,981,898 
T-MOBILE USA INC SR SECD NT 1.5% 02-15-20262/15/20261.50%**7,704,959 
TN VY AUTH FED BOOK ENTRY CPNSTRIPS GENERIC INT PMT 09-15-2028 (UNDDATE) REG9/15/2028—%**679,199 
TN VY AUTH FED BOOK ENTRY PRIN STRIPS GENERIC PRIN PMT 06-15-2035 (UNDDATE)6/15/2035—%**290,036 
TOA CORP (CONST) NPV**39,735 
TOA ROAD CORP NPV**100,543 
TOAGOSEI CO LTD NPV**9,425 
TOAST INC COM USD0.000001 CLASS A**5,960,354 
TOBACCO SETTLEMENT FIN AUTH WEST VA AST BACKED 3.151 06-01-2032 BEO TAXABLE6/1/20323.15%**4,800,540 
TOBU RAILWAY CO Y50**47,168 
TODA CORP NPV**66,230 
TOFU RESTAURANT CO TWD10**26,480 
TOKAI HLDGS CORP NPV**47,586 
TOKAI RIKA CO NPV**65,581 
TOKAI TOKYO FINANCIAL HOLDINGS INC**1,866,570 
TOKYO ELECTRON NPV**8,889,547 
TOKYO SEIMITSU CO NPV**368,407 
TOKYU CONST(NEW) NPV**1,419,694 
TOLL BROS FIN CORP 4.35% DUE 02-15-20282/15/20284.35%**1,876,635 
TOLL BROS INC COM**910,031 
TOMONY HOLDINGS IN NPV**26,509 
TON YI INDL CORP TWD10**30,025 
TONGGUAN GOLD GP L HKD0.1**25,181 
TOPBUILD CORP COM**5,348,376 
TOPCO SCIENTIFIC C TWD10**74,092 
TOPY INDUSTRIES NPV**17,771 
TOREX GOLD RES INC COM NPV (POST REV SPLT)**1,716,495 
TORO CO COM**3,230,669 
TOROMONT INDUSTRIE COM STK NPV**157,479 
TORONTO DOMINION 4.108% DUE 06-08-20276/8/20274.11%**2,743,070 
TORONTO DOMINION 5.298% DUE 01-30-20321/30/20325.30%**606,371 
TORONTO DOMINION BANK 4.574% 06-02-20286/2/20284.57%**4,526,849 
TORONTO DOMINION BANK 4.98% 04-05-20274/5/20274.98%**1,326,739 
TORONTO DOMINION BANK 5.156% 01-10-20281/10/20285.16%**70,581 
TORONTO DOMINION BK 4.861% 01-31-20281/31/20284.86%**2,518,230 
TORONTO DOMINION BK ONT COVERED BD 144A 5.141% 09-13-20299/13/20295.14%**8,355,427 
TORONTO DOMINION FIXED 5.532% 07-17-20267/17/20265.53%**896,253 
TORONTO-DOMINION BANK 4.693% 09-15-20279/15/20274.69%**759,880 
TORONTO-DOMINION BANK MTN 2.8% DUE 03-10-20273/10/20272.80%**3,450,487 
TORONTO-DOMINION COM NPV**20,276,985 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
TORRENT PHARM INR5**77,103 
TORUNLAR GYO TRY1 (C SHARES)**97,345 
TOSEI CORPORATION NPV**21,895 
TOSHIBA TEC CORP NPV**194,035 
TOSHO CO LTD NPV**30,853 
TOTAL CAP INTL 3.127% DUE 05-29-2050 REG5/29/20503.13%**528,564 
TOTAL CAP INTL 3.461% DUE 07-12-20497/12/20493.46%**143,419 
TOTALENERGIES CAP 5.425% 09-10-20649/10/20645.42%**140,883 
TOTALENERGIES CAPITAL SA 5.488% 04-05-20544/5/20545.49%**145,728 
TOTALENERGIES SE**10,865,503 
TOTECH CORP NPV**14,029 
TOTVS SA COM NPV TOTS3**3,100,086 
TOVIS CO LTD KRW500**40,979 
TOWA PHARMACEUTICAL CO. LTD NPV**23,222 
TOWD PT MTG TR 2020-1 MTG PASS THRU CTF CL A1 2.71% 01-25-20601/25/20602.71%**124,461 
TOWD PT MTG TR 2020-2 ASSET BACKED NT CLA1A VAR RT 04-25-20604/25/20601.64%**185,054 
TOWER SEMICONDUCTOR LTD**1,167,977 
TOWNGAS SMART ENERGY CO LTD HKD0.10**44,137 
TOYO KANETSU KK NPV**715,437 
TOYODA GOSEI NPV**508,141 
TOYOTA AUTO 4.48% DUE 11-15-202711/15/20274.48%**2,275,466 
TOYOTA AUTO RECEIVABLES OWNER TR SER 25-A CL A3 4.64% 08-15-20298/15/20294.64%**12,887,180 
TOYOTA AUTO RECEIVABLES OWNER TRUST SER 23-C CL A3 5.16% DUE 04-17-20284/17/20285.16%**208,725 
TOYOTA AUTO RECEIVABLES OWNER TRUST SER 23-D CL A3 5.54% DUE 08-15-20288/15/20285.54%**1,598,742 
TOYOTA AUTO RECEIVABLES SER 23-A CL A4 4.42% 08-15-20288/15/20284.42%**905,107 
TOYOTA BOSHOKU CP NPV**455,320 
TOYOTA MOTOR CORP NPV**605,919 
TOYOTA MTR CR CORP 4.35% 10-08-202710/8/20274.35%**515,007 
TOYOTA MTR CR CORP 4.5% 05-14-20275/14/20274.50%**1,548,892 
TOYOTA MTR CR CORP 4.75% 07-21-20277/21/20274.26%**1,598,924 
TOYOTA MTR CR CORP 5.4% 11-20-202611/20/20265.40%**1,595,998 
TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK 5.0% DUE 03-19-20273/19/20275.00%**1,584,616 
TP ICAP GROUP PLC ORD GBP0.25**980,106 
TPG PARTNERS LLC CL A COM**1,856,914 
TPR CO LTD NPV**39,534 
TRACTOR SUPPLY CO COM**1,163,933 
TRADEWEB MKTS INC CL A CL A**1,661,708 
TRANE TECHNOLOGIES PLC COM USD1**19,647,984 
TRANS-ALLEGHENY INTST LINE CO SR NT 144A5% 01-15-20311/15/20315.00%**205,686 
TRANSALTA CORP MTN COM NPV**15,198 
TRANSDIGM GROUP INC COM**1,330 
TRANSMEDICS GROUP INC COM**2,301,496 
TRANSMISSORA ALIAN UNITS (1 COM & 2 PRF)**329,672 
TRANSUNION COM**17,857,523 
TRANSURBAN FIN CO 2.45% DUE 03-16-20313/16/20312.45%**159,437 
TRAVELERS COS INC COM STK**35,985,714 
TRAVERE THERAPEUTICS INC COM**174,429 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
TRCNTNTL GAS PIPE 3.25% DUE 05-15-20305/15/20303.25%**1,366,380 
TRCNTNTL GAS PIPE 7.25% DUE 12-01-202612/1/20267.25%**1,491,565 
TRE HLDGS CORP NPV**2,053 
TREEHOUSE FOODS INC COM**4,742 
TREND MICRO INC NPV**2,746,068 
TREVI THERAPEUTICS INC COM**257,474 
TREX CO INC COM**3,357,717 
TRI POINTE HOMES INC**1,265,251 
TRICO BANCSHARES COM STK**105,351 
TRIDENT LTD INR1 (POST SUB/DIV)**155,277 
TRINET GROUP INC COM USD0.000025**745,038 
TRINITY HLTH CORP 3.434% DUE 12-01-204812/1/20483.43%**174,891 
TRIP COM GROUP LTD USD0.00125**2,537,432 
TRIPOD TECHNOLOGY TWD10**444,614 
TRIPUTRA AGRO PERS IDR100**95,568 
TRITAX BIG BOX REIT PLC ORD**306,666 
TRIUMPH FINANCIAL INC COM USD0.01**3,292,710 
TRUIST BANK 4.136% 10-23-202910/23/20294.14%**1,454,435 
TRUIST BK 4.671% 05-20-20275/20/20274.67%**2,000,425 
TRUIST FINANCIAL CORPORATION 1.887%06-07-20296/7/20291.89%**1,107,094 
TRUIST FINANCIAL CORPORATION 5.435% 01-24-20301/24/20305.44%**1,635,824 
TRUIST FINANCIAL CORPORATION 7.161% 10-30-202910/30/20297.16%**232,008 
TRUIST FINL CORP 5.711% 01-24-20351/24/20355.71%**1,001,352 
TRUIST FINL CORP COM**13,148,912 
TRUIST FINL CORP SR MED TERM NTS 5.122% 01-26-20341/26/20345.12%**209,184 
TRUIST FINL CORP SR MED TERM NTS BOOK EN6.047% 06-08-20276/8/20276.05%**6,291,542 
TRUIST FINL CORP VAR RT 1.267% DUE 03-02-20273/2/20271.27%**915,396 
TRUST ANADOLU TRY1 (C SHARES)**301,116 
TRUST DOGAL ENERJI TRY1 (C SHARES)**387,757 
TRUSTCO BK CORP N Y COM NEW**69,930 
TRUSTEES OF 2.612% DUE 07-01-20267/1/20262.61%**992,751 
TRUSTEES OF PRINCETON UNIV 6.647% 07-01-20307/1/20304.65%**4,506,002 
TRUSTMARK CORP COM**120,394 
TRUWORTHS INTERNAT ZAR0.00015**5,559 
TSI HOLDINGS CO LTD**442,257 
TSMC ARIZ CORP 2.5% DUE 10-25-203110/25/20312.50%**2,298,476 
TSUBAKIMOTO CHAIN NPV**107,722 
TSUGAMI CORP NPV**47,656 
TSUKADA GLOBAL HOLDINGS INC. NPV**30,693 
TSUKISHIMA HOLDINGS CO LTD NPV**525,896 
TSY INFL IX N/B 1.75% 01-15-20341/15/20341.85%**20,459,736 
TSY INFL IX N/B TII 0 1/8 01/15/32 01-15-20321/15/20320.15%**1,181,982 
TTY BIOPHARM COMPA TWD10**300,886 
TUHU CAR INC. USD0.00002 A**249,249 
TULARE CNTY CALIF PENSION OBLIG 4.009% 06-01-2028 BEO TAXABLE6/1/20284.01%**1,000,217 
TULARE CNTY CALIF PENSION OBLIG 4.109% 06-01-2029 BEO TAXABLE6/1/20294.11%**2,279,947 
TUNG HO STEEL ENT TWD10**32,387 
TUPRAS(T PETR RAF) TRY1 (A SHARES)**480,996 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
TURK HAVA YOLLARI TRY1 (A SHARES)**95,816 
TURK TELEKOMUNIKAS TRY1 (D SHARES)**281,040 
TURKIYE GARANTI BK TRY1**634,584 
TURKIYE IS BANKASI TRY1 (C SHARES)**187,555 
TURKIYE SINAI KALK TRY1**56,705 
TURKIYE VAKIFLAR TRY1 (D SHARES)**178,532 
TURNING PT BRANDS INC COM**106,882 
TUTOR PERINI CORP COM**212,856 
TUYA INC SPON ADS EACH REP 1 CL A ORD SHS**18,169 
TWILIO INC CL A CL A**3,192,861 
TX NAT GAS SECURITIZATION FIN CORP 5.169% 04-01-20414/1/20415.17%**611,910 
TYCO ELECTRONICS 3.7% DUE 02-15-20262/15/20263.70%**3,255,428 
TYLER TECHNOLOGIES INC COM STK**16,950,493 
TYM CORP**48,419 
TYRA BIOSCIENCES INC COM**173,514 
TYSON FOODS INC 4.875% DUE 08-15-20348/15/20344.88%**95,872 
TYSON FOODS INC 5.4% 03-15-20293/15/20295.40%**357,572 
TYSON FOODS INC CL A COM (DELAWARE)**1,682,394 
U S BANCORP 5.083% 05-15-20315/15/20315.08%**319,782 
U S BANCORP 5.775% 06-12-20296/12/20295.78%**4,138,091 
U S BANCORP MEDIUM TERM NTS- BOOK 5.384%01-23-20301/23/20305.38%**181,361 
U S BK NATL ASSN CIN OH MEDIUM 4.507% 10-22-202710/22/20274.51%**3,450,935 
UBER TECHNOLOGIES INC 4.15% 01-15-20311/15/20314.15%**3,540,853 
UBER TECHNOLOGIES INC 4.8% 09-15-20349/15/20344.80%**284,938 
UBER TECHNOLOGIES INC 5.35% 09-15-20549/15/20545.35%**572,308 
UBER TECHNOLOGIES INC COM USD0.00001**12,105,010 
UBER TECHNOLOGIES INC SR NT 4.3% 01-15-20301/15/20304.30%**2,484,420 
UBER TECHNOLOGIES INC SR NT 4.8% 09-15-20359/15/20354.80%**358,118 
UBISOFT ENTERTAIN NPV**85,917 
UBS (NINGBO ORIENT WIRES AND CABLES CO) P-NOTE 29/10/2026**812,024 
UBS (SHENZHEN ENVICOOL TECHNOLO-A) P-NOTE 16/07/2026**1,254,493 
UBS AG LONDON BRH 1.25% 06-01-20266/1/20261.25%**3,316,789 
UBS AG STAMFORD CT 4.864% 01-10-20281/10/20284.86%**8,459,174 
UBS GROUP AG 0.65%-FRN SNR EMTN 14/01/2028 EUR1000001/14/20280.65%**576,349 
UBS GROUP AG 6.442% 08-11-20288/11/20286.44%**2,110,000 
UBS GROUP AG FLTG RT 1.364% DUE 01-30-20271/30/20271.36%**538,789 
UBS GROUP AG FLTG RT 5.617% DUE 09-13-20309/13/20305.62%**626,970 
UBS GROUP AG USD0.10 (REGD)**25,218,220 
UCB NPV**768,654 
UCHIDA YOKO CO JPY50**20,537 
UDR INC MEDIUM TERM NTS BOOK ENTRY 2.1% 08-01-20328/1/20322.10%**342,426 
UFP INDUSTRIES INC COM USD1.00**4,402,176 
UIPATH INC CL A CL A**29,879 
UK(GOVT OF) 4.375% BDS 31/07/54 GBP0.017/31/20544.38%**4,128,631 
UK(GOVT OF) 5.375% BDS 31/01/56 GBP0.011/31/20565.38%**415,177 
UK(GOVT OF) IDX/LKD GTD 22/03/2051 GBP3/22/20510.17%**114,493 
UK(GOVT OF) IDX/LKD SNR 22/03/2068 GBP3/22/20680.20%**10,835 
UK(GOVT OF) IDX/LKD SNR 22/11/2042 GBP11/22/20421.20%**186,715 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
UL SOLUTIONS INC CL A CL A**6,559,575 
ULTRAGENYX PHARMACEUTICAL INC COM**1,523,865 
ULVAC INC NPV**1,472,506 
UNDER ARMOUR INC CL C COM**15,350 
UNICAJA BANCO EUR0.25**285,137 
UNICREDIT SPA NPV**1,274,201 
UNILEVER INDONESIA IDR2**62,572 
UNILEVER PLC ORD GBP0.035**7,101,201 
UNION ELEC CO 4.0% DUE 04-01-20484/1/20484.00%**278,879 
UNION ELECTRIC COMPANY 5.125% 03-15-20553/15/20555.12%**183,833 
UNION ELECTRIC COMPANY 5.25% 01-15-20541/15/20545.25%**196,554 
UNION PAC CORP 3.95% DUE 08-15-20598/15/20593.95%**253,404 
UNION PAC CORP COM**26,971,449 
UNION PROPERTIES AED0.666**31,026 
UNION SEMICONDUCT KRW500**61,566 
UNIPRES CORP NPV**641,225 
UNI-PRESIDENT CHIN HKD0.01**97,140 
UNISYS CORP COM NEW**59,158 
UNITED AIRLINES 2019-1A 2.7% 11-01-203311/1/20332.70%**386,343 
UNITED AIRLINES HOLDINGS INC COM USD0.01**20,575 
UNITED AIRLINES INC 5.45% 08-15-20388/15/20385.45%**656,114 
UNITED AIRLS INC 2018-1B PASS THRU TR 4.6% 09-01-20279/1/20274.60%**78,643 
UNITED AIRLS INC 2019-1AA PASS THRU TR 4.15% 08-25-20318/25/20314.15%**130,928 
UNITED ARROWS LTD NPV**253,834 
UNITED FIRE GROUP INC COM USD0.001**45,946 
UNITED MEXICAN 7.375% 05-13-20555/13/20557.38%**215,400 
UNITED MEXICAN STATES 5.375% 03-22-20333/22/20335.38%**1,976,054 
UNITED MEXICAN STATES 5.85% 07-02-20327/2/20325.85%**410,964 
UNITED MEXICAN STATES 6.4% 05-07-20545/7/20546.40%**710,770 
UNITED MEXICAN STATES 6.625% 01-29-20381/29/20386.62%**663,666 
UNITED MEXICAN STS 3.75% 01-11-20281/11/20283.75%**614,790 
UNITED MEXICAN STS 4.75% DUE 04-27-2032 REG4/27/20324.75%**1,948,000 
UNITED MEXICAN STS BDS 2.659% DUE 05-24-2031/11-24-2020 REG5/24/20312.66%**273,230 
UNITED MEXICAN STS GLOBAL NT 3.25% DUE 04-16-2030 REG4/16/20303.25%**661,150 
UNITED MEXICAN STS GLOBAL NT 3.771% 05-24-20615/24/20613.77%**153,875 
UNITED PARCEL SERVICE 5.95% 05-14-20555/14/20555.95%**321,395 
UNITED RENTALS INC COM**6,404,149 
UNITED STATES OF AMER 0% TBILL 02-03-20262/3/2026—%**29,906,247 
UNITED STATES OF AMER 3.5% 11-15-202811/15/20283.50%**105,866,227 
UNITED STATES OF AMER TREAS BILLS 0% T-BILL 04-16-20264/16/2026—%**11,877,869 
UNITED STATES OF AMER TREAS BILLS 0% T-BILL 02-12-20262/12/2026—%**59,754,598 
UNITED STATES OF AMER TREAS BILLS 0% T-BILL03-19-20263/19/2026—%**12,406,953 
UNITED STATES OF AMER TREAS BOND 3.125% 11-15-202811/15/20283.12%**1,978,359 
UNITED STATES OF AMER TREAS BONDS 4.25% 05-15-20395/15/20394.25%**4,618,117 
UNITED STATES OF AMER TREAS BONDS 4.125% 08-15-20448/15/20444.12%**15,553,987 
UNITED STATES OF AMER TREAS BONDS 2.0% 08-15-20518/15/20512.00%**3,267,115 
UNITED STATES OF AMER TREAS BONDS 2.75 BDS DUE 08-15-2042 USD100'BONDS 08/42'8/15/20422.75%**232,465 
UNITED STATES OF AMER TREAS BONDS 2.875% 05-15-20528/15/20472.75%**280,797 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
UNITED STATES OF AMER TREAS BONDS 3% DUE08-15-20528/15/20523.00%**3,597,656 
UNITED STATES OF AMER TREAS BONDS 3.375% 05-15-20445/15/20443.38%**8,119,070 
UNITED STATES OF AMER TREAS BONDS 3.625%02-15-20532/15/20533.62%**4,066,211 
UNITED STATES OF AMER TREAS BONDS 4.0% 11-15-20428/15/20483.00%**6,859,566 
UNITED STATES OF AMER TREAS BONDS 4.25% 02-15-20548/15/20523.00%**23,881,633 
UNITED STATES OF AMER TREAS BONDS 4.375% 08-15-20438/15/20433.62%**6,669,208 
UNITED STATES OF AMER TREAS BONDS 4.5% 02-15-20445/15/20483.12%**20,486,781 
UNITED STATES OF AMER TREAS BONDS 4.5% 11-15-205411/15/20544.50%**8,999,766 
UNITED STATES OF AMER TREAS BONDS 4.625%02-15-20552/15/20554.62%**46,728,363 
UNITED STATES OF AMER TREAS BONDS 4.75% 08-15-20552/15/20522.25%**42,827,875 
UNITED STATES OF AMER TREAS BONDS 4.875% 08-15-20458/15/20454.88%**171,101,693 
UNITED STATES OF AMER TREAS NOTES 2.25% 08-15-20278/15/20272.25%**20,887,313 
UNITED STATES OF AMER TREAS NOTES 4.125% 05-31-20325/31/20324.12%**6,381,402 
UNITED STATES OF AMER TREAS NOTES 4.5% DUE 11-15-203311/15/20334.50%**11,377,695 
UNITED STATES OF AMER TREAS NOTES .75% 08-31-20268/31/20260.75%**2,027,225 
UNITED STATES OF AMER TREAS NOTES 1.125% 01-15-20331/15/20331.23%**20,005,191 
UNITED STATES OF AMER TREAS NOTES 1.5% DUE 01-31-2027 REG1/31/20271.50%**4,893,359 
UNITED STATES OF AMER TREAS NOTES 1.875% 07-15-20347/15/20341.95%**14,928,621 
UNITED STATES OF AMER TREAS NOTES 2.125%01-15-20351/15/20352.19%**42,899,818 
UNITED STATES OF AMER TREAS NOTES 2.875%DUE 05-15-2032 REG5/15/20322.88%**21,622,609 
UNITED STATES OF AMER TREAS NOTES 3.25% DUE 06-30-20296/30/20293.25%**8,506,273 
UNITED STATES OF AMER TREAS NOTES 3.375%09-15-20289/15/20283.38%**71,393,457 
UNITED STATES OF AMER TREAS NOTES 3.375%12-31-202712/31/20273.38%**49,371,326 
UNITED STATES OF AMER TREAS NOTES 3.5% 10-31-202710/31/20273.50%**15,414,417 
UNITED STATES OF AMER TREAS NOTES 3.5% 04-30-20284/30/20283.50%**2,100,082 
UNITED STATES OF AMER TREAS NOTES 3.625% 03-31-20303/31/20303.62%**2,397,281 
UNITED STATES OF AMER TREAS NOTES 3.75% 06-30-20306/30/20303.75%**5,818,578 
UNITED STATES OF AMER TREAS NOTES 3.75% 04-15-20284/15/20283.75%**66,446,266 
UNITED STATES OF AMER TREAS NOTES 3.75% 08-15-20278/15/20273.75%**15,279,188 
UNITED STATES OF AMER TREAS NOTES 3.75% 08-31-20268/31/20263.75%**200,216 
UNITED STATES OF AMER TREAS NOTES 3.875% 10-15-202710/15/20273.88%**33,888,783 
UNITED STATES OF AMER TREAS NOTES 3.875%03-31-20273/31/20273.88%**4,720,563 
UNITED STATES OF AMER TREAS NOTES 3.875%12-31-202912/31/20293.88%**4,243,601 
UNITED STATES OF AMER TREAS NOTES 3.875%12-31-203012/31/20303.75%**6,109,055 
UNITED STATES OF AMER TREAS NOTES 4% 01-15-20271/15/20274.00%**28,256,200 
UNITED STATES OF AMER TREAS NOTES 4.0% 02-28-20302/28/20304.00%**79,253,867 
UNITED STATES OF AMER TREAS NOTES 4.0% 06-30-20286/30/20284.00%**910,758 
UNITED STATES OF AMER TREAS NOTES 4.0% 01-31-20311/31/20314.00%**26,255,138 
UNITED STATES OF AMER TREAS NOTES 4.0% 02-15-20342/15/20344.00%**22,820,545 
UNITED STATES OF AMER TREAS NOTES 4.125% 02-28-20272/28/20274.12%**96,699,088 
UNITED STATES OF AMER TREAS NOTES 4.125% 03-31-20293/31/20294.12%**1,525,547 
UNITED STATES OF AMER TREAS NOTES 4.125% 11-15-202711/15/20274.12%**1,911,779 
UNITED STATES OF AMER TREAS NOTES 4.125%07-31-20287/31/20284.12%**913,676 
UNITED STATES OF AMER TREAS NOTES 4.25% 01-15-20281/15/20284.25%**5,622,451 
UNITED STATES OF AMER TREAS NOTES 4.25% 02-15-20282/15/20284.25%**81,193,758 
UNITED STATES OF AMER TREAS NOTES 4.25% 08-31-20308/31/20304.12%**7,944,117 
UNITED STATES OF AMER TREAS NOTES 4.25% 11-15-203411/15/20344.25%**3,376,818 
UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-20345/15/20344.38%**8,190,625 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
UNITED STATES OF AMER TREAS NOTES 4.375%12-15-202612/15/20264.38%**40,479,664 
UNITED STATES OF AMER TREAS NOTES 4.625%09-30-20289/30/20284.62%**2,160,047 
UNITED STATES OF AMER TREAS NOTES 4.875%DUE 10-31-202810/31/20284.88%**1,242,938 
UNITED STATES OF AMER TREAS NOTES DTD 4.625% 02-15-20352/15/20354.62%**21,842,461 
UNITED STATES OF AMER TREAS NOTES FLTG RT 01-31-20261/31/20263.85%**3,999,921 
UNITED STATES TREAS 2.375% DUE 02-15-2042 REG8/15/20433.62%**3,177,465 
UNITED STATES TREAS 4.625% 06-15-20276/15/20274.62%**7,899,825 
UNITED STATES TREAS BDS 2.25% DUE 08-15-20468/15/20462.25%**198,281 
UNITED STATES TREAS BDS 2.875% DUE 11-15-204611/15/20462.88%**296,594 
UNITED STATES TREAS BDS 0 DEB 15/02/2040USD1000 4.625 DUE 02-15-2040REG2/15/20404.62%**2,535,059 
UNITED STATES TREAS BDS 1.875% DUE 02-15-2051 REG2/15/20502.00%**702,002 
UNITED STATES TREAS BDS 1.875% DUE 02-15-2041 REG11/15/20544.50%**10,939,500 
UNITED STATES TREAS BDS 15/05/2042 3.25%DUE 05-15-2042 REG2/15/20443.62%**17,494,769 
UNITED STATES TREAS BDS 2.0% 02-15-20522/15/20522.25%**3,048,438 
UNITED STATES TREAS BDS 2.25% 05-15-2041 REG2/15/20554.62%**575,859 
UNITED STATES TREAS BDS 2.25% 08-15-20498/15/20492.25%**2,646,164 
UNITED STATES TREAS BDS 2.25% DUE 05-15-2051 REG5/15/20512.38%**3,229,336 
UNITED STATES TREAS BDS 2.875 DUE DUE 05-15-20435/15/20432.88%**8,026,758 
UNITED STATES TREAS BDS 3.0% DUE 08-15-20488/15/20483.00%**6,261,059 
UNITED STATES TREAS BDS 3.0% DUE 02-15-20482/15/20483.00%**298,906 
UNITED STATES TREAS BDS 3.625 DUE 02-15-2044 TBOND2/15/20443.62%**1,723,438 
UNITED STATES TREAS BDS 3.625 DUE 08-15-20438/15/20433.62%**1,299,668 
UNITED STATES TREAS BDS 4.375% DUE 11-15-203911/15/20394.38%**989,609 
UNITED STATES TREAS BDS 4.625% 11-15-204511/15/20454.62%**980,781 
UNITED STATES TREAS BDS 4.625% 05-15-20442/15/20533.62%**1,562,768 
UNITED STATES TREAS BDS 4.625% 11-15-20445/15/20512.38%**18,248,149 
UNITED STATES TREAS BDS BD 3.125% DUE 02-15-2043 REG2/15/20433.12%**4,440,956 
UNITED STATES TREAS BDS BDS 3% DUE 05-15-2042 REG5/15/20423.00%**161,547 
UNITED STATES TREAS BDS DTD 3.125% 05-15-20485/15/20483.12%**1,144,043 
UNITED STATES TREAS BDS DTD 00271 1.125%DUE 08-15-20408/15/20401.12%**1,891,523 
UNITED STATES TREAS BDS DTD 02/15/2023 3.875% 02-15-20432/15/20433.88%**2,166,937 
UNITED STATES TREAS BDS DTD 11/15/2012 2.75% DUE 11-15-2042 REG11/15/20422.75%**4,474,156 
UNITED STATES TREAS BDS DTD 11/15/2020 1.625% 11-15-20508/15/20483.00%**105,531 
UNITED STATES TREAS BDS DTD 2.75% 08-15-20478/15/20472.75%**11,909,852 
UNITED STATES TREAS BDS TBOND FIXED 3% 02-15-20492/15/20493.00%**9,894,888 
UNITED STATES TREAS BDS TREASURY BOND 2.375% DUE 11-15-2049 REG11/15/20492.38%**1,096,965 
UNITED STATES TREAS INFL INDEX NTS 0.5% 01-15-20281/15/20280.66%**5,551,649 
UNITED STATES TREAS NTS 1.25% DUE 12-31-202612/31/20261.25%**22,499,171 
UNITED STATES TREAS NTS 2.875% 08-15-20288/15/20282.88%**26,770,750 
UNITED STATES TREAS NTS 3.75% 05-15-20285/15/20283.75%**132,429,564 
UNITED STATES TREAS NTS .125% DUE 07-15-20307/15/20300.16%**2,399,183 
UNITED STATES TREAS NTS .5% DUE 04-30-2027 REG4/30/20270.50%**10,437,761 
UNITED STATES TREAS NTS .625% DUE 07-15-2032 REG7/15/20320.70%**7,789,376 
UNITED STATES TREAS NTS 1.5% DUE 11-30-2028 BEO11/30/20281.50%**18,633,386 
UNITED STATES TREAS NTS 1.875% DUE 02-15-2032 REG2/15/20321.88%**25,944,147 
UNITED STATES TREAS NTS 2.375% 03-31-20293/31/20292.38%**15,065,244 
UNITED STATES TREAS NTS 3.375% 11-30-202711/30/20273.38%**12,792,354 
UNITED STATES TREAS NTS 3.5% 09-30-20279/30/20273.50%**32,860,266 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
UNITED STATES TREAS NTS 3.5% 12-15-202812/15/20283.50%**115,806,555 
UNITED STATES TREAS NTS 3.625% 08-31-20278/31/20273.62%**4,841,132 
UNITED STATES TREAS NTS 3.625% 12-31-203012/31/20303.62%**75,343,299 
UNITED STATES TREAS NTS 3.875% 06-30-20306/30/20303.88%**25,209 
UNITED STATES TREAS NTS 3.875% 07-15-20287/15/20283.88%**32,853,715 
UNITED STATES TREAS NTS 3.875% 09-30-20299/30/20293.88%**22,202,813 
UNITED STATES TREAS NTS 3.875% 12-31-203212/31/20323.88%**30,136,502 
UNITED STATES TREAS NTS 30/04/2028 1.25%DUE 04-30-2028 BEO4/30/20281.25%**147,280,273 
UNITED STATES TREAS NTS 4.0% 12-15-202712/15/20274.00%**2,756,873 
UNITED STATES TREAS NTS 4.25% 06-30-20296/30/20294.25%**26,051,836 
UNITED STATES TREAS NTS 4.25% 08-15-20358/15/20354.25%**6,681,053 
UNITED STATES TREAS NTS 4.25% 11-30-202611/30/20264.25%**16,098,250 
UNITED STATES TREAS NTS 4.375% 11-30-203011/30/20304.38%**7,002,406 
UNITED STATES TREAS NTS 4.625% 11-15-202611/15/20264.62%**36,175,734 
UNITED STATES TREAS NTS 4.875% 10-31-203010/31/20304.88%**3,574,781 
UNITED STATES TREAS NTS DTD 4.625% 05-31-20315/31/20314.62%**8,335,938 
UNITED STATES TREAS NTS DTD 03/15/2025 3.875% 03-15-20283/15/20283.88%**135,759,811 
UNITED STATES TREAS NTS DTD 04/30/2022 2.875% 04-30-20294/30/20292.88%**5,870,156 
UNITED STATES TREAS NTS DTD 04/30/2025 3.875% 04-30-20304/30/20303.88%**50,349,000 
UNITED STATES TREAS NTS DTD 05/31/2023 3.75% 05-31-20305/31/20303.75%**5,417,719 
UNITED STATES TREAS NTS DTD 06/30/2021 1.25% 06-30-20286/30/20281.25%**2,840,039 
UNITED STATES TREAS NTS DTD 06/30/2022 3.25% DUE 06-30-20276/30/20273.25%**2,925,140 
UNITED STATES TREAS NTS DTD 09/30/2021 1.25% 09-30-20289/30/20281.25%**1,223,270 
UNITED STATES TREAS NTS DTD 09/30/2023 4.625% 09-30-20309/30/20304.62%**3,536,266 
UNITED STATES TREAS NTS DTD 09/30/2025 3.875% 09-30-20329/30/20323.88%**13,857,770 
UNITED STATES TREAS NTS DTD 10/31/2022 4% 10-31-202910/31/20294.00%**4,054,844 
UNITED STATES TREAS NTS DTD 11/15/2016 2.0% 11-15-2026 REG11/15/20262.00%**47,464,930 
UNITED STATES TREAS NTS DTD 3.875% 11-30-202911/30/20293.88%**48,069,877 
UNITED STATES TREAS SEC STRIP DISC NT 02-15-20492/15/2049—%**208,087 
UNITED STATES TREAS SEC STRIPPED 11-15-204811/15/2048—%**72,531 
UNITED STATES TREAS SEC STRIPPED INT PMT 08-15-2045 (UNDDATE) REG8/15/2045—%**178,343 
UNITED STATES TREAS SEC STRIPPED INT PMT00122 02-15-2040 (UNDDATE) REG2/15/2040—%**512,746 
UNITED STATES TREAS SEC STRIPPED INT PMT00521 05-15-2029 (UNDDATE) REG5/15/2029—%**2,653,225 
UNITED STATES TREAS SEC STRIPPED INT PMT00753 05-15-2036 (UNDDATE) REG5/15/2036—%**847,279 
UNITED STATES TREAS SEC STRIPPED INT PMT00765 02-15-2038 (UNDDATE) REG2/15/2038—%**809,428 
UNITED STATES TREAS SEC STRIPPED INT PMT00835 08-15-2032 (UNDDATE) BEO8/15/2032—%**7,284,323 
UNITED STATES TREAS SEC STRIPPED INT PMT00839 08-15-2034 (UNDDATE) REG8/15/2034—%**3,477,972 
UNITED STATES TREAS SEC STRIPPED INT PMT00840 02-15-2035 (UNDDATE) REG2/15/2035—%**1,947,595 
UNITED STATES TREAS SEC STRIPPED INT PMT00841 08-15-2035 (UNDDATE) REG8/15/2035—%**2,016,739 
UNITED STATES TREAS SEC STRIPPED INT PMT00842 02-15-2036 (UNDDATE) REG2/15/2036—%**6,612,938 
UNITED STATES TREAS SEC STRIPPED INT PMT00873 08-15-20368/15/2036—%**479,496 
UNITED STATES TREAS SEC STRIPPED INT PMT00882 05-15-20315/15/2031—%**11,698,719 
UNITED STATES TREAS SEC STRIPPED INT PMT00888 05-15-2034 (UNDDATE) REG5/15/2034—%**5,637,343 
UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 02-15-2045 (UNDDATE) REG2/15/2045—%**279,367 
UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 05-15-20415/15/2041—%**2,777,192 
UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 05-15-2042 (UNDDATE) REG5/15/2042—%**143,299 
UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 08-15-2041 (UNDDATE) REG8/15/2041—%**2,029,369 
UNITED STATES TREAS SEC STRIPPED INT PMTNT 194 08-15-2040 (UNDDATE) REG8/15/2040—%**1,526,870 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
UNITED STATES TREASURY 2.25% 11-15-202711/15/20272.25%**2,933,789 
UNITED STS TREAS NTS 0.125% 07-15-20317/15/20310.15%**788,788 
UNITED STS TREAS NTS 1.25% 03-31-20283/31/20281.25%**9,329,141 
UNITED STS TREAS NTS DTD .875% 11-15-203011/15/20300.88%**3,500,156 
UNITED THERAPEUTICS CORP DEL COM STK**2,254,993 
UNITEDHEALTH GROUP 4.75% DUE 07-15-20457/15/20454.75%**342,870 
UNITEDHEALTH GROUP 5.75% DUE 07-15-20647/15/20645.75%**980,572 
UNITEDHEALTH GROUP 5.875% DUE 02-15-20532/15/20535.88%**485,523 
UNITEDHEALTH GROUP 6.05% DUE 02-15-20632/15/20636.05%**205,134 
UNITEDHEALTH GROUP FIXED 2.95% DUE 10-15-202710/15/20272.95%**1,129,084 
UNITEDHEALTH GROUP INC 2.0% 05-15-20305/15/20302.00%**136,932 
UNITEDHEALTH GROUP INC 3.05% DUE 05-15-2041 BEO5/15/20413.05%**319,357 
UNITEDHEALTH GROUP INC 4.5% 04-15-20334/15/20334.50%**7,484,332 
UNITEDHEALTH GROUP INC 4.75% 07-15-20267/15/20264.75%**960,333 
UNITEDHEALTH GROUP INC 4.8% 01-15-20301/15/20304.80%**2,931,255 
UNITEDHEALTH GROUP INC 5.05% 04-15-20534/15/20535.05%**244,505 
UNITEDHEALTH GROUP INC 5.778% 07-15-20447/15/20445.50%**368,273 
UNITEDHEALTH GROUP INC COM**42,707,981 
UNITEDHEALTH GROUP INC SR NT 4.25% 01-15-20291/15/20294.25%**6,335,911 
UNITIL CORP COM**83,995 
UNITY BANCORP NJ**55,185 
UNITY SOFTWARE INC COM**7,641,498 
UNIV CALIF REGTS MED CTR POOLED REV 3.256% 05-15-2060 BEO TAXABLE5/15/20603.26%**194,487 
UNIV CALIF REGTS MED CTR POOLED REV 4.132% DUE 05-15-2032 REG5/15/20324.13%**1,829,913 
UNIVERSAL CORP VA COM**214,482 
UNIVERSAL DISPLAY CORP COM**5,778,858 
UNIVERSAL INS HLDGS INC COM**444,031 
UNIVERSAL MICROWAV TWD10**1,426,266 
UNIVERSAL ROBINA PHP1**34,455 
UNIVERSAL SCIENTIFIC IND 'A'CNY1 (STOCK CONNECT)**782,971 
UNIVEST FINANCIAL CORP**35,457 
UNO MINDA LIMITED**277,276 
UNUM GROUP**777,093 
UNUM GROUP 5.25% 12-15-203512/15/20355.25%**3,182,238 
UNUSUAL MACHS INC NEV COM USD0.01**1,708,421 
UNVL HEALTH SERVICES INC CL B COM**1,153,762 
URANIUM ENERGY CORP COM**1,084,757 
URBAN EDGE PPTYS COM**1,338,195 
US BANCORP**29,056,975 
US BANCORP 5.046% 02-12-20312/12/20315.05%**1,514,169 
US BANCORP 5.678% 01-23-20351/23/20355.68%**195,712 
US BANK NA CINCINNATI 4.73% 05-15-20285/15/20284.73%**2,006,493 
US FOODS HLDG CORP COM**2,316,768 
US TREAS BDS DTD 02-15-2011 4.75% DUE 02-15-2041 REG2/15/20414.75%**245,063 
US TREAS BDS DTD 05-16-2011 4.375 DUE 05-15-2041 REG5/15/20414.38%**87,989 
US TREAS SEC 0 DUE 11-15-204111/15/2041—%**729,354 
US TREAS SEC 4.5 DUE 08-15-2039 REG8/15/20394.50%**1,607,625 
US TREAS SEC STRIPPED INT PMT 0 STRIP 15/11/2028 USD1000 11-15-2028 REG11/15/2028—%**1,805,120 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
US TREAS SEC STRIPPED INT PMT GENERIC TINT PMT 08-15-2028 REG8/15/2028—%**4,555,905 
US TREAS SEC STRIPPED INT PMT NT 200 0 11-15-2040 REG11/15/2040—%**2,026,194 
US TREAS SEC STRIPPED INT PMT ZCP NT 2060 2-15-2041 REG2/15/2041—%**2,181,881 
US TREASURY N/B 2% DUE 02-15-2050 REG2/15/20502.00%**5,578,389 
US TREASURY N/B 3.125% DUE 08-31-2027 REG8/31/20273.12%**106,145,362 
US TREASURY N/B 3.375% 05-15-20335/15/20333.38%**3,851,875 
US TREASURY N/B 3.5% 10-15-202810/15/20283.50%**51,793,557 
US TREASURY N/B 3.625% 09-15-20279/15/20273.38%**48,568,476 
US TREASURY N/B 3.875% 06-15-20286/15/20283.88%**52,620,475 
US TREASURY N/B 3.875% 08-15-20348/15/20343.88%**8,232,538 
US TREASURY N/B 4.75% 02-15-20458/15/20422.75%**534,227 
US TREASURY N/B 4.75% 05-15-20552/15/20433.88%**113,509 
US TREASURY N/B 5.0% T-BOND 05-15-20452/15/20433.12%**8,366,138 
USAA CAP CORP 4.375% DUE 06-01-20286/1/20284.38%**580,209 
USANA HEALTH SCIENCES INC CDT-SHS**239,270 
USD INTEREST BEARING DEPOSIT**30,098,930 
USHIO INC NPV**71,916 
UTD AIRLS INC 2018-1AA PASS THRU TR 3.5% 09-01-20319/1/20313.50%**128,892 
UTD AIRLS INC 3.7% DUE 09-01-20319/1/20313.70%**434,925 
UTD AIRLS PASS 3.1% DUE 01-07-20301/7/20303.10%**2,722,510 
UTD INTEGRATION SE TWD10**1,268,535 
UTD MEXICAN STS TRANCHE # TR 00026 4.75 DUE 03-08-20443/8/20444.75%**626,240 
UTD PLANT BERHAD MYR1**608,904 
UTD STATES TREAS 2.75% DUE 07-31-20277/31/20272.75%**14,535,199 
UTD STATES TREAS 3.5% DUE 11-30-203011/30/20303.50%**1,743,913 
UTD STATES TREAS 3.625% DUE 08-15-20288/15/20283.62%**60,073,483 
UTD STATES TREAS 4.375% DUE 12-31-202912/31/20294.38%**10,376,961 
UTD STATES TREAS SEC STRIPPED INT GENERIC TINT PMT 0% 05-15-20505/15/2050—%**444,153 
UTD STATES TREAS ZERO CPN 0% DUE 02-15-20302/15/2030—%**4,287,164 
UTD STATES TREAS ZERO CPN 0% DUE 02-15-20422/15/2042—%**2,359,397 
UTD STATES TREAS ZERO CPN 0% DUE 02-15-20512/15/2051—%**846,597 
UTD STATES TREAS ZERO CPN 0% DUE 05-15-20435/15/2043—%**919,116 
UTD STATES TREAS ZERO CPN 0% DUE 05-15-20445/15/2044—%**360,209 
UTD STATES TREAS ZERO CPN 0% DUE 08-15-20428/15/2042—%**3,414,254 
UTD STATES TREAS ZERO CPN 0% DUE 11-15-204211/15/2042—%**204,636 
UTD STATES TREAS ZERO CPN 0% DUE 11-15-204311/15/2043—%**3,688,557 
UTD STATES TREAS ZERO CPN 0% DUE 11-15-204411/15/2044—%**1,998,700 
UTD TRACTORS IDR250**1,656,600 
UWM MTG TR 2.5% DUE 12-25-205112/25/20512.50%**1,273,662 
UWM MTG TR 3% DUE 01-25-20521/25/20523.00%**1,354,377 
UWM MTG TR FLTG RT 4.82419% DUE 11-25-205111/25/20514.82%**1,414,179 
V F CORP COM**4,805,809 
V TECHNOLOGY NPV**36,244 
VA ELEC & PWR CO 4.45 02-15-20442/15/20444.45%**101,416 
VAL NATL BANCORP COM**3,167,266 
VALARIS LTD COM USD0.40**44,503 
VALE OVERSEAS LTD 6.4% 06-28-20546/28/20546.40%**122,460 
VALEO SE EUR1**1,751,053 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
VALERO ENERGY CORP COM STK NEW**2,195,223 
VALERO ENERGY CORP NEW 2.8% 12-01-203112/1/20312.80%**3,539,893 
VALOR HOLDINGS NPV**23,650 
VALUECOMMERCE CO.L NPV**53,881 
VALVOLINE INC COM**6,639,919 
VANDA PHARMACEUTICALS INC COM**80,262 
VAR ENERGI ASA 5.875% DUE 05-22-20305/22/20305.88%**1,040,879 
VAR ENERGI ASA SR NT 144A 5% 05-18-20275/18/20275.00%**6,492,392 
VAREX IMAGING CORP COM**242,716 
VARONIS SYS INC COM**1,526,184 
VARROC ENGINEERING INR1**288,895 
VATTI CORPORATION A'CNY1 (STOCK CONNECT LINE)**394,778 
VAUDOISE ASSURANCES HOLDINGS CHF25(REGD)(POST SUBD)**284,860 
VAULT MINERALS LTD NPV**571,368 
VAXCYTE INC COM**315,459 
VEEVA SYS INC CL A COM CL A COM**16,954,765 
VEIDEKKE NOK0.50**74,968 
VELOCITY FINL INC COM**12,020 
VENTAS INC REIT**3,108,045 
VENTAS REALTY LP 5.0% 01-15-20351/15/20355.00%**3,559,944 
VENTAS RLTY LTD PARTNERSHIP 3.0% 01-15-2030 REG1/15/20303.00%**716,009 
VENTIA SERVICES NPV**217,282 
VENTURE 37 CLO LTD / VENTURE 37 CLO 0% 07-15-20327/15/20325.15%**1,506,815 
VENTURE GLOBAL 4.125% DUE 08-15-20318/15/20314.12%**454,404 
VENTYX BIOSCIENCES INC COM**53,331 
VERA KONSEPT TRY1**98,190 
VERALTO CORP COM**4,693,851 
VERALTO CORP SR NT 5.5% 09-18-20269/18/20265.50%**1,334,275 
VERIS RESIDENTIAL INC COM STK USD0.01**16,591 
VERISIGN INC COM**840,607 
VERISK ANALYTICS INC COM USD0.001**6,863,480 
VERIZON 5.401% DUE 07-02-20377/2/20375.40%**7,657,893 
VERIZON 5.875% DUE 11-30-205511/30/20555.88%**431,027 
VERIZON COMMUNICATIONS 4.78% 02-15-20352/15/20354.78%**5,184,361 
VERIZON COMMUNICATIONS INC 2.875% DUE 11-20-2050 BEO11/20/20502.88%**747,056 
VERIZON COMMUNICATIONS INC NT 2.355% 03-15-20323/15/20322.36%**9,109,955 
VERIZON COMMUNICATIONS INC NT 5% 01-15-20361/15/20365.00%**994,097 
VERIZON FIXED 2.55% DUE 03-21-20313/21/20312.55%**1,129,476 
VERIZON MASTER TR 4.17% 08-20-20308/20/20304.17%**8,049,486 
VERIZON MASTER TR SER 23-7 CL A1A 0.0567% 11-20-202911/20/20295.67%**5,080,255 
VERTEX PHARMACEUTICALS INC COM**22,580,502 
VERTIV HOLDINGS LLC COM USD0.0001**5,578,814 
VERUS SECURITIZATION TR 2021-3 MTG BACKED NT CL A-3 144A 1.437% 06-25-20666/25/20661.44%**1,711,309 
VESTAS WIND SYSTEM DKK0.20**429,247 
VESTIS CORP COM**746,266 
VIATRIS INC SR NT 2.7% 06-22-20306/22/20302.70%**4,066,034 
VIATRIS INC SR NT 3.85% 06-22-20406/22/20403.85%**841,893 
VIAVI SOLUTIONS INC COM NPV**636,851 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
VIBRA ENERGIA S.A. COM NPV**1,262,062 
VICAT SA EUR4**74,531 
VICI PPTYS INC COM**462,405 
VICI PPTYS LP 4.75% 04-01-20284/1/20284.75%**1,202,870 
VICI PPTYS LP 4.95% DUE 02-15-2030 BEO2/15/20304.95%**2,035,757 
VICI PPTYS LP 5.625% 04-01-20354/1/20355.62%**409,377 
VICI PROPERTIES LP 4.75% 02-15-20282/15/20284.75%**5,100,813 
VICI PROPERTIES LP 5.125% 11-15-203111/15/20315.12%**304,345 
VICTORIAS SECRET & CO COM**16,901 
VIENNA INS GRP AG NPV (BR)**164,239 
VIKING HOLDINGS LTD**1,975,629 
VIKING THERAPEUTICS INC COM**465,818 
VINCI EUR2.50**1,838,404 
VIOMI TECHNOLOGY CO LTD SPON ADS EACH REPR 3 ORD SHS**24,627 
VIPER ENERGY INC NEW CL A**1,341,272 
VIPER ENERGY PARTNERS LL 4.9% 08-01-20308/1/20304.90%**6,399,129 
VIPER ENERGY PARTNETS LL 5.7% 08-01-20358/1/20355.70%**306,159 
VIRGINIA ELEC & PWR CO 4.65 DUE 08-15-20438/15/20434.65%**179,866 
VIRGINIA ELEC & PWR CO 5.55% 08-15-20548/15/20545.55%**107,127 
VIRGINIA ELEC & PWR CO 5.6% 09-15-20559/15/20555.60%**146,167 
VIRGINIA PWR FUEL SECURITIZATION LLC 4.877% 05-01-20335/1/20334.88%**11,333,875 
VIRGINIA PWR FUEL SECURITIZATION LLC 5.088% 05-01-20295/1/20295.09%**408,621 
VIRIDIAN THERAPEUTICS INC COM**185,133 
VIRIDIEN EUR1 (POST CONSOLIDATION)**2,542 
VIRTU FINL INC CL A CL A**832,800 
VIRTUS INVT PARTNERS INC COM**195,454 
VISA INC COM CL A STK**43,497,509 
VISHAL MEGA MART INR10**959,662 
VISHAY INTERTECHNOLOGY INC COM STK**4,261,248 
VISTEON CORP COM NEW COM NEW**164,903 
VISTRA CORP COM USD0.01**607,730 
VITA COCO CO INC COM**1,313,111 
VITAL FARMS INC COM**3,054,263 
VM INC KRW100**298,656 
VMED O2 UK FING I 5.625% SNR SEC 15/04/32 EUR4/15/20325.62%**1,540,093 
VMWARE INC 1.4% 08-15-20268/15/20261.40%**3,937,834 
VMWARE INC 3.9% 08-21-20278/21/20273.90%**9,865,462 
VMWARE LLC SR NT 1.8% 08-15-20288/15/20281.80%**122,972 
VODACOM GROUP LIMI ZAR0.01**433,976 
VODAFONE GROUP ORD USD0.2095238**9,011 
VODAFONE GROUP PLC 5.75% 06-28-20546/28/20545.75%**1,247,192 
VODAFONE QATAR QAR1**346,058 
VOESTALPINE AG NPV**238,892 
VOLKSWAGEN AG NON VTG PRF NPV**128,060 
VOLKSWAGEN AUTO 5.8% DUE 04-20-20284/20/20285.80%**2,203,736 
VOLKSWAGEN AUTO LN 5.48% DUE 12-20-202812/20/20285.48%**6,403,653 
VOLKSWAGEN AUTO LOAN ENHANCED TRUST SER 23-1 CL A3 5.02% 06-20-20286/20/20285.02%**1,413,769 
VOLKSWAGEN GROUP 4.35% DUE 06-08-20276/8/20274.35%**2,769,474 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
VOLKSWAGEN GROUP 5.05% DUE 03-27-20283/27/20285.05%**2,782,411 
VOLKSWAGEN GROUP 5.25% DUE 03-22-20293/22/20295.25%**1,717,128 
VOLTAMP TRANSFORME INR10**40,361 
VOLUTION GRP PLC ORD GBP0.01**104,853 
VOLVO CAR AB SER'B'NPV**71,532 
VONTOBEL HLDG AG CHF1 (REGD)**175,065 
VOYA 24-4A 5.64316987991% 07-20-20377/20/20375.23%**8,779,894 
VOYA FINL INC COM**662,261 
VOYAGER TECHNOLOGIES INC CL A CL A**347,453 
VSE CORP COM**385,623 
VT HOLDINGS CO LTD NPV**18,466 
VTEX COM USD0.0001 CL A**244,118 
VULCABRAS AZALEIA SA**8,781 
VULCAN MATERIALS CO 4.95% 12-01-202912/1/20294.95%**1,673,484 
VULCAN MATERIALS CO COM**16,525,932 
W P CAREY INC 2.25% DUE 04-01-20334/1/20332.25%**717,924 
W P CAREY INC 2.4% DUE 02-01-20312/1/20312.40%**81,195 
W P CAREY INC 4.25% DUE 10-01-202610/1/20264.25%**1,413,130 
W P CAREY INC COM**452,129 
W VA UNIV HLTH SYS 3.129% DUE 06-01-20506/1/20503.13%**261,631 
WABASH NATL CORP COM**279,689 
WABTEC CORP COM**1,255,086 
WALKER & DUNLOP INC COM .**5,282,373 
WALMART INC 4.5% DUE 04-15-20534/15/20534.50%**719,153 
WALMART INC 4.5% DUE 09-09-2052 BEO9/9/20524.50%**123,781 
WALMART INC COM**60,376,867 
WALT DISNEY CO**42,052,805 
WANGUO GOLD GROUP HKD0.025**39,211 
WANT WANT CHINA HO USD0.02**21,461 
WARBY PARKER INC CL A COM CL A COM**3,287,022 
WARNER BROS DISCOVERY INC**10,606 
WARNER MUSIC GROUP CORP CL A CL A**6,786,658 
WARNERMEDIA HLDGS 3.755% 03-15-20273/15/20273.76%**688,338 
WARRIOR MET COAL INC COM**207,905 
WARTSILA EUR3.50**4,673,917 
WASION HOLDINGS LTD**613,611 
WASTE CONNECTIONS INC 5.0% 03-01-20343/1/20345.00%**2,609,409 
WASTE MGMT INC DEL 4.95% 07-03-20277/3/20274.95%**224,757 
WASTE MGMT INC DEL COM STK**145,668 
WATERBRIDGE INFRASTRUCTURE LLC CL A SHS REPSTG LTD LIAB CO**2,225,972 
WATERS CORP COM**18,232 
WATSCO INC COM**3,065,234 
WAVE LIFE SCIENCES PTE LTD COM NPV**418,200 
WAYFAIR INC CL A CL A**5,065,283 
WD 40 CO COM STK**596,410 
WEALTHFRONT CORP COM**1,056,813 
WEATHERFORD INTL LTD COMMON STOCK**4,431,159 
WEAVE COMMUNICATIONS INC COM**246,652 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
WEAVER NETWORK TEC A CNY1**276,907 
WEBLINK INTERNATIO TWD10**45,436 
WEC ENERGY GROUP 5.15% DUE 10-01-202710/1/20275.15%**1,465,514 
WEC ENERGY GROUP INC 4.75% DUE 01-09-20261/9/20264.75%**3,877,425 
WEC ENERGY GROUP INC COM**1,517,358 
WEIBO CORPORATION USD0.00025 A**56,844 
WEICHAI POWER CO H CNY1**1,457,314 
WELLS FARGO & CO 2.572% 02-11-20312/11/20312.57%**3,122,031 
WELLS FARGO & CO 2.879% 10-30-203010/30/20302.88%**1,271,554 
WELLS FARGO & CO 3.068% 04-30-20414/30/20413.07%**684,394 
WELLS FARGO & CO 3.9%-FRN SNR 22/07/2032EUR7/22/20323.90%**240,689 
WELLS FARGO & CO 4.4% DUE 06-14-20466/14/20464.40%**100,545 
WELLS FARGO & CO 4.611% 04-25-20534/25/20534.61%**190,354 
WELLS FARGO & CO 4.808% 07-25-20287/25/20284.81%**4,854,531 
WELLS FARGO & CO 4.9% 01-24-20281/24/20284.90%**8,602,532 
WELLS FARGO & CO 5.605% 04-23-20364/23/20365.60%**703,568 
WELLS FARGO & CO 5.606% DUE 01-15-20441/15/20445.61%**347,891 
WELLS FARGO & CO FLTG RT 5.013% 04-04-20514/4/20515.01%**632,970 
WELLS FARGO & CO MEDIUM TERM SR NTS 6.491% 10-23-203410/23/20346.49%**620,843 
WELLS FARGO & CO MEDIUM TERM SR NTS BOOK3.526% 03-24-20283/24/20283.53%**1,344,339 
WELLS FARGO & CO MEDIUM TERM SR NTS BOOK5.15% 04-23-20314/23/20315.15%**6,676,958 
WELLS FARGO & CO NEW COM STK**76,445,809 
WELLS FARGO & COMPANY 3.584% 05-22-20285/22/20283.58%**2,647,781 
WELLS FARGO & COMPANY 4.078% 09-15-20299/15/20294.08%**4,752,537 
WELLS FARGO & COMPANY 4.897% 07-25-20337/25/20334.90%**5,085,530 
WELLS FARGO & COMPANY 4.97% 04-23-20294/23/20294.97%**15,320,740 
WELLS FARGO & COMPANY 5.198% 01-23-20301/23/20305.20%**2,689,874 
WELLS FARGO & COMPANY 5.389% 04-24-20344/24/20345.39%**4,099,431 
WELLS FARGO & COMPANY 5.499% 01-23-20351/23/20355.50%**18,155,026 
WELLS FARGO & COMPANY 5.557% 07-25-20347/25/20345.56%**2,541,133 
WELLS FARGO & COMPANY 5.574% 07-25-20297/25/20295.57%**4,280,284 
WELLS FARGO & COMPANY 5.707% 04-22-20284/22/20285.71%**5,864,816 
WELLS FARGO & COMPANY 6.303% 10-23-202910/23/20296.30%**4,285,942 
WELLS FARGO AND COMPANY 5.211% 12-03-203512/3/20355.21%**788,004 
WELLS FARGO BK N A 5.45% DUE 08-07-20268/7/20265.45%**2,020,719 
WELLS FARGO CARD ISSUANCE TRUST SER 25-A1 CL A 4.34% 05-15-20305/15/20304.34%**5,795,255 
WELLS FARGO COML 3.426% DUE 03-15-20593/15/20593.43%**1,460,465 
WELLS FARGO COML 3.862% DUE 12-15-203912/15/20393.86%**1,843,946 
WELLS FARGO COML 5.309% DUE 08-15-20578/15/20575.31%**1,160,454 
WELLS FARGO COML 5.92% DUE 11-15-205711/15/20575.92%**6,846,372 
WELLS FARGO COML FLTG RT 3.7487% DUE 06-15-20366/15/20363.75%**1,690,750 
WELLS FARGO COML MTG TR 2016-C36 SR 16-C36 CL A3 2.807% 11-15-205911/15/20592.81%**834,995 
WELLS FARGO COML MTG TR 2017-C40 SR 17-C40 CL A2 2.495% 10-15-205010/15/20502.50%**402,477 
WELLS FARGO COML MTG TR 2017-C40 CL A-SB 3.395% 10-15-2050 10-15-205010/15/20503.40%**866,181 
WELLS FARGO COML MTG TR 2017-C41 CL A-SB 3.39% 11-15-205011/15/20503.39%**1,899,409 
WELLS FARGO COML MTG TR 2021-C59 COML MTG PASSTHRU CTF CL 1.354% 04-15-20544/15/20541.35%**3,675,904 
WELLS FARGO COML MTG TR 2021-C59 COML MTG PASSTHRU CTF CL 2.298% 04-15-20544/15/20542.30%**1,638,339 
WELLS FARGO COML MTG TR 2022-C62 COML MTG PASS THRU CTF CL 3.589% 04-15-20554/15/20553.59%**7,669,055 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
WELLS FARGO COML MTG TR 2025-5C5 5.59% 07-15-20587/15/20585.59%**1,437,158 
WELLS FARGO COML SER 2018-C44 CL ASB 4.167% 05-15-20515/15/20514.17%**1,840,702 
WELLTOWER INC COM REIT**252,244 
WELLTOWER OP LLC 4.5% 07-01-20307/1/20304.50%**5,935,886 
WERNER ENTERPRISES INC COM**8,350,553 
WESCO INTL INC COM**2,706,942 
WESDOME GOLD MIN L COM NPV**1,688,807 
WESFARMERS LTD NPV**29,903 
WEST AFRICAN RES NPV**45,056 
WESTAMERICA BANCORPORATION COM**98,625 
WESTAR ENERGY INC FIXED 3.25% 09-01-20499/1/20493.25%**102,508 
WESTERN MIDSTREAM OPERATING LP 5.25% 02-01-20502/1/20505.25%**270,353 
WESTERN UN CO FIXED 1.35% DUE 03-15-20263/15/20261.35%**1,788,705 
WESTERN-SOUTHERN 4.7% DUE 12-10-203212/10/20324.70%**2,987,157 
WESTGOLD RESOURCES NPV**357,136 
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 4.7% 09-15-20289/15/20284.70%**3,680,289 
WESTINGHOUSE AIR FIXED 3.45% DUE 11-15-202611/15/20263.45%**4,656,469 
WESTLAKE 4.72% DUE 11-15-202911/15/20294.72%**3,013,014 
WESTLAKE 6.68% DUE 04-17-20284/17/20286.68%**1,415,968 
WESTLAKE 7.01% DUE 11-15-202811/15/20287.01%**1,023,724 
WESTLAKE CORPORATION COM USD0.01**473,364 
WESTN DIGITAL CORP COM**3,133,074 
WESTN GAS PARTNERS 4.65% DUE 07-01-20267/1/20264.65%**2,880,532 
WESTN MIDSTREAM 5.5% DUE 12-15-203512/15/20355.50%**219,436 
WESTPAC BKG CORP 4.184% DUE 05-22-20285/22/20284.18%**6,312,278 
WESTPAC BKG CORP 4.322% DUE 11-23-203111/23/20314.32%**289,818 
WESTPAC BKG FIXED 2.668% DUE 11-15-203511/15/20352.67%**453,230 
WESTPAC NEW 4.902% DUE 02-15-20282/15/20284.90%**5,091,192 
WESTPORTS HOLDINGS NPV**260,585 
WEX INC COM**921,888 
WEYERHAEUSER CO FIXED 4% DUE 04-15-20304/15/20304.00%**4,738,350 
WEYERHAEUSER CO SR NT 4% 03-09-20523/9/20524.00%**774,620 
WH GROUP LTD USD0.0001**18,379 
WHITE MOUNTAINS INSURANCE GROUP COM STOCK**8,993,714 
WHITECAP RESOURCES INC COMMON STOCK**45,304 
WHITESTONE REIT COMMON SHARES**155,304 
WI TREASURY N/B 28/02/2029 1.875% 02-28-20292/28/20291.88%**3,800,625 
WI TREASURY SEC 3% DUE 05-15-2045 REG5/15/20453.00%**471,344 
WI TREASURY SEC 3.375% DUE 11-15-2048 REG11/15/20483.38%**41,021,648 
WI TREASURY SEC 3.875% 05-15-20432/15/20522.25%**9,003,906 
WI TREASURY SEC 4.0% 11-15-203511/15/20354.00%**4,851,345 
WILH WILHEL. HLDG SER'A'NOK20**266,957 
WILLDAN GROUP INC COM**222,973 
WILLIAMS CO INC COM**310,408 
WILLIAMS COMPANIES INC 5.15% 03-15-20343/15/20345.15%**2,974,053 
WILLIAMS COMPANIES INC 5.4% DUE 03-02-20263/2/20265.40%**4,680,188 
WILLIAMS COS INC 5.8% 11-15-205411/15/20545.80%**843,176 
WILLIAMS PARTNERS 3.75% DUE 06-15-20276/15/20273.75%**257,042 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
WILLIAMS PARTNERS 4.9% DUE 01-15-20451/15/20454.90%**404,229 
WILLIAMS PARTNERS 5.1% DUE 09-15-20459/15/20455.10%**764,001 
WILLIAMS PARTNERS 5.4% DUE 03-04-20443/4/20445.40%**240,483 
WILLIAMS SONOMA INC COM**1,516,051 
WILLSCOT HOLDINGS CORPORATION COM**1,854,755 
WILSON BAYLY HOLME ZAR0.01**33,105 
WIN SEMICONDUCTORS TWD10**2,003,533 
WINBOND ELECTRONIC TWD10**1,056,800 
WINGSTOP INC COM**5,662,468 
WINMARK CORP COM**1,021,259 
WINNEBAGO INDS INC COM**5,832,044 
WISDOM TREE INC**696,171 
WIX.COM LTD COM ILS0.01**5,271,067 
WOLTERS KLUWER EUR0.12**1,158,587 
WOLVERINE WORLD WIDE INC COM**509,616 
WONDER HI-TECH TWD10**156,306 
WONIK IPS COM STK**1,015,849 
WONIK PNE CO LTD KRW500**24,783 
WOODSIDE FIN LTD 5.4% 05-19-20305/19/20305.40%**1,541,784 
WOODWARD INC COM**6,949,732 
WOORI FINANCIAL GR KRW5000**870,798 
WORKDAY INC CL A COM USD0.001**36,190,430 
WORKDAY INC SR NT 3.5% 04-01-20274/1/20273.50%**2,108,438 
WORKDAY INC SR NT 3.8% 04-01-20324/1/20323.80%**3,124,092 
WORKIVA INC COM CL A COM CL A**4,414,706 
WORLD FINANCIAL NETWORK CR CARD MASTER TRUST 4.62% 05-15-20315/15/20314.62%**5,057,999 
WORLD FINL NETWORK CR CARD MASTER SER 2023-A AST BACKED NT CL 5.02% 03-15-20303/15/20305.02%**1,039,005 
WORLD FINL NETWORK CR SR 24-A CL A 5.47 5.47% 5.47% 02-17-20312/15/20315.47%**9,162,800 
WORLD KINECT CORPORATION COM USD0.01**669,161 
WORLD OMNI AUTO 5.61% DUE 02-15-20282/15/20285.61%**155,000 
WORLD OMNI AUTO RECEIVABLES SER 22-B CL A3 3.25% 07-15-20277/15/20273.25%**62,312 
WORLD OMNI AUTO RECEIVABLES TR SR 24-B CL A3 5.27% 09-17-20299/17/20295.27%**5,312,032 
WORLD OMNI AUTO RECEIVABLES TR SR 25-A CL A3 4.73% 03-15-20303/15/20304.99%**1,248,523 
WORLD OMNI AUTO RECEIVABLES TR SR 25-A CL A2A 4.49% 04-17-20284/17/20284.49%**1,028,987 
WORLD OMNI AUTO RECEIVABLES TR SR 25-B CL A3 4.34% 09-16-20309/16/20304.34%**322,861 
WORLD OMNI AUTO RECEIVABLES TRUST SER 23-C CL A3 5.15% DUE 11-15-202811/15/20285.15%**5,722,319 
WORLD OMNI SLECT 4.39% DUE 08-15-20318/15/20314.39%**2,252,753 
WORLDWIDE PLAZA TR 3.5263% DUE 11-10-2036 BEO11/10/20363.53%**1,439,823 
WORLEY LTD**109,582 
WP CAREY INC 2.45% 02-01-20322/1/20322.45%**770,933 
WRKCO INC 3% DUE 06-15-20336/15/20333.00%**223,119 
WT MICROELECTRONIC TWD10**274,693 
WUXI APPTEC CO LTD CNY1 H**125,539 
WYETH NT 5.95 DUE 04-01-2037/03-27-2007 BEO4/1/20375.95%**539,067 
WYNDHAM HOTELS & RESORTS INC COM**3,145,638 
WYNN RESORTS LTD COM**218,519 
XCEL ENERGY INC 4.75% 03-21-20283/21/20284.75%**405,300 
XCEL ENERGY INC COM**18,425,485 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
XD INC COM**29,994 
XEBIO HOLDINGS CO NPV**101,030 
XENCOR INC COM**416,478 
XENIA HOTELS & RESORTS INC COM**578,991 
XENON PHARMACEUTICALS INC COMMON STOCK**883,178 
XERIS BIOPHARMA HLDGS INC COM**236,654 
XIABUXIABU CATERIN USD0.000025**23,945 
XIAMEN JIHONG CO 'A'CNY1**1,057,548 
XIAMEN XIANGYU CO. LTD. 'A'CNY1 (STOCK CONNECT)**477,148 
XIN POINT HLDGS LT HKD0.1**47,238 
XOMETRY INC CL A COM CL A COM**4,027,784 
XP INC COM USD0.00001 CLASS A**383,582 
XPENG INC USD0.00001 A CLASS**450,440 
XPERI INC COM**110,027 
XPO INC COM**9,198,253 
XTB SA PLN0.05**684,999 
XTEP INTERNATIONAL HKD0.01**32,746 
XYLEM INC 3.25% DUE 11-01-202611/1/20263.25%**3,368,987 
XYLEM INC FIXED 2.25% DUE 01-30-20311/30/20312.25%**408,664 
YAHAGI CONSTRUCT NPV**25,303 
YAKULT HONSHA CO NPV**10,935 
YALE UNIV 4.701% DUE 04-15-20324/15/20324.70%**3,810,151 
YAMABIKO CORPO NPV**109,972 
YAMAHA CORP NPV**59,244 
YAMAMAH CEMENT CO SAR10**19,100 
YAMANA GOLD INC FIXED 4.625% 12-15-202712/15/20274.62%**1,599,551 
YANGZIJIANG SHIPBU NPV (SGD)**1,154,137 
YANKEY ENGINEERING TWD10**173,151 
YAPI KREDI BANKASI TRY1**1,686,794 
YARA INTERNATIONAL ASA 144A 4.75% DUE 06-01-2028 BE6/1/20284.75%**1,310,771 
YATSEN HLDG LTD ADR NEW**16,622 
YEXT INC COM**31,015 
YIXIN GROUP LTD USD0.0001**11,676 
YIXINTANG PHARMACE 'A'CNY1**264,387 
YOKOGAWA B HOLDING NPV**75,266 
YOKOGAWA ELECTRIC NPV**1,097,635 
YOKOWO CO LTD NPV**119,513 
YOUNGONE HOLDINGS CO LTD KRW500**15,686 
YTL CORP BHD WARRANT 31/12/2099**21,698 
YUEXIU TRANSPORT I HKD0.10**23,092 
ZABKA GROUP SA NPV**1,340,445 
ZAMIL IND INV CO SAR10**318,231 
ZAPTEC ASA**252,603 
ZBOM HOME (STOCK CONNECT)**469,564 
ZEALAND PHARMA A/S**1,679,292 
ZEHNDER GROUP CHF0.05 (REGD) 'A'**106,244 
ZETRIX AI BERHAD NPV**68,644 
ZHAOJIN MINING IND 'H'CNY1**9,873 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ZHEJIANG EXPRESS 'H'CNY1**101,330 
ZHEJIANG LEAPMOTOR CNY1 H**46,849 
ZHEJIANG SEMIR GARMENT CO LTD 'A'CNY1 (STOCK CONNECT LINE)**502,405 
ZHEJIANG TAOTAO CNY1 A**633,705 
ZHEN DING TECHNOLO TWD10**1,125,316 
ZHIHU INC SPONSORED ADR NEW**17,332 
ZIGEXN CO LTD NPV**76,103 
ZIJIN MINING GROUP LTD 'H'CNY0.1**613,919 
ZILLOW GROUP INC COM USD0.0001**2,360,622 
ZILLOW GROUP INC COM USD0.0001 CLASS C**208,549 
ZIMMER BIOMET HLDGS 4.7% 02-19-20272/19/20274.70%**5,220,160 
ZIMMER BIOMET HLDGS 5.05% 02-19-20302/19/20305.05%**308,715 
ZIMMER BIOMET HLDGS INC COM**6,069,600 
ZIMMER BIOMET HLDGS INC NT 2.6% 11-24-203111/24/20312.60%**551,575 
ZIONS BANCORPORATION N A**521,474 
ZIPRECRUITER INC CL A CL A**205,374 
ZOETIS INC 4.15% 08-17-20288/17/20284.15%**845,943 
ZOETIS INC SR NT 5% 08-17-20358/17/20355.00%**379,774 
ZON OPTIMUS SGPS SA**222,275 
ZOOMLION HEAVY INDUSTRY SCIENC**1,124,738 
ZOZO INC**3,848,003 
ZSCALER INC COM**1,801,609 
ZUMIEZ INC COM**295,563 
ZURICH INSURANCE GROUP AG CHF0.10**12,488,727 
Metropolitan Life (wrap contract)**81,490,178 
Prudential (wrap contract)**70,033,789 
RGA (wrap contract)**19,273,940 
Royal Bank of Canada (wrap contract)**83,883,392 
Voya (wrap contract)**113,706,227 
TOTAL$79,601,237,708 
*PARTICIPANT LOANS (Interest from 3.25% to 9.50% maturing through December 2045)
**$719,542,358 
*Party-in-interest
**Cost information is not required for participant directed investment and therefore is not included.
 (Concluded)