Page | ||||||||
FINANCIAL STATEMENTS: | ||||||||
Statements of Net Assets Available for Benefits as of December 31, 2021 and 2020 | ||||||||
Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2021 | ||||||||
Notes to Financial Statements as of December 31, 2021 and 2020 and for the Year Ended December 31, 2021 | ||||||||
SUPPLEMENTAL SCHEDULE: | ||||||||
Form 5500, Schedule H, Line 4(i) - Schedule of Assets (Held at End of Year) as of December 31, 2021 | ||||||||
SIGNATURE | ||||||||
NOTE: All other schedules required by Section 2520.103-10 of the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974 have been omitted because they are not applicable. |
(Dollars in millions) | 2021 | 2020 | ||||||||||||
ASSETS: | ||||||||||||||
Investments — interest in Master Trust | $ | 73,262 | $ | 68,113 | ||||||||||
Receivables: | ||||||||||||||
Participant contributions | — | 10 | ||||||||||||
Notes receivable from participants | 611 | 681 | ||||||||||||
Total receivables | 611 | 691 | ||||||||||||
NET ASSETS AVAILABLE FOR BENEFITS | $ | 73,873 | $ | 68,804 |
(Dollars in millions) | |||||
ADDITIONS: | |||||
Net Master Trust activity | $ | 7,285 | |||
Interest income from notes receivable from participants | 26 | ||||
Contributions: | |||||
Employer — Boeing common stock | 1,233 | ||||
Participant | 2,406 | ||||
Total contributions | 3,639 | ||||
Total additions | 10,950 | ||||
DEDUCTIONS — Benefits paid | 5,881 | ||||
NET ADDITIONS | 5,069 | ||||
NET ASSETS AVAILABLE FOR BENEFITS: | |||||
Beginning of year | 68,804 | ||||
End of year | $ | 73,873 |
2021 | 2020 | |||||||||||||
ASSETS: | ||||||||||||||
Investments — at fair value: | ||||||||||||||
Common/collective trusts | $ | 43,463 | $ | 38,256 | ||||||||||
Common and preferred stock | 7,572 | 6,538 | ||||||||||||
Government and agency securities | 531 | 471 | ||||||||||||
Corporate bonds | 800 | 757 | ||||||||||||
Mortgage and asset-backed securities | 273 | 381 | ||||||||||||
Boeing common stock | 6,956 | 7,317 | ||||||||||||
Mutual funds | 159 | 129 | ||||||||||||
Short-term investments | 91 | 69 | ||||||||||||
Other investments | 28 | 23 | ||||||||||||
Total investments — at fair value | 59,873 | 53,941 | ||||||||||||
Investments — at contract value: | ||||||||||||||
Synthetic GICs/VIP SVF | 13,244 | 14,106 | ||||||||||||
Total Master Trust investments | 73,117 | 68,047 | ||||||||||||
Cash and cash equivalents | 237 | 208 | ||||||||||||
Receivables: | ||||||||||||||
Receivables for securities sold | 67 | 114 | ||||||||||||
Accrued investment income | 21 | 20 | ||||||||||||
Other | 7 | 26 | ||||||||||||
Total receivables | 95 | 160 | ||||||||||||
Total assets | 73,449 | 68,415 | ||||||||||||
LIABILITIES: | ||||||||||||||
Payables for securities purchased | 82 | 220 | ||||||||||||
Accrued investment and administration expenses | 29 | 24 | ||||||||||||
Other | 76 | 58 | ||||||||||||
Total liabilities | 187 | 302 | ||||||||||||
NET ASSETS | $ | 73,262 | $ | 68,113 |
Net appreciation of investments | $ | 6,923 | |||
Interest income | 337 | ||||
Dividend income | 133 | ||||
Investment income | 470 | ||||
Net investment income | 7,393 | ||||
Amounts received from participating plan | 3,960 | ||||
Deductions: | |||||
Amounts paid to participating plan | 6,096 | ||||
Investment and administration expenses | 108 | ||||
Total deductions | 6,204 | ||||
Increase in net assets | 5,149 | ||||
Beginning of year | 68,113 | ||||
End of year | $ | 73,262 |
Quoted Prices in Active Market for Identical Asset (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Not Leveled* | Balance as of December 31, 2021 | ||||||||||||||||||||||||||||
Investments: | ||||||||||||||||||||||||||||||||
Investments in the fair value hierarchy: | ||||||||||||||||||||||||||||||||
Common and preferred stock | $ | 6,871 | $ | 700 | $ | 1 | $ | — | $ | 7,572 | ||||||||||||||||||||||
Government and agency securities | — | 530 | 1 | — | 531 | |||||||||||||||||||||||||||
Corporate bonds | — | 790 | 10 | — | 800 | |||||||||||||||||||||||||||
Mortgage and asset-backed securities | — | 222 | 51 | — | 273 | |||||||||||||||||||||||||||
Boeing common stock | 6,956 | — | — | — | 6,956 | |||||||||||||||||||||||||||
Mutual funds | 159 | — | — | — | 159 | |||||||||||||||||||||||||||
Short-term investments | — | 74 | 17 | — | 91 | |||||||||||||||||||||||||||
Other investments | — | 28 | — | — | 28 | |||||||||||||||||||||||||||
Total investments in the fair value hierarchy | 13,986 | 2,344 | 80 | — | 16,410 | |||||||||||||||||||||||||||
Investments measured at net asset value: | ||||||||||||||||||||||||||||||||
Common/collective trusts | — | — | — | 43,463 | 43,463 | |||||||||||||||||||||||||||
Total investments — at fair value | 13,986 | 2,344 | 80 | 43,463 | 59,873 | |||||||||||||||||||||||||||
Investments measured at contract value: | ||||||||||||||||||||||||||||||||
Synthetic GICs/VIP SVF | — | — | — | 13,244 | 13,244 | |||||||||||||||||||||||||||
Cash and cash equivalents | — | — | — | 237 | 237 | |||||||||||||||||||||||||||
Receivables: | ||||||||||||||||||||||||||||||||
Receivables for securities sold | — | — | — | 67 | 67 | |||||||||||||||||||||||||||
Accrued investment income | — | — | — | 21 | 21 | |||||||||||||||||||||||||||
Other | 1 | 6 | — | — | 7 | |||||||||||||||||||||||||||
Total receivables | 1 | 6 | — | 88 | 95 | |||||||||||||||||||||||||||
Total assets | 13,987 | 2,350 | 80 | 57,032 | 73,449 | |||||||||||||||||||||||||||
Liabilities: | ||||||||||||||||||||||||||||||||
Payables for securities purchased | — | — | — | 82 | 82 | |||||||||||||||||||||||||||
Accrued investment and administration expenses | — | — | — | 29 | 29 | |||||||||||||||||||||||||||
Other | 2 | 13 | — | 61 | 76 | |||||||||||||||||||||||||||
Total liabilities | 2 | 13 | — | 172 | 187 | |||||||||||||||||||||||||||
NET ASSETS | $ | 13,985 | $ | 2,337 | $ | 80 | $ | 56,860 | $ | 73,262 |
Quoted Prices in Active Market for Identical Asset (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Not Leveled* | Balance as of December 31, 2020 | ||||||||||||||||||||||||||||
Investments: | ||||||||||||||||||||||||||||||||
Investments in the fair value hierarchy: | ||||||||||||||||||||||||||||||||
Common and preferred stock | $ | 5,378 | $ | 1,159 | $ | 1 | $ | — | $ | 6,538 | ||||||||||||||||||||||
Government and agency securities | — | 459 | 12 | — | 471 | |||||||||||||||||||||||||||
Corporate bonds | — | 743 | 14 | — | 757 | |||||||||||||||||||||||||||
Mortgage and asset-backed securities | — | 356 | 25 | — | 381 | |||||||||||||||||||||||||||
Boeing common stock | 7,317 | — | — | — | 7,317 | |||||||||||||||||||||||||||
Mutual funds | 129 | — | — | — | 129 | |||||||||||||||||||||||||||
Short-term investments | — | 62 | 7 | — | 69 | |||||||||||||||||||||||||||
Other investments | — | 23 | — | — | 23 | |||||||||||||||||||||||||||
Total investments in the fair value hierarchy | 12,824 | 2,802 | 59 | — | 15,685 | |||||||||||||||||||||||||||
Investments measured at net asset value: | ||||||||||||||||||||||||||||||||
Common/collective trusts | — | — | — | 38,256 | 38,256 | |||||||||||||||||||||||||||
Total investments — at fair value | 12,824 | 2,802 | 59 | 38,256 | 53,941 | |||||||||||||||||||||||||||
Investments measured at contract value: | ||||||||||||||||||||||||||||||||
Synthetic GICs/VIP SVF | — | — | — | 14,106 | 14,106 | |||||||||||||||||||||||||||
Cash and cash equivalents | — | — | — | 208 | 208 | |||||||||||||||||||||||||||
Receivables: | ||||||||||||||||||||||||||||||||
Receivables for securities sold | — | — | — | 114 | 114 | |||||||||||||||||||||||||||
Accrued investment income | — | — | — | 20 | 20 | |||||||||||||||||||||||||||
Other | 2 | 24 | — | — | 26 | |||||||||||||||||||||||||||
Total receivables | 2 | 24 | — | 134 | 160 | |||||||||||||||||||||||||||
Total assets | 12,826 | 2,826 | 59 | 52,704 | 68,415 | |||||||||||||||||||||||||||
Liabilities: | ||||||||||||||||||||||||||||||||
Payables for securities purchased | — | — | — | 220 | 220 | |||||||||||||||||||||||||||
Accrued investment and administration expenses | — | — | — | 24 | 24 | |||||||||||||||||||||||||||
Other | 1 | 15 | — | 42 | 58 | |||||||||||||||||||||||||||
Total liabilities | 1 | 15 | — | 286 | 302 | |||||||||||||||||||||||||||
NET ASSETS | $ | 12,825 | $ | 2,811 | $ | 59 | $ | 52,418 | $ | 68,113 |
Interest Rate | Credit | Foreign Currency | Equity | Commodity | Future Settlement | Total | |||||||||||||||||
December 31, 2021 | |||||||||||||||||||||||
Forward contracts | $ | — | $ | — | $ | 1,056 | $ | — | $ | 1 | $ | — | $ | 1,057 | |||||||||
Futures | 4,585 | — | 4 | 509 | 42 | — | 5,140 | ||||||||||||||||
Options | 68 | 1 | 1 | — | — | — | 70 | ||||||||||||||||
Swaps | 573 | 114 | 5 | 1 | 49 | — | 742 | ||||||||||||||||
TBAs | — | — | — | — | — | 616 | 616 | ||||||||||||||||
Total | $ | 5,226 | $ | 115 | $ | 1,066 | $ | 510 | $ | 92 | $ | 616 | $ | 7,625 | |||||||||
December 31, 2020 | |||||||||||||||||||||||
Forward contracts | $ | — | $ | — | $ | 931 | $ | — | $ | — | $ | — | $ | 931 | |||||||||
Futures | 3,637 | — | 4 | 411 | 58 | — | 4,110 | ||||||||||||||||
Options | 22 | 2 | 2 | — | 5 | — | 31 | ||||||||||||||||
Swaps | 464 | 40 | 4 | 1 | 22 | — | 531 | ||||||||||||||||
TBAs | — | — | — | — | — | 1,001 | 1,001 | ||||||||||||||||
Total | $ | 4,123 | $ | 42 | $ | 941 | $ | 412 | $ | 85 | $ | 1,001 | $ | 6,604 |
2021 | 2020 | |||||||||||||
Net assets available for benefits per the financial statements | $ | 73,873 | $ | 68,804 | ||||||||||
Amounts allocated to withdrawing Members | (126) | (151) | ||||||||||||
Net assets available for benefits per Form 5500 | $ | 73,747 | $ | 68,653 |
Benefits paid per the financial statements | $ | 5,881 | |||
Amounts allocated to withdrawing Members — December 31, 2021 | 126 | ||||
Amounts allocated to withdrawing Members — December 31, 2020 | (151) | ||||
Total benefit payments per Form 5500 | $ | 5,856 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
1166 AVE OF THE 5.6896% DUE 10-13-2037 | ** | $ | 3,040,853 | |||||
1ST PACIFIC CO USD0.01 | ** | 401,991 | ||||||
361 DEGREES INTERN HKD0.10 | ** | 46,176 | ||||||
3650R 2021-PF1 COML MTG TR COML MTG PASSTHRU CTF CL 2.372% 11-15-2054 | ** | 5,314,877 | ||||||
3I GROUP ORD GBP0.738636 | ** | 337,174 | ||||||
3M CO 1.75% DUE 02-14-2023 | ** | 996,629 | ||||||
3M CO 2.375% DUE 08-26-2029 | ** | 61,606 | ||||||
3M CO 3.7% DUE 04-15-2050/03-27-2020 REG | ** | 211,766 | ||||||
3SBIO INC USD0.00001 REG'S'/144A | ** | 735,349 | ||||||
4D MOLECULAR THERAPEUTICS INC COM | ** | 65,096 | ||||||
5 PT HLDGS LLC CL A COM REPSTG CL A LTD | ** | 112,475 | ||||||
6TH STR CLO XVI LTD / 6TH STR CLO 1.574%10-20-2032 | ** | 13,004,277 | ||||||
A.P. MOLLER-MAERSK SER'B'DKK1000 | ** | 4,079,092 | ||||||
A10 NETWORKS INC COM | ** | 327,223 | ||||||
A2A SPA EUR0.52 | ** | 268,356 | ||||||
AARONS CO INC COM | ** | 39,539 | ||||||
ABACORE CAPITAL HO PHP1 | ** | 4,474 | ||||||
ABB FIN USA INC 2.875% DUE 05-08-2022 | ** | 3,635,563 | ||||||
ABBOTT LAB COM | ** | 18,273,259 | ||||||
ABBOTT LABS 3.4% DUE 11-30-2023 | ** | 2,410,244 | ||||||
ABBVIE INC 2.3% DUE 11-21-2022 REG | ** | 5,288,269 | ||||||
ABBVIE INC 2.3% DUE 11-21-2022 REG | ** | 3,625,215 | ||||||
ABBVIE INC 2.6% DUE 11-21-2024 REG | ** | 25,698,031 | ||||||
ABBVIE INC 2.8% DUE 03-15-2023 REG | ** | 137,589 | ||||||
ABBVIE INC 2.9% DUE 11-06-2022 | ** | 101,844 | ||||||
ABBVIE INC 2.9% DUE 11-06-2022 | ** | 769,940 | ||||||
ABBVIE INC 3.2% 11-06-2022 | ** | 4,126,643 | ||||||
ABBVIE INC 3.2% 11-21-2029 | ** | 738,433 | ||||||
ABBVIE INC 3.2% 11-21-2029 | ** | 12,366,077 | ||||||
ABBVIE INC 3.25% DUE 10-01-2022 REG | ** | 253,384 | ||||||
ABBVIE INC 3.25% DUE 10-01-2022 REG | ** | 841,235 | ||||||
ABBVIE INC 3.45% DUE 03-15-2022 REG | ** | 1,872,037 | ||||||
ABBVIE INC 3.45% DUE 03-15-2022 REG | ** | 5,264,812 | ||||||
ABBVIE INC 3.6% 05-14-2025 | ** | 7,743,816 | ||||||
ABBVIE INC 3.75% DUE 11-14-2023 | ** | 245,013 | ||||||
ABBVIE INC 3.85% DUE 03-15-2025 REG | ** | 479,191 | ||||||
ABBVIE INC 4.05% DUE 11-21-2039 REG | ** | 155,616 | ||||||
ABBVIE INC 4.25% DUE 11-14-2028 | ** | 282,925 | ||||||
ABBVIE INC 4.25% DUE 11-21-2049 REG | ** | 161,842 | ||||||
ABBVIE INC 4.25% DUE 11-21-2049 REG | ** | 359,649 | ||||||
ABBVIE INC 4.4% DUE 11-06-2042 | ** | 299,147 | ||||||
ABBVIE INC COM USD0.01 | ** | 25,698,785 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
ABBVIE INC FIXED 2.95% DUE 11-21-2026 | ** | 9,858,063 | ||||||
ABERCROMBIE & FITCH CO CL A | ** | 935,987 | ||||||
ABICO AVY CO LTD TWD10 | ** | 37,029 | ||||||
ABIOMED INC COM | ** | 14,323,340 | ||||||
ABN AMRO BK N V 2.47% DUE 12-13-2029 | ** | 2,101,892 | ||||||
ABN AMRO BK N V 4.75% DUE 07-28-2025 | ** | 435,539 | ||||||
ABNOVA (TAIWAN) CO TWD10 | ** | 118,070 | ||||||
ABRDN PLC ORD GBP0.1396825396 | ** | 951,221 | ||||||
ABU DHABI COMM.BK. AED1 | ** | 83,318 | ||||||
ABU DHABI NATIONAL 4.875% SNR MTN 23/04/30 USD | ** | 7,013,413 | ||||||
ABU DHABI NATL ENERGY CO PJSC TRANCHE # TR 00010 3.4% 04-29-2051 | ** | 2,100,450 | ||||||
ACACIA RESH CORP COM | ** | 49,453 | ||||||
ACADEMEDIA AB NPV | ** | 523,158 | ||||||
ACADEMY SPORTS & OUTDOORS INC COM | ** | 2,210,760 | ||||||
ACADIA HEALTHCARE CO INC COM | ** | 560,079 | ||||||
ACCENTURE PLC SHS CL A NEW | ** | 58,728,884 | ||||||
ACCESS GROUP INC DEL 2005-A ASSET BKD CTF CL A-3 FLTG 07-25-2034 REG | ** | 1,840,343 | ||||||
ACCO BRANDS CORP COM | ** | 314,400 | ||||||
ACCOLADE INC COM | ** | 712,300 | ||||||
ACCREDITED MTG LN TR 2004-3 MTG PASSTHRUCTF CL 2A2 10-25-2034 REG | ** | 425,402 | ||||||
ACCUNIA EUROPEAN CLO I DESIGNATED ACTIVITY COMPANY 07/2030 | ** | 331,149 | ||||||
ACCURAY INC DEL COM | ** | 195,103 | ||||||
ACE INA HLDGS INC 2.7% DUE 03-13-2023 | ** | 122,916 | ||||||
ACE INA HLDGS INC 2.875% DUE 11-03-2022 | ** | 1,941,466 | ||||||
ACE INA HLDGS INC 2.875% DUE 11-03-2022 | ** | 2,560,856 | ||||||
ACE INA HLDGS INC 3.35% DUE 05-03-2026 | ** | 42,907 | ||||||
ACERINOX SA EUR0.25 | ** | 1,452,647 | ||||||
ACI WORLDWIDE INC COM STK | ** | 226,591 | ||||||
ACLARIS THERAPEUTICS INC COM | ** | 105,459 | ||||||
ACUITY BRANDS INC COM | ** | 4,061,848 | ||||||
ADAIRS LIMITED NPV | ** | 36,452 | ||||||
ADANI GREEN ENERGY INR10 | ** | 226,446 | ||||||
ADAPTHEALTH CORP COM | ** | 859,842 | ||||||
ADAPTIVE BIOTECHNOLOGIES CORP COM USD0.0001 | ** | 1,083,116 | ||||||
ADARO ENERGY TBK IDR100 | ** | 126,494 | ||||||
ADECCO GROUP AG CHF0.1 (REGD) | ** | 2,192,146 | ||||||
ADIENT PLC ADIENT PLC LTD COM | ** | 2,341,332 | ||||||
ADOBE INC 2.3% DUE 02-01-2030 | ** | 511,543 | ||||||
ADOBE SYS INC COM | ** | 45,852,472 | ||||||
ADR ABCAM PLC SPON ADS EACH REP 1 ORD SHS | ** | 1,671,202 | ||||||
ADR AMBEV SA SPONSORED ADR | ** | 1,448,210 | ||||||
ADR ANGLOGOLD ASHANTI LTD | ** | 1,235,827 | ||||||
ADR ARGENX SE SPONSORED ADS | ** | 2,066,121 | ||||||
ADR ASCENDIS PHARMA A/S SPONSORED ADR | ** | 1,430,727 | ||||||
ADR BAIDU INC SPON ADS EACH REP 8 ORD SHS | ** | 753,473 | ||||||
ADR BANCO BRADESCO S A SPONSORED ADR REPSTG PFD SHS NEW 2004 | ** | 1,249,138 | ||||||
ADR BANCO SANTANDER CHILE NEW SPONSORED ADR REPSTG COM | ** | 91,843 | ||||||
ADR BEIGENE LTD SPONSORED ADR | ** | 250,610 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
ADR BILIBILI INC ADS REPSTG SHS CL Z | ** | 114,190 | ||||||
ADR BIONTECH SE ADS | ** | 3,866,742 | ||||||
ADR COCA-COLA FEMSA S.A.B DE C.V. | ** | 277,402 | ||||||
ADR COMPANIA CERVECERIAS UNIDAS S A SPONSORED ADR | ** | 133,019 | ||||||
ADR CREDIT SUISSE GROUP AG SPONSORED ADRISIN US2254011081 | ** | 5,818,704 | ||||||
ADR EMBRAER S A SPONSORED ADR REPSTG 4 COM SHS | ** | 42,600 | ||||||
ADR ENDAVA PLC ADS | ** | 4,692,356 | ||||||
ADR FOMENTO ECONOMICO MEXICANO SAB DE CV | ** | 566,117 | ||||||
ADR GDS HLDGS LTD SPONSORED ADR | ** | 82,106 | ||||||
ADR GLAXOSMITHKLINE PLC SPONSORED ADR | ** | 9,419,760 | ||||||
ADR GOLD FIELDS LTD NEW SPONSORED ADR | ** | 1,307,997 | ||||||
ADR GRUPO TELEVISA SA DE CV SPONSORED ADR REPSTG ORD PARTN SPONS ADR | ** | 118,727 | ||||||
ADR HUAZHU GROUP LTD | ** | 107,987 | ||||||
ADR ICICI BK LTD | ** | 1,565,785 | ||||||
ADR IMMUNOCORE HLDGS PLC ADS | ** | 141,377 | ||||||
ADR KE HLDGS INC SPONSORED ADS | ** | 249,347 | ||||||
ADR KERING S A ADR | ** | 8,716,254 | ||||||
ADR LEGEND BIOTECH CORP SPON ADS EACH REP 2 ORD SHS | ** | 183,457 | ||||||
ADR LI AUTO INC SPONSORED ADS | ** | 295,577 | ||||||
ADR MYT NETH PARENT B V ADS | ** | 1,083,831 | ||||||
ADR NANO DIMENSION LTD SPON ADS EA REPR 50 ORD SHS(POST SPLT) | ** | 65,740 | ||||||
ADR NESTLE S A SPONSORED ADR REPSTG REG SH | ** | 16,003,303 | ||||||
ADR NICE LTD SPONSORED ADR | ** | 2,793,120 | ||||||
ADR NIO INC ADS | ** | 821,304 | ||||||
ADR PINDUODUO INC SPONSORED ADS | ** | 557,290 | ||||||
ADR RECKITT BENCKISER GROUP PLC SPONSORED ADR | ** | 4,897,288 | ||||||
ADR ROCHE HLDG LTD SPONSORED ADR ISIN #US771195104 | ** | 3,254,764 | ||||||
ADR RYANAIR HLDGS PLC SPONSORED ADR NEW | ** | 4,584,384 | ||||||
ADR SILICON MOTION TECHNOLOGY CORP SPONSORED ADR REPSTG SHS | ** | 382,021 | ||||||
ADR SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR REPSTG SER B SHS | ** | 518,471 | ||||||
ADR TAIWAN SEMICONDUCTOR MANUFACTURING SPON ADS EACH REP 5 ORD TWD10 | ** | 23,336,290 | ||||||
ADR TENCENT MUSIC ENTMT GROUP ADS | ** | 53,862 | ||||||
ADR TRIP COM GRP LTD | ** | 182,779 | ||||||
ADR UNILEVER PLC SPONSORED ADR NEW | ** | 9,440,145 | ||||||
ADR VALE S A ADR | ** | 2,904,299 | ||||||
ADR VIPSHOP HLDGS LTD SPONSORED ADR | ** | 51,786 | ||||||
ADR VODAFONE GROUP PLC NEW SPONSORED ADRNO PAR | ** | 7,568,017 | ||||||
ADR WNS HLDGS LTD SPONSORED ADR | ** | 10,418,076 | ||||||
ADR XPENG INC ADS | ** | 424,534 | ||||||
ADR YPF SOCIEDAD ANONIMA SPONSORED ADR REPSTG CL D SHS | ** | 15,662 | ||||||
ADR ZAI LAB LTD ADR | ** | 86,984 | ||||||
ADR ZTO EXPRESS CAYMAN INC SPONSORED ADR | ** | 167,062 | ||||||
ADTALEM GLOBAL ED INC COM | ** | 778,876 | ||||||
ADTRAN INC COM | ** | 1,492,945 | ||||||
ADVANCE AUTO PTS INC COM | ** | 1,166,776 | ||||||
ADVANCED ANALOG TE TWD10 | ** | 39,046 | ||||||
ADVANCED ENERGY SO TWD10 | ** | 527,470 | ||||||
ADVANCED MICRO DEVICES INC COM | ** | 46,518,985 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
ADVANSIX INC COM | ** | 700,529 | ||||||
ADVENTIST HLTH 2.952% DUE 03-01-2029 | ** | 2,008,586 | ||||||
ADVENTIST HLTH 3.378% DUE 03-01-2023 | ** | 4,097,965 | ||||||
ADYEN NV EUR0.01 | ** | 13,519,086 | ||||||
AECI ZAR1 | ** | 133,684 | ||||||
AEP TEX CENT CO 3.85% DUE 10-01-2025 | ** | 1,881,309 | ||||||
AEP TEX INC 3.45% DUE 01-15-2050 | ** | 336,892 | ||||||
AEP TEX INC 4.15% DUE 05-01-2049 | ** | 285,198 | ||||||
AEP TEX INC FIXED 2.4% DUE 10-01-2022 | ** | 1,802,357 | ||||||
AEP TEXAS CENT CO FIXED 3.95% DUE 06-01-2028 | ** | 3,517,311 | ||||||
AEP TRANSM CO LLC 3.1% DUE 12-01-2026 | ** | 802,220 | ||||||
AERCAP HOLDINGS N.V. EUR0.01 | ** | 10,027,578 | ||||||
AERCAP IRELAND CAP / GLOBA 3.3% DUE 01-30-2032 BEO | ** | 816,643 | ||||||
AERCAP IRELAND CAP / GLOBA 3.0% DUE 10-29-2028 | ** | 532,878 | ||||||
AERCAP IRELAND CAP / GLOBA 3.0% DUE 10-29-2028 | ** | 4,800,973 | ||||||
AERCAP IRELAND CAP 1.15% DUE 10-29-2023 | ** | 3,277,660 | ||||||
AERCAP IRELAND CAP 3.5% 01-15-2025 | ** | 285,051 | ||||||
AERCAP IRELAND CAP 3.65% DUE 07-21-2027 | ** | 214,061 | ||||||
AERCAP IRELAND CAP 4.875% DUE 01-16-2024 | ** | 2,573,906 | ||||||
AERCAP IRELAND CAP DESIGNATED 1.75% 01-30-2026 | ** | 520,098 | ||||||
AERCAP IRELAND CAP DESIGNATED ACTIVITY C4.5% DUE 09-15-2023 REG | ** | 524,512 | ||||||
AERCAP IRELAND CAP DESIGNATED ACTIVITY C6.5% DUE 07-15-2025 REG | ** | 971,729 | ||||||
AERCAP IRELAND CAP/GLOBA 1.65% DUE 10-29-2024 BEO | ** | 199,681 | ||||||
AERCAP IRELAND CAP/GLOBA 1.65% DUE 10-29-2024 BEO | ** | 7,436,138 | ||||||
AERCAP IRELAND CAP/GLOBA 1.75% DUE 10-29-2024 BEO | ** | 199,523 | ||||||
AERCAP IRELAND CAP/GLOBA 2.45% DUE 10-29-2026 BEO | ** | 675,937 | ||||||
AERCAP IRELAND CAP/GLOBA 2.45% DUE 10-29-2026 BEO | ** | 1,896,660 | ||||||
AERCAP IRELAND FIXED 4.45% DUE 10-01-2025 | ** | 1,076,711 | ||||||
AERIE PHARMACEUTICALS INC COM | ** | 192,769 | ||||||
AES CORP SR NT 1.375% 01-15-2026 | ** | 1,193,302 | ||||||
AETNA INC 2.75% DUE 11-15-2022 | ** | 2,436,288 | ||||||
AETNA INC NEW 2.8% DUE 06-15-2023 | ** | 51,235 | ||||||
AETNA INC NEW 2.8% DUE 06-15-2023 | ** | 1,552,406 | ||||||
AETNA INC NEW 6.75% DUE 12-15-2037 | ** | 130,350 | ||||||
AFFIRM HLDGS INC CL A CL A | ** | 2,100,296 | ||||||
AFLAC INC 1.125% DUE 03-15-2026 | ** | 1,563,733 | ||||||
AFREECATV CO LTD KRW500 | ** | 230,714 | ||||||
AFRICAN RAINBOW LTD ZAR0.05 | ** | 89,373 | ||||||
AFTERPAY LIMITED | ** | 277,380 | ||||||
AGCO CORP COM | ** | 3,059,447 | ||||||
AGEAS NPV | ** | 2,837,989 | ||||||
AGILENT TECHNOLOGIES INC COM | ** | 7,511,533 | ||||||
AGILITI INC COM | ** | 2,105,337 | ||||||
AGILON HEALTH INC COM | ** | 1,409,346 | ||||||
AGILYSYS INC COM STK | ** | 432,907 | ||||||
AGIOS PHARMACEUTICALS INC COM | ** | 599,746 | ||||||
AGL CAP CORP 3.25% DUE 06-15-2026 | ** | 2,971,524 | ||||||
AGL CAP CORP 5.875% DUE 03-15-2041 | ** | 34,094 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
AGL ENERGY NPV | ** | 498,639 | ||||||
AGREE RLTY CORP COM | ** | 4,831,643 | ||||||
AGRICULTURAL BANK OF CHINA CMN STK | ** | 2,126,455 | ||||||
AIA GROUP LTD NPV | ** | 10,908,405 | ||||||
AIMS APAC REIT MANAGEMENT LTD | ** | 626,184 | ||||||
AIR ARABIA AED1 | ** | 82,688 | ||||||
AIR LEASE CORP 1.875% 08-15-2026 | ** | 546,129 | ||||||
AIR LEASE CORP 2.1% DUE 09-01-2028 REG | ** | 482,633 | ||||||
AIR LEASE CORP 2.625% DUE 07-01-2022 | ** | 4,148,033 | ||||||
AIR LEASE CORP 2.75% 01-15-2023 | ** | 812,239 | ||||||
AIR LEASE CORP 3.25% DUE 03-01-2025 | ** | 415,197 | ||||||
AIR LEASE CORP 3.25% DUE 03-01-2025 | ** | 3,113,975 | ||||||
AIR LEASE CORP 3.375% DUE 07-01-2025 REG | ** | 129,439 | ||||||
AIR LEASE CORP 3.375% DUE 07-01-2025 REG | ** | 4,279,837 | ||||||
AIR LEASE CORP 3.5% DUE 01-15-2022 | ** | 5,004,401 | ||||||
AIR LEASE CORP 3.625% 12-01-2027 | ** | 210,710 | ||||||
AIR LEASE CORP 3.875% DUE 07-03-2023 | ** | 2,661,914 | ||||||
AIR LEASE CORP CL A CL A | ** | 741,958 | ||||||
AIR LEASE CORP MED 2.875% DUE 01-15-2026 | ** | 784,286 | ||||||
AIR LEASE CORP MED 2.875% DUE 01-15-2026 | ** | 2,884,315 | ||||||
AIR LEASE CORP MED 3.25% DUE 10-01-2029 | ** | 562,340 | ||||||
AIR LEASE CORP MED VAR RT .55275% DUE 12-15-2022 | ** | 4,897,800 | ||||||
AIR LIQUIDE(L') EUR5.50 | ** | 14,624,593 | ||||||
AIR PRODS & CHEMS INC 1.5% DUE 10-15-2025 REG | ** | 650,364 | ||||||
AIRBNB INC CL A COM USD0.0001 CL A | ** | 9,023,924 | ||||||
AIRTEL AFRICA PLC ORD USD0.5 | ** | 665,627 | ||||||
AISIN CORPORATION NPV | ** | 2,933,889 | ||||||
AKATSUKI INC NPV | ** | 260,395 | ||||||
AKEBIA THERAPEUTICS INC COM | ** | 143,702 | ||||||
AKER BP ASA 3% DUE 01-15-2025 | ** | 4,287,847 | ||||||
AKERO THERAPEUTICS INC COM | ** | 227,722 | ||||||
AKT COMET HOLDING AG | ** | 137,683 | ||||||
AKZO NOBEL NV EUR0.50(POST REV SPLIT) | ** | 6,595,692 | ||||||
AL HAMMADI COMPANY FOR DEV & INV SAR10.00 | ** | 374,619 | ||||||
ALABAMA PWR CO 3.45% DUE 10-01-2049 | ** | 372,238 | ||||||
ALARIS EQUITY PART TRUST UNITS | ** | 221,645 | ||||||
ALASKA AIR GROUP INC COM | ** | 1,030,121 | ||||||
ALBA PLC FLT 15/12/2038 | ** | 327,013 | ||||||
ALBANY INTL CORP NEW CL A | ** | 1,595,107 | ||||||
ALBEMARLE CORP COM | ** | 511,489 | ||||||
ALBERTA PROV CDA BD 3.3% DUE 03-15-2028 REG | ** | 651,612 | ||||||
ALBERTA PROV CDA USD BD 1.3% DUE 07-22-2030 REG | ** | 929,807 | ||||||
ALBERTSONS COS INC CL A CL A | ** | 2,796,077 | ||||||
ALCHIP TECHNOLOGIE TWD10 | ** | 73,594 | ||||||
ALCOR MICRO CORP TWD10 | ** | 186,853 | ||||||
ALDAR PROPERTIES AED1 | ** | 79,214 | ||||||
ALEXANDRIA REAL 3.8% DUE 04-15-2026 | ** | 270,652 | ||||||
ALEXANDRIA REAL 4% DUE 02-01-2050 | ** | 350,816 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
ALEXANDRIA REAL 4.9% DUE 12-15-2030 | ** | 721,429 | ||||||
ALEXANDRIA REAL ESTATE E 2.0% DUE 05-18-2032 | ** | 1,749,898 | ||||||
ALEXANDRIA REAL ESTATE EQUITIES 1.875% DUE 02-01-2033 | ** | 117,616 | ||||||
ALFA SAB DE CV SER'A'NPV | ** | 645,570 | ||||||
ALIBABA GROUP HLDG 2.8% DUE 06-06-2023 | ** | 2,682,754 | ||||||
ALIBABA GROUP HOLDING LTD | ** | 6,949,862 | ||||||
ALIGN TECHNOLOGY INC COM | ** | 1,831,561 | ||||||
ALIGOS THERAPEUTICS INC COM | ** | 46,293 | ||||||
ALIMENTATION COUCH COM NPV CL A | ** | 209,206 | ||||||
ALIMENTATION COUCHE-TARD INC 3.439% 05-13-2041 | ** | 572,802 | ||||||
ALIOR BANK SA PLN10.00 | ** | 56,224 | ||||||
ALKERMES PLC SHS | ** | 2,263,617 | ||||||
ALLEGHANY CORP DEL COM | ** | 9,745,479 | ||||||
ALLEGHENY TECHNOLOGIES INC COM | ** | 168,906 | ||||||
ALLEGIANT TRAVEL CO COM | ** | 100,440 | ||||||
ALLEGION PLC COMMON STOCK | ** | 254,815 | ||||||
ALLEGION US HLDG CO INC 3.2% 10-01-2024 | ** | 1,040,096 | ||||||
ALLEGRO MICROSYSTEMS INC DEL COM | ** | 2,104,084 | ||||||
ALLETE INC COM NEW | ** | 3,743,666 | ||||||
ALLIANT ENERGY FIN 3.75% DUE 06-15-2023 | ** | 3,004,104 | ||||||
ALLIED MOTION TECHNOLOGIES INC COM | ** | 66,156 | ||||||
ALLISON TRANSMISSION HOLDING | ** | 5,433,453 | ||||||
ALLSCRIPTS HEALTHCARE SOLUTIONS INC | ** | 1,968,394 | ||||||
ALLSTATE CORP COM | ** | 944,730 | ||||||
ALLY AUTO RECEIVABLES TR 2018-3 CL A-4 3.23% 07-17-2023 | ** | 1,220,249 | ||||||
ALLY AUTO RECEIVABLES TR 2019-1 3.02% DUE 04-15-2024 REG | ** | 761,515 | ||||||
ALLY FINL INC 2.2% 11-02-2028 | ** | 1,988,439 | ||||||
ALLY FINL INC COM | ** | 968,578 | ||||||
ALNYLAM PHARMACEUTICALS INC COM | ** | 444,639 | ||||||
ALPHA SERVICES AND HOLDINGS SA EUR0.3(REV SPLIT) | ** | 621,370 | ||||||
ALPHA TEKNOVA INC COM | ** | 603,320 | ||||||
ALPHABET INC 1.1% DUE 08-15-2030 | ** | 454,352 | ||||||
ALPHABET INC 2.05% 08-15-2050 | ** | 708,073 | ||||||
ALPHABET INC CAP STK USD0.001 CL C | ** | 44,729,114 | ||||||
ALPHABET INC CAPITAL STOCK USD0.001 CL A | ** | 146,790,120 | ||||||
ALPHABET INC FIXED .45% DUE 08-15-2025 | ** | 215,033 | ||||||
ALPHABET INC FIXED .8% DUE 08-15-2027 | ** | 406,982 | ||||||
ALTEN NPV1.05 | ** | 419,974 | ||||||
ALTICE USA INC CL A CL A | ** | 841,942 | ||||||
ALTRIA GROUP INC 2.45% DUE 02-04-2032 | ** | 3,117,874 | ||||||
ALTRIA GROUP INC 2.85 DUE 08-09-2022 REG | ** | 893,100 | ||||||
ALTRIA GROUP INC 6.2% DUE 02-14-2059 | ** | 78,479 | ||||||
ALTRIA GROUP INC FIXED 2.35% DUE 05-06-2025 | ** | 1,472,363 | ||||||
ALTRIA GROUP INC FIXED 3.4% DUE 05-06-2030 | ** | 781,909 | ||||||
ALTRIA GROUP INC FIXED 4.4% DUE 02-14-2026 | ** | 1,176,541 | ||||||
ALUMINA LTD NPV | ** | 912,689 | ||||||
ALUPAR INVEST SA UNITS (1 COM & 2 PRF) | ** | 85,677 | ||||||
ALX ONCOLOGY HLDGS INC COM | ** | 164,635 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
AMADA CO LTD | ** | 1,050,598 | ||||||
AMADEUS FIRE AG NPV | ** | 482,874 | ||||||
AMADEUS IT GROUP EUR0.01 | ** | 4,290,364 | ||||||
AMALGAMATED FINL CORP COM | ** | 37,447 | ||||||
AMAZON COM INC .4% DUE 06-03-2023 REG | ** | 2,152,338 | ||||||
AMAZON COM INC .8% DUE 06-03-2025 | ** | 504,359 | ||||||
AMAZON COM INC 1.2% DUE 06-03-2027 | ** | 720,275 | ||||||
AMAZON COM INC 1.5% DUE 06-03-2030 | ** | 485,059 | ||||||
AMAZON COM INC 1.5% DUE 06-03-2030 | ** | 320,139 | ||||||
AMAZON COM INC 2.1% DUE 05-12-2031 BEO | ** | 385,477 | ||||||
AMAZON COM INC 2.5% DUE 06-03-2050 | ** | 497,148 | ||||||
AMAZON COM INC 3.15% DUE 08-22-2027 BEO | ** | 6,527,600 | ||||||
AMAZON COM INC COM | ** | 177,800,346 | ||||||
AMAZON COM INC FIXED 4.25% DUE 08-22-2057 | ** | 154,287 | ||||||
AMAZON COM INC NT .45% 05-12-2024 | ** | 2,449,214 | ||||||
AMBARELLA INC SHS | ** | 2,601,253 | ||||||
AMBIKA COTTON MILL INR10 | ** | 12,944 | ||||||
AMDOCS ORD GBP0.01 | ** | 7,966,718 | ||||||
AMER ELEC PWR CO INC COM | ** | 6,479,329 | ||||||
AMER MOVIL SAB DE 3.625% DUE 04-22-2029 | ** | 286,837 | ||||||
AMERANT BANCORP INC CL A CL A | ** | 72,555 | ||||||
AMERCO COM | ** | 2,440,859 | ||||||
AMEREN ILL CO 2.7% DUE 09-01-2022 | ** | 2,213,148 | ||||||
AMEREN ILL CO 3.8% DUE 05-15-2028 | ** | 4,291,336 | ||||||
AMERICAN AIRLS 2017-1 CL AA PASS THRU TR3.65% DUE 08-15-2030 | ** | 48,921 | ||||||
AMERICAN AIRLS INC 16-3 AA PTT 04-15-2030 | ** | 84,369 | ||||||
AMERICAN AIRLS PASS THRU TR 2021-1A 2.875% 01-11-2036 | ** | 270,263 | ||||||
AMERICAN AXLE & MFG HLDGS INC COM | ** | 971,076 | ||||||
AMERICAN CAMPUS CMNTYS INC COM | ** | 2,593,060 | ||||||
AMERICAN CAMPUS CMNTYS OPER PARTNERSHIP LP 2.85% DUE 02-01-2030 | ** | 408,479 | ||||||
AMERICAN EAGLE OUTFITTERS INC NEW COM | ** | 7,129,327 | ||||||
AMERICAN EXPRESS CO | ** | 18,199,355 | ||||||
AMERICAN EXPRESS CO 1.65% 11-04-2026 | ** | 5,964,841 | ||||||
AMERICAN EXPRESS CR CORP MEDIUM TERM NTSTRANCHE # TR 00103 2.7% DUE 03-03-2022 | ** | 195,330 | ||||||
AMERICAN EXPRESS CREDIT SR 21-1 CL A 0.0% 11-16-2026 | ** | 21,483,166 | ||||||
AMERICAN HOMES 4 RENT COMMON STOCK | ** | 2,250,799 | ||||||
AMERICAN HONDA FIN CORP MED TERM NTS BOO.65% DUE 09-08-2023 | ** | 1,608,281 | ||||||
AMERICAN HONDA FIN CORP MED TERM NTS BOO.875% DUE 07-07-2023 | ** | 2,120,912 | ||||||
AMERICAN INTERNATIONAL GROUP INC BNDS 3.75% DUE 07-10-2025 REG | ** | 1,842,252 | ||||||
AMERICAN INTERNATIONAL GROUP INC COM | ** | 25,359,560 | ||||||
AMERICAN INTL GROUP INC 4.25% DUE 03-15-2029 | ** | 285,903 | ||||||
AMERICAN MUN PWR OHIO INC REV 6.449% 02-15-2044 BEO TAXABLE | ** | 7,459,928 | ||||||
AMERICAN MUN PWR OHIO INC REV 7.334% 02-15-2028 BEO TAXABLE | ** | 247,974 | ||||||
AMERICAN OUTDOOR BRANDS INC COM | ** | 51,360 | ||||||
AMERICAN PUB ED INC COM STK | ** | 147,584 | ||||||
AMERICAN TOWER CORP 3.6% 01-15-2028 | ** | 431,209 | ||||||
AMERICAN TOWER CORP NEW 1.875% DUE 10-15-2030 | ** | 709,518 | ||||||
AMERICAN VANGUARD CORP COM | ** | 720,734 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
AMERICAN WTR CAP CORP SR NT 3.25% 06-01-2051 | ** | 156,405 | ||||||
AMERICREDIT .66% DUE 12-18-2024 | ** | 100,085 | ||||||
AMERICREDIT .89% DUE 10-19-2026 | ** | 494,367 | ||||||
AMERICREDIT 1.11% DUE 08-19-2024 | ** | 3,082,438 | ||||||
AMERICREDIT 1.17% DUE 08-18-2027 | ** | 2,230,236 | ||||||
AMERICREDIT 1.41% DUE 08-18-2027 | ** | 3,941,773 | ||||||
AMERICREDIT 1.48% DUE 02-18-2026 | ** | 100,588 | ||||||
AMERICREDIT 1.59% DUE 10-20-2025 | ** | 1,811,602 | ||||||
AMERICREDIT 2.13% DUE 07-18-2025 | ** | 2,068,267 | ||||||
AMERICREDIT 2.28% DUE 01-18-2024 | ** | 81,863 | ||||||
AMERICREDIT 2.28% DUE 01-18-2024 | ** | 992,588 | ||||||
AMERICREDIT 2.32% DUE 07-18-2025 | ** | 3,042,828 | ||||||
AMERICREDIT 2.58% DUE 09-18-2025 | ** | 5,085,726 | ||||||
AMERICREDIT 2.69% DUE 06-19-2023 | ** | 27,789 | ||||||
AMERICREDIT 2.74% DUE 04-18-2025 | ** | 1,836,605 | ||||||
AMERICREDIT 2.97% DUE 11-20-2023 | ** | 19,406 | ||||||
AMERICREDIT 3.36% DUE 02-18-2025 | ** | 1,813,885 | ||||||
AMERICREDIT 3.36% DUE 02-18-2025 | ** | 920,235 | ||||||
AMERICREDIT 3.5% DUE 01-18-2024 | ** | 2,734,937 | ||||||
AMERICREDIT AUTOMOBILE RECEIVABLES SER 18-3 CL D 4.04% DUE 11-18-2024 REG | ** | 4,628,248 | ||||||
AMERICREDIT AUTOMOBILE RECEIVABLES SER 19-1 CL B 3.13% 02-18-2025 | ** | 906,187 | ||||||
AMERICREDIT AUTOMOBILE RECEIVABLES TR SER 20-3 CL A2 .42% DUE 03-18-2024 REG | ** | 2,031,419 | ||||||
AMERICREDIT AUTOMOBILE RECEIVABLES TR 20-2 CL A2A 0.6% DUE 12-18-2023 REG | ** | 110,277 | ||||||
AMERIPRISE FINL 3% DUE 04-02-2025 | ** | 2,720,440 | ||||||
AMERIPRISE FINL 4% DUE 10-15-2023 | ** | 2,791,234 | ||||||
AMERIPRISE FINL INC 3.0% 03-22-2022 | ** | 241,365 | ||||||
AMERIPRISE FINL INC COM | ** | 10,383,741 | ||||||
AMERISOURCEBERGEN CORP .737% DUE 03-15-2023 BEO | ** | 2,584,697 | ||||||
AMERISOURCEBERGEN CORP .737% DUE 03-15-2023 BEO | ** | 2,895,617 | ||||||
AMERISOURCEBERGEN CORP COM | ** | 641,061 | ||||||
AMERN AIRLINES INC 3.7% DUE 10-01-2026 | ** | 2,093,984 | ||||||
AMERN CAMPUS 4.125% DUE 07-01-2024 | ** | 1,068,189 | ||||||
AMERN CR ACCEP RECEIVABLES TR ASSET BACKED NT CL C 144A .83% 03-15-2027 | ** | 253,878 | ||||||
AMERN CR ACCEP RECEIVABLES TR ASSET BACKED NT CL C 144A .83% 03-15-2027 | ** | 4,903,332 | ||||||
AMERN ELEC PWR CO .75% DUE 11-01-2023 | ** | 1,852,356 | ||||||
AMERN EXPRESS CO 2.5% DUE 07-30-2024 | ** | 1,506,594 | ||||||
AMERN EXPRESS CO 2.65 DUE 12-02-2022 | ** | 3,306,743 | ||||||
AMERN EXPRESS CO 3% 10-30-2024 | ** | 181,345 | ||||||
AMERN EXPRESS CO 3.4% 02-27-2023 | ** | 1,028,936 | ||||||
AMERN EXPRESS CO FIXED 2.5% DUE 08-01-2022 | ** | 3,536,037 | ||||||
AMERN EXPRESS CO FIXED 3.7% DUE 08-03-2023 | ** | 226,274 | ||||||
AMERN EXPRESS CR A/C MASTER TR 2018-3 ASSEST BACKED CTF CL A FLTG 10-15-2025 | ** | 2,005,085 | ||||||
AMERN EXPRESS CR SER 19-1 CL A 2.87% 10-15-2024 | ** | 537,853 | ||||||
AMERN HONDA FIN 1.3% DUE 09-09-2026 | ** | 481,305 | ||||||
AMERN HONDA FIN 3.45% DUE 07-14-2023 | ** | 2,024,628 | ||||||
AMERN HONDA FIN CORP MED TERM NTS TRANCHE # TR 90 1.8% 01-13-2031 | ** | 390,188 | ||||||
AMERN HONDA FIN CORP MED TERM NTS BOOK ENTRY TRANCHE # TR 94 .35 DUE 04-20-2023 | ** | 7,719,907 | ||||||
AMERN INTL GROUP 2.5% DUE 06-30-2025 | ** | 1,356,474 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
AMERN INTL GROUP 3.4% DUE 06-30-2030 | ** | 6,494,632 | ||||||
AMERN INTL GROUP 3.9% DUE 04-01-2026 | ** | 433,734 | ||||||
AMERN INTL GROUP 4.2% DUE 04-01-2028 | ** | 613,997 | ||||||
AMERN TOWER CORP 2.25% DUE 01-15-2022 | ** | 135,072 | ||||||
AMERN TOWER CORP 2.4% DUE 03-15-2025 | ** | 5,135,943 | ||||||
AMERN TOWER CORP 2.95% DUE 01-15-2051 | ** | 618,107 | ||||||
AMERN TOWER CORP 3.125% DUE 01-15-2027 | ** | 3,247,289 | ||||||
AMERN TOWER CORP 3.8% DUE 08-15-2029 | ** | 762,212 | ||||||
AMERN TOWER CORP 4.4% DUE 02-15-2026 | ** | 873,431 | ||||||
AMERN TOWER CORP 5% DUE 02-15-2024 | ** | 14,719,835 | ||||||
AMERN TOWER CORP FIXED 1.45% DUE 09-15-2026 | ** | 2,432,889 | ||||||
AMERN TOWER CORP FIXED 4% DUE 06-01-2025 | ** | 96,345 | ||||||
AMERN WOODMARK CORP COM | ** | 7,185,366 | ||||||
AMERN WTR CAP CORP 3% DUE 12-01-2026 | ** | 163,987 | ||||||
AMETEK INC NEW COM | ** | 2,017,389 | ||||||
AMGEN INC 2.2% DUE 02-21-2027 | ** | 184,358 | ||||||
AMGEN INC 2.25% DUE 08-19-2023 | ** | 501,884 | ||||||
AMGEN INC 2.6% DUE 08-19-2026 | ** | 651,890 | ||||||
AMGEN INC 3.625% DUE 05-22-2024 | ** | 52,668 | ||||||
AMGEN INC COM | ** | 4,338,097 | ||||||
AMICUS THERAPEUTICS INC COM | ** | 728,551 | ||||||
AMNEAL PHARMACEUTICALS INC COM | ** | 320,097 | ||||||
AMPHASTAR PHARMACEUTICALS INC DEL COM | ** | 235,229 | ||||||
AMPLITUDE INC COM CL A | ** | 155,802 | ||||||
AMPOC FAR EAST CO TWD10 | ** | 12,541 | ||||||
AMPOL LTD NPV | ** | 986,826 | ||||||
ANALOG DEVICES INC 2.8% DUE 10-01-2041/10-05-2021 BEO | ** | 202,883 | ||||||
ANALOG DEVICES INC 2.95% DUE 04-01-2025 | ** | 1,196,554 | ||||||
ANALOG DEVICES INC COM | ** | 26,518,667 | ||||||
ANAPTYSBIO INC COM | ** | 63,836 | ||||||
ANDERSONS INC COM | ** | 441,759 | ||||||
ANDES TECHNOLOGY C TWD10 | ** | 57,710 | ||||||
ANDREW W MELLON .947% DUE 08-01-2027 | ** | 9,610,104 | ||||||
ANGLO AMERICAN USD0.54945 | ** | 946,260 | ||||||
ANGLO AMERICAN USD0.54945 | ** | 2,645,256 | ||||||
ANGLO AMERN CAP 4% DUE 09-11-2027 | ** | 419,592 | ||||||
ANGLO AMERN CAP 4.75% DUE 04-10-2027 | ** | 901,396 | ||||||
ANHEUSER BUSCH INBEV FIN INC 4.625 DUE 02-01-2044 REG | ** | 240,429 | ||||||
ANHEUSER BUSCH INC 4.439% DUE 10-06-2048 | ** | 359,778 | ||||||
ANHEUSER-BUSCH 3.5% DUE 06-01-2030 | ** | 2,271,060 | ||||||
ANHEUSER-BUSCH 4.375% DUE 04-15-2038 | ** | 669,057 | ||||||
ANHEUSER-BUSCH COS LLC CORP 3.65% 02-01-2026 | ** | 537,081 | ||||||
ANHEUSER-BUSCH FIXED 4.6% DUE 06-01-2060 | ** | 1,615,542 | ||||||
ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.75% 01-23-2029 | ** | 1,525,997 | ||||||
ANHUI CONCH CEMENT 'H'CNY1 | ** | 317,243 | ||||||
ANIMA HLDG SPA NPV | ** | 193,843 | ||||||
ANORA GROUP OYJ | ** | 82,847 | ||||||
ANTARES HLDGS LP 2.75% 01-15-2027 | ** | 6,177,470 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
ANTERO RES CORP COM | ** | 336,333 | ||||||
ANTHEM INC 2.375% DUE 01-15-2025 | ** | 3,817,417 | ||||||
ANTHEM INC 2.55% 03-15-2031 | ** | 1,839,739 | ||||||
ANTHEM INC 2.95% 12-01-2022 | ** | 754,433 | ||||||
ANTHEM INC 3.35% DUE 12-01-2024 | ** | 79,248 | ||||||
ANTHEM INC 3.35% DUE 12-01-2024 | ** | 581,152 | ||||||
ANTHEM INC 4.101% 03-01-2028 | ** | 238,557 | ||||||
ANTHEM INC COM | ** | 26,377,280 | ||||||
ANTHEM INC NT 1.5% 03-15-2026 | ** | 9,239,148 | ||||||
ANTOFAGASTA ORD GBP0.05 | ** | 626,168 | ||||||
ANTONY WASTE HANDL INR5 | ** | 30,087 | ||||||
AON PLC | ** | 25,057,387 | ||||||
AON PLC 3.875% DUE 12-15-2025 | ** | 70,246 | ||||||
AON PLC 4.25% DUE 12-12-2042 | ** | 74,307 | ||||||
APA CORP COM | ** | 13,327,840 | ||||||
APAC REALTY LTD NPV | ** | 35,302 | ||||||
APACHE CORP 3.25 DUE 04-15-2022 REG | ** | 6,103,361 | ||||||
APELLIS PHARMACEUTICALS INC COM | ** | 794,020 | ||||||
APERAM S.A. | ** | 238,917 | ||||||
APOGEE ENTERPRISES INC COM | ** | 701,257 | ||||||
APPALACHIAN PWR CO FIXED 4.5% 03-01-2049 | ** | 72,339 | ||||||
APPFOLIO INC COM CL A COM CL A | ** | 1,795,562 | ||||||
APPLE INC .7% DUE 02-08-2026 | ** | 680,188 | ||||||
APPLE INC 1.125% DUE 05-11-2025 | ** | 3,893,419 | ||||||
APPLE INC 1.65% DUE 05-11-2030 | ** | 6,858,545 | ||||||
APPLE INC 2.45% DUE 08-04-2026 | ** | 6,185,606 | ||||||
APPLE INC 3.85% DUE 08-04-2046 | ** | 109,385 | ||||||
APPLE INC BNDS 2.75% DUE 01-13-2025 REG | ** | 1,802,764 | ||||||
APPLE INC COM STK | ** | 119,963,984 | ||||||
APPLE INC FIXED 2.5% DUE 02-09-2022 | ** | 270,131 | ||||||
APPLE INC FIXED 2.95% 09-11-2049 | ** | 258,532 | ||||||
APPLE INC FIXED 3.75% 11-13-2047 | ** | 883,321 | ||||||
APPLIED MATERIALS INC COM | ** | 4,083,964 | ||||||
APPLUS SERVICES SA EUR0.10 | ** | 695,562 | ||||||
APRIA INC COM | ** | 222,625 | ||||||
APT PIPELINES LTD SR NT 144A 4.2% DUE 03-23-2025 BEO | ** | 534,875 | ||||||
APTARGROUP INC COM | ** | 1,849,448 | ||||||
APTC KRW100 | ** | 25,247 | ||||||
AQUA FIN TR 2021-A ASSET BACKED NT CL A 144A 1.54% 07-17-2046 | ** | 4,029,825 | ||||||
ARAB NATIONAL BANK SAR10 | ** | 557,251 | ||||||
ARC RESOURCES LTD COM NPV | ** | 207,576 | ||||||
ARCBEST CORP COM USD0.01 | ** | 2,542,378 | ||||||
ARCH CAP FIN LLC 4.011% DUE 12-15-2026 | ** | 752,019 | ||||||
ARCH CAPITAL GROUP COM STK | ** | 9,441,180 | ||||||
ARCH RES INC DEL CL A CL A | ** | 1,519,747 | ||||||
ARCHAEA ENERGY INC CL A COM CL A COM | ** | 254,567 | ||||||
ARCHER-DANIELS-MIDLAND CO COM | ** | 3,451,889 | ||||||
ARCUS BIOSCIENCES INC COM | ** | 1,007,703 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
ARENA PHARMACEUTICALS INC COM NEW COM NEW | ** | 595,652 | ||||||
ARES MANAGEMENT LP COM SHS REPSTG LTD PARTNER | ** | 2,507,830 | ||||||
ARES XLIII CLO LTD / ARES XLIII CLO 1.40129% 07-15-2034 | ** | 1,590,247 | ||||||
AREZZO INDUSTRIA E COMERCIO | ** | 916,109 | ||||||
ARGAN INC COM | ** | 197,706 | ||||||
ARGENT SECS INC 2003-W3 ASSET BKD CTF M-1 FLTG 09-25-2033 REG | ** | 305,433 | ||||||
ARGENT SECS INC FLTG RT 1.15771% DUE 11-25-2034 | ** | 191,223 | ||||||
ARGENTINA(REP OF) FRN SNR 04/2022 ARS1 | ** | 10,747 | ||||||
ARGO GROUP INTERNATIONAL HOLDINGS COM STK | ** | 541,876 | ||||||
ARISE AB NPV | ** | 218,083 | ||||||
ARISTA NETWORKS INC COM | ** | 451,950 | ||||||
ARISTOCRAT LEISURE NPV | ** | 222,535 | ||||||
ARITZIA INC SUB VTG SHS | ** | 215,509 | ||||||
ARIX BIOSCIENCE ORD GBP0.00001 | ** | 92,410 | ||||||
ARIZONA PUB SVC CO 2.6% DUE 08-15-2029 | ** | 3,758,951 | ||||||
ARIZONA PUB SVC CO 3.35% DUE 06-15-2024 | ** | 1,433,651 | ||||||
ARJO AB SER'B'NPV | ** | 656,768 | ||||||
ARKO CORP COM | ** | 184,994 | ||||||
ARLO TECHNOLOGIES INC COM | ** | 547,935 | ||||||
ARMADA HOFFLER PPTYS INC REIT | ** | 264,798 | ||||||
ARMSTRONG WORLD INDS INC NEW COM STK | ** | 5,295,072 | ||||||
ARRIVAL GROUP COM EUR0.10 | ** | 840,998 | ||||||
ARRIYADH DEV CO SAR10 | ** | 157,559 | ||||||
ARROW ELECTR INC COM | ** | 15,019,442 | ||||||
ARROW ELECTRONICS INC NT 2.95% 02-15-2032 | ** | 454,961 | ||||||
ARROW ELECTRS INC 3.5% DUE 04-01-2022 | ** | 300,603 | ||||||
ARROW ELECTRS INC FIXED 3.25% DUE 09-08-2024 | ** | 1,252,699 | ||||||
ARROW ELECTRS INC FIXED 3.875% DUE 01-12-2028 | ** | 19,505 | ||||||
ARTIS REAL ESTATE TRUST UNITS CAD | ** | 578,497 | ||||||
ARTNATURE INC NPV | ** | 150,454 | ||||||
ARVIDA GROUP LTD NPV | ** | 26,484 | ||||||
ARVINAS INC COM | ** | 317,307 | ||||||
ARVIND LTD INR10 | ** | 122,269 | ||||||
ARZAN FINL GP FIN KWD0.1 | ** | 40,327 | ||||||
ASANA INC CL A | ** | 475,480 | ||||||
ASBURY AUTOMOTIVE GROUP INC COM | ** | 1,830,938 | ||||||
ASCENDAS R/EST INV NPV (REIT) | ** | 177,024 | ||||||
ASHTEAD GROUP ORD GBP0.10 | ** | 793,386 | ||||||
ASIA TECH IMAGE IN TWD10 | ** | 112,328 | ||||||
ASIA VITAL COMPONE TWD10 | ** | 79,380 | ||||||
ASIAN INFRASTRUCTURE INVT BK GLOBAL NT .5% DUE 05-28-2025 REG | ** | 11,942,477 | ||||||
ASML HOLDING NV EUR0.09 | ** | 11,018,169 | ||||||
ASOLID TECHNOLOGY TWD10 | ** | 76,572 | ||||||
ASPEED TECHNOLOGY TWD10 | ** | 256,989 | ||||||
ASPEN AEROGELS INC COM | ** | 1,857,366 | ||||||
ASPEN PHARMACARE NPV | ** | 591,771 | ||||||
ASPEN TECHNOLOGY INC COM | ** | 795,702 | ||||||
ASR NEDERLAND NV EUR0.16 | ** | 1,636,714 | ||||||
ASROCK INCORPORATI TWD10 | ** | 70,943 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
ASSECO POLAND SAPLN1 | ** | 123,221 | ||||||
ASSET PERU(REP OF) 6.95% 12/8/31 | ** | 1,879,525 | ||||||
ASSOCIATED ALCOHOL INR10 | ** | 92,624 | ||||||
ASSURANT INC COM | ** | 3,162,867 | ||||||
ASSURED GUARANTY LTD COMMON STK | ** | 1,129,249 | ||||||
ASTRA AGRO LESTARI IDR500 | ** | 57,392 | ||||||
ASTRA INTL IDR50 | ** | 1,996,387 | ||||||
ASTRAZENECA PLC .7% DUE 04-08-2026 | ** | 435,467 | ||||||
ASTRAZENECA PLC 3.375% DUE 11-16-2025 | ** | 7,622,920 | ||||||
ASTRAZENECA PLC FIXED 2.125% DUE 08-06-2050 | ** | 280,495 | ||||||
ASTRAZENECA PLC NT .3% 05-26-2023 | ** | 4,791,523 | ||||||
ASTRO MALAYSIA HLD MYR0.10 | ** | 153,765 | ||||||
ASTRONICS CORP COM | ** | 194,532 | ||||||
ASX LTD NPV | ** | 204,047 | ||||||
AT&T INC 1.65% DUE 02-01-2028 | ** | 950,240 | ||||||
AT&T INC 1.65% DUE 02-01-2028 | ** | 3,996,886 | ||||||
AT&T INC 1.7% DUE 03-25-2026 BEO | ** | 6,440,025 | ||||||
AT&T INC 2.25% DUE 02-01-2032 | ** | 1,548,018 | ||||||
AT&T INC 2.3% DUE 06-01-2027 | ** | 1,598,282 | ||||||
AT&T INC 2.55% DUE 12-01-2033 | ** | 915,753 | ||||||
AT&T INC 2.55% DUE 12-01-2033 | ** | 5,489,620 | ||||||
AT&T INC 2.625 DUE 12-01-2022 | ** | 3,580,383 | ||||||
AT&T INC 2.875%-FRN SNR PERP EUR | ** | 114,082 | ||||||
AT&T INC 3% DUE 06-30-2022 | ** | 984,742 | ||||||
AT&T INC 3% DUE 06-30-2022 | ** | 720,448 | ||||||
AT&T INC 3.15% DUE 09-04-2036 | ** | 677,298 | ||||||
AT&T INC 3.3% DUE 02-01-2052 | ** | 98,308 | ||||||
AT&T INC 3.5% DUE 06-01-2041 | ** | 206,113 | ||||||
AT&T INC 3.5% DUE 09-15-2053 REG | ** | 8,993,910 | ||||||
AT&T INC 3.55% DUE 09-15-2055 | ** | 313,376 | ||||||
AT&T INC 3.65% DUE 09-15-2059 | ** | 5,138,531 | ||||||
AT&T INC 4.05% 12-15-2023 | ** | 2,117,420 | ||||||
AT&T INC 4.25% DUE 03-01-2027 | ** | 1,731,430 | ||||||
AT&T INC 4.35% DUE 03-01-2029 | ** | 7,357,949 | ||||||
AT&T INC 4.45% DUE 04-01-2024 | ** | 213,509 | ||||||
AT&T INC COM | ** | 589,490 | ||||||
AT&T INC DIS COMMERCIAL PAPER NOTE 01-19-2022 | ** | 6,999,224 | ||||||
AT&T INC FIXED 3.1% DUE 02-01-2043 | ** | 823,949 | ||||||
AT&T INC NTS 1.8% DUE 05-29-2026 | ** | 483,398 | ||||||
ATCO LTD CLASS I NON-VOTING COM NPV | ** | 1,010,751 | ||||||
ATHENE GLOBAL FDG 2.75% DUE 06-25-2024 | ** | 257,680 | ||||||
ATHENE GLOBAL FDG 2.75% DUE 06-25-2024 | ** | 515,361 | ||||||
ATHENE GLOBAL FDG MEDIUM TERM SR TRANCHE# TR 00785 .95% 01-08-2024 | ** | 3,538,489 | ||||||
ATHENE GLOBAL FDG MEDIUM TERM SR TRANCHE# TR 00796 1.73% 10-02-2026 | ** | 343,725 | ||||||
ATHENE GLOBAL FDG VAR RT .749317% DUE 05-24-2024 | ** | 3,683,607 | ||||||
ATHENEX INC COM | ** | 24,364 | ||||||
ATLANTIA S.P.A | ** | 525,677 | ||||||
ATLAS AIR WORLDWIDE HLDGS INC COM NEW STK | ** | 815,738 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
ATLAS COPCO AB SER'B'NPV | ** | 225,681 | ||||||
ATLASSIAN CORPORATION PLC COM USD0.1 CL A | ** | 12,516,607 | ||||||
ATMOS ENERGY CORP .625% DUE 03-09-2023 | ** | 3,368,080 | ||||||
ATMOS ENERGY CORP .625% DUE 03-09-2023 | ** | 114,567 | ||||||
ATMOS ENERGY CORP .625% DUE 03-09-2023 | ** | 4,709,207 | ||||||
ATMOS ENERGY CORP 1.5% DUE 01-15-2031 | ** | 187,873 | ||||||
ATMOS ENERGY CORP 4.125% DUE 10-15-2044 | ** | 113,237 | ||||||
ATMOS ENERGY CORP COM | ** | 6,711,566 | ||||||
ATN INTL INC COM | ** | 77,064 | ||||||
ATOS SE | ** | 595,917 | ||||||
ATRICURE INC COM STK | ** | 1,981,605 | ||||||
AU OPTRONICS CORP TWD10 | ** | 1,400,270 | ||||||
AUDIX CORP TWD10 | ** | 155,088 | ||||||
AURIZON HOLDINGS NPV | ** | 3,332,962 | ||||||
AUROBINDO PHARMA INR1 | ** | 867,491 | ||||||
AURORA INNOVATION INC CL A COM | ** | 1,370,083 | ||||||
AUST & NZ BANK GRP NPV | ** | 2,146,763 | ||||||
AUSTEVOLL SEAFOOD NOK0.50 | ** | 170,698 | ||||||
AUSTRALIA & NEW 2.05% DUE 11-21-2022 | ** | 2,327,737 | ||||||
AUSTRALIA & NEW ZEALAND BKG GROUP LTD NY2.625% DUE 05-19-2022 REG | ** | 248,142 | ||||||
AUSTRALIA(CMNWLTH) 0.5% SNR 21/09/2026 AUD1000 | ** | 489,868 | ||||||
AUSTRALIA(CMNWLTH) 1% SNR 21/11/2031 AUD1000 | ** | 273,612 | ||||||
AUSTRALIA(CMNWLTH) 1.75% SNR 21/06/51 AUD1000 | ** | 252,676 | ||||||
AUSTRALIA(CMNWLTH) 2.5% SNR 21/05/2030 AUD100 | ** | 466,474 | ||||||
AUSTRALIA(CMNWLTH) IDX/LKD SNR 21/11/27 AUD100 | ** | 2,682,888 | ||||||
AUTOCANADA INC COM STK | ** | 33,804 | ||||||
AUTOMATIC DATA PROCESSING INC COM | ** | 4,677,129 | ||||||
AUTONATION INC COM | ** | 2,370,536 | ||||||
AUTOZONE INC FIXED 3.625% DUE 04-15-2025 | ** | 4,747,209 | ||||||
AVALARA INC COM | ** | 2,574,195 | ||||||
AVALONBAY CMNTYS INC SR NT 2.05% 01-15-2032 | ** | 1,979,700 | ||||||
AVANGRID INC 3.15% 12-01-2024 | ** | 319,377 | ||||||
AVANGRID INC 3.2% DUE 04-15-2025 REG | ** | 1,576,990 | ||||||
AVANGRID INC 3.8% DUE 06-01-2029 | ** | 2,573,517 | ||||||
AVAST PLC ORD GBP0.10 | ** | 85,918 | ||||||
AVAYA HLDGS CORP COM | ** | 1,367,487 | ||||||
AVEANNA HEALTHCARE HLDGS INC COM | ** | 865,060 | ||||||
AVERY DENNISON CORP COM | ** | 1,139,808 | ||||||
AVIAT NETWORKS INC COM NEW COM NEW | ** | 209,258 | ||||||
AVIATION CAP GROUP 4.125% DUE 08-01-2025 | ** | 1,793,145 | ||||||
AVIATION CAP GROUP 4.125% DUE 08-01-2025 | ** | 1,951,363 | ||||||
AVIATION CAP GROUP 4.375% DUE 01-30-2024 | ** | 3,670,492 | ||||||
AVID BIOSERVICES INC COMMON STOCK | ** | 5,146,535 | ||||||
AVID TECHNOLOGY INC COM | ** | 1,764,024 | ||||||
AVIDITY BIOSCIENCES INC COM | ** | 97,409 | ||||||
AVIVA ORD GBP0.25 | ** | 4,578,443 | ||||||
AVNET INC COM | ** | 1,406,232 | ||||||
AVOLON HLDGS FDG 2.125% DUE 02-21-2026 | ** | 515,542 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
AVOLON HLDGS FDG 2.875% DUE 02-15-2025 | ** | 1,941,607 | ||||||
AVOLON HLDGS FDG 2.875% DUE 02-15-2025 | ** | 1,021,899 | ||||||
AVOLON HLDGS FDG 3.625% DUE 05-01-2022 | ** | 603,865 | ||||||
AVOLON HLDGS FDG 4.25% DUE 04-15-2026 | ** | 450,599 | ||||||
AVOLON HLDGS FDG 4.25% DUE 04-15-2026 | ** | 2,730,097 | ||||||
AVOLON HLDGS FDG 4.375% DUE 05-01-2026 | ** | 187,530 | ||||||
AVOLON HLDGS FDG 4.375% DUE 05-01-2026 | ** | 1,749,920 | ||||||
AVOLON HLDGS FDG 5.5% DUE 01-15-2026 | ** | 1,492,614 | ||||||
AVON FINANCE 2A A CMO 20/09/2048 | ** | 449,456 | ||||||
AXA EQUITABLE FIXED 3.9% DUE 04-20-2023 | ** | 2,485,756 | ||||||
AXALTA COATING SYSTEMS LTD COM USD1.00 | ** | 574,367 | ||||||
AXCELIS TECHNOLOGIES INC COM NEW COM NEW | ** | 394,870 | ||||||
AXIS CAPITAL HOLDINGS LTD COM USD0.0125 | ** | 1,917,616 | ||||||
AXON ENTERPRISE INC COM | ** | 2,713,274 | ||||||
AXONICS INC COM | ** | 1,476,608 | ||||||
AYALA LAND INC PHP1 | ** | 251,108 | ||||||
AZEK CO INC CL A CL A | ** | 6,368,496 | ||||||
AZIMUT HLDG S.P.A NPV | ** | 525,995 | ||||||
B A T CAP CORP 2.259% DUE 03-25-2028 | ** | 448,609 | ||||||
B A T CAP CORP 2.259% DUE 03-25-2028 | ** | 12,668,321 | ||||||
B A T CAP CORP 2.789% DUE 09-06-2024 | ** | 5,667,491 | ||||||
B A T CAP CORP 3.222% 08-15-2024 | ** | 5,191,471 | ||||||
B A T CAP CORP 4.54% 08-15-2047 | ** | 83,926 | ||||||
B A T CAP CORP FIXED 3.557% DUE 08-15-2027 | ** | 9,245,877 | ||||||
B A T CAP CORP FIXED 3.734% DUE 09-25-2040 | ** | 182,982 | ||||||
B A T INTL FIN PLC FIXED 1.668% DUE 03-25-2026 | ** | 314,296 | ||||||
B A T INTL FIN PLC FIXED 1.668% DUE 03-25-2026 | ** | 9,103,767 | ||||||
B2 GOLD CORP COMMON STOCK | ** | 11,828 | ||||||
BA CR CARD TR 1.74% DUE 01-15-2025 | ** | 3,277,207 | ||||||
BACARDI LTD 4.45% DUE 05-15-2025 | ** | 867,275 | ||||||
BAE SYS PLC 3.4% DUE 04-15-2030 | ** | 619,669 | ||||||
BAE SYSTEMS ORD GBP0.025 | ** | 747,037 | ||||||
BAIC MOTOR CORPORATION LIMITED 'H'CNY1 | ** | 225,588 | ||||||
BAKER HUGHES A GE CO LLC/BAKER HUGHES 2.773% 12-15-2022 | ** | 101,986 | ||||||
BAKER HUGHES A GE CO LLC/BAKER HUGHES 4.08% 12-15-2047 | ** | 798,157 | ||||||
BAKER HUGHES CO | ** | 3,613,812 | ||||||
BAKER HUGHES LLC/CO-OBL 2.061% 12-15-2026 | ** | 1,133,942 | ||||||
BALLYROCK CLO 17 LTD / BALLYROCK 1.53616% 10-20-2034 | ** | 2,195,473 | ||||||
BALOISE HOLDING AG CHF0.10 (REGD) (VINKULIERT) | ** | 697,665 | ||||||
BALRAMPUR CHINI MI INR1 | ** | 184,695 | ||||||
BALT GAS & ELEC CO 2.4% DUE 08-15-2026 | ** | 6,053,796 | ||||||
BALT GAS & ELEC CO 3.2% DUE 09-15-2049 | ** | 235,851 | ||||||
BALT GAS & ELEC CO 3.35% DUE 07-01-2023 | ** | 345,123 | ||||||
BALT GAS & ELEC CO 3.5% DUE 08-15-2046 | ** | 28,163 | ||||||
BAMLL COML MTG FLTG RT 1.156% DUE 09-15-2038 | ** | 4,998,409 | ||||||
BANC AMERICA COML MTG TR SER 2016-UB10 CLS A3 2.903% 06-15-2049 | ** | 5,749,668 | ||||||
BANC CALIF INC COM | ** | 3,592,226 | ||||||
BANCA CARIGE SPA 25/05/2022 | ** | 683,692 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
BANCA MEDIOLANUM BANCA MEDIOLANUM SPA | ** | 594,409 | ||||||
BANCA MONTE DEI 0.875% 08/10/2026 .875% 08/10/2027 | ** | 468,055 | ||||||
BANCO BILBAO 1.125% DUE 09-18-2025 | ** | 2,547,772 | ||||||
BANCO BPM NPV | ** | 163,195 | ||||||
BANCO DE CHILE COM NPV | ** | 50,657 | ||||||
BANCO DE SABADELL 1.75% 10/05/2024 | ** | 116,515 | ||||||
BANCO SANTANDER EUR0.50(REGD) | ** | 1,162,329 | ||||||
BANCO SANTANDER S 2.706% DUE 06-27-2024 | ** | 2,278,273 | ||||||
BANCO SANTANDER S A .701% DUE 06-30-2024BEO | ** | 2,754,336 | ||||||
BANCO SANTANDER S A .701% DUE 06-30-2024BEO | ** | 5,968,558 | ||||||
BANCO SANTANDER S A 2.749% DUE 12-03-2030 | ** | 195,921 | ||||||
BANCO SANTANDER S FIXED 2.746% DUE 05-28-2025 | ** | 1,344,242 | ||||||
BANCO SANTANDER S FIXED 2.746% DUE 05-28-2025 | ** | 8,892,675 | ||||||
BANCO SANTANDER SA 3.125% 02-23-2023 | ** | 2,661,356 | ||||||
BANCO SANTANDER SA 3.5% DUE 04-11-2022 | ** | 2,216,743 | ||||||
BANCO SANTANDER SA FORMERLY BANCO SR NONPFD FIXED-FIXED RATE 1.722% 09-14-2027 | ** | 196,477 | ||||||
BANCO SANTANDER SA FORMERLY BANCO SR NT NON PFD 1.849% 03-25-2026 | ** | 199,003 | ||||||
BANCO SANTANDER SA FORMERLY BANCO SR NT NON PFD 2.958% 03-25-2031 | ** | 10,418,506 | ||||||
BANCO SANTANDER SA FRNS 04-12-2023 | ** | 2,222,266 | ||||||
BANDWIDTH INC CL A CL A | ** | 1,004,640 | ||||||
BANGKOK BANK PUBLIC CO (HONG KONG) SUB NT TIER 2 144A 3.466% 09-23-2036 | ** | 2,002,992 | ||||||
BANGKOK CHAIN HOSP THB1(NVDR) | ** | 43,754 | ||||||
BANK 2017-BNK4 3.357% DUE 05-15-2050 | ** | 281,015 | ||||||
BANK 2017-BNK9 3.47% DUE 11-15-2054 | ** | 3,604,859 | ||||||
BANK 2018-BNK10 COML MTG PASSTHRU CTF CL3.641% 02-15-2061 | ** | 6,188,934 | ||||||
BANK AL JAZIRA SAR10 | ** | 322,315 | ||||||
BANK AMER CORP .976% 04-22-2025 | ** | 3,552,942 | ||||||
BANK AMER CORP 1.319% DUE 06-19-2026 | ** | 2,751,693 | ||||||
BANK AMER CORP 2.015% DUE 02-13-2026 | ** | 19,297,782 | ||||||
BANK AMER CORP 2.572% DUE 10-20-2032 BEO | ** | 3,450,570 | ||||||
BANK AMER CORP 2.592% DUE 04-29-2031 | ** | 1,132,558 | ||||||
BANK AMER CORP 2.687% DUE 04-22-2032 | ** | 15,239,591 | ||||||
BANK AMER CORP 3.093% 10-01-2025 | ** | 1,404,957 | ||||||
BANK AMER CORP 3.093% 10-01-2025 | ** | 8,325,670 | ||||||
BANK AMER CORP 3.194% 07-23-2030 | ** | 1,509,457 | ||||||
BANK AMER CORP 3.3% DUE 01-11-2023 | ** | 688,381 | ||||||
BANK AMER CORP 3.366% DUE 01-23-2026 | ** | 263,100 | ||||||
BANK AMER CORP 3.366% DUE 01-23-2026 | ** | 10,523,984 | ||||||
BANK AMER CORP 3.419% 12-20-2028 | ** | 427,370 | ||||||
BANK AMER CORP 3.419% 12-20-2028 | ** | 31,905,309 | ||||||
BANK AMER CORP 3.5% DUE 04-19-2026 | ** | 9,247,149 | ||||||
BANK AMER CORP 3.593% DUE 07-21-2028 | ** | 9,089,838 | ||||||
BANK AMER CORP 3.95% DUE 04-21-2025 | ** | 2,031,631 | ||||||
BANK AMER CORP 4% DUE 01-22-2025 | ** | 575,826 | ||||||
BANK AMER CORP 4% DUE 01-22-2025 | ** | 4,738,012 | ||||||
BANK AMER CORP 4.25% DUE 10-22-2026 | ** | 187,689 | ||||||
BANK AMER CORP 4.3% DUE 12-31-2049 | ** | 4,065,225 | ||||||
BANK AMER CORP 4.45% DUE 03-03-2026 | ** | 550,753 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
BANK AMER CORP 4.45% DUE 03-03-2026 | ** | 3,745,120 | ||||||
BANK AMER CORP BDS 4 04-01-2024 | ** | 5,762,729 | ||||||
BANK AMER CORP CORP BD 4.125 DUE 01-22-2024 REG | ** | 4,048,594 | ||||||
BANK AMER CORP FIXED 2.496% DUE 02-13-2031 | ** | 662,348 | ||||||
BANK AMER CORP FIXED 3.864% 07-23-2024 | ** | 3,332,176 | ||||||
BANK AMER CORP FIXED 4.078% 04-23-2040 | ** | 575,872 | ||||||
BANK AMER CORP FLTG RT .90975% DUE 02-05-2026 | ** | 253,641 | ||||||
BANK AMER CORP FLTG RT .981% DUE 09-25-2025 | ** | 9,479,551 | ||||||
BANK AMER CORP FLTG RT 1.658% DUE 03-11-2027 | ** | 7,113,493 | ||||||
BANK AMER CORP FLTG RT 2.884% DUE 10-22-2030 | ** | 2,785,389 | ||||||
BANK AMER CORP MTN 3.458% 03-15-2025 | ** | 951,851 | ||||||
BANK AMER CORP SR NT FXD/FLTG .523% 06-14-2024 | ** | 2,821,404 | ||||||
BANK AMER CORP VAR RT 2.816% DUE 07-21-2023 | ** | 909,962 | ||||||
BANK AMER CORP VAR RT 3.124% DUE 01-20-2023 | ** | 2,444,038 | ||||||
BANK AMER CORP VAR RT 3.124% DUE 01-20-2023 | ** | 1,141,283 | ||||||
BANK AMER MERRILL LYNCH COML MTG TR SER 2016-UB10 CLS ASB 3.019% 06-15-2049 | ** | 1,850,883 | ||||||
BANK MANDIRI (PERS IDR250 | ** | 420,921 | ||||||
BANK MONTREAL CHICAGO BRH INSTL CTF DEP DTD 08-19-2021 .2% C/D 08-19-2022 | ** | 2,958,944 | ||||||
BANK MONTREAL MEDIUM TERM SR NTS 1.85% 05-01-2025 | ** | 3,277,054 | ||||||
BANK MONTREAL MEDIUM TERM SR NTS BOOK EN.4% 09-15-2023 | ** | 4,370,363 | ||||||
BANK NEW YORK MELLON CORP 3.3% 08-23-2029 | ** | 539,447 | ||||||
BANK NEW YORK MELLON CORP 3.3% 08-23-2029 | ** | 10,648,677 | ||||||
BANK NEW YORK MELLON CORP COM STK | ** | 12,005,136 | ||||||
BANK NEW YORK MELLON CORP MEDIUM TERM 2.2% 08-16-2023 | ** | 4,986,156 | ||||||
BANK NEW YORK MELLON CORP MEDIUM TERM SR NT BOOK ENTRY 2.95% 01-29-2023 | ** | 1,563,855 | ||||||
BANK NOVA SCOTIA 2.45% 09-19-2022 | ** | 84,882 | ||||||
BANK NOVA SCOTIA B C .55% DUE 09-15-2023 | ** | 1,604,839 | ||||||
BANK NOVA SCOTIA B C 1.3% DUE 06-11-2025BEO | ** | 994,636 | ||||||
BANK NOVA SCOTIA B C CORP 1.95% 02-01-2023 | ** | 506,610 | ||||||
BANK NOVA SCOTIA B C CORP 1.95% 02-01-2023 | ** | 461,311 | ||||||
BANK NOVA SCOTIA B C SR NT .7% 04-15-2024 | ** | 4,891,001 | ||||||
BANK NOVA SCOTIA B C SR NT .7% 04-15-2024 | ** | 1,776,487 | ||||||
BANK OF AMERICA CORP | ** | 4,696,320 | ||||||
BANK OF AMERICA CORP 3.004% 12-20-2023 | ** | 510,365 | ||||||
BANK OF AMERICA CORP 3.004% 12-20-2023 | ** | 3,789,267 | ||||||
BANK OF AMERICA CORP 3.004% 12-20-2023 | ** | 11,193,323 | ||||||
BANK OF AMERICA CORP 1.734% 07-22-2027 | ** | 794,629 | ||||||
BANK OF AMERICA CORP 2.299% 07-21-2032 | ** | 3,017,063 | ||||||
BANK OF AMERICA CORP 3.55% 03-05-2024 | ** | 514,898 | ||||||
BANK OF AMERICA CORP 3.55% 03-05-2024 | ** | 942,263 | ||||||
BANK OF AMERICA CORP BNDS 4.2 DUE 08-26-2024 | ** | 2,433,705 | ||||||
BANK OF AMERICA CORP FLTG RT MTN 05-28-2024 | ** | 17,706 | ||||||
BANK OF AMERICA CORP MTN 0.81% 10-24-2024 | ** | 3,003,179 | ||||||
BANK OF AMERICA CORP MTN 1.197% 10-24-2026 | ** | 1,862,988 | ||||||
BANK OF AMERICA CORP MTN 1.197% 10-24-2026 | ** | 8,765,849 | ||||||
BANK OF AMERICA CORPORATION 2.651% 03-11-2032 | ** | 4,460,587 | ||||||
BANK OF AMERICA CORPORATION 2.676% DUE 06-19-2041/06-19-2020 REG | ** | 627,410 | ||||||
BANK OF AMERICA CORPORATION MTN 1.53% DUE 12-06-2025/06-06-2022 REG | ** | 13,174,407 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
BANK OF CHINA LTD H CNY1 | ** | 2,354,672 | ||||||
BANK OF CHONGQING CO LTD COMMON STOCK | ** | 227,682 | ||||||
BANK OF GEORGIA GR ORD GBP0.01 | ** | 210,514 | ||||||
BANK OF ISRAEL 0% T-BILL 02/02/22 ILS1000 | ** | 804,845 | ||||||
BANK OF ISRAEL 0% T-BILL 02/03/22 ILS1000 | ** | 3,058,412 | ||||||
BANK OF ISRAEL 0% T-BILL 02/11/22 ILS1000 | ** | 2,029,424 | ||||||
BANK OF ISRAEL 0% T-BILL 06/04/22 ILS1000 | ** | 2,060,404 | ||||||
BANK OF ISRAEL 0% T-BILL 07/09/22 ILS1000 | ** | 3,637,174 | ||||||
BANK OF ISRAEL 0% T-BILL 07/10/22 ILS1000 | ** | 4,444,519 | ||||||
BANK OF ISRAEL 0% T-BILL 08/06/22 ILS1000 | ** | 418,478 | ||||||
BANK OF MONTREAL FIXED 2.9% DUE 03-26-2022 | ** | 1,006,243 | ||||||
BANK OF NOVA SCOTIA .4% 09-15-2023 | ** | 4,621,929 | ||||||
BANK PEKAO SA PLN1.00 | ** | 76,928 | ||||||
BANK RAKYAT INDONESIA PERSER | ** | 816,552 | ||||||
BANK SER 2017-BNK8 CL A-3 3.229% 11-15-2050 | ** | 2,562,117 | ||||||
BANK ST PETERSBURG COM | ** | 271,945 | ||||||
BANKUNITED INC | ** | 436,935 | ||||||
BANQUE SAUDI FRANS SAR10 | ** | 410,488 | ||||||
BARCLAYS BK PLC 7.625 DUE 11-21-2022 | ** | 1,950,725 | ||||||
BARCLAYS BK PLC FIXED 1.7% DUE 05-12-2022 | ** | 3,632,282 | ||||||
BARCLAYS PLC 1.007% DUE 12-10-2024 | ** | 7,494,811 | ||||||
BARCLAYS PLC 3.65% DUE 03-16-2025 | ** | 2,165,218 | ||||||
BARCLAYS PLC 3.65% DUE 03-16-2025 | ** | 3,068,272 | ||||||
BARCLAYS PLC 3.684% DUE 01-10-2023 | ** | 400,186 | ||||||
BARCLAYS PLC 3.684% DUE 01-10-2023 | ** | 3,041,415 | ||||||
BARCLAYS PLC 4.337% DUE 01-10-2028 | ** | 3,681,475 | ||||||
BARCLAYS PLC 4.338% 05-16-2024 | ** | 1,873,911 | ||||||
BARCLAYS PLC 4.61% 02-15-2023 | ** | 5,930,298 | ||||||
BARCLAYS PLC 4.972% 05-16-2029 | ** | 8,526,922 | ||||||
BARCLAYS PLC 8.0% 06-15-2164 | ** | 221,056 | ||||||
BARCLAYS PLC BARCLAYS PLC 7.75% DUE 12-31-2049 BEO | ** | 2,038,928 | ||||||
BARCLAYS PLC FIXED 2.645% DUE 06-24-2031 | ** | 9,967,512 | ||||||
BARCLAYS PLC FIXED 6.125% DUE 12-31-2049 | ** | 324,630 | ||||||
BARCLAYS PLC FLTG RT 3.932% DUE 05-07-2025 | ** | 788,883 | ||||||
BARCLAYS PLC FLTG RT 3.932% DUE 05-07-2025 | ** | 10,855,036 | ||||||
BARCLAYS PLC ORD GBP0.25 | ** | 1,165,729 | ||||||
BARCLAYS PLC SR NT FLTG VAR RT DUE 05-16-2024/05-16-2023 | ** | 1,214,391 | ||||||
BARINGS LN FLTG RT 0% DUE 01-20-2034 | ** | 9,999,995 | ||||||
BARNES & NOBLE ED INC COM | ** | 19,749 | ||||||
BARNES GROUP INC COM | ** | 2,390,999 | ||||||
BARRATT DEVELOPMENTS ORD GBP0.10 | ** | 685,655 | ||||||
BARRETT BUSINESS SVCS INC COM | ** | 278,381 | ||||||
BARRY CALLEBAUT AG CHF62.2000 (REGD) | ** | 138,503 | ||||||
BASSETT FURNITURE INDS INC COM STK | ** | 41,623 | ||||||
BATA INDIA INR5 | ** | 97,465 | ||||||
BATTALION CLO XI LTD / BATTALION 0% 04-24-2034 | ** | 1,746,609 | ||||||
BAWAG GROUP AG COMMON STOCK | ** | 89,684 | ||||||
BAWAN COMPANY COM STK | ** | 431,344 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
BAXALTA INC 4% DUE 06-23-2025 | ** | 2,957,506 | ||||||
BAXTER INTL INC 1.322% 11-29-2024 | ** | 5,946,027 | ||||||
BAY AREA TOLL AUTH CALIF TOLL BRDG REV 2.574% 04-01-2031 BEO TAXABLE | ** | 2,967,156 | ||||||
BAYCURRENT CONSULT NPV | ** | 192,427 | ||||||
BAYER AG NPV (REGD) | ** | 6,302,745 | ||||||
BAYER US FIN II 4.375% DUE 12-15-2028 | ** | 335,352 | ||||||
BAYER US FIN II LLC GTD NT FLTG RATE 144A DUE 12-15-2023/06-25-2018 BEO | ** | 302,465 | ||||||
BAYERISCHE MOTOREN WERKE A G COM | ** | 2,779,338 | ||||||
BAYVIEW MSR 3% DUE 11-25-2051 | ** | 2,623,720 | ||||||
BB&T CORP MEDIUM TERM NTS 3.05% 06-20-2022 | ** | 555,393 | ||||||
BB&T CORP SR 2.2% DUE 03-16-2023 | ** | 3,688,326 | ||||||
BB&T CORP SR 2.2% DUE 03-16-2023 | ** | 1,550,748 | ||||||
BBCMS MTG TR 1.617% DUE 10-15-2053 | ** | 5,987,732 | ||||||
BBVA(BILB-VIZ-ARG) EUR0.49 | ** | 803,352 | ||||||
BCA MPS 2.625% SNR 28/04/25 EUR1000 | ** | 114,078 | ||||||
BCO CREDITO INVERS COM NPV | ** | 59,351 | ||||||
BCO DO BRASIL SA COM NPV | ** | 1,497,801 | ||||||
BDO UNIBANK INC PHP10 | ** | 986,903 | ||||||
BEAM THERAPEUTICS INC COM | ** | 828,935 | ||||||
BEAR STEARNS ARM FLTG RT 2.63981% DUE 05-25-2034 | ** | 4,135 | ||||||
BEAR STEARNS ASSET BACKED SECS I LLC ASSASSET BKD CTF CL I-A-1A 5.5 25 AUG 2036 | ** | 165,403 | ||||||
BEAR STEARNS AST BACKED SECS I TR 2007 AST BACKED CTF CL I-A-1 08-25-2037 REG | ** | 99,688 | ||||||
BEAZER HOMES USA INC COM NEW COM NEW | ** | 362,255 | ||||||
BECTON DICKINSON & 1.957% DUE 02-11-2031 | ** | 336,835 | ||||||
BECTON DICKINSON & 3.363% DUE 06-06-2024 | ** | 1,589,546 | ||||||
BECTON DICKINSON & 3.734% DUE 12-15-2024 | ** | 74,421 | ||||||
BECTON DICKINSON & 4.685% DUE 12-15-2044 | ** | 640,617 | ||||||
BEFIMMO SA NPV | ** | 583,614 | ||||||
BEIERSDORF AG EUR1 | ** | 8,714,035 | ||||||
BEIJING ENTERPRISE NPV | ** | 263,952 | ||||||
BEKAERT SA NPV | ** | 1,329,292 | ||||||
BELL CANADA FIXED .75% DUE 03-17-2024 | ** | 1,817,391 | ||||||
BELLRING BRANDS INC CL A COM | ** | 420,561 | ||||||
BELLWAY GBP0.125 | ** | 810,474 | ||||||
BELUGA GROUP RUB100(RUB) | ** | 84,870 | ||||||
BENCHMARK 2019-B10 3.717% DUE 03-15-2062 | ** | 440,920 | ||||||
BENCHMARK 2020-B20 1.94539999962% DUE 10-15-2053 | ** | 3,672,246 | ||||||
BENCHMARK 2021-B24 2.0103% DUE 03-15-2054 | ** | 5,224,884 | ||||||
BENCHMARK 2021-B27 1.792% DUE 07-15-2054 | ** | 7,212,785 | ||||||
BENCHMARK 2021-B27 2.163% DUE 07-15-2054 | ** | 4,542,521 | ||||||
BENCHMARK 2021-B29 FLTG RT 2.284% DUE 09-15-2054 | ** | 4,244,206 | ||||||
BENCHMARK 2021-B30 2.329% DUE 11-15-2054 | ** | 4,038,263 | ||||||
BENCHMARK ELECTRS INC COM | ** | 348,127 | ||||||
BENCHMARK SER 2018-B4 CL C VAR 07-15-2051 | ** | 4,097,965 | ||||||
BENEFITFOCUS INC COM | ** | 121,012 | ||||||
BENTLEY SYS INC CL B CL B | ** | 3,386,676 | ||||||
BERKSHIRE HATHAWAY 3.25% DUE 04-15-2028 | ** | 428,271 | ||||||
BERKSHIRE HATHAWAY ENERGY CO 3.7% 07-15-2030 | ** | 2,111,442 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
BERKSHIRE HATHAWAY FIN CORP 2.85% DUE 10-15-2050 | ** | 247,311 | ||||||
BERKSHIRE HATHAWAY INC-CL B | ** | 11,610,469 | ||||||
BERLI JUCKER CO THB1(NVDR) | ** | 102,825 | ||||||
BERMAZ AUTO BERHAD MYR1 SUB RIGHTS | ** | 5,916 | ||||||
BERRY GLOBAL GROUP INC COM USD0.01 | ** | 335,847 | ||||||
BERRY GLOBAL INC 1.57% DUE 01-15-2026 | ** | 13,885,199 | ||||||
BEST WORLD INTL NPV (POST SUBDIVISION) | ** | 693,039 | ||||||
BEZEQ ISRAEL TELCM ILS1 | ** | 1,574,045 | ||||||
BGC PARTNERS INC FIXED 5.375% DUE 07-24-2023 | ** | 1,477,547 | ||||||
BHARAT ELECTRONICS INR1 | ** | 599,711 | ||||||
BHARAT PETROL CORP INR10 | ** | 539,128 | ||||||
BHARTI AIRTEL LTD COMSTK | ** | 1,030,571 | ||||||
BHP BILLITON FIN 2.875% DUE 02-24-2022 | ** | 246,598 | ||||||
BHP GROUP LIMITED | ** | 1,680,582 | ||||||
BHP GROUP PLC ORD USD0.50 | ** | 6,144,719 | ||||||
BIESSE SPA EUR1 | ** | 946,163 | ||||||
BILIA AB SER'A'NPV | ** | 85,703 | ||||||
BIOATLA INC COM | ** | 114,345 | ||||||
BIODELIVERY SCIENCES INTL INC COM | ** | 51,820 | ||||||
BIOGEN INC 2.25% DUE 05-01-2030 | ** | 295,738 | ||||||
BIOGEN INC COMMON STOCK | ** | 6,519,106 | ||||||
BIOGEN INC CORP 3.15% 05-01-2050 | ** | 289,462 | ||||||
BIOHAVEN PHARMACEUTICAL HLDG CO LTD COM NPV | ** | 799,849 | ||||||
BIOLIFE SOLUTIONS INC COM NEW COM NEW | ** | 4,107,899 | ||||||
BIOMERIEUX NPV | ** | 1,514,107 | ||||||
BIOTAGE AB NPV | ** | 1,301,816 | ||||||
BIO-TECHNE CORP COM | ** | 1,828,280 | ||||||
BIRLASOFT LIMITED | ** | 89,015 | ||||||
BJS WHSL CLUB HLDGS INC COM | ** | 2,243,495 | ||||||
BK HAW CORP COM | ** | 1,041,891 | ||||||
BK IRELAND GROUP FIXED 4.5% DUE 11-25-2023 | ** | 740,664 | ||||||
BK NEW YORK MELLON 1.6% DUE 04-24-2025 | ** | 1,679,974 | ||||||
BK NEW YORK MELLON 2.1% DUE 10-24-2024 | ** | 718,154 | ||||||
BK NEW ZEALAND 2% DUE 02-21-2025 | ** | 1,516,429 | ||||||
BK NOVA SCOTIA B C .8% DUE 06-15-2023 | ** | 1,235,615 | ||||||
BK NOVA SCOTIA B C 4.5% DUE 12-16-2025 | ** | 274,612 | ||||||
BK NOVA SCOTIA B C FIXED 2.7% DUE 03-07-2022 | ** | 444,631 | ||||||
BK NOVA SCOTIA B C FIXED 2.7% DUE 03-07-2022 | ** | 157,660 | ||||||
BK OF NOVA SCOTIA COM NPV | ** | 2,463,431 | ||||||
BK OF PHILIP ISLAN PHP10 | ** | 65,237 | ||||||
BLACK HILLS CORP 1.037% DUE 08-23-2024 BEO | ** | 8,851,866 | ||||||
BLACKROCK INC COM STK | ** | 13,492,608 | ||||||
BLACKSTONE / GSO 3.65% DUE 07-14-2023 | ** | 365,959 | ||||||
BLACKSTONE INC COM USD0.00001 | ** | 293,845 | ||||||
BLOCK FINL LLC 3.875% DUE 08-15-2030 | ** | 1,606,458 | ||||||
BLOCK H & R INC COM | ** | 1,587,379 | ||||||
BLOCK INC | ** | 7,501,655 | ||||||
BLUCORA INC COM | ** | 281,641 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
BLUE DART EXPRESS INR10 | ** | 181,093 | ||||||
BLUEGREEN VACATIONS HLDG CORP COM CL A | ** | 191,681 | ||||||
BLUELINX HLDGS INC COM NEW COM NEW | ** | 150,630 | ||||||
BLUEPRINT MEDICINES CORP COM | ** | 2,706,884 | ||||||
BLUESCOPE STEEL NPV | ** | 3,958,463 | ||||||
BM TECHNOLOGIES INC COM USD | ** | 4,854 | ||||||
BML INC NPV | ** | 738,927 | ||||||
BMW US CAP LLC 2.25% DUE 09-15-2023 | ** | 104,538 | ||||||
BMW VEH LEASE TR 2021-2 .19% 11-27-2023 | ** | 4,021,131 | ||||||
BNK FINANCIAL GROUP INC | ** | 381,075 | ||||||
BNP PARIBAS EUR2 | ** | 1,521,889 | ||||||
BNP PARIBAS MEDIUM FIXED 3.8% DUE 01-10-2024 | ** | 3,089,433 | ||||||
BNP PARIBAS SR NON PFD 144A MED 2.95% 05-23-2022 | ** | 1,736,636 | ||||||
BNP PARIBAS SR NON VAR RT 1.323% DUE 01-13-2027 | ** | 7,578,187 | ||||||
BNP PARIBAS SR NON VAR RT 2.819% DUE 11-19-2025 | ** | 5,661,549 | ||||||
BNP PARIBAS TRANCHE # TR 143 3.25 03-03-2023 | ** | 507,986 | ||||||
BOARDWALK 3.4% DUE 02-15-2031 | ** | 1,446,640 | ||||||
BOARDWALK 5.95% DUE 06-01-2026 | ** | 68,767 | ||||||
BOARDWALK PIPELINES LP 4.8% 05-03-2029 | ** | 112,086 | ||||||
BOBST GROUP AG CHF1 (REGD) | ** | 65,681 | ||||||
BOC AVIATION PTE 2.75% DUE 09-18-2022 | ** | 201,534 | ||||||
BOC AVIATION PTE 3.5% DUE 09-18-2027 | ** | 210,485 | ||||||
BOC HONG KONG HLDG NPV | ** | 888,120 | ||||||
BODITECH MED INC KRW1000 | ** | 86,677 | ||||||
*BOEING CO COM | ** | 6,956,272,973 | ||||||
BOISE CASCADE CO COM | ** | 2,353,089 | ||||||
BON SECOURS MERCY 1.35% DUE 06-01-2025 | ** | 1,215,309 | ||||||
BONAVA AB COMMON STOCK | ** | 381,685 | ||||||
BONOS DE TESORERIA 144A 5.94% 12/02/2 029 | ** | 1,104,042 | ||||||
BOOKING HLDGS INC COM | ** | 9,488,955 | ||||||
BOOT BARN HLDGS INC COM | ** | 5,099,315 | ||||||
BOOZ ALLEN HAMILTON HLDG CORP CL A COM STK | ** | 2,882,860 | ||||||
BORAL FIN PTY LTD 3.75% 05-01-2028 | ** | 530,730 | ||||||
BORG WARNER INC COM | ** | 5,282,700 | ||||||
BORREGAARD ASA COM STK | ** | 74,346 | ||||||
BOSTON BEER INC CL A CL A | ** | 1,006,664 | ||||||
BOSTON SCIENTIFIC CORP COM | ** | 21,079,765 | ||||||
BOUYGUES EUR1 | ** | 579,413 | ||||||
BP CAP MKTS AMER 1.749% DUE 08-10-2030 | ** | 356,181 | ||||||
BP CAP MKTS AMER 1.749% DUE 08-10-2030 | ** | 972,277 | ||||||
BP CAP MKTS AMER 2.772% DUE 11-10-2050 | ** | 263,597 | ||||||
BP CAP MKTS AMER 2.939% DUE 06-04-2051 | ** | 602,304 | ||||||
BP CAP MKTS AMER 3.194% DUE 04-06-2025 | ** | 7,275,101 | ||||||
BP CAP MKTS AMER 3.633% DUE 04-06-2030 | ** | 607,971 | ||||||
BP CAP MKTS AMER 3.633% DUE 04-06-2030 | ** | 707,458 | ||||||
BP CAP MKTS AMER 3.937% DUE 09-21-2028 | ** | 1,994,422 | ||||||
BP CAP MKTS AMER 4.234% DUE 11-06-2028 | ** | 1,129,639 | ||||||
BP CAP MKTS AMER FIXED 3.79% DUE 02-06-2024 | ** | 5,337,924 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
BP CAP MKTS AMER INC 3.119% 05-04-2026 | ** | 264,444 | ||||||
BP CAP MKTS AMER INC CORP BOND 3.41% 02-11-2026 | ** | 896,419 | ||||||
BP CAP MKTS P L C 3.506% DUE 03-17-2025 | ** | 1,927,037 | ||||||
BP CAP MKTS P L C 3.535% DUE 11-04-2024 | ** | 191,627 | ||||||
BP CAP MKTS P L C 3.814% DUE 02-10-2024 | ** | 216,043 | ||||||
BP ORD USD0.25 | ** | 2,441,097 | ||||||
BPCE MEDIUM TERM 4.5% DUE 03-15-2025 | ** | 3,541,074 | ||||||
BPCE S A MEDIUM 1% DUE 01-20-2026 | ** | 929,074 | ||||||
BPCE S A MEDIUM 1% DUE 01-20-2026 | ** | 7,306,781 | ||||||
BPCE S A MEDIUM 2.75% DUE 01-11-2023 | ** | 842,238 | ||||||
BPCE SR NON PFD 2.375% DUE 01-14-2025 | ** | 3,419,669 | ||||||
BPCE SR NON PFD 3% DUE 05-22-2022 | ** | 7,369,233 | ||||||
BPCE SR NON PFD VAR RT 2.045% DUE 10-19-2027 | ** | 1,391,339 | ||||||
BPR TR 2021-TY 1.256% DUE 09-15-2038 | ** | 3,191,974 | ||||||
BRAMBLES LTD NPV | ** | 163,706 | ||||||
BRASKEM S.A. PRF'A' NPV | ** | 933,987 | ||||||
BRENNTAG SE NPV | ** | 2,167,022 | ||||||
BRIGHAM MINERALS INC CL A CL A | ** | 2,865,604 | ||||||
BRIGHTCOVE INC | ** | 110,744 | ||||||
BRIGHTVIEW HLDGS INC COM | ** | 3,905,764 | ||||||
BRILLIANCE CHINA USD0.01 | ** | 1,574,927 | ||||||
BRILLIANT EARTH GROUP INC CL A COM CL A COM | ** | 1,329,631 | ||||||
BRISTOL MYERS FIXED 2.9% DUE 07-26-2024 | ** | 10,239,211 | ||||||
BRISTOL MYERS FIXED 3.4% DUE 07-26-2029 | ** | 4,965,036 | ||||||
BRISTOL MYERS FIXED 3.875% DUE 08-15-2025 | ** | 1,025,140 | ||||||
BRISTOL MYERS FIXED 4.125% DUE 06-15-2039 | ** | 296,452 | ||||||
BRISTOL MYERS SQUIBB CO .75% DUE 11-13-2025 | ** | 1,796,551 | ||||||
BRISTOL MYERS SQUIBB CO 3.9% DUE 02-20-2028 BEO | ** | 223,078 | ||||||
BRISTOL MYERS SQUIBB CO 3.9% DUE 02-20-2028 BEO | ** | 2,606,662 | ||||||
BRISTOL MYERS SQUIBB CO COM | ** | 21,036,267 | ||||||
BRISTOL MYERS SQUIBB CO CORP 3.2% 06-15-2026 | ** | 1,699,823 | ||||||
BRISTOL MYERS SQUIBB CO CORP 5.0% 08-15-2045 | ** | 303,812 | ||||||
BRITISH TELECOMMUNICATIONS P L C 4.5% DUE 12-04-2023 BEO | ** | 1,621,811 | ||||||
BRITISH TELECOMMUNICATIONS P L C NT STEPUP 12-15-2030 12-12-2000 | ** | 219,855 | ||||||
BRIXMOR OPER 2.5% DUE 08-16-2031 | ** | 195,829 | ||||||
BRIXMOR OPER PARTNERSHIP LP FLTG 02-01-2022 | ** | 8,504,764 | ||||||
BRIXMOR OPER PARTNERSHIP LP SR NT 2.25% 04-01-2028 | ** | 1,543,022 | ||||||
BRIXMOR OPERATING PARTNERSHIP LP 3.85% NTS 02-01-2025 USD1000 | ** | 5,764,181 | ||||||
BRIXMOR PPTY GROUP INC COM | ** | 2,679,916 | ||||||
BROADCOM CORP / BROADCOM CAYMAN FIN LTD 3.125% 01-15-2025 | ** | 5,224,763 | ||||||
BROADCOM INC 3.15% DUE 11-15-2025 | ** | 3,582,240 | ||||||
BROADCOM INC 3.459% 09-15-2026 | ** | 4,994,552 | ||||||
BROADCOM INC 4.11% DUE 09-15-2028 REG | ** | 3,619,534 | ||||||
BROADCOM INC 4.25% DUE 04-15-2026 REG | ** | 861,944 | ||||||
BROADCOM INC 4.3% DUE 11-15-2032 BEO | ** | 337,534 | ||||||
BROADCOM INC 4.3% DUE 11-15-2032 BEO | ** | 1,687,671 | ||||||
BROADCOM INC CORP 4.7% 04-15-2025 | ** | 5,468,819 | ||||||
BROADCOM INC FIXED 4.15% DUE 11-15-2030 | ** | 1,896,176 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
BROADCOM INC SR NT 144A 3.187% 11-15-2036 | ** | 91,991 | ||||||
BROADCOM INC SR NT 144A 3.187% 11-15-2036 | ** | 904,908 | ||||||
BROADRIDGE FINL SOLUTIONS INC COM STK | ** | 91,593 | ||||||
BROOKFIELD FIN INC 3.5% DUE 03-30-2051 | ** | 263,188 | ||||||
BROOKFIELD FIN INC 3.5% DUE 03-30-2051 | ** | 2,631,882 | ||||||
BROOKFIELD FIN INC 3.9% DUE 01-25-2028 | ** | 219,557 | ||||||
BROOKFIELD FIN INC FIXED 4.7% 09-20-2047 | ** | 126,896 | ||||||
BROOKFIELD FIN LLC 4% DUE 04-01-2024 | ** | 1,944,975 | ||||||
BROTHER INDUSTRIES NPV | ** | 3,297,216 | ||||||
BROWN & BROWN INC 2.375% DUE 03-15-2031 | ** | 414,423 | ||||||
BROWN-FORMAN INC CL B NON-VTG COM | ** | 66,375 | ||||||
BRUKER CORP | ** | 1,566,684 | ||||||
BRUNSWICK CORP COM | ** | 3,424,820 | ||||||
BSTN PPTYS LTD 2.75% DUE 10-01-2026 | ** | 1,769,902 | ||||||
BSTN PPTYS LTD 2.9% DUE 03-15-2030 | ** | 280,311 | ||||||
BSTN PPTYS LTD 3.125% DUE 09-01-2023 | ** | 123,448 | ||||||
BSTN PPTYS LTD 3.2% DUE 01-15-2025 | ** | 278,602 | ||||||
BSTN SCIENTIFIC 1.9% DUE 06-01-2025 | ** | 1,865,421 | ||||||
BSTN SCIENTIFIC 2.65% DUE 06-01-2030 | ** | 58,165 | ||||||
BSTN SCIENTIFIC 3.75% DUE 03-01-2026 | ** | 105,329 | ||||||
BUILDERS FIRSTSOURCE INC COM STK | ** | 5,386,188 | ||||||
BUMBLE INC COM CL A COM CL A | ** | 533,972 | ||||||
BUMI ARMADA BERHA MYR | ** | 137,153 | ||||||
BUNGE LTD | ** | 3,735,987 | ||||||
BUNGE LTD FIN CORP FIXED 2.75% 05-14-2031 | ** | 711,204 | ||||||
BUNGE LTD FIN CORP FIXED 3% DUE 09-25-2022 | ** | 651,319 | ||||||
BUNKA SHUTTER CO NPV | ** | 330,179 | ||||||
BUONI POLIENNALI 1.85% 01/07/2025 | ** | 1,684,044 | ||||||
BURL NORTHN SANTA 4.375% DUE 09-01-2042 | ** | 304,674 | ||||||
BURL NORTHN SANTA 5.75% DUE 05-01-2040 | ** | 111,320 | ||||||
BURL NORTHN SANTA FIXED 3% DUE 04-01-2025 | ** | 157,587 | ||||||
BURLINGTN N SANTA FIXED 4.05% DUE 06-15-2048 | ** | 603,348 | ||||||
BURLINGTON NORTHN SANTA 4.55 09-01-2044 | ** | 101,201 | ||||||
BUY TO OPEN REPO W/RBC CAPIT .03% FROM 12-31-2021 TO 01-03-2022 | ** | 35,000,000 | ||||||
BWAY 2021-1450 MTG VAR RT 1.35629% DUE 09-15-2036 | ** | 2,000,000 | ||||||
BWX TECHNOLOGIES INC COM | ** | 6,173,168 | ||||||
BX 2021-21M MTG TR FLTG RT .836% DUE 10-15-2036 | ** | 496,522 | ||||||
BX 2021-21M MTG TR FLTG RT .836% DUE 10-15-2036 | ** | 1,986,089 | ||||||
BX COML MTG TR 2.843% DUE 03-09-2044 | ** | 2,311,593 | ||||||
BYGGMAX GROUP AB NPV | ** | 59,239 | ||||||
C H ROBINSON WORLDWIDE INC COM NEW COM NEW | ** | 5,030,841 | ||||||
CABOT CORP COM | ** | 10,421,054 | ||||||
CACI INTL INC CL A CL A | ** | 920,967 | ||||||
CACTUS INC CL A CL A | ** | 373,788 | ||||||
CADENCE BK COM | ** | 9,520,973 | ||||||
CADENCE DESIGN SYS INC COM | ** | 1,515,026 | ||||||
CALAMP CORP COM | ** | 45,445 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CALIFORNIA INSTITUTE OF TECHNOLOGY 3.65%09-01-2119 | ** | 2,007,683 | ||||||
CALIFORNIA ST 2.367% 04-01-2022 BEO TAXABLE | ** | 7,872,641 | ||||||
CALIFORNIA ST 6.65 03-01-2022 BEO TAXABLE | ** | 5,404,575 | ||||||
CALIFORNIA ST UNIV REV 3.199% 11-01-2027BEO TAXABLE | ** | 1,572,850 | ||||||
CALIFORNIA ST UNIV REV 3.299% 11-01-2028BEO TAXABLE | ** | 1,624,782 | ||||||
CALLAWAY GOLF CO COM | ** | 2,350,236 | ||||||
CAMDEN PPTY TR SH BEN INT | ** | 5,411,324 | ||||||
CAMIL ALIMENTOS SA COM NPV | ** | 84,327 | ||||||
CAMPBELL SOUP CO 3.95% DUE 03-15-2025 | ** | 213,919 | ||||||
CANACCORD GENUITY GROUP INC | ** | 1,078,623 | ||||||
CANADA(GOVT OF) I/L 1.5% BDS 01/12/44 CAD1000 | ** | 678,637 | ||||||
CANADIAN IMPERIAL BK 2.606% DUE 07-22-2023 | ** | 2,026,768 | ||||||
CANADIAN IMPERIAL BK COMM TORONTO BRH .95% DUE 06-23-2023 REG | ** | 7,228,454 | ||||||
CANADIAN NATL RY CO COM | ** | 16,413,359 | ||||||
CANADIAN PAC RY CO NEW 1.75% 12-02-2026 | ** | 1,412,155 | ||||||
CANADIAN PACIFIC RAILWAY CO 2.45% DUE 12-02-2031 BEO | ** | 3,210,392 | ||||||
CANADIAN TIRE LTD CLASS'A'CUM NON-VTG COM NPV | ** | 612,628 | ||||||
CANFOR CORP COM NPV | ** | 307,110 | ||||||
CANON INC NPV | ** | 603,290 | ||||||
CAP 1 FINL CORP 3.9% DUE 01-29-2024 | ** | 4,388,888 | ||||||
CAP 1 PRIME AUTO 1.63% DUE 08-15-2025 | ** | 2,173,081 | ||||||
CAP 1 PRIME AUTO RECEIVABLES TR SER 19-1 CL A4 3.05% 10-15-2024 BEO | ** | 2,238,482 | ||||||
CAPGEMINI EUR8 | ** | 12,736,848 | ||||||
CAPITAL ONE FINL CORP 1.343% 12-06-2024 | ** | 5,428,239 | ||||||
CAPITAL ONE FINL CORP 1.878% 11-02-2027 | ** | 1,355,857 | ||||||
CAPITAL ONE FINL CORP 2.618% 11-02-2032 | ** | 499,222 | ||||||
CAPITAL ONE FINL CORP COM | ** | 1,876,159 | ||||||
CAPITAL PWR CORP COM | ** | 1,455,754 | ||||||
CAPITAL SECURITIES CORP TWD10 | ** | 148,001 | ||||||
CAPITALAND INTEGRATED COMMERCIAL TRUST | ** | 165,391 | ||||||
CAPRI HOLDINGS LTD COM NPV | ** | 580,295 | ||||||
CAPRICORN ENERGY PLC ORD GBP0.01615384615 | ** | 163,227 | ||||||
CAPSTONE MNG CORP COM NPV | ** | 690,901 | ||||||
CARA THERAPEUTICS INC COM | ** | 470,185 | ||||||
CARDINAL HLTH INC | ** | 379,172 | ||||||
CARDLYTICS INC COM | ** | 3,751,929 | ||||||
CARDS II TR .602% DUE 04-15-2027 | ** | 2,718,294 | ||||||
CARGURUS INC CL A CL A | ** | 985,046 | ||||||
CARLISLE COS INC .55% 09-01-2023 | ** | 1,107,110 | ||||||
CARLSBERG SER'B'DKK20 | ** | 4,049,854 | ||||||
CARLYLE US CLO 2017-1 LTD / CARLYLE SR SECD NT CL A-1-R FLTG 1.254% 04-20-2031 | ** | 499,003 | ||||||
CARLYLE US CLO 2017-2 LTD / CARLYLE 0% 07-20-2031 | ** | 1,399,163 | ||||||
CARMAX AUTO OWNER 2.77% DUE 12-16-2024 | ** | 1,022,576 | ||||||
CARMAX AUTO OWNER TR 2018-4 SER 18-4 CL A3 3.36% 09-15-2023 | ** | 385,853 | ||||||
CARMAX AUTO OWNER TR 2018-4 SER 18-4 CL C 3.85% 07-15-2024 | ** | 3,243,989 | ||||||
CARMAX AUTO OWNER TR 2020-4 SER 20-4 CL A2 .31% 01-16-2024 | ** | 1,154,064 | ||||||
CARMAX AUTO OWNER TR 2021-2 ASSET BACKEDNT CL A-2A .27% 06-17-2024 | ** | 1,571,859 | ||||||
CARMAX AUTO OWNER TR 2021-2 ASSET BACKEDNT CL A-3 .52% DUE 02-17-2026 REG | ** | 5,746,948 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CARMAX AUTO OWNER TR 2021-2 ASSET BACKEDNT CL C 1.34% 02-16-2027 | ** | 1,187,931 | ||||||
CARMAX AUTO OWNER TR 2021-4 ASSET BACKEDSR 2021-4 CL A2A .42% 11-15-2024 | ** | 2,756,281 | ||||||
CARMAX AUTO OWNER TR SER 19-3 CL A4 2.3% 04-15-2025 REG | ** | 3,542,353 | ||||||
CARMAX AUTO OWNER TR SER 19-3 CL B 2.5% 04-15-2025 REG | ** | 2,811,967 | ||||||
CARMAX AUTO OWNER TR SER 21-1 CL A3 0.34% DUE 12-15-2025 | ** | 1,685,042 | ||||||
CARMAX AUTO OWNER TRSER 19-A CL A4 2.19% 07-15-2025 REG | ** | 2,803,503 | ||||||
CARMAX AUTO OWNER TRUST SER 21-3 CL A3 0.76%DUE 06-15-2026 REG | ** | 1,140,019 | ||||||
CARREFOUR SA EUR2.50 | ** | 5,323,525 | ||||||
CARRIAGE SERVICES INC COM | ** | 254,345 | ||||||
CARRIER GLOBAL CORP 2.722% 02-15-2030 | ** | 408,894 | ||||||
CARSALES.COM LTD NPV | ** | 749,806 | ||||||
CARTER INC FORMERLY CARTER HLDGS INC TO 09/13/2003 COM | ** | 7,623,587 | ||||||
CARVANA AUTO .82% DUE 04-10-2025 | ** | 4,258,004 | ||||||
CARVANA AUTO 1.31% DUE 01-11-2027 | ** | 7,914,754 | ||||||
CARVANA AUTO RECEIVABLES TR 2019-1 ASSETBACKED NT CL C 144A 3.5% 02-15-2024 | ** | 1,152,240 | ||||||
CARVANA AUTO RECEIVABLES TR 2021-N1 ASSET BACKED CTF CL C 1.3% 01-10-2028 | ** | 1,657,035 | ||||||
CARVANA AUTO RECEIVABLES TR 2021-N4 ASSET BACKED NT CL C 1.72% 09-11-2028 | ** | 1,284,198 | ||||||
CARVANA AUTO RECEIVABLES TR ASSET BACKEDNT CL C 144A 2.45% 06-16-2025 | ** | 3,443,447 | ||||||
CARVANA CO CL A CL A | ** | 4,509,706 | ||||||
CASA SYS INC COM | ** | 61,701 | ||||||
CASHBOX PARTYWORLD TWD10 | ** | 11,175 | ||||||
CASTELLUM AB NPV | ** | 615,425 | ||||||
CASTLIGHT HEALTH INC CL B CL B | ** | 62,643 | ||||||
CATALENT INC COM | ** | 2,893,478 | ||||||
CATALYST PHARMACEUTICALS INC COM STK USD0.001 STK | ** | 208,421 | ||||||
CATCHER TECHNOLOGY TWD10 | ** | 124,086 | ||||||
CATCHMARK TIMBER TR INC CL A CL A | ** | 59,855 | ||||||
CATENA AB NPV | ** | 216,785 | ||||||
CATERPILLAR FINL .65% DUE 07-07-2023 | ** | 1,766,041 | ||||||
CATERPILLAR FINL 3.65% DUE 12-07-2023 | ** | 1,918,198 | ||||||
CATERPILLAR FINL SVCS CORP MEDIUM TERM NTS BOOK ENTRY 2.95% 02-26-2022 | ** | 3,392,426 | ||||||
CATERPILLAR INC 2.6% DUE 04-09-2030 BEO | ** | 1,178,691 | ||||||
CATERPILLAR INC 3.4% DUE 05-15-2024 | ** | 356,913 | ||||||
CATERPILLAR INC COM | ** | 2,781,273 | ||||||
CATHAY FINL HLDG TWD10 | ** | 2,228,559 | ||||||
CAVCO INDS INC DEL COM STK | ** | 1,730,875 | ||||||
CAWACHI LIMITED NPV | ** | 355,689 | ||||||
CAZOO GROUP LTD COM USD0.0001 CL A | ** | 126,877 | ||||||
CBOE GLOBAL MARKETS INC | ** | 9,128 | ||||||
CBRE GROUP INC CL A CL A | ** | 2,236,283 | ||||||
CBS CORP 4% DUE 01-15-2026 | ** | 31,324 | ||||||
CBS CORP NEW 3.7% DUE 08-15-2024 | ** | 165,205 | ||||||
CBS CORP NEW 4.6% DUE 01-15-2045 | ** | 118,894 | ||||||
CBS CORP NEW FIXED 3.7% DUE 06-01-2028 | ** | 81,405 | ||||||
CBTX INC FORMERLY CBFH INC TO 09/19/2017COM | ** | 62,002 | ||||||
CC HLDGS GS V LLC 3.849% DUE 04-15-2023 | ** | 620,933 | ||||||
CCSW CITIUS33 31/07/2029 USD 3MLIBOR /AUD 3MBBSW CCS220625-CCS220 | ** | 1,688 | ||||||
CCSW GSCMUS33 01/08/2029 USD 3MLIBOR /AUD 3MBBSW CCS0069N9-CCS006 | ** | 2,401 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CCSW GSCMUS33 01/08/2029 USD 3MLIBOR /AUD 3MBBSW CCS0069N9-CCS006 | ** | 1,200 | ||||||
CD 2016-CD2 MTG TR 3.348% DUE 11-10-2049 | ** | 3,084,799 | ||||||
CDN IMPERIAL BK COMM FIXED 3.1% 04-02-2024 REG | ** | 260,694 | ||||||
CDN IMPERIAL BK COMM TORONTO BRH SR NT 1% 10-18-2024 | ** | 2,508,168 | ||||||
CDN NAT RES LTD FIXED 2.95% DUE 01-15-2023 | ** | 6,338,807 | ||||||
CDN NATURAL RESOURCES COMMON STOCK | ** | 1,212,659 | ||||||
CDN PAC RY CO NEW 2.9% DUE 02-01-2025 | ** | 364,150 | ||||||
CDN PAC RY CO NEW 4.5% DUE 01-15-2022 | ** | 80,094 | ||||||
CDS BARCGB5G 06/20/2025 SELL ITALY GOV'T INT BOND 6 SWPC0JFW0 | ** | 1,078 | ||||||
CDS BARCGB5G 06/20/2025 SELL ITALY GOV'T INT BOND 6 SWPC0JG41 | ** | 2,156 | ||||||
CDS CITIUS33 06/20/2025 SELL ITALY GOV'T INT BOND 6 SWPC0JG66 | ** | 2,156 | ||||||
CDS GSILGB2X 12/20/2024 SELL RUSSIA FOREIGN BOND 7. SWPC0IM38 | ** | 786 | ||||||
CDS GSILGB2X 12/20/2024 SELL RUSSIA FOREIGN BOND 7. SWPC0IM38 | ** | 491 | ||||||
CDS GSILGB2X 12/20/2026 SELL ABU DHABI GOVT INT'L 3 SWPC0KCN0 | ** | 5,459 | ||||||
CDW LLC/CDW FIN FIXED 2.67% DUE 12-01-2026 | ** | 5,279,854 | ||||||
CELANESE US HLDGS FIXED 3.5% 05-08-2024 | ** | 40,741 | ||||||
CELLDEX THERAPEUTICS INC NEW SHS | ** | 247,141 | ||||||
CENCOSUD SA COM NPV | ** | 629,783 | ||||||
CENOVUS ENERGY INC 2.65% 01-15-2032 | ** | 293,865 | ||||||
CENT PATTANA PUB | ** | 954,775 | ||||||
CENTENE CORP DEL COM | ** | 11,569,784 | ||||||
CENTERPOINT ENERGY 2.4% DUE 09-01-2026 | ** | 2,426,474 | ||||||
CENTERPOINT ENERGY 3.95% 03-01-2048 | ** | 38,273 | ||||||
CENTERPOINT ENERGY 5.85 DUE 01-15-2041 | ** | 108,433 | ||||||
CENTERPOINT ENERGY INC 1.45% DUE 06-01-2026 BEO | ** | 183,556 | ||||||
CENTERPOINT ENERGY INC FLTG RT DUE 05-13-2024 BEO | ** | 3,145,814 | ||||||
CENTERPOINT ENERGY RES CORP 1.75% DUE 10-01-2030 | ** | 284,479 | ||||||
CENTERPOINT ENERGY RES CORP DEL .7% DUE 03-02-2023 BEO | ** | 722,072 | ||||||
CENTERPOINT ENERGY RES CORP DEL SR NT FLTG RATE .67325% 03-02-2023 | ** | 261,729 | ||||||
CENTERPOINT ENERGY RES CORP DEL SR NT FLTG RATE .67325% 03-02-2023 | ** | 1,795,807 | ||||||
CENTEX HOME EQTY FLTG RT 1.02271% DUE 10-25-2035 | ** | 549,709 | ||||||
CENTRAL DEPOSITORY INR10 | ** | 96,482 | ||||||
CENTRICA ORD GBP0.061728395 | ** | 1,561,095 | ||||||
CENTRUS ENERGY CORP CL A COM | ** | 450,388 | ||||||
CENTURY CMNTYS INC COM | ** | 3,021,323 | ||||||
CENTURY ENKA INR10 | ** | 109,110 | ||||||
CERENCE INC COM | ** | 1,695,813 | ||||||
CERIDIAN HCM HLDG INC COM | ** | 5,007,186 | ||||||
CERNER CORP COM | ** | 423,301 | ||||||
CESP-COMPANHIA ENE PRF NPV 'B' | ** | 19,691 | ||||||
CEZ CZK100 | ** | 983,660 | ||||||
CF INDS INC 3.45% DUE 06-01-2023 | ** | 339,202 | ||||||
CF JPMCB LIQUIDITY FD | ** | 361,756,367 | ||||||
CGDB COML MTG TR FLTG RT 2.10629% DUE 11-15-2036 | ** | 1,048,083 | ||||||
CGI INC | ** | 2,279,680 | ||||||
CGI INC 1.45% 09-14-2026 | ** | 1,956,875 | ||||||
CGI INC 1.45% 09-14-2026 | ** | 990,179 | ||||||
CH & DWIGHT INC 2.45% DUE 08-01-2022 | ** | 148,975 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CHAI WATANA TAN GP THB1(NVDR) | ** | 11,598 | ||||||
CHAMBAL FERTILISER INR10 | ** | 459,772 | ||||||
CHAMPION MICROELEC TWD10 | ** | 12,385 | ||||||
CHANG HWA COMMERC TWD10 | ** | 47,936 | ||||||
CHANGE HEALTHCARE INC COM | ** | 864,778 | ||||||
CHARLES RIV LABORATORIES INTL INC COM | ** | 2,863,528 | ||||||
CHAROEN POK FOODS THB1(NVDR) | ** | 876,751 | ||||||
CHART INDS INC COM PAR $0.01 COM PAR $0.01 | ** | 2,211,967 | ||||||
CHARTER 2.3% DUE 02-01-2032 | ** | 6,933,131 | ||||||
CHARTER 4.464% DUE 07-23-2022 | ** | 1,116,235 | ||||||
CHARTER 4.464% DUE 07-23-2022 | ** | 5,809,494 | ||||||
CHARTER 4.908% DUE 07-23-2025 | ** | 1,430,658 | ||||||
CHARTER 4.908% DUE 07-23-2025 | ** | 22,259,935 | ||||||
CHARTER 6.384% DUE 10-23-2035 | ** | 1,548,599 | ||||||
CHARTER COMMUNICATIONS INC NEW CL A CL A | ** | 2,911,046 | ||||||
CHARTER COMMUNICATIONS OPER LLC / 5.05% 03-30-2029 | ** | 1,225,949 | ||||||
CHARTER COMMUNICATIONS OPER LLC/CHARTE 4.2% DUE 03-15-2028 BEO | ** | 186,213 | ||||||
CHARTER COMMUNICATIONS OPER LLC/CHARTE 4.8% DUE 03-01-2050 | ** | 584,119 | ||||||
CHARTER FIXED 3.85% DUE 04-01-2061 | ** | 94,681 | ||||||
CHARTER HALL GROUP NPV (STAPLED) | ** | 1,678,081 | ||||||
CHATHAM LODGING TR COM | ** | 156,038 | ||||||
CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01 | ** | 5,592,316 | ||||||
CHEGG INC COM | ** | 783,894 | ||||||
CHEMED CORP NEW COM | ** | 1,851,640 | ||||||
CHEMOCENTRYX INC COM STK | ** | 217,222 | ||||||
CHEMOURS CO COM | ** | 838,664 | ||||||
CHENG SHIN RUBBER TWD10 | ** | 556,310 | ||||||
CHENIERE CORPUS CHRISTI HLDGS LLC 5.125% 06-30-2027 | ** | 564,490 | ||||||
CHENIERE ENERGY INC COM NEW | ** | 8,316 | ||||||
CHESAPEAKE ENERGY CORP COM 01/2021 | ** | 879,601 | ||||||
CHESTER CNTY PA HLTH & ED FACS AUTH HLTHSYS REV 3.314 06-01-2051 BEO TAXABLE | ** | 392,454 | ||||||
CHEVRON CORP COM | ** | 1,011,792 | ||||||
CHEVRON CORP NEW 1.554% DUE 05-11-2025 | ** | 1,816,020 | ||||||
CHEVRON CORP NEW 1.554% DUE 05-11-2025 | ** | 968,544 | ||||||
CHEVRON CORP NEW 1.995% DUE 05-11-2027 | ** | 558,593 | ||||||
CHEVRON CORP NEW 2.498% DUE 03-03-2022 | ** | 493,579 | ||||||
CHEVRON CORP NEW 2.566% DUE 05-16-2023 | ** | 160,415 | ||||||
CHEVRON U S A INC .426% DUE 08-11-2023 REG | ** | 1,510,378 | ||||||
CHEVRON U S A INC 2.343% DUE 08-12-2050 REG | ** | 459,990 | ||||||
CHEVRON U S A INC 3.25% 10-15-2029 | ** | 2,162,937 | ||||||
CHEVRON U S A INC 3.9% 11-15-2024 | ** | 4,656,660 | ||||||
CHGO ILL TRAN AUTH SALES & TRANSFER T 6.899 DUE 12-01-2040 REG | ** | 563,367 | ||||||
CHIA CHANG CO LTD TWD10 | ** | 505,346 | ||||||
CHICAGO ILL 7.75% 01-01-2042 BEO TAXABLE | ** | 37,577 | ||||||
CHICAGO ILL TRAN AUTH SALES & TRANSFER T 6.899% 12-01-2022 | ** | 704,209 | ||||||
CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV 6.2% 12-01-2040 BEO TAXABLE | ** | 13,673 | ||||||
CHICONY POWER TECH TWD10 | ** | 14,100 | ||||||
CHICOS FAS INC COM | ** | 264,163 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CHIEN KUO CONSTRUC TWD10 | ** | 80,018 | ||||||
CHILE(REP OF) 4.7% SNR 01/09/2030 CLP | ** | 407,776 | ||||||
CHINA AIRLINES TWD10 | ** | 218,110 | ||||||
CHINA AOYUAN GROUP HKD0.01 | ** | 15,011 | ||||||
CHINA BILLS FIN TWD10 | ** | 145,476 | ||||||
CHINA BLUECHEMICAL LTD H SHS | ** | 243,823 | ||||||
CHINA CINDA ASSET MANAGEMENT COMPANY LTD | ** | 479,022 | ||||||
CHINA CITIC BANK CORPORATION LTD HCNY1 | ** | 1,336,601 | ||||||
CHINA CONCH VENTUR HKD0.01 | ** | 1,143,542 | ||||||
CHINA CONSTRUCTION BANK HCNY1 | ** | 1,143,542 | ||||||
CHINA DEV FIN HLDG TWD10 | ** | 26,787 | ||||||
CHINA DONGXIANG (G HKD0.01 | ** | 235,060 | ||||||
CHINA DTNG CO RNWB 'H'CNY1 | ** | 73,676 | ||||||
CHINA EVERBRIGHT B 'H'CNY1 | ** | 671,211 | ||||||
CHINA EVERBRIGHT ENVIRONMENT GROUP LTD | ** | 695,350 | ||||||
CHINA GALAXY SECUR 'H'CNY1 | ** | 77,575 | ||||||
CHINA HARMONY AUTO HOLDING LIMITED HKD0.01 | ** | 237,764 | ||||||
CHINA HIGH SPEED T USD0.01 | ** | 15,859 | ||||||
CHINA HONGQIAO GRO USD0.01 | ** | 1,468,908 | ||||||
CHINA LONGYUAN PWR 'H'CNY1 | ** | 1,290,946 | ||||||
CHINA MEDICAL SYS USD0.005 | ** | 946,903 | ||||||
CHINA MERCHANTS PO NPV | ** | 458,987 | ||||||
CHINA NATIONAL BUI 'H'CNY1 | ** | 375,224 | ||||||
CHINA OVERSEAS GRA NPV | ** | 252,443 | ||||||
CHINA OVERSEAS LAND & INVESTMNT HKD0.10 | ** | 208,366 | ||||||
CHINA PETROLEUM & CHEMICAL CORP CNY1'H'SHS | ** | 596,906 | ||||||
CHINA RES CEMENT HKD0.1 | ** | 773,618 | ||||||
CHINA RES PHARM GR NPV | ** | 81,962 | ||||||
CHINA RESOURCES LAND HKD0.10 | ** | 1,926,863 | ||||||
CHINA RISUN GRP LT HKD0.1 | ** | 276,654 | ||||||
CHINA SANJIANG FIN HKD0.10 | ** | 202,789 | ||||||
CHINA SHINEWAY PHA HKD0.1 | ** | 234,194 | ||||||
CHINA STEEL CORP TWD10 | ** | 1,087,009 | ||||||
CHINA TAIPING INSU NPV | ** | 581,368 | ||||||
CHINA TRAD CHINESE NPV | ** | 83,555 | ||||||
CHINA VANKE CO 'H'CNY1 | ** | 155,427 | ||||||
CHINA XLX FERTILSE NPV | ** | 41,703 | ||||||
CHINA YONGDA AUTOMOBILES SER COM | ** | 488,770 | ||||||
CHINA YOUZAN LTD HKD | ** | 44,883 | ||||||
CHINA YUCHAI INTL LTD COM | ** | 125,805 | ||||||
CHINA YUHUA EDUCAT HKD0.00001 | ** | 631,269 | ||||||
CHIPOTLE MEXICAN GRILL INC COM STK | ** | 7,064,678 | ||||||
CHOW SANG SANG HLD HKD0.25 | ** | 255,852 | ||||||
CHOW TAI FOOK JEWE HKD1 | ** | 643,787 | ||||||
CHUBB LTD ORD CHF24.15 | ** | 20,331,959 | ||||||
CHUBU ELECTRIC POWER CO INC NPV | ** | 588,505 | ||||||
CHULARAT HOSPITAL THB0.1(NVDR) | ** | 83,083 | ||||||
CI FINANCIAL CO 4.1% 06-15-2051 | ** | 5,438,242 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CI FINANCIAL CORP COMSTK | ** | 253,275 | ||||||
CIA BRAS DE DISTRI COM NPV | ** | 69,703 | ||||||
CIA BRAS DE DISTRI COM NPV | ** | 197,813 | ||||||
CIA DE SANEAMENTO PRF NPV | ** | 55,524 | ||||||
CIA DE SANEAMENTO UNITS (1 COM & 4 PRF) | ** | 63,677 | ||||||
CIA PARANAENSE DE PRF'B'NPV | ** | 220,847 | ||||||
CIA SANEAMENTO MIN COM NPV | ** | 135,341 | ||||||
CIE DE ST-GOBAIN EUR4 | ** | 4,665,969 | ||||||
CIENA CORP COM NEW | ** | 4,029,456 | ||||||
CIGNA CORP 1.25% 03-15-2026 | ** | 8,488,052 | ||||||
CIGNA CORP NEW 3.05% DUE 11-30-2022 BEO | ** | 305,795 | ||||||
CIGNA CORP NEW 3.4% DUE 03-01-2027 BEO | ** | 1,838,153 | ||||||
CIGNA CORP NEW 3.5% 06-15-2024 | ** | 5,120,803 | ||||||
CIGNA CORP NEW COM | ** | 19,614,076 | ||||||
CIGNA CORP NEW CORP 3.75% 07-15-2023 | ** | 4,514,203 | ||||||
CIGNA CORP NEW CORP 3.75% 07-15-2023 | ** | 247,520 | ||||||
CIGNA CORP NEW CORP 4.125% 11-15-2025 | ** | 1,706,819 | ||||||
CIGNA CORP NEW CORP 4.375% 10-15-2028 | ** | 9,717,953 | ||||||
CIM TR 2020-R2 FLTG RT 2.581% DUE 10-25-2059 | ** | 5,979,491 | ||||||
CIM TR 2021-R6 FLTG RT 1.425% DUE 07-25-2061 | ** | 1,341,928 | ||||||
CIMPRESS PLC COM | ** | 345,590 | ||||||
CIN FINL CORP 6.92% DUE 05-15-2028 | ** | 257,072 | ||||||
CINEMARK HLDGS INC COM | ** | 708,587 | ||||||
CINTAS CORP NO 2 2.9% DUE 04-01-2022 | ** | 1,526,109 | ||||||
CINTAS CORP NO 2 3.7% DUE 04-01-2027 | ** | 1,707,663 | ||||||
CIPLA LTD INR2 | ** | 1,259,966 | ||||||
CIRRUS LOGIC INC COM | ** | 3,649,513 | ||||||
CIT HOME EQUITY LN TR 2002-1 ASSET BKD CTF CL AF-5 02-25-2033 BEO | ** | 225,834 | ||||||
CITIBANK CR CARD 3.21% DUE 12-07-2024 | ** | 2,490,344 | ||||||
CITIBANK CR CARD 3.29% DUE 05-23-2025 | ** | 6,495,882 | ||||||
CITIBANK CR CARD ISSUANCE TR 2018-A2 FLTG RATE 01-20-2025 REG | ** | 1,253,014 | ||||||
CITIBANK CR CARD ISSUANCE TR NT CL 2018-A7 3.96% 10-13-2030 | ** | 8,026,281 | ||||||
CITIC LTD | ** | 988,636 | ||||||
CITIC TEL INT HLDGS HKD0.10 | ** | 419,650 | ||||||
CITIGROUP COML MTG 2.505% DUE 11-15-2049 | ** | 243,374 | ||||||
CITIGROUP COML MTG 2.71000003815% DUE 08-10-2049 | ** | 8,861,087 | ||||||
CITIGROUP COML MTG 3.575% DUE 05-10-2047 | ** | 2,468,671 | ||||||
CITIGROUP COML MTG 3.855% DUE 05-10-2047 | ** | 2,590,144 | ||||||
CITIGROUP COML MTG FLTG RT 5.1019% DUE 11-10-2046 | ** | 310,461 | ||||||
CITIGROUP COML MTG TR 2016-C2 COML MTG PASSTHRU CTF CL D 3.25% 08-10-2049 | ** | 1,438,082 | ||||||
CITIGROUP COML MTG TR 2018-B2 COML MTG PASSTHRU CTF CL 3.788% 03-10-2051 | ** | 4,083,138 | ||||||
CITIGROUP COML MTG TRUST SER 2015-GC27 CL A-AB 2.944% 02-10-2048 | ** | 299,073 | ||||||
CITIGROUP INC 1.281% 11-03-2025 | ** | 1,850,426 | ||||||
CITIGROUP INC 1.462% DUE 06-09-2027 BEO | ** | 1,385,841 | ||||||
CITIGROUP INC 2.52% 11-03-2032 | ** | 335,003 | ||||||
CITIGROUP INC 2.561% DUE 05-01-2032 BEO | ** | 1,720,823 | ||||||
CITIGROUP INC 2.572% DUE 06-03-2031 | ** | 17,144,630 | ||||||
CITIGROUP INC 2.7% DUE 10-27-2022 | ** | 4,824,811 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CITIGROUP INC 2.876% DUE 07-24-2023 | ** | 2,778,053 | ||||||
CITIGROUP INC 3.106% DUE 04-08-2026 | ** | 14,989,867 | ||||||
CITIGROUP INC 3.142% 01-24-2023 | ** | 231,293 | ||||||
CITIGROUP INC 3.142% 01-24-2023 | ** | 4,926,239 | ||||||
CITIGROUP INC 3.2% DUE 10-21-2026 | ** | 349,892 | ||||||
CITIGROUP INC 3.4% DUE 05-01-2026 | ** | 536,415 | ||||||
CITIGROUP INC 3.4% DUE 05-01-2026 | ** | 6,436,980 | ||||||
CITIGROUP INC 3.5% DUE 05-15-2023 | ** | 5,913,566 | ||||||
CITIGROUP INC 3.668% DUE 07-24-2028 | ** | 323,778 | ||||||
CITIGROUP INC 3.668% DUE 07-24-2028 | ** | 6,820,915 | ||||||
CITIGROUP INC 3.7% DUE 01-12-2026 | ** | 10,021,888 | ||||||
CITIGROUP INC 3.887% 01-10-2028 | ** | 433,929 | ||||||
CITIGROUP INC 4.044% 06-01-2024 | ** | 1,354,969 | ||||||
CITIGROUP INC 4.075% DUE 04-23-2029 | ** | 14,369,478 | ||||||
CITIGROUP INC 4.3% DUE 11-20-2026 | ** | 520,301 | ||||||
CITIGROUP INC 4.4% DUE 06-10-2025 | ** | 746,237 | ||||||
CITIGROUP INC 4.4% DUE 06-10-2025 | ** | 2,015,385 | ||||||
CITIGROUP INC 4.412% DUE 03-31-2031 | ** | 1,520,406 | ||||||
CITIGROUP INC 4.45% DUE 09-29-2027 | ** | 1,004,120 | ||||||
CITIGROUP INC 4.45% DUE 09-29-2027 | ** | 6,660,663 | ||||||
CITIGROUP INC 4.5% DUE 01-14-2022 | ** | 510,595 | ||||||
CITIGROUP INC 4.6% DUE 03-09-2026 | ** | 893,681 | ||||||
CITIGROUP INC 4.65% DUE 07-30-2045 | ** | 433,870 | ||||||
CITIGROUP INC 5.5% DUE 09-13-2025 | ** | 3,111,163 | ||||||
CITIGROUP INC COM NEW COM NEW | ** | 46,048,100 | ||||||
CITIGROUP INC FIXED .776% DUE 10-30-2024 | ** | 4,486,388 | ||||||
CITIGROUP INC FIXED 3.98% 03-20-2030 | ** | 165,728 | ||||||
CITIGROUP INC FIXED 3.98% 03-20-2030 | ** | 983,319 | ||||||
CITIGROUP INC FLTG RT 1.678% DUE 05-15-2024 | ** | 1,820,112 | ||||||
CITIGROUP INC FLTG RT 1.678% DUE 05-15-2024 | ** | 3,434,956 | ||||||
CITIGROUP INC NEW 2.976% DUE 11-05-2030 | ** | 6,163,962 | ||||||
CITIGROUP INC NT FIXED / FLTG RATE .981%05-01-2025 | ** | 6,701,977 | ||||||
CITIGROUP INC SR NT 3.352% 04-24-2025 | ** | 151,429 | ||||||
CITIGROUP INC SR NT 3.352% 04-24-2025 | ** | 10,579,127 | ||||||
CITIGROUP MTG LN 2.5% DUE 05-25-2051 | ** | 291,546 | ||||||
CITIGROUP MTG LN FLTG RT .89967% DUE 05-25-2051 | ** | 477,148 | ||||||
CITIGROUP MTG LN FLTG RT 1.08271% DUE 11-25-2034 | ** | 428,533 | ||||||
CITIGROUP MTG LN FLTG RT 2.5% DUE 05-25-2051 | ** | 946,252 | ||||||
CITIZENS BK MEDIUM 3.25% DUE 02-14-2022 | ** | 4,503,671 | ||||||
CITIZENS FINL 2.85% DUE 07-27-2026 | ** | 416,901 | ||||||
CITIZENS FINL GROUP INC COM | ** | 9,662,625 | ||||||
CITRIX SYS INC 1.25% DUE 03-01-2026 | ** | 224,111 | ||||||
CJ ENM CO LTD | ** | 612,593 | ||||||
CJ LOGISTICS KRW5000 | ** | 592,697 | ||||||
CK ASSET HOLDINGS LTD | ** | 258,879 | ||||||
CK HUTCHISON HLDGS HKD1 | ** | 4,474,308 | ||||||
CK HUTCHISON INTL 2.875% DUE 04-05-2022 | ** | 1,005,070 | ||||||
CK INFRASTRUCTURE HKD1 | ** | 57,316 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CLAS OHLSON AB SER'B'NPV | ** | 327,620 | ||||||
CLEAN HBRS INC COM | ** | 3,583,539 | ||||||
CLEANAWAY COMPANY LIMITED SHS | ** | 67,455 | ||||||
CLEARWATER ANALYTICS HLDGS INC CL A CL A | ** | 2,164,716 | ||||||
CLEARWATER PAPER CORP COM STK | ** | 230,801 | ||||||
CLEV ELEC ILLUM CO 4.55% DUE 11-15-2030 | ** | 212,544 | ||||||
CLEVELAND CLIFFS USD0.125 | ** | 528,140 | ||||||
CLEVO TWD10 | ** | 96,621 | ||||||
CLIQ DIGITAL AG NPV | ** | 131,220 | ||||||
CLOETTA AB SER'B'NPV | ** | 1,011,538 | ||||||
CLOUDFLARE INC COM | ** | 367,543 | ||||||
CLP HOLDINGS LTD NPV | ** | 242,423 | ||||||
CLSA (YANTAI JEREH OILFIELD-A) P-NOTE 25/07/2024 | ** | 611,494 | ||||||
CLSA GLB MKT(FANGDA CARBON NEW) P NOTE 09/04/2026 | ** | 882,976 | ||||||
CLSA GLOBAL MARKET (WUXI LEAD INTELLIGENT) PNOTE 12/22/2025 | ** | 727,204 | ||||||
CLSA GLOBAL MARKET(NINGBO TUOPU GRP) P-NOTE (4/11/2026) | ** | 799,451 | ||||||
CLSA GLOBAL MARKETS PTE LD (NARI TECHNOLOGY CO LD-A)P-NOTE 04/09/23 | ** | 1,001,246 | ||||||
CMC MATLS INC COM | ** | 1,142,664 | ||||||
CMD SWP BNPAFRPP 02/15/2022 USD 3MTBILL/BLOOMBERG COMM SWU0SU423 | ** | 7,507 | ||||||
CMD SWP BNPAFRPP 02/15/2022 USD 3MTBILL/BNP PARIBAS MO SWU0SU431 | ** | 190,233 | ||||||
CMD SWP BNPAFRPP 02/15/2022 USD 3MTBILL/BNP PARIBAS MO SWU0SU449 | ** | 390,313 | ||||||
CMD SWP BNPAFRPP 02/18/2022 USD BLOOMBERG COMMODITY/0% SWU0ER169 | ** | 1,505 | ||||||
CMD SWP CHASUS33 01/18/2022 USD 0%/BLOOMBERG COMMODITY SWU0SR966 | ** | 10,379 | ||||||
CMD SWP CHASUS33 01/18/2022 USD 0%/BLOOMBERG COMMODITY SWU0SR966 | ** | 2,872 | ||||||
CMD SWP CHASUS33 01/18/2022 USD 0%/BLOOMBERG COMMODITY SWU0SR966 | ** | 218 | ||||||
CMD SWP CHASUS33 01/18/2022 USD 0%/BLOOMBERG COMMODITY SWU0SR966 | ** | 2,778 | ||||||
CMD SWP CHASUS33 01/18/2022 USD 0%/BLOOMBERG COMMODITY SWU0SR966 | ** | 39,807 | ||||||
CMD SWP CHASUS33 02/15/2022 USD 0%/J.P. MORGAN NIC5 IN SWU0SR974 | ** | 33,174 | ||||||
CMD SWP CHASUS33 02/15/2022 USD 0%/J.P. MORGAN NIC5 IN SWU0SR974 | ** | 41,625 | ||||||
CMD SWP CHASUS33 02/15/2022 USD 3MTBILL/BLOOMBERG COMM SWU0SU191 | ** | 10,325 | ||||||
CMD SWP CHASUS33 02/15/2022 USD 3MTBILL/BLOOMBERG COMM SWU0SU191 | ** | 12,498 | ||||||
CMD SWP CHASUS33 02/15/2022 USD 3MTBILL/BLOOMBERG COMM SWU0SU191 | ** | 9,944 | ||||||
CMD SWP CHASUS33 02/15/2022 USD 3MTBILL/BLOOMBERG COMM SWU0SU191 | ** | 5,521 | ||||||
CMD SWP CHASUS33 02/15/2022 USD 3MTBILL/BLOOMBERG COMM SWU0SU191 | ** | 72,317 | ||||||
CMD SWP CHASUS33 02/15/2022 USD 3MTBILL/J. P. MORGAN J SWU0SU258 | ** | 232,929 | ||||||
CMD SWP CITIUS33 02/15/2022 USD 3MTBILL/BLOOMBERG COMM SWU0SU373 | ** | 186,980 | ||||||
CMD SWP CITIUS33 02/15/2022 USD 3MTBILL/CITIGROUP CIVI SWU0SU399 | ** | 140 | ||||||
CMD SWP GSILGB2X 01/14/2022 USD 0%/BLOOMBERG COMMODITY SWU0DC148 | ** | 3,502 | ||||||
CMD SWP GSILGB2X 01/14/2022 USD 0%/BLOOMBERG COMMODITY SWU0DC148 | ** | 2,663 | ||||||
CMD SWP GSILGB2X 01/14/2022 USD 0%/BLOOMBERG COMMODITY SWU0DC148 | ** | 3,842 | ||||||
CMD SWP GSILGB2X 01/14/2022 USD 0%/BLOOMBERG COMMODITY SWU0DC148 | ** | 2,734 | ||||||
CMD SWP GSILGB2X 01/14/2022 USD 0%/BLOOMBERG COMMODITY SWU0DC148 | ** | 4,986 | ||||||
CMD SWP GSILGB2X 01/14/2022 USD 0%/BLOOMBERG COMMODITY SWU0DC148 | ** | 5,361 | ||||||
CMD SWP GSILGB2X 01/14/2022 USD 0%/BLOOMBERG COMMODITY SWU0DC148 | ** | 2,841 | ||||||
CMD SWP GSILGB2X 02/15/2022 USD 3MTBILL/BLOOMBERG COMM SWU0SU274 | ** | 9,165 | ||||||
CMD SWP GSILGB2X 02/15/2022 USD 3MTBILL/BLOOMBERG COMM SWU0SU274 | ** | 13,845 | ||||||
CMD SWP GSILGB2X 02/15/2022 USD 3MTBILL/BLOOMBERG COMM SWU0SU274 | ** | 14,756 | ||||||
CMD SWP GSILGB2X 02/15/2022 USD 3MTBILL/BLOOMBERG COMM SWU0SU274 | ** | 8,145 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CMD SWP GSILGB2X 02/15/2022 USD 3MTBILL/BLOOMBERG COMM SWU0SU274 | ** | 208,673 | ||||||
CMD SWP MACQAU2S 02/15/2022 USD 3MTBILL/BLOOMBERG COMM SWU0SU225 | ** | 21,675 | ||||||
CMD SWP MACQAU2S 02/15/2022 USD 3MTBILL/BLOOMBERG COMM SWU0SU225 | ** | 10,730 | ||||||
CMD SWP MLILGB3L 02/15/2022 USD 3MTBILL/BLOOMBERG COMM SWU0SU118 | ** | 412,607 | ||||||
CMD SWP MSCSUS33 03/02/2022 USD 0%/BLOOMBERG COMMODITY SWU0ST996 | ** | 2,189 | ||||||
CMD SWP MSCSUS33 03/02/2022 USD 0%/BLOOMBERG COMMODITY SWU0ST996 | ** | 2,244 | ||||||
CMD SWP MSCSUS33 03/02/2022 USD 0%/BLOOMBERG COMMODITY SWU0ST996 | ** | 9,651 | ||||||
CMD SWP MSCSUS33 03/02/2022 USD 0%/BLOOMBERG COMMODITY SWU0ST996 | ** | 3,153 | ||||||
CMD SWP MSCSUS33 03/02/2022 USD 0%/BLOOMBERG COMMODITY SWU0ST996 | ** | 2,564 | ||||||
CMD SWP SOGEFRPPHCM 02/15/2022 USD 3MTBILL/BLOOMBERG COMM SWU0SU019 | ** | 6,650 | ||||||
CMD SWP UBSWUS33 03/02/2022 USD 0%/BLOOMBERG COMMODITY SWU0SU498 | ** | 2,310 | ||||||
CMD SWP UBSWUS33 03/02/2022 USD 0%/BLOOMBERG COMMODITY SWU0SU498 | ** | 2,546 | ||||||
CME GROUP INC COM STK | ** | 985,348 | ||||||
CME_BASIS GOLDUS33 03/07/2024 USD P 1MLIBOR / R 3MLIBOR SWU0JG929 | ** | 574 | ||||||
CME_BASIS GOLDUS33 09/06/2024 USD P 1MLIBOR / R 3MLIBOR SWU0FA223 | ** | 3,744 | ||||||
CME_BASIS GOLDUS33 09/27/2024 USD P 1MLIBOR / R 3MLIBOR SWU0FC088 | ** | 506 | ||||||
CME_BASIS GOLDUS33 10/04/2024 USD P 1MLIBOR / R 3MLIBOR SWU0FC286 | ** | 674 | ||||||
CME_IRS GOLDUS33 02/02/2031 USD P 1.12% / R 3MLIBOR SWU017N30 | ** | 22,481 | ||||||
CME_IRS GOLDUS33 06/16/2023 USD P 0.25% / R 3MLIBOR SWU017A83 | ** | 73,495 | ||||||
CME_IRS GOLDUS33 06/16/2031 USD P 0.75% / R 3MLIBOR SWU017A18 | ** | 226,612 | ||||||
CME_IRS GOLDUS33 07/19/2031 USD P 1.37% / R 3MLIBOR SWU01BHK0 | ** | 9,059 | ||||||
CME_IRS GOLDUS33 07/19/2031 USD P 1.4% / R 3MLIBOR SWU01BHJ3 | ** | 13,871 | ||||||
CME_IRS GOLDUS33 08/10/2031 USD P 1.448% / R 3MLIBOR SWU01BUB5 | ** | 10,197 | ||||||
CME_IRS GOLDUS33 09/11/2029 PLN P 2.857% / R 6MWIBOR SWU01DIO7 | ** | 144,438 | ||||||
CME_IRS GOLDUS33 12/02/2050 USD P 1.325% / R 3MLIBOR SWU016TV4 | ** | 39,173 | ||||||
CME_IRS GOLDUS33 12/15/2026 USD P 1.25% / R 3MLIBOR SWU0DG651 | ** | 30,052 | ||||||
CME_IRS GOLDUS33 12/15/2028 USD P 3MLIBOR / R 1.5% SWU0ZN447 | ** | 5,018 | ||||||
CME_IRS GOLDUS33 12/15/2031 USD P 3MLIBOR / R 1.75% SWU0SU944 | ** | 86,549 | ||||||
CME_IRS GOLDUS33 12/15/2051 USD P 3MLIBOR / R 2% SWU0EQ377 | ** | 90,396 | ||||||
CME_IRS GOLDUS33 12/16/2030 USD P 1% / R 3MLIBOR SWU012TO9 | ** | 60,848 | ||||||
CME_IRS GOLDUS33 12/16/2050 USD P 1.25% / R 3MLIBOR SWU012TP6 | ** | 11,573 | ||||||
CME_IRS GOLDUS33 15/03/2022 ZAR P 3MJIBAR / R 7.75% SWU00JTL9 | ** | 19,147 | ||||||
CME_IRS GOLDUS33 21/03/2028 NZD P 3MBBR / R 3.25% SWU00MYL6 | ** | 29,243 | ||||||
CME_IRS GOLDUS33 29/11/2029 PLN P 3.263% / R 6MWIBOR SWU01E4I3 | ** | 65,258 | ||||||
CME_OIS GOLDUS33 03/01/2022 BRL P 2.85% / R 1DBZDIO SWU017FJ4 | ** | 18,988 | ||||||
CME_OIS GOLDUS33 03/01/2022 BRL P 2.859% / R 1DBZDIO SWU017DS6 | ** | 46,036 | ||||||
CME_OIS GOLDUS33 03/01/2022 BRL P 2.86% / R 1DBZDIO SWU017HR4 | ** | 24,514 | ||||||
CME_OIS GOLDUS33 03/01/2022 BRL P 2.87% / R 1DBZDIO SWU017FB1 | ** | 13,005 | ||||||
CME_OIS GOLDUS33 03/01/2022 BRL P 2.871% / R 1DBZDIO SWU017F05 | ** | 18,912 | ||||||
CME_OIS GOLDUS33 03/01/2022 BRL P 2.882% / R 1DBZDIO SWU017DB3 | ** | 16,222 | ||||||
CME_OIS GOLDUS33 03/01/2022 BRL P 3.36% / R 1DBZDIO SWU015O17 | ** | 18,500 | ||||||
CME_OIS GOLDUS33 03/01/2022 BRL P 7.197% / R 1DBZDIO SWU01CPI4 | ** | 8,584 | ||||||
CME_OIS GOLDUS33 03/01/2022 BRL P 7.197% / R 1DBZDIO SWU01CQ02 | ** | 8,551 | ||||||
CMIC HOLDINGS CO LTD | ** | 124,984 | ||||||
CMO ADJBL RATE MTG TR DUE 09-25-2035 BEO | ** | 318,934 | ||||||
CMO ALTERNATIVE LN TR 2006-OA9 MTG CL 2A-1A 0 DUE 07-25-2036 REG | ** | 85,427 | ||||||
CMO AMERN HOME MTG INVT TR 2005-2 MTG BKD NT CL IV-A-1 VAR 09-25-45 | ** | 11,002 | ||||||
CMO BANK 2018-BNK13 COML MTG PASSTHRU CTF CL C FLTG RT 08-15-2061 | ** | 2,710,035 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CMO BANK OF AMER MERRILL LYNCH COML MTG TR 2 3.366% DUE 02-15-2050 BEO | ** | 3,130,550 | ||||||
CMO BANK SER 2017-BNK9 CL A-2 2.766% 11-15-2054 REG | ** | 6,628,688 | ||||||
CMO BBCMS MTG TR 2018-C2 MTG PASS THRU CTF CL A-3 4.052% DUE 12-15-2051 REG | ** | 7,687,573 | ||||||
CMO BEAR STEARNS ALT-A TR 2006-8 MTG PASSTHRU CTF CL III-A-1 01-25-2037 REG | ** | 94,651 | ||||||
CMO BEAR STEARNS ALT-A TR SER 2005-4 CL II-3A-2 DUE 05-25-2035 REG | ** | 470,728 | ||||||
CMO BEAR STEARNS ARM TR 2000-2 MTG PASS THRU CTF CL A-1 VAR RATE 11-25-2030 BEO | ** | 13,726 | ||||||
CMO BEAR STEARNS ARM TR 2002-11 CL I-A-1DUE 02-25-2033/04-25-2006 BEO | ** | 1,313 | ||||||
CMO BEAR STEARNS ARM TR 2004-10 MTG DUE 01-25-2035 | ** | 19,985 | ||||||
CMO BEAR STEARNS ARM TR DUE 02-25-2034 REG | ** | 115,370 | ||||||
CMO BEAR STEARNS STRUCTURED PRODS INC TR200 DUE 12-25-2046 REG | ** | 1,252,042 | ||||||
CMO BEAR STEARNS STRUCTURED PRODS INC TR200 MTG PASSTHRU CTF CL I-A-1 VAR DUE | ** | 31,773 | ||||||
CMO BENCHMARK 2018-B4 MTG TRSE 2018-B4 CL A3 3.886% DUE 07-15-2051 | ** | 6,208,064 | ||||||
CMO BENCHMARK 2020-B16 MTG TR 2.475% 12-15-2057 | ** | 6,968,597 | ||||||
CMO CHASE MTG FIN TR SER 2007-A1 PASSTHRU CTF CL 1-A1 4.366 03-25-37 REG | ** | 18,239 | ||||||
CMO CITIGROUP COML MTG TR 2016-C3 COML MTG CTF CL A-3 2.86% 11-15-2049 | ** | 7,268,472 | ||||||
CMO CITIGROUP COML MTG TR 2017-B1 COML MTG CTF CL A-AB 3.243% 08-15-2050 | ** | 2,098,272 | ||||||
CMO CITIGROUP COML MTG TR SER 2016-P6 CLS A4 3.458% 12-10-2049 | ** | 1,566,488 | ||||||
CMO CITIGROUP COML MTG TR SR 2012-GC8 CL AAB 2.608% DUE 09-10-2045 | ** | 203,020 | ||||||
CMO CITIGROUP COMMERCIAL MORTGAGE TRUST SR 17-C4 CL A2 3.19% 10-12-2050 | ** | 4,784,221 | ||||||
CMO CITIGROUP MTG LN TR SER 2005-6 CL A1FLT RT DUE 09-25-2035/12-25-2021 BEO | ** | 6,349 | ||||||
CMO CITIGRP COMMERICAL MTG CITIGROUP COML MTG TR 3.127 DUE 04-15-2049 REG | ** | 9,616,489 | ||||||
CMO COMM 2012-CCRE1 MTG TR CTF CL A-3 3.391% DUE 05-15-2045 REG | ** | 2,612,800 | ||||||
CMO COMM 2012-CCRE2 MTG TR COML MTG CTF CL A-4 3.147 DUE 08-15-2045 | ** | 859,285 | ||||||
CMO COMM 2013-CCRE12 MTG TR MTG PASS THRU CTF CL A-4 4.046 DUE 10-10-2046 REG | ** | 3,657,794 | ||||||
CMO COMM 2013-CCRE12 MTG TR MTG PASS THRU CTF CL B 4.762% DUE 10-10-2046 REG | ** | 268,709 | ||||||
CMO COMM 2013-CCRE8 MTG TR COML MTG PASSTHRU CTF CL A-4 3.334 6-10-2046 | ** | 88,474 | ||||||
CMO COMM 2013-CCRE9 MTG TR COML MTG PASSTHRU CTF A-4 DUE 07-10-2045 REG | ** | 6,694,894 | ||||||
CMO COMM 2014-CCRE14 MTG TR MTG PASS THRU CTF CL A-3 3.955 DUE 02-10-2047 REG | ** | 5,716,201 | ||||||
CMO COMM 2014-CCRE21 MTG TR MTG PASS THRU CTF CL A-3 3.528 DUE 12-10-2047 REG | ** | 4,812,535 | ||||||
CMO COMM 2014-UBS6 MTG TR MTG PASS THRU CTF CL A-4 3.378% DUE 12-10-2047 REG | ** | 8,632,841 | ||||||
CMO COMM 2014-UBS6 MTG TR MTG PASS THRU CTF CL A-5 3.644% DUE 12-10-2047 REG | ** | 2,212,723 | ||||||
CMO COMM 2015-LC19 MTG TR SER 15-LC19 CLA4 3.18300008774% DUE 02-10-2048 REG | ** | 1,542,749 | ||||||
CMO COMM 2015-LC23 MTG TR CL A-SB 3.598% DUE 10-10-2053 REG | ** | 12,515,917 | ||||||
CMO COMM 2019-GC44 MTG TR SER 19-GC44 CLS A3 2.688% DUE 08-15-2057 REG | ** | 5,704,283 | ||||||
CMO COMM MORTGAGE SER 2013-LC6 CL C FLTGRT 01-10-2046 | ** | 2,710,193 | ||||||
CMO COMM MORTGAGE TR SER 2013-LC6 CL ASB2.478 01-10-2046 | ** | 488,496 | ||||||
CMO COMM MORTGAGE TRUST SER 2015-DC1 CL A2 2.87% 02-10-2048 | ** | 465,706 | ||||||
CMO COMM MTG TR SER-2014-UBS2 CL-A4 3.691% 03-10-2047 BEO | ** | 2,565,916 | ||||||
CMO COMM SER 2013-CR13CL A-SB 3.706 DUE 10-10-46 | ** | 213,492 | ||||||
CMO CREDIT SUISSE 1ST BSTN MTG SECS CORPSER 2004-8 CL 6A1 4.5 DUE 12-25-2019 REG | ** | 16,447 | ||||||
CMO CSAIL 2015-C4 COML MTG TRUST SR 2015-C4 CL-ASB 3.6167% DUE 11-11-2048 | ** | 1,976,959 | ||||||
CMO CSAIL 2016-C5 COML MTG TR CL A-SB 3.5325% DUE 11-15-2048 REG | ** | 7,984,325 | ||||||
CMO CSAIL 2018-CX12 COML MTG TR SER 2018CLS CX12 VAR 08-15-2051 | ** | 7,450,958 | ||||||
CMO CSMC 2018-J1 TR CL A-2 FLTGE 02-01-2048 | ** | 5,029,690 | ||||||
CMO CWMBS INC SER 2005-11 CL 3-A-1 FLT RT DUE 04-25-2035 REG | ** | 427,284 | ||||||
CMO CWMBS INC SER 2005-11 CL 3-A-3 FLT RT DUE 04-25-2035 REG | ** | 48,690 | ||||||
CMO DBJPM 2016-C1 MTG TR CL A-SB 3.038% DUE 05-10-2049 REG | ** | 3,007,764 | ||||||
CMO FNMA SER 2019 M6 CL A2 3.45% FIXED DUE 01-25-2029 REG | ** | 1,108,824 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CMO FNMA SER 2019-M7 CL A1 2.875% FIXED 02-25-2029 | ** | 3,564,977 | ||||||
CMO GS MTG SECS CORP 2003-2F CL IIIA-1 6% DUE 03-25-2032 BEO | ** | 1,704 | ||||||
CMO GS MTG SECS TR 2013-GCJ12 CL AAB VARRT DUE 06-10-2046 BEO | ** | 1,776,439 | ||||||
CMO GS MTG SECS TR 2015-GS1 CL A-AB 3.553% DUE 11-10-2048 REG | ** | 11,065,877 | ||||||
CMO GS MTG SECS TR 2017-GS7 COML MTG PASSTHRU CTF CL A-4 0 DUE 08-10-2050 REG | ** | 8,740,079 | ||||||
CMO GS MTG SECS TR SER 2016-GS3 CL AAB 2.777% 10-10-2049 | ** | 563,932 | ||||||
CMO HARBORVIEW MTG LN TR 2003-1 CL A FLTG RT 05-19-2033 | ** | 3,853 | ||||||
CMO HARBORVIEW MTG LN TR 2005-4 MTG PASSTHRU CTF CL 4-A DUE 07-19-2035 REG | ** | 53,502 | ||||||
CMO HARBORVIEW MTG LN TR 2005-9 CL 2-A-1A DUE 06-20-2035 REG | ** | 122,564 | ||||||
CMO IRVINE CORE OFFICE TR 2013-IRV MTG PASS THRU CTF CL A-2 144A DUE 5-15-48BEO | ** | 1,050,106 | ||||||
CMO J P MORGAN CHASE 2013-C PASSTHRU CTF CL C 12-15-2047 REG | ** | 2,435,590 | ||||||
CMO J P MORGAN CHASE COML MTG SECS TR 2012-C8 CL A-SB 2.3791 10-15-2045 | ** | 409,168 | ||||||
CMO J P MORGAN CHASE COML MTG SECS TR 2013-C CL B FLTG RT 12-15-2047 REG | ** | 1,019,502 | ||||||
CMO J P MORGAN MTG TR 2004-A3 CL 1-A-1 DUE 07-25-2034 REG | ** | 103,809 | ||||||
CMO J P MORGAN MTG TR 2005-A1 MTG PASSTHRU CTF CL 6-T-1 DUE 02-25-2035 REG | ** | 61,916 | ||||||
CMO JJPMDB COML MTG SECS SER 17-C5 CL A4 3.4141% DUE 03-15-2050 REG | ** | 8,949,230 | ||||||
CMO JPMBB COML MTG SECS TR 2013-C12 COML CTF CL A-5 3.6637 DUE 07-15-2045 REG | ** | 5,482,917 | ||||||
CMO JPMBB COML MTG SECS TR 2013-C14 COMLMTG PASSTHRU CTF CL B DUE 08-15-2046 REG | ** | 5,370,403 | ||||||
CMO JPMBB COML MTG SECS TR 2013-C15 COM MTG PASSTH CTF CL B 4.9267 11-15-2045 | ** | 2,484,530 | ||||||
CMO JPMBB COML MTG SECS TR 2013-C17 COMLMTG PASSTHRU CTF CL B DUE 01-15-2047 REG | ** | 315,110 | ||||||
CMO JPMBB COML MTG SECS TR 2014-C21 COML CTF CL A-5 3.7748 DUE 08-15-2047 REG | ** | 7,686,319 | ||||||
CMO JPMBB COML MTG SECS TR 2015-C30 COMLMTG PASSTHRU CTF CL B DUE 07-15-2048 REG | ** | 3,189,133 | ||||||
CMO JPMBB COML MTG SER 15-C32 CL A4 3.3293% DUE 11-15-2048 REG | ** | 5,133,736 | ||||||
CMO JPMCC COML MTG SECS 2015-JP1 CL A4 3.6498% 01-15-2049 | ** | 4,457,803 | ||||||
CMO JPMCC COML MTG SECS TR 2017 CL A-3 3.3422% DUE 03-15-2050 REG | ** | 4,035,682 | ||||||
CMO JPMCC COML MTG SECS TR 2017-JP7 CL A-3 3.3785% 09-15-2050 | ** | 1,339,330 | ||||||
CMO JPMCC COML MTG SECS TR 2017-JP7 CL A-3 3.3785% 09-15-2050 | ** | 4,904,008 | ||||||
CMO JPMDB COML MTG SECS TR 2017-C7 CL A-3 10-15-2050 | ** | 9,767,969 | ||||||
CMO JPMDB COML MTG SECS TR 2020-COR7 SR 20-COR7 CL A-4 1.9152% 05-13-2053 | ** | 8,354,880 | ||||||
CMO MASTR ADJ RATE MTGS TR 2003-6 MTG PASSTHRU CTF CL 3-A-1 DUE 12-25-2033 REG | ** | 102,189 | ||||||
CMO MELLON RESDNTL FDG CORP 2000-TBC2 MTG PASSTHRU CTF CL A-1 VAR 05-25-30 | ** | 96,907 | ||||||
CMO MERRILL LYNCH MTG INVS INC 2004-A CLA-1 FLTG DUE 04-25-2029 REG | ** | 3,144 | ||||||
CMO MERRILL LYNCH MTG INVS INC SER 2003-C CL A1 6-25-28 | ** | 71,627 | ||||||
CMO MERRILL LYNCH MTG INVS INC SER 2005-A5 CL A3 DUE 06-25-2035 REG | ** | 1,926,668 | ||||||
CMO MORGAN STANLEY BAML TRUST SER 2013-C13 CL A-4 FLTG RT 11-15-2046 | ** | 5,694,454 | ||||||
CMO MORGAN STANLEY BK AMER MERRILL LYNCHTR DUE 05-15-2046 REG | ** | 316,491 | ||||||
CMO MORGAN STANLEY BK AMER MERRILL SER 2015-C26 CL ASB 3.323% 11-15-2048 | ** | 7,826,614 | ||||||
CMO MORGAN STANLEY BK AMER MERRILL LYN TR COML MTG CTF CL A-SB 3.654 04-15-47 | ** | 1,263,065 | ||||||
CMO MORGAN STANLEY BK AMER MERRILL LYNCH TR COML MTG P DUE 07-15-2046 REG | ** | 2,206,573 | ||||||
CMO MORGAN STANLEY BK AMER MERRILL LYNCH TR SER 2013-C10 CL A5 VAR 07-15-2046 | ** | 6,747,968 | ||||||
CMO MORGAN STANLEY BK AMER MERRILL LYNCH TR SERIES 2015-C24 3.732% 05-15-2048 | ** | 4,799,380 | ||||||
CMO MORGAN STANLEY BK AMER MERRILL LYNCHTR SER 2013-C8 CL ASB 2.699 12-15-2048 | ** | 189,148 | ||||||
CMO MORGAN STANLEY BK AMER MERRILL TR 2017-C33 CL A-3 3.295% 05-15-2050 | ** | 7,991,361 | ||||||
CMO MORGAN STANLEY CAP I TR 2018-H3 CL A-SB 4.12% 07-15-2051 | ** | 5,007,151 | ||||||
CMO MORGAN STANLEY CAP I TR SER 2019-L2 CL A4 4.071% 03-15-2052 | ** | 1,456,766 | ||||||
CMO MORGAN STANLEY CAP I TR SER-2018-H3 CL-A3 3.919% 07-15-2051 REG | ** | 7,271,767 | ||||||
CMO MORGAN STANLEY CAP I TR SR 19-L3 CL A2 2.529% 11-15-2024 | ** | 8,456,235 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CMO MORGAN STANLEY CAPITAL I TRUST SR 2019-H6 CL A2 3.228% 06-15-2052 | ** | 8,812,170 | ||||||
CMO MORGAN STANLEY MTG LN TR 2004-2AR DUE 01-25-2035 REG | ** | 50,841 | ||||||
CMO MORTGAGEIT TR 2005-2 MTG BKD NT CL 1-A-1 ADJ RATE DUE 05-25-2035 REG | ** | 266,160 | ||||||
CMO PFP III FLTG RT SER 2019-5 CL A 04-14-2036 BEO | ** | 338,044 | ||||||
CMO RALI SER 2006-QO7 TR MTG AST BKD PASSTHRU CTF CL III-A-2 DUE 9-25-46 REG | ** | 45,340 | ||||||
CMO RBSGC MTG LN TR 2007-B MTG PASSTHRU CTF CL 1A4 DUE 01-25-2037 REG | ** | 214,834 | ||||||
CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003-S9 CL A-1 6.5 03-25-2032 REG | ** | 1,377 | ||||||
CMO SEQUOIA MTG TR 2004-1 2004-3 MTG PASSTHRU CTF CL A-1 VAR RT 04-20-34 REG | ** | 2,796 | ||||||
CMO SEQUOIA MTG TR 2004-1 2005-2 MTG PASSTHRU CTF A-2 DUE 03-20-2035 REG | ** | 113,007 | ||||||
CMO SER 12-CR4 CL A3 2.853% DUE 10-15-2045 REG | ** | 4,018,425 | ||||||
CMO SMALL BUSINESS ADMIN GTD DEV PARTN CTF SER 2005-20B CL 1 DUE 02-01-2025 REG | ** | 171,662 | ||||||
CMO STRUCTU ASST MTG INVTS II INC 2004-AR1 FLT MTG PASS CTF CL IA1 3-19-34 | ** | 63,175 | ||||||
CMO STRUCTURED ASSET MTG INVTS II INC 2003-AR4 CL A-1 DUE 01-19-2034 REG | ** | 332,618 | ||||||
CMO STRUCTURED ASSET SECS CORP 2004-4 MTG PASSTHRU CTF 2-A1 DUE 04-25-2034 REG | ** | 159,064 | ||||||
CMO STRUCTURED ASSET SECS CORP 2004-4 MTG PASSTHRU CTF 3-A2 DUE 04-25-2034 REG | ** | 4,094 | ||||||
CMO STRUCTURED AST MTG INVTS II INC DUE 05-19-2035 REG | ** | 2,873,682 | ||||||
CMO STRUCTURED AST MTG INVTS II INC DUE 07-19-2035 REG | ** | 498,300 | ||||||
CMO STRUCTURED AST MTG INVTS II TR 2006-AR5 CL 2-A-1 DUE 06-25-2036 REG | ** | 1,058,755 | ||||||
CMO STRUCTURED AST SECS CORP 2004-1 MTG PASSTHRU CTF CL 4-A1 DUE 02-25-2034 REG | ** | 2,990 | ||||||
CMO STRUCTURED AST SECS CORP FOR FUTURE IS 2003-31A CL 2-A7 10-25-2033 REG | ** | 814,349 | ||||||
CMO STRUCTURED AST SECS CORP FOR FUTURE IS DUE 06-25-2033 REG | ** | 28,595 | ||||||
CMO STRUCTURED AST SECS CORP FOR FUTURE IS SER 2003-34A CL 3-A3 4.7 11-25-33 REG | ** | 131,891 | ||||||
CMO STRUCTURED AST SECS CORP SER 2003-22A CL 3-A 4.42 DUE 6-25-2033 REG | ** | 55,417 | ||||||
CMO UBS COML MTG TR 2012-C1 COML MTG PASSTHRU CTF CL A-3 3.4 05-10-2045 | ** | 143,441 | ||||||
CMO UBS COML MTG TR SER 2017-C3 CL ASB 3.215% 08-15-2050 | ** | 5,245,195 | ||||||
CMO UBS-BARCLAYS COML MTG TR 2012-C2 CTFCL A-4 3.525% DUE 05-10-2063 REG | ** | 228,891 | ||||||
CMO UBS-BARCLAYS COML MTG TR 2012-C2 CTFCL A-4 3.525% DUE 05-10-2063 REG | ** | 4,313,029 | ||||||
CMO UBS-BARCLAYS COML MTG TR SER 2012-C4CL A3 2.532 12-10-2045 | ** | 356,544 | ||||||
CMO UBS-BARCLAYS COML MTG TR SER 2012-C4CL A-AB 2.4589 12-10-2045 | ** | 347,521 | ||||||
CMO WAMU MTG PASS THRU CTFS SER 2006 AR13 CL 2A FLTG RATE DUE 10-25-2046 REG | ** | 173,732 | ||||||
CMO WAMU MTG PASS-THROUGH CTFS 2005-AR2 CL 2A-1A VAR DUE 01-25-2045 REG | ** | 794,961 | ||||||
CMO WAMU MTG PASS-THROUGH CTFS 2005-AR2 CL 2A-1B VAR RATE 01-25-2045 REG | ** | 19,453 | ||||||
CMO WAMU MTG PASS-THRU CTFS 2005-AR8 CTFCL 2-A-1A DUE 07-25-2045 REG | ** | 71,229 | ||||||
CMO WAMU MTG PASS-THRU CTFS SER 2005-AR13 CL A-1A1 FLT 10-25-45 | ** | 1,478,810 | ||||||
CMO WAMU MTG PASS-THRU CTFS TR 2002-AR2 MTG PASSTHRU CTF CL A VAR DUE 02-27-2034 | ** | 786,223 | ||||||
CMO WELLS FARGO COML MTG SER 15-NXS3 CL ASB 3.371% 09-15-2057 | ** | 2,300,716 | ||||||
CMO WELLS FARGO COML MTG SER 2017-C39 CL ASB 3.212% 09-15-2050 | ** | 2,614,840 | ||||||
CMO WELLS FARGO COML MTG TR 2016-C37 COML MTG CL A-3 3.704 12-15-2049 | ** | 2,682,600 | ||||||
CMO WELLS FARGO COML MTG TR 2016-LC24 CL A-2 2.501% DUE 10-15-2049 REG | ** | 41,588 | ||||||
CMO WELLS FARGO COML MTG TR 2016-NXS6 CTF CL A-2 2.399% DUE 11-15-2049 REG | ** | 569,763 | ||||||
CMO WELLS FARGO COML MTG TR 2018-C47 SER2018-C47 CLS A1 3.409% 09-15-2061 | ** | 480,041 | ||||||
CMO WELLS FARGO COML MTG TR SER 2015-C26 CL A4 3.166% 02-15-2048 | ** | 5,222,450 | ||||||
CMO WELLS FARGO COML MTG TRUST SR 2017-C38 CL A-2 3.043% DUE 07-15-2050 | ** | 501,838 | ||||||
CMO WELLS FARGO COML SER 2015-LC22 CL ASB 3.571% 09-15-2058 REG | ** | 3,997,122 | ||||||
CMO WFRBS COML MTG TR 2012-C6 COML MTG PASSTHRU CTF CL B 4.697 DUE 04-15-45 | ** | 539,607 | ||||||
CMO WFRBS COML MTG TR 2013-C14 MTG PASS THRU CTF CL B DUE 06-15-2046 REG | ** | 2,288,826 | ||||||
CMO WFRBS COML MTG TR 2013-C14 SER 2013-C14 CL C DUE 06-15-2046 REG | ** | 4,111,260 | ||||||
CMO WFRBS COML MTG TR 2013-C18 CL A-5 4.162 DUE 12-15-2046 BEO | ** | 513,840 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CMO WFRBS COML MTG TR 2013-UBS1 MTG PASSTHRU CTF CL A-4 FLTG RT DUE 03-15-2046 | ** | 6,335,319 | ||||||
CMO WFRBS COML MTG TR 2014-C19 COML MTG PASSTHRU CTF CL B 4.723 DUE 03-15-2047 | ** | 311,368 | ||||||
CMO WFRBS COML MTG TR 2014-C23 COML MTG PASSTHRU CTF CL B DUE 10-14-2057 REG | ** | 5,438,921 | ||||||
CMO WFRBS COML MTG TR SER 2014-LC14 CL A-5 FLTG RT 03-15-2047 | ** | 2,541,361 | ||||||
CMO WFRBS COML MTG TR SER 2012-C8 CL A-3 3.001% 08-15-2045 | ** | 1,619,655 | ||||||
CMOMORGAN STANLEY BK AMER MERRILL SER 2016-C31 CL A-SB 2.952% 12-15-2025 | ** | 3,543,798 | ||||||
CMS ENERGY CORP 3.45% 08-15-2027 | ** | 128,775 | ||||||
CMS ENERGY CORP COM | ** | 324,730 | ||||||
CN LT & PWR CO 3.2% DUE 03-15-2027 | ** | 4,788,150 | ||||||
CNA FINL CORP 2.05% DUE 08-15-2030 | ** | 518,593 | ||||||
CNH EQUIP TR 2006-B SR 2021-C CL A-3 .81% 11-15-2026 | ** | 1,337,220 | ||||||
CNH INDUSTRIAL NV COM STK | ** | 13,514,051 | ||||||
CNO FINL GROUP INC COM | ** | 1,628,582 | ||||||
CNP ASSURANCES EUR1.00 | ** | 1,007,544 | ||||||
COAL INDIA LTD | ** | 245,333 | ||||||
COCA COLA CO 1.45% DUE 06-01-2027 | ** | 1,024,664 | ||||||
COCA COLA CO 2.6% DUE 06-01-2050 | ** | 254,898 | ||||||
COCA COLA CO 3.375% DUE 03-25-2027 | ** | 637,701 | ||||||
COCA COLA CO COM | ** | 9,764,617 | ||||||
COCA-COLA EUROPACIFIC PARTNERS | ** | 1,664,701 | ||||||
COCA-COLA FEMSA S A B DE C V 1.85% DUE 09-01-2032/09-01-2020 REG | ** | 348,688 | ||||||
CODEXIS INC COM | ** | 742,850 | ||||||
COFACE EUR2.00 | ** | 90,496 | ||||||
COFORGE LTD | ** | 140,334 | ||||||
COGECO INC SUB-VTG SHS NPV | ** | 32,154 | ||||||
COGENT COMMUNICATIONS HLDGS INC | ** | 590,489 | ||||||
COGNEX CORP COM | ** | 2,838,551 | ||||||
COLES GROUP LTD | ** | 125,842 | ||||||
COLFAX CORP COM US .01 | ** | 8,282,875 | ||||||
COLGATE-PALMOLIVE CO COM | ** | 14,919,822 | ||||||
COLLEGE AVE STUDENT LNS 2021-B LLC ASSETBACKED NT CL A-2 144A 1.76% 06-25-2052 | ** | 2,393,567 | ||||||
COLLINS FOOD LTD | ** | 1,299,497 | ||||||
COLOPLAST SER'B'DKK1 | ** | 759,529 | ||||||
COLT 2020-1R MTG 1.255% DUE 09-25-2065 | ** | 211,781 | ||||||
COLTV SHORT TERM INVT FD | ** | 48,991,504 | ||||||
COLUMBIA BKG SYS INC COM | ** | 5,895,490 | ||||||
COM ALCOA CORPORATION COM USD0.01 | ** | 488,437 | ||||||
COM7 PCL THB0.25(NVDR) | ** | 338,500 | ||||||
COMBINED GROUP CO KWD0.1 | ** | 47,935 | ||||||
COMCAST CORP 3.7% 04-15-2024 | ** | 3,382,245 | ||||||
COMCAST CORP NEW 2.8% DUE 01-15-2051/05-28-2020 REG | ** | 222,498 | ||||||
COMCAST CORP NEW 3.15% DUE 03-01-2026 | ** | 522,673 | ||||||
COMCAST CORP NEW 3.25% 11-01-2039 | ** | 454,866 | ||||||
COMCAST CORP NEW 3.375 DUE 02-15-2025 | ** | 106,143 | ||||||
COMCAST CORP NEW 3.375% DUE 08-15-2025 | ** | 999,705 | ||||||
COMCAST CORP NEW 3.45% DUE 02-01-2050 | ** | 439,435 | ||||||
COMCAST CORP NEW 3.55% DUE 05-01-2028 | ** | 547,477 | ||||||
COMCAST CORP NEW 3.75% DUE 04-01-2040 | ** | 101,021 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
COMCAST CORP NEW 3.95% 10-15-2025 | ** | 13,053,099 | ||||||
COMCAST CORP NEW 4.15% DUE 10-15-2028 | ** | 568,068 | ||||||
COMCAST CORP NEW 4.15% DUE 10-15-2028 | ** | 704,404 | ||||||
COMCAST CORP NEW 4.2% DUE 08-15-2034 | ** | 176,649 | ||||||
COMCAST CORP NEW 4.25% DUE 01-15-2033 | ** | 117,188 | ||||||
COMCAST CORP NEW FIXED 3.3% DUE 04-01-2027 | ** | 860,390 | ||||||
COMCAST CORP NEW FIXED 3.4% DUE 04-01-2030 | ** | 2,064,752 | ||||||
COMCAST CORP NEW FIXED 3.999% DUE 11-01-2049 | ** | 650,058 | ||||||
COMCAST CORP NEW-CL A | ** | 38,569,339 | ||||||
COMERICA INC 3.7% DUE 07-31-2023 | ** | 260,182 | ||||||
COMERICA INC 3.7% DUE 07-31-2023 | ** | 1,457,018 | ||||||
COMERICA INC COM | ** | 2,394,066 | ||||||
COMM MTG TRUST SER 2015-CR24 CL A-4 3.432% 8-10-2048 | ** | 7,249,654 | ||||||
COMM 2012-LC4 MTG TR CTF CL A-4 3.288 12-10-2044 | ** | 84,711 | ||||||
COMM 2013-CCRE12 4.3% DUE 10-10-2046 | ** | 299,503 | ||||||
COMM 2013-CCRE12 MTG TR MTG PASS THRU CTF CL C VAR RATE DUE 10-10-2046 | ** | 832,281 | ||||||
COMM 2014-CCRE14 MTG TR 2014-CR14 CL A4 4.236 02-10-2047 | ** | 3,598,113 | ||||||
COMM 2014-CCRE16 4.05100011826% DUE 04-10-2047 | ** | 1,231,524 | ||||||
COMM 2015-CCRE22 3.309% DUE 03-10-2048 | ** | 3,679,992 | ||||||
COMM 2015-CCRE22 FIXED 2.856% DUE 03-10-2048 | ** | 1,182,123 | ||||||
COMM 2015-CCRE23 2.852% DUE 05-10-2048 | ** | 191,655 | ||||||
COMM 2015-CCRE23 MTG TR 2015-CR23 CL A-SB 3.257% DUE 05-10-2048 | ** | 1,921,881 | ||||||
COMM 2015-CCRE26 3.359% DUE 10-10-2048 | ** | 7,110,906 | ||||||
COMM 2015-CCRE26 3.373% DUE 10-10-2048 | ** | 2,014,113 | ||||||
COMM 2018-HOME MTG VAR RT 3.81507% DUE 04-10-2033 | ** | 1,104,600 | ||||||
COMM 2018-HOME MTG VAR RT 3.81507% DUE 04-10-2033 | ** | 6,714,235 | ||||||
COMM SER 2015-DC1 CL A-SB 3.142% 02-10-2048 | ** | 599,504 | ||||||
COMMONSPIRIT HLTH 2.76% DUE 10-01-2024 | ** | 5,570,315 | ||||||
COMMONSPIRIT HLTH 2.782% DUE 10-01-2030 | ** | 665,963 | ||||||
COMMONWEALTH EDISON CO 2.95% 08-15-2027 | ** | 2,531,718 | ||||||
COMMONWEALTH EDISON CO 4.0% DUE 03-01-2048 REG | ** | 263,713 | ||||||
COMMONWEALTH FING AUTH PA REV 3.631% 06-01-2029 BEO TAXABLE | ** | 1,622,904 | ||||||
COMMSCOPE HLDG CO INC COM | ** | 1,083,035 | ||||||
COMMVAULT SYS INC COM STK | ** | 1,105,339 | ||||||
COMP ENG & CONSULT NPV | ** | 200,972 | ||||||
COMPASS BK 2.875% DUE 06-29-2022 | ** | 298,587 | ||||||
COMPASS GROUP ORD GBP0.1105 | ** | 9,419,019 | ||||||
COMPASS MINERALS INTL INC COM | ** | 703,576 | ||||||
COMPUTER PROGRAMS & SYS INC COM | ** | 156,960 | ||||||
COMSCORE INC COM | ** | 101,606 | ||||||
COMTECH TELECOMMUNICATIONS CORP COM NEW COM NEW | ** | 278,215 | ||||||
CONAGRA BRANDS INC 1.375% DUE 11-01-2027 | ** | 238,930 | ||||||
CONAGRA BRANDS INC COM USD5 | ** | 614,973 | ||||||
CONCORD NEW ENERGY HKD0.01 | ** | 332,363 | ||||||
*CONDUENT INC COM | ** | 56,577 | ||||||
CONFLUENT INC CL A CL A | ** | 312,736 | ||||||
CONMED CORP COM | ** | 3,921,082 | ||||||
CONNECTICUT LIGHT & POWER CO 1ST & REF MTG BD 2020 SER A .75% 12-01-2025 | ** | 2,043,939 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CONOCOPHILLIPS 3.75% DUE 10-01-2027 | ** | 2,473,454 | ||||||
CONOCOPHILLIPS COM | ** | 8,684,192 | ||||||
CONS EDISON CO N Y 3.875% DUE 06-15-2047 | ** | 98,626 | ||||||
CONS EDISON CO N Y 4.2% DUE 03-15-2042 | ** | 135,698 | ||||||
CONS EDISON INC .65% DUE 12-01-2023 | ** | 2,462,765 | ||||||
CONS EDISON INC COM | ** | 5,364,580 | ||||||
CONSOLIDATED EDISON CO N Y INC 3.95% 04-01-2050 | ** | 3,152,933 | ||||||
CONSOLIDATED EDISON CO N Y INC 4.125% 05-15-2049 REG | ** | 172,218 | ||||||
CONSTELLATION 4.75% DUE 11-15-2024 | ** | 125,473 | ||||||
CONSTELLATION BRANDS INC 3.15% 08-01-2029 BEO | ** | 184,740 | ||||||
CONSUMERS ENERGY 3.375 DUE 08-15-2023 | ** | 1,945,451 | ||||||
CONSUMERS ENERGY 4.05% DUE 05-15-2048 | ** | 299,220 | ||||||
CONSUMERS ENERGY FIXED 3.75% 02-15-2050 | ** | 172,525 | ||||||
CONSUN PHARMACEUTI HKD0.1 | ** | 252,838 | ||||||
CONTAINER CORP INR5(POST SUBD) | ** | 803,881 | ||||||
CONTAINER STORE GROUP INC COM | ** | 144,111 | ||||||
CONTINENTAL AIRLS PASS THRU TR 2007-1A 5.983% DUE 04-19-2023 | ** | 293,208 | ||||||
CONTINENTAL RES INC COM | ** | 514,650 | ||||||
CONTL AIRLS INC 4% DUE 04-29-2026 | ** | 190,078 | ||||||
CONTL RES INC 4.375% DUE 01-15-2028 | ** | 1,340,502 | ||||||
CONTL RES INC 4.5 DUE 04-15-2023 | ** | 937,728 | ||||||
CONTL RES INC FIXED 3.8% DUE 06-01-2024 | ** | 3,551,955 | ||||||
CONTREL TECHNOLOGY TWD10 | ** | 134,312 | ||||||
COOPERATIEVE 2.75% DUE 01-10-2022 | ** | 244,110 | ||||||
COOPERATIEVE 2.75% DUE 01-10-2022 | ** | 2,340,902 | ||||||
COOPERATIEVE 3.75% DUE 07-21-2026 | ** | 538,761 | ||||||
COOPERATIEVE 4.375% DUE 08-04-2025 | ** | 7,629,729 | ||||||
COOPERATIEVE RABOBANK U.A. FLTG 01-10-2023 | ** | 258,632 | ||||||
COOPER-STANDARD HOLDING COM | ** | 294,938 | ||||||
COOR SERVICE MANAG NPV | ** | 156,042 | ||||||
COPART INC COM | ** | 18,566,779 | ||||||
CORECIVIC INC COM | ** | 466,197 | ||||||
CORNING INC 5.35% DUE 11-15-2048 | ** | 415,059 | ||||||
CORNING INC COM | ** | 7,002,963 | ||||||
CORONADO GLOBAL RESOURCES INC CDI 144A | ** | 110,846 | ||||||
CORPORACION ANDINA DE FOMENTO NT 2.75% DUE 01-06-2023 REG | ** | 533,414 | ||||||
CORPORATE OFFICE PPTYS L P 2.0% 01-15-2027 | ** | 230,950 | ||||||
CORPORATE OFFICE PPTYS L P 2.25% DUE 03-15-2026 | ** | 80,949 | ||||||
CORPORATE OFFICE PPTYS L P GTD SR NT 2.75% 04-15-2031 | ** | 199,077 | ||||||
CORPORATE OFFICE PPTYS L P GTD SR NT 2.75% 04-15-2031 | ** | 2,563,117 | ||||||
CORTEVA INC COM USD0.01 WI | ** | 1,514,000 | ||||||
CORUS ENTERTAINMNT CLASS 'B' NON-VTG NPV | ** | 86,672 | ||||||
COSCO SHIPPING HOLDINGS CO LTD | ** | 1,416,718 | ||||||
COSCO SHIPPING PORTS LTD | ** | 224,037 | ||||||
COSTAR GROUP INC COM | ** | 8,853,731 | ||||||
COSTCO WHOLESALE CORP NEW 1.6% DUE 04-20-2030 REG | ** | 417,009 | ||||||
COSTCO WHOLESALE CORP NEW COM | ** | 42,285,702 | ||||||
COSTCO WHSL CORP FIXED 1.375% DUE 06-20-2027 | ** | 1,638,399 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
COTERRA ENERGY INC COM | ** | 1,009,736 | ||||||
COUNTRY GARDEN HLD HKD0.10 | ** | 216,575 | ||||||
COUNTRY GARDEN SVC USD0.0001 | ** | 149,751 | ||||||
COUNTRYWIDE AST-BACKED CERTIFICATES SER 2007-13 RATE 02-25-2036 REG | ** | 2,338,515 | ||||||
COUSINS PPTYS INC | ** | 5,260,125 | ||||||
COVENANT LOGISTICS GROUP INC CL A | ** | 221,378 | ||||||
COVESTRO AG NPV | ** | 665,344 | ||||||
COVETRUS INC COM NPV | ** | 1,109,553 | ||||||
COWEN INC COM USD0.01 CL A | ** | 469,553 | ||||||
COX COMMUNICATIONS 3.15% DUE 08-15-2024 | ** | 1,615,640 | ||||||
CPMC HLDGS LTD NPV | ** | 104,578 | ||||||
CPPIB CAPITAL INC 144A 2.25% DUE 01-25-2022 REG | ** | 5,974,995 | ||||||
CPS AUTO .84% DUE 07-15-2025 | ** | 2,760,352 | ||||||
CR ACCEP AUTO LN .96% DUE 02-15-2030 | ** | 1,232,585 | ||||||
CR ACCEP AUTO LN .96% DUE 02-15-2030 | ** | 6,262,327 | ||||||
CR ACCEP AUTO LN 1.93% DUE 09-17-2029 | ** | 4,029,638 | ||||||
CR ACCEP AUTO LN 2.38% DUE 11-15-2028 | ** | 3,028,693 | ||||||
CR ACCEP AUTO LN 3.75% DUE 04-17-2028 | ** | 634,973 | ||||||
CR AGRICOLE S A 1.907% DUE 06-16-2026 | ** | 821,935 | ||||||
CR AGRICOLE S A 3.75% DUE 04-24-2023 | ** | 259,036 | ||||||
CR AGRICOLE S A 3.75% DUE 04-24-2023 | ** | 1,207,109 | ||||||
CR SUISSE AG FIXED 3.625% DUE 09-09-2024 | ** | 5,036,963 | ||||||
CR SUISSE AG N Y VAR RT .29% DUE 07-25-2022 | ** | 10,000,000 | ||||||
CR SUISSE AG NEW 1% DUE 05-05-2023 | ** | 659,371 | ||||||
CR SUISSE AG NEW 1% DUE 05-05-2023 | ** | 6,006,178 | ||||||
CR SUISSE AG NEW YORK BRH MEDIUM TRANCHE# SB 00771 2.95% 04-09-2025 | ** | 2,313,184 | ||||||
CR SUISSE GROUP 3.75% DUE 03-26-2025 | ** | 530,765 | ||||||
CR SUISSE GROUP 4.55% DUE 04-17-2026 | ** | 14,660,723 | ||||||
CR SUISSE GROUP AG 3.574% DUE 01-09-2023 | ** | 1,700,481 | ||||||
CR SUISSE GROUP AG 4.282% DUE 01-09-2028 | ** | 1,683,538 | ||||||
CR SUISSE GROUP AG 4.282% DUE 01-09-2028 | ** | 5,430,767 | ||||||
CR SUISSE GROUP AG FLTG RT 2.193% DUE 06-05-2026 | ** | 402,410 | ||||||
CR SUISSE GROUP AG FLTG RT 2.193% DUE 06-05-2026 | ** | 1,529,156 | ||||||
CR SUISSE GROUP AG FLTG RT 2.593% DUE 09-11-2025 | ** | 3,682,029 | ||||||
CRACKER BARREL OLD COUNTRY STORE COM | ** | 3,272,344 | ||||||
CRANE CO COM | ** | 1,460,436 | ||||||
CREDICORP LTD COM STK | ** | 134,277 | ||||||
CREDIT ACCEP AUTO LN TR 2021-3 ASSET BACKED NT CL B 144A 1.38% 07-15-2030 | ** | 3,457,980 | ||||||
CREDIT AGRICOLE SA EUR3 | ** | 320,503 | ||||||
CREDIT SAISON CO NPV | ** | 93,451 | ||||||
CREDIT SUISSE AG N Y BRH INSTL CTF DEP 05-03-2021 FLTG 10-28-2022 | ** | 12,017,819 | ||||||
CREDIT SUISSE AG N Y BRH INSTL CTF DEP PDTD 06-02-2021 VAR RT 12-01-2022 | ** | 11,500,000 | ||||||
CREDIT SUISSE AG NEW YORK 1.25% 08-07-2026 | ** | 243,851 | ||||||
CREDIT SUISSE AG NEW YORK BRANCH 0.52% 08-09-2023 | ** | 4,774,839 | ||||||
CREDIT SUISSE AG NEW YORK BRANCH 0.52% 08-09-2023 | ** | 1,073,423 | ||||||
CREDIT SUISSE AG NEW YORK BRH FLTG RT DUE 02-02-2024 BEO | ** | 2,340,202 | ||||||
CREDIT SUISSE COMMERCIAL MORTG CSWF 2021-SOP2 D 2.389778% 06-15-2034 | ** | 2,288,461 | ||||||
CREDIT SUISSE GROUP AG 6.5% 08/08/2023 | ** | 647,193 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CRESCO LTD NPV | ** | 88,982 | ||||||
CREST NICHOLSON H ORD GBP0.05 | ** | 43,835 | ||||||
CRESTLINE DENALI CLO XV LTD / SR SECD NTCL A-R FLTG 144A 1.284% 04-20-2030 | ** | 499,905 | ||||||
CRINETICS PHARMACEUTICALS INC COM | ** | 267,054 | ||||||
CROCS INC COM | ** | 682,130 | ||||||
CROMPTON GREAVES C INR2 | ** | 34,173 | ||||||
CROWDSTRIKE HLDGS INC CL A CL A | ** | 8,133,080 | ||||||
CROWN CASTLE 3.72% DUE 07-15-2043 | ** | 252,972 | ||||||
CROWN CASTLE INTL 2.25% DUE 01-15-2031 | ** | 136,565 | ||||||
CROWN CASTLE INTL 3.15% 07-15-2023 | ** | 1,442,356 | ||||||
CROWN CASTLE INTL 3.2% DUE 09-01-2024 | ** | 3,006,582 | ||||||
CROWN CASTLE INTL 4% DUE 03-01-2027 | ** | 72,856 | ||||||
CROWN CASTLE INTL CORP NEW 1.05% DUE 07-15-2026 REG | ** | 628,077 | ||||||
CROWN CASTLE INTL CORP NEW 1.35% DUE 07-15-2025/06-15-2020 REG | ** | 2,389,308 | ||||||
CROWN CASTLE INTL CORP NEW COM | ** | 336,698 | ||||||
CROWN CASTLE TOWERS LLC/CROWN PPN BOND 4.241% 07-15-2028 | ** | 8,946,943 | ||||||
CROWN HLDGS INC COM | ** | 1,304,763 | ||||||
CRSNT TR 2021-MOON FLTG RT .93% DUE 04-15-2036 | ** | 2,193,131 | ||||||
CSAIL COML MTG SR 2018-CX11 CL ASB 4.0339% 04-15-2051 | ** | 4,829,405 | ||||||
CSAIL 2016-C6 COML 2.8233% DUE 01-15-2049 | ** | 1,647,687 | ||||||
CSAIL 2016-C6 COML 2.9599% DUE 01-15-2049 | ** | 10,665,390 | ||||||
CSAIL 2017-C8 CL A-SB 3.18574% 06-15-2050 | ** | 8,970,109 | ||||||
CSAIL COML MTG TR 2015-C1 CL A-SB COML MTG PASSTHRU 3.3512% DUE 04-15-2050 REG | ** | 283,888 | ||||||
CSAIL COMMERCIAL MORTGAGE TRUST 19-C16 CL A1 2.3595% 06-15-2029 REG | ** | 1,321,040 | ||||||
CSG HOLDING CO 'B'CNY1 | ** | 254,345 | ||||||
CSG SYS INTL INC COM | ** | 843,557 | ||||||
CSMC 2021-NQM7 TR FLTG RT 1.756% DUE 10-25-2066 | ** | 1,422,964 | ||||||
CSMC 2021-RPL2 TR FLTG RT 1.11456% DUE 01-25-2060 | ** | 391,787 | ||||||
CSMC 2021-RPL3 TR FLTG RT 2% DUE 01-25-2060 | ** | 2,024,122 | ||||||
CSPC PHARMACEUTICAL GROUP LTD HKD0.10 | ** | 1,979,444 | ||||||
CSWF 2021-SOP2 FLTG RT 1.07317% DUE 06-15-2034 | ** | 1,991,099 | ||||||
CSWF 2021-SOP2 FLTG RT 1.07317% DUE 06-15-2034 | ** | 11,150,156 | ||||||
CSX CORP 2.5% DUE 05-15-2051 | ** | 556,653 | ||||||
CSX CORP 4.75% DUE 11-15-2048 | ** | 322,750 | ||||||
CTBC FINANCIAL HOLDING CO COM STK | ** | 1,220,388 | ||||||
CUBESMART | ** | 3,267,374 | ||||||
CUBESMART L P FIXED 2% DUE 02-15-2031 | ** | 409,841 | ||||||
CUMMINS INC | ** | 9,968,998 | ||||||
CUMMINS INDIA INR2 | ** | 63,614 | ||||||
CURTISS WRIGHT CORP COM | ** | 735,783 | ||||||
CUSTOM TRUCK ONE SOURCE INC COM CL A COMCL A | ** | 611,448 | ||||||
CUSTOMERS BANCORP INC COM | ** | 122,569 | ||||||
CUTERA INC COM | ** | 323,246 | ||||||
CVR ENERGY INC COM STK | ** | 211,201 | ||||||
CVS HEALTH CORP 1.3% DUE 08-21-2027 REG | ** | 533,561 | ||||||
CVS HEALTH CORP 1.75% DUE 08-21-2030 | ** | 476,996 | ||||||
CVS HEALTH CORP 2.625% DUE 08-15-2024 | ** | 3,210,407 | ||||||
CVS HEALTH CORP 2.7% DUE 08-21-2040 | ** | 511,940 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CVS HEALTH CORP 2.75% DUE 12-01-2022 | ** | 1,491,570 | ||||||
CVS HEALTH CORP 2.75% DUE 12-01-2022 | ** | 3,203,896 | ||||||
CVS HEALTH CORP 3% DUE 08-15-2026 | ** | 1,479,138 | ||||||
CVS HEALTH CORP 3.625% DUE 04-01-2027 REG | ** | 2,855,565 | ||||||
CVS HEALTH CORP 3.875% DUE 07-20-2025 | ** | 17,690,155 | ||||||
CVS HEALTH CORP 4.3% DUE 03-25-2028 | ** | 78,611 | ||||||
CVS HEALTH CORP 4.3% DUE 03-25-2028 | ** | 2,074,199 | ||||||
CVS HEALTH CORP 4.78% DUE 03-25-2038 | ** | 1,038,860 | ||||||
CVS HEALTH CORP 5% DUE 12-01-2024 | ** | 1,935,686 | ||||||
CVS HEALTH CORP 5.05% DUE 03-25-2048 | ** | 878,839 | ||||||
CVS HEALTH CORP COM | ** | 12,673,412 | ||||||
CVS HEALTH CORPORATION 2.125% DUE 09-15-2031 BEO | ** | 1,960,884 | ||||||
CVS HEALTH CORPORATION 2.125% DUE 09-15-2031 BEO | ** | 656,896 | ||||||
CWABS INC 2004-3 AST BKD CTF CL 1-A .52771% 08-25-2034 | ** | 1,897,452 | ||||||
CWABS INC 2004-6 ASSET BKD CTF CL 1-A-1 FLTG RATE 12-25-2034 REG | ** | 1,968,412 | ||||||
CWABS INC FLTG RT .60771% DUE 10-25-2034 | ** | 5,764,282 | ||||||
CWABS INC SER 2005-15 CL 2AV3 VAR RT 04-25-2036 | ** | 772,830 | ||||||
CYBER-ARK SOFTWARE LTD COM ILS0.01 | ** | 1,784,784 | ||||||
CYBERNET SYSTEMS NPV | ** | 280,958 | ||||||
CYFROWY POLSAT SA PLN0.04 | ** | 194,469 | ||||||
CYIENT LIMITED INR5 | ** | 152,220 | ||||||
CYMECHS INC KRW500 | ** | 45,320 | ||||||
CYRUSONE LP / 2.9% DUE 11-15-2024 | ** | 1,445,094 | ||||||
CYTOKINETICS INC COMMON STOCK | ** | 1,450,356 | ||||||
CYTOMX THERAPEUTICS INC. COM | ** | 160,898 | ||||||
CZECH(REP OF) 0.95% SNR 15/05/30 CZK10000 | ** | 121,160 | ||||||
D R HORTON INC 1.3% 10-15-2026 | ** | 1,284,830 | ||||||
D R HORTON INC COM | ** | 1,959,149 | ||||||
D R HORTON INC SR NT 4.375 09-15-2022 | ** | 304,830 | ||||||
D/S NORDEN DKK1 | ** | 78,708 | ||||||
DAE CHANG FORGING KRW1000.00 | ** | 240,283 | ||||||
DAEHAN STEEL CO LT KRW1000 | ** | 46,910 | ||||||
DAH SING BANKING G NPV | ** | 22,211 | ||||||
DAH SING FINANCIAL NPV | ** | 256,696 | ||||||
DAIHEN CORP NPV | ** | 248,826 | ||||||
DAIKEN CORP NPV | ** | 75,419 | ||||||
DAIKIN INDUSTRIES NPV | ** | 10,809,187 | ||||||
DAIMLER FIN N AMER 3.35% DUE 02-22-2023 | ** | 205,564 | ||||||
DAIMLER TRUCK HLDG NPV | ** | 82,602 | ||||||
DAISHIN SECURITIES 1ST PRF KRW5000 | ** | 259,176 | ||||||
DAISHIN SECURITIES KRW5000 | ** | 195,682 | ||||||
DAITO TRUST CONST NPV | ** | 148,356 | ||||||
DAIWA HOUSE INDS NPV | ** | 192,485 | ||||||
DAIWA SECS GROUP 3.129% DUE 04-19-2022 | ** | 183,360 | ||||||
DAIWA SECS GROUP 3.129% DUE 04-19-2022 | ** | 705,230 | ||||||
DAIWA SECURITIES LIVING INVESTMENT CORPORATION | ** | 274,607 | ||||||
DALLAS TEX TAXABLE-CAP APPREC-SER B DUE 02-15-2027 BEO TAXABLE ZCP | ** | 2,634,991 | ||||||
DALLAS TEX ZERO CPN 0% 02-15-2026 BEO TAXABLE | ** | 3,640,904 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
DANA GAS AED1 | ** | 87,186 | ||||||
DANA INC COM | ** | 4,943,725 | ||||||
DANAHER CORP 2.6% DUE 10-01-2050 | ** | 95,710 | ||||||
DANAHER CORP COM | ** | 36,067,392 | ||||||
DANSKE BANK A/S DKK10 | ** | 245,332 | ||||||
DANSKE BK A/S 1.621% DUE 09-11-2026 | ** | 1,675,610 | ||||||
DARDEN RESTAURANTS INC COM | ** | 584,935 | ||||||
DASEKE INC COM | ** | 117,699 | ||||||
DASSAULT SYSTEMES EUR0.10 (POST SUBDIVISION) | ** | 4,258,194 | ||||||
DATA 3 LTD NPV | ** | 558,275 | ||||||
DATAMATICS GLOBAL INR5 | ** | 31,759 | ||||||
DATANG INTL POWER 'H'CNY1 | ** | 149,897 | ||||||
DB HITEK CO., LTD | ** | 480,402 | ||||||
DBJPM 2020-C9 MTG PASS THRU CTF CL A-3 1.88199996948% 08-15-2053 | ** | 4,962,732 | ||||||
DBS GROUP HLDGS NPV | ** | 6,240,564 | ||||||
DECIPHERA PHARMACEUTICALS INC COM | ** | 36,989 | ||||||
DECKERS OUTDOOR CORP COM | ** | 2,137,785 | ||||||
DEEPAK FERTILISERS INR10 | ** | 77,787 | ||||||
DEEPAK NITRITE COM STK | ** | 170,378 | ||||||
DEERE & CO 2.6% DUE 06-08-2022 | ** | 693,060 | ||||||
DEERE & CO COM | ** | 17,882,742 | ||||||
DEERE & CO FIXED 3.75% DUE 04-15-2050 | ** | 391,222 | ||||||
DEERE JOHN CAP .4% DUE 10-10-2023 | ** | 1,837,930 | ||||||
DEERE JOHN CAP 1.75% DUE 03-09-2027 | ** | 302,238 | ||||||
DEERE JOHN CAP CORP MEDIUM TERM 3.45% 03-07-2029 | ** | 275,570 | ||||||
DELEK US HLDGS INC NEW COM | ** | 4,946,490 | ||||||
DELL INTL L L C/EMC CORP 4.9% DUE 10-01-2026 | ** | 845,204 | ||||||
DELL INTL L L C/EMC CORP 5.45% DUE 06-15-2023 | ** | 531,707 | ||||||
DELL INTL L L C/EMC CORP 6.02% DUE 06-15-2026 | ** | 346,927 | ||||||
DELL INTL L L C/EMC CORP 6.02% DUE 06-15-2026 | ** | 11,101,678 | ||||||
DELL TECHNOLOGIES INC COM USD0.01 CL C WI COMMON STOCK | ** | 6,737,479 | ||||||
DELMARVA PWR & LT 3.5% DUE 11-15-2023 | ** | 728,336 | ||||||
DELTA AIR LINES 3.625% DUE 03-15-2022 | ** | 3,250,023 | ||||||
DELTA AIR LINES INC DEL 2.5% 12-10-2029 | ** | 764,733 | ||||||
DELTA ELECTRONIC TWD10 | ** | 884,732 | ||||||
DELUXE CORP COM STK USD1 | ** | 6,206,124 | ||||||
DEN NETWORKS LTD INR10 | ** | 67,944 | ||||||
DENBURY INC NEW COM | ** | 4,436,782 | ||||||
DENSO CORP NPV | ** | 5,072,784 | ||||||
DENTSPLY SIRONA INC COM | ** | 7,175,152 | ||||||
DEPO AUTO PARTS IN TWD10 | ** | 52,196 | ||||||
DERICHEBOURG EUR0.25 | ** | 222,772 | ||||||
DERMAPHARM HLDG SE NPV COMSTK | ** | 626,498 | ||||||
DESCARTES SYSTEMS COM NPV | ** | 1,250,653 | ||||||
DESIGN THERAPEUTICS INC COM | ** | 64,401 | ||||||
DEUTSCHE BANK AG 1.625% SNR 20/01/2027 EUR | ** | 237,096 | ||||||
DEUTSCHE BANK AG 1.75%-FRN 19/11/2030 EUR | ** | 118,324 | ||||||
DEUTSCHE BANK AG 1.875%-FRN GTD 22/12/28GBP | ** | 528,550 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
DEUTSCHE BANK AG 2.625% SNR NPF 12/02/26EUR | ** | 246,133 | ||||||
DEUTSCHE BANK AG NPV(REGD) | ** | 4,672,668 | ||||||
DEUTSCHE BANK N Y 0.898% DUE 05-28-2024 BEO | ** | 366,838 | ||||||
DEUTSCHE BK AG 3.7% DUE 05-30-2024 | ** | 70,364 | ||||||
DEUTSCHE BK AG N Y 3.3% 11-16-2022 | ** | 510,369 | ||||||
DEUTSCHE BK AG N Y BRANCH .962% 11-08-2023 | ** | 1,996,665 | ||||||
DEUTSCHE BK AG N Y BRANCH 2.311% 11-16-2027 | ** | 6,164,157 | ||||||
DEUTSCHE BK AG N Y BRANCH 3.729% DUE 01-14-2032/01-14-2021 REG | ** | 409,358 | ||||||
DEUTSCHE BK AG N Y BRANCH 5.0% 02-14-2022 | ** | 1,305,893 | ||||||
DEUTSCHE BK AG N Y BRANCH DUE 11-16-2027BEO | ** | 1,048,133 | ||||||
DEUTSCHE BK AG N Y BRANCH FLTG RT 11-08-2023 | ** | 3,815,960 | ||||||
DEUTSCHE BK AG N Y BRANCH LIAB SR NT FXD/ FLTG 1.447% 04-01-2025 | ** | 5,133,850 | ||||||
DEUTSCHE BK AG N Y BRH 1.686% DUE 03-19-2026 BEO | ** | 896,044 | ||||||
DEUTSCHE BK AG N Y FIXED 3.035% DUE 05-28-2032 | ** | 302,630 | ||||||
DEUTSCHE BK AG N Y FIXED 3.035% DUE 05-28-2032 | ** | 1,008,767 | ||||||
DEUTSCHE BK AG N Y FIXED 5.882% DUE 07-08-2031 | ** | 234,734 | ||||||
DEUTSCHE BK AG N Y FLTG RT 2.129% DUE 11-24-2026 | ** | 4,020,359 | ||||||
DEUTSCHE BK AG N Y FLTG RT 2.222% DUE 09-18-2024 | ** | 506,484 | ||||||
DEUTSCHE BK AG N Y FLTG RT 2.222% DUE 09-18-2024 | ** | 1,868,926 | ||||||
DEUTSCHE BK AG N Y FLTG RT 3.547% DUE 09-18-2031 | ** | 3,160,647 | ||||||
DEUTSCHE BK AG N Y FLTG RT 3.961% DUE 11-26-2025 | ** | 3,907,875 | ||||||
DEUTSCHE BK AG N Y FLTG RT 3.961% DUE 11-26-2025 | ** | 5,280,912 | ||||||
DEUTSCHE BOERSE AG NPV(REGD) | ** | 9,274,199 | ||||||
DEUTSCHE PFAND AG NPV | ** | 602,489 | ||||||
DEUTSCHE POST AG NPV(REGD) | ** | 6,394,034 | ||||||
DEUTSCHE TELEKOM NPV(REGD) | ** | 182,947 | ||||||
DEUTZ AG NPV | ** | 336,184 | ||||||
DEVON ENERGY CORP 5.6 DUE 07-15-2041 | ** | 226,339 | ||||||
DEVON ENERGY CORP 5.85% DUE 12-15-2025 | ** | 3,099,940 | ||||||
DEVON ENERGY CORP FIXED 5% DUE 06-15-2045 | ** | 206,095 | ||||||
DEVON ENERGY CORP NEW 4.5% 1-15-2030 BEO | ** | 401,756 | ||||||
DEVON ENERGY CORP NEW 5.25% 10-15-2027 BEO | ** | 808,087 | ||||||
DEVON ENERGY CORP NEW COM | ** | 1,783,585 | ||||||
DEXCO SA COM NPV | ** | 342,856 | ||||||
DEXCOM INC COM | ** | 8,357,090 | ||||||
DEXUS PROPERTY GROUP NPV | ** | 200,632 | ||||||
DFDS AS DKK20 | ** | 605,473 | ||||||
DGB FINANCIAL GROU KRW5000 | ** | 309,487 | ||||||
DH EUROPE FIN II S 2.05% DUE 11-15-2022 | ** | 3,674,568 | ||||||
DH EUROPE FIN II S FIXED 3.25% 11-15-2039 | ** | 107,034 | ||||||
DIAGEO CAP PLC 1.375% DUE 09-29-2025/04-29-2020 REG | ** | 920,319 | ||||||
DIAGEO CAP PLC 3.5% DUE 09-18-2023 | ** | 385,298 | ||||||
DIAGEO INVT CORP 2.875% DUE 05-11-2022 | ** | 121,020 | ||||||
DIAGEO ORD PLC | ** | 9,898,301 | ||||||
DIAGEO PLC SPONSORED ADR NEW | ** | 15,070,124 | ||||||
DIAMONDBACK ENERGY 2.875% DUE 12-01-2024 | ** | 6,542,327 | ||||||
DIAMONDBACK ENERGY FIXED 3.25% DUE 12-01-2026 | ** | 1,281,056 | ||||||
DIAMONDBACK ENERGY INC 3.125% DUE 03-24-2031 BEO | ** | 330,163 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
DIAMONDBACK ENERGY INC 3.5% DUE 12-01-2029 | ** | 721,079 | ||||||
DIAMONDBACK ENERGY INC COM | ** | 1,789,447 | ||||||
DIASORIN SPA EUR1 | ** | 1,185,133 | ||||||
DICKS SPORTING GOODS INC OC-COM OC-COM | ** | 310,358 | ||||||
DIEBOLD NIXDORF INC COM STK | ** | 151,307 | ||||||
DIGITAL ARTS INC NPV | ** | 123,975 | ||||||
DIGITAL CHINA HLDG HKD0.10 | ** | 138,412 | ||||||
DIGITAL RLTY TR LP FIXED 3.7% 08-15-2027 | ** | 498,807 | ||||||
DIGITALBRIDGE GROUP INC COM USD0.01 CL A | ** | 322,721 | ||||||
DILLARDS INC CL A COM | ** | 1,457,624 | ||||||
DINO POLSKA SA PLN0.10 | ** | 917,608 | ||||||
DIOS FASTIGHETER NPV | ** | 93,909 | ||||||
DIP CORPORATION NPV | ** | 333,241 | ||||||
DISCO CORPORATION NPV | ** | 1,007,467 | ||||||
DISCOVER BK NEW 3.45% DUE 07-27-2026 | ** | 317,502 | ||||||
DISCOVER BK NEW 4.2% DUE 08-08-2023 | ** | 2,625,641 | ||||||
DISCOVER CARD 2.39% DUE 07-15-2024 | ** | 6,099,774 | ||||||
DISCOVER CARD 3.03% DUE 08-15-2025 | ** | 5,386,592 | ||||||
DISCOVER FINL SVCS 3.75% DUE 03-04-2025 | ** | 1,042,449 | ||||||
DISCOVER FINL SVCS 3.85% DUE 11-21-2022 | ** | 1,777,655 | ||||||
DISCOVER FINL SVCS 3.95% DUE 11-06-2024 | ** | 1,957,265 | ||||||
DISCOVERY 3.625% DUE 05-15-2030 | ** | 1,177,115 | ||||||
DISCOVERY COMMUNICATIONS LLC 2.95% 03-20-2023 | ** | 613,696 | ||||||
DISCOVERY COMMUNICATIONS LLC 4.0% DUE 09-15-2055 | ** | 115,712 | ||||||
DISCOVERY INC COM USD0.01 SERIES C | ** | 11,239,160 | ||||||
DISNEY WALT CO 1.65% DUE 09-01-2022 | ** | 1,088,723 | ||||||
DISNEY WALT CO 1.75% DUE 08-30-2024 | ** | 1,616,536 | ||||||
DISNEY WALT CO 2.65% DUE 01-13-2031 | ** | 1,562,063 | ||||||
DISNEY WALT CO 3% DUE 09-15-2022 | ** | 1,180,243 | ||||||
DISNEY WALT CO 3.5% DUE 05-13-2040 REG | ** | 109,812 | ||||||
DISNEY WALT CO 3.6% DUE 01-13-2051 REG | ** | 113,516 | ||||||
DISNEY WALT CO NEW 4.125 DUE 06-01-2044 | ** | 61,095 | ||||||
DISNEY WALT CO NEW MEDIUM TERM NTS BOOK TRANCHE # TR 00087 2.45% DUE 03-04-2022 | ** | 2,395,411 | ||||||
DISNEY WALT CO SR NT 3.7% 10-15-2025 | ** | 161,887 | ||||||
DMS CO LTD KRW500 | ** | 13,330 | ||||||
DNB BOLIGKREDITT A CORPBOND 3.25% 06-28-2023 | ** | 3,369,031 | ||||||
DNO ASA NOK0.25 | ** | 473,663 | ||||||
DOCEBO INC | ** | 777,536 | ||||||
DOCEBO INC COM NPV | ** | 477,043 | ||||||
DOLP TR 2021-NYC 2.956% DUE 05-10-2041 | ** | 1,883,192 | ||||||
DOMINICAN REPUBLIC 6.5% 02-15-2048 | ** | 424,004 | ||||||
DOMINION ENERGY INC 2.25% DUE 08-15-2031BEO | ** | 1,955,535 | ||||||
DOMINION ENERGY INC 3.3% DUE 04-15-2041 | ** | 572,862 | ||||||
DOMINION ENERGY INC COM STK NPV | ** | 13,690,416 | ||||||
DOMINION RES INC 2.75 DUE 09-15-2022 | ** | 121,167 | ||||||
DOMINION RES INC 2.75 DUE 09-15-2022 | ** | 4,815,308 | ||||||
DOMINION RES INC 2.85% DUE 08-15-2026 | ** | 646,636 | ||||||
DOMINOS PIZZA INC COM | ** | 645,594 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
DOMO INC CL B CL B | ** | 160,754 | ||||||
DONGBU INSURANCE CO LTD KRW500 | ** | 337,074 | ||||||
DONGFENG MOTOR GRO 'H'CNY1 | ** | 1,294,953 | ||||||
DORIAN LPG LIMITED COM USD0.01 | ** | 135,098 | ||||||
DOUBLEUGAMES CO KRW500 | ** | 116,794 | ||||||
DOUBLEVERIFY HLDGS INC COM | ** | 2,461,056 | ||||||
DOUGLAS EMMETT INC COM REIT | ** | 1,879,786 | ||||||
DOUTOR NICHIRES HO NPV | ** | 41,739 | ||||||
DOWDUPONT INC 5.319% DUE 11-15-2038 | ** | 322,876 | ||||||
DOXIMITY INC COM USD0.001 CL A | ** | 414,675 | ||||||
DR AUTO .44% DUE 11-15-2024 | ** | 4,524,917 | ||||||
DR AUTO .83% DUE 05-15-2024 | ** | 175,576 | ||||||
DR AUTO 1.11% DUE 05-15-2026 | ** | 384,415 | ||||||
DR AUTO 1.47% DUE 01-15-2027 | ** | 4,485,306 | ||||||
DR AUTO 3.99% DUE 01-15-2025 | ** | 638,669 | ||||||
DR AUTO FIXED 2.7% DUE 05-15-2027 | ** | 2,546,519 | ||||||
DR PEPPER SNAPPLE 2.55% DUE 09-15-2026 | ** | 54,705 | ||||||
DRAX GROUP ORD GBP0.1155172 | ** | 1,504,029 | ||||||
DRIVE AUTO RECEIVABLES SER 19-2 CL C 3.42% FIXED DUE 06-16-2025 | ** | 1,150,561 | ||||||
DRIVE AUTO RECEIVABLES TR 2019-2 CL D 3.69% 08-17-2026 | ** | 1,022,261 | ||||||
DRIVE AUTO RECEIVABLES TR 2021-2 NT CL SR 21-2 CL A-2 .55% 05-15-2024 | ** | 3,729,666 | ||||||
DRIVEN BRANDS HLDGS INC COM | ** | 1,980,218 | ||||||
DROPBOX INC CL A CL A | ** | 1,693,015 | ||||||
DT AUTO OWNER TR 2020-3 ASSET BACKED NT CL C 144A 1.47% 06-15-2026 | ** | 185,438 | ||||||
DT AUTO OWNER TR 2020-3 ASSET BACKED NT CL C 144A 1.47% 06-15-2026 | ** | 8,520,121 | ||||||
DT AUTO OWNER TR 2021-1 ASSET BACKED NT CL C 144A .84% 10-15-2026 | ** | 641,579 | ||||||
DT AUTO OWNER TR 2021-1 ASSET BACKED NT CL C 144A .84% 10-15-2026 | ** | 743,716 | ||||||
DT AUTO OWNER TR 2021-3 .87% 05-17-2027 | ** | 541,472 | ||||||
DT AUTO OWNER TR 2021-3 .87% 05-17-2027 | ** | 2,343,099 | ||||||
DT AUTO OWNER TR 2021-4 ASSET BACKED NT CL C 144A 1.5% 09-15-2027 | ** | 2,635,318 | ||||||
DT AUTO OWNER TR 4.19% DUE 07-15-2024 | ** | 3,166,004 | ||||||
DT BETEILIGUNGS AG NPV (REG) | ** | 392,023 | ||||||
DTE ELEC CO 3.65 DUE 03-15-2024 | ** | 225,140 | ||||||
DTE ENERGY CO COM | ** | 6,099,768 | ||||||
DTE ENERGY CO FIXED 1.05% DUE 06-01-2025 | ** | 1,176,231 | ||||||
DUKE ENERGY 3.95% DUE 11-15-2028 | ** | 1,384,993 | ||||||
DUKE ENERGY CORP .9% DUE 09-15-2025 | ** | 5,413,249 | ||||||
DUKE ENERGY CORP 2.4% DUE 08-15-2022 | ** | 3,583,054 | ||||||
DUKE ENERGY CORP 2.4% DUE 08-15-2022 | ** | 1,938,588 | ||||||
DUKE ENERGY CORP 2.65% DUE 09-01-2026 | ** | 1,434,682 | ||||||
DUKE ENERGY CORP 3.05 DUE 08-15-2022 | ** | 504,609 | ||||||
DUKE ENERGY CORP 3.05 DUE 08-15-2022 | ** | 504,609 | ||||||
DUKE ENERGY CORP 3.4% DUE 06-15-2029 | ** | 53,057 | ||||||
DUKE ENERGY CORP NEW 3.95 DUE 10-15-2023 | ** | 12,945,985 | ||||||
DUKE ENERGY CORP NEW COM NEW COM NEW | ** | 19,028,126 | ||||||
DUKE ENERGY CORP NEW SR NT 3.3% 06-15-2041 | ** | 712,436 | ||||||
DUKE ENERGY FIXED 3.7% DUE 12-01-2047 | ** | 446,338 | ||||||
DUKE ENERGY FLA 3.2% DUE 01-15-2027 | ** | 7,557,828 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
DUKE ENERGY FLA FIXED 2.4% DUE 12-15-2031 | ** | 2,025,392 | ||||||
DUKE ENERGY FLA FIXED 3.8% DUE 07-15-2028 | ** | 8,049,500 | ||||||
DUKE ENERGY PROGRESS LLC 2.5% DUE 08-15-2050 | ** | 370,988 | ||||||
DUKE RLTY LTD 2.875% DUE 11-15-2029 | ** | 415,987 | ||||||
DUKE RLTY LTD 3.375% DUE 12-15-2027 | ** | 533,793 | ||||||
DUPONT DE NEMOURS INC 4.205% DUE 11-15-2023 | ** | 4,230,337 | ||||||
DUPONT DE NEMOURS INC COMMON STOCK | ** | 9,821,879 | ||||||
DWARIKESH SUGAR IN INR1(POST CONSOLIDATION) | ** | 14,077 | ||||||
DYCOM INDS INC COM | ** | 3,093,236 | ||||||
DYNATRACE INC COM | ** | 1,110,742 | ||||||
E L F BEAUTY INC COM | ** | 5,713,614 | ||||||
E.SUN FINL HLDGS TWD10 | ** | 1,329,454 | ||||||
EAGLE PHARMACEUTICALS INC COM | ** | 256,942 | ||||||
EASTERN COMMERCIAL THB1(NVDR) | ** | 117,457 | ||||||
EASTMAN CHEM CO COM | ** | 6,677,376 | ||||||
EATON CORP OHIO 2.75% DUE 11-02-2022 | ** | 796,809 | ||||||
EATON CORP OHIO 2.75% DUE 11-02-2022 | ** | 4,156,141 | ||||||
EATON CORP PLC COM USD0.50 | ** | 39,899,472 | ||||||
ECOLAB INC 1.65% 02-01-2027 | ** | 1,608,101 | ||||||
ECOLAB INC 3.25% DUE 12-01-2027 | ** | 233,474 | ||||||
ECOLAB INC COM STK USD1 | ** | 5,069,959 | ||||||
ECOLAB INC FIXED 2.125% DUE 08-15-2050 | ** | 619,625 | ||||||
ECOPETROL S A 5.375% DUE 06-26-2026 | ** | 6,501,699 | ||||||
ECOVYST INC COM USD0.01 | ** | 57,661 | ||||||
EDF EUR0.5 | ** | 1,523,927 | ||||||
EDISON INTERNATIONAL 3.55% 11-15-2024 | ** | 52,311 | ||||||
EDOM TECHNOLOGY CO TWD10 | ** | 77,631 | ||||||
EGAIN CORPORATION COM NEW | ** | 83,912 | ||||||
E-GUARDIAN INC COMSTK | ** | 362,406 | ||||||
EID PARRY LTD | ** | 33,668 | ||||||
EIS BOFAUS3N 16/03/2022 BRL MSCI BRAZIL NE/1DBZDIO AQR13433947 | ** | 15,281 | ||||||
EIS BOFAUS3N 16/03/2022 EUR 1DESTR/MSCI ITALY NET AQR13433934 | ** | 52,222 | ||||||
EIS BOFAUS3N 16/03/2022 MXN 28DTIIE/MSCI Mexico Ne AQR13433948 | ** | 2,343 | ||||||
EIS CHASUS33 03/16/2022 USD 1OUSSO/MSCI DAILY TR N AQR13433916 | ** | 4,668 | ||||||
EIS CHASUS33 12/31/2021 USD 0%/J. P. MORGAN FNJ 2 SWU0CA994 | ** | 6,100 | ||||||
EIS GSILGB2X 01/14/2022 USD 0%/BLOOMBERG COMMODITY SWU0DC148 | ** | 4,592 | ||||||
EIS GSILGB2X 01/14/2022 USD 0%/BLOOMBERG COMMODITY SWU0DC148 | ** | 3,717 | ||||||
EIS GSILGB2X 01/14/2022 USD 0%/BLOOMBERG COMMODITY SWU0DC148 | ** | 3,627 | ||||||
EIS GSILGB2X 01/14/2022 USD 0%/BLOOMBERG COMMODITY SWU0DC148 | ** | 8,524 | ||||||
EIS GSILGB2X 02/15/2022 USD 0.25%/GOLDMAN SACHS CU SWU0SU266 | ** | 23,207 | ||||||
EIS MACQAU2S 02/15/2022 USD 3MTBILL/MACQUARIE COMM SWU0SU175 | ** | 412,407 | ||||||
EIS MACQAU2S 02/16/2022 USD 0%/MACQUARIE COMMODITY SWU0SU183 | ** | 97,086 | ||||||
EIS MSCSUS33 03/02/2022 USD 0%/BLOOMBERG COMMODITY SWU0ST996 | ** | 9,318 | ||||||
EIS UBSWUS33 03/02/2022 USD 0%/BLOOMBERG COMMODITY SWU0SU498 | ** | 5,837 | ||||||
EKACHAI MEDICAL CA THB0.50 (NVDR) | ** | 15,492 | ||||||
EL PASO ENERGY CORP MEDIUM TERM NTS BOOK TR 4 7.8 8-1-31 | ** | 1,938,919 | ||||||
EL PASO ENERGY CORP MTN BOOKTRANCHE # TR00005 7.75 1-15-2032 BEO | ** | 421,864 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
EL.EN. SPA NPV (POST SPLIT) | ** | 678,094 | ||||||
ELASTIC N V COM USD0.01 | ** | 1,753,048 | ||||||
ELECON ENGINEERING INR2 (POST SUBDVISION) | ** | 96,541 | ||||||
ELECTROLUX AB SER'B'NPV | ** | 4,586,248 | ||||||
ELECTRONIC ARTS INC 1.85% DUE 02-15-2031 | ** | 1,727,182 | ||||||
ELEMENT FLEET MGMT 3.85% DUE 06-15-2025 | ** | 2,374,256 | ||||||
ELEMENT SOLUTION INC COM | ** | 6,136,017 | ||||||
ELI LILLY & CO COM | ** | 31,851,204 | ||||||
ELIS SA EUR1.00 | ** | 72,694 | ||||||
ELITE MATERIAL TWD10 | ** | 609,748 | ||||||
ELKEM ASA NOK5 | ** | 951,768 | ||||||
ELMWOOD CLO IX LTD / ELMWOOD CLO IX 1.384% 07-20-2034 | ** | 749,158 | ||||||
EMAAR PROPERTIES AED1 | ** | 1,358,356 | ||||||
E-MART INC. KRW5000 | ** | 582,881 | ||||||
EMCOR GROUP INC COM | ** | 3,740,935 | ||||||
EMEMORY TECHNOLOGY COM STK | ** | 78,905 | ||||||
EMERA US FIN LP .833% 06-15-2024 BEO | ** | 240,483 | ||||||
EMIRATE OF ABU DHABI 3.125% DUE 04-16-2030 | ** | 1,515,850 | ||||||
EMIRATE OF ABU DHABI 3.875% DUE 04-16-2050 | ** | 582,394 | ||||||
EMIRATES NBD BANK AED1 | ** | 71,085 | ||||||
EMIRATES TELECOMMUNICATIONS GROUP COMPA NY PJSC ETISALAT GROUP | ** | 604,704 | ||||||
EMIS GROUP PLC ORD GBP0.01 | ** | 1,035,786 | ||||||
EMP NAC TELECOMUNI COM NPV | ** | 51,232 | ||||||
EMPIRE CO CLASS'A'N/VTG COM NPV | ** | 922,623 | ||||||
EMPIRIC STUDENT PR GBP0.01 | ** | 308,906 | ||||||
EMPLOYERS HLDGS INC COM | ** | 392,200 | ||||||
EMPRESAS CMPC SA COM NPV | ** | 141,676 | ||||||
EMPRESAS COPEC SA COM NPV | ** | 95,376 | ||||||
EN JAPAN INC NPV | ** | 434,676 | ||||||
ENABLE MIDSTREAM PARTNERS LP 4.4% DUE 03-15-2027 REG | ** | 539,839 | ||||||
ENAGAS SA EUR1.50 | ** | 3,777,000 | ||||||
ENANTA PHARMACEUTICALS INC COM | ** | 488,986 | ||||||
ENAUTA PARTICIPACOES SA BRL1 | ** | 136,308 | ||||||
ENBRIDGE INC 1.6% DUE 10-04-2026 BEO | ** | 1,153,910 | ||||||
ENBRIDGE INC 2.5% DUE 01-15-2025 | ** | 10,793,252 | ||||||
ENBRIDGE INC 2.9% 07-15-2022 | ** | 3,251,786 | ||||||
ENBRIDGE INC. .55% DUE 10-04-2023 BEO | ** | 2,098,775 | ||||||
ENCANA CORP 6.5% DUE 08-15-2034 | ** | 128,829 | ||||||
ENCOMPASS HEALTH CORP COM USD0.01 | ** | 14,080,041 | ||||||
ENCORE WIRE CORP COM | ** | 1,137,502 | ||||||
ENDESA SA EUR1.2 | ** | 3,251,880 | ||||||
ENDO INTL LTD COM STK | ** | 360,843 | ||||||
ENEA SA PLN1.00 | ** | 63,066 | ||||||
ENEL FIN INTL N V 2.875% DUE 07-12-2041 | ** | 1,923,149 | ||||||
ENEOS HOLDINGS INC | ** | 1,460,514 | ||||||
ENERGY FUELS INC COM | ** | 60,063 | ||||||
ENERGY TRANSFER 2.9% DUE 05-15-2025 | ** | 516,121 | ||||||
ENERGY TRANSFER 3.75% DUE 05-15-2030 | ** | 3,542,667 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
ENERGY TRANSFER 4.75% DUE 01-15-2026 | ** | 16,399 | ||||||
ENERGY TRANSFER 4.95% DUE 06-15-2028 | ** | 1,097,592 | ||||||
ENERGY TRANSFER 5.25% DUE 04-15-2029 | ** | 343,902 | ||||||
ENERGY TRANSFER 6.25% DUE 04-15-2049 | ** | 327,549 | ||||||
ENERGY TRANSFER 6.25% DUE 04-15-2049 | ** | 222,733 | ||||||
ENERGY TRANSFER FIXED 4.25% DUE 03-15-2023 | ** | 9,454,401 | ||||||
ENERGY TRANSFER FIXED 5.5% DUE 06-01-2027 | ** | 160,846 | ||||||
ENERGY TRANSFER FIXED 5.5% DUE 06-01-2027 | ** | 2,429,802 | ||||||
ENERGY TRANSFER OPER L P 5.875% DUE 01-15-2024 | ** | 15,177,315 | ||||||
ENERGY TRANSFER OPERATUNG 4.5% DUE 04-15-2024 | ** | 21,201 | ||||||
ENERGY TRANSFER PARTNERS L P 4.2% 04-15-2027 | ** | 1,492,037 | ||||||
ENERJISA ENERJI TRY0.01 | ** | 87,880 | ||||||
ENERPLUS CORP COM | ** | 205,273 | ||||||
ENGIE COMSTK | ** | 6,110,841 | ||||||
ENI SPA EUR1 | ** | 3,524,207 | ||||||
ENLINK MIDSTREAM 4.4% DUE 04-01-2024 | ** | 679,250 | ||||||
ENOVA INTL INC COM | ** | 1,849,508 | ||||||
ENPHASE ENERGY INC COM | ** | 1,097,274 | ||||||
ENSTAR GROUP LIMITED COM | ** | 315,925 | ||||||
ENTAIN PLC EUR0.01 | ** | 804,427 | ||||||
ENTEGRIS INC COM | ** | 3,962,695 | ||||||
ENTERGY ARK LLC 2.65% DUE 06-15-2051 | ** | 606,507 | ||||||
ENTERGY CORP NEW COM | ** | 298,523 | ||||||
ENTERGY GULF STS 5.59% DUE 10-01-2024 | ** | 444,204 | ||||||
ENTERGY LA LLC 3.3 DUE 12-01-2022 | ** | 714,245 | ||||||
ENTERGY LA LLC 2.4% DUE 10-01-2026 | ** | 81,789 | ||||||
ENTERGY LA LLC 3.12% 09-01-2027 | ** | 100,079 | ||||||
ENTERGY LA LLC 4.0% 03-15-2033 | ** | 187,717 | ||||||
ENTERGY LA LLC 5.4% DUE 11-01-2024 | ** | 1,324,574 | ||||||
ENTERGY LOUISIANA LLC .95% DUE 10-01-2024 | ** | 1,928,955 | ||||||
ENTERGY MISS LLC 3.85% DUE 06-01-2049 | ** | 115,062 | ||||||
ENTERPRISE FLEET FING 2021-1 LLC ASSET BACKED NT CL A-3 144A .7% 12-21-2026 | ** | 6,749,960 | ||||||
ENTERPRISE PRODS 2.8% DUE 01-31-2030 | ** | 4,205,917 | ||||||
ENTERPRISE PRODS 3.35% DUE 03-15-2023 | ** | 1,729,394 | ||||||
ENTERPRISE PRODS 3.7% DUE 01-31-2051 | ** | 94,768 | ||||||
ENTERPRISE PRODS 3.9% DUE 02-15-2024 | ** | 420,073 | ||||||
ENTERPRISE PRODS 3.95% DUE 02-15-2027 | ** | 1,019,879 | ||||||
ENTERPRISE PRODS 4.15% DUE 10-16-2028 | ** | 2,280,742 | ||||||
ENTERPRISE PRODS 4.2% DUE 01-31-2050 | ** | 224,996 | ||||||
ENTERPRISE PRODS FIXED 3.2% 02-15-2052 | ** | 492,223 | ||||||
ENTERPRISE PRODS OPER LLC 3.7% 02-15-2026 | ** | 57,949 | ||||||
ENTERPRISE PRODS OPER LLC 4.8% 02-01-2049 | ** | 158,735 | ||||||
ENTERPRISE PRODUCTS OPER L P 3.125% DUE 07-31-2029 | ** | 345,430 | ||||||
ENTERPRISE PRODUCTS OPER L P 3.125% DUE 07-31-2029 | ** | 4,501,218 | ||||||
ENTRA ASA NOK1 | ** | 945,029 | ||||||
ENTRADA THERAPEUTICS INC COM | ** | 103,268 | ||||||
ENVESTNET INC COM STK | ** | 1,634,404 | ||||||
ENVISTA HLDGS CORP COM | ** | 1,509,510 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
EOG RES INC 4.15% DUE 01-15-2026 | ** | 1,234,936 | ||||||
EOG RES INC 4.375% DUE 04-15-2030 | ** | 2,452,134 | ||||||
EOG RESOURCES INC COM | ** | 13,138,579 | ||||||
EPAM SYS INC COM STK | ** | 300,134 | ||||||
EQM MIDSTREAM 4.125% DUE 12-01-2026 | ** | 922,500 | ||||||
EQT CORP COM | ** | 84,841 | ||||||
EQUATE 4.25% DUE 11-03-2026 | ** | 5,431,940 | ||||||
EQUATE PETROCHEMIC 4.25% GTD SNR 03/11/26 USD | ** | 6,742,216 | ||||||
EQUIFAX INC COM | ** | 33,545,829 | ||||||
EQUIFAX INC FIXED 2.6% DUE 12-15-2025 | ** | 639,839 | ||||||
EQUINIX INC 1.25% DUE 07-15-2025 | ** | 10,306,113 | ||||||
EQUINIX INC 2.5% DUE 05-15-2031 BEO | ** | 1,800,817 | ||||||
EQUINIX INC 2.9% 11-18-2026 | ** | 943,269 | ||||||
EQUINIX INC FIXED 2.95% 09-15-2051 | ** | 521,156 | ||||||
EQUINIX INC SR NT 2% 05-15-2028 | ** | 196,490 | ||||||
EQUINOR ASA 2.875% DUE 04-06-2025 | ** | 12,652,626 | ||||||
EQUITABLE FINL .5% DUE 11-17-2023 | ** | 2,293,925 | ||||||
EQUITABLE HLDGS INC COM | ** | 2,842,893 | ||||||
ERAJAYA TBK IDR100 | ** | 61,286 | ||||||
ERG SPA EUR0.10 | ** | 129,299 | ||||||
ERGOMED PLC ORD GBP0.01 | ** | 180,616 | ||||||
ERICSSON | ** | 7,252,464 | ||||||
ERICSSON SER'B'NPV | ** | 2,333,102 | ||||||
ERSTE GROUP BANK AG NPV | ** | 1,574,072 | ||||||
ESSENT GROUP LTD COM STK | ** | 7,544,321 | ||||||
ESSENTIAL UTILS FIXED 2.704% DUE 04-15-2030 | ** | 2,348,775 | ||||||
ESSEX PORTFOLIO L 3.25 DUE 05-01-2023 | ** | 512,006 | ||||||
ESSEX PORTFOLIO L FIXED 1.65% DUE 01-15-2031 | ** | 298,386 | ||||||
ESSEX PORTFOLIO L FIXED 2.65% DUE 03-15-2032 | ** | 301,312 | ||||||
ESSEX PORTFOLIO L FIXED 2.65% DUE 09-01-2050 | ** | 397,225 | ||||||
ESSILORLUXOTTICA EUR 0.18 | ** | 6,956,615 | ||||||
ESSILORLUXOTTICA EUR0.18 | ** | 646,006 | ||||||
ESTEE LAUDER COMPANIES INC CL A USD0.01 | ** | 38,739,209 | ||||||
ESTEE LAUDER COS 3.15% DUE 03-15-2027 | ** | 69,693 | ||||||
ETIHAD ETISALAT CO SAR10 | ** | 209,860 | ||||||
EUROFINS SCIENTIFI EUR0.01 | ** | 2,326,322 | ||||||
EURONAV EURONAV S A COM STK | ** | 7,728,699 | ||||||
EURONET WORLDWIDE INC COM | ** | 6,280,259 | ||||||
EUROPEAN WAX CTR INC CL A CL A | ** | 1,221,952 | ||||||
EUROPRIS ASA NOK1 | ** | 176,426 | ||||||
EUROSAIL-UK 07-3BL FRN M/BKD 06/2045 GBP'A3A' | ** | 33,433 | ||||||
EUROSAIL-UK 2007-3BL PLC NO MIN REGD NOTES FLTG RT REG-S 13/06/2045 | ** | 44,507 | ||||||
EVERCORE INC | ** | 2,364,741 | ||||||
EVEREST RE GROUP COM | ** | 1,610,650 | ||||||
EVERLIGHT ELECTRON TWD10 | ** | 347,735 | ||||||
EVERQUOTE INC CL A COM CL A COM | ** | 55,029 | ||||||
EVERSOURCE ENERGY FIXED 1.65% DUE 08-15-2030 | ** | 2,232,332 | ||||||
EVO PMTS INC CL A COM CL A COM | ** | 6,496,128 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
EVOLENT HEALTH INC CL A CL A | ** | 2,005,715 | ||||||
EVRAZ PLC ORD US0.5 | ** | 5,105,794 | ||||||
EXCELLENCE COML PT HKD0.01 | ** | 17,185 | ||||||
EXCELSIOR MEDICAL TWD10 | ** | 52,045 | ||||||
EXELIXIS INC COM STK | ** | 1,900,480 | ||||||
EXELON CORP 3.95% DUE 06-15-2025 | ** | 106,878 | ||||||
EXELON CORP JR SUB NT STEP UP 06-01-202205-01-2022 | ** | 90,831 | ||||||
EXELON CORP JR SUB NT STEP UP 06-01-202205-01-2022 | ** | 756,925 | ||||||
EXELON GENERATION 5.75% DUE 10-01-2041 | ** | 59,578 | ||||||
EXELON GENERATION CO LLC 3.4% 03-15-2022 | ** | 310,958 | ||||||
EXELON GENERATION CO LLC 4.25 06-15-2022 | ** | 115,817 | ||||||
EXELON GENERATION FIXED 3.25% DUE 06-01-2025 | ** | 209,632 | ||||||
EXELON GENERATION FIXED 3.25% DUE 06-01-2025 | ** | 2,211,613 | ||||||
EXETER AUTOMOBILE .34% DUE 03-15-2024 | ** | 273,964 | ||||||
EXETER AUTOMOBILE .5% DUE 02-18-2025 | ** | 329,600 | ||||||
EXETER AUTOMOBILE .68% DUE 07-15-2025 | ** | 2,496,703 | ||||||
EXETER AUTOMOBILE 1.05% DUE 05-15-2026 | ** | 465,313 | ||||||
EXETER AUTOMOBILE 1.32% DUE 07-15-2025 | ** | 115,510 | ||||||
EXETER AUTOMOBILE 1.46% DUE 10-15-2027 | ** | 3,066,287 | ||||||
EXETER AUTOMOBILE 2.44% DUE 09-16-2024 | ** | 766,036 | ||||||
EXETER AUTOMOBILE RECEIVABLES TR .27% SER 21-2A CL A2 01-16-2024 BEO | ** | 587,737 | ||||||
EXETER AUTOMOBILE RECEIVABLES TR 2021-3 SR 21-3A CL C .96% 10-15-2026 | ** | 4,815,109 | ||||||
EXETER AUTOMOBILE RECEIVABLES TR ASSET BACKED NT CL A-3 .3% 10-15-2024 | ** | 632,469 | ||||||
EXETER AUTOMOBILE RECEIVABLES TR ASSET BACKED NT CL B .57% 09-15-2025 | ** | 408,740 | ||||||
EXP WORLD HOLDINGS INC | ** | 1,369,263 | ||||||
EXPEDIA GROUP INC 3.25% DUE 02-15-2030 | ** | 347,301 | ||||||
EXPEDIA GROUP INC COM USD0.001 | ** | 231,502 | ||||||
EXPEDIA GROUP INC FORMERLY EXPEDIA SR NT4.625% 08-01-2027 | ** | 1,894,255 | ||||||
EXPEDITORS INTL WASH INC COM | ** | 2,699,900 | ||||||
EXPERIAN ORD USD0.10 | ** | 9,106,626 | ||||||
EXPORT IMPORT BK KOREA 1.875% 02-12-2025 | ** | 6,089,036 | ||||||
EXPORT IMPORT BK KOREA 2.75% DUE 01-25-2022 REG | ** | 903,514 | ||||||
EXTENDED STAY AMER TR 2021-ESH MTG PASS THRU CTF CL A 144A 1.187% 07-15-2038 | ** | 498,067 | ||||||
EXTENDED STAY AMER TR 2021-ESH MTG PASS THRU CTF CL A 144A 1.187% 07-15-2038 | ** | 4,577,236 | ||||||
EXTRA SPACE STORAGE INC 2.35% 03-15-2032 | ** | 535,310 | ||||||
EXTRA SPACE STORAGE INC COM | ** | 1,858,052 | ||||||
EXTRA SPACE STORAGE L P GTD NT 2.55% 06-01-2031 | ** | 1,182,192 | ||||||
EXTREME NETWORKS INC COM | ** | 1,507,373 | ||||||
EXXARO RESOURCES ZAR0.01 | ** | 909,845 | ||||||
EXXON MOBIL CORP 2.61% DUE 10-15-2030 | ** | 9,378,959 | ||||||
EXXON MOBIL CORP 2.992% DUE 03-19-2025 | ** | 3,805,826 | ||||||
EXXON MOBIL CORP 2.995% DUE 08-16-2039 | ** | 558,841 | ||||||
EXXON MOBIL CORP 3.043% DUE 03-01-2026 | ** | 2,063,915 | ||||||
EXXON MOBIL CORP 3.452% DUE 04-15-2051 REG | ** | 652,642 | ||||||
EXXON MOBIL CORP COM | ** | 357,411 | ||||||
EXXON MOBIL CORP FIXED 1.571% DUE 04-15-2023 | ** | 101,135 | ||||||
EXXON MOBIL CORP FIXED 4.327% DUE 03-19-2050 | ** | 381,988 | ||||||
EZCORP INC CL A NON VTG CL A NON VTG | ** | 60,876 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
F N B CORP PA COM | ** | 1,059,082 | ||||||
F5 INC COM STK NPV | ** | 21,453,970 | ||||||
FABRINET COM USD0.01 | ** | 178,534 | ||||||
FACTSET RESH SYS INC COM STK | ** | 2,733,806 | ||||||
FAIRFAX FINL HLDGS 2.75% 29/03/2028 DUALCURR | ** | 247,092 | ||||||
FAIRFAX FINL HLDGS SUB-VTG COM NPV | ** | 2,291,621 | ||||||
FALABELLA SA COM NPV | ** | 385,894 | ||||||
FANNIE MAE 01/02/2051 2% 02-01-2051 | ** | 178,104 | ||||||
FANNIE MAE 01/02/2051 2% 02-01-2051 | ** | 94,896 | ||||||
FANNIE MAE 01/02/2051 3.5% 02-01-2051 | ** | 88,743 | ||||||
FANNIE MAE 01/03/2051 2% 03-01-2051 | ** | 457,741 | ||||||
FANNIE MAE 01/04/2051 2% 04-01-2051 | ** | 192,079 | ||||||
FANNIE MAE 01/06/2051 3.5% 06-01-2051 | ** | 99,405 | ||||||
FANNIE MAE 01/07/2051 2.5% 07-01-2051 | ** | 592,682 | ||||||
FANNIE MAE 01/07/2051 2.5% 07-01-2051 | ** | 402,152 | ||||||
FANNIE MAE 01/08/2051 2.5% 08-01-2051 | ** | 507,447 | ||||||
FANNIE MAE 1997-89 CL-ZA 7.0% DUE 12-20-2027 | ** | 81,574 | ||||||
FANNIE MAE 2% 02-01-2051 | ** | 362,031 | ||||||
FANNIE MAE 2% 02-01-2051 | ** | 515,227 | ||||||
FANNIE MAE 2% 02-01-2051 | ** | 632,318 | ||||||
FANNIE MAE FN BT3290 2.5% 08-01-2051 | ** | 300,928 | ||||||
FANNIE MAE REMIC SR 015-60 CL-AF FLTG RATE 08-25-2045 | ** | 902,847 | ||||||
FANNIE MAE SER 1994-43 CL PK 6.35% 02-25-2024 | ** | 13,986 | ||||||
FANNIE MAE SR 12-104 CL QC 2.5% 05-25-2042 | ** | 354,879 | ||||||
FAR EASTERN NEW CENTURY CORP TWD10 | ** | 47,590 | ||||||
FARADAY TECHNOLOGY TWD10 | ** | 94,467 | ||||||
FATE THERAPEUTICS INC COM | ** | 273,359 | ||||||
FED HOME LN BK 0% DUE 08-29-2022 | ** | 6,340,039 | ||||||
FED HOME LN MTG 1% DUE 05-15-2041 | ** | 11,323,392 | ||||||
FED HOME LN MTG 2% DUE 04-01-2051 | ** | 490,929 | ||||||
FED HOME LN MTG 3% DUE 02-01-2050 | ** | 4,379,453 | ||||||
FED HOME LN MTG 3.5% DUE 04-01-2050 | ** | 9,468,080 | ||||||
FED HOME LN MTG CORP G14239 4 DUE 09-01-2026 | ** | 40,421 | ||||||
FED HOME LOAN MTG SR 3981 CL ME 3.0% 01-15-2027 | ** | 123,500 | ||||||
FED RLTY INVT TR 3.95% DUE 01-15-2024 | ** | 1,939,839 | ||||||
FEDERAL AGRIC MTG CORP MEDIUM TERM NTS F.32% 05-26-2023 | ** | 1,909,696 | ||||||
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS .3% DUE 09-01-2023 | ** | 4,977,034 | ||||||
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS TRANCHE 00446 .71% DUE 04-01-2025 REG | ** | 9,870,398 | ||||||
FEDERAL FARM CREDIT 4% 07-01-2047 | ** | 198,419 | ||||||
FEDERAL HOME LN BK CONS DISC 0% 01-12-2022 | ** | 19,999,800 | ||||||
FEDERAL HOME LN BKS .22% DUE 02-26-2024 REG | ** | 1,371,244 | ||||||
FEDERAL HOME LN BKS .35% 12-29-2022 | ** | 6,998,836 | ||||||
FEDERAL HOME LN BKS .78% 02-26-2026 | ** | 14,722,556 | ||||||
FEDERAL HOME LN BKS CONS BD DTD 02/12/2021 .55% 02-12-2026 | ** | 4,849,466 | ||||||
FEDERAL HOME LN BKS CONS BD DTD 03/03/2021 .9% 03-03-2026 | ** | 1,871,790 | ||||||
FEDERAL HOME LN BKS CONS BD DTD 03/04/2021 .8% 03-04-2026 | ** | 9,298,287 | ||||||
FEDERAL HOME LN BKS CONS BD DTD 06/17/2021 .43% 06-17-2024 | ** | 734,525 | ||||||
FEDERAL HOME LN MTG CORP .25% DUE 06-26-2023 REG | ** | 4,478,723 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FEDERAL HOME LN MTG CORP .375% DUE 05-05-2023 REG | ** | 4,933,309 | ||||||
FEDERAL HOME LN MTG CORP .9% 10-13-2027 | ** | 23,196,014 | ||||||
FEDERAL HOME LN MTG CORP 2% 10-01-2050 | ** | 1,717,568 | ||||||
FEDERAL HOME LN MTG CORP DTD 10/27/2020 .65% 10-27-2025 | ** | 32,421,318 | ||||||
FEDERAL HOME LN MTG CORP DTD 10/28/2020 .8% 10-28-2026 | ** | 11,218,529 | ||||||
FEDERAL HOME LN MTG CORP DTD 9/24/2020 .57% 09-24-2025 | ** | 21,989,856 | ||||||
FEDERAL HOME LN MTG CORP FR SD0552 2.0% DUE 03-01-2051 REG | ** | 1,305,709 | ||||||
FEDERAL HOME LN MTG CORP MULTICLASS MTG 4 11-15-2039 | ** | 94,245 | ||||||
FEDERAL HOME LN MTG CORP MULTICLASS SER 004639 CL KB STEP UP 04-15-2053 | ** | 2,463,040 | ||||||
FEDERAL HOME LN MTG CORP MULTICLASS SER 3384 CL FL FLTG RT 11-15-2037 | ** | 1,388,061 | ||||||
FEDERAL HOME LN MTG CORP MULTICLASS SER 3778 CL M 4.5 08-15-2039 | ** | 69,721 | ||||||
FEDERAL HOME LN MTG CORP MULTICLASS SR 2008-25 CL EF VAR 04-25-2038 REG | ** | 902,898 | ||||||
FEDERAL HOME LN MTG CORP MULTICLASS SR 2008-6 CL BF VAR 02-25-2038 REG | ** | 1,236,023 | ||||||
FEDERAL HOME LN MTG CORP MULTICLASS SR 2410 CL PF VAR 02-15-2032 REG | ** | 513,151 | ||||||
FEDERAL HOME LN MTG CORP MULTICLASS SR 3055 CL CF VAR 10-15-2035 REG | ** | 215,812 | ||||||
FEDERAL HOME LN MTG CORP MULTICLASS SR 3150 CL FA VAR 05-15-2036 REG | ** | 996,345 | ||||||
FEDERAL HOME LN MTG CORP MULTICLASS VAR SR 2012-17 CL FG 03-25-2042 REG | ** | 1,145,801 | ||||||
FEDERAL HOME LN MTG CORP POOL #2B0646 FLTG RT DUE 07-01-2042 BEO | ** | 54,496 | ||||||
FEDERAL HOME LN MTG CORP POOL #410792 2.343% 02-01-2030 BEO | ** | 14,469 | ||||||
FEDERAL HOME LN MTG CORP POOL #840698 2.1% 03-01-2047 BEO | ** | 153,553 | ||||||
FEDERAL HOME LN MTG CORP POOL #841076 3.013% 11-01-2048 BEO | ** | 5,798,636 | ||||||
FEDERAL HOME LN MTG CORP POOL #841077 2.873% 11-01-2047 BEO | ** | 1,620,254 | ||||||
FEDERAL HOME LN MTG CORP POOL #841081 3.092% 02-01-2050 BEO | ** | 2,890,118 | ||||||
FEDERAL HOME LN MTG CORP POOL #846004 2.33% 12-01-2024 BEO | ** | 2,413 | ||||||
FEDERAL HOME LN MTG CORP POOL #846313 FLTG RT 2.428% 02-01-2026 BEO | ** | 404 | ||||||
FEDERAL HOME LN MTG CORP POOL #849407 2.316% 09-01-2037 BEO | ** | 163,438 | ||||||
FEDERAL HOME LN MTG CORP POOL #84-9790 FLTG RT DUE 03-01-2045 | ** | 1,764,456 | ||||||
FEDERAL HOME LN MTG CORP POOL #A39803 5.5% 11-01-2035 BEO | ** | 120,431 | ||||||
FEDERAL HOME LN MTG CORP POOL #A47038 5%09-01-2035 BEO | ** | 60,304 | ||||||
FEDERAL HOME LN MTG CORP POOL #A62378 6%06-01-2037 BEO | ** | 6,019 | ||||||
FEDERAL HOME LN MTG CORP POOL #A63809 6%08-01-2037 BEO | ** | 24,524 | ||||||
FEDERAL HOME LN MTG CORP POOL #A69654 6%12-01-2037 BEO | ** | 12,262 | ||||||
FEDERAL HOME LN MTG CORP POOL #A71410 6%01-01-2038 BEO | ** | 308 | ||||||
FEDERAL HOME LN MTG CORP POOL #A85726 5%04-01-2039 BEO | ** | 59,205 | ||||||
FEDERAL HOME LN MTG CORP POOL #A86313 5%05-01-2039 BEO | ** | 11,638 | ||||||
FEDERAL HOME LN MTG CORP POOL #A90176 5%12-01-2039 BEO | ** | 13,912 | ||||||
FEDERAL HOME LN MTG CORP POOL #A90826 4.5% 01-01-2040 BEO | ** | 98,057 | ||||||
FEDERAL HOME LN MTG CORP POOL #A91235 4.5% 02-01-2040 BEO | ** | 100,748 | ||||||
FEDERAL HOME LN MTG CORP POOL #A93318 5%08-01-2040 BEO | ** | 154,333 | ||||||
FEDERAL HOME LN MTG CORP POOL #A93625 5%08-01-2040 BEO | ** | 243,771 | ||||||
FEDERAL HOME LN MTG CORP POOL #A93652 5%09-01-2040 BEO | ** | 73,719 | ||||||
FEDERAL HOME LN MTG CORP POOL #A93713 5%09-01-2040 BEO | ** | 251,568 | ||||||
FEDERAL HOME LN MTG CORP POOL #A94069 5%09-01-2040 BEO | ** | 87,101 | ||||||
FEDERAL HOME LN MTG CORP POOL #A94113 5%10-01-2040 BEO | ** | 47,535 | ||||||
FEDERAL HOME LN MTG CORP POOL #A94132 5%09-01-2040 BEO | ** | 2,422 | ||||||
FEDERAL HOME LN MTG CORP POOL #A94898 4.5% 11-01-2040 BEO | ** | 156,595 | ||||||
FEDERAL HOME LN MTG CORP POOL #A95085 4%11-01-2040 BEO | ** | 165,600 | ||||||
FEDERAL HOME LN MTG CORP POOL #A95519 4.5% 12-01-2040 BEO | ** | 42,487 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FEDERAL HOME LN MTG CORP POOL #A95561 4%12-01-2040 BEO | ** | 282,620 | ||||||
FEDERAL HOME LN MTG CORP POOL #A95575 4%12-01-2040 BEO | ** | 251,077 | ||||||
FEDERAL HOME LN MTG CORP POOL #A97040 4%02-01-2041 BEO | ** | 167,170 | ||||||
FEDERAL HOME LN MTG CORP POOL #C01623 5.5% 09-01-2033 BEO | ** | 172,144 | ||||||
FEDERAL HOME LN MTG CORP POOL #C03517 4.5% 09-01-2040 BEO | ** | 119,070 | ||||||
FEDERAL HOME LN MTG CORP POOL #C03520 4%09-01-2040 BEO | ** | 727,602 | ||||||
FEDERAL HOME LN MTG CORP POOL #C03520 4%09-01-2040 BEO | ** | 323,912 | ||||||
FEDERAL HOME LN MTG CORP POOL #C03545 5%08-01-2040 BEO | ** | 148,033 | ||||||
FEDERAL HOME LN MTG CORP POOL #C03613 4%11-01-2040 BEO | ** | 144,880 | ||||||
FEDERAL HOME LN MTG CORP POOL #C03792 3.5% 04-01-2042 BEO | ** | 481,261 | ||||||
FEDERAL HOME LN MTG CORP POOL #C04240 3.5% 09-01-2042 BEO | ** | 310,682 | ||||||
FEDERAL HOME LN MTG CORP POOL #C04422 3%12-01-2042 BEO | ** | 336,742 | ||||||
FEDERAL HOME LN MTG CORP POOL #C09022 3%01-01-2043 BEO | ** | 1,558,787 | ||||||
FEDERAL HOME LN MTG CORP POOL #C09055 4%12-01-2043 BEO | ** | 241,786 | ||||||
FEDERAL HOME LN MTG CORP POOL #C10542 7%06-01-2028 BEO | ** | 3,341 | ||||||
FEDERAL HOME LN MTG CORP POOL #C12585 7%07-01-2028 BEO | ** | 552 | ||||||
FEDERAL HOME LN MTG CORP POOL #C14084 7%08-01-2028 BEO | ** | 3,201 | ||||||
FEDERAL HOME LN MTG CORP POOL #C91161 5%02-01-2028 BEO | ** | 8,723 | ||||||
FEDERAL HOME LN MTG CORP POOL #C91362 4.5% 03-01-2031 BEO | ** | 193,995 | ||||||
FEDERAL HOME LN MTG CORP POOL #C91581 3%11-01-2032 BEO | ** | 1,020,151 | ||||||
FEDERAL HOME LN MTG CORP POOL #C91589 3.5% 11-01-2032 BEO | ** | 214,520 | ||||||
FEDERAL HOME LN MTG CORP POOL #C91925 3.5% 04-01-2037 BEO | ** | 737,407 | ||||||
FEDERAL HOME LN MTG CORP POOL #C91928 3.5% 05-01-2037 BEO | ** | 125,925 | ||||||
FEDERAL HOME LN MTG CORP POOL #C91942 4%06-01-2037 BEO | ** | 8,917 | ||||||
FEDERAL HOME LN MTG CORP POOL #C91960 3.5% 11-01-2037 BEO | ** | 540,306 | ||||||
FEDERAL HOME LN MTG CORP POOL #C91987 3%04-01-2038 BEO | ** | 407,844 | ||||||
FEDERAL HOME LN MTG CORP POOL #D64290 7%10-01-2025 BEO | ** | 7,171 | ||||||
FEDERAL HOME LN MTG CORP POOL #D70703 7%04-01-2026 BEO | ** | 5,148 | ||||||
FEDERAL HOME LN MTG CORP POOL #D75558 8%10-01-2026 BEO | ** | 165 | ||||||
FEDERAL HOME LN MTG CORP POOL #D75787 8%11-01-2026 BEO | ** | 1,640 | ||||||
FEDERAL HOME LN MTG CORP POOL #D77163 7.5% 01-01-2027 BEO | ** | 1,611 | ||||||
FEDERAL HOME LN MTG CORP POOL #D80177 7%05-01-2027 BEO | ** | 4,817 | ||||||
FEDERAL HOME LN MTG CORP POOL #D98914 4%01-01-2032 BEO | ** | 61,674 | ||||||
FEDERAL HOME LN MTG CORP POOL #G00552 8.5% 03-01-2023 BEO | ** | 1,279 | ||||||
FEDERAL HOME LN MTG CORP POOL #G00561 9.5% 06-01-2025 BEO | ** | 326 | ||||||
FEDERAL HOME LN MTG CORP POOL #G00627 8%06-01-2025 BEO | ** | 2,462 | ||||||
FEDERAL HOME LN MTG CORP POOL #G00704 7%12-01-2026 BEO | ** | 2,697 | ||||||
FEDERAL HOME LN MTG CORP POOL #G01665 5.5% 03-01-2034 BEO | ** | 212,857 | ||||||
FEDERAL HOME LN MTG CORP POOL #G02031 5.5% 02-01-2036 BEO | ** | 59,364 | ||||||
FEDERAL HOME LN MTG CORP POOL #G02427 5.5% 12-01-2036 BEO | ** | 189,017 | ||||||
FEDERAL HOME LN MTG CORP POOL #G03073 5.5% 07-01-2037 BEO | ** | 96,927 | ||||||
FEDERAL HOME LN MTG CORP POOL #G03233 6%08-01-2037 BEO | ** | 4,332 | ||||||
FEDERAL HOME LN MTG CORP POOL #G03600 7%11-01-2037 BEO | ** | 40,863 | ||||||
FEDERAL HOME LN MTG CORP POOL #G03695 5.5% 11-01-2037 BEO | ** | 52,666 | ||||||
FEDERAL HOME LN MTG CORP POOL #G03812 5.5% 02-01-2038 BEO | ** | 69,682 | ||||||
FEDERAL HOME LN MTG CORP POOL #G03819 6%01-01-2038 BEO | ** | 27,639 | ||||||
FEDERAL HOME LN MTG CORP POOL #G04448 5.5% 07-01-2038 BEO | ** | 30,282 | ||||||
FEDERAL HOME LN MTG CORP POOL #G04585 5.5% 02-01-2038 BEO | ** | 50,311 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FEDERAL HOME LN MTG CORP POOL #G04588 5.5% 08-01-2038 BEO | ** | 30,069 | ||||||
FEDERAL HOME LN MTG CORP POOL #G04636 5%12-01-2035 BEO | ** | 29,603 | ||||||
FEDERAL HOME LN MTG CORP POOL #G04688 5.5% 09-01-2038 BEO | ** | 28,931 | ||||||
FEDERAL HOME LN MTG CORP POOL #G05179 5.5% 01-01-2039 BEO | ** | 35,701 | ||||||
FEDERAL HOME LN MTG CORP POOL #G05527 4%07-01-2039 BEO | ** | 22,965 | ||||||
FEDERAL HOME LN MTG CORP POOL #G05676 4%11-01-2039 BEO | ** | 411,891 | ||||||
FEDERAL HOME LN MTG CORP POOL #G05726 5%08-01-2039 BEO | ** | 90,370 | ||||||
FEDERAL HOME LN MTG CORP POOL #G05741 4.5% 12-01-2039 BEO | ** | 203,070 | ||||||
FEDERAL HOME LN MTG CORP POOL #G05927 4.5% 07-01-2040 BEO | ** | 514,651 | ||||||
FEDERAL HOME LN MTG CORP POOL #G06021 5.5% 01-01-2040 BEO | ** | 78,989 | ||||||
FEDERAL HOME LN MTG CORP POOL #G06087 5%09-01-2040 BEO | ** | 22,582 | ||||||
FEDERAL HOME LN MTG CORP POOL #G06172 5.5% 12-01-2038 BEO | ** | 193,776 | ||||||
FEDERAL HOME LN MTG CORP POOL #G06601 4.5% 12-01-2040 BEO | ** | 902,771 | ||||||
FEDERAL HOME LN MTG CORP POOL #G06669 6.5% 09-01-2039 BEO | ** | 91,262 | ||||||
FEDERAL HOME LN MTG CORP POOL #G07032 3%06-01-2042 BEO | ** | 453,125 | ||||||
FEDERAL HOME LN MTG CORP POOL #G07129 3.5% 09-01-2042 BEO | ** | 479,646 | ||||||
FEDERAL HOME LN MTG CORP POOL #G07434 3.5% 07-01-2043 BEO | ** | 829,648 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08273 5.5% 06-01-2038 BEO | ** | 18,985 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08368 4.5% 10-01-2039 BEO | ** | 181,986 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08457 4.5% 08-01-2041 BEO | ** | 303,053 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08521 3%01-01-2043 BEO | ** | 265,660 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08540 3%08-01-2043 BEO | ** | 439,193 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08567 4%01-01-2044 BEO | ** | 526,211 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08624 4%01-01-2045 BEO | ** | 716,819 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08653 3%07-01-2045 BEO | ** | 792,721 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08672 4%10-01-2045 BEO | ** | 425,144 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08681 3.5% 12-01-2045 BEO | ** | 1,501,652 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08732 3%11-01-2046 BEO | ** | 1,547,750 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08734 4%11-01-2046 BEO | ** | 935,201 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08741 3%01-01-2047 BEO | ** | 996,531 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08764 4.5% 05-01-2047 BEO | ** | 210,799 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08770 3.5% 07-01-2047 BEO | ** | 2,667,937 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08772 4.5% 07-01-2047 BEO | ** | 132,362 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08785 4%10-01-2047 BEO | ** | 255,857 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08786 4.5% 10-01-2047 BEO | ** | 255,926 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08790 4.5% 11-01-2047 BEO | ** | 214,512 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08792 3.5% 12-01-2047 BEO | ** | 2,723,267 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08809 4%04-01-2048 BEO | ** | 101,991 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08827 4.5% 07-01-2048 BEO | ** | 952,756 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08832 4.5% 08-01-2048 BEO | ** | 401,672 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08844 5%10-01-2048 BEO | ** | 21,375 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08847 4%11-01-2048 BEO | ** | 10,972,233 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08862 4%02-01-2049 BEO | ** | 4,384,934 | ||||||
FEDERAL HOME LN MTG CORP POOL #G12978 5.5% 12-01-2022 BEO | ** | 6,796 | ||||||
FEDERAL HOME LN MTG CORP POOL #G13825 4%05-01-2025 BEO | ** | 256,578 | ||||||
FEDERAL HOME LN MTG CORP POOL #G13868 4.5% 07-01-2025 BEO | ** | 61,016 | ||||||
FEDERAL HOME LN MTG CORP POOL #G14171 6%10-01-2024 BEO | ** | 8,049 | ||||||
FEDERAL HOME LN MTG CORP POOL #G14375 4%07-01-2026 BEO | ** | 151,676 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FEDERAL HOME LN MTG CORP POOL #G14956 2.5% 05-01-2028 BEO | ** | 388,670 | ||||||
FEDERAL HOME LN MTG CORP POOL #G15252 3%12-01-2029 BEO | ** | 464,651 | ||||||
FEDERAL HOME LN MTG CORP POOL #G15403 3.5% 04-01-2030 BEO | ** | 1,095,797 | ||||||
FEDERAL HOME LN MTG CORP POOL #G15441 3%03-01-2030 BEO | ** | 422,446 | ||||||
FEDERAL HOME LN MTG CORP POOL #G16015 3%01-01-2032 BEO | ** | 365,987 | ||||||
FEDERAL HOME LN MTG CORP POOL #G16177 2%01-01-2032 BEO | ** | 867,465 | ||||||
FEDERAL HOME LN MTG CORP POOL #G16763 4%02-01-2034 BEO | ** | 2,403,692 | ||||||
FEDERAL HOME LN MTG CORP POOL #G16789 4%02-01-2034 BEO | ** | 2,787,063 | ||||||
FEDERAL HOME LN MTG CORP POOL #G16792 4%03-01-2034 BEO | ** | 2,681,103 | ||||||
FEDERAL HOME LN MTG CORP POOL #G18475 2.5% 08-01-2028 BEO | ** | 103,749 | ||||||
FEDERAL HOME LN MTG CORP POOL #G18552 3%05-01-2030 BEO | ** | 602,387 | ||||||
FEDERAL HOME LN MTG CORP POOL #G20028 7.5% 12-01-2036 BEO | ** | 410,897 | ||||||
FEDERAL HOME LN MTG CORP POOL #G30591 6%02-01-2028 BEO | ** | 21,576 | ||||||
FEDERAL HOME LN MTG CORP POOL #G31156 5.5% 02-01-2029 BEO | ** | 4,967,376 | ||||||
FEDERAL HOME LN MTG CORP POOL #G60985 3%05-01-2047 BEO | ** | 3,725,324 | ||||||
FEDERAL HOME LN MTG CORP POOL #G61047 4.5% 07-01-2047 BEO | ** | 198,170 | ||||||
FEDERAL HOME LN MTG CORP POOL #G61060 4.5% 06-01-2047 BEO | ** | 958,220 | ||||||
FEDERAL HOME LN MTG CORP POOL #G61502 5%02-01-2048 BEO | ** | 180,240 | ||||||
FEDERAL HOME LN MTG CORP POOL #G61638 4%07-01-2048 BEO | ** | 544,599 | ||||||
FEDERAL HOME LN MTG CORP POOL #G61657 5%12-01-2047 BEO | ** | 574,890 | ||||||
FEDERAL HOME LN MTG CORP POOL #G61713 3.5% 01-01-2045 BEO | ** | 485,137 | ||||||
FEDERAL HOME LN MTG CORP POOL #G61739 3%09-01-2048 BEO | ** | 2,483,079 | ||||||
FEDERAL HOME LN MTG CORP POOL #J09212 5%01-01-2024 BEO | ** | 6,028 | ||||||
FEDERAL HOME LN MTG CORP POOL #J12439 4.5% 06-01-2025 BEO | ** | 96,143 | ||||||
FEDERAL HOME LN MTG CORP POOL #J14494 4%02-01-2026 BEO | ** | 28,710 | ||||||
FEDERAL HOME LN MTG CORP POOL #J15658 4%06-01-2026 BEO | ** | 67,770 | ||||||
FEDERAL HOME LN MTG CORP POOL #J15719 4%06-01-2026 BEO | ** | 225,865 | ||||||
FEDERAL HOME LN MTG CORP POOL #J16059 4%07-01-2026 BEO | ** | 35,185 | ||||||
FEDERAL HOME LN MTG CORP POOL #J25735 3%09-01-2028 BEO | ** | 197,430 | ||||||
FEDERAL HOME LN MTG CORP POOL #J27464 3.5% 02-01-2029 BEO | ** | 417,433 | ||||||
FEDERAL HOME LN MTG CORP POOL #J31736 3.5% 05-01-2030 BEO | ** | 579,295 | ||||||
FEDERAL HOME LN MTG CORP POOL #J34888 2.5% 07-01-2031 BEO | ** | 470,430 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q04673 4%11-01-2041 BEO | ** | 398,043 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q04674 4%12-01-2041 BEO | ** | 22,811 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q10448 3.5% 08-01-2042 BEO | ** | 216,506 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q19853 3.5% 06-01-2043 BEO | ** | 320,972 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q25702 4.5% 04-01-2044 BEO | ** | 350,834 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q25703 4.5% 04-01-2044 BEO | ** | 408,418 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q25705 4.5% 04-01-2044 BEO | ** | 148,613 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q25712 4.5% 04-01-2044 BEO | ** | 202,232 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q25850 4.5% 04-01-2044 BEO | ** | 165,606 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q25851 4.5% 04-01-2044 BEO | ** | 36,648 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q25852 4.5% 04-01-2044 BEO | ** | 226,805 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q25853 4.5% 04-01-2044 BEO | ** | 291,707 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q29920 4.5% 11-01-2044 BEO | ** | 23,236 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q52046 3.5% 11-01-2047 BEO | ** | 193,282 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q53595 3.5% 01-01-2048 BEO | ** | 2,546,709 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q54896 5%03-01-2048 BEO | ** | 14,086 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FEDERAL HOME LN MTG CORP POOL #Q55484 3.5% 04-01-2048 BEO | ** | 98,586 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q56364 4%05-01-2048 BEO | ** | 628,831 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q56795 5%06-01-2048 BEO | ** | 7,347 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q59125 5%10-01-2048 BEO | ** | 166,166 | ||||||
FEDERAL HOME LN MTG CORP POOL #QC0885 2.0% DUE 04-01-2051 REG | ** | 191,276 | ||||||
FEDERAL HOME LN MTG CORP POOL #RA2358 4.0% DUE 03-01-2050 REG | ** | 240,163 | ||||||
FEDERAL HOME LN MTG CORP POOL #RA3882 2.0% DUE 11-01-2050 REG | ** | 1,173,608 | ||||||
FEDERAL HOME LN MTG CORP POOL #RA5373 2%DUE 06-01-2051 REG | ** | 1,358,243 | ||||||
FEDERAL HOME LN MTG CORP POOL #S0-6179 3% 09-15-2042 BEO | ** | 2,753,950 | ||||||
FEDERAL HOME LN MTG CORP POOL #S0-6228 3% 09-15-2042 BEO | ** | 2,112,644 | ||||||
FEDERAL HOME LN MTG CORP POOL #S0-6297 3.5% 09-15-2042 BEO | ** | 155,990 | ||||||
FEDERAL HOME LN MTG CORP POOL #SD-0573 2.0% DUE 04-01-2051 REG | ** | 369,706 | ||||||
FEDERAL HOME LN MTG CORP POOL #SD8090 2.0% DUE 08-01-2050 | ** | 5,135,965 | ||||||
FEDERAL HOME LN MTG CORP POOL #SD8141 2.5% DUE 03-01-2051 REG | ** | 18,555,683 | ||||||
FEDERAL HOME LN MTG CORP POOL #T45022 2.5% 01-01-2028 BEO | ** | 1,144,867 | ||||||
FEDERAL HOME LN MTG CORP POOL #T45023 2.5% 02-01-2028 BEO | ** | 509,601 | ||||||
FEDERAL HOME LN MTG CORP POOL #U79065 3.5% 04-01-2030 BEO | ** | 581,300 | ||||||
FEDERAL HOME LN MTG CORP POOL #U80439 3.5% 07-01-2033 BEO | ** | 168,528 | ||||||
FEDERAL HOME LN MTG CORP POOL #U9-0690 3.5 DUE 06-01-2042 | ** | 98,026 | ||||||
FEDERAL HOME LN MTG CORP POOL #U92272 4.5% 12-01-2043 BEO | ** | 395,779 | ||||||
FEDERAL HOME LN MTG CORP POOL #U99076 4.5% 12-01-2043 BEO | ** | 119,149 | ||||||
FEDERAL HOME LN MTG CORP POOL #U99076 4.5% 12-01-2043 BEO | ** | 2,485,105 | ||||||
FEDERAL HOME LN MTG CORP POOL #U99084 4.5% 02-01-2044 BEO | ** | 2,075,069 | ||||||
FEDERAL HOME LN MTG CORP POOL #U99091 4.5% 03-01-2044 BEO | ** | 158,734 | ||||||
FEDERAL HOME LN MTG CORP POOL #U99091 4.5% 03-01-2044 BEO | ** | 539,695 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZA2489 3.5% 01-01-2038 BEO | ** | 1,145,949 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZA3714 3%06-01-2029 BEO | ** | 1,619,075 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZA5433 3.5% 06-01-2048 BEO | ** | 1,513,044 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZM5146 4%12-01-2047 BEO | ** | 1,337,294 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZM6968 4%06-01-2048 BEO | ** | 101,100 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZN1436 5%11-01-2048 BEO | ** | 461,520 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZS3412 5.5% 12-01-2038 BEO | ** | 682,364 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZS4699 4%01-01-2047 BEO | ** | 28,775 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZS4751 3.5% 01-01-2048 BEO | ** | 383,856 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZS8669 3%09-01-2032 BEO | ** | 332,447 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZS8673 3%10-01-2032 BEO | ** | 189,274 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZS9316 3.5% 01-01-2038 BEO | ** | 3,942,904 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZT1257 3%01-01-2046 BEO | ** | 551,335 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZT1408 2%10-01-2032 BEO | ** | 2,881,215 | ||||||
FEDERAL HOME LN MTG CORP POOL#RB5064 2.0% 06-01-2040 | ** | 853,163 | ||||||
FEDERAL HOME LN MTG CORP Q15062 3 DUE 02-01-2043 | ** | 1,353,450 | ||||||
FEDERAL HOME LN MTG CORP Q5-2319 3.5% 11-01-2047 | ** | 935,315 | ||||||
FEDERAL HOME LN MTG CORP REMIC SER 4042 CL EB 6.5 08-15-2039 | ** | 759,371 | ||||||
FEDERAL HOME LN MTG CORP SER 004288 CL AG 3 DUE 09-15-2037 REG | ** | 204,844 | ||||||
FEDERAL HOME LN MTG CORP SER 004569 CL G3.5% DUE 06-15-2042 REG | ** | 1,109,203 | ||||||
FEDERAL HOME LN MTG CORP SER 004638 CL FA FLTG 07-15-2040 | ** | 93,353 | ||||||
FEDERAL HOME LN MTG CORP SER 004752 CL PL 3% 09-15-2046 | ** | 2,472,196 | ||||||
FEDERAL HOME LN MTG CORP SER 004941 CL MB 3% 07-25-2049 | ** | 1,854,853 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FEDERAL HOME LN MTG CORP SER 004989 CL FA .45188% 08-15-2040 | ** | 604,623 | ||||||
FEDERAL HOME LN MTG CORP SER 004989 CL FA .45188% 08-15-2040 | ** | 1,612,329 | ||||||
FEDERAL HOME LN MTG CORP SER 004989 CL FB .45188% 10-15-2040 | ** | 606,669 | ||||||
FEDERAL HOME LN MTG CORP SER 004989 CL FB .45188% 10-15-2040 | ** | 1,280,746 | ||||||
FEDERAL HOME LN MTG CORP SER 005000 CL MA 2% 06-25-2044 | ** | 1,326,808 | ||||||
FEDERAL HOME LN MTG CORP SER 005006 CL KA 2% 06-25-2045 | ** | 3,711,119 | ||||||
FEDERAL HOME LN MTG CORP SER 17-DNA2 CLASS M2 VAR RT DUE 10-25-2029 | ** | 5,134,388 | ||||||
FEDERAL HOME LN MTG CORP SER 2519 CL NU 5.0% 11-15-2032 | ** | 1,812,201 | ||||||
FEDERAL HOME LN MTG CORP SER 2595 CL DC 5 04-15-2023 | ** | 7,655 | ||||||
FEDERAL HOME LN MTG CORP SER 2631 CL DA 3.625 06-15-2033 | ** | 12,222 | ||||||
FEDERAL HOME LN MTG CORP SER 3221 CL FW 09-15-2036 | ** | 656,638 | ||||||
FEDERAL HOME LN MTG CORP SER 3231 CL FA FRN 10-15-2036 | ** | 326,678 | ||||||
FEDERAL HOME LN MTG CORP SER 3361 CL PF FRN 08-15-2035 | ** | 1,365,944 | ||||||
FEDERAL HOME LN MTG CORP SER 3404 CL FB FRN 01-15-2038 | ** | 1,043,446 | ||||||
FEDERAL HOME LN MTG CORP SER 3539 CL DB 4.5% 06-15-2024 | ** | 247,572 | ||||||
FEDERAL HOME LN MTG CORP SER 3616 CL FG FRN 03-15-2032 | ** | 344,018 | ||||||
FEDERAL HOME LN MTG CORP SER 3680 CL MA 4.5% DUE 07-15-2039 | ** | 31,792 | ||||||
FEDERAL HOME LN MTG CORP SER 3713 CL PA 2.0% 02-15-2040 | ** | 318,391 | ||||||
FEDERAL HOME LN MTG CORP SER 3725 CL PD 2.5% 01-15-2040 | ** | 724,905 | ||||||
FEDERAL HOME LN MTG CORP SER 3741 CL HF FLTG 11-15-2039 | ** | 237,659 | ||||||
FEDERAL HOME LN MTG CORP SER 3786 CL NA 4.5 DUE 07-15-2040 REG | ** | 374,143 | ||||||
FEDERAL HOME LN MTG CORP SER 3843 CL GH 3.75 10-15-2039 | ** | 86,947 | ||||||
FEDERAL HOME LN MTG CORP SER 3905 CL MP 2.0% DUE 03-15-2041 REG | ** | 233,918 | ||||||
FEDERAL HOME LN MTG CORP SER 3925 CL DE 2.0% 07-15-2040 | ** | 284,348 | ||||||
FEDERAL HOME LN MTG CORP SER 3994 CL JA 2.0% 15/03/2040 | ** | 374,679 | ||||||
FEDERAL HOME LN MTG CORP SER 4024 CL C 3.0% 03-15-2027 | ** | 489,871 | ||||||
FEDERAL HOME LN MTG CORP SER 4093 CL QA 1.9 DUE 01-15-2038 | ** | 23,675 | ||||||
FEDERAL HOME LN MTG CORP SER 4120 CL KA 1.75% 10-15-2032 | ** | 1,859,349 | ||||||
FEDERAL HOME LN MTG CORP SER 4125 CL PH 3 08-15-2041 | ** | 2,033,818 | ||||||
FEDERAL HOME LN MTG CORP SER 4208 CL PA 1.5 04-15-2041 | ** | 29,222 | ||||||
FEDERAL HOME LN MTG CORP SER 4229 CL MA 3.5 05-15-2041 REG | ** | 850,990 | ||||||
FEDERAL HOME LN MTG CORP SER 4238 CL BF FLTG 08-15-2030 | ** | 69,364 | ||||||
FEDERAL HOME LN MTG CORP SER 4247 CL AK 4.5 12-15-2042 | ** | 723,944 | ||||||
FEDERAL HOME LN MTG CORP SER 4374 CL CE 3.5% 12-15-2043 | ** | 628,545 | ||||||
FEDERAL HOME LN MTG CORP SER 4377 CL LA 3.0% 06-15-2040 | ** | 111,819 | ||||||
FEDERAL HOME LN MTG CORP SER 4508 CL CF FLTG 09-15-2045 | ** | 4,336,608 | ||||||
FEDERAL HOME LN MTG CORP SER 4559 CL AF FLTG 03-15-2042 REG | ** | 643,825 | ||||||
FEDERAL HOME LN MTG CORP SER 4637 CL WF FLTG RT 07-15-2041 | ** | 2,355,939 | ||||||
FEDERAL HOME LN MTG CORP SER 4678 CL AF FLTG RT 12-15-2042 | ** | 1,833,777 | ||||||
FEDERAL HOME LN MTG CORP SER K091 CL AM 3.566% DUE 03-25-2029 | ** | 7,949,148 | ||||||
FEDERAL HOME LN MTG CORP SL 4365 CL FH FRN 01-15-2040 REG | ** | 3,013,873 | ||||||
FEDERAL HOME LN MTG CORP SR 4097 CL KF FLTG 09-15-2031 | ** | 577,371 | ||||||
FEDERAL HOME LN MTG CORP SR 4254 CL TA 2.5% 10-15-2031 | ** | 177,316 | ||||||
FEDERAL HOME LN MTG CORP SR 4387 CL NA 1.5% 09-15-2029 | ** | 242,912 | ||||||
FEDERAL HOME LN MTG CORP SR K156 CL A1 3.7% 07-25-2036 | ** | 7,859,064 | ||||||
FEDERAL HOME LN MTG CORP TRANCHE 2.864% SER KJ13 CL A2 08-25-2022 | ** | 64,003 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FEDERAL HOME LN MTG CORP TRANCHE VAR RT 11-25-2027 | ** | 434,099 | ||||||
FEDERAL HOME LN MTG CORP VAR RT 10-25-2028 | ** | 2,989,981 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 1.5% 11-01-2050 | ** | 2,615,591 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 2% 05-01-2051 | ** | 4,575,723 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 2% 09-01-2041 | ** | 3,578,299 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04-01-2041 | ** | 189,867 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02-01-2051 | ** | 33,329 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 4% 04-01-2049 | ** | 1,377,375 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP POOL #QB5093 2.5% 11-01-2050 BEO | ** | 355,777 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP POOL #RA5155 2.0% DUE 05-01-2051 BEO | ** | 2,817,026 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 1.5% 03-01-2036 | ** | 90,934 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 1.5% 12-01-2035 | ** | 641,002 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 01-01-2051 | ** | 2,792,639 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 01-01-2051 | ** | 367,899 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 01-01-2051 | ** | 466,455 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2051 | ** | 359,126 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2051 | ** | 561,104 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2051 | ** | 571,877 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2051 | ** | 362,694 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2051 | ** | 191,117 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | ** | 1,683,225 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | ** | 384,969 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | ** | 547,264 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | ** | 669,349 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | ** | 374,306 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | ** | 455,185 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | ** | 618,373 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | ** | 755,066 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | ** | 375,450 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | ** | 459,433 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 11-01-2050 | ** | 3,524,303 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 11-01-2051 | ** | 1,396,723 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 01-01-2051 | ** | 270,424 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 01-01-2051 | ** | 1,534,468 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 02-01-2051 | ** | 1,106,564 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 02-01-2051 | ** | 284,092 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 04-01-2041 | ** | 1,092,118 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 04-01-2041 | ** | 1,073,175 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 08-01-2050 | ** | 7,128,362 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 09-01-2051 | ** | 3,044,233 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 10-01-2050 | ** | 528,002 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 11-01-2050 | ** | 563,040 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 11-01-2050 | ** | 86,217 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 11-01-2050 | ** | 1,237,953 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 11-01-2050 | ** | 380,490 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 12-01-2050 | ** | 183,063 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 12-01-2050 | ** | 2,093,434 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 3% 08-01-2050 | ** | 356,842 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 3% 11-01-2049 | ** | 400,454 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 04-01-2033 | ** | 656,141 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 4% 04-01-2050 | ** | 2,930,821 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC FR SER 11-124 CL JF FLTG RT DUE 02-25-2041 | ** | 270,017 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC SER 2016-M11 CL AL 2.944% 07-25-2039 | ** | 278,289 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH0210 4.5% 12-01-2040 BEO | ** | 494,989 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH0864 4% 12-01-2040 BEO | ** | 7,137 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH0943 4% DUE 12-01-2040 BEO | ** | 628,362 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1115 4.5% 01-01-2041 BEO | ** | 1,035,253 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1266 4% 01-01-2041 BEO | ** | 146,602 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1508 4.5% 12-01-2040 BEO | ** | 530,265 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1559 4% 12-01-2040 BEO | ** | 332,527 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1560 4% 01-01-2041 BEO | ** | 527,349 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1565 4.5% 12-01-2040 BEO | ** | 207,211 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH2442 4% 01-01-2041 BEO | ** | 24,272 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH3203 4% DUE 01-01-2041 BEO | ** | 37,999 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH4404 4% 01-01-2041 BEO | ** | 494,233 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH6958 ADJ RT DUE 02-01-2041 BEO | ** | 61,949 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI0511 5% 04-01-2041 BEO | ** | 29,546 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI1051 4% DUE 06-01-2026 REG | ** | 67,193 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI1863 5% 05-01-2041 BEO | ** | 71,364 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI1892 5% 05-01-2041 BEO | ** | 377,458 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI2433 5% 05-01-2041 BEO | ** | 105,312 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI2443 5% 05-01-2041 BEO | ** | 44,532 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI2462 5% 05-01-2041 BEO | ** | 68,788 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI4261 5% 06-01-2041 BEO | ** | 47,811 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI7778 4% 07-01-2041 BEO | ** | 5,008 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI8630 4% 07-01-2042 BEO | ** | 29,079 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI9940 5% 09-01-2041 BEO | ** | 320,153 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ1884 FIXED 3.5% 02-01-2042 BEO | ** | 446,711 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ2288 4% 09-01-2041 BEO | ** | 215,473 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ4051 4% 10-01-2041 BEO | ** | 2,808 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ9317 4% 01-01-2042 BEO | ** | 615,209 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ9982 3.5% 08-01-2042 BEO | ** | 1,314,077 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AK0968 3% 02-01-2027 BEO | ** | 184,744 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AK1140 3% 02-01-2027 BEO | ** | 131,774 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AK1608 3% 01-01-2027 BEO | ** | 113,663 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AK5551 FIXED 4% 04-01-2042 BEO | ** | 1,920,778 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AK6966 3% 03-01-2027 BEO | ** | 195,290 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0007 5% 12-01-2034 BEO | ** | 336,882 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0009 5.5% 12-01-2034 BEO | ** | 324,902 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0379 8% 12-01-2036 BEO | ** | 82,552 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0476 5% 11-01-2040 BEO | ** | 254,990 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0484 5.5% DUE 05-01-2040 BEO | ** | 115,048 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0533 ADJ RT DUE 07-01-2041 BEO | ** | 233,440 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0998 4.5% 10-01-2041 BEO | ** | 174,308 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL1051 4.5% 09-01-2041 BEO | ** | 192,741 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL1469 7% DUE 02-01-2039 BEO | ** | 391,388 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL1470 7% DUE 04-01-2037 BEO | ** | 165,700 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL1945 3.5% 06-01-2042 BEO | ** | 237,102 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL2151 3.5% 03-01-2042 BEO | ** | 534,544 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL2389 3.5% 09-01-2042 BEO | ** | 512,069 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL3626 4% 09-01-2042 BEO | ** | 6,852 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL3797 2.5% 06-01-2028 BEO | ** | 1,467,506 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4043 3% 09-01-2028 BEO | ** | 2,063,320 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4324 6.5% 05-01-2040 BEO | ** | 1,265,445 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4741 4.5% 01-01-2044 BEO | ** | 103,885 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4741 4.5% 01-01-2044 BEO | ** | 285,685 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4895 3.5% 12-01-2028 BEO | ** | 1,404,066 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4936 3% 03-01-2029 BEO | ** | 623,894 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL5548 2.033% DUE 05-01-2038 BEO | ** | 139,524 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL5674 4.5% 08-01-2044 BEO | ** | 886,343 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL5760 4% 09-01-2043 BEO | ** | 23,092 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL6185 3% 10-01-2029 BEO | ** | 1,406,911 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL6308 5% 08-01-2038 BEO | ** | 1,156,826 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL6605 3% 04-01-2030 BEO | ** | 290,810 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL6851 2.5% 10-01-2043 BEO | ** | 397,195 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL7204 5% 10-01-2043 BEO | ** | 44,452 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL7320 3% 09-01-2030 BEO | ** | 476,184 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL7430 3.5% DUE 08-01-2030 REG | ** | 965,847 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL9397 3% 10-01-2046 BEO | ** | 1,107,274 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL9546 3.5% 11-01-2046 BEO | ** | 700,914 | ||||||
FEDERAL NATL MTG ASSN GTD REMIC PASS THRU 3 1-25-2040 | ** | 19,588 | ||||||
FEDERAL NATL MTG ASSN SR 2011-59 CL NZ 5.5 DUE 07-25-2041 | ** | 1,703,730 | ||||||
FEDERAL RLTY INVT TR 3.5% DUE 06-01-2030 | ** | 1,813,641 | ||||||
FEDEX CORP COM | ** | 13,656,192 | ||||||
FERRONORDIC AB NPV | ** | 851,874 | ||||||
FERROTEC HOLDINGS NPV | ** | 686,682 | ||||||
FERTIGLOBE PLC NPV | ** | 676,429 | ||||||
FFCB .63 10-21-2024 | ** | 3,592,679 | ||||||
FFNMA SER 2015-38 CL-PG 3.0% 08-25-2044 | ** | 2,201,072 | ||||||
FGV HOLDINGS BHD | ** | 27,106 | ||||||
FHLB DISC NT 01-07-2022 0% DISC NTS 07/01/2022 USD | ** | 11,840,931 | ||||||
FHLB DISC NT 01-21-2022 0% DISC NTS 21/01/2022 USD | ** | 26,999,402 | ||||||
FHLB DISC NT 02-02-2022 0% DISC NTS 02/02/2022 USD | ** | 3,699,938 | ||||||
FHLB DISC NT 03-09-2022 0% DISC NTS 09/03/2022 USD | ** | 3,109,719 | ||||||
FHLB DISC NT 03-18-2022 0% DISC NTS 18/03/2022 USD | ** | 9,169,058 | ||||||
FHLMC 3% MBS 01/07/2050 USD'RE-6052' POOL #RE6052 3 07-01-2050 | ** | 1,440,417 | ||||||
FHLMC CMO SER 2248 CL FB FLTG DUE 09-15-2030 REG | ** | 2,770 | ||||||
FHLMC GOLD #A53630 A53630 6 10-01-2036 | ** | 89,181 | ||||||
FHLMC GOLD #G00473 7.5% DUE 05-01-2026 | ** | 76 | ||||||
FHLMC GOLD 3% MBS 01/06/2029 USD'V6-0564' V60564 3 06-01-2029 | ** | 404,886 | ||||||
FHLMC GOLD 3% MBS 01/10/2046 USD'G6-7701' G67701 3 10-01-2046 | ** | 2,151,439 | ||||||
FHLMC GOLD 3% MBS 01/10/2046 USD'Q4-3413' Q43413 3 10-01-2046 | ** | 396,913 | ||||||
FHLMC GOLD 3.5% MBS 01/01/2046 USD'Q3-8490' Q38490 3.5 01-01-2046 | ** | 2,146,657 | ||||||
FHLMC GOLD 4.5% MBS 01/02/2048 USD'V8-3956' V83956 4.5 02-01-2048 | ** | 692,868 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FHLMC GOLD A47999 5 08-01-2035 | ** | 228,533 | ||||||
FHLMC GOLD A62077 6 06-01-2037 | ** | 16,842 | ||||||
FHLMC GOLD A9-5825 4.0% DUE 12-01-2040 | ** | 221,305 | ||||||
FHLMC GOLD A95831 4.5 12-01-2040 | ** | 414,359 | ||||||
FHLMC GOLD C00522 7.0% 05-01-2027 | ** | 2,453 | ||||||
FHLMC GOLD C00632 7 07-01-2028 | ** | 2,566 | ||||||
FHLMC GOLD C00987 7.5 05-01-2030 | ** | 557 | ||||||
FHLMC GOLD C01116 7.5 01-01-2031 | ** | 16,607 | ||||||
FHLMC GOLD C04272 3 10-01-2042 | ** | 787,999 | ||||||
FHLMC GOLD C80373 7.5% 01-01-2026 | ** | 101 | ||||||
FHLMC GOLD C80379 7.0% 02-01-2026 | ** | 2,783 | ||||||
FHLMC GOLD C80407 7.0% 06-01-2026 | ** | 325 | ||||||
FHLMC GOLD C91908 3 01-01-2037 | ** | 418,876 | ||||||
FHLMC GOLD G02408 5.5 12-01-2036 | ** | 88,435 | ||||||
FHLMC GOLD G06506 4 12-01-2040 | ** | 736,004 | ||||||
FHLMC GOLD G06507 4 02-01-2041 | ** | 145,749 | ||||||
FHLMC GOLD G07335 7 03-01-2039 | ** | 263,452 | ||||||
FHLMC GOLD G0-7388 3.5 05-01-2043 | ** | 780,109 | ||||||
FHLMC GOLD G07509 6.5 09-01-2039 | ** | 212,754 | ||||||
FHLMC GOLD G07762 4.5 06-01-2044 | ** | 438,441 | ||||||
FHLMC GOLD G08372 4.5 11-01-2039 | ** | 174,839 | ||||||
FHLMC GOLD G08553 3 10-01-2043 | ** | 62,396 | ||||||
FHLMC GOLD G08793 4 12-01-2047 | ** | 221,854 | ||||||
FHLMC GOLD G13492 5 02-01-2024 | ** | 11,250 | ||||||
FHLMC GOLD G67720 4.5 03-01-2049 | ** | 1,838,033 | ||||||
FHLMC GOLD GROUP #C00636 7.5 MTG PARTN CTF DUE 07-01-2028 REG | ** | 8,703 | ||||||
FHLMC GOLD J23935 3 05-01-2028 | ** | 182,112 | ||||||
FHLMC GOLD J2-7964 3 04-01-2029 | ** | 186,659 | ||||||
FHLMC GOLD J28196 3 05-01-2029 | ** | 1,514,955 | ||||||
FHLMC GOLD J29007 3 08-01-2029 | ** | 257,449 | ||||||
FHLMC GOLD J35097 2.5 08-01-2031 | ** | 405,168 | ||||||
FHLMC GOLD POOL #G00675 7.5% DUE 03-01-2027 | ** | 3,566 | ||||||
FHLMC GOLD POOL #G00869 7.5% DUE 01-01-2028 | ** | 4,794 | ||||||
FHLMC GOLD POOL #Q11288 3.5 09-01-2042 | ** | 220,074 | ||||||
FHLMC GOLD POOL #Q1-1788 3 DUE 10-01-2042 | ** | 124,429 | ||||||
FHLMC GOLD POOL #Q12052 Q12052 3.5 10-01-2042 | ** | 231,135 | ||||||
FHLMC GOLD POOL C00984 8 05-01-2030 | ** | 700 | ||||||
FHLMC GOLD POOL G0-0529 7.5% DUE 08-01-2026 | ** | 188 | ||||||
FHLMC GOLD POOL G01091 7 12-01-2029 | ** | 11,932 | ||||||
FHLMC GOLD POOL G67713 4.0% DUE 06-01-2048 | ** | 7,283,479 | ||||||
FHLMC GOLD POOL J12398 FLTG RT 4.5% DUE 06-01-2025 | ** | 65,294 | ||||||
FHLMC GOLD POOL Q41209 3.5% 06-01-2046 | ** | 344,252 | ||||||
FHLMC GOLD POOL Q44963 3.5% 12-01-2046 | ** | 699,786 | ||||||
FHLMC GOLD POOL# U91254 4 DUE 04-01-2043 | ** | 522,452 | ||||||
FHLMC GOLD POOL#Q17792 3.5 DUE 05-01-2043 | ** | 1,228,566 | ||||||
FHLMC GOLD Q08998 3.5 06-01-2042 | ** | 395,667 | ||||||
FHLMC GOLD Q12520 3 10-01-2042 | ** | 53,896 | ||||||
FHLMC GOLD Q14326 2.5 01-01-2043 | ** | 507,490 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FHLMC GOLD Q44452 3 11-01-2046 | ** | 704,451 | ||||||
FHLMC GOLD Q45458 4 08-01-2046 | ** | 180,120 | ||||||
FHLMC GOLD Q48338 4.5 05-01-2047 | ** | 35,586 | ||||||
FHLMC GOLD Q49494 4.5% 07-01-2047 | ** | 214,651 | ||||||
FHLMC GOLD U90291 4 10-01-2042 | ** | 62,438 | ||||||
FHLMC GOLD U90316 4 10-01-2042 | ** | 955,381 | ||||||
FHLMC GOLD U91619 4 06-01-2043 | ** | 530,847 | ||||||
FHLMC GOLD U95137 4 08-01-2043 | ** | 265,584 | ||||||
FHLMC GOLD V60298 3.0% 10-01-2028 | ** | 216,567 | ||||||
FHLMC GOLD V60869 2.5 07-01-2030 | ** | 965,326 | ||||||
FHLMC GOLDPOOL #Q10241 3.5 08-01-2042 | ** | 227,510 | ||||||
FHLMC GROUP #C00098 8.00 MTG PARTN CTF DUE 2-1-2022 REG | ** | 17 | ||||||
FHLMC GROUP #C00516 8.0 MTG PARTN CTF DUE 05-01-2027 REG | ** | 1,611 | ||||||
FHLMC GROUP #G00825 7.0 MTG PARTN CTF DUE 11-01-2027 REG | ** | 241 | ||||||
FHLMC MTN 6.25 07-15-2032 | ** | 64,729 | ||||||
FHLMC MULTICLASS SER 4102 CL EG 1.25% 09-15-2027 | ** | 212,302 | ||||||
FHLMC MULTICLASS 2.0% SRS 19-55 CL-UG DUE 04-25-2048 REG | ** | 1,438,783 | ||||||
FHLMC MULTICLASS 2.5% DUE 10-15-2033 REG | ** | 360,151 | ||||||
FHLMC MULTICLASS 2005-S001 CTF CL 2A2 VAR RATE 09-25-2045 | ** | 273,797 | ||||||
FHLMC MULTICLASS 3.5 07-15-2041 | ** | 126,655 | ||||||
FHLMC MULTICLASS 3122 CL FE FLTG 03-15-2036 | ** | 1,701,022 | ||||||
FHLMC MULTICLASS 5.0% DUE 07-15-2033 REG | ** | 688,207 | ||||||
FHLMC MULTICLASS FEDERAL HOME LN MTG CORP SR 4795 CL MP 3.5% 05-15-2043 REG | ** | 574,708 | ||||||
FHLMC MULTICLASS FHLMC #80-0146 10-15-2037 | ** | 2,310,443 | ||||||
FHLMC MULTICLASS FIXED 3.422% 11-25-2018 REG | ** | 1,588,815 | ||||||
FHLMC MULTICLASS FREDDIE MAC SER 2017-SR01 CL A3G 3.089% 11-25-2027 | ** | 3,980,542 | ||||||
FHLMC MULTICLASS PREASSIGN 00320 4.5 09-15-2034 | ** | 440,127 | ||||||
FHLMC MULTICLASS PREASSIGN 00343 08-25-2031 | ** | 3,379 | ||||||
FHLMC MULTICLASS PREASSIGN 00366 5 08-15-2035 | ** | 325,926 | ||||||
FHLMC MULTICLASS SER 004254 CL BM 2.5% DUE 01-15-2031 REG | ** | 117,747 | ||||||
FHLMC MULTICLASS SER 004257 CL A 2.5 10-15-2027 | ** | 817,311 | ||||||
FHLMC MULTICLASS SER 004258 CL D 2.5 06-15-2027 | ** | 423,607 | ||||||
FHLMC MULTICLASS SER 004281 CL LG 4 01-15-2043 | ** | 2,047,127 | ||||||
FHLMC MULTICLASS SER 004293 CL KG 3.0% DUE 08-15-2043 REG | ** | 566,268 | ||||||
FHLMC MULTICLASS SER 004302 CL HF 01-15-2038 | ** | 398,935 | ||||||
FHLMC MULTICLASS SER 004579 CL FD 01-15-2038 | ** | 256,257 | ||||||
FHLMC MULTICLASS SER 004582 CL PA 3 11-15-2045 | ** | 8,422,805 | ||||||
FHLMC MULTICLASS SER 004711 CL HA 3 12-15-2043 | ** | 240,669 | ||||||
FHLMC MULTICLASS SER 004774 CL LP 3.5% 09-15-2046 | ** | 863,151 | ||||||
FHLMC MULTICLASS SER 004864 CL TZ 4 12-15-2048 | ** | 1,002,698 | ||||||
FHLMC MULTICLASS SER 004877 CL CA 3 04-15-2034 | ** | 1,970,428 | ||||||
FHLMC MULTICLASS SER 004936 CL AP 2.5 09-25-2048 | ** | 6,992,108 | ||||||
FHLMC MULTICLASS SER 18-4 CL MA 3.5% FIXED UE 11-25-2057 REG | ** | 374,652 | ||||||
FHLMC MULTICLASS SER 19-1 CL MT 3.5% 07-25-2058 REG | ** | 892,077 | ||||||
FHLMC MULTICLASS SER 2012-154 CLS PW 10-25-2042 | ** | 707,989 | ||||||
FHLMC MULTICLASS SER 2113 CL MW 6.5 01-15-2029 | ** | 64,977 | ||||||
FHLMC MULTICLASS SER 2135 CL OH 6.5 03-15-2029 | ** | 63,547 | ||||||
FHLMC MULTICLASS SER 2175 CL TH 6 07-15-2029 | ** | 62,341 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FHLMC MULTICLASS SER 2319 CL PZ 6.5 05-15-2031 | ** | 194,208 | ||||||
FHLMC MULTICLASS SER 2338 CL ZC 6.5 07-15-2031 | ** | 89,282 | ||||||
FHLMC MULTICLASS SER 2430 CL WF 6.5 03-15-2032 REG | ** | 33,877 | ||||||
FHLMC MULTICLASS SER 2663 CL Z 5.5 08-15-2033 | ** | 629,322 | ||||||
FHLMC MULTICLASS SER 2792 CL MB 5.5% 05-15-2034 | ** | 3,935,957 | ||||||
FHLMC MULTICLASS SER 2980 CL QA 6 05-15-2035 | ** | 36,920 | ||||||
FHLMC MULTICLASS SER 3005 CL ED 5 07-15-2025 | ** | 17,697 | ||||||
FHLMC MULTICLASS SER 3108 CL FP 12-15-2035 | ** | 1,415,682 | ||||||
FHLMC MULTICLASS SER 3117 CL FE FLT RT 02-15-2036 | ** | 360,448 | ||||||
FHLMC MULTICLASS SER 3187 CL Z 5 07-15-2036 | ** | 70,763 | ||||||
FHLMC MULTICLASS SER 3397 CL FC FLTG 12-15-2037 | ** | 3,818 | ||||||
FHLMC MULTICLASS SER 3564 CL AL FLT RT 08-15-2036 | ** | 281,432 | ||||||
FHLMC MULTICLASS SER 3578 CL VZ 5.5 08-15-2036 | ** | 358,193 | ||||||
FHLMC MULTICLASS SER 3648 CL CY 4.5% DUE 03-15-2030 | ** | 78,700 | ||||||
FHLMC MULTICLASS SER 3649 CL BW 4 03-15-2025 | ** | 112,808 | ||||||
FHLMC MULTICLASS SER 3653 CL HJ 5 04-15-2040 | ** | 95,058 | ||||||
FHLMC MULTICLASS SER 3662 CL PJ 5 DUE 04-15-2040 | ** | 83,229 | ||||||
FHLMC MULTICLASS SER 3677 CL PB 4.5 DUE 05-15-2040 REG | ** | 83,701 | ||||||
FHLMC MULTICLASS SER 3743 CL PA 2.5 12-15-2039 | ** | 263,778 | ||||||
FHLMC MULTICLASS SER 3746 CL KL 3.25 04-15-2040 | ** | 586,658 | ||||||
FHLMC MULTICLASS SER 3786 CL P 4 01-15-2041 | ** | 1,354,310 | ||||||
FHLMC MULTICLASS SER 3806 CL JA 3.5 02-15-2026 | ** | 29,868 | ||||||
FHLMC MULTICLASS SER 3819 CL G 4 06-15-2040 | ** | 579,582 | ||||||
FHLMC MULTICLASS SER 3846 CL KA 3.5 03-15-2026 | ** | 315,139 | ||||||
FHLMC MULTICLASS SER 3857 CL LH 2.5% 01-15-2040 | ** | 353,918 | ||||||
FHLMC MULTICLASS SER 3910 CL CU 4.0% DUE03-15-2041 REG | ** | 188,651 | ||||||
FHLMC MULTICLASS SER 3939 CL BZ 4.5 06-15-2041 | ** | 815,787 | ||||||
FHLMC MULTICLASS SER 3956 CL EB 3.25 11-15-2041 | ** | 839,675 | ||||||
FHLMC MULTICLASS SER 3966 CL VZ 4 12-15-2041 | ** | 466,564 | ||||||
FHLMC MULTICLASS SER 4001 CL MH 2 01-15-2039 | ** | 11,471 | ||||||
FHLMC MULTICLASS SER 4003 CL BG 2 10-15-2026 | ** | 957,298 | ||||||
FHLMC MULTICLASS SER 4016 CL CA 2% 07-15-2041 | ** | 252,331 | ||||||
FHLMC MULTICLASS SER 4018 CL AL 2.0% 03-15-2027 REG | ** | 445,286 | ||||||
FHLMC MULTICLASS SER 4027 CL QJ 1.75 12-15-2040 | ** | 48,711 | ||||||
FHLMC MULTICLASS SER 4059 CL DA 2.0% 02-15-2041 REG | ** | 207,385 | ||||||
FHLMC MULTICLASS SER 4100 CL EC 1.5 DUE 08-15-2027 REG | ** | 138,905 | ||||||
FHLMC MULTICLASS SER 4118 CL PD 1.5 05-15-2042 | ** | 231,772 | ||||||
FHLMC MULTICLASS SER 4148 CL JB 1.5 12-15-2027 | ** | 140,446 | ||||||
FHLMC MULTICLASS SER 4150 CL FN FLTG 07-15-2041 | ** | 1,264,119 | ||||||
FHLMC MULTICLASS SER 4170 CL TC 1.625 02-15-2028 | ** | 149,676 | ||||||
FHLMC MULTICLASS SER 4171 CL NG 2 06-15-2042 | ** | 639,618 | ||||||
FHLMC MULTICLASS SER 4176 CL HA 4 DUE 12-15-2042 | ** | 174,562 | ||||||
FHLMC MULTICLASS SER 4188 CL AG 2 04-15-2028 | ** | 92,290 | ||||||
FHLMC MULTICLASS SER 4198 CL PN 3 02-15-2033 | ** | 1,302,989 | ||||||
FHLMC MULTICLASS SER 4198 CL QP 4.0% 01-15-2033 | ** | 1,054,108 | ||||||
FHLMC MULTICLASS SER 4203 CL DG 2.25% DUE 04-15-2033 REG | ** | 433,465 | ||||||
FHLMC MULTICLASS SER 4227 CL VA 3.5 DUE 10-15-2037 REG | ** | 979,561 | ||||||
FHLMC MULTICLASS SER 4261 CL DA 2.5% DUE06-15-2032 | ** | 232,364 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FHLMC MULTICLASS SER 4268 CL BP 4.25 08-15-2042 | ** | 1,698,787 | ||||||
FHLMC MULTICLASS SER 4281 CL MP 3.75% 12-15-2043 | ** | 579,993 | ||||||
FHLMC MULTICLASS SER 4318 CL MA 3.0% DUE09-15-2039 REG | ** | 41,295 | ||||||
FHLMC MULTICLASS SER 4331 CL EA 4 03-15-2043 | ** | 399,731 | ||||||
FHLMC MULTICLASS SER 4332 CL CU 2.5% DUE01-15-2033 | ** | 514,475 | ||||||
FHLMC MULTICLASS SER 4338 CL A 2.5% 05-15-2044 | ** | 1,259,002 | ||||||
FHLMC MULTICLASS SER 4358 CL DA 3% 06-15-2040 | ** | 71,277 | ||||||
FHLMC MULTICLASS SER 4373 CL PA 3 02-15-2043 | ** | 601,021 | ||||||
FHLMC MULTICLASS SER 4374 CL GA 3.0% 09-15-2036 | ** | 1,378,146 | ||||||
FHLMC MULTICLASS SER 4377 CL KA STEP UP 12-15-2047 | ** | 573,652 | ||||||
FHLMC MULTICLASS SER 4457 CL BA 3.0% DUE07-15-2039 | ** | 616,135 | ||||||
FHLMC MULTICLASS SER 4458 CL CB 2.0% 2.0% DUE 11-15-2028 REG | ** | 102,656 | ||||||
FHLMC MULTICLASS SER 4479 CL AG 2 03-15-2026 | ** | 901,021 | ||||||
FHLMC MULTICLASS SER 4480 CL EA 3.5 11-15-2043 | ** | 935,149 | ||||||
FHLMC MULTICLASS SER 4482 CL CA 3.0% 04-15-2034 | ** | 2,046,374 | ||||||
FHLMC MULTICLASS SER 4631 CL AE 3.5 05-15-2044 | ** | 3,308,115 | ||||||
FHLMC MULTICLASS SER 4650 CL CA 3.5% DUE 05-15-2043 REG | ** | 1,348,856 | ||||||
FHLMC MULTICLASS SER 4660 CL AG 3.0% DUE 01-15-2043 REG | ** | 355,700 | ||||||
FHLMC MULTICLASS SER T-21 CL A 10-25-2029 | ** | 60,776 | ||||||
FHLMC MULTICLASS SER T-34 CL A1V 07-25-2031 | ** | 4,086,975 | ||||||
FHLMC MULTICLASS SER T-61 CL 1A1 FLT RT 07-25-2044 | ** | 357,432 | ||||||
FHLMC MULTICLASS SER-4238 CL-BG 3.0% 08-15-2030 | ** | 69,600 | ||||||
FHLMC MULTICLASS SER-4447 CL-BA 3.0% 02-15-2033 | ** | 270,588 | ||||||
FHLMC MULTICLASS SER-4777 CL-CB 3.5% 10-15-2045 REG | ** | 4,811,943 | ||||||
FHLMC MULTICLASS SERIES K725 CLASS AM 3.104% DUE 05-25-2023 REG | ** | 613,413 | ||||||
FHLMC MULTICLASS SR 18-1 CL A1 3.5% 06-25-2028 | ** | 955,817 | ||||||
FHLMC MULTICLASS SR 3814 CL B 3 02-15-2026 | ** | 1,226,563 | ||||||
FHLMC MULTICLASS SR 4569 CL JA FLTG 3.0% 03-15-2042 | ** | 2,838,262 | ||||||
FHLMC MULTICLASS SR K081 CL A2 VAR RT 08-25-2028 | ** | 2,331,851 | ||||||
FHLMC MULTICLASS TRANCHE 00045 2.952 02-25-2027 | ** | 2,203,218 | ||||||
FHLMC MULTICLASS TRANCHE 00112 3.176 11-25-2028 | ** | 1,914,758 | ||||||
FHLMC MULTICLASS TRANCHE 00222 09-25-2028 | ** | 3,582,247 | ||||||
FHLMC MULTICLASS TRANCHE 00544 2.2 07-25-2025 | ** | 3,624,674 | ||||||
FHLMC MULTICLASS TRANCHE 00627 3.243 04-25-2027 | ** | 194,124 | ||||||
FHLMC MULTICLASS TRANCHE 00628 3.326 05-25-2027 | ** | 144,594 | ||||||
FHLMC MULTICLASS TRANCHE 2.72 07-25-2026 | ** | 389,044 | ||||||
FHLMC MULTICLASS TRANCHE 2.83799982071 09-25-2022 | ** | 40,078 | ||||||
FHLMC MULTICLASSSER 3613 CL HJ 5.5 DUE 12-15-2039 REG | ** | 249,590 | ||||||
FHLMC MULTIFAMILY STRUCTURED PASS THRO SER K733 CL AM VAR 09-25-2025 | ** | 4,257,022 | ||||||
FHLMC POOL #1B8062 ADJ RT 03-01-2041 | ** | 41,040 | ||||||
FHLMC POOL #1G1381 ADJ RT 12-01-2036 | ** | 17,750 | ||||||
FHLMC POOL #1J1467 ADJ RT 12-01-2036 | ** | 47,619 | ||||||
FHLMC POOL #1J1492 ADJ RT 11-01-2036 | ** | 20,960 | ||||||
FHLMC POOL #2B4296 ADJ RT 06-01-2045 | ** | 538,868 | ||||||
FHLMC POOL #C00650 7 09-01-2028 | ** | 1,242 | ||||||
FHLMC POOL #G08788 3.5 11-01-2047 | ** | 254,414 | ||||||
FHLMC POOL #Q25818 4.5 04-01-2044 | ** | 1,547,447 | ||||||
FHLMC POOL #Q25819 4.5 04-01-2044 | ** | 1,339,935 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FHLMC POOL #QA5768 3.0% 01-01-2050 | ** | 121,989 | ||||||
FHLMC POOL #QA5770 3% DUE 01-01-2050 REG | ** | 54,671 | ||||||
FHLMC POOL #QA7477 3.0% DUE 03-01-2050 | ** | 4,296,434 | ||||||
FHLMC POOL #QB9090 2.0% DUE 02-01-2051 REG | ** | 289,199 | ||||||
FHLMC POOL #QC1164 2.0% DUE 04-01-2051 REG | ** | 280,853 | ||||||
FHLMC POOL #QC-4690 2.5 08-01-2051 | ** | 297,481 | ||||||
FHLMC POOL #QC-9556 2.5% DUE 10-01-2051 REG | ** | 1,293,348 | ||||||
FHLMC POOL #QN3575 3.0% DUE 09-01-2035 | ** | 1,758,594 | ||||||
FHLMC POOL #RA1293 3.0% DUE 09-01-2049 | ** | 1,543,867 | ||||||
FHLMC POOL #RA6507 2% 12-01-2051 | ** | 8,785,402 | ||||||
FHLMC POOL #SD-8113 2.0% 11-01-2050 | ** | 443,714 | ||||||
FHLMC POOL #SD-8121 2.0% DUE 12-01-2050 REG | ** | 5,367,632 | ||||||
FHLMC POOL 846661 ADJ RT DUE 02-01-2029 | ** | 444 | ||||||
FHLMC SER 3645 CL KP 5 02-15-2040 | ** | 273,316 | ||||||
FHLMC UMBS 30Y FIXED 2% 02-01-2051 | ** | 1,933,486 | ||||||
FHLMC UMBS 30Y FIXED 2% 02-01-2051 | ** | 369,439 | ||||||
FHLMC UMBS 30Y FIXED 2% 03-01-2051 | ** | 189,775 | ||||||
FHLMC UMBS 30Y FIXED 2% 03-01-2051 | ** | 275,848 | ||||||
FHLMC UMBS 30Y FIXED 2% 03-01-2051 | ** | 365,749 | ||||||
FHLMC UMBS 30Y FIXED 2% 03-01-2051 | ** | 366,990 | ||||||
FHLMC UMBS 30Y FIXED 2% 03-01-2051 | ** | 293,396 | ||||||
FHLMC UMBS 30Y FIXED 2% 03-01-2051 | ** | 360,193 | ||||||
FHLMC UMBS 30Y FIXED 2% 03-01-2051 | ** | 377,768 | ||||||
FHLMC UMBS 30Y FIXED 2.5% 01-01-2051 | ** | 79,799 | ||||||
FHLMC UMBS 30Y FIXED 2.5% 02-01-2051 | ** | 457,932 | ||||||
FHLMC UMBS 30Y FIXED 2.5% 05-01-2051 | ** | 195,181 | ||||||
FHLMC UMBS 30Y FIXED 3% 07-01-2050 | ** | 1,064,183 | ||||||
FIBROGEN INC COM | ** | 583,021 | ||||||
FID NATL FIXED .75% DUE 05-21-2023 | ** | 115,013 | ||||||
FIDELITY NATIONAL 2.25% DUE 03-01-2031 | ** | 3,759,529 | ||||||
FIDELITY NATIONAL INFORMATION SERVICES INC 1.15% DUE 03-01-2026 BEO | ** | 1,754,265 | ||||||
FIDELITY NATIONAL INFORMATION SERVICES INC 1.15% DUE 03-01-2026 BEO | ** | 7,945,845 | ||||||
FIDELITY NATL FINANCIAL 5.5 DUE 09-01-2022 BEO | ** | 2,372,905 | ||||||
FIDELITY NATL FINL INC NEW FORMERLY FIDELITY COMMON STOCK | ** | 7,079,417 | ||||||
FIDELITY NATL INFORMATION SVCS INC .6% DUE 03-01-2024 BEO | ** | 1,810,617 | ||||||
FIDELITY NATL INFORMATION SVCS INC COM STK | ** | 12,397,803 | ||||||
FIFTH THIRD BANCORP 2.375% DUE 01-28-2025 REG | ** | 308,089 | ||||||
FILA HOLDINGS CORP | ** | 13,412 | ||||||
FINE DIGITAL INC KRW500 | ** | 40,655 | ||||||
FINNING INTL INC COM NPV | ** | 1,487,052 | ||||||
FINNVERA PLC SR NT 144A 2.375% DUE 06-04-2025 BEO | ** | 415,966 | ||||||
FINOLEX CABLES INR2 | ** | 14,358 | ||||||
FINSBURY SQUAR20-2 FRN M/BKD 06/2070 GBP'A' | ** | 434,388 | ||||||
FINSBURY SQUAR20-2 FRN M/BKD 06/2070 GBP'A' | ** | 1,411,762 | ||||||
FIRST ABU DHABI BK AED1 | ** | 450,989 | ||||||
FIRST ADVANTAGE CORP NEW COM | ** | 2,431,408 | ||||||
FIRST AMERN FINL CORP COM STK | ** | 2,682,037 | ||||||
FIRST CAP REAL EST UNIT | ** | 1,447,076 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FIRST CTZNS BANCSHARES INC N C CL A CL A | ** | 934,400 | ||||||
FIRST FINL CORP IND COM | ** | 86,912 | ||||||
FIRST GEN CORPORAT PHP1 | ** | 118,844 | ||||||
FIRST INTERSTATE BANCSYS/MT | ** | 5,915,085 | ||||||
FIRST MERCHANTS CORP COM | ** | 5,377,294 | ||||||
FIRST REP BK SAN FRANCISCO CALIF NEW COM | ** | 7,218,351 | ||||||
FIRST SOLAR INC COM | ** | 1,135,085 | ||||||
FIRSTCASH HLDGS INC COM | ** | 7,197,096 | ||||||
FIRSTENERGY CORP 1.6% DUE 01-15-2026/06-08-2020 REG | ** | 377,325 | ||||||
FIRSTENERGY CORP 2.85% 07-15-2022 | ** | 200,620 | ||||||
FIRSTENERGY CORP 2.85% 07-15-2022 | ** | 3,189,858 | ||||||
FIRSTENERGY CORP 4.25 DUE 03-15-2023 | ** | 5,284,240 | ||||||
FIRSTENERGY CORP 7.375% DUE 11-15-2031 | ** | 1,349,400 | ||||||
FIRSTENERGY TRANSMISSION LLC SR NT 144A 4.55% 04-01-2049 | ** | 188,985 | ||||||
FIRSTRAND LTD ZAR0.01 | ** | 154,808 | ||||||
FISERV INC 2.75% DUE 07-01-2024 | ** | 5,740,537 | ||||||
FISERV INC 3.2% DUE 07-01-2026 | ** | 105,789 | ||||||
FISERV INC 3.5% DUE 07-01-2029 | ** | 7,943,767 | ||||||
FISERV INC COM | ** | 5,107,921 | ||||||
FITTECH CO LTD TWD10 | ** | 149,974 | ||||||
FIVE BELOW INC COM USD0.01 | ** | 1,583,536 | ||||||
FIVE9 INC COM | ** | 930,892 | ||||||
FJORDKRAFT HLDG NOK0.30 | ** | 142,345 | ||||||
FL PWR & LT CO 3.125% DUE 12-01-2025 | ** | 7,932,145 | ||||||
FL PWR & LT CO 3.8% DUE 12-15-2042 | ** | 136,633 | ||||||
FL PWR & LT CO 3.95% 03-01-2048 | ** | 238,012 | ||||||
FLAGSHIP CR AUTO 2.74% DUE 10-15-2025 | ** | 407,360 | ||||||
FLAGSHIP CR AUTO 3.61999988556% DUE 07-15-2023 | ** | 95,202 | ||||||
FLAGSTAR MTG TR 2018-2 MTG SER 2018-2 CLS A4 VAR 04-25-2048 | ** | 304,460 | ||||||
FLEETCOR TECHNOLOGIES INC COM | ** | 3,476,907 | ||||||
FLEX INTERMEDIATE HOLDCO SR SECD NT 144A3.363% 06-30-2031 | ** | 301,459 | ||||||
FLEX INTERMEDIATE HOLDCO SR SECD NT 144A4.317% 12-30-2039 | ** | 690,191 | ||||||
FLEX LTD COM USD0.01 | ** | 775,964 | ||||||
FLOOR & DECOR HLDGS INC CL A CL A | ** | 3,775,490 | ||||||
FLORIDA ST BRD ADMIN FIN CORP REV 1.258%07-01-2025 | ** | 7,586,819 | ||||||
FLOWSERVE CORP COM | ** | 8,545,937 | ||||||
FLUIDRA SA EUR1 | ** | 413,105 | ||||||
FLUOR CORP NEW COM | ** | 3,032,393 | ||||||
FMC CORP 3.45% DUE 10-01-2029 | ** | 2,962,748 | ||||||
FMC CORP COM (NEW) | ** | 1,956,042 | ||||||
FNMA . POOL #AO6482 ADJ RT DUE 07-01-2042 BEO | ** | 10,530 | ||||||
FNMA .55% DUE 08-19-2025/08-19-2022 REG | ** | 23,478,868 | ||||||
FNMA .625% DUE 08-28-2025 | ** | 8,303,333 | ||||||
FNMA 0.5% DUE 06-17-2025 REG | ** | 2,926,098 | ||||||
FNMA 0.87% DUE 08-05-2030 | ** | 1,297,627 | ||||||
FNMA 01/04/2051 POOL #BR7745 2% DUE 04-01-2051 BEO | ** | 373,263 | ||||||
FNMA 2% 02-25-2049 | ** | 2,118,738 | ||||||
FNMA 2% 04-01-2051 | ** | 184,349 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA 2% 04-01-2051 | ** | 187,152 | ||||||
FNMA 2% CMO 25/08/2040 USD'PB' 2 08-25-2040 | ** | 242,010 | ||||||
FNMA 2.0% DUE 02-25-2043 REG | ** | 455,512 | ||||||
FNMA 2.0% SRS 20- 47 CL GZ DUE 07-25-2050 REG | ** | 761,616 | ||||||
FNMA 2.375% 01-19-2023 | ** | 1,734,917 | ||||||
FNMA 2.5 02-05-2024 | ** | 4,706,712 | ||||||
FNMA 2.5% 08-01-2051 | ** | 203,363 | ||||||
FNMA 2.61% DUE 10-25-2028 REG | ** | 12,167,109 | ||||||
FNMA 2004-W1 CL-2A1 6.5% DUE 12-25-2043 | ** | 85,243 | ||||||
FNMA 2011-74 CL QM 4.5 11-25-2040 | ** | 2,140,669 | ||||||
FNMA 2019-M23 CL 3A3 VAR RT DUE 10-25-2031 | ** | 1,176,427 | ||||||
FNMA 3% 06-01-2050 | ** | 785,467 | ||||||
FNMA 3% 07-01-2050 | ** | 77,419 | ||||||
FNMA 3% 11-25-2044 | ** | 2,677 | ||||||
FNMA 4.5% DUE 03-25-2037 BEO | ** | 1,282,109 | ||||||
FNMA 4.5% MBS 01/04/2049 USD'BN5404F' POOL #BN5404 4.5% DUE 04-01-2049 BEO | ** | 828,735 | ||||||
FNMA 4.5% MBS 01/07/2029 USD'BO1834F' POOL #BO1834 4.5% DUE 07-01-2029 BEO | ** | 1,246,841 | ||||||
FNMA AR9203 3.5 DUE 03-01-2043 | ** | 726,634 | ||||||
FNMA BOND 1.625% 01-07-2025 | ** | 636,421 | ||||||
FNMA CMO SER 2002-86 CL PG 6 09-25-2032 BEO | ** | 78,422 | ||||||
FNMA DTD 11/03/2000 6.625 11-15-2030 | ** | 3,622,229 | ||||||
FNMA FANNIE MAE 2.125 04-24-2026 | ** | 311,179 | ||||||
FNMA FLTG RT SER 19-14 CL FA 04-25-2049 REG | ** | 14,750,108 | ||||||
FNMA FNMA # FM8070 3.5% 10-01-2047 | ** | 426,135 | ||||||
FNMA FNMA 11-25-2046 | ** | 1,072,129 | ||||||
FNMA FNMA 2.25% DUE 11-25-2040 BEO 2.25 11-25-2040 | ** | 73,792 | ||||||
FNMA FNR 2011-75 ME 3 08-25-2026 | ** | 273,330 | ||||||
FNMA FR CMO 25/02/2037 USD1000'DF' 2007-4 02-25-2037 | ** | 246,579 | ||||||
FNMA FR CMO 25/10/2037 USD1000 A7 10-25-2037 | ** | 15,625 | ||||||
FNMA POOL CA2652 5.0% 11-01-2048 | ** | 641,808 | ||||||
FNMA POOL # FN BQ7435 2.5% DUE 09-01-2051 REG | ** | 102,889 | ||||||
FNMA POOL #190353 5% 08-01-2034 BEO | ** | 3,663 | ||||||
FNMA POOL #190357 5% 03-01-2035 BEO | ** | 2,814 | ||||||
FNMA POOL #190360 5% 08-01-2035 BEO | ** | 2,148 | ||||||
FNMA POOL #190377 5% 11-01-2036 BEO | ** | 92,129 | ||||||
FNMA POOL #190533 7% 01-01-2024 BEO | ** | 255 | ||||||
FNMA POOL #242136 7% 10-01-2023 BEO | ** | 119 | ||||||
FNMA POOL #245442 7.0 GTD MTG PASS THRU CTF DUE 11-01-2023 REG | ** | 730 | ||||||
FNMA POOL #253947 8% DUE 08-01-2031 REG | ** | 22,064 | ||||||
FNMA POOL #254223 7.5% DUE 02-01-2032 REG | ** | 210 | ||||||
FNMA POOL #254793 5% 07-01-2033 BEO | ** | 70,519 | ||||||
FNMA POOL #256901 6.5% 09-01-2037 BEO | ** | 2,079 | ||||||
FNMA POOL #256937 6.5% 10-01-2037 BEO | ** | 3,328 | ||||||
FNMA POOL #257239 5.5% 06-01-2028 BEO | ** | 40,834 | ||||||
FNMA POOL #267989 7.0 GTD MTG PASS THRU CTF DUE 02-01-2024 REG | ** | 776 | ||||||
FNMA POOL #274621 7% 03-01-2024 BEO | ** | 351 | ||||||
FNMA POOL #312206 2.095% 06-01-2025 BEO | ** | 17,728 | ||||||
FNMA POOL #313947 7% 01-01-2028 BEO | ** | 475 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #330089 8% 04-01-2025 BEO | ** | 4,198 | ||||||
FNMA POOL #330126 2.35% 08-01-2025 BEO | ** | 9,854 | ||||||
FNMA POOL #331427 ADJ RT DUE 11-01-2025 REG | ** | 4,567 | ||||||
FNMA POOL #347547 ADJ RT DUE 08-01-2026 BEO | ** | 102 | ||||||
FNMA POOL #347633 2.125% 07-01-2026 BEO | ** | 7,003 | ||||||
FNMA POOL #362968 ADJ RT DUE 01-01-2026 REG | ** | 14,569 | ||||||
FNMA POOL #369996 7.5% DUE 01-01-2027 REG | ** | 1,937 | ||||||
FNMA POOL #371073 7.5% 02-01-2027 BEO | ** | 4,063 | ||||||
FNMA POOL #396439 7.5% 11-01-2027 BEO | ** | 5,039 | ||||||
FNMA POOL #397256 7.5% 10-01-2027 BEO | ** | 258 | ||||||
FNMA POOL #398754 7.5% 09-01-2027 BEO | ** | 3,328 | ||||||
FNMA POOL #401788 7.5 GTD MTG PASS THRU CTF DUE 10-01-2027 REG | ** | 250 | ||||||
FNMA POOL #479545 7% DUE 08-01-2029 REG | ** | 413 | ||||||
FNMA POOL #503573 7% DUE 10-01-2029 REG | ** | 1,774 | ||||||
FNMA POOL #507521 7% 08-01-2029 BEO | ** | 469 | ||||||
FNMA POOL #50795 7% 09-01-2023 BEO | ** | 146 | ||||||
FNMA POOL #509436 7% DUE 10-01-2029 REG | ** | 5,607 | ||||||
FNMA POOL #50947 7% 12-01-2023 BEO | ** | 2,557 | ||||||
FNMA POOL #50966 7% 01-01-2024 BEO | ** | 911 | ||||||
FNMA POOL #509662 7% DUE 08-01-2029 REG | ** | 341 | ||||||
FNMA POOL #50993 7% DUE 02-01-2024 REG | ** | 557 | ||||||
FNMA POOL #511384 7% 09-01-2029 BEO | ** | 738 | ||||||
FNMA POOL #515518 7% DUE 10-01-2029 REG | ** | 2,554 | ||||||
FNMA POOL #523486 8% DUE 08-01-2030 REG | ** | 738 | ||||||
FNMA POOL #534194 8% DUE 04-01-2030 REG | ** | 825 | ||||||
FNMA POOL #545204 ADJ RT DUE 05-01-2036 REG | ** | 10,426 | ||||||
FNMA POOL #545278 7.5% DUE 11-01-2031 REG | ** | 32,749 | ||||||
FNMA POOL #554482 7.5% 10-01-2030 BEO | ** | 22,362 | ||||||
FNMA POOL #555743 5% 09-01-2033 BEO | ** | 86,626 | ||||||
FNMA POOL #569972 7.5% DUE 03-01-2031 REG | ** | 10,874 | ||||||
FNMA POOL #593848 8% 07-01-2031 BEO | ** | 16,314 | ||||||
FNMA POOL #602065 7% DUE 09-01-2031 REG | ** | 31,819 | ||||||
FNMA POOL #60680 ADJ RT DUE 02-01-2028 REG | ** | 6,096 | ||||||
FNMA POOL #609504 7% DUE 10-01-2031 REG | ** | 76,108 | ||||||
FNMA POOL #725162 6% 02-01-2034 BEO | ** | 21,947 | ||||||
FNMA POOL #725229 6% 03-01-2034 BEO | ** | 61,047 | ||||||
FNMA POOL #725946 5.5% 11-01-2034 BEO | ** | 49,418 | ||||||
FNMA POOL #735061 6% 11-01-2034 BEO | ** | 529,207 | ||||||
FNMA POOL #735382 5% 04-01-2035 BEO | ** | 361,824 | ||||||
FNMA POOL #735500 5.5% 05-01-2035 BEO | ** | 513,711 | ||||||
FNMA POOL #735501 6% 05-01-2035 BEO | ** | 122,724 | ||||||
FNMA POOL #735503 6% 04-01-2035 BEO | ** | 153,538 | ||||||
FNMA POOL #735561 FLTG DUE 04-01-2034 | ** | 34,291 | ||||||
FNMA POOL #735580 5% 06-01-2035 BEO | ** | 167,986 | ||||||
FNMA POOL #735676 5% 07-01-2035 BEO | ** | 117,580 | ||||||
FNMA POOL #735893 5% 10-01-2035 BEO | ** | 48,794 | ||||||
FNMA POOL #735989 5.5% 02-01-2035 BEO | ** | 743,582 | ||||||
FNMA POOL #745000 6% 10-01-2035 BEO | ** | 40,318 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #745140 5% 11-01-2035 BEO | ** | 663,215 | ||||||
FNMA POOL #745327 6% DUE 03-01-2036 REG | ** | 75,627 | ||||||
FNMA POOL #745412 5.5% 12-01-2035 BEO | ** | 390,156 | ||||||
FNMA POOL #745885 6% 10-01-2036 BEO | ** | 234,418 | ||||||
FNMA POOL #745948 6.5% DUE 10-01-2036 BEO | ** | 26,200 | ||||||
FNMA POOL #745959 5.5% 11-01-2036 BEO | ** | 168,010 | ||||||
FNMA POOL #813599 ADJ RT DUE 01-01-2036 BEO | ** | 54,218 | ||||||
FNMA POOL #825480 FLTG RT 06-01-2035 | ** | 14,010 | ||||||
FNMA POOL #831561 6.5% 05-01-2036 BEO | ** | 15,111 | ||||||
FNMA POOL #833600 6.5% DUE 11-01-2035 REG | ** | 4,091 | ||||||
FNMA POOL #836464 ADJ RT DUE 10-01-2035 BEO | ** | 27,090 | ||||||
FNMA POOL #836852 ADJ RT DUE 10-01-2035 BEO | ** | 139,850 | ||||||
FNMA POOL #843823 ADJ RT DUE 11-01-2035 BEO | ** | 119,631 | ||||||
FNMA POOL #843997 1.876% 11-01-2035 BEO | ** | 40,586 | ||||||
FNMA POOL #844052 4.065 11-01-2035 BEO | ** | 4,858 | ||||||
FNMA POOL #844148 2.081% 11-01-2035 BEO | ** | 5,983 | ||||||
FNMA POOL #844237 ADJ RT DUE 11-01-2035 BEO | ** | 4,693 | ||||||
FNMA POOL #844789 2.05% 11-01-2035 BEO | ** | 5,586 | ||||||
FNMA POOL #866888 ADJ RT DUE 01-01-2036 BEO | ** | 33,993 | ||||||
FNMA POOL #879067 ADJ RT DUE 04-01-2036 BEO | ** | 535,545 | ||||||
FNMA POOL #880870 6.5% 03-01-2036 BEO | ** | 11,861 | ||||||
FNMA POOL #884729 2.185% 08-01-2036 BEO | ** | 15,418 | ||||||
FNMA POOL #884773 ADJ RT DUE 10-01-2036 BEO | ** | 63,304 | ||||||
FNMA POOL #888365 6% 04-01-2022 BEO | ** | 51 | ||||||
FNMA POOL #888560 6 11-01-2035 BEO | ** | 287,315 | ||||||
FNMA POOL #888637 6% 09-01-2037 BEO | ** | 39,036 | ||||||
FNMA POOL #888832 6.5% 11-01-2037 BEO | ** | 12,402 | ||||||
FNMA POOL #888890 6.5% DUE 10-01-2037 BEO | ** | 75,318 | ||||||
FNMA POOL #888893 5.5% 08-01-2037 BEO | ** | 16,687 | ||||||
FNMA POOL #889072 6.5% 12-01-2037 BEO | ** | 84,592 | ||||||
FNMA POOL #889117 5% 10-01-2035 BEO | ** | 245,445 | ||||||
FNMA POOL #889190 6% 03-01-2038 BEO | ** | 34,566 | ||||||
FNMA POOL #889579 6% DUE 05-01-2038 REG | ** | 532,223 | ||||||
FNMA POOL #890116 7% 02-01-2023 BEO | ** | 3,394 | ||||||
FNMA POOL #890236 4.5% 08-01-2040 BEO | ** | 31,330 | ||||||
FNMA POOL #890248 6% 08-01-2037 BEO | ** | 637,560 | ||||||
FNMA POOL #890268 6.5% 10-01-2038 BEO | ** | 121,778 | ||||||
FNMA POOL #890594 3% 01-01-2029 BEO | ** | 192,369 | ||||||
FNMA POOL #890604 4.5% 10-01-2044 BEO | ** | 1,179,684 | ||||||
FNMA POOL #890827 3.5% 12-01-2037 BEO | ** | 211,528 | ||||||
FNMA POOL #890843 3% 09-01-2047 BEO | ** | 4,432,474 | ||||||
FNMA POOL #891654 6.5% DUE 06-01-2036 REG | ** | 90,796 | ||||||
FNMA POOL #902425 ADJ RT DUE 11-01-2036 | ** | 15,916 | ||||||
FNMA POOL #903261 6% 10-01-2036 BEO | ** | 14,633 | ||||||
FNMA POOL #906666 6.5% 12-01-2036 BEO | ** | 3,504 | ||||||
FNMA POOL #908172 6.5% DUE 01-01-2037 REG | ** | 528 | ||||||
FNMA POOL #914875 6.5% DUE 04-01-2037 REG | ** | 124,745 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #918653 6% 06-01-2037 BEO | ** | 7,738 | ||||||
FNMA POOL #924874 7% 10-01-2037 BEO | ** | 5,333 | ||||||
FNMA POOL #928746 6.5% DUE 09-01-2037 REG | ** | 5,279 | ||||||
FNMA POOL #928938 7% 12-01-2037 BEO | ** | 24,141 | ||||||
FNMA POOL #929298 5% 03-01-2038 BEO | ** | 90,251 | ||||||
FNMA POOL #931307 4.5% 06-01-2039 BEO | ** | 154,027 | ||||||
FNMA POOL #931991 4.5% 09-01-2039 BEO | ** | 249,118 | ||||||
FNMA POOL #932058 4.5% 10-01-2039 BEO | ** | 84,551 | ||||||
FNMA POOL #932426 4.5% 01-01-2040 BEO | ** | 591,227 | ||||||
FNMA POOL #932495 4.5% 02-01-2040 BEO | ** | 66,069 | ||||||
FNMA POOL #932669 4.5% 03-01-2040 BEO | ** | 3,724 | ||||||
FNMA POOL #932850 4% 12-01-2040 BEO | ** | 91,758 | ||||||
FNMA POOL #933409 5% 03-01-2038 BEO | ** | 79,928 | ||||||
FNMA POOL #933638 ADJ RT DUE 08-01-2038 BEO | ** | 29,496 | ||||||
FNMA POOL #934648 7% DUE 11-01-2038 BEO | ** | 91,307 | ||||||
FNMA POOL #942798 6.5% DUE 08-01-2037 REG | ** | 27,833 | ||||||
FNMA POOL #943699 6.5% DUE 08-01-2037 REG | ** | 51,384 | ||||||
FNMA POOL #946065 6.5% 09-01-2037 BEO | ** | 14,566 | ||||||
FNMA POOL #948849 6% 08-01-2037 BEO | ** | 227,406 | ||||||
FNMA POOL #955183 7% 11-01-2037 BEO | ** | 41,416 | ||||||
FNMA POOL #955762 6.5% 10-01-2037 BEO | ** | 3,460 | ||||||
FNMA POOL #962062 5% 03-01-2038 BEO | ** | 124,677 | ||||||
FNMA POOL #962444 5% DUE 04-01-2038 BEO | ** | 87,337 | ||||||
FNMA POOL #968066 6% 10-01-2022 BEO | ** | 1,190 | ||||||
FNMA POOL #968252 7% 02-01-2038 BEO | ** | 11,430 | ||||||
FNMA POOL #971053 4.5% 02-01-2039 BEO | ** | 20,129 | ||||||
FNMA POOL #972242 6.5% 03-01-2038 BEO | ** | 1,441 | ||||||
FNMA POOL #972571 5% 03-01-2038 BEO | ** | 15,051 | ||||||
FNMA POOL #972572 5% DUE 03-01-2038 REG | ** | 1,159 | ||||||
FNMA POOL #973161 6.5% 02-01-2038 BEO | ** | 52,042 | ||||||
FNMA POOL #975184 5% 03-01-2038 BEO | ** | 95,747 | ||||||
FNMA POOL #975441 5% DUE 03-01-2038 REG | ** | 41,522 | ||||||
FNMA POOL #979973 5% 09-01-2036 BEO | ** | 5,787 | ||||||
FNMA POOL #985626 6% 04-01-2033 BEO | ** | 173,834 | ||||||
FNMA POOL #987325 ADJ RT DUE 09-01-2038 BEO | ** | 106,840 | ||||||
FNMA POOL #991549 7% 11-01-2038 BEO | ** | 38,923 | ||||||
FNMA POOL #992249 7% 11-01-2038 BEO | ** | 8,095 | ||||||
FNMA POOL #992262 5% 01-01-2039 BEO | ** | 10,752 | ||||||
FNMA POOL #995072 5.5% 08-01-2038 BEO | ** | 128,498 | ||||||
FNMA POOL #995149 6.5% 10-01-2038 BEO | ** | 81,971 | ||||||
FNMA POOL #995381 6% 01-01-2024 BEO | ** | 7,992 | ||||||
FNMA POOL #995899 6% 02-01-2038 BEO | ** | 60,221 | ||||||
FNMA POOL #AA0472 4% 03-01-2039 BEO | ** | 55,593 | ||||||
FNMA POOL #AA2700 5% 01-01-2039 BEO | ** | 3,166 | ||||||
FNMA POOL #AB1228 5% 07-01-2040 BEO | ** | 16,547 | ||||||
FNMA POOL #AB3701 4.5% 10-01-2041 BEO | ** | 398,075 | ||||||
FNMA POOL #AB4058 4% 12-01-2041 BEO | ** | 274,602 | ||||||
FNMA POOL #AB4590 3.5% DUE 03-01-2042 BEO | ** | 454,753 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #AB4689 3.5% 03-01-2042 BEO | ** | 423,316 | ||||||
FNMA POOL #AB4941 3.5% 04-01-2042 BEO | ** | 1,313,163 | ||||||
FNMA POOL #AB5236 3% 05-01-2027 BEO | ** | 148,136 | ||||||
FNMA POOL #AB5546 3.5% DUE 06-01-2042 BEO | ** | 540,107 | ||||||
FNMA POOL #AB5593 3.5% 07-01-2042 BEO | ** | 222,004 | ||||||
FNMA POOL #AB6229 3.5% 09-01-2042 BEO | ** | 1,063,476 | ||||||
FNMA POOL #AB6238 3.5% 09-01-2042 BEO | ** | 251,330 | ||||||
FNMA POOL #AB6390 3% 10-01-2042 BEO | ** | 164,479 | ||||||
FNMA POOL #AB6694 3% 10-01-2042 BEO | ** | 221,974 | ||||||
FNMA POOL #AB6832 3.5% 11-01-2042 BEO | ** | 756,307 | ||||||
FNMA POOL #AB7272 3 12-01-2042 REG | ** | 674,890 | ||||||
FNMA POOL #AB7410 3% 12-01-2042 BEO | ** | 1,100,288 | ||||||
FNMA POOL #AB7426 3% 12-01-2042 BEO | ** | 515,983 | ||||||
FNMA POOL #AB7568 3% 01-01-2043 BEO | ** | 776,479 | ||||||
FNMA POOL #AB7570 3% 01-01-2043 BEO | ** | 1,177,752 | ||||||
FNMA POOL #AB7741 3% 01-01-2043 BEO | ** | 788,664 | ||||||
FNMA POOL #AB8925 3% DUE 04-01-2043 BEO | ** | 54,595 | ||||||
FNMA POOL #AB9347 3% 05-01-2043 BEO | ** | 1,074,869 | ||||||
FNMA POOL #AB9361 3.5% DUE 05-01-2043 BEO | ** | 305,104 | ||||||
FNMA POOL #AB9461 3% 05-01-2043 BEO | ** | 939,280 | ||||||
FNMA POOL #AB9516 2.5% 05-01-2028 BEO | ** | 101,333 | ||||||
FNMA POOL #AB9615 4% 06-01-2033 BEO | ** | 99,398 | ||||||
FNMA POOL #AB9663 3% 06-01-2043 BEO | ** | 131,155 | ||||||
FNMA POOL #AB9825 2.5% 07-01-2028 BEO | ** | 37,377 | ||||||
FNMA POOL #AB9980 3.5% 07-01-2043 BEO | ** | 265,891 | ||||||
FNMA POOL #AC1889 4% 09-01-2039 BEO | ** | 138,209 | ||||||
FNMA POOL #AC2953 4.5% 09-01-2039 BEO | ** | 48,030 | ||||||
FNMA POOL #AC3237 5% 10-01-2039 BEO | ** | 72,339 | ||||||
FNMA POOL #AC3237 5% 10-01-2039 BEO | ** | 490,644 | ||||||
FNMA POOL #AC9526 5.5% DUE 01-01-2040 BEO | ** | 322,007 | ||||||
FNMA POOL #AD0121 4.5% 09-01-2029 BEO | ** | 524,455 | ||||||
FNMA POOL #AD0217 6% 08-01-2037 BEO | ** | 38,775 | ||||||
FNMA POOL #AD0249 5.5% 04-01-2037 BEO | ** | 236,228 | ||||||
FNMA POOL #AD0296 FLTG 12-01-2036 | ** | 64,580 | ||||||
FNMA POOL #AD0329 6.5 DUE 09-01-2028 BEO | ** | 25,445 | ||||||
FNMA POOL #AD0471 5.5% 01-01-2024 BEO | ** | 730 | ||||||
FNMA POOL #AD0752 7% 01-01-2039 BEO | ** | 48,458 | ||||||
FNMA POOL #AD0979 7.5% 10-01-2035 BEO | ** | 60,792 | ||||||
FNMA POOL #AD4178 4.5% 06-01-2040 BEO | ** | 592,999 | ||||||
FNMA POOL #AD6510 5% 05-01-2040 BEO | ** | 8,629 | ||||||
FNMA POOL #AD9143 4.5% 08-01-2040 BEO | ** | 12,574 | ||||||
FNMA POOL #AD9153 4.5% 08-01-2040 BEO | ** | 88,607 | ||||||
FNMA POOL #AD9713 5% 08-01-2040 BEO | ** | 51,835 | ||||||
FNMA POOL #AE0081 6% 07-01-2024 BEO | ** | 17,966 | ||||||
FNMA POOL #AE0113 4% 07-01-2040 BEO | ** | 175,406 | ||||||
FNMA POOL #AE0478 4% 11-01-2040 BEO | ** | 2,608 | ||||||
FNMA POOL #AE0521 6% 08-01-2037 BEO | ** | 219,982 | ||||||
FNMA POOL #AE0654 2.05% DUE 12-01-2040 BEO | ** | 1,050,152 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #AE0758 7% 02-01-2039 BEO | ** | 354,664 | ||||||
FNMA POOL #AE0967 3.5% 06-01-2039 BEO | ** | 419,792 | ||||||
FNMA POOL #AE1807 4% 10-01-2040 BEO | ** | 4,215 | ||||||
FNMA POOL #AE1840 5% 08-01-2040 BEO | ** | 14,303 | ||||||
FNMA POOL #AE1862 5% 08-01-2040 BEO | ** | 108,986 | ||||||
FNMA POOL #AE4456 4% 02-01-2041 BEO | ** | 35,338 | ||||||
FNMA POOL #AE4664 4% 10-01-2040 BEO | ** | 40,431 | ||||||
FNMA POOL #AE6090 4% 10-01-2040 BEO | ** | 140,385 | ||||||
FNMA POOL #AE6191 4% 11-01-2040 BEO | ** | 14,770 | ||||||
FNMA POOL #AE7314 4% 11-01-2040 BEO | ** | 1,056 | ||||||
FNMA POOL #AE8446 4% 11-01-2040 BEO | ** | 1,854 | ||||||
FNMA POOL #AE9387 4% 12-01-2040 BEO | ** | 949 | ||||||
FNMA POOL #AH2683 4% 01-01-2041 BEO | ** | 597,087 | ||||||
FNMA POOL #AL8558 6% 07-01-2041 BEO | ** | 178,816 | ||||||
FNMA POOL #AM2674 2.61% DUE 03-01-2023 BEO | ** | 613,563 | ||||||
FNMA POOL #AM4066 3.59% 08-01-2023 BEO | ** | 927,619 | ||||||
FNMA POOL #AM4764 3.44% DUE 11-01-2023 BEO | ** | 602,332 | ||||||
FNMA POOL #AM5612 3.42% DUE 05-01-2024 REG | ** | 781,115 | ||||||
FNMA POOL #AM7514 3.07% DUE 02-01-2025 BEO | ** | 1,205,489 | ||||||
FNMA POOL #AN0360 3.95% DUE 12-01-2045 BEO | ** | 5,370,640 | ||||||
FNMA POOL #AN2309 2.21% 07-01-2026 | ** | 690,813 | ||||||
FNMA POOL #AN2670 2.305% DUE 11-01-2026 BEO | ** | 348,656 | ||||||
FNMA POOL #AN2689 2.2% 10-01-2026 | ** | 972,559 | ||||||
FNMA POOL #AN4000 3% DUE 12-01-2026 BEO | ** | 996,357 | ||||||
FNMA POOL #AN4439 2.93% DUE 01-01-2027 BEO | ** | 359,283 | ||||||
FNMA POOL #AN7895 3.55% DUE 12-01-2027 BEO | ** | 2,496,417 | ||||||
FNMA POOL #AN9686 3.52% DUE 06-01-2028 BEO | ** | 2,229,810 | ||||||
FNMA POOL #AN9976 3.96% DUE 02-01-2030 BEO | ** | 2,451,113 | ||||||
FNMA POOL #AO0454 3.5% 08-01-2042 BEO | ** | 335,788 | ||||||
FNMA POOL #AO0527 3% 05-01-2027 BEO | ** | 141,486 | ||||||
FNMA POOL #AO2801 3% DUE 06-01-2027 BEO | ** | 664,098 | ||||||
FNMA POOL #AO2802 3% 06-01-2027 BEO | ** | 921,736 | ||||||
FNMA POOL #AO4135 3.5% 06-01-2042 BEO | ** | 652,151 | ||||||
FNMA POOL #AO4688 3% DUE 07-01-2043 BEO | ** | 1,030,825 | ||||||
FNMA POOL #AO6757 4% 06-01-2042 BEO | ** | 146,664 | ||||||
FNMA POOL #AO7348 4% 08-01-2042 BEO | ** | 140,320 | ||||||
FNMA POOL #AP0006 ADJ RT DUE 07-01-2042 BEO | ** | 48,954 | ||||||
FNMA POOL #AP0645 3.5% 07-01-2032 BEO | ** | 34,923 | ||||||
FNMA POOL #AP2611 3.5% 09-01-2042 BEO | ** | 222,330 | ||||||
FNMA POOL #AP3308 3.5% 09-01-2042 BEO | ** | 230,093 | ||||||
FNMA POOL #AP3902 3% 10-01-2042 BEO | ** | 241,305 | ||||||
FNMA POOL #AP4710 3.5% 08-01-2042 BEO | ** | 430,503 | ||||||
FNMA POOL #AP5143 3% 09-01-2042 BEO | ** | 220,225 | ||||||
FNMA POOL #AP6027 3% 04-01-2043 BEO | ** | 173,620 | ||||||
FNMA POOL #AP6032 3% 04-01-2043 BEO | ** | 211,670 | ||||||
FNMA POOL #AP6053 2.5% 07-01-2028 BEO | ** | 65,162 | ||||||
FNMA POOL #AP6054 3% 07-01-2043 BEO | ** | 23,701 | ||||||
FNMA POOL #AP7126 2.5% 10-01-2027 BEO | ** | 154,404 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #AP8057 3.5% 09-01-2042 BEO | ** | 331,501 | ||||||
FNMA POOL #AP8903 3.5% 10-01-2042 BEO | ** | 210,233 | ||||||
FNMA POOL #AP9539 3% DUE 10-01-2042 BEO | ** | 139,707 | ||||||
FNMA POOL #AP9766 4% 10-01-2042 BEO | ** | 601,534 | ||||||
FNMA POOL #AQ0556 3% 11-01-2042 BEO | ** | 1,054,910 | ||||||
FNMA POOL #AQ1534 3.5% 10-01-2032 BEO | ** | 124,362 | ||||||
FNMA POOL #AQ1607 3.5% 11-01-2032 BEO | ** | 88,240 | ||||||
FNMA POOL #AQ1802 3.5% 10-01-2042 BEO | ** | 112,555 | ||||||
FNMA POOL #AQ7192 3% DUE 07-01-2043 REG | ** | 60,466 | ||||||
FNMA POOL #AQ8359 3% 01-01-2043 BEO | ** | 337,521 | ||||||
FNMA POOL #AR2638 3.5% 02-01-2043 BEO | ** | 365,923 | ||||||
FNMA POOL #AR3368 2.5% DUE 02-01-2028 REG | ** | 92,367 | ||||||
FNMA POOL #AR4343 3% 06-01-2043 BEO | ** | 156,663 | ||||||
FNMA POOL #AR7214 3% DUE 06-01-2043 REG | ** | 829,672 | ||||||
FNMA POOL #AR7399 3% 06-01-2043 BEO | ** | 61,566 | ||||||
FNMA POOL #AR7961 3.5% DUE 03-01-2033 REG | ** | 114,023 | ||||||
FNMA POOL #AR8749 3% 03-01-2043 BEO | ** | 1,092,525 | ||||||
FNMA POOL #AR9215 3% DUE 03-01-2043 REG | ** | 700,821 | ||||||
FNMA POOL #AS0047 2.5% 07-01-2028 BEO | ** | 248,699 | ||||||
FNMA POOL #AS0070 4% DUE 08-01-2043 REG | ** | 248,798 | ||||||
FNMA POOL #AS0302 3% 08-01-2043 BEO | ** | 57,418 | ||||||
FNMA POOL #AS0522 3.5% 09-01-2043 BEO | ** | 98,963 | ||||||
FNMA POOL #AS0838 5% 10-01-2043 BEO | ** | 78,090 | ||||||
FNMA POOL #AS1364 3% 12-01-2043 BEO | ** | 49,143 | ||||||
FNMA POOL #AS1745 3% 02-01-2029 BEO | ** | 897,425 | ||||||
FNMA POOL #AS1774 4% 02-01-2044 BEO | ** | 46,996 | ||||||
FNMA POOL #AS2117 4.0% 04-01-2044 | ** | 3,725 | ||||||
FNMA POOL #AS2369 3.5% 05-01-2029 BEO | ** | 531,365 | ||||||
FNMA POOL #AS3282 3% 10-01-2043 BEO | ** | 96,738 | ||||||
FNMA POOL #AS3293 4% 09-01-2044 BEO | ** | 313,783 | ||||||
FNMA POOL #AS4271 4.5% 01-01-2045 BEO | ** | 133,383 | ||||||
FNMA POOL #AS4302 4% 01-01-2045 BEO | ** | 397,599 | ||||||
FNMA POOL #AS4354 4.5% 01-01-2045 BEO | ** | 962,012 | ||||||
FNMA POOL #AS4427 4.5% 02-01-2045 BEO | ** | 863,609 | ||||||
FNMA POOL #AS4431 4.5% 02-01-2045 BEO | ** | 582,190 | ||||||
FNMA POOL #AS5068 3.5% 06-01-2045 BEO | ** | 41,285 | ||||||
FNMA POOL #AS5103 3% 06-01-2030 BEO | ** | 729,557 | ||||||
FNMA POOL #AS5133 3.5% 06-01-2045 BEO | ** | 969,093 | ||||||
FNMA POOL #AS5598 4% 08-01-2045 BEO | ** | 573,662 | ||||||
FNMA POOL #AS5722 3.5% 09-01-2045 BEO | ** | 4,267,442 | ||||||
FNMA POOL #AS6065 3.5% 10-01-2045 BEO | ** | 111,709 | ||||||
FNMA POOL #AS6067 3.5% 10-01-2045 BEO | ** | 5,638,654 | ||||||
FNMA POOL #AS6286 4% 12-01-2045 BEO | ** | 881,564 | ||||||
FNMA POOL #AS6304 4% DUE 12-01-2045 BEO | ** | 1,109,142 | ||||||
FNMA POOL #AS6315 4% 12-01-2045 BEO | ** | 50,209 | ||||||
FNMA POOL #AS6328 3.5% 12-01-2045 BEO | ** | 1,367,713 | ||||||
FNMA POOL #AS6386 3% 12-01-2045 BEO | ** | 130,302 | ||||||
FNMA POOL #AS6395 3.5% 12-01-2045 BEO | ** | 60,810 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #AS6452 3.5% 01-01-2046 BEO | ** | 223,950 | ||||||
FNMA POOL #AS6489 4% DUE 01-01-2046 BEO | ** | 856,647 | ||||||
FNMA POOL #AS6534 3.5% 01-01-2046 BEO | ** | 2,220,148 | ||||||
FNMA POOL #AS7125 2.5% 05-01-2046 BEO | ** | 467,891 | ||||||
FNMA POOL #AS7155 3% 05-01-2046 BEO | ** | 382,171 | ||||||
FNMA POOL #AS7530 2.5% 07-01-2046 BEO | ** | 918,463 | ||||||
FNMA POOL #AS7533 3% 07-01-2046 BEO | ** | 1,846,694 | ||||||
FNMA POOL #AS7693 2% DUE 08-01-2031 BEO | ** | 945,716 | ||||||
FNMA POOL #AS7738 3% 08-01-2046 BEO | ** | 1,484,876 | ||||||
FNMA POOL #AS7844 3% 09-01-2046 BEO | ** | 888,298 | ||||||
FNMA POOL #AS7877 2.5% 09-01-2046 BEO | ** | 881,216 | ||||||
FNMA POOL #AS8143 4% 10-01-2046 BEO | ** | 95,794 | ||||||
FNMA POOL #AS8249 3% 11-01-2036 BEO | ** | 1,269,007 | ||||||
FNMA POOL #AS8269 3% 11-01-2046 BEO | ** | 5,918,428 | ||||||
FNMA POOL #AS8386 2.5% 11-01-2031 BEO | ** | 583,422 | ||||||
FNMA POOL #AS8740 3.5% 02-01-2037 BEO | ** | 236,389 | ||||||
FNMA POOL #AS8980 4.5% 03-01-2047 BEO | ** | 1,178,526 | ||||||
FNMA POOL #AS9453 4% 04-01-2047 BEO | ** | 2,344,099 | ||||||
FNMA POOL #AS9588 4% 05-01-2047 BEO | ** | 2,111,657 | ||||||
FNMA POOL #AS9610 4.5% 05-01-2047 BEO | ** | 3,660,560 | ||||||
FNMA POOL #AT0874 POOL #AT0874 3% DUE 07-01-2043 REG | ** | 49,726 | ||||||
FNMA POOL #AT1572 3% DUE 05-01-2043 REG | ** | 889,605 | ||||||
FNMA POOL #AT2005 2.5% 04-01-2028 BEO | ** | 399,961 | ||||||
FNMA POOL #AT2043 3% DUE 04-01-2043 REG | ** | 39,163 | ||||||
FNMA POOL #AT2722 3% DUE 05-01-2043 REG | ** | 467,295 | ||||||
FNMA POOL #AT2725 3% 05-01-2043 BEO | ** | 5,134,584 | ||||||
FNMA POOL #AT3179 3% 05-01-2043 BEO | ** | 259,675 | ||||||
FNMA POOL #AT3487 3.5% DUE 04-01-2043 REG | ** | 878,777 | ||||||
FNMA POOL #AT5803 3% 06-01-2043 BEO | ** | 40,608 | ||||||
FNMA POOL #AT5907 4% 06-01-2043 BEO | ** | 587,116 | ||||||
FNMA POOL #AT5915 4 DUE 06-01-2043 REG | ** | 194,625 | ||||||
FNMA POOL #AT5994 3% 05-01-2043 BEO | ** | 97,928 | ||||||
FNMA POOL #AT6764 3% 07-01-2043 BEO | ** | 19,692 | ||||||
FNMA POOL #AT7213 2.5% DUE 06-01-2028 BEO | ** | 40,129 | ||||||
FNMA POOL #AT7620 3% DUE 06-01-2043 REG | ** | 940,805 | ||||||
FNMA POOL #AT8000 3% 06-01-2043 BEO | ** | 60,963 | ||||||
FNMA POOL #AT8326 3% DUE 06-01-2043 BEO | ** | 796,944 | ||||||
FNMA POOL #AT8419 3 DUE 06-01-2043 REG | ** | 150,229 | ||||||
FNMA POOL #AT8489 3% DUE 08-01-2043 REG | ** | 1,409,873 | ||||||
FNMA POOL #AT8968 2.5% 07-01-2028 BEO | ** | 14,566 | ||||||
FNMA POOL #AT9250 3% 07-01-2043 BEO | ** | 730,455 | ||||||
FNMA POOL #AT9311 FIXED 2.5% 07-01-2028 BEO | ** | 73,594 | ||||||
FNMA POOL #AT9521 2.5% 07-01-2028 BEO | ** | 114,868 | ||||||
FNMA POOL #AU0317 3% 06-01-2043 BEO | ** | 99,072 | ||||||
FNMA POOL #AU0909 2% 07-01-2028 BEO | ** | 178,977 | ||||||
FNMA POOL #AU0923 3.5% 07-01-2043 BEO | ** | 265,485 | ||||||
FNMA POOL #AU1629 3% DUE 07-01-2043 REG | ** | 76,708 | ||||||
FNMA POOL #AU1632 3% DUE 07-01-2043 REG | ** | 1,998,553 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #AU1811 2.5% 08-01-2028 BEO | ** | 67,109 | ||||||
FNMA POOL #AU2032 3% 07-01-2043 BEO | ** | 85,987 | ||||||
FNMA POOL #AU2909 3% 08-01-2028 BEO | ** | 556,618 | ||||||
FNMA POOL #AU3034 2.5% 08-01-2028 BEO | ** | 27,239 | ||||||
FNMA POOL #AU3176 3% DUE 08-01-2043 REG | ** | 81,880 | ||||||
FNMA POOL #AU3191 2.5% DUE 08-01-2028 REG | ** | 145,464 | ||||||
FNMA POOL #AU3195 3% 08-01-2043 BEO | ** | 75,036 | ||||||
FNMA POOL #AU3334 2.5% DUE 07-01-2028 REG | ** | 133,243 | ||||||
FNMA POOL #AU3789 2.5% DUE 08-01-2028 REG | ** | 82,627 | ||||||
FNMA POOL #AU3811 3% DUE 08-01-2043 REG | ** | 55,566 | ||||||
FNMA POOL #AU4585 3% 08-01-2043 BEO | ** | 21,317 | ||||||
FNMA POOL #AU5161 3 DUE 08-01-2043 REG | ** | 1,569,482 | ||||||
FNMA POOL #AU5190 2.5% 08-01-2028 BEO | ** | 104,399 | ||||||
FNMA POOL #AU5202 3% 08-01-2043 BEO | ** | 53,101 | ||||||
FNMA POOL #AU5904 3.5% 09-01-2033 BEO | ** | 290,426 | ||||||
FNMA POOL #AU8066 3% 09-01-2043 BEO | ** | 73,662 | ||||||
FNMA POOL #AV0702 4% 12-01-2043 BEO | ** | 127,620 | ||||||
FNMA POOL #AV0802 2.5% 08-01-2028 BEO | ** | 15,984 | ||||||
FNMA POOL #AV2425 4% 02-01-2045 BEO | ** | 16,219 | ||||||
FNMA POOL #AV4486 4.5% 01-01-2044 BEO | ** | 163,637 | ||||||
FNMA POOL #AV4502 4.5% 01-01-2044 BEO | ** | 109,134 | ||||||
FNMA POOL #AV4736 4% 12-01-2043 BEO | ** | 95,865 | ||||||
FNMA POOL #AV5425 4.5% 01-01-2044 BEO | ** | 702,327 | ||||||
FNMA POOL #AV5667 4% 01-01-2044 BEO | ** | 111,665 | ||||||
FNMA POOL #AV5730 4.5% 04-01-2044 BEO | ** | 388,034 | ||||||
FNMA POOL #AV5731 4.5% 04-01-2044 BEO | ** | 180,191 | ||||||
FNMA POOL #AV5732 4.5% 04-01-2044 BEO | ** | 98,471 | ||||||
FNMA POOL #AV5733 4.5% 04-01-2044 BEO | ** | 70,206 | ||||||
FNMA POOL #AV5734 4.5% 04-01-2044 BEO | ** | 134,376 | ||||||
FNMA POOL #AV7116 4.5% 03-01-2044 BEO | ** | 160,351 | ||||||
FNMA POOL #AV8492 4.5% 02-01-2044 BEO | ** | 274,746 | ||||||
FNMA POOL #AV9290 4.5% 02-01-2044 BEO | ** | 469,080 | ||||||
FNMA POOL #AW3146 4% 06-01-2044 BEO | ** | 230,101 | ||||||
FNMA POOL #AW9453 3.5% 08-01-2044 BEO | ** | 1,066,760 | ||||||
FNMA POOL #AW9504 3% 01-01-2045 BEO | ** | 67,444 | ||||||
FNMA POOL #AX1348 4% 10-01-2044 BEO | ** | 11,049 | ||||||
FNMA POOL #AX4277 3% 01-01-2045 BEO | ** | 329,947 | ||||||
FNMA POOL #AX4883 3% 12-01-2044 BEO | ** | 1,053,592 | ||||||
FNMA POOL #AX6579 3% 01-01-2045 BEO | ** | 67,307 | ||||||
FNMA POOL #AX7578 3% 01-01-2045 BEO | ** | 57,584 | ||||||
FNMA POOL #AY1022 3% 05-01-2045 BEO | ** | 493,389 | ||||||
FNMA POOL #AY1363 4% 04-01-2045 BEO | ** | 232,775 | ||||||
FNMA POOL #AY1377 4% DUE 04-01-2045 REG | ** | 371,841 | ||||||
FNMA POOL #AY3913 3.5% 02-01-2045 BEO | ** | 183,012 | ||||||
FNMA POOL #AY4869 4% 06-01-2045 BEO | ** | 394,037 | ||||||
FNMA POOL #AY5484 4% 12-01-2044 BEO | ** | 5,406 | ||||||
FNMA POOL #AY6181 3.5% 04-01-2045 BEO | ** | 301,359 | ||||||
FNMA POOL #AY9434 4% 12-01-2045 BEO | ** | 50,301 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #AZ0711 3.5% 02-01-2046 BEO | ** | 43,720 | ||||||
FNMA POOL #AZ3743 3.5% 11-01-2045 BEO | ** | 832,575 | ||||||
FNMA POOL #AZ3926 4% 10-01-2045 BEO | ** | 2,142 | ||||||
FNMA POOL #AZ4234 3% 06-01-2030 BEO | ** | 1,734,328 | ||||||
FNMA POOL #AZ4775 3.5% 10-01-2045 BEO | ** | 2,919,107 | ||||||
FNMA POOL #AZ5713 4% 09-01-2045 BEO | ** | 409,416 | ||||||
FNMA POOL #AZ7353 3.5% 11-01-2045 BEO | ** | 256,406 | ||||||
FNMA POOL #BA3779 4% 01-01-2046 BEO | ** | 6,607 | ||||||
FNMA POOL #BA4750 3.5% 01-01-2031 BEO | ** | 314,420 | ||||||
FNMA POOL #BA4766 4% 01-01-2046 BEO | ** | 117,035 | ||||||
FNMA POOL #BA4780 4% 01-01-2046 BEO | ** | 2,766,854 | ||||||
FNMA POOL #BA4801 4% 02-01-2046 BEO | ** | 609,826 | ||||||
FNMA POOL #BA5330 4% 11-01-2045 BEO | ** | 22,154 | ||||||
FNMA POOL #BA5827 3% 11-01-2030 BEO | ** | 338,905 | ||||||
FNMA POOL #BA6018 3% 01-01-2046 BEO | ** | 15,539 | ||||||
FNMA POOL #BA6555 3% 01-01-2046 BEO | ** | 22,086 | ||||||
FNMA POOL #BA6798 4% 01-01-2046 BEO | ** | 131,941 | ||||||
FNMA POOL #BA6824 3% 02-01-2046 BEO | ** | 167,644 | ||||||
FNMA POOL #BA6924 3% 02-01-2046 BEO | ** | 25,003 | ||||||
FNMA POOL #BC0884 3% 05-01-2046 BEO | ** | 906,165 | ||||||
FNMA POOL #BC1104 3% 02-01-2046 BEO | ** | 199,244 | ||||||
FNMA POOL #BC1509 3% 08-01-2046 BEO | ** | 769,386 | ||||||
FNMA POOL #BC2817 3% 09-01-2046 BEO | ** | 1,611,722 | ||||||
FNMA POOL #BC3020 3% 02-01-2046 BEO | ** | 539,558 | ||||||
FNMA POOL #BC3883 4% DUE 03-01-2046 BEO | ** | 391,969 | ||||||
FNMA POOL #BC4411 3.5% 03-01-2031 BEO | ** | 474,841 | ||||||
FNMA POOL #BC4764 3% 10-01-2046 BEO | ** | 741,065 | ||||||
FNMA POOL #BC9077 3.5% 12-01-2046 BEO | ** | 480,976 | ||||||
FNMA POOL #BC9096 3.5% DUE 12-01-2046 REG | ** | 95,383 | ||||||
FNMA POOL #BD5992 2.5% 07-01-2031 BEO | ** | 170,790 | ||||||
FNMA POOL #BD8104 3% 10-01-2046 BEO | ** | 1,330,525 | ||||||
FNMA POOL #BE9806 4.5% 03-01-2047 BEO | ** | 460,100 | ||||||
FNMA POOL #BE9838 4.5% 03-01-2047 BEO | ** | 514,571 | ||||||
FNMA POOL #BE9839 4.5% 04-01-2047 BEO | ** | 527,851 | ||||||
FNMA POOL #BF0035 4% 04-01-2055 BEO | ** | 53,893 | ||||||
FNMA POOL #BF0064 4% 09-01-2055 BEO | ** | 56,948 | ||||||
FNMA POOL #BF0104 4% 02-01-2056 BEO | ** | 2,969,482 | ||||||
FNMA POOL #BF0133 4% 08-01-2056 BEO | ** | 10,031,657 | ||||||
FNMA POOL #BF0183 4% 01-01-2057 BEO | ** | 1,808,580 | ||||||
FNMA POOL #BF0191 4% 06-01-2057 BEO | ** | 3,155,726 | ||||||
FNMA POOL #BF0222 4.5% 09-01-2057 BEO | ** | 1,886,839 | ||||||
FNMA POOL #BF0301 4.5% 08-01-2058 BEO | ** | 2,302,848 | ||||||
FNMA POOL #BF0334 3.5% 01-01-2059 BEO | ** | 276,513 | ||||||
FNMA POOL #BF0338 4.5% 01-01-2059 BEO | ** | 757,476 | ||||||
FNMA POOL #BH2623 4% DUE 08-01-2047 BEO | ** | 610,406 | ||||||
FNMA POOL #BH4095 4% 10-01-2047 BEO | ** | 257,782 | ||||||
FNMA POOL #BH6197 4% 07-01-2047 BEO | ** | 485,715 | ||||||
FNMA POOL #BH6198 4% 07-01-2047 BEO | ** | 815,166 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #BH6199 4% 07-01-2047 BEO | ** | 717,931 | ||||||
FNMA POOL #BJ0669 3.5% 03-01-2033 BEO | ** | 781,550 | ||||||
FNMA POOL #BJ1635 3% 11-01-2032 BEO | ** | 972,953 | ||||||
FNMA POOL #BJ2544 3% 12-01-2037 BEO | ** | 465,465 | ||||||
FNMA POOL #BJ5803 4% DUE 03-01-2048 BEO | ** | 504,417 | ||||||
FNMA POOL #BJ6133 4% 01-01-2048 BEO | ** | 55,694 | ||||||
FNMA POOL #BJ8703 3.5% 05-01-2049 BEO | ** | 95,413 | ||||||
FNMA POOL #BJ9249 4.5% 06-01-2048 BEO | ** | 607,599 | ||||||
FNMA POOL #BK0751 3.5% 03-01-2048 BEO | ** | 129,883 | ||||||
FNMA POOL #BK5094 5% 05-01-2048 BEO | ** | 351,364 | ||||||
FNMA POOL #BK5710 4% 04-01-2048 BEO | ** | 581,509 | ||||||
FNMA POOL #BK7608 4% 09-01-2048 BEO | ** | 6,802,274 | ||||||
FNMA POOL #BK8753 4.5% 06-01-2049 BEO | ** | 445,085 | ||||||
FNMA POOL #BK8814 4.5% 08-01-2048 BEO | ** | 360,525 | ||||||
FNMA POOL #BK9849 4% 09-01-2033 BEO | ** | 726,625 | ||||||
FNMA POOL #BL2576 3.04% DUE 06-01-2029 BEO | ** | 1,089,588 | ||||||
FNMA POOL #BL3540 2.79% DUE 08-01-2029 BEO | ** | 2,786,224 | ||||||
FNMA POOL #BL5081 2.63% DUE 05-01-2030 BEO | ** | 2,255,028 | ||||||
FNMA POOL #BL5850 2.26% DUE 04-01-2030 BEO | ** | 1,309,728 | ||||||
FNMA POOL #BL6386 2.02% DUE 08-01-2030 BEO | ** | 1,694,713 | ||||||
FNMA POOL #BM1565 3% 04-01-2047 BEO | ** | 2,055,943 | ||||||
FNMA POOL #BM1775 4.5% 07-01-2047 BEO | ** | 476,630 | ||||||
FNMA POOL #BM1948 6% 07-01-2041 BEO | ** | 412,208 | ||||||
FNMA POOL #BM2005 4% 12-01-2047 BEO | ** | 89,120 | ||||||
FNMA POOL #BM3119 1.8% 02-01-2047 BEO | ** | 1,626,757 | ||||||
FNMA POOL #BM3280 4.5% 11-01-2047 BEO | ** | 4,051,466 | ||||||
FNMA POOL #BM3473 3.5% 11-01-2047 BEO | ** | 757,674 | ||||||
FNMA POOL #BM3724 3.5% 03-01-2048 BEO | ** | 17,445,744 | ||||||
FNMA POOL #BM3855 4% 03-01-2048 BEO | ** | 1,275,601 | ||||||
FNMA POOL #BM3904 5% 05-01-2048 BEO | ** | 819,003 | ||||||
FNMA POOL #BM4579 3% 04-01-2047 BEO | ** | 5,447,114 | ||||||
FNMA POOL #BM4676 4% 10-01-2048 BEO | ** | 1,479,806 | ||||||
FNMA POOL #BM4716 3.5% 12-01-2030 BEO | ** | 317,759 | ||||||
FNMA POOL #BM4898 4% 11-01-2038 BEO | ** | 1,016,867 | ||||||
FNMA POOL #BM5082 4.5% 11-01-2048 BEO | ** | 1,868,196 | ||||||
FNMA POOL #BM5184 4% 09-01-2033 BEO | ** | 1,261,712 | ||||||
FNMA POOL #BM5261 4% 01-01-2048 BEO | ** | 4,460,176 | ||||||
FNMA POOL #BM5568 4.5% 02-01-2049 BEO | ** | 3,013,344 | ||||||
FNMA POOL #BN4428 4.5% DUE 12-01-2048 REG | ** | 408,732 | ||||||
FNMA POOL #BO1858 3.0% DUE 08-01-2049 | ** | 310,189 | ||||||
FNMA POOL #BO1864 3.0% DUE 08-01-2049 REG | ** | 77,800 | ||||||
FNMA POOL #BO8932 3.0% DUE 01-01-2050 | ** | 114,282 | ||||||
FNMA POOL #BQ0254 2.0% DUE 08-01-2050 | ** | 326,774 | ||||||
FNMA POOL #BQ1528 2.0% DUE 09-01-2050 | ** | 245,721 | ||||||
FNMA POOL #BQ9226 2% DUE 01-01-2051 REG | ** | 548,711 | ||||||
FNMA POOL #BQ9298 2.5% 12-01-2050 | ** | 401,826 | ||||||
FNMA POOL #BR2664 2.0% 02-01-2051 | ** | 964,682 | ||||||
FNMA POOL #BR3290 2% DUE 03-01-2051 REG | ** | 1,025,533 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #BR4080 2.0% DUE 03-01-2051 REG | ** | 364,004 | ||||||
FNMA POOL #BR4753 2.0% DUE 03-01-2051 | ** | 370,737 | ||||||
FNMA POOL #BR5487 2.0% DUE 03-01-2051 | ** | 272,385 | ||||||
FNMA POOL #BR5589 2.0% DUE 03-01-2051 REG | ** | 273,244 | ||||||
FNMA POOL #BR6500 2.5% DUE 03-01-2051 REG | ** | 944,732 | ||||||
FNMA POOL #BR7191 2.0% DUE 04-01-2051 | ** | 1,552,081 | ||||||
FNMA POOL #BR8518 2.0% DUE 04-01-2051 REG | ** | 280,307 | ||||||
FNMA POOL #BT0087 2.5% 05-01-2051 | ** | 2,923,740 | ||||||
FNMA POOL #CA0789 3.5% 11-01-2032 | ** | 827,220 | ||||||
FNMA POOL #CA0907 3.5% DUE 12-01-2047 | ** | 691,124 | ||||||
FNMA POOL #CA1551 4.0% DUE 04-01-2048 REG | ** | 163,370 | ||||||
FNMA POOL #CA1576 5.0% DUE 01-01-2048 REG | ** | 419,906 | ||||||
FNMA POOL #CA2756 5% DUE 11-01-2048 REG | ** | 735,038 | ||||||
FNMA POOL #CA3283 4.0% 03-01-2034 | ** | 1,511,722 | ||||||
FNMA POOL #CA3285 4.0% 03-01-2034 | ** | 1,431,680 | ||||||
FNMA POOL #CA3287 4.0% 03-01-2034 | ** | 344,090 | ||||||
FNMA POOL #CA3288 4.0% 04-01-2034 | ** | 2,341,135 | ||||||
FNMA POOL #CA4346 3% DUE 10-01-2049 REG | ** | 408,430 | ||||||
FNMA POOL #CA4819 4% DUE 12-01-2049 BEO | ** | 660,627 | ||||||
FNMA POOL #CA4979 3.0% 01-01-2050 | ** | 1,190,405 | ||||||
FNMA POOL #CA5379 4.5% DUE 03-01-2050 BEO | ** | 1,149,747 | ||||||
FNMA POOL #CA5416 2.5% DUE 03-01-2050 REG | ** | 807,257 | ||||||
FNMA POOL #CA9358 2.5% DUE 03-01-2041 REG | ** | 971,909 | ||||||
FNMA POOL #CB0100 2.5% DUE 04-01-2041 REG | ** | 1,183,642 | ||||||
FNMA POOL #CB0470 2.5% 05-01-2041 | ** | 2,341,064 | ||||||
FNMA POOL #FM0068 3.5% 02-01-2040 BEO | ** | 671,460 | ||||||
FNMA POOL #FM0071 3.5% 02-01-2040 BEO | ** | 228,671 | ||||||
FNMA POOL #FM1245 4% 09-01-2033 BEO | ** | 7,127,491 | ||||||
FNMA POOL #FM1349 3.5% 03-01-2047 BEO | ** | 2,616,037 | ||||||
FNMA POOL #FM1467 3% 12-01-2047 BEO | ** | 1,915,973 | ||||||
FNMA POOL #FM1727 5% 09-01-2049 BEO | ** | 2,007,803 | ||||||
FNMA POOL #FM1796 3.5% 10-01-2034 BEO | ** | 76,263 | ||||||
FNMA POOL #FM2158 4% 10-01-2049 BEO | ** | 181,749 | ||||||
FNMA POOL #FM2173 4% 09-01-2048 BEO | ** | 8,548 | ||||||
FNMA POOL #FM2201 4.0% 01-01-2048 | ** | 518,038 | ||||||
FNMA POOL #FM2477 3% 05-01-2036 BEO | ** | 2,927,423 | ||||||
FNMA POOL #FM2793 3% 03-01-2050 BEO | ** | 1,243,102 | ||||||
FNMA POOL #FM2922 3% 02-01-2038 BEO | ** | 1,439,444 | ||||||
FNMA POOL #FM3023 4% 02-01-2048 BEO | ** | 134,532 | ||||||
FNMA POOL #FM3123 2.5% 03-01-2038 BEO | ** | 1,494,557 | ||||||
FNMA POOL #FM3141 3.5% 11-01-2048 BEO | ** | 1,718,856 | ||||||
FNMA POOL #FM3158 4% 11-01-2048 BEO | ** | 375,400 | ||||||
FNMA POOL #FM3241 3% 03-01-2050 BEO | ** | 17,305,987 | ||||||
FNMA POOL #FM3243 3.5% 02-01-2050 BEO | ** | 173,357 | ||||||
FNMA POOL #FM3347 3.5% 05-01-2047 BEO | ** | 2,990,507 | ||||||
FNMA POOL #FM3469 3.5% 08-01-2048 BEO | ** | 1,540,185 | ||||||
FNMA POOL #FM3542 4% 05-01-2049 BEO | ** | 106,648 | ||||||
FNMA POOL #FM3773 3.5% 11-01-2048 BEO | ** | 4,171,463 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #FM3785 4% 07-01-2050 BEO | ** | 948,964 | ||||||
FNMA POOL #FM3830 3% 04-01-2050 BEO | ** | 756,578 | ||||||
FNMA POOL #FM4436 4% 06-01-2034 BEO | ** | 2,262,813 | ||||||
FNMA POOL #FM4577 2.5% 10-01-2050 BEO | ** | 808,075 | ||||||
FNMA POOL #FM5054 4% 11-01-2048 BEO | ** | 104,305 | ||||||
FNMA POOL #FM5280 3.5% 10-01-2050 BEO | ** | 133,765 | ||||||
FNMA POOL #FM5309 2.5% 11-01-2050 BEO | ** | 491,083 | ||||||
FNMA POOL #FM5423 2.5% 01-01-2051 BEO | ** | 1,372,030 | ||||||
FNMA POOL #FM5592 4% 12-01-2050 BEO | ** | 142,232 | ||||||
FNMA POOL #FM5713 2.5% 02-01-2051 BEO | ** | 345,851 | ||||||
FNMA POOL #FM5743 2.5% 02-01-2051 BEO | ** | 2,280,532 | ||||||
FNMA POOL #FM5754 3.5% 03-01-2037 BEO | ** | 142,995 | ||||||
FNMA POOL #FM5783 3% 06-01-2038 BEO | ** | 832,120 | ||||||
FNMA POOL #FM5828 4% 10-01-2048 BEO | ** | 1,383,172 | ||||||
FNMA POOL #FM5904 2.5% 02-01-2051 BEO | ** | 416,894 | ||||||
FNMA POOL #FM5931 2.5% 02-01-2051 BEO | ** | 1,081,294 | ||||||
FNMA POOL #FM5940 2% 02-01-2051 BEO | ** | 1,788,656 | ||||||
FNMA POOL #FM5944 2.5% 01-01-2051 BEO | ** | 789,726 | ||||||
FNMA POOL #FM6015 3.5% 08-01-2039 BEO | ** | 212,459 | ||||||
FNMA POOL #FM6117 3% 11-01-2048 BEO | ** | 365,264 | ||||||
FNMA POOL #FM6134 3% 03-01-2040 BEO | ** | 757,045 | ||||||
FNMA POOL #FM6343 2% 03-01-2051 BEO | ** | 190,769 | ||||||
FNMA POOL #FM6400 2% 03-01-2051 BEO | ** | 1,216,639 | ||||||
FNMA POOL #FM6418 2% 03-01-2051 BEO | ** | 185,584 | ||||||
FNMA POOL #FM6448 2% 03-01-2051 BEO | ** | 1,417,915 | ||||||
FNMA POOL #FM6460 2.5% 03-01-2051 BEO | ** | 579,695 | ||||||
FNMA POOL #FM6555 2% 04-01-2051 BEO | ** | 1,315,185 | ||||||
FNMA POOL #FM6871 2.5% 04-01-2051 BEO | ** | 590,353 | ||||||
FNMA POOL #FM7141 4% 02-01-2047 BEO | ** | 233,884 | ||||||
FNMA POOL #FM7195 2.5% 09-01-2050 BEO | ** | 486,002 | ||||||
FNMA POOL #FM7210 2% 04-01-2051 BEO | ** | 2,900,254 | ||||||
FNMA POOL #FM7304 2.5% 05-01-2051 BEO | ** | 491,444 | ||||||
FNMA POOL #FM7518 2.5% 06-01-2051 BEO | ** | 5,607,672 | ||||||
FNMA POOL #FM7630 2.5% 06-01-2051 BEO | ** | 491,492 | ||||||
FNMA POOL #FM7675 2.5% 06-01-2051 BEO | ** | 868,041 | ||||||
FNMA POOL #FM7676 2.5% 06-01-2051 BEO | ** | 197,266 | ||||||
FNMA POOL #FM7727 2.5% 06-01-2051 BEO | ** | 194,692 | ||||||
FNMA POOL #FM7741 2.5% 05-01-2051 BEO | ** | 470,980 | ||||||
FNMA POOL #FM7786 4% 01-01-2049 BEO | ** | 722,900 | ||||||
FNMA POOL #FM7796 4% 06-01-2048 BEO | ** | 1,045,039 | ||||||
FNMA POOL #FM7900 2.5% 07-01-2051 BEO | ** | 496,012 | ||||||
FNMA POOL #FM7910 2.5% 07-01-2051 BEO | ** | 695,264 | ||||||
FNMA POOL #FM7929 3.5% 08-01-2050 BEO | ** | 514,559 | ||||||
FNMA POOL #FM7960 4% 10-01-2048 BEO | ** | 2,885,725 | ||||||
FNMA POOL #FM7987 2% 07-01-2051 BEO | ** | 1,074,847 | ||||||
FNMA POOL #FM8210 3% 04-01-2050 BEO | ** | 8,213,645 | ||||||
FNMA POOL #FM8315 2.5% 07-01-2051 BEO | ** | 307,543 | ||||||
FNMA POOL #FM8576 3% 02-01-2050 BEO | ** | 5,851,370 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #FM8685 3% 09-01-2051 BEO | ** | 202,959 | ||||||
FNMA POOL #FM8864 2.5% 10-01-2051 BEO | ** | 1,217,460 | ||||||
FNMA POOL #FM8977 2.5% 09-01-2051 BEO | ** | 204,103 | ||||||
FNMA POOL #FM9174 2% 10-01-2051 BEO | ** | 199,360 | ||||||
FNMA POOL #FM9335 2.5% 10-01-2051 BEO | ** | 407,615 | ||||||
FNMA POOL #FM9387 2% 11-01-2051 BEO | ** | 598,867 | ||||||
FNMA POOL #FM9579 2% 07-01-2051 BEO | ** | 3,871,594 | ||||||
FNMA POOL #FNAT5995 3 DUE 05-01-2043 REG | ** | 90,375 | ||||||
FNMA POOL #G67717 4.0% DUE 11-01-2048 REG | ** | 592,946 | ||||||
FNMA POOL #MA0006 4% 03-01-2039 BEO | ** | 6,046 | ||||||
FNMA POOL #MA0214 5% 10-01-2029 BEO | ** | 180,534 | ||||||
FNMA POOL #MA0243 5% 11-01-2029 BEO | ** | 148,671 | ||||||
FNMA POOL #MA0295 5% 01-01-2030 BEO | ** | 92,048 | ||||||
FNMA POOL #MA0320 5% 02-01-2030 BEO | ** | 55,994 | ||||||
FNMA POOL #MA0583 4% 12-01-2040 BEO | ** | 2,281 | ||||||
FNMA POOL #MA0706 4.5% 04-01-2031 BEO | ** | 79,638 | ||||||
FNMA POOL #MA0734 4.5% DUE 05-01-2031 BEO | ** | 270,093 | ||||||
FNMA POOL #MA0776 4.5% DUE 06-01-2031 BEO | ** | 275,957 | ||||||
FNMA POOL #MA0816 4.5% 08-01-2031 BEO | ** | 213,209 | ||||||
FNMA POOL #MA0913 4.5% 11-01-2031 BEO | ** | 186,183 | ||||||
FNMA POOL #MA0939 4.5% 12-01-2031 BEO | ** | 199,290 | ||||||
FNMA POOL #MA0968 4.5% 12-01-2031 BEO | ** | 46,512 | ||||||
FNMA POOL #MA1044 3% DUE 04-01-2042 BEO | ** | 64,980 | ||||||
FNMA POOL #MA1045 3% 04-01-2027 BEO | ** | 354,985 | ||||||
FNMA POOL #MA1125 4 07-01-2042 BEO | ** | 146,295 | ||||||
FNMA POOL #MA1146 4% 08-01-2042 BEO | ** | 1,642,097 | ||||||
FNMA POOL #MA1177 3.5% 09-01-2042 BEO | ** | 120,362 | ||||||
FNMA POOL #MA1177 3.5% 09-01-2042 BEO | ** | 138,879 | ||||||
FNMA POOL #MA1213 3.5% DUE 10-01-2042 BEO | ** | 118,023 | ||||||
FNMA POOL #MA1221 4.5% 09-01-2042 BEO | ** | 32,127 | ||||||
FNMA POOL #MA1253 4% 11-01-2042 BEO | ** | 487,053 | ||||||
FNMA POOL #MA1272 3% 12-01-2042 BEO | ** | 527,725 | ||||||
FNMA POOL #MA1373 3.5% 03-01-2043 BEO | ** | 323,759 | ||||||
FNMA POOL #MA1458 3% 06-01-2043 BEO | ** | 443,197 | ||||||
FNMA POOL #MA1463 3.5% 06-01-2043 BEO | ** | 743,578 | ||||||
FNMA POOL #MA1508 3.5% 07-01-2043 BEO | ** | 210,761 | ||||||
FNMA POOL #MA1510 4% 07-01-2043 BEO | ** | 229,168 | ||||||
FNMA POOL #MA1510 4% 07-01-2043 BEO | ** | 28,119 | ||||||
FNMA POOL #MA1546 3.5% DUE 08-01-2043 BEO | ** | 273,786 | ||||||
FNMA POOL #MA1547 4% 08-01-2043 BEO | ** | 191,240 | ||||||
FNMA POOL #MA1553 2.5% 08-01-2028 BEO | ** | 716,482 | ||||||
FNMA POOL #MA1582 3.5% DUE 09-01-2043 BEO | ** | 1,363,394 | ||||||
FNMA POOL #MA1591 4.5% 09-01-2043 BEO | ** | 159,351 | ||||||
FNMA POOL #MA1591 4.5% 09-01-2043 BEO | ** | 637,405 | ||||||
FNMA POOL #MA1629 4.5% 10-01-2043 BEO | ** | 141,611 | ||||||
FNMA POOL #MA1629 4.5% 10-01-2043 BEO | ** | 509,800 | ||||||
FNMA POOL #MA1664 4.5% 11-01-2043 BEO | ** | 345,646 | ||||||
FNMA POOL #MA1711 4.5% 12-01-2043 BEO | ** | 121,634 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #MA1711 4.5% 12-01-2043 BEO | ** | 456,127 | ||||||
FNMA POOL #MA1728 5% 11-01-2033 BEO | ** | 55,790 | ||||||
FNMA POOL #MA2110 3.5% 12-01-2034 BEO | ** | 848,302 | ||||||
FNMA POOL #MA2138 3.5% 01-01-2035 BEO | ** | 518,139 | ||||||
FNMA POOL #MA2320 3% 07-01-2035 BEO | ** | 260,938 | ||||||
FNMA POOL #MA2373 2.5% 08-01-2030 BEO | ** | 79,971 | ||||||
FNMA POOL #MA2516 3% 01-01-2046 BEO | ** | 400,341 | ||||||
FNMA POOL #MA2523 3% 02-01-2036 BEO | ** | 1,035,819 | ||||||
FNMA POOL #MA2579 3% 04-01-2036 BEO | ** | 799,183 | ||||||
FNMA POOL #MA2670 3% 07-01-2046 BEO | ** | 1,228,863 | ||||||
FNMA POOL #MA2672 3% 07-01-2036 BEO | ** | 2,951,531 | ||||||
FNMA POOL #MA2707 3% 08-01-2036 BEO | ** | 6,280,025 | ||||||
FNMA POOL #MA2728 2.5% 08-01-2031 BEO | ** | 661,148 | ||||||
FNMA POOL #MA2749 2.5% 09-01-2036 BEO | ** | 1,003,467 | ||||||
FNMA POOL #MA2773 3% 10-01-2036 BEO | ** | 3,294,978 | ||||||
FNMA POOL #MA2798 2.5% 10-01-2031 BEO | ** | 197,327 | ||||||
FNMA POOL #MA2806 3% DUE 11-01-2046 REG | ** | 1,069,421 | ||||||
FNMA POOL #MA2832 3% 12-01-2036 BEO | ** | 2,978,927 | ||||||
FNMA POOL #MA2863 3% DUE 01-01-2047 BEO | ** | 3,385,396 | ||||||
FNMA POOL #MA2913 2.5% 02-01-2032 BEO | ** | 158,778 | ||||||
FNMA POOL #MA2930 4% 03-01-2047 BEO | ** | 158,072 | ||||||
FNMA POOL #MA2960 4% 04-01-2047 BEO | ** | 907,982 | ||||||
FNMA POOL #MA2995 4% 05-01-2047 BEO | ** | 757,057 | ||||||
FNMA POOL #MA3058 4% 07-01-2047 BEO | ** | 212,406 | ||||||
FNMA POOL #MA3088 4% 08-01-2047 BEO | ** | 1,409,021 | ||||||
FNMA POOL #MA3149 4% 10-01-2047 BEO | ** | 540,395 | ||||||
FNMA POOL #MA3182 3.5% 11-01-2047 BEO | ** | 2,686,799 | ||||||
FNMA POOL #MA3183 4% 11-01-2047 BEO | ** | 255,451 | ||||||
FNMA POOL #MA3210 3.5% 12-01-2047 BEO | ** | 49,765 | ||||||
FNMA POOL #MA3211 4% DUE 12-01-2047 BEO | ** | 610,876 | ||||||
FNMA POOL #MA3239 4% 01-01-2048 BEO | ** | 1,752,943 | ||||||
FNMA POOL #MA3305 3.5% 03-01-2048 BEO | ** | 16,132,412 | ||||||
FNMA POOL #MA3310 4% 03-01-2038 BEO | ** | 3,066 | ||||||
FNMA POOL #MA3333 4% 04-01-2048 BEO | ** | 104,009 | ||||||
FNMA POOL #MA3356 3.5% 05-01-2048 BEO | ** | 3,873,411 | ||||||
FNMA POOL #MA3383 3.5% 06-01-2048 BEO | ** | 14,130,160 | ||||||
FNMA POOL #MA3385 4.5% 06-01-2048 BEO | ** | 753,847 | ||||||
FNMA POOL #MA3442 3.5% 08-01-2048 BEO | ** | 1,521,736 | ||||||
FNMA POOL #MA3564 4.5% 01-01-2049 BEO | ** | 363,492 | ||||||
FNMA POOL #MA3879 4.5% 12-01-2049 BEO | ** | 3,077,062 | ||||||
FNMA POOL #MA3897 3% 01-01-2035 BEO | ** | 2,014,315 | ||||||
FNMA POOL #MA3937 3% 02-01-2050 BEO | ** | 3,059,506 | ||||||
FNMA POOL #MA3945 4.5% DUE 02-01-2050 BEO | ** | 1,799,609 | ||||||
FNMA POOL #MA3960 3% 03-01-2050 BEO | ** | 1,735,557 | ||||||
FNMA POOL #MA3997 3% 04-01-2050 BEO | ** | 822,233 | ||||||
FNMA POOL #MA4093 2% 08-01-2040 BEO | ** | 1,462,623 | ||||||
FNMA POOL #MA4108 2.5% DUE 08-01-2050 BEO | ** | 980,283 | ||||||
FNMA POOL #MA4119 2% 09-01-2050 BEO | ** | 6,254,436 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #MA4128 2% 09-01-2040 BEO | ** | 1,326,651 | ||||||
FNMA POOL #MA4157 1.5% 10-01-2050 BEO | ** | 832,139 | ||||||
FNMA POOL #MA4158 2% DUE 10-01-2050 BEO | ** | 10,739,070 | ||||||
FNMA POOL #MA4181 1.5% 11-01-2050 BEO | ** | 1,803,839 | ||||||
FNMA POOL #MA4182 2% 11-01-2050 BEO | ** | 6,098,352 | ||||||
FNMA POOL #MA4209 1.5% 12-01-2050 BEO | ** | 7,690,357 | ||||||
FNMA POOL #MA4232 2% 01-01-2041 BEO | ** | 364,346 | ||||||
FNMA POOL #MA4237 2% DUE 01-01-2051 BEO | ** | 4,488,393 | ||||||
FNMA POOL #MA4255 2% 02-01-2051 BEO | ** | 20,283,982 | ||||||
FNMA POOL #MA4268 2% 02-01-2041 BEO | ** | 3,532,991 | ||||||
FNMA POOL #MA4281 2% 03-01-2051 BEO | ** | 958,330 | ||||||
FNMA POOL #MA4306 2.5% 04-01-2051 BEO | ** | 18,155,752 | ||||||
FNMA POOL #MA4325 2% DUE 04-01-2051 BEO | ** | 3,542,681 | ||||||
FNMA POOL #MA4333 2% 05-01-2041 BEO | ** | 17,138,294 | ||||||
FNMA POOL #MA4334 2.5% 05-01-2041 BEO | ** | 2,117,910 | ||||||
FNMA POOL #MA4366 2.5% 06-01-2041 BEO | ** | 3,904,122 | ||||||
FNMA POOL AM8674 2.81% 04-01-2025 | ** | 177,409 | ||||||
FNMA POOL AT3389 3 DUE 08-01-2043 REG | ** | 241,160 | ||||||
FNMA POOL AU4346 3.5 DUE 07-01-2043 REG | ** | 428,408 | ||||||
FNMA POOL CA0243 4.5% DUE 08-01-2047 | ** | 186,445 | ||||||
FNMA POOL#CA1535 3.5% 02-01-2048 REG | ** | 6,522,779 | ||||||
FNMA PREASSIGN 00800 5.5 03-25-2033 | ** | 42,525 | ||||||
FNMA REMIC 2004-40 CL-FY FRN 05-25-2034 | ** | 830,282 | ||||||
FNMA REMIC 2017-77 CL-CA 2.0% DUE 10-25-2047 | ** | 833,881 | ||||||
FNMA REMIC SER 2015-M7 CLS A2 2.59% 12-25-2024 | ** | 916,625 | ||||||
FNMA REMIC SER 03-85 CL PZ 5% 09-25-2033REG | ** | 1,915,565 | ||||||
FNMA REMIC SER 10-21 CL FA FLTG 03-25-2040 | ** | 2,482,947 | ||||||
FNMA REMIC SER 12-128 CL JC 1.5% 09-25-2042 | ** | 1,743,663 | ||||||
FNMA REMIC SER 12-20 CL-BD 2.0% 01-25-2031 | ** | 1,940,675 | ||||||
FNMA REMIC SER 13-129 CL WT 2.5% DUE 11-25-2027 | ** | 138,587 | ||||||
FNMA REMIC SER 13-135 CL GA 3.0% 07-25-2032 | ** | 150,236 | ||||||
FNMA REMIC SER 13-37 CL JA 1.75% DUE 06-25-2042 | ** | 230,595 | ||||||
FNMA REMIC SER 16-49 CL-BA 2.5% 11-25-2041 | ** | 380,549 | ||||||
FNMA REMIC SER 16-60 CL Q 1.75% 09-25-2046 | ** | 1,042,943 | ||||||
FNMA REMIC SER 18-41 CL QB 3.5% FIXED 11-25-2043 | ** | 1,375 | ||||||
FNMA REMIC SER 2003-W1 CL IA-1 5.00983 12-25-2042 | ** | 77,274 | ||||||
FNMA REMIC SER 2003-W15 CL 1A1 6.5 07-25-2043 | ** | 43,289 | ||||||
FNMA REMIC SER 2005-70 CL NA 5.5 08-25-2035 | ** | 20,121 | ||||||
FNMA REMIC SER 2007-73 CL A1 FLT RT 07-25-2037 | ** | 151,645 | ||||||
FNMA REMIC SER 2012-19 CL BG 2.0% 12-25-2039 | ** | 34,411 | ||||||
FNMA REMIC SER 2013-133 CL-LA 3.0% 01-25-2033 | ** | 487,310 | ||||||
FNMA REMIC SER 2013-9 CL CB 5.50 04-25-2042 | ** | 1,846,407 | ||||||
FNMA REMIC SER 2014-87 CL-JB 3.0% 01-25-2045 | ** | 671,295 | ||||||
FNMA REMIC SER 2014-M1 CL A2 FLTG RT 07-25-2023 | ** | 240,646 | ||||||
FNMA REMIC SER 2015-33 CL-P 2.5% DUE 06-25-2045 | ** | 1,180,575 | ||||||
FNMA REMIC SER-2018-MP CL-APT2 VAR 04-25-2028 | ** | 211,575 | ||||||
FNMA REMIC SR 10-134 CL DJ 2.25% 03-25-2039 | ** | 59,180 | ||||||
FNMA REMIC SR 12-128 CL QC 1.75% 06-25-2042 | ** | 254,368 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA REMIC SR 12-146 CL KC 2.0% 11-25-2042 | ** | 204,503 | ||||||
FNMA REMIC SR 13-129 CL CE 2.5% 10-25-2031 | ** | 136,009 | ||||||
FNMA REMIC SR 2009-88 CL-MA 4.5% 10-25-2039 | ** | 35,906 | ||||||
FNMA REMIC SR 2017-46 CLLB 3.5 12-25-2052 | ** | 341,715 | ||||||
FNMA REMIC SR 2018-21 CL CA 3.5% 04-25-2045 | ** | 2,194,273 | ||||||
FNMA REMIC SR 2019-M19 CL A2 2.56% 12-31-2049 | ** | 534,840 | ||||||
FNMA REMIC TR 18-35 CL-EA 3.0% 05-25-2048 | ** | 5,704,896 | ||||||
FNMA REMIC TR 1994-29 CL Z 6.5 02-25-2024 | ** | 7,595 | ||||||
FNMA REMIC TR 2001-81 CL-HE 6.5 01-25-2032 | ** | 264,807 | ||||||
FNMA REMIC TR 2004-38 CL-FK FLTG RATE 05-25-2034 | ** | 112,032 | ||||||
FNMA REMIC TR 2004-W1 CL-1A7 5.681 11-25-2043 | ** | 201,578 | ||||||
FNMA REMIC TR 2005-64 CL-PL 5.5% 07-25-2035 | ** | 317,992 | ||||||
FNMA REMIC TR 2005-84 CL-XM 5.75 10-25-2035 | ** | 674,382 | ||||||
FNMA REMIC TR 2006-30 CL-KF VAR RATE 05-25-2036 | ** | 43,563 | ||||||
FNMA REMIC TR 2006-48 CL-TF VAR RATE 06-25-2036 | ** | 17,005 | ||||||
FNMA REMIC TR 2006-9 CL-KZ 6 03-25-2036 | ** | 107,423 | ||||||
FNMA REMIC TR 2007-100 CL-YF FLT RATE DUE 10-25-2037 | ** | 278,770 | ||||||
FNMA REMIC TR 2009-29 CL-LA VAR RATE 05-25-2039 | ** | 507,335 | ||||||
FNMA REMIC TR 2009-62 CL-HJ 6 05-25-2039 | ** | 59,562 | ||||||
FNMA REMIC TR 2009-73 CL-AB 4.0% 09-25-2029 | ** | 1,510,699 | ||||||
FNMA REMIC TR 2009-87 CL-NF VAR RATE 11-25-2039 | ** | 544,027 | ||||||
FNMA REMIC TR 2009-W1 CL-A 6.0% DUE 12-25-2049 REG | ** | 41,698 | ||||||
FNMA REMIC TR 2010-107 CL-KF FLTG RATE 03-25-2036 | ** | 119,698 | ||||||
FNMA REMIC TR 2010-134 CL-KZ PRIN ONLY 4.5 12-25-2040 | ** | 295,899 | ||||||
FNMA REMIC TR 2010-135 CL-BM 4.0% DUE 12-25-2040 | ** | 1,079,824 | ||||||
FNMA REMIC TR 2010-26 CL-F FLTG RATE DUE 11-25-2036 | ** | 2,351,447 | ||||||
FNMA REMIC TR 2010-43 CL-MC 3.5 DUE 05-25-2040 REG | ** | 15,276 | ||||||
FNMA REMIC TR 2011-44 CL-EB 3 05-25-2026 | ** | 274,850 | ||||||
FNMA REMIC TR 2012-33 CL-CD 2.0% DUE 03-25-2027 | ** | 698,500 | ||||||
FNMA REMIC TR 2012-54 CL-WA 3.0% DUE 04-25-2032 REG | ** | 78,014 | ||||||
FNMA REMIC TR 2012-68 CL-NA 2 DUE 03-25-2042 REG | ** | 762,226 | ||||||
FNMA REMIC TR 2012-90 CL-DA 1.5 03-25-2042 | ** | 122,285 | ||||||
FNMA REMIC TR 2013-118 CL-YA 3.0% DUE 07-25-2028 | ** | 80,497 | ||||||
FNMA REMIC TR 2013-15 CL-CP 1.75 % 04-25-2041 | ** | 1,374,218 | ||||||
FNMA REMIC TR 2013-20 CL-YC 1.75% 03-25-2042 | ** | 1,292,678 | ||||||
FNMA REMIC TR 2013-57 CL-DG 3.5 06-25-2028 | ** | 201,229 | ||||||
FNMA REMIC TR 2013-58 CL-KJ 3 DUE 02-25-2043 | ** | 3,090,958 | ||||||
FNMA REMIC TR 2013-59 CL-HC 1.5 06-25-2028 | ** | 192,932 | ||||||
FNMA REMIC TR 2013-6 CL-NE 2.0% DUE 11-25-2032 REG | ** | 174,690 | ||||||
FNMA REMIC TR 2013-86 CL-LC 3 02-25-2043 | ** | 401,004 | ||||||
FNMA REMIC TR 2013-90 CL-PD 3% 09-25-2042 | ** | 1,560,950 | ||||||
FNMA REMIC TR 2013-93 CL-PJ 3 07-25-2042 REG | ** | 868,824 | ||||||
FNMA REMIC TR 2013-96 CL-FY VAR RATE 07-25-2042 | ** | 2,281,639 | ||||||
FNMA REMIC TR 2013-M6 CL-1AC VAR RATE DUE 02-25-2043 | ** | 121,244 | ||||||
FNMA REMIC TR 2014-26 CL-HC 2.5 02-25-2028 | ** | 708,418 | ||||||
FNMA REMIC TR 2014-32 CL-DK 3.0% 08-25-2043 | ** | 443,349 | ||||||
FNMA REMIC TR 2015-53 CL-MA 2.5 06-25-2045 | ** | 1,312,195 | ||||||
FNMA REMIC TR 2015-79 CL-FE VAR RATE 11-25-2045 | ** | 151,931 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA REMIC TR 2016-10 CL-MA 1.5 10-25-2044 | ** | 327,414 | ||||||
FNMA REMIC TR 2016-100 CL-WF VAR RATE 01-25-2047 | ** | 2,699,955 | ||||||
FNMA REMIC TR 2016-12 CL-EG 2 05-25-2032 | ** | 734,809 | ||||||
FNMA REMIC TR 2016-14 CL-PN 4% 01-25-2046 | ** | 795,774 | ||||||
FNMA REMIC TR 2016-2 CL-WA 3.5 05-25-2041 | ** | 204,311 | ||||||
FNMA REMIC TR 2016-25 CL-A 3% 11-25-2042 | ** | 530,966 | ||||||
FNMA REMIC TR 2016-75 CL-LA 2.5% DUE 05-25-2045 REG | ** | 790,922 | ||||||
FNMA REMIC TR 2016-84 CL-DF VAR RATE 11-25-2046 | ** | 1,796,097 | ||||||
FNMA REMIC TR 2016-97 CL-CF VAR RATE 12-25-2056 | ** | 511,803 | ||||||
FNMA REMIC TR 2020-77 CL-DP .75% 11-25-2050 | ** | 5,805,851 | ||||||
FNMA REMIC TR 2021-M900 CL-A1 .833% 12-25-2030 | ** | 1,882,766 | ||||||
FNMA REMIC TR SER 06-106 CL FC FLTG DUE 11-25-2036 REG | ** | 556,824 | ||||||
FNMA REMIC TR SER 13-99 CL BD 2% 08-25-2041 | ** | 304,579 | ||||||
FNMA REMIC TR SER 1994-15 CL ZK 5.5 GTD MTG PASS THRU CTF DUE 02-25-2024 REG | ** | 63,821 | ||||||
FNMA REMIC TR SER 2013-12 CL-P 1.75% DUE 11-25-2041 REG | ** | 1,054,887 | ||||||
FNMA REMIC TR SR 12-128 CL WB 1.5% 10-25-2032 | ** | 1,197,644 | ||||||
FNMA REMIC TR SR 2010-130 CL-EF VAR RATE 11-25-2040 | ** | 96,415 | ||||||
FNMA REMIC TR SR 2010-135 CL-CA 2.0% 04-25-2040 | ** | 129,222 | ||||||
FNMA REMIC TRANCHE SR 2019-M21 CL 1A1 1.95% 12-31-2049 | ** | 4,385,501 | ||||||
FNMA REMICSER 2012-49 CL-QJ 1.75% 12-25-2040 | ** | 35,045 | ||||||
FNMA SER 07-15 CL CF FLT RT DUE 03-25-2037 REG | ** | 195,754 | ||||||
FNMA SER 10-118 CLS FN VAR RT 10-25-2040 | ** | 6,822,160 | ||||||
FNMA SER 10-57 CL HA 3.5% 02-25-2040 | ** | 100,324 | ||||||
FNMA SER 12-139 CL CA 2.0% 11-25-2042 REG | ** | 721,615 | ||||||
FNMA SER 12-35 CL PL 2.0% DUE 11-25-2041 REG | ** | 223,166 | ||||||
FNMA SER 12-68 CLS CA 1.5 05-25-2031 | ** | 538,885 | ||||||
FNMA SER 12-93 CL FL FLTG DUE 09-25-2032 BEO | ** | 975,826 | ||||||
FNMA SER 13-137 CL BA 1.5% 01-25-2029 | ** | 1,106,859 | ||||||
FNMA SER 13-4 CLS GB 3.92 02-25-2043 | ** | 564,655 | ||||||
FNMA SER 13-44 CLS PB 1.75% DUE 01-25-2043 | ** | 603,830 | ||||||
FNMA SER 13-6 CLS NC 1.5% 11-25-2032 | ** | 1,208,298 | ||||||
FNMA SER 14-35 CLS CA 3.5 06-25-2044 | ** | 1,197,686 | ||||||
FNMA SER 14-67 CL HC 3.0% 03-25-2044 | ** | 39,650 | ||||||
FNMA SER 15-79 CLS FA FLTG 11-25-2045 | ** | 5,294,064 | ||||||
FNMA SER 16-2 CLS HA 3 12-25-2041 | ** | 536,506 | ||||||
FNMA SER 16-8 CLS HA 3.0% 06-25-2027 | ** | 222,705 | ||||||
FNMA SER 18-70 CLS HA 3.5% 10-25-2056 | ** | 8,295,692 | ||||||
FNMA SER 19-28 CL FJ FLTG DUE 06-25-2059 REG | ** | 2,425,776 | ||||||
FNMA SER 2010-54 CL FT FRN 04-25-2037 | ** | 1,407,547 | ||||||
FNMA SER 2010-58 CL NK 3% 05-25-2040 | ** | 10,757 | ||||||
FNMA SER 2010-64 CL DM 05/01/2010 5 06/25/2040 | ** | 121,113 | ||||||
FNMA SER 2011-146 CL NB 4 09-25-2041 | ** | 46,700 | ||||||
FNMA SER 2011-4 CL PK 3.0% 04-25-2040 | ** | 40,030 | ||||||
FNMA SER 2012-102 CL GA 1.375 DUE 09-25-2027 REG | ** | 1,443,226 | ||||||
FNMA SER 2012-145 CL DC 1.5 DUE 01-25-2028 | ** | 281,125 | ||||||
FNMA SER 2012-28 CL B 6.5 06-25-2039 | ** | 25,763 | ||||||
FNMA SER 2013-23 CL-NH 2% 03-25-2028 | ** | 337,294 | ||||||
FNMA SER 2013-9 CL BC 6.5 07-25-2042 | ** | 1,080,670 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA SER 2013-M7 CL A2 2.28 12-27-2022 | ** | 107,107 | ||||||
FNMA SER 2016-76 CL-ME 3.0% 01-25-2046 | ** | 2,412,283 | ||||||
FNMA SER 2017-M12 CL A2 FLTG RT 06-25-2027 | ** | 343,365 | ||||||
FNMA SER 2017-M5 CL A2 3.303% 04-25-2029 | ** | 244,978 | ||||||
FNMA SER 2017-T1 CL A 2.898% DUE 06-25-2027 REG | ** | 528,375 | ||||||
FNMA SER 2017-T1 CL A 2.898% DUE 06-25-2027 REG | ** | 252,610 | ||||||
FNMA SER 2018-17 CL EA 3.5% DUE 11-25-2047 | ** | 501,469 | ||||||
FNMA SER 2018-M10 CLS A1 VAR RT 07-25-2028 | ** | 2,315,856 | ||||||
FNMA SER 2018-M2 CL A1 VAR 01-25-2028 | ** | 1,884,847 | ||||||
FNMA SER 2018-M3 CL A2 3.1935% 02-25-2030 | ** | 377,271 | ||||||
FNMA SER 2018-M4 CL A2 VAR RT DUE 03-25-2028 REG | ** | 485,465 | ||||||
FNMA SER 2019-M18 CL A1 2.079% 04-25-2029 | ** | 9,146,990 | ||||||
FNMA SER 2019-M25 CLS A1 2.142 09-25-2029 | ** | 8,804,948 | ||||||
FNMA SER 2019-M4 CL A2 3.61% 02-25-2031 REG | ** | 452,436 | ||||||
FNMA SER 21-M2G CL A1 1.198% 03-25-2031 REG | ** | 6,410,142 | ||||||
FNMA SER 3877 CL FA VAR RT 11-15-2040 | ** | 249,023 | ||||||
FNMA SER 4544 CL CA 3.5 06-15-2042 | ** | 268,336 | ||||||
FNMA SERIES 2013-96 CLASS YA 3.5 09-25-2038 | ** | 63,266 | ||||||
FNMA SR 06-101 CL FC VAR RT 07-25-2036 | ** | 159,898 | ||||||
FNMA SR 12-107 CL-AJ 1.75 12-25-2031 | ** | 844,653 | ||||||
FNMA SR 13-54 CL-CA 3.0% 06-25-2033 | ** | 3,497,231 | ||||||
FNMA SR 18-M14 CL A1 FLTG 08-25-2028 | ** | 88,908 | ||||||
FNMA SR 19-60 CL BA 2.5% 10-25-2049 | ** | 174,411 | ||||||
FNMA SR 1993-G31 CL-PW 7.0% 09-25-2023 | ** | 644,089 | ||||||
FNMA SR 2013-26 CL-JD 3.0% 04-25-2033 | ** | 2,300,331 | ||||||
FNMA SR 2017-30 CL-VG 3 06-25-2030 | ** | 1,045,919 | ||||||
FNMA SR 2017-M7 CL A2 VAR RT 02-25-2027 | ** | 235,102 | ||||||
FNMA SR 2018-M13 CL A1 VAR DUE 03-25-2030 REG | ** | 1,364,688 | ||||||
FNMA SR 2019-37 CL-AC 3.5% 12-25-2044 | ** | 1,040,728 | ||||||
FNMA SR 2019-M21 CL 2A1 2.0% 01-25-2030 | ** | 2,795,181 | ||||||
FNMA TRANCHE 00689 1.875 09-24-2026 | ** | 246,674 | ||||||
FNMA TRANCHE 00766 2.25 12-25-2032 | ** | 790,814 | ||||||
FNMA TRANCHE 05-25-2027 | ** | 412,132 | ||||||
FNMA TRANCHE 05-25-2027 | ** | 214,095 | ||||||
FNMA TRANCHE 12-25-2026 | ** | 465,574 | ||||||
FNMA TRANCHE 2 01-05-2022 | ** | 6,020,647 | ||||||
FNMA TRANCHE 2.15656 10-25-2023 | ** | 1,399,448 | ||||||
FNMA TRANCHE 2.875% 09-12-2023 | ** | 414,791 | ||||||
FNMA TRANCHE 3 01-25-2046 | ** | 230,987 | ||||||
FNMA TRANCHE 3.5 08-25-2042 | ** | 291,200 | ||||||
FNMA TRANCHE 3.5 10-25-2042 | ** | 727,475 | ||||||
FNMA TRANCHE SER 2013-1 CL LA 1.25 02-25-2028 | ** | 1,558,100 | ||||||
FNMA TRANCHE SER 2018-57 CL QA 4.5% DUE 05-25-2046 REG | ** | 720,863 | ||||||
FNMA TRUST 2004 W-2 CL 2A-2 7 02-25-2044 | ** | 20,318 | ||||||
FNMA VAR 07-25-2024 | ** | 1,037,208 | ||||||
FNMAREMIC SER 13-126 CL VH 4% FIXED 02-25-2025 REG | ** | 156,021 | ||||||
FOCUS FINL PARTNERS INC CL A CL A | ** | 1,475,084 | ||||||
FOMENTO ECONOMICO MEXICANO S A B DE C V 3.5% DUE 01-16-2050 | ** | 220,219 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FOOT LOCKER INC COM | ** | 3,192,756 | ||||||
FORD CR AUTO LEASE .24% DUE 04-15-2024 | ** | 2,976,628 | ||||||
FORD CR AUTO LEASE .26% DUE 02-15-2024 | ** | 459,101 | ||||||
FORD CR AUTO LEASE 1.85% DUE 03-15-2023 | ** | 1,531,079 | ||||||
FORD CR AUTO LEASE 1.88% DUE 05-15-2023 | ** | 318,668 | ||||||
FORD CR AUTO OWNER 1.61% DUE 10-17-2033 | ** | 710,611 | ||||||
FORD CR AUTO OWNER 1.91% DUE 05-15-2034 | ** | 1,192,170 | ||||||
FORD CR AUTO OWNER FLTG RT 2018-A CL A4 3.16% DUE 10-15-2023 | ** | 593,406 | ||||||
FORD CR AUTO OWNER TR 2020-C ASSET BACKED NT CL A-2 .25% DUE 09-15-2023 REG | ** | 1,324,560 | ||||||
FORD CR AUTO OWNER TR SER 2021-A CL A-4 .49% DUE 09-15-2026 REG | ** | 1,177,858 | ||||||
FORD CR AUTO OWNER TR SER 2021-A CL C .83% DUE 08-15-2028 REG | ** | 977,581 | ||||||
FORD CR AUTO OWNER TR SER 20-A CL A3 1.04% 08-15-2024 | ** | 1,983,353 | ||||||
FORD CR FLOORPLAN MASTER OWNER SER 19-2 CL A 3.32% 04-15-2026 | ** | 2,454,273 | ||||||
FORD CR FLOORPLAN MASTER OWNER TR A SER 20-2 CL A 1.06% DUE 09-15-2027 REG | ** | 1,015,312 | ||||||
FORD CREDIT CANADA FRN GTD SNR 01/2022 CAD1 | ** | 1,742,130 | ||||||
FORD FNDTN 2.815% DUE 06-01-2070 | ** | 243,587 | ||||||
FORD MOTOR CR CO LLC 1% EMTN 10/02/2023 DUAL CURR 1.744% DUE 07-19-2024 | ** | 1,736,146 | ||||||
FORD MOTOR CREDIT CO LLC 2.979% DUE 08-03-2022 | ** | 3,517,745 | ||||||
FORD MOTOR CREDIT CO LLC 2.748% DUE 06-14-2024 | ** | 136,530 | ||||||
FORD MTR CO DEL COM PAR $0.01 COM PAR $0.01 | ** | 103,206 | ||||||
FORD MTR CR CO LLC 4.134% DUE 08-04-2025 | ** | 424,500 | ||||||
FORD MTR CR CO LLC 3.219% DUE 01-09-2022 | ** | 2,500,000 | ||||||
FORD MTR CR CO LLC 3.339% DUE 03-28-2022 | ** | 560,980 | ||||||
FORD MTR CR CO LLC 3.37% DUE 11-17-2023 | ** | 206,274 | ||||||
FORD MTR CR CO LLC 4.0% DUE 11-13-2030 BEO | ** | 322,740 | ||||||
FORD MTR CR CO LLC 4.125% DUE 08-17-2027 | ** | 431,752 | ||||||
FORD MTR CR CO LLC 4.14% DUE 02-15-2023 | ** | 204,760 | ||||||
FORD MTR CR CO LLC 4.389% DUE 01-08-2026 | ** | 1,939,500 | ||||||
FORD MTR CR CO LLC FIXED 0% DUE 03-06-2024 | ** | 475,390 | ||||||
FORD MTR CR CO LLC FIXED 3.087% DUE 01-09-2023 | ** | 1,159,272 | ||||||
FORD MTR CR CO LLC MEDIUM TERM NTS SER BTRANCHE # TR 2 3.55% DUE 10-07-2022 | ** | 1,421,175 | ||||||
FORESTAR GROUP INC COM | ** | 91,350 | ||||||
FORGEROCK INC CL A CL A | ** | 252,648 | ||||||
FORMFACTOR INC COM STK | ** | 1,586,164 | ||||||
FORMOSA ADVANCED T TWD10 | ** | 97,425 | ||||||
FORMOSA CHEM&FIBRE TWD10 | ** | 84,554 | ||||||
FORMOSA PLASTIC TWD10 | ** | 157,564 | ||||||
FORMOSAN RUBBER GP TWD10 | ** | 389,852 | ||||||
FORMULA SYST(1985) ILS1 | ** | 470,432 | ||||||
FORTIS HEALTHCARELIMITED. W.E.F | ** | 34,843 | ||||||
FORTIS INC 3.055% DUE 10-04-2026 | ** | 312,456 | ||||||
FORTIVE CORP COM MON STOCK | ** | 13,046,811 | ||||||
FORTNOX AB NPV | ** | 463,166 | ||||||
FORTUNE BRANDS HOME & SEC INC COM | ** | 2,384,511 | ||||||
FORUM ENGINEERING NPV | ** | 119,069 | ||||||
FOUR CORNERS PPTY TR INC COM | ** | 243,985 | ||||||
FOX CORP 4.03% DUE 01-25-2024 | ** | 4,835,531 | ||||||
FOX CORP 4.709% 01-25-2029 | ** | 319,851 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FOX CORP CL A CL A | ** | 205,644 | ||||||
FOX CORP CL B CL B | ** | 90,610 | ||||||
FOX CORP FIXED 3.05% DUE 04-07-2025 | ** | 3,019,047 | ||||||
FRANCE(GOVT OF) 0.5% SNR 25/05/72 EUR1'REGS | ** | 88,362 | ||||||
FRANCE(GOVT OF) 0.75% SNR 25/05/2052 EUR1 | ** | 1,686,579 | ||||||
FRANCE(GOVT OF) 2% SNR 25/05/2048 EUR1 | ** | 731,652 | ||||||
FRANCE(GOVT OF) 3.25% SNR 25/05/2045 EUR1 | ** | 175,663 | ||||||
FRANCE(GOVT OF) IDX/LKD SNR 25/07/2024 EUR1 | ** | 2,232,230 | ||||||
FRANKLIN COVEY CO COM | ** | 480,568 | ||||||
FRANKLIN STR PPTYS CORP COM | ** | 132,001 | ||||||
FREDDIE MAC .6% 09-30-2025 | ** | 25,637,209 | ||||||
FREDDIE MAC 01/02/2051 2% 02-01-2051 | ** | 439,425 | ||||||
FREDDIE MAC 01/03/2051 2% 03-01-2051 | ** | 183,695 | ||||||
FREDDIE MAC 01/07/2051 2.5% 07-01-2051 | ** | 403,356 | ||||||
FREDDIE MAC 01/07/2051 2.5% 07-01-2051 | ** | 3,687,156 | ||||||
FREDDIE MAC 01/07/2051 2.5% 07-01-2051 | ** | 799,717 | ||||||
FREDDIE MAC 01/08/2051 2.5% 08-01-2051 | ** | 392,064 | ||||||
FREDDIE MAC 01/11/2051 2% 11-01-2051 | ** | 398,887 | ||||||
FREDDIE MAC 01/11/2051 2% 11-01-2051 | ** | 294,635 | ||||||
FREDDIE MAC 2% 02-01-2051 | ** | 259,064 | ||||||
FREDDIE MAC 3% 01/06/2050 3% 06-01-2050 | ** | 490,726 | ||||||
FREDDIE MAC 4.5% 01/01/2040 4.5% 01-01-2040 | ** | 3,118,156 | ||||||
FREDDIE MAC FR QC4818 2.5% 08-01-2051 | ** | 296,795 | ||||||
FREDDIE MAC FR QC6551 2.5% 09-01-2051 | ** | 302,431 | ||||||
FREDDIE MAC SER 3914 CL NA 4.0% 06-15-2039 | ** | 357,467 | ||||||
FREDDIE MAC SER 4000 CL PJ 3.0% 01-15-2042 | ** | 39,051 | ||||||
FREDDIE MAC SER 4102 CL CE 1.5% 11-15-2040 | ** | 400,103 | ||||||
FREDDIE MAC SER 4161 CL MA 3% 11-15-2039 | ** | 35,875 | ||||||
FREDDIE MAC STACR REMIC TR 2021-DNA6 NT CL M-2 144A 1.54967% 10-25-2041 | ** | 1,488,138 | ||||||
FREDDIE MAC STACR REMIC TR NT CL M-1 VARRATE 144A .94967% 12-25-2050 | ** | 439,550 | ||||||
FREMF 2015-K45 MTG FLTG RT 3.58857989311% DUE 04-25-2048 | ** | 617,082 | ||||||
FREMF 2015-K45 MTG FLTG RT 3.58857989311% DUE 04-25-2048 | ** | 308,541 | ||||||
FRESENIUS SE&KGAA NPV | ** | 265,241 | ||||||
FRESH DEL MONTE PRODUCE INC COM STK | ** | 311,162 | ||||||
FRESHPET INC COM | ** | 782,834 | ||||||
FRONTDOOR INC COM | ** | 1,031,074 | ||||||
FRONTIER COMMUNICATIONS PARENT INC COM NPV | ** | 456,446 | ||||||
FRONTKEN CORPORATI NPV | ** | 306,097 | ||||||
FS KKR CAP CORP 1.65% 10-12-2024 | ** | 1,668,134 | ||||||
FS KKR CAP CORP COM NEW COM NEW | ** | 1,507,136 | ||||||
FS KKR CAP CORP SR NT 3.125% 10-12-2028 | ** | 3,983,117 | ||||||
FUBON FINANCIAL HL TWD10 | ** | 681,037 | ||||||
FUCHS PETROLUB SE NON VTG PRF NPV (REG) | ** | 157,118 | ||||||
FUELCELL ENERGY INC COM USD0.0001(POST REV SPLIT) | ** | 82,051 | ||||||
FUFENG GROUP LTD | ** | 11,731 | ||||||
FUJITSU NPV | ** | 188,267 | ||||||
FULLER H B CO COM | ** | 7,399,431 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FULLSHARE HOLDINGS HKD0.01 | ** | 249,945 | ||||||
FURYU CORPORATION NPV | ** | 45,214 | ||||||
G.M.I TECHNOLOGY TWD10 | ** | 8,236 | ||||||
G-7 HOLDINGS INC NPV | ** | 118,742 | ||||||
GAJAH TUNGGAL IDR500 | ** | 64,020 | ||||||
GALP ENERGIA SGPS EUR1 | ** | 2,769,498 | ||||||
GAMANIA DIGITAL EN TWD10 | ** | 160,501 | ||||||
GAMING & LEISURE PPTYS INC COM | ** | 503,485 | ||||||
GAP INC COM | ** | 22,168 | ||||||
GARDEN REACH SHIPB INR10.00 | ** | 72,159 | ||||||
GATES INDL CORP PL COM USD0.01 | ** | 3,868,676 | ||||||
GAZIT GLOBE ILS1 | ** | 335,920 | ||||||
GAZPROM PJSC SPON ADR-EACH REPR 2 ORD SHS | ** | 2,401,005 | ||||||
GB GROUP ORD GBP0.025 | ** | 202,053 | ||||||
GCAT 2021-NQM7 TR MTG PASSTHRU CTF CL A-1 1.915% 08-25-2066 | ** | 2,394,480 | ||||||
GCL NEW ENERGY HOL HKD0.00416 | ** | 16,912 | ||||||
GDR AP THAILAND PCL COM STK | ** | 103,067 | ||||||
GE CAP FDG LLC 4.55% 05-15-2032 | ** | 8,881,492 | ||||||
GE CAP INTL FDG CO 4.418% DUE 11-15-2035 | ** | 969,242 | ||||||
GE CAP INTL FDG CO 4.418% DUE 11-15-2035 | ** | 6,454,843 | ||||||
GEA GROUP AG NPV | ** | 2,266,687 | ||||||
GEELY AUTOMOBILE H HKD0.02 | ** | 726,729 | ||||||
GEN CORP NEW 3.25% DUE 04-15-2023 | ** | 92,181 | ||||||
GEN DYNAMICS CORP 2.25% DUE 11-15-2022 | ** | 904,647 | ||||||
GEN DYNAMICS CORP FIXED 3.25% DUE 04-01-2025 | ** | 1,057,400 | ||||||
GEN DYNAMICS CORP FIXED 4.25% DUE 04-01-2040 | ** | 269,328 | ||||||
GEN MOTORS FINL CO 1.05% DUE 03-08-2024 | ** | 2,879,429 | ||||||
GEN MOTORS FINL CO FIXED 2.75% DUE 06-20-2025 | ** | 2,580,787 | ||||||
GEN MOTORS FINL CO FLT MTN 26/03/2022 | ** | 1,365,537 | ||||||
GEN MTRS CO COM | ** | 19,840,392 | ||||||
GEN MTRS FINL CO 3.15% DUE 06-30-2022 | ** | 7,174,840 | ||||||
GEN MTRS FINL CO 3.7% DUE 05-09-2023 | ** | 7,631,463 | ||||||
GEN MTRS FINL CO 5.25% DUE 03-01-2026 | ** | 2,322,372 | ||||||
GEN MTRS FINL CO FIXED 4.15% 06-19-2023 | ** | 1,669,396 | ||||||
GEN MTRS FINL CO FIXED 4.35% DUE 01-17-2027 | ** | 85,974 | ||||||
GENERAC HLDGS INC COM STK | ** | 146,399 | ||||||
GENERAL ELECTRIC CO COM USD0.01(POST REV SPLIT) | ** | 26,377,724 | ||||||
GENERAL INTERFACE TWD10 | ** | 77,151 | ||||||
GENERAL MOTORS FINANCIAL CO INC 2.4% 04-10-2028 | ** | 703,364 | ||||||
GENERAL MOTORS FINL CO BNDS 3.5% 11-07-2024 | ** | 3,675,275 | ||||||
GENERAL MTRS CO 6.125% DUE 10-01-2025 | ** | 5,171,548 | ||||||
GENERAL MTRS FINL CO INC 1.2% DUE 10-15-2024 BEO | ** | 456,717 | ||||||
GENERAL MTRS FINL CO INC 1.2% DUE 10-15-2024 BEO | ** | 2,070,121 | ||||||
GENERAL MTRS FINL CO INC 1.25% DUE 01-08-2026 REG | ** | 315,204 | ||||||
GENERAL MTRS FINL CO INC 1.5% DUE 06-10-2026 BEO | ** | 4,469,222 | ||||||
GENERAL MTRS FINL CO INC 1.7% 08-18-2023 | ** | 1,762,773 | ||||||
GENERAL MTRS FINL CO INC 2.7% DUE 06-10-2031 BEO | ** | 249,393 | ||||||
GENERAL MTRS FINL CO INC FLTG DUE 01-14-2022 REG | ** | 100,030 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GENERAL MTRS FINL CO INC FLTG RT DUE 01-05-2023 | ** | 3,263,453 | ||||||
GENERAL MTRS FINL CO INC SR NT FLTG RATEDUE 11-17-2023 REG | ** | 3,431,450 | ||||||
GENERALITAT DE CAT 4.22% SNR 26/04/35 EUR1000 | ** | 148,235 | ||||||
GENESCO INC COM | ** | 535,563 | ||||||
GENMAB AS DKK1 | ** | 237,139 | ||||||
GENOLUTION INC KRW500 | ** | 89,311 | ||||||
GENPACT LIMITED COM STK USD0.01 | ** | 1,437,513 | ||||||
GENTEX CORP COM | ** | 9,264,350 | ||||||
GENTHERM INC COM NPV | ** | 1,701,850 | ||||||
GENWORTH FINL INC COM CL A COM CL A | ** | 1,137,536 | ||||||
GENWORTH MORTGAGE INSURANCE AUS LTD NPV | ** | 169,222 | ||||||
GEO GROUP INC(THE) COM USD0.01 NEW | ** | 628,145 | ||||||
GEORGIA PWR CO 2.1% 07-30-2023 | ** | 2,657,374 | ||||||
GEORGIA PWR CO 2.85% DUE 05-15-2022 | ** | 706,715 | ||||||
GFL ENVIRONMENTAL INC. COM NPV SUB VTG SHS | ** | 4,613,915 | ||||||
GFT TECHNOLOGIES SE NPV | ** | 732,554 | ||||||
GHCL INR10 | ** | 165,660 | ||||||
GIGA-BYTE TECH TWD10 | ** | 50,234 | ||||||
GILDAN ACTIVEWEAR INC COM | ** | 10,858,962 | ||||||
GILEAD SCIENCES 1.2% DUE 10-01-2027 | ** | 241,809 | ||||||
GILEAD SCIENCES 1.95% DUE 03-01-2022 | ** | 771,026 | ||||||
GILEAD SCIENCES 3.65% DUE 03-01-2026 | ** | 485,043 | ||||||
GILEAD SCIENCES INC | ** | 2,383,423 | ||||||
GILEAD SCIENCES INC .75% DUE 09-29-2023 | ** | 1,149,261 | ||||||
GILEAD SCIENCES INC 2.6% DUE 10-01-2040 | ** | 598,978 | ||||||
GINKGO BIOWORKS HOLDINGS INC COM USD0.0001 CL A | ** | 238,106 | ||||||
GITLAB INC CL A COM | ** | 340,692 | ||||||
GLACIER BANCORP INC NEW COM | ** | 1,321,167 | ||||||
GLAXOSMITHKLINE 2.875% DUE 06-01-2022 | ** | 1,344,952 | ||||||
GLAXOSMITHKLINE 3.375% DUE 05-15-2023 | ** | 202,982 | ||||||
GLAXOSMITHKLINE CAP PLC .534% DUE 10-01-2023 REG | ** | 2,147,969 | ||||||
GLENCORE FDG LLC 4% DUE 03-27-2027 | ** | 1,727,151 | ||||||
GLOBAL BLOOD THERAPEUTICS INC COM | ** | 697,563 | ||||||
GLOBAL BRANDS MANU TWD10 | ** | 227,991 | ||||||
GLOBAL E ONLINE LTD COM NPV | ** | 1,698,852 | ||||||
GLOBAL MEDIACOM IDR100 | ** | 10,157 | ||||||
GLOBAL MIXED-MODE TWD10 | ** | 315,348 | ||||||
GLOBAL PMTS INC 1.2% DUE 03-01-2026 | ** | 4,572,303 | ||||||
GLOBAL PMTS INC 2.15% 01-15-2027 | ** | 773,539 | ||||||
GLOBAL PMTS INC 2.15% 01-15-2027 | ** | 889,068 | ||||||
GLOBAL PMTS INC 2.9% 11-15-2031 | ** | 2,030,907 | ||||||
GLOBAL PMTS INC COM | ** | 1,476,166 | ||||||
GLOBAL PMTS INC FIXED 2.9% DUE 05-15-2030 | ** | 1,426,828 | ||||||
GLOBAL SHIP LEASE INC | ** | 388,829 | ||||||
GLOBAL STANDARD TE KRW500 | ** | 176,309 | ||||||
GLOBAL UNICHIP COR TWD10 | ** | 358,537 | ||||||
GLOBE LIFE INC COM | ** | 8,933,953 | ||||||
GLOBERIDE INC NPV | ** | 208,582 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GLP CAP L P / GLP FING II INC 5.3% 01-15-2029 | ** | 1,929,840 | ||||||
GLP CAPITAL LP/FIN II 3.25% 01-15-2032 | ** | 1,910,241 | ||||||
GLS AUTO 1.48% DUE 07-15-2027 | ** | 2,078,736 | ||||||
GLS AUTO 1.92% DUE 05-15-2025 | ** | 4,028,655 | ||||||
GLS AUTO 2.96% DUE 05-15-2025 | ** | 3,545,703 | ||||||
GLS AUTO 3.16% DUE 06-16-2025 | ** | 2,043,312 | ||||||
GM FINANCIAL AUTOMOBILE LEASING TRU 2020-2 CL A2A .71% DUE 10-20-2022 | ** | 35,393 | ||||||
GM FINL AUTOMOBILE 1.7% DUE 12-20-2023 | ** | 2,663,403 | ||||||
GM FINL AUTOMOBILE LEASING SER 20-3 CL B.76% 10-21-2024 REG | ** | 2,284,217 | ||||||
GM FINL AUTOMOBILE LEASING SER 20-3 CL C 1.11% 10-21-2024 REG | ** | 7,019,048 | ||||||
GM FINL AUTOMOBILE LEASING TR 2020-2 CL A-3 .8% DUE 07-20-2023 REG | ** | 1,151,741 | ||||||
GM FINL AUTOMOBILE LEASING TR 2020-3 SER20-3 CL A2A .35% 11-21-2022 | ** | 240,121 | ||||||
GM FINL CNSMR 1.9% DUE 03-17-2025 | ** | 8,194,596 | ||||||
GM FINL CNSMR 2.18% DUE 04-16-2024 | ** | 788,831 | ||||||
GM FINL CNSMR 2.97% DUE 11-16-2023 | ** | 456,092 | ||||||
GM FINL CNSMR AUTOMOBILE SER 19-4 CL A4 1.76% DUE 01-16-2025 | ** | 1,517,572 | ||||||
GN STORE NORD DKK4 | ** | 636,487 | ||||||
GNMA .60371% 07-20-2070 | ** | 490,100 | ||||||
GNMA 2.3% DUE 11-16-2051 | ** | 696,223 | ||||||
GNMA 2.35% DUE 07-16-2056 | ** | 309,008 | ||||||
GNMA 2.4% DUE 09-16-2058 | ** | 637,133 | ||||||
GNMA 2.5% DUE 09-16-2056 | ** | 71,273 | ||||||
GNMA 2.5% DUE 10-16-2057 | ** | 523,545 | ||||||
GNMA 2008-047 REMIC CL ML 5.25 DUE 06-16-2038 | ** | 23,027 | ||||||
GNMA 2009-069 CL PV 4 DUE 08-20-2039 | ** | 13,353 | ||||||
GNMA 2009-076 REMIC PASSTHRU MX CL CF 09-16-2039 | ** | 473,192 | ||||||
GNMA 2009-096 REMIC PASSTHRU FT 10-20-2039 | ** | 404,704 | ||||||
GNMA 2010-H22 REMIC PASSTHRU CTF CL FE FLTG RATE 05-20-2059 | ** | 232,263 | ||||||
GNMA 2011-157 REMIC PASSTHRU CL PA 3.0% DUE 03-20-2041 | ** | 205,245 | ||||||
GNMA 2011-H09 CL AF VAR 03-20-2061 | ** | 994,200 | ||||||
GNMA 2012-031 REMIC PASSTHRU CL MJ 2.75 DUE 03-20-2041 | ** | 185,490 | ||||||
GNMA 2012-059 REMIC PASSTHRU CTF CL F 05-20-2042 | ** | 146,283 | ||||||
GNMA 2012-H08 REMIC PASSTHRU CTF CL FS 04-20-2062 | ** | 2,272,629 | ||||||
GNMA 2012-H31 REMIC PASSTHRU SECS CL FD VAR RT 12-20-2062 | ** | 7,612,013 | ||||||
GNMA 2013-088 REMIC PASSTHRU SECS CL LV 2.5% 09-16-2026 | ** | 420,346 | ||||||
GNMA 2013-107 REMIC PASSTHRU CTF CL MX-AD FLTG RT 11-16-2047 | ** | 527,132 | ||||||
GNMA 2013-88 REMIC CL WA VAR RT DUE 06-20-2030 REG | ** | 152,148 | ||||||
GNMA 2013-H04 REMIC PASSTHRU CTF CL BA 1.65 DUE 02-20-2063 | ** | 2,366 | ||||||
GNMA 2013-H05 REMIC PASSTHRU CL FB FLTG RT 02-20-2062 | ** | 2,728 | ||||||
GNMA 2014-190 REMIC PASSTHRU CTF CL PA FIXED 3.0% 06-20-2044 | ** | 899,997 | ||||||
GNMA 2014-H10 CL FA FLTG RT DUE04-20-2064 | ** | 879,168 | ||||||
GNMA 2015-021 REMIC PASSTHRU CTF CL MX-AF 07-16-2048 | ** | 136,787 | ||||||
GNMA 2015-H27 REMIC PASSTHRU CTF CL FA 09-20-2065 | ** | 3,612,475 | ||||||
GNMA 2015-H31 REMIC PASSTHRU SEC CL FT 11-20-2065 | ** | 894,771 | ||||||
GNMA 2015-H32 REMIC PASSTHRU CTF CL FH 12-20-2065 | ** | 249,997 | ||||||
GNMA 2016-H04 MTG PASSTHRU CTF CL FK 02-20-2066 | ** | 2,802,522 | ||||||
GNMA 2016-H11 REMIC PASSTHRU CTF CL FE 04-20-2066 | ** | 1,727,874 | ||||||
GNMA 2016-H13 REMIC PASS THRU SECS CL FT05-20-2066 | ** | 1,367,902 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GNMA 2016-H19 REMIC PASSTHRU SECS CL FA 09-20-2066 | ** | 414,573 | ||||||
GNMA 2016-H20 REMIC PASSTHRU CTF CL FG 08-20-2066 | ** | 1,812,566 | ||||||
GNMA 2016-H23 REMIC PASSTHRU CTF CL F FLTG RT 10-20-2066 | ** | 1,144,454 | ||||||
GNMA 2016-H26 REMIC PASSTHRU SECS CL MX-FC 12-20-2066 | ** | 82,464 | ||||||
GNMA 2017-121 MTG PASS THRU CTF 3% 07-20-2046 | ** | 9,534 | ||||||
GNMA 2017-153 CL WA DUE 06-20-2036 | ** | 578,816 | ||||||
GNMA 2017-H03 CL FB FLTG 06-20-2066 | ** | 2,629,134 | ||||||
GNMA 2017-H10 REMIC PASSTHRU SECS CL FB FLTG RT 04-20-2067 REG | ** | 842,980 | ||||||
GNMA 2017-H14 CL FD FLTG 06-20-2067 | ** | 695,054 | ||||||
GNMA 2017-H14 REMIC PASSTHRU CTF CL FB 06-20-2067 | ** | 1,101,681 | ||||||
GNMA 2017-H14 REMIC PASSTHRU CTF CL FE 06-20-2067 | ** | 2,062,780 | ||||||
GNMA 2017-H14 REMIC PASSTHRU CTF CL FG 06-20-2067 | ** | 1,091,266 | ||||||
GNMA 2017-H16 REMIC PASSTHRU CTF CL FG FLTG 07-20-2067 REG | ** | 19,405,141 | ||||||
GNMA 2017-H16 REMIC PASSTHRU CTF CL FH 07-20-2067 | ** | 20,570,788 | ||||||
GNMA 2018-H08 REMIC SER 2018-H08 CLS KF VAR RT DUE 05-20-2068 | ** | 2,493,552 | ||||||
GNMA 2020-H13 REMIC PASSTHRU CTF .50371%08-20-2070 | ** | 75,520 | ||||||
GNMA 2020-H13 REMIC PASSTHRU CTF .55371%07-20-2070 | ** | 5,349,780 | ||||||
GNMA 2020-H13 REMIC PASSTHRU CTF .55371%07-20-2070 | ** | 6,320,175 | ||||||
GNMA 3% DUE 01-20-2046 | ** | 665,585 | ||||||
GNMA 3% DUE 02-16-2046 | ** | 1,015,417 | ||||||
GNMA 3% DUE 09-16-2039 | ** | 12,928 | ||||||
GNMA 3.5% 09/20/2050 3.5% 09-20-2050 | ** | 1,808,987 | ||||||
GNMA 3.5% DUE 03-20-2046 | ** | 1,093,494 | ||||||
GNMA 4% DUE 04-16-2041 | ** | 245,949 | ||||||
GNMA 4% DUE 07-16-2039 | ** | 17,885 | ||||||
GNMA 5% DUE 03-16-2034 | ** | 151,181 | ||||||
GNMA 5.5% DUE 08-20-2033 | ** | 98,964 | ||||||
GNMA 5.5% DUE 11-20-2037 | ** | 42,599 | ||||||
GNMA 6.5% DUE 08-16-2042 | ** | 299,982 | ||||||
GNMA CL 2007-035 CL TE 6 DUE 06-20-2037 | ** | 30,454 | ||||||
GNMA FIXED 2.35% DUE 05-16-2053 | ** | 330,907 | ||||||
GNMA FIXED 3.5% DUE 02-20-2045 | ** | 41,620 | ||||||
GNMA FLTG RT .4335% DUE 10-20-2060 | ** | 3,438,506 | ||||||
GNMA FLTG RT .6035% DUE 04-20-2061 | ** | 3,657,687 | ||||||
GNMA FLTG RT SER 18-H15 CL FG 08-20-2068 REG | ** | 116,117 | ||||||
GNMA FLTG RT SER 18-H19 CL FA 12-20-2063 REG | ** | 16,634,453 | ||||||
GNMA MTG PASS THRU CTF CL FM 02-20-2066 | ** | 7,144 | ||||||
GNMA POOL #3529 5% 03-20-2034 BEO | ** | 1,602 | ||||||
GNMA POOL #4028 6% 09-20-2037 BEO | ** | 24,498 | ||||||
GNMA POOL #4041 7% 10-20-2037 BEO | ** | 122,726 | ||||||
GNMA POOL #4073 6% 01-20-2038 BEO | ** | 50,714 | ||||||
GNMA POOL #4222 6% 08-20-2038 BEO | ** | 22,564 | ||||||
GNMA POOL #4245 6% 09-20-2038 BEO | ** | 265,122 | ||||||
GNMA POOL #4247 7% 09-20-2038 BEO | ** | 106,334 | ||||||
GNMA POOL #4371 6% 02-20-2039 BEO | ** | 5,044 | ||||||
GNMA POOL #4423 4.5% 04-20-2039 BEO | ** | 2,304 | ||||||
GNMA POOL #4447 5% 05-20-2039 BEO | ** | 48,773 | ||||||
GNMA POOL #4520 5% 08-20-2039 BEO | ** | 212,304 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GNMA POOL #4543 6% 09-20-2039 BEO | ** | 19,317 | ||||||
GNMA POOL #4602 6% 12-20-2039 BEO | ** | 3,979 | ||||||
GNMA POOL #4617 4.5% 01-20-2040 BEO | ** | 167,576 | ||||||
GNMA POOL #4717 6% 06-20-2040 BEO | ** | 11,640 | ||||||
GNMA POOL #4746 4.5% 07-20-2040 BEO | ** | 82,537 | ||||||
GNMA POOL #4772 5% 08-20-2040 BEO | ** | 141,166 | ||||||
GNMA POOL #4774 6% 08-20-2040 BEO | ** | 167,212 | ||||||
GNMA POOL #4800 4% 09-20-2040 BEO | ** | 193,746 | ||||||
GNMA POOL #4801 4.5% 09-20-2040 BEO | ** | 7,517 | ||||||
GNMA POOL #4802 5% 09-20-2040 BEO | ** | 117,737 | ||||||
GNMA POOL #4833 4% 10-20-2040 BEO | ** | 660,704 | ||||||
GNMA POOL #4834 4.5% 10-20-2040 BEO | ** | 27,270 | ||||||
GNMA POOL #4855 5% 11-20-2040 BEO | ** | 624,495 | ||||||
GNMA POOL #4883 4.5% 12-20-2040 BEO | ** | 139,227 | ||||||
GNMA POOL #4905 6% 12-20-2040 BEO | ** | 189,347 | ||||||
GNMA POOL #4923 4.5% 01-20-2041 BEO | ** | 186,344 | ||||||
GNMA POOL #4945 4% 02-20-2041 BEO | ** | 110,784 | ||||||
GNMA POOL #497630 SER 2029 6% DUE 02-15-2029 REG | ** | 409 | ||||||
GNMA POOL #4978 4.5% 03-20-2041 BEO | ** | 2,785,606 | ||||||
GNMA POOL #4979 5% 03-20-2041 BEO | ** | 264,981 | ||||||
GNMA POOL #498387 SER 2029 6% DUE 02-15-2029 REG | ** | 1,438 | ||||||
GNMA POOL #4984 5.5% 03-20-2041 BEO | ** | 307,387 | ||||||
GNMA POOL #4991 6% 03-20-2041 BEO | ** | 74,278 | ||||||
GNMA POOL #5016 4% 04-20-2041 BEO | ** | 99,466 | ||||||
GNMA POOL #5017 4.5% 04-20-2041 BEO | ** | 232,547 | ||||||
GNMA POOL #5018 5% 04-20-2041 BEO | ** | 189,806 | ||||||
GNMA POOL #5019 6% 04-20-2041 BEO | ** | 29,652 | ||||||
GNMA POOL #5115 4.5% 07-20-2041 BEO | ** | 40,133 | ||||||
GNMA POOL #5140 4.5% 08-20-2041 BEO | ** | 381,053 | ||||||
GNMA POOL #5189 6% 09-20-2041 BEO | ** | 88,899 | ||||||
GNMA POOL #521330 SER 2035 5% DUE 05-15-2035 BEO | ** | 98,201 | ||||||
GNMA POOL #5240 6% 11-20-2041 BEO | ** | 80,602 | ||||||
GNMA POOL #5259 4% 12-20-2041 BEO | ** | 54,092 | ||||||
GNMA POOL #5269 6% 12-20-2041 BEO | ** | 8,011 | ||||||
GNMA POOL #5280 4% 01-20-2042 BEO | ** | 82,344 | ||||||
GNMA POOL #5305 4% 02-20-2042 BEO | ** | 493,002 | ||||||
GNMA POOL #543812 SER 2031 6% DUE 02-15-2031 REG | ** | 7,745 | ||||||
GNMA POOL #586373 5% DUE 02-15-2035 REG | ** | 3,531 | ||||||
GNMA POOL #594106 SER 2033 4.5% DUE 09-15-2033 BEO | ** | 35,566 | ||||||
GNMA POOL #595611 SER 2035 5% DUE 01-15-2035 BEO | ** | 1,466 | ||||||
GNMA POOL #603692 5% 06-15-2034 BEO | ** | 790 | ||||||
GNMA POOL #604497 5% 07-15-2033 BEO | ** | 4,231 | ||||||
GNMA POOL #607451 SER 2034 5% DUE 01-15-2034 REG | ** | 21,956 | ||||||
GNMA POOL #607465 5% DUE 02-15-2034 REG | ** | 33,707 | ||||||
GNMA POOL #610410 SER 2033 5% DUE 08-15-2033 BEO | ** | 6,941 | ||||||
GNMA POOL #615656 5% 10-15-2033 BEO | ** | 4,108 | ||||||
GNMA POOL #623871 5.0% 06-15-2034 | ** | 3,281 | ||||||
GNMA POOL #633701 5.0% 09-15-2033 | ** | 5,661 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GNMA POOL #636484 5.0% 03-15-2035 | ** | 4,616 | ||||||
GNMA POOL #637746 5.0% 12-15-2034 | ** | 5,006 | ||||||
GNMA POOL #638222 5% 12-15-2034 BEO | ** | 2,636 | ||||||
GNMA POOL #643362 5% 10-15-2035 BEO | ** | 3,933 | ||||||
GNMA POOL #668014 3% 11-15-2044 BEO | ** | 1,879,652 | ||||||
GNMA POOL #670030 3% 07-15-2045 BEO | ** | 449,595 | ||||||
GNMA POOL #672676 SER 2038 5.5% DUE 04-15-2038 BEO | ** | 55,025 | ||||||
GNMA POOL #676754 SER 2038 5.5% DUE 03-15-2038 REG | ** | 96,760 | ||||||
GNMA POOL #687179 SER 2038 5.5% DUE 04-15-2038 REG | ** | 50,410 | ||||||
GNMA POOL #687835 6% 08-15-2038 BEO | ** | 31,187 | ||||||
GNMA POOL #688043 6% 11-15-2038 BEO | ** | 49,596 | ||||||
GNMA POOL #690922 5.5% 06-15-2038 BEO | ** | 64,094 | ||||||
GNMA POOL #697586 5.5% 11-15-2038 BEO | ** | 2,914 | ||||||
GNMA POOL #711379 SER 2038 5.5% DUE 07-15-2038 REG | ** | 1,775 | ||||||
GNMA POOL #723344 4% 09-15-2039 BEO | ** | 206,656 | ||||||
GNMA POOL #723430 4.5% 11-15-2039 BEO | ** | 57,086 | ||||||
GNMA POOL #723616 5% 01-15-2040 BEO | ** | 560,832 | ||||||
GNMA POOL #726480 5% 11-15-2039 BEO | ** | 727,621 | ||||||
GNMA POOL #733600 SER 2040 5% DUE 04-15-2040 REG | ** | 61,424 | ||||||
GNMA POOL #733627 5% 05-15-2040 BEO | ** | 132,926 | ||||||
GNMA POOL #736520 SER 2040 4.5% DUE 04-15-2040 REG | ** | 242,057 | ||||||
GNMA POOL #737111 FIXED 4.5% 04-15-2040 BEO | ** | 179,500 | ||||||
GNMA POOL #738108 4.5% 03-15-2041 BEO | ** | 255,451 | ||||||
GNMA POOL #745243 4% 07-15-2040 BEO | ** | 230,053 | ||||||
GNMA POOL #771561 4.0% 08-15-2041 | ** | 108,148 | ||||||
GNMA POOL #781804 6% 09-15-2034 BEO | ** | 130,329 | ||||||
GNMA POOL #781847 6% 12-15-2034 BEO | ** | 88,393 | ||||||
GNMA POOL #781885 SER 2035 5% DUE 03-15-2035 REG | ** | 6,704 | ||||||
GNMA POOL #781902 6% 02-15-2035 BEO | ** | 123,821 | ||||||
GNMA POOL #781958 5% 07-15-2035 BEO | ** | 7,099 | ||||||
GNMA POOL #782382 5.5% 08-15-2038 BEO | ** | 11,770 | ||||||
GNMA POOL #782436 6% 10-15-2038 BEO | ** | 50,164 | ||||||
GNMA POOL #782716 SER 2039 5% DUE 07-15-2039 REG | ** | 68,918 | ||||||
GNMA POOL #783867 SER 2036 6% DUE 08-15-2036 BEO | ** | 360,991 | ||||||
GNMA POOL #784106 3.5% 01-20-2046 BEO | ** | 209,276 | ||||||
GNMA POOL #784119 3% 02-20-2046 BEO | ** | 319,285 | ||||||
GNMA POOL #784571 3.5% 06-15-2048 BEO | ** | 5,473,800 | ||||||
GNMA POOL #784985 3.5% 09-20-2048 BEO | ** | 146,568 | ||||||
GNMA POOL #799706 SER 2042 3.5% DUE 09-15-2042 BEO | ** | 91,746 | ||||||
GNMA POOL #999999 2% 05-16-2049 BEO | ** | 751,276 | ||||||
GNMA POOL #999999 2.20000004768% 04-16-2057 BEO | ** | 347,399 | ||||||
GNMA POOL #AA5649 SER 2042 3.0% 09-15-2042 | ** | 340,485 | ||||||
GNMA POOL #AA5821 3 DUE 11-15-2042 REG | ** | 509,489 | ||||||
GNMA POOL #AB2892 3.0% 09-15-2042 | ** | 920,467 | ||||||
GNMA POOL #AB3031 SER 2042 3% DUE 10-15-2042 REG | ** | 132,011 | ||||||
GNMA POOL #AB9108 SER 2042 3% DUE 10-15-2042 BEO | ** | 2,279,810 | ||||||
GNMA POOL #AB9205 SER 2042 3% DUE 11-15-2042 BEO | ** | 1,838 | ||||||
GNMA POOL #AB9323 SER 2042 3.5% DUE 09-15-2042 BEO | ** | 30,685 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GNMA POOL #AC3752 3 DUE 12-15-2042 REG | ** | 196,422 | ||||||
GNMA POOL #AD1034 3% DUE 07-15-2043 REG | ** | 292,967 | ||||||
GNMA POOL #AD2413 3.5% DUE 05-15-2043 REG | ** | 125,863 | ||||||
GNMA POOL #AD2414 3.5 DUE 05-15-2043 REG | ** | 104,441 | ||||||
GNMA POOL #AD4102 SER 2043 3 DUE 07-15-2043 REG | ** | 714,075 | ||||||
GNMA POOL #AD6086 3.5% 02-15-2050 BEO | ** | 710,904 | ||||||
GNMA POOL #AE7691 3 DUE 08-15-2043 REG | ** | 1,045,011 | ||||||
GNMA POOL #AE8109 SER 2044 3.5% DUE 01-15-2044 BEO | ** | 89,034 | ||||||
GNMA POOL #AF5807 SER 2044 3.5% DUE 01-15-2044 BEO | ** | 51,539 | ||||||
GNMA POOL #AI6888 3% 05-15-2045 BEO | ** | 839,319 | ||||||
GNMA POOL #AK6718 3% 01-15-2045 BEO | ** | 77,101 | ||||||
GNMA POOL #AK7285 3% 03-15-2045 BEO | ** | 220,827 | ||||||
GNMA POOL #AK7286 3% 03-15-2045 BEO | ** | 398,121 | ||||||
GNMA POOL #AK7329 3% 04-15-2045 BEO | ** | 1,569,943 | ||||||
GNMA POOL #AK8997 SER 2045 3% DUE 07-15-2045 BEO | ** | 392,792 | ||||||
GNMA POOL #AL1539 3% 05-15-2045 BEO | ** | 76,883 | ||||||
GNMA POOL #AL4608 SER 2045 3% DUE 03-15-2045 BEO | ** | 985,067 | ||||||
GNMA POOL #AL8635 SER 2045 3% DUE 03-15-2045 BEO | ** | 1,032,251 | ||||||
GNMA POOL #AM4099 3% 04-15-2045 BEO | ** | 675,359 | ||||||
GNMA POOL #AM8643 3% 05-15-2045 BEO | ** | 750,057 | ||||||
GNMA POOL #AM8646 3% 05-15-2045 BEO | ** | 297,182 | ||||||
GNMA POOL #AN5715 3% 06-15-2045 BEO | ** | 143,726 | ||||||
GNMA POOL #AN5721 3% 06-15-2045 BEO | ** | 67,457 | ||||||
GNMA POOL #AN5726 SER 2045 3% DUE 06-15-2045 BEO | ** | 951,193 | ||||||
GNMA POOL #AN5733 3% 06-15-2045 BEO | ** | 102,902 | ||||||
GNMA POOL #AN5734 SER 2045 3% DUE 06-15-2045 BEO | ** | 923,924 | ||||||
GNMA POOL #BD4016 3% 10-15-2049 BEO | ** | 650,434 | ||||||
GNMA POOL #BL1045X SER 2049 3.5% 10-15-2049 | ** | 461,844 | ||||||
GNMA POOL #BM7534 3.5% 02-20-2050 BEO | ** | 226,071 | ||||||
GNMA POOL #BM9692 4.5% 07-20-2049 BEO | ** | 833,251 | ||||||
GNMA POOL #BM9734 4% 10-20-2049 BEO | ** | 216,927 | ||||||
GNMA POOL #BM9743 4% 11-20-2049 BEO | ** | 2,145,172 | ||||||
GNMA POOL #BP6203X 3.5% 11-15-2049 | ** | 646,400 | ||||||
GNMA POOL #BP6229 3% 11-15-2049 BEO | ** | 1,057,891 | ||||||
GNMA POOL #BQ0651 3.5% 11-15-2049 BEO | ** | 276,377 | ||||||
GNMA POOL #BQ1238 3.5% 10-15-2049 BEO | ** | 346,914 | ||||||
GNMA POOL #BQ7371 3.5% 11-15-2049 BEO | ** | 88,766 | ||||||
GNMA POOL #BR6606 3% 02-15-2050 BEO | ** | 46,099 | ||||||
GNMA POOL #BS1728 4% 01-20-2050 BEO | ** | 199,420 | ||||||
GNMA POOL #BS1742 4% 02-20-2050 BEO | ** | 184,552 | ||||||
GNMA POOL #BS1754 4% 03-15-2050 BEO | ** | 41,356 | ||||||
GNMA POOL #BS1757 4% 03-20-2050 BEO | ** | 109,970 | ||||||
GNMA POOL #BS5027 3.5% 02-15-2050 BEO | ** | 33,618 | ||||||
GNMA POOL #BS5195 3.5% 01-15-2050 BEO | ** | 86,450 | ||||||
GNMA POOL #BS8439 3.5% 05-15-2050 BEO | ** | 643,846 | ||||||
GNMA POOL #BS8546 2.5% 12-20-2050 BEO | ** | 461,855 | ||||||
GNMA POOL #BT0812 3% 03-20-2050 BEO | ** | 1,141,251 | ||||||
GNMA POOL #BT1888 2.5% 12-20-2050 BEO | ** | 552,426 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GNMA POOL #MA0318 3.5% 08-20-2042 BEO | ** | 1,047,283 | ||||||
GNMA POOL #MA1376 4% 10-20-2043 BEO | ** | 234,803 | ||||||
GNMA POOL #MA1377 4.5% 10-20-2043 BEO | ** | 422,812 | ||||||
GNMA POOL #MA1448 3.5% 11-20-2043 BEO | ** | 7,499 | ||||||
GNMA POOL #MA1839 4% 04-20-2044 BEO | ** | 275,270 | ||||||
GNMA POOL #MA1997 4.5% 06-20-2044 BEO | ** | 331,811 | ||||||
GNMA POOL #MA2072 3% 07-20-2044 BEO | ** | 177,780 | ||||||
GNMA POOL #MA2149 4% 08-20-2044 BEO | ** | 170,434 | ||||||
GNMA POOL #MA2303 3.5% 10-20-2044 BEO | ** | 470,131 | ||||||
GNMA POOL #MA2446 4% 12-20-2044 BEO | ** | 309,296 | ||||||
GNMA POOL #MA2753 3% 04-20-2045 BEO | ** | 221,313 | ||||||
GNMA POOL #MA2825 3% 05-20-2045 BEO | ** | 202,429 | ||||||
GNMA POOL #MA2960 3% 07-20-2045 BEO | ** | 406,441 | ||||||
GNMA POOL #MA3037 5% 08-20-2045 BEO | ** | 169,730 | ||||||
GNMA POOL #MA3243 3% 11-20-2045 BEO | ** | 136,987 | ||||||
GNMA POOL #MA3245 4% 11-20-2045 BEO | ** | 449,753 | ||||||
GNMA POOL #MA3311 4% 12-20-2045 BEO | ** | 549,828 | ||||||
GNMA POOL #MA3375 3% 01-20-2046 BEO | ** | 88,001 | ||||||
GNMA POOL #MA3663 3.5% 05-20-2046 BEO | ** | 517,350 | ||||||
GNMA POOL #MA3737 4% 06-20-2046 BEO | ** | 751,550 | ||||||
GNMA POOL #MA3802 3% 07-20-2046 BEO | ** | 217,722 | ||||||
GNMA POOL #MA3803 3.5% 07-20-2046 BEO | ** | 3,151,979 | ||||||
GNMA POOL #MA3873 3% 08-20-2046 BEO | ** | 645,415 | ||||||
GNMA POOL #MA3937 3.5% 09-20-2046 BEO | ** | 237,764 | ||||||
GNMA POOL #MA3939 4.5% 09-20-2046 BEO | ** | 267,975 | ||||||
GNMA POOL #MA4068 3% 11-20-2046 BEO | ** | 313,552 | ||||||
GNMA POOL #MA4070 4% 11-20-2046 BEO | ** | 236,581 | ||||||
GNMA POOL #MA4071 4.5% 11-20-2046 BEO | ** | 643,125 | ||||||
GNMA POOL #MA4125 2.5% 12-20-2046 BEO | ** | 530,157 | ||||||
GNMA POOL #MA4127 3.5% 12-20-2046 BEO | ** | 836,824 | ||||||
GNMA POOL #MA4195 3% 01-20-2047 BEO | ** | 537,847 | ||||||
GNMA POOL #MA4196 3.5% 01-20-2047 BEO | ** | 585,997 | ||||||
GNMA POOL #MA4261 3% 02-20-2047 BEO | ** | 1,603,181 | ||||||
GNMA POOL #MA4263 4% 02-20-2047 BEO | ** | 319,290 | ||||||
GNMA POOL #MA4321 3.5% 03-20-2047 BEO | ** | 643,025 | ||||||
GNMA POOL #MA4381 3% 04-20-2047 BEO | ** | 58,739 | ||||||
GNMA POOL #MA4382 3.5% 04-20-2047 BEO | ** | 692,138 | ||||||
GNMA POOL #MA4450 3% 05-20-2047 BEO | ** | 1,026,517 | ||||||
GNMA POOL #MA4510 3.5% 06-20-2047 BEO | ** | 1,105,117 | ||||||
GNMA POOL #MA4585 3% 07-20-2047 BEO | ** | 361,396 | ||||||
GNMA POOL #MA4781 5% 10-20-2047 BEO | ** | 759,100 | ||||||
GNMA POOL #MA4838 4% 11-20-2047 BEO | ** | 2,180,262 | ||||||
GNMA POOL #MA4899 3% 12-20-2047 BEO | ** | 1,539,273 | ||||||
GNMA POOL #MA4961 3% 01-20-2048 BEO | ** | 973,272 | ||||||
GNMA POOL #MA4962 3.5% 01-20-2048 BEO | ** | 469,586 | ||||||
GNMA POOL #MA4964 4.5% 01-20-2048 BEO | ** | 313,171 | ||||||
GNMA POOL #MA5018 3% 02-20-2048 BEO | ** | 103,150 | ||||||
GNMA POOL #MA5019 3.5% 02-20-2048 BEO | ** | 2,246,759 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GNMA POOL #MA5021 4.5% 02-20-2048 BEO | ** | 1,822,946 | ||||||
GNMA POOL #MA5137 4% 04-20-2048 BEO | ** | 593,825 | ||||||
GNMA POOL #MA5138 4.5% 04-20-2048 BEO | ** | 1,095,035 | ||||||
GNMA POOL #MA5265 4.5% 06-20-2048 BEO | ** | 707,224 | ||||||
GNMA POOL #MA5399 4.5% 08-20-2048 BEO | ** | 533,955 | ||||||
GNMA POOL #MA5594 3.5% 11-20-2048 BEO | ** | 777,676 | ||||||
GNMA POOL #MA5877 4.5% DUE 04-20-2049 REG | ** | 503,608 | ||||||
GNMA POOL #MA6038 3% 07-20-2049 BEO | ** | 300,193 | ||||||
GNMA POOL #MA6413 5% 01-20-2050 BEO | ** | 33,368 | ||||||
GNMA POOL #MA6477 4.5% 02-20-2050 BEO | ** | 522,077 | ||||||
GNMA POOL #MA6603 5% 04-20-2050 BEO | ** | 37,187 | ||||||
GNMA POOL #MA6999 4.5% 11-20-2050 BEO | ** | 4,291,954 | ||||||
GNMA POOL AE7613 SER 2043 3 DUE 07-15-2043 REG | ** | 108,801 | ||||||
GNMA REMIC 2015-H30 CL FD FLT RT 10-20-2065 | ** | 2,423,321 | ||||||
GNMA REMIC SER 10-61 CL KG 4% FIXED DUE 03-16-2040 | ** | 725,425 | ||||||
GNMA REMIC SER 11-116 CL BA 2% DUE 08-16-2026 | ** | 343,691 | ||||||
GNMA REMIC SER 11-128 CL BL 2% DUE 09-16-2026 | ** | 197,556 | ||||||
GNMA REMIC SER 13-H24 CL FB FLTG DUE 09-20-2063 | ** | 2,223,023 | ||||||
GNMA REMIC SER 15-H04 CL FA FLTG DUE 12-20-2064 REG | ** | 6,064,580 | ||||||
GNMA REMIC SER 2008-032 CL PN 4.2 10-16-2037 | ** | 10,109 | ||||||
GNMA REMIC SR 19-78 CL KP 2.5% 06-20-2049 | ** | 1,877,964 | ||||||
GNMA REMIC SR 2017-H12 CL FL VAR RT 05-20-2067 | ** | 18,475,094 | ||||||
GNMA SER 2017-H01 CL FC FLTG 12-20-2066 | ** | 1,403,244 | ||||||
GNMA SER 09-98 CLS DA 3.25% 07-16-2039 | ** | 1,605,799 | ||||||
GNMA SER 12-H12 CL HD 2.0% 05-20-2062 | ** | 58,184 | ||||||
GNMA SER 13-115 CL PB 02-20-2043 | ** | 112,631 | ||||||
GNMA SER 13-17 CL A 2.5% 10-20-2039 | ** | 126,869 | ||||||
GNMA SER 13-H18 CL EA FLTG DUE 07-20-2063 REG | ** | 1,990,848 | ||||||
GNMA SER 18-36 CL AM 3.0% 07-20-2045 | ** | 4,913,048 | ||||||
GNMA SER 19-111 CL NA 3.5% 05-20-2048 | ** | 5,835,207 | ||||||
GNMA SER 2.25 DUE 12-16-2041 | ** | 549,903 | ||||||
GNMA SER 2009-061 CL NP 4.0% DUE 08-20-2039 | ** | 370,971 | ||||||
GNMA SER 2010-H010 CL FC FLTG RT DUE 05-20-2060 | ** | 1,509,148 | ||||||
GNMA SER 2013-144 CL DA 3.0% 09-20-2041 | ** | 271,664 | ||||||
GNMA SER 2014-054 CL AC 2.87422 DUE 02-16-2049 | ** | 90,224 | ||||||
GNMA SER 2014-17 CL AM FLTG RT DUE 06-16-2048 REG | ** | 19,183 | ||||||
GNMA SER 2015-H11 CL FC FLTG RT 5-20-2065 | ** | 1,334,232 | ||||||
GNMA SER 2015-H20 CL FB FLT RT 08-20-2065 | ** | 351,590 | ||||||
GNMA SER 2017-051 CL AB 2.35% 04-16-2057 | ** | 998,138 | ||||||
GNMA SER 2017-H07 CL FG FLTG RT DUE 02-20-2067 REG | ** | 4,233,752 | ||||||
GNMA SER 2017-H19 CL FA FLTG RT DUE 08-20-2067 | ** | 4,339,195 | ||||||
GNMA SER 2018-38 CL WF FLTG DUE 10-20-2043 | ** | 141,815 | ||||||
GNMA SER 2018-H06 CL PF FLTG 02-20-2068 | ** | 2,870,600 | ||||||
GNMA SER 2018-H07 CL FD FLTG 05-20-2068 REG | ** | 5,181,484 | ||||||
GNMA SR 2019-H09 CL F-G FLTG RT 05-20-2069 | ** | 4,008,127 | ||||||
GNMA SR 2006-38 CL FZ FLTG DUE 09-16-2035 | ** | 1,182,641 | ||||||
GNMA SR 2010-115 CL DA 2.5% DUE 09-20-2040 | ** | 380,693 | ||||||
GNMA SR 2011-156 CL PD 2.0% 04-20-2040 | ** | 304,387 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GNMA SR 2018-166 CL H-C 3.5% 09-20-2048 | ** | 614,627 | ||||||
GNMA SR 2019-031CL HA 3.0% 07-20-2047 | ** | 590,335 | ||||||
GNMA SR 20-H09 CL FL FLTG RT 05-20-2070 | ** | 1,728,837 | ||||||
GNMA SR 20-H09 CL NF FLTG RT 04-20-2070 | ** | 75,774 | ||||||
GNMAI POOL #783669 3.0% 09-15-2042 | ** | 69,026 | ||||||
GNMAII POOL #004224 SER 2038 7 DUE 08-20-2038 REG | ** | 86,159 | ||||||
GNMAII POOL #2958 SER 2030 8% DUE 08-20-2030 REG | ** | 6,357 | ||||||
GNMAII POOL #3879 SER 2036 6% DUE 07-20-2036 REG | ** | 948 | ||||||
GNMAII POOL #4040 SER 2037 6.5% DUE 10-20-2037 REG | ** | 7,944 | ||||||
GNMAII POOL #4060 SER 2037 6% DUE 12-20-2037 REG | ** | 25,477 | ||||||
GNMAII POOL #4099 SER 2038 6% DUE 03-20-2038 REG | ** | 10,475 | ||||||
GNMAII POOL #4195 SER 2038 6% DUE 07-20-2038 REG | ** | 3,671 | ||||||
GNMAII POOL #4268 SER 2038 6% DUE 10-20-2038 REG | ** | 2,743 | ||||||
GNMAII POOL #4291 SER 2038 6% DUE 11-20-2038 REG | ** | 132,810 | ||||||
GNMAII POOL #4696 SER 2040 4.5% DUE 05-20-2040 REG | ** | 346,493 | ||||||
GNMAII POOL #4697 SER 2040 5% DUE 05-20-2040 REG | ** | 82,489 | ||||||
GNMAII POOL #4747 SER 2040 5% DUE 07-20-2040 BEO | ** | 474,280 | ||||||
GNMAII POOL #4837 SER 2040 6% DUE 10-20-2040 BEO | ** | 32,167 | ||||||
GNMAII POOL #4922 SER 2041 4% DUE 01-20-2041 BEO | ** | 143,379 | ||||||
GNMAII POOL #5063 SER 2041 6% DUE 05-20-2041 BEO | ** | 44,347 | ||||||
GNMAII POOL #5082 SER 2041 4.5% DUE 06-20-2041 BEO | ** | 161,261 | ||||||
GNMAII POOL #5326 SER 2027 3% DUE 03-20-2027 BEO | ** | 83,056 | ||||||
GNMAII POOL #783368 SER 2041 4.5% DUE 07-20-2041 BEO | ** | 553,831 | ||||||
GNMAII POOL #783637 SER 2042 3% DUE 06-20-2042 REG | ** | 50,719 | ||||||
GNMAII POOL #784825 SER 2049 3.5% DUE 10-20-2049 | ** | 261,853 | ||||||
GNMAII POOL #784905 SER 2050 3.0% DUE 01-20-2050 REG | ** | 1,131,429 | ||||||
GNMAII POOL #80012 SER 2026 ADJ RT 11-20-2026 | ** | 5,754 | ||||||
GNMAII POOL #80106 1.625% DUE 08-20-2027REG | ** | 7,484 | ||||||
GNMAII POOL #80397 SER 2030 ADJ RT 04-20-2030 | ** | 858 | ||||||
GNMAII POOL #8358 ADJ RT 01-20-2024 | ** | 2,381 | ||||||
GNMAII POOL #8399 SER 2024 ADJ RT 04-20-2024 | ** | 2,282 | ||||||
GNMAII POOL #8744 SER 2025 ADJ RT 11-20-2025 | ** | 8,538 | ||||||
GNMAII POOL #8770 SER 2025 ADJ RT 12-20-2025 | ** | 9,250 | ||||||
GNMAII POOL #8781 SER 2026 ADJ RT 01-20-2026 | ** | 264 | ||||||
GNMAII POOL #8788 SER 2026 2% DUE 01-20-2026 REG | ** | 2,570 | ||||||
GNMAII POOL #BS8420 SER 2050 4% DUE 04-20-2050 BEO | ** | 905,363 | ||||||
GNMAII POOL #G2 MA4654 SER 2047 4.5% DUE08-20-2047 REG GNMAII | ** | 502,477 | ||||||
GNMAII POOL #MA0023 SER 2042 4% DUE 04-20-2042 REG | ** | 159,084 | ||||||
GNMAII POOL #MA0073 SER 2027 3% DUE 05-20-2027 REG | ** | 183,849 | ||||||
GNMAII POOL #MA0272 SER 2027 2.0% DUE 07-20-2027 | ** | 172,506 | ||||||
GNMAII POOL #MA0299 SER 2027 2.5% DUE 08-20-2027 REG | ** | 382,062 | ||||||
GNMAII POOL #MA0317 3 DUE 08-20-2012 REG | ** | 576,639 | ||||||
GNMAII POOL #MA0391 SER 2042 3% DUE 09-20-2042 REG | ** | 739,465 | ||||||
GNMAII POOL #MA0392 SER 2042 3.5 DUE 09-20-2042 REG | ** | 799,654 | ||||||
GNMAII POOL #MA0462 3.5 DUE 10-20-2042 REG | ** | 1,112,912 | ||||||
GNMAII POOL #MA0463 4 DUE 10-20-2042 REG | ** | 805,569 | ||||||
GNMAII POOL #MA0624 3 12-20-2042 REG | ** | 277,581 | ||||||
GNMAII POOL #MA0626 4 DUE 11-20-2042 REG | ** | 393,980 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GNMAII POOL #MA0698 3 01-20-2043 REG | ** | 394,339 | ||||||
GNMAII POOL #MA0933 SER 2043 3% DUE 04-20-2043 REG | ** | 330,080 | ||||||
GNMAII POOL #MA1012 SER 2043 3.5% DUE 05-20-2043 REG | ** | 886,764 | ||||||
GNMAII POOL #MA1995 SER 2044 3.5% DUE 06-20-2044 BEO | ** | 1,873,342 | ||||||
GNMAII POOL #MA2372 SER 2044 4% DUE 11-20-2044 REG | ** | 701,801 | ||||||
GNMAII POOL #MA2678 SER 2045 3.5% DUE 03-20-2045 REG | ** | 742,063 | ||||||
GNMAII POOL #MA2754 SER 2045 3.5% DUE 04-20-2045 REG | ** | 1,418,650 | ||||||
GNMAII POOL #MA3172 SER 2045 3% DUE 10-20-2045 REG | ** | 701,949 | ||||||
GNMAII POOL #MA3174 SER 2045 4% DUE 10-20-2045 REG | ** | 355,785 | ||||||
GNMAII POOL #MA3597 SER 2046 3.5% DUE 04-20-2046 BEO | ** | 3,522,870 | ||||||
GNMAII POOL #MA3662 SER 2046 3% DUE 05-20-2046 REG | ** | 1,245,919 | ||||||
GNMAII POOL #MA3736 SER 2046 3.5% DUE 06-20-2046 REG | ** | 471,759 | ||||||
GNMAII POOL #MA4003 SER 2046 3% DUE 10-20-2046 REG | ** | 1,963,719 | ||||||
GNMAII POOL #MA4004 SER 2046 3.5% DUE 10-20-2046 REG | ** | 2,604,348 | ||||||
GNMAII POOL #MA4322 SER 2047 4% DUE 03-20-2047 REG | ** | 1,031,578 | ||||||
GNMAII POOL #MA4383 SER 2047 4% DUE 04-20-2047 REG | ** | 429,546 | ||||||
GNMAII POOL #MA4452 4.0% DUE 05-20-2047 REG | ** | 379,343 | ||||||
GNMAII POOL #MA4511 SER 2047 4% DUE 06-20-2047 REG | ** | 2,730,724 | ||||||
GNMAII POOL #MA4587 SER 2047 4% DUE 07-20-2047 REG | ** | 265,990 | ||||||
GNMAII POOL #MA4718 3% DUE 09-20-2047 REG | ** | 95,407 | ||||||
GNMAII POOL #MA4720 SER 2047 4% DUE 09-20-2047 REG | ** | 7,248,285 | ||||||
GNMAII POOL #MA4837 SER 2047 3.5% DUE 11-20-2047 REG | ** | 536,864 | ||||||
GNMAII POOL #MA4900 SER 2047 3.5% DUE 12-20-2047 | ** | 129,056 | ||||||
GNMAII POOL #MA4901 4% 12-20-2047 | ** | 905,060 | ||||||
GNMAII POOL #MA5020 4.0% 02-20-2048 | ** | 638,566 | ||||||
GNMAII POOL #MA5078 4.0% 03-20-2048 | ** | 1,036,881 | ||||||
GNMAII POOL #MA5079 4.5% 03-20-2048 | ** | 95,599 | ||||||
GNMAII POOL #MA5266 SER 2048 5% DUE 06-01-2048 REG | ** | 147,022 | ||||||
GNMAII POOL #MA5331 4.5% DUE 07-20-2048 REG | ** | 95,490 | ||||||
GNMAII POOL #MA5529 4.5% 10-20-2048 | ** | 740,352 | ||||||
GNMAII POOL #MA5597 5.0% 11-20-2048 REG | ** | 28,377 | ||||||
GNMAII POOL #MA5652 SER 2048 4.5% DUE 12-20-2048 REG | ** | 288,121 | ||||||
GNMAII POOL #MA5762 3.5% DUE 02-20-2049 | ** | 20,993 | ||||||
GNMAII POOL #MA5818 SER 2049 4.5% DUE 03-20-2049 REG MBS | ** | 798,639 | ||||||
GNMAII POOL #MA5819 SER 2049 5% DUE 03-20-2049 BEO | ** | 29,425 | ||||||
GNMAII POOL #MA5988 5.0% 06-20-2049 | ** | 133,203 | ||||||
GNMAII POOL #MA6153 3.0% 09-20-2049 | ** | 971,751 | ||||||
GNMAII POOL #MA6342M 5.0% 12-20-2049 | ** | 29,203 | ||||||
GNMAII POOL #MA6474 3.0% 02-20-2050 REG | ** | 1,759,319 | ||||||
GNMAII POOL #MA6544 4.5% 03-20-2050 | ** | 310,419 | ||||||
GNMAII POOL #MA6659 4.5% 05-20-2050 | ** | 4,304,023 | ||||||
GNMAII POOL #MA6767 3.5% DUE 07-20-2050 | ** | 322,666 | ||||||
GNMAII POOL #MA7254 2.0% DUE 03-20-2051 REG | ** | 2,770,420 | ||||||
GNMAII POOL #MA7367 SER 2051 2.5% DUE 05-20-2051 REG | ** | 5,893,365 | ||||||
GNMAII POOL #MA7590 SER 2051 3% DUE 09-20-2051 REG | ** | 2,845,498 | ||||||
GNMAII POOL MA5711 SER 2049 4.5% DUE 01-20-2049 REG | ** | 2,416,657 | ||||||
GODADDY INC CL A CL A | ** | 760,685 | ||||||
GODREJ PROPS LTD DEMAT EQUITY INR 5 | ** | 765,584 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GOHEALTH INC CL A CL A | ** | 28,243 | ||||||
GOLD BULLION BAR .9999-1 OZ | ** | 12,310,281 | ||||||
GOLD CIRCUIT ELECT TWD10 | ** | 54,771 | ||||||
GOLDEN ST TOB SECURITIZATION CORP 3.714%06-01-2041 | ** | 800,912 | ||||||
GOLDEN ST TOB SECURITIZATION CORP CALIF 1.237% DUE 06-01-2022 REG | ** | 200,162 | ||||||
GOLDEN ST TOB SECURITIZATION CORP CALIF 3.0% 06-01-2046 | ** | 4,097,422 | ||||||
GOLDEN ST TOB SECURITIZATION CORP CALIF 4.214% DUE 06-01-2050 REG | ** | 3,699,805 | ||||||
GOLDMAN SACHS 2.905% DUE 07-24-2023 | ** | 4,358,653 | ||||||
GOLDMAN SACHS 3.2% DUE 02-23-2023 | ** | 3,689,235 | ||||||
GOLDMAN SACHS 3.5% DUE 11-16-2026 | ** | 6,653,141 | ||||||
GOLDMAN SACHS 3.691% DUE 06-05-2028 | ** | 1,077,544 | ||||||
GOLDMAN SACHS 3.691% DUE 06-05-2028 | ** | 15,462,754 | ||||||
GOLDMAN SACHS 3.75% DUE 02-25-2026 | ** | 915,813 | ||||||
GOLDMAN SACHS 3.85% DUE 01-26-2027 | ** | 7,693,819 | ||||||
GOLDMAN SACHS 3.85% DUE 07-08-2024 | ** | 7,447,271 | ||||||
GOLDMAN SACHS 4% DUE 03-03-2024 | ** | 4,580,744 | ||||||
GOLDMAN SACHS 4.25% DUE 10-21-2025 | ** | 1,254,652 | ||||||
GOLDMAN SACHS 4.75% DUE 10-21-2045 | ** | 12,911 | ||||||
GOLDMAN SACHS 5.75% DUE 01-24-2022 | ** | 2,331,993 | ||||||
GOLDMAN SACHS 6.75% DUE 10-01-2037 | ** | 340,984 | ||||||
GOLDMAN SACHS CAP II GTD FIXED TO FLTG NORMAL PPS DUE 06-01-2043/06-01-2012 REG | ** | 5,880 | ||||||
GOLDMAN SACHS FIXED 3.5% DUE 04-01-2025 | ** | 17,257,502 | ||||||
GOLDMAN SACHS FLTG RT .673% DUE 03-08-2024 | ** | 5,959,387 | ||||||
GOLDMAN SACHS FLTG RT 4.017% DUE 10-31-2038 | ** | 573,224 | ||||||
GOLDMAN SACHS GROUP INC .657% DUE 09-10-2024 BEO | ** | 3,649,496 | ||||||
GOLDMAN SACHS GROUP INC .925% DUE 10-21-2024 BEO | ** | 4,410,434 | ||||||
GOLDMAN SACHS GROUP INC 1.093% DUE 12-09-2026 REG | ** | 2,066,892 | ||||||
GOLDMAN SACHS GROUP INC 1.542% DUE 09-10-2027 BEO | ** | 12,352,006 | ||||||
GOLDMAN SACHS GROUP INC 1.992% DUE 01-27-2032 REG | ** | 1,055,849 | ||||||
GOLDMAN SACHS GROUP INC 2.6% DUE 02-07-2030 | ** | 1,017,736 | ||||||
GOLDMAN SACHS GROUP INC 2.65% 10-21-2032 | ** | 2,775,518 | ||||||
GOLDMAN SACHS GROUP INC 2.908% 06-05-2023 REG | ** | 1,462,112 | ||||||
GOLDMAN SACHS GROUP INC 2.908% DUE 07-21-2042 BEO | ** | 498,562 | ||||||
GOLDMAN SACHS GROUP INC 3.21% DUE 04-22-2042 BEO | ** | 676,034 | ||||||
GOLDMAN SACHS GROUP INC 3.272% 09-29-2025 REG | ** | 5,247,329 | ||||||
GOLDMAN SACHS GROUP INC 4.223% 05-01-2029 | ** | 222,337 | ||||||
GOLDMAN SACHS GROUP INC 4.223% 05-01-2029 | ** | 10,894,496 | ||||||
GOLDMAN SACHS GROUP INC 6 45 05 01 6.45 DUE 05-01-2036 BEO | ** | 123,193 | ||||||
GOLDMAN SACHS GROUP INC COM | ** | 28,844,653 | ||||||
GOLDMAN SACHS GROUP INC FLTG DUE 10-21-2027 BEO | ** | 3,870,229 | ||||||
GOLDMAN SACHS GROUP INC FLTG RT 12-06-2023 | ** | 2,000,146 | ||||||
GOLDMAN SACHS GROUP INC FRN 10-28-2027 | ** | 1,674,586 | ||||||
GOLDMAN SACHS GROUP INC SR GLOBAL NT 1.431% 03-09-2027 | ** | 13,427,984 | ||||||
GOLDMAN SACHS MTG SER 2012-GCJ9 CL A3 2.773 DUE 11-10-2045 | ** | 3,792,281 | ||||||
GOLFZON CO LTD KRW500 | ** | 175,934 | ||||||
GOODMAN GROUP NPV | ** | 519,414 | ||||||
GOODMAN PROPERTY UNIT NZD | ** | 687,303 | ||||||
GOODYEAR TIRE & RUBBER CO COM | ** | 3,520,252 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GOOSEHEAD INS INC COM CL A COM CL A | ** | 1,494,229 | ||||||
GOPRO INC CL A CL A | ** | 615,961 | ||||||
GOSSAMER BIO INC COM USD0.0001 | ** | 338,621 | ||||||
GOVERNMENT NATIONAL MORTGAGE ASSOC 2.5% 05-20-2051 | ** | 402,281 | ||||||
GOVERNMENT NATIONAL MORTGAGE ASSOC 3% 09-20-2047 | ** | 345,186 | ||||||
GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7473 3% 07-20-2051 | ** | 1,055,642 | ||||||
GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7534 2.5% 08-20-2051 | ** | 975,050 | ||||||
GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7534 2.5% 08-20-2051 | ** | 1,615,366 | ||||||
GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7649 2.5% 10-20-2051 | ** | 249,485 | ||||||
GOVERNMENT NATIONAL MORTGAGE ASSOC POOL #646853 5.5% 08-15-2035 BEO | ** | 3,544 | ||||||
GOVERNMENT NATL MTG SER 2015-H14 CL FA FLTG RT 06-20-2065 | ** | 2,187,504 | ||||||
GPE BRUXELLES LAM NPV | ** | 124,130 | ||||||
GPMT 2021-FL4 LTD VAR RT 2.05771% DUE 12-15-2036 | ** | 4,997,710 | ||||||
GPT GROUP NPV (STAPLED SECURITIES) | ** | 185,890 | ||||||
GRAFTON GROUP PLC | ** | 140,116 | ||||||
GRAHAM HLDGS CO COM CL B COM | ** | 437,732 | ||||||
GRAINGER W W INC 1.85% DUE 02-15-2025 | ** | 6,299,772 | ||||||
GRAND BAOXIN AUTO HKD0.01 | ** | 13,258 | ||||||
GRAND PHARMACEUTICAL GROUP LIMITED HKD0.01 | ** | 33,973 | ||||||
GRANITE CONST INC COM | ** | 611,615 | ||||||
GRAPHIC PACKAGING HLDG CO COM STK | ** | 1,800,650 | ||||||
GRAY OAK PIPELN 3.45% DUE 10-15-2027 | ** | 417,826 | ||||||
GREAT HALL MG NO.1 FRN M/BKD 03/2039 EUR'A2B' | ** | 277,728 | ||||||
GREAT HALL MG NO.1 FRN M/BKD 06/2038 EUR'A2B' | ** | 278,438 | ||||||
GREAT HALL MTGS NO 1 PLC 2007-02 ASSET BACKED NT CL AC 144A 18 JUN 2039 | ** | 366,480 | ||||||
GREAT WEST LIFECO COM NPV | ** | 144,249 | ||||||
GREATECH TECHNOLOG NPV | ** | 132,791 | ||||||
GREEN BRICK PARTNERS INC COM | ** | 2,619,420 | ||||||
GREENBRIER COS INC COM STK | ** | 6,703,795 | ||||||
GREENHILL & CO INC COM | ** | 163,737 | ||||||
GREENLIGHT CAPITAL RE LTD CLASS A | ** | 26,719 | ||||||
GREENPANEL INDUSTR INR1 | ** | 13,638 | ||||||
GREENPOINT MTG FDG TR 2006-OH1 MTG PASSTHRU CTF CL A-1 FLTG 01-25-2037 REG | ** | 1,086,258 | ||||||
GREGGS ORD GBP0.02 | ** | 1,052,661 | ||||||
GREYWOLF CLO VII LTD SRS 18-7A CL A1 10-20-2031 | ** | 5,248,341 | ||||||
GROCERY OUTLET HLDG CORP COM | ** | 3,920,739 | ||||||
GROUP 1 AUTOMOTIVE INC COM | ** | 1,314,611 | ||||||
GRUPA LOTOS SA PLN1.00 | ** | 18,938 | ||||||
GRUPO BIMBO SAB DE CV | ** | 511,699 | ||||||
GRUPO COM CHEDRAUI NPV B CL'I' | ** | 76,903 | ||||||
GRUPO FINANCIERO BANORTE S A B DE C V | ** | 1,168,678 | ||||||
GS BK USA INSTL CTF DEP PROGRAM BOOK ENTDTD 08-12-2021 VAR RT DUE 02-13-2023 | ** | 12,000,000 | ||||||
GS MTG BACKED SECS FLTG RT .89967% DUE 01-25-2052 | ** | 482,826 | ||||||
GS MTG BACKED SECS FLTG RT 2.5% DUE 01-25-2052 | ** | 484,946 | ||||||
GS MTG SECS CORP FLTG RT .8091% DUE 11-21-2035 | ** | 2,140,653 | ||||||
GS MTG SECS CORP TR 2021-ROSS 2.607% 05-15-2026 | ** | 3,417,717 | ||||||
GS MTG SECS SER 2014-GC24 CL A-AB 0.0% DUE 09-10-2047 REG | ** | 1,099,874 | ||||||
GS MTG SECS TR 1.56% DUE 12-12-2053 | ** | 3,316,740 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GS MTG SECS TR 2015-GC32 COML MTG PASSTHRU CTF CL 3.498% 07-10-2048 | ** | 2,339,501 | ||||||
GS MTG SECS TR 2020-GC45 SR 20-GC45 CL A3 2.63% 02-13-2053 | ** | 2,893,435 | ||||||
GS MTG SECS TR 3.05% DUE 05-10-2049 | ** | 1,830,714 | ||||||
GS MTG SECS TR 3.364% DUE 11-10-2047 | ** | 7,159,793 | ||||||
GS MTG SECS TR 3.469% DUE 11-10-2050 | ** | 1,987,468 | ||||||
GS MTG SECS TR 4.243% DUE 08-10-2046 | ** | 675,129 | ||||||
GS MTG-BACKED SECS FLTG RT 2.5% DUE 12-25-2051 | ** | 96,135 | ||||||
GUARDANT HEALTH INC COM | ** | 810,162 | ||||||
GUARDIAN LIFE GLOBAL FDG SR SECD TRANCHE# SR 00025 1.25% 11-19-2027 | ** | 1,634,233 | ||||||
GUIDEWIRE SOFTWARE INC COM USD0.0001 | ** | 11,166,924 | ||||||
GUJARAT AMBUJA EXPORTS INR1(POST SUB/DIV) | ** | 64,274 | ||||||
GUJARAT NARMADA VALLEY FERTILIZERS AND CHEMCIALS LTD | ** | 183,787 | ||||||
GUJARAT STATE PETR INR10(DEMAT) | ** | 114,335 | ||||||
GULF KEYSTONE PETE COMSTK | ** | 336,818 | ||||||
H & E EQUIP SVCS INC COM | ** | 1,175,723 | ||||||
H&R REAL ESTATE INVT TR | ** | 1,132,090 | ||||||
H.LUNDBECK A/S DKK5 | ** | 140,365 | ||||||
HACKENSACK MERIDIAN HEALTH INC 2.875% 09-01-2050 | ** | 437,664 | ||||||
HAEMONETICS CORP MASS COM | ** | 566,096 | ||||||
HAIER SMART HOME CO LTD-H | ** | 1,064,198 | ||||||
HAITIAN INTL HLDGS HKD0.10 | ** | 1,127,445 | ||||||
HAITONG SECURITIES CO.LTD | ** | 253,841 | ||||||
HALFORDS GROUP ORD GBP0.01 | ** | 334,964 | ||||||
HALLIBURTON CO 3.5% DUE 08-01-2023 | ** | 167,261 | ||||||
HALLIBURTON CO 3.8% DUE 11-15-2025 | ** | 20,435 | ||||||
HALLIBURTON CO 3.8% DUE 11-15-2025 | ** | 101,097 | ||||||
HALLIBURTON CO COM | ** | 5,640,359 | ||||||
HAMBURGER HAFEN NPV (REGD) 'A' | ** | 768,634 | ||||||
HAMILTON CNTY OHIO HEALTH CARE FACS REV 3.756% 06-01-2042 BEO TAXABLE | ** | 249,570 | ||||||
HAMILTON LANE ALLIANCE HLDGS I UNIT 1 CLA & 1/3 WT EXP | ** | 462,675 | ||||||
HAMILTON LANE INC CL A CL A | ** | 2,904,779 | ||||||
HANA FINANCIAL GRP KRW5000 | ** | 2,428,476 | ||||||
HANA MATERIALS INC KRW500 | ** | 129,552 | ||||||
HANA MICROELECTRNC THB1 (NVDR) | ** | 123,205 | ||||||
HANCOCK WHITNEY CORP | ** | 4,850,790 | ||||||
HANESBRANDS INC COM STK | ** | 10,480,497 | ||||||
HANG LUNG GROUP HKD1 | ** | 286,346 | ||||||
HANMI FINL CORP COM NEW COM NEW | ** | 356,218 | ||||||
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAP INC COM | ** | 839,349 | ||||||
HANOVER INS GROUP 4.5% DUE 04-15-2026 | ** | 962,919 | ||||||
HANOVER INS GROUP INC 2.5% 09-01-2030 | ** | 174,189 | ||||||
HANOVER INS GROUP INC COM | ** | 1,685,956 | ||||||
HANSEN TECHNOLOGIE NPV | ** | 492,438 | ||||||
HANWHA AEROSPACE CO LTD | ** | 148,164 | ||||||
HANWHA CORPORATION 3RD PRF KRW5000 | ** | 12,204 | ||||||
HANYANG SECS CO KRW5000 | ** | 74,736 | ||||||
HARBIN ELECTRIC COMPANY LTD | ** | 107,456 | ||||||
HARBORONE NORTHEAST BANCORP INC COM | ** | 148,266 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
HARBOUR-LINK GROUP MYR0.50 | ** | 23,961 | ||||||
HARDWOODS DISTRIBU COM NPV | ** | 383,042 | ||||||
HARLEY DAVIDSON COM USD0.01 | ** | 2,826,750 | ||||||
HARLEY-DAVIDSON FIXED 2.35% DUE 10-15-2024 | ** | 2,165,053 | ||||||
HARPOON THERAPEUTICS INC COM | ** | 29,830 | ||||||
HARTALEGA HOLDINGS NPV | ** | 122,963 | ||||||
HARTFORD FINL SVCS 4.3 DUE 04-15-2043 | ** | 189,004 | ||||||
HARTFORD FINL SVCS GROUP INC COM | ** | 7,112,984 | ||||||
HASBRO INC 3.9% DUE 11-19-2029 | ** | 496,595 | ||||||
HCA HEALTHCARE INC COM | ** | 6,011,928 | ||||||
HCA INC 4.75% 05-01-2023 | ** | 4,404,548 | ||||||
HCL TECHNOLOGIES INR2 | ** | 3,135,681 | ||||||
HDFC BANK LTD INR1 | ** | 2,880,521 | ||||||
HEALIUS LTD NPV | ** | 1,439,029 | ||||||
HEALTH CARE SVC CORP 1.5% 06-01-2025 | ** | 1,276,664 | ||||||
HEALTH CATALYST INC COM | ** | 511,296 | ||||||
HEALTHCARE TR AMER 2% DUE 03-15-2031 | ** | 184,715 | ||||||
HEALTHCARE TR AMER 3.1% DUE 02-15-2030 | ** | 331,661 | ||||||
HEALTHPEAK PPTYS FIXED 3% DUE 01-15-2030 | ** | 2,322,133 | ||||||
HEALTHPEAK PPTYS INC 1.35% 02-01-2027 | ** | 2,361,345 | ||||||
HEALTHPEAK PPTYS INC SR NT 2.125% 12-01-2028 | ** | 185,421 | ||||||
HEALTHPEAK PROPERTIES INC 3.5% DUE 07-15-2029 | ** | 86,824 | ||||||
HEALTHPEAK PROPERTIES INC 3.5% DUE 07-15-2029 | ** | 689,168 | ||||||
HEALTHSTREAM INC COM STK ISIN# US42222N1037 | ** | 230,650 | ||||||
HECLA MNG CO COM | ** | 160,933 | ||||||
HEIDRICK & STRUGGLES INTL INC COM | ** | 304,579 | ||||||
HEIJMANS CVA EUR0.30 | ** | 550,926 | ||||||
HELEN TROY LTD COM STK | ** | 12,700,217 | ||||||
HELLOFRESH SE NPV | ** | 4,149,515 | ||||||
HENKEL AG & CO KGAA NON-VTG PRF NPV | ** | 449,348 | ||||||
HERAN CO LTD TWD10 | ** | 268,549 | ||||||
HERBALIFE NUTRITION LTD COM STK | ** | 2,050,757 | ||||||
HERFY FOOD SERVICE SAR10 | ** | 98,253 | ||||||
HERITAGE INS HLDGS INC COM | ** | 34,957 | ||||||
HERO FDG 2017-2 FIXED 3.28% DUE 09-20-2048 | ** | 124,887 | ||||||
HERO MOTOCORP LTD INR2 | ** | 1,359,832 | ||||||
HERSHEY CO FIXED .9% DUE 06-01-2025 | ** | 2,072,100 | ||||||
HERTZ VEH FING III LLC 2021-1 RENT CAR AST BKD NT 1.21% 12-26-2025 | ** | 3,069,933 | ||||||
HERTZ VEH FING III LLC 2021-1 RENT CAR AST BKD NT 1.56% 12-26-2025 | ** | 2,128,802 | ||||||
HESKA CORP COM RESTRICTED NEW STOCK | ** | 2,976,959 | ||||||
HESS CORP 6% DUE 01-15-2040 | ** | 12,729 | ||||||
HESS CORP COM STK | ** | 13,858,416 | ||||||
HEWLETT PACKARD ENTERPRISE CO COM | ** | 12,467,352 | ||||||
HEXCEL CORP NEW COM | ** | 1,890,700 | ||||||
HIGHBRIDGE LOAN MANAGEMENT LTD 23/01/2035 0% 01-23-2035 | ** | 350,000 | ||||||
HILAN LTD ILS1 | ** | 422,641 | ||||||
HILLENBRAND INC COM STK | ** | 6,232,041 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
HILLTOP HLDGS INC COM STK | ** | 436,404 | ||||||
HILTON WORLDWIDE FINANCE LLC TERM LOAN 06-22-2026 BEO | ** | 283,123 | ||||||
HIM INTL MUSIC INC TWD10 | ** | 165,986 | ||||||
HIMATSINGKA SEIDE INR5 | ** | 53,084 | ||||||
HINDUSTAN PETROL INR10 | ** | 52,311 | ||||||
HIROSE ELECTRIC NPV | ** | 235,156 | ||||||
HITACHI METALS NPV | ** | 788,184 | ||||||
HITACHI NPV | ** | 10,605,205 | ||||||
HO TUNG CHEMICAL TWD10 | ** | 124,281 | ||||||
HOLCIM LTD CHF2 (REGD) | ** | 2,841,346 | ||||||
HOLLYFRONTIER CORP 2.625% 10-01-2023 | ** | 50,949 | ||||||
HOLLYFRONTIER CORP 5.875% DUE 04-01-2026 | ** | 1,009,820 | ||||||
HOLLYFRONTIER CORP COM | ** | 2,062,911 | ||||||
HOLOGIC INC COM | ** | 629,706 | ||||||
HOME BANCORP INC COM STK | ** | 115,522 | ||||||
HOME BANCSHARES INC COM | ** | 3,432,863 | ||||||
HOME DEPOT INC 2.5% DUE 04-15-2027 | ** | 5,833,244 | ||||||
HOME DEPOT INC 3.125% DUE 12-15-2049 | ** | 528,957 | ||||||
HOME DEPOT INC 3.3% DUE 04-15-2040 REG | ** | 456,582 | ||||||
HOME DEPOT INC 3.9% DUE 12-06-2028 REG | ** | 112,699 | ||||||
HOME DEPOT INC 3.9% DUE 06-15-2047 | ** | 70,336 | ||||||
HOME DEPOT INC COM | ** | 17,572,768 | ||||||
HOMECO DAILY NEEDS NPV | ** | 13,174 | ||||||
HOMESTREET INC INC | ** | 451,464 | ||||||
HOMETRUST BANCSHARES INC COM | ** | 172,435 | ||||||
HOMOLOGY MEDICINES INC COM | ** | 95,721 | ||||||
HON HAI PRECISION TWD10 | ** | 1,034,717 | ||||||
HONDA AUTO .82% DUE 07-15-2024 | ** | 2,515,852 | ||||||
HONDA AUTO RECEIVABLES 2021-4 OWNER TR SR 21-4 CL A-3 .88% 01-21-2026 | ** | 5,813,806 | ||||||
HONDA AUTO RECEIVABLES OWNER TR SER 19-3 A3 2.15% 08-15-2023 | ** | 922,727 | ||||||
HONDA AUTO RECEIVABLES OWNER TR SER 21-1 CL A3 .27% DUE 04-21-2025 REG | ** | 1,939,597 | ||||||
HONDA MOTOR CO NPV | ** | 1,461,508 | ||||||
HONEYS HOLDINGS CO LTD COMMON STOCK | ** | 18,584 | ||||||
HONEYWELL INTL INC 1.1% DUE 03-01-2027 BEO | ** | 4,859,686 | ||||||
HONEYWELL INTL INC 1.35% DUE 06-01-2025 REG | ** | 2,525,121 | ||||||
HONEYWELL INTL INC COM STK | ** | 23,593,324 | ||||||
HONG KONG EXCHANGES & CLEAR | ** | 2,692,808 | ||||||
HORACE MANN EDUCATORS CORP COM | ** | 2,637,366 | ||||||
HORIZON THERAPEUTICS PLC COM USD0.0001 | ** | 277,590 | ||||||
HORMEL FOODS CORP FIXED .65% DUE 06-03-2024 | ** | 811,428 | ||||||
HORNBACH HLDG KGAA NPV | ** | 254,775 | ||||||
HOST HOTELS & 3.875% DUE 04-01-2024 | ** | 120,191 | ||||||
HOST HOTELS & RESORTS L P 4.0% 06-15-2025 | ** | 742,438 | ||||||
HOUGHTON MIFFLIN HARCOURT CO COM | ** | 3,178,269 | ||||||
HOUSING DEVEL FIN INR2 | ** | 4,705,395 | ||||||
HOWARD HUGHES CORP COM STOCK | ** | 1,201,818 | ||||||
HOWDEN JOINERY GR ORD GBP0.10 | ** | 1,208,204 | ||||||
HOYA CORP NPV | ** | 10,086,534 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
HP INC 2.2% DUE 06-17-2025 | ** | 2,115,719 | ||||||
HP INC 3% DUE 06-17-2027 | ** | 173,632 | ||||||
HSBC HLDGS ORD USD0.50(UK REG) | ** | 337,393 | ||||||
HSBC HLDGS PLC .976% DUE 05-19-2025 REG | ** | 983,156 | ||||||
HSBC HLDGS PLC 1.589% DUE 05-24-2027 REG | ** | 2,999,031 | ||||||
HSBC HLDGS PLC 2.099% DUE 06-04-2026 | ** | 1,995,708 | ||||||
HSBC HLDGS PLC 2.357% DUE 08-18-2031 REG | ** | 381,434 | ||||||
HSBC HLDGS PLC 3.262% 03-13-2023 | ** | 401,892 | ||||||
HSBC HLDGS PLC 3.262% 03-13-2023 | ** | 1,507,095 | ||||||
HSBC HLDGS PLC 3.9% DUE 05-25-2026 | ** | 1,780,412 | ||||||
HSBC HLDGS PLC 4.25% DUE 08-18-2025 | ** | 215,131 | ||||||
HSBC HLDGS PLC 4.3% DUE 03-08-2026 | ** | 8,770,433 | ||||||
HSBC HLDGS PLC 4.95% DUE 03-31-2030 | ** | 234,903 | ||||||
HSBC HLDGS PLC FIXED 3.95% DUE 05-18-2024 | ** | 1,234,201 | ||||||
HSBC HLDGS PLC FIXED 6.5% DUE 12-31-2049 | ** | 440,592 | ||||||
HSBC HLDGS PLC FLTG RT .732% DUE 08-17-2024 | ** | 4,311,909 | ||||||
HSBC HLDGS PLC FLTG RT 1.645% DUE 04-18-2026 | ** | 1,245,119 | ||||||
HSBC HLDGS PLC FLTG RT 2.251% DUE 11-22-2027 | ** | 903,186 | ||||||
HSBC HLDGS PLC FLTG RT 2.633% DUE 11-07-2025 | ** | 512,957 | ||||||
HSBC HLDGS PLC FLTG RT 2.633% DUE 11-07-2025 | ** | 1,644,539 | ||||||
HSBC HLDGS PLC FLTG RT 2.848% DUE 06-04-2031 | ** | 1,134,099 | ||||||
HSBC HLDGS PLC FLTG RT 2.871% DUE 11-22-2032 | ** | 2,725,616 | ||||||
HSBC HLDGS PLC FLTG RT 4.292% DUE 09-12-2026 | ** | 21,601,890 | ||||||
HSBC HOLDINGS PLC 1.162% 11-22-2024 | ** | 6,535,306 | ||||||
HSBC HOLDINGS PLC 1.75% DUE 07-24-2027 BEO | ** | 267,456 | ||||||
HSBC HOLDINGS PLC 3.803% 03-11-2025 | ** | 209,910 | ||||||
HSBC HOLDINGS PLC 3.803% 03-11-2025 | ** | 3,148,652 | ||||||
HSBC HOLDINGS PLC 4.041% 03-13-2028 | ** | 1,406,096 | ||||||
HSBC HOLDINGS PLC 4.25 NTS 03-14-2024 USD1000 | ** | 1,320,124 | ||||||
HSBC HOLDINGS PLC 5.25% 31/12/2049 | ** | 1,643,823 | ||||||
HUA HONG SEMICONDUCTOR LIMITED NPV | ** | 270,256 | ||||||
HUANENG POWER 'H'CNY1 | ** | 200,480 | ||||||
HUATAI SECURITIES CO LTD 'H'CNY1 | ** | 712,907 | ||||||
HUB GROUP INC CL A | ** | 820,750 | ||||||
HUBBELL INC COM | ** | 139,333 | ||||||
HUBER & SUHNER AG CHF0.25 (REGD) | ** | 1,388,362 | ||||||
HUBSPOT INC COM | ** | 4,115,733 | ||||||
HUDBAY MINERALS IN COM NPV | ** | 127,630 | ||||||
HUDSON PACIFIC PROPERTIES INC COM | ** | 4,547,950 | ||||||
HULIC COMPANY LTD | ** | 30,349 | ||||||
HUMANA AB NPV | ** | 165,951 | ||||||
HUMANA INC .65% 08-03-2023 | ** | 959,087 | ||||||
HUMANA INC 3.15 DUE 12-01-2022 | ** | 1,992,418 | ||||||
HUMANA INC 3.85% DUE 10-01-2024 | ** | 3,028,309 | ||||||
HUMANA INC 4.5% DUE 04-01-2025 | ** | 185,334 | ||||||
HUMANA INC BNDS 2.9% 12-15-2022 | ** | 2,579,859 | ||||||
HUMANA INC COM | ** | 6,794,157 | ||||||
HUNT J B TRANS 3.875% DUE 03-01-2026 | ** | 190,326 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
HUNTINGTON BANCSHARES INC 2.55% DUE 02-04-2030 | ** | 304,848 | ||||||
HUNTINGTON BANCSHARES INC COM | ** | 542,568 | ||||||
HUNTINGTON INGALLS INDS INC 3.844% 05-01-2025 | ** | 3,755,889 | ||||||
HUNTINGTON INGALLS INDS INC COM | ** | 11,834,274 | ||||||
HUNTSMAN CORP COM STK | ** | 9,210,134 | ||||||
HUSCOMPAGNIET A/S DKK5 | ** | 49,678 | ||||||
HUSKY ENERGY INC FIXED 4.4% DUE 04-15-2029 | ** | 442,939 | ||||||
HUSQVARNA AB SER'B'NPV | ** | 2,331,437 | ||||||
HUVITZ CO KRW500 | ** | 118,116 | ||||||
HYATT HOTELS CORP 1.3% 10-01-2023 | ** | 100,002 | ||||||
HYATT HOTELS CORP COM CL A COM CL A | ** | 1,630,971 | ||||||
HYDRO-QUEBEC 8.05 DEB DUE 07-07-2024 REGPUTABLE 7-7-06 @100 | ** | 309,623 | ||||||
HYDRO-QUEBEC DEB DTD 01/30/1992 8.4% DUE01-15-2022 REG | ** | 140,344 | ||||||
HYOSUNG ADVANCED KRW5000 | ** | 77,627 | ||||||
HYOSUNG TNC CORP KRW5000 | ** | 232,113 | ||||||
HYSTER-YALE MATLS HANDLING INC CL A COM | ** | 208,829 | ||||||
HYUNDAI AUTO .26% DUE 09-15-2023 | ** | 1,858,932 | ||||||
HYUNDAI AUTO .74% DUE 05-15-2026 | ** | 4,073,555 | ||||||
HYUNDAI AUTO 1.49% DUE 12-15-2027 | ** | 1,635,688 | ||||||
HYUNDAI CAP AMER 2.85% DUE 11-01-2022 | ** | 250,556 | ||||||
HYUNDAI CAP AMER 2.85% DUE 11-01-2022 | ** | 1,403,833 | ||||||
HYUNDAI CAP AMER 3% DUE 06-20-2022 | ** | 530,399 | ||||||
HYUNDAI CAP AMER 5.75% DUE 04-06-2023 | ** | 2,106,204 | ||||||
HYUNDAI CAP SVCS INC GLOBAL NT 144A .75%09-15-2023 | ** | 2,013,334 | ||||||
HYUNDAI GLOVIS CO KRW500 | ** | 563,874 | ||||||
HYUNDAI HOME SHOPPING NETWORK CORP | ** | 80,619 | ||||||
HYUNDAI MARINE&FIR KRW500 | ** | 89,087 | ||||||
HYUNDAI MOBIS KRW5000 | ** | 163,761 | ||||||
I MOBILE CO LTD NPV | ** | 412,757 | ||||||
I/L CANADA (GOVT OF) 3% 01/12/2036 CAD1000 | ** | 116,376 | ||||||
I/M EERDUOSI RESOU 'B'CNY1 | ** | 285,270 | ||||||
I/MONGOLIA YITAI C 'B'CNY1 | ** | 304,328 | ||||||
I/O CMO UBS COML MTG TR 2012-C1 COML MTG144A CL X-A 2.561868 05-10-2045 BEO | ** | 1 | ||||||
I/O CMO UBS-BARCLAYS COML MTG TR 2013-C5CL X-A 144A VAR RT 03-10-2046 BEO | ** | 65,593 | ||||||
I/O FEDERAL HOME LN MTG CORP SER 2936 CL SC VAR RT 03-15-2029 | ** | 27,503 | ||||||
I/O FHLMC MULTICLASS SER 004579 CL SD 01-15-2038 | ** | 15,171 | ||||||
I/O FHLMC MULTICLASS SER 323 CL 300 DUE 01-15-2044 | ** | 230,310 | ||||||
I/O FHLMC MULTICLASS SER 4075 CL PI 02-15-2041 | ** | 801 | ||||||
I/O FNMA POOL #AN6788 2.87% 09-01-2027 | ** | 1,974,524 | ||||||
I/O FNMA REMIC SER 2013-13 CL IK 03-25-2028 | ** | 10,176 | ||||||
I/O FNMA REMIC TR 2013-17 CL-TI 3% 03-25-2028 REG | ** | 13,569 | ||||||
I/O FNMA SMBS TR 404 CL 05-25-2040 | ** | 162,295 | ||||||
I/O FNMA SMBS TR 421 CL 12-25-2038 | ** | 81,468 | ||||||
IAA SPINCO INC | ** | 8,474,092 | ||||||
IBA NPV | ** | 80,762 | ||||||
ICA GRUPPEN AB NPV | ** | 1,563,892 | ||||||
ICE_CDS GOLDUS33 12/20/2022 SELL BERKSHIRE HATHAWAY INC SWPC0GCR0 | ** | 2,702 | ||||||
ICE_CDS GOLDUS33 20/06/2022 SELL TESCO PLC 6% 12/14/202 SWPC0F0Z7 | ** | 1,659 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
ICE_CDS GOLDUS33 20/06/2025 SELL TESCO PLC 6% 12/14/202 SWPC0GVU2 | ** | 4,290 | ||||||
ICE_CDS GOLDUS33 20/06/2026 SELL JAGUAR LAND ROVER AUTO SWPC0K7C0 | ** | 13,791 | ||||||
ICE_CDS GOLDUS33 20/12/2022 SELL BARCLAYS BANK PLC 1.5% SWPC0KKK7 | ** | 7,579 | ||||||
ICE_CDS GOLDUS33 20/12/2026 SELL SHELL INTERNATIONAL FI SWPC0EM03 | ** | 3,725 | ||||||
ICE_CDS MSNYUS33 06/20/2024 SELL GENERAL ELECTRIC CO 2. SWPC0I305 | ** | 4,743 | ||||||
ICE_CDS MSNYUS33 06/20/2026 SELL DEVON ENERGY CORPORATI SWPC0K8B1 | ** | 7,224 | ||||||
ICE_CDS MSNYUS33 06/20/2026 SELL GENERAL ELECTRIC CO 2. SWPC0JYY5 | ** | 30,375 | ||||||
ICE_CDS MSNYUS33 12/20/2022 SELL BANK OF AMERICA CORP F SWPC0KKB7 | ** | 14,168 | ||||||
ICE_CDS MSNYUS33 12/20/2023 SELL AT&T INC 3.8% 02/15/20 SWPC0KH54 | ** | 23,260 | ||||||
ICE_CDS MSNYUS33 12/20/2023 SELL GENERAL ELECTRIC CO 2. SWPC0HJ26 | ** | 8,313 | ||||||
ICE_CDS MSNYUS33 12/20/2025 SELL AES CORP/THE 2.45% 01/ SWPC0JTH8 | ** | 252,474 | ||||||
ICE_CDS MSNYUS33 12/20/2026 SELL COMCAST CORP 3.7% 04/1 SWPC0KFZ0 | ** | 48,253 | ||||||
ICE_CDS MSNYUS33 12/20/2026 SELL GENERAL ELECTRIC CO 2. SWPC0KBE1 | ** | 3,137 | ||||||
ICE_CDS MSNYUS33 12/20/2026 SELL GENERAL MOTORS CO 4.87 SWPC0KFP2 | ** | 403,582 | ||||||
ICE_CDS MSNYUS33 12/20/2026 SELL VERIZON COMMUNICATIONS SWPC0KE65 | ** | 40,354 | ||||||
ICE_CDS MSNYUS33 20/12/2026 SELL STELLANTIS NV 5.25% 04 SWPC0KG30 | ** | 330,119 | ||||||
ICE_CDS SBSIUS33 12/20/2022 SELL MORGAN STANLEY 3.75% 0 SWPC0GMS7 | ** | 13,346 | ||||||
ICE_CDX GOLDUS33 12/20/2026 SELL CDX.NA.IG.37 SWPC0KBZ4 | ** | 83,076 | ||||||
ICE_CDX MSNYUS33 06/20/2026 SELL CDX.NA.IG.36 SWPC0JZ99 | ** | 43,970 | ||||||
ICE_CDX MSNYUS33 12/20/2026 SELL CDX.NA.IG.37 SWPC0KBZ4 | ** | 982,247 | ||||||
ICE_CDX MSNYUS33 12/20/2026 SELL ITRAXX ASIA EX JAPAN I SWPC0KCA8 | ** | 74,015 | ||||||
ICE_CDX MSNYUS33 20/12/2025 SELL ITRAXX EUROPE SERIES 3 SWPC0JIW7 | ** | 67,688 | ||||||
ICE_CDX MSNYUS33 20/12/2026 SELL ITRAXX EUROPE SERIES 3 SWPC0KBS0 | ** | 88,882 | ||||||
ICG US CLO 2020-1 LTD / ICG US CLO 1.31933% 01-20-2035 | ** | 6,999,997 | ||||||
ICICI SEC. LTD INR5 | ** | 32,006 | ||||||
IDA PWR CO SECD 4.2% DUE 03-01-2048 | ** | 2,091,644 | ||||||
IDEMITSU KOSAN CO NPV | ** | 196,456 | ||||||
IDEXX LABS INC COM | ** | 7,988,437 | ||||||
IDOM INC NPV | ** | 643,592 | ||||||
IES HLDGS INC COM | ** | 207,168 | ||||||
IG GROUP HLDGS ORD GBP0.00005 | ** | 668,926 | ||||||
IHO VERWALTUNGS GMBH 144 PAY IN KIND 05-15-2027 BEO | ** | 411,500 | ||||||
IHS MARKIT LTD COM | ** | 863,315 | ||||||
II-VI INC COM | ** | 936,121 | ||||||
IL ST BUILD AMERICA BONDS-TAXABLE-SER 3 6.725 04-01-2035 BEO | ** | 491,942 | ||||||
ILL TOOL WKS INC COM | ** | 24,508,721 | ||||||
ILLUMINA INC COM | ** | 959,850 | ||||||
ILLUMINA INC FIXED .55% DUE 03-23-2023 | ** | 1,702,357 | ||||||
ILUKA RESOURCES NPV | ** | 1,537,447 | ||||||
IMDEX LTD NPV | ** | 1,034,880 | ||||||
IMMUNOGEN INC COM | ** | 365,250 | ||||||
IMPALA PLATINUM NPV | ** | 568,266 | ||||||
IMPERIAL BRANDS FINANCE PLC 3.5% DUE 02-11-2023 BEO | ** | 9,473,662 | ||||||
IMPINJ INC COM | ** | 2,877,783 | ||||||
IN MICH PWR CO 3.2% DUE 03-15-2023 | ** | 142,888 | ||||||
IN MICH PWR CO FIXED 3.85% 05-15-2028 | ** | 274,865 | ||||||
INARI MED INC COM | ** | 1,493,360 | ||||||
INBODY CO LTD | ** | 123,601 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
INCYTE CORP COM | ** | 353,421 | ||||||
INDAH KIAT P&P TBK SCRIPLESS SHARES | ** | 44,793 | ||||||
INDEKS BILGISAYAR TRY1 (B SHARES) | ** | 99,443 | ||||||
INDEPENDENT BK CORPORATION | ** | 177,402 | ||||||
INDIAN ENERGY EXCHANGE LTD | ** | 21,425 | ||||||
INDIAN OIL CORP INR10 | ** | 740,084 | ||||||
INDIANA ST FIN AUTH REV 2.496% 03-01-2032 BEO TAXABLE | ** | 2,015,202 | ||||||
INDIVIOR PLC ORD USD0.10 | ** | 201,365 | ||||||
INDL BANK OF KOREA KRW5000 | ** | 1,263,448 | ||||||
INDO TAMBANGRAY IDR500 | ** | 274,466 | ||||||
INDONESIA GOVERNMEN 8.375% 15/03/34 | ** | 758,102 | ||||||
INDONESIA(REPUBLIC OF) T BOND 3.5% 01-11-2028 | ** | 862,895 | ||||||
INDORAMA VENTURES THB1(NVDR) | ** | 259,696 | ||||||
INDUSTRI JAMU & FARMASI SIDO MUNCUL COMMON STOCK | ** | 78,527 | ||||||
INDUSTRIAL & COMMERCIAL BANK CHINA 'H' | ** | 1,575,157 | ||||||
INDUSTRIAL LOGISTICS PPTYS TR COM SHS BEN INT COM SHS BEN INT | ** | 60,671 | ||||||
INDUSTRIAS PENOLES NPV | ** | 276,249 | ||||||
INDUSTRIAS ROMI SA COM NPV | ** | 13,238 | ||||||
INDUSTRIES OF QATA QAR1 | ** | 59,216 | ||||||
INDYMAC ABS INC SER 2005-B CL M3 FLT RT 08-25-2035/04-26-2021 BEO | ** | 1 | ||||||
INEOS STYROLUTION INR10 | ** | 40,354 | ||||||
INFINEON TECHNOLOG ORD NPV (REGD) | ** | 2,134,803 | ||||||
INFINERA CORP COM STK USD0.001 | ** | 1,301,938 | ||||||
INFORMATICA INC CL A CL A | ** | 331,452 | ||||||
INFOSYS LIMITED | ** | 543,782 | ||||||
INFOSYS LIMITED ADR | ** | 2,282,861 | ||||||
ING GROEP N V 3.55% 04-09-2024 | ** | 838,740 | ||||||
ING GROEP N V DUE 04-01-2027/04-01-2021 BEO | ** | 6,481,999 | ||||||
ING GROEP N V FIXED 4.625% DUE 01-06-2026 | ** | 889,368 | ||||||
ING GROEP N V SR NT FIXED/FLTG 1.726% 04-01-2027 | ** | 1,291,958 | ||||||
ING GROEP N.V. 6.875%-FRN PERP USD200000 | ** | 508,750 | ||||||
ING GROEP N.V. EUR0.01 | ** | 6,352,678 | ||||||
INGENIA GROUP | ** | 1,358,217 | ||||||
INGERSOLL-RAND GLOBAL HLDG CO LTD 4.25 DUE 06-15-2023 | ** | 564,543 | ||||||
INGEVITY CORP COM | ** | 630,817 | ||||||
INGREDION INC COM | ** | 9,837,952 | ||||||
INKE LTD USD0.001 | ** | 113,562 | ||||||
INLAND HOMES ORD GBP0.10 | ** | 169,732 | ||||||
INMODE LTD COM ILS0.01 | ** | 1,919,564 | ||||||
INNOCEAN WORLDWIDE KRW500 | ** | 67,463 | ||||||
INNOLUX CORP TWD10 | ** | 1,076,135 | ||||||
INOGEN INC COM | ** | 300,186 | ||||||
INSAS BERHAD NPV | ** | 7,777 | ||||||
INSPERITY INC COM | ** | 485,432 | ||||||
INSPIRE MED SYS INC COM | ** | 1,541,402 | ||||||
INSTITUTO HERMES P COM NPV | ** | 159,608 | ||||||
INSULET CORP COM STK | ** | 9,312 | ||||||
INTACT FINL CORP COM NPV | ** | 3,285,797 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
INTEGRA LIFESCIENCES HLDG CORP COM DESP | ** | 8,418,901 | ||||||
INTEGRAL AD SCIENCE HLDG CORP COM | ** | 928,378 | ||||||
INTEL CORP 1.6% DUE 08-12-2028 BEO | ** | 326,289 | ||||||
INTEL CORP 3.7% DUE 07-29-2025 | ** | 144,651 | ||||||
INTEL CORP 3.7% DUE 07-29-2025 | ** | 4,066,412 | ||||||
INTEL CORP 4.75% DUE 03-25-2050 | ** | 200,455 | ||||||
INTEL CORP COM | ** | 13,832,643 | ||||||
INTEL CORP FIXED 3.4% DUE 03-25-2025 | ** | 427,475 | ||||||
INTELLIA THERAPEUTICS INC COM | ** | 329,298 | ||||||
INTERCEPT PHARMACEUTICALS INC COM | ** | 327,641 | ||||||
INTERCONTINENTAL 3.75% DUE 12-01-2025 | ** | 149,130 | ||||||
INTERCONTINENTAL EXCHANGE INC .7% DUE 06-15-2023 REG | ** | 2,165,060 | ||||||
INTERCONTINENTAL EXCHANGE INC 3.45% 09-21-2023 | ** | 3,105,820 | ||||||
INTERCONTINENTAL EXCHANGE INC 4.0% 10-15-2023 | ** | 5,258,950 | ||||||
INTERCONTINENTAL EXCHANGE INC COM | ** | 1,262,661 | ||||||
INTERFOR CORP COM NPV | ** | 541,993 | ||||||
INTERGIS KRW500.00 | ** | 15,678 | ||||||
INTERMED CAP GRP ORD GBP0.2625 | ** | 1,700,416 | ||||||
INTERNATIONAL BUSINESS MACHS CORP 2.85% 05-13-2022 REG | ** | 1,907,294 | ||||||
INTERNATIONAL BUSINESS MACHS CORP 3.0% DUE 05-15-2024 REG | ** | 1,661,228 | ||||||
INTERNATIONAL BUSINESS MACHS CORP 4 NTS DUE 06-20-2042 USD1000 | ** | 346,082 | ||||||
INTERNATIONAL GAME TECHNOLOGY COMMON STOCK | ** | 2,608,202 | ||||||
INTERPUBLIC GROUP COMPANIES INC COM | ** | 1,083,728 | ||||||
INTERSTATE PWR & LT CO 3.6% 04-01-2029 | ** | 271,668 | ||||||
INTERSTATE PWR & LT CO 3.6% 04-01-2029 | ** | 2,363,513 | ||||||
INTESA SANPAOLO 7.75%-FRN PERP EUR200000 | ** | 276,482 | ||||||
INTESA SANPAOLO NPV | ** | 5,934,235 | ||||||
INTESA SANPAOLO S 3.375% DUE 01-12-2023 | ** | 919,627 | ||||||
INTL CONTAINER TER PHP1 | ** | 215,757 | ||||||
INTL FINL ADV HLDG KWD0.1 | ** | 68,855 | ||||||
INTL FLAVORS & FRAGRANCES INC COM | ** | 3,418,550 | ||||||
INTL GAME SYSTEM TWD10 | ** | 458,476 | ||||||
INTL LEASE FIN 5.875% DUE 08-15-2022 | ** | 298,949 | ||||||
INTL LEASE FIN 5.875% DUE 08-15-2022 | ** | 2,370,971 | ||||||
INTL PAPER CO COM | ** | 3,749,004 | ||||||
INTL PETROLEUM COR COM NPV | ** | 259,527 | ||||||
INTRA-CELLULAR THERAPIES INC COM | ** | 3,090,415 | ||||||
INTST PWR & LT CO 3.25% DUE 12-01-2024 | ** | 1,891,003 | ||||||
INTUIT COM | ** | 30,545,231 | ||||||
INTUITIVE SURGICAL INC COM NEW STK | ** | 17,043,036 | ||||||
INVACARE CORP COM | ** | 52,684 | ||||||
INVESTOR AB SER'B'NPV | ** | 943,050 | ||||||
INVITATION HOMES OPER PARTNERSHIP 2.3% DUE 11-15-2028 BEO | ** | 1,979,993 | ||||||
INVITATION HOMES OPER PARTNERSHIP 2.3% DUE 11-15-2028 BEO | ** | 890,997 | ||||||
INVITATION HOMES OPER PARTNERSHIP SR NT 2.7% 01-15-2034 | ** | 3,044,535 | ||||||
INWIDO AB NPV | ** | 264,492 | ||||||
IOCHPE-MAXION SA COM NPV | ** | 47,933 | ||||||
ION EXCHANGE INR10 | ** | 44,490 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
IONES CO LTD KRW500 | ** | 29,940 | ||||||
IONIS PHARMACEUTICALS INC COM | ** | 1,594,441 | ||||||
IOVANCE BIOTHERAPEUTICS INC COM | ** | 167,228 | ||||||
IPALCO ENTERPRISES FIXED 3.7% DUE 09-01-2024 | ** | 538,795 | ||||||
IPALCO ENTERPRISES INC 4.25% DUE 05-01-2030 REG | ** | 466,864 | ||||||
IPSEN SA EUR1 | ** | 1,425,624 | ||||||
IPSOS EUR0.25 | ** | 631,449 | ||||||
IRB INFRASTRUCTURE INR10 | ** | 877,554 | ||||||
IRCON INTERNATIONA INR2 (POST SUBD) | ** | 53,119 | ||||||
IREN SPA EUR1 | ** | 244,860 | ||||||
IROBOT CORP COM | ** | 106,396 | ||||||
IRS BNPAFRPP 16/06/2031 MYR P 3% / R 3MKLIBO SWU019Y75 | ** | 3,055 | ||||||
IRS CITIUS33 16/06/2031 MYR P 3% / R 3MKLIBO SWU019VB9 | ** | 15,267 | ||||||
IRS NGFPUS33 16/06/2031 MYR P 3% / R 3MKLIBO SWU019Y83 | ** | 27,491 | ||||||
IRS THB 6MTHBFX/6M 2.48% CITIUS33 18/05/2027 SWU00LT91 | ** | 14,001 | ||||||
IRS THB 6MTHBFX/6M 2.81% CITIUS33 18/05/2037 SWU00LTA8 | ** | 25,940 | ||||||
ISB CORPORATION NPV | ** | 165,435 | ||||||
ISDN HOLDINGS LTD NPV | ** | 566,007 | ||||||
ISRAEL(STATE OF) 0% T-BILL 03/08/22 ILS1000 | ** | 225,402 | ||||||
ISRAEL(STATE OF) 0.75% GTD 31/07/22 ILS1000 | ** | 2,104,188 | ||||||
ISRAEL(STATE OF) 1.75% SNR 31/08/25 ILS1000 | ** | 339,818 | ||||||
ISRAEL(STATE OF) 2% BDS 31/03/2027 ILS10000 | ** | 384,844 | ||||||
ISRAEL(STATE OF) 3.8% 13/05/2060 | ** | 463,788 | ||||||
ISRAEL(STATE OF) 5.5% SNR 31/01/2022 ILS1000 | ** | 5,253,984 | ||||||
ITALY(REPUBLIC OF) 2.35% IDX/LKD NTS 15-09-2024 EUR1000 | ** | 10,556,436 | ||||||
ITC HLDGS CORP 3.25% DUE 06-30-2026 | ** | 843,683 | ||||||
ITOCHU CORP NPV | ** | 412,474 | ||||||
ITT INC COM | ** | 2,452,560 | ||||||
ITURAN LOCATION & CONTROL ILS0.333 | ** | 136,017 | ||||||
IWASAKI ELECTRIC NPV | ** | 100,654 | ||||||
J & J SNACK FOODS CORP COM STK NPV | ** | 6,888,004 | ||||||
J KUMAR INFAPROJEC COM STK | ** | 62,147 | ||||||
J P MORGAN CHASE 1.205% DUE 11-15-2038 | ** | 3,484,572 | ||||||
J P MORGAN CHASE 2.6942% DUE 04-15-2046 | ** | 3,914,000 | ||||||
J P MORGAN CHASE 3.0934% DUE 07-05-2032 | ** | 4,561,453 | ||||||
J P MORGAN CHASE 3.6744% DUE 12-15-2046 | ** | 434,416 | ||||||
J P MORGAN CHASE COML MTG SECS TR 2013-C13 CL B VAR RT DUE 01-15-2046 | ** | 3,100,954 | ||||||
J P MORGAN CHASE FLTG RT .906% DUE 04-15-2038 | ** | 914,814 | ||||||
JABIL INC COM USD0.001 | ** | 3,632,944 | ||||||
JAC RECRUITMENT CO NPV | ** | 222,620 | ||||||
JACCS CO LTD NPV | ** | 131,195 | ||||||
JACK HENRY & ASSOC INC COM | ** | 1,886,987 | ||||||
JACKSON NATIONAL LIFE GLOBAL FNDG 144A 3.875% DUE 06-11-2025 BEO | ** | 268,904 | ||||||
JADESTONE ENERGY P ORD GBP0.001 | ** | 252,644 | ||||||
JAFCO GROUP CO LTD | ** | 626,708 | ||||||
JAIPRAKASH POWER INR10 | ** | 128,408 | ||||||
JAMES RIVER GROUP HOLDINGS COM USD0.0002 | ** | 244,655 | ||||||
JAMESTOWN CLO LTD SER 20-15A C L A FRN 04-15-2033 BEO | ** | 600,356 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
JAMNA AUTO IND INR1 | ** | 39,292 | ||||||
JANOME CORP NPV | ** | 118,131 | ||||||
JAPAN (10 YR TBOND .1% 20/06/2031 | ** | 3,751,733 | ||||||
JAPAN (30 YR TBOND .5% 20/03/2049 | ** | 1,086,646 | ||||||
JAPAN (30 YR TBOND .7% 20/06/2051 | ** | 1,212,253 | ||||||
JAPAN 10 YEAR ISSUE .1% 20/09/2031 | ** | 3,338,654 | ||||||
JAPAN FIN ORGANIZATION FOR MUNICIPALITIEGLOBAL NT 144A 2.125% DUE 10-25-2023 BEO | ** | 1,329,254 | ||||||
JAPAN FIN ORGANIZATION FOR MUNICIPALITIEGLOBAL NT 144A 2.125% DUE 10-25-2023 BEO | ** | 1,840,506 | ||||||
JAPAN FIN ORGANIZATION FOR MUNICIPALITIES 144A 2.625% 04-20-2022 | ** | 201,292 | ||||||
JAPAN FIN ORGANIZATION FOR MUNICIPALITIES 144A 2.625% 04-20-2022 | ** | 4,428,432 | ||||||
JAPAN GOVT CPI IDX/LKD 10/03/2028 | ** | 2,005,718 | ||||||
JAPAN LIFELINE CO NPV | ** | 336,952 | ||||||
JAPAN METROPOLITAN FUND INVEST | ** | 185,891 | ||||||
JAPAN POST HOLD CO NPV | ** | 1,327,760 | ||||||
JAPAN POST INSURAN NPV | ** | 422,130 | ||||||
JAPAN REAL ESTATE INVESTMENT CO | ** | 181,466 | ||||||
JAPAN TOBACCO INC NPV | ** | 3,393,650 | ||||||
JAPAN(GOVT OF) 0.1% I/L SNR 10/03/2029 JPY | ** | 2,272,548 | ||||||
JAPAN(GOVT OF) 0.7% SNR 20/12/48 JPY50000 | ** | 510,904 | ||||||
JAPAN(GOVT OF) 1.2% SNR 20/09/35 JPY50000 | ** | 597,461 | ||||||
JARIR MARKETING CO SAR10 | ** | 510,270 | ||||||
JAZZ PHARMACEUTICALS PLC COM USD0.0001 | ** | 452,270 | ||||||
JB FINANCIAL GROUP | ** | 340,962 | ||||||
JBCC HOLDINGS INC NPV | ** | 195,216 | ||||||
JBS SA COM NPV | ** | 1,057,523 | ||||||
JD.COM INC USD0.00002 A CLASS | ** | 1,422,032 | ||||||
JELD-WEN HLDG INC COM | ** | 1,240,370 | ||||||
JERONIMO MARTINS EUR1 | ** | 811,746 | ||||||
JETBLUE AWYS CORP COM | ** | 1,788,074 | ||||||
JFROG LTD COM | ** | 674,190 | ||||||
JHSF PARTICIPACOES COM NPV | ** | 229,590 | ||||||
JIIN YEEH DING ENT TWD10 | ** | 79,275 | ||||||
JINDAL SAW LTD INR2(DEMAT) | ** | 66,888 | ||||||
JINDAL STAINLESS INR2 | ** | 351,867 | ||||||
JINDAL STEEL & PWR INR1.00 | ** | 261,528 | ||||||
JINGRUI HOLDINGS L USD0.01 | ** | 47,043 | ||||||
JNBY DESIGN LTD HKD0.01 | ** | 40,558 | ||||||
JOHN DEERE CAPITAL CORP 2.05% DUE 01-09-2025 | ** | 1,827,585 | ||||||
JOHNSON & JOHNSON .55% DUE 09-01-2025 REG | ** | 1,796,779 | ||||||
JOHNSON & JOHNSON .95% DUE 09-01-2027 | ** | 1,184,245 | ||||||
JOHNSON & JOHNSON COM USD1 | ** | 46,465,007 | ||||||
JOHNSON CTLS INTL PLC COM USD0.01 | ** | 14,751,585 | ||||||
JONES LANG LASALLE INC COM STK | ** | 2,352,146 | ||||||
JPMBB COML MTG 2.8164% DUE 11-15-2048 | ** | 1,032,837 | ||||||
JPMBB COML MTG 3.31060004234% DUE 03-15-2049 | ** | 13,289,947 | ||||||
JPMBB COML MTG 3.3222% DUE 07-15-2048 | ** | 100,315 | ||||||
JPMBB COML MTG FLTG RT 4.2016% DUE 09-15-2047 | ** | 6,586,695 | ||||||
JPMBB COML MTG FLTG RT 4.55253% DUE 09-15-2047 | ** | 952,839 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
JPMBB COML MTG SECS TR 2014-C24 COML MTGPASSTHRU CTF CL 3.3726% 11-15-2047 | ** | 10,630,817 | ||||||
JPMBB COML MTG SECS TR 2015-C31 FLTG RT CL B 08-15-2048 | ** | 1,460,888 | ||||||
JPMBB COML MTG SECS TR SER 2014-C23 CL A-SB 3.657%09-15-2047 | ** | 1,030,842 | ||||||
JPMBB COML MTG SECS TR SER 2014-C25 CL A-4A1 3.408% 11-15-2047 | ** | 2,693,374 | ||||||
JPMDB COML MTG SECS TR 2016-C4 CL A-2 2.8822% 9-15-2026 | ** | 7,910,738 | ||||||
JPMORGAN CHASE & 1.561% DUE 12-10-2025 | ** | 4,181,501 | ||||||
JPMORGAN CHASE & 2.7% DUE 05-18-2023 | ** | 5,185,423 | ||||||
JPMORGAN CHASE & 2.95% DUE 10-01-2026 | ** | 19,519,121 | ||||||
JPMORGAN CHASE & 3.2% DUE 01-25-2023 | ** | 4,046,088 | ||||||
JPMORGAN CHASE & 3.625% DUE 05-13-2024 | ** | 1,582,182 | ||||||
JPMORGAN CHASE & 4.023% DUE 12-05-2024 | ** | 3,975,423 | ||||||
JPMORGAN CHASE & CO 3.875 09-10-2024 | ** | 8,206,470 | ||||||
JPMORGAN CHASE & CO .824% 06-01-2025 | ** | 3,135,566 | ||||||
JPMORGAN CHASE & CO 1.47% 09-22-2027 | ** | 6,831,352 | ||||||
JPMORGAN CHASE & CO 2.083% DUE 04-22-2026/10-22-2020 REG | ** | 3,746,805 | ||||||
JPMORGAN CHASE & CO 2.301% DUE 10-15-2025 | ** | 16,132,629 | ||||||
JPMORGAN CHASE & CO 2.522% DUE 04-22-2031 | ** | 1,426,598 | ||||||
JPMORGAN CHASE & CO 2.739% DUE 10-15-2030 | ** | 3,327,111 | ||||||
JPMORGAN CHASE & CO 2.776% 04-25-2023 | ** | 2,514,000 | ||||||
JPMORGAN CHASE & CO 2.956% 05-13-2031 | ** | 3,399,487 | ||||||
JPMORGAN CHASE & CO 3.782% DUE 02-01-2028 BEO | ** | 29,137,933 | ||||||
JPMORGAN CHASE & CO 4.0% DUE 12-31-2049 REG | ** | 2,768,775 | ||||||
JPMORGAN CHASE & CO 4.452% 12-05-2029 | ** | 6,417,476 | ||||||
JPMORGAN CHASE & CO 4.6% DUE 12-31-2049 | ** | 2,350,113 | ||||||
JPMORGAN CHASE & CO COM | ** | 42,223,869 | ||||||
JPMORGAN CHASE & CO NT FIXED TO FLTG RATE 1.578% 04-22-2027 | ** | 4,029,165 | ||||||
JPMORGAN CHASE & CO NT FIXED/FLTG .697% 03-16-2024 | ** | 2,747,475 | ||||||
JPMORGAN CHASE & CO. 3.207% 04-01-2023 | ** | 8,933,039 | ||||||
JPMORGAN CHASE & FLTG RT .653% DUE 09-16-2024 | ** | 2,881,702 | ||||||
JPMORGAN CHASE & FLTG RT .969% DUE 06-23-2025 | ** | 1,658,030 | ||||||
JPMORGAN CHASE & FLTG RT 1.04% DUE 02-04-2027 | ** | 5,325,967 | ||||||
JPMORGAN CHASE & FLTG RT 1.045% DUE 11-19-2026 | ** | 2,924,077 | ||||||
JPMORGAN CHASE & FLTG RT 1.514% DUE 06-01-2024 | ** | 4,720,975 | ||||||
JPMORGAN CHASE & FLTG RT 3.559% DUE 04-23-2024 | ** | 826,776 | ||||||
JPMORGAN CHASE & FLTG RT 3.559% DUE 04-23-2024 | ** | 16,096,292 | ||||||
JPN BANK FOR INT'L COOP 3.375% 10-31-2023 REG | ** | 627,831 | ||||||
JSC OGK-2 RUB0.3627(RUB) | ** | 113,336 | ||||||
JT CORP KRW500 | ** | 29,580 | ||||||
JUKI CORP NPV | ** | 125,942 | ||||||
JULIUS BAER GRUPPE CHF0.02 (REGD) | ** | 4,340,694 | ||||||
JUMBO INTERACTIVE NPV | ** | 76,936 | ||||||
JUNGHEINRICH NON-VTG PRF NPV | ** | 207,690 | ||||||
JUNIPER NETWORKS INC COM | ** | 2,510,270 | ||||||
JVCKENWOOD CORPORA NPV | ** | 182,193 | ||||||
JYP ENTERTAINMENT CORPORATION SHS | ** | 54,756 | ||||||
JYSKE REALKREDIT 1% CVD BDS 01/10/50 DKK0.01 | ** | 938,960 | ||||||
JYSKE REALKREDIT 1% SNR 01/10/2050 DKK0.01 | ** | 903,033 | ||||||
JYSKE REALKREDIT 1.5% CVD BDS 01/10/53 DKK0. | ** | 1,247,750 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
K WAH INTL HKD0.10 COM STK | ** | 622,748 | ||||||
KADANT INC COM | ** | 1,380,575 | ||||||
KAISA PROSPERITY HOLDINGS LIMITED | ** | 95,271 | ||||||
KAJIMA CORP NPV | ** | 3,592,120 | ||||||
KAKAO CORP KRW100 | ** | 844,235 | ||||||
KALBE FARMA IDR10 | ** | 177,332 | ||||||
KALVISTA PHARMACEUTICALS INC COM | ** | 128,490 | ||||||
KAMAN CORP COM | ** | 3,825,765 | ||||||
KANEMATSU CORP NPV | ** | 675,301 | ||||||
KANSAS CITY POWER & LIGHT CO 4.2% 03-15-2048 | ** | 358,560 | ||||||
KANSAS CITY PWR & LT CO 5.3 DUE 10-01-2041 | ** | 84,767 | ||||||
KANSAS CITY SOUTHN 4.7% DUE 05-01-2048 | ** | 374,483 | ||||||
KARDEMIR KARABUK D TRY1'D' | ** | 23,268 | ||||||
KARUNA THERAPEUTICS INC COM | ** | 299,073 | ||||||
KASIKORNBANK PLC THB10 (ALIEN MKT) | ** | 866,312 | ||||||
KB HOME COM | ** | 3,967,417 | ||||||
KBC ANCORA NPV | ** | 664,434 | ||||||
KBC GROEP NV 0.75% SNR EMTN 01/03/22 EUR | ** | 227,889 | ||||||
KBC GROEP NV NPV | ** | 4,713,972 | ||||||
KBR INC COM | ** | 1,518,173 | ||||||
KCE ELECTRONICS THB1(NVDR) | ** | 62,110 | ||||||
KEC HOLDINGS CO KRW500 | ** | 158,595 | ||||||
KEDGE CONSTRUCTION TWD10 | ** | 175,779 | ||||||
KELLOGG CO COM USD0.25 | ** | 367,323 | ||||||
KELLTON TECH SOLU INR5 | ** | 14,134 | ||||||
KELLY SERVICES INC CL A COM | ** | 186,130 | ||||||
KENMARE RESOURCES ORD EUR0.001 (CDI) | ** | 397,133 | ||||||
KENNAMETAL INC CAP | ** | 8,573,692 | ||||||
KENNEDY-WILSON HLDGS INC COM | ** | 691,445 | ||||||
KEPLER WEBER SA COM NPV | ** | 164,816 | ||||||
KERRY PROPERTIES HKD1 | ** | 122,379 | ||||||
KESKO OYJ SER'B'EUR2 | ** | 517,475 | ||||||
KEURIG DR PEPPER 4.057% DUE 05-25-2023 | ** | 4,570,624 | ||||||
KEURIG DR PEPPER 4.417% DUE 05-25-2025 | ** | 979,563 | ||||||
KEURIG DR PEPPER 5.085% DUE 05-25-2048 | ** | 130,907 | ||||||
KEURIG DR PEPPER INC COM | ** | 1,586,049 | ||||||
KEURIG DR PEPPER INC CORP 4.985% 05-25-2038 | ** | 309,652 | ||||||
KEYBANK NATL ASSN CLEVELAND OHIO GLOBAL 3.3% 02-01-2022 | ** | 501,110 | ||||||
KEYCORP 2.55% 10-01-2029 BEO | ** | 327,948 | ||||||
KEYSIGHT TECHNOLOGIES INC COM | ** | 1,606,854 | ||||||
KFC HOLDINGS JAPAN NPV | ** | 768,785 | ||||||
KH VATEC KRW500 | ** | 970,863 | ||||||
KIA CORP | ** | 1,584,863 | ||||||
KIATNAKIN PHATRA BANK PCL NON VTG DEP RCPT REP 1 ORD THB10 | ** | 3,929 | ||||||
KID ASA NOK1.20 | ** | 291,353 | ||||||
KILROY REALTY CORP 2.5% DUE 11-15-2032 | ** | 726,309 | ||||||
KILROY RLTY L P 4.375% DUE 10-01-2025 | ** | 2,179,083 | ||||||
KIMBALL ELECTRONICS INC COM | ** | 61,472 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
KIMBALL INTL INC CL B | ** | 104,551 | ||||||
KIMBERLY CLARK CORP 3.1% DUE 03-26-2030 REG | ** | 280,422 | ||||||
KIMBERLY-CLARK CORP COM | ** | 7,906,763 | ||||||
KINDER MORGAN 4.15% DUE 03-01-2022 | ** | 3,539,502 | ||||||
KINDER MORGAN INC 4.3% DUE 06-01-2025 | ** | 1,589,163 | ||||||
KINDER MORGAN INC 5.55% DUE 06-01-2045 | ** | 291,636 | ||||||
KINDER MORGAN INC DEL 1.75% 11-15-2026 | ** | 9,635,067 | ||||||
KINDER MORGAN INC DEL COM | ** | 485,459 | ||||||
KINDER MORGAN INC FIXED 3.25% DUE 08-01-2050 | ** | 254,531 | ||||||
KINDER MORGAN INC FLTG RT 1.51914% DUE 01-15-2023 | ** | 10,789,139 | ||||||
KING CHOU MARINE T TWD10 | ** | 169,313 | ||||||
KING STREET FDG TR 3.75% DUE 04-18-2029 | ** | 3,620,969 | ||||||
KING STREET FUNDING TRUST 1.65% 01-15-2031 | ** | 395,700 | ||||||
KINGBOARD HOLDINGS LTD | ** | 1,306,976 | ||||||
KINGFISHER ORD GBP0.157142857 | ** | 3,324,244 | ||||||
KING'S TOWN BANK TWD10 | ** | 184,450 | ||||||
KINGSOFT CORP LTD USD.0005 | ** | 655,452 | ||||||
KINNEVIK AB SER'B'NPV | ** | 109,522 | ||||||
KINROSS GOLD CORP COM NPV | ** | 1,891,647 | ||||||
KISCO HOLDINGS CO LTD KRW5000 | ** | 100,631 | ||||||
KITO CORP NPV | ** | 120,737 | ||||||
KIWI PROPERTY GROUP LIMITED NPV | ** | 793,418 | ||||||
KKR & CO INC CL A CL A | ** | 9,054,134 | ||||||
KLA CORPORATION COM USD0.001 | ** | 1,040,866 | ||||||
KMC (KUEI MENG) TWD10 | ** | 306,450 | ||||||
KNIGHT-SWIFT TRANSN HLDGS INC CL A CLASSA COMMON STOCK USD0.01 | ** | 1,011,116 | ||||||
KOBAY TECHNOLOGY NPV | ** | 14,474 | ||||||
KODIAK SCIENCES INC COM USD0.0001 | ** | 292,491 | ||||||
KOHLS CORP COM | ** | 700,647 | ||||||
KOHLS CORP NT 3.375% 05-01-2031 | ** | 178,415 | ||||||
KOITO MFG CO LTD NPV | ** | 3,755,442 | ||||||
KOLON GLOBAL CORP KRW5000 | ** | 8,719 | ||||||
KOLON INDUSTRIES KRW5000 | ** | 25,025 | ||||||
KOMATSU FINANCE AMERICA 2.437% 11/09/2022 | ** | 303,128 | ||||||
KON AHOLD DELHAIZE EUR0.01 | ** | 5,697,960 | ||||||
KONE CORPORATION NPV ORD 'B' | ** | 3,219,202 | ||||||
KONINKLIJKE PHILIP EUR0.20 | ** | 5,822,118 | ||||||
KONTOOR BRANDS INC COM NPV WI | ** | 501,994 | ||||||
KOOKSOONDANG BREWERY CO KRW500 | ** | 112,386 | ||||||
KOREA ASSET IN TRU KRW500 | ** | 206,759 | ||||||
KOREA CIRCUIT CO KRW500 | ** | 132,393 | ||||||
KOREA ELEC TERM KRW500 | ** | 83,499 | ||||||
KOREA EXPORT PACK KRW5000 | ** | 46,045 | ||||||
KOREA GAS KRW5000 | ** | 180,338 | ||||||
KOREA INVESTMENT HOLDINGS KRW5000 | ** | 335,085 | ||||||
KOREA KUMHO PETRO PRF KRW5000 | ** | 24,019 | ||||||
KOREA REAL ESTATE KRW1000 | ** | 592,112 | ||||||
KOREA(REPUBLIC OF) 2.125% SNR 10/06/2027KRW | ** | 147,289 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
KOREA(REPUBLIC OF) 2.375% SNR 10/12/2027KRW | ** | 144,812 | ||||||
KOREA(REPUBLIC OF) 2.375% SNR 10/12/2028KRW | ** | 655,581 | ||||||
KOREA(REPUBLIC OF) 2.625% SNR 10/06/2028KRW | ** | 302,256 | ||||||
KOREA(REPUBLIC OF) 5.5% SNR 10/03/28 KRW10000 | ** | 170,487 | ||||||
KORNIT DIGITAL LTD COMMON STOCK | ** | 3,353,611 | ||||||
KOSE CORPORATION NPV | ** | 3,547,465 | ||||||
KOZA ANADOLU METAL TRY1 (C SHARES) | ** | 89,053 | ||||||
KPIT TECHNOLOGIES INR10 | ** | 355,984 | ||||||
KRAFT HEINZ FOODS 3.75% DUE 04-01-2030 | ** | 313,332 | ||||||
KRATOS DEFENSE & SECURITY SOLUTIONS INC | ** | 1,860,053 | ||||||
KROGER CO 2.65% DUE 10-15-2026 | ** | 207,932 | ||||||
KROGER CO 4 DUE 02-01-2024 | ** | 217,764 | ||||||
KROGER CO 4.45% DUE 02-01-2047 | ** | 365,130 | ||||||
KRYSTAL BIOTECH INC COM | ** | 190,684 | ||||||
KS CY PWR & LT CO 3.15 DUE 03-15-2023 | ** | 24,477 | ||||||
KS ST DEV FIN AUTH REV PUB EMPLOYEES RETSYS-C 5.501 5-1-34 BEO TXBL SF 5-1-27 | ** | 1,231,921 | ||||||
KTCS CORPORATION KRW500 | ** | 206,777 | ||||||
KUAISHOU TECHNOLOG USD0.0000053 B CLASS | ** | 436,202 | ||||||
KUBOTA CORP NPV | ** | 7,784,302 | ||||||
KUEHNE&NAGEL INTL CHF1 (REGD) | ** | 587,265 | ||||||
KULICKE & SOFFA INDS INC COM | ** | 8,969,970 | ||||||
KUMBA IRON ORE LTD ZAR0.01 | ** | 588,287 | ||||||
KUMHO PETRO CHEM KRW5000 | ** | 381,268 | ||||||
KUNG LONG BATTERIES IND TWD10 | ** | 40,054 | ||||||
KUNLUN ENERGY CO COMSTK | ** | 1,198,284 | ||||||
KURA ONCOLOGY INC COM | ** | 219,338 | ||||||
KUWAIT (STATE OF) 3.5% SNR MTN 20/03/2027 USD | ** | 2,181,910 | ||||||
KUWAIT RESORTS COM KWD0.1 | ** | 125,851 | ||||||
KUWAIT ST NT 144A 2.75% DUE 03-20-2022 BEO | ** | 4,185,825 | ||||||
KYMERA THERAPEUTICS INC COM | ** | 223,485 | ||||||
KYOCERA CORP NPV | ** | 6,167,061 | ||||||
KYUNGDONG CITY GAS KRW2500(SPLIT) | ** | 156,802 | ||||||
L A CAL DEPT ARPTS ARPT REV TAX BUILD AMER BD 6.582 DUE 05-15-2039 | ** | 93,220 | ||||||
L&T TECHNOLOGY SER INR2 | ** | 522,268 | ||||||
L.G. BALAKRISHNAN BROS LTD | ** | 128,843 | ||||||
L.T. FOODS LTD INR1 | ** | 16,223 | ||||||
L3HARRIS 1.8% DUE 01-15-2031 | ** | 286,660 | ||||||
L3HARRIS TECHNOLOGIES INC 3.85% DUE 12-15-2026 | ** | 272,017 | ||||||
LA FRANCAISE DES EUR0.40 | ** | 1,868,237 | ||||||
LAB CORP AMER 3.6% DUE 02-01-2025 | ** | 129,885 | ||||||
LABORAT FARMA ROVI EUR0.06 | ** | 763,850 | ||||||
LAM RESH CORP COM | ** | 19,288,322 | ||||||
LAND & HOUSES THB1(ALIEN MKT) | ** | 555,898 | ||||||
LANDEC CORP COM | ** | 97,136 | ||||||
LANDSTAR SYS INC COM | ** | 3,254,584 | ||||||
LANDWIRTSCH RENTENBANK 4.25% 24/01/2023 | ** | 75,634 | ||||||
LAR ESPANA REAL ESTATE SOCIMI SA EUR2 | ** | 295,184 | ||||||
LAS VEGAS SANDS 2.9% DUE 06-25-2025 | ** | 109,746 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
LAS VEGAS SANDS 3.2% DUE 08-08-2024 | ** | 1,120,119 | ||||||
LAS VEGAS SANDS 3.9% DUE 08-08-2029 | ** | 1,773,819 | ||||||
LATTICE SEMICONDUCTOR CORP COM | ** | 1,212,770 | ||||||
LAUREL RD PRIME STUDENT SR 19-A CL A2FX 0.0% 10-25-2048 | ** | 459,087 | ||||||
LCH_IRS GOLDUS33 01/11/2023 NZD P 3MBBR / R 3% SWU01DB55 | ** | 14,501 | ||||||
LCH_IRS GOLDUS33 01/15/2028 USD P 0.4% / R 3MLIBOR SWU013ZU6 | ** | 41,764 | ||||||
LCH_IRS GOLDUS33 01/27/2052 USD P 1.62% / R 3MLIBOR SWU017X54 | ** | 3,944 | ||||||
LCH_IRS GOLDUS33 03/03/2022 CAD P 3MCDOR / R 1.27% SWU010CM5 | ** | 1,452 | ||||||
LCH_IRS GOLDUS33 03/30/2023 USD P 0.25% / R 3MLIBOR SWU015GO6 | ** | 41,416 | ||||||
LCH_IRS GOLDUS33 03/30/2026 USD P 0.4% / R 3MLIBOR SWU015GP3 | ** | 265,143 | ||||||
LCH_IRS GOLDUS33 03/30/2051 USD P 1.15% / R 3MLIBOR SWU015HX5 | ** | 41,346 | ||||||
LCH_IRS GOLDUS33 06/09/2041 USD P 1.25% / R 3MLIBOR SWU0177O2 | ** | 127,967 | ||||||
LCH_IRS GOLDUS33 07/03/2049 CAD P 3MCDOR / R 2.565% SWU00T160 | ** | 7,585 | ||||||
LCH_IRS GOLDUS33 12/15/2026 USD P 1.25% / R 3MLIBOR SWU0SU928 | ** | 54,635 | ||||||
LCH_IRS GOLDUS33 12/15/2051 USD P 3MLIBOR / R 2% SWU0151X2 | ** | 110,137 | ||||||
LCH_IRS GOLDUS33 12/16/2050 USD P 1.25% / R 3MLIBOR SWU0JJ642 | ** | 11,361 | ||||||
LCH_IRS GOLDUS33 14/11/2023 CAD P 3MCDOR / R 2% SWU01DNH6 | ** | 1,469 | ||||||
LCH_IRS GOLDUS33 15/09/2026 CNY P 7DCNRR0 / R 2.75% SWU01AGF4 | ** | 260,647 | ||||||
LCH_IRS GOLDUS33 15/12/2023 NZD P 3MBBR / R 3% SWU01DMW4 | ** | 11,787 | ||||||
LCH_IRS GOLDUS33 15/12/2035 EUR P 0.45% / R 6MEURIB SWU00XH23 | ** | 150 | ||||||
LCH_IRS GOLDUS33 17/03/2022 JPY P 6MLIBOR / R 0 SWU01DXG7 | ** | 191 | ||||||
LCH_IRS GOLDUS33 17/06/2022 CAD P 3MCDOR / R 1.5% SWU00Y1J1 | ** | 1,474 | ||||||
LCH_IRS GOLDUS33 17/06/2030 AUD P 1.25% / R 6MBBSW SWU00Y1H5 | ** | 62,241 | ||||||
LCH_IRS GOLDUS33 17/11/2052 EUR P 0.064% / R 6MEURIB SWU016KP6 | ** | 42,289 | ||||||
LCH_IRS GOLDUS33 18/03/2025 NOK P 1.635% / R 6MNIBOR SWU00ZE21 | ** | 1,139 | ||||||
LCH_IRS GOLDUS33 19/06/2029 SEK P 3MSTBOR / R 1% SWU00SMX0 | ** | 12,081 | ||||||
LCH_IRS GOLDUS33 19/07/2031 CAD P 1.585% / R 3MCDOR SWU01BJ28 | ** | 15,310 | ||||||
LCH_IRS GOLDUS33 27/01/2032 EUR P 0.19% / R 6MEURIB SWU01A2G7 | ** | 6,094 | ||||||
LCH_IRS GOLDUS33 27/01/2032 EUR P 0.205% / R 6MEURIB SWU019YK6 | ** | 7,097 | ||||||
LCH_IRS GOLDUS33 27/05/2050 EUR P 0.054% / R 6MEURIB SWU017449 | ** | 14,093 | ||||||
LCH_IRS GOLDUS33 28/10/2023 CAD P 3MCDOR / R 2.06% SWU01DBL0 | ** | 6,936 | ||||||
LCH_OIS CSFBUS33 15/09/2031 SGD P 1.25% / R 1DSIBCS SWU01C2S7 | ** | 10,302 | ||||||
LCH_OIS CSFBUS33 15/12/2026 INR P 1DMIBOR / R 5.5% SWU01COM6 | ** | 20,587 | ||||||
LCH_OIS GOLDUS33 07/02/2023 GBP P 0.01% / R 1DSONIA SWU01CIC5 | ** | 90,955 | ||||||
LCH_OIS GOLDUS33 12/15/2028 USD P 1DSOFR / R 1.25% SWU01CKM0 | ** | 677 | ||||||
LCH_OIS GOLDUS33 12/15/2031 USD P 1DSOFR / R 1.5% SWU01CKS7 | ** | 51,741 | ||||||
LCH_OIS GOLDUS33 15/09/2031 SGD P 1.25% / R 1DSIBCS SWU01C2S7 | ** | 1,145 | ||||||
LCH_OIS GOLDUS33 15/12/2031 JPY P 0.05% / R 1DTONAR SWU01BQX2 | ** | 6,769 | ||||||
LCH_OIS GOLDUS33 15/12/2051 JPY P 0.4% / R 1DTONAR SWU01BSV4 | ** | 37,881 | ||||||
LCH_OIS GOLDUS33 16/03/2027 GBP P 0.5% / R 1DSONIA SWU01B1T8 | ** | 3,750 | ||||||
LCH_OIS GOLDUS33 16/03/2052 GBP P 0.75% / R 1DSONIA SWU01B1V3 | ** | 12,150 | ||||||
LCH_OIS GOLDUS33 17/08/2031 JPY P 0 / R 1DTONAR SWU01BYN5 | ** | 1,109 | ||||||
LCH_OIS GOLDUS33 19/06/2022 JPY P 1DTONAR / R 0 SWU01E0T3 | ** | 186 | ||||||
LCH_OIS MSNYUS33 07/04/2022 JPY P 1DTONAR / R 0 SWU01E014 | ** | 39 | ||||||
LCH_OIS MSNYUS33 15/03/2022 JPY P 1DTONAR / R 0 SWU01DYZ4 | ** | 103 | ||||||
LCH_OIS MSNYUS33 16/03/2032 GBP P 0.75% / R 1DSONIA SWU01B1U5 | ** | 199,111 | ||||||
LCH_OIS MSNYUS33 16/03/2052 GBP P 0.75% / R 1DSONIA SWU01B1V3 | ** | 182,251 | ||||||
LCH_OIS MSNYUS33 17/03/2022 JPY P 1DTONAR / R 0 SWU01E071 | ** | 82 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
LCH_OIS MSNYUS33 17/03/2051 JPY P 0.35% / R 1DTONAR SWU01E1Z8 | ** | 21,087 | ||||||
LCH_OIS MSNYUS33 19/03/2022 JPY P 1DTONAR / R 0 SWU01DZV2 | ** | 80 | ||||||
LCH_OIS MSNYUS33 20/03/2022 JPY P 1DTONAR / R 0 SWU01E0K2 | ** | 369 | ||||||
LCH_OIS MSNYUS33 21/09/2052 GBP P 0.75% / R 1DSONIA SWU01CD48 | ** | 47,269 | ||||||
LCH_RPI GOLDUS33 15/11/2030 GBP P 3.397% / R RPI SWU09JU12 | ** | 49,427 | ||||||
LCH_RPI GOLDUS33 15/11/2030 GBP P 3.445% / R RPI SWU09AW19 | ** | 47,149 | ||||||
LCH_RPI GOLDUS33 15/11/2030 GBP P 3.51% / R RPI SWU09AW27 | ** | 22,034 | ||||||
LCH_RPI GOLDUS33 15/11/2050 GBP P 3% / R RPI SWU09BM42 | ** | 97,399 | ||||||
LCH_RPI GOLDUS33 15/11/2050 GBP P 3.051% / R RPI SWU0VB9A8 | ** | 89,688 | ||||||
LCH_RPI GOLDUS33 15/11/2050 GBP P 3.143% / R RPI SWU099MV7 | ** | 37,680 | ||||||
LEE & MAN PAPER MA HKD0.025 | ** | 66,739 | ||||||
LEEJAM SPORTS CO J SAR10 | ** | 352,193 | ||||||
LEGACY MTG AST TR FLTG RT 1.75% DUE 04-25-2061 | ** | 983,403 | ||||||
LEGALZOOM COM INC COM | ** | 110,481 | ||||||
LEGRAND SA EUR4 | ** | 5,950,945 | ||||||
LEIDOS HLDGS INC COM | ** | 13,586,765 | ||||||
LEMAITRE VASCULAR INC COM STK | ** | 2,801,578 | ||||||
LENDINGCLUB CORP COM NEW | ** | 1,173,335 | ||||||
LENDLEASE CORP LTD NPV (STAPLED) | ** | 123,072 | ||||||
LENOVO GROUP LIMITED HKD0.025 | ** | 232,151 | ||||||
LESLIES INC COM | ** | 2,661,750 | ||||||
LEVI STRAUSS & CO NEW CL A CL A | ** | 693,932 | ||||||
LG ELECTRONICS INC KRW5000 | ** | 1,022,493 | ||||||
LG UPLUS CORP KRW5000 | ** | 303,373 | ||||||
LHC GROUP INC COM | ** | 4,711,380 | ||||||
LIBERTY LATIN AMERICA LTD COM USD0.01 CLASS C | ** | 78,352 | ||||||
LIBERTY MEDIA CORP DEL COM SER A SIRIUSXM GROUP COM SER A SIRIUSXM GROUP | ** | 70,275 | ||||||
LIBERTY MEDIA CORPORATION COM USD0.01 SER C FORMULA | ** | 1,572,083 | ||||||
LIFE STORAGE INC COM | ** | 7,277,582 | ||||||
LIFE STORAGE LP 2.2% DUE 10-15-2030 | ** | 122,907 | ||||||
LIFE STORAGE LP FIXED 4% DUE 06-15-2029 | ** | 110,942 | ||||||
LIFE STORAGE LP GTD SR NT 2.4% 10-15-2031 | ** | 344,431 | ||||||
LIFE TIME GROUP HLDGS INC COM | ** | 249,321 | ||||||
LILLY ELI & CO 2.35% DUE 05-15-2022 | ** | 2,075,700 | ||||||
LINCOLN NATL CORP COM | ** | 145,257 | ||||||
LINDE PLC COM USD0.001 | ** | 11,749,866 | ||||||
LINDE PLC COMMON STOCK | ** | 7,093,057 | ||||||
LINK REAL ESTATE INVESTMENT | ** | 330,205 | ||||||
LITE-ON TECHNOLOGY TWD10 | ** | 302,092 | ||||||
LITHIA MTRS INC CL A CL A | ** | 613,796 | ||||||
LITTELFUSE INC COM | ** | 975,508 | ||||||
LIVANOVA PLC ORD GBP1.00 (DI) | ** | 2,170,625 | ||||||
LIVE NATION ENTERTAINMENT INC | ** | 20,085,538 | ||||||
LIVENT CORP COM | ** | 1,430,765 | ||||||
LKQ CORP COM LKQ CORP | ** | 134,647 | ||||||
LL FLOORING HOLDINGS INC COM USD0.001 | ** | 169,932 | ||||||
LLOYDS BANK PLC 4.875%-FRN GTD 30/03/27 GBP | ** | 1,771,064 | ||||||
LLOYDS BANK PLC 7.5%-VAR SNR 02/04/2032 USD | ** | 1,599,963 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
LLOYDS BANKING GP 7.625% UNDATED NTS GBP20000 | ** | 290,259 | ||||||
LLOYDS BK CORPORATE MKTS PLC NY BRH INST08-03-2021 .22% CTF OF DEP 08-03-2022 | ** | 5,305,049 | ||||||
LLOYDS BKG GROUP 1.326% DUE 06-15-2023 | ** | 4,337,394 | ||||||
LLOYDS BKG GROUP 2.438% DUE 02-05-2026 | ** | 1,223,858 | ||||||
LLOYDS BKG GROUP 3% DUE 01-11-2022 | ** | 2,159,136 | ||||||
LLOYDS BKG GROUP 4.05% DUE 08-16-2023 | ** | 2,525,220 | ||||||
LLOYDS BKG GROUP 4.45% DUE 05-08-2025 | ** | 5,433,425 | ||||||
LLOYDS BKG GROUP 4.5% DUE 11-04-2024 | ** | 538,832 | ||||||
LLOYDS BKG GROUP 4.582% DUE 12-10-2025 | ** | 218,270 | ||||||
LLOYDS BKG GROUP 4.65% DUE 03-24-2026 | ** | 1,101,416 | ||||||
LLOYDS BKG GROUP FIXED .695% DUE 05-11-2024 | ** | 5,708,740 | ||||||
LLOYDS BKG GROUP FIXED 3.87% DUE 07-09-2025 | ** | 8,808,733 | ||||||
LLOYDS BKG GROUP FLTG RT 2.907% DUE 11-07-2023 | ** | 4,366,471 | ||||||
LLOYDS BKG GROUP FLTG RT 3.574% 11-07-2028 | ** | 16,031,285 | ||||||
LLOYDS BKG GROUP PLC 3.9% 03-12-2024 | ** | 1,479,085 | ||||||
LLOYDS BKG GROUP PLC 3.9% 03-12-2024 | ** | 2,482,750 | ||||||
LLOYDS BKG GROUP VAR RT 1.627% DUE 05-11-2027 | ** | 6,993,478 | ||||||
LOANCORE 2021-CRE6 ISSUER LTD / 1.40629%11-15-2038 | ** | 2,000,568 | ||||||
LOCKHEED MARTIN 3.55% DUE 01-15-2026 | ** | 1,245,455 | ||||||
LOCKHEED MARTIN CORP COM | ** | 12,596,797 | ||||||
LOEWS CORP 2.625 DUE 05-15-2023 REG | ** | 588,926 | ||||||
LOGISTA HOLDINGS EUR0.2 | ** | 502,920 | ||||||
LOGITECH INTL CHF0.25 (REGD) | ** | 1,188,149 | ||||||
LONDON STOCK EXCHANGE GROUP ORD GBP0.06918604 | ** | 3,464,686 | ||||||
LONGFOR GROUP HOLDINGS LTD | ** | 261,259 | ||||||
LONKING HOLDINGS HKD0.1 | ** | 67,978 | ||||||
L'OREAL EUR0.20 | ** | 5,707,411 | ||||||
LOS ANGELES CALIF CMNTY CG DIST 1.606% 08-01-2028 | ** | 1,593,282 | ||||||
LOTTE CHEMICAL TIT NPV | ** | 114,470 | ||||||
LOVESAC CO COM | ** | 3,348,847 | ||||||
LOWES COMPANIES INC 1.7% 09-15-2028 | ** | 892,475 | ||||||
LOWES COMPANIES INC BNDS 3.12% DUE 04-15-2022 REG | ** | 3,351,964 | ||||||
LOWES COS INC 1.7% DUE 10-15-2030 | ** | 332,901 | ||||||
LOWES COS INC 3% DUE 10-15-2050 | ** | 445,533 | ||||||
LOWES COS INC COM | ** | 29,480,161 | ||||||
LOWES COS INC FIXED 4.5% DUE 04-15-2030 | ** | 2,509,701 | ||||||
LPL FINL HLDGS INC COM | ** | 620,509 | ||||||
LPP SA PLN2.00 | ** | 314,925 | ||||||
LSTAR COML MTG TR 2015-3 MTG PASSTHRU CTF CL D 144A 3.16528% 04-20-2048 | ** | 1,491,162 | ||||||
LUK FOOK HLDGS HKD0.10 | ** | 153,534 | ||||||
LULULEMON ATHLETICA INC COM | ** | 11,283,155 | ||||||
LUMENTUM HLDGS INC COM | ** | 490,879 | ||||||
LUPIN LTD INR2 | ** | 50,866 | ||||||
LUTRONIC CORPORATI KRW500 | ** | 19,646 | ||||||
LUXE TR 2021-MLBH VAR RT 1.087% DUE 11-15-2038 | ** | 1,998,119 | ||||||
LUXE TR 2021-TRIP FLTG RT 1.156% DUE 10-15-2038 | ** | 1,999,076 | ||||||
LUXE TR 2021-TRIP FLTG RT 1.156% DUE 10-15-2038 | ** | 1,499,307 | ||||||
LVMH MOET HENNESSY LOUIS VUITTON SE EUR0.30 | ** | 14,010,839 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
LX INTERNATIONAL CORP KRW5000 | ** | 173,627 | ||||||
LX SEMICON CO LTD KRW5000 | ** | 144,158 | ||||||
LYB INTL FIN III 1.25% DUE 10-01-2025 | ** | 97,371 | ||||||
LYB INTL FIN III 1.25% DUE 10-01-2025 | ** | 1,351,389 | ||||||
LYB INTL FIN III 3.625% DUE 04-01-2051 | ** | 531,387 | ||||||
LYFT INC CL A CL A | ** | 556,131 | ||||||
LYNAS RARE EARTHS LTD | ** | 88,485 | ||||||
M&G PLC ORD GBP0.05 | ** | 1,936,869 | ||||||
MAANSHAN IRON&STL 'H'CNY1 | ** | 114,454 | ||||||
MACA LIMITED NPV | ** | 235,493 | ||||||
MACKAY SHLD EURO FRN CLO 08/2033 EUR 'A' | ** | 442,832 | ||||||
MACNICA FUJI ELECTRONICS HOLDINGS, INC. | ** | 1,250,120 | ||||||
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC COM STK | ** | 1,996,650 | ||||||
MACQUARIE GROUP LTD SR MEDIUM TERM 1.34%01-12-2027 | ** | 1,533,169 | ||||||
MACQUARIE GROUP LTD SR NT FIXED/FLTG 144A 2.691% 06-23-2032 | ** | 449,318 | ||||||
MACQUARIE MEXICO REAL ESTATE MGMT | ** | 44,617 | ||||||
MACROGEN KRW500 | ** | 68,195 | ||||||
MADDEN STEVEN LTD COM | ** | 3,882,801 | ||||||
MADRIGAL PHARMACEUTICALS INC COM | ** | 144,905 | ||||||
MAGELLAN MIDSTREAM FIXED 3.25% DUE 06-01-2030 | ** | 2,549,376 | ||||||
MAGIC SOFTWARE COMSTK | ** | 156,980 | ||||||
MAGNA INTERNATIONAL INC COMMON STOCK | ** | 14,229,252 | ||||||
MAGNA INTL INC COM NPV | ** | 925,173 | ||||||
MAGNETITE XXVI LTD / MAGNETITE XXVI SR SECD NT CL A-2-R 144A 1.65771 07-25-2034 | ** | 798,923 | ||||||
MAGNIT PJSC GDR REGS | ** | 1,254,165 | ||||||
MAGNI-TECH INDUSTR NPV | ** | 37,121 | ||||||
MAGNOLIA OIL & GAS CORP CL A CL A | ** | 637,881 | ||||||
MAGYAR TELEKOM HUF100 | ** | 226,467 | ||||||
MAHLE METAL LEVE COM NPV | ** | 128,278 | ||||||
MAJOR DRILLING GRP COM NPV | ** | 226,257 | ||||||
MAKINO MILLING NPV | ** | 157,065 | ||||||
MAKUS INC KRW500 | ** | 37,754 | ||||||
MALAYSIA (GOVT OF) 3.828% BDS 05/07/2034MYR | ** | 262,951 | ||||||
MALAYSIA GOVT TBOND 4.642% 07/11/2033 | ** | 568,050 | ||||||
MALAYSIAN BULK CAR NPV | ** | 28,292 | ||||||
MALAYSIAN GOVT 3.733% 15/06/2028 | ** | 1,247,248 | ||||||
MAN PROV CDA 2.1 DUE 09-06-2022 BEO | ** | 615,894 | ||||||
MANDO (NEW) | ** | 771,188 | ||||||
MANHATTAN ASSOCS INC COM | ** | 925,476 | ||||||
MANITOBA PROV CDA DEB SER GM 2.125% DUE 06-22-2026 REG | ** | 206,118 | ||||||
MANITOWOC CO INC COM USD0.01(POST REV SPLIT) | ** | 384,255 | ||||||
MANPOWERGROUP INC | ** | 2,258,153 | ||||||
MANULIFE FINL CORP 4.15% DUE 03-04-2026 | ** | 55,851 | ||||||
MANULIFE FINL CORP COM NPV | ** | 2,256,088 | ||||||
MAPLE GROVE FDG TR I PRE-CAPITALIZED TR SECS 4.161% 08-15-2051 | ** | 2,169,894 | ||||||
MARATHON OIL CORP COM | ** | 20,633,372 | ||||||
MARATHON PETE CORP 4.7% DUE 05-01-2025 REG | ** | 204,084 | ||||||
MARATHON PETE CORP 4.7% DUE 05-01-2025 REG | ** | 1,489,703 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
MARATHON PETE CORP COM | ** | 2,956,402 | ||||||
MARFRIG GBL FOODS COM NPV | ** | 298,205 | ||||||
MARINEMAX INC COM | ** | 737,646 | ||||||
MARKEL CORP 4.9% DUE 07-01-2022 | ** | 4,081,718 | ||||||
MARQETA INC COM USD0.001 A | ** | 48,883 | ||||||
MARRIOTT INTL INC 2.125% DUE 10-03-2022 | ** | 1,412,265 | ||||||
MARRIOTT INTL INC NEW COM STK CL A | ** | 41,854,796 | ||||||
MARRIOTT VACATIONS WORLDWIDE CORP COM | ** | 2,264,332 | ||||||
MARSH & MCLENNAN CO'S INC COM | ** | 29,582,426 | ||||||
MARSH & MCLENNAN COS INC SR NT 3.5 DUE 06-03-2024 | ** | 616,882 | ||||||
MARTIN MARIETTA 3.45% DUE 06-01-2027 | ** | 112,003 | ||||||
MARTIN MARIETTA 4.25% 12-15-2047 | ** | 293,735 | ||||||
MARTIN MARIETTA MATLS INC .65% DUE 07-15-2023 | ** | 4,865,745 | ||||||
MARTIN MARIETTA MATLS INC COM | ** | 214,533 | ||||||
MARUBENI CORP NPV | ** | 2,886,774 | ||||||
MARUTI SUZUKI IND INR5 | ** | 474,346 | ||||||
MARVELL TECHNOLOGY INC 2.95% 04-15-2031 | ** | 535,525 | ||||||
MARVELL TECHNOLOGY INC COM | ** | 581,109 | ||||||
MARVELOUS INC NPV | ** | 130,780 | ||||||
MASCO CORP 6.5% DUE 08-15-2032 | ** | 397,151 | ||||||
MASCO CORP COM | ** | 8,587,274 | ||||||
MASCO CORP FIXED 2% DUE 10-01-2030 | ** | 96,102 | ||||||
MASIMO CORP COM STK | ** | 1,974,508 | ||||||
MASSMUTUAL GLOBAL .48% DUE 08-28-2023 | ** | 1,225,680 | ||||||
MASTEK INR5 | ** | 40,430 | ||||||
MASTERCARD INC 3.375 DUE 04-01-2024 BEO | ** | 715,641 | ||||||
MASTERCARD INC CL A | ** | 73,441,774 | ||||||
MASTR AST BACKED FLTG RT .21771% DUE 11-25-2036 | ** | 1,719,801 | ||||||
MATADOR RES CO COM | ** | 1,215,813 | ||||||
MATCH GROUP INC NEW COM | ** | 8,852,154 | ||||||
MATRIX SVC CO COM | ** | 92,143 | ||||||
MATTEL INC COM STOCK 1.00 PAR | ** | 328,143 | ||||||
MATTERPORT INC COM CL A COM CL A | ** | 2,513,188 | ||||||
MAXELL LTD NPV | ** | 45,147 | ||||||
MAXLINEAR INC COMMON STOCK | ** | 1,740,227 | ||||||
MAZAGON DOCK SHIPB INR10 | ** | 206,536 | ||||||
MAZDA MOTOR CORP NPV | ** | 651,013 | ||||||
MC CORMICK & CO INC COM NON-VTG | ** | 932,963 | ||||||
MC DONALDS CORP COM | ** | 17,861,772 | ||||||
MCCORMICK & CO INC .9% DUE 02-15-2026 REG | ** | 4,796,149 | ||||||
MCDONALDS CORP 4.45% DUE 03-01-2047 REG | ** | 110,132 | ||||||
MCDONALDS CORP 1.45% DUE 09-01-2025 | ** | 151,405 | ||||||
MCDONALDS CORP 3.7% DUE 01-30-2026 | ** | 290,624 | ||||||
MCDONALDS CORP 4.2% 04-01-2050 | ** | 1,202,503 | ||||||
MCDONALDS CORP 4.875% DUE 07-15-2040 | ** | 151,478 | ||||||
MCDONALD'S CORP FIXED 4.45% DUE 09-01-2048 | ** | 308,866 | ||||||
MCDONALDS CORP MED TERM 3.5% 07-01-2027 | ** | 368,951 | ||||||
MCDONALDS CORP MEDIUM TERM NTS 3.35% 04-01-2023 | ** | 3,294,408 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
MCDONALDS CORP MEDIUM TERM NTS BOOK 3.625% DUE 09-01-2049 | ** | 132,910 | ||||||
MCDONALDS CORP MEDIUM TERM NTS BOOK ENTRTRANCHE # TR 00122 3.5% DUE 03-01-2027 | ** | 237,760 | ||||||
MCDONALD'S CORPORATION 3.3% 07-01-2025 | ** | 678,736 | ||||||
MCDONALD'S CORPORATION 3.8% 04-01-2028 | ** | 824,620 | ||||||
MCKESSON CORP | ** | 14,595,285 | ||||||
MCKESSON CORP NEW .9% DUE 12-03-2025 | ** | 193,860 | ||||||
MCMILLAN SHAKESPEA NPV | ** | 38,381 | ||||||
MCNEX CO.LTD KRW500 | ** | 221,800 | ||||||
MDU RES GROUP INC COM | ** | 4,355,533 | ||||||
MECHEL PJSC RUB10(RUB) | ** | 205,670 | ||||||
MECHEL-PFD | ** | 252,737 | ||||||
MEDIASET ESPANA EUR0.5 | ** | 900,221 | ||||||
MEDIATEK INC TWD10 | ** | 2,609,614 | ||||||
MEDICAL PPTYS TR INC COM REIT | ** | 1,273,964 | ||||||
MEDIFAST INC COM | ** | 1,237,103 | ||||||
MEDIPAL HOLDINGS CORP | ** | 480,985 | ||||||
MEDPACE HLDGS INC COM | ** | 7,850,710 | ||||||
MEDSTAR HEALTH INC 3.626% DUE 08-15-2049 | ** | 657,576 | ||||||
MEDTECS INTL (BM) TDR EACH REPR 1 ORD SHS | ** | 158,515 | ||||||
MEDTRONIC INC 3.5% DUE 03-15-2025 REG | ** | 288,643 | ||||||
MEDTRONIC PLC COMMON STOCK STOCK | ** | 27,991,087 | ||||||
MEGA LIFESCIENCES THB0.50(NVDR) | ** | 143,964 | ||||||
MEGACABLE HOLDINGS-CPO COM STK | ** | 53,858 | ||||||
MEGASTUDYEDU CO LT KRW100 | ** | 194,822 | ||||||
MEITUAN USD0.00001 | ** | 1,483,142 | ||||||
MEKONOMEN AB NPV | ** | 253,046 | ||||||
MELEXIS NPV | ** | 457,527 | ||||||
MEMBERSHIP COLLECTIVE GROUP INC COM CL ACOM CL A | ** | 864,414 | ||||||
MEMORIAL HLTH SVCS 3.447% DUE 11-01-2049 | ** | 530,595 | ||||||
MERCEDES BENZ AUTO LEASE TR 2020-A CL A-4 1.88% DUE 09-15-2025 | ** | 607,013 | ||||||
MERCEDES BENZ FINL SVCS SR 20-B CL A-2 .31% 02-15-2023 | ** | 380,327 | ||||||
MERCEDES-BENZ AUTO .25% DUE 01-16-2024 | ** | 348,914 | ||||||
MERCEDES-BENZ AUTO LEASE TRUST SER 19-B CL A3 2.0% 10-17-2022 REG | ** | 625,257 | ||||||
MERCEDES-BENZ AUTO RECEIVABLES TR 2018-1SER 18-1 C A4 3.15% 10-15-2024 | ** | 1,861,037 | ||||||
MERCEDES-BENZ GROUP AG | ** | 184,085 | ||||||
MERCHANTS BANCORP IND COM | ** | 259,368 | ||||||
MERCIALYS EUR1 | ** | 1,096,920 | ||||||
MERCK & CO INC NEW .75% DUE 02-24-2026 | ** | 1,029,718 | ||||||
MERCK & CO INC NEW 1.45% DUE 06-24-2030 | ** | 594,314 | ||||||
MERCK & CO INC NEW COM | ** | 16,604,439 | ||||||
MERCK & CO INC NEW FIXED 1.9% DUE 12-10-2028 | ** | 2,009,978 | ||||||
MERCK & CO INC/BRISTOL-MYERS SQUIBB EX 1.7% DUE 06-10-2027 | ** | 1,654,901 | ||||||
MERCK KGAA NPV | ** | 12,513,704 | ||||||
MERCURY GEN CORP NEW COM | ** | 668,503 | ||||||
MERCURY SYSTEMS INC | ** | 2,400,616 | ||||||
MERDEKA COPPER GLD IDR20 | ** | 921,766 | ||||||
MERIDA INDUSTRY TWD10 | ** | 1,136,540 | ||||||
MERITOR INC COM | ** | 2,105,358 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
MERRILL LYNCH MTG FLTG RT .31771% DUE 07-25-2030 | ** | 36,493 | ||||||
MERRILL LYNCH MTG FLTG RT .63771% DUE 09-25-2035 | ** | 138,418 | ||||||
MERSANA THERAPEUTICS INC COM | ** | 93,511 | ||||||
MERSEN EUR2 | ** | 608,753 | ||||||
MESA LABS INC COM | ** | 5,346,555 | ||||||
MET LIFE GLOBAL 3.875% DUE 04-11-2022 | ** | 886,456 | ||||||
MET TOWER GLOBAL .55% DUE 07-13-2022 | ** | 1,000,557 | ||||||
META PLATFORMS INC | ** | 26,572,995 | ||||||
METALL ZUG AG CHF25 (REGD) SER 'B' | ** | 29,387 | ||||||
METALURGICA GERDAU PRF NPV | ** | 18,580 | ||||||
METHANEX CORP COM NPV | ** | 146,576 | ||||||
METHANOL CHEMICALS COM STK | ** | 115,267 | ||||||
METHODE ELECTRS INC COM | ** | 2,168,004 | ||||||
METLIFE INC 6.4% DUE 12-15-2066 | ** | 5,134,352 | ||||||
METLIFE INC COM STK USD0.01 | ** | 7,647,464 | ||||||
METRO AG (NEW) | ** | 398,506 | ||||||
METROPOLITAN BANK PHP20 | ** | 39,720 | ||||||
MF1 2021-FL5 LTD / MF1 2021-FL5 LLC SR SECD NT CL A FLTG 144A .97448 07-15-2036 | ** | 1,999,839 | ||||||
MFA 2020-NQM2 TR FLTG RT 1.381% DUE 04-25-2065 | ** | 490,769 | ||||||
*MFB NT COLLECTIVE AGGREGATE BOND INDEX FUND-NON LENDING | ** | 7,859,729,996 | ||||||
*MFB NT COLLECTIVE RUSSELL 2000 INDEX FUND - DC - NON LENDING (TIER J) | ** | 4,477,120,821 | ||||||
MFC ISHARES TR RUSSELL 2000 ETF | ** | 6,288,662 | ||||||
MFO AEW GLOBAL PROPERTIES TRUST FUND DC PLAN CALSS B | ** | 301,910,898 | ||||||
MFO JPMORGAN MBS FUND COMMINGLED | ** | 238,816,411 | ||||||
MFO PIMCO FDS PAC INVT MGMT SER SHORT-TERM PORTFOLIO INSTL CL | ** | 2,411,261 | ||||||
MFO PIMCO FDS PAC INVT MGMT SER INVT GRADE CR BD PORT INSTL CL | ** | 21,011,802 | ||||||
MFO PIMCO PAPS ASSET BACKED SECURITIES | ** | 53,587,302 | ||||||
MFO PIMCO SHORT TERM FLOATING NAV II | ** | 75,430,514 | ||||||
MFO WTC CIF II DIVERSIFIED REAL ASSETS SERIES | ** | 401,361,330 | ||||||
MFO WTC CIF II GLOBAL EQUITY SERIES 3 | ** | 755,604,822 | ||||||
MGAME CORP KRW500 | ** | 33,838 | ||||||
MGIC INVT CORP WIS COM | ** | 2,261,388 | ||||||
MIAMI-DADE CNTY FLA AVIATION REV 3.285% 10-01-2023 BEO TAXABLE | ** | 935,219 | ||||||
MIAMI-DADE CNTY FLA AVIATION REV 3.405% 10-01-2024 BEO TAXABLE | ** | 3,009,465 | ||||||
MIAMI-DADE CNTY FLA AVIATION REV 3.505% 10-01-2025 BEO TAXABLE | ** | 3,747,442 | ||||||
MIAMI-DADE CNTY FLA SEAPORT REV 1.962% 10-01-2030 BEO TAXABLE | ** | 3,707,997 | ||||||
MIAMI-DADE CNTY FLA WTR & SWR REV 2.501%10-01-2027 BEO TAXABLE | ** | 2,085,215 | ||||||
MICHELIN (CGDE) EUR2 | ** | 4,050,646 | ||||||
MICHIGAN FIN AUTH REV MUNI 3.384% 12-01-2040 | ** | 7,620,962 | ||||||
MICRON TECHNOLOGY INC 2.703% 04-15-2032 | ** | 2,002,260 | ||||||
MICROSOFT CORP 2.4% DUE 02-06-2022 | ** | 1,270,154 | ||||||
MICROSOFT CORP 2.921% 03-17-2052 USD | ** | 74,622 | ||||||
MICROSOFT CORP 2.921% 03-17-2052 USD | ** | 43,707 | ||||||
MICROSOFT CORP 3.3% DUE 02-06-2027 | ** | 2,366,187 | ||||||
MICROSOFT CORP 3.45% DUE 08-08-2036 | ** | 74,974 | ||||||
MICROSOFT CORP 3.45% DUE 08-08-2036 | ** | 44,985 | ||||||
MICROSOFT CORP COM | ** | 248,543,843 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
MID-AMERICA APARTMENT 1.7% DUE 02-15-2031 BEO | ** | 325,054 | ||||||
MIDAMERICAN ENERGY 3.65% DUE 04-15-2029 | ** | 1,908,016 | ||||||
MIDDLE EST SPC CBL COM STK | ** | 159,720 | ||||||
MIDDLEBY CORP COM | ** | 4,176,428 | ||||||
MIDMICHIGAN HEALTH 3.409% DUE 06-01-2050 | ** | 427,528 | ||||||
MIDOCEAN CR CLO VIII / MIDOCEAN CR 0% 02-20-2031 | ** | 499,893 | ||||||
MIDOCEAN CR CLO VIII / MIDOCEAN CR 0% 02-20-2031 | ** | 2,229,523 | ||||||
MIGOS TICARET A.S COMSTK | ** | 44,489 | ||||||
MILLERKNOLL INC COM STK USD0.20 | ** | 6,794,527 | ||||||
MILLS ESTRUTURAS E COM NPV | ** | 35,239 | ||||||
MIMECAST LIMITED MIMECAST LTD | ** | 2,901,361 | ||||||
MIMEDX GROUP INC COM | ** | 49,576 | ||||||
MINDTREE LTD INR10 | ** | 277,724 | ||||||
MINERVA SA COM NPV | ** | 149,606 | ||||||
MINISTERIO HAC 5.75% GTD 03/11/2027 COP | ** | 449,203 | ||||||
MINTO APT REAL UNIT | ** | 681,906 | ||||||
MIRAE ASSET SEC 2ND PRF KRW5000 | ** | 571,280 | ||||||
MIRATI THERAPEUTICS INC COM | ** | 377,287 | ||||||
MIRION TECHNOLOGIES INC CL A CL A | ** | 564,459 | ||||||
MIRLE AUTOMATION TWD10 | ** | 12,646 | ||||||
MIRUM PHARMACEUTICALS INC COM | ** | 108,237 | ||||||
MIRVAC GROUP STAPLED SECURITIES | ** | 180,985 | ||||||
MIRZA INTERNATIONA INR2 (POST SUBDIVISION) | ** | 349,729 | ||||||
MISC BHD MYR1 | ** | 75,983 | ||||||
MITSUBISHI CORP 2.625% SNR 14/07/2022 USD | ** | 302,955 | ||||||
MITSUBISHI ELEC CP NPV | ** | 605,476 | ||||||
MITSUBISHI ESTATE CO LTD | ** | 276,953 | ||||||
MITSUBISHI HC CAP. NPV | ** | 279,699 | ||||||
MITSUBISHI RESEARC NPV | ** | 1,185,876 | ||||||
MITSUBISHI SHOKUHI NPV | ** | 160,728 | ||||||
MITSUBISHI UFJ .848% DUE 09-15-2024 | ** | 5,109,109 | ||||||
MITSUBISHI UFJ .953% DUE 07-19-2025 | ** | 1,523,391 | ||||||
MITSUBISHI UFJ 2.801% DUE 07-18-2024 | ** | 2,591,710 | ||||||
MITSUBISHI UFJ FIN GRP BDS 3.195% 07-18-2029 | ** | 7,930,107 | ||||||
MITSUBISHI UFJ FINANCIAL GROUP INC SR NT2.048% 07-17-2030 | ** | 437,535 | ||||||
MITSUBISHI UFJ FINANCIAL GROUP INC SR NT2.048% 07-17-2030 | ** | 3,889,197 | ||||||
MITSUBISHI UFJ FINL GROUP INC .962% DUE 10-11-2025 REG | ** | 1,234,453 | ||||||
MITSUBISHI UFJ FINL GROUP INC 1.64% 10-13-2027 | ** | 6,107,858 | ||||||
MITSUBISHI UFJ FINL GROUP INC 2.193% DUE02-25-2025 | ** | 2,009,805 | ||||||
MITSUBISHI UFJ FINL GROUP INC 2.309% 07-20-2032 | ** | 1,184,574 | ||||||
MITSUBISHI UFJ FINL GROUP INC 2.623% DUE07-18-2022 | ** | 1,909,492 | ||||||
MITSUBISHI UFJ FINL GROUP INC 2.998% 02-22-2022 | ** | 29,103 | ||||||
MITSUBISHI UFJ FINL GROUP INC 3.761% DUE07-26-2023 REG | ** | 8,898,894 | ||||||
MITSUBISHI UFJ FINL GROUP INC CORP BOND 3.407% 03-07-2024 | ** | 7,255,777 | ||||||
MITSUBISHI UFJ FINL GROUP INC FIXED 3.218% 03-07-2022 BEO | ** | 4,120,435 | ||||||
MITSUBISHI UFJ FINL GROUP INC SR NT FLTGDUE 07-26-2023 REG | ** | 1,246,460 | ||||||
MITSUBISHI UFJ FIXED 1.412% DUE 07-17-2025 | ** | 2,586,476 | ||||||
MITSUBISHI UFJ FIXED 1.412% DUE 07-17-2025 | ** | 12,305,655 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
MITSUBISHI UFJ FIXED 2.665% DUE 07-25-2022 | ** | 505,864 | ||||||
MITSUBISHI UFJ LEASE & FIN 3.96% 144A 09-19-2023 | ** | 1,667,637 | ||||||
MITSUBISHI UFJ LEASE & FIN 3.96% 144A 09-19-2023 | ** | 1,021,428 | ||||||
MITSUI & CO LTD NPV | ** | 707,245 | ||||||
MITSUI FUDOSAN CO LTD NPV | ** | 306,711 | ||||||
MITSUI MATSUSHIMA HOLDINGS CO LTD | ** | 592,450 | ||||||
MITSUI O.S.K.LINES NPV | ** | 207,678 | ||||||
MITSUI-SOKO HOLDINGS CO LTD | ** | 1,034,204 | ||||||
MIZUHO FINANCE(CAYMAN) 4.6 SUB BDS 03-27-2024 USD200000 'REGS' | ** | 5,312,818 | ||||||
MIZUHO FINANCIAL GROUP NPV | ** | 5,655,186 | ||||||
MIZUHO FINL GROUP 1.234% DUE 05-22-2027 | ** | 727,556 | ||||||
MIZUHO FINL GROUP 1.234% DUE 05-22-2027 | ** | 1,261,096 | ||||||
MIZUHO FINL GROUP 2.555% DUE 09-13-2025 | ** | 491,853 | ||||||
MIZUHO FINL GROUP 2.721% DUE 07-16-2023 | ** | 1,009,730 | ||||||
MIZUHO FINL GROUP 2.953% DUE 02-28-2022 | ** | 267,761 | ||||||
MIZUHO FINL GROUP 2.953% DUE 02-28-2022 | ** | 602,292 | ||||||
MIZUHO FINL GROUP 3.17% DUE 09-11-2027 | ** | 316,269 | ||||||
MIZUHO FINL GROUP FLTG RT .81025% DUE 05-25-2024 | ** | 200,739 | ||||||
MIZUHO FINL GROUP FLTG RT .81025% DUE 05-25-2024 | ** | 4,371,098 | ||||||
MIZUHO FINL GROUP FLTG RT 1.241% DUE 07-10-2024 | ** | 501,255 | ||||||
MIZUHO FINL GROUP FLTG RT 1.241% DUE 07-10-2024 | ** | 3,352,393 | ||||||
MIZUHO FINL GROUP FLTG RT 2.201% DUE 07-10-2031 | ** | 4,893,613 | ||||||
MIZUHO FINL GROUP FLTG RT 2.839% DUE 07-16-2025 | ** | 2,588,524 | ||||||
MIZUHO FINL GROUP INC .849% DUE 09-08-2024/09-08-2023 REG | ** | 7,158,354 | ||||||
MIZUHO FINL GROUP INC 2.172% DUE 05-22-2032 REG | ** | 4,770,308 | ||||||
MIZUHO FINL GROUP INC 2.869% DUE 09-13-2030 | ** | 3,418,542 | ||||||
MIZUHO FINL GROUP INC 3.922% 09-11-2024 | ** | 1,880,653 | ||||||
MIZUHO FINL GROUP INC FLTG 09-11-2024 | ** | 302,970 | ||||||
MIZUHO FINL GROUP INC SR NT FLTG RATE 03-05-2023 | ** | 4,246,091 | ||||||
MIZUHO FINL GROUP INC SR NT FLTG RATE DUE 09-11-2022 REG | ** | 904,107 | ||||||
MIZUNO CORP NPV | ** | 250,750 | ||||||
MKS INSTRS INC COM | ** | 10,652,411 | ||||||
MMC NORILSK NICKEL ADR EACH REPR 1/10 SHARE (S | ** | 2,047,752 | ||||||
MMG LTD NPV | ** | 292,446 | ||||||
MOBILE TELE SYSTEMS PUBLIC JOINT STOCK COMPANY | ** | 203,751 | ||||||
MOBILE TELECOMM.CO SAR10 | ** | 892,652 | ||||||
MOBILEZONE HOLDING CHF0.01(REG) | ** | 57,948 | ||||||
MODERN DENTAL GROUP LIMITED USD0.01 | ** | 141,408 | ||||||
MODERNA INC COM | ** | 742,384 | ||||||
MODINE MFG CO COM STK | ** | 150,159 | ||||||
MOLINA HEALTHCARE INC COM | ** | 5,477,020 | ||||||
MOLSON COORS BEVERAGE COMPANY COM USD0.01 CLASS B | ** | 2,632,680 | ||||||
MOLTEN VENTURES PLC | ** | 56,256 | ||||||
MOMENTIVE GLOBAL INC COM | ** | 1,486,845 | ||||||
MONDADORI EDIT(ARN EUR0.26 | ** | 374,638 | ||||||
MONDELEZ INTL 2.125% DUE 09-19-2022 | ** | 740,983 | ||||||
MONDELEZ INTL INC 1.5% DUE 05-04-2025 | ** | 1,481,986 | ||||||
MONDELEZ INTL INC 2.75% DUE 04-13-2030 REG | ** | 225,903 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
MONDELEZ INTL INC COM | ** | 5,755,708 | ||||||
MONETARY AUTH OF SING 3.375% 01/09/2033 | ** | 428,266 | ||||||
MONEY3 CORPORATION NPV | ** | 95,857 | ||||||
MONGODB INC CL A CL A | ** | 1,377,898 | ||||||
MONOLITHIC PWR SYS INC COM | ** | 1,134,659 | ||||||
MONRO INC COM USD0.01 | ** | 4,190,079 | ||||||
MONTEA NV NPV | ** | 663,441 | ||||||
MOODYS CORP 3.25% 01-15-2028 | ** | 5,364,036 | ||||||
MOODYS CORP 5.25% DUE 07-15-2044 | ** | 681,290 | ||||||
MOODYS CORP COM | ** | 5,489,211 | ||||||
MOOG INC CL A | ** | 525,738 | ||||||
MORGAN STANLEY .791% DUE 01-22-2025/07-20-2021 | ** | 1,597,849 | ||||||
MORGAN STANLEY .985% DUE 12-10-2026 | ** | 4,536,738 | ||||||
MORGAN STANLEY 0.731% DUE 04-05-2024 | ** | 11,001,627 | ||||||
MORGAN STANLEY 1.164% 10-21-2025 | ** | 11,275,739 | ||||||
MORGAN STANLEY 1.794% 02-13-2032 | ** | 2,468,577 | ||||||
MORGAN STANLEY 1.928% DUE 04-28-2032 | ** | 1,267,533 | ||||||
MORGAN STANLEY 2.188% DUE 04-28-2026 | ** | 357,016 | ||||||
MORGAN STANLEY 2.188% DUE 04-28-2026 | ** | 6,219,222 | ||||||
MORGAN STANLEY 2.239% 07-21-2032 | ** | 5,973,250 | ||||||
MORGAN STANLEY 2.511% 10-20-2032 | ** | 1,750,364 | ||||||
MORGAN STANLEY 2.699% DUE 01-22-2031 | ** | 1,136,753 | ||||||
MORGAN STANLEY 3.125% DUE 01-23-2023 | ** | 2,419,916 | ||||||
MORGAN STANLEY 3.125% DUE 07-27-2026 | ** | 98,572 | ||||||
MORGAN STANLEY 3.625% DUE 01-20-2027 | ** | 13,538,558 | ||||||
MORGAN STANLEY 3.737% DUE 04-24-2024 | ** | 10,035,850 | ||||||
MORGAN STANLEY 3.75% DUE 02-25-2023 REG | ** | 2,656,234 | ||||||
MORGAN STANLEY 3.772% DUE 01-24-2029 | ** | 90,386 | ||||||
MORGAN STANLEY 3.772% DUE 01-24-2029 | ** | 4,622,767 | ||||||
MORGAN STANLEY 3.875% DUE 01-27-2026 | ** | 2,769,586 | ||||||
MORGAN STANLEY 3.875% DUE 04-29-2024 | ** | 4,824,282 | ||||||
MORGAN STANLEY 4% DUE 07-23-2025 | ** | 1,693,545 | ||||||
MORGAN STANLEY 4.1% DUE 05-22-2023 | ** | 411,358 | ||||||
MORGAN STANLEY 4.3% DUE 01-27-2045 | ** | 431,740 | ||||||
MORGAN STANLEY 4.35 DUE 09-08-2026 | ** | 552,335 | ||||||
MORGAN STANLEY 4.35 DUE 09-08-2026 | ** | 3,037,840 | ||||||
MORGAN STANLEY 4.431% 01-23-2030 | ** | 355,842 | ||||||
MORGAN STANLEY ABS CAP I INC 2005-HE1 CLM1 FLT RT DUE 12-25-2034 | ** | 3,143,760 | ||||||
MORGAN STANLEY BK 2.655% DUE 02-15-2046 | ** | 3,548,618 | ||||||
MORGAN STANLEY BK 2.858 DUE 09-15-2022 | ** | 320,132 | ||||||
MORGAN STANLEY BK 3.077% DUE 03-15-2048 | ** | 8,002,547 | ||||||
MORGAN STANLEY BK 3.15% DUE 03-15-2048 | ** | 429,036 | ||||||
MORGAN STANLEY BK 3.372% DUE 10-15-2048 | ** | 735,244 | ||||||
MORGAN STANLEY BK 3.372% DUE 10-15-2048 | ** | 12,294,332 | ||||||
MORGAN STANLEY BK 3.473% DUE 12-15-2047 | ** | 5,803,148 | ||||||
MORGAN STANLEY BK AMER MERRILL LYNCH TR 2017-C34 CL A-SB 3.354% 11-15-2052 | ** | 2,318,502 | ||||||
MORGAN STANLEY BK AMER MERRILL LYNCH TR SER 2015-C23 CL A-3 3.451% 07-15-2050 | ** | 1,218,804 | ||||||
MORGAN STANLEY BK FLTG RT 4.11% DUE 10-15-2047 | ** | 2,311,586 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
MORGAN STANLEY BK OF AMER MERRILL LYNCH SER 2014-C17 CL A-4 3.443 05-15-2024 | ** | 1,834,930 | ||||||
MORGAN STANLEY CAP 3.261% DUE 05-15-2048 | ** | 8,171,672 | ||||||
MORGAN STANLEY COM STK USD0.01 | ** | 26,752,134 | ||||||
MORGAN STANLEY FIXED .79% DUE 05-30-2025 | ** | 6,942,415 | ||||||
MORGAN STANLEY FLTG RT 2.72% DUE 07-22-2025 | ** | 412,280 | ||||||
MORGAN STANLEY FLTG RT 2.72% DUE 07-22-2025 | ** | 5,473,021 | ||||||
MORGAN STANLEY FORMERLY MORGAN STANLEY 3.591% 07-22-2028 | ** | 539,405 | ||||||
MORGAN STANLEY FORMERLY MORGAN STANLEY 3.591% 07-22-2028 | ** | 18,609,464 | ||||||
MORGAN STANLEY FRN SNR MTN 02/2023 CAD 'I' | ** | 712,814 | ||||||
MORGAN STANLEY SR NT FIXED .56% DUE 11-10-2023 | ** | 3,794,920 | ||||||
MORGUARD NA RES RE TR UNIT | ** | 178,060 | ||||||
MORINAGA MILK Y50 | ** | 132,509 | ||||||
MOS FOOD SERVICES NPV | ** | 109,404 | ||||||
MOSAIC CO NEW FIXED 4.05% DUE 11-15-2027 | ** | 165,626 | ||||||
MOSAIC CO/THE | ** | 870,706 | ||||||
MOTEL TR 2021-MTL6 FLTG RT 1.30629% DUE 09-15-2038 | ** | 1,079,674 | ||||||
MOTOROLA SOLUTIONS 4% DUE 09-01-2024 | ** | 1,305,986 | ||||||
MOTUS HOLDINGS LTD NPV | ** | 211,351 | ||||||
MP CLO VII LTD / MP CLO VII LLC SR NT CLA-R3 FLTG 144A 3C7 1.13129% 10-18-2028 | ** | 494,100 | ||||||
MPHASIS LTD INR10 | ** | 243,458 | ||||||
MPLX LP 1.75% DUE 03-01-2026 | ** | 4,457,069 | ||||||
MPLX LP 2.65% DUE 08-15-2030 | ** | 2,122,505 | ||||||
MPLX LP 3.5% DUE 12-01-2022 BEO | ** | 806,734 | ||||||
MPLX LP 4% 03-15-2028 | ** | 271,121 | ||||||
MPLX LP 4% 03-15-2028 | ** | 2,407,555 | ||||||
MPLX LP 4.8% 02-15-2029 | ** | 1,497,104 | ||||||
MPLX LP 4.875% DUE 12-01-2024 | ** | 542,808 | ||||||
MPLX LP FIXED 4.125% DUE 03-01-2027 | ** | 328,416 | ||||||
MPLX LP FIXED 4.125% DUE 03-01-2027 | ** | 2,227,757 | ||||||
MPLX LP FIXED 5.2% 12-01-2047 | ** | 584,655 | ||||||
MPLX LP FIXED 5.2% DUE 03-01-2047 | ** | 392,986 | ||||||
MPT OPER PARTNERS. 2.55% GTD SNR 05/12/23 GBP | ** | 1,921,463 | ||||||
MRC GLOBAL INC COM | ** | 300,986 | ||||||
MRF LTD INR10 | ** | 49,329 | ||||||
MS&AD INS GP HLDGS NPV | ** | 970,891 | ||||||
MTU AERO ENGINES A NPV (REGD) | ** | 3,036,512 | ||||||
MUFG UNION BANK NA 3.15% 04-01-2022 | ** | 331,429 | ||||||
MULLEN GROUP LTD COM NPV | ** | 243,069 | ||||||
MULTICHOICE GROUP NPV | ** | 966,010 | ||||||
MULTIPLAN EMPREEND COM NPV | ** | 310,164 | ||||||
MUNICIPAL ELEC AUTH GA 2.257% 01-01-2029BEO TAXABLE | ** | 3,743,183 | ||||||
MUNICIPAL ELEC AUTH GA 2.397% 01-01-2030BEO TAXABLE | ** | 2,541,339 | ||||||
MUNICIPAL ELEC AUTH GA 6.637% 04-01-2057BEO TAXABLE | ** | 13,702 | ||||||
MUNICIPAL ELEC AUTH GA 6.655% 04-01-2057BEO TAXABLE | ** | 3,146,525 | ||||||
MURPHY OIL CORP COM | ** | 2,396,898 | ||||||
MURPHY USA INC COM | ** | 1,635,760 | ||||||
MUTHOOT FIN LTD 6.125% DUE 10-31-2022 | ** | 205,500 | ||||||
MYLAN INC FORMERLY FIXED 5.2% DUE 04-15-2048 | ** | 310,464 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
MYLAN N V FIXED 3.95% DUE 06-15-2026 | ** | 2,184,446 | ||||||
MYOVANT SCIENCES LTD MYOVANT SCIENCES LTD USD 0.000018 | ** | 185,735 | ||||||
MYR GROUP INC DEL COM STK | ** | 52,732 | ||||||
NABORS INDUSTRIES LTD SHS NEW | ** | 158,774 | ||||||
NAFCO CO LTD NPV | ** | 94,332 | ||||||
NAN YA PLASTIC TWD10 | ** | 126,294 | ||||||
NANOSTRING TECHNOLOGIES INC COM | ** | 2,698,201 | ||||||
NANYA TECHNOLOGY C TWD10 | ** | 1,760,801 | ||||||
NARAYANA HRUDAYALA INR10 | ** | 37,371 | ||||||
NASDAQ INC | ** | 16,077,106 | ||||||
NASMEDIA CO LTD KRW500 | ** | 194,880 | ||||||
NATERA INC COM | ** | 563,982 | ||||||
NATIONAL ALUMINUM | ** | 455,107 | ||||||
NATIONAL BK HLDGS CORP CL A COM STK | ** | 1,375,454 | ||||||
NATIONAL FERTI.LTD INR10 | ** | 180,686 | ||||||
NATIONAL FL GAS CO 2.95% DUE 03-01-2031 | ** | 1,810,791 | ||||||
NATIONAL RETAIL PPTYS INC COM STK | ** | 4,539,490 | ||||||
NATIONAL VISION HLDGS INC COM | ** | 3,282,036 | ||||||
NATIONWIDE BLDG 3.622% DUE 04-26-2023 | ** | 327,650 | ||||||
NATIONWIDE BLDG VAR RT 4.363% DUE 08-01-2024 | ** | 837,864 | ||||||
NATIONWIDE BLDG VAR RT 4.363% DUE 08-01-2024 | ** | 2,325,071 | ||||||
NATL AUSTRALIA BK FIXED 2.5% DUE 05-22-2022 | ** | 1,008,419 | ||||||
NATL AUSTRALIA BK NY 3 DUE 01-20-2023 | ** | 2,270,724 | ||||||
NATL BK CDA MEDIUM .75% DUE 08-06-2024 | ** | 1,268,768 | ||||||
NATL BK CDA MEDIUM FLTG RT .9% DUE 08-15-2023 | ** | 500,390 | ||||||
NATL BK CDA MEDIUM TERM NTS BOOK TRANCHE# TR 780 12/10/2020 .55% 11-15-2024 | ** | 2,568,040 | ||||||
NATL HLTH INVS INC 3% DUE 02-01-2031 | ** | 1,737,348 | ||||||
NATL OILWELL VARCO 3.6% DUE 12-01-2029 | ** | 672,020 | ||||||
NATL RETAIL PPTYS 3.6% DUE 12-15-2026 | ** | 212,986 | ||||||
NATL RETAIL PPTYS 3.9% DUE 06-15-2024 | ** | 84,485 | ||||||
NATL RETAIL PPTYS 4% DUE 11-15-2025 | ** | 145,182 | ||||||
NATL RETAIL PPTYS 4.3% DUE 10-15-2028 | ** | 1,575,230 | ||||||
NATL RURAL UTILS 1% DUE 10-18-2024 | ** | 1,458,608 | ||||||
NATL RURAL UTILS 2.95% DUE 02-07-2024 | ** | 6,602,241 | ||||||
NATL RURAL UTILS COOP FIN CORP TRANCHE #TR VAR DTD .22% 02-16-2023 | ** | 3,894,435 | ||||||
NATUS MED INC DEL COM | ** | 286,041 | ||||||
NATWEST GROUP PLC ORD GBP1 | ** | 483,354 | ||||||
NATWEST GROUP PLC 0.625% SNR 02/03/2022 EUR | ** | 341,781 | ||||||
NATWEST GROUP PLC 1.642% 06-14-2027 | ** | 394,736 | ||||||
NATWEST GROUP PLC 1.642% 06-14-2027 | ** | 5,960,517 | ||||||
NATWEST GROUP PLC 2%-FR SNR EMTN 08/03/23 EUR | ** | 456,779 | ||||||
NATWEST GROUP PLC 4.6% DUE 12-31-2049 BEO | ** | 294,000 | ||||||
NATWEST GROUP PLC 5.125%-FRN PERP GBP200000 | ** | 569,546 | ||||||
NATWEST GROUP PLC FXD/FLTG SRNT 4.269% 03-22-2025 | ** | 243,639 | ||||||
NATWEST GROUP PLC FXD/FLTG SRNT 4.269% 03-22-2025 | ** | 13,310,081 | ||||||
NATWEST GROUP PLC SR GLBL COCO 4.519% 06-25-2024 | ** | 2,615,763 | ||||||
NATWEST GROUP PLC SR NT 3.875% DUE 09-12-2023 REG | ** | 14,062,868 | ||||||
NATWEST MKTS PLC 2.375% DUE 05-21-2023 | ** | 7,627,670 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
NATWEST MKTS PLC 3.625% DUE 09-29-2022 | ** | 8,454,529 | ||||||
NAVIENT PRIVATE ED LN TR 2020-I 1.10329%04-15-2069 | ** | 8,514,773 | ||||||
NAVIENT STUDENT LN TR 2021-1 .70771% 12-26-2069 | ** | 1,308,274 | ||||||
NAVNEET EDUCATION LTD | ** | 4,987 | ||||||
NCR CORP COM | ** | 477,335 | ||||||
NEDBANK GROUP LTD ZAR1 | ** | 873,718 | ||||||
NELNET STUD LN 2004-4 CL B FLTG DUE 01-25-2041 | ** | 2,816,005 | ||||||
NEOGEN CORP COM | ** | 4,987,335 | ||||||
NEOGENOMICS INC COM NEW COM NEW | ** | 4,321,605 | ||||||
NESTLE HLDGS INC 1.15% 01-14-2027 | ** | 1,134,492 | ||||||
NESTLE SA CHF0.10(REGD) | ** | 27,640,599 | ||||||
NET ONE SYSTEMS CO NPV | ** | 128,718 | ||||||
NETAPP INC COM STK | ** | 2,683,900 | ||||||
NETDRAGON WEBSOFT HOLDINGS LIMITED | ** | 109,267 | ||||||
NETEASE INC COMSTK | ** | 2,773,720 | ||||||
NETFLIX INC COM STK | ** | 44,417,299 | ||||||
NETGEAR INC COM | ** | 467,594 | ||||||
NETSCOUT SYS INC COM | ** | 644,035 | ||||||
NEW CENTY HOME FLTG RT .78771% DUE 12-25-2035 | ** | 1,087,460 | ||||||
NEW JERSEY RES CORP COM | ** | 1,152,842 | ||||||
NEW RELIC INC COM | ** | 1,924,300 | ||||||
NEW RESIDENTIAL INVT CORP COM NEW COM NEW | ** | 1,180,778 | ||||||
NEW YORK & FIXED 2.606% DUE 08-01-2060 | ** | 95,635 | ||||||
NEW YORK CMNTY BANCORP INC COM | ** | 620,073 | ||||||
NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 3.13% 11-01-2028 BEO TAXABLE | ** | 15,437,244 | ||||||
NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 5.572% 11-01-2038 BEO TAXABLE | ** | 129,872 | ||||||
NEW YORK ST DORM AUTH ST PERS INCOME TAXREV 5.051% 09-15-2027 BEO TAXABLE | ** | 935,284 | ||||||
NEW YORK ST TWY AUTH SECOND GEN HWY & BRDG TR FD 5.449% 04-01-2025 BEO TAXABLE | ** | 1,445,288 | ||||||
NEW YORK ST URBAN DEV CORP REV 3.17% 03-15-2026 BEO TAXABLE | ** | 4,703,574 | ||||||
NEW YORK TIMES CO CL A ISIN #US6501111073 | ** | 1,301,347 | ||||||
NEW ZEALAND (GOVT) 1.5% 15/05/2031 | ** | 191,584 | ||||||
NEW ZEALAND(GOVT) 2% IDX/LKD 20/09/25 | ** | 85,243 | ||||||
NEWCREST MINING LTD NPV | ** | 130,621 | ||||||
NEWELL BRANDS INC 4.35% DUE 04-01-2023 | ** | 746,750 | ||||||
NEWELL BRANDS INC 4.7% DUE 04-01-2026 | ** | 1,013,933 | ||||||
NEWFIELD EXPL CO 5.375% DUE 01-01-2026 | ** | 1,153,571 | ||||||
NEWFIELD EXPL CO 5.625% DUE 07-01-2024 | ** | 2,261,433 | ||||||
NEWGATE FUND.PLC FRN M/BKD 12/2050 GBP 'A3A' | ** | 1,149,160 | ||||||
NEWMONT CORP FORMERLY NEWMONT GOLDCORP 2.25% DUE 10-01-2030 REG | ** | 414,536 | ||||||
NEWPARK RES INC COM PAR $0.01 NEW COM PAR $0.01 NEW | ** | 74,044 | ||||||
NEXANS SA EUR1 | ** | 390,515 | ||||||
NEXPOINT RESIDENTIAL TR INC COM | ** | 496,106 | ||||||
NEXSTAR MEDIA GROUP INC CL A CL A | ** | 306,791 | ||||||
NEXT FIFTEEN COMMU ORD GBP0.025 | ** | 366,296 | ||||||
NEXTCURE INC COM | ** | 58,122 | ||||||
NEXTERA ENERGY CA .00065% 03-01-2023 | ** | 1,996,775 | ||||||
NEXTERA ENERGY CA .00065% 03-01-2023 | ** | 708,614 | ||||||
NEXTERA ENERGY CAP HLDGS INC 1.875% 01-15-2027 | ** | 5,276,109 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
NEXTERA ENERGY CAP HLDGS INC 2.25% DUE 06-01-2030/05-12-2020 REG | ** | 1,790,904 | ||||||
NEXTERA ENERGY CAP HLDGS INC 2.25% DUE 06-01-2030/05-12-2020 REG | ** | 1,741,157 | ||||||
NEXTERA ENERGY CAP HLDGS INC FLTG DUE 02-22-2023 | ** | 3,004,194 | ||||||
NEXTERA ENERGY INC COM | ** | 23,523,919 | ||||||
NEXTGEN HEALTHCARE INC COM | ** | 485,792 | ||||||
NEXTIER OILFIELD SOLUTIONS INC | ** | 98,168 | ||||||
NGK INSULATORS LTD NPV | ** | 244,820 | ||||||
NGM BIOPHARMACEUTICALS INC COM | ** | 164,225 | ||||||
NH INVESTMENT & SE PFD KRW5000 | ** | 134,040 | ||||||
NH INVESTMENT AND SECURITIES CO LTD KRW5000 | ** | 93,669 | ||||||
NHN CORPORATION | ** | 369,135 | ||||||
NICHIAS CORP NPV | ** | 556,537 | ||||||
NICHIREKI CO LTD NPV | ** | 366,786 | ||||||
NICK SCALI NPV | ** | 928,977 | ||||||
NICOLET BANKSHARES INC COM | ** | 77,004 | ||||||
NIHON CHOUZAI CO NPV | ** | 388,073 | ||||||
NIHON KOHDEN CORP NPV | ** | 43,723 | ||||||
NIHON UNISYS NPV | ** | 270,812 | ||||||
NIIT LTD PAR INR 2 | ** | 76,745 | ||||||
NIKE INC 2.4% DUE 03-27-2025 | ** | 569,626 | ||||||
NIKE INC 2.75% DUE 03-27-2027 | ** | 890,454 | ||||||
NIKE INC 3.375% DUE 03-27-2050 | ** | 635,435 | ||||||
NIKE INC CL B | ** | 50,636,513 | ||||||
NIKON CORP NPV | ** | 356,473 | ||||||
NIPPON BUILDING FD REIT | ** | 197,828 | ||||||
NIPPON LIFE INS CO STEP CPN 5.1% DUE 10-16-2044 | ** | 10,762,500 | ||||||
NIPPON LIGHT METAL NPV | ** | 505,004 | ||||||
NIPPON REIT INVEST NPV REIT | ** | 1,256,830 | ||||||
NIPPON STEEL CORP | ** | 486,845 | ||||||
NIPPON SUISAN NPV | ** | 322,565 | ||||||
NIPPON SYSTEMWARE NPV | ** | 227,519 | ||||||
NIPPON TELEGRAPH & TELEPHONE CORP NPV | ** | 3,001,620 | ||||||
NISHI-NIPPON FINANCIAL HD | ** | 1,256,619 | ||||||
NISOURCE FIN CORP 3.49% 05-15-2027 | ** | 268,526 | ||||||
NISOURCE FIN CORP 5.65% DUE 02-01-2045 | ** | 119,183 | ||||||
NISOURCE INC 1.7% DUE 02-15-2031 | ** | 3,318,116 | ||||||
NISOURCE INC COM | ** | 2,774,308 | ||||||
NISSAN AUTO 3.22% DUE 06-15-2023 | ** | 237,399 | ||||||
NISSAN AUTO LEASE SER 20-A CL A4 1.88% 04-15-2025 | ** | 1,409,479 | ||||||
NISSAN AUTO RECEIVABLES 2017-C CL A-4 2.28% 02-15-2024 | ** | 81,921 | ||||||
NISSAN MASTER OWNER TR FLTG RT SER 19-A CL A 02-15-2024 | ** | 6,783,283 | ||||||
NISSAN MOTOR CO 1.94% SNR 15/09/23 EUR1000 | ** | 234,428 | ||||||
NISSAN MOTOR CO 2.652% SNR 17/03/26 EUR1000 | ** | 1,830,876 | ||||||
NISSAN MOTOR CO 3.201% SNR 17/09/28 EUR1000 | ** | 126,774 | ||||||
NISSAN MTR ACCEP CO LLC NT 144A 1.85% 09-16-2026 | ** | 292,873 | ||||||
NISSAN MTR ACCEP CORP SR NT FLTG RATE 144A VAR RT DUE 01-13-2022 | ** | 900,081 | ||||||
NISSAN MTR LTD 4.345% DUE 09-17-2027 | ** | 1,188,275 | ||||||
NISSAN MTR LTD 4.345% DUE 09-17-2027 | ** | 11,774,723 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
NITIN SPINNERS LTD INR10 | ** | 137,546 | ||||||
NITTO DENKO CORP NPV | ** | 648,561 | ||||||
NLIGHT INC COM USD0.0001 | ** | 1,906,276 | ||||||
NN GROUP N.V. EUR0.12 | ** | 1,405,366 | ||||||
NOBIA AB NPV | ** | 702,585 | ||||||
NOLATO AB SER'B'NPV | ** | 141,876 | ||||||
NOMURA ASSET ACCEP CORP ALTERNATIVE CL I-A-5 FLTG RATE DUE 03-25-2047 REG | ** | 1,922,204 | ||||||
NOMURA HLDGS INC 2.648% 01-16-2025 | ** | 2,469,050 | ||||||
NOMURA HLDGS INC FIXED 2.679% DUE 07-16-2030 | ** | 677,592 | ||||||
NOMURA HOLDINGS NPV | ** | 721,856 | ||||||
NOMURA RL EST INC NPV | ** | 34,483 | ||||||
NOODLES & CO CL A CL A | ** | 83,589 | ||||||
NORDEA BK AB 1% DUE 06-09-2023 | ** | 1,591,812 | ||||||
NORDEA BK ABP MED 1.5% DUE 09-30-2026 | ** | 688,327 | ||||||
NORDEA KREDIT 1.5% 01/10/2053 | ** | 74,940 | ||||||
NORDEA REALKREDIT 1% CVD BDS 01/10/50 DKK0.01 | ** | 1,736,498 | ||||||
NORDEA REALKREDIT 1% CVD BDS 01/10/50 DKK0.01 | ** | 361,279 | ||||||
NORDEA REALKREDIT 1.5% CVD BDS 01/10/2053 DKK | ** | 43,174 | ||||||
NORDSTROM INC COM | ** | 2,067,672 | ||||||
NORFOLK SOUTHN 3.8% DUE 08-01-2028 | ** | 82,844 | ||||||
NORFOLK SOUTHN 3.95 DUE 10-01-2042 | ** | 400,849 | ||||||
NORFOLK SOUTHN 4.45% DUE 06-15-2045 | ** | 861,134 | ||||||
NORFOLK SOUTHN CORP COM | ** | 19,282,974 | ||||||
NORTH WEST CO INC VAR VTG AND COM VTG SHS | ** | 615,325 | ||||||
NORTHEAST UTILS 3.15% DUE 01-15-2025 | ** | 1,042,059 | ||||||
NORTHEASTERN UNIV 2.894% 10-01-2050 | ** | 115,873 | ||||||
NORTHERN OIL & GAS INC COM NEW | ** | 4,481,254 | ||||||
NORTHROP GRUMMAN 2.93% DUE 01-15-2025 | ** | 8,670,034 | ||||||
NORTHROP GRUMMAN 3.25% DUE 01-15-2028 | ** | 2,998,877 | ||||||
NORTHROP GRUMMAN CORP COM | ** | 31,648,391 | ||||||
NORTHROP GRUMMAN FIXED 5.25% DUE 05-01-2050 | ** | 1,377,337 | ||||||
NORTHSTAR ED FIN INC DEL 2007-1 STUDENT LN ASSET BKD NT CL 1A-3 01-29-2046 BEO | ** | 5,565,457 | ||||||
NORTHWEST NAT HLDG CO COM | ** | 1,932,908 | ||||||
NOTREDAME INTERMEDICA PAR SA | ** | 113,700 | ||||||
NOV INC COM | ** | 13,174,719 | ||||||
NOVAGOLD RES INC COM NEW | ** | 291,420 | ||||||
NOVARTIS AG CHF0.50 (REGD) | ** | 16,467,337 | ||||||
NOVARTIS CAP CORP 3% DUE 11-20-2025 | ** | 365,766 | ||||||
NOVASTAR MTG FDG FLTG RT 1.18771% DUE 06-25-2035 | ** | 135,202 | ||||||
NOVATEK MICROELECTRONICS CORP TWD10 | ** | 698,386 | ||||||
NOVATEK PJSC GDR EACH REPR 10 ORD 'REG S | ** | 338,887 | ||||||
NOVOLIPETSK STEEL GDR EACH REP 10 RUB1 'REGS' | ** | 197,253 | ||||||
NOVO-NORDISK AS DKK0.2 SERIES'B' | ** | 18,227,389 | ||||||
NOW INC COM | ** | 334,478 | ||||||
NRG ENERGY INC COM NEW | ** | 4,337,337 | ||||||
NS SOLUTIONS CORP NPV | ** | 113,673 | ||||||
NS UNITED KAIUN KAISHA LTD NPV | ** | 540,324 | ||||||
*NT COLLECTIVE ALL COUNTRY WORLD EX-US INVESTABLE MARKET INDEX FUND - DC - NONLEN | ** | 7,345,634,675 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
*NT COLLECTIVE ALL COUNTRY WORLD INVESTABLE MARKET INDEX FUND - DC - TIER J | ** | 1,521,842,858 | ||||||
*NT COLLECTIVE S&P500 INDEX FUND-DC-NON LENDING (TIER J) | ** | 20,331,989,418 | ||||||
NTPC LTD INR10 | ** | 2,178,526 | ||||||
NTT FIN CORP 1.162% 04-03-2026 | ** | 569,316 | ||||||
NTT FIN CORP 1.162% 04-03-2026 | ** | 1,487,091 | ||||||
NUCOR CORP 2.0% DUE 06-01-2025 REG | ** | 1,174,087 | ||||||
NUCOR CORP FIXED 2.979% DUE 12-15-2055 | ** | 24,649 | ||||||
NURIX THERAPEUTICS INC COM | ** | 109,286 | ||||||
NUTANIX INC CL A CL A | ** | 2,044,552 | ||||||
NUTRIEN LTD 3.15% 10-01-2022 | ** | 4,555,329 | ||||||
NUTRIEN LTD 3.15% 10-01-2022 | ** | 7,552,238 | ||||||
NUTRIEN LTD FIXED 4.125% DUE 03-15-2035 | ** | 11,378 | ||||||
NUTRIEN LTD FIXED 5.25% DUE 01-15-2045 | ** | 267,815 | ||||||
NUVEI CORP SUBORDINATE VOTING SHARES (CAD) | ** | 561,752 | ||||||
NUVEI CORPORATION SUB VOTING SHARES (CAD) | ** | 173,264 | ||||||
NVIDIA CORP 3.5% DUE 04-01-2040 | ** | 2,028,259 | ||||||
NVIDIA CORP 3.5% DUE 04-01-2050 | ** | 526,371 | ||||||
NVIDIA CORP COM | ** | 72,142,830 | ||||||
NVIDIA CORP FIXED 3.7% DUE 04-01-2060 | ** | 1,308,471 | ||||||
NXP B V / NXP FDG 3.875% DUE 06-18-2026 | ** | 1,511,591 | ||||||
NXP SEMICONDUCTORS N V COM STK | ** | 33,914,164 | ||||||
NY N Y TAXABLE-BUILD AMER BDS-F-1 6.271 DUE 12-01-2037 | ** | 9,227,505 | ||||||
NYKREDIT REALKREDI 1% CVD BDS 01/10/2053DKK | ** | 56,909 | ||||||
NYKREDIT REALKREDI 1% SNR 01/10/2050 DKK0.01 | ** | 622,572 | ||||||
NYKREDIT REALKREDIT A/S 1.0% 01/10/2050 | ** | 2,927,883 | ||||||
NYO COML MTG TR FLTG RT 1.202% DUE 11-15-2038 | ** | 2,486,393 | ||||||
NYQUEST TECHNOLOGY TWD10 | ** | 200,671 | ||||||
O REILLY AUTOMOTIVE INC NEW 3.6% DUE 09-01-2027 | ** | 60,566 | ||||||
O REILLY AUTOMOTIVE INC NEW COM USD0.01 | ** | 6,517,797 | ||||||
OAKTREE CLO 2019-1 LTD / OAKTREE SR SECDNT CL A-1-R FLTG 1.36886% 04-22-2030 | ** | 499,981 | ||||||
OBAYASHI CORP NPV | ** | 3,966,027 | ||||||
OBX 2021-INV2 TR FLTG RT 2.5% DUE 10-25-2051 | ** | 2,466,015 | ||||||
OBX 2021-INV2 TR VAR RT .94967% DUE 10-25-2051 | ** | 493,053 | ||||||
OBX 2021-NQM2 TR 1.101% 05-25-2061 | ** | 3,594,238 | ||||||
OCCIDENTAL PETE 3% DUE 02-15-2027 | ** | 2,405,550 | ||||||
OCCIDENTAL PETE 3.4% DUE 04-15-2026 | ** | 1,691,250 | ||||||
OCCIDENTAL PETE CORP 3.2% 08-15-2026 | ** | 927,464 | ||||||
OCCIDENTAL PETE CORP SR NT 5.55% 03-15-2026 | ** | 1,224,630 | ||||||
OCCIDENTAL PETROLEUM CORP 3.5% DUE 08-15-2029/08-08-2019 REG | ** | 1,805,672 | ||||||
OCI CO LTD KRW5000 | ** | 165,494 | ||||||
OCI N.V. EUR0.02 | ** | 1,024,202 | ||||||
OCP S A 5.625% DUE 04-25-2024 | ** | 1,390,558 | ||||||
OCTAGON INVT PARTNERS 48 LTD / 1.27691% 10-20-2034 | ** | 749,999 | ||||||
ODEBRECHT OFFSHORE DRILLING FINANCE 6.72% DUE 12-01-2022 | ** | 28,854 | ||||||
ODEBRECHT OFFSHORE DRILLING FINANCE 7.72% 12-01-2026 | ** | 112,407 | ||||||
ODEBRECHT OIL & FINANCE ODEBRECHT OIL & FINANCE VAR RT 12-31-2099 | ** | 461 | ||||||
OFFICE PPTYS INCOME TR 2.65% DUE 06-15-2026 BEO | ** | 198,546 | ||||||
OFFICE PPTYS INCOME TR COM SHS BEN INT COM SHS BEN INT | ** | 344,357 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
OFFICE PPTYS INCOME TR SR NT 2.4% 02-01-2027 | ** | 280,891 | ||||||
OFFICE PROPERTIES INCOME TRUST SR NT 3.45% 10-15-2031 | ** | 703,274 | ||||||
OFG BANCORP COM | ** | 484,853 | ||||||
OGE ENERGY CORP COM | ** | 4,773,704 | ||||||
OGE ENERGY CORP FIXED .703% 05-26-2023 | ** | 2,310,692 | ||||||
OGE ENERGY CORP FIXED .703% 05-26-2023 | ** | 298,642 | ||||||
OGE ENERGY CORP FIXED .703% 05-26-2023 | ** | 1,052,216 | ||||||
OH ST UNIV GEN RCPTS TAXABLE-SER A 4.8 DUE 06-01-2111 | ** | 5,307,782 | ||||||
OHA LN FDG 2015-1 VAR RT 0% DUE 01-19-2037 | ** | 3,500,995 | ||||||
O-I GLASS INC COM | ** | 1,027,314 | ||||||
OIL CO LUKOIL PJSC ADR EACH REPR 1 ORD RUB0.02 | ** | 1,531,524 | ||||||
OIL INDIA LTD INR10 | ** | 113,696 | ||||||
OIL STS INTL INC COM ISIN US6780261052 | ** | 164,268 | ||||||
OIS CHASUS33 11/02/2029 COP P 5.96% / R 1DCOOVI SWU00SKM6 | ** | 17 | ||||||
OKAMOTO MACH TOOL NPV | ** | 140,300 | ||||||
OKLAHOMA GAS & ELEC CO SR NT .553% 05-26-2023 | ** | 3,879,525 | ||||||
OKTA INC CL A CL A | ** | 2,584,904 | ||||||
OLD DOMINION FREIGHT LINE INC COM | ** | 452,992 | ||||||
OLD NATL BANCORP IND COM | ** | 5,769,444 | ||||||
OLD REP INTL CORP FIXED 4.875% DUE 10-01-2024 | ** | 2,316,829 | ||||||
OLEMA PHARMACEUTICALS INC COM | ** | 86,243 | ||||||
OLIN CORP COM | ** | 3,464,890 | ||||||
OLLIES BARGAIN OUTLET HLDGS INC COM | ** | 1,264,393 | ||||||
OLO INC CL A CL A | ** | 560,497 | ||||||
OLYMPUS CORP NPV | ** | 8,480,203 | ||||||
OMNIA HLDGS NPV | ** | 95,606 | ||||||
OMNICELL INC COM | ** | 4,540,773 | ||||||
ONCOR ELEC 4.1 DUE 06-01-2022 | ** | 1,674,792 | ||||||
ONE GAS INC .85% DUE 03-11-2023 BEO | ** | 2,575,829 | ||||||
ONE GAS INC .85% DUE 03-11-2023 BEO | ** | 1,466,399 | ||||||
ONE GAS INC 11/03/2023 DUE 03-11-2023/09-11-2021 BEO | ** | 1,505,048 | ||||||
ONE GAS INC NT 1.1% 03-11-2024 | ** | 9,250,940 | ||||||
ONE NEW YORK PLAZA TR 2020-1NYP 1.056% 01-15-2036 | ** | 598,819 | ||||||
ONE NEW YORK PLAZA TR 2020-1NYP 1.056% 01-15-2036 | ** | 1,776,496 | ||||||
ONEMAIN FINL ISSUANCE TR 2021-1 AST BACKED NT CL A-2 FLTG .80967% 06-16-2036 | ** | 2,901,444 | ||||||
ONEMAIN HLDGS INC COM | ** | 1,337,219 | ||||||
ONEOK INC NEW 2.75% DUE 09-01-2024 | ** | 4,985,380 | ||||||
ONEOK INC NEW 4% DUE 07-13-2027 | ** | 1,217,022 | ||||||
ONEOK INC NEW 4.45% DUE 09-01-2049 | ** | 426,812 | ||||||
ONEOK INC NEW 5.2% DUE 07-15-2048 | ** | 181,844 | ||||||
ONEOK INC NEW 6.35% DUE 01-15-2031 REG | ** | 1,884,842 | ||||||
ONEOK INC NEW FIXED 2.2% DUE 09-15-2025 | ** | 5,527,134 | ||||||
ONEOK PARTNERS L P 3.375% DUE 10-01-2022 | ** | 202,391 | ||||||
ONEOK PARTNERS L P 3.375% DUE 10-01-2022 | ** | 2,261,718 | ||||||
ONESPAN INC COM STK USD0.001 | ** | 311,546 | ||||||
ONEWATER MARINE INC CL A CL A | ** | 58,409 | ||||||
ONEX CORP SUB-VTG NPV | ** | 4,416,296 | ||||||
ONOKEN CO LTD NPV | ** | 616,786 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
ONTARIO PROV CDA BD 3.4% 10-17-2023 | ** | 742,297 | ||||||
ONTARIO PROV CDA PROV OF ON 2.5% 2.5% DUE 04-27-2026 BEO | ** | 31,477,624 | ||||||
ONTO INNOVATION INC | ** | 3,277,827 | ||||||
OOEDO ONSEN REIT INV CORP | ** | 201,075 | ||||||
OOMA INC COM | ** | 183,245 | ||||||
OPEN TEXT CO COM NPV | ** | 1,037,860 | ||||||
OPENDOOR TECHNOLOGIES INC COM | ** | 137,509 | ||||||
OPORTUN FDG XIV LLC 1.21% 03-08-2028 | ** | 239,461 | ||||||
OPTIMIZERX CORP COM NEW COM NEW | ** | 1,290,211 | ||||||
OPTION ONE MTG LN TR SER 2005-2 CL M-1 FLTG RT 05-25-2035 | ** | 234,845 | ||||||
ORACLE CORP 1.65% 03-25-2026 | ** | 10,981,889 | ||||||
ORACLE CORP 2.4% DUE 09-15-2023 | ** | 4,429,036 | ||||||
ORACLE CORP 2.5% BNDS 10-15-2022 | ** | 3,275,427 | ||||||
ORACLE CORP 2.5% BNDS 10-15-2022 | ** | 512,201 | ||||||
ORACLE CORP 2.5% DUE 04-01-2025 REG | ** | 9,462,336 | ||||||
ORACLE CORP 2.5% DUE 05-15-2022 | ** | 1,433,143 | ||||||
ORACLE CORP 3.6% DUE 04-01-2040 REG | ** | 5,034,066 | ||||||
ORACLE CORP 3.85% DUE 07-15-2036 | ** | 202,064 | ||||||
ORACLE CORP 3.9% DUE 05-15-2035 | ** | 74,026 | ||||||
ORACLE CORP COM | ** | 12,523,356 | ||||||
ORACLE CORP FIXED 2.875% DUE 03-25-2031 | ** | 503,737 | ||||||
ORACLE CORP FIXED 3.65% DUE 03-25-2041 | ** | 735,011 | ||||||
ORACLE CORP FIXED 3.85% DUE 04-01-2060 | ** | 14,178,118 | ||||||
ORANGE EUR4 | ** | 5,291,624 | ||||||
ORANGE POLSKA SA PLN3 | ** | 73,641 | ||||||
ORBIA ADVANCE CORP COM NPV SERIE UNICA | ** | 831,620 | ||||||
ORBIA ADVANCE CORP S A B DE C V SR NT 144A 1.875% 05-11-2026 | ** | 1,478,085 | ||||||
ORDINA NV EUR0.10 | ** | 251,445 | ||||||
ORIENT PAPER & COMMON STK | ** | 73,579 | ||||||
ORIENTAL HLDGS BHD MYR1 | ** | 45,493 | ||||||
ORIENTAL WATCH HLD HKD0.10 | ** | 344,266 | ||||||
ORION ENGINEERED CARBONS SA COMMON STOCK | ** | 288,527 | ||||||
ORIX CORP FIXED 3.25% DUE 12-04-2024 | ** | 105,393 | ||||||
ORTHO CLINICAL DIAGNOSTICS HOLDINGS PLC USD0.00001 | ** | 210,841 | ||||||
ORTHOFIX MED INC COM USD0.10 | ** | 210,573 | ||||||
OSAKI ELECTRIC CO NPV | ** | 50,398 | ||||||
OSCAR HEALTH INC CL A CL A | ** | 133,269 | ||||||
O-TA PRECISION IND TWD10 | ** | 143,470 | ||||||
OTIS WORLDWIDE CORP 2.056% DUE 04-05-2025 BEO | ** | 406,814 | ||||||
OTIS WORLDWIDE CORP 2.565% DUE 02-15-2030 BEO | ** | 324,917 | ||||||
OTIS WORLDWIDE CORP COM USD0.01 WI | ** | 8,535,907 | ||||||
OTP BANK NYRT HUF100 | ** | 123,482 | ||||||
OUTFRONT MEDIA INC COM | ** | 1,011,168 | ||||||
OUTOKUMPU OYJ SER'A'NPV | ** | 599,513 | ||||||
OUTSET MED INC COM | ** | 1,451,835 | ||||||
OVERSEAS PVT INVT 3.43% DUE 05-15-2030 | ** | 5,624,118 | ||||||
OVINTIV INC COM USD0.01 | ** | 899,891 | ||||||
OWENS & MINOR INC NEW COM | ** | 1,050,351 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
OWENS CORNING NEW COM STK | ** | 766,807 | ||||||
OYANG CORPORATION KRW5000 | ** | 23,859 | ||||||
PAC GAS & ELEC CO 4.25% DUE 08-01-2023 | ** | 2,587,054 | ||||||
PAC GAS & ELEC CO 1.367% DUE 03-10-2023 | ** | 919,291 | ||||||
PAC GAS & ELEC CO 1.367% DUE 03-10-2023 | ** | 11,384,305 | ||||||
PAC GAS & ELEC CO 1.7% DUE 11-15-2023 | ** | 2,315,490 | ||||||
PAC GAS & ELEC CO 4.2% DUE 06-01-2041 | ** | 327,915 | ||||||
PAC GAS & ELEC CO FIXED 1.75% DUE 06-16-2022 | ** | 1,900,005 | ||||||
PAC GAS & ELEC CO FIXED 1.75% DUE 06-16-2022 | ** | 1,380,004 | ||||||
PAC GAS & ELEC CO FIXED 2.1% DUE 08-01-2027 | ** | 5,352,226 | ||||||
PAC GAS & ELEC CO FIXED 2.95% DUE 03-01-2026 | ** | 609,811 | ||||||
PAC GAS & ELEC CO FIXED 3.15% DUE 01-01-2026 | ** | 1,431,690 | ||||||
PAC GAS & ELEC CO FIXED 3.45% DUE 07-01-2025 | ** | 336,952 | ||||||
PAC GAS & ELEC CO FIXED 3.45% DUE 07-01-2025 | ** | 1,182,962 | ||||||
PAC GAS & ELEC CO FIXED 4.95% DUE 07-01-2050 | ** | 327,766 | ||||||
PACCAR FINL CORP MEDIUM TERM SR NTS BOOK .8% DUE 06-08-2023 | ** | 360,775 | ||||||
PACCAR FINL CORP MEDIUM TERM SR NTS BOOK.35% DUE 08-11-2023 | ** | 3,046,319 | ||||||
PACCAR FINL CORP MEDIUM TERM SR NTS BOOK.35% DUE 08-11-2023 | ** | 2,174,513 | ||||||
PACCAR INC COM | ** | 10,128,718 | ||||||
PACIFIC BASIN SHIP USD0.01 | ** | 750,556 | ||||||
PACIFIC GAS & ELEC CO 2.5% DUE 02-01-2031/06-19-2020 REG | ** | 4,479,441 | ||||||
PACIFIC GAS & ELEC CO 3.4% 08-15-2024 | ** | 620,196 | ||||||
PACIFIC GAS & ELEC CO 4.0% 12-01-2046 | ** | 292,150 | ||||||
PACIFIC GAS & ELEC CO 4.45% DUE 4-15-2042 | ** | 101,787 | ||||||
PACIFICORP 2.7% DUE 09-15-2030 | ** | 1,071,788 | ||||||
PACIFICORP 6.25% DUE 10-15-2037 | ** | 111,421 | ||||||
PACKAGING CORP OF AMERICA 4.05% DUE 12-15-2049 | ** | 117,117 | ||||||
PACTIV EVERGREEN INC COM | ** | 14,519 | ||||||
PAGE INDUSTRIES LTD COM | ** | 410,003 | ||||||
PAGERDUTY INC COM | ** | 393,926 | ||||||
PAL GROUP HOLDINGS CO LTD | ** | 98,361 | ||||||
PALMER SQUARE LN FDG 2021-3 LTD / SR SECD NT CL A-1 FLTG 144A .971 07-20-2029 | ** | 499,503 | ||||||
PANAMA REP 4.5% DUE 04-16-2050 REG | ** | 220,302 | ||||||
PANAMA REP GLOBAL BD TBOND 3.16% 01-23-2030 | ** | 362,254 | ||||||
PANASONIC CORP | ** | 642,716 | ||||||
PAPA JOHNS INTL INC COM | ** | 1,670,911 | ||||||
PAPYLESS CO NPV | ** | 167,928 | ||||||
PAR PACIFIC HOLDINGS INC COM NEW COM NEW | ** | 314,299 | ||||||
PARADE TECHNOLOGIE TWD10 | ** | 304,472 | ||||||
PARAGON 28 INC COM | ** | 1,026,020 | ||||||
PARAGON BANKING GR ORD GBP1 | ** | 199,313 | ||||||
PAREX RESOURCES IN COM NPV | ** | 1,535,993 | ||||||
PARK LAWN CORP COM NPV | ** | 410,680 | ||||||
PARKER-HANNIFIN 3.25% DUE 06-14-2029 | ** | 265,179 | ||||||
PARKER-HANNIFIN CORP MTN BOOK ENTRY TRANCHE # TR 00010 3.5 DUE 09-15-2022 | ** | 3,496,149 | ||||||
PARSONS CORP DEL COM | ** | 647,224 | ||||||
PATRICK INDS INC COM | ** | 951,819 | ||||||
PATTERSON-UTI ENERGY INC COM | ** | 6,952,635 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PAX GLOBAL TECHNOLOGY LIMITED COMSTK | ** | 84,963 | ||||||
PAYLOCITY HLDG CORP COM | ** | 3,105,282 | ||||||
PAYPAL HLDGS INC 1.35% DUE 06-01-2023 | ** | 2,866,330 | ||||||
PAYPAL HLDGS INC 2.2% DUE 09-26-2022 | ** | 1,835,555 | ||||||
PAYPAL HLDGS INC 2.85% DUE 10-01-2029 | ** | 1,474,776 | ||||||
PAYPAL HLDGS INC COM | ** | 37,447,085 | ||||||
PAYPAL HLDGS INC FIXED 1.65% DUE 06-01-2025 | ** | 870,880 | ||||||
PBG SA (BR) COM NPV | ** | 89,420 | ||||||
PC CONNECTION INC COM | ** | 211,984 | ||||||
PC PARTNER GROUP L HKD0.1 | ** | 214,071 | ||||||
PCHOME ONLINE INC. TWD10 | ** | 50,762 | ||||||
PDC ENERGY INC COM | ** | 495,897 | ||||||
PDL BIOPHARMA INC COM | ** | 47,849 | ||||||
PEACEHEALTH 1.375% DUE 11-15-2025 | ** | 771,256 | ||||||
PEAPACK-GLADSTONE FINL CORP COM | ** | 41,984 | ||||||
PEGASYSTEMS INC COM | ** | 6,642,667 | ||||||
PEGATRON CORP TWD10 | ** | 47,395 | ||||||
PELOTON INTERACTIVE INC | ** | 314,187 | ||||||
PENN NATL GAMING INC COM | ** | 87,004 | ||||||
PENNON GROUP ORD GBP0.6105 | ** | 5 | ||||||
PENNSYLVANIA ST HIGHER ED ASSISTANCE AGY SER 2009-1 CL A1 FLTG 1A1 07-25-2029 | ** | 417,325 | ||||||
PENNSYLVANIA ST HIGHER ED ASSISTANCE AGYSTUDENT LN REV FLTG RT 0% 10-25-2036 BEO | ** | 2,804,663 | ||||||
PENNYMAC FINL SVCS INC NEW COM | ** | 1,203,775 | ||||||
PENSKE AUTOMOTIVE GROUP INC COM STK | ** | 1,344,432 | ||||||
PENSKE TRUCK 4.125% DUE 08-01-2023 | ** | 297,386 | ||||||
PENSKE TRUCK 4.125% DUE 08-01-2023 | ** | 2,772,299 | ||||||
PENSKE TRUCK 4.125% DUE 08-01-2023 | ** | 1,862,575 | ||||||
PENSKE TRUCK FIXED 2.7% DUE 03-14-2023 | ** | 183,460 | ||||||
PENSKE TRUCK FIXED 2.7% DUE 03-14-2023 | ** | 6,828,799 | ||||||
PEOPLES UTD FINL INC COM | ** | 945,244 | ||||||
PEPPERDINE UNIV FIXED 3.301% DUE 12-01-2059 | ** | 266,413 | ||||||
PEPSICO INC .75% DUE 05-01-2023 | ** | 1,111,508 | ||||||
PEPSICO INC 1.625% DUE 05-01-2030 | ** | 29,124 | ||||||
PEPSICO INC 2.25% DUE 03-19-2025 | ** | 113,708 | ||||||
PEPSICO INC 2.625% DUE 03-19-2027 | ** | 115,248 | ||||||
PEPSICO INC 2.75 DUE 03-05-2022 | ** | 215,926 | ||||||
PEPSICO INC COM | ** | 11,862,135 | ||||||
PERDOCEO ED CORP COM | ** | 352,400 | ||||||
PERENTI GLOBAL LTD | ** | 225,564 | ||||||
PERFORMANCE FOOD GROUP CO COM | ** | 4,582,621 | ||||||
PERKINELMER INC SR NT .85% 09-15-2024 | ** | 1,602,221 | ||||||
PERNOD RICARD NPV EUR 1.55 | ** | 10,114,256 | ||||||
PERRIGO COMPANY LIMITED COM EUR0.001 | ** | 7,039,461 | ||||||
PERSEUS MINING LTD NPV | ** | 290,075 | ||||||
PERSIMMON ORD GBP0.10 | ** | 351,204 | ||||||
PERSISTENT SYSTEMS INR10 | ** | 366,099 | ||||||
PERU REP 2.78% 12-01-2060 | ** | 494,916 | ||||||
PERU REP 3.0% 01-15-2034 | ** | 697,200 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PERU(REP OF) 6.15% GTD 12/08/2032 PEN | ** | 100,728 | ||||||
PERU(REP OF) FXD 5.94% 5.94% 12/02/2029 | ** | 205,108 | ||||||
PERU(REPUBLIC OF) BNDS 8.2% 12/08/2026 | ** | 571,003 | ||||||
PERUSAHAAN 3% DUE 06-30-2030 | ** | 1,588,000 | ||||||
PETCO HEALTH & WELLNESS CO INC CL A COM CL A COM | ** | 959,815 | ||||||
PETRO CDA 5.35% DUE 07-15-2033 | ** | 242,640 | ||||||
PETRO-CDA 7.875% DUE 06-15-2026 | ** | 243,760 | ||||||
PETROL BRASILEIROS PRF NPV | ** | 1,172,208 | ||||||
PETROLEOS MEXICANOS 6.5% 03-13-2027 | ** | 5,120,832 | ||||||
PETROLEOS MEXICANOS 6.75% DUE 09-21-2047 | ** | 633,675 | ||||||
PETRONET LNG INR10 | ** | 75,159 | ||||||
PETS AT HOME GROUP ORD GBP0.01 | ** | 397,876 | ||||||
PFIZER INC .8% DUE 05-28-2025 | ** | 1,373,322 | ||||||
PFIZER INC 1.7% DUE 05-28-2030 | ** | 872,842 | ||||||
PFIZER INC 2.625% DUE 04-01-2030 | ** | 1,202,404 | ||||||
PFIZER INC 3% DUE 06-15-2023 | ** | 343,859 | ||||||
PFIZER INC 3.45% 03-15-2029 | ** | 154,198 | ||||||
PFIZER INC COM | ** | 23,637,420 | ||||||
PFS FINANCING CORP 2021-A PREM FIN AST BKD NT .71% 04-15-2026 | ** | 1,557,740 | ||||||
PG&E RECOVERY FDG LLC SR SECD NT CL A-3 2.822% 07-15-2048 | ** | 192,542 | ||||||
PGE POLSKA GRUPA PLN10.25 | ** | 724,293 | ||||||
PGT INC COM | ** | 8,757,831 | ||||||
PHARMA FOODS INTER NPV | ** | 496,465 | ||||||
PHARMARESEARCH CO LTD | ** | 123,146 | ||||||
PHATHOM PHARMACEUTICALS INC COM | ** | 32,357 | ||||||
PHEAA STUDENT LN TR 2021-1 STUD LN AST BACKED NT 144A .63771% 05-25-2070 | ** | 3,131,773 | ||||||
PHILIP MORRIS INTL .875% DUE 05-01-2026 | ** | 2,632,655 | ||||||
PHILIP MORRIS INTL 1.125% DUE 05-01-2023 | ** | 817,217 | ||||||
PHILIP MORRIS INTL 1.125% DUE 05-01-2023 | ** | 572,511 | ||||||
PHILIP MORRIS INTL 1.5% DUE 05-01-2025 | ** | 753,015 | ||||||
PHILIP MORRIS INTL 2.1% DUE 05-01-2030 | ** | 617,118 | ||||||
PHILIP MORRIS INTL 2.625 DUE 03-06-2023 | ** | 281,306 | ||||||
PHILIP MORRIS INTL 2.75% DUE 02-25-2026 | ** | 8,328,450 | ||||||
PHILIP MORRIS INTL 3.375% DUE 08-11-2025 | ** | 5,730,357 | ||||||
PHILIP MORRIS INTL COM STK NPV | ** | 1,982,080 | ||||||
PHILIPPINES(REP OF 6.25% BDS 14/01/2036 PHP | ** | 217,834 | ||||||
PHILLIPS 66 .9% DUE 02-15-2024 | ** | 5,740,047 | ||||||
PHILLIPS 66 3.15% DUE 12-15-2029 | ** | 259,422 | ||||||
PHILLIPS 66 3.55% DUE 10-01-2026 | ** | 319,349 | ||||||
PHILLIPS 66 3.85% DUE 04-09-2025 | ** | 3,775,729 | ||||||
PHILLIPS 66 COM | ** | 1,772,299 | ||||||
PHILLIPS 66 FIXED 1.3% DUE 02-15-2026 | ** | 2,001,588 | ||||||
PHYSICIANS RLTY L P 2.625% 11-01-2031 | ** | 338,326 | ||||||
PICC PROPERTY & CA 'H'CNY1 | ** | 351,333 | ||||||
PIEDMONT NAT GAS 3.64% DUE 11-01-2046 | ** | 850,763 | ||||||
PILGRIMS PRIDE CORP | ** | 672,739 | ||||||
PING AN INSURANCE GROUP H CNY1 | ** | 496,947 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PING IDENTITY HLDG CORP COM USD0.001 | ** | 611,193 | ||||||
PINNACLE FINL PARTNERS INC COM | ** | 1,478,722 | ||||||
PINNACLE W. CAP CORP COM | ** | 1,927,672 | ||||||
PIONEER NAT RES CO .55% DUE 05-15-2023 BEO | ** | 3,099,375 | ||||||
PIONEER NAT RES CO .75% DUE 01-15-2024 REG | ** | 3,290,311 | ||||||
PIONEER NAT RES CO 1.125% DUE 01-15-2026 REG | ** | 631,597 | ||||||
PIONEER NAT RES CO 1.125% DUE 01-15-2026 REG | ** | 4,292,918 | ||||||
PIONEER NAT RES CO 1.9% DUE 08-15-2030/08-11-2020 REG | ** | 473,928 | ||||||
PIONEER NAT RES CO 1.9% DUE 08-15-2030/08-11-2020 REG | ** | 691,935 | ||||||
PIONEER NAT RES CO 2.15% DUE 01-15-2031 | ** | 759,956 | ||||||
PIONEER NAT RES CO COM | ** | 4,827,823 | ||||||
PJT PARTNERS INC COM CL A COM CL A | ** | 3,074,735 | ||||||
PKN ORLEN SA PLN1.25 | ** | 169,073 | ||||||
PLAINS ALL AMER PIPELINE 2.85 1-31-2023 | ** | 1,520,702 | ||||||
PLAINS ALL AMER PIPELINE BNDS 4.65% DUE 10-15-2025 | ** | 125,484 | ||||||
PLAINS ALL AMERN 3.65 DUE 06-01-2022 | ** | 84,412 | ||||||
PLAINS ALL AMERN 4.5% DUE 12-15-2026 | ** | 1,570,660 | ||||||
PLAINS GP HLDGS L P LTD PARTNER INT CL ANEW INT LTD PARTNER INT CL A NEW INT | ** | 131,080 | ||||||
PLANET FITNESS INC CL A CL A | ** | 2,853,089 | ||||||
PLANTRONICS INC NEW COM | ** | 758,850 | ||||||
PLATINUM BARS | ** | 1,210,738 | ||||||
PLAYA HOTELS & RESORTS N V COMN STOCK | ** | 1,470,299 | ||||||
PLAYAGS INC COM | ** | 127,910 | ||||||
PLAYTIKA HLDG CORP COM | ** | 675,382 | ||||||
PLDT INC | ** | 90,258 | ||||||
PLEXUS CORP COM | ** | 7,900,089 | ||||||
PLUG PWR INC COM NEW | ** | 346,947 | ||||||
PLUS500 LTD ORD ILS0.01 (DI) | ** | 759,039 | ||||||
PNB GILTS INR10 (DEMAT) | ** | 47,436 | ||||||
PNC BK N A 3.8 07-25-2023 | ** | 3,648,209 | ||||||
PNC BK N A PITT PA FIXED 2.45% DUE 07-28-2022 | ** | 721,676 | ||||||
PNC BK N A PITTSBURGH PA 2.7 DUE 11-01-2022 | ** | 1,449,785 | ||||||
PNC FINANCIAL SERVICES GROUP COM STK | ** | 13,819,237 | ||||||
PNC FINL SVCS 3.5% DUE 01-23-2024 | ** | 5,016,317 | ||||||
PNC FINL SVCS GROUP INC 3.45% DUE 04-23-2029 REG | ** | 272,447 | ||||||
PNC FINL SVCS GROUP INC 3.45% DUE 04-23-2029 REG | ** | 3,334,751 | ||||||
PNC FINL SVCS GROUP INC STEP-UP DUE 11-09-2022 | ** | 4,058,452 | ||||||
POL.GORN.NAFT.I GA PLN1.00 | ** | 952,506 | ||||||
POLYPLEX CORP INR10(DEMAT) | ** | 98,675 | ||||||
POLYUS PJSC GDR EA REP 0.5SHS REG S | ** | 43,154 | ||||||
POPULAR INC COM NEW COM USD6 (POST REV SPLIT) | ** | 5,385,926 | ||||||
PORSCHE AUTO HL SE NON VTG PRF NPV | ** | 241,812 | ||||||
PORT AUTH N Y & N J 4.458% 10-01-2062 BEO TAXABLE | ** | 795,283 | ||||||
PORT AUTH N Y & N J 5.859% 12-01-2024 BEO TAXABLE | ** | 20,472,593 | ||||||
PORT MORROW ORE TRANSMISSION FACS REV 2.987% 09-01-2036 BEO TAXABLE | ** | 6,435,557 | ||||||
PORTILLOS INC CL A COM CL A COM | ** | 1,020,788 | ||||||
PORTLAND GENERAL ELECTRIC CO COM NEW COMNEW | ** | 2,843,021 | ||||||
POSCO KRW5000 | ** | 1,963,186 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
POSEIDA THERAPEUTICS INC COM | ** | 110,887 | ||||||
POST APT HOMES L P 3.375% DUE 12-01-2022 | ** | 140,214 | ||||||
POST HLDGS INC COM STK | ** | 1,337,767 | ||||||
POSTAL SAVINGS BANK OF CHINA (LOCAL 1658) | ** | 1,558,287 | ||||||
POTLATCHDELTIC CORPORATION | ** | 5,323,508 | ||||||
POU CHEN TWD10 | ** | 747,695 | ||||||
POWELL INDS INC COM | ** | 162,401 | ||||||
POWER ASSETS HLDGS NPV | ** | 121,558 | ||||||
POWER CORP CANADA SUB-VTG NPV | ** | 165,459 | ||||||
POWERSCHOOL HLDGS INC CL A COM CL A COM | ** | 1,068,903 | ||||||
POWERTECH TECHNOLO TWD10 | ** | 1,106,145 | ||||||
POWSZECHNA KASA OS PLN1.00 | ** | 186,968 | ||||||
POWSZECHNY ZAKLAD UBEZPIECZE | ** | 1,075,389 | ||||||
PP LONDON SUMATRA IDR100.00 | ** | 96,401 | ||||||
PPG IND INC COM | ** | 31,469,438 | ||||||
PPG INDUSTRIES 1.2% DUE 03-15-2026 | ** | 347,421 | ||||||
PPL CORP COM ISIN US69351T1060 | ** | 15,441,822 | ||||||
PPL ELEC UTILS 4.125% DUE 06-15-2044 | ** | 87,038 | ||||||
PRA GROUP INC COM | ** | 195,066 | ||||||
PRECIOUS SHIPPING THB1(NVDR) | ** | 100,399 | ||||||
PRESIDENT CHAIN ST TWD10 | ** | 138,260 | ||||||
PRESS KOGYO CO NPV | ** | 112,113 | ||||||
PRESSANCE CORPORAT NPV | ** | 36,285 | ||||||
PRIMERICA INC 2.8% 11-19-2031 | ** | 2,020,157 | ||||||
PRIMO WATER CORPORATION CANADA COM NPV | ** | 820,888 | ||||||
PRIMORIS SVCS CORP COM | ** | 1,372,831 | ||||||
PRIN FINL GROUP 3.125% DUE 05-15-2023 | ** | 3,083,891 | ||||||
PRIN FINL GROUP 3.7% DUE 05-15-2029 | ** | 27,615 | ||||||
PRIVATE EXPT FDG CORP 2.05 DUE 11-15-2022 REG | ** | 572,704 | ||||||
PRIVATE EXPT FDG CORP SECD NT SER EE 2.8% DUE 05-15-2022 REG | ** | 2,796,735 | ||||||
PROASSURANCE CORP COM | ** | 144,084 | ||||||
PROCORE TECHNOLOGIES INC COM | ** | 571,706 | ||||||
PROCTER & GAMBLE 2.3% DUE 02-06-2022 | ** | 94,630 | ||||||
PROCTER & GAMBLE 2.8% DUE 03-25-2027 | ** | 179,884 | ||||||
PROCTER & GAMBLE CO 3.0% DUE 03-25-2030 REG | ** | 543,991 | ||||||
PROCTER & GAMBLE COM NPV | ** | 4,637,002 | ||||||
PRODIA WIDYAHUSADA IDR100 | ** | 269,930 | ||||||
PROGRESS ENERGY 3.15% DUE 04-01-2022 | ** | 500,834 | ||||||
PROGRESS ENERGY 3.15% DUE 04-01-2022 | ** | 781,302 | ||||||
PROGRESS RESDNTL 2.393% DUE 12-17-2040 | ** | 2,012,211 | ||||||
PROGRESS RESDNTL 2.409% DUE 05-17-2038 | ** | 875,467 | ||||||
PROGRESS RESDNTL 2.425% DUE 07-17-2038 | ** | 1,241,905 | ||||||
PROGRESS RESIDENTIAL 2021-SFR6 TR SINGLEFAMILY RENT PASS 1.524% 07-17-2038 | ** | 3,639,472 | ||||||
PROGRESSIVE CORP 4.35 DUE 04-25-2044 | ** | 112,937 | ||||||
PROGRESSIVE CORP OH COM | ** | 21,033,498 | ||||||
PROLOGIS INC COM | ** | 35,679,188 | ||||||
PROLOGIS L P FIXED 2.125% DUE 10-15-2050 | ** | 688,349 | ||||||
PROLOGIS LP 3.0% DUE 04-15-2050 | ** | 206,806 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PROMOTORA Y OPERADORA DE INFRACOM NPV | ** | 420,816 | ||||||
PROQR THERAPEUTICS B.V. COM STK | ** | 261,927 | ||||||
PROSIEBENSAT.1 MEDIA SE NPV | ** | 166,010 | ||||||
PROSPERITY BANCSHARES INC COM | ** | 802,819 | ||||||
PROTECTIVE LIFE 3.4% DUE 01-15-2030 | ** | 423,800 | ||||||
PROTECTIVE LIFE GF TRANCHE # TR 00029 .391% 07-07-2023 | ** | 5,863,966 | ||||||
PROTHENA CORP PLC USD0.01 | ** | 406,513 | ||||||
PROVID HLTH & SVCS 2.746% DUE 10-01-2026 | ** | 1,573,048 | ||||||
PROVINCE OF ALBERTA 2.2% DUE 07-26-2022 BEO | ** | 964,657 | ||||||
PROXIMUS | ** | 1,772,684 | ||||||
PRUDENTIAL FINL INC 3.878% 03-27-2028 | ** | 306,263 | ||||||
PRYSMIAN SPA EUR0.10 | ** | 1,498,407 | ||||||
PSK INC KRW500 | ** | 51,430 | ||||||
PSP SWISS PROPERTY CHF0.10 (REGD) | ** | 72,578 | ||||||
PT BANK NEGARA IND LKD SHS(IDR7500 & IDR375) | ** | 69,742 | ||||||
PT INDOFOOD SUKSES IDR100 | ** | 46,592 | ||||||
PTC INDIA LTD INR10 | ** | 109,020 | ||||||
PTC THERAPEUTICS INC COM | ** | 2,795,150 | ||||||
PTT GLOBAL CHEMICAL PUBLIC CO LTD THB10(NVDR) | ** | 1,627,570 | ||||||
PUB STORAGE COM | ** | 4,352,013 | ||||||
PUB SVC ELEC & GAS FIXED 3.65% DUE 09-01-2028 | ** | 5,656,410 | ||||||
PUB SVC ENTERPRISE .8% DUE 08-15-2025 | ** | 1,216,498 | ||||||
PUBLIC SERVICE CO OF COLORADO 2.25 DUE 09-15-2022 BEO | ** | 51,198 | ||||||
PUBLIC SERVICE ELECTRIC & GAS CO 3.25% DUE 09-01-2023 | ** | 3,280,719 | ||||||
PUBLIC SERVICE ENTERPRISE GROUP INC 1.6%DUE 08-15-2030 BEO | ** | 1,628,571 | ||||||
PUBLIC STORAGE 2.3% DUE 05-01-2031 BEO | ** | 333,334 | ||||||
PUBLIC STORAGE 3.385% 05-01-2029 | ** | 436,109 | ||||||
PUBLIC STORAGE FIXED .5% DUE 09-09-2030 | ** | 1,873,768 | ||||||
PUBLIC SVC CO OKLA 2.2% DUE 08-15-2031 | ** | 1,966,414 | ||||||
PUBLIC SVC ELEC GAS CO 3.75 DUE 03-15-2024 REG | ** | 1,683,636 | ||||||
PUBLIC SVC ENTERPRISE GROUP INC 2.875% DUE 06-15-2024 | ** | 310,707 | ||||||
PUBLICIS GROUPE SA EUR0.40 | ** | 3,125,435 | ||||||
PUGET ENERGY INC FIXED 2.379% DUE 06-15-2028 | ** | 123,139 | ||||||
PULMONX CORPORATION COM | ** | 1,218,660 | ||||||
PUMA BIOTECHNOLOGY INC COM . | ** | 25,104 | ||||||
PURE STORAGE INC CL A CL A | ** | 4,064,974 | ||||||
PUT BONDOPT BNPAFRPP 23/05/2025 FRANCE (GOVT OF) 0 97 3175SQ653 | ** | 60,243 | ||||||
PUT SWO EUR GSCMUS33 P 0.4% / R 6MEURIB 317U194Y4 25/01/2022 | ** | 8,549 | ||||||
PUT SWO EUR NGFPUS33 P 0.4% / R 6MEURIB 317U263Y0 25/01/2022 | ** | 7,960 | ||||||
PVH CORP COM USD1 | ** | 1,083,671 | ||||||
PVPTL ABU DHABI GOVT INT'L 2.5% 10-11-2022 | ** | 913,230 | ||||||
PVPTL ABU DHABI GOVT INT'L 3.125% 10-11-2027 | ** | 5,611,138 | ||||||
PVPTL BANK OF NOVA SCOTIA 1.188% 10-13-2026 | ** | 12,054,416 | ||||||
PVPTL COMM MORTGAGE TRUST SER 2016-787S CL A BNDS 3.545% 02-10-2036 | ** | 1,901,283 | ||||||
PVPTL CREDIT SUISSE GROUP AG VAR RT DUE 12-14-2023 | ** | 3,251,780 | ||||||
PVPTL MID-ATLANTIC INTST TRANSMISSION LLC 4.1% DUE 05-15-2028 | ** | 1,714,719 | ||||||
PVPTL ONEMAIN DIRECT AUTO RECEIVABLES TR 2021-SR 21-1A CL A .87% 07-14-2028 | ** | 14,616,095 | ||||||
PVPTL PFP III CL 21-8 CL A FLT 06-14-2024 | ** | 1,989,131 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVPTL PFP III CL 21-8 CL A FLT 06-14-2024 | ** | 11,039,675 | ||||||
PVPTL SPRINT SPECTRUM CO LLC / SPRINT 4.738% 144A 03-20-2025 BEO | ** | 1,020,045 | ||||||
PVT PL BNP PARIBAS SR NON PFD 4.705% 01-10-2025 | ** | 3,726,719 | ||||||
PVT PLBNP PARIBAS SR NON PFD 5.198% 01-10-2030 | ** | 1,653,436 | ||||||
PVTPL DAIMLER TRUCKS 2.375% 12-14-2028 | ** | 1,508,235 | ||||||
PVTPL 1166 AVE OF THE AMERS COML MTG TR II 2005-C6 COML 5.6896% 10-13-2037 | ** | 1,464,821 | ||||||
PVTPL 7-ELEVEN INC .95% DUE 02-10-2026 BEO | ** | 2,209,919 | ||||||
PVTPL 7-ELEVEN INC 1.3% DUE 02-10-2028 BEO | ** | 643,403 | ||||||
PVTPL 7-ELEVEN INC 1.8% DUE 02-10-2031 BEO | ** | 1,705,351 | ||||||
PVTPL 7-ELEVEN INC 2.5% DUE 02-10-2041 BEO | ** | 319,256 | ||||||
PVTPL 7-ELEVEN INC SR NT .625% 02-10-2023 | ** | 697,397 | ||||||
PVTPL 7-ELEVEN INC SR NT .625% 02-10-2023 | ** | 2,959,463 | ||||||
PVTPL 7-ELEVEN INC SR NT .625% 02-10-2023 | ** | 2,958,957 | ||||||
PVTPL 7-ELEVEN INC SR NT .8% 02-10-2024 | ** | 3,465,556 | ||||||
PVTPL AATHENE GLOBAL FDG MEDIUM TERM SR SECD NT 2.55% 06-29-2025 | ** | 1,363,082 | ||||||
PVTPL ABBOTT LABS 3.875% 09-15-2025 | ** | 103,213 | ||||||
PVTPL ABS TOWD PT MTG TR 2016-3 CL A-1 FLTG RT 144A DUE 08-25-2055 BEO | ** | 109,012 | ||||||
PVTPL ABU DHABI NATL ENERGY CO 2.0% 04-29-2028 | ** | 3,035,463 | ||||||
PVTPL AES CORP SR SECD 1ST LIEN NT 144A 3.3% DUE 07-15-2025/05-27-2020 BEO | ** | 1,379,153 | ||||||
PVTPL AIA GROUP LTD GLOBAL MEDIUM TERM NTS BOO 3.2% DUE 09-16-2040 | ** | 306,643 | ||||||
PVTPL AIA GROUP LTD TRANCHE # 3.6% 04-09-2029 | ** | 289,326 | ||||||
PVTPL AIB GROUP PLC AIB GROUP PLC 4.75 4.75% DUE 10-12-2023 BEO | ** | 306,772 | ||||||
PVTPL AIB GROUP PLC AIB GROUP PLC 4.75 4.75% DUE 10-12-2023 BEO | ** | 528,916 | ||||||
PVTPL AIB GROUP PLC FIXED 4.263% 04-10-2025 BEO | ** | 526,602 | ||||||
PVTPL AIG GLOBAL FDG SR .65% DUE 06-17-2024 BEO | ** | 3,875,584 | ||||||
PVTPL AIG GLOBAL FDG SR 0.4% 09-13-2023 | ** | 5,091,485 | ||||||
PVTPL AIR CDA 2013-1 PASS THRU 4.125 DUE 11-15-2026 BEO | ** | 189,980 | ||||||
PVTPL AIR CDA PASS THRU TR 2017-1 PVTPL AIR CANADA BNDS 3.55% DUE 07-15-2031 | ** | 336,795 | ||||||
PVTPL AIRCASTLE LTD 2.85% DUE 01-26-2028BEO | ** | 1,811,812 | ||||||
PVTPL ALIGNED DATA CTRS ISSUER LLC 21-1A CL A2 1.937% DUE 08-15-2046 BEO | ** | 2,916,870 | ||||||
PVTPL ALIMENTATION COUCHE-TARD 3.8% DUE 01-25-2050 | ** | 352,836 | ||||||
PVTPL ALIMENTATION COUCHE-TARD INC 2.95%DUE 01-25-2030 | ** | 516,962 | ||||||
PVTPL ALLEGANY PK CLO LTD/ALLEGANY PK CLO LL SER 19-1A CLS D VAR RT 01-20-2033 | ** | 2,785,574 | ||||||
PVTPL AMERICAN CR ACCEP RECEIVABLES SR 19-3 CL C 2.76% 09-12-2025 | ** | 148,267 | ||||||
PVTPL AMERICAN CR ACCEP RECEIVABLES TR SR 19-4 CL C 2.69% 12-12-2025 | ** | 90,699 | ||||||
PVTPL AMERICAN CR ACCEP RECEIVABLES TR SR 19-4 CL C 2.69% 12-12-2025 | ** | 1,511,649 | ||||||
PVTPL AMERICAN CR ACCEP RECEIVABLES TR SER 19-1 CL C 3.5% 04-14-2025 BEO | ** | 47,465 | ||||||
PVTPL AMERICAN CREDIT ACCEPTANCE SRS 20 -3 CL C 2.16% DUE 06-15-2026 BEO | ** | 635,390 | ||||||
PVTPL AMSR TRUST 21-SFR2 C 958609% 08-17-2026 | ** | 2,094,440 | ||||||
PVTPL ANCHORAGE CAP CLO 16 LTD/ANCHORAGE CAP SR 20-16A CL A1R FLTG RT 01-19-2035 | ** | 9,999,998 | ||||||
PVTPL ANGLO AMERN CAP PLC GTD NT 3.625% 09-11-2024 | ** | 209,982 | ||||||
PVTPL ANGLO AMERN CAP PLC GTD NT 3.625% 09-11-2024 | ** | 2,624,778 | ||||||
PVTPL ANGLO AMERN CAP PLC SR NT 144A 4.5% DUE 03-15-2028 BEO | ** | 441,173 | ||||||
PVTPL ANTOFAGASTA PLC 2.375% DUE 10-14-2030/10-14-2020 BEO | ** | 285,000 | ||||||
PVTPL ANZ NEW ZEALAND INTL LTD 3.45% 01-21-2028 | ** | 271,643 | ||||||
PVTPL APIDOS CLO SR 13-12A CL AR VAR RT 04-15-2031 | ** | 498,769 | ||||||
PVTPL APIDOS CLO SR 16-25A CL A1R FLTG RATE 10-20-2031 | ** | 4,970,084 | ||||||
PVTPL APT PIPELINES LTD SR GTD NT 144A 4.25% DUE 07-15-2027/03-23-2017 BEO | ** | 144,266 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL ARBOR RLTY COML REAL ESTATE NTS SER 19-FL2 CLS A FLTG RT 06-15-2034 | ** | 762,734 | ||||||
PVTPL AREIT 2020-CRE4 LTD/AREIT SR SECD NT CL SER 20-CRE4 CL A STEP 04-14-2037 | ** | 324,082 | ||||||
PVTPL ARES XLIV CLO LTD SR NT CL A-1-R FLTG 144A 3C7 VAR RT DUE 04-15-2034 BEO | ** | 2,729,808 | ||||||
PVTPL ARI FLEET LEASE TR 2020-A NT CL A-3 144A 1.8% DUE 08-15-2028 | ** | 1,180,533 | ||||||
PVTPL ASB BK LTD SR MEDIUM TERM NTS BOOK 3.75% 06-14-2023 BEO | ** | 204,770 | ||||||
PVTPL ASHTEAD CAPITAL 2.45% 08-12-2031 | ** | 1,462,247 | ||||||
PVTPL ATHENE GLOBAL FDG 1.0% 04-16-2024 | ** | 1,886,657 | ||||||
PVTPL ATHENE GLOBAL FDG MEDIUM TERM SR SECD 144A 4.0% DUE 01-25-2022 | ** | 1,302,722 | ||||||
PVTPL ATHENE GLOBAL FDG MEDIUM TERM SR SECD NT 1.45% 01-08-2026 | ** | 491,357 | ||||||
PVTPL ATLAS SR LN FD XIV LTD/ATLAS SR LN FD SR 19-14A CL AR VAR RT 07-20-2032 | ** | 7,750,000 | ||||||
PVTPL ATRIUM CDO CORP SR 12A CL AR FLTG DUE 04-22-2027 | ** | 10,093,493 | ||||||
PVTPL AVIATION CAP GROUP LLC SR NT 144A 3.5% DUE 11-01-2027/07-01-2027 BEO | ** | 410,342 | ||||||
PVTPL AVIATION CAP GROUP LLC SR NT 144A 3.875% DUE 05-01-2023/05-01-2018 BEO | ** | 1,460,785 | ||||||
PVTPL AVIATION CAP GROUP LLC SR NT 144A 3.875% DUE 05-01-2023/05-01-2018 BEO | ** | 761,790 | ||||||
PVTPL AVIATION CAP GROUP LLC SR NT 144A 5.5% DUE 12-15-2024/07-10-2020 BEO | ** | 3,328,933 | ||||||
PVTPL AVIS BUDGET RENT CAR FDG AESOP LLC SSR 19-3A CL A 0.0% 03-20-2026 | ** | 3,782,948 | ||||||
PVTPL AVIS BUDGET RENT CAR FDG AESOP LLCSER 20-1A CL A 2.33% DUE 08-20-2026 | ** | 4,198,713 | ||||||
PVTPL AVIS BUDGET RENT CAR FDG AESOP LLCSER 21-2A CL A 1.66% DUE 02-20-2028 | ** | 8,328,726 | ||||||
PVTPL AVIS BUDGET RENT CAR FDG SER 19-2A CL A 3.35% 09-22-2025 | ** | 3,037,354 | ||||||
PVTPL AVOLON HLDGS FDG LTD 2.528% DUE 11-18-2027 | ** | 988,629 | ||||||
PVTPL AVOLON HLDGS FDG LTD 3.95% 07-01-2024 | ** | 303,937 | ||||||
PVTPL AVOLON HLDGS FDG LTD 5.125% 10-01-2023 | ** | 947,953 | ||||||
PVTPL BACARDI LTD GTD NT 144A 4.7% DUE 05-15-2028/04-30-2018 BEO | ** | 1,584,546 | ||||||
PVTPL BAE SYS PLC 1.9% DUE 02-15-2031/09-15-2020 BEO | ** | 379,961 | ||||||
PVTPL BALBOA BAY LN FDG 2020-1 LTD CL A-R FLTG 20-2032 | ** | 10,500,000 | ||||||
PVTPL BANCO DE CREDITO DEL PERU 4.65%09-17-2024 | ** | 146,739 | ||||||
PVTPL BANCO SANTANDER CHILE MEDIUM TERM NTS BO 2.7 DUE 01-10-2025/01-10-2020 REG | ** | 510,630 | ||||||
PVTPL BANCO VOTORANTIM SA 4.5% DUE 09-24-2024 REG | ** | 1,042,500 | ||||||
PVTPL BANK OF IRELAND GROUP 2.029% 09-30-2027 | ** | 608,881 | ||||||
PVTPL BANQUE FEDERATIVE DU CR MUTUEL MEDIUM TE 2.125% DUE 11-21-2022 BEO | ** | 249,175 | ||||||
PVTPL BAXTER INTERNATIONAL INC .868% 12-01-2023 | ** | 1,601,677 | ||||||
PVTPL BAYER US FIN II LLC 3.875% 12-15-2023 | ** | 1,672,229 | ||||||
PVTPL BAYER US FINANCE LLC BNDS 3.375% 10-08-2024 BEO | ** | 7,108,807 | ||||||
PVTPL BCC FDG XVI LLC EQUIP CONTRACT BKDNT CL A-2 144A 2.46% DUE 08-20-2024 BEO | ** | 1,067,245 | ||||||
PVTPL BDS 2021-FL10 LTD/BDS 2021-FL10 LLC 3RD PRTY SECD CL B FLTG 12-18-2036 | ** | 4,999,990 | ||||||
PVTPL BDS 2021-FL10 LTD/BDS 2021-FL10 LLC SR SECD NT CL A FLTG 12-18-2036 | ** | 999,999 | ||||||
PVTPL BENEFIT STR PARTNERS CLO IV LTD/BENEFI VAR RT DUE 01-20-2032 BEO | ** | 1,000,034 | ||||||
PVTPL BENEFIT STR PARTNERS CLO XIX LTD SR 19-19A CL A FLTG RATE DUE 01-15-2033 | ** | 5,001,140 | ||||||
PVTPL BMW US CAP LLC 1.25% DUE 08-12-2026 BEO | ** | 2,525,515 | ||||||
PVTPL BMW US CAP LLC 3.9% DUE 04-09-2025BEO | ** | 2,028,812 | ||||||
PVTPL BMW US CAP LLC FLTG RT DUE 04-01-2024 BEO | ** | 1,291,587 | ||||||
PVTPL BNP PARIBAS 2.219% DUE 06-09-2026/06-09-2025 REG | ** | 2,287,060 | ||||||
PVTPL BNP PARIBAS 3.375% 01-09-2025 | ** | 3,788,774 | ||||||
PVTPL BNP PARIBAS 4.625% DUE 12-31-2049 BEO | ** | 401,200 | ||||||
PVTPL BNP PARIBAS BNDS 3.5% DUE 11-16-2027 REG | ** | 213,205 | ||||||
PVTPL BNP PARIBAS SR 2.159% 09-15-2029 | ** | 3,400,499 | ||||||
PVTPL BNP PARIBAS SR NON 3.052% 01-13-2031 | ** | 2,713,255 | ||||||
PVTPL BNP PARIBAS SR NON PFD 1.904% 09-30-2028 | ** | 1,660,689 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL BNP PARIBAS SR NON PFD 1.904% 09-30-2028 | ** | 3,223,690 | ||||||
PVTPL BNP PARIBAS SR NON PFD MED 4.4% 08-14-2028 | ** | 1,974,051 | ||||||
PVTPL BNP PARIBAS SUB MED TERM NT PROGRAM 2.588% DUE 08-12-2035 | ** | 959,021 | ||||||
PVTPL BNZ INTL FDG LTD LONDON 3.375% 03-01-2023 | ** | 1,697,238 | ||||||
PVTPL BOC AVIATION PTE LTD GLOBAL MEDIUMTERM 3.5% 10-10-2024 | ** | 643,258 | ||||||
PVTPL BORGWARNER INC 5.0% DUE 10-01-2025BEO | ** | 4,474,578 | ||||||
PVTPL BPCE SA SUB NTS BOOK ENTRY 5.7 DUE10-22-2023 | ** | 1,674,946 | ||||||
PVTPL BPCE SR NON PFD 4.0% DUE 09-12-2023 | ** | 1,675,474 | ||||||
PVTPL BPCE SR NON PFD 4.0% DUE 09-12-2023 | ** | 1,000,048 | ||||||
PVTPL BPCE SUB NTS BOOK ENTRY 5.15 DUE 07-21-2024 BEO | ** | 4,332,974 | ||||||
PVTPL BRIGHTHOUSE 2023 FABN NEW ISSUE 144A 1.2% 12-15-2023 | ** | 1,115,956 | ||||||
PVTPL BRIGHTHOUSE FINL GLOBAL FDG .6% 06-28-2023 | ** | 680,634 | ||||||
PVTPL BRIGHTHOUSE FINL GLOBAL FDG MEDIUMTERM .77% DUE 04-12-2024 BEO | ** | 1,658,504 | ||||||
PVTPL BRITISH AWYS PASS THRU 3.8% 09-20-2031 | ** | 492,505 | ||||||
PVTPL BRITISH AWYS PASS THRU CTFS 3.3% FIXED 06-15-2034 BEO | ** | 145,354 | ||||||
PVTPL BRITISH AWYS PASS THRU TR 2018-1A 4.125% 09-20-2031 | ** | 427,829 | ||||||
PVTPL BROADCOM INC 1.95% DUE 02-15-2028/01-19-2021 BEO | ** | 494,726 | ||||||
PVTPL BROADCOM INC 2.45% DUE 02-15-2031/01-19-2021 BEO | ** | 1,668,677 | ||||||
PVTPL BROADCOM INC 3.137% DUE 11-15-2035 BEO | ** | 2,126,805 | ||||||
PVTPL BROADCOM INC 3.137% DUE 11-15-2035 BEO | ** | 5,044,488 | ||||||
PVTPL BROADCOM INC 3.419% DUE 04-15-2033BEO | ** | 104,953 | ||||||
PVTPL BROADCOM INC 3.419% DUE 04-15-2033BEO | ** | 11,329,664 | ||||||
PVTPL BROADCOM INC 3.469% DUE 04-15-2034BEO | ** | 1,951,238 | ||||||
PVTPL BROADCOM INC 3.469% DUE 04-15-2034BEO | ** | 6,493,654 | ||||||
PVTPL BUSINESS JET SECS 2019-1 LLC SECD NT CL A 144A 0% DUE 07-15-2034 BEO | ** | 610,312 | ||||||
PVTPL BUSINESS JET SECS 2020-1 LLC SECD NT CL A 144A 2.981% DUE 11-15-2035 BEO | ** | 173,377 | ||||||
PVTPL BUSINESS JET SECS 2021-1 LLC SECD NT CL A 144A 2.162% DUE 04-15-2036 BEO | ** | 1,398,610 | ||||||
PVTPL CADILLAC FAIRVIEW CORP 2.5% DUE 10-15-2031 BEO | ** | 2,023,008 | ||||||
PVTPL CAMERON LNG LLC 2.902% 07-15-2031 | ** | 3,001,826 | ||||||
PVTPL CAMERON LNG LLC 3.302% DUE 01-15-2035 | ** | 120,209 | ||||||
PVTPL CANADIAN IMPERIAL BK 2.35% 07-27-2023 | ** | 11,945,570 | ||||||
PVTPL CANTOR FITZGERALD L P SECD NT 144A4.875% DUE 05-01-2024 | ** | 2,611,553 | ||||||
PVTPL CANYON CAPITAL CLO LTD SER 20-1A CL AR FLTG 07-15-2034 | ** | 3,689,993 | ||||||
PVTPL CARGILL INC NT 1.375% DUE 07-23-2023 BEO | ** | 947,453 | ||||||
PVTPL CARLYLE GLOBAL MKT SER 14-3RA CL A1A FLTG 07-27-2031 | ** | 1,486,722 | ||||||
PVTPL CARLYLE GLOBAL MKT STRATEGIES CLO 2012-4 CL A-1-R3 FLTG 04-22-2032 | ** | 499,268 | ||||||
PVTPL CARLYLE US CLO 2017-2 LTD/CARLYLE US C SER 17-2A CL A1R FLTG RT 07-20-2031 | ** | 1,007,948 | ||||||
PVTPL CARLYLE US CLO 2021-4 LTD CL A-2 FLTG DUE 04-20-2034 BEO | ** | 2,596,499 | ||||||
PVTPL CARVANA AUTO RECEIVABLES TR 2019-3ACL C 144A 2.71% DUE 10-15-2024 | ** | 1,408,330 | ||||||
PVTPL CATAMARAN CLO SER 2014-1A CL A-1A FLTG 04-20-2030 | ** | 3,572,233 | ||||||
PVTPL CAYUGA PK CLO LTD SER 20-1A CL AR FLTG 07-17-2034 | ** | 1,099,389 | ||||||
PVTPL CBAM 2018-8 LTD LLC NT CL A-1 FLTG 3C7 10-20-2029 BEO | ** | 12,981,017 | ||||||
PVTPL CENTRICA PLC SR NT 144A 4% DUE 10-16-2023/10-16-2013 BEO | ** | 923,656 | ||||||
PVTPL CERBERUS SER 20-1A CL A FLTG RT RT 10-15-2031 | ** | 850,671 | ||||||
PVTPL CF HIPPOLYTA ISSUER LLC SER 20-1 CL A1 1.69% DUE 07-15-2060 BEO | ** | 365,313 | ||||||
PVTPL CHARTER COMMUNICATIONS OPER 3.75% 02-15-2028 | ** | 428,825 | ||||||
PVTPL CHARTER COMMUNICATIONS OPER 3.75% 02-15-2028 | ** | 5,413,920 | ||||||
PVTPL CHEVRON PHILLIPS CHEM CO LLC 5.125% 04-01-2025 | ** | 499,830 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL CIFC FDG 2017-IV LTD SER 17-4A CL A1R FLTG 10-24-2030 | ** | 499,004 | ||||||
PVTPL CIFC FDG 2018-IV LTD/CIFC FDG 2018-IV SER 18-4A CLS A1 VAR RT 10-17-2031 | ** | 2,998,178 | ||||||
PVTPL CIFC FDG 2019-VI LTD SER 19-6A CLS A2 VAR RT 01-16-2033 | ** | 1,999,327 | ||||||
PVTPL CIFC FDG 2019-VI LTD SR 19-6A CL A1 FLTG 01-16-2033 | ** | 3,000,376 | ||||||
PVTPL CIFC FDG 2020-II LTD/CIFC FDG 2020-II VAR RT DUE 10-20-2034 BEO | ** | 1,591,091 | ||||||
PVTPL CIFC FUNDING LTD SER 15-1A CL ARR FLTG RT DUE 01-22-2031 | ** | 2,386,373 | ||||||
PVTPL CK HUTCHISON INTL 19 LTD 3.625% 04-11-2029 | ** | 443,444 | ||||||
PVTPL CLNC 2019-FL1 LTD/CLNC SER 19-FL1 CLS A VAR RT 10-19-2038 | ** | 16,594,486 | ||||||
PVTPL CMO 1166 AVE OF THE AMERS COML 2005-C6A CL D 144A 5.6896 10/13/2037 | ** | 618,472 | ||||||
PVTPL CMO 1166 AVE OF THE AMERS COML 2005-C6A CL F 144A 5.6896 10/13/2037 | ** | 490,944 | ||||||
PVTPL CMO 280 PK AVE 2017-280P MTG TR COML CTF CL A VAR DUE 09-15-2034 | ** | 799,026 | ||||||
PVTPL CMO ARBOR MULTIFAMILY MTG SECS SER 20-MF1 CL A5 2.7563% DUE 05-15-2053 BEO | ** | 1,249,448 | ||||||
PVTPL CMO AREIT 2021-CRE5 LTD/AREIT AREIT 2021-C SR NT CL A VAR RT 07-17-2026 | ** | 2,394,175 | ||||||
PVTPL CMO AREIT 2021-CRE5 LTD/AREIT AREIT 2021-C SR NT CL A VAR RT 07-17-2026 | ** | 7,980,584 | ||||||
PVTPL CMO BBCCRE TRUST SER 2015-GTP CL A 3.966% 08-10-2033 | ** | 1,168,181 | ||||||
PVTPL CMO BENCHMARK 2020-IG3 MTG TR SR 20-IG3 CL A2 2.475% UE 09-15-2048 | ** | 9,169,036 | ||||||
PVTPL CMO BFLD TR SER 2019-DPLO CL A 144A FLTG 10-15-2034 | ** | 1,113,655 | ||||||
PVTPL CMO BX COML MTG TR 2018-BIOA COML MTG PASSTHRU CTF CL A FLTG 03-15-2037 | ** | 12,187,950 | ||||||
PVTPL CMO BX COML MTG TR 2019-XL COML MTG PASSTHRU CTF CL A 144A 10-15-2036 | ** | 354,649 | ||||||
PVTPL CMO BX COML MTG TR 2020-VIVA CL D VAR RT DUE 03-09-2044 BEO | ** | 4,057,814 | ||||||
PVTPL CMO BX COML MTG TR 2021-VINO 15/05/2038 VAR RT DUE 05-15-2038 BEO | ** | 2,467,696 | ||||||
PVTPL CMO BX COML MTG TR SR 2019-XL CL D FLTG RT 10-15-2036 | ** | 2,102,332 | ||||||
PVTPL CMO BX TR 2021-VIEW MTG PASS THRU CTF 2 0% DUE 06-15-2023 BEO | ** | 997,932 | ||||||
PVTPL CMO BX TR 2021-VIEW VAR RT DUE 06-15-2023 BEO | ** | 1,498,092 | ||||||
PVTPL CMO BX TR 2021-VIEW VAR RT DUE 06-15-2023 BEO | ** | 1,996,649 | ||||||
PVTPL CMO BX TRUST SR 19-OC11 CL B 3.605% 12-09-2041 | ** | 1,161,315 | ||||||
PVTPL CMO BXMT 2021-FL4 LTD/BXMT SER 21-FL4 CL D FLTG RT 05-15-2038 | ** | 2,977,534 | ||||||
PVTPL CMO BXMT LTD SR 20-FL3 CL A VAR RTDUE 03-15-2037 BEO | ** | 4,006,836 | ||||||
PVTPL CMO CAMB COML MTG TR 2019-LIFE CL A VAR RT 12-15-2037 | ** | 2,872,192 | ||||||
PVTPL CMO CITIGROUP COML MTG TR 4.149% DUE 01-10-2024 | ** | 10,065,150 | ||||||
PVTPL CMO CITIGROUP COML MTG TR SR 21-PNM2 CL E FLT RT DUE10-15-2036 | ** | 349,218 | ||||||
PVTPL CMO CITIGROUP COML MTG TR SER 21-KEYS CL A FLTG 10-15-2036 | ** | 1,999,976 | ||||||
PVTPL CMO CITIGROUP COMMERCIAL MTG TRUST SER 2014-GC19 CL D FRN 03-10-47 | ** | 259,036 | ||||||
PVTPL CMO COLONY MTG CAP LTD SR 19-IKPR CL A FLTG 11-15-2038 | ** | 969,408 | ||||||
PVTPL CMO COMM 2014-277P MTG TR COML MTGPASSTHRU CTF CL A 3.731 08-10-2049 | ** | 784,367 | ||||||
PVTPL CMO CREDIT SUISSE MORTGAGE TRUST SER 2014-USA CL A2 3.953% DUE 09-15-2037 | ** | 2,104,372 | ||||||
PVTPL CMO CREDIT SUISSE MORTGAGE TRUST SR 2019-ICE4 CL A VAR RT 05-15-2021 | ** | 20,753,743 | ||||||
PVTPL CMO CSMC 2017-RPL3 TR CL A-1 FLTG 08-25-2057 | ** | 2,441,226 | ||||||
PVTPL CMO CSMC 2017-RPL3 TR MTG BACKED NT CL B-2 VAR 144A VAR RT DUE 08-01-2057 | ** | 4,042,171 | ||||||
PVTPL CMO CSMC 2019-AFC1 TR MTG BACKED NT CL A-1 144A VAR RT DUE 07-25-2049 BEO | ** | 1,537,177 | ||||||
PVTPL CMO CSMC 2020-AFC1 TR CL A1 VAR RT DUE 02-25-2050 | ** | 2,235,998 | ||||||
PVTPL CMO CSMC 2020-RPL4 TR 2% DUE 01-25-2060 BEO | ** | 1,504,399 | ||||||
PVTPL CMO CSMC TR SR 2017-CHOP CL A VAR RT 07-15-2032 | ** | 2,205,334 | ||||||
PVTPL CMO FNMA SER 2019-M22 CLS A1 2.103% DUE 05-25-2029 REG | ** | 7,880,656 | ||||||
PVTPL CMO FREMF 2015-K48 MTG TR FLTG RT DUE 06-25-2025 BEO | ** | 469,319 | ||||||
PVTPL CMO FREMF 2016-K59 MTG TR 144A CL B VAR RT DUE 11-25-2049 BEO | ** | 186,048 | ||||||
PVTPL CMO FREMF MORTGAGE TRUST SER 2014-K37 CL B FLTG RT 01-25-2047 | ** | 1,853,696 | ||||||
PVTPL CMO GREAT WOLF TR 2019-WOLF SER 19-WOLF CLS A VAR RT DUE 12-15-2029 BEO | ** | 999,782 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL CMO GS MORTGAGE-BACKED SECURITIES TRUST SR 21-GR2 CL A2 VAR RT 02-25-2052 | ** | 195,040 | ||||||
PVTPL CMO GS MTG SECS 2012-ALOHACOML MTGPASSTHRU CTF CL A 3.551 4-10-34 BEO | ** | 4,169,813 | ||||||
PVTPL CMO GS MTG SECS CORP SER 2017-GPTX CL B 3.103915% FIXED 05-10-2034 | ** | 3,958,758 | ||||||
PVTPL CMO GS MTG SECS CORP TR 2015-590M CL A FLTG RT 10-10-2035 BEO | ** | 1,891,226 | ||||||
PVTPL CMO GS MTG SECS CORP TR 2018-HART VAR RT 10-15-2031 | ** | 573,676 | ||||||
PVTPL CMO GS MTG SECS CORP TR SER 2019-70P CLS C VAR RT 10-15-2036 | ** | 6,158,664 | ||||||
PVTPL CMO HERO FDG 2016-3 NT CL A-1 144A3.07999992371% DUE 09-20-2042 BEO | ** | 23,280 | ||||||
PVTPL CMO J P MORGAN CHASE COML MOTGAGE SECS SER 20-MKST CL A FRN 12-15-2036 BEO | ** | 4,997,276 | ||||||
PVTPL CMO J P MORGAN CHASE COML MTG SECS TR 2018-WPT CL A-FX 4.2475% 07-05-2023 | ** | 5,265,520 | ||||||
PVTPL CMO MANHATTAN WEST 2020-1MW MTG TRSR 20-0MW CL A 2.13% 09-10-2040 | ** | 498,373 | ||||||
PVTPL CMO MF1 2020-FL3 LTD SR SECD NT CL A FLTG 07-15-2035 BEO | ** | 749,288 | ||||||
PVTPL CMO MHC COML MTG TR 2021-MHC VAR RT DUE 04-15-2026 BEO | ** | 3,083,224 | ||||||
PVTPL CMO MHP COML MTG TR 2021-STOR SR 21-STOR CL A VAR RT 07-15-2038 | ** | 2,978,752 | ||||||
PVTPL CMO MORGAN STANLEY CAP I TR SR 11-C1 CL G 4.193% 09-15-2047 | ** | 1,525,882 | ||||||
PVTPL CMO MORGAN STANLEY CAP I TR SRS 20-CNP CL A VAR RT DUE 04-05-2042 | ** | 1,507,965 | ||||||
PVTPL CMO MORGAN STANLEY SR 21-230P CL AFLTG RT 12-15-2023 | ** | 2,000,000 | ||||||
PVTPL CMO MSDB TR 2017-712F CL A VAR RT DUE 07-11-2039 BEO | ** | 7,006,626 | ||||||
PVTPL CMO NEW RESIDENTIAL MTG LN SER 19-RPL3 CL A1 FRN 07-25-2059 BEO | ** | 402,513 | ||||||
PVTPL CMO NEW RESIDENTIAL MTG LN SER 19-RPL3 CL A1 FRN 07-25-2059 BEO | ** | 1,670,427 | ||||||
PVTPL CMO NEW RESIDENTIAL MTG LN SER 21-NQM3 CL A-3 VAR 11-27-2056 | ** | 1,481,038 | ||||||
PVTPL CMO NEW RESIDENTIAL MTG LN TR 20-RPL1 CL A-1 VAR RT DUE 11-25-2059 | ** | 337,476 | ||||||
PVTPL CMO NEW RESIDENTIAL MTG LN TR SER 16-3A CL A1B 144A VAR 09-01-2056 | ** | 1,435,553 | ||||||
PVTPL CMO ONE MKT PLAZA TR SER 2017-1MKT CL A 144A 3.6139% 02-10-2032 BEO | ** | 10,386,437 | ||||||
PVTPL CMO OPG TR 2021-PORT SR 21-PORT CLA FLTG RT 10-15-2036 | ** | 4,200,550 | ||||||
PVTPL CMO PEPPER RESIDENTIAL SECURITIES TRUST SER 25A CL A1U FLTG DUE 03-12-2061 | ** | 137,288 | ||||||
PVTPL CMO PFP III SER 21-8 CL C FLTG RT 06-14-2024 | ** | 3,577,566 | ||||||
PVTPL CMO READY CAP MTG SR 21-FL6 CL A FLTG RT 07-25-2036 | ** | 1,982,587 | ||||||
PVTPL CMO READY CAP MTG SR 21-FL6 CL A FLTG RT 07-25-2036 | ** | 4,758,208 | ||||||
PVTPL CMO RREADY CAP MTG TR SER 2019-5 CLS A 3.7768% 02-25-2052 | ** | 263,995 | ||||||
PVTPL CMO SFO COML MTG TR 2021-555 SFO 2021-555 A VAR RT DUE 05-15-2038 BEO | ** | 5,396,673 | ||||||
PVTPL CMO TOWD PT MTG TR 2019-4 SER 19-4CLS A1 VAR RT DUE 07-25-2059 BEO | ** | 1,245,990 | ||||||
PVTPL CMO UBS COML MTG TR VAR RT SER 2012-C1 CL C 05-10-2045 | ** | 2,210,806 | ||||||
PVTPL CMO UBS-BAMLL TR 2012-WRM CTF CL A144A 3.663 DUE 06-10-2030 BEO | ** | 156,252 | ||||||
PVTPL CMO UWM MTG TR 2021-INV3 CL A3 VAR RT DUE 11-25-2051 BEO | ** | 2,768,938 | ||||||
PVTPL CMO VERUS SECURITIZATION TR 2021-3SER 21-3 CL A2 VAR RT DUE 06-25-2066 BEO | ** | 1,612,122 | ||||||
PVTPL CMO VMC FIN 2021-FL4 LLC VMC 2021-FL4 C VAR RT DUE 06-16-2036 BEO | ** | 7,478,938 | ||||||
PVTPL CMO WFRBS COML MTG TR 2013-C11 COML PASS THRU CTF CL D VAR RT 03-15-45 | ** | 395,047 | ||||||
PVTPL CNO GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 1.75% 10-07-2026 | ** | 444,820 | ||||||
PVTPL COCA-COLA EUROPEAN PARTNERS PLC .5% 05-05-2023 | ** | 3,038,696 | ||||||
PVTPL COCA-COLA EUROPEAN PARTNERS PLC 1.5% DUE 01-15-2027 BEO | ** | 686,222 | ||||||
PVTPL COMCAST CORP NEW 2.887% DUE 11-01-2051 | ** | 399,069 | ||||||
PVTPL COMCAST CORP NEW NT 2.937% 11-01-2056 | ** | 194,214 | ||||||
PVTPL COMM 2013-CR10 CL D VAR RT DUE 08-10-2046 | ** | 3,504,934 | ||||||
PVTPL COMM MORTGAGE TRUST COML MTG PASSTHRU CTF CL D 144A DUE 06-10-46 BEO | ** | 3,767,341 | ||||||
PVTPL CONOCOPHILLIPS 2.4% DUE 02-15-2031/02-08-2021 BEO | ** | 497,135 | ||||||
PVTPL CONOCOPHILLIPS 4.3% DUE 08-15-2028 BEO | ** | 528,250 | ||||||
PVTPL CONTINENTAL RES INC 5.75% DUE 01-15-2031/11-25-2020 BEO | ** | 2,237,478 | ||||||
PVTPL CONTINENTAL RESOURCES 2.268% 11-15-2026 | ** | 1,860,938 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL COREVEST AMERN FIN 2019-3 TR SER 19-3 CLS A 2.772% DUE 10-15-2052 BEO | ** | 695,039 | ||||||
PVTPL COTERRA ENERGY INC 4.375% DUE 03-15-2029 | ** | 2,717,501 | ||||||
PVTPL COTERRA ENERGY INC COTERRA ENERGY INC 4.375% DUE 06-01-2024 | ** | 1,449,049 | ||||||
PVTPL COTERRA ENERGY INC SR NT 3.9% 05-15-2027 | ** | 645,170 | ||||||
PVTPL COTERRA ENERGY INC SR NT 3.9% 05-15-2027 | ** | 1,559,160 | ||||||
PVTPL COX COMMUNICATIONS INC NEW NT 3.5% 08-15-2027 | ** | 7,900,413 | ||||||
PVTPL COX COMMUNICATIONS INC NEW NT 144A3.35% DUE 09-15-2026/09-13-2016 BEO | ** | 212,377 | ||||||
PVTPL COX COMMUNICATIONS INC NEW NT 144A3.35% DUE 09-15-2026/09-13-2016 BEO | ** | 2,123,766 | ||||||
PVTPL CPS AUTO RECEIVABLES TR 2019-D NT CL C 144A 2.54% DUE 08-15-2024 BEO | ** | 791,609 | ||||||
PVTPL CREDIT ACCEP AUTO LN TR 2020-1 2.39% SR 20-1A CL B 04-16-2029 | ** | 572,461 | ||||||
PVTPL CREDIT ACCEP AUTO LN TR 2020-2 SER2A CL A 1.37% DUE 07-16-2029 BEO | ** | 2,237,216 | ||||||
PVTPL CREDIT ACCEP AUTO LN TR SER 20-3A CL A 144A 10-15-2029 | ** | 3,750,258 | ||||||
PVTPL CREDIT ACCEP AUTO LNSR 20-1A CL A 2.01% 02-15-2029 | ** | 7,649,938 | ||||||
PVTPL CREDIT AGRICOLE S A LONDON 4.125% 01-10-2027 | ** | 549,271 | ||||||
PVTPL CREDIT AGRICOLE S A SUB NT 144A 4.375% DUE 03-17-2025 BEO | ** | 3,489,915 | ||||||
PVTPL CREDIT AGRICOLE S A VAR RT 01-26-2027 | ** | 535,460 | ||||||
PVTPL CREDIT AGRICOLE S A VAR RT 01-26-2027 | ** | 3,923,462 | ||||||
PVTPL CREDIT SUISSE GROUP AG 1.305% DUE 02-02-2027/02-02-2021 BEO | ** | 2,130,387 | ||||||
PVTPL CREDIT SUISSE GROUP AG 3.091% 05-14-2032 | ** | 254,672 | ||||||
PVTPL CREDIT SUISSE GROUP AG 3.091% 05-14-2032 | ** | 5,307,359 | ||||||
PVTPL CREDIT SUISSE GROUP AG 6.5 DUE 08-08-2023 BEO | ** | 1,937,250 | ||||||
PVTPL CREDIT SUISSE GROUP AG 7.25% DUE 12-31-2049 | ** | 1,538,432 | ||||||
PVTPL CRH AMER FIN INC GTD NT 144A 3.4% DUE 05-09-2027/05-09-2017 BEO | ** | 427,190 | ||||||
PVTPL CSAIL COML MTG TR SER 2017-CX10 CL UESA 4.0274% 11-15-2027 | ** | 1,906,453 | ||||||
PVTPL CVS LEASE BACKED PASS THRU CTF 8.353% DUE 07-10-2031 | ** | 125,051 | ||||||
PVTPL CVS LEASE BACKED PASS THRU SER 2013 TR 4.704 01-10-2036 | ** | 295,950 | ||||||
PVTPL DAIMLER FIN NORTH AMER LLC 2.7% 06-14-2024 | ** | 1,757,337 | ||||||
PVTPL DAIMLER FINANCE NA LLC 1.45% DUE 03-02-2026 BEO | ** | 990,522 | ||||||
PVTPL DAIMLER FINANCE NA LLC 1.45% DUE 03-02-2026 BEO | ** | 3,056,752 | ||||||
PVTPL DAIMLER TRUCKS 1.625% 12-13-2024 | ** | 4,030,978 | ||||||
PVTPL DANSKE BK A/S 3.244% DUE 12-20-2025 | ** | 405,293 | ||||||
PVTPL DANSKE BK A/S 5.0% DUE 01-12-2023 BEO | ** | 2,802,413 | ||||||
PVTPL DANSKE BK A/S 5.375% DUE 01-12-2024 | ** | 2,368,578 | ||||||
PVTPL DANSKE BK A/S MEDIUM TERM NTS BOOKENTRY .976 DUE 09-10-2025/09-10-2024 REG | ** | 1,599,316 | ||||||
PVTPL DANSKE BK A/S MEDIUM TERM NTS BOOKENTRY 1.171% DUE 12-08-2023 | ** | 1,049,817 | ||||||
PVTPL DANSKE BK A/S MEDIUM TERM NTS BOOKENTRY 1.171% DUE 12-08-2023 | ** | 3,189,445 | ||||||
PVTPL DANSKE BK A/S MEDIUM TERM NTS BOOKENTRY 1.226% DUE 06-22-2024/06-22-2023 | ** | 2,376,894 | ||||||
PVTPL DANSKE BK A/S MEDIUM TERM NTS BOOKENTRY TRANCHE 5.0% 01-12-2022 REG | ** | 1,711,515 | ||||||
PVTPL DELL INTL L L C / EMC CORP 3.375% 12-15-2041 | ** | 794,133 | ||||||
PVTPL DIAMOND ISSUER LLC 2021-1 SECD CL A 2.305% 11-20-2051 | ** | 1,678,237 | ||||||
PVTPL DIAMOND RESORTS OWNER SR 19-1A CL A 2.89% 02-20-2032 | ** | 1,655,097 | ||||||
PVTPL DRIVE AUTO RECEIVABLES SER 17-3 CL D 3.53% DUE 12-15-2023 | ** | 32,006 | ||||||
PVTPL DRYDEN 75 CLO LTD/DRYDEN 75 CLO LLC SR SECD NT CL A-R2 FLTG 04-15-2034 | ** | 1,680,650 | ||||||
PVTPL DRYDEN 78 CLO LTD/DRYDEN 78 CLO LLC SER 20-78A CLS A VAR RT 04-17-2033 | ** | 2,000,411 | ||||||
PVTPL DRYDEN 87 CLO LTD SER 21-87A CL A-1 FLTG 3C7 05-20-2034 BEO | ** | 4,107,966 | ||||||
PVTPL DT AUTO OWNER SER 19-1A CLS D 3.87% 11-15-2024 | ** | 2,965,516 | ||||||
PVTPL DT AUTO OWNER SER 19-2A CL C 3.18% FIXED 144ADUE 02-18-2025 | ** | 283,964 | ||||||
PVTPL DT AUTO OWNER TRUST SER 18-1A CL D 4.09% DUE 12-15-2023 | ** | 811 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL EAST OHIO GAS CO 1.3% DUE 06-15-2025/06-16-2020 BEO | ** | 2,036,546 | ||||||
PVTPL EASTERN GAS TRAN 3.9% DUE 11-15-2049 BEO | ** | 105,588 | ||||||
PVTPL ECMC GROUP STUDENT LN TR SR 17-2A CL A FLTG RT 05-25-2067 | ** | 3,050,901 | ||||||
PVTPL EDP FINANCE BV 3.625% 07-15-2024 | ** | 209,910 | ||||||
PVTPL ELEMENT FLEET MGMT CORP 1.6% DUE 04-06-2024 BEO | ** | 105,102 | ||||||
PVTPL ELEVATION CLO 2021-15 LTD/ELEVATION CL SR SECD NT 01-25-2035 | ** | 5,000,000 | ||||||
PVTPL ELMWOOD CLO II LTD SER 19-2A CL A-R FLTG DUE 04-20-2034 BEO | ** | 16,499,970 | ||||||
PVTPL ENEL FIN INTL N V FIXED 2.65% 09-10-2024 BEO | ** | 411,998 | ||||||
PVTPL ENI S P A 4% DUE 09-12-2023 BEO | ** | 334,653 | ||||||
PVTPL ENTERPRISE FLEET FING 2021-1 LLC CL A-2 0.44% DUE 12-21-2026 BEO | ** | 900,990 | ||||||
PVTPL EQUATE PETROCHEMICAL B V GLOBAL MEDIUM T 2.625% DUE 04-28-2028 | ** | 2,443,050 | ||||||
PVTPL ERAC USA FIN LLC GTD NT 144A 3.8% DUE 11-01-2025/11-09-2015 BEO | ** | 1,613,441 | ||||||
PVTPL ERAC USA FIN LLC NT 144A 3.85% DUE11-15-2024/05-22-2014 BEO | ** | 360,010 | ||||||
PVTPL ERAC USA FIN LLC NT 144A 3.85% DUE11-15-2024/05-22-2014 BEO | ** | 2,647,132 | ||||||
PVTPL EXANTAS CAP CORP SER 20-RSO9 CL A FLTG 04-17-2037 | ** | 33,994 | ||||||
PVTPL EXPEDIA GROUP INC FORMERLY EXPEDIAINC SR NT 144A 6.25 DUE 05-01-2025 | ** | 2,031,452 | ||||||
PVTPL EXPERIAN FIN PLC 2.75% DUE 03-08-2030 | ** | 3,534,315 | ||||||
PVTPL F&G GLOBAL FDG MEDIUM TERM NTS BOOK ENTR 1.75% DUE 06-30-2026 BEO | ** | 348,012 | ||||||
PVTPL FAIR SQUARE ISSUANCE TR SER 20-AA CL A 2.9% 09-20-2024 | ** | 2,803,719 | ||||||
PVTPL FED DES CAISSES DESJARDINS QUEBEC 1.2% 10-14-2026 | ** | 7,880,782 | ||||||
PVTPL FEDERATION DES CAISSES DESJARDINS .7% DUE 05-21-2024 BEO | ** | 3,867,322 | ||||||
PVTPL FEDERATION DES CAISSES DESJARDINS FLTG RT DUE 05-21-2024 BEO | ** | 2,441,523 | ||||||
PVTPL FIRSTKEY HOMES 2020-SFR1 TR 1.339%09/17/2025 1.339% DUE 08-17-2037 BEO | ** | 4,897,153 | ||||||
PVTPL FORD CR AUTO OWNER TR 2020-REV1 SER 20-1 CLS A 2.04% 08-15-2031 | ** | 4,683,915 | ||||||
PVTPL FORD CR AUTO OWNER TR SER 19-1 CL A 3.52% 07-15-2030 | ** | 2,589,574 | ||||||
PVTPL FORTRESS CR BSL VII LTD SER 19-1A CL A2 FLTG 07-23-2032 BEO | ** | 499,769 | ||||||
PVTPL FREDDIE MAC STACR REMIC TR SER 21-DNA2 CL M2 FLTG RT 08-25-2033 | ** | 1,150,650 | ||||||
PVTPL FREEDOM FINANCIAL SER 21-1CP CL A 0.66% DUE 03-20-2028 BEO | ** | 789,807 | ||||||
PVTPL GA GLOBAL FDG TR 1.25% 12-08-2023 | ** | 1,999,084 | ||||||
PVTPL GAIF BD ISSUER PTY LTD SR NT 144A 3.4% DUE 09-30-2026/09-30-2016 BEO | ** | 79,968 | ||||||
PVTPL GALLATIN CLO IX 2018-1 LTD/GALLATIN CL SR SECD NT CL A FLTG DUE 01-21-2028 | ** | 205,842 | ||||||
PVTPL GLENCORE FDG LLC 4.125% 03-12-2024 | ** | 3,218,116 | ||||||
PVTPL GLENCORE FDG LLC 1.625% DUE 09-01-2025/08-01-2025 BEO | ** | 247,547 | ||||||
PVTPL GLENCORE FDG LLC GTD NT 4.625 DUE 04-29-2024 BEO | ** | 614,175 | ||||||
PVTPL GOLDENTREE LN MGMT US CLO 6 SER 19-6A CLS AVAR RT 01-20-2033 | ** | 499,501 | ||||||
PVTPL GOLDENTREE LN MGMT US CLO 6 SER 19-6A CLS AVAR RT 01-20-2033 | ** | 5,294,711 | ||||||
PVTPL GOLUB CAP PARTNERS CLO 57 M SR 21-57A CL A1 VAR RT DUE 10-25-2034 BEO | ** | 999,996 | ||||||
PVTPL GOODGREEN 2017-1 TR NT CL A 144A 3.74% DUE 10-15-2052 BEO | ** | 86,112 | ||||||
PVTPL GOODGREEN 2017-2 NT CL A 144A 3.26% DUE 10-15-2053 BEO | ** | 178,084 | ||||||
PVTPL GOODMAN US FIN THREE LLC 3.7% DUE 03-15-2028 | ** | 1,628,050 | ||||||
PVTPL GPMT 2021-FL3 LTD/GPMT 2021-FL3 LLC SR SECD NT CL A FLTG 07-16-2035 | ** | 1,655,577 | ||||||
PVTPL GPMT LTD SR 21-FL4 CL A FLTG RT 11-15-2036 | ** | 3,098,721 | ||||||
PVTPL GRAPHIC PACKAGING INTL 0.821% DUE 04-15-2024 BEO | ** | 1,555,166 | ||||||
PVTPL GREENWOOD PK CLO LTD SER 18-1A CL A2 FLTG 04-15-2031 | ** | 1,998,886 | ||||||
PVTPL GREYSTONE COMMERCIAL REAL ESTA SER 19-FL2 CL 1 FLTG 09-15-2037 | ** | 8,710,652 | ||||||
PVTPL GREYWOLF CLO V LTD VAR RT SR 15-1A CL A-1-R 01-25-2031 | ** | 1,500,349 | ||||||
PVTPL GRIPPEN PARK CLO LTD SER 17-1A CL A FLTG RATE DUE 01-20-2030 | ** | 1,750,002 | ||||||
PVTPL GUARDIAN LIFE INSURANCE CORP 3.7% 01-22-2070 | ** | 109,732 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL GULFSTREAM NAT GAS SYS LLC GULFSTREAM NAT 6.19% DUE 11-01-2025 BEO | ** | 5,607,936 | ||||||
PVTPL HALCYON LN ADVISORS FDG 2015-2 LTD/HAL SR 15-2A CL A-R FLTG 07-25-2027 | ** | 22,316 | ||||||
PVTPL HALSEYPOINT CLO 3 LTD/HALSEYPOINT CLO VAR RT DUE 11-30-2032 BEO | ** | 1,002,971 | ||||||
PVTPL HALSEYPOINT CLO I LTD/HALSEYPOINT CLO SER 19-1A CLS A1A1 VAR RT 01-20-2033 | ** | 540,263 | ||||||
PVTPL HARVEST OPERATIONS CORP 4.2% 06-01-2023 | ** | 1,768,952 | ||||||
PVTPL HEINEKEN N V SR NT 3.4 DUE 04-01-2022 BEO | ** | 60,402 | ||||||
PVTPL HERO FDG 2017-3 NT CL A2 3.95% 09-20-2048 | ** | 447,750 | ||||||
PVTPL HERO FDG SER 2017-1A NT CL A2 4.46% 09-20-2047 BEO | ** | 77,328 | ||||||
PVTPL HUNGARY REP 2.125% DUE 09-22-2031 BEO | ** | 196,770 | ||||||
PVTPL HUNGARY REP 3.125% DUE 09-21-2051 BEO | ** | 196,749 | ||||||
PVTPL HUNTINGTON INGALLS INDS INC .67% DUE 08-16-2023 BEO | ** | 396,520 | ||||||
PVTPL HUNTINGTON INGALLS INDS INC .67% DUE 08-16-2023 BEO | ** | 1,744,689 | ||||||
PVTPL HYUNDAI CAP AMER .8% DUE 01-08-2024 BEO | ** | 689,994 | ||||||
PVTPL HYUNDAI CAP AMER 1.0% 09-17-2024 | ** | 1,965,857 | ||||||
PVTPL HYUNDAI CAP AMER 1.15% DUE 11-10-2022 BEO | ** | 5,398,361 | ||||||
PVTPL HYUNDAI CAP AMER 1.3% 01-08-2026 | ** | 1,768,818 | ||||||
PVTPL HYUNDAI CAP AMER 1.65% 09-17-2026 | ** | 2,353,638 | ||||||
PVTPL HYUNDAI CAP AMER 1.8% 10-15-2025 | ** | 318,422 | ||||||
PVTPL HYUNDAI CAP AMER 1.8% 10-15-2025 | ** | 1,572,208 | ||||||
PVTPL HYUNDAI CAP AMER MEDIUM TERM NTS BOOK EN 1.5% DUE 06-15-2026 | ** | 423,083 | ||||||
PVTPL HYUNDAI CAP AMER MEDIUM TERM NTS BOOK EN 2.375% DUE 02-10-2023 | ** | 1,368,779 | ||||||
PVTPL IMPERIAL TOB FIN PLC 3.5 DUE 02-11-2023 | ** | 1,629,877 | ||||||
PVTPL ING BK N V COV BK BD PROG BK EN TRANCHE # TR 00769 2.625 DUE 12-5-22 REG | ** | 4,938,115 | ||||||
PVTPL ING GROEP N V 1.4% DUE 07-01-2026 | ** | 1,979,745 | ||||||
PVTPL INTERNATIONAL FLAVORS & FRAGRANCES INC SR NT 1.832% 10-15-2027 | ** | 638,594 | ||||||
PVTPL INTERNATIONAL FLAVORS & FRAGRANCESINC 1.23% DUE 10-01-2025 | ** | 1,663,248 | ||||||
PVTPL INTERNATIONAL FLAVORS & FRAGRANCESINC 1.23% DUE 10-01-2025 | ** | 14,308,821 | ||||||
PVTPL INTERNATIONAL FLAVORS & FRAGRANCESINC 3.268% DUE 11-15-2040 | ** | 178,185 | ||||||
PVTPL INTESA SANPAOLO S P A 144A BD 5.017% DUE 06-26-2024 REG | ** | 3,440,253 | ||||||
PVTPL INTESA SANPAOLO S P A RCPTS CL X 144A 3.125% DUE 07-14-2022 BEO | ** | 1,608,099 | ||||||
PVTPL INTESA SANPAOLO S P A RCPTS CL X 3.25% DUE 09-23-2024 BEO | ** | 1,353,605 | ||||||
PVTPL J G WENTWORTH XXII LLC 3.82 DUE 12-15-2048 BEO | ** | 708,132 | ||||||
PVTPL J P MORGAN CHASE COML MTG SECS TR 2010-C2 CL C VAR RT DUE 11-15-2043 | ** | 2,818,445 | ||||||
PVTPL J P MORGAN MTG SER 18-4 CL A1 VAR 10-25-2048 | ** | 501,258 | ||||||
PVTPL J P MORGAN MTG TR SER 18-3 CLS A1 FLTG 04-25-2018 | ** | 1,466,719 | ||||||
PVTPL J P MORGAN MTG TR SER 21-14 CL A11 FLTG DUE 05-25-2052 | ** | 1,981,458 | ||||||
PVTPL JACKSON FINANCIAL INC 1.125% DUE 11-22-2023 BEO | ** | 1,935,637 | ||||||
PVTPL JACKSON NATL LIFE FDG LLC 3.25% DUE 01-30-2024 BEO | ** | 36,474 | ||||||
PVTPL JAPAN FIN ORGANIZATION FOR MUNICIPALITIE .625% DUE 09-02-2025 | ** | 486,614 | ||||||
PVTPL JAPAN FIN ORGANIZATION FOR MUNICIPALITIES 3.25% 09-27-2023 | ** | 1,355,104 | ||||||
PVTPL JERSEY CENT PWR & LT CO SR NT 144A4.7% DUE 04-01-2024/08-21-2013 BEO | ** | 2,799,705 | ||||||
PVTPL KAYNE CLO 7 LTD/KAYNE CLO 7 LLC SER 20-7A CLS A1 VAR RT 04-17-2033 | ** | 1,591,207 | ||||||
PVTPL KAYNE CLO SER 19-6A CL A1 FLTG 144A 01-20-2033 | ** | 5,094,169 | ||||||
PVTPL KEYSPAN GAS EAST CORP SR NT 144A 2.742% DUE 08-15-2026/08-05-2016 BEO | ** | 643,338 | ||||||
PVTPL KKR CLO 32 LTD/KKR CLO 32 LLC 0.0%15/01/2032 VAR RT DUE 01-15-2032 BEO | ** | 980,238 | ||||||
PVTPL KKR GROUP FIN CO LLC 3.25% 12-15-2051 | ** | 1,400,596 | ||||||
PVTPL KYNDRYL HOLDINGS INC 2.05% 10-15-2026 | ** | 1,539,327 | ||||||
PVTPL LATITUDE MANAGEMENT REAL ESTATE CAP SER 21-CRE4 CL A FLTG DUE 04-22-2037 | ** | 6,988,647 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL LCM LTD PARTNERSHIP SER 19A CL AR FLTG RT 07-15-2027 | ** | 241,628 | ||||||
PVTPL LCM LTD PARTNERSHIP SR 20A CL AR FLTG 10-20-2027 | ** | 1,703,473 | ||||||
PVTPL LCM XV LTD PARTNERSHIP/LCM XV LLC VAR RT DUE 07-20-2030 BEO | ** | 498,127 | ||||||
PVTPL LEGACY MTG ASSET TR SR 19-GS5 CL A1 STEP UP 05-25-2059 | ** | 1,694,392 | ||||||
PVTPL LENDMARK FDG TR 2019-2 SER 19-2A CLS A 2.78% 04-20-2028 | ** | 988,615 | ||||||
PVTPL LENDMARK FDG TR 2019-2 SER 19-2A CLS A 2.78% 04-20-2028 | ** | 4,461,443 | ||||||
PVTPL LENDMARK FDG TR SER 19-1A CL A 3% FIXED DUE 12-20-2027 | ** | 1,918,335 | ||||||
PVTPL LENOVO GROUP LTD 3.421% DUE 11-02-2030/11-02-2020 BEO | ** | 403,569 | ||||||
PVTPL LEVEL 3 FING INC 3.4% DUE 03-01-2027 | ** | 1,548,675 | ||||||
PVTPL LIBERTY MUT GROUP INC 4.569% DUE 02-01-2029 BEO | ** | 203,563 | ||||||
PVTPL LIBERTY MUT GROUP INC 4.569% DUE 02-01-2029 BEO | ** | 7,679,036 | ||||||
PVTPL LIBERTY MUT GROUP INC GTD SR NT 144A 4.25% DUE 06-15-2023 BEO | ** | 18,802 | ||||||
PVTPL LIBERTY MUT GROUP INC GTD SR NT 144A 4.25% DUE 06-15-2023 BEO | ** | 1,381,957 | ||||||
PVTPL LOANCORE 2021-CRE5 ISSUER LTD SER 21 CRE5 CL C FLTG 07-15-2036 | ** | 4,981,109 | ||||||
PVTPL LSEGA FING PLC 1.375% DUE 04-06-2026/04-06-2021 BEO | ** | 3,000,764 | ||||||
PVTPL LUNDIN ENERGY AB 2.0% DUE 06-15-2026 BEO | ** | 457,036 | ||||||
PVTPL LUNDIN ENERGY AB 2.0% DUE 06-15-2026 BEO | ** | 4,471,004 | ||||||
PVTPL MACQUARIE BK LTD 2.1% DUE 10-17-2022 BEO | ** | 512,821 | ||||||
PVTPL MACQUARIE BK LTD SR MEDIUM TERM NTS BOOK .441% DUE 12-16-2022 BEO | ** | 5,187,989 | ||||||
PVTPL MACQUARIE GROUP LTD 1.201% DUE 10-14-2025 BEO | ** | 2,780,967 | ||||||
PVTPL MACQUARIE GROUP LTD 144A 3.189% DUE 11-28-2023 | ** | 559,559 | ||||||
PVTPL MACQUARIE GROUP LTD SR MEDIUM 3.763% 11-28-2028 | ** | 155,760 | ||||||
PVTPL MADISON PK FDG LIX LTD CL A FLTG 01-18-2034 | ** | 11,250,000 | ||||||
PVTPL MADISON PK FDG XXI LTD/MADISON PK FDG SR 16-21A CL AB VAR RT 10-15-2032 | ** | 599,301 | ||||||
PVTPL MAGNETITE CLO LTD SR 15-12A CL ARR FLTG 10-15-2031 | ** | 776,158 | ||||||
PVTPL MAGNETITE LTD SER 16-17A CL AR FLTG 07-20-2031 | ** | 3,500,752 | ||||||
PVTPL MAGNETITE XVIII LTD/MAGNETITE XVIII LL SR16-18A CL AR2 VAR RT 11-15-2028 | ** | 499,254 | ||||||
PVTPL MAPS LTD SER 19-1A CL A 4.458% 03-15-2044 | ** | 6,668,491 | ||||||
PVTPL MARATHON CLO X LTD SR 17-10A CL A-2 FLTG RT 11-15-2029 BEO | ** | 2,500,250 | ||||||
PVTPL MARS INC DEL 3.2% 04-01-2030 | ** | 409,607 | ||||||
PVTPL MASSACHUSETTS EDL FING AUTH N/C VAR RT DUE 04-25-2038 BEO | ** | 12,640 | ||||||
PVTPL MASSMUTUAL GLOBAL FDG II MEDIUM TERM NTS .85% DUE 06-09-2023 BEO | ** | 2,749,625 | ||||||
PVTPL MASSMUTUAL GLOBAL FDG II MEDIUM TERM NTS 2.95% 01-11-2025 | ** | 524,022 | ||||||
PVTPL MET TOWER GLOBAL FDG 1.25% 09-14-2026 | ** | 5,227,481 | ||||||
PVTPL METROPOLITAN LIFE GLOBAL FDG I MEDIUM TE .45% DUE 09-01-2023 BEO | ** | 4,029,548 | ||||||
PVTPL METROPOLITAN LIFE GLOBAL FDG I MEDIUM TE .9% DUE 06-08-2023 BEO | ** | 921,081 | ||||||
PVTPL METROPOLITAN LIFE GLOBAL FDG I MEDIUM TE .9% DUE 06-08-2023 BEO | ** | 401,129 | ||||||
PVTPL MF1 MULTIFAMILY HOUSING MORTGAGE LO SER 21-FL6 CL A FLTG RT 07-16-2036 | ** | 4,581,726 | ||||||
PVTPL MICROCHIP TECHNOLOGY INC .983% DUE09-01-2024 BEO | ** | 785,467 | ||||||
PVTPL MIDOCEAN CR CLO SER 17-7A CL BR FLTG 07-15-2029 | ** | 1,747,610 | ||||||
PVTPL MITSUBISHI UFJ LEASE & FIN CO LTD 144A 3.406% 02-28-2022 | ** | 656,159 | ||||||
PVTPL MONONGAHELA PWR CO 3.55% DUE 05-15-2027 BEO | ** | 5,671,715 | ||||||
PVTPL MOUNTAIN VIEW CLO 2017-1 LTD SER 17-1A CL AR FRN 10-16-2029 BEO | ** | 3,000,576 | ||||||
PVTPL MOUNTAIN VIEW CLO 2017-2 LTD SR 17-2A CL AR FLTG RT 01-16-2031 | ** | 9,197,611 | ||||||
PVTPL MRCD MORTGAGE TRUST SER 19-PARK CL A 2.71752% 12-15-2036 | ** | 507,686 | ||||||
PVTPL MVW OWNER TRUST SER 19-2A CL B 2.44% 10-20-2038 | ** | 629,042 | ||||||
PVTPL MYERS PK CLO LTD SER 18-1A CL B1 FLTG DUE 10-20-2030 | ** | 1,240,061 | ||||||
PVTPL NASSAU 2017-I LTD/NASSAU 2017-I LLC FLTG RT SR 17-IA CL A1AS 10-15-2029 | ** | 4,047,397 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL NATIONAL SECS CLEARING CORP SR NT 144A 1.2% DUE 04-23-2023 BEO | ** | 342,342 | ||||||
PVTPL NATIONAL SECS CLEARING CORP SR NT 144A 1.5% DUE 04-23-2025/04-23-2020 BEO | ** | 704,491 | ||||||
PVTPL NATIONWIDE BLDG SOC 3.766% 03-08-2024 | ** | 927,064 | ||||||
PVTPL NATIONWIDE BLDG SOC MEDIUM TERM NTS B 2.0% DUE 01-27-2023 | ** | 607,766 | ||||||
PVTPL NATIONWIDE BLDG SOC MEDIUM TERM SRNTS B 10.5% 10-13-2026 | ** | 1,067,235 | ||||||
PVTPL NATIONWIDE BLDG SOCIETY 0.55% DUE 01-22-2024 BEO | ** | 3,955,301 | ||||||
PVTPL NATWEST MARKETS PLC .8% DUE 08-12-2024 BEO | ** | 5,786,948 | ||||||
PVTPL NAVIENT PRIVATE ED REFI LN SER 20-BA CL A2 2.12% 01-15-2069 BEO | ** | 1,137,053 | ||||||
PVTPL NAVIENT PRIVATE ED REFI LN TR 2019-FA CL A2 2.6% DUE 08-15-2068 | ** | 1,726,886 | ||||||
PVTPL NAVIENT PRIVATE ED REFI LN TR 2021-F SR 21-FA CL A 1.11% 02-18-2070 | ** | 7,284,964 | ||||||
PVTPL NAVIENT PRIVATE ED REFI LN TR SR 2019-C CL A-2 02-15-2068 | ** | 1,324,224 | ||||||
PVTPL NAVIENT PVT ED LN TR 2015-B NT CL A-3 FLTG RATE 144A VAR RT DUE 07-16-2040 | ** | 1,847,560 | ||||||
PVTPL NAVIENT PVT ED REFI LN TR 2018-C NT CL A-2 3.52% DUE 06-16-2042 | ** | 1,336,749 | ||||||
PVTPL NAVIENT PVT ED REFI LN TR 2020-G SER 20-GA CL A 1.17% DUE 09-16-2069 BEO | ** | 893,330 | ||||||
PVTPL NAVIENT STUDENT LN TR 2017-4 FLTG VAR RT DUE 09-27-2066 BEO | ** | 2,385,831 | ||||||
PVTPL NAVIENT STUDENT LOAN TRUST SER 21-A CL A 0.84% DUE 05-15-2069 BEO | ** | 530,042 | ||||||
PVTPL NBN CO LTD 2.625% DUE 05-05-2031 BEO | ** | 4,521,249 | ||||||
PVTPL NELNET STUD LN TR 2015-2 AB NT CL A-2 144A VAR RT DUE 9-25-42 BEO | ** | 1,946,086 | ||||||
PVTPL NELNET STUDENT LN TR SER 17-3A CL A FLTG 02-25-2066 | ** | 5,432,203 | ||||||
PVTPL NELNET STUDENT LN TR SER 2015-1 CLS A VAR DUE 04-25-2041 | ** | 3,528,455 | ||||||
PVTPL NELNET STUDENT LN TR SR 12-21 CL A FLTG RT 12-26-2033 | ** | 2,183,988 | ||||||
PVTPL NEUBERGER BERMAN LN ADVISERS CLO 35 LTD SR SECD NT CL A-1 FLTG 144A VAR | ** | 2,388,305 | ||||||
PVTPL NEW RESIDENTIAL MTG LN TR 2017-1 SER 17-1A CL A1 VAR 02-25-2057 | ** | 1,991,903 | ||||||
PVTPL NEW YORK LIFE GLOBAL FDG 2.35% 07-14-2026 | ** | 46,488 | ||||||
PVTPL NEW YORK LIFE GLOBAL FDG FLTG 06-30-2023 | ** | 2,485,789 | ||||||
PVTPL NEW YORK LIFE GLOBAL FDG MEDIUM TERM NTS 1.1% DUE 05-05-2023 BEO | ** | 614,749 | ||||||
PVTPL NEW YORK LIFE GLOBAL FDG MEDIUM TERM NTS 1.2% DUE 08-07-2030 BEO | ** | 8,313,640 | ||||||
PVTPL NEW YORK LIFE INS CO 3.75% DUE 05-15-2050 | ** | 571,142 | ||||||
PVTPL NEW YORK ST ELEC & GAS CORP SR NT 144A 3.25% DUE 12-01-2026/11-29-2016 BEO | ** | 103,273 | ||||||
PVTPL NGPL PIPECO LLC 3.25% DUE 07-15-2031 BEO | ** | 152,535 | ||||||
PVTPL NIPPON LIFE INS CO 2.75% 01-21-2051 | ** | 1,960,000 | ||||||
PVTPL NISSAN MOTOR ACCEPTANCE CORP 2.75%03-09-2028 | ** | 1,788,516 | ||||||
PVTPL NISSAN MTR ACCEP CORP 2% DUE 03-09-2026 BEO | ** | 463,171 | ||||||
PVTPL NISSAN MTR ACCEP CORP 2% DUE 03-09-2026 BEO | ** | 6,109,920 | ||||||
PVTPL NISSAN MTR LTD 3.043% DUE 09-15-2023 BEO | ** | 205,238 | ||||||
PVTPL NISSAN MTR LTD 3.043% DUE 09-15-2023 BEO | ** | 2,308,925 | ||||||
PVTPL NISSAN MTR LTD 3.522% DUE 09-17-2025 BEO | ** | 2,516,756 | ||||||
PVTPL NISSAN MTR LTD 4.81% DUE 09-17-2030 BEO | ** | 895,554 | ||||||
PVTPL NORDEA BK ABP 0.625% 05-24-2024 | ** | 624,584 | ||||||
PVTPL NORDEA BK AG MEDIUM TERM JR SUB NTS TR 4 4.25 09-21-2022 REG | ** | 2,793,372 | ||||||
PVTPL NORTHERN NAT GAS CO DEL SR BD 144A4.3% DUE 01-15-2049/07-17-2018 BEO | ** | 293,276 | ||||||
PVTPL NRG ENERGY INC 2% DUE 12-02-2025/12-02-2020 BEO | ** | 5,889,784 | ||||||
PVTPL NRG ENERGY INC 2.45% DUE 12-02-2027/12-02-2020 BEO | ** | 470,995 | ||||||
PVTPL NUVEEN LLC 4.0% 11-01-2028 | ** | 2,479,386 | ||||||
PVTPL NXP B V/NXP FDG LLC/NXP USA INC 2.5% DUE 05-11-2031 BEO | ** | 554,099 | ||||||
PVTPL NXP B V/NXP FDG LLC/NXP USA INC 2.7% DUE 05-01-2025/05-01-2020 BEO | ** | 1,405,397 | ||||||
PVTPL NXP B V/NXP FDG LLC/NXP USA INC 3.25% DUE 05-11-2041 BEO | ** | 880,990 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL OAK HILL CREDIT PARTNERS SR 20-7A CL A FLTG 10-19-2032 | ** | 920,196 | ||||||
PVTPL OAKTREE CLO 2021-1 LTD/OAKTREE CLO202 SR 21-1A CL A-1 VAR RT 07-15-2034 | ** | 1,150,791 | ||||||
PVTPL OCP OCP CLO LTD SR-14-5A CL-A1R VAR04-26-2031 | ** | 1,099,699 | ||||||
PVTPL OCTAGON INVESTMENT PARTNERS 45 LTD SER 19-1A CLS A FLTG 10-15-2032 | ** | 2,250,309 | ||||||
PVTPL OCTAGON INVT PARTNERS XXI LTD/OCTAGON SR SECD NT 02-14-2031 | ** | 1,472,433 | ||||||
PVTPL OCTAGON LN FDG LTDSR 14-1A NT CL AA-RR FLTG 11-18-2031 | ** | 6,000,275 | ||||||
PVTPL ONEMAIN DIRECT AUTO RECEIVABLE TR 2019-1 SER 19-1A CLS A 3.63% 09-14-2027 | ** | 13,085,435 | ||||||
PVTPL ONEMAIN DIRECT AUTO RECEIVABLES TST 18-1A A 3.43% 12-14-2024 | ** | 405,638 | ||||||
PVTPL ONEMAIN FINL ISSUANCE SER 19-1A CL A 3.48% FIXED 144A 02-14-2031 BEO | ** | 97,356 | ||||||
PVTPL ORBIA ADVANCE CORP SAB DE CV 2.875% DUE 05-11-2031 BEO | ** | 1,397,825 | ||||||
PVTPL ORGANON FIN 1 LLC 4.125% DUE 04-30-2028 BEO | ** | 203,250 | ||||||
PVTPL OWL ROCK CLO I LTD SER 20-3A CLS A1L FLTG RT 04-20-2032 | ** | 1,944,297 | ||||||
PVTPL OZLM XII LTD/OZLM XII LLC SER-15-12A CL-A1R FLTG 04-30-2027 BEO | ** | 1,036,434 | ||||||
PVTPL OZLM XVI LTD / OZLM XVI LLC 16/05/2030 VAR RT DUE 05-16-2030 BEO | ** | 6,596,713 | ||||||
PVTPL OZLM XXIV LTD / OZLM XXIV LLC 20/07/2032 VAR RT DUE 07-20-2032 BEO | ** | 4,004,253 | ||||||
PVTPL PACIFIC LIFE GLOBAL FDG II 1.375% 04-14-2026 | ** | 1,803,583 | ||||||
PVTPL PAGAYA AI DEBT SELECTION SER 21-1 CL A 1.18% DUE 11-15-2027 BEO | ** | 2,255,334 | ||||||
PVTPL PALMER SQUARE LN FDG 144A FLTG RT SER 19-3A CL A1 08-20-2027 BEO | ** | 3,671,642 | ||||||
PVTPL PALMER SQUARE LN FDG 2018-4A LTD CL A-1 FLTG RT 11-15-2026 | ** | 1,092,511 | ||||||
PVTPL PALMER SQUARE LN FDG 2020-1 CL A1 FLTG RT DUE 02-20-2028 | ** | 4,347,038 | ||||||
PVTPL PALMER SQUARE LN FDG FLTG RT SER 19-2A CL A1 04-20-2027 BEO | ** | 921,417 | ||||||
PVTPL PALMER SQUARE LN FDG SER 19-4A CL A1 FLTG 10-24-2027 | ** | 4,339,880 | ||||||
PVTPL PARK AEROSPACE HLDGS LTD 144A 5.5% DUE 02-15-2024 BEO | ** | 150,149 | ||||||
PVTPL PARK AEROSPACE HLDGS LTD 144A 5.5% DUE 02-15-2024 BEO | ** | 2,616,882 | ||||||
PVTPL PARK AEROSPACE HLDGS LTD GTD 4.5% DUE 03-15-2023 | ** | 309,621 | ||||||
PVTPL PARK AEROSPACE HLDGS LTD GTD 4.5% DUE 03-15-2023 | ** | 567,638 | ||||||
PVTPL PENNSYLVANIA ELEC CO FIXED 3.6%06-01-2029 BEO | ** | 266,239 | ||||||
PVTPL PENNSYLVANIA HIGHER ED ASSISTANCE A VAR RT DUE 11-25-2065 | ** | 154,470 | ||||||
PVTPL PENNSYLVANIA HIGHER ED ASSISTANCE A VAR RT DUE 11-25-2065 | ** | 1,042,669 | ||||||
PVTPL PENSKE TRUCK LEASING CO L P/PTL 144A 4.2 04-01-2027/03-20-2017 | ** | 99,214 | ||||||
PVTPL PENSKE TRUCK LEASING CO L P/PTL FIN CO 1.7% DUE 06-15-2026 BEO | ** | 1,147,291 | ||||||
PVTPL PENSKE TRUCK LEASING CO L P/PTL FIN CO SR NT 144A 1.2 DUE 11-15-2025 BEO | ** | 2,768,341 | ||||||
PVTPL PENSKE TRUCK LEASING CO L P/PTL 3.95%03-10-2025 | ** | 106,585 | ||||||
PVTPL PENSKE TRUCK LEASING CO LP/PTL FINSR NT 4.875% DUE 07-11-2022 BEO | ** | 1,532,569 | ||||||
PVTPL PENSKE TRUCK LEASING CO LP/PTL FINSR NT 4.875% DUE 07-11-2022 BEO | ** | 4,097,067 | ||||||
PVTPL PETRONAS CAP LTD 2.48% DUE 01-28-2032 | ** | 200,558 | ||||||
PVTPL PETRONAS CAP LTD NT 144A 3.5% DUE 04-21-2030/01-21-2030 BEO | ** | 216,129 | ||||||
PVTPL PFS FING CORP 1.27% DUE 06-16-2025BEO | ** | 1,862,573 | ||||||
PVTPL PFS FING CORP SER 20-G CL A .97% 02-15-2026 | ** | 2,386,359 | ||||||
PVTPL POINT AU ROCHE PARK CLO, LTD SER 21-1A A FLTG 07-20-2034 | ** | 3,340,662 | ||||||
PVTPL PPIB CAP INC C 2.75% 11-02-2027 | ** | 266,290 | ||||||
PVTPL PRINCIPAL LIFE GLOBAL FDG II 1.25% DUE 08-16-2026 REG | ** | 1,425,673 | ||||||
PVTPL PRINCIPAL LIFE GLOBAL FDG II .875% DUE 01-12-2026 REG | ** | 5,412,319 | ||||||
PVTPL PROGRESS RESIDENTIAL TR SR 2019-SFR4 CL D 3.136% 10-17-2024 | ** | 856,442 | ||||||
PVTPL PROTECTIVE LIFE GLOBAL 1.303% 09-20-2026 | ** | 536,236 | ||||||
PVTPL PROTECTIVE LIFE GLOBAL FDG 1.082% DUE 06-09-2023 BEO | ** | 729,899 | ||||||
PVTPL QATAR PETE 3.125% DUE 07-12-2041/07-12-2021 BEO | ** | 202,123 | ||||||
PVTPL QATAR ST 4.5% 04-23-2028 | ** | 2,089,724 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL RABOBANK NEDERLAND GLOBAL MEDIUM 3.875% 09-26-2023 | ** | 2,071,920 | ||||||
PVTPL RAD CLO 5 LTD/RAD CLO 5 LLC SR 19-5A CL AR VAR RT DUE 07-24-2032 BEO | ** | 500,000 | ||||||
PVTPL RAD CLO 5 LTD/RAD CLO 5 LLC SR 19-5A CL AR VAR RT DUE 07-24-2032 BEO | ** | 2,700,000 | ||||||
PVTPL RECETTE CLO LTD/RECETTE CLO LLC SRSECD NT CL A-RR FLTG 144A 01-20-2033 | ** | 957,357 | ||||||
PVTPL RECKITT BENCKISER TREAS SVCS PLC 2.375% DUE 06-24-2022 | ** | 201,498 | ||||||
PVTPL RECKITT BENCKISER TREAS SVCS PLC FLTG DUE 06-24-2022 | ** | 701,319 | ||||||
PVTPL REGATTA VIII FUNDING LTD SER 17-1A CL B FLT 10-17-2030 | ** | 1,050,116 | ||||||
PVTPL RENEW 2017-1 FDG NT CL A 144A 3.67% DUE 09-20-2052 BEO | ** | 36,467 | ||||||
PVTPL REPUBLIC OF PERU 5.4% DUE 08-12-2034 | ** | 182,637 | ||||||
PVTPL REPUBLIC OF PERU 6.35% 08-12-2028 | ** | 210,799 | ||||||
PVTPL RESIMAC SR 18-1NCA CL A1 VAR RT 12-16-2059 | ** | 58,216 | ||||||
PVTPL ROLLS-ROYCE 3.625% DUE 10-14-2025 | ** | 203,000 | ||||||
PVTPL SANTANDER 2 SER 19-A CLS A 2.51% DUE 01-26-2032 BEO | ** | 2,378,082 | ||||||
PVTPL SANTANDER RETAIL AUTO LEASE TR 2019-C SER 19-C CLS A4 2.4% 11-20-2023 | ** | 2,563,975 | ||||||
PVTPL SANTANDER RETAIL AUTO LEASE TR SER 19-B CL A4 2.38% 08-21-2023 BEO | ** | 1,858,848 | ||||||
PVTPL SANTANDER UK GROUP HLDGS PLC SUB NT 4.75% DUE 09-15-2025 BEO | ** | 436,464 | ||||||
PVTPL SAUDI ARABIAN OIL CO GLOBAL 2.75% 04-16-2022 | ** | 1,610,000 | ||||||
PVTPL SBA TOWER TR 2.836% 144A 15/01/2050 2.836% DUE 01-15-2050 REG | ** | 1,949,688 | ||||||
PVTPL SBA TOWER TR 2.836% 144A 15/01/2050 2.836% DUE 01-15-2050 REG | ** | 10,261,515 | ||||||
PVTPL SBA TOWER TR 2020-1C SECD TOWER REV SECS 144A 1.884% DUE 07-15-2050 | ** | 1,697,490 | ||||||
PVTPL SCENTRE GROUP TR 1/2 3.25% 10-28-2025 | ** | 420,832 | ||||||
PVTPL SCHLUMBERGER HLDGS CORP 4.3% DUE 05-01-2029 BEO | ** | 277,620 | ||||||
PVTPL SCHLUMBERGER INVT SA 2.4 DUE 08-01-2022/07-31-2012 BEO | ** | 2,893,151 | ||||||
PVTPL SIEMENS FINANCIERINGSMAAT 3.125% DUE 03-16-2024 | ** | 521,155 | ||||||
PVTPL SILVER ROCK CLO I LTD/SILVER ROCK CLO FLTG SR 20-1A CL A 10-20-2031 | ** | 2,864,432 | ||||||
PVTPL SKANDINAVISKA ENSKILDA .65% 09-09-2024 | ** | 2,114,031 | ||||||
PVTPL SKYMILES IP LTD & DELTA AIR LINES INC 4.5% DUE 10-20-2025 | ** | 1,009,276 | ||||||
PVTPL SLM STUD LN TR 2004-3 STUD LN BKD NT CL 144A A-6B VAR RT DUE 10-25-2064 | ** | 4,027,977 | ||||||
PVTPL SLM STUDENT LOAN TRUST SER 04-3A CL A6A VAR RT 10-25-2064 | ** | 4,055,502 | ||||||
PVTPL SMB PVT ED LN TR 2016-B LN BACKED NT CL A-2A 144A 2.43 DUE 02-17-2032 BEO | ** | 1,346,575 | ||||||
PVTPL SMB PVT ED LN TR 2019-B SER 19-B CL A2B FLTG RT VAR RT DUE 06-15-2037 BEO | ** | 4,084,041 | ||||||
PVTPL SMBC AVIATION CAP FIN DAC GTD SR NT 144A 3% DUE 07-15-2022 BEO | ** | 303,087 | ||||||
PVTPL SMITHFIELD FOODS INC FIXED 5.2% 04-01-2029 BEO | ** | 160,034 | ||||||
PVTPL SOCIAL PROFESSIONAL LOAN PROGRAM LLC SR 21-B CL AFX 1.14% 02-15-2047 | ** | 5,531,321 | ||||||
PVTPL SOCIETE GENERALE 1.792% 06-09-2027 | ** | 4,503,536 | ||||||
PVTPL SOCIETE GENERALE 2.889% 06-09-2032/ | ** | 409,444 | ||||||
PVTPL SOCIETE GENERALE 3.875% 03-28-2024 | ** | 6,713,573 | ||||||
PVTPL SOCIETE GENERALE 4.25% 09-14-2023 | ** | 1,367,613 | ||||||
PVTPL SOCIETE GENERALE 4.25% 09-14-2023 | ** | 631,206 | ||||||
PVTPL SOCIETE GENERALE MEDIUM TERM NTS BOOK EN 1.488% DUE 12-14-2026 | ** | 779,546 | ||||||
PVTPL SODEXO INC GTD NT 1.634% 04-16-2026 | ** | 2,477,844 | ||||||
PVTPL SOFI CONSUMER LN PROGRAM 2021-1 TRSR 21-1 CL A .49% 09-25-2030 | ** | 2,011,798 | ||||||
PVTPL SOFI CONSUMER LOAN PROGRAM TRUST 2.02% DUE 01-25-2029 | ** | 763,570 | ||||||
PVTPL SOFI PROFESSIONAL LN PROGRAM SER 19-C CL A2FX 2.8% 11-16-2048 | ** | 1,853,802 | ||||||
PVTPL SOFI PROFESSIONAL LN PROGRAM 2016-F LLC CL A-2 3.02% DUE 02-25-2040 | ** | 292,004 | ||||||
PVTPL SOFI PROFESSIONAL LN PROGRAM SER 2018-B CL A-2FX 3.34% 08-26-2047 | ** | 1,580,410 | ||||||
PVTPL SOFI PROFESSIONAL LN PROGRAM SR 20-A CL A2FX 2.54% 05-15-2046 | ** | 5,242,292 | ||||||
PVTPL SOLRR AIRCRAFT 2021-1 LTD/SOLRR AIRCRA SR 21-1 CL A 2.636% 10-15-2046 | ** | 3,327,235 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL SOUND PT CLO XXV LTD SR 19-4A CL A-1A VAR RT DUE 01-15-2033 | ** | 1,066,458 | ||||||
PVTPL SOUTHERN NAT GAS CO L L C 03-15-2047 | ** | 359,561 | ||||||
PVTPL SOUTHERN NAT GAS CO L L C .625% DUE 04-28-2023 BEO | ** | 269,503 | ||||||
PVTPL SOUTHERN NAT GAS CO L L C .625% DUE 04-28-2023 BEO | ** | 69,596 | ||||||
PVTPL SOUTHERN NAT GAS CO L L C .625% DUE 04-28-2023 BEO | ** | 1,423,743 | ||||||
PVTPL SP POWERASSETS LTD GLOBAL MEDIUM TERM NT 3% DUE 09-26-2027 BEO | ** | 2,204,888 | ||||||
PVTPL SPRINT SPECTRUM /SPRINT 5.152% 03-20-2028 | ** | 1,102,450 | ||||||
PVTPL STANDARD CHARTERED PLC 1.822% 11-23-2025 | ** | 299,698 | ||||||
PVTPL STANDARD CHARTERED PLC 3.265% DUE 02-18-2036/11-18-2030 BEO | ** | 1,481,652 | ||||||
PVTPL STANDARD CHARTERED PLC NT FIXED RATE RESET .991% 01-12-2025 | ** | 395,483 | ||||||
PVTPL STANDARD CHARTERED PLC NT FIXED RATE RESET .991% 01-12-2025 | ** | 9,568,716 | ||||||
PVTPL STANDARD CHARTERED PLC NT FLTG RATE 11-23-2025 | ** | 2,000,572 | ||||||
PVTPL STARWOOD COMMERCIAL MORTGAGE TRUSTSER 21-FL2 CL A FLTG RT 04-18-2038 | ** | 499,363 | ||||||
PVTPL STATE OF QATAR 3.875% DUE 04-23-2023 REG | ** | 940,883 | ||||||
PVTPL STELLANTIS FINANCE US INC 2.0% DUE01-29-2027 | ** | 590,128 | ||||||
PVTPL STELLANTIS FINANCE US INC 2.0% DUE01-29-2027 | ** | 2,655,575 | ||||||
PVTPL SUMITOMO MITSUI TR BK LTD .8% DUE 09-12-2023 BEO | ** | 2,177,240 | ||||||
PVTPL SUMITOMO MITSUI TR BK LTD .8% DUE 09-16-2024 BEO | ** | 1,593,326 | ||||||
PVTPL SUNNOVA ENERGY CORP GTD NT 5.875% 09-01-2026 | ** | 2,040,000 | ||||||
PVTPL SUNTORY HLDGS LTD 2.25% 10-16-2024 | ** | 1,427,050 | ||||||
PVTPL SUNTORY HLDGS LTD 2.55% DUE 06-28-2022 | ** | 789,691 | ||||||
PVTPL SVENSKA HANDELSBANKEN AB MEDIUM TERM SR .625% DUE 06-20-2023 | ** | 2,682,777 | ||||||
PVTPL SWISS RE TREAS US CORP SR NT 144A 2.875% DUE 12-06-2022 BEO | ** | 3,118,451 | ||||||
PVTPL SYDNEY ARPT FIN CO PTY LTD GTD SR SECD NT 3.9 DUE 03-22-2023 BEO | ** | 660,885 | ||||||
PVTPL SYMPHONY CLO XIV LTD SR 14-14A CL AR FLTG RT 07-14-2026 | ** | 929,560 | ||||||
PVTPL SYMPHONY CLO XIX LTD/SYMPHONY CLO XIX SR SECD NT CL A FLTG 04-16-2031 | ** | 749,588 | ||||||
PVTPL TENNESSEE GAS PIPELINE CO SR NT 144A 2.9% DUE 03-01-2030 | ** | 1,891,121 | ||||||
PVTPL THL CR WIND RIV 2015-2A CLO LTD CL A-1-R FLTG 10-15-2027 | ** | 4,089 | ||||||
PVTPL THL CR WIND RIV CLO LTD SR 18-2A CL A2 FLTG RATE 07-15-2030 | ** | 1,589,571 | ||||||
PVTPL TOWD POINT ASSET TRUST SER21-SL1 CL A2 FLTG 11-20-2061 | ** | 2,581,941 | ||||||
PVTPL TOWD PT MTG TR 2017-6 NT CL A1 VAR RT DUE 10-25-2057 BEO | ** | 3,864,811 | ||||||
PVTPL TOWD PT MTG TR FLTG RT SER 19-HY2 CL A1 12-25-2048 BEO | ** | 184,106 | ||||||
PVTPL TOWD PT MTG TR SER 18-2 CL A1 VAR 03-25-2058 | ** | 231,013 | ||||||
PVTPL TOWD PT MTG TR SER 2019-HY3 CL A1A FLTG 12-25-2048 | ** | 242,457 | ||||||
PVTPL TOYOTA AUTO LN EXTD NT TR 2019-1 NT CL A 144A 2.56% DUE 11-25-2031 BEO | ** | 516,360 | ||||||
PVTPL TOYOTA LEASE OWNER TR 2021-B NT CLA-2 .25% DUE 03-20-2024 BEO | ** | 3,706,165 | ||||||
PVTPL TRAFIGURA SECURITISATION FIN PLC SER 2021-1 NT CL A-2 144A 01-15-2025 | ** | 1,283,775 | ||||||
PVTPL TRANS-ALLEGHENY INTST LINE CO 3.85% NTS 06-01-2025 | ** | 2,118,828 | ||||||
PVTPL TRANSPORTADORA DE GAS DEL PERU S ASR NT 4.25% DUE 04-30-2028 BEO | ** | 5,219,687 | ||||||
PVTPL TRINITAS CLO LTD SR 17-7A CL A1R FLTG RT 01-25-2035 | ** | 3,249,999 | ||||||
PVTPL TRITON CONTAINER INTL LTD .8% 08-01-2023 BEO | ** | 2,873,665 | ||||||
PVTPL TRITON CONTAINER INTL LTD 1.15% 06-07-2024 | ** | 167,608 | ||||||
PVTPL TRITON CONTAINER INTL LTD 1.15% 06-07-2024 | ** | 2,965,675 | ||||||
PVTPL TRIUMPH RAIL LLC GREEN SECD RAILCAR EQUIP NT 144A 2.15 DUE | ** | 1,926,132 | ||||||
PVTPL TRYON PARK CLO LTD SR 13-1A CL A1SR FLTG 04-15-2029 | ** | 2,060,767 | ||||||
PVTPL TSMC GLOBAL LTD 1.375% DUE 09-28-2030/09-28-2020 BEO | ** | 464,290 | ||||||
PVTPL UBS AG LONDON .375% 06-01-2023 | ** | 1,349,651 | ||||||
PVTPL UBS AG LONDON 06-01-2026 | ** | 3,278,919 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL UBS AG LONDON BRH NT 144A 1.75% DUE 04-21-2022 BEO | ** | 441,381 | ||||||
PVTPL UBS GROUP FDG SWITZ AG SR 4.253% DUE 03-23-2028 | ** | 8,250,095 | ||||||
PVTPL UBS GROUP FUNDING (SWITZERLAND) 3.491% 05-23-2023 | ** | 720,720 | ||||||
PVTPL UBS GROUP FUNDING (SWITZERLAND) 3.491% 05-23-2023 | ** | 1,782,902 | ||||||
PVTPL UBS GROUP FUNDING 4.125% 09-24-2025 BEO | ** | 2,630,153 | ||||||
PVTPL UNICREDIT SPA 6.572% DUE 01-14-2022 BEO | ** | 3,515,090 | ||||||
PVTPL UNITED AIRLINES INC 4.625% DUE 04-15-2029 BEO | ** | 412,500 | ||||||
PVTPL UPSTART SECURITIZATION TR 2021-5 CL A 1.31% DUE 11-20-2031 BEO | ** | 5,054,437 | ||||||
PVTPL UPSTART SECURITIZATION TRUST SER 21-4 CL A .84% DUE 09-20-2031 | ** | 5,531,694 | ||||||
PVTPL VENTURE CDO LTD SER 18-34A CL A 144A FLTG 10-15-2031 | ** | 1,113,118 | ||||||
PVTPL VENTURE CDO LTD SER 19-36A CL A1AR FLTG 04-20-2032 | ** | 2,301,880 | ||||||
PVTPL VENTURE CDO LTD SR 14-17A CL ARR FLTG 04-15-2027 | ** | 78,135 | ||||||
PVTPL VENTURE CLO LTD SER 13-14A CL ARR FLTG 08-28-2029 | ** | 1,650,112 | ||||||
PVTPL VERIZON COMMUNICATIONS INC 2.355% DUE 03-15-2032 BEO | ** | 9,358,325 | ||||||
PVTPL VIBRANT CLO VI LTD SER 17-6A CL AR FLTG 06-20-2029 | ** | 392,403 | ||||||
PVTPL VISTRA OPERATIONS CO LLC 3.55% DUE 07-15-2024 | ** | 5,932,631 | ||||||
PVTPL VISTRA OPERATIONS CO LLC 3.7% 01-30-2027 | ** | 3,190,383 | ||||||
PVTPL VITERRA INC 2.0% DUE 04-21-2026 BEO | ** | 3,976,558 | ||||||
PVTPL VOLKSWAGEN GROUP AMER FIN LLC .875% DUE 11-22-2023 BEO | ** | 665,643 | ||||||
PVTPL VOLKSWAGEN GROUP AMER FIN LLC .75%DUE 11-23-2022 BEO | ** | 682,532 | ||||||
PVTPL VOLKSWAGEN GROUP AMER FIN LLC GTD NT 144A 3.125% DUE 05-12-2023 BEO | ** | 1,542,169 | ||||||
PVTPL VOYA CLO 2016-3 LTD/VOYA CLO SER 16-3A CL A1R FLGT DUE 10-18-2031 BEO | ** | 1,000,033 | ||||||
PVTPL VOYA CLO 2016-4 LTD/VOYA CLO SER 16-4A CL ARR FLTG RT DUE 07-20-2029 | ** | 464,998 | ||||||
PVTPL VOYA CLO 2017-3 LTD/VOYA CLO 2017-3 LL SR SECD NT CL 04-20-2034 | ** | 1,063,620 | ||||||
PVTPL VOYA CLO LTD SER 18-3A CL A1A FLTG 10-15-2031 | ** | 1,749,997 | ||||||
PVTPL WELLFLEET CLO LTD SER 15-1A CL AR4 VAR RT DUE 07-20-2029 BEO | ** | 486,840 | ||||||
PVTPL WENDYS FDG LLC SER 21-1A CL A-2-I 144A 2.37% 06-15-2051 | ** | 4,189,413 | ||||||
PVTPL WESTLAKE AUTOMOBILE RECEIVABLES TR SR 20-1A CL D 2.55% 06-16-2025 | ** | 4,333,904 | ||||||
PVTPL WHITEBOX CLO II LTD/WHITEBOX CLO II LL SR 20-2A CL A1R VAR RT 10-24-2034 | ** | 2,209,999 | ||||||
PVTPL ZAIS CLO 13 LTD FLTG RT SER 19-13A CL A1A 07-15-2032 BEO | ** | 705,700 | ||||||
PVTPL1 GLENCORE FDG LLC GTD 4.125% DUE 05-30-2023 BEO | ** | 388,930 | ||||||
Q2 HLDGS INC COM | ** | 2,378,831 | ||||||
QATAR ISLAMIC BANK QAR1 | ** | 26,278 | ||||||
QATAR NATIONAL BANK QAR 1.0000 | ** | 477,999 | ||||||
QATAR NAVIGATION QAR1 | ** | 366,635 | ||||||
QATAR PETE BD 144A 1.375% 09-12-2026 | ** | 294,042 | ||||||
QATAR ST 4.4% 144A 04-16-2050 REG | ** | 248,458 | ||||||
QATAR(STATE OF) 3.875% SNR 23/04/2023 USD | ** | 1,768,680 | ||||||
QCR HLDGS INC COM | ** | 219,128 | ||||||
QIAGEN NV EUR0.01 | ** | 7,035,646 | ||||||
QUAKER CHEM CORP COM | ** | 3,109,530 | ||||||
QUALCOMM INC 2.15% DUE 05-20-2030 | ** | 398,808 | ||||||
QUALCOMM INC COM | ** | 2,417,541 | ||||||
QUALCOMM INC NT 1.65% 05-20-2032 | ** | 154,339 | ||||||
QUALYS INC COM USD0.001 | ** | 4,175,605 | ||||||
QUANEX BLDG PRODS CORP COM STK | ** | 293,767 | ||||||
QUANTA SVCS INC 2.9% DUE 10-01-2030 | ** | 203,598 | ||||||
QUANTA SVCS INC COM | ** | 639,803 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
QUANTUM CORP COM NEW COM NEW | ** | 21,075 | ||||||
QUE PROV CDA MEDIUM TERM NTS BOOK ENT TRANCHE # TR 00050 7.14 2-27-26 | ** | 1,403,491 | ||||||
QUEBEC PROV CDA 2.75% DUE 04-12-2027 BEO | ** | 966,357 | ||||||
QUEBEC PROV CDA GLOBAL NT 2.625% DUE 02-13-2023 BEO | ** | 5,125,881 | ||||||
QUEBEC PROV CDA PROVINCE OF QUEBEC 2.5% 04-20-2026 REG 2.5% DUE 04-20-2026 REG | ** | 15,198,485 | ||||||
QUESS CORP LTD INR10 | ** | 63,245 | ||||||
QUEST DIAGNOSTICS INC 2.95% DUE 06-30-2030 BEO | ** | 260,042 | ||||||
QUEST DIAGNOSTICS INC 4.2% 06-30-2029 | ** | 3,446,426 | ||||||
QUICK HEAL TECHNOLOGIES LTD INR10 | ** | 90,725 | ||||||
QUOTIENT TECHNOLOGY INC COM | ** | 16,999 | ||||||
RABOBANK NEDERLAND NEW YORK BRANCH FLTG RT DUE 01-12-2024 REG | ** | 1,621,124 | ||||||
RABOBANK NEDERLAND UTREC 3.875 08 FEB 2022 | ** | 501,654 | ||||||
RAC BOND CO PLC 4.565%-VAR 06/05/2046 GBP | ** | 839,873 | ||||||
RADIAN GROUP INC COM | ** | 308,139 | ||||||
RADIUS HEALTH INC COM NEW COM NEW | ** | 172,004 | ||||||
RALPH LAUREN CORP CL A CL A | ** | 1,480,639 | ||||||
RAMBUS INC DEL COM | ** | 1,478,111 | ||||||
RAMELIUS RESOURCES NPV | ** | 33,103 | ||||||
RAMI LEVI CHAIN ILS0.01 | ** | 559,617 | ||||||
RAND MERCHANT INSURANCE HLDGS LTD | ** | 39,190 | ||||||
RANDSTAD N.V. EUR0.10 | ** | 5,046,731 | ||||||
RANPAK HLDGS CORP CL A COM CL A COM | ** | 836,907 | ||||||
RAPID7 INC COM | ** | 865,610 | ||||||
RAPT THERAPEUTICS INC COM | ** | 266,403 | ||||||
RAS AL KHAIMAH CER AED1 | ** | 176,218 | ||||||
RASHTRIYA CHEM & F INR10 | ** | 32,058 | ||||||
RAYENCE CO LTD KRW500 | ** | 86,467 | ||||||
RAYONIER ADVANCED MATLS INC COM | ** | 98,577 | ||||||
RAYTHEON 2.25% DUE 07-01-2030 | ** | 2,156,144 | ||||||
RAYTHEON TECHNOLOGIES CORP | ** | 7,062,600 | ||||||
RAYTHEON TECHNOLOGIES CORP 3.15% 12-15-2024 | ** | 451,435 | ||||||
RAYTHEON TECHNOLOGIES CORPORATION 3.5% 03-15-2027 USD | ** | 321,536 | ||||||
RAYTHEON TECHNOLOGIES CORPORATION 3.7% SNR NTS 12-15-2023 USD | ** | 730,224 | ||||||
RAYTHEON TECHNOLOGIES CORPORATION NT 2.375% 03-15-2032 | ** | 650,100 | ||||||
REALKREDIT DANMARK 1% CVD BDS 01/10/50 DKK0.01 | ** | 308,085 | ||||||
REALKREDIT DANMARK 1.5% CVD BDS 01/10/2053 DKK | ** | 764,135 | ||||||
REALOGY HLDGS CORP COM | ** | 1,107,493 | ||||||
REALTEK SEMICOND TWD10 | ** | 482,274 | ||||||
REALTY INCOME CORP .75% DUE 03-15-2026 | ** | 528,269 | ||||||
REALTY INCOME CORP 3% DUE 01-15-2027 | ** | 24,278 | ||||||
REALTY INCOME CORP 3.25% DUE 01-15-2031 REG | ** | 2,066,686 | ||||||
REALTY INCOME CORP 3.25% DUE 01-15-2031 REG | ** | 1,835,260 | ||||||
REALTY INCOME CORP 3.65% 01-15-2028 | ** | 272,527 | ||||||
REALTY INCOME CORP 4.6% DUE 02-06-2024 | ** | 2,840,147 | ||||||
REATA PHARMACEUTICALS INC CL A CL A | ** | 230,447 | ||||||
REC LTD | ** | 287,752 | ||||||
RECHI PRECISION CO LTD TWD10 | ** | 402,438 | ||||||
RECKITT BENCKISER 2.75% DUE 06-26-2024 | ** | 413,386 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
RECKITT ORD GBP0.10 COM | ** | 5,665,312 | ||||||
RECORDATI EUR0.125 | ** | 297,200 | ||||||
RED ELECTRICA CORP EUR0.5 | ** | 127,340 | ||||||
RED ROCK RESORTS INC CL A CL A | ** | 1,252,028 | ||||||
REDDE NORTHGATE PL ORD GBP0.50 | ** | 529,973 | ||||||
REDFIN CORP COM | ** | 401,444 | ||||||
REDINGTON INDIA COMSTK | ** | 337,506 | ||||||
REDROW PLC ORD GBP0.105 | ** | 1,256,188 | ||||||
REESE PK CLO LTD / REESE PK CLO LLC 1.37129% 10-15-2034 | ** | 1,888,446 | ||||||
REGAL REXNORD CORPORATION COM STK USD0.01 | ** | 2,893,060 | ||||||
REGENCY CTRS L P 2.95% DUE 09-15-2029 | ** | 337,532 | ||||||
REGENCY CTRS L P FIXED 3.7% DUE 06-15-2030 | ** | 1,643,351 | ||||||
REGENERON 1.75% DUE 09-15-2030 | ** | 1,841,317 | ||||||
REGENERON PHARMACEUTICALS INC COM | ** | 12,730,812 | ||||||
REGIONAL CONT LINE THB1(NVDR) | ** | 37,729 | ||||||
REGIONS FINL CORP NEW COM | ** | 866,441 | ||||||
REINET INVESTMENTS NPV | ** | 192,801 | ||||||
REINSURANCE GROUP AMER INC COM NEW STK | ** | 4,440,257 | ||||||
RELAY THERAPEUTICS INC COM | ** | 205,573 | ||||||
RELIANCE INDS INR10(100%DEMAT) | ** | 1,528,142 | ||||||
RELIANCE STD LIFE 2.15% DUE 01-21-2023 | ** | 465,149 | ||||||
RELIANCE STD LIFE 2.15% DUE 01-21-2023 | ** | 2,694,093 | ||||||
RELIANCE STD LIFE 3.85% DUE 09-19-2023 | ** | 391,255 | ||||||
RELIANCE STL & 2.15% DUE 08-15-2030 | ** | 875,438 | ||||||
RELIANCE STL & ALUM CO COM | ** | 5,740,641 | ||||||
RELX CAP INC 3.5% DUE 03-16-2023 | ** | 462,213 | ||||||
RELX PLC | ** | 9,687,031 | ||||||
RENAISSANCE RE HLDGS LTD COM | ** | 11,738,972 | ||||||
RENESAS ELECTRONICS CORPORATION NPV | ** | 1,186,110 | ||||||
RENEW WIND ENERGY AP 2 PVT LTD / SR SECDNT 144A 4.5% 07-14-2028 | ** | 1,806,566 | ||||||
RENT A CTR INC NEW COM | ** | 749,136 | ||||||
REORG/APOLLO STOCK MERGER APOLLO 000261WAY3 01-03-2022 | ** | 25,040,934 | ||||||
REORG/ATHENE STOCK MERGER APOLLO 000261WAY3 01-03-2022 | ** | 166,243 | ||||||
REORG/SHELL PLC NAME AND CUSIP CHNAGE SHELL PLC 241EA23 02-01-2022 | ** | 4,665,804 | ||||||
REP SERVICES INC FIXED 2.5% DUE 08-15-2024 | ** | 1,413,185 | ||||||
REPAY HLDGS CORP CL A CL A | ** | 4,414,379 | ||||||
REPLIGEN CORP COM STK USD0.01 | ** | 5,414,919 | ||||||
REPLIMUNE GROUP INC COM | ** | 66,829 | ||||||
REPLY SPA | ** | 1,267,033 | ||||||
REPSOL SA EUR1 | ** | 318,558 | ||||||
REPUBLIC OF CHILE 2.45% 01-31-2031 | ** | 1,786,500 | ||||||
REPUBLIC OF GUATEMALA 5.375% DUE 04-24-2032 REG | ** | 223,000 | ||||||
REPUBLIC OF ITALY 2.375% DUE 10-17-2024 | ** | 2,868,338 | ||||||
REPUBLIC OF PERU 5.35% 08-12-2040 | ** | 127,938 | ||||||
REPUBLIC OF PERU T- BOND 6.35% 12/08/2028 | ** | 1,660,046 | ||||||
REPUBLIC OF PERU T BOND 8.2% 08-12-2026 | ** | 285,835 | ||||||
REPUBLIC OF SERBIA 1.0% 23/09/2028 | ** | 1,943,335 | ||||||
REPUBLIC SVCS INC 3.2% DUE 03-15-2025 | ** | 2,402,856 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
REPUBLIC SVCS INC FIXED 1.45% DUE 02-15-2031 | ** | 577,206 | ||||||
RESDNTL MTG SEC 32A A CMO 20/06/2070 | ** | 2,539,228 | ||||||
RESONA HOLDINGS NPV | ** | 5,122,287 | ||||||
RESORTTRUST INC NPV | ** | 174,612 | ||||||
RESOURCES CONNECTION INC COM | ** | 112,017 | ||||||
REV GROUP INC COM | ** | 212,462 | ||||||
REVOLUTION MEDICINES INC COM | ** | 221,697 | ||||||
REX AMERICAN RESOURCES CORP | ** | 184,128 | ||||||
REXFORD INDL RLTY INC COM | ** | 4,070,343 | ||||||
REYNOLDS AMERICAN INC 4.85 DUE 09-15-2023 REG | ** | 3,418,663 | ||||||
REYNOLDS AMERN INC FIXED 4.45% DUE 06-12-2025 | ** | 4,237,955 | ||||||
RH COM | ** | 210,088 | ||||||
RHB BANK BHD NPV | ** | 134,572 | ||||||
RHEINMETALL AG NPV | ** | 1,361,431 | ||||||
RIBBON COMMUNICATIONS INC COM STK USD0.0001 | ** | 173,859 | ||||||
RICHEMONT(CIE FIN) CHF1 (REGD) | ** | 9,342,915 | ||||||
RICHEMONT(CIE FIN) DEP RCPT EACH 1 REP 1/10(NE | ** | 615,559 | ||||||
RICHTER GEDEON CHE HUF100 | ** | 1,123,345 | ||||||
RICOH CO LTD NPV | ** | 244,628 | ||||||
RIKEN VITAMIN CO NPV | ** | 205,701 | ||||||
RIMINI STR INC DEL COM | ** | 147,495 | ||||||
RINGCENTRAL INC CL A CL A | ** | 337,979 | ||||||
RIO TINTO LIMITED NPV | ** | 500,470 | ||||||
RIO TINTO ORD GBP0.10 | ** | 11,118,311 | ||||||
RIOCAN REAL ESTATE UNIT | ** | 272,905 | ||||||
RIPON MORT. PLC FRN M/BKD 08/2056 GBP 'A2' | ** | 1,292,211 | ||||||
RIPON MTGS PLC FRN 144A 20/08/2056 | ** | 3,876,633 | ||||||
RITCHIE BROS AUCTI COM NPV | ** | 2,493,372 | ||||||
RITCHIE BROS AUCTIONEERS INC COM | ** | 249,370 | ||||||
RIVIAN AUTOMOTIVE INC | ** | 3,964,483 | ||||||
RIYAD BANK SAR10 | ** | 122,689 | ||||||
RLJ LODGING TR L P COM REIT | ** | 796,503 | ||||||
RMAC SECS NO 1 PLC FRN M/BKD 06/2044 GBP'A2A' | ** | 2,289,524 | ||||||
RMAC SECS NO 1 PLC FRN M/BKD 06/2044 GBP'A2A' | ** | 1,172,964 | ||||||
RMAC SECS NO 1 PLC FRN M/BKD 06/2044 GBP'A3A' | ** | 788,655 | ||||||
RMAC SECS NO 1 PLC FRN MTG 06/44 EUR REGS'A2C' | ** | 534,058 | ||||||
ROBERT HALF INTL INC COM | ** | 2,029,664 | ||||||
ROBLOX CORP COM USD0.0001 CL A | ** | 5,310,367 | ||||||
ROCHE HLDGS AG GENUSSCHEINE NPV | ** | 28,913,356 | ||||||
ROCKET PHARMACEUTICALS INC COM USD0.01 | ** | 151,828 | ||||||
ROCK-TENN CO 4% DUE 03-01-2023 | ** | 1,894,482 | ||||||
ROCKWELL AUTOMATION INC .35% DUE 08-15-2023 BEO | ** | 1,063,940 | ||||||
ROCKWELL AUTOMATION INC .35% DUE 08-15-2023 BEO | ** | 1,118,676 | ||||||
ROGERS CABLE INC 8.75% DUE 05-01-2032 | ** | 98,120 | ||||||
ROGERS COMMUNICATIONS INC 4.35% 05-01-2049 REG | ** | 133,720 | ||||||
ROGERS CORP COM | ** | 894,075 | ||||||
ROHM CO LTD NPV | ** | 533,226 | ||||||
ROKU INC COM CL A COM CL A | ** | 1,872,153 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
ROLAND DG CORP NPV | ** | 188,400 | ||||||
ROLLS ROYCE HLDGS ORD GBP0.20 | ** | 3,620,608 | ||||||
ROMANIA 1.375% 02/12/2029 | ** | 435,173 | ||||||
ROMANIA BDS 144A 2.625% 02/12/2040 | ** | 101,657 | ||||||
ROMANIA(REP OF) 1.75% SNR MTN 13/07/30 EUR | ** | 212,748 | ||||||
ROMANIA(REP OF) 1.75% SNR MTN 13/07/30 EUR | ** | 319,122 | ||||||
ROMANIA(REP OF) 2% SNR MTN 14/04/33 EUR1000 | ** | 103,921 | ||||||
ROMANIA(REP OF) 2.75% SNR MTN 14/04/41 EUR | ** | 101,894 | ||||||
ROMANIA(REP OF) 2.875% SNR MTN 13/04/42 EUR | ** | 306,607 | ||||||
ROMANIA(REP OF) 3.375% SNR MTN 08/02/38 EUR | ** | 45,810 | ||||||
ROPER INDS INC NEW 3.125% DUE 11-15-2022 | ** | 2,709,210 | ||||||
ROPER INDS INC NEW 3.125% DUE 11-15-2022 | ** | 2,325,833 | ||||||
ROPER TECHNOLOGIES , INC | ** | 1,230,142 | ||||||
ROPER TECHNOLOGIES 1% DUE 09-15-2025 | ** | 1,681,269 | ||||||
ROPER TECHNOLOGIES FIXED 2% DUE 06-30-2030 | ** | 72,180 | ||||||
ROPER TECHNOLOGIES INC .45% DUE 08-15-2022 REG | ** | 518,263 | ||||||
ROPER TECHNOLOGIES INC .45% DUE 08-15-2022 REG | ** | 1,009,160 | ||||||
ROPER TECHNOLOGIES INC 3.65% 09-15-2023 | ** | 1,865,450 | ||||||
ROPER TECHNOLOGIES INC 4.2% 09-15-2028 | ** | 280,865 | ||||||
RORZE CORP NPV | ** | 96,334 | ||||||
ROSNEFT OIL CO GDR EACH REPR 1 ORD 'REGS' | ** | 149,806 | ||||||
ROSS STORES INC COM | ** | 8,430,664 | ||||||
ROSS STORES INC FIXED 4.6% DUE 04-15-2025 | ** | 1,806,169 | ||||||
ROTHSCHILD & CO EUR2 | ** | 152,250 | ||||||
ROUND ONE CORP NPV | ** | 68,710 | ||||||
ROYAL BANK OF CANADA .5% DUE 10-26-2023 | ** | 1,609,426 | ||||||
ROYAL BANK OF CANADA 1.95% DUE 01-17-2023 | ** | 2,350,821 | ||||||
ROYAL BANK OF CANADA 1.95% DUE 01-17-2023 | ** | 1,887,108 | ||||||
ROYAL BANK OF CANADA 4.65% DUE 01-27-2026 BEO | ** | 443,588 | ||||||
ROYAL BANK OF CANADA FLTG RT MTN 10-26-2023 | ** | 2,503,495 | ||||||
ROYAL BK CDA FLTG RT DUE 10-05-2023 | ** | 1,324,926 | ||||||
ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NT1.15% DUE 06-10-2025 | ** | 2,763,141 | ||||||
ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NT2.25% DUE 11-01-2024 | ** | 7,602,818 | ||||||
ROYAL BK CDA MTN 1.15% DUE 07-14-2026 | ** | 1,028,617 | ||||||
ROYAL BK OF CANADA 1.6% 04-17-2023 | ** | 4,849,248 | ||||||
ROYAL BK OF CANADA 1.6% 04-17-2023 | ** | 7,577,677 | ||||||
ROYAL BK OF CANADA COM NPV | ** | 200,235 | ||||||
ROYAL BK SCOTLAND 4.445% DUE 05-08-2030 | ** | 702,593 | ||||||
ROYAL BK SCOTLAND FIXED 2.359% DUE 05-22-2024 | ** | 6,555,800 | ||||||
ROYAL BK SCOTLAND GROUP PLC 3.498% DUE 05-15-2023 | ** | 2,718,610 | ||||||
ROYAL BK SCOTLAND GROUP PLC 4.892% 05-18-2029 | ** | 7,199,575 | ||||||
ROYAL MAIL PLC ORD GBP0.01 | ** | 951,350 | ||||||
ROYAL UNIBREW A/S DKK2 (POST SPLIT) | ** | 217,724 | ||||||
RPM INTL INC | ** | 2,020,000 | ||||||
RSWM LTD INR10 | ** | 166,709 | ||||||
RUBIS EUR1.25(POST SPLIT) | ** | 295,852 | ||||||
RUSH ENTERPRISES INC CL A CL A | ** | 5,895,837 | ||||||
RUSH STREET INTERACTIVE INC COM USD0.0001 CL A | ** | 1,621,158 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
RUSSEL METALS INC COM NPV | ** | 668,260 | ||||||
RUSSIA (GOVT OF) 1.125% 20/11/2027 | ** | 905,324 | ||||||
RUSSIAN FEDERATION 8.5% SNR 17/09/2031 RUB1000 | ** | 1,051,397 | ||||||
RUTGERS ST UNIV N J 3.915% 05-01-2119 BEO TAXABLE | ** | 5,998,367 | ||||||
RYDER SYS INC COM | ** | 5,524,046 | ||||||
RYDER SYS INC FIXED 2.875% 06-01-2022 | ** | 241,840 | ||||||
RYDER SYS INC RYDER SYS INC MTN 2.8 DUE 03-01-2022 2.8 DUE 03-01-2022/02-01-2022 | ** | 98,580 | ||||||
RYDER SYSTEM INC 3.875% 12-01-2023 | ** | 349,760 | ||||||
RYDER SYSTEM INC 3.875% 12-01-2023 | ** | 5,251,487 | ||||||
RYDER SYSTEM INC MTN 3.65% DUE 03-18-2024 | ** | 3,891,889 | ||||||
RYERSON HLDG CORP COM STOCK | ** | 165,548 | ||||||
RYMAN HOSPITALITY PPTYS INC COM | ** | 3,239,199 | ||||||
S & T BANCORP INC COM STK | ** | 123,748 | ||||||
S IMMO AG NPV | ** | 953,096 | ||||||
S&K POLYTEC CO LTD KRW500 | ** | 40,951 | ||||||
S&P GLOBAL INC 2.3% 08-15-2060 | ** | 521,343 | ||||||
S&P GLOBAL INC COM | ** | 32,990,739 | ||||||
SAAB AB SER'B'NPV | ** | 658,341 | ||||||
SABINE PASS 5.625% DUE 03-01-2025 | ** | 749,669 | ||||||
SABINE PASS 5.625% DUE 03-01-2025 | ** | 7,774,340 | ||||||
SABINE PASS FIXED 4.2% DUE 03-15-2028 | ** | 328,842 | ||||||
SABINE PASS LIQUEFACTION LLC 4.5% DUE 05-15-2030 REG | ** | 1,693,597 | ||||||
SABRA HLTH CARE 3.9% DUE 10-15-2029 | ** | 1,362,348 | ||||||
SAFEHOLD OPER PARTNERSHIP LP 2.85% 01-15-2032 | ** | 637,928 | ||||||
SAFESTORE HLDGS ORD GBP0.01 | ** | 1,454,846 | ||||||
SAGE GROUP GBP0.01051948 | ** | 2,268,058 | ||||||
SAGE THERAPEUTICS INC COM | ** | 130,300 | ||||||
SAHAKOL EQUIPMENT THB1 (NVDR) | ** | 4,777 | ||||||
SAIA INC COM STK | ** | 8,086,361 | ||||||
SAILPOINT TECHNOLOGIES HLDGS INC COM | ** | 2,707,040 | ||||||
SALES TAX SECURITIZATION CORP ILL 3.238%01-01-2042 BEO TAXABLE | ** | 8,342,650 | ||||||
SALESFORCE COM INC 3.25% BNDS 04-11-2023 | ** | 2,171,394 | ||||||
SALESFORCE COM INC 3.7% DUE 04-11-2028 | ** | 277,616 | ||||||
SALESFORCE COM INC 3.7% DUE 04-11-2028 | ** | 555,232 | ||||||
SALESFORCE COM INC COM STK | ** | 51,749,000 | ||||||
SALESFORCE.COM INC .625% DUE 07-15-2024 BEO | ** | 2,393,994 | ||||||
SAMJI ELECTRONICS KRW500 | ** | 48,713 | ||||||
SAMSUNG ELECTRONIC KRW100 | ** | 10,100,734 | ||||||
SAMSUNG SDI KRW5000 | ** | 517,609 | ||||||
SAMSUNG SDS CO LTD KRW500 | ** | 347,687 | ||||||
SAMUDERA INDONESIA IDR25.00 | ** | 168,512 | ||||||
SAN DIEGO CALIF REDEV AGY SUCCESSOR AGY TX ALLOCATION 3.5 09-01-2028 BEO TAXABLE | ** | 1,436,932 | ||||||
SAN DIEGO G & E FIXED 2.95% DUE 08-15-2051 | ** | 1,994,363 | ||||||
SAN DIEGO GAS & ELECTRIC CO 4.1% 06-15-2049 | ** | 237,147 | ||||||
SANDS CHINA LTD 3.8% SNR NTS 01-08-2026 USD | ** | 1,809,252 | ||||||
SANDS CHINA LTD 4.375% SNR NTS 06-18-2030 USD | ** | 509,400 | ||||||
SANDS CHINA LTD FIXED 5.125% DUE 08-08-2025 | ** | 209,812 | ||||||
SANDS CHINA LTD FIXED 5.4% DUE 08-08-2028 | ** | 215,464 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
SANDS CHINA LTD FIXED 5.4% DUE 08-08-2028 | ** | 1,432,836 | ||||||
SANKYO CO LTD NPV | ** | 165,687 | ||||||
SANOFI S A 3.375% DUE 06-19-2023 | ** | 108,623 | ||||||
SANOFI SPONSORED ADR | ** | 6,528,030 | ||||||
SANTA ANA CALIF PENSION OBLIG 1.665% 08-01-2028 BEO | ** | 4,396,921 | ||||||
SANTA ANA CALIF PENSION OBLIG 1.869% 08-01-2029 BEO | ** | 2,871,308 | ||||||
SANTA ANA CALIF PENSION OBLIG 2.089% 08-01-2030 BEO TAXABLE | ** | 1,576,792 | ||||||
SANTANDER CNSMR .46% DUE 08-15-2024 | ** | 6,324,225 | ||||||
SANTANDER DR AUTO .6% DUE 12-15-2025 | ** | 5,299,870 | ||||||
SANTANDER DR AUTO .69% DUE 03-17-2025 | ** | 520,323 | ||||||
SANTANDER DR AUTO .95% DUE 09-15-2027 | ** | 1,675,719 | ||||||
SANTANDER DR AUTO 1.01% DUE 01-15-2026 | ** | 5,507,441 | ||||||
SANTANDER DR AUTO 1.12% DUE 01-15-2026 | ** | 2,406,970 | ||||||
SANTANDER DR AUTO 1.48% DUE 01-15-2027 | ** | 5,851,958 | ||||||
SANTANDER DR AUTO 3.2% DUE 11-15-2023 | ** | 1,494,384 | ||||||
SANTANDER DR AUTO 3.32% DUE 03-15-2024 | ** | 241,310 | ||||||
SANTANDER DR AUTO 3.98% DUE 12-15-2025 | ** | 3,224,715 | ||||||
SANTANDER DR AUTO RECEIVABLES TR ASSET BACKED NT CL A-3 .34% 02-18-2025 | ** | 1,842,356 | ||||||
SANTANDER DR AUTO RECEIVABLES TR ASSET BACKED NT CL A-3 .34% 02-18-2025 | ** | 649,150 | ||||||
SANTANDER DR AUTO RECEIVABLES TR ASSET BACKED NT CL B .59% 09-15-2025 | ** | 1,197,391 | ||||||
SANTANDER DR AUTO RECEIVABLES TR ASSET BACKED NT CL C .9% 06-15-2026 | ** | 563,316 | ||||||
SANTANDER DR AUTO RECEIVABLES TR ASSET BACKED NT CL C .9% 06-15-2026 | ** | 10,468,707 | ||||||
SANTANDER DR AUTO RECEIVABLES TR ASSET BACKED NT CL D 1.35% 07-15-2027 | ** | 6,560,547 | ||||||
SANTANDER DR AUTO RECEIVABLES TR NT CL B.5% 04-15-2025 | ** | 864,337 | ||||||
SANTANDER DRIVE AUTO REC TST 2026 NT CL D 1.13% 11-16-2026 | ** | 2,922,517 | ||||||
SANTANDER DRIVE AUTO RECEIVABLES TR 2021TR 2021-3 CL A-2 .29% DUE 05-15-2024 REG | ** | 3,529,590 | ||||||
SANTANDER HLDGS FIXED 3.5% DUE 06-07-2024 | ** | 938,249 | ||||||
SANTANDER RETAIL 2.3% DUE 01-20-2023 | ** | 454,872 | ||||||
SANTANDER UK GROUP 1.089% DUE 03-15-2025 | ** | 2,484,496 | ||||||
SANTANDER UK GROUP 3.373% 01-05-2024 | ** | 408,691 | ||||||
SANTANDER UK GROUP 3.373% 01-05-2024 | ** | 5,977,110 | ||||||
SANTANDER UK GROUP 3.571% DUE 01-10-2023 | ** | 3,241,375 | ||||||
SANTANDER UK GROUP FLTG RT 2.896% DUE 03-15-2032 | ** | 2,931,829 | ||||||
SANTANDER UK GROUP FLTG RT 4.796% DUE 11-15-2024 | ** | 743,036 | ||||||
SANTANDER UK GROUP FLTG RT 4.796% DUE 11-15-2024 | ** | 3,635,567 | ||||||
SANTANDER UK GROUP HLDGS PLC 1.53% 08-21-2026 | ** | 4,959,897 | ||||||
SANTANDER UK GROUP HLDGS PLC NT FXD/FLTG1.673% 06-14-2027 | ** | 391,847 | ||||||
SANTANDER UK PLC 144A FLTG 12/02/2027 | ** | 823,454 | ||||||
SAO MARTINHO SA COM NPV | ** | 397,501 | ||||||
SAP SE | ** | 12,072,575 | ||||||
SAREPTA THERAPEUTICS INC COM | ** | 2,318,247 | ||||||
SASKEN TECHNOLOGIE INR10 | ** | 34,253 | ||||||
SASOL LTD NPV | ** | 1,205,729 | ||||||
SASSEUR REAL REIT FUND | ** | 748,632 | ||||||
SAUDI AIRLINES CAT SAR10.00 | ** | 50,146 | ||||||
SAUDI ARABIA 4% SNR MTN 17/04/2025 USD | ** | 1,079,107 | ||||||
SAUDI ARABIA 4.625% SNR MTN 04/10/47 USD | ** | 600,008 | ||||||
SAUDI ARABIA 4.625% SNR MTN 04/10/47 USD | ** | 19,680,262 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
SAUDI ARABIAN OIL CO GLOBAL MEDIUM TRANCHE # TR 00775 1.25% 11-24-2023 | ** | 200,000 | ||||||
SAUDI ARABIAN OIL CO GLOBAL MEDIUM TRANCHE # TR 00775 1.25% 11-24-2023 | ** | 415,000 | ||||||
SAUDI BASIC IND SAR10 | ** | 432,340 | ||||||
SAUDI INTL BD 4.375% 4.375% 16/04/2029 | ** | 459,880 | ||||||
SAUDI NATIONAL BANK SAR10 | ** | 878,193 | ||||||
SAUDI TELECOM SAR10 | ** | 277,334 | ||||||
SBA TOWER TR 2.328% DUE 07-15-2052 | ** | 1,939,254 | ||||||
SBA TOWER TR 2.328% DUE 07-15-2052 | ** | 2,347,518 | ||||||
SBERBANK OF RUSSIA SPON ADR | ** | 932,585 | ||||||
SCANDINAVIAN TOBAC DKK1 | ** | 480,745 | ||||||
SCANSOURCE INC COM | ** | 334,418 | ||||||
SCENTRE GROUP | ** | 191,470 | ||||||
SCENTRE GROUP TR 1 FIXED 3.5% DUE 02-12-2025 | ** | 26,329 | ||||||
SCENTRE MGMT LTD 3.625% DUE 01-28-2026 | ** | 849,045 | ||||||
SCG PACKAGING PCL THB1 (ALIEN) | ** | 468,508 | ||||||
SCHAEFFLER INDIA LTD | ** | 37,933 | ||||||
SCHLUMBERGER FIN CDA LTD 1.4% DUE 09-17-2025/09-18-2020 REG | ** | 59,806 | ||||||
SCHLUMBERGER FIN CDA LTD 1.4% DUE 09-17-2025/09-18-2020 REG | ** | 1,006,727 | ||||||
SCHLUMBERGER INVT FIXED 2.65% DUE 06-26-2030 | ** | 256,434 | ||||||
SCHLUMBERGER LTD COM COM | ** | 4,513,465 | ||||||
SCHNEIDER ELECTRIC EUR4.00 | ** | 19,992,237 | ||||||
SCHNEIDER NATL INC WIS CL B CL B | ** | 1,587,233 | ||||||
SCHNITZER STL INDS INC CL A | ** | 527,300 | ||||||
SCHOLAR ROCK HLDG CORP COM | ** | 171,744 | ||||||
SCHOLASTIC CORP COM | ** | 1,088,870 | ||||||
SCHWAB CHARLES .9% DUE 03-11-2026 | ** | 3,678,548 | ||||||
SCHWAB CHARLES 2.65% DUE 01-25-2023 | ** | 1,357,971 | ||||||
SCHWAB CHARLES 2.65% DUE 01-25-2023 | ** | 3,045,461 | ||||||
SCHWAB CHARLES 3.2% DUE 01-25-2028 | ** | 349,620 | ||||||
SCHWAB CHARLES 3.2% DUE 03-02-2027 | ** | 96,116 | ||||||
SCHWAB CHARLES 3.85% DUE 05-21-2025 | ** | 1,315,091 | ||||||
SCHWAB CHARLES CORP 0.75% DUE 03-18-2024 | ** | 996,705 | ||||||
SCHWAB CHARLES CORP NEW SR NT 2.75% 10-01-2029 | ** | 183,059 | ||||||
SCHWAB(CHARLES)CORP 1.95% 12-01-2031 BEO | ** | 8,554,191 | ||||||
SCHWEITZER-MAUDUIT INTL INC COM | ** | 5,191,567 | ||||||
SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 | ** | 712,605 | ||||||
SCIENTIFIC GAMES CORP | ** | 1,187,836 | ||||||
SCREEN HOLDINGS CO LTD NPV | ** | 394,456 | ||||||
SCSK CORP NPV | ** | 489,049 | ||||||
SCULPTOR CLO XXV LTD / SCULPTOR CLO 0% 01-15-2031 | ** | 3,250,684 | ||||||
SE GYUNG HITECH CO KRW500 | ** | 32,528 | ||||||
SEAH BESTEEL CORP KRW5000 | ** | 20,832 | ||||||
SEAWORLD ENTMT INC COM | ** | 810,815 | ||||||
SEB SA EUR1.00 | ** | 4,389,007 | ||||||
SECRETARIA TESOURO 0% T-BILL 01/04/22 BRL1000 | ** | 13,860,318 | ||||||
SECRETARIA TESOURO 0% T-BILL 01/07/22 BRL1000 | ** | 16,786,278 | ||||||
SECUREWORKS CORP CL A CL A | ** | 27,436 | ||||||
SEEGENE INC KRW500 | ** | 245,065 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
SEKISUI HOUSE NPV | ** | 1,398,080 | ||||||
SELECTA BIOSCIENCES INC COM | ** | 265,198 | ||||||
SELECTIVE INS GROUP INC COM | ** | 2,345,369 | ||||||
SEMPRA 6% DUE 10-15-2039 | ** | 249,028 | ||||||
SEMRUSH HLDGS INC CL A COM CL A COM | ** | 386,580 | ||||||
SENTINELONE INC CL A COM CL A COM | ** | 379,028 | ||||||
SEOWONINTECH CO KRW500 | ** | 180,021 | ||||||
SEPTENI HOLDINGS NPV | ** | 117,157 | ||||||
SERBIA (REPUBLIC) 3.125% 15/05/2027 | ** | 1,700,748 | ||||||
SERES THERAPEUTICS INC COM | ** | 216,805 | ||||||
SERICA ENERGY PLC ORD USD0.10 | ** | 168,055 | ||||||
SERVICE CORP INTL COM | ** | 4,833,993 | ||||||
SERVICENOW INC 1.4% DUE 09-01-2030 | ** | 2,362,215 | ||||||
SERVICENOW INC COM USD0.001 | ** | 8,265,767 | ||||||
SESA S.P.A NPV | ** | 147,384 | ||||||
SEVEN & I HOLDINGS NPV | ** | 2,704,812 | ||||||
SEVERSTAL PJSC GDR EACH REPR 1 ORD 'REGS' | ** | 367,946 | ||||||
SFL CORPORATION LTD COM USD | ** | 1,401,303 | ||||||
SFO COML MTG TR FLTG RT 1.906% DUE 05-15-2038 | ** | 3,398,934 | ||||||
SG COML MTG SECS 3.055% DUE 10-10-2048 | ** | 3,422,847 | ||||||
SGC ETEC E&C CO LT KRW5000 | ** | 18,317 | ||||||
SGS SA CHF1 (REGD) | ** | 1,585,651 | ||||||
SHANGHAI HAOHAI BIOLOGICAL TECH CO H CNY1 | ** | 58,791 | ||||||
SHANGHAI INDUSTRIAL HOLDINGS HKD0.10 | ** | 107,826 | ||||||
SHANGHAI PHARMACEUTICALS-H | ** | 384,273 | ||||||
SHELL INTL FIN B V .375% DUE 09-15-2023 | ** | 1,924,244 | ||||||
SHELL INTL FIN B V 2.75% DUE 04-06-2030 | ** | 1,965,612 | ||||||
SHELL INTL FIN B V 3.25% DUE 04-06-2050 | ** | 1,260,227 | ||||||
SHELL INTL FIN B V 4% DUE 05-10-2046 | ** | 196,025 | ||||||
SHELL INTL FIN B V 4.125% DUE 05-11-2035 | ** | 183,478 | ||||||
SHELL PLC | ** | 5,108,369 | ||||||
SHELL PLC | ** | 1,585,204 | ||||||
SHERWIN-WILLIAMS 2.75% DUE 06-01-2022 | ** | 196,341 | ||||||
SHERWIN-WILLIAMS 3.45% DUE 06-01-2027 | ** | 58,458 | ||||||
SHERWIN-WILLIAMS CO COM | ** | 12,458,716 | ||||||
SHIMAMURA CO NPV | ** | 134,228 | ||||||
SHIMIZU CORP NPV | ** | 1,806,252 | ||||||
SHINAGAWA REFRACTORIES NPV | ** | 82,749 | ||||||
SHIN-ETSU CHEMICAL NPV | ** | 3,373,635 | ||||||
SHIN-ETSU POLYMER NPV | ** | 40,380 | ||||||
SHINHAN FIN GROUP KRW5000 | ** | 111,622 | ||||||
SHINNIHON CORP NPV | ** | 209,309 | ||||||
SHINWA CO LTD NPV | ** | 76,181 | ||||||
SHINYOUNG SECUR KRW5000 | ** | 93,783 | ||||||
SHIRE ACQUISITIONS 2.875% DUE 09-23-2023 | ** | 68,915 | ||||||
SHIRE ACQUISITIONS 2.875% DUE 09-23-2023 | ** | 4,553,705 | ||||||
SHIRE ACQUISITIONS 2.875% DUE 09-23-2023 | ** | 6,634,316 | ||||||
SHIRE ACQUISITIONS 3.2% DUE 09-23-2026 | ** | 4,457,243 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
SHN INTL HLDGS HKD1 | ** | 103,895 | ||||||
SHOPIFY INC CL A SHOPIFY INC | ** | 28,697,921 | ||||||
SHOPIFY INC COM NPV CL A | ** | 3,562,939 | ||||||
SHOPRITE HLDGS LTD ZAR0.01134 | ** | 1,465,065 | ||||||
SHOUGANG FUSHAN INTL ENERGY HKD0.10 | ** | 138,158 | ||||||
SHRIRAM TRANSPORT FIN MTN 5.95% DUE 10-24-2022 | ** | 203,000 | ||||||
SHUFERSAL LTD ILS0.10 | ** | 549,592 | ||||||
SHUI ON LAND LTD USD0.0025 | ** | 46,599 | ||||||
SHUTTERSTOCK INC COM | ** | 382,980 | ||||||
SIBANYE STILLWATER NPV | ** | 373,920 | ||||||
SIERRA BANCORP COM STK | ** | 28,562 | ||||||
SIERRA TIMESHARE 2020-2 RECEIVABLES VACATION TIMESHARE LN 2.32% 07-20-2037 | ** | 759,537 | ||||||
SIERRA TIMESHARE 2021-1 RECEIVABLES VACATION TIMESHARE LN BKD .99 11-20-2037 | ** | 1,599,591 | ||||||
SIGNATURE BK NY N Y COM | ** | 5,168,727 | ||||||
SIGNET JEWELERS LTD ORD USD0.18 | ** | 1,517,455 | ||||||
SIGNIFY NV EUR0.01 | ** | 791,946 | ||||||
SIKA AG -ORDSHR VOTING BO | ** | 6,180,698 | ||||||
SILERGY CORP TWD10 | ** | 980,740 | ||||||
SILGAN HLDGS INC COM | ** | 3,878,348 | ||||||
SILICON LABORATORIES INC COM | ** | 4,052,850 | ||||||
SILICON OPTRONICS 10 7 | ** | 112,986 | ||||||
SILK RD MED INC COM | ** | 1,129,165 | ||||||
SILLAJEN INC. KRW500 | ** | 129,291 | ||||||
SILVER BULLION BAR\ .9999-1 OZ\ | ** | 5,023,296 | ||||||
SIME DARBY BHD NPV | ** | 445,790 | ||||||
SIME DARBY PLANTAT MYR0.5 | ** | 98,287 | ||||||
SIMM TECH | ** | 60,830 | ||||||
SIMMTECH HOLDINGS KRW500 | ** | 53,749 | ||||||
SIMON PPTY GROUP L FIXED 2.45% 09-13-2029 | ** | 1,637,592 | ||||||
SIMON PPTY GROUP L FIXED 3.25% 09-13-2049 | ** | 205,527 | ||||||
SIMPAR SA COM NPV | ** | 127,563 | ||||||
SIMPLO TECHNOLOGY TWD10 | ** | 249,292 | ||||||
SIMPLY GOOD FOODS CO COM | ** | 2,041,586 | ||||||
SIMULATIONS PLUS INC COM | ** | 4,088,376 | ||||||
SINGAPORE (GOVT OF) 1.875% 01/10/2051 | ** | 494,595 | ||||||
SINGAPORE EXCHANGE NPV | ** | 91,748 | ||||||
SINGAPORE GOVERNMENT 2.125% 01/06/2026 | ** | 537,895 | ||||||
SINGAPORE(GOVT OF) 2.25% SNR 01/08/36 SGD1000 | ** | 154,502 | ||||||
SINGAPORE(GOVT OF) 2.75% SNR 01/04/42 SGD1000 | ** | 82,611 | ||||||
SINGAPORE(GOVT OF) 2.875% SNR 01/09/30 SGD1000 | ** | 486,276 | ||||||
SINGATRON ENTERPRI CO | ** | 124,690 | ||||||
SINO BIOPHARMACEUT HKD0.025 | ** | 937,045 | ||||||
SINO-AMERICAN SILI TWD10 | ** | 645,780 | ||||||
SINON CORP TWD10 | ** | 117,278 | ||||||
SINOPEC ENGINEERIN 'H' CNY1 | ** | 313,331 | ||||||
SINOPHARM GROUP CO. LTD. 'H'SHS CNY1 | ** | 456,832 | ||||||
SINOPOWER SEMICOND TWD10 | ** | 126,287 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
SINOTRANS LIMITED 'H'CNY1 | ** | 236,971 | ||||||
SINOTRUK (HK) LTD NPV | ** | 797,301 | ||||||
SIRIUS XM HLDGS INC COM | ** | 1,924,787 | ||||||
SIRIUSPOINT LTD COM USD0.1 | ** | 140,795 | ||||||
SITC INTERNATIONAL HKD0.10 | ** | 1,309,390 | ||||||
SITEONE LANDSCAPE SUPPLY INC COM | ** | 5,775,713 | ||||||
SITRONIX TECHNOLOG TWD10 | ** | 230,156 | ||||||
SIX FLAGS ENTMT CORP NEW COM | ** | 1,902,517 | ||||||
SIYARAM SILK INR2 | ** | 152,503 | ||||||
SK HYNIX INC | ** | 3,528,201 | ||||||
SK TELECOM KRW100 | ** | 1,247,069 | ||||||
SKANDINAVISKA 2.8% DUE 03-11-2022 | ** | 903,979 | ||||||
SKANSKA AB SER'B'NPV | ** | 184,656 | ||||||
SKISTAR AB SER'B'NPV | ** | 78,380 | ||||||
SKYLINE CHAMPION CORPORATION COM USD0.0277 | ** | 9,560,213 | ||||||
SKYWORKS SOLUTIONS INC SR NT .9% 06-01-2023 | ** | 1,989,873 | ||||||
SKYWORKS SOLUTIONS INC SR NT .9% 06-01-2023 | ** | 1,288,443 | ||||||
SKYWORTH GROUP LIMITED | ** | 106,451 | ||||||
SL GREEN OPER 3.25% DUE 10-15-2022 | ** | 203,260 | ||||||
SLC AGRICOLA SA COM NPV | ** | 127,263 | ||||||
SLC STUD LN TR FLTG RT .36275% DUE 09-15-2039 | ** | 2,108,070 | ||||||
SLC STUDENT LN TR 2010-1 NT CL IA-1 FLTGRATE 11-25-2042 REG | ** | 1,018,119 | ||||||
SLM CORP COM | ** | 2,862,437 | ||||||
SLM PRIVATE CR STUDENT LN TR 2007-A STUDLN BACKED NT A-4 FLTG 12-16-2041BEO | ** | 8,058,852 | ||||||
SLM PRIVATE CR STUDENT LOAN TRUST 2004-A06-15-2033 REG | ** | 3,180,320 | ||||||
SLM STUDENT LN 3-7 3.8%-FRN A/BKD 15/12/33 EUR | ** | 281,677 | ||||||
SLM STUDENT LN TR 2005-4 CL A-3 VAR RT DUE 01-25-2027 | ** | 375,650 | ||||||
SLM STUDENT LN TR 2008 9 STUDENT LOAN BKD NTS CL A FLTG 04-25-2023 REG | ** | 4,337,511 | ||||||
SLM STUDENT LN TR SER 05-8 CL A5 VAR 01-25-2040 | ** | 5,030,471 | ||||||
SM ENTERTAINMENT CO LTD KRW500 | ** | 34,088 | ||||||
SM PRIME HLDGS PHP1 | ** | 234,011 | ||||||
SMALL BUSINESS 5.67999982834% DUE 06-01-2028 | ** | 58,733 | ||||||
SMALL BUSINESS ADMINISTRATION SER 2019-10A CL 1 3.113% 03-10-2029 | ** | 1,374,297 | ||||||
SMART GLOBAL HOLDINGS INC COMN STOCK | ** | 627,268 | ||||||
SMARTGROUP CORPORATION LIMITED NPV | ** | 45,787 | ||||||
SMARTSHEET INC CL A CL A | ** | 2,770,464 | ||||||
SMBC AVIATION CAP 4.125% DUE 07-15-2023 | ** | 1,354,472 | ||||||
SMBC AVIATION CAP 4.125% DUE 07-15-2023 | ** | 1,739,976 | ||||||
SMC CORP NPV | ** | 5,930,267 | ||||||
SMITHS GROUP ORD GBP0.375 | ** | 2,559,694 | ||||||
SNAP INC SNAP INC | ** | 11,289,504 | ||||||
SNAP ONE HLDGS CORP COM | ** | 605,038 | ||||||
SNAP-ON INC COM | ** | 50,184 | ||||||
SNOWFLAKE INC CL A CL A | ** | 9,446,721 | ||||||
SNT ENERGY CO LTD | ** | 118,736 | ||||||
SNU PRECISION CO L KRW500 | ** | 51,570 | ||||||
SOCIETE GENERALE 2.625% DUE 01-22-2025 | ** | 512,796 | ||||||
SOCIETE GENERALE 2.625% DUE 01-22-2025 | ** | 11,594,328 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
SOCIETE GENERALE EUR1.25 | ** | 516,783 | ||||||
SOFI PROFESSIONAL LN PROGRAM 2020-C POSTGRADUATE LN AST BKD NT 1.95% 02-15-2046 | ** | 982,566 | ||||||
SOFI TECHNOLOGIES INC COM | ** | 198,226 | ||||||
SOJITZ CORPORATION | ** | 855,398 | ||||||
SOLAR A/S SER'B'DKK100 | ** | 42,964 | ||||||
SOLAREDGE TECHNOLOGIES INC COM | ** | 479,214 | ||||||
SOLTEAM INCORPORATION | ** | 280,102 | ||||||
SOLUS ADVANCED MATERIALS CO LTD | ** | 829,842 | ||||||
SOMANY CERAMICS INR2 | ** | 181,001 | ||||||
SOMBOON ADVANCE TE THB1(NVDR) | ** | 393,921 | ||||||
SOMPO HOLDINGS INC | ** | 755,361 | ||||||
SONA BLW PRECISION INR10 | ** | 1,028,438 | ||||||
SONAE SGPS SA EUR1 | ** | 1,372,109 | ||||||
SONATA SOFTWARE INR1 | ** | 90,519 | ||||||
SONIC AUTOMOTIVE INC CL A | ** | 429,424 | ||||||
SONIC HEALTHCARE NPV | ** | 1,257,404 | ||||||
SONIX TECHNOLOGY C TWD10 | ** | 33,244 | ||||||
SONY GROUP CORPORA NPV | ** | 8,397,093 | ||||||
SOPRA STERIA GROUP | ** | 369,502 | ||||||
SOUND POINT CLO LTD 0.0% 20/10/2028 0% 10-20-2028 | ** | 402,126 | ||||||
SOUND PT CLO XV LTD / SOUND PT CLO SR SECD NT CL A-RR 144A 1.15886% 01-23-2029 | ** | 599,225 | ||||||
SOUTH AFRICA REP NT 5.375% DUE 07-24-2044 REG | ** | 190,916 | ||||||
SOUTH32 LTD NPV | ** | 2,549,932 | ||||||
SOUTHERN CAL EDISON 2.4% 02-01-2022 | ** | 2,248,331 | ||||||
SOUTHERN CALIF EDISON CO 1ST & REF MTG FLTG RT 04-01-2024 | ** | 3,912,350 | ||||||
SOUTHERN CALIF EDISON CO 1ST & REF MTG SER 2021 1.1% 04-01-2024 | ** | 99,638 | ||||||
SOUTHERN CALIF EDISON CO 1ST & REF MTG SER 2021 1.1% 04-01-2024 | ** | 6,700,646 | ||||||
SOUTHERN CALIF EDISON CO 1ST & REF MTG SER 2021 FLTG .688864% 04-03-2023 | ** | 200,151 | ||||||
SOUTHERN CALIF EDISON CO 3.5 DUE 10-01-2023 | ** | 928,037 | ||||||
SOUTHERN CALIF EDISON CO 4.2% 03-01-2029 | ** | 446,292 | ||||||
SOUTHERN CO 2.95% DUE 07-01-2023 | ** | 684,143 | ||||||
SOUTHERN CO 3.7% DUE 04-30-2030 REG | ** | 1,741,766 | ||||||
SOUTHERN CO COM STK | ** | 20,342,748 | ||||||
SOUTHERN CO FIXED .6% DUE 02-26-2024 | ** | 2,563,011 | ||||||
SOUTHERN COPPER CORP DEL RT 3.875% DUE 04-23-2025 | ** | 2,626,050 | ||||||
SOUTHERN PWR CO 5.15% DUE 09-15-2041 | ** | 73,654 | ||||||
SOUTHN CAL EDISON 1.2% DUE 02-01-2026 | ** | 293,979 | ||||||
SOUTHN CAL EDISON 1.2% DUE 02-01-2026 | ** | 1,665,880 | ||||||
SOUTHN CAL EDISON 2.85% DUE 08-01-2029 | ** | 724,078 | ||||||
SOUTHN CAL EDISON 3.4% DUE 06-01-2023 | ** | 1,032,666 | ||||||
SOUTHN CAL EDISON 3.65% DUE 03-01-2028 | ** | 378,138 | ||||||
SOUTHN CAL EDISON 3.7% DUE 08-01-2025 | ** | 1,388,546 | ||||||
SOUTHN CAL EDISON 4% DUE 04-01-2047 | ** | 105,095 | ||||||
SOUTHN CAL EDISON CO 5.55 DUE 01-15-2036BEO | ** | 202,674 | ||||||
SOUTHN CO GAS CAP 2.45% DUE 10-01-2023 | ** | 1,762,229 | ||||||
SOUTHN COPPER CORP 5.25% DUE 11-08-2042 | ** | 3,637,788 | ||||||
SOUTHN COPPER CORP DEL COM | ** | 176,059 | ||||||
SOUTHN NAT GAS CO 8% DUE 03-01-2032 | ** | 115,547 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
SOUTHSTATE CORP COM | ** | 1,098,789 | ||||||
SOUTHWEST AIRLS CO 5.25% DUE 05-04-2025 | ** | 3,688,934 | ||||||
SOUTHWESTERN ELEC PWR CO SR NT SER N 1.65% 03-15-2026 | ** | 486,250 | ||||||
SOUTHWESTERN PUBLIC SERVICE CO 3.75% 06-15-2049 | ** | 285,582 | ||||||
SOUTHWESTN ELEC 3.9% DUE 04-01-2045 | ** | 103,729 | ||||||
SPAIN(KINGDOM OF) 144A T BD .85% 30/07/2037 | ** | 444,003 | ||||||
SPAIN(KINGDOM OF) 3.45% SNR 30/07/66 EUR1000 | ** | 1,373,973 | ||||||
SPAIN(KINGDOM OF) TBOND 1.45% 31/10/2071 | ** | 148,952 | ||||||
SPAR GROUP LIMITED ZAR | ** | 232,230 | ||||||
SPAREBANK 1 NORD-NORGE GRUNNFONDSBEVIS NOK50 | ** | 305,263 | ||||||
SPARTANNASH CO COM NPV | ** | 72,772 | ||||||
SPECTRIS ORD GBP0.05 | ** | 127,828 | ||||||
SPECTRUM BRANDS HLDGS INC COM USD0.01 | ** | 1,410,958 | ||||||
SPIN MASTER CORP SUB VTG NPV | ** | 45,543 | ||||||
SPIRE INC COM | ** | 2,890,550 | ||||||
SPIRE MO INC .549196% 12-02-2024 | ** | 6,000,738 | ||||||
SPIRENT COMMS ORD GBP0.03333 | ** | 64,719 | ||||||
SPIRIT AEROSYSTEMS 4.6% DUE 06-15-2028 | ** | 1,604,000 | ||||||
SPIRIT AEROSYSTEMS FIXED 3.95% DUE 06-15-2023 | ** | 402,000 | ||||||
SPIRIT AEROSYSTEMS HLDGS INC CL A | ** | 794,364 | ||||||
SPIRIT AIRLS CL AA PASS THRU CTFS 3.375%08-15-2031 | ** | 50,046 | ||||||
SPIRIT REALTY CAPITAL INC COM USD0.01(POST REV SPLIT) | ** | 1,598,318 | ||||||
SPIRIT RLTY L P 3.2% DUE 02-15-2031 | ** | 517,285 | ||||||
SPIRIT RLTY L P SR NT 2.7% 02-15-2032 | ** | 990,623 | ||||||
SPOTIFY TECHNOLOGY S A COM EUR0.025 | ** | 7,615,804 | ||||||
SPRINKLR INC CL A CL A | ** | 501,270 | ||||||
SPROUT SOCIAL INC COM CL A COM CL A | ** | 2,749,086 | ||||||
SQUARE ENIX HOLDINGS CO LTD NPV | ** | 297,193 | ||||||
SRA HOLDINGS INC NPV | ** | 227,239 | ||||||
SREIT TR 2021-IND FLTG RT .806% DUE 10-15-2038 | ** | 1,970,488 | ||||||
SRI TRANG GLOVES THB0.5 (NVDR) | ** | 205,940 | ||||||
SSAB AB SER'A'NPV | ** | 124,711 | ||||||
SSAB AB SER'B'NPV | ** | 698,338 | ||||||
STAAR SURGICAL CO COM NEW PAR $0.01 | ** | 3,495,786 | ||||||
STANDARD BK GR LTD ZAR0.1 | ** | 79,427 | ||||||
STANDARD CHARTERED PLC 1.456% 01-14-2027 | ** | 745,772 | ||||||
STANLEY BLACK & DECKER INC COM | ** | 17,362,471 | ||||||
STANTEC INC COM | ** | 500,751 | ||||||
STAR ASIA INVESTME REIT | ** | 718,212 | ||||||
STAR MICRONICS CO NPV | ** | 1,205,379 | ||||||
STARBUCKS CORP 3.8% DUE 08-15-2025 | ** | 323,793 | ||||||
STARBUCKS CORP COM | ** | 20,891,778 | ||||||
STARBUCKS CORP FIXED 2.55% DUE 11-15-2030 | ** | 1,939,774 | ||||||
STARTS PROCEED INV REIT | ** | 200,395 | ||||||
STARWOOD MTG 1.172% DUE 05-25-2065 | ** | 547,497 | ||||||
STARWOOD MTG 1.431% DUE 05-25-2065 | ** | 791,754 | ||||||
STARWOOD MTG 1.486% DUE 04-25-2065 | ** | 204,965 | ||||||
STATE OF ISRAEL BD 4.125% DUE 01-17-2048REG | ** | 367,164 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
STATE OF QATAR 4.5% 20 JAN 2022 | ** | 5,314,734 | ||||||
STATE STR CORP 2.354% DUE 11-01-2025 | ** | 1,869,997 | ||||||
STATE STR CORP 2.901% DUE 03-30-2026 BEO | ** | 2,798,026 | ||||||
STATE STR CORP 3.152% 03-30-2031 | ** | 812,646 | ||||||
STATE STR CORP COM | ** | 9,281,400 | ||||||
STD CHARTERED PLC 2.678% DUE 06-29-2032 | ** | 5,495,462 | ||||||
STD CHARTERED PLC FLTG RT 4.247% DUE 01-20-2023 | ** | 1,702,441 | ||||||
STD CHARTERED PLC FLTG RT 4.247% DUE 01-20-2023 | ** | 500,718 | ||||||
STEEL DYNAMICS INC 1.65% DUE 10-15-2027 | ** | 127,231 | ||||||
STEEL DYNAMICS INC 2.8% DUE 12-15-2024 | ** | 67,548 | ||||||
STEEL DYNAMICS INC 3.25% DUE 10-15-2050 | ** | 197,273 | ||||||
STEEL DYNAMICS INC 3.45% DUE 04-15-2030 BEO | ** | 106,950 | ||||||
STEEL DYNAMICS INC COM | ** | 883,753 | ||||||
STEELCASE INC CL A COM | ** | 5,346,266 | ||||||
STELLANTIS N.V COM EUR0.01 | ** | 2,896,432 | ||||||
STEPSTONE GROUP INC CL A CL A | ** | 353,636 | ||||||
STERLING CONSTR INC COM | ** | 96,390 | ||||||
STEWART INFORMATION SVCS CORP COM | ** | 1,013,289 | ||||||
STHREE PLC ORD GBP0.01 | ** | 251,612 | ||||||
STICHTING AK RABOBANK CERTIFICATEN 6.5% 31/12/2049 | ** | 659,396 | ||||||
STIFEL FINL CORP COM | ** | 2,856,235 | ||||||
STMICROELECTRONICS EUR1.04 | ** | 5,625,481 | ||||||
STONERIDGE INC COM | ** | 97,318 | ||||||
STONEX GROUP INC COM | ** | 222,766 | ||||||
STORA ENSO OYJ SER'R'NPV | ** | 405,470 | ||||||
STORE CAP CORP 2.75% DUE 11-18-2030 | ** | 2,581,151 | ||||||
STORE CAPITAL CORPORATION SR NT 2.7% 12-01-2031 | ** | 1,076,927 | ||||||
STRATTON MORT21 FRN M/BKD 07/2060 GBP 'A' | ** | 1,084,319 | ||||||
STRIDE INC COM USD | ** | 159,684 | ||||||
STRUCTURED ASSET INVT LN TR 2003-BC2 MTGPASSTHRU CTF CL A2 VAR 04-25-2033 REG | ** | 140,348 | ||||||
STRUCTURED ASSET INVT LN TR 2004-2 MTG PASSTHRU CTF CL A4 03-25-2034 REG | ** | 275,737 | ||||||
STRUCTURED AST INVT LN TR 2004-7 MTG PASSTHRU CTF CL A8 VAR 08-25-2034 REG | ** | 3,558,950 | ||||||
STRYKER CORP | ** | 17,903,234 | ||||||
STRYKER CORP .6% DUE 12-01-2023 | ** | 2,600,090 | ||||||
SUBARU CORPORATION NPV | ** | 3,587,232 | ||||||
SUESS MICROTEC SE NPV | ** | 94,454 | ||||||
SUL AMERICA SA UNITS (1 COM SHS & 2 PRF) | ** | 225,903 | ||||||
SUMCO CORPORATION NPV | ** | 426,751 | ||||||
SUMITOMO CORP NPV | ** | 1,382,334 | ||||||
SUMITOMO FORESTRY NPV | ** | 900,935 | ||||||
SUMITOMO MITSUI .948% DUE 01-12-2026 | ** | 3,566,402 | ||||||
SUMITOMO MITSUI 1.474% DUE 07-08-2025 | ** | 2,288,983 | ||||||
SUMITOMO MITSUI 2.632% DUE 07-14-2026 | ** | 155,380 | ||||||
SUMITOMO MITSUI 2.84% BNDS 01-11-2022 | ** | 1,800,814 | ||||||
SUMITOMO MITSUI BANKING 3.4 07-11-2024 | ** | 6,209,440 | ||||||
SUMITOMO MITSUI FG 3.748% 19 JUL 2023 | ** | 1,062,675 | ||||||
SUMITOMO MITSUI FINANCIAL GROUP INC SR NT FLTG DUE 01-17-2023 REG | ** | 4,737,251 | ||||||
SUMITOMO MITSUI FINANCIAL GROUP NPV | ** | 2,110,114 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
SUMITOMO MITSUI FINL GROUP INC 2.348% DUE 01-15-2025 REG | ** | 10,491,375 | ||||||
SUMITOMO MITSUI FINL GROUP INC 2.784% BNDS 07-12-2022 | ** | 6,117,332 | ||||||
SUMITOMO MITSUI FINL GROUP INC 2.784% BNDS 07-12-2022 | ** | 506,147 | ||||||
SUMITOMO MITSUI FINL GROUP INC FIXED 3.04% 07-16-2029 | ** | 1,147,534 | ||||||
SUMITOMO MITSUI FINL GROUP INC SR NT 1.902% 09-17-2028 | ** | 1,962,407 | ||||||
SUMITOMO MITSUI FINL GROUP INC SUMIBK 2.696% 07-16-2024 BEO | ** | 3,303,146 | ||||||
SUMITOMO MITSUI FINL GRP 2.778% DUE 10-18-2022 | ** | 7,079,168 | ||||||
SUMITOMO MITSUI FINL GRP 2.778% DUE 10-18-2022 | ** | 3,153,432 | ||||||
SUMITOMO MITSUI TRUST HOLDINGS INC | ** | 867,084 | ||||||
SUMITOMO REALTY & DEVELOPMENT NPV | ** | 176,285 | ||||||
SUMITOMO SEIKA NPV | ** | 144,299 | ||||||
SUMMERSET GROUP HOLDINGS LTD | ** | 620,789 | ||||||
SUN CTRY AIRLS HLDGS INC COM | ** | 1,376,125 | ||||||
SUN FRONTIER FUDOS NPV | ** | 763,081 | ||||||
SUN HUNG KAI CO NPV | ** | 320,152 | ||||||
SUN HUNG KAI PROP NPV | ** | 242,679 | ||||||
SUN KING TECHNOLOGY GROUP LTD | ** | 29,347 | ||||||
SUN PHARMACEUTICAL EQ-INR 1 | ** | 267,718 | ||||||
SUNAC CHINA HLDGS HKD0.10 | ** | 116,345 | ||||||
SUNCOKE ENERGY INC COM USD0.01 | ** | 350,693 | ||||||
SUNCOR ENERGY INC 4% DUE 11-15-2047 | ** | 446,059 | ||||||
SUNCOR ENERGY INC COM NPV 'NEW' | ** | 9,046,415 | ||||||
SUNCOR ENERGY INC NEW COM STK | ** | 4,280,130 | ||||||
SUNCORP GROUP LTD NPV | ** | 1,925,083 | ||||||
SUNNOVA ENERGY INTL INC COM | ** | 2,065,159 | ||||||
SUNNY OPTICAL TECH HKD0.10 | ** | 1,103,901 | ||||||
SUNOCO LOGISTICS 3.45% DUE 01-15-2023 | ** | 2,876,428 | ||||||
SUNOCO LOGISTICS 3.9% DUE 07-15-2026 | ** | 268,735 | ||||||
SUNOCO LOGISTICS 3.9% DUE 07-15-2026 | ** | 4,299,761 | ||||||
SUNOCO LOGISTICS 4.65% DUE 02-15-2022 | ** | 80,358 | ||||||
SUNOCO LOGISTICS PARTNER 4.0% 10-01-2027 | ** | 2,717,524 | ||||||
SUNOCO LOGISTICS PARTNERS 5.4% 10-01-2047 | ** | 576,756 | ||||||
SUNPLUS TECHNOLOGY TWD10 | ** | 153,095 | ||||||
SUNRUN INC COM | ** | 63,627 | ||||||
SUNTRUST BK ATL 05-17-2019 FIXED 2.8% 05-17-2022 | ** | 1,007,292 | ||||||
SUPALAI PUBLIC CO THB1(NVDR) | ** | 159,264 | ||||||
SUPER MICRO COMPUTER INC COM USD0.001 | ** | 698,102 | ||||||
SUPERIOR PLUS CORP COM NPV | ** | 594,862 | ||||||
SURGUTNEFTEGAS PJS ADR-REPR 10 ORD RUB1 | ** | 120,711 | ||||||
SURMODICS INC COM | ** | 198,811 | ||||||
SUTTER HEALTH 3.361% DUE 08-15-2050 | ** | 8,624,776 | ||||||
SUZANO AUSTRIA FIXED 6% DUE 01-15-2029 | ** | 5,451,872 | ||||||
SVENSKA HANDELSBANKEN SER'A'NPV (P/S) | ** | 4,866,805 | ||||||
SVF INVESTMENT CORP 3 | ** | 761,890 | ||||||
SWCC SHOWA HOLDINGS CO., LTD NPV | ** | 64,996 | ||||||
SWEDBANK AB MEDIUM 1.3% DUE 06-02-2023 | ** | 1,227,228 | ||||||
SWEDBANK AB SER'A'NPV | ** | 806,573 | ||||||
SWIRE PACIFIC 'A' NPV | ** | 847,601 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
SWISS INSD BRAZIL 9.85% 16/07/2032 DUAL CURR | ** | 760,269 | ||||||
SWISSCOM AG CHF1(REGD) | ** | 120,733 | ||||||
SYDBANK DKK10 | ** | 55,298 | ||||||
SYN_SWAP 0.0 10 MAR 2022 KMH2 INDEX KM2H22_SW | ** | 45,541 | ||||||
SYN_SWAP 0.0 10 MAR 2022 KMH2 INDEX KM2H22_SW | ** | 83,826 | ||||||
SYN_SWAP 0.0 16 FEB 2022 BZG2 INDEX BZG22_SW | ** | 124,978 | ||||||
SYN_SWAP 0.0 18 MAR 2022 KRSH2 INDEX WIH22_SW | ** | 8,955 | ||||||
SYN_SWAP 0.0 18 MAR 2022 SMH2 INDEX FSMIH22_SW | ** | 238,330 | ||||||
SYN_SWAP 0.0 19 JAN 2022 FTF2 INDEX TXF22_SW | ** | 256,296 | ||||||
SYN_SWAP 0.0 19 JAN 2022 FTF2 INDEX TXF22_SW | ** | 19,125 | ||||||
SYN_SWAP 0.0 28 JAN 2022 TAF2 INDEX TA35F22_SW | ** | 12,018 | ||||||
SYNAPTICS INC COM | ** | 3,913,017 | ||||||
SYNCHRONOSS TECHNOLOGIES INC COM STK | ** | 75,457 | ||||||
SYNCHRONY CARD 2.95% DUE 03-15-2025 | ** | 1,365,239 | ||||||
SYNCHRONY FINL 2.85% DUE 07-25-2022 | ** | 1,591,045 | ||||||
SYNCHRONY FINL 4.5% DUE 07-23-2025 | ** | 1,729,425 | ||||||
SYNDAX PHARMACEUTICALS INC COM | ** | 88,151 | ||||||
SYNEOS HEALTH INC COM | ** | 8,898,351 | ||||||
SYNGENTA FIN N V 4.441% DUE 04-24-2023 | ** | 2,067,653 | ||||||
SYNOPSYS INC COM | ** | 93,968 | ||||||
SYNOVUS FINL CORP COM NEW COM NEW | ** | 3,198,817 | ||||||
SYSCO CORP 3.25% DUE 07-15-2027 | ** | 63,844 | ||||||
SYSCOM PUTER TWD10 | ** | 205,465 | ||||||
T ROWE PRICE GROUP INC | ** | 356,115 | ||||||
T SISE VE CAM FABR TRY1 | ** | 430,863 | ||||||
TA ANN HLDGS BHD NPV | ** | 260,006 | ||||||
TABCORP HOLDINGS LTD NPV | ** | 606,165 | ||||||
TABOOLA COM LTD COM NPV | ** | 165,722 | ||||||
TAI HING GROUP HOL HKD0.01 | ** | 119,667 | ||||||
TAIFLEX SCIENTIFIC TWD10 | ** | 41,201 | ||||||
TAIHEI DENGYO NPV | ** | 87,332 | ||||||
TAISEI CORP NPV | ** | 3,730,400 | ||||||
TAIWAN GLASS IND TWD10 | ** | 177,344 | ||||||
TAIWAN HON CHUAN E TWD10 | ** | 157,846 | ||||||
TAIWAN PAIHO TWD10 | ** | 955,172 | ||||||
TAIWAN PCB TECHVES TWD10 | ** | 166,686 | ||||||
TAIYO YUDEN CO LTD NPV | ** | 154,227 | ||||||
TAKARA HOLDINGS INC JPY50 | ** | 401,902 | ||||||
TAKEDA FIXED 4.4% DUE 11-26-2023 | ** | 5,788,409 | ||||||
TAKEDA FIXED 5% DUE 11-26-2028 | ** | 587,848 | ||||||
TAKEDA PHARMACEUTICAL CO LTD 2.05% DUE 03-31-2030 BEO | ** | 784,263 | ||||||
TAKEDA PHARMACEUTICAL CO LTD SR NT 3.175% 07-09-2050 | ** | 379,439 | ||||||
TAKEUCHI MFG CO NPV | ** | 37,924 | ||||||
TAMA HOME CO LTD NPV | ** | 642,256 | ||||||
TAMILNADU PETRO PR INR10 | ** | 41,565 | ||||||
TANDEM DIABETES CARE INC COM NEW COM USD0.001(POST REV SPLT) | ** | 2,712,521 | ||||||
TAPESTRY INC COM USD0.01 | ** | 850,205 | ||||||
TARGA RES CORP COM | ** | 3,058,130 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
TARGET CORP 2.25% DUE 04-15-2025 | ** | 6,850,741 | ||||||
TARGET CORP COM STK | ** | 8,062,907 | ||||||
TATA COMMUNICATIONS LIMITED INR10 | ** | 115,800 | ||||||
TATA CONSULTANCY S INR1 | ** | 8,412,886 | ||||||
TATA ELXSI INR10 | ** | 311,257 | ||||||
TATA STEEL LONG INR10 | ** | 13,553 | ||||||
TATA STEEL LTD INR10 | ** | 571,721 | ||||||
TATE & LYLE ORD GBP0.25 | ** | 325,367 | ||||||
TATNEFT PJSC ADS (REPR 6 ORD RUB0.1) | ** | 319,295 | ||||||
TC PIPELINES LP 4.375% DUE 03-13-2025 | ** | 644,075 | ||||||
TE CONNECTIVITY LTD | ** | 8,889,834 | ||||||
TEACHERS INS & 3.3% DUE 05-15-2050 | ** | 5,234,041 | ||||||
TEACHERS INS & 4.27% DUE 05-15-2047 | ** | 181,778 | ||||||
TEAM PRECISION THB1 (NVDR) | ** | 12,814 | ||||||
TECAN GROUP AG CHF0.10 (REGD) | ** | 1,767,780 | ||||||
TECH MAHINDRA | ** | 2,182,580 | ||||||
TECHTARGET INC COM | ** | 152,578 | ||||||
TECK COMINCO LTD 6.125% 10-01-2035 | ** | 713,991 | ||||||
TEGMA GESTAO LOGIS COM NPV | ** | 191,830 | ||||||
TEGNA INC COM | ** | 85,692 | ||||||
TELADOC HEALTH INC | ** | 1,750,456 | ||||||
TELE2 AB SER'B'NPV | ** | 122,735 | ||||||
TELECOM ITALIA SPA NPV | ** | 1,081,486 | ||||||
TELEDYNE TECHNOLOGIES INC NT .95% 04-01-2024 | ** | 841,537 | ||||||
TELEDYNE TECHNOLOGIES INC NT .95% 04-01-2024 | ** | 2,699,849 | ||||||
TELEDYNE TECHNOLOGIES INC NT 2.75% 04-01-2031 | ** | 4,862,773 | ||||||
TELEFONICA FIXED 4.103% DUE 03-08-2027 | ** | 242,303 | ||||||
TELEFONICA SA EUR1 | ** | 2,434,718 | ||||||
TELEPHONE & DATA SYS INC COM STK | ** | 907,697 | ||||||
TELKOM INDONESIA (PERSERO) TBK IDR50 | ** | 2,372,380 | ||||||
TELSTRA CORP LTD NPV | ** | 208,793 | ||||||
TENCENT HLDGS LIMITED COMMON STOCK | ** | 15,269,048 | ||||||
TENCENT HLDGS LTD 3.595% DUE 01-19-2028 | ** | 3,047,850 | ||||||
TENCENT HLDGS LTD 3.8% DUE 02-11-2025 | ** | 1,125,731 | ||||||
TENET HEALTHCARE CORP COM NEW . | ** | 556,799 | ||||||
TENN VALLEY AUTHORITY 1.5% 09-15-2031 | ** | 108,498 | ||||||
TENNANT CO COM | ** | 4,795,137 | ||||||
TENNECO INC | ** | 508,907 | ||||||
TENNESSEE VALLEY A 0% DUE 04-01-2026 REG | ** | 1,484,640 | ||||||
TENNESSEE VALLEY AUTH FED 0% CPN IO STRIPS DUE 09-15-2026 | ** | 1,646,687 | ||||||
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPNGENERIC INT PMT 04-01-2028 | ** | 2,642,366 | ||||||
TENNESSEE VY AUTH GLOBAL POWER BD SER A 4.625% DUE 09-15-2060 REG | ** | 69,200 | ||||||
TENNESSEE VY AUTH GLOBAL PWR BD SER A 4.25% DUE 09-15-2065 REG | ** | 105,584 | ||||||
TENNESSEE VY AUTH TENN VALLEY AUTH 4.875% DUE 01-15-2048 REG | ** | 460,083 | ||||||
TERADYNE INC COM | ** | 652,975 | ||||||
TEREX CORP NEW COM | ** | 1,182,211 | ||||||
TERUMO CORP NPV | ** | 7,403,578 | ||||||
TERWIN MTG TR 2003-6HE ASSET BKD CTF CL A-1 FLTG 11-25-2033 REG | ** | 26,549 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
TESCO 6.125% SNR 24/02/2022 GBP | ** | 68,251 | ||||||
TESCO ORD GBP0.0633333 | ** | 5,636,776 | ||||||
TESCO PROP FIN 6 PLC 5.4111% BDS 13/07/2044 GBP100000 | ** | 319,904 | ||||||
TESCO PROPERTY FIN 4 PLC 5.8006% 13/10/2040 | ** | 335,077 | ||||||
TESLA AUTO LEASE 1.68% DUE 02-20-2024 | ** | 176,171 | ||||||
TESLA AUTO LEASE 2.16% DUE 10-20-2022 | ** | 502,886 | ||||||
TESLA INC COM USD0.001 | ** | 69,804,546 | ||||||
TESSENDERLO GROUP NPV | ** | 72,817 | ||||||
TETHYS OIL AB NPV | ** | 221,025 | ||||||
TETRA TECH INC NEW COM | ** | 1,426,320 | ||||||
TEVA 2.95% DUE 12-18-2022 | ** | 440,498 | ||||||
TEVA PHARM FINANCE 3.25% SNR 15/04/22 EUR1000 | ** | 1,478,666 | ||||||
TEXAS CAP BANCSHARES INC DEL COM | ** | 422,232 | ||||||
TEXAS HEALTH RES FIXED 2.328% DUE 11-15-2050 | ** | 392,745 | ||||||
TEXAS INSTRS INC 1.125% 09-15-2026 | ** | 763,018 | ||||||
TEXAS INSTRS INC 1.75% DUE 05-04-2030 | ** | 589,006 | ||||||
TEXAS INSTRS INC 3.875% 03-15-2039 | ** | 414,629 | ||||||
TEXAS INSTRUMENTS INC COM | ** | 41,862,391 | ||||||
TEXAS ROADHOUSE INC COMMON STOCK | ** | 5,053,069 | ||||||
TEXHONG TEXTILE GR HKD0.1 | ** | 350,763 | ||||||
TEXTAINER GROUP HLDGS LTD COM STK | ** | 1,635,125 | ||||||
TEXTRON INC 3.9% 09-17-2029 | ** | 1,675,881 | ||||||
TEXTRON INC COM | ** | 5,840,566 | ||||||
TEXTRON INC FIXED 2.45% DUE 03-15-2031 | ** | 2,459,498 | ||||||
TG THERAPEUTICS INC COM | ** | 94,639 | ||||||
THALES SA EUR3 | ** | 244,555 | ||||||
THE BEAUTY HEALTH CO CL A | ** | 818,565 | ||||||
THE TRADE DESK INC COM CL A COM CL A | ** | 8,843,901 | ||||||
THERAVANCE BIOPHARMA INC COM | ** | 356,926 | ||||||
THERMO FISHER CORP | ** | 22,914,356 | ||||||
THERMO FISHER SCIENTIFIC 1.75% 10-15-2028 | ** | 497,185 | ||||||
THERMO FISHER SCIENTIFIC INC 2.8% 10-15-2041 | ** | 218,136 | ||||||
THESEUS PHARMACEUTICALS INC COM | ** | 81,380 | ||||||
THIRD COAST BANCSHARES INC COM | ** | 145,488 | ||||||
THOMSON-REUTERS COM NPV | ** | 5,297,893 | ||||||
THOR INDS INC COM STK | ** | 1,277,616 | ||||||
THRACE PLASTICS CO (CR) | ** | 95,505 | ||||||
THULE GROUP AB NPV | ** | 87,473 | ||||||
TIGER BRANDS ZAR0.10 | ** | 46,509 | ||||||
TILLYS INC CL A | ** | 156,170 | ||||||
TIMAH IDR50 | ** | 67,617 | ||||||
TIME WARNER CABLE 6.75% DUE 06-15-2039 | ** | 436,961 | ||||||
TIS INC | ** | 177,866 | ||||||
TITAN INTL INC ILL COM | ** | 157,682 | ||||||
TITAN MACHY INC COM | ** | 377,294 | ||||||
TJX COS INC COM NEW | ** | 7,066,482 | ||||||
T-MOBILE USA INC 2.05% DUE 02-15-2028 | ** | 223,519 | ||||||
T-MOBILE USA INC 2.05% DUE 02-15-2028 | ** | 1,609,335 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
T-MOBILE USA INC 2.55% 02-15-2031 | ** | 7,052,263 | ||||||
T-MOBILE USA INC 3.0% DUE 02-15-2041 BEO | ** | 445,487 | ||||||
T-MOBILE USA INC 3.5% 04-15-2025 | ** | 9,196,730 | ||||||
T-MOBILE USA INC 3.875% 04-15-2030 | ** | 2,485,935 | ||||||
T-MOBILE USA INC FIXED 3.75% DUE 04-15-2027 | ** | 1,842,064 | ||||||
T-MOBILE USA INC FIXED 3.75% DUE 04-15-2027 | ** | 205,878 | ||||||
T-MOBILE USA INC SR SECD NT 1.5% 02-15-2026 | ** | 2,824,621 | ||||||
TN VY AUTH FED BOOK ENTRY CPNSTRIPS GENERIC INT PMT 09-15-2028 (UNDDATE) REG | ** | 668,722 | ||||||
TN VY AUTH FED BOOK ENTRY PRIN STRIPS GENERIC PRIN PMT 06-15-2035 (UNDDATE) | ** | 335,127 | ||||||
TN VY AUTH FED ZERO CPN 0% DUE 03-15-2026 | ** | 1,931,235 | ||||||
TOBACCO SETTLEMENT FIN AUTH WEST VA AST BACKED 3.151 06-01-2032 BEO TAXABLE | ** | 5,451,284 | ||||||
TOKMANNI GROUP OYJ NPV | ** | 194,402 | ||||||
TOKYO ELEC POWER H NPV | ** | 1,182,999 | ||||||
TOKYO ELECTRON NPV | ** | 629,017 | ||||||
TOKYO METROPOLIS JAPAN BD 144A 2.5% DUE 06-08-2022 BEO | ** | 3,625,308 | ||||||
TOKYO SEIMITSU CO NPV | ** | 928,019 | ||||||
TOKYO STEEL MFG NPV | ** | 205,705 | ||||||
TOKYO TEKKO CO LTD NPV | ** | 269,062 | ||||||
TOKYOTOKEIBA CO NPV | ** | 384,534 | ||||||
TOMRA SYSTEMS ASA NOK1 | ** | 256,015 | ||||||
TOMY COMPANY LTD NPV | ** | 1,350,571 | ||||||
TONG HSING ELECTRO TWD10 | ** | 213,912 | ||||||
TONG REN TANG TECH 'H'CNY1 | ** | 72,016 | ||||||
TOP GLOVE CORP BHD MYR0.50 | ** | 167,424 | ||||||
TOPBUILD CORP COM | ** | 4,697,920 | ||||||
TOPCO SCIENTIFIC C TWD10 | ** | 313,554 | ||||||
TOPCO TECHNOLOGIES TWD10 | ** | 52,571 | ||||||
TOREX GOLD RES INC COM NPV (POST REV SPLT) | ** | 822,428 | ||||||
TORISHIMA PUMP MFG NPV | ** | 127,992 | ||||||
TOROMONT INDUSTRIE COM STK NPV | ** | 866,697 | ||||||
TORONTO DOMINION BANK MTN FLTG 01-27-2023 | ** | 2,111,986 | ||||||
TORONTO DOMINION BK 0.45% 09-11-2023 | ** | 1,416,296 | ||||||
TORONTO DOMINION BK SR MEDIUM TERM BK NT .75% DUE 06-12-2023 | ** | 7,747,921 | ||||||
TORONTO DOMINION BK SR MEDIUM TERM BK NT .75% DUE 06-12-2023 | ** | 1,800,241 | ||||||
TORONTO DOMINION BK SR MEDIUM TERM BK NT 1.15% DUE 06-12-2025 | ** | 912,663 | ||||||
TORONTO DOMINION BK SR MEDIUM TERM BK NT.3% DUE 06-02-2023 | ** | 573,078 | ||||||
TORONTO DOMINION BK SR MEDIUM TERM BK NT.7% 09-10-2024 | ** | 1,603,219 | ||||||
TORONTO DOMINION BK SR MEDIUM TERM BK NT1.9% DUE 12-01-2022 | ** | 4,563,113 | ||||||
TORONTO DOMINION BK SR MEDIUM TERM BK NTFLTG RT 06-02-2023 | ** | 2,455,294 | ||||||
TORONTO-DOMINION COM NPV | ** | 8,896,379 | ||||||
TORRENT POWER INR10 | ** | 927,679 | ||||||
TOSHIBA CORP NPV | ** | 1,536,332 | ||||||
TOSOH CORP NPV | ** | 398,567 | ||||||
TOTAL ACCESS COMMU THB2 (NVDR) | ** | 12,181 | ||||||
TOTAL CAP INTL 3.455% 02-19-202 | ** | 542,107 | ||||||
TOTAL CAP INTL 3.461% DUE 07-12-2049 | ** | 216,853 | ||||||
TOTAL SYS SVCS INC 3.75% DUE 06-01-2023 | ** | 2,849,587 | ||||||
TOTAL SYS SVCS INC 4.0% DUE 06-01-2023 | ** | 1,392,100 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
TOURMALINE OIL CP COM NPV | ** | 284,520 | ||||||
TOWD POINT MORTGA FRN M/BKD 05/2045 GBP 'A' | ** | 4,959,253 | ||||||
TOWD POINT MT19-13 FRN M/BKD 07/2045 GBP'A1' | ** | 6,464,036 | ||||||
TOWD PT MTG FD 19 FRN M/BKD 10/2051 GBP 'A1' | ** | 2,311,443 | ||||||
TOWD PT MTG TR 2020-1 MTG PASS THRU CTF CL A1 2.71% 01-25-2060 | ** | 339,492 | ||||||
TOWD PT MTG TR 2020-2 ASSET BACKED NT CLA1A VAR RT 04-25-2060 | ** | 376,742 | ||||||
TOWER SEMICONDUCTOR LTD | ** | 55,552 | ||||||
TOYA SA PLN0.10 | ** | 24,430 | ||||||
TOYOTA AUTO RECEIVABLES 2021-C ASSET BACKED NT CL A-2 .2% 05-15-2024 | ** | 4,523,690 | ||||||
TOYOTA AUTO RECEIVABLES 2021-D OWNER TR SR 21- D CL A-3 .71% 04-15-2026 | ** | 1,998,430 | ||||||
TOYOTA AUTO RECEIVABLES OWNER TR SER 19-C CL A4 1.88% DUE 11-15-2024 | ** | 2,025,620 | ||||||
TOYOTA MTR CORP .681% DUE 03-25-2024 | ** | 1,806,467 | ||||||
TOYOTA MTR CORP 1.339% DUE 03-25-2026 BEO | ** | 2,360,408 | ||||||
TOYOTA MTR CR CORP 2.625 DUE 01-10-2023 | ** | 964,237 | ||||||
TOYOTA MTR CR CORP .35% DUE 10-14-2022 | ** | 1,874,293 | ||||||
TOYOTA MTR CR CORP 2.65% DUE 04-12-2022 | ** | 495,154 | ||||||
TOYOTA MTR CR CORP MEDIUM TERM NTS TRANCHE # TR 00196 .4% 04-06-2023 | ** | 3,472,618 | ||||||
TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK .5% DUE 08-14-2023 | ** | 1,755,678 | ||||||
TOYOTA TSUSHO CORP NPV | ** | 428,104 | ||||||
TPG SPECIALTY FIXED 3.875% DUE 11-01-2024 | ** | 1,613,528 | ||||||
TRACTOR SUPPLY CO 1.75% DUE 11-01-2030 | ** | 609,258 | ||||||
TRACTOR SUPPLY CO COM | ** | 1,641,807 | ||||||
TRANE TECHNOLOGIES PLC COM USD1 | ** | 21,510,538 | ||||||
TRANSALTA CORP MTN COM NPV | ** | 94,545 | ||||||
TRANSCANADA PIPELINES LIMITED 1.0% 10-12-2024 | ** | 930,925 | ||||||
TRANSUNION COM | ** | 8,301 | ||||||
TRANSURBAN FIN CO 2.45% DUE 03-16-2031 | ** | 173,498 | ||||||
TRAVEL + LEISURE CO COM USD0.01 | ** | 8,036,479 | ||||||
TRAVELERS COS INC COM STK | ** | 25,145,966 | ||||||
TRAVERE THERAPEUTICS INC COM | ** | 1,484,829 | ||||||
TRAVIS PERKINS ORD GBP0.11205105 | ** | 826,616 | ||||||
TRCNTNTL GAS PIPE 3.25% DUE 05-15-2030 | ** | 2,030,993 | ||||||
TRCNTNTL GAS PIPE 7.85% DUE 02-01-2026 | ** | 2,185,910 | ||||||
TRI POINTE HOMES INC | ** | 384,436 | ||||||
TRIBHOVANDAS BHIMJ INR10 | ** | 103,290 | ||||||
TRICIDA INC COM | ** | 318,922 | ||||||
TRICON RESIDENITAL INC COM | ** | 1,886,988 | ||||||
TRIGANO EUR 4.256780342 | ** | 708,422 | ||||||
TRINET GROUP INC COM USD0.000025 | ** | 3,423,168 | ||||||
TRINITY HLTH CORP 3.434% DUE 12-01-2048 | ** | 253,105 | ||||||
TRINSEO PLC COM USD0.01 | ** | 1,000,832 | ||||||
TRITAX BIG BOX REIT PLC ORD | ** | 1,361,207 | ||||||
TRITON INTL LTD COM USD0.01 CL A | ** | 502,680 | ||||||
TRIUMPH BANCORP INC COM | ** | 1,581,978 | ||||||
TRIVENI ENGINEERIN INR1 | ** | 212,639 | ||||||
TRUECAR INC COM | ** | 242,423 | ||||||
TRUIST BK GLOBAL FIXED 1.25% DUE 03-09-2023 | ** | 4,377,532 | ||||||
TRUIST BK GLOBAL VAR RT .248096% DUE 01-17-2024 | ** | 3,690,811 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
TRUIST FINL CORP COM | ** | 24,158,140 | ||||||
TRUIST FINL CORP FLTG 06-09-2025 | ** | 3,669,765 | ||||||
TRUPANION INC COM | ** | 2,462,227 | ||||||
TRUSTEES OF 2.612% DUE 07-01-2026 | ** | 1,045,477 | ||||||
TRUSTEES OF 3.627% DUE 07-01-2046 | ** | 2,315,905 | ||||||
TSANN KUEN COMSTK | ** | 79,277 | ||||||
TSH RESOURCES BHD MYR0.50 | ** | 67,299 | ||||||
TSMC ARIZ CORP 2.5% DUE 10-25-2031 | ** | 2,555,039 | ||||||
TSMC ARIZONA CORP 1.75% 10-25-2026 | ** | 2,322,431 | ||||||
TSUGAMI CORP NPV | ** | 303,813 | ||||||
TSY CORP VICTORIA 4.25% GTD SNR 20/12/32AUD | ** | 529,939 | ||||||
TSY INFL IX N/B 0.375% 07-15-2027 | ** | 389,092 | ||||||
TULARE CNTY CALIF PENSION OBLIG 4.009% 06-01-2028 BEO TAXABLE | ** | 1,135,934 | ||||||
TULARE CNTY CALIF PENSION OBLIG 4.109% 06-01-2029 BEO TAXABLE | ** | 2,587,671 | ||||||
TURK HAVA YOLLARI TRY1 (A SHARES) | ** | 23,290 | ||||||
TURK TELEKOMUNIKAS TRY1 (D SHARES) | ** | 116,024 | ||||||
TURKCELL ILETISIM TRY1 | ** | 38,774 | ||||||
TURNING PT THERAPEUTICS INC COM | ** | 222,998 | ||||||
TUTOR PERINI CORP COM | ** | 263,258 | ||||||
TWDC ENTERPRISES 1 2.125% SNR 13/09/2022USD | ** | 1,744,248 | ||||||
TWILIO INC CL A CL A | ** | 9,381,224 | ||||||
TWITTER INC COM | ** | 701,331 | ||||||
TYRA BIOSCIENCES INC COM | ** | 132,385 | ||||||
TYSON FOODS INC 4.875% DUE 08-15-2034 | ** | 117,451 | ||||||
U S AUTO FDG TR .79% DUE 07-15-2024 | ** | 1,058,010 | ||||||
U S BANCORP MEDIUM FIXED 1.45% 05-12-2025 | ** | 2,149,714 | ||||||
U S BANCORP MEDIUM FIXED 3.375% DUE 02-05-2024 | ** | 10,589,092 | ||||||
U S BANCORP MEDIUM FIXED 3.6% DUE 09-11-2024 | ** | 424,941 | ||||||
U S XPRESS ENTERPRISES INC CL A CL A | ** | 51,239 | ||||||
U.S AWYS 2011-1 7.125% DUE 04-22-2025 | ** | 78,893 | ||||||
U.S. CELLULAR CORP COM | ** | 932,960 | ||||||
UBER TECHNOLOGIES INC COM USD0.00001 | ** | 12,246,285 | ||||||
UBRIGHT OPTRONICS TWD10 | ** | 46,344 | ||||||
UBS AG 5.125% 15/05/2024 | ** | 1,393,701 | ||||||
UBS AG 5.125% 15/05/2024 | ** | 1,072,078 | ||||||
UBS AG STAMFORD 7.625% DUE 08-17-2022 | ** | 2,492,671 | ||||||
UBS AG STAMFORD BRH C/D DTD 12-07-2020 0.455% DUE 12-02-2022 | ** | 2,328,398 | ||||||
UBS BARCLAYS COML FLTG RT 3.8751% DUE 04-10-2046 | ** | 754,137 | ||||||
UBS COML MTG TR 2017-C7 MTG PASS THRU CTF CL A-1 2.379% 12-15-2050 | ** | 440,767 | ||||||
UBS COML MTG TR 2018-C8 COML MTG PASS THRU CTF CL 3.713% 02-15-2051 | ** | 1,735,778 | ||||||
UBS COML MTG TR SER 2018-C10 CL A-2 3.5592% 05-15-2051 REG | ** | 4,751,414 | ||||||
UBS GROUP AG 1.008% DUE 07-30-2024 | ** | 797,523 | ||||||
UBS GROUP AG 1.008% DUE 07-30-2024 | ** | 1,506,321 | ||||||
UBS GROUP AG CHF0.10 (REGD) | ** | 12,073,251 | ||||||
UBS GROUP AG FLTG RT 1.364% DUE 01-30-2027 | ** | 528,084 | ||||||
UBS GROUP AG NT 144A 2.095% 02-11-2032 | ** | 760,546 | ||||||
UBS GROUP FDG 4.125% DUE 04-15-2026 | ** | 14,400,352 | ||||||
UBS GROUP FDG SWITZ AG 2.859% 144A 08-15-2023 | ** | 4,758,654 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
UBS GROUP FDG SWITZ AG 2.859% 144A 08-15-2023 | ** | 1,685,025 | ||||||
UDR INC CORP 3.2% 01-15-2030 | ** | 1,998,011 | ||||||
UDR INC FIXED 1.9% DUE 03-15-2033 | ** | 101,546 | ||||||
UDR INC MEDIUM TERM NTS BOOK ENTRY 2.1% 08-01-2032 | ** | 380,704 | ||||||
UGI CORP NEW COM | ** | 312,096 | ||||||
UK(GOVERNMENT OF) 1.25% I/L 22/11/2027 | ** | 1,690,292 | ||||||
UK(GOVT OF) 0.125% I/L SNR 22/03/24 GBP | ** | 3,055,356 | ||||||
ULTA BEAUTY INC COM STK USD0.01 | ** | 277,505 | ||||||
ULTRAGENYX PHARMACEUTICAL INC COM | ** | 439,286 | ||||||
UMBS 2.5 JPMMT 2 | ** | 2,059,063 | ||||||
UMBS TBA 15YR 1.5% 01-15-2036 | ** | 4,514,063 | ||||||
UMPQUA HLDGS CORP COM | ** | 7,235,356 | ||||||
UN BK CAL N A FIXED 2.1% DUE 12-09-2022 | ** | 1,807,825 | ||||||
UNDER ARMOUR INC CL C COM | ** | 60,741 | ||||||
UNIBAIL-RODAMCO-WESTFIELD | ** | 261,797 | ||||||
UNICAJA BANCO EUR0.25 | ** | 306,634 | ||||||
UNICREDIT SPA 1.982% 06-03-2027 | ** | 243,703 | ||||||
UNICREDIT SPA 7.5%-FR PERP EUR200000'REGS | ** | 267,653 | ||||||
UNICREDIT SPA 7.83% DUE 12-04-2023 | ** | 3,562,272 | ||||||
UNICREDIT SPA 9.25%-VAR T1 COCO PERP EUR | ** | 2,126,280 | ||||||
UNICREDIT SPA NPV | ** | 1,332,611 | ||||||
UNIFI INC COM | ** | 105,657 | ||||||
UNILEVER CAP CORP 3% 03-07-2022 | ** | 4,133,033 | ||||||
UNILEVER CAP CORP FIXED 3.375% DUE 03-22-2025 | ** | 319,749 | ||||||
UNILEVER INDONESIA IDR2 | ** | 52,440 | ||||||
UNIMICRON TECHNOLO TWD10 | ** | 1,046,662 | ||||||
UNION ELEC CO 4.0% DUE 04-01-2048 | ** | 415,248 | ||||||
UNION PAC CORP 2.891% DUE 04-06-2036 | ** | 503,813 | ||||||
UNION PAC CORP 3.2% DUE 05-20-2041 | ** | 693,952 | ||||||
UNION PAC CORP 3.75% 07-15-2025 | ** | 10,807 | ||||||
UNION PAC CORP 4.163% DUE 07-15-2022 | ** | 686,683 | ||||||
UNION PAC CORP COM | ** | 25,163,272 | ||||||
UNION SEMICONDUCT KRW500 | ** | 144,472 | ||||||
UNIPAR CARBOCLORO COM NPV | ** | 35,194 | ||||||
UNIPAR CARBOCLORO PRF 'B' NPV | ** | 373,750 | ||||||
UNIPER SE NPV | ** | 2,907,662 | ||||||
UNIPOL GRUPPO SPA NPV | ** | 1,373,270 | ||||||
UNI-PRESIDENT CHIN HKD0.01 | ** | 271,513 | ||||||
UNI-PRESIDENT ENT TWD10 | ** | 835,647 | ||||||
UNISYS CORP COM NEW | ** | 669,451 | ||||||
UNITED AIR 2019-1 AA PTT 4.15% 08-25-2031 | ** | 188,068 | ||||||
UNITED AIRLINES 2019-1A 2.7% 11-01-2033 | ** | 533,634 | ||||||
UNITED AIRLINES HOLDINGS INC COM USD0.01 | ** | 172,318 | ||||||
UNITED AIRLS INC 2018-1B PASS THRU TR 4.6% 09-01-2027 | ** | 167,676 | ||||||
UNITED CMNTY BK BLAIRSVILLE GA COM | ** | 4,951,058 | ||||||
UNITED FIRE GROUP INC COM USD0.001 | ** | 132,067 | ||||||
UNITED INTERNATIONAL TRANSPORT CO LTD (BUDGET) | ** | 460,774 | ||||||
UNITED LABORATORIE HKD0.01 | ** | 534,633 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
UNITED MEXICAN STS 3.75% 01-11-2028 | ** | 667,271 | ||||||
UNITED MEXICAN STS 4.75% DUE 04-27-2032 REG | ** | 2,261,000 | ||||||
UNITED MEXICAN STS BDS 2.659% DUE 05-24-2031/11-24-2020 REG | ** | 299,328 | ||||||
UNITED MEXICAN STS GLOBAL NT 3.25% DUE 04-16-2030 REG | ** | 717,521 | ||||||
UNITED MEXICAN STS MEDIUM TERM BOOK 4.125% 01-21-2026 | ** | 274,378 | ||||||
UNITED NAT FOODS INC COM | ** | 836,470 | ||||||
UNITED PARCEL SVC INC CL B | ** | 2,951,033 | ||||||
UNITED RENTALS INC COM | ** | 447,262 | ||||||
UNITED STATES OF AMER BDS INDX LNKD 0.875% 02-15-2047 | ** | 263,301 | ||||||
UNITED STATES OF AMER TREAS BOND 3.125% 11-15-2028 | ** | 20,802,289 | ||||||
UNITED STATES OF AMER TREAS BONDS 0.75 DEB TIPS 02-15-2042 | ** | 557,287 | ||||||
UNITED STATES OF AMER TREAS BONDS 2.0% 08-15-2051 | ** | 614,438 | ||||||
UNITED STATES OF AMER TREAS BONDS 2.0% 08-15-2051 | ** | 15,719,359 | ||||||
UNITED STATES OF AMER TREAS BONDS 2.75 BDS DUE 08-15-2042 USD100'BONDS 08/42' | ** | 342,926 | ||||||
UNITED STATES OF AMER TREAS BONDS DTD 05/15/2015 2.125% DUE 05-15-2025 REG | ** | 3,266,904 | ||||||
UNITED STATES OF AMER TREAS NOTES 1.75% 05-31-2022 | ** | 5,032,617 | ||||||
UNITED STATES OF AMER TREAS NOTES 15/04/2024 .375% DUE 04-15-2024 BEO | ** | 26,476,778 | ||||||
UNITED STATES OF AMER TREAS NOTES .125% 08-31-2023 | ** | 111,445,673 | ||||||
UNITED STATES OF AMER TREAS NOTES .125% DUE 04-30-2023 BEO | ** | 83,504,016 | ||||||
UNITED STATES OF AMER TREAS NOTES .375% DUE 09-15-2024 REG | ** | 89,340,094 | ||||||
UNITED STATES OF AMER TREAS NOTES 0% NTS 02-15-2024 REG | ** | 28,290,555 | ||||||
UNITED STATES OF AMER TREAS NOTES 0.125% 11-30-2022 | ** | 239,456,251 | ||||||
UNITED STATES OF AMER TREAS NOTES 0.375% 11-30-2025 | ** | 6,219,202 | ||||||
UNITED STATES OF AMER TREAS NOTES 1.0% 07-31-2028 | ** | 6,421,131 | ||||||
UNITED STATES OF AMER TREAS NOTES 1.125%DUE 10-31-2026 | ** | 10,794,670 | ||||||
UNITED STATES OF AMER TREAS NOTES 1.125%NTS 08-31-2028 USD | ** | 27,746,563 | ||||||
UNITED STATES OF AMER TREAS NOTES DTD 01/31/2021 .375% 01-31-2026 | ** | 35,448,994 | ||||||
UNITED STATES OF AMER TREAS NOTES DTD 03/31/2021 .75% 03-31-2026 | ** | 21,004,602 | ||||||
UNITED STATES OF AMER TREAS NOTES DTD 05/31/2021 .75% 05-31-2026 | ** | 54,826,100 | ||||||
UNITED STATES OF AMER TREAS NOTES DTD 08/15/2020 .625% 08-15-2030 | ** | 9,429,297 | ||||||
UNITED STATES OF AMER TREAS NOTES DTD 09/30/2020 .25% 09-30-2025 | ** | 116,250 | ||||||
UNITED STATES OF AMER TREAS NOTES NTS 0.125% INFL INDEX 07-15-2026 | ** | 877,386 | ||||||
UNITED STATES OF AMER TREAS NOTES WIT 1 1/8 11/30/26 1.25% DUE 11-30-2026 BEO | ** | 4,938,900 | ||||||
UNITED STATES OF AMERICA TBOND 1.75% 05-15-2023 | ** | 3,557,832 | ||||||
UNITED STATES OF AMERICA TBOND 1.75% 05-15-2023 | ** | 914,871 | ||||||
UNITED STATES TREAS 2.25% DUE 02-15-2027 REG | ** | 39,833 | ||||||
UNITED STATES TREAS BDS 1.375% 11-15-2040 | ** | 24,319,258 | ||||||
UNITED STATES TREAS BDS 1.375% 11-15-2040 | ** | 17,978,880 | ||||||
UNITED STATES TREAS BDS 2.25% DUE 08-15-2027 | ** | 57,990,124 | ||||||
UNITED STATES TREAS BDS 2.25% DUE 08-15-2046 | ** | 5,307,617 | ||||||
UNITED STATES TREAS BDS 2.875% DUE 11-15-2046 | ** | 474,922 | ||||||
UNITED STATES TREAS BDS 0 DEB 15/02/2040USD1000 4.625 DUE 02-15-2040REG | ** | 3,600,000 | ||||||
UNITED STATES TREAS BDS 00245 2.875% DUE 08-15-2045 REG | ** | 1,414,125 | ||||||
UNITED STATES TREAS BDS 1.25% DUE 05-15-2050 | ** | 1,706,563 | ||||||
UNITED STATES TREAS BDS 1.25% DUE 05-15-2050 | ** | 22,125,583 | ||||||
UNITED STATES TREAS BDS 1.375 02-15-2044 REG | ** | 135,595 | ||||||
UNITED STATES TREAS BDS 1.875% DUE 02-15-2051 REG | ** | 6,261,609 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
UNITED STATES TREAS BDS 1.875% DUE 02-15-2051 REG | ** | 19,291,720 | ||||||
UNITED STATES TREAS BDS 1.875% 11-15-2051 | ** | 299,016 | ||||||
UNITED STATES TREAS BDS 1.875% 11-15-2051 | ** | 9,010,338 | ||||||
UNITED STATES TREAS BDS 1.875% DUE 02-15-2041 REG | ** | 23,929,606 | ||||||
UNITED STATES TREAS BDS 1.875% DUE 02-15-2041 REG | ** | 10,157,671 | ||||||
UNITED STATES TREAS BDS 2% 11-15-2041 | ** | 710,281 | ||||||
UNITED STATES TREAS BDS 2% 11-15-2041 | ** | 22,713,780 | ||||||
UNITED STATES TREAS BDS 2.25% 05-15-2041 REG | ** | 1,580,391 | ||||||
UNITED STATES TREAS BDS 2.25% 05-15-2041 REG | ** | 98,126,454 | ||||||
UNITED STATES TREAS BDS 2.25% 08-15-2049 | ** | 537,441 | ||||||
UNITED STATES TREAS BDS 2.25% DUE 05-15-2051 REG | ** | 698,906 | ||||||
UNITED STATES TREAS BDS 2.875 DUE DUE 05-15-2043 | ** | 6,179,469 | ||||||
UNITED STATES TREAS BDS 3.0% DUE 08-15-2048 | ** | 6,142,578 | ||||||
UNITED STATES TREAS BDS 3.0% DUE 02-15-2048 | ** | 9,680,277 | ||||||
UNITED STATES TREAS BDS 3.0% DUE 02-15-2048 | ** | 28,795,762 | ||||||
UNITED STATES TREAS BDS 3.375 05-15-2044REG | ** | 8,590,047 | ||||||
UNITED STATES TREAS BDS 3.625 DUE 02-15-2044 TBOND | ** | 2,611,406 | ||||||
UNITED STATES TREAS BDS 3.625 DUE 08-15-2043 | ** | 1,867,574 | ||||||
UNITED STATES TREAS BDS 3.75 DUE 11-15-2043 REG | ** | 1,791,176 | ||||||
UNITED STATES TREAS BDS 4.375% DUE 11-15-2039 | ** | 1,397,305 | ||||||
UNITED STATES TREAS BDS BDS 3% DUE 05-15-2042 REG | ** | 237,578 | ||||||
UNITED STATES TREAS BDS DTD 3.125% 05-15-2048 | ** | 1,882,031 | ||||||
UNITED STATES TREAS BDS DTD 00209 3.5% DUE 02-15-2039 REG | ** | 880,387 | ||||||
UNITED STATES TREAS BDS DTD 00210 4.25% DUE 05-15-2039 REG | ** | 6,459,746 | ||||||
UNITED STATES TREAS BDS DTD 00218 3.875%DUE 08-15-2040 REG | ** | 1,585,969 | ||||||
UNITED STATES TREAS BDS DTD 00247 2.5% DUE 02-15-2046 REG | ** | 7,462,939 | ||||||
UNITED STATES TREAS BDS DTD 00271 1.125%DUE 08-15-2040 | ** | 4,423,484 | ||||||
UNITED STATES TREAS BDS DTD 00271 1.125%DUE 08-15-2040 | ** | 36,482,797 | ||||||
UNITED STATES TREAS BDS DTD 02/15/2001 5.375 15 FEB 2031 | ** | 17,950 | ||||||
UNITED STATES TREAS BDS DTD 08/15/2020 1.375% 08-15-2050 | ** | 14,610,594 | ||||||
UNITED STATES TREAS BDS DTD 08/15/2020 1.375% 08-15-2050 | ** | 8,475,905 | ||||||
UNITED STATES TREAS BDS DTD 11/15/2012 2.75% DUE 11-15-2042 REG | ** | 10,176,594 | ||||||
UNITED STATES TREAS BDS DTD 11/15/2020 1.625% 11-15-2050 | ** | 3,931,430 | ||||||
UNITED STATES TREAS BDS DTD 11/15/2020 1.625% 11-15-2050 | ** | 9,351,186 | ||||||
UNITED STATES TREAS BDS DTD 2.75% 08-15-2047 | ** | 23,949,766 | ||||||
UNITED STATES TREAS BDS TBOND FIXED 3% 02-15-2049 | ** | 55,672,074 | ||||||
UNITED STATES TREAS BDS TREASURY BOND 2.375% DUE 11-15-2049 REG | ** | 1,875,512 | ||||||
UNITED STATES TREAS BDS WIT 1 7/8 08/15/41 1.75% DUE 08-15-2041 REG | ** | 3,404,297 | ||||||
UNITED STATES TREAS BDS WIT 1 7/8 08/15/41 1.75% DUE 08-15-2041 REG | ** | 96,866,836 | ||||||
UNITED STATES TREAS BILLS 0% 03-24-2022 REG | ** | 1,599,801 | ||||||
UNITED STATES TREAS BILLS 0% 03-31-2022 | ** | 13,298,307 | ||||||
UNITED STATES TREAS BILLS 0% 03-31-2022 | ** | 29,196,283 | ||||||
UNITED STATES TREAS BILLS 0% DUE 01-18-2022REG | ** | 13,999,913 | ||||||
UNITED STATES TREAS BILLS 0.0% DUE 03-10-2022 REG | ** | 10,399,190 | ||||||
UNITED STATES TREAS BILLS 01-04-2022 | ** | 11,525,010 | ||||||
UNITED STATES TREAS BILLS 01-25-2022 | ** | 4,199,952 | ||||||
UNITED STATES TREAS BILLS 01-25-2022 | ** | 6,499,926 | ||||||
UNITED STATES TREAS BILLS 02-01-2022 | ** | 6,099,877 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
UNITED STATES TREAS BILLS 02-22-2022 | ** | 5,599,864 | ||||||
UNITED STATES TREAS BILLS 02-22-2022 | ** | 32,499,210 | ||||||
UNITED STATES TREAS BILLS 03-08-2022 UNITED STATES TREAS BILLS | ** | 1,999,822 | ||||||
UNITED STATES TREAS BILLS 03-17-2022 UNITED STATES TREAS BILLS | ** | 6,699,249 | ||||||
UNITED STATES TREAS BILLS 03-29-2022 UNITED STATES TREAS BILLS | ** | 12,098,214 | ||||||
UNITED STATES TREAS BILLS 04-26-2022 | ** | 2,679,369 | ||||||
UNITED STATES TREAS BILLS 04-28-2022 | ** | 4,998,782 | ||||||
UNITED STATES TREAS BILLS 05-05-2022 UNITED STATES TREAS BILLS | ** | 12,796,584 | ||||||
UNITED STATES TREAS BILLS 06-16-2022 | ** | 15,021,013 | ||||||
UNITED STATES TREAS BILLS 07-14-2022 UNITED STATES TREAS BILLS | ** | 14,266,278 | ||||||
UNITED STATES TREAS BILLS DUE 01-27-2022 REG | ** | 1,999,963 | ||||||
UNITED STATES TREAS BILLS DUE 02-24-2022REG | ** | 17,199,317 | ||||||
UNITED STATES TREAS BILLS DUE 02-24-2022REG | ** | 5,729,772 | ||||||
UNITED STATES TREAS BILLS DUE 03-03-2022REG | ** | 9,169,286 | ||||||
UNITED STATES TREAS BILLS DUE 08-11-2022REG | ** | 5,273,627 | ||||||
UNITED STATES TREAS INFL NTS 0.375% DTD 07/15/2015 07-15-2025 | ** | 887,145 | ||||||
UNITED STATES TREAS INFL INDEX NTS 0.500005% 01-15-2028 | ** | 5,774,813 | ||||||
UNITED STATES TREAS NTS 1.125% DUE 12-31-2026 | ** | 30,957,903 | ||||||
UNITED STATES TREAS NTS 1.375% DUE 12-31-2028 | ** | 15,394,477 | ||||||
UNITED STATES TREAS NTS .125% DUE 12-15-2023 REG | ** | 55,259,631 | ||||||
UNITED STATES TREAS NTS .125% DUE 07-15-2030 | ** | 2,415,627 | ||||||
UNITED STATES TREAS NTS .25% DUE 05-31-2025 REG | ** | 57,341,653 | ||||||
UNITED STATES TREAS NTS .625% 11-15-2024 | ** | 99,455,965 | ||||||
UNITED STATES TREAS NTS .875% 12-15-2024 | ** | 155,102,722 | ||||||
UNITED STATES TREAS NTS 0.125% 15/08/2023 .125% DUE 08-15-2023 REG | ** | 26,082,380 | ||||||
UNITED STATES TREAS NTS 1.375% 11-15-2031 | ** | 1,967,302 | ||||||
UNITED STATES TREAS NTS 1.5% DUE 10-31-2028 REG | ** | 12,042,250 | ||||||
UNITED STATES TREAS NTS 1.625% DUE 06-30-2024 REG | ** | 510,996 | ||||||
UNITED STATES TREAS NTS 1.875% DUE 02-28-2022 REG | ** | 2,507,037 | ||||||
UNITED STATES TREAS NTS 2.375% DUE 01-31-2023 | ** | 102,063 | ||||||
UNITED STATES TREAS NTS 2.625% DUE 02-15-2029 REG | ** | 40,379,949 | ||||||
UNITED STATES TREAS NTS 2.75% 04-30-2025 | ** | 14,025,998 | ||||||
UNITED STATES TREAS NTS 2.875% DUE 05-15-2028 | ** | 976,519 | ||||||
UNITED STATES TREAS NTS 2.875% DUE 05-15-2028 | ** | 38,331,309 | ||||||
UNITED STATES TREAS NTS 2.875% DUE 10-31-2023 BEO | ** | 28,691,063 | ||||||
UNITED STATES TREAS NTS 30/11/2023 .5% DUE 11-30-2023 BEO | ** | 10,546,517 | ||||||
UNITED STATES TREAS NTS DTD 01/15/2019 2.5% DUE 01-15-2022 REG | ** | 4,003,195 | ||||||
UNITED STATES TREAS NTS DTD 02/28/2021 .125% DUE 02-28-2023 REG | ** | 83,555,879 | ||||||
UNITED STATES TREAS NTS DTD 03/15/2021 .25% 03-15-2024 | ** | 46,717,303 | ||||||
UNITED STATES TREAS NTS DTD 04/30/2016 1.625% DUE 04-30-2023 REG | ** | 67,496,638 | ||||||
UNITED STATES TREAS NTS DTD 04/30/2021 .75% 04-30-2026 | ** | 21,649,021 | ||||||
UNITED STATES TREAS NTS DTD 04/30/2021 1.25% 04-30-2028 | ** | 70,669,878 | ||||||
UNITED STATES TREAS NTS DTD 05/15/2021 1.625% 05-15-2031 | ** | 7,775,463 | ||||||
UNITED STATES TREAS NTS DTD 05/31/2017 2.0% 05-31-2024 | ** | 46,244,531 | ||||||
UNITED STATES TREAS NTS DTD 06/15/2021 .25% 06-15-2024 | ** | 74,841,424 | ||||||
UNITED STATES TREAS NTS DTD 06/30/2021 1.25% 06-30-2028 | ** | 5,745,398 | ||||||
UNITED STATES TREAS NTS DTD 06/30/2021 1.25% 06-30-2028 | ** | 3,328,369 | ||||||
UNITED STATES TREAS NTS DTD 07/31/2016 1.25% DUE 07-31-2023 REG | ** | 181,814 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
UNITED STATES TREAS NTS DTD 08/15/2019 1.625% DUE 08-15-2029 REG | ** | 35,540 | ||||||
UNITED STATES TREAS NTS DTD 09/30/2018 3.0% 09-30-2025 | ** | 5,669,512 | ||||||
UNITED STATES TREAS NTS DTD 09/30/2021 1.25% 09-30-2028 | ** | 42,600,604 | ||||||
UNITED STATES TREAS NTS DTD 11/15/2015 2.25% DUE 11-15-2025 REG | ** | 20,699,175 | ||||||
UNITED STATES TREAS NTS DTD 11/30/2021 1.5% 11-30-2028 | ** | 15,625,320 | ||||||
UNITED STATES TREAS NTS FIXED .125% DUE 05-15-2023 | ** | 39,772 | ||||||
UNITED STATES TREAS NTS T NOTE 2.125% 05-31-2026 | ** | 8,313,750 | ||||||
UNITED STATES TREAS NTS T NOTE 2.125% 05-31-2026 | ** | 11,935,427 | ||||||
UNITED STATES TREAS NTS T NTS .125% DUE 06-30-2023 REG | ** | 223,225,062 | ||||||
UNITED STATES TREAS NTS UNITED STATES TREAS NTS .75% DUE 12-31-2023 REG | ** | 94,586,341 | ||||||
UNITED STATES TREAS NTS WI TREASURY SEC..25% 09-30-2023 | ** | 72,507,318 | ||||||
UNITED STATES TREAS NTS WIT 0 1/4 08/15/24 .375% DUE 08-15-2024 BEO | ** | 119,845,334 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT00019 02-15-2039 (UNDDATE) REG | ** | 1,813,506 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT00091 11-15-2038 (UNDDATE) REG | ** | 1,107,463 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT00122 02-15-2040 (UNDDATE) REG | ** | 1,506,669 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT00517 02-15-2029 (UNDDATE) REG | ** | 6,643,791 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT00521 05-15-2029 (UNDDATE) REG | ** | 643,469 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT00522 11-15-2029 (UNDDATE) REG | ** | 5,314,636 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT00765 02-15-2038 (UNDDATE) REG | ** | 1,028,037 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT00835 08-15-2032 (UNDDATE) BEO | ** | 4,515,434 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT00839 08-15-2034 (UNDDATE) REG | ** | 1,998,562 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT00882 05-15-2031 | ** | 1,337,239 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT00886 05-15-2033 (UNDDATE) REG | ** | 2,902,503 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT00886 05-15-2033 (UNDDATE) REG | ** | 559,122 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT00888 05-15-2034 (UNDDATE) REG | ** | 1,348,646 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT316 05-15-2027 (UNDDATE) REG | ** | 715,915 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 02-15-2045 (UNDDATE) REG | ** | 327,180 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 05-15-2041 | ** | 462,128 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 08-15-2041 (UNDDATE) REG | ** | 678,731 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMTNT 194 08-15-2040 (UNDDATE) REG | ** | 3,029,717 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMTSTRIP 02-15-2033 (UNDDATE) REG | ** | 1,687,382 | ||||||
UNITED STATES TREAS TNOTE 2.0% 06-30-2024 | ** | 48,964,453 | ||||||
UNITED STATES TREASURY 2.25% 11-15-2027 | ** | 3,152,109 | ||||||
UNITED STS STL CORP NEW COM | ** | 278,196 | ||||||
UNITED STS TREAS 0.625% 12-31-2027 | ** | 6,018,528 | ||||||
UNITED STS TREAS NTS .125% 09-30-2022 | ** | 111,172,154 | ||||||
UNITED STS TREAS NTS .625% 11-30-2027 | ** | 57,417,426 | ||||||
UNITED STS TREAS NTS .125% DUE 03-31-2023 REG | ** | 141,400,787 | ||||||
UNITED STS TREAS NTS .125% DUE 09-15-2023 REG | ** | 158,550 | ||||||
UNITED STS TREAS NTS .25% DUE 05-15-2024REG | ** | 86,945,753 | ||||||
UNITED STS TREAS NTS .25% DUE 07-15-2024REG | ** | 49,471,606 | ||||||
UNITED STS TREAS NTS .25% DUE 08-31-2025 REG | ** | 135,674 | ||||||
UNITED STS TREAS NTS .5% DUE 02-28-2026 REG | ** | 5,370,688 | ||||||
UNITED STS TREAS NTS .5% DUE 02-28-2026 REG | ** | 554,080 | ||||||
UNITED STS TREAS NTS .75% DUE 01-31-2028REG | ** | 70,645,738 | ||||||
UNITED STS TREAS NTS .875% 06-30-2026 | ** | 3,347,938 | ||||||
UNITED STS TREAS NTS .875% 06-30-2026 | ** | 55,181,888 | ||||||
UNITED STS TREAS NTS 0.25% 11-15-2023 | ** | 110,351,053 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
UNITED STS TREAS NTS 1.25% 03-31-2028 | ** | 5,500,163 | ||||||
UNITED STS TREAS NTS 1.25% 03-31-2028 | ** | 14,789,439 | ||||||
UNITED STS TREAS NTS DTD .125% 01-15-2024 | ** | 38,232,575 | ||||||
UNITED STS TREAS NTS DTD .875% 11-15-2030 | ** | 951,797 | ||||||
UNITED STS TREAS NTS DTD .875% 11-15-2030 | ** | 57,107,813 | ||||||
UNITED STS TREAS NTS UNITED STS TREAS NTS .125% 10-15-2023 | ** | 25,247,988 | ||||||
UNITED TECHNOLOGIES CORP 3.95% 08-16-2025 | ** | 520,631 | ||||||
UNITED TECHNOLOGIES CORP 4.125% 11-16-2028 | ** | 156,722 | ||||||
UNITED THERAPEUTICS CORP DEL COM STK | ** | 3,349,240 | ||||||
UNITEDHEALTH GROUP 1.25% DUE 01-15-2026 | ** | 328,910 | ||||||
UNITEDHEALTH GROUP 2.375% 10-15-2022 | ** | 141,986 | ||||||
UNITEDHEALTH GROUP 2.375% DUE 08-15-2024 | ** | 1,013,936 | ||||||
UNITEDHEALTH GROUP 3.75% DUE 07-15-2025 | ** | 477,285 | ||||||
UNITEDHEALTH GROUP 3.875% DUE 08-15-2059 | ** | 192,311 | ||||||
UNITEDHEALTH GROUP FIXED 3.875% DUE 12-15-2028 | ** | 358,934 | ||||||
UNITEDHEALTH GROUP FIXED 4.25% DUE 06-15-2048 | ** | 149,158 | ||||||
UNITEDHEALTH GROUP INC 2.0% 05-15-2030 | ** | 149,074 | ||||||
UNITEDHEALTH GROUP INC 3.05% DUE 05-15-2041 BEO | ** | 430,339 | ||||||
UNITEDHEALTH GROUP INC 3.375% DUE 04-15-2027 REG | ** | 1,296,624 | ||||||
UNITEDHEALTH GROUP INC 4.45% DUE 12-15-2048 REG | ** | 38,417 | ||||||
UNITEDHEALTH GROUP INC COM | ** | 39,717,768 | ||||||
UNITY SOFTWARE INC COM | ** | 10,627,589 | ||||||
UNIV PA TRUSTEES 3.61% DUE 02-15-2119 | ** | 3,475,071 | ||||||
UNIVERSAL ELECTRS INC COM | ** | 39,609 | ||||||
UNIVERSAL INS HLDGS INC COM | ** | 193,698 | ||||||
UNIVERSITY CALIF REVS 1.614% 05-15-2030 BEO TAXABLE | ** | 1,455,343 | ||||||
UNIVERSITY CALIF REVS 4.858% 05-15-2112 BEO TAXABLE | ** | 882,551 | ||||||
UNIVERSITY CALIF REVS 4.858% 05-15-2112 BEO TAXABLE | ** | 11,858,543 | ||||||
UNIVERSITY VA UNIV REVS 3.227% 09-01-2119 BEO TAXABLE | ** | 6,633,914 | ||||||
UNUM GROUP | ** | 2,502,307 | ||||||
UNUM GROUP 4% DUE 03-15-2024 | ** | 4,999,822 | ||||||
UNVL MUSIC GROUP EUR10.00 | ** | 432,194 | ||||||
UNVL TECH INST INC COM | ** | 53,966 | ||||||
UPSTART HLDGS INC COM | ** | 523,801 | ||||||
US AIRWAYS GROUP INC 5.9 DUE 10-01-2024 | ** | 2,288,308 | ||||||
US BANCORP | ** | 25,685,081 | ||||||
US BANK NA CINCINNATI BND 3.4% 07-24-2023 | ** | 395,147 | ||||||
US ECOLOGY INC COM | ** | 539,211 | ||||||
US TREAS BDS INDEX LINKED 2.5 DUE 01-15-2029 REG | ** | 543,794 | ||||||
US TREAS INFL INDEXED BONDS 3.375 DUE 04-15-2032 AR12 DUE 04-15-32 REG | ** | 139,156 | ||||||
US TREAS NTS DTD 03-15-2019 2.375% DUE 03-15-2022 REG | ** | 4,701,113 | ||||||
US TREAS SEC 0 DUE 11-15-2041 | ** | 502,352 | ||||||
US TREAS SEC 4.5 DUE 08-15-2039 REG | ** | 2,265,188 | ||||||
US TREAS SEC STRIPPED INT PMT 0 STRIP 15/11/2028 USD1000 11-15-2028 REG | ** | 3,608,275 | ||||||
US TREAS SEC STRIPPED INT PMT GENERIC TINT PMT 08-15-2028 REG | ** | 4,531,474 | ||||||
US TREAS SEC STRIPPED INT PMT NT 200 0 11-15-2040 REG | ** | 642,384 | ||||||
US TREASURY DTD 02/15/2010 02-15-2040 | ** | 58,799 | ||||||
US TREASURY N/B 2.25% 11-15-2024 | ** | 51,850 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
US TREASURY N/B 2.25% 11-15-2024 | ** | 2,276,198 | ||||||
US TREASURY N/B .125% DUE 05-31-2023 REG | ** | 104,208,841 | ||||||
US TREASURY N/B 1.25% DUE 08-15-2031 REG | ** | 15,339,461 | ||||||
US TREASURY N/B 1.5% DUE 02-15-2030 REG | ** | 5,030,664 | ||||||
US TREASURY N/B 2% DUE 02-15-2050 REG | ** | 7,141,914 | ||||||
US TREASURY N/B DTD 2.875% DUE 09-30-2023 REG | ** | 32,911,039 | ||||||
USA TREASURY NTS USA TREAS NTS 2.75% DUE07-31-2023 REG 2.75% DUE 07-31-2023 REG | ** | 423,789 | ||||||
USANA HEALTH SCIENCES INC CDT-SHS | ** | 527,657 | ||||||
USHIO INC NPV | ** | 804,570 | ||||||
USIMINAS USI SD MG PRF'A'NPV | ** | 233,196 | ||||||
UTAH ST 3.539% 07-01-2025 BEO TAXABLE | ** | 7,212,157 | ||||||
UTAH ST BRD REGENTS REV FLTG RT 01-25-2057 | ** | 1,112,262 | ||||||
UTAH ST BRD REGENTS REV FLTG RT 1.28067%09-25-2056 BEO TAXABLE | ** | 10,979,178 | ||||||
UTD AIRLS INC 3.5% DUE 03-01-2030 | ** | 183,407 | ||||||
UTD AIRLS INC 3.7% DUE 09-01-2031 | ** | 608,011 | ||||||
UTD AIRLS PASS 3.1% DUE 01-07-2030 | ** | 405,966 | ||||||
UTD AIRLS PASS 3.1% DUE 01-07-2030 | ** | 3,519,724 | ||||||
UTD CONTL HLDGS FIXED 4.15% DUE 04-11-2024 | ** | 2,278,634 | ||||||
UTD MICRO ELECT TWD10 | ** | 369,138 | ||||||
UTD STATES TREAS .25% DUE 06-30-2025 | ** | 1,467,531 | ||||||
UTD STATES TREAS .375% DUE 03-31-2022 | ** | 5,003,392 | ||||||
UTD STATES TREAS .375% DUE 03-31-2022 | ** | 69,046,812 | ||||||
UTD STATES TREAS 1.375% DUE 02-15-2023 | ** | 6,870,922 | ||||||
UTD STATES TREAS 1.5% DUE 01-31-2022 | ** | 855,940 | ||||||
UTD STATES TREAS 1.75% DUE 01-31-2023 | ** | 25,132,571 | ||||||
UTD STATES TREAS 1.75% DUE 02-28-2022 | ** | 3,609,437 | ||||||
UTD STATES TREAS 2% 10-31-2022 | ** | 5,675,469 | ||||||
UTD STATES TREAS 2.125% DUE 06-30-2022 | ** | 963,879 | ||||||
UTD STATES TREAS ZERO CPN 0% DUE 02-15-2044 | ** | 185,930 | ||||||
UTD STATES TREAS ZERO CPN 0% DUE 05-15-2039 | ** | 5,105,192 | ||||||
UTD STATES TREAS ZERO CPN 0% DUE 05-15-2044 | ** | 568,208 | ||||||
UTD STATES TREAS ZERO CPN 0% DUE 08-15-2030 | ** | 3,718,712 | ||||||
UTD STATES TREAS ZERO CPN 0% DUE 08-15-2042 | ** | 286,536 | ||||||
UTD STATES TREAS ZERO CPN 0% DUE 11-15-2043 | ** | 2,535,983 | ||||||
UTD STATES TREAS ZERO CPN 0% DUE 11-15-2043 | ** | 2,821,281 | ||||||
UTD TECHNOLOGIES FIXED 3.65% 08-16-2023 | ** | 4,549,276 | ||||||
UTD TECHNOLOGIES FIXED 3.65% 08-16-2023 | ** | 447,091 | ||||||
UTD TRACTORS IDR250 | ** | 1,050,907 | ||||||
UWM MTG TR 2.5% DUE 12-25-2051 | ** | 1,989,048 | ||||||
UWM MTG TR FLTG RT .99967% DUE 11-25-2051 | ** | 2,665,015 | ||||||
UWM MTG TR FLTG RT 3% DUE 01-25-2052 | ** | 2,031,250 | ||||||
V TECHNOLOGY NPV | ** | 540,150 | ||||||
VA ELEC & PWR CO 4.45 02-15-2044 | ** | 143,235 | ||||||
VA ELEC & PWR CO 3.15% DUE 01-15-2026 | ** | 4,230,685 | ||||||
VA ELEC & PWR CO 3.8% DUE 04-01-2028 | ** | 180,720 | ||||||
VAL NATL BANCORP COM | ** | 5,452,686 | ||||||
VALE OVERSEAS LTD 6.25% DUE 08-10-2026 | ** | 1,909,892 | ||||||
VALE OVERSEAS LTD 6.875% DUE 11-21-2036 | ** | 4,929,700 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
VALERO ENERGY CORP NEW 2.8% 12-01-2031 | ** | 3,870,501 | ||||||
VALERO ENERGY CORP NEW 2.85% DUE 04-15-2025 REG | ** | 2,288,270 | ||||||
VALUE ADDED TECHNO KRW500 | ** | 187,262 | ||||||
VAN LANSCHOT KEMPE CVA REP CLASS 'A' NPV | ** | 962,208 | ||||||
VANGUARD INTL SEMI TWD10 | ** | 919,629 | ||||||
VAR SWP CHASUS33 03/04/2022 USD P 20.85/R GOLDLNPM SWU0GF981 | ** | 16,997 | ||||||
VAR SWP UBSWUS3N 12/05/2022 USD P 22.7/R GOLDLNPM SWU0GE166 | ** | 3,824 | ||||||
VARDHMAN TEXTILES INR10 | ** | 25,263 | ||||||
VAREX IMAGING CORP COM | ** | 4,820,556 | ||||||
VARONIS SYS INC COM | ** | 856,821 | ||||||
VECTRUS INC COM | ** | 183,309 | ||||||
VEDANTA LTD INR1 | ** | 452,082 | ||||||
VEECO INSTRS INC DEL COM | ** | 470,211 | ||||||
VEIDEKKE NOK0.50 | ** | 44,726 | ||||||
VENTAS RLTY LTD 3.25% DUE 10-15-2026 | ** | 423,811 | ||||||
VENTAS RLTY LTD PARTNERSHIP 3.0% 01-15-2030 REG | ** | 1,652,858 | ||||||
VENTAS RLTY LTD PARTNERSHIP 3.75 DUE 05-01-2024 | ** | 308,995 | ||||||
VENTURE 32 CLO LTD SR 18-32A CL A-2A FLTG RATE 144A 07-18-2031 | ** | 500,071 | ||||||
VENTYX BIOSCIENCES INC COM | ** | 164,838 | ||||||
VERA BRADLEY INC COM STK | ** | 38,218 | ||||||
VERACYTE INC COM | ** | 1,218,325 | ||||||
VERINT SYS INC COM | ** | 1,177,484 | ||||||
VERITIV CORP COM | ** | 758,218 | ||||||
VERIZON .85% DUE 11-20-2025 | ** | 6,544,485 | ||||||
VERIZON 2.65% DUE 11-20-2040 | ** | 405,014 | ||||||
VERIZON 2.65% DUE 11-20-2040 | ** | 3,459,299 | ||||||
VERIZON 3% DUE 03-22-2027 | ** | 295,871 | ||||||
VERIZON 3.85% DUE 11-01-2042 | ** | 67,256 | ||||||
VERIZON 3.875% DUE 02-08-2029 | ** | 4,092,574 | ||||||
VERIZON 4% DUE 03-22-2050 | ** | 511,317 | ||||||
VERIZON 4.125% DUE 08-15-2046 | ** | 558,505 | ||||||
VERIZON 4.5% DUE 08-10-2033 | ** | 294,288 | ||||||
VERIZON 4.5% DUE 08-10-2033 | ** | 8,475,495 | ||||||
VERIZON 4.862% DUE 08-21-2046 | ** | 697,228 | ||||||
VERIZON COMMUNICATIONS 1.45% 03-20-2026 | ** | 9,745,586 | ||||||
VERIZON COMMUNICATIONS 4.125% DUE 03-16-2027 | ** | 2,278,672 | ||||||
VERIZON COMMUNICATIONS 4.4% DUE 11-01-2034 REG | ** | 134,131 | ||||||
VERIZON COMMUNICATIONS COM | ** | 1,199,237 | ||||||
VERIZON COMMUNICATIONS INC 1.68% 10-30-2030 USD | ** | 380,478 | ||||||
VERIZON COMMUNICATIONS INC 3.15% DUE 03-22-2030 | ** | 1,779,363 | ||||||
VERIZON COMMUNICATIONS INC 4.329% 09-21-2028 | ** | 568,439 | ||||||
VERIZON FIXED 2.1% DUE 03-22-2028 | ** | 260,706 | ||||||
VERIZON FIXED 2.1% DUE 03-22-2028 | ** | 1,183,202 | ||||||
VERIZON FIXED 2.55% DUE 03-21-2031 | ** | 2,121,047 | ||||||
VERIZON FIXED 2.55% DUE 03-21-2031 | ** | 3,625,981 | ||||||
VERIZON FIXED 3.5% DUE 11-01-2024 | ** | 1,952,931 | ||||||
VERIZON FIXED 4.016% DUE 12-03-2029 | ** | 969,521 | ||||||
VERIZON FIXED 4.016% DUE 12-03-2029 | ** | 8,212,876 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
VERIZON OWNER TR 2018-A SR 18-A CL A1A 3.23% 04-20-2023 | ** | 5,800 | ||||||
VERIZON OWNER TRUST FIXED 2.93% 09-20-2023 BEO | ** | 280,187 | ||||||
VERTEX PHARMACEUTICALS INC COM | ** | 5,122,390 | ||||||
VERTU MOTORS PLC ORD GBP0.10 | ** | 430,459 | ||||||
VERUS SECURITIZATION TR 2021-3 MTG BACKED NT CL A-3 144A 1.437% 06-25-2066 | ** | 4,030,357 | ||||||
VERVE THERAPEUTICS INC COM | ** | 164,551 | ||||||
VESTEL ELECTRONIK TRY1 | ** | 110,583 | ||||||
VIACOM INC NEW 3.875% DUE 04-01-2024 | ** | 8,216,229 | ||||||
VIACOM INC NEW 5.85% DUE 09-01-2043 | ** | 1,114,183 | ||||||
VIACOMCBS INC NPV CLASS B | ** | 53,268 | ||||||
VIATRIS INC SR NT 1.125% 06-22-2022 | ** | 2,252,426 | ||||||
VIATRIS INC SR NT 2.3% 06-22-2027 | ** | 75,487 | ||||||
VIATRIS INC SR NT 2.7% 06-22-2030 | ** | 5,183,538 | ||||||
VIAVI SOLUTIONS INC COM NPV | ** | 956,995 | ||||||
VIBRA ENERGIA S.A. COM NPV | ** | 165,712 | ||||||
VICI PPTYS INC COM | ** | 1,832,916 | ||||||
VICINITY CENTRES NPV | ** | 183,192 | ||||||
VICOR CORP COM | ** | 3,194,182 | ||||||
VICTORIAS SECRET & CO COM | ** | 646,375 | ||||||
VIEWORKS CO LTD KRW500 | ** | 107,177 | ||||||
VIEWRAY INC COM | ** | 1,528,650 | ||||||
VIMEO INC COM | ** | 479,532 | ||||||
VINCERX PHARMA INC FORMERLY VINCERA PHARMA INC TO 01/07/2021 COM | ** | 34,605 | ||||||
VIPER ENERGY PARTNERS LP COM UNIT REPSTGLTD PARTNER INT | ** | 480,967 | ||||||
VIRBAC SA EUR1.25 | ** | 19,792 | ||||||
VIRGIN MEDIA SEC F 5% SNR SEC 15/04/2027GBP | ** | 279,552 | ||||||
VISA INC 1.9% DUE 04-15-2027 REG | ** | 821,211 | ||||||
VISA INC 3.15% DUE 12-14-2025 | ** | 1,471,514 | ||||||
VISA INC 4.3% DUE 12-14-2045 | ** | 467,105 | ||||||
VISA INC COM CL A STK | ** | 24,409,998 | ||||||
VISAKA IND INR10 | ** | 167,918 | ||||||
VISTA OUTDOOR INC COM | ** | 1,122,496 | ||||||
VISTEON CORP COM NEW COM NEW | ** | 703,738 | ||||||
VISTRA CORP COM USD0.01 | ** | 3,877,093 | ||||||
VISTRY GROUP PLC GBP0.50 | ** | 927,883 | ||||||
VITROLIFE AB NPV | ** | 1,464,312 | ||||||
VMWARE INC 1.4% 08-15-2026 | ** | 245,839 | ||||||
VMWARE INC 1.4% 08-15-2026 | ** | 5,998,477 | ||||||
VMWARE INC 2.95% DUE 08-21-2022 | ** | 106,234 | ||||||
VMWARE INC 3.9% 08-21-2027 | ** | 9,368,902 | ||||||
VMWARE INC 4.65% DUE 05-15-2027 | ** | 1,125,315 | ||||||
VMWARE INC CL A COM CL A COM | ** | 395,730 | ||||||
VMWARE INC FIXED 1% DUE 08-15-2024 | ** | 3,016,229 | ||||||
VMWARE INC FIXED 4.5% DUE 05-15-2025 | ** | 2,061,100 | ||||||
VMWARE INC SR NT 1.8% 08-15-2028 | ** | 126,622 | ||||||
VNDO 2012-6AVE MTG TR SER 2012-6AVE CL A2.9950 144A DUE 11-15-2030 | ** | 361,898 | ||||||
VNDO 2012-6AVE MTG TR SER 2012-6AVE CL A2.9950 144A DUE 11-15-2030 | ** | 7,720,188 | ||||||
VODAFONE GROUP PLC 2.5% DUE 09-26-2022 | ** | 449,783 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
VODAFONE GROUP PLC 5% DUE 05-30-2038 | ** | 560,686 | ||||||
VOLKSWAGEN AG NON VTG PRF NPV | ** | 414,416 | ||||||
VOLKSWAGEN AUTO LN ENHANCED TR 2021-1 NTCL A-3 1.02% DUE 06-22-2026 REG | ** | 7,102,714 | ||||||
VOLKSWAGEN BK GMBH 1.875% SNR NPF 31/01/24 EUR | ** | 118,070 | ||||||
VONOVIA SE NPV | ** | 840,042 | ||||||
VOYA FINL INC COM | ** | 7,024,152 | ||||||
VRL LOGISTICS LTD INR10 | ** | 60,985 | ||||||
VSTECS HOLDINGS LT HKD0.10 | ** | 54,382 | ||||||
VT HOLDINGS CO LTD NPV | ** | 219,420 | ||||||
VULCAN MATERIALS CO COM | ** | 7,096,745 | ||||||
VUZIX CORP COM NEW COM NEW | ** | 18,398 | ||||||
W & T OFFSHORE INC COM | ** | 17,881 | ||||||
W P CAREY INC 2.25% DUE 04-01-2033 | ** | 806,763 | ||||||
W P CAREY INC 2.4% DUE 02-01-2031 | ** | 88,535 | ||||||
W P CAREY INC 4% DUE 02-01-2025 | ** | 266,034 | ||||||
W VA UNIV HLTH SYS 3.129% DUE 06-01-2050 | ** | 409,730 | ||||||
WABASH NATL CORP COM | ** | 26,489 | ||||||
WACKER CHEMIE AG NPV(BR) | ** | 615,466 | ||||||
WACKER NEUSON SE(REGD) | ** | 314,334 | ||||||
WAHA CAP PJSC AED1 | ** | 31,201 | ||||||
WAJAX CORP COM | ** | 356,974 | ||||||
WALLENIUS WILHELMSEN LOGISTICS ASA | ** | 203,672 | ||||||
WALMART INC 1.05% DUE 09-17-2026 BEO | ** | 2,226,065 | ||||||
WALMART INC 1.5% DUE 09-22-2028 BEO | ** | 288,466 | ||||||
WALMART INC 1.8% DUE 09-22-2031 BEO | ** | 208,148 | ||||||
WALMART INC 2.375% DUE 09-24-2029 | ** | 104,417 | ||||||
WALMART INC COM | ** | 5,010,325 | ||||||
WALT DISNEY CO | ** | 4,861,223 | ||||||
WARBY PARKER INC CL A COM CL A COM | ** | 368,709 | ||||||
WARTSILA EUR3.50 | ** | 1,395,454 | ||||||
WASTE CONNECTIONS INC COM | ** | 1,186,367 | ||||||
WATCHES OF SWITZER ORD GBP0.0125 | ** | 64,008 | ||||||
WATERSTONE FINL INC MD COM | ** | 27,544 | ||||||
WAVE LIFE SCIENCES PTE LTD COM NPV | ** | 24,357 | ||||||
WAYPOINT REIT NPV (STAPLED) | ** | 934,001 | ||||||
WEA FIN LLC / 3.75% DUE 09-17-2024 | ** | 5,245,667 | ||||||
WEBSTER FNCL CORP WATERBURY CONN COM | ** | 6,014,191 | ||||||
WEC ENERGY GROUP INC .55% 09-15-2023 | ** | 960,381 | ||||||
WEIQIAO TEXTILE CO 'H'CNY1 | ** | 180,799 | ||||||
WELLFLEET CLO 2017-1 LTD / SR SECD NT CLA-1-R-R FLTG 1.144% 04-20-2029 | ** | 5,496,680 | ||||||
WELLS FARGO & CO 2.164% 02-11-2026 | ** | 11,331,015 | ||||||
WELLS FARGO & CO 2.406% DUE 10-30-2025 | ** | 9,443,937 | ||||||
WELLS FARGO & CO 2.879% DUE 10-30-2030 | ** | 187,306 | ||||||
WELLS FARGO & CO 3% DUE 10-23-2026 | ** | 262,803 | ||||||
WELLS FARGO & CO 3% DUE 10-23-2026 | ** | 15,589,464 | ||||||
WELLS FARGO & CO 3.3 09-09-2024 | ** | 1,577,580 | ||||||
WELLS FARGO & CO 3.5 DUE 03-08-2022 | ** | 40,228 | ||||||
WELLS FARGO & CO 3.75% DUE 01-24-2024 | ** | 10,271,713 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
WELLS FARGO & CO 4.1% DUE 06-03-2026 | ** | 383,845 | ||||||
WELLS FARGO & CO 4.4% DUE 06-14-2046 | ** | 142,674 | ||||||
WELLS FARGO & CO 4.478% 04-04-2031 | ** | 755,847 | ||||||
WELLS FARGO & CO 4.48% DUE 01-16-2024 | ** | 10,488,167 | ||||||
WELLS FARGO & CO 4.75% DUE 12-07-2046 | ** | 162,768 | ||||||
WELLS FARGO & CO 4.9% DUE 11-17-2045 | ** | 84,514 | ||||||
WELLS FARGO & CO 4.9% DUE 11-17-2045 | ** | 466,720 | ||||||
WELLS FARGO & CO FIXED .805% DUE 05-19-2025 | ** | 296,670 | ||||||
WELLS FARGO & CO FIXED 2.572% DUE 02-11-2031 | ** | 3,413,103 | ||||||
WELLS FARGO & CO FLTG RT 2.393% DUE 06-02-2028 | ** | 1,159,387 | ||||||
WELLS FARGO & CO MEDIUM TERM 5.013% 04-04-2051 | ** | 6,591,219 | ||||||
WELLS FARGO & CO MEDIUM TERM SR NTS 3.068% DUE 04-30-2041 | ** | 329,080 | ||||||
WELLS FARGO & CO MEDIUM TERM SR NTS BOOK2.188% DUE 04-30-2026 | ** | 3,380,064 | ||||||
WELLS FARGO & CO NEW COM STK | ** | 45,327,186 | ||||||
WELLS FARGO & CO NEW MEDIUM TERM SR 4.125 DUE 08-15-2023 | ** | 1,487,494 | ||||||
WELLS FARGO & CO NEW NT FLTG DUE 10-31-2023/10-31-2022 REG | ** | 503,984 | ||||||
WELLS FARGO & CO TRANCHE # SR 00129 3.45DUE 02-13-2023 | ** | 514,467 | ||||||
WELLS FARGO & CO TRANCHE # SR 00129 3.45DUE 02-13-2023 | ** | 2,675,227 | ||||||
WELLS FARGO & CO VAR RT 1.654% DUE 06-02-2024 | ** | 4,055,374 | ||||||
WELLS FARGO & COMPANY 3.584 % 05-22-2028 | ** | 30,120,148 | ||||||
WELLS FARGO COML 2.495% DUE 07-15-2048 | ** | 44,765 | ||||||
WELLS FARGO COML 2.788% DUE 07-15-2048 | ** | 2,987,260 | ||||||
WELLS FARGO COML 2.918% DUE 10-15-2045 | ** | 2,666,686 | ||||||
WELLS FARGO COML 3.247% DUE 07-15-2058 | ** | 5,295,789 | ||||||
WELLS FARGO COML 3.418% DUE 09-15-2050 | ** | 9,477,998 | ||||||
WELLS FARGO COML 3.656% DUE 12-15-2048 | ** | 8,439,117 | ||||||
WELLS FARGO COML FLTG RT 4.34056% DUE 12-15-2059 | ** | 2,136,331 | ||||||
WELLS FARGO COML MTG TR 2016-C36 MTG PASSTHRU CTF CL A-2 2.504% 11-15-2059 | ** | 351,949 | ||||||
WELLS FARGO COML MTG TR 2017-C40 SR 17-C40 CL A2 2.495% 10-15-2050 | ** | 2,533,635 | ||||||
WELLS FARGO COML MTG TR 2017-C40 CL A-SB 3.395% 10-15-2050 10-15-2050 | ** | 2,949,802 | ||||||
WELLS FARGO COML MTG TR 2017-C41 CL A-SB 3.39% 11-15-2050 | ** | 6,854,973 | ||||||
WELLS FARGO COML MTG TR 2021-C59 COML MTG PASSTHRU CTF CL 1.354% 04-15-2054 | ** | 4,022,825 | ||||||
WELLS FARGO COML MTG TR 2021-C59 COML MTG PASSTHRU CTF CL 2.298% 04-15-2054 | ** | 1,725,987 | ||||||
WELLS FARGO COML SER 2018-C44 CL ASB 4.167% 05-15-2051 | ** | 4,357,735 | ||||||
WELLTOWER INC 4% DUE 06-01-2025 | ** | 107,741 | ||||||
WELLTOWER INC 2.7% DUE 02-15-2027 | ** | 1,605,353 | ||||||
WELLTOWER INC 3.1% DUE 01-15-2030 | ** | 262,153 | ||||||
WELLTOWER INC 3.625% DUE 03-15-2024 | ** | 3,336,545 | ||||||
WELLTOWER INC 4.25% DUE 04-01-2026 | ** | 2,849,584 | ||||||
WELLTOWER INC FIXED 4.25% DUE 04-15-2028 | ** | 224,194 | ||||||
WESCO INTL INC COM | ** | 1,408,803 | ||||||
WEST FRASER TIMBER COM NPV | ** | 756,668 | ||||||
WEST HOLDINGS CORP NPV | ** | 609,258 | ||||||
WESTAMERICA BANCORPORATION COM | ** | 3,854,748 | ||||||
WESTAR ENERGY INC 3.1% DUE 04-01-2027 | ** | 189,976 | ||||||
WESTAR ENERGY INC FIXED 3.25% 09-01-2049 | ** | 156,130 | ||||||
WESTERN ALLIANCE BANCORPORATION COM | ** | 3,844,504 | ||||||
WESTERN GAS PARTNERS LP 4 DUE 07-01-2022 REG | ** | 2,933,315 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
WESTERN MIDSTREAM OPER LP FRN 01-13-2023REG | ** | 259,618 | ||||||
WESTERN UN CO FIXED 1.35% DUE 03-15-2026 | ** | 3,559,141 | ||||||
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 4.7% 09-15-2028 | ** | 4,135,124 | ||||||
WESTLAKE 1.24% DUE 11-17-2025 | ** | 5,009,450 | ||||||
WESTLAKE 4% DUE 10-16-2023 | ** | 1,513,328 | ||||||
WESTLAKE 4.31% DUE 03-15-2024 | ** | 2,779,970 | ||||||
WESTLAKE CHEM CORP 3.6 DUE 07-15-2022 | ** | 531,037 | ||||||
WESTLAKE CHEM CORP COM STK | ** | 2,004,957 | ||||||
WESTN DIGITAL CORP COM | ** | 1,622,555 | ||||||
WESTPAC BANKING CORPORATION 1.953% 11-20-2028 | ** | 996,909 | ||||||
WESTPAC BKG CORP 2.5% DUE 06-28-2022 | ** | 1,652,569 | ||||||
WESTPAC BKG CORP 2.5% DUE 06-28-2022 | ** | 505,180 | ||||||
WESTPAC BKG CORP 2.75% DUE 01-11-2023 | ** | 950,486 | ||||||
WESTPAC BKG CORP 2.75% DUE 01-11-2023 | ** | 510,666 | ||||||
WESTPAC BKG CORP 4.322% DUE 11-23-2031 | ** | 313,806 | ||||||
WESTPAC BKG CORP FIXED 4.421% DUE 07-24-2039 | ** | 82,044 | ||||||
WESTPAC BKG CORP NPV | ** | 1,061,337 | ||||||
WESTPAC BKG FIXED 2.668% DUE 11-15-2035 | ** | 487,594 | ||||||
WESTPAC SECS NZ LTD DISC COML PAPER 4/2 YRS 3&4 11-25-2022 | ** | 3,818,221 | ||||||
WESTROCK CO COM | ** | 1,089,659 | ||||||
WESTROCK CO CORP BOND 3.75% 03-15-2025 | ** | 3,533,008 | ||||||
WEX INC COM | ** | 692,123 | ||||||
WEYERHAEUSER CO FIXED 4% DUE 04-15-2030 | ** | 5,358,062 | ||||||
WFRBS COML MTG TR 3.311% DUE 03-15-2045 | ** | 579,872 | ||||||
WFRBS COML MTG TR FLTG RT 4.0689997673% DUE 09-15-2057 | ** | 4,881,915 | ||||||
WFRBS COML MTG TR MTG PASS SER 2014-C20 CL C 4.513 05-15-2047 | ** | 1,804,237 | ||||||
WH GROUP LIMITED COMSTK | ** | 450,972 | ||||||
WHARF(HLDGS) NPV | ** | 129,023 | ||||||
WHIRLPOOL CORP COM | ** | 10,090,380 | ||||||
WHIRLPOOL CORP FIXED 4.6% DUE 05-15-2050 | ** | 1,737,430 | ||||||
WHITEHAVEN COAL NPV | ** | 1,011,708 | ||||||
WHITING PETE CORP COM NEW | ** | 1,165,534 | ||||||
WI TREASURY SEC 3% DUE 05-15-2045 REG | ** | 840,273 | ||||||
WI UNITED STATES OF AMER TREAS T NOTE 2.375% DUE 02-29-2024 | ** | 5,170,313 | ||||||
WICE LOGISTICS PUB THB0.50(NVDR) | ** | 223,322 | ||||||
WICKES GROUP PLC ORD GBP0.1 | ** | 130,007 | ||||||
WIDEOPENWEST INC COM | ** | 366,227 | ||||||
WILL GROUP INC NPV | ** | 593,645 | ||||||
WILLIAMS CO INC COM | ** | 1,049,933 | ||||||
WILLIAMS COMPANIES INC 2.6% 03-15-2031 | ** | 795,458 | ||||||
WILLIAMS COMPANIES INC 4.55 DUE 06-24-2024 | ** | 1,848,385 | ||||||
WILLIAMS COS INC 3.7% DUE 01-15-2023 | ** | 2,805,668 | ||||||
WILLIAMS PARTNERS 3.35 DUE 08-15-2022 | ** | 4,037,474 | ||||||
WILLIAMS PARTNERS 3.75% DUE 06-15-2027 | ** | 3,094,922 | ||||||
WILLIAMS PARTNERS 4.3% DUE 03-04-2024 | ** | 2,564,723 | ||||||
WILLIAMS PARTNERS 4.9% DUE 01-15-2045 | ** | 539,608 | ||||||
WILLIAMS PARTNERS 5.1% DUE 09-15-2045 | ** | 838,200 | ||||||
WILLIAMS PARTNERS 5.4% DUE 03-04-2044 | ** | 311,216 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
WILLIAMS PARTNERS FIXED 4.85% DUE 03-01-2048 | ** | 365,685 | ||||||
WILLIS TOWERS WATSON PLC COM USD0.000115 | ** | 10,687 | ||||||
WINBOND ELECTRONIC TWD10 | ** | 113,644 | ||||||
WIND RIV 2019-3 CLO LTD / WIND RIV 1.16431% 04-15-2031 | ** | 498,807 | ||||||
WIND RIV 2019-3 CLO LTD / WIND RIV 1.16431% 04-15-2031 | ** | 6,584,254 | ||||||
WINGARC1ST INC NPV | ** | 99,705 | ||||||
WINGSTOP INC COM | ** | 3,254,688 | ||||||
WINNEBAGO INDS INC COM | ** | 11,730,974 | ||||||
WINSTEK SEMICONDUC TWD10 | ** | 61,458 | ||||||
WIPRO LTD INR2 | ** | 1,068,353 | ||||||
WISCONSIN ST GEN FD ANNUAL APPROPRIATIONREV 2.483% 05-01-2027 BEO TAXABLE | ** | 2,080,920 | ||||||
WISDOM MARINE LINE TWD10 | ** | 88,449 | ||||||
WISECHIP SEMICONDUCTOR INC SHS | ** | 48,503 | ||||||
WIZZ AIR HLDGS PLC ORD GBP0.0001 | ** | 502,408 | ||||||
WOLFSPEED INC COM USD0.00125 | ** | 666,485 | ||||||
WOLTERS KLUWER EUR0.12 | ** | 1,095,316 | ||||||
WOODWARD INC COM | ** | 6,797,466 | ||||||
WOOREE LIGHTING CO KRW500 | ** | 18,594 | ||||||
WOORI FINANCIAL GR KRW5000 | ** | 974,742 | ||||||
WORKDAY INC CL A COM USD0.001 | ** | 16,839,908 | ||||||
WORKIVA INC COM CL A COM CL A | ** | 13,500,104 | ||||||
WORKPOINT ENTERTAI THB1(NVDR) | ** | 105,089 | ||||||
WORLD FINL NETWORK 2.21% DUE 07-15-2026 | ** | 1,841,267 | ||||||
WORLD FUEL SERVICE COM STK USD0.01 | ** | 744,681 | ||||||
WORLD OMNI AUTO RECEIVABLES SER 18-B CL A3 2.93% DUE 07-17-2023 | ** | 139,860 | ||||||
WORLD OMNI AUTOMOBILE LEASE SEC TRUST SER 20-A CL A3 1.7% 01-17-2023 REG | ** | 774,269 | ||||||
WORLD OMNI SELECT AUTO 2018-1 SR 21-A CLA2 .29% DUE 02-18-2025 BEO | ** | 1,729,238 | ||||||
WORLDWIDE PLAZA TR 3.5263% DUE 11-10-2036 BEO | ** | 1,915,260 | ||||||
WP CAREY INC 2.45% 02-01-2032 | ** | 2,250,523 | ||||||
WRKCO INC 3.9% DUE 06-01-2028 | ** | 54,783 | ||||||
WRKCO INC 4.65% 03-15-2026 | ** | 2,007,982 | ||||||
WRKCO INC CORP BOND 4.9% 03-15-2029 | ** | 291,065 | ||||||
WSP GLOBAL INC COM NPV | ** | 438,014 | ||||||
WUSTENROT & WURTTE NPV | ** | 225,963 | ||||||
WYNN RESORTS LTD COM | ** | 480,901 | ||||||
XCEL ENERGY INC .5% DUE 10-15-2023 | ** | 2,446,666 | ||||||
XCEL ENERGY INC COM | ** | 13,148,829 | ||||||
XEBIO HOLDINGS CO NPV | ** | 42,439 | ||||||
XENIA HOTELS & RESORTS INC COM | ** | 128,581 | ||||||
XEROX HLDGS CORP COM NEW COM NEW | ** | 1,722,768 | ||||||
X-FAB SILICON FOUNDRIES SE | ** | 146,556 | ||||||
XILINX INC COM | ** | 907,064 | ||||||
XINHUA WINSHARE PU 'H'CNY1 | ** | 124,321 | ||||||
XINYI GLASS HLDGS HKD0.1 | ** | 785,373 | ||||||
XLIT LTD 4.45% DUE 03-31-2025 | ** | 1,448,766 | ||||||
XP INC COM USD0.00001 CLASS A | ** | 346,145 | ||||||
XPENG INC USD0.00001 A CLASS | ** | 504,157 | ||||||
XSTRATA FIN CDA LTD NT 144A STEP UP 10-25-2022 | ** | 1,529,187 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
XTEP INTERNATIONAL HKD0.01 | ** | 271,796 | ||||||
XYLEM INC FIXED 1.95% DUE 01-30-2028 | ** | 296,833 | ||||||
YALE UNIV FIXED .873% DUE 04-15-2025 | ** | 16,536,684 | ||||||
YAMADA HOLDINGS CO LTD | ** | 2,508,582 | ||||||
YAMAHA MOTOR CO NPV | ** | 426,523 | ||||||
YAMATO HOLDINGS NPV | ** | 180,374 | ||||||
YAMAZAKI BAKING COM NPV | ** | 138,003 | ||||||
YANGMING MARINE TWD10 | ** | 275,656 | ||||||
YARA INTERNATIONAL ASA 144A 4.75% DUE 06-01-2028 BE | ** | 1,249,659 | ||||||
YARA INTERNATIONAL NOK1.7 | ** | 741,376 | ||||||
YELLOW CORP NEW COM | ** | 226,003 | ||||||
YELLOW HAT LTD NPV | ** | 30,146 | ||||||
YELP INC CL A | ** | 1,249,736 | ||||||
YETI HLDGS INC COM | ** | 2,921,331 | ||||||
YG ENTERTAINMENT INC | ** | 165,052 | ||||||
Y-MABS THERAPEUTICS INC COM | ** | 200,809 | ||||||
YOUNGONE HOLDINGS CO LTD KRW500 | ** | 361,639 | ||||||
YUM BRANDS INC COM | ** | 7,265,433 | ||||||
YUM CHINA HLDGS INC COM | ** | 3,435,272 | ||||||
YUNG SHIN PHARM | ** | 86,915 | ||||||
ZEBRA TECHNOLOGIES CORP CL A | ** | 127,373 | ||||||
ZENDESK INC COM | ** | 1,126,332 | ||||||
ZENSAR TECHNOLOGIES LTD INR2(POST SUB-DIVISION) | ** | 22,192 | ||||||
ZENTALIS PHARMACEUTICALS INC COM | ** | 1,216,180 | ||||||
ZIFF DAVIS INC COM USD0.001 | ** | 324,376 | ||||||
ZIGEXN CO LTD NPV | ** | 254,407 | ||||||
ZIM INTEGRATED SHIPPING SERVCES LTD COM NPV | ** | 1,300,806 | ||||||
ZIMMER BIOMET 3.15% DUE 04-01-2022 | ** | 2,334,663 | ||||||
ZIMMER BIOMET HLDGS INC COM | ** | 4,891,040 | ||||||
ZIMMER BIOMET HLDGS INC NT 2.6% 11-24-2031 | ** | 613,923 | ||||||
ZIONS BANCORPORATION N A | ** | 1,787,302 | ||||||
ZIPPY TECHNOLOGY TWD10 | ** | 22,849 | ||||||
ZOETIS INC 2% DUE 05-15-2030 | ** | 2,003,193 | ||||||
ZOETIS INC COM USD0.01 CL 'A' | ** | 27,955,345 | ||||||
ZOGENIX INC COM NEW COM NEW | ** | 70,948 | ||||||
ZOOMINFO TECHNOLOGIES INC COM USD0.01 CLASS A | ** | 3,364,722 | ||||||
ZOOMLION HEAVY INDUSTRY SCIENC | ** | 294,488 | ||||||
ZTE CORP 'H'CNY1 | ** | 900,412 | ||||||
ZUMTOBEL GROUP AG | ** | 313,106 | ||||||
ZURICH INSURANCE GROUP AG CHF0.10 | ** | 7,086,542 | ||||||
ZURN WTR SOLUTIONS CORP USD0.01 | ** | 2,002,000 | ||||||
ZYNGA INC | ** | 3,965,376 | ||||||
Metropolitan Life (wrap contract) | ** | (52,424,978) | ||||||
Prudential (wrap contract) | ** | (44,553,701) | ||||||
RGA (wrap contract) | ** | (23,360,056) | ||||||
Royal Bank of Canada (wrap contract) | ** | (53,971,782) | ||||||
Voya (wrap contract) | ** | (79,122,548) | ||||||
TOTAL | $ | 73,116,798,779 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
*PARTICIPANT LOANS (Interest from 3.25% to 9.50% maturing through January 2042) | ** | $ | 610,990,120 | |||||
*Party-in-interest | ||||||||
**Cost information is not required for participant directed investment and therefore is not included. | ||||||||
(Concluded) |
THE BOEING COMPANY | ||||||||||||||||||||
401(k) RETIREMENT PLAN, | ||||||||||||||||||||
FORMERLY KNOWN AS | ||||||||||||||||||||
THE BOEING COMPANY | ||||||||||||||||||||
VOLUNTARY INVESTMENT PLAN | ||||||||||||||||||||
June 15, 2022 | /s/ Michael Cleary | |||||||||||||||||||
Date | Michael Cleary | |||||||||||||||||||
Vice President of Accounting | ||||||||||||||||||||
and Financial Reporting | ||||||||||||||||||||