| Schedule of Assets (Held at End of Year) |
L3Harris Retirement Savings Plan E.I.N. 34-0276860 Plan Number 015 Schedule H, Line 4(i) Schedule of Assets (Held at End of Year) December 31, 2025
| | | | | | | | | | | | (a)
Party in Interest |
(b) Identity of issue, borrower, lessor, or similar party and description | (c)
Rate of interest, par value or number of shares/units |
(e) Current value (in thousands) | | U.S. Government Securities: | | | | FANNIE MAE POOL # BW0490 4.0% 06-01-2052 | 858,749 | $ | 820 | | | FED HOME LN MTG 4% DUE 10-01-2052 | 1,074,696 | 1,027 | | | FEDERAL HOME LN MTG CORP 2019-K101 VAR 10-25-2029 | 559,764 | 15 | | | FEDERAL HOME LN MTG CORP 3.5% 03-01-2052 | 1,508,065 | 1,406 | | | FEDERAL HOME LN MTG CORP 4% 06-01-2052 | 562,177 | 537 | | | FEDERAL HOME LN MTG CORP FHLMC #G3-0804 4% 01-01-2035 | 142,334 | 141 | | | FEDERAL HOME LN MTG CORP FHLMC #G6-1169 4.5% 10-01-2047 | 43,068 | 43 | | | FEDERAL HOME LN MTG CORP FHLMC #G6-1185 4.5% 09-01-2047 | 57,799 | 58 | | | FEDERAL HOME LN MTG CORP FHLMC #G6-1290 4% 01-01-2046 | 48,449 | 47 | | | FEDERAL HOME LN MTG CORP POOL #840286 ADJ RATE DUE 05-01-2046 | 34,573 | 36 | | | FEDERAL HOME LN MTG CORP POOL #999999 FLTG RT .27533% 11-25-2027 BEO | 696,692 | 3 | | | FEDERAL HOME LN MTG CORP POOL #C91853 3.5% 10-01-2035 BEO | 31,755 | 31 | | | FEDERAL HOME LN MTG CORP POOL #G08699 4%03-01-2046 BEO | 37,003 | 36 | | | FEDERAL HOME LN MTG CORP POOL #G60153 4.5% 10-01-2044 BEO | 28,580 | 29 | | | FEDERAL HOME LN MTG CORP POOL #G60887 4.5% 07-01-2045 BEO | 46,532 | 47 | | | FEDERAL HOME LN MTG CORP POOL #G60914 4.5% 07-01-2042 BEO | 34,847 | 35 | | | FEDERAL HOME LN MTG CORP POOL #G60920 4.5% 04-01-2046 BEO | 32,673 | 33 | | | FEDERAL HOME LN MTG CORP POOL #G61220 4%11-01-2047 BEO | 20,711 | 20 | | | FEDERAL HOME LN MTG CORP POOL #G61289 4%12-01-2046 BEO | 41,637 | 40 | | | FEDERAL HOME LN MTG CORP POOL #QE2104 3.5% 05-01-2052 BEO | 908,068 | 846 | | | FEDERAL HOME LN MTG CORP POOL #SD8244 4%DUE 09-01-2052 BEO | 4,975,900 | 4,755 | | | FEDERAL HOME LN MTG CORP SER 004283 CL DW 4.5% 12-15-2043 | 45,820 | 46 | | | FEDERAL HOME LN MTG CORP SER 00K089 CL X1 .5378% 01-25-2029 | 1,458,386 | 21 | | | FEDERAL HOME LN MTG CORP SR 4281 CL BC 15 VAR RT 12-15-2043 | 77,724 | 78 | | | FEDERAL HOME LN MTG CORP TRANCHE 00025 DUE 07-25-2029 REG | 1,507,598 | 49 | | | FEDERAL HOME LN MTG CORP TRANCHE 00115 .28488% 11-25-2032 | 1,018,048 | 15 | | | FEDERAL HOME LN MTG CORP V83157 4.5% BNDS 04-01-2047 | 28,925 | 29 | | | FEDERAL HOME LOAN BANKS 2.5% 11-01-2050 | 2,668,241 | 2,307 | | | FEDERAL HOME LOAN MORTGAGE CORP 3.5% 05-01-2052 | 10,106,463 | 9,384 | | | FEDERAL HOME LOAN MORTGAGE CORP 4% 02-01-2053 | 10,755,146 | 10,263 | | | FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01-01-2054 | 2,058,125 | 2,017 | | | FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10-01-2054 | 949,831 | 929 | | | FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12-01-2052 | 4,154,789 | 4,077 | | | FEDERAL NATIONAL MORTGAGE ASSOC 2% 01-01-2051 | 1,303,292 | 1,077 | | | FEDERAL NATIONAL MORTGAGE ASSOC 2% 12-01-2050 | 4,576,358 | 3,785 | | | FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 05-01-2052 | 9,214,946 | 8,556 | | | FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 06-01-2052 | 243,155 | 226 | | | FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 08-01-2052 | 3,094,576 | 2,881 | | | FEDERAL NATL MTG ASSN GTD MTG FNMA # AL4160 4.5% 08-01-2031 | 48,504 | 49 | | | FEDERAL NATL MTG ASSN GTD MTG FNMA # AL5862 4.5% 07-01-2030 | 31,770 | 32 | | | FEDERAL NATL MTG ASSN GTD MTG FNMA # AL6138 4% 08-01-2032 | 25,109 | 25 | |
| | | | | | | | | | | | (a)
Party in Interest |
(b) Identity of issue, borrower, lessor, or similar party and description | (c)
Rate of interest, par value or number of shares/units |
(e) Current value (in thousands) | | FEDERAL NATL MTG ASSN GTD MTG FNMA # AL6148 4% 07-01-2034 | 25,537 | 25 | | | FEDERAL NATL MTG ASSN GTD MTG FNMA # AL9579 4.5% 07-01-2044 | 42,613 | 43 | | | FEDERAL NATL MTG ASSN GTD MTG FNMA # AL9840 4% 03-01-2037 | 75,348 | 74 | | | FEDERAL NATL MTG ASSN GTD MTG POOL #AH6790 4.5% 03-01-2041 BEO | 70,697 | 71 | | | FEDERAL NATL MTG ASSN GTD MTG POOL #AL5441 4.5% 09-01-2041 BEO | 32,246 | 32 | | | FEDERAL NATL MTG ASSN GTD MTG POOL #AL5548 6.266% DUE 05-01-2038 BEO | 51,800 | 54 | | | FEDERAL NATL MTG ASSN GTD MTG POOL #AL5856 4% 09-01-2034 BEO | 52,861 | 52 | | | FEDERAL NATL MTG ASSN GTD MTG POOL #AL5863 4.5% 06-01-2041 BEO | 102,508 | 104 | | | FEDERAL NATL MTG ASSN GTD MTG POOL #AL5958 4% 03-01-2032 BEO | 23,569 | 23 | | | FEDERAL NATL MTG ASSN GTD MTG POOL #AL6932 4% 06-01-2035 BEO | 48,090 | 48 | | | FEDERAL NATL MTG ASSN GTD MTG POOL #AL7147 4.5% 02-01-2045 BEO | 65,880 | 66 | | | FEDERAL NATL MTG ASSN GTD MTG POOL #AL7384 4.5% 09-01-2045 BEO | 75,403 | 76 | | | FEDERAL NATL MTG ASSN GTD MTG POOL #AL9098 ADJ RT DUE 03-01-2045 BEO | 40,806 | 42 | | | FEDERAL NATL MTG ASSN GTD MTG POOL #AL9128 4.5% 02-01-2046 BEO | 48,972 | 49 | | | FEDERAL NATL MTG ASSN GTD MTG POOL #AL9407 4.5% 09-01-2042 BEO | 32,961 | 33 | | | FHLMC GOLD POOL#V83204 4.5% 05-01-2047 | 62,265 | 62 | | | FHLMC GOLD Q48372 4.5% 06-01-2047 | 55,465 | 55 | | | FHLMC MULTICLASS TRANCHE 00750 07-25-2029 | 689,702 | 23 | | | FHLMC POOL #849327 ADJ RT 05-01-2044 | 34,628 | 36 | | | FHLMC POOL #G07942 ADJ RT 07-01-2044 | 96,586 | 97 | | | FHLMC POOL #RA7654 3.5% DUE 07-01-2052 REG | 4,621,240 | 4,316 | | | FHLMC POOL #SD7485 4.5% 02-01-2054 | 1,082,623 | 1,060 | | | FHLMC POOL #SD-8221 3.5% 05-01-2052 | 1,475,065 | 1,370 | | | FHLMC POOL#SL1300 4.0% 04-01-2053 | 581,798 | 556 | | | FHLMC SUPER 30Y FIXED 4% 10-01-2052 | 1,804,989 | 1,724 | | | FHLMC UMBS 30Y FIXED 2% 09-01-2050 | 384,146 | 317 | | | FHLMC UMBS 30Y FIXED 2.5% 01-01-2052 | 678,358 | 584 | | | FNMA #CA7241 2.5% 10-01-2050 | 1,902,507 | 1,646 | | | FNMA #SD0513 2.0% 11-01-2050 | 1,756,774 | 1,453 | | | FNMA #ZT1817 4.5% 12-01-2048 | 1,328,377 | 1,319 | | | FNMA FNMA # AL8830 4% 10-01-2034 | 39,173 | 39 | | | FNMA FNMA # AS5841 4% 09-01-2045 | 40,865 | 40 | | | FNMA FNMA # AS5842 4% 09-01-2045 | 42,293 | 41 | | | FNMA FNMA # AS8983 4.5% 03-01-2047 | 78,054 | 78 | | | FNMA FNMA # BM1176 4.5% 08-01-2044 | 28,988 | 29 | | | FNMA FNMA # BM1647 4.5% 05-01-2047 | 29,784 | 30 | | | FNMA FNMA # BM6108 3.657% 08-01-2049 | 26,777 | 26 | | | FNMA FNMA # BM6117 5.332% 09-01-2049 | 27,724 | 29 | | | FNMA POOL #AE3049 4.5% 09-01-2040 BEO | 44,408 | 45 | | | FNMA POOL #AS8700 4.5% 01-01-2047 BEO | 21,594 | 22 | | | FNMA POOL #AS8833 4.5% 02-01-2047 BEO | 57,066 | 57 | | | FNMA POOL #BF0107 4.5% 06-01-2056 BEO | 71,152 | 69 | | | FNMA POOL #BF0118 4.5% 06-01-2056 BEO | 64,298 | 62 | | | FNMA POOL #BF0199 4.5% 02-01-2041 BEO | 42,530 | 43 | | | FNMA POOL #BJ9262 4.5% 06-01-2048 BEO | 78,936 | 78 | | | FNMA POOL #BM1357 4.5% 01-01-2043 BEO | 46,785 | 47 | | | FNMA POOL #BM3363 4.0% DUE 09-01-2046 | 25,089 | 24 | | | FNMA POOL #BM3386 4% DUE 02-01-2047 BEO | 119,860 | 116 | | | FNMA POOL #BM3836 FLTG 05-01-2048 | 21,667 | 23 | | | FNMA POOL #BM4804 4.0% DUE 11-01-2033 | 225,454 | 223 | | | FNMA POOL #BM5117 4.5% 11-01-2048 BEO | 18,206 | 18 | |
| | | | | | | | | | | | (a)
Party in Interest |
(b) Identity of issue, borrower, lessor, or similar party and description | (c)
Rate of interest, par value or number of shares/units |
(e) Current value (in thousands) | | FNMA POOL #BM5704 5% 12-01-2048 BEO | 52,372 | 53 | | | FNMA POOL #BM6102 0% 08-01-2049 BEO | 12,567 | 13 | | | FNMA POOL #BM6112 ADJ RT DUE 08-01-2049 REG | 5,305 | 6 | | | FNMA POOL #BM6115 FLTG RT DUE 09-01-2049 | 19,437 | 19 | | | FNMA POOL #BM6221 2.659% 01-01-2050 BEO | 532,689 | 538 | | | FNMA POOL #BM6921 2.269% 05-01-2052 BEO | 1,595,024 | 1,471 | | | FNMA POOL #BM7753 5.076% 06-01-2055 BEO | 1,702,903 | 1,722 | | | FNMA POOL #BU8931 3.5% 04-01-2052 BEO | 414,121 | 385 | | | FNMA POOL #CA2057 4.5% DUE 07-01-2048 REG | 100 | — | | | FNMA POOL #CA6247 2.5% 07-01-2050 | 787,921 | 681 | | | FNMA POOL #CA6388 2.0% 07-01-2050 | 3,376,467 | 2,788 | | | FNMA POOL #CA6398 2.5% 07-01-2050 | 1,085,692 | 939 | | | FNMA POOL #CA6925 2.0% 09-01-2050 | 5,000,450 | 4,128 | | | FNMA POOL #CB3841 3.5% 06-01-2052 BEO | 1,859,122 | 1,738 | | | FNMA POOL #FA2845 4.5% 02-01-2054 BEO | 2,496,924 | 2,450 | | | FNMA POOL #FM4714 2.5% 10-01-2050 BEO | 3,288,446 | 2,841 | | | FNMA POOL #FM7599 3.5% 01-01-2051 BEO | 3,690,802 | 3,448 | | | FNMA POOL #FM8768 2.5% 02-01-2051 BEO | 166,343 | 144 | | | FNMA POOL #FM9958 3.5% 11-01-2051 BEO | 1,599,760 | 1,485 | | | FNMA POOL #FS1453 3.5% 04-01-2052 BEO | 2,933,760 | 2,743 | | | FNMA POOL #FS1865 3.5% 05-01-2052 BEO | 1,503,157 | 1,403 | | | FNMA POOL #FS3427 4% 10-01-2052 BEO | 356,800 | 341 | | | FNMA POOL #FS7754 4% 07-01-2053 BEO | 682,516 | 651 | | | FNMA POOL #FS9443 4.5% 02-01-2054 BEO | 963,923 | 944 | | | FNMA POOL #MA0816 4.5% 08-01-2031 BEO | 29,764 | 30 | | | FNMA POOL #MA1662 4% 11-01-2033 BEO | 54,906 | 55 | | | FNMA POOL #MA1689 4% 12-01-2033 BEO | 31,597 | 31 | | | FNMA POOL #MA1764 4% 01-01-2034 BEO | 49,925 | 50 | | | FNMA POOL #MA1773 4% 02-01-2034 BEO | 46,265 | 46 | | | FNMA POOL #MA1814 4% 03-01-2034 BEO | 57,478 | 57 | | | FNMA POOL #MA1858 4% 04-01-2034 BEO | 35,817 | 36 | | | FNMA POOL #MA1890 4% 05-01-2034 BEO | 41,560 | 41 | | | FNMA POOL #MA1983 4% 08-01-2034 BEO | 67,383 | 67 | | | FNMA POOL #MA2019 4% 09-01-2034 BEO | 37,657 | 37 | | | FNMA POOL #MA2055 4% DUE 09-01-2034 REG | 49,010 | 49 | | | FNMA POOL #MA2079 4% 11-01-2034 BEO | 44,528 | 44 | | | FNMA POOL #MA2121 4% 12-01-2034 BEO | 45,176 | 45 | | | FNMA POOL #MA2923 3.5% 03-01-2037 BEO | 133,189 | 131 | | | FNMA POOL #MA4520 2% 01-01-2042 BEO | 836,052 | 728 | | | FNMA POOL #MA4579 3% 04-01-2052 BEO | 1,426,177 | 1,268 | | | FNMA POOL #MA4625 3.5% 06-01-2052 BEO | 7,016,398 | 6,515 | | | FNMA POOL #MA4626 4% 06-01-2052 BEO | 1,211,129 | 1,157 | | | FNMA POOL #MA4654 3.5% 07-01-2052 BEO | 934,308 | 868 | | | FNMA POOL #MA4700 4% 08-01-2052 BEO | 807,203 | 768 | | | FNMA POOL #MA4733 4.5% 09-01-2052 BEO | 2,512,933 | 2,466 | | | FNMA POOL #MA4977 4.5% 04-01-2053 BEO | 1,211,825 | 1,186 | | | FNMA POOL #MA5070 4.5% 07-01-2053 BEO | 1,724,159 | 1,690 | | | FNMA POOL #MA5529 4.5% 11-01-2054 BEO | 2,293,590 | 2,242 | | | FNMA POOL #MA5584 4.5% 01-01-2055 BEO | 6,354,542 | 6,213 | | | FNMA POOL #RA3053 2.0% DUE 07-01-2050 | 587,908 | 486 | | | FREDDIE MAC SEASONED CR RISK SER 17-4 CL M45T 4.5% 06-25-2057 | 1,540,654 | 1,522 | | | FREDDIE MAC SR 5492 CL FM FLTG 01-25-2055 | 1,068,825 | 1,071 | |
| | | | | | | | | | | | (a)
Party in Interest |
(b) Identity of issue, borrower, lessor, or similar party and description | (c)
Rate of interest, par value or number of shares/units |
(e) Current value (in thousands) | | GNMA 2016-H23 REMIC PASSTHRU CTF CL F FLTG RT 10-20-2066 | 23,398 | 23 | | | GNMA 2016-H27 REMIC PASSTHRU 4.60714% 12-20-2066 | 17,119 | 17 | | | GNMA 2017-H02 REMIC PASSTHRU CTF 4.5408%01-20-2067 | 54,836 | 55 | | | GNMA 2017-H02 REMIC PASSTHRU CTF 4.5508%01-20-2067 | 21,439 | 22 | | | GNMA 2017-H12 REMIC PASSTHRU CTF 4.87502% 05-20-2067 | 29,626 | 30 | | | GNMA 2017-H17 REMIC PASS THRU CTF CL FQ FLTG RT 09-20-2067 REG | 56,838 | 57 | | | GNMA 2017-H20 REMIC CL FG FLTG DUE 10-20-2067 | 72,206 | 73 | | | GNMA 2017-H20 REMIC PASSTHRU CTF 4.73165% 10-20-2067 | 39,194 | 39 | | | GNMA 2017-H22 REMIC PASSTHRU CTF 4.51419% 11-20-2067 | 145,693 | 146 | | | GNMA 2018-H02 REMIC PASSTHRU 4.2016% 01-20-2068 | 110,657 | 111 | | | GNMA 2018-H02 REMIC PASSTHRU 4.2216% 01-20-2068 | 31,661 | 32 | | | GNMA 2018-H03 REMIC PASSTHRU 4.2416% 02-20-2068 | 96,064 | 96 | | | GNMA 2018-H04 CL FJ FLTG RT DUE 03-20-2068 | 72,425 | 73 | | | GNMA 2018-H05 REMIC SER 2018-H05 CLS FE FLTG 02-20-2068 | 53,705 | 54 | | | GNMA 2018-H06 REMIC PASS THRU 4.89185% 03-20-2068 | 32,211 | 32 | | | GNMA 2018-H06 REMIC PASS THRU 4.89185% 04-20-2068 | 103,102 | 103 | | | GNMA 2018-H07 REMIC PASS THRU 4.71502% 05-20-2068 | 52,349 | 52 | | | GNMA 2018-H10 REMIC PASSTHRU CTF 5.0307%07-20-2068 | 51,963 | 52 | | | GNMA 2018-H19 REMIC PASS THRU 4.59419% 11-20-2068 | 29,334 | 29 | | | GNMA 2019-H15 REMIC PASSTHRU 4.38325% 09-20-2069 | 53,871 | 54 | | | GNMA 2019-H17 REMIC PASSTHRU CTF 4.43325% 11-20-2069 | 183,440 | 183 | | | GNMA FLTG RT SER 23-H04 CL FC DUE 01-20-2073 | 1,163,953 | 1,168 | | | GNMA REMIC SER 2018-H09 CL FC FLTG 06-20-2068 | 46,001 | 46 | | | GNMA REMIC SER 2018-HO2 CLS GF FLTG DUE 12-20-2067 | 58,367 | 58 | | | GNMA REMIC SER-2018-HO2 CL-FM FLTG 02-20-2068 | 59,031 | 59 | | | GNMA REMIC TRUST SER 22-H11 CL AF FLTG RT DUE 05-20-2072 REG | 4,294,561 | 4,324 | | | GNMA SER 17-H03 CL F FLTG 01-20-2067 | 55,239 | 56 | | | GNMA SER 2018-H17 CL DF FLTG 10-20-2068 | 78,661 | 79 | | | GNMA SER 21-H19 CL FM FLTG RT DUE 12-20-2071 | 931,218 | 933 | | | GNMA SERIES 17-H13 CLASS FQ FLT 06-20-2067 | 80,724 | 81 | | | GNMA SERIES 19-H17 CLASS FA 2.50% FLTG RT 11-20-2069 | 81,615 | 83 | | | GNMA SR 17-H20 CL BF FLTG 10-20-2067 | 136,325 | 137 | | | GNMA SR 2018-H05 CL BF FLTG 02-20-2068 | 52,054 | 52 | | | GNMA SR 23-H13 CL FJ FLTG 02-20-2073 | 996,648 | 1,019 | | | GOVERNMENT NATIONAL MORTGAGE ASSOC 4.43325% 11-20-2069 | 58,762 | 59 | | | I/O FEDERAL HOME LN MTG CORP FLTG DUE 05-25-2029 REG | 620,109 | 16 | | | I/O FEDERAL HOME LN MTG CORP FRN BNDS 03-25-2026 | 273,913 | — | | | I/O FEDERAL HOME LN MTG CORP K069 CL X1 FRN 09-25-2027 | 257,894 | 1 | | | I/O FEDERAL HOME LN MTG CORP SER K062 CL X1 VAR 12-25-2026 | 822,512 | 2 | | | I/O FEDERAL HOME LN MTG CORP SER K065 CLS X1VAR RT 04-25-2027 REG | 1,256,076 | 9 | | | I/O FEDERAL HOME LN MTG CORP SER K-1511 CL X1 FLTG DUE 03-25-2034 REG | 497,643 | 22 | | | I/O FEDERAL HOME LN MTG CORP TRANCHE VAR 03-25-2027 REG | 1,036,858 | 6 | | | I/O FHLMC MULTICLASS FEDERAL HOME LN MTG CORP SR K094 CL X1 FLTG 06-25-2029 | 909,723 | 24 | | | I/O FHLMC MULTICLASS SER 00K091 CL X1 03-25-2029 | 730,147 | 12 | | | I/O FHLMC MULTICLASS SER 00K092 CL X1 VAR 04-25-2029 REG | 1,372,434 | 27 | | | I/O FHLMC MULTICLASS SER K067 CL X1 VAR RT 07-25-2027 | 1,289,766 | 9 | | | I/O FHLMC MULTICLASS SR K070 CL X1 VAR RT 11-25-2027 | 541,972 | 3 | | | I/O FHLMC MULTICLASS TRANCHE 00180 08-25-2029 | 1,338,438 | 47 | | | I/O FHLMC MULTICLASS TRANCHE 00201 09-01-2029 | 1,442,956 | 39 | | | I/O FHLMC MULTICLASS TRANCHE 00251 06-25-2027 | 1,007,249 | 8 | | | I/O FHLMC MULTICLASS TRANCHE 00548 05-25-2026 | 83,654 | — | | | I/O FHLMC MULTICLASS TRANCHE 01-25-2031 | 110,818 | 4 | |
| | | | | | | | | | | | (a)
Party in Interest |
(b) Identity of issue, borrower, lessor, or similar party and description | (c)
Rate of interest, par value or number of shares/units |
(e) Current value (in thousands) | | UNITED STATES OF AMER TREAS BONDS 1.5% 02-15-2053 | 1,097,000 | 939 | | | UNITED STATES OF AMER TREAS BONDS 2.375% 02-15-2055 | 786,000 | 771 | | | UNITED STATES OF AMER TREAS BONDS 2.875% 05-15-2052 | 2,135,000 | 1,499 | | | UNITED STATES OF AMER TREAS BONDS 3.625%02-15-2053 | 875,000 | 712 | | | UNITED STATES OF AMER TREAS BONDS 4.5% 02-15-2044 | 1,836,000 | 1,783 | | | UNITED STATES OF AMER TREAS BONDS 4.5% 11-15-2054 | 984,000 | 932 | | | UNITED STATES OF AMER TREAS BONDS 4.875% 08-15-2045 | 2,914,000 | 2,953 | | | UNITED STATES OF AMER TREAS BONDS DTD 4.125% 08-15-2053 | 3,955,000 | 3,516 | | | UNITED STATES OF AMER TREAS NOTES 4.0% 11-15-2035 | 4,675,000 | 4,618 | | | UNITED STATES OF AMER TREAS NOTES 4.25% 05-15-2035 | 942,000 | 952 | | | UNITED STATES TREAS BDS 2.125% 02-15-2054 | 278,000 | 266 | | | UNITED STATES TREAS BDS 4.625% 11-15-2045 | 1,686,000 | 1,654 | | | UNITED STATES TREAS BDS 4.625% 11-15-2044 | 6,247,000 | 6,144 | | | UNITED STATES TREAS BDS DTD 00300 4.75% 11-15-2053 | 4,100,000 | 4,042 | | | UNITED STATES TREAS BDS DTD 00305 4.75% 05-15-2054 | 2,300,000 | 2,225 | | | UNITED STATES TREAS NTS 3.875% 12-31-2032 | 1,898,000 | 1,893 | | | US TREASURY N/B 4.25% 08-15-2054 | 1,400,000 | 1,271 | | | US TREASURY N/B 4.75% 02-15-2045 | 3,098,000 | 3,094 | | | Corporate Debt Instruments - Preferred: | | | | PVTPL NAVIENT STUDENT LN TR 2017-2 STUDENT LN SER 17-2A CLS A 144A VAR 12-27-66 | 300,251 | 302 | | | Corporate Debt Instruments - Other: | | | | AT&T INC 2.75% DUE 06-01-2031 | 750,000 | 689 | | | B A T CAP CORP 2.259% DUE 03-25-2028 | 175,000 | 168 | | | B A T CAP CORP 2.726% DUE 03-25-2031 | 450,000 | 415 | | | B A T CAP CORP 4.742% DUE 03-16-2032 | 500,000 | 505 | | | BANK AMER CORP 2.496% 02-13-2031 | 875,000 | 816 | | | BANK AMER CORP 2.572% 10-20-2032 | 225,000 | 203 | | | BANK AMER CORP 3.419% 12-20-2028 | 400,000 | 395 | | | BANK AMER CORP 3.846% 03-08-2037 | 700,000 | 660 | | | BANK AMER CORP 4.25% DUE 10-22-2026 | 535,000 | 536 | | | BANK AMER CORP 4.623% 05-09-2029 | 400,000 | 405 | | | BANK OF AMERICA CORP 4.979% 01-24-2029 | 475,000 | 484 | | | BANK ONE CORP FIXED 8.75% DUE 09-01-2030 | 235,000 | 277 | | | BARCLAYS PLC 4.836% 05-09-2028 | 300,000 | 303 | | | BARCLAYS PLC 5.088% 06-20-2030 | 700,000 | 712 | | | BARCLAYS PLC 5.2% DUE 05-12-2026 | 200,000 | 201 | | | BARCLAYS PLC 5.501% DUE 08-09-2028 | 200,000 | 204 | | | BARCLAYS PLC FIXED 5.829% 05-09-2027 | 400,000 | 402 | | | BARCLAYS PLC FLTG RT 6.49% DUE 09-13-2029 | 325,000 | 344 | | | BAT CAPITAL CORPORATION 6.343% DUE 08-02-2030 | 225,000 | 244 | | | BAT CAPITAL CORPORATION 6.421% DUE 08-02-2023 BEO | 625,000 | 691 | | | BAYER US FIN II 4.375% DUE 12-15-2028 | 250,000 | 250 | | | BNP PARIBAS SR NON VAR RT 5.085% DUE 05-09-2031 | 600,000 | 613 | | | BOSTON PPTYS LTD PARTNERSHIP 4.5% DUE 12-01-2028 | 325,000 | 327 | | | BOSTON PPTYS LTD PARTNERSHIP 6.5% 01-15-2034 | 275,000 | 297 | | | BSTN PPTYS LTD 2.75% DUE 10-01-2026 | 200,000 | 198 | | | BSTN PPTYS LTD 3.25% DUE 01-30-2031 | 525,000 | 493 | | | BSTN PPTYS LTD 3.4% DUE 06-21-2029 | 625,000 | 605 | | | BSTN PPTYS LTD 3.65% DUE 02-01-2026 | 330,000 | 330 | | | CAPITAL ONE FINANCIAL CORP 6.312% 06-08-2029 | 700,000 | 735 | | | CAPITAL ONE FINL CORP 7.624% 10-30-2031 | 300,000 | 339 | | | CCO HLDGS LLC / CCO HLDGS CAP CORP SR NT144A 4.25% 01-15-2034 | 1,025,000 | 872 | |
| | | | | | | | | | | | (a)
Party in Interest |
(b) Identity of issue, borrower, lessor, or similar party and description | (c)
Rate of interest, par value or number of shares/units |
(e) Current value (in thousands) | | CCO HLDGS LLC/CCO HLDGS CAP CORP 4.5% 05-01-2032 | 250,000 | 224 | | | CCO HOLDINGS LLC 4.5% 06-01-2033 | 825,000 | 722 | | | CHARLES SCHWAB CORP 5.853% 05-19-2034 | 75,000 | 80 | | | CHARLES SCHWAB CORP 6.196% 11-17-2029 | 525,000 | 555 | | | CHARTER 5.375% 05-01-2047 | 300,000 | 248 | | | CHARTER 6.484% DUE 10-23-2045 | 780,000 | 735 | | | CHARTER COMMUNICATIONS OPER LLC/CHARTE 4.8% DUE 03-01-2050 | 375,000 | 283 | | | CHARTER FIXED 5.75% DUE 04-01-2048 | 865,000 | 740 | | | CIGNA CORP NEW 2.4% DUE 03-15-2030 | 350,000 | 325 | | | CIGNA CORP NEW 7.87% DUE 05-15-2027 | 75,000 | 79 | | | CIGNA CORP NEW CORP 4.375% 10-15-2028 | 295,000 | 298 | | | CITIGROUP INC 4.412% 03-31-2031 | 450,000 | 450 | | | COMCAST CORP 4.95% 05-15-2032 | 275,000 | 282 | | | COX COMMUNICATIONS INC NEW 5.7% 06-15-2033 | 400,000 | 404 | | | CVS HEALTH CORP 3.75% DUE 04-01-2030 | 675,000 | 660 | | | CVS HEALTH CORP 4.125% DUE 04-01-2040 REG | 43,000 | 37 | | | CVS HEALTH CORP 4.3% DUE 03-25-2028 | 425,000 | 427 | | | CVS HEALTH CORP 5.55% 06-01-2031 | 300,000 | 314 | | | CVS HEALTH CORP 7.0% 03-10-2055 | 650,000 | 682 | | | DILLARD DEPT STORES INC 7.75 DEBDUE 05-15-2027 BEO | 35,000 | 36 | | | DILLARDS INC 7% DUE 12-01-2028 | 80,000 | 84 | | | DILLARDS INC 7.75% DUE 07-15-2026 | 60,000 | 61 | | | DOMINION ENERGY INC 5.0% 06-15-2030 | 775,000 | 797 | | | ELANCO ANIMAL HEALTH INC CORP 4.9% 08-28-2028 | 510,000 | 533 | | | ELEVANCE HEALTH INC 4.75% 02-15-2030 | 675,000 | 689 | | | FORD CR AUTO OWNER 4.66% DUE 09-15-2030 | 796,000 | 812 | | | FORD CREDIT AUTO OWNER TRUST SER 24-B CLS A3 5.1% 04-15-2029 | 637,000 | 645 | | | FORD CREDIT AUTO OWNER TRUST SR 25-A CL A4 4.66% 02-15-2031 | 1,650,000 | 1,676 | | | FORD MOTOR CREDIT CO LLC 2.7% 08-10-2026 | 625,000 | 619 | | | FORD MOTOR CREDIT CO LLC 5.8% 03-05-2027 | 500,000 | 506 | | | FORD MOTOR CREDIT CO LLC 6.8% DUE 05-12-2028 | 375,000 | 391 | | | FORD MTR CR CO LLC 4.542% DUE 08-01-2026 | 750,000 | 749 | | | FORD MTR CR CO LLC 5.918% 03-20-2028 | 675,000 | 691 | | | GE HEALTHCARE HLDG LLC GTD SR NT 5.905% 11-22-2032 | 425,000 | 458 | | | GE HEALTHCARE TECHNOLOGIES INC 4.8% 08-14-2029 | 225,000 | 230 | | | GM FINANCIAL SECURITIZED TERM SR 25-2 CL A4 4.42% 05-16-2031 | 1,233,000 | 1,249 | | | GOLDMAN SACHS 4.937% DUE 04-23-2028 | 550,000 | 556 | | | GOLDMAN SACHS GROUP INC 5.218% 04-23-2031 | 375,000 | 388 | | | GOLDMAN SACHS GROUP INC NT FXD/FLTG 3.615% 03-15-2028 | 1,175,000 | 1,169 | | | HCA INC 4.125% 06-15-2029 | 350,000 | 349 | | | HCA INC SR SECD NT 4.625% 03-15-2052 | 225,000 | 184 | | | HONDA AUTO 3.98% DUE 06-17-2030 | 3,272,000 | 3,287 | | | HONDA AUTO RECEIVABLES SR 24-4 CL A3 4.33% 05-15-2029 | 695,000 | 699 | | | HONDA AUTO RECEIVABLES SR 25-1 CL A3 4.57% 09-21-2029 | 822,000 | 831 | | | HONDA AUTO RECEIVABLES SR 25-1 CL A4 4.64% 05-21-2031 | 767,000 | 780 | | | HSBC HLDGS PLC 2.357% DUE 08-18-2031 REG | 550,000 | 501 | | | HSBC HLDGS PLC 2.848% 06-04-2031 | 245,000 | 229 | | | HSBC HLDGS PLC 5.21% DUE 08-11-2028 | 350,000 | 356 | | | HSBC HLDGS PLC 6.254% 03-09-2034 | 300,000 | 327 | | | HSBC HLDGS PLC 6.5% DUE 05-02-2036 | 630,000 | 702 | | | HSBC HLDGS PLC 6.5% DUE 09-15-2037 | 615,000 | 676 | | | HSBC HLDGS PLC 7.399% 11-13-2034 | 625,000 | 714 | |
| | | | | | | | | | | | (a)
Party in Interest |
(b) Identity of issue, borrower, lessor, or similar party and description | (c)
Rate of interest, par value or number of shares/units |
(e) Current value (in thousands) | | HSBC HLDGS PLC FLTG RT 5.24% DUE 05-13-2031 | 450,000 | 464 | | | HYUNDAI AUTO RECEIVABLES TRUST SER 24-C CL A3 4.41% 05-15-2029 | 792,000 | 798 | | | HYUNDAI AUTO RECEIVABLES TRUST SR 25-C CL A3 3.88% 04-15-2030 | 488,000 | 489 | | | I/O CMO FEDERAL HOME LN MTG CORP VAR I/O RT 06-25-2029 | 623,291 | 17 | | | JPMORGAN CHASE & CO 2.522% 04-22-2031 | 1,075,000 | 1,002 | | | JPMORGAN CHASE & CO 4.25% 10-01-2027 | 360,000 | 363 | | | JPMORGAN CHASE & CO 4.493% 03-24-2031 | 1,125,000 | 1,136 | | | JPMORGAN CHASE & CO 5.04% 01-23-2028 | 375,000 | 379 | | | JPMORGAN CHASE & CO. 2.739% 10-15-2030 | 425,000 | 403 | | | JPMORGAN CHASE & CO. 2.956% 05-13-2031 | 425,000 | 401 | | | KINDER MORGAN 6.5% DUE 02-01-2037 | 145,000 | 158 | | | KINDER MORGAN 6.5% DUE 09-01-2039 | 435,000 | 470 | | | KINDER MORGAN 6.95% DUE 01-15-2038 | 200,000 | 225 | | | LLOYDS BANKING GROUP PLC 5.721% 06-05-2030 | 800,000 | 838 | | | LLOYDS BKG GROUP 4.65% DUE 03-24-2026 | 275,000 | 275 | | | LLOYDS BKG GROUP 4.818% DUE 06-13-2029 | 250,000 | 254 | | | LLOYDS BKG GROUP FIXED 7.953% DUE 11-15-2033 | 550,000 | 641 | | | META PLATFORMS INC 4.6% 11-15-2032 | 200,000 | 202 | | | META PLATFORMS INC 4.875% 11-15-2035 | 575,000 | 575 | | | MYRIAD INTL HLDGS 4.85% DUE 07-06-2027 | 755,000 | 760 | | | NATWEST GROUP PLC 1.642% 06-14-2027 | 975,000 | 964 | | | NATWEST GROUP PLC 5.808% DUE 09-13-2029 | 1,125,000 | 1,172 | | | NATWEST GROUP PLC 6.016% DUE 03-02-2034 | 200,000 | 215 | | | NATWEST GROUP PLC 6.475% 06-01-2034 | 250,000 | 263 | | | NAVIENT STUD LN TR FLTG RT 4.92638% DUE 03-25-2066 | 378,580 | 381 | | | NAVIENT STUDENT LN TR 2021-1 4.37638% 12-26-2069 | 258,900 | 255 | | | NEXTERA ENERGY CAP 4.625% DUE 07-15-2027 | 275,000 | 278 | | | NEXTERA ENERGY CAP HLDGS INC 4.85% 02-04-2028 | 125,000 | 127 | | | NEXTERA ENERGY CAP HLDGS INC 4.9% 03-15-2029 | 800,000 | 820 | | | NEXTERA ENERGY CAP HLDGS INC 5.05% 03-15-2030 | 925,000 | 955 | | | NEXTERA ENERGY CAPITAL 4.685% 09-01-2027 | 675,000 | 683 | | | NORDSTROM INC 6.95% DUE 03-15-2028 | 60,000 | 62 | | | ORACLE CORP 4.2% 09-27-2029 | 500,000 | 490 | | | ORACLE CORP 4.8% 08-03-2028 | 225,000 | 226 | | | PHILIP MORRIS INTL FIXED 5.75% DUE 11-17-2032 | 100,000 | 107 | | | PHILIP MORRIS INTL INC 4.875% 02-13-2029 | 200,000 | 205 | | | PHILIP MORRIS INTL INC 5.125% 02-13-2031 | 100,000 | 104 | | | PHILIP MORRIS INTL INC 5.375% 02-15-2033 | 225,000 | 236 | | | PHILIP MORRIS INTL INC 5.625% DUE 11-17-2029 BEO | 85,000 | 89 | | | PROSUS N V 4.193% 01-19-2032 | 200,000 | 192 | | | PROSUS N V NT 144A 3.061% 07-13-2031 | 1,525,000 | 1,388 | | | PROVIDENT COS INC 7.25% DUE 03-15-2028 | 55,000 | 58 | | | PVPTL NAVIENT STUDENT LN TR SER 2018-1 CL A-3 FLTG RATE 03-25-2067 | 177,918 | 176 | | | PVTPL BAYER US FIN LLC 6.5% 11-21-2033 | 325,000 | 352 | | | PVTPL BAYER US FINANCE LLC 6.375% 11-21-2030 | 950,000 | 1,017 | | | PVTPL BNP PARIBAS 4.625% 03-13-2027 | 980,000 | 984 | | | PVTPL BNP PARIBAS 5.906% 11-19-2035 | 275,000 | 286 | | | PVTPL BNP PARIBAS SUB MED TERM NT PROGRAM 2.588% DUE 08-12-2035 | 900,000 | 814 | | | PVTPL BNP PARIBAS SUB NT 144A 4.375% DUE05-12-2026 BEO | 295,000 | 295 | | | PVTPL BNSF RY CO 2015-1 PASS THRU TR PASSTHRU CTF 3.442% DUE 06-16-2028 | 159,990 | 157 | | | PVTPL CEMEX S A B DE C V 5.2% DUE 09-17-2030 BEO | 1,100,000 | 1,115 | | | PVTPL CEMEX SAB DE CV 3.875% DUE 07-11-2031 BEO | 325,000 | 311 | |
| | | | | | | | | | | | (a)
Party in Interest |
(b) Identity of issue, borrower, lessor, or similar party and description | (c)
Rate of interest, par value or number of shares/units |
(e) Current value (in thousands) | | PVTPL COX COMMUNICATIONS INC NEW NT 3.5% 08-15-2027 | 540,000 | 534 | | | PVTPL COX COMMUNICATIONS INC NEW NT 144A3.35% DUE 09-15-2026/09-13-2016 BEO | 405,000 | 403 | | | PVTPL ECMC GROUP STUDENT LOAN TRUST SR 24-1A CL A FLTG RT11-27-2073 | 4,532,306 | 4,554 | | | PVTPL ENEL FIN INTL N V 5% DUE 06-15-2032 BEO | 575,000 | 586 | | | PVTPL FIBERCOP SPA 7.2% 07-18-2036 | 200,000 | 199 | | | PVTPL FIBERCOP SPA 7.721% 06-04-2038 | 323,000 | 324 | | | PVTPL IMPERIAL BRANDS FIN PLC 3.5% 07-26-2026 | 225,000 | 224 | | | PVTPL IMPERIAL BRANDS FIN PLC 5.5% 02-01-2030 | 200,000 | 207 | | | PVTPL IMPERIAL BRANDS FIN PLC GTD SR NT 3.875% 07-26-2029 | 890,000 | 873 | | | PVTPL IMPERIAL BRANDS FIN PLC GTD SR NT 144A 6.125 DUE 07-27-2027/07-27-2022 BEO | 675,000 | 695 | | | PVTPL JAPAN TOBACCO INC 5.25% 06-15-2030 | 525,000 | 545 | | | PVTPL MACYS RETAIL HLDGS LLC 6.7% DUE 07-15-2034 BEO | 225,000 | 217 | | | PVTPL MARS INC 4.45% 03-01-2027 | 125,000 | 126 | | | PVTPL MARS INC 4.6% 03-01-2028 | 200,000 | 203 | | | PVTPL MARS INC 4.8% 03-01-2030 | 675,000 | 690 | | | PVTPL NAVIENT STUDENT LN SER 17-5 CL A FLTG 07-26-2066 | 393,615 | 391 | | | PVTPL NAVIENT STUDENT LN TR 2016-1 CL A 144A FLTG RATE VAR RT DUE 02-25-2070 BEO | 242,773 | 240 | | | PVTPL NAVIENT STUDENT LN TR 2016-5 NT CLA FLTG 144A VAR RT DUE 06-25-2065 BEO | 459,055 | 467 | | | PVTPL NAVIENT STUDENT LN TR 2017-1A CL A-3 FLTG RT 07-25-2066 | 360,494 | 363 | | | PVTPL NAVIENT STUDENT LN TR 2017-4 FLTG VAR RT DUE 09-27-2066 BEO | 216,625 | 217 | | | PVTPL NAVIENT STUDENT LN TR 2018-4A LN BACKED NT CL A-2 FLTG RT 06-27-2067 | 302,637 | 299 | | | PVTPL NAVIENT STUDENT LN TR FLTG RT SER 19-2A CL A2 02-27-2068 REG | 1,884,349 | 1,889 | | | PVTPL NAVIENT STUDENT LOAN TRUST SER 16-6A CL A3 03-25-2066 | 299,035 | 304 | | | PVTPL NAVIENT STUDENT LOAN TRUST SER 17-3A CLS A3 FLT 07-26-2066 BEO | 1,812,029 | 1,821 | | | PVTPL NAVIENT STUDENT LOAN TRUST SER 18-3A CL A3 FLTG 03-25-2067 | 368,613 | 367 | | | PVTPL PROSUS N V 3.68% DUE 01-21-2030 | 1,350,000 | 1,297 | | | PVTPL RIO OIL FIN TR 8.2% DUE 04-06-2028 | 380,000 | 392 | | | PVTPL SLM STUD LN TR 2004-8 STUD LN BKD NT CL 144A A-6 VAR RT DUE 01-25-2040 BEO | 158,976 | 158 | | | PVTPL SMB PRIVATE ED LN TR 2023-B SRS 23-B CL A1A 4.99% 10-16-2056 | 463,364 | 467 | | | PVTPL SMB PRIVATE ED LN TR SER 18-B CL A2A 3.6% 01-15-2037 | 20,499 | 20 | | | PVTPL SMB PRIVATE ED LN TR SER 2018-A CL A-2A 144A 3.5% 02-15-2036 | 14,527 | 14 | | | PVTPL SMB PRIVATE EDUCATION LOAN TRUST SR 24-A CL A1A 03-15-2056 | 912,697 | 929 | | | PVTPL UBS GROUP AG 4.194% 04-01-2031 | 275,000 | 273 | | | PVTPL UBS GROUP AG 5.959% 01-12-2034 | 1,000,000 | 1,067 | | | PVTPL UBS GROUP AG 6.301% 09-22-2034 | 200,000 | 219 | | | PVTPL UBS GROUP AG 6.537% 08-12-2033 | — | — | | | PVTPL UBS GROUP AG VAR RT 05-14-2032 | 775,000 | 720 | | | PVTPL UNICREDIT SPA 5.459% DUE 06-30-2035/06-30-2030 BEO | 750,000 | 765 | | | RIO OIL FIN TR 9.75% 01-06-2027 | 141,833 | 146 | | | RTX CORP 6.0% 03-15-2031 | 150,000 | 162 | | | RTX CORPORATION 6.1% 03-15-2034 | 150,000 | 164 | | | SCHWAB CHARLES CORP NEW 5.643% 05-19-2029 | 500,000 | 519 | | | SCHWAB CHARLES CORP NEW 6.136% 08-24-2034 | 125,000 | 137 | | | SLM STUDENT LN TR 2005-9 STUDENT LN-BKD NT CL A-7A 01-25-2041 REG | 136,507 | 135 | | | SMB PRIVATE ED LN TR 2021-A PVT ED LN BKD NT 144A CL 1.07% 01-15-2053 | 287,216 | 263 | | | SMB PVT ED LN TR 5.13% DUE 04-15-2054 | 918,003 | 932 | | | SOUTHERN CO 2.7% 08-01-2027 | 500,000 | 508 | | | SOUTHERN CO 4.0% DUE 01-15-2051 | 1,225,000 | 1,224 | |
| | | | | | | | | | | | (a)
Party in Interest |
(b) Identity of issue, borrower, lessor, or similar party and description | (c)
Rate of interest, par value or number of shares/units |
(e) Current value (in thousands) | | SOUTHERN CO 4.85% 06-15-2028 | 425,000 | 433 | | | SOUTHERN CO SER 2021A JR SUB NT FXD FXD 3.75% 09-15-2051 | 375,000 | 370 | | | SYNOPSYS INC 4.65% 04-01-2028 | 100,000 | 101 | | | SYNOPSYS INC 4.85% 04-01-2030 | 500,000 | 511 | | | SYNOPSYS INC 5.0% 04-01-2032 | 400,000 | 409 | | | TIME WARNER CABLE 6.75% DUE 06-15-2039 | 325,000 | 329 | | | T-MOBILE USA INC 2.25% DUE 02-15-2026 | 200,000 | 200 | | | T-MOBILE USA INC 3.375% 04-15-2029 | 350,000 | 341 | | | T-MOBILE USA INC 3.5% DUE 04-15-2031 REG | 650,000 | 622 | | | T-MOBILE USA INC 3.875% 04-15-2030 | 800,000 | 788 | | | T-MOBILE USA INC FIXED 4.375% DUE 04-15-2040 | 175,000 | 157 | | | TOYOTA AUTO RECEIVABLES OWNER TR SER 24-C CLS A3 5.45% 05-15-2029 | 635,000 | 642 | | | TOYOTA AUTO RECEIVABLES OWNER TR SER 25-A CL A3 4.64% 08-15-2029 | 375,000 | 379 | | | TRANSCANADA TR FLTG RT 5.3% DUE 03-15-2077 | 815,000 | 815 | | | TRANSCANADA TR FLTG RT 5.5% DUE 09-15-2079 | 1,175,000 | 1,166 | | | TRANSCANADA TR FLTG RT 5.875% DUE 08-15-2076 | 470,000 | 471 | | | ULTRAPAR INTL S A 5.25% DUE 10-06-2026 | 665,000 | 664 | | | UNICREDIT SPA 7.296% DUE 04-02-2034 | 1,395,000 | 1,497 | | | VERIZON 1.75% DUE 01-20-2031 | 350,000 | 308 | | | VERIZON COMMUNICATIONS INC 4.75% 01-15-2033 | 200,000 | 200 | | | VODAFONE GROUP PLC 7% DUE 04-04-2079 | 780,000 | 826 | | | WELLS FARGO & CO 2.393% 06-02-2028 | 375,000 | 366 | | | WELLS FARGO & CO 2.572% 02-11-2031 | 475,000 | 444 | | | WELLS FARGO & CO 2.879% 10-30-2030 | 250,000 | 238 | | | WELLS FARGO & CO 4.1% DUE 06-03-2026 | 300,000 | 300 | | | WELLS FARGO & CO 4.9% 01-24-2028 | 325,000 | 328 | | | WELLS FARGO & CO MEDIUM TERM SR NTS BOOKENTRY 3.35% 03-02-2033 | 225,000 | 210 | | | WELLS FARGO & CO NEW MEDIUM TERM SR NTS TRANCHE # TR 00155 4.3% DUE 07-22-2027 | 460,000 | 462 | | | WELLS FARGO & COMPANY 5.198% 01-23-2030 | 375,000 | 386 | | | WELLS FARGO & COMPANY 5.389% 04-24-2034 | 200,000 | 208 | | | Corporate Stock - Preferred: | | | | BOEING CO | 33,159 | 2,290 | | | CITIGROUP CAP XIII 7.875% TR PFD SECS FIXED/FLTG | 57,200 | 1,727 | | | HENKEL AG & CO KGAA NON-VTG PRF NPV | 11,700 | 956 | | | SOUTHERN CO CORP UNIT 12-15-2028 | 23,207 | 1,169 | | | VOLKSWAGEN AG NON VTG PRF NPV | 5,950 | 724 | | | Corporate Stock - Common: | | | | PIPER SANDLER EXCHANGE PIPER SANDLER 2J1ZAK5 03-24-2026 | 5,505 | 1,870 | | | ASTRAZENECA EXCHANGE ASTRAZENECA 2950471 02-02-2026 | 38,653 | 3,553 | | | PINNACLE MERGER PINNACLE 2G16AX5 02 JAN 2026 | 6,615 | 631 | | | MAGIC LEAP INC CLASS A COM STK TROWE PRICE ONLY | 756 | — | | | 1ST SOURCE CORP COM | 19,157 | 1,197 | | | 3M CO COM | 6,418 | 1,028 | | | 5TH 3RD BANCORP COM | 112,248 | 5,254 | | | AAON INC COM PAR $0.004 COM PAR $0.004 | 15,287 | 1,166 | | | ACCELERANT HOLDINGS COM USD0.000001195 CL A | 30,044 | 491 | | | ACCENTURE PLC CLS A | 11,849 | 3,179 | | | ACCOR SA EUR3 | 31,700 | 1,795 | | | ACI WORLDWIDE INC COM STK | 62,733 | 2,999 | | | ADOBE INC COM | 6,700 | 2,345 | | | ADR ADYEN N V ADR | 368,401 | 5,883 | | | ADR ANHEUSER BUSCH INBEV SA/NV SPONSOREDADR | 106,000 | 6,788 | |
| | | | | | | | | | | | (a)
Party in Interest |
(b) Identity of issue, borrower, lessor, or similar party and description | (c)
Rate of interest, par value or number of shares/units |
(e) Current value (in thousands) | | ADR ARGENX SE SPONSORED ADS | 8,801 | 7,401 | | | ADR ASCENDIS PHARMA A/S SPONSORED ADR | 2,914 | 621 | | | ADR CRITEO S A SPONSORED ADS | 18,839 | 388 | | | ADR GSK PLC | 214,140 | 10,501 | | | ADR LEGEND BIOTECH CORP SPON ADS EACH REP 2 ORD SHS | 15,688 | 341 | | | ADR NOVARTIS AG | 29,400 | 4,053 | | | ADR NOVO-NORDISK A S ADR | 3,800 | 193 | | | ADR ROCHE HLDG LTD SPONSORED ADR ISIN #US771195104 | 76,200 | 3,930 | | | ADR STRUCTURE THERAPEUTICS INC SPONSOREDADR | 9,263 | 644 | | | ADT INC DEL COM | 155,241 | 1,253 | | | ADVANCED ENERGY INDS INC COM | 9,080 | 1,901 | | | ADVANCED MICRO DEVICES INC COM | 20,020 | 4,287 | | | ADVANSIX INC COM | 39,106 | 677 | | | AEGON LTD AMER REGD CERT | 261,700 | 2,018 | | | AERCAP HOLDINGS N.V. EUR0.01 | 16,100 | 2,315 | | | AEROVIRONMENT INC COM | 5,427 | 1,313 | | | AFFILIATED MANAGERS GROUP INC COM STK | 6,426 | 1,852 | | | AGCO CORP COM | 19,018 | 1,984 | | | AIA GROUP LTD NPV | 174,000 | 1,786 | | | AIB GROUP PLC ORD EUR0.625 | 225,500 | 2,437 | | | AIR PROD & CHEM INC COM | 25,500 | 6,299 | | | AKER BP ASA NOK1 | 35,583 | 906 | | | ALAMO GROUP INC COM | 6,588 | 1,106 | | | ALARM COM HLDGS INC COM | 38,830 | 1,981 | | | ALKAMI TECHNOLOGY INC COM | 43,460 | 1,003 | | | ALLEGRO MICROSYSTEMS INC DEL COM | 18,234 | 481 | | | ALLIANCE LAUNDRY HLDGS INC COM | 29,901 | 608 | | | ALLIANT ENERGY CORP COM | 49,402 | 3,212 | | | ALLIANZ SE NPV(REGD)(VINKULIERT) | 3,200 | 1,468 | | | ALLSTATE CORP COM | 17,053 | 3,550 | | | ALNYLAM PHARMACEUTICALS INC COM | 4,700 | 1,869 | | | ALPHABET INC CAP STK USD0.001 CL C | 48,025 | 15,070 | | | ALPHABET INC CAPITAL STOCK USD0.001 CL A | 294,679 | 92,235 | | | AMALGAMATED FINL CORP COM | 29,967 | 960 | | | AMAZON COM INC COM | 292,434 | 67,500 | | | AMBIQ MICRO INC COM | 7,677 | 219 | | | AMER ELEC PWR CO INC COM | 21,700 | 2,502 | | | AMEREN CORP COM | 45,256 | 4,519 | | | AMERICAN INTERNATIONAL GROUP INC COM | 71,874 | 6,149 | | | AMPHENOL CORP NEW CL A | 172,246 | 23,277 | | | AMPLITUDE INC COM CL A | 115,095 | 1,333 | | | AMUNDI EUR2.5 | 13,700 | 1,136 | | | ANHEUSER-BUSCH INB NPV | 21,900 | 1,412 | | | AON PLC | 15,200 | 5,364 | | | APOGEE THERAPEUTICS INC COM | 11,387 | 859 | | | APOLLO GLOBAL MANAGEMENT INC COM USD0.00001 | 8,377 | 1,213 | | | APPLE INC COM STK | 315,508 | 85,774 | | | APPLIED MATERIALS INC COM | 17,533 | 4,506 | | | APPLOVIN CORP COM CL A COM CL A | 13,705 | 9,235 | | | ARCBEST CORP COM USD0.01 | 15,988 | 1,186 | | | ARCELORMITTAL NPV | 12,600 | 578 | | | ARCHER-DANIELS-MIDLAND CO COM | 44,300 | 2,547 | |
| | | | | | | | | | | | (a)
Party in Interest |
(b) Identity of issue, borrower, lessor, or similar party and description | (c)
Rate of interest, par value or number of shares/units |
(e) Current value (in thousands) | | ARES MANAGEMENT LP COM SHS REPSTG LTD PARTNER | 12,695 | 2,052 | | | ARISTA NETWORKS INC COM NEW | 111,000 | 14,544 | | | ARMSTRONG WORLD INDS INC NEW COM STK | 5,442 | 1,040 | | | ARTISAN PARTNERS ASSET MGMT INC CL A CL A | 29,989 | 1,222 | | | ASHTEAD GROUP ORD GBP0.10 | 14,700 | 1,006 | | | ASML HOLDING NV EUR0.09 | 3,200 | 3,463 | | | ATRICURE INC COM STK | 36,661 | 1,450 | | | AUTONATION INC COM | 3,661 | 756 | | | AVANTOR INC COM | 315,000 | 3,610 | | | AVERY DENNISON CORP COM | 5,882 | 1,070 | | | AVIENT CORPORATION | 22,945 | 717 | | | AVIVA ORD GBP0.328947368 | 125,300 | 1,153 | | | AVNET INC COM | 17,782 | 855 | | | AXALTA COATING SYSTEMS LTD COM USD1.00 | 31,376 | 1,014 | | | BAKER HUGHES CO | 134,500 | 6,125 | | | BALCHEM CORP COM | 6,771 | 1,038 | | | BANK MARIN BANCORP COM STK | 28,105 | 731 | | | BANK NEW YORK MELLON CORP COM STK | 81,200 | 9,427 | | | BANK OF AMERICA CORP | 143,257 | 7,879 | | | BARRATT REDROW PLC | 117,700 | 603 | | | BASF - ORD SHS COMSTK | 15,000 | 783 | | | BAXTER INTL INC COM | 156,300 | 2,987 | | | BEAZLEY PLC (UK) ORD GBP0.05 | 26,600 | 298 | | | BECTON DICKINSON & CO COM | 35,608 | 6,910 | | | BETA TECHNOLOGIES INC CL A COM CL A COM | 21,939 | 619 | | | BHP GROUP LIMITED | 7,500 | 228 | | | BILLIONTOONE INC CL A CL A | 4,038 | 330 | | | BIOGEN INC COMMON STOCK | 7,842 | 1,380 | | | BIOMARIN PHARMACEUTICAL INC COM ISIN CH0008107010 | 42,300 | 2,514 | | | BIO-TECHNE CORP COM | 21,408 | 1,259 | | | BLACKBAUD INC COM | 40,019 | 2,534 | | | BLACKLINE INC COM | 27,343 | 1,512 | | | BLOCK INC | 347,444 | 22,615 | | | BLOOM ENERGY CORP CL A CL A | 20,701 | 1,799 | | | BLUE BIRD CORP COM | 20,282 | 953 | | | BOEING CO COM USD5.00 | 64,765 | 14,062 | | | BOISE CASCADE CO COM | 14,409 | 1,061 | | | BOLIDEN AB NPV | 18,100 | 1,012 | | | BOOKING HLDGS INC COM | 3,506 | 18,776 | | | BOOT BARN HLDGS INC COM | 9,441 | 1,666 | | | BORG WARNER INC COM | 20,440 | 921 | | | BOWMAN CONSULTING GROUP LTD COM | 8,998 | 297 | | | BP ORD USD0.25 | 238,000 | 1,385 | | | BRAZE INC CL A CL A | 46,160 | 1,583 | | | BRIDGEBIO PHARMA INC COM | 21,118 | 1,615 | | | BRIDGEWATER BANCSHARES INC COM | 38,369 | 673 | | | BRIGHTSPRING HEALTH SVCS INC COM | 46,758 | 1,751 | | | BRIGHTVIEW HLDGS INC COM | 85,665 | 1,085 | | | BRISTOL MYERS SQUIBB CO COM | 60,981 | 3,289 | | | BROADCOM INC COM | 137,569 | 47,613 | | | BROOKFIELD CORP VTG SHS CL A | 83,800 | 3,846 | | | BRUKER CORP | 18,335 | 864 | |
| | | | | | | | | | | | (a)
Party in Interest |
(b) Identity of issue, borrower, lessor, or similar party and description | (c)
Rate of interest, par value or number of shares/units |
(e) Current value (in thousands) | | BULLISH ORD SHS USD0.002 | 14,838 | 562 | | | BUNZL PLC ORD GBP0.32142857 | 16,700 | 466 | | | CALIX NETWORKS INC COMMON STOCK | 11,570 | 612 | | | CALLAWAY GOLF COMPANY | 120,818 | 1,410 | | | CANON INC NPV | 24,600 | 727 | | | CAPGEMINI EUR8 | 9,700 | 1,621 | | | CAPITAL ONE FINL CORP COM | 32,397 | 7,852 | | | CARDINAL HLTH INC | 2,083 | 428 | | | CARDINAL INFRASTRUCTURE GROUP INC COM USD0.0001 CL A | 46,793 | 1,131 | | | CARRIER GLOBAL CORPORATION COM USD0.01 WI | 44,700 | 2,362 | | | CBIZ INC COM | 68,498 | 3,456 | | | CCL INDUSTRIES INC CLASS'B'NON VTG COM NPV | 18,600 | 1,176 | | | CDN NATL RAILWAYS COM NPV | 13,400 | 1,327 | | | CELANESE CORP DEL COM STK | 44,400 | 1,877 | | | CELCUITY INC COM | 7,778 | 776 | | | CELSIUS HLDGS INC COM NEW COM NEW | 24,214 | 1,108 | | | CENTRAL GARDEN & PET CO COM | 12,473 | 401 | | | CF INDS HLDGS INC COM | 60,175 | 4,654 | | | CG ONCOLOGY INC COM | 16,155 | 671 | | | CHARTER COMMUNICATIONS INC NEW CL A CL A | 39,600 | 8,267 | | | CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01 | 6,000 | 1,113 | | | CHEFS' WAREHOUSE HOLDINGS IN | 24,039 | 1,498 | | | CHESAPEAKE UTILS CORP COM | 8,326 | 1,039 | | | CHEVRON CORP COM | 24,129 | 3,678 | | | CHIPOTLE MEXICAN GRILL INC COM STK | 158,382 | 5,860 | | | CHOICE HOTELS INTL INC COM | 13,516 | 1,288 | | | CHUBB LTD ORD CHF24.15 | 21,325 | 6,656 | | | CIE DE ST-GOBAIN EUR4 | 11,400 | 1,164 | | | CIENA CORP COM NEW | 21,500 | 5,028 | | | CITIGROUP INC COM NEW COM NEW | 82,654 | 9,645 | | | CIVISTA BANCSHARES INC COM NO PAR COM NOPAR | 30,370 | 675 | | | CK ASSET HOLDINGS LTD | 145,300 | 734 | | | CK HUTCHISON HLDGS HKD1 | 223,000 | 1,517 | | | COGNIZANT TECH SOLUTIONS CORP CL A | 49,300 | 4,092 | | | COLGATE-PALMOLIVE CO COM | 78,193 | 6,179 | | | COLUMBIA SPORTSWEAR CO COM | 13,536 | 746 | | | COMCAST CORP NEW-CL A | 389,320 | 11,637 | | | COMMVAULT SYS INC COM STK | 13,679 | 1,715 | | | COMP.FIN.RICHEMONT CHF1 (REGD) | 7,100 | 1,542 | | | CONAGRA BRANDS INC COM USD5 | 53,194 | 921 | | | CONOCOPHILLIPS COM | 96,897 | 9,071 | | | CONSTRUCTION PARTNERS INC CL A CL A | 12,531 | 1,360 | | | COREBRIDGE FINL INC COM | 45,648 | 1,377 | | | COUPANG INC | 232,363 | 5,481 | | | CRANE NXT CO COM USD1.00 | 20,285 | 955 | | | CREDO TECHNOLOGY GROUP HOLDING LTD | 20,251 | 2,914 | | | CSW INDUSTRIALS INC COM | 6,039 | 1,773 | | | CSX CORP COM STK | 132,935 | 4,819 | | | CTS EVENTIM AG & C NPV | 7,100 | 655 | | | CUMMINS INC | 2,465 | 1,258 | | | CVS HEALTH CORP COM | 255,081 | 20,243 | | | CYTOKINETICS INC COMMON STOCK | 8,950 | 569 | |
| | | | | | | | | | | | (a)
Party in Interest |
(b) Identity of issue, borrower, lessor, or similar party and description | (c)
Rate of interest, par value or number of shares/units |
(e) Current value (in thousands) | | DAI NIPPON PRINTNG NPV | 26,300 | 452 | | | DAIKIN INDUSTRIES NPV | 6,000 | 769 | | | DANAHER CORP COM | 23,479 | 5,375 | | | DATADOG INC COM USD0.00001 CL A | 51,268 | 6,972 | | | DBS GROUP HLDGS NPV | 50,100 | 2,196 | | | DCC ORD EUR0.25 (CDI) | 21,190 | 1,320 | | | DENALI THERAPEUTICS INC COM | 34,108 | 563 | | | DEUTSCHE BOERSE AG NPV(REGD) | 5,800 | 1,524 | | | DEUTSCHE POST AG NPV(REGD) | 23,300 | 1,279 | | | DIANTHUS THERAPEUTICS INC COM | 14,283 | 589 | | | DNB ASA NOK | 74,400 | 2,076 | | | DOMINION ENERGY INC COM STK NPV | 75,335 | 4,414 | | | DONNELLEY FINL SOLUTIONS INC COM | 56,529 | 2,639 | | | DOORDASH INC CL A COM USD0.00001 CLASS A | 30,500 | 6,908 | | | DORMAN PRODS INC COM | 20,803 | 2,563 | | | DOVER CORP COM USD1.00 | 7,373 | 1,440 | | | DUCOMMUN INC DEL COM | 12,665 | 1,205 | | | DUTCH BROS INC CL A CL A | 26,511 | 1,623 | | | D-WAVE QUANTUM INC COM | 21,457 | 561 | | | EAGLE BANCORP INC MD COM | 32,359 | 693 | | | EDENRED EUR2 | 42,009 | 933 | | | EDGEWISE THERAPEUTICS INC COM USD0.0001 | 11,253 | 279 | | | ELANCO ANIMAL HEALTH INC COM | 243,500 | 5,510 | | | ELEMENT SOLUTION INC COM | 87,345 | 2,183 | | | ELEVANCE HEALTH INC | 20,972 | 7,352 | | | ELI LILLY & CO COM NPV | 19,218 | 20,653 | | | ENOVIS CORPORATION COM USD0.001 | 22,373 | 596 | | | ENPRO INC | 6,091 | 1,304 | | | ENTEGRIS INC COM | 102,775 | 8,659 | | | ENVISTA HLDGS CORP COM | 84,214 | 1,828 | | | EOG RESOURCES INC COM | 21,755 | 2,284 | | | EPLUS INC COM | 25,202 | 2,210 | | | EQT CORP COM | 25,410 | 1,362 | | | EQUIFAX INC COM | 12,332 | 2,676 | | | EQUITABLE HLDGS INC COM | 123,471 | 5,883 | | | ESAB CORPORATION COM USD0.001 WI | 7,536 | 842 | | | ESCO TECHNOLOGIES INC | 6,519 | 1,274 | | | ESSITY AB SER'B'NPV | 44,000 | 1,266 | | | EUROFINS SCIENTIFI EUR0.01 | 18,100 | 1,326 | | | EVERUS CONSTR GROUP INC COM | 14,396 | 1,232 | | | EXOR NV EUR0.01 | 4,100 | 349 | | | EXPAND ENERGY CORP | 30,371 | 3,352 | | | EXPONENT INC COM STK | 9,980 | 693 | | | EXTREME NETWORKS INC COM | 55,930 | 931 | | | EXXON MOBIL CORP COM | 45,541 | 5,480 | | | FABRINET COM USD0.01 | 27,026 | 12,304 | | | FAIRFAX FINL HLDGS SUB-VTG COM NPV | 800 | 1,527 | | | FANUC CORP NPV | 29,900 | 1,161 | | | FDJ UNITED EUR0.40 144A | 8,400 | 233 | | | FEDERATED HERMES INC COM NPV CLASS B | 18,989 | 989 | | | FEDEX CORP COM | 46,900 | 13,548 | | | * | FIDELITY NATL INFORMATION SVCS INC COM STK | 133,600 | 8,879 | |
| | | | | | | | | | | | (a)
Party in Interest |
(b) Identity of issue, borrower, lessor, or similar party and description | (c)
Rate of interest, par value or number of shares/units |
(e) Current value (in thousands) | | FIGURE TECHNOLOGY SOLUTIONS INC CL A CL A | 10,468 | 428 | | | FINNING INTL INC COM NPV | 18,200 | 987 | | | FIRST ADVANTAGE CORP NEW COM | 66,352 | 964 | | | FIRST BANCORP N C COM | 26,157 | 1,329 | | | FIRST BANCORP P R COM NEW COM NEW | 50,601 | 1,049 | | | FIRST CTZNS BANCSHARES INC CL A CL A | 300 | 644 | | | FISERV INC COM | 154,125 | 10,353 | | | FLAGSTAR BANK NA | 78,934 | 994 | | | FORMFACTOR INC COM STK | 15,307 | 854 | | | FORTIVE CORP COM MON STOCK | 203,560 | 11,239 | | | FOX CORP CL A CL A | 18,778 | 1,372 | | | FOX CORP CL B CL B | 42,500 | 2,760 | | | FRANKLIN COVEY CO COM | 56,708 | 952 | | | FRONTDOOR INC COM | 43,103 | 2,487 | | | FTAI INFRASTRUCTURE INC COM | 248,715 | 1,147 | | | FTI CONSULTING INC COM | 10,301 | 1,760 | | | FUJITSU NPV | 78,100 | 2,157 | | | FULLER H B CO COM | 14,857 | 883 | | | GALLAGHER ARTHUR J & CO COM | 1,900 | 492 | | | GE AEROSPACE | 33,284 | 10,252 | | | GE HEALTHCARE TECHNOLOGIES INC COM | 85,600 | 7,021 | | | GENEDX HOLDINGS CORP CL A NEW | 4,286 | 557 | | | GENIUS SPORTS LTD COM NPV | 101,363 | 1,117 | | | GIBRALTAR INDS INC COM | 18,098 | 895 | | | GILEAD SCIENCES INC | 82,200 | 10,089 | | | GLAUKOS CORP COM | 16,892 | 1,907 | | | GLENCORE PLC ORD USD0.01 | 212,500 | 1,162 | | | GLOBAL PMTS INC COM | 6,533 | 506 | | | GLOBUS MED INC CL A NEW COM STK | 15,631 | 1,365 | | | GOLDMAN SACHS GROUP INC COM | 5,100 | 4,483 | | | GRID DYNAMICS HOLDINGS INC COM USD0.0001CL A | 101,223 | 914 | | | GSK PLC ORD GBP0.3125 | 53,000 | 1,301 | | | GUARDANT HEALTH INC COM | 20,694 | 2,114 | | | GULFPORT ENERGY CORP COM USD0.01 | 3,714 | 772 | | | GXO LOGISTICS INC COM | 22,637 | 1,192 | | | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC | 45,248 | 1,422 | | | HALEON PLC ADR | 435,176 | 4,400 | | | HALOZYME THERAPEUTICS INC COM | 7,905 | 532 | | | HAMILTON LANE INC CL A CL A | 13,035 | 1,751 | | | HARMONIC INC COM | 105,534 | 1,044 | | | HEARTFLOW INC COM | 20,831 | 607 | | | HEIDELBERG MATERIALS AG | 7,700 | 2,017 | | | HERITAGE FINL CORP WASH COM | 55,885 | 1,322 | | | HITACHI NPV | 89,500 | 2,799 | | | HOME DEPOT INC COM | 12,094 | 4,162 | | | HOMETRUST BANCSHARES INC COM | 15,353 | 659 | | | HORACE MANN EDUCATORS CORP COM | 26,188 | 1,209 | | | HOULIHAN LOKEY INC CL A CL A | 5,295 | 922 | | | HOWMET AEROSPACE INC COM USD1.00 WI | 65,541 | 13,437 | | | HP INC COM | 110,100 | 2,453 | | | HUBSPOT INC COM | 32,045 | 12,860 | | | HUMANA INC COM | 33,682 | 8,627 | |
| | | | | | | | | | | | (a)
Party in Interest |
(b) Identity of issue, borrower, lessor, or similar party and description | (c)
Rate of interest, par value or number of shares/units |
(e) Current value (in thousands) | | HUNTINGTON BANCSHARES INC COM | 276,754 | 4,802 | | | HURON CONSULTING GROUP INC COM STK | 14,221 | 2,459 | | | ICU MED INC COM | 4,899 | 699 | | | IDACORP INC COM | 10,230 | 1,295 | | | IDEX CORP COM | 3,300 | 587 | | | INCHCAPE ORD GBP0.10 | 75,700 | 783 | | | INCYTE CORP COM | 37,000 | 3,654 | | | INDEPENDENT BK CORP MASS COM COM STK USD0.01 | 17,383 | 1,270 | | | INFINEON TECHNOLOG ORD NPV (REGD) | 35,500 | 1,573 | | | INFORMA PLC (GB) ORD GBP0.001 | 46,900 | 558 | | | ING GROEP N.V. EUR0.01 | 58,800 | 1,658 | | | INGERSOLL RAND INC COM | 57,106 | 4,524 | | | INSIGHT ENTERPRISES INC COM | 22,250 | 1,813 | | | INTEGER HLDGS CORP COM | 20,857 | 1,636 | | | INTEL CORP COM | 70,859 | 2,615 | | | INTERPARFUMS INC | 37,783 | 3,205 | | | INTL FLAVORS & FRAGRANCES INC COM | 74,300 | 5,007 | | | INTL PAPER CO COM | 146,302 | 5,763 | | | INTUIT COM | 34,894 | 23,114 | | | INTUITIVE SURGICAL INC COM NEW STK | 35,303 | 19,994 | | | IONQ INC COM | 14,399 | 646 | | | IPG PHOTONICS CORP COM | 14,657 | 1,049 | | | ITT INC COM | 7,585 | 1,316 | | | J & J SNACK FOODS CORP COM STK NPV | 4,662 | 421 | | | JBT MAREL CORPORATION | 9,238 | 1,392 | | | JFROG LTD COM | 21,902 | 1,368 | | | JOHNSON & JOHNSON COM USD1 | 10,895 | 2,255 | | | JOHNSON CTLS INTL PLC COM USD0.01 | 144,100 | 17,256 | | | JPMORGAN CHASE & CO COM | 28,213 | 9,091 | | | JULIUS BAER GRUPPE CHF0.02 (REGD) | 13,500 | 1,063 | | | KADANT INC COM | 3,287 | 937 | | | KARMAN HLDGS INC COM | 13,535 | 990 | | | KBC GROEP NV NPV | 11,600 | 1,516 | | | KENVUE INC COM | 200,202 | 3,453 | | | KESTRA MEDICAL TECHNOLOGIES LTD COM USD1 | 25,491 | 676 | | | KEURIG DR PEPPER INC COM | 10,747 | 301 | | | KIMBERLY-CLARK CORP COM | 37,066 | 3,740 | | | KINDER MORGAN INC DEL COM | 11,900 | 327 | | | KINGFISHER ORD GBP0.157142857 | 148,300 | 624 | | | KIRBY CORP COM | 24,947 | 2,749 | | | KLAVIYO INC COM SER A COM SER A | 43,910 | 1,426 | | | KNIGHT-SWIFT TRANSN HLDGS INC CL A CLASSA COMMON STOCK USD0.01 | 23,413 | 1,224 | | | KOMATSU NPV | 24,800 | 791 | | | KONINKLIJKE PHILIP EUR0.20 | 22,458 | 613 | | | KRATOS DEFENSE & SECURITY SOLUTIONS INC | 23,794 | 1,806 | | | KYMERA THERAPEUTICS INC COM | 9,757 | 759 | | | KYOCERA CORP NPV | 71,900 | 1,008 | | | * | L3HARRIS TECHNOLOGIES INC COM | 5,803,432 | 1,703,714 | | | LANDSTAR SYS INC COM | 11,759 | 1,690 | | | LAS VEGAS SANDS CORP COM STK | 92,384 | 6,013 | | | LATTICE SEMICONDUCTOR CORP COM | 96,745 | 7,118 | | | LAUREATE ED INC COM CL A | 44,269 | 1,491 | |
| | | | | | | | | | | | (a)
Party in Interest |
(b) Identity of issue, borrower, lessor, or similar party and description | (c)
Rate of interest, par value or number of shares/units |
(e) Current value (in thousands) | | LEGAL & GENERAL GP ORD GBP0.025 | 321,000 | 1,131 | | | LEGENCE CORP CL A CL A | 16,321 | 702 | | | LEMAITRE VASCULAR INC COM STK | 4,761 | 386 | | | LINDE PLC | 2,100 | 895 | | | LLOYDS BANKING GP ORD GBP0.1 | 1,870,300 | 2,471 | | | LOAR HOLDINGS INC COM | 14,041 | 955 | | | LOEWS CORP COM | 55,228 | 5,816 | | | LPL FINL HLDGS INC COM | 10,900 | 3,893 | | | LUMENTUM HLDGS INC COM | 2,887 | 1,064 | | | LUMEXA IMAGING HLDGS INC COM | 36,110 | 668 | | | LYONDELLBASELL IND N V COM USD0.01 CL 'A' | 44,400 | 1,923 | | | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC COM STK | 8,477 | 1,452 | | | MACQUARIE GP LTD NPV | 7,700 | 1,043 | | | MAGNOLIA OIL & GAS CORP CL A CL A | 56,998 | 1,248 | | | MAGNUM ICE CREAM C ORD EUR3.50 (DI) | 3,025 | 48 | | | MAREX GROUP PLC COM USD0.001241 | 32,794 | 1,258 | | | MASTERCARD INCORPORATED COM USD0.0001 CLASS A | 49,950 | 28,515 | | | MATADOR RES CO COM | 31,681 | 1,345 | | | MATTEL INC COM STOCK 1.00 PAR | 93,293 | 1,851 | | | MCGRATH RENTCORP COM | 19,276 | 2,023 | | | MEDTRONIC PLC COMMON STOCK STOCK | 64,857 | 6,230 | | | MERCK & CO INC NEW COM | 41,173 | 4,334 | | | MERCK KGAA NPV | 10,300 | 1,483 | | | MERIT MED SYS INC COM | 19,831 | 1,748 | | | MESA LABS INC COM | 5,703 | 448 | | | META PLATFORMS INC COM USD0.000006 CL 'A' | 71,029 | 46,886 | | | METHANEX CORP COM STK | 27,550 | 1,094 | | | METLIFE INC COM STK USD0.01 | 288,884 | 22,805 | | | MICROCHIP TECHNOLOGY INC COM | 17,300 | 1,102 | | | MICROSOFT CORP COM | 256,235 | 123,920 | | | MID PENN BANCORP INC COM | 25,014 | 776 | | | MIDDLEBY CORP COM | 8,941 | 1,329 | | | MINERALYS THERAPEUTICS INC COM | 15,562 | 565 | | | MODINE MFG CO COM STK | 12,861 | 1,717 | | | MOLSON COORS BEVERAGE COMPANY COM USD0.01 CLASS B | 59,000 | 2,754 | | | MONGODB INC CL A CL A | 17,325 | 7,271 | | | MONTROSE ENVIRONMENTAL GROUP INC COM | 40,572 | 1,007 | | | MOOG INC CL A | 10,683 | 2,602 | | | MORGAN STANLEY COM STK USD0.01 | 5,231 | 929 | | | NATERA INC COM | 39,971 | 9,157 | | | NATIONAL RESH CORP COM NEW CL A | 44,317 | 832 | | | NATIONAL VISION HLDGS INC COM | 51,385 | 1,327 | | | NCR ATLEOS CORPORATION COM USD0.01 WI | 30,046 | 1,145 | | | NEPTUNE INS HLDGS INC CL A CL A | 24,774 | 722 | | | NESTLE SA | 21,300 | 2,117 | | | NETFLIX INC COM STK | 112,149 | 10,515 | | | NETSKOPE INC CL A CL A | 17,785 | 312 | | | NEUROCRINE BIOSCIENCES INC COM | 17,551 | 2,489 | | | NEWAMSTERDAM PHARMA CO NV ORD | 13,151 | 461 | | | NEWS CORP COM CL A | 189,539 | 4,951 | | | NEXGEN ENERGY LTD COMSTK | 86,020 | 791 | | | NEXTERA ENERGY INC COM | 48,587 | 3,901 | |
| | | | | | | | | | | | (a)
Party in Interest |
(b) Identity of issue, borrower, lessor, or similar party and description | (c)
Rate of interest, par value or number of shares/units |
(e) Current value (in thousands) | | NEXTPOWER INC | 16,393 | 1,428 | | | NICOLET BANKSHARES INC COM | 9,347 | 1,134 | | | NINTENDO CO LTD NPV | 9,500 | 642 | | | NIQ GLOBAL INTELLIGENCE PLC ORD USD 0.00001 | 65,175 | 1,075 | | | NOMAD FOODS LIMITED COMMON STOCK | 40,099 | 502 | | | NOMURA HOLDINGS NPV | 78,100 | 648 | | | NORFOLK SOUTHN CORP COM | 37,555 | 10,843 | | | NORTHERN OIL & GAS INC COM NEW | 40,063 | 860 | | | NORTHROP GRUMMAN CORP COM | 12,643 | 7,209 | | | NOVANTA INC NOVANTA INC | 8,562 | 1,019 | | | NOVARTIS AG CHF0.49 (REGD) | 11,300 | 1,563 | | | NOVO NORDISK A/S SER'B'DKK0.1 | 12,500 | 639 | | | NUVALENT INC CL A CL A | 8,136 | 818 | | | NVIDIA CORP COM | 565,592 | 105,483 | | | NXP SEMICONDUCTORS N V COM STK | 31,819 | 6,907 | | | OCCIDENTAL PETROLEUM CORP | 226,912 | 9,331 | | | OCULAR THERAPEUTIX INC COM | 47,398 | 575 | | | O-I GLASS INC COM | 96,322 | 1,422 | | | OLYMPUS CORP NPV | 75,600 | 957 | | | ONE GAS INC COM | 20,853 | 1,611 | | | OPENLANE INC | 41,263 | 1,229 | | | ORIX CORP NPV | 82,300 | 2,391 | | | OXFORD INDS INC COM | 19,531 | 668 | | | PALVELLA THERAPEUTICS INC NEW COM | 4,692 | 491 | | | PANASONIC HOLDINGS CORP NPV | 109,200 | 1,410 | | | PATRICK INDS INC COM | 6,266 | 679 | | | PEARSON ORD GBP0.25 | 60,245 | 851 | | | PEDIATRIX MEDICAL GROUP INC | 35,965 | 769 | | | PENGUIN SOLUTIONS INC DEL COM | 56,372 | 1,103 | | | PERMIAN RES CORP CL A | 4,468 | 63 | | | PERSIMMON ORD GBP0.10 | 33,400 | 610 | | | PHILIP MORRIS INTL COM STK NPV | 35,572 | 5,706 | | | PHILLIPS 66 COM | 6,523 | 842 | | | PJT PARTNERS INC COM CL A COM CL A | 12,493 | 2,089 | | | PLEXUS CORP COM | 12,206 | 1,794 | | | PORTILLOS INC CL A COM CL A COM | 99,513 | 452 | | | POWER INTEGRATIONS INC COM | 17,668 | 628 | | | PRESTIGE CONSUMER HEALTHCARE INC COM | 28,687 | 1,770 | | | PRIMORIS SVCS CORP COM | 13,503 | 1,676 | | | PROCEPT BIOROBOTICS CORP COM | 34,884 | 1,097 | | | PROCTER & GAMBLE COM NPV | 38,841 | 5,566 | | | PROSUS N.V. EUR0.05 (N SHARES) | 28,600 | 1,775 | | | PURSUIT ATTRACTIONS AND HOSPITALITY INC COM USD1.5 | 24,976 | 841 | | | QUALCOMM INC COM | 56,849 | 9,724 | | | QUALYS INC COM USD0.001 | 16,430 | 2,184 | | | RAKUTEN GROUP INC NPV | 127,100 | 814 | | | RALLIANT CORP COM USD0.01 WI | 66,011 | 3,361 | | | RAMBUS INC DEL COM | 18,273 | 1,679 | | | RAPPORT THERAPEUTICS INC COM | 13,625 | 413 | | | RECKITT BENCK GRP ORD GBP0.10 | 18,300 | 1,477 | | | REGENERON PHARMACEUTICALS INC COM | 13,250 | 10,227 | | | RENESAS ELECTRONICS CORPORATION NPV | 65,600 | 896 | |
| | | | | | | | | | | | (a)
Party in Interest |
(b) Identity of issue, borrower, lessor, or similar party and description | (c)
Rate of interest, par value or number of shares/units |
(e) Current value (in thousands) | | REPLIGEN CORP COM STK USD0.01 | 10,044 | 1,646 | | | REXEL EUR5 | 10,800 | 426 | | | RH COM | 4,920 | 881 | | | RHYTHM PHARMACEUTICALS INC COM | 9,682 | 1,036 | | | RLI CORP COM | 22,863 | 1,463 | | | ROBERT HALF INC COM USD0.001 | 39,804 | 1,081 | | | ROCHE HLDGS AG GENUSSCHEINE NPV | 7,800 | 3,231 | | | ROCKET COS INC CL A CL A | 118,000 | 2,284 | | | ROCKWELL AUTOMATION | 8,865 | 3,449 | | | ROCKWOOL A/S SER'B'DKK1 | 7,500 | 266 | | | ROCKY BRANDS INC COM STK | 24,933 | 731 | | | RTX CORPORATION COMSTK | 118,500 | 21,733 | | | RUBRIK INC COM USD0.000025 CL A | 14,885 | 1,138 | | | RUSH STREET INTERACTIVE INC COM USD0.0001 CL A | 81,838 | 1,590 | | | RYANAIR HOLDINGS ORD EUR0.006 | 25,200 | 875 | | | S.W. AIRL CO COM | 135,790 | 5,612 | | | SAIA INC COM STK | 729 | 238 | | | SALESFORCE INC COM USD0.001 | 21,465 | 5,686 | | | SANOFI EUR2 | 35,589 | 3,457 | | | SANOFI SPONSORED ADR | 198,376 | 9,613 | | | SANTOS LIMITED NPV | 266,200 | 1,095 | | | SAP SE | 10,000 | 2,447 | | | SBI HLDGS INC NPV | 88,200 | 1,899 | | | SCHOLASTIC CORP COM | 48,287 | 1,431 | | | SCHWAB CHARLES CORP COM NEW | 310,276 | 31,000 | | | SEADRILL LIMITED | 41,526 | 1,437 | | | SELECT WATER SOLUTIONS INC | 121,636 | 1,280 | | | SELECTIVE INS GROUP INC COM | 35,032 | 2,931 | | | SEMPRA COM | 47,470 | 4,191 | | | SEMTECH CORP COM | 27,057 | 1,994 | | | SENECA FOODS CORP NEW CL A | 10,205 | 1,129 | | | SERVICENOW INC COM USD0.001 | 76,170 | 11,668 | | | SERVICETITAN INC CL A CL A | 12,388 | 1,319 | | | SEVEN & I HOLDINGS NPV | 132,100 | 1,897 | | | SHARKNINJA COM USD0.0001 | 15,641 | 1,750 | | | SHELL PLC ORD EUR0.07 | 40,800 | 1,504 | | | SHOPIFY INC CL A SUB VTG SHS SHOPIFY INC | 8,100 | 1,304 | | | SIEMENS AG NPV(REGD) | 31,023 | 8,713 | | | SILGAN HLDGS INC COM | 54,600 | 2,204 | | | SIMPSON MFG INC COM | 6,166 | 996 | | | SIMULATIONS PLUS INC COM | 12,644 | 231 | | | SITC INTERNATIONAL HKD0.10 | 55,400 | 198 | | | SITIME CORP COM | 4,739 | 1,674 | | | SKAND ENSKILDA BKN SER'A'NPV | 75,200 | 1,591 | | | SLB LIMITED COM | 66,053 | 2,535 | | | SMITH & NEPHEW PLC ORD USD0.20 | 38,200 | 636 | | | SMURFIT WESTROCK LTD | 34,100 | 1,319 | | | SOCIETE GENERALE EUR1.25 | 45,100 | 3,640 | | | SODEXHO EUR4 | 9,000 | 462 | | | SONIC HEALTHCARE NPV | 47,500 | 716 | | | SONY GROUP CORPORA NPV | 121,900 | 3,129 | | | SOUTHERN CO COM STK | 103,339 | 9,011 | |
| | | | | | | | | | | | (a)
Party in Interest |
(b) Identity of issue, borrower, lessor, or similar party and description | (c)
Rate of interest, par value or number of shares/units |
(e) Current value (in thousands) | | SOUTHSTATE BK CORP COM | 7,128 | 671 | | | SPS COMM INC COM | 7,940 | 708 | | | SPX TECHNOLOGIES INC COM | 10,269 | 2,054 | | | STANLEY BLACK & DECKER INC COM | 78,308 | 5,817 | | | STAR BULK CARRIERS CORP STAR BULK CARRIERS CORP | 59,560 | 1,145 | | | STATE STR CORP COM | 36,896 | 4,760 | | | STEPSTONE GROUP INC CL A CL A | 21,154 | 1,357 | | | STIFEL FINL CORP COM | 12,490 | 1,564 | | | STRATTEC SEC CORP COM | 9,129 | 695 | | | STRYKER CORP | 30,932 | 10,872 | | | STUBHUB HLDGS INC CL A CL A | 43,786 | 592 | | | SUMITOMO MITSUI FINANCIAL GROUP NPV | 83,400 | 2,682 | | | SUNCOR ENERGY INC COM NPV 'NEW' | 20,800 | 924 | | | TAYLOR MORRISON HOME CORP COM USD0.00001 | 14,092 | 830 | | | TC ENERGY CORPORATION COM NPV | 35,742 | 1,966 | | | TE CONNECTIVITY PLC COM USD0.01 | 39,434 | 8,972 | | | TECHNIPFMC PLC COM USD1 | 7,280 | 324 | | | TELEDYNE TECHNOLOGIES INC COM | 5,988 | 3,058 | | | TELEPERFORMANCE SOCIETE EUROPEENNE | 6,900 | 501 | | | TENARIS S.A. COMMON STOCK | 56,100 | 1,088 | | | TEREX CORP NEW COM | 12,139 | 648 | | | TERNS PHARMACEUTICALS INC COM | 12,742 | 515 | | | TESCO ORD GBP0.0633333 | 235,900 | 1,402 | | | TEXAS CAP BANCSHARES INC DEL COM | 12,493 | 1,131 | | | TEXAS INSTRUMENTS INC COM | 23,338 | 4,049 | | | TEXAS ROADHOUSE INC COMMON STOCK | 704 | 117 | | | THE CIGNA GROUP | 60,684 | 16,702 | | | THE HARTFORD INSURANCE GROUP INC COM USD0.01 | 18,534 | 2,554 | | | THE MARZETTI COMPANY | 2,701 | 444 | | | THERMO FISHER SCIENTIFIC INC COM USD1 | 4,719 | 2,734 | | | T-MOBILE US INC COM | 28,246 | 5,735 | | | TOTALENERGIES SE | 115,610 | 7,548 | | | TOTALENERGIES SE EUR2.5 | 17,970 | 1,176 | | | TOWER SEMICONDUCTOR LTD | 2,815 | 331 | | | TOYOTA INDUSTRIES NPV | 5,000 | 568 | | | TRADEWEB MKTS INC CL A CL A | 68,300 | 7,345 | | | TRANSUNION COM | 24,504 | 2,101 | | | TREVI THERAPEUTICS INC COM | 54,398 | 681 | | | TRICO BANCSHARES COM STK | 25,393 | 1,203 | | | TWFG INC CL A COM CL A COM | 21,089 | 607 | | | TYSON FOODS INC CL A COM (DELAWARE) | 60,972 | 3,574 | | | UFP TECHNOLOGIES INC COM | 1,907 | 423 | | | UMB FINL CORP COM STK | 15,433 | 1,775 | | | UNILEVER PLC ORD GBP0.035 | 21,066 | 1,377 | | | UNION PAC CORP COM | 12,916 | 2,988 | | | UNITED PARCEL SVC INC CL B | 40,550 | 4,022 | | | UNITEDHEALTH GROUP INC COM | 75,672 | 24,980 | | | US BANCORP | 116,815 | 6,233 | | | USA RARE EARTH INC COM | 17,936 | 213 | | | V F CORP COM | 121,400 | 2,195 | | | VEOLIA ENVIRONNEME EUR5 | 76,000 | 2,653 | | | VERA THERAPEUTICS INC CL A CL A | 12,268 | 621 | |
| | | | | | | | | | | | (a)
Party in Interest |
(b) Identity of issue, borrower, lessor, or similar party and description | (c)
Rate of interest, par value or number of shares/units |
(e) Current value (in thousands) | | VERRA MOBILITY CORP | 66,563 | 1,492 | | | VIA TRANSN INC CL A CL A | 10,546 | 306 | | | VIATRIS INC | 357,116 | 4,446 | | | VIRIDIAN THERAPEUTICS INC COM | 23,283 | 725 | | | VISA INC COM CL A STK | 68,480 | 24,017 | | | VOYAGER TECHNOLOGIES INC CL A CL A | 19,118 | 500 | | | WAFD INC COM STK USD1 | 37,972 | 1,216 | | | WALKER & DUNLOP INC COM . | 17,778 | 1,069 | | | WALMART INC COM | 23,227 | 2,588 | | | WALT DISNEY CO | 40,869 | 4,650 | | | WD 40 CO COM STK | 5,911 | 1,164 | | | WELLS FARGO & CO NEW COM STK | 166,305 | 15,500 | | | WEX INC COM | 2,940 | 438 | | | WHITEHAVEN COAL NPV | 106,200 | 549 | | | WILLIAMS CO INC COM | 32,670 | 1,964 | | | WILLIS TOWERS WATSON PLC COM USD0.000115 | 13,400 | 4,403 | | | WILLSCOT HOLDINGS CORPORATION COM | 48,525 | 914 | | | WINGSTOP INC COM | 5,135 | 1,225 | | | WINMARK CORP COM | 3,481 | 1,410 | | | WINNEBAGO INDS INC COM | 23,165 | 939 | | | WISE PLC CLS A ORD GBP0.01 | 49,300 | 591 | | | WORTHINGTON STL INC COMMON STOCK | 42,972 | 1,488 | | | WSFS FINANCIAL CORP COM | 21,683 | 1,198 | | | XCEL ENERGY INC COM | 24,350 | 1,798 | | | XENON PHARMACEUTICALS INC COMMON STOCK | 16,598 | 744 | | | YETI HLDGS INC COM | 15,604 | 689 | | | ZALANDO SE NPV | 43,700 | 1,301 | | | ZIMMER BIOMET HLDGS INC COM | 130,067 | 11,696 | | | ZURN ELKAY WATER SOLUTIONS CORPORATION | 34,468 | 1,602 | | | GAMING & LEISURE PPTYS INC COM | 42,520 | 1,900 | | | RYMAN HOSPITALITY PPTYS INC COM | 6,364 | 602 | | | STAG INDL INC COM | 19,593 | 720 | | | WEYERHAEUSER CO COM | 148,199 | 3,511 | | | POTLATCHDELTIC CORP MERGER RAYONIER INC 2756548 02-02-2026 | 20,194 | 803 | | | ACADIA RLTY TR COM | 60,163 | 1,236 | | | AMERICAN HEALTHCARE REIT INC COM | 20,920 | 984 | | | BROADSTONE NET LEASE INC COM USD0.00025 | 51,445 | 894 | | | COPT DEFENSE PROPERTIES COM STK USD0.01 | 52,130 | 1,449 | | | CUBESMART | 7,764 | 280 | | | EQTY RESDNTL EFF 5/15/02 | 92,182 | 5,811 | | | INDEPENDENCE RLTY TR INC COM | 81,420 | 1,423 | | | NATIONAL STORAGE AFFILIATES TR COM SHS BEN INT COM SHS BEN INT | 15,780 | 445 | | | NETSTREIT CORP COM USD0.01 | 44,122 | 778 | | | RAYONIER INC REIT | 103,469 | 2,241 | | | REXFORD INDL RLTY INC COM | 72,761 | 2,817 | | | SBA COMMUNICATIONS CORP COM USD0.01 CL A | 31,200 | 6,035 | | | SUN COMMUNITIES INC COM | 51,851 | 6,425 | | | Partnerships: | | | | MFO LAZARD EMERGING WORLD INVESTORS LIMITED PARTNERSHIP | 300,000 | 54,656 | | | Common Collective Trusts: | | | | * | MFB NT COLLECTIVE AGGREGATE BOND INDEX FUND - LENDING - TIER H | 304,952 | 188,509 | | | * | MFB NT COLLECTIVE ALL COUNTRY WORLD EX-US INDEX FUND-LENDING | 3,992,740 | 116,289 | |
| | | | | | | | | | | | (a)
Party in Interest |
(b) Identity of issue, borrower, lessor, or similar party and description | (c)
Rate of interest, par value or number of shares/units |
(e) Current value (in thousands) | | * | MFB NT COLLECTIVE EXTENDED EQUITY MARKET INDEX FUND | 450,609 | 654,504 | | | * | MFB NT COLLECTIVE S&P 500 INDEX FUND - LENDING | 105,941 | 2,835,978 | | | MFO BLACKROCK LIFEPATH INDEX 2030 FUND F | 29,191,696 | 1,073,276 | | | MFO BLACKROCK LIFEPATH INDEX 2035 FUND F | 22,222,264 | 840,024 | | | MFO BLACKROCK LIFEPATH INDEX 2040 FUND F | 16,530,783 | 735,276 | | | MFO BLACKROCK LIFEPATH INDEX 2045 FUND F | 17,774,797 | 783,357 | | | MFO BLACKROCK LIFEPATH INDEX 2050 FUND F | 16,896,893 | 639,040 | | | MFO BLACKROCK LIFEPATH INDEX 2055 FUND F | 8,305,103 | 414,619 | | | MFO BLACKROCK LIFEPATH INDEX 2060 FUND F | 9,897,291 | 288,125 | | | MFO BLACKROCK LIFEPATH INDEX 2065 FUN D F | 5,601,460 | 116,841 | | | MFO CF PRINCIPAL GLOBAL INVS COLLECTIVE INVT TR INTL EQUITY FD TIER III | 1,199,419 | 149,292 | | | MFO LIFEPATH INDEX RETIREMENT FUND F | 51,465,291 | 1,543,542 | | | * | NT COLLECTIVE GOVT SHORT TERM INVT FD | 47,861,060 | 47,861 | | | WF BLACKROCK SHORT TERM INVESTMENT FUND F | 41,749,076 | 41,749 | | | MFO BLACKROCK INSTL TR CO NA INV FD FOR EMP BENEFIT TRS LIFEPATH INDEX 2070 FD F | 654,739 | 7,889 | | | Registered Investment Companies: | | | | * | MFO FIDELITY GLOBAL EX US INDEX FUND | 12,243,731 | 228,468 | | | * | MFO FIDELITY GROUP TR FOR EMPLOYEE BENEFIT PLAN GROWTH CO COMMINGLED POOL CL D | 5,107,157 | 453,209 | | | MFO RESERVE INVT FDS INC T ROWE PRICE GOVT RESERVE FD | 3,132,051 | 3,132 | | | Municipal Bonds: | | | | CALIFORNIA ST 7.3% 10-01-2039 BEO TAXABLE | 1,035,000 | 1,205 | | | CALIFORNIA ST 7.625% 03-01-2040 BEO TAXABLE | 410,000 | 494 | | | IL ST TAXABLE-PENSION 5.1 DUE 06-01-2033BEO TAXABLE SINKING FD 06-01-2026 N/C | 2,211,912 | 2,267 | | | NEW JERSEY ST TPK AUTH TPK REV 7.102% 01-01-2041 BEO TAXABLE | 430,000 | 502 | | | NEW JERSEY ST TPK AUTH TPK REV 7.414% 01-01-2040 BEO TAXABLE | 120,000 | 144 | | | Foreign Bonds: | | | | PEMEX PROJ FDG MASTER TR GTD BD 6.625% DUE 06-15-2035 REG | 325,000 | 308 | | | PETRLEOS MEXICANOS 6.7% 02-16-2032 | 2,062,000 | 2,057 | | | PETROLEOS MEXICANOS BD 6.5% DUE 06-02-2041 REG | 400,000 | 347 | | | PETROLEOS MEXICANOS GTD NT 7.69% DUE 01-23-2050 REG | 3,375,000 | 3,025 | | | REPUBLIC OF COLOMBIA 7.375% 04-25-2030 | 475,000 | 502 | | | REPUBLIC OF COLOMBIA 7.75% 11-07-2036 | 600,000 | 625 | | | Participant-directed Brokerage Accounts: | | | | * | Brokerage Link | 1 | 1,078,335 | | | Investments, fair value | | 16,594,424 | | | Synthetic Guaranteed Investment Contracts, at Contract Value: | | | | Metropolitan Tower Life Ins. Co. | 3.25 | % | 246,755 | | | Transamerica Life Ins. Co. | 3.27 | % | 247,203 | | | Pacific Life Ins. Co. | 3.34 | % | 247,860 | | | Prudential Ins. Co. of America | 3.27 | % | 247,536 | | | American General Life Ins. Co. | 3.25 | % | 247,463 | | | Synthetic guaranteed investment contracts, at contract value | | 1,236,816 | | | * | Notes receivable from participants(1) | | 147,102 | | | TOTAL | | $ | 17,978,342 | |
Note: Column (d), Cost, has been omitted because all investments are participant-directed. * Party-in-interest to the Plan (1) Consists of participant loans with interest rates ranging from 4.25% to 9.50%, maturing through November 2049.
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